# EDGAR Filing Document

**Accession Number:** 0001233681
**File Stem:** 0001410368-26-054538
**Filing Date:** 2026-5
**Character Count:** 1267140
**Document Hash:** 1739b653a77499f33d1d04eadf4fb42c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054538.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054538

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK Ltd DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233681

**ORGANIZATION NAME:**
- **EIN:** 200096695
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21349
- **FILM NUMBER:** 261030959

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

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

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

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

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

## Nport-Ex

March 31, 2026

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

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

**BlackRock Limited Duration Income Trust (BLW)**<br>

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

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

------

Schedule of Investments (unaudited)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| &nbsp;&nbsp;&nbsp; AIMCO CLO Ltd., Series 2018-BA, Class CRR, (3-mo. <br> CME Term SOFR + 2.40%), 6.07%, 04/16/37<sup>(a)(b)</sup><br>| USD | 500 | &nbsp;&nbsp; $500000 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO Ltd., Series 2015-7A, Class DR3, <br> (3-mo. CME Term SOFR + 3.80%), 7.47%, <br> 04/28/37<sup>(a)(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 978130 |
| Apidos CLO XVIII-R<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-18A, Class A1R2, (3-mo. CME Term SOFR <br> + 1.33%), 5.00%, 01/22/38<br>|  | 2255 | &nbsp;&nbsp; 2255511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-18A, Class BR2, (3-mo. CME Term SOFR <br> + 1.70%), 5.37%, 01/22/38<br>|  | 1353 | &nbsp;&nbsp; 1354399 |
| &nbsp;&nbsp;&nbsp; Argent Securities Trust, Series 2006-W5, Class A1, (1 mo. <br> Term SOFR + 0.41%), 4.09%, 06/25/36<sup>(a)(c)</sup><br>|  | 3471 | &nbsp;&nbsp; 2296727 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO Ltd., Series 2024-28A, Class A2, (3-mo. <br> CME Term SOFR + 1.70%), 5.37%, 01/20/38<sup>(a)(b)</sup><br>|  | 750 | &nbsp;&nbsp; 751285 |
| &nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., Series 2024-22A, Class C, (3-<br> mo. CME Term SOFR + 2.60%), 6.27%, 04/15/37<sup>(a)(b)</sup><br>|  | 800 | &nbsp;&nbsp; 800816 |
| &nbsp;&nbsp;&nbsp; Carlyle US CLO Ltd., Series 2026-2A, Class D, <br> 04/20/39<sup>(a)(b)(d)</sup><br>|  | 650 | &nbsp;&nbsp; 650000 |
| &nbsp;&nbsp;&nbsp; CarVal CLO II Ltd., Series 2019-1A, Class AR2, (3-mo. <br> CME Term SOFR + 1.02%), 4.69%, 04/20/32<sup>(a)(b)</sup><br>|  | 1340 | &nbsp;&nbsp; 1338679 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XIV CLO Ltd., Series 2021-14A, <br> Class B1R, (3-mo. CME Term SOFR + 1.70%), 5.37%, <br> 10/15/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500275 |
| CIFC Funding Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class CRR, (3-mo. CME Term SOFR + <br> 2.45%), 6.12%, 04/21/37<br>|  | 550 | &nbsp;&nbsp; 550541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class A1R, (3-mo. CME Term SOFR + <br> 1.32%), 4.99%, 01/18/38<br>|  | 1804 | &nbsp;&nbsp; 1804533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class BR, (3-mo. CME Term SOFR + <br> 1.70%), 5.37%, 01/18/38<br>|  | 2255 | &nbsp;&nbsp; 2253625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class D1R2, (3-mo. CME Term SOFR <br> + 3.05%), 6.72%, 10/20/37<br>|  | 500 | &nbsp;&nbsp; 493856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-7A, Class ER, (3-mo. CME Term SOFR + <br> 5.35%), 9.02%, 01/22/38<br>|  | 500 | &nbsp;&nbsp; 489930 |
| &nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, Series 2006-FX1, <br> Class A7, 7.28%, 10/25/36<br>|  | 286 | &nbsp;&nbsp; 162867 |
| &nbsp;&nbsp;&nbsp; Concord Music Royalties LLC, Series 2024-1A, Class A, <br> 5.64%, 10/20/74<sup>(b)</sup><br>|  | 272 | &nbsp;&nbsp; 273054 |
| &nbsp;&nbsp;&nbsp; Creeksource Dunes Creek CLO Ltd., Series 2024-1A, <br> Class A1, (3-mo. CME Term SOFR + 1.41%), 5.08%, <br> 01/15/38<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500421 |
| &nbsp;&nbsp;&nbsp; CWABS Asset-Backed Certificates Trust, Series 2006-26, <br> Class 1A, (1 mo. Term SOFR + 0.39%), 4.07%, <br> 06/25/37<sup>(a)</sup><br>|  | 391 | &nbsp;&nbsp; 366216 |
| &nbsp;&nbsp;&nbsp; Dryden Clo Ltd., Series 2018-61A, Class DR, (3-mo. CME <br> Term SOFR + 3.36%), 7.03%, 01/17/32<sup>(a)(b)</sup><br>|  | 610 | &nbsp;&nbsp; 610001 |
| &nbsp;&nbsp;&nbsp; Dryden CLO Ltd., Series 2018-64A, Class D, (3-mo. CME <br> Term SOFR + 2.91%), 6.58%, 04/18/31<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250353 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO Ltd., Series 2021-<br> 11A, Class AR, (3-mo. CME Term SOFR + 1.08%), <br> 4.75%, 10/20/34<sup>(a)(b)</sup><br>|  | 280 | &nbsp;&nbsp; 279433 |
| &nbsp;&nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2025-1A, Class B, 6.27%, 02/20/49<sup>(b)</sup><br>|  | 234 | &nbsp;&nbsp; 237427 |
| &nbsp;&nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, Series 2024-2, <br> Class C, 5.55%, 10/27/59<sup>(b)</sup><br>|  | 86 | &nbsp;&nbsp; 86484 |
| &nbsp;&nbsp;&nbsp; Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, <br> 5.60%, 09/20/65<sup>(b)</sup><br>|  | 271 | &nbsp;&nbsp; 272997 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXVII Ltd., Series 2019-37A, <br> Class BR2, (3-mo. CME Term SOFR + 1.95%), 5.62%, <br> 04/15/37<sup>(a)(b)</sup><br>| USD | 875 | &nbsp;&nbsp; $875220 |
| &nbsp;&nbsp;&nbsp; Mariner Finance Issuance Trust, Series 2024-AA, Class E, <br> 9.02%, 09/22/36<sup>(b)</sup><br>|  | 497 | &nbsp;&nbsp; 509030 |
| &nbsp;&nbsp;&nbsp; Nelnet Student Loan Trust, Series 2025-BA, Class D, <br> 6.04%, 05/17/55<sup>(b)</sup><br>|  | 320 | &nbsp;&nbsp; 314768 |
| &nbsp;&nbsp;&nbsp; OCP CLO Ltd., Series 2024-38A, Class A, (3-mo. CME <br> Term SOFR + 1.33%), 5.00%, 01/21/38<sup>(a)(b)(c)</sup><br>|  | 1000 | &nbsp;&nbsp; 1000014 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners XVII Ltd., Series 2013-1A, <br> Class BR2, (3-mo. CME Term SOFR + 1.66%), 5.33%, <br> 01/25/31<sup>(a)(b)</sup><br>|  | 83 | &nbsp;&nbsp; 82490 |
| &nbsp;&nbsp;&nbsp; OHS Issuer LLC, Series 2026-1, Class A2, 5.98%, <br> 02/25/61<sup>(b)</sup><br>|  | 285 | &nbsp;&nbsp; 279187 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-4A, Class B, (3-mo. <br> CME Term SOFR + 1.65%), 5.32%, 01/15/38<sup>(a)(b)</sup><br>|  | 1520 | &nbsp;&nbsp; 1518906 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO Ltd., Series 2020-6A, Class DRR, (3-mo. <br> CME Term SOFR + 2.50%), 6.16%, 05/18/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 238763 |
| &nbsp;&nbsp;&nbsp; Regatta 30 Funding Ltd., Series 2024-4A, Class B, (3-mo. <br> CME Term SOFR + 1.65%), 5.32%, 01/25/38<sup>(a)(b)</sup><br>|  | 1600 | &nbsp;&nbsp; 1598816 |
| &nbsp;&nbsp;&nbsp; Regatta XVIII Funding Ltd., Series 2021-1A, Class BR, <br> (3-mo. CME Term SOFR + 1.55%), 5.22%, <br> 04/15/38<sup>(a)(b)</sup><br>|  | 300 | &nbsp;&nbsp; 298656 |
| &nbsp;&nbsp;&nbsp; Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R, <br> (3-mo. CME Term SOFR + 2.80%), 6.47%, <br> 01/20/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 245134 |
| &nbsp;&nbsp;&nbsp; Regional Management Issuance Trust, Series 2021-3, <br> Class A, 3.88%, 10/17/33<sup>(e)</sup><br>|  | 980 | &nbsp;&nbsp; 962850 |
| &nbsp;&nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2021-3A, Class A1R, <br> (3-mo. CME Term SOFR + 1.40%), 5.07%, <br> 01/15/38<sup>(a)(b)(c)</sup><br>|  | 2977 | &nbsp;&nbsp; 2978096 |
| &nbsp;&nbsp;&nbsp; RR Ltd., Series 2022-24A, Class A1A2, (3-mo. CME Term <br> SOFR + 1.31%), 4.98%, 01/15/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250040 |
| &nbsp;&nbsp;&nbsp; Service Experts Issuer LLC, Series 2024-1A, Class A, <br> 6.39%, 11/20/35<sup>(b)</sup><br>|  | 148 | &nbsp;&nbsp; 151302 |
| Sterling COOFS Trust<sup>(e)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-1, Class A, 2.36%, 04/15/29 |  | 607 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Series 2004-2, Class Note, 2.08%, 03/30/30<sup>(b)</sup> |  | 226 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, Class A2I, 6.03%, <br> 07/30/54<sup>(b)</sup><br>|  | 291 | &nbsp;&nbsp; 293193 |
| &nbsp;&nbsp;&nbsp; Symphony CLO Ltd., Series 2023-40A, Class AR, (3-mo. <br> CME Term SOFR + 1.31%), 4.98%, 01/05/38<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500178 |
| &nbsp;&nbsp;&nbsp; Trimaran CAVU Ltd., Series 2021-1A, Class D1R, (3-mo. <br> CME Term SOFR + 3.40%), 7.07%, 07/23/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 245478 |
| &nbsp;&nbsp;&nbsp; Unique Pub Finance Co. PLC, Series 02, Class N, 6.46%, <br> 03/30/32<sup>(f)</sup><br>| GBP | 18 | &nbsp;&nbsp; 24819 |
| &nbsp;&nbsp;&nbsp; Upgrade Master Pass-Thru Trust, Series 2025-ST4, <br> Class A, 5.50%, 08/16/32<sup>(b)</sup><br>| USD | 201 | &nbsp;&nbsp; 201697 |
| &nbsp;&nbsp;&nbsp; UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%, <br> 01/25/47<sup>(b)</sup><br>|  | 367 | &nbsp;&nbsp; 365174 |
| &nbsp;&nbsp;&nbsp; Vista Point Securitization Trust, Series 2024-CES1, <br> Class A2, 6.84%, 05/25/54<sup>(b)</sup><br>|  | 575 | &nbsp;&nbsp; 582997 |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., Series 2019-3A, Class BR, (3-mo. CME <br> Term SOFR + 1.91%), 5.58%, 10/17/32<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500997 |
| &nbsp;&nbsp;&nbsp; Whitebox CLO II Ltd., Series 2020-2A, Class D1R2, (3-mo. <br> CME Term SOFR + 2.90%), 6.57%, 10/24/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 496905 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Whitebox CLO III Ltd., Series 2021-3A, Class DR, (3-mo. <br> CME Term SOFR + 2.85%), 6.52%, 10/15/35<sup>(a)(b)</sup><br>| USD | 250 | &nbsp;&nbsp; $249991 |
| &nbsp;&nbsp;&nbsp; Wireless PropCo Funding LLC, Series 2025-1A, Class B, <br> 4.30%, 06/25/55<sup>(b)</sup><br>|  | 870 | &nbsp;&nbsp; 824793 |
| **Total Asset-Backed Securities — 6.8%** <br>**(Cost: $36,072,641)** | **Total Asset-Backed Securities — 6.8%** <br>**(Cost: $36,072,641)** | **Total Asset-Backed Securities — 6.8%** <br>**(Cost: $36,072,641)** | &nbsp;&nbsp; 35647054 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| Wom New Holdco<sup>(e)(g)</sup> | 549 | &nbsp;&nbsp; 12627 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Learfield Communications LLC, (Acquired 09/06/23, Cost: <br> $19,956)<sup>(e)(g)(h)</sup><br>| 1588 | &nbsp;&nbsp; 177856 |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** |  |
| Aimbridge Acquisition Co., Inc.<sup>(e)(g)</sup> | 2750 | &nbsp;&nbsp; 123723 |
| **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** |  |
| Sirva BGRS Holdings, Inc.<sup>(g)</sup> | 464 | &nbsp;&nbsp; 296 |
| **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |  |
| Fortrex Equity<sup>(e)(g)</sup> | 3500 | &nbsp;&nbsp; 101500 |
| **Household Products — 0.0%** | **Household Products — 0.0%** |  |
| Berkline Benchcraft Equity LLC<sup>(e)(g)</sup> | 3155 | &nbsp;&nbsp; — |
| **Industrial Conglomerates**<sup>(g)</sup> **— 0.0%** | **Industrial Conglomerates**<sup>(g)</sup> **— 0.0%** |  |
| Ameriforge Group, Inc.<sup>(e)</sup> | 801 | &nbsp;&nbsp; — |
| SVP Singer | 4245 | &nbsp;&nbsp; 19102 |
|  |  | &nbsp;&nbsp; 19102 |
| **IT Services — 0.0%** | **IT Services — 0.0%** |  |
| Travelport LLC<sup>(e)(g)</sup> | 91 | &nbsp;&nbsp; 93702 |
| **Machinery — 0.0%** | **Machinery — 0.0%** |  |
| United Site Services, Inc.<sup>(e)(g)</sup> | 18926 | &nbsp;&nbsp; 137214 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |  |
| ADLER Group SA, VTG Shares<sup>(e)(g)</sup> | 33168 | &nbsp;&nbsp; — |
| **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** |  |
| TMK Hawk Midco Corp.<sup>(e)(g)</sup> | 10062 | &nbsp;&nbsp; 70436 |
| **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** |  |
| Incora Top Holdco LLC<sup>(e)(g)</sup> | 9432 | &nbsp;&nbsp; 53291 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |  |
| Altice France Lux 3<sup>(g)</sup> | 15143 | &nbsp;&nbsp; 252044 |
| **Total Common Stocks — 0.2%** <br>**(Cost: $1,838,081)** | **Total Common Stocks — 0.2%** <br>**(Cost: $1,838,081)** | &nbsp;&nbsp; 1041791 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 1.2%** | **Advertising Agencies — 1.2%** | **Advertising Agencies — 1.2%** | **Advertising Agencies — 1.2%** |
| Clear Channel Outdoor Holdings, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/28 | USD | 470 | &nbsp;&nbsp; 472230 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/29 |  | 797 | &nbsp;&nbsp; 800363 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30 |  | 636 | &nbsp;&nbsp; 665576 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31 |  | 789 | &nbsp;&nbsp; 826632 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/33 |  | 965 | &nbsp;&nbsp; 1021933 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Advertising Agencies (continued)** | **Advertising Agencies (continued)** | **Advertising Agencies (continued)** | **Advertising Agencies (continued)** |
| CMG Media Corp., 8.88%, 06/18/29<sup>(b)</sup> | USD | 230 | &nbsp;&nbsp; $198874 |
| Lamar Media Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/30 |  | 40 | &nbsp;&nbsp; 38170 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/33<sup>(b)</sup> |  | 209 | &nbsp;&nbsp; 204553 |
| Neptune Bidco U.S., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.29%, 04/15/29<sup>(c)</sup> |  | 414 | &nbsp;&nbsp; 415150 |
| &nbsp;&nbsp;&nbsp; 10.38%, 05/15/31 |  | 263 | &nbsp;&nbsp; 265369 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/33 |  | 360 | &nbsp;&nbsp; 349286 |
| Omnicom Group, Inc., 5.40%, 10/01/48<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 174260 |
| Outfront Media Capital LLC/Outfront Media Capital Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/27 |  | 88 | &nbsp;&nbsp; 87793 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29<sup>(c)</sup> |  | 222 | &nbsp;&nbsp; 214008 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/30<sup>(c)</sup> |  | 107 | &nbsp;&nbsp; 103236 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/31<sup>(c)</sup> |  | 254 | &nbsp;&nbsp; 264849 |
| Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)(c)</sup> |  | 101 | &nbsp;&nbsp; 96157 |
|  |  |  | &nbsp;&nbsp; 6198439 |
| **Aerospace & Defense — 2.5%** | **Aerospace & Defense — 2.5%** | **Aerospace & Defense — 2.5%** | **Aerospace & Defense — 2.5%** |
| AAR Escrow Issuer LLC, 6.75%, 03/15/29<sup>(b)</sup> |  | 303 | &nbsp;&nbsp; 308394 |
| ATI, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/27<sup>(c)</sup> |  | 127 | &nbsp;&nbsp; 126976 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/29 |  | 101 | &nbsp;&nbsp; 99653 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30<sup>(c)</sup> |  | 535 | &nbsp;&nbsp; 554778 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/31<sup>(c)</sup> |  | 215 | &nbsp;&nbsp; 212416 |
| Bombardier, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30<sup>(c)</sup> |  | 251 | &nbsp;&nbsp; 266949 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31 |  | 34 | &nbsp;&nbsp; 35629 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/32<sup>(c)</sup> |  | 254 | &nbsp;&nbsp; 263612 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/33 |  | 337 | &nbsp;&nbsp; 348023 |
| &nbsp;&nbsp;&nbsp; Efesto Bidco SpA Efesto U.S. LLC, Series XR, 7.50%, <br> 02/15/32<sup>(b)(c)</sup><br>|  | 952 | &nbsp;&nbsp; 947174 |
| Goat Holdco LLC, 6.75%, 02/01/32<sup>(b)</sup> |  | 295 | &nbsp;&nbsp; 296808 |
| Moog, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 |  | 17 | &nbsp;&nbsp; 16990 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/34 |  | 124 | &nbsp;&nbsp; 124390 |
| Northrop Grumman Corp., 3.85%, 04/15/45<sup>(c)</sup> |  | 600 | &nbsp;&nbsp; 471308 |
| TransDigm, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28<sup>(c)</sup> |  | 1152 | &nbsp;&nbsp; 1165985 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29<sup>(c)</sup> |  | 1477 | &nbsp;&nbsp; 1504565 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32<sup>(c)</sup> |  | 1243 | &nbsp;&nbsp; 1267698 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/33<sup>(c)</sup> |  | 811 | &nbsp;&nbsp; 810545 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33<sup>(c)</sup> |  | 1459 | &nbsp;&nbsp; 1451221 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/34 |  | 192 | &nbsp;&nbsp; 194118 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34<sup>(c)</sup> |  | 1318 | &nbsp;&nbsp; 1335272 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/31/34<sup>(c)</sup> |  | 1159 | &nbsp;&nbsp; 1139926 |
|  |  |  | &nbsp;&nbsp; 12942430 |
| **Air Freight & Logistics**<sup>(b)</sup> **— 0.1%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.1%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.1%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.1%** |
| Rand Parent LLC, 8.50%, 02/15/30 |  | 234 | &nbsp;&nbsp; 240207 |
| Stonepeak Nile Parent LLC, 7.25%, 03/15/32 |  | 114 | &nbsp;&nbsp; 118571 |
|  |  |  | &nbsp;&nbsp; 358778 |
| **Automobile Components — 0.9%** | **Automobile Components — 0.9%** | **Automobile Components — 0.9%** | **Automobile Components — 0.9%** |
| American Axle & Manufacturing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/15/32 |  | 151 | &nbsp;&nbsp; 149451 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/33 |  | 158 | &nbsp;&nbsp; 153813 |
| Aptiv Swiss Holdings Ltd., 4.40%, 10/01/46 |  | 240 | &nbsp;&nbsp; 193349 |
| Clarios Global LP/Clarios U.S. Finance Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28<sup>(c)</sup> |  | 839 | &nbsp;&nbsp; 847164 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30 |  | 359 | &nbsp;&nbsp; 367078 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/31 | EUR | 295 | &nbsp;&nbsp; 334793 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/32<sup>(c)</sup> | USD | 684 | &nbsp;&nbsp; 689472 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Automobile Components (continued)** | **Automobile Components (continued)** | **Automobile Components (continued)** | **Automobile Components (continued)** |
| &nbsp;&nbsp;&nbsp; Cyprium Corp./Cyprium Holdings Luxembourg SARL, <br> 6.13%, 04/15/31<sup>(b)</sup><br>| USD | 199 | &nbsp;&nbsp; $196178 |
| Dana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/30 |  | 44 | &nbsp;&nbsp; 41626 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/32 |  | 73 | &nbsp;&nbsp; 68124 |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings, Inc./Garrett LX I SARL, 7.75%, <br> 05/31/32<sup>(b)(c)</sup><br>|  | 112 | &nbsp;&nbsp; 115968 |
| Goodyear Tire & Rubber Co., 6.63%, 07/15/30 |  | 119 | &nbsp;&nbsp; 116368 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (7.00% Cash or 7.75% PIK), <br> 7.00%, 11/15/31<sup>(f)(i)</sup><br>| EUR | 100 | &nbsp;&nbsp; 120844 |
| Mahle GmbH, 6.50%, 05/02/31<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 116873 |
| Qnity Electronics, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/32 | USD | 277 | &nbsp;&nbsp; 277330 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/33 |  | 214 | &nbsp;&nbsp; 216383 |
| Schaeffler AG<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | EUR | 100 | &nbsp;&nbsp; 114232 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/14/29 |  | 100 | &nbsp;&nbsp; 114996 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(b)(c)</sup> | USD | 453 | &nbsp;&nbsp; 451389 |
| ZF Europe Finance BV<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/12/30 | EUR | 100 | &nbsp;&nbsp; 117905 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/17/32 |  | 100 | &nbsp;&nbsp; 109047 |
|  |  |  | &nbsp;&nbsp; 4912383 |
| **Automobiles — 1.3%** | **Automobiles — 1.3%** | **Automobiles — 1.3%** | **Automobiles — 1.3%** |
| Allison Transmission, Inc., 5.88%, 12/01/33<sup>(b)</sup> | USD | 158 | &nbsp;&nbsp; 157031 |
| Asbury Automotive Group, Inc., 4.50%, 03/01/28 |  | 146 | &nbsp;&nbsp; 143372 |
| Aston Martin Capital Holdings Ltd., 10.38%, 03/31/29<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 101573 |
| Carvana Co.<sup>(b)(c)(i)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (11.00% Cash or 13.00% PIK), 9.00%, 06/01/30 | USD | 693 | &nbsp;&nbsp; 720524 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.00%, 06/01/31 |  | 1480 | &nbsp;&nbsp; 1600973 |
| Cougar JV Subsidiary LLC, 8.00%, 05/15/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 206811 |
| General Motors Financial Co., Inc., 6.00%, 01/09/28<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 1022376 |
| &nbsp;&nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., 11.50%, <br> 08/15/29<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 198983 |
| LCM Investments Holdings II LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 |  | 183 | &nbsp;&nbsp; 178079 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/31 |  | 266 | &nbsp;&nbsp; 276306 |
| Lithia Motors, Inc., 5.50%, 10/01/30<sup>(b)</sup> |  | 174 | &nbsp;&nbsp; 170508 |
| Nissan Motor Acceptance Co. LLC, 6.13%, 09/30/30<sup>(b)(c)</sup> |  | 446 | &nbsp;&nbsp; 428624 |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114416 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(b)</sup> | USD | 204 | &nbsp;&nbsp; 206569 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/17/33<sup>(b)</sup> | EUR | 145 | &nbsp;&nbsp; 166750 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(b)</sup> | USD | 607 | &nbsp;&nbsp; 624507 |
| &nbsp;&nbsp;&nbsp; RCI Banque SA, (5-year EURIBOR ICE Swap + 2.20%), <br> 4.75%, 03/24/37<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 111878 |
| &nbsp;&nbsp;&nbsp; Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC, <br> 10.00%, 01/15/31<sup>(b)</sup><br>| USD | 232 | &nbsp;&nbsp; 225429 |
|  |  |  | &nbsp;&nbsp; 6654709 |
| **Banks — 0.1%** | **Banks — 0.1%** | **Banks — 0.1%** | **Banks — 0.1%** |
| &nbsp;&nbsp;&nbsp; Abanca Corp. Bancaria SA, (5-year EURIBOR ICE Swap + <br> 2.45%), 4.63%, 12/11/36<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115607 |
| &nbsp;&nbsp;&nbsp; Al Rajhi Sukuk Ltd., (6 year USD CMT + 1.59%), <br> 6.25%<sup>(a)(c)(f)(j)</sup><br>| USD | 200 | &nbsp;&nbsp; 195758 |
| Banco Espirito Santo SA<sup>(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/22<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 25429 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/21/22<sup>(g)</sup> |  | 100 | &nbsp;&nbsp; 25429 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; National Bank of Greece SA, (5-year EURIBOR ICE Swap <br> + 3.15%), 5.88%, 06/28/35<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; $120881 |
| Walker & Dunlop, Inc., 6.63%, 04/01/33<sup>(b)</sup> | USD | 143 | &nbsp;&nbsp; 139808 |
|  |  |  | &nbsp;&nbsp; 622912 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc., 4.90%, 02/01/46<sup>(c)</sup><br>|  | 741 | &nbsp;&nbsp; 667768 |
| **Biotechnology**<sup>(b)</sup> **— 0.2%** | **Biotechnology**<sup>(b)</sup> **— 0.2%** | **Biotechnology**<sup>(b)</sup> **— 0.2%** | **Biotechnology**<sup>(b)</sup> **— 0.2%** |
| BioMarin Pharmaceutical, Inc., 5.50%, 02/15/34 |  | 340 | &nbsp;&nbsp; 334749 |
| Genmab AS/Genmab Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/15/32 |  | 200 | &nbsp;&nbsp; 205047 |
| &nbsp;&nbsp;&nbsp; 7.25%, 12/15/33<sup>(c)</sup> |  | 435 | &nbsp;&nbsp; 455328 |
|  |  |  | &nbsp;&nbsp; 995124 |
| **Building Materials — 1.3%** | **Building Materials — 1.3%** | **Building Materials — 1.3%** | **Building Materials — 1.3%** |
| AmeriTex HoldCo Intermediate LLC, 7.63%, 08/15/33<sup>(b)</sup> |  | 222 | &nbsp;&nbsp; 229159 |
| Builders FirstSource, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/34 |  | 146 | &nbsp;&nbsp; 144134 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/35 |  | 172 | &nbsp;&nbsp; 171835 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 117651 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/30<sup>(b)(c)</sup> | USD | 1537 | &nbsp;&nbsp; 1563220 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/31<sup>(b)</sup> |  | 175 | &nbsp;&nbsp; 179980 |
| Jeld-Wen, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/15/27 |  | 257 | &nbsp;&nbsp; 174254 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/01/32<sup>(c)</sup> |  | 75 | &nbsp;&nbsp; 34966 |
| New Enterprise Stone & Lime Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 |  | 81 | &nbsp;&nbsp; 79801 |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/15/28 |  | 300 | &nbsp;&nbsp; 299696 |
| Quikrete Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/32<sup>(c)</sup> |  | 1202 | &nbsp;&nbsp; 1218832 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/33 |  | 318 | &nbsp;&nbsp; 322973 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28<sup>(b)</sup> |  | 56 | &nbsp;&nbsp; 55578 |
| Standard Building Solutions, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/32<sup>(c)</sup> |  | 494 | &nbsp;&nbsp; 494255 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/33<sup>(c)</sup> |  | 504 | &nbsp;&nbsp; 498333 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/34 |  | 279 | &nbsp;&nbsp; 269009 |
| Standard Industries, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 2 | &nbsp;&nbsp; 1977 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/30<sup>(c)</sup> |  | 519 | &nbsp;&nbsp; 489191 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/31<sup>(c)</sup> |  | 353 | &nbsp;&nbsp; 316417 |
| Wilsonart LLC, 11.00%, 08/15/32<sup>(b)</sup> |  | 305 | &nbsp;&nbsp; 221089 |
|  |  |  | &nbsp;&nbsp; 6882350 |
| **Building Products**<sup>(b)</sup> **— 0.6%** | **Building Products**<sup>(b)</sup> **— 0.6%** | **Building Products**<sup>(b)</sup> **— 0.6%** | **Building Products**<sup>(b)</sup> **— 0.6%** |
| LBM Acquisition LLC, 9.50%, 06/15/31 |  | 236 | &nbsp;&nbsp; 205425 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(c)</sup> |  | 893 | &nbsp;&nbsp; 910852 |
| White Cap Supply Holdings LLC, 7.38%, 11/15/30<sup>(c)</sup> |  | 2019 | &nbsp;&nbsp; 1958416 |
|  |  |  | &nbsp;&nbsp; 3074693 |
| **Capital Markets — 0.7%** | **Capital Markets — 0.7%** | **Capital Markets — 0.7%** | **Capital Markets — 0.7%** |
| Apollo Debt Solutions BDC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30<sup>(c)</sup> |  | 163 | &nbsp;&nbsp; 160436 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 |  | 70 | &nbsp;&nbsp; 70817 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32<sup>(c)</sup> |  | 133 | &nbsp;&nbsp; 133510 |
| ARES Strategic Income Fund, 5.80%, 09/09/30<sup>(b)(c)</sup> |  | 220 | &nbsp;&nbsp; 213925 |
| Bain Capital Specialty Finance, Inc., 5.95%, 03/15/30 |  | 70 | &nbsp;&nbsp; 67771 |
| Blue Owl Capital Corp., 6.20%, 07/15/30<sup>(c)</sup> |  | 223 | &nbsp;&nbsp; 219777 |
| &nbsp;&nbsp;&nbsp; Compass Group Diversified Holdings LLC, 5.25%, <br> 04/15/29<sup>(b)</sup><br>|  | 220 | &nbsp;&nbsp; 204861 |
| Focus Financial Partners LLC, 6.75%, 09/15/31<sup>(b)(c)</sup> |  | 197 | &nbsp;&nbsp; 195650 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/27<sup>(c)</sup> | USD | 611 | &nbsp;&nbsp; $598723 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29 |  | 170 | &nbsp;&nbsp; 167136 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29<sup>(c)</sup> |  | 124 | &nbsp;&nbsp; 105817 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(b)</sup> |  | 193 | &nbsp;&nbsp; 190134 |
| Jane Street Group/JSG Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/32 |  | 78 | &nbsp;&nbsp; 77133 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/33 |  | 260 | &nbsp;&nbsp; 263788 |
| Osaic Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/32 |  | 338 | &nbsp;&nbsp; 338042 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/33<sup>(c)</sup> |  | 471 | &nbsp;&nbsp; 464972 |
| Turkiye Varlik Fonu Yonetimi AS, 8.25%, 02/14/29<sup>(f)</sup> |  | 200 | &nbsp;&nbsp; 207375 |
| &nbsp;&nbsp;&nbsp; WOM Chile Holdco SpA, (5.00% PIK), 5.00%, <br> 04/01/32<sup>(b)(i)(l)</sup><br>|  | 179 | &nbsp;&nbsp; 162415 |
|  |  |  | &nbsp;&nbsp; 3842282 |
| **Chemicals — 2.0%** | **Chemicals — 2.0%** | **Chemicals — 2.0%** | **Chemicals — 2.0%** |
| &nbsp;&nbsp;&nbsp; Advancion Sciences, Inc., (9.25% Cash or 10.00% PIK), <br> 9.25%, 11/01/26<sup>(b)(i)</sup><br>|  | 331 | &nbsp;&nbsp; 268576 |
| Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/31 |  | 26 | &nbsp;&nbsp; 26697 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33<sup>(c)</sup> |  | 181 | &nbsp;&nbsp; 185699 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/34 |  | 213 | &nbsp;&nbsp; 218224 |
| Chemours Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/28<sup>(c)</sup> |  | 574 | &nbsp;&nbsp; 568331 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29 |  | 372 | &nbsp;&nbsp; 348845 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/34 |  | 200 | &nbsp;&nbsp; 199942 |
| Element Solutions, Inc., 3.88%, 09/01/28<sup>(b)(c)</sup> |  | 1262 | &nbsp;&nbsp; 1228725 |
| FMC Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 |  | 184 | &nbsp;&nbsp; 164357 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 |  | 55 | &nbsp;&nbsp; 34035 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53 |  | 39 | &nbsp;&nbsp; 29385 |
| Herens Holdco SARL, 4.75%, 05/15/28<sup>(b)(c)</sup> |  | 212 | &nbsp;&nbsp; 178165 |
| &nbsp;&nbsp;&nbsp; Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, <br> 07/01/28<sup>(b)</sup><br>|  | 6 | &nbsp;&nbsp; 6005 |
| Ingevity Corp., 3.88%, 11/01/28<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 80636 |
| Inversion Escrow Issuer LLC, 6.75%, 08/01/32<sup>(b)(c)</sup> |  | 590 | &nbsp;&nbsp; 561871 |
| Itelyum Regeneration SpA, 5.75%, 04/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114012 |
| Kronos International, Inc., 9.50%, 03/15/29<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 99298 |
| Methanex U.S. Operations, Inc., 6.25%, 03/15/32<sup>(b)(c)</sup> | USD | 147 | &nbsp;&nbsp; 150391 |
| Minerals Technologies, Inc., 5.00%, 07/01/28<sup>(b)</sup> |  | 169 | &nbsp;&nbsp; 166134 |
| OCP SA, 5.13%, 06/23/51<sup>(f)</sup> |  | 200 | &nbsp;&nbsp; 155474 |
| Olympus Water U.S. Holding Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/31 |  | 596 | &nbsp;&nbsp; 582115 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/33 |  | 1731 | &nbsp;&nbsp; 1651549 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(b)(c)</sup> |  | 527 | &nbsp;&nbsp; 516855 |
| SK Invictus Intermediate II SARL, 5.00%, 10/30/29<sup>(b)</sup> |  | 362 | &nbsp;&nbsp; 353084 |
| Solstice Advanced Materials, Inc., 5.63%, 09/30/33<sup>(b)(c)</sup> |  | 413 | &nbsp;&nbsp; 407235 |
| WR Grace Holdings LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/29 |  | 1191 | &nbsp;&nbsp; 1095386 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31 |  | 235 | &nbsp;&nbsp; 235606 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32 |  | 404 | &nbsp;&nbsp; 393640 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/33 |  | 485 | &nbsp;&nbsp; 471020 |
|  |  |  | &nbsp;&nbsp; 10491292 |
| **Commercial Services & Supplies — 4.4%** | **Commercial Services & Supplies — 4.4%** | **Commercial Services & Supplies — 4.4%** | **Commercial Services & Supplies — 4.4%** |
| ADT Security Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/32 |  | 107 | &nbsp;&nbsp; 99946 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33<sup>(c)</sup> |  | 453 | &nbsp;&nbsp; 438735 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 SARL/Aggreko Holdings, Inc., 7.00%, <br> 05/21/30<sup>(b)(c)</sup><br>|  | 476 | &nbsp;&nbsp; 486490 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Allied Universal Holdco LLC, 7.88%, 02/15/31<sup>(b)(c)</sup> | USD | 2362 | &nbsp;&nbsp; $2435730 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29 |  | 1659 | &nbsp;&nbsp; 1603053 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/15/30 |  | 895 | &nbsp;&nbsp; 907245 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28<sup>(b)(c)</sup><br>|  | 1543 | &nbsp;&nbsp; 1507064 |
| APi Group DE, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/29 |  | 132 | &nbsp;&nbsp; 125701 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/29 |  | 100 | &nbsp;&nbsp; 96788 |
| &nbsp;&nbsp;&nbsp; Arena Luxembourg Finance SARL, (3-mo. EURIBOR + <br> 2.50%), 4.52%, 05/01/30<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115250 |
| &nbsp;&nbsp;&nbsp; BCP V Modular Services Finance II PLC, 6.50%, <br> 07/10/31<sup>(f)</sup><br>|  | 100 | &nbsp;&nbsp; 98208 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(b)(c)</sup> | USD | 796 | &nbsp;&nbsp; 801027 |
| Boels Topholding BV, 5.75%, 05/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 116131 |
| Brink's Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/29 | USD | 157 | &nbsp;&nbsp; 159430 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/32 |  | 68 | &nbsp;&nbsp; 68831 |
| Clarivate Science Holdings Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/01/28 |  | 298 | &nbsp;&nbsp; 281228 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/29 |  | 883 | &nbsp;&nbsp; 766167 |
| CompoSecure Holdings LLC, 5.63%, 02/01/33<sup>(b)(c)</sup> |  | 734 | &nbsp;&nbsp; 717081 |
| Deluxe Corp., 8.13%, 09/15/29<sup>(b)</sup> |  | 132 | &nbsp;&nbsp; 137027 |
| FTAI Aviation Investors LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28 |  | 740 | &nbsp;&nbsp; 739739 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30 |  | 671 | &nbsp;&nbsp; 700655 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31 |  | 838 | &nbsp;&nbsp; 859059 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/32 |  | 427 | &nbsp;&nbsp; 437725 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/15/33 |  | 367 | &nbsp;&nbsp; 359069 |
| Garda World Security Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/28<sup>(c)</sup> |  | 532 | &nbsp;&nbsp; 541186 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29 |  | 65 | &nbsp;&nbsp; 61869 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/32<sup>(c)</sup> |  | 599 | &nbsp;&nbsp; 592731 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/15/32<sup>(c)</sup> |  | 1400 | &nbsp;&nbsp; 1400951 |
| Herc Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(c)</sup> |  | 36 | &nbsp;&nbsp; 36591 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30 |  | 388 | &nbsp;&nbsp; 397843 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/31 |  | 147 | &nbsp;&nbsp; 144775 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/33 |  | 232 | &nbsp;&nbsp; 237740 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/34 |  | 152 | &nbsp;&nbsp; 146946 |
| Hertz Corp., 12.63%, 07/15/29<sup>(b)</sup> |  | 152 | &nbsp;&nbsp; 133373 |
| Loxam SAS, 6.38%, 05/31/29<sup>(f)</sup> | EUR | 90 | &nbsp;&nbsp; 106721 |
| RR Donnelley & Sons Co., 9.50%, 08/01/29<sup>(b)(c)</sup> | USD | 595 | &nbsp;&nbsp; 602261 |
| Service Corp. International<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 |  | 238 | &nbsp;&nbsp; 236460 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 |  | 273 | &nbsp;&nbsp; 251876 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/31 |  | 370 | &nbsp;&nbsp; 344890 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/32 |  | 556 | &nbsp;&nbsp; 554930 |
| Sotheby's, 7.38%, 10/15/27<sup>(b)(c)</sup> |  | 691 | &nbsp;&nbsp; 687690 |
| Sotheby's/Bidfair Holdings, Inc., 5.88%, 06/01/29<sup>(b)(c)</sup> |  | 453 | &nbsp;&nbsp; 425302 |
| United Rentals North America, Inc., 5.38%, 11/15/33<sup>(b)(c)</sup> |  | 538 | &nbsp;&nbsp; 523140 |
| Veritiv Operating Co., 10.50%, 11/30/30<sup>(b)</sup> |  | 172 | &nbsp;&nbsp; 178751 |
| Wand NewCo 3, Inc., 7.63%, 01/30/32<sup>(b)(c)</sup> |  | 618 | &nbsp;&nbsp; 631903 |
| Williams Scotsman, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29 |  | 32 | &nbsp;&nbsp; 32360 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30 |  | 213 | &nbsp;&nbsp; 216363 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/31<sup>(c)</sup> |  | 378 | &nbsp;&nbsp; 387593 |
|  |  |  | &nbsp;&nbsp; 22931624 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |
| Viavi Solutions, Inc., 3.75%, 10/01/29<sup>(b)(c)</sup> | USD | 116 | &nbsp;&nbsp; $108835 |
| **Construction & Engineering — 0.5%** | **Construction & Engineering — 0.5%** | **Construction & Engineering — 0.5%** | **Construction & Engineering — 0.5%** |
| AECOM, 6.00%, 08/01/33<sup>(b)(c)</sup> |  | 479 | &nbsp;&nbsp; 478474 |
| Arcosa, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/29<sup>(c)</sup> |  | 232 | &nbsp;&nbsp; 223820 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/32 |  | 31 | &nbsp;&nbsp; 31764 |
| Brand Industrial Services, Inc., 10.38%, 08/01/30<sup>(b)(c)</sup> |  | 1494 | &nbsp;&nbsp; 1365385 |
| Dycom Industries, Inc., 4.50%, 04/15/29<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 115428 |
| Heathrow Finance PLC, 4.13%, 09/01/29<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 123437 |
| IHS Holding Ltd., 6.25%, 11/29/28<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 198032 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC/Weekley Finance Corp., 6.75%, <br> 01/15/34<sup>(b)</sup><br>|  | 167 | &nbsp;&nbsp; 159944 |
|  |  |  | &nbsp;&nbsp; 2696284 |
| **Consumer Finance — 1.4%** | **Consumer Finance — 1.4%** | **Consumer Finance — 1.4%** | **Consumer Finance — 1.4%** |
| Block, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/26<sup>(c)</sup> |  | 406 | &nbsp;&nbsp; 404149 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30<sup>(b)</sup> |  | 341 | &nbsp;&nbsp; 339116 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32<sup>(c)</sup> |  | 917 | &nbsp;&nbsp; 925373 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/33<sup>(b)(c)</sup> |  | 450 | &nbsp;&nbsp; 442568 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp., (1-day SOFR + 2.60%), <br> 5.82%, 02/01/34<sup>(a)(c)</sup><br>|  | 440 | &nbsp;&nbsp; 450194 |
| ION Platform Finance SARL<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/01/29 | EUR | 100 | &nbsp;&nbsp; 107384 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/30 |  | 100 | &nbsp;&nbsp; 95794 |
| ION Platform Finance U.S., Inc., 7.88%, 09/30/32<sup>(b)(c)</sup> | USD | 530 | &nbsp;&nbsp; 410234 |
| Navient Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/30 |  | 8 | &nbsp;&nbsp; 7799 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32<sup>(c)</sup> |  | 133 | &nbsp;&nbsp; 118576 |
| OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 |  | 119 | &nbsp;&nbsp; 119115 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29<sup>(c)</sup> |  | 189 | &nbsp;&nbsp; 182255 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30<sup>(c)</sup> |  | 370 | &nbsp;&nbsp; 381832 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/30 |  | 327 | &nbsp;&nbsp; 319754 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 |  | 179 | &nbsp;&nbsp; 161652 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 |  | 46 | &nbsp;&nbsp; 46246 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 |  | 97 | &nbsp;&nbsp; 96107 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32<sup>(c)</sup> |  | 330 | &nbsp;&nbsp; 320178 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/32 |  | 133 | &nbsp;&nbsp; 130986 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/33<sup>(c)</sup> |  | 357 | &nbsp;&nbsp; 341266 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33<sup>(c)</sup> |  | 670 | &nbsp;&nbsp; 642431 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., <br> 5.50%, 05/15/33<sup>(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 108968 |
| Shift4 Payments, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/32<sup>(c)</sup> | USD | 726 | &nbsp;&nbsp; 713908 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | EUR | 270 | &nbsp;&nbsp; 294215 |
| WEX, Inc., 6.50%, 03/15/33<sup>(b)</sup> | USD | 339 | &nbsp;&nbsp; 332075 |
| Worldline SA, 0.00%, 07/30/26<sup>(f)(l)(m)</sup> | EUR | 2 | &nbsp;&nbsp; 2807 |
|  |  |  | &nbsp;&nbsp; 7494982 |
| **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** | **Consumer Staples Distribution & Retail — 0.7%** |
| Albertsons Cos, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/31 | USD | 163 | &nbsp;&nbsp; 161154 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33<sup>(c)</sup> |  | 139 | &nbsp;&nbsp; 139932 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/31/34<sup>(c)</sup> |  | 566 | &nbsp;&nbsp; 553744 |
| Albertsons Cos., Inc., 5.63%, 03/31/32<sup>(b)</sup> |  | 139 | &nbsp;&nbsp; 136848 |
| B&M European Value Retail SA, 6.50%, 11/27/31<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 125045 |
| Bellis Acquisition Co. PLC, 8.13%, 05/14/30<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 122058 |
| Boots Group Finco LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/31/32 | EUR | 360 | &nbsp;&nbsp; 413994 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/31/32 | GBP | 160 | &nbsp;&nbsp; 210319 |
| &nbsp;&nbsp;&nbsp; KeHE Distributors LLC/KeHE Finance Corp./NextWave <br> Distribution, Inc., 9.00%, 02/15/29<sup>(b)</sup><br>| USD | 163 | &nbsp;&nbsp; 169691 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| &nbsp;&nbsp;&nbsp; Lion/Polaris Lux Midco SARL, (3-mo. EURIBOR + 3.63%), <br> 5.75%, 07/01/29<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; $115348 |
| Performance Food Group, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/01/29 | USD | 171 | &nbsp;&nbsp; 164257 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/32 |  | 277 | &nbsp;&nbsp; 277512 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/34 |  | 585 | &nbsp;&nbsp; 564228 |
| &nbsp;&nbsp;&nbsp; Simmons Foods, Inc./Simmons Prepared Foods, <br> Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, <br> 03/01/29<sup>(b)</sup><br>|  | 129 | &nbsp;&nbsp; 124148 |
| U.S. Foods, Inc., 7.25%, 01/15/32<sup>(b)(c)</sup> |  | 184 | &nbsp;&nbsp; 190397 |
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(b)</sup> |  | 195 | &nbsp;&nbsp; 195154 |
|  |  |  | &nbsp;&nbsp; 3663829 |
| **Containers & Packaging — 2.1%** | **Containers & Packaging — 2.1%** | **Containers & Packaging — 2.1%** | **Containers & Packaging — 2.1%** |
| Ardagh Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(b)</sup> |  | 908 | &nbsp;&nbsp; 952262 |
| &nbsp;&nbsp;&nbsp; (4.50% Cash + 7.50% PIK), 12.00%, 12/01/30<sup>(f)(i)</sup> | EUR | 200 | &nbsp;&nbsp; 189802 |
| &nbsp;&nbsp;&nbsp; (5.50% Cash + 6.50% PIK), 12.00%, 12/01/30<sup>(b)(c)(i)</sup> | USD | 400 | &nbsp;&nbsp; 336140 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh Metal <br> Packaging Finance PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/28 |  | 200 | &nbsp;&nbsp; 190215 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29<sup>(c)</sup> |  | 1600 | &nbsp;&nbsp; 1465122 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/30/31 |  | 315 | &nbsp;&nbsp; 312295 |
| Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/32 | EUR | 145 | &nbsp;&nbsp; 165635 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/33<sup>(c)</sup> | USD | 150 | &nbsp;&nbsp; 150086 |
| Canpack SA/Canpack U.S. LLC, 2.38%, 11/01/27<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 112056 |
| Clydesdale Acquisition Holdings, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/29 | USD | 256 | &nbsp;&nbsp; 251408 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/30 |  | 305 | &nbsp;&nbsp; 296452 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/32 |  | 482 | &nbsp;&nbsp; 456041 |
| Crown Americas LLC, 5.88%, 06/01/33<sup>(c)</sup> |  | 545 | &nbsp;&nbsp; 544748 |
| Fedrigoni SpA, 6.13%, 06/15/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 106486 |
| LABL, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/28<sup>(k)</sup> | USD | 233 | &nbsp;&nbsp; 111840 |
| &nbsp;&nbsp;&nbsp; 9.50%, 11/01/28 |  | 551 | &nbsp;&nbsp; 264480 |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/01/31<sup>(k)</sup> |  | 327 | &nbsp;&nbsp; 156960 |
| Mauser Packaging Solutions Holding Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/30<sup>(c)</sup> |  | 3672 | &nbsp;&nbsp; 3672000 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/15/30 |  | 249 | &nbsp;&nbsp; 231363 |
| OI European Group BV, 5.25%, 06/01/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114022 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 6.63%, <br> 05/13/27<sup>(b)</sup><br>| USD | 39 | &nbsp;&nbsp; 39081 |
| Sealed Air Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/27 |  | 72 | &nbsp;&nbsp; 71820 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 |  | 59 | &nbsp;&nbsp; 59443 |
| Silgan Holdings, Inc., 4.25%, 02/15/31<sup>(b)</sup> | EUR | 305 | &nbsp;&nbsp; 341198 |
| Trivium Packaging Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/30<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 116153 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/30<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 116153 |
| &nbsp;&nbsp;&nbsp; 12.25%, 01/15/31<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 216542 |
|  |  |  | &nbsp;&nbsp; 11039803 |
| **Distributors**<sup>(b)</sup> **— 0.1%** | **Distributors**<sup>(b)</sup> **— 0.1%** | **Distributors**<sup>(b)</sup> **— 0.1%** | **Distributors**<sup>(b)</sup> **— 0.1%** |
| Gates Corp., 6.88%, 07/01/29 |  | 196 | &nbsp;&nbsp; 201104 |
| Resideo Funding, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29 |  | 59 | &nbsp;&nbsp; 55757 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/32<sup>(c)</sup> |  | 230 | &nbsp;&nbsp; 226613 |
|  |  |  | &nbsp;&nbsp; 483474 |
| **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** |
| Digital Realty Trust LP, 1.88%, 11/15/29<sup>(b)(l)</sup> |  | 85 | &nbsp;&nbsp; 89983 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information Management Services, Inc., <br> 5.00%, 07/15/32<sup>(b)</sup><br>|  | 179 | &nbsp;&nbsp; 168987 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Iron Mountain, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> | USD | 23 | &nbsp;&nbsp; $22346 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(b)</sup> |  | 19 | &nbsp;&nbsp; 18445 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)(c)</sup> |  | 78 | &nbsp;&nbsp; 77751 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(b)</sup> | EUR | 500 | &nbsp;&nbsp; 537768 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 107554 |
| Millrose Properties, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30<sup>(c)</sup> | USD | 528 | &nbsp;&nbsp; 527836 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32 |  | 342 | &nbsp;&nbsp; 335710 |
| SBA Communications Corp., 3.13%, 02/01/29<sup>(c)</sup> |  | 586 | &nbsp;&nbsp; 555276 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, <br> 6.00%, 01/15/30<sup>(b)</sup><br>|  | 123 | &nbsp;&nbsp; 115691 |
|  |  |  | &nbsp;&nbsp; 2557347 |
| **Diversified Telecommunication Services — 5.4%** | **Diversified Telecommunication Services — 5.4%** | **Diversified Telecommunication Services — 5.4%** | **Diversified Telecommunication Services — 5.4%** |
| APLD ComputeCo 2 LLC, 6.75%, 03/15/31<sup>(b)(c)</sup> |  | 782 | &nbsp;&nbsp; 776306 |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(b)</sup> |  | 319 | &nbsp;&nbsp; 328673 |
| AT&T, Inc., 4.30%, 02/15/30<sup>(c)</sup> |  | 1350 | &nbsp;&nbsp; 1341436 |
| Black Pearl Compute LLC, 6.13%, 02/15/31<sup>(b)(c)</sup> |  | 820 | &nbsp;&nbsp; 834594 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)(c)</sup> |  | 590 | &nbsp;&nbsp; 611257 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, 9.00%, <br> 09/15/29<sup>(b)(c)</sup><br>|  | 420 | &nbsp;&nbsp; 441227 |
| EchoStar Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (6.75% Cash or 6.75% PIK), 6.75%, 11/30/30<sup>(i)</sup> |  | 1903 | &nbsp;&nbsp; 1921202 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/30/29 |  | 1328 | &nbsp;&nbsp; 1434317 |
| eircom Finance DAC, 5.00%, 04/30/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114816 |
| Eutelsat SA, 1.50%, 10/13/28<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 109686 |
| Fibercop SpA |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/30/30<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 114639 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/32<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 114430 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34<sup>(b)(c)</sup> | USD | 242 | &nbsp;&nbsp; 230211 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/36<sup>(b)(c)</sup> |  | 200 | &nbsp;&nbsp; 198554 |
| Flash Compute LLC, 7.25%, 12/31/30<sup>(b)(c)</sup> |  | 961 | &nbsp;&nbsp; 967526 |
| Frontier Communications Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(b)(c)</sup> |  | 753 | &nbsp;&nbsp; 752882 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/29<sup>(b)</sup> |  | 111 | &nbsp;&nbsp; 111139 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 180 | &nbsp;&nbsp; 180629 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/30<sup>(b)(c)</sup> |  | 244 | &nbsp;&nbsp; 245460 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(b)(c)</sup> |  | 1312 | &nbsp;&nbsp; 1346225 |
| Kaixo Bondco Telecom SA, 5.13%, 09/30/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 115875 |
| Level 3 Financing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/29 | USD | 61 | &nbsp;&nbsp; 57187 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33<sup>(c)</sup> |  | 1917 | &nbsp;&nbsp; 1951896 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34<sup>(c)</sup> |  | 1784 | &nbsp;&nbsp; 1826077 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/36<sup>(c)</sup> |  | 1871 | &nbsp;&nbsp; 1952223 |
| &nbsp;&nbsp;&nbsp; Ligado Networks LLC, (15.50% PIK), 15.50%, <br> 11/01/23<sup>(b)(i)(k)</sup><br>|  | 236 | &nbsp;&nbsp; 75674 |
| Lorca Telecom Bondco SA, 5.75%, 04/30/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 118655 |
| Sable International Finance Ltd., 7.13%, 10/15/32<sup>(b)(c)</sup> | USD | 493 | &nbsp;&nbsp; 485165 |
| SV RNO Property Owner 1 LLC, 5.88%, 03/01/31<sup>(b)(c)</sup> |  | 2203 | &nbsp;&nbsp; 2177649 |
| Telecom Italia Capital SA, 7.72%, 06/04/38 |  | 381 | &nbsp;&nbsp; 424315 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital <br> LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/29 |  | 85 | &nbsp;&nbsp; 82555 |
| &nbsp;&nbsp;&nbsp; Series Feb, 8.63%, 06/15/32<sup>(c)</sup> |  | 778 | &nbsp;&nbsp; 792382 |
| Verizon Communications, Inc., 3.70%, 03/22/61<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 666327 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(b)</sup> |  | 390 | &nbsp;&nbsp; 405464 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow Finance <br> Corp., 8.25%, 10/01/31<sup>(b)(c)</sup><br>|  | 1050 | &nbsp;&nbsp; 1097415 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(b)(c)</sup> | USD | 940 | &nbsp;&nbsp; $993279 |
| Zayo Group Holdings, Inc.<sup>(b)(i)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (5.75% Cash and 0.50% PIK), 9.25%, 03/09/30<sup>(c)</sup> |  | 2356 | &nbsp;&nbsp; 2342265 |
| &nbsp;&nbsp;&nbsp; (7.13% Cash and 1.88% PIK), 13.75%, 09/09/30 |  | 308 | &nbsp;&nbsp; 287854 |
|  |  |  | &nbsp;&nbsp; 28027466 |
| **Electric Utilities — 1.2%** | **Electric Utilities — 1.2%** | **Electric Utilities — 1.2%** | **Electric Utilities — 1.2%** |
| &nbsp;&nbsp;&nbsp; AES Andes SA, (5-year CMT + 3.84%), 8.15%, <br> 06/10/55<sup>(a)(b)</sup><br>|  | 200 | &nbsp;&nbsp; 209650 |
| Alpha Generation LLC, 6.75%, 10/15/32<sup>(b)(c)</sup> |  | 299 | &nbsp;&nbsp; 303375 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica Sustainable Infrastructure <br> PLC, 6.38%, 02/15/32<sup>(b)</sup><br>|  | 225 | &nbsp;&nbsp; 219842 |
| Constellation Energy Generation LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/29<sup>(c)</sup> |  | 106 | &nbsp;&nbsp; 104718 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/31 |  | 67 | &nbsp;&nbsp; 67180 |
| ContourGlobal Power Holdings SA, 6.75%, 02/28/30<sup>(b)</sup> |  | 400 | &nbsp;&nbsp; 404496 |
| Enel Finance International NV, 3.63%, 05/25/27<sup>(b)(c)</sup> |  | 900 | &nbsp;&nbsp; 892123 |
| Mong Duong Finance Holdings BV, 5.13%, 05/07/29<sup>(f)</sup> |  | 145 | &nbsp;&nbsp; 142355 |
| MVM Energetika Zrt, 7.50%, 06/09/28<sup>(f)</sup> |  | 200 | &nbsp;&nbsp; 207616 |
| &nbsp;&nbsp;&nbsp; Pattern Energy Operations LP/Pattern Energy Operations, <br> Inc., 4.50%, 08/15/28<sup>(b)</sup><br>|  | 84 | &nbsp;&nbsp; 82022 |
| Public Power Corp. SA, 4.63%, 10/31/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 115135 |
| Talen Energy Supply LLC, 8.63%, 06/01/30<sup>(b)</sup> | USD | 60 | &nbsp;&nbsp; 62945 |
| &nbsp;&nbsp;&nbsp; Texas Competitive Electric Holdings Co. LLC, 5.03%, <br> 11/10/21<sup>(e)(k)</sup><br>|  | 780 | &nbsp;&nbsp; — |
| TransAlta Corp., 5.88%, 02/01/34 |  | 209 | &nbsp;&nbsp; 207593 |
| Vistra Operations Co. LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/31 |  | 172 | &nbsp;&nbsp; 180167 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/32 |  | 396 | &nbsp;&nbsp; 409839 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(b)(c)</sup> |  | 1351 | &nbsp;&nbsp; 1395325 |
| XPLR Infrastructure Operating Partners LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/31<sup>(c)</sup> |  | 547 | &nbsp;&nbsp; 575827 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/33 |  | 135 | &nbsp;&nbsp; 142617 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/34<sup>(c)</sup> |  | 686 | &nbsp;&nbsp; 708468 |
|  |  |  | &nbsp;&nbsp; 6431293 |
| **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.4%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.4%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.4%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.4%** |
| Coherent Corp., 5.00%, 12/15/29<sup>(c)</sup> |  | 300 | &nbsp;&nbsp; 294247 |
| Sensata Technologies BV, 4.00%, 04/15/29 |  | 168 | &nbsp;&nbsp; 162113 |
| Sensata Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30<sup>(c)</sup> |  | 387 | &nbsp;&nbsp; 370101 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31 |  | 54 | &nbsp;&nbsp; 50086 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/32<sup>(c)</sup> |  | 227 | &nbsp;&nbsp; 231536 |
| WESCO Distribution, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/31 |  | 194 | &nbsp;&nbsp; 192842 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32 |  | 149 | &nbsp;&nbsp; 152506 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/33 |  | 93 | &nbsp;&nbsp; 94745 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/34 |  | 308 | &nbsp;&nbsp; 303334 |
| Zebra Technologies Corp., 6.50%, 06/01/32 |  | 117 | &nbsp;&nbsp; 117797 |
|  |  |  | &nbsp;&nbsp; 1969307 |
| **Energy Equipment & Services — 0.9%** | **Energy Equipment & Services — 0.9%** | **Energy Equipment & Services — 0.9%** | **Energy Equipment & Services — 0.9%** |
| Archrock Partners LP/Archrock Partners Finance Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/28 |  | 291 | &nbsp;&nbsp; 291000 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/32 |  | 501 | &nbsp;&nbsp; 510847 |
| &nbsp;&nbsp;&nbsp; Archrock Services LP/Archrock Partners Finance Corp., <br> 6.00%, 02/01/34<sup>(b)</sup><br>|  | 296 | &nbsp;&nbsp; 293059 |
| Enerflex, Inc., 6.88%, 01/15/31<sup>(b)</sup> |  | 38 | &nbsp;&nbsp; 38799 |
| Kodiak Gas Services LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/29<sup>(c)</sup> |  | 566 | &nbsp;&nbsp; 586407 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/31<sup>(c)</sup> |  | 491 | &nbsp;&nbsp; 493432 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| Kodiak Gas Services LLC<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/33 | USD | 318 | &nbsp;&nbsp; $321435 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/35<sup>(c)</sup> |  | 298 | &nbsp;&nbsp; 302742 |
| Oceaneering International, Inc., 6.00%, 02/01/28 |  | 71 | &nbsp;&nbsp; 71289 |
| OEG Finance PLC, 7.25%, 09/27/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 119051 |
| Star Holding LLC, 8.75%, 08/01/31<sup>(b)(c)</sup> | USD | 256 | &nbsp;&nbsp; 259721 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(b)</sup> |  | 206 | &nbsp;&nbsp; 219458 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression Finance <br> Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/29 |  | 291 | &nbsp;&nbsp; 297744 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 |  | 557 | &nbsp;&nbsp; 555248 |
| Weatherford International Ltd., 6.75%, 10/15/33<sup>(b)(c)</sup> |  | 556 | &nbsp;&nbsp; 568103 |
|  |  |  | &nbsp;&nbsp; 4928335 |
| **Entertainment — 1.9%** | **Entertainment — 1.9%** | **Entertainment — 1.9%** | **Entertainment — 1.9%** |
| Boyne USA, Inc., 4.75%, 05/15/29<sup>(b)</sup> |  | 166 | &nbsp;&nbsp; 161019 |
| &nbsp;&nbsp;&nbsp; Brightstar Lottery PLC/Brightstar Global Solutions Corp., <br> 5.75%, 01/15/33<sup>(b)</sup><br>|  | 227 | &nbsp;&nbsp; 220661 |
| Caesars Entertainment, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 |  | 268 | &nbsp;&nbsp; 257788 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/30<sup>(c)</sup> |  | 1335 | &nbsp;&nbsp; 1351487 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/32<sup>(c)</sup> |  | 547 | &nbsp;&nbsp; 540632 |
| Churchill Downs, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 137 | &nbsp;&nbsp; 135153 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/30<sup>(c)</sup> |  | 699 | &nbsp;&nbsp; 691285 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/31 |  | 392 | &nbsp;&nbsp; 399370 |
| Cinemark USA, Inc., 7.00%, 08/01/32<sup>(b)</sup> |  | 75 | &nbsp;&nbsp; 77062 |
| Discovery Global Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 |  | 400 | &nbsp;&nbsp; 354000 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42<sup>(c)</sup> |  | 1180 | &nbsp;&nbsp; 777391 |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp./Raptor LLC, 8.75%, <br> 11/15/29<sup>(b)(c)</sup><br>|  | 340 | &nbsp;&nbsp; 331706 |
| Light & Wonder International, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/29 |  | 51 | &nbsp;&nbsp; 51989 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/31<sup>(c)</sup> |  | 87 | &nbsp;&nbsp; 89288 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 |  | 135 | &nbsp;&nbsp; 132258 |
| Live Nation Entertainment, Inc., 4.75%, 10/15/27<sup>(b)(c)</sup> |  | 157 | &nbsp;&nbsp; 156024 |
| &nbsp;&nbsp;&nbsp; Merlin Entertainments Group U.S. Holdings, Inc., 7.38%, <br> 02/15/31<sup>(b)(c)</sup><br>|  | 400 | &nbsp;&nbsp; 333829 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower LLC/Midwest Gaming Finance <br> Corp., 4.88%, 05/01/29<sup>(b)</sup><br>|  | 72 | &nbsp;&nbsp; 69827 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital Entertainment <br> Holdings LLC, 8.25%, 04/15/30<sup>(b)</sup><br>|  | 250 | &nbsp;&nbsp; 255933 |
| Odeon Finco PLC, 12.75%, 11/01/27<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 205866 |
| Pinewood Finco PLC, 6.00%, 03/27/30<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 129131 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier Entertainment <br> Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/29 | USD | 116 | &nbsp;&nbsp; 70760 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/31 |  | 166 | &nbsp;&nbsp; 91300 |
| Rivers Enterprise Borrower LLC, 6.25%, 10/15/30<sup>(b)</sup> |  | 140 | &nbsp;&nbsp; 139647 |
| &nbsp;&nbsp;&nbsp; Rivers Enterprise Borrower LLC/Rivers Enterprise Finance <br> Corp., 6.63%, 02/01/33<sup>(b)</sup><br>|  | 166 | &nbsp;&nbsp; 164750 |
| &nbsp;&nbsp;&nbsp; Scientific Games Holdings LP/Scientific Games <br> U.S. FinCo, Inc., 6.63%, 03/01/30<sup>(b)(c)</sup><br>|  | 190 | &nbsp;&nbsp; 163452 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp/Canada's Wonderland <br> Co/Millennium Operations LLC, 8.63%, 01/15/32<sup>(b)</sup><br>|  | 110 | &nbsp;&nbsp; 110177 |
| Starz Capital Holdings 1, Inc., 6.00%, 04/15/30<sup>(b)</sup> |  | 232 | &nbsp;&nbsp; 212860 |
| Vail Resorts, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/30 |  | 189 | &nbsp;&nbsp; 187437 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32<sup>(c)</sup> |  | 329 | &nbsp;&nbsp; 332708 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(b)</sup> |  | 304 | &nbsp;&nbsp; 315617 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/29<sup>(c)</sup> | USD | 513 | &nbsp;&nbsp; $506367 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(c)</sup> |  | 463 | &nbsp;&nbsp; 485337 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 |  | 190 | &nbsp;&nbsp; 188024 |
|  |  |  | &nbsp;&nbsp; 9690135 |
| **Environmental, Maintenance & Security Service — 0.9%** | **Environmental, Maintenance & Security Service — 0.9%** | **Environmental, Maintenance & Security Service — 0.9%** | **Environmental, Maintenance & Security Service — 0.9%** |
| Biffa Group Holdings Ltd., 5.25%, 06/15/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 111815 |
| &nbsp;&nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., 5.50%, <br> 02/01/34<sup>(b)(c)</sup><br>| USD | 458 | &nbsp;&nbsp; 449205 |
| GFL Environmental, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/28<sup>(c)</sup> |  | 121 | &nbsp;&nbsp; 117627 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 |  | 237 | &nbsp;&nbsp; 232533 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/29<sup>(c)</sup> |  | 405 | &nbsp;&nbsp; 394034 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/31<sup>(c)</sup> |  | 254 | &nbsp;&nbsp; 262846 |
| Luna 15 SARL<sup>(i)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (10.50% PIK), 10.50%, 07/01/32<sup>(b)</sup> | EUR | 200 | &nbsp;&nbsp; 245040 |
| &nbsp;&nbsp;&nbsp; (10.50% PIK), 10.50%, 07/01/32<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 122520 |
| Madison IAQ LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/30/28 | USD | 240 | &nbsp;&nbsp; 234382 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/30/29<sup>(c)</sup> |  | 554 | &nbsp;&nbsp; 543285 |
| Paprec Holding SA, 4.13%, 07/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 113348 |
| Republic Services, Inc., 3.38%, 11/15/27<sup>(c)</sup> | USD | 750 | &nbsp;&nbsp; 740352 |
| Reworld Holding Corp., 4.88%, 12/01/29<sup>(b)</sup> |  | 142 | &nbsp;&nbsp; 133120 |
| Waste Pro USA, Inc., 7.00%, 02/01/33<sup>(b)(c)</sup> |  | 941 | &nbsp;&nbsp; 951587 |
|  |  |  | &nbsp;&nbsp; 4651694 |
| **Financial Services — 3.4%** | **Financial Services — 3.4%** | **Financial Services — 3.4%** | **Financial Services — 3.4%** |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc., Series B, (5-year CMT + 3.87%), <br> 4.70%<sup>(a)(c)(j)</sup><br>|  | 2000 | &nbsp;&nbsp; 1981332 |
| Azorra Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/30 |  | 174 | &nbsp;&nbsp; 179345 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31 |  | 114 | &nbsp;&nbsp; 115105 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/34 |  | 115 | &nbsp;&nbsp; 106885 |
| CrossCountry Intermediate HoldCo LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/30 |  | 77 | &nbsp;&nbsp; 73392 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/32 |  | 52 | &nbsp;&nbsp; 48929 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, (1-day SOFR + 3.18%), 6.72%, <br> 01/18/29<sup>(a)(c)</sup><br>|  | 1100 | &nbsp;&nbsp; 1139650 |
| Freedom Mortgage Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/01/31 |  | 69 | &nbsp;&nbsp; 64509 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/15/31 |  | 200 | &nbsp;&nbsp; 203300 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/01/32 |  | 33 | &nbsp;&nbsp; 32462 |
| Garfunkelux Holdco 3 SA, 9.00%, 09/01/28<sup>(f)</sup> | EUR | 46 | &nbsp;&nbsp; 53437 |
| GGAM Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/28 | USD | 150 | &nbsp;&nbsp; 155678 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29 |  | 205 | &nbsp;&nbsp; 209560 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/30 |  | 117 | &nbsp;&nbsp; 116561 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/27<sup>(b)</sup> |  | 359 | &nbsp;&nbsp; 364277 |
| Intrum Investments And Financing AB, 8.00%, 09/11/27<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114906 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., (1-day SOFR + 1.13%), 5.00%, <br> 07/22/30<sup>(a)(c)</sup><br>| USD | 2600 | &nbsp;&nbsp; 2636912 |
| Midcap Financial Issuer Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/28 |  | 200 | &nbsp;&nbsp; 194077 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/30 |  | 400 | &nbsp;&nbsp; 372744 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, (1-day SOFR + 1.26%), 5.66%, <br> 04/18/30<sup>(a)(c)</sup><br>|  | 2600 | &nbsp;&nbsp; 2674675 |
| PennyMac Financial Services, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29<sup>(c)</sup> |  | 258 | &nbsp;&nbsp; 263925 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30<sup>(c)</sup> |  | 148 | &nbsp;&nbsp; 147079 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32 |  | 277 | &nbsp;&nbsp; 267303 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34 |  | 138 | &nbsp;&nbsp; 129146 |
| Phoenix Aviation Capital Ltd., 9.25%, 07/15/30<sup>(b)(c)</sup> |  | 625 | &nbsp;&nbsp; 628931 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| PRA Group Europe Holding II SARL, 6.25%, 09/30/32<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; $109320 |
| Rocket Cos., Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29 | USD | 409 | &nbsp;&nbsp; 413603 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30 |  | 1004 | &nbsp;&nbsp; 1013264 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32 |  | 655 | &nbsp;&nbsp; 675130 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33 |  | 906 | &nbsp;&nbsp; 915734 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/26<sup>(c)</sup> |  | 471 | &nbsp;&nbsp; 465905 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/31 |  | 49 | &nbsp;&nbsp; 45216 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/33 |  | 28 | &nbsp;&nbsp; 25098 |
| Titanium 2l Bondco SARL, (6.25% PIK), 6.25%, 01/14/31<sup>(i)</sup> | EUR | 100 | &nbsp;&nbsp; 16760 |
| UBS AG, 5.00%, 07/09/27<sup>(c)</sup> | USD | 1200 | &nbsp;&nbsp; 1210556 |
| UWM Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/30<sup>(c)</sup> |  | 256 | &nbsp;&nbsp; 241452 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/31 |  | 268 | &nbsp;&nbsp; 244064 |
|  |  |  | &nbsp;&nbsp; 17650222 |
| **Food Products — 1.2%** | **Food Products — 1.2%** | **Food Products — 1.2%** | **Food Products — 1.2%** |
| Aramark Services, Inc., 5.00%, 02/01/28<sup>(b)</sup> |  | 194 | &nbsp;&nbsp; 192855 |
| B&G Foods, Inc., 8.00%, 09/15/28<sup>(b)</sup> |  | 89 | &nbsp;&nbsp; 87639 |
| &nbsp;&nbsp;&nbsp; Chobani Holdco II LLC, (8.75% in Cash or 9.50% in PIK), <br> 8.75%, 10/01/29<sup>(b)(c)(i)</sup><br>|  | 1232 | &nbsp;&nbsp; 1310351 |
| Chobani LLC/Chobani Finance Corp., Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/28 |  | 457 | &nbsp;&nbsp; 449243 |
| &nbsp;&nbsp;&nbsp; 7.63%, 07/01/29 |  | 1323 | &nbsp;&nbsp; 1351917 |
| Darling Global Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/32<sup>(b)</sup> | EUR | 180 | &nbsp;&nbsp; 207026 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/32<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 115014 |
| Darling Ingredients, Inc., 6.00%, 06/15/30<sup>(b)(c)</sup> | USD | 249 | &nbsp;&nbsp; 250740 |
| Elior Group SA, 5.63%, 03/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 116660 |
| Fiesta Purchaser, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/31 | USD | 19 | &nbsp;&nbsp; 19343 |
| &nbsp;&nbsp;&nbsp; 9.63%, 09/15/32 |  | 91 | &nbsp;&nbsp; 92681 |
| Froneri Lux FinCo SARL, 4.75%, 08/01/32<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 109185 |
| Irca SpA, (3-mo. EURIBOR + 3.75%), 5.90%, 12/15/29<sup>(a)(f)</sup> |  | 100 | &nbsp;&nbsp; 115768 |
| Lamb Weston Holdings, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/28 | USD | 257 | &nbsp;&nbsp; 253984 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30 |  | 312 | &nbsp;&nbsp; 297039 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 |  | 200 | &nbsp;&nbsp; 185790 |
| Post Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/30<sup>(c)</sup> |  | 118 | &nbsp;&nbsp; 113280 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31 |  | 32 | &nbsp;&nbsp; 29754 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/32 |  | 102 | &nbsp;&nbsp; 103054 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33 |  | 71 | &nbsp;&nbsp; 69945 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34 |  | 349 | &nbsp;&nbsp; 341743 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/36<sup>(c)</sup> |  | 470 | &nbsp;&nbsp; 460281 |
|  |  |  | &nbsp;&nbsp; 6273292 |
| **Ground Transportation — 0.4%** | **Ground Transportation — 0.4%** | **Ground Transportation — 0.4%** | **Ground Transportation — 0.4%** |
| Genesee & Wyoming, Inc., 6.25%, 04/15/32<sup>(b)</sup> |  | 290 | &nbsp;&nbsp; 293466 |
| Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34<sup>(b)(c)</sup> |  | 1118 | &nbsp;&nbsp; 1140208 |
| Union Pacific Corp., 3.20%, 05/20/41<sup>(c)</sup> |  | 600 | &nbsp;&nbsp; 461654 |
| Watco Cos. LLC/Watco Finance Corp., 7.13%, 08/01/32<sup>(b)</sup> |  | 216 | &nbsp;&nbsp; 221835 |
|  |  |  | &nbsp;&nbsp; 2117163 |
| **Health Care Equipment & Supplies**<sup>(b)</sup> **— 0.8%** | **Health Care Equipment & Supplies**<sup>(b)</sup> **— 0.8%** | **Health Care Equipment & Supplies**<sup>(b)</sup> **— 0.8%** | **Health Care Equipment & Supplies**<sup>(b)</sup> **— 0.8%** |
| Avantor Funding, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/28<sup>(c)</sup> |  | 417 | &nbsp;&nbsp; 406998 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/29 |  | 209 | &nbsp;&nbsp; 196082 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(c)</sup> |  | 1333 | &nbsp;&nbsp; 1376322 |
| Hologic, Inc., 3.25%, 02/15/29 |  | 14 | &nbsp;&nbsp; 13976 |
| Insulet Corp., 6.50%, 04/01/33 |  | 192 | &nbsp;&nbsp; 195975 |
| Medline Borrower LP, 5.25%, 10/01/29<sup>(c)</sup> |  | 1280 | &nbsp;&nbsp; 1268727 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, <br> 04/01/29<sup>(c)</sup><br>| USD | 637 | &nbsp;&nbsp; $649092 |
| Neogen Food Safety Corp., 8.63%, 07/20/30 |  | 184 | &nbsp;&nbsp; 193260 |
|  |  |  | &nbsp;&nbsp; 4300432 |
| **Health Care Providers & Services — 2.4%** | **Health Care Providers & Services — 2.4%** | **Health Care Providers & Services — 2.4%** | **Health Care Providers & Services — 2.4%** |
| Acadia Healthcare Co., Inc., 7.38%, 03/15/33<sup>(b)(c)</sup> |  | 123 | &nbsp;&nbsp; 125930 |
| AHP Health Partners, Inc., 5.75%, 07/15/29<sup>(b)(c)</sup> |  | 345 | &nbsp;&nbsp; 341179 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc., 4.00%, <br> 03/15/31<sup>(b)</sup><br>|  | 42 | &nbsp;&nbsp; 39072 |
| CHS/Community Health Systems, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/30 |  | 740 | &nbsp;&nbsp; 697437 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/31 |  | 411 | &nbsp;&nbsp; 378911 |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/15/32 |  | 286 | &nbsp;&nbsp; 306838 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/34 |  | 1476 | &nbsp;&nbsp; 1531893 |
| Concentra Health Services, Inc., 6.88%, 07/15/32<sup>(b)</sup> |  | 340 | &nbsp;&nbsp; 351514 |
| DaVita, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32 |  | 93 | &nbsp;&nbsp; 95272 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33 |  | 57 | &nbsp;&nbsp; 57978 |
| Elevance Health, Inc., 3.65%, 12/01/27<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 988514 |
| Ephios Subco 3 SARL, 7.88%, 01/31/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 121049 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(b)</sup> | USD | 76 | &nbsp;&nbsp; 72025 |
| HAH Group Holding Co. LLC, 9.75%, 10/01/31<sup>(b)</sup> |  | 154 | &nbsp;&nbsp; 134914 |
| HCA, Inc., 5.50%, 06/15/47<sup>(c)</sup> |  | 650 | &nbsp;&nbsp; 595628 |
| HealthEquity, Inc., 4.50%, 10/01/29<sup>(b)(c)</sup> |  | 615 | &nbsp;&nbsp; 595004 |
| IQVIA, Inc., 6.25%, 06/01/32<sup>(b)(c)</sup> |  | 556 | &nbsp;&nbsp; 564613 |
| LifePoint Health, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30<sup>(c)</sup> |  | 129 | &nbsp;&nbsp; 136419 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30<sup>(c)</sup> |  | 582 | &nbsp;&nbsp; 625924 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32 |  | 228 | &nbsp;&nbsp; 243486 |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/32<sup>(c)</sup> |  | 282 | &nbsp;&nbsp; 287987 |
| Molina Healthcare, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/30 |  | 197 | &nbsp;&nbsp; 176124 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/31 |  | 324 | &nbsp;&nbsp; 318526 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33 |  | 41 | &nbsp;&nbsp; 39753 |
| Option Care Health, Inc., 4.38%, 10/31/29<sup>(b)(c)</sup> |  | 245 | &nbsp;&nbsp; 236131 |
| Prime Healthcare Services, Inc., 9.38%, 09/01/29<sup>(b)</sup> |  | 118 | &nbsp;&nbsp; 122366 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(b)</sup> |  | 196 | &nbsp;&nbsp; 202463 |
| Star Parent, Inc., 9.00%, 10/01/30<sup>(b)(c)</sup> |  | 744 | &nbsp;&nbsp; 770785 |
| Surgery Center Holdings, Inc., 7.25%, 04/15/32<sup>(b)(c)</sup> |  | 878 | &nbsp;&nbsp; 862348 |
| Tenet Healthcare Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30<sup>(c)</sup> |  | 250 | &nbsp;&nbsp; 251625 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/31<sup>(c)</sup> |  | 451 | &nbsp;&nbsp; 460982 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(b)</sup> |  | 175 | &nbsp;&nbsp; 173386 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/33<sup>(b)(c)</sup> |  | 275 | &nbsp;&nbsp; 278258 |
| U.S. Acute Care Solutions LLC, 9.75%, 05/15/29<sup>(b)(c)</sup> |  | 284 | &nbsp;&nbsp; 274358 |
|  |  |  | &nbsp;&nbsp; 12458692 |
| **Health Care REITs — 0.5%** | **Health Care REITs — 0.5%** | **Health Care REITs — 0.5%** | **Health Care REITs — 0.5%** |
| Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50<sup>(c)</sup> |  | 450 | &nbsp;&nbsp; 330993 |
| Diversified Healthcare Trust, 7.25%, 10/15/30<sup>(b)</sup> |  | 133 | &nbsp;&nbsp; 134143 |
| Healthpeak OP LLC, 2.88%, 01/15/31<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 917437 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/32<sup>(b)</sup> | EUR | 260 | &nbsp;&nbsp; 295747 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/32<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 113749 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/15/32<sup>(b)(c)</sup> | USD | 819 | &nbsp;&nbsp; 830312 |
|  |  |  | &nbsp;&nbsp; 2622381 |
| **Hotel & Resort REITs — 0.7%** | **Hotel & Resort REITs — 0.7%** | **Hotel & Resort REITs — 0.7%** | **Hotel & Resort REITs — 0.7%** |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property <br> LLC/PK Finance Co-Issuer, 7.00%, 02/01/30<sup>(b)</sup><br>|  | 224 | &nbsp;&nbsp; 226743 |
| &nbsp;&nbsp;&nbsp; Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, <br> 10/15/29<sup>(b)</sup><br>|  | 123 | &nbsp;&nbsp; 123223 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** |
| RHP Hotel Properties LP/RHP Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(c)</sup> | USD | 302 | &nbsp;&nbsp; $292758 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/32<sup>(c)</sup> |  | 342 | &nbsp;&nbsp; 348196 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 |  | 250 | &nbsp;&nbsp; 254569 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/34<sup>(c)</sup> |  | 535 | &nbsp;&nbsp; 527967 |
| Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/28<sup>(b)(m)</sup> |  | 261 | &nbsp;&nbsp; 237456 |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/15/31<sup>(b)(c)</sup> |  | 1418 | &nbsp;&nbsp; 1480849 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32<sup>(c)</sup> |  | 213 | &nbsp;&nbsp; 211112 |
| XHR LP, 6.63%, 05/15/30<sup>(b)</sup> |  | 121 | &nbsp;&nbsp; 122162 |
|  |  |  | &nbsp;&nbsp; 3825035 |
| **Hotels, Restaurants & Leisure — 0.9%** | **Hotels, Restaurants & Leisure — 0.9%** | **Hotels, Restaurants & Leisure — 0.9%** | **Hotels, Restaurants & Leisure — 0.9%** |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, Inc.)/New <br> Red Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/28 |  | 108 | &nbsp;&nbsp; 105568 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28<sup>(c)</sup> |  | 134 | &nbsp;&nbsp; 132123 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/29 |  | 129 | &nbsp;&nbsp; 129281 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30<sup>(c)</sup> |  | 351 | &nbsp;&nbsp; 329914 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment Finance <br> Co., Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/29 |  | 436 | &nbsp;&nbsp; 416697 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/30 |  | 136 | &nbsp;&nbsp; 127031 |
| Hilton Domestic Operating Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32 |  | 226 | &nbsp;&nbsp; 229391 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/33<sup>(c)</sup> |  | 152 | &nbsp;&nbsp; 152928 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 |  | 49 | &nbsp;&nbsp; 48779 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/34 |  | 242 | &nbsp;&nbsp; 236428 |
| MajorDrive Holdings IV LLC, 6.38%, 06/01/29<sup>(b)(c)</sup> |  | 267 | &nbsp;&nbsp; 197491 |
| Melco Resorts Finance Ltd., 7.63%, 04/17/32<sup>(b)(c)</sup> |  | 461 | &nbsp;&nbsp; 468023 |
| MGM Resorts International, 6.13%, 09/15/29<sup>(c)</sup> |  | 260 | &nbsp;&nbsp; 261540 |
| Station Casinos LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/31 |  | 172 | &nbsp;&nbsp; 160595 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32 |  | 99 | &nbsp;&nbsp; 99384 |
| Wyndham Hotels & Resorts, Inc., 5.63%, 03/01/33<sup>(b)</sup> |  | 143 | &nbsp;&nbsp; 140709 |
| Wynn Macau Ltd.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28 |  | 1000 | &nbsp;&nbsp; 982962 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/15/29 |  | 410 | &nbsp;&nbsp; 391980 |
|  |  |  | &nbsp;&nbsp; 4610824 |
| **Household Durables — 0.8%** | **Household Durables — 0.8%** | **Household Durables — 0.8%** | **Household Durables — 0.8%** |
| Ashton Woods USA LLC/Ashton Woods Finance Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 100 | &nbsp;&nbsp; 94472 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/01/30 |  | 145 | &nbsp;&nbsp; 134579 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/01/33 |  | 138 | &nbsp;&nbsp; 133133 |
| Beazer Homes USA, Inc., 5.88%, 10/15/27 |  | 54 | &nbsp;&nbsp; 53739 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/29 |  | 208 | &nbsp;&nbsp; 197349 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30<sup>(c)</sup> |  | 682 | &nbsp;&nbsp; 626166 |
| Century Communities, Inc., 6.63%, 09/15/33<sup>(b)(c)</sup> |  | 173 | &nbsp;&nbsp; 169479 |
| Dream Finders Homes, Inc., 8.25%, 08/15/28<sup>(b)</sup> |  | 115 | &nbsp;&nbsp; 116851 |
| Empire Communities Corp., 9.75%, 05/01/29<sup>(b)</sup> |  | 51 | &nbsp;&nbsp; 51209 |
| Installed Building Products, Inc., 5.63%, 02/01/34<sup>(b)</sup> |  | 214 | &nbsp;&nbsp; 208820 |
| K Hovnanian Enterprises, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/31 |  | 331 | &nbsp;&nbsp; 327255 |
| &nbsp;&nbsp;&nbsp; 8.38%, 10/01/33 |  | 305 | &nbsp;&nbsp; 301612 |
| LGI Homes, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28 |  | 89 | &nbsp;&nbsp; 91059 |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/15/32 |  | 161 | &nbsp;&nbsp; 149283 |
| Mattamy Group Corp., 6.00%, 12/15/33<sup>(b)</sup> |  | 68 | &nbsp;&nbsp; 63856 |
| Meritage Homes Corp., 1.75%, 05/15/28<sup>(c)(l)</sup> |  | 390 | &nbsp;&nbsp; 375570 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/01/28<sup>(b)</sup> | USD | 215 | &nbsp;&nbsp; $221923 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 |  | 58 | &nbsp;&nbsp; 56613 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30 |  | 74 | &nbsp;&nbsp; 71034 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/32 |  | 104 | &nbsp;&nbsp; 99526 |
| Risewell Homes, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/29 |  | 224 | &nbsp;&nbsp; 226273 |
| &nbsp;&nbsp;&nbsp; 8.50%, 11/01/30 |  | 57 | &nbsp;&nbsp; 55736 |
| Somnigroup International, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 |  | 204 | &nbsp;&nbsp; 196177 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/31 |  | 48 | &nbsp;&nbsp; 43639 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 123976 |
| SWF Holdings I Corp., 6.50%, 10/06/29<sup>(b)</sup> |  | 210 | &nbsp;&nbsp; 75456 |
| Taylor Morrison Communities, Inc., 5.75%, 11/15/32<sup>(b)</sup> |  | 103 | &nbsp;&nbsp; 103090 |
|  |  |  | &nbsp;&nbsp; 4367875 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| &nbsp;&nbsp;&nbsp; Berkline Benchcraft LLC, (4.50% PIK), 4.50%, <br> 06/01/22<sup>(a)(e)(i)(k)</sup><br>|  | 200 | &nbsp;&nbsp; — |
| **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.9%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.9%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.9%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.9%** |
| Clearway Energy Operating LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/28 |  | 279 | &nbsp;&nbsp; 275277 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/32 |  | 155 | &nbsp;&nbsp; 141292 |
| Lightning Power LLC, 7.25%, 08/15/32 |  | 92 | &nbsp;&nbsp; 95632 |
| NRG Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29 |  | 209 | &nbsp;&nbsp; 208688 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/33<sup>(c)</sup> |  | 808 | &nbsp;&nbsp; 808206 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34<sup>(c)</sup> |  | 604 | &nbsp;&nbsp; 595800 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/34<sup>(c)</sup> |  | 268 | &nbsp;&nbsp; 270137 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36<sup>(c)</sup> |  | 1609 | &nbsp;&nbsp; 1594369 |
| Vistra Corp., (5-year CMT + 6.93%), 8.00%<sup>(a)(j)</sup> |  | 181 | &nbsp;&nbsp; 182919 |
| XPLR Infrastructure LP, 2.50%, 06/15/26<sup>(c)(l)</sup> |  | 632 | &nbsp;&nbsp; 625680 |
|  |  |  | &nbsp;&nbsp; 4798000 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| Amsted Industries, Inc., 6.38%, 03/15/33<sup>(b)</sup> |  | 125 | &nbsp;&nbsp; 125619 |
| Avient Corp., 6.25%, 11/01/31<sup>(b)</sup> |  | 158 | &nbsp;&nbsp; 159104 |
| Axon Enterprise, Inc., 6.25%, 03/15/33<sup>(b)</sup> |  | 105 | &nbsp;&nbsp; 107178 |
| Enpro, Inc., 6.13%, 06/01/33<sup>(b)</sup> |  | 161 | &nbsp;&nbsp; 162846 |
| Maxam Prill SARL, 6.00%, 07/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114227 |
|  |  |  | &nbsp;&nbsp; 668974 |
| **Insurance — 4.5%** | **Insurance — 4.5%** | **Insurance — 4.5%** | **Insurance — 4.5%** |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings Co-<br> Issuer<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/27<sup>(c)</sup> | USD | 627 | &nbsp;&nbsp; 614496 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/15/27<sup>(c)</sup> |  | 195 | &nbsp;&nbsp; 194851 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/28<sup>(c)</sup> |  | 282 | &nbsp;&nbsp; 283537 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29<sup>(c)</sup> |  | 799 | &nbsp;&nbsp; 773056 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31<sup>(c)</sup> |  | 1048 | &nbsp;&nbsp; 1056921 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/31 |  | 40 | &nbsp;&nbsp; 39278 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/32<sup>(c)</sup> |  | 860 | &nbsp;&nbsp; 851788 |
| AmWINS Group, Inc., 6.38%, 02/15/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 100579 |
| &nbsp;&nbsp;&nbsp; Amynta Agency Borrower, Inc. and Amynta Warranty <br> Borrower, Inc., 7.50%, 07/15/33<sup>(b)</sup><br>|  | 337 | &nbsp;&nbsp; 319590 |
| &nbsp;&nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset Investor <br> 2 LLC/APH3 Somerset Investor 2 LLC, 7.88%, <br> 11/01/29<sup>(b)</sup><br>|  | 263 | &nbsp;&nbsp; 237823 |
| Ardonagh Finco Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/31<sup>(f)</sup> | EUR | 330 | &nbsp;&nbsp; 378799 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/31<sup>(b)(c)</sup> | USD | 1395 | &nbsp;&nbsp; 1411345 |
| Ardonagh Group Finance Ltd., 8.88%, 02/15/32<sup>(b)(c)</sup> |  | 1487 | &nbsp;&nbsp; 1456907 |
| Asurion LLC/Asurion Co-Issuer, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 12/31/32 |  | 924 | &nbsp;&nbsp; 958602 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Asurion LLC/Asurion Co-Issuer, Inc.<sup>(b)(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/34 | USD | 822 | &nbsp;&nbsp; $798049 |
| &nbsp;&nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. Refinance <br> 2 PLC/Howden U.S. Refinance LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/31 |  | 1600 | &nbsp;&nbsp; 1613474 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/32 |  | 548 | &nbsp;&nbsp; 513448 |
| HUB International Ltd.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/30 |  | 2764 | &nbsp;&nbsp; 2831453 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/31/32 |  | 4326 | &nbsp;&nbsp; 4412360 |
| Jones Deslauriers Insurance Management, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/15/30<sup>(c)</sup> |  | 747 | &nbsp;&nbsp; 759272 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/33 |  | 307 | &nbsp;&nbsp; 280850 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(b)(c)</sup> |  | 2465 | &nbsp;&nbsp; 2473280 |
| Ryan Specialty LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/30 |  | 125 | &nbsp;&nbsp; 121096 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/32 |  | 232 | &nbsp;&nbsp; 229300 |
| Unipol Assicurazioni SpA, 4.90%, 05/23/34<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 118189 |
| USI, Inc., 7.50%, 01/15/32<sup>(b)(c)</sup> | USD | 555 | &nbsp;&nbsp; 562303 |
|  |  |  | &nbsp;&nbsp; 23390646 |
| **Interactive Media & Services — 1.4%** | **Interactive Media & Services — 1.4%** | **Interactive Media & Services — 1.4%** | **Interactive Media & Services — 1.4%** |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(b)(c)</sup> |  | 5642 | &nbsp;&nbsp; 5800855 |
| iliad SA<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/30 | EUR | 100 | &nbsp;&nbsp; 121011 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/32 |  | 100 | &nbsp;&nbsp; 113184 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc./ION Platform Finance <br> SARL<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/28 | USD | 122 | &nbsp;&nbsp; 113767 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(c)</sup> |  | 373 | &nbsp;&nbsp; 348400 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/01/29 |  | 217 | &nbsp;&nbsp; 201800 |
| Snap, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/33<sup>(c)</sup> |  | 347 | &nbsp;&nbsp; 327662 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/34 |  | 235 | &nbsp;&nbsp; 221034 |
|  |  |  | &nbsp;&nbsp; 7247713 |
| **Internet Software & Services**<sup>(b)</sup> **— 0.3%** | **Internet Software & Services**<sup>(b)</sup> **— 0.3%** | **Internet Software & Services**<sup>(b)</sup> **— 0.3%** | **Internet Software & Services**<sup>(b)</sup> **— 0.3%** |
| Getty Images, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/21/30 |  | 230 | &nbsp;&nbsp; 207136 |
| &nbsp;&nbsp;&nbsp; 10.50%, 11/15/30 |  | 118 | &nbsp;&nbsp; 105825 |
| Match Group Holdings II LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/28 |  | 157 | &nbsp;&nbsp; 153489 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30 |  | 198 | &nbsp;&nbsp; 183493 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 177817 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/33 |  | 260 | &nbsp;&nbsp; 252671 |
| Rakuten Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27 |  | 214 | &nbsp;&nbsp; 221493 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(c)</sup> |  | 361 | &nbsp;&nbsp; 384681 |
|  |  |  | &nbsp;&nbsp; 1686605 |
| **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** |
| &nbsp;&nbsp;&nbsp; Almaviva-The Italian Innovation Co. SpA, 5.00%, <br> 10/30/30<sup>(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 109533 |
| Amentum Holdings, Inc., 7.25%, 08/01/32<sup>(b)(c)</sup> | USD | 87 | &nbsp;&nbsp; 90029 |
| Atos SE, 9.73%, 12/18/29<sup>(f)(n)</sup> | EUR | 36 | &nbsp;&nbsp; 47278 |
| CACI International, Inc., 6.38%, 06/15/33<sup>(b)</sup> | USD | 328 | &nbsp;&nbsp; 333880 |
| CoreWeave, Inc., 9.25%, 06/01/30<sup>(b)(c)</sup> |  | 347 | &nbsp;&nbsp; 337166 |
| Fair Isaac Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 |  | 354 | &nbsp;&nbsp; 343530 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/33<sup>(c)</sup> |  | 783 | &nbsp;&nbsp; 768296 |
| Fortress Intermediate 3, Inc., 7.50%, 06/01/31<sup>(b)(c)</sup> |  | 374 | &nbsp;&nbsp; 371699 |
| McAfee Corp., 7.38%, 02/15/30<sup>(b)(c)</sup> |  | 305 | &nbsp;&nbsp; 251988 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Science Applications International Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28<sup>(c)</sup> | USD | 113 | &nbsp;&nbsp; $111206 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/33 |  | 235 | &nbsp;&nbsp; 229330 |
|  |  |  | &nbsp;&nbsp; 2993935 |
| **Leisure Products — 0.9%** | **Leisure Products — 0.9%** | **Leisure Products — 0.9%** | **Leisure Products — 0.9%** |
| Acushnet Co., 5.63%, 12/01/33<sup>(b)</sup> |  | 105 | &nbsp;&nbsp; 104188 |
| Carnival Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/31 |  | 227 | &nbsp;&nbsp; 229790 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/32<sup>(c)</sup> |  | 180 | &nbsp;&nbsp; 179941 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33<sup>(c)</sup> |  | 649 | &nbsp;&nbsp; 655506 |
| Carnival PLC, 4.13%, 07/15/31<sup>(b)</sup> | EUR | 195 | &nbsp;&nbsp; 219450 |
| Deuce Finco PLC, 7.00%, 11/20/31<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 130338 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(b)</sup> | USD | 321 | &nbsp;&nbsp; 327738 |
| NCL Corp. Ltd.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31 |  | 56 | &nbsp;&nbsp; 54408 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32 |  | 92 | &nbsp;&nbsp; 91302 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/33 |  | 638 | &nbsp;&nbsp; 619076 |
| Sabre Financial Borrower LLC, 11.13%, 06/15/29<sup>(b)(c)</sup> |  | 738 | &nbsp;&nbsp; 755212 |
| TUI AG, 5.88%, 03/15/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 115166 |
| Viking Cruises Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29 | USD | 51 | &nbsp;&nbsp; 51094 |
| &nbsp;&nbsp;&nbsp; 9.13%, 07/15/31<sup>(c)</sup> |  | 549 | &nbsp;&nbsp; 579165 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33<sup>(c)</sup> |  | 536 | &nbsp;&nbsp; 529199 |
| Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29<sup>(b)</sup> |  | 162 | &nbsp;&nbsp; 161755 |
|  |  |  | &nbsp;&nbsp; 4803328 |
| **Machinery — 0.6%** | **Machinery — 0.6%** | **Machinery — 0.6%** | **Machinery — 0.6%** |
| ATS Corp., 4.13%, 12/15/28<sup>(b)</sup> |  | 108 | &nbsp;&nbsp; 104082 |
| Chart Industries, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/01/30<sup>(c)</sup> |  | 436 | &nbsp;&nbsp; 452964 |
| &nbsp;&nbsp;&nbsp; 9.50%, 01/01/31 |  | 79 | &nbsp;&nbsp; 82989 |
| Columbus McKinnon Corp., 7.13%, 02/01/33<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 199908 |
| Esab Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/29 |  | 266 | &nbsp;&nbsp; 269963 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/31 |  | 518 | &nbsp;&nbsp; 521631 |
| GrafTech Global Enterprises, Inc., 9.88%, 12/23/29<sup>(b)(c)</sup> |  | 145 | &nbsp;&nbsp; 92611 |
| &nbsp;&nbsp;&nbsp; IMA Industria Macchine Automatiche SpA, (3-mo. <br> EURIBOR + 3.75%), 5.77%, 04/15/29<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115599 |
| &nbsp;&nbsp;&nbsp; King U.S. Bidco, Inc., (3-mo. EURIBOR + 3.25%), 5.31%, <br> 12/01/32<sup>(a)(f)</sup><br>|  | 100 | &nbsp;&nbsp; 115019 |
| Lsf12 Helix Parent LLC, 7.13%, 02/01/33<sup>(b)</sup> | USD | 379 | &nbsp;&nbsp; 364752 |
| Manitowoc Co., Inc., 9.25%, 10/01/31<sup>(b)</sup> |  | 137 | &nbsp;&nbsp; 143066 |
| Terex Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 |  | 65 | &nbsp;&nbsp; 64038 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/32 |  | 172 | &nbsp;&nbsp; 173121 |
| TK Elevator Midco GmbH, 4.38%, 07/15/27<sup>(f)</sup> | EUR | 59 | &nbsp;&nbsp; 67894 |
| TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27<sup>(b)(c)</sup> | USD | 292 | &nbsp;&nbsp; 291237 |
| Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup> |  | 312 | &nbsp;&nbsp; 307250 |
|  |  |  | &nbsp;&nbsp; 3366124 |
| **Media — 3.6%** | **Media — 3.6%** | **Media — 3.6%** | **Media — 3.6%** |
| Block Communications, Inc., 10.25%, 03/01/31<sup>(b)</sup> |  | 80 | &nbsp;&nbsp; 73195 |
| Cable One, Inc., 1.13%, 03/15/28<sup>(l)</sup> |  | 777 | &nbsp;&nbsp; 584304 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup> |  | 57 | &nbsp;&nbsp; 56216 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)(c)</sup> |  | 1282 | &nbsp;&nbsp; 1285934 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(b)(c)</sup> |  | 179 | &nbsp;&nbsp; 169848 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)(c)</sup> |  | 881 | &nbsp;&nbsp; 802992 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)(c)</sup> |  | 392 | &nbsp;&nbsp; 354433 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32<sup>(c)</sup> |  | 21 | &nbsp;&nbsp; 18759 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital <br> Corp. (continued)<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33<sup>(b)(c)</sup> | USD | 314 | &nbsp;&nbsp; $314865 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(b)(c)</sup> |  | 391 | &nbsp;&nbsp; 340414 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(b)(c)</sup> |  | 758 | &nbsp;&nbsp; 648464 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36<sup>(b)(c)</sup> |  | 925 | &nbsp;&nbsp; 921158 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, 5.38%, 05/01/47<sup>(c)</sup><br>|  | 425 | &nbsp;&nbsp; 341993 |
| CSC Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27 |  | 600 | &nbsp;&nbsp; 520436 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/28 |  | 600 | &nbsp;&nbsp; 443731 |
| &nbsp;&nbsp;&nbsp; 11.25%, 05/15/28 |  | 600 | &nbsp;&nbsp; 490286 |
| &nbsp;&nbsp;&nbsp; 11.75%, 01/31/29 |  | 400 | &nbsp;&nbsp; 289258 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(b)(c)</sup> |  | 484 | &nbsp;&nbsp; 482923 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/27 |  | 366 | &nbsp;&nbsp; 365614 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/31 |  | 1089 | &nbsp;&nbsp; 1111683 |
| Discovery Communications LLC, 3.95%, 03/20/28 |  | 236 | &nbsp;&nbsp; 231209 |
| DISH DBS Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/26 |  | 1212 | &nbsp;&nbsp; 1201605 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(c)</sup> |  | 934 | &nbsp;&nbsp; 903358 |
| DISH Network Corp., 11.75%, 11/15/27<sup>(b)</sup> |  | 1301 | &nbsp;&nbsp; 1340349 |
| Gray Media, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/29 |  | 226 | &nbsp;&nbsp; 240159 |
| &nbsp;&nbsp;&nbsp; 9.63%, 07/15/32 |  | 572 | &nbsp;&nbsp; 571964 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/33 |  | 545 | &nbsp;&nbsp; 549181 |
| LCPR Senior Secured Financing DAC, 6.75%, 10/15/27<sup>(b)</sup> |  | 560 | &nbsp;&nbsp; 373624 |
| Midcontinent Communications, 8.00%, 08/15/32<sup>(b)</sup> |  | 160 | &nbsp;&nbsp; 149016 |
| Sinclair Television Group, Inc., 8.13%, 02/15/33<sup>(b)(c)</sup> |  | 655 | &nbsp;&nbsp; 665850 |
| Sirius XM Radio LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 |  | 477 | &nbsp;&nbsp; 476334 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28 |  | 97 | &nbsp;&nbsp; 93630 |
| Sunrise FinCo I BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/31<sup>(b)(c)</sup> |  | 249 | &nbsp;&nbsp; 237058 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/32<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 112937 |
| Univision Communications, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/28<sup>(c)</sup> | USD | 682 | &nbsp;&nbsp; 692225 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/31/31<sup>(c)</sup> |  | 666 | &nbsp;&nbsp; 669250 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32 |  | 172 | &nbsp;&nbsp; 177266 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(b)</sup> |  | 112 | &nbsp;&nbsp; 114621 |
| VZ Secured Financing BV, 5.25%, 01/15/33<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 106559 |
| Ziggo Bond Co. BV, 5.13%, 02/28/30<sup>(b)</sup> | USD | 225 | &nbsp;&nbsp; 193069 |
| Ziggo BV, 4.88%, 01/15/30<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 186777 |
|  |  |  | &nbsp;&nbsp; 18902547 |
| **Metals & Mining — 2.3%** | **Metals & Mining — 2.3%** | **Metals & Mining — 2.3%** | **Metals & Mining — 2.3%** |
| Advanced Drainage Systems, Inc., 6.38%, 06/15/30<sup>(b)(c)</sup> |  | 240 | &nbsp;&nbsp; 242085 |
| Arsenal AIC Parent LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/30 |  | 186 | &nbsp;&nbsp; 193657 |
| &nbsp;&nbsp;&nbsp; 11.50%, 10/01/31<sup>(c)</sup> |  | 939 | &nbsp;&nbsp; 1014591 |
| &nbsp;&nbsp;&nbsp; Big River Steel LLC/BRS Finance Corp., 6.63%, <br> 01/31/29<sup>(b)(c)</sup><br>|  | 806 | &nbsp;&nbsp; 804135 |
| Carpenter Technology Corp., 5.63%, 03/01/34<sup>(b)</sup> |  | 279 | &nbsp;&nbsp; 276430 |
| Cleveland-Cliffs, Inc., 6.88%, 11/01/29<sup>(b)(c)</sup> |  | 437 | &nbsp;&nbsp; 436961 |
| Commercial Metals Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/33 |  | 321 | &nbsp;&nbsp; 317625 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/35 |  | 331 | &nbsp;&nbsp; 326315 |
| Constellium SE<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 |  | 500 | &nbsp;&nbsp; 497535 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 |  | 735 | &nbsp;&nbsp; 701017 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/32 |  | 317 | &nbsp;&nbsp; 320436 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| ERO Copper Corp., 6.50%, 02/15/30<sup>(b)</sup> | USD | 70 | &nbsp;&nbsp; $69292 |
| First Quantum Minerals Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/33 |  | 200 | &nbsp;&nbsp; 206634 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/34 |  | 200 | &nbsp;&nbsp; 202484 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/15/36<sup>(c)</sup> |  | 524 | &nbsp;&nbsp; 501366 |
| Freeport Indonesia PT, 4.76%, 04/14/27<sup>(c)(f)</sup> |  | 200 | &nbsp;&nbsp; 199576 |
| Glencore Funding LLC, 6.14%, 04/01/55<sup>(b)(c)</sup> |  | 500 | &nbsp;&nbsp; 502915 |
| Kaiser Aluminum Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/31 |  | 770 | &nbsp;&nbsp; 727447 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34 |  | 418 | &nbsp;&nbsp; 410421 |
| New Gold, Inc., 6.88%, 04/01/32<sup>(b)</sup> |  | 305 | &nbsp;&nbsp; 315235 |
| Novelis Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 |  | 630 | &nbsp;&nbsp; 593775 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30 |  | 348 | &nbsp;&nbsp; 351018 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/31 |  | 860 | &nbsp;&nbsp; 765959 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/33 |  | 678 | &nbsp;&nbsp; 665045 |
| Novelis Sheet Ingot GmbH, 3.38%, 04/15/29<sup>(f)</sup> | EUR | 200 | &nbsp;&nbsp; 219354 |
| Samarco Mineracao SA<sup>(i)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (9.00% Cash or 9.00% PIK), 9.50%, 06/30/31<sup>(f)</sup> | USD | 93 | &nbsp;&nbsp; 91850 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.50%, 06/30/31<sup>(b)</sup> |  | 6 | &nbsp;&nbsp; 5571 |
| Stillwater Mining Co., 4.50%, 11/16/29<sup>(b)(c)</sup> |  | 200 | &nbsp;&nbsp; 188278 |
| Vallourec SACA, 7.50%, 04/15/32<sup>(b)(c)</sup> |  | 517 | &nbsp;&nbsp; 541823 |
| Vedanta Resources Finance II PLC, 10.88%, 09/17/29<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 209400 |
| Volcan Cia Minera SAA, 8.50%, 10/28/32<sup>(b)</sup> |  | 47 | &nbsp;&nbsp; 47818 |
|  |  |  | &nbsp;&nbsp; 11946048 |
| **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.2%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.2%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.2%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.2%** |
| Blackstone Mortgage Trust, Inc., 3.75%, 01/15/27 |  | 284 | &nbsp;&nbsp; 279134 |
| Starwood Property Trust, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29 |  | 171 | &nbsp;&nbsp; 176067 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 90 | &nbsp;&nbsp; 89825 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30 |  | 87 | &nbsp;&nbsp; 88850 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30 |  | 238 | &nbsp;&nbsp; 241383 |
|  |  |  | &nbsp;&nbsp; 875259 |
| **Multi-Utilities — 0.0%** | **Multi-Utilities — 0.0%** | **Multi-Utilities — 0.0%** | **Multi-Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp; AmeriGas Partners LP/AmeriGas Finance Corp., 9.50%, <br> 06/01/30<sup>(b)</sup><br>|  | 123 | &nbsp;&nbsp; 130308 |
| **Oil, Gas & Consumable Fuels — 7.3%** | **Oil, Gas & Consumable Fuels — 7.3%** | **Oil, Gas & Consumable Fuels — 7.3%** | **Oil, Gas & Consumable Fuels — 7.3%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon United Finance Corp., <br> 7.50%, 10/01/29<sup>(b)</sup><br>|  | 393 | &nbsp;&nbsp; 409885 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/29 |  | 206 | &nbsp;&nbsp; 205339 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32 |  | 230 | &nbsp;&nbsp; 235069 |
| &nbsp;&nbsp;&nbsp; Ascent Resources Utica Holdings LLC/ARU Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 11/01/27 |  | 165 | &nbsp;&nbsp; 192636 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/30/29 |  | 35 | &nbsp;&nbsp; 34968 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/33<sup>(c)</sup> |  | 170 | &nbsp;&nbsp; 172919 |
| Blue Racer Midstream LLC/Blue Racer Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 07/15/29 |  | 224 | &nbsp;&nbsp; 231408 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/32 |  | 180 | &nbsp;&nbsp; 186981 |
| Breakwater Energy Holdings SARL, 9.25%, 11/15/30<sup>(b)</sup> |  | 250 | &nbsp;&nbsp; 262546 |
| Buckeye Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/01/29<sup>(b)</sup> |  | 20 | &nbsp;&nbsp; 20585 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/30<sup>(b)</sup> |  | 87 | &nbsp;&nbsp; 89785 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/43 |  | 145 | &nbsp;&nbsp; 131240 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/44 |  | 86 | &nbsp;&nbsp; 75402 |
| California Resources Corp., 7.00%, 01/15/34<sup>(b)</sup> |  | 125 | &nbsp;&nbsp; 126020 |
| Caturus Energy LLC, 8.50%, 02/15/30<sup>(b)(c)</sup> |  | 623 | &nbsp;&nbsp; 646434 |
| Chord Energy Corp., 6.75%, 03/15/33<sup>(b)</sup> |  | 110 | &nbsp;&nbsp; 113569 |
| CITGO Petroleum Corp., 8.38%, 01/15/29<sup>(b)</sup> |  | 778 | &nbsp;&nbsp; 803428 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(b)</sup> | USD | 96 | &nbsp;&nbsp; $91271 |
| CNX Resources Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/32 |  | 114 | &nbsp;&nbsp; 117472 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34 |  | 289 | &nbsp;&nbsp; 281450 |
| Comstock Resources, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29<sup>(c)</sup> |  | 362 | &nbsp;&nbsp; 357306 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29 |  | 137 | &nbsp;&nbsp; 135377 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/30<sup>(c)</sup> |  | 360 | &nbsp;&nbsp; 348325 |
| &nbsp;&nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, <br> 06/15/31<sup>(b)(c)</sup><br>|  | 1617 | &nbsp;&nbsp; 1576967 |
| Crescent Energy Finance LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/31/29 |  | 115 | &nbsp;&nbsp; 115862 |
| &nbsp;&nbsp;&nbsp; 9.75%, 10/15/30<sup>(c)</sup> |  | 138 | &nbsp;&nbsp; 147660 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/32<sup>(c)</sup> |  | 251 | &nbsp;&nbsp; 254722 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/33<sup>(c)</sup> |  | 206 | &nbsp;&nbsp; 205948 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/34 |  | 165 | &nbsp;&nbsp; 172491 |
| CVR Energy, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31 |  | 126 | &nbsp;&nbsp; 126941 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34 |  | 84 | &nbsp;&nbsp; 84294 |
| DBR Land Holdings LLC, 6.25%, 12/01/30<sup>(b)</sup> |  | 173 | &nbsp;&nbsp; 175161 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics Finance Corp., <br> 7.38%, 06/30/33<sup>(b)</sup><br>|  | 291 | &nbsp;&nbsp; 293406 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, 8.50%, <br> 10/01/30<sup>(b)</sup><br>|  | 113 | &nbsp;&nbsp; 119378 |
| Ecopetrol SA, 8.88%, 01/13/33 |  | 117 | &nbsp;&nbsp; 123493 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc., Series 2020-A, (5-year CMT + 5.31%), <br> 5.75%, 07/15/80<sup>(a)(c)</sup><br>|  | 2000 | &nbsp;&nbsp; 1996052 |
| Energy Transfer LP<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/26 |  | 235 | &nbsp;&nbsp; 234732 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.02%), 8.00%, 05/15/54<sup>(a)</sup> |  | 469 | &nbsp;&nbsp; 491228 |
| &nbsp;&nbsp;&nbsp; Series H, (5-year CMT + 5.69%), 6.50%<sup>(a)(j)</sup> |  | 4409 | &nbsp;&nbsp; 4400153 |
| EQT Corp., 4.50%, 01/15/29 |  | 8 | &nbsp;&nbsp; 7981 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 |  | 51 | &nbsp;&nbsp; 52698 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34<sup>(c)</sup> |  | 529 | &nbsp;&nbsp; 526501 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 7.13%, <br> 07/01/33<sup>(b)</sup><br>|  | 125 | &nbsp;&nbsp; 126020 |
| Gulfport Energy Operating Corp., 6.75%, 09/01/29<sup>(b)</sup> |  | 189 | &nbsp;&nbsp; 193294 |
| Harvest Midstream I LP, 7.50%, 05/15/32<sup>(b)(c)</sup> |  | 112 | &nbsp;&nbsp; 114159 |
| Hess Corp., 4.30%, 04/01/27 |  | 50 | &nbsp;&nbsp; 50029 |
| Hess Midstream Operations LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/29 |  | 222 | &nbsp;&nbsp; 226779 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/30 |  | 112 | &nbsp;&nbsp; 107625 |
| Hilcorp Energy I LP/Hilcorp Finance Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 |  | 145 | &nbsp;&nbsp; 145291 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/29 |  | 155 | &nbsp;&nbsp; 152832 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 21 | &nbsp;&nbsp; 20441 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/32 |  | 16 | &nbsp;&nbsp; 15485 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/01/33<sup>(c)</sup> |  | 301 | &nbsp;&nbsp; 314043 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 |  | 211 | &nbsp;&nbsp; 206145 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/35 |  | 83 | &nbsp;&nbsp; 82744 |
| Howard Midstream Energy Partners LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/32 |  | 111 | &nbsp;&nbsp; 114779 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/34 |  | 305 | &nbsp;&nbsp; 306160 |
| Impulsora Pipeline LLC, 6.05%, 01/01/43<sup>(a)</sup> |  | 1217 | &nbsp;&nbsp; 1064285 |
| Infinity Natural Resources LLC, 7.63%, 04/01/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 201056 |
| ITT Holdings LLC, 6.50%, 08/01/29<sup>(b)(c)</sup> |  | 615 | &nbsp;&nbsp; 597988 |
| Kinetik Holdings LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/28 |  | 58 | &nbsp;&nbsp; 58982 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/30 |  | 53 | &nbsp;&nbsp; 53195 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas <br> Finance Corp., 6.88%, 12/01/32<sup>(b)</sup><br>|  | 148 | &nbsp;&nbsp; 152314 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Matador Resources Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32<sup>(c)</sup> | USD | 303 | &nbsp;&nbsp; $306300 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/34 |  | 253 | &nbsp;&nbsp; 251400 |
| MPLX LP, 4.25%, 12/01/27<sup>(c)</sup> |  | 185 | &nbsp;&nbsp; 184458 |
| Murphy Oil Corp., 5.88%, 12/01/42 |  | 29 | &nbsp;&nbsp; 24609 |
| Nabors Industries, Inc., 7.63%, 11/15/32<sup>(b)</sup> |  | 168 | &nbsp;&nbsp; 171973 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance <br> Corp.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/29 |  | 233 | &nbsp;&nbsp; 240024 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32 |  | 687 | &nbsp;&nbsp; 707984 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(b)(c)</sup> |  | 48 | &nbsp;&nbsp; 49420 |
| Northern Oil & Gas, Inc., 7.88%, 10/15/33<sup>(b)</sup> |  | 358 | &nbsp;&nbsp; 370406 |
| Northriver Midstream Finance LP, 6.75%, 07/15/32<sup>(b)</sup> |  | 172 | &nbsp;&nbsp; 172508 |
| &nbsp;&nbsp;&nbsp; PBF Holding Co. LLC/PBF Finance Corp., 7.88%, <br> 09/15/30<sup>(b)</sup><br>|  | 160 | &nbsp;&nbsp; 164306 |
| Permian Resources Operating LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/27 |  | 272 | &nbsp;&nbsp; 272232 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/01/29<sup>(c)</sup> |  | 411 | &nbsp;&nbsp; 411469 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/32<sup>(c)</sup> |  | 221 | &nbsp;&nbsp; 228844 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/33 |  | 184 | &nbsp;&nbsp; 187429 |
| Petrobras Global Finance BV, 6.75%, 01/27/41 |  | 50 | &nbsp;&nbsp; 48690 |
| Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 |  | 130 | &nbsp;&nbsp; 136453 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 158 | &nbsp;&nbsp; 151119 |
| &nbsp;&nbsp;&nbsp; Pluspetrol Camisea SA/Pluspetrol Lote 56 SA, 6.24%, <br> 07/03/36<sup>(b)</sup><br>|  | 50 | &nbsp;&nbsp; 51813 |
| Prairie Acquiror LP, 9.00%, 08/01/29<sup>(b)</sup> |  | 192 | &nbsp;&nbsp; 198333 |
| PRIO Luxembourg Holding SARL, 6.75%, 10/15/30<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 194550 |
| Raizen Fuels Finance SA, 6.45%, 03/05/34<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 110000 |
| Rockies Express Pipeline LLC, 4.95%, 07/15/29<sup>(b)</sup> |  | 51 | &nbsp;&nbsp; 49728 |
| SM Energy Co.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/01/31 |  | 179 | &nbsp;&nbsp; 187107 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/34 |  | 578 | &nbsp;&nbsp; 576367 |
| Sunoco LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/31 |  | 124 | &nbsp;&nbsp; 123431 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32 |  | 201 | &nbsp;&nbsp; 204149 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 |  | 208 | &nbsp;&nbsp; 208906 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/34 |  | 125 | &nbsp;&nbsp; 123619 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28 |  | 148 | &nbsp;&nbsp; 146748 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/29<sup>(c)</sup> |  | 501 | &nbsp;&nbsp; 515397 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/31 |  | 100 | &nbsp;&nbsp; 98682 |
| TGNR Intermediate Holdings LLC, 5.50%, 10/15/29<sup>(b)(c)</sup> |  | 347 | &nbsp;&nbsp; 339280 |
| &nbsp;&nbsp;&nbsp; Transcontinental Gas Pipe Line Co. LLC, 4.00%, <br> 03/15/28<sup>(c)</sup><br>|  | 280 | &nbsp;&nbsp; 277990 |
| TransMontaigne Partners LLC, 8.50%, 06/15/30<sup>(b)</sup> |  | 56 | &nbsp;&nbsp; 56613 |
| Transocean International Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29<sup>(c)</sup> |  | 46 | &nbsp;&nbsp; 47530 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/30<sup>(c)</sup> |  | 34 | &nbsp;&nbsp; 35679 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/31<sup>(c)</sup> |  | 313 | &nbsp;&nbsp; 328274 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/32 |  | 183 | &nbsp;&nbsp; 195535 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(b)(c)</sup> |  | 237 | &nbsp;&nbsp; 245577 |
| Venture Global LNG, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29 |  | 1306 | &nbsp;&nbsp; 1412170 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31 |  | 979 | &nbsp;&nbsp; 1018136 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32 |  | 2097 | &nbsp;&nbsp; 2252153 |
| Venture Global Plaquemines LNG LLC<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/30 |  | 611 | &nbsp;&nbsp; 628368 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/33 |  | 290 | &nbsp;&nbsp; 318769 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 |  | 864 | &nbsp;&nbsp; 900672 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/35 |  | 499 | &nbsp;&nbsp; 559268 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Venture Global Plaquemines LNG LLC<sup>(b)(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36 | USD | 1059 | &nbsp;&nbsp; $1121642 |
| Vista Energy Argentina SAU, 8.50%, 06/10/33<sup>(b)</sup> |  | 8 | &nbsp;&nbsp; 8367 |
| Vital Energy, Inc., 7.88%, 04/15/32<sup>(b)(c)</sup> |  | 327 | &nbsp;&nbsp; 334082 |
| Wildfire Intermediate Holdings LLC, 7.50%, 10/15/29<sup>(b)</sup> |  | 365 | &nbsp;&nbsp; 369843 |
|  |  |  | &nbsp;&nbsp; 37997131 |
| **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, <br> 04/20/29<sup>(b)</sup><br>|  | 48 | &nbsp;&nbsp; 47240 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(b)</sup><br>|  | 323 | &nbsp;&nbsp; 305254 |
| OneSky Flight LLC, 8.88%, 12/15/29<sup>(b)</sup> |  | 250 | &nbsp;&nbsp; 258054 |
| United Airlines Holdings, Inc., 5.38%, 03/01/31 |  | 297 | &nbsp;&nbsp; 290857 |
|  |  |  | &nbsp;&nbsp; 901405 |
| **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** |
| Opal Bidco SAS |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/32<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 112814 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/32<sup>(b)</sup> | USD | 317 | &nbsp;&nbsp; 317306 |
| Perrigo Finance Unlimited Co., 6.13%, 09/30/32 |  | 95 | &nbsp;&nbsp; 86681 |
|  |  |  | &nbsp;&nbsp; 516801 |
| **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** |
| 1261229 B.C. Ltd., 10.00%, 04/15/32<sup>(b)(c)</sup> |  | 4600 | &nbsp;&nbsp; 4709683 |
| AbbVie, Inc., 4.25%, 11/14/28<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 1002764 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(b)</sup> |  | 175 | &nbsp;&nbsp; 180153 |
| Bausch Health Cos., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 |  | 140 | &nbsp;&nbsp; 128199 |
| &nbsp;&nbsp;&nbsp; 11.00%, 09/30/28 |  | 809 | &nbsp;&nbsp; 825211 |
| CVS Health Corp., 3.75%, 04/01/30<sup>(c)</sup> |  | 1000 | &nbsp;&nbsp; 966281 |
| Dolcetto Holdco SpA, 5.63%, 07/14/32<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 114810 |
| Grifols SA<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 |  | 163 | &nbsp;&nbsp; 186040 |
| &nbsp;&nbsp;&nbsp; 7.13%, 05/01/30 |  | 100 | &nbsp;&nbsp; 119479 |
| Gruenenthal GmbH, 4.63%, 11/15/31<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 113270 |
| Nidda Healthcare Holding GmbH<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/21/30 |  | 100 | &nbsp;&nbsp; 117542 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.25%), 5.23%, 10/15/32<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 114665 |
| &nbsp;&nbsp;&nbsp; Organon & Co./Organon Foreign Debt Co-Issuer BV, <br> 4.13%, 04/30/28<sup>(b)(c)</sup><br>| USD | 400 | &nbsp;&nbsp; 388141 |
| &nbsp;&nbsp;&nbsp; Rossini SARL, (3-mo. EURIBOR + 3.88%), 6.00%, <br> 12/31/29<sup>(a)(f)</sup><br>| EUR | 42 | &nbsp;&nbsp; 49170 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, 3.15%, <br> 10/01/26<sup>(c)</sup><br>| USD | 302 | &nbsp;&nbsp; 299080 |
|  |  |  | &nbsp;&nbsp; 9314488 |
| **Real Estate Management & Development — 0.6%** | **Real Estate Management & Development — 0.6%** | **Real Estate Management & Development — 0.6%** | **Real Estate Management & Development — 0.6%** |
| &nbsp;&nbsp;&nbsp; Adler Financing SARL, Series 1L, (8.25% PIK), 8.25%, <br> 12/31/28<sup>(i)</sup><br>| EUR | 55 | &nbsp;&nbsp; 70257 |
| Alexandrite Lake Lux Holdings SARL, 6.75%, 07/30/30<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 112984 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere Co-Issuer <br> Corp.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/30<sup>(b)</sup> | USD | 39 | &nbsp;&nbsp; 38968 |
| &nbsp;&nbsp;&nbsp; Series AI, 7.00%, 04/15/30<sup>(c)</sup> |  | 271 | &nbsp;&nbsp; 271577 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy Co-Issuer <br> Corp., 9.75%, 04/15/30<sup>(b)</sup><br>|  | 133 | &nbsp;&nbsp; 141188 |
| CoreLogic, Inc., 4.50%, 05/01/28<sup>(b)(c)</sup> |  | 1313 | &nbsp;&nbsp; 1232617 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 8.88%, <br> 09/01/31<sup>(b)</sup><br>|  | 57 | &nbsp;&nbsp; 60379 |
| Fantasia Holdings Group Co. Ltd.<sup>(f)(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.75%, 04/17/22 |  | 400 | &nbsp;&nbsp; 4400 |
| &nbsp;&nbsp;&nbsp; 11.88%, 06/01/23 |  | 200 | &nbsp;&nbsp; 2250 |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/28/23 |  | 200 | &nbsp;&nbsp; 2250 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** |
| Fantasia Holdings Group Co. Ltd.<sup>(f)(k)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 10/19/23 | USD | 200 | &nbsp;&nbsp; $1800 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 83802 |
| Howard Hughes Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29 |  | 149 | &nbsp;&nbsp; 140937 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/31 |  | 54 | &nbsp;&nbsp; 49575 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/32 |  | 141 | &nbsp;&nbsp; 135682 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/34 |  | 141 | &nbsp;&nbsp; 135407 |
| New Immo Holding SA, 3.25%, 07/23/27<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 113305 |
| Sobha Sukuk I Holding Ltd., 7.13%, 09/11/30<sup>(f)</sup> | USD | 200 | &nbsp;&nbsp; 172000 |
| Vivion Investments SARL<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/08/30 | EUR | 100 | &nbsp;&nbsp; 108029 |
| &nbsp;&nbsp;&nbsp; (6.50% Cash and 1.75% PIK), 8.25%, 08/31/28<sup>(i)</sup> |  | 14 | &nbsp;&nbsp; 16267 |
|  |  |  | &nbsp;&nbsp; 2893674 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR <br> Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27<sup>(b)(c)</sup><br>| USD | 327 | &nbsp;&nbsp; 320746 |
| **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** |
| Amkor Technology, Inc., 5.88%, 10/01/33<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 75689 |
| Broadcom, Inc., 3.50%, 02/15/41<sup>(c)</sup> |  | 700 | &nbsp;&nbsp; 558467 |
| Microchip Technology, Inc., 0.00%, 02/15/30<sup>(b)(l)(m)</sup> |  | 147 | &nbsp;&nbsp; 143399 |
| ON Semiconductor Corp., 0.50%, 03/01/29<sup>(l)</sup> |  | 258 | &nbsp;&nbsp; 252195 |
| QUALCOMM, Inc., 4.30%, 05/20/47<sup>(c)</sup> |  | 600 | &nbsp;&nbsp; 487045 |
|  |  |  | &nbsp;&nbsp; 1516795 |
| **Software — 2.6%** | **Software — 2.6%** | **Software — 2.6%** | **Software — 2.6%** |
| AthenaHealth Group, Inc., 6.50%, 02/15/30<sup>(b)(c)</sup> |  | 1676 | &nbsp;&nbsp; 1573133 |
| Capstone Borrower, Inc., 8.00%, 06/15/30<sup>(b)(c)</sup> |  | 302 | &nbsp;&nbsp; 288555 |
| &nbsp;&nbsp;&nbsp; Central Parent LLC/CDK Global II LLC/CDK Financing Co., <br> Inc., 8.00%, 06/15/29<sup>(b)(c)</sup><br>|  | 157 | &nbsp;&nbsp; 116680 |
| &nbsp;&nbsp;&nbsp; Central Parent, Inc./CDK Global, Inc., 7.25%, <br> 06/15/29<sup>(b)(c)</sup><br>|  | 222 | &nbsp;&nbsp; 159776 |
| Cloud Software Group, Inc.<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29 |  | 1889 | &nbsp;&nbsp; 1842852 |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29 |  | 2532 | &nbsp;&nbsp; 2442554 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32 |  | 9 | &nbsp;&nbsp; 8536 |
| Ellucian Holdings, Inc., 6.50%, 12/01/29<sup>(b)(c)</sup> |  | 183 | &nbsp;&nbsp; 178748 |
| IPD 3 BV, 5.50%, 06/15/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 108551 |
| OAK-Eagle Acquireco, Inc.<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 07/01/33<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 118059 |
| &nbsp;&nbsp;&nbsp; 07/01/33<sup>(b)</sup> | USD | 1105 | &nbsp;&nbsp; 1144884 |
| &nbsp;&nbsp;&nbsp; 07/01/34<sup>(b)</sup> |  | 1084 | &nbsp;&nbsp; 1134831 |
| Oracle Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/04/36 |  | 595 | &nbsp;&nbsp; 572085 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 |  | 785 | &nbsp;&nbsp; 473927 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/04/56 |  | 2075 | &nbsp;&nbsp; 1925815 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 |  | 500 | &nbsp;&nbsp; 415932 |
| SS&C Technologies, Inc., 6.50%, 06/01/32<sup>(b)(c)</sup> |  | 211 | &nbsp;&nbsp; 211007 |
| UKG, Inc., 6.88%, 02/01/31<sup>(b)(c)</sup> |  | 649 | &nbsp;&nbsp; 634278 |
|  |  |  | &nbsp;&nbsp; 13350203 |
| **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** |
| Advance Auto Parts, Inc., 7.00%, 08/01/30<sup>(b)</sup> |  | 168 | &nbsp;&nbsp; 170192 |
| Afflelou SAS, 6.00%, 07/25/29<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 117511 |
| &nbsp;&nbsp;&nbsp; Duomo Bidco SpA, (3-mo. EURIBOR + 3.25%), 5.31%, <br> 01/15/32<sup>(a)(f)</sup><br>|  | 100 | &nbsp;&nbsp; 113686 |
| &nbsp;&nbsp;&nbsp; Ferrellgas LP/Ferrellgas Finance Corp., 9.25%, <br> 01/15/31<sup>(b)</sup><br>| USD | 170 | &nbsp;&nbsp; 177130 |
| Michaels Cos., Inc., 8.50%, 03/15/33<sup>(b)</sup> |  | 472 | &nbsp;&nbsp; 459489 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| Staples, Inc., 10.75%, 09/01/29<sup>(b)</sup> | USD | 185 | &nbsp;&nbsp; $171092 |
| &nbsp;&nbsp;&nbsp; Suburban Propane Partners LP/Suburban Energy Finance <br> Corp., 5.00%, 06/01/31<sup>(b)</sup><br>|  | 91 | &nbsp;&nbsp; 85620 |
|  |  |  | &nbsp;&nbsp; 1294720 |
| **Technology Hardware, Storage & Peripherals**<sup>(b)</sup> **— 0.2%** | **Technology Hardware, Storage & Peripherals**<sup>(b)</sup> **— 0.2%** | **Technology Hardware, Storage & Peripherals**<sup>(b)</sup> **— 0.2%** | **Technology Hardware, Storage & Peripherals**<sup>(b)</sup> **— 0.2%** |
| Seagate Data Storage Technology Pte. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29<sup>(c)</sup> |  | 449 | &nbsp;&nbsp; 471534 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30 |  | 151 | &nbsp;&nbsp; 153483 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/31<sup>(c)</sup> |  | 557 | &nbsp;&nbsp; 583984 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/34 |  | 79 | &nbsp;&nbsp; 78704 |
|  |  |  | &nbsp;&nbsp; 1287705 |
| **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** |
| Beach Acquisition Bidco LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/32 | EUR | 435 | &nbsp;&nbsp; 482227 |
| &nbsp;&nbsp;&nbsp; (10.00% Cash or 10.75% PIK), 10.00%, 07/15/33<sup>(c)(i)</sup> | USD | 800 | &nbsp;&nbsp; 852038 |
| Crocs, Inc., 4.25%, 03/15/29<sup>(b)</sup> |  | 25 | &nbsp;&nbsp; 23995 |
| Levi Strauss & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/30 | EUR | 120 | &nbsp;&nbsp; 137778 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/31<sup>(b)</sup> | USD | 16 | &nbsp;&nbsp; 14650 |
| &nbsp;&nbsp;&nbsp; PrestigeBidCo GmbH, (3-mo. EURIBOR + 3.75%), 5.77%, <br> 07/01/29<sup>(a)(f)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115440 |
|  |  |  | &nbsp;&nbsp; 1626128 |
| **Tobacco — 0.1%** | **Tobacco — 0.1%** | **Tobacco — 0.1%** | **Tobacco — 0.1%** |
| BAT Capital Corp., 7.08%, 08/02/43<sup>(c)</sup> | USD | 500 | &nbsp;&nbsp; 549589 |
| **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** |
| Edge Finco PLC, 8.13%, 08/15/31<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 136535 |
| Incora Top Holdco LLC, 6.00%, 01/31/33<sup>(e)(k)</sup> | USD | 198 | &nbsp;&nbsp; 44782 |
| RXO, Inc., 6.38%, 05/15/31<sup>(b)</sup> |  | 118 | &nbsp;&nbsp; 113222 |
|  |  |  | &nbsp;&nbsp; 294539 |
| **Water Utilities — 0.2%** | **Water Utilities — 0.2%** | **Water Utilities — 0.2%** | **Water Utilities — 0.2%** |
| American Water Capital Corp., 4.45%, 06/01/32<sup>(c)</sup> |  | 900 | &nbsp;&nbsp; 885866 |
| **Wireless Telecommunication Services — 1.1%** | **Wireless Telecommunication Services — 1.1%** | **Wireless Telecommunication Services — 1.1%** | **Wireless Telecommunication Services — 1.1%** |
| Altice France SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/15/30<sup>(b)</sup> |  | 354 | &nbsp;&nbsp; 338434 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/31<sup>(b)</sup> |  | 243 | &nbsp;&nbsp; 230452 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32<sup>(b)(c)</sup> |  | 1224 | &nbsp;&nbsp; 1159959 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(f)</sup> | EUR | 11 | &nbsp;&nbsp; 11980 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/32<sup>(b)</sup> | USD | 374 | &nbsp;&nbsp; 353979 |
| &nbsp;&nbsp;&nbsp; Digicel International Finance Ltd./Difl U.S. LLC, 8.63%, <br> 08/01/32<sup>(b)(c)</sup><br>|  | 1145 | &nbsp;&nbsp; 1161943 |
| Iliad Holding SAS |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28<sup>(b)</sup> |  | 343 | &nbsp;&nbsp; 345213 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 116940 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/31<sup>(b)(c)</sup> | USD | 479 | &nbsp;&nbsp; 501184 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/32<sup>(b)(c)</sup> |  | 211 | &nbsp;&nbsp; 211253 |
| Telecom Argentina SA, 9.25%, 05/28/33<sup>(b)</sup> |  | 38 | &nbsp;&nbsp; 39033 |
| Vmed O2 U.K. Financing I PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/29<sup>(f)</sup> | GBP | 100 | &nbsp;&nbsp; 123826 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/31<sup>(b)(c)</sup> | USD | 600 | &nbsp;&nbsp; 515304 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 172073 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/33<sup>(b)</sup> |  | 254 | &nbsp;&nbsp; 226935 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| &nbsp;&nbsp;&nbsp; WOM Mobile SA, (5.50% Cash and 6.25% PIK), 11.00%, <br> 04/01/31<sup>(b)(i)</sup><br>| USD | 12 | &nbsp;&nbsp; $12466 |
| Zegona Finance PLC, 6.75%, 07/15/29<sup>(f)</sup> | EUR | 90 | &nbsp;&nbsp; 107961 |
|  |  |  | &nbsp;&nbsp; 5628935 |
| **Total Corporate Bonds — 73.2%** <br>**(Cost: $383,838,862)** | **Total Corporate Bonds — 73.2%** <br>**(Cost: $383,838,862)** | **Total Corporate Bonds — 73.2%** <br>**(Cost: $383,838,862)** | &nbsp;&nbsp; 381731696 |
| **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp; TMK Hawk Parent Corp., 2024 PIK Term Loan, 11.00%, <br> 12/15/31<sup>(e)(i)</sup><br>| USD | 28 | &nbsp;&nbsp; — |
| **IT Services — 0.2%** | **IT Services — 0.2%** | **IT Services — 0.2%** | **IT Services — 0.2%** |
| &nbsp;&nbsp;&nbsp; Clover Holdings 2 LLC, Fixed Term Loan B, 7.75%, <br> 12/09/31<br>|  | 838 | &nbsp;&nbsp; 788761 |
| **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |
| Cotiviti, Inc., 2024 Fixed Term Loan B, 7.63%, 05/01/31 |  | 580 | &nbsp;&nbsp; 539521 |
| **Total Fixed Rate Loan Interests — 0.3%** <br>**(Cost: $1,445,692)** | **Total Fixed Rate Loan Interests — 0.3%** <br>**(Cost: $1,445,692)** | **Total Fixed Rate Loan Interests — 0.3%** <br>**(Cost: $1,445,692)** | &nbsp;&nbsp; 1328282 |
| **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> |
| **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC, 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.68%, <br> 09/24/32<br>|  | 401 | &nbsp;&nbsp; 401253 |
| &nbsp;&nbsp;&nbsp; Summer BC Holdco B SARL, 2024 USD Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 5.26%), <br> 8.96%, 02/15/29<br>|  | 148 | &nbsp;&nbsp; 125226 |
|  |  |  | &nbsp;&nbsp; 526479 |
| **Aerospace & Defense — 2.2%** | **Aerospace & Defense — 2.2%** | **Aerospace & Defense — 2.2%** | **Aerospace & Defense — 2.2%** |
| &nbsp;&nbsp;&nbsp; Arcline FM Holdings LLC, 2025 1st Lien Term Loan, (3-mo. <br> CME Term SOFR at 0.75% Floor + 2.75%), 6.45%, <br> 06/23/30<br>|  | 540 | &nbsp;&nbsp; 540303 |
| &nbsp;&nbsp;&nbsp; Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.20%, 10/31/30<br>|  | 654 | &nbsp;&nbsp; 654559 |
| &nbsp;&nbsp;&nbsp; Cobham Ultra SeniorCo SARL, USD Term Loan B, (6-mo. <br> CME Term SOFR + 4.18%), 7.79%, 08/03/29<br>|  | 485 | &nbsp;&nbsp; 486229 |
| Cubic Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Second Out Term Loan B, (3-mo. CME Term <br> SOFR at 0.75% Floor + 4.25%), 8.18%, 05/25/29<br>|  | 1866 | &nbsp;&nbsp; 370587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Second Out Term Loan C, (3-mo. CME Term <br> SOFR at 0.75% Floor + 1.26%), 4.93%, 05/25/29<br>|  | 262 | &nbsp;&nbsp; 52112 |
| Dynasty Acquisition Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B1, (1-mo. CME Term SOFR <br> at 0.00% Floor + 2.00%), 5.67%, 10/31/31<br>|  | 1279 | &nbsp;&nbsp; 1278289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B2, (1-mo. CME Term SOFR <br> at 0.00% Floor + 2.00%), 5.67%, 10/31/31<br>|  | 487 | &nbsp;&nbsp; 486443 |
| Kaman Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2025 Delayed Draw Term Loan, 0.00%, 02/26/32 |  | 6 | &nbsp;&nbsp; 6480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (1-mo. CME Term SOFR at 0.50% <br> Floor + 2.50%), 6.17%, 02/26/32<br>|  | 350 | &nbsp;&nbsp; 349719 |
| &nbsp;&nbsp;&nbsp; Peraton Corp., Term Loan B, (3-mo. CME Term SOFR at <br> 0.75% Floor + 3.85%), 7.52%, 02/01/28<br>|  | 955 | &nbsp;&nbsp; 813472 |
| &nbsp;&nbsp;&nbsp; Propulsion BC Finco SARL, 2025 Repriced Term Loan B, <br> (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), <br> 6.20%, 12/01/32<br>|  | 370 | &nbsp;&nbsp; 369919 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp;&nbsp; Setanta Aircraft Leasing DAC, 2024 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.45%, <br> 11/05/28<br>| USD | 207 | &nbsp;&nbsp; $207528 |
| TransDigm, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Term Loan J, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.50%), 6.17%, 02/28/31<br>|  | 2689 | &nbsp;&nbsp; 2688974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan L, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.50%), 6.17%, 01/19/32<br>|  | 485 | &nbsp;&nbsp; 484465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan K, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.92%, 03/22/30<br>|  | 841 | &nbsp;&nbsp; 840511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan M, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.50%), 6.17%, 08/19/32<br>|  | 1675 | &nbsp;&nbsp; 1674183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Term Loan N, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.50%), 6.17%, 02/13/33<br>|  | 317 | &nbsp;&nbsp; 317060 |
|  |  |  | &nbsp;&nbsp; 11620833 |
| **Automobile Components — 1.2%** | **Automobile Components — 1.2%** | **Automobile Components — 1.2%** | **Automobile Components — 1.2%** |
| &nbsp;&nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 1.75%), <br> 5.42%, 01/02/33<br>|  | 507 | &nbsp;&nbsp; 508267 |
| Clarios Global LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 USD Term Loan B, (1-mo. CME Term SOFR + <br> 2.50%), 6.17%, 05/06/30<br>|  | 2335 | &nbsp;&nbsp; 2325552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 USD Term Loan B, (1-mo. CME Term SOFR at <br> 0.00% Floor + 2.75%), 6.42%, 01/28/32<br>|  | 871 | &nbsp;&nbsp; 867578 |
| &nbsp;&nbsp;&nbsp; Garrett LX I SARL, 2025 USD Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 2.00%), 5.67%, 01/30/32<br>|  | 49 | &nbsp;&nbsp; 48558 |
| Gates Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Term Loan B4, (1-mo. CME Term SOFR + 1.75%), <br> 5.42%, 11/16/29<br>|  | 174 | &nbsp;&nbsp; 173596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B5, (1-mo. CME Term SOFR + 1.75%), <br> 5.42%, 06/04/31<br>|  | 1272 | &nbsp;&nbsp; 1269966 |
| RealTruck Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (3-mo. CME Term SOFR + 4.01%), <br> 7.68%, 01/31/28<br>|  | 106 | &nbsp;&nbsp; 71269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Incremental Term Loan, (3-mo. CME Term SOFR <br> + 5.26%), 8.93%, 01/31/28<br>|  | 241 | &nbsp;&nbsp; 164501 |
| &nbsp;&nbsp;&nbsp; Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR <br> + 5.10%), 8.76%, 11/17/28<br>|  | 829 | &nbsp;&nbsp; 806808 |
|  |  |  | &nbsp;&nbsp; 6236095 |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| &nbsp;&nbsp;&nbsp; Dealer Tire Financial LLC, 2024 Term Loan B4, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 07/02/31<br>|  | 684 | &nbsp;&nbsp; 680915 |
| **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** |
| Naked Juice LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 FLFO Term Loan, (3-mo. CME Term SOFR at <br> 1.00% Floor + 5.50%), 9.20%, 01/24/29<br>|  | 863 | &nbsp;&nbsp; 856007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 FLSO Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 3.35%), 7.05%, 01/24/29<br>|  | 237 | &nbsp;&nbsp; 125118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 FLTO Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 6.00%), 9.80%, 01/24/30<br>|  | 333 | &nbsp;&nbsp; 68914 |
| &nbsp;&nbsp;&nbsp; Sazerac Co., Inc., Repriced Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 07/09/32<br>|  | 249 | &nbsp;&nbsp; 248155 |
|  |  |  | &nbsp;&nbsp; 1298194 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology — 0.4%** | **Biotechnology — 0.4%** | **Biotechnology — 0.4%** | **Biotechnology — 0.4%** |
| BioMarin Pharmaceutical, Inc., Term Loan B, 01/28/33<sup>(o)</sup> | USD | 443 | &nbsp;&nbsp; $441618 |
| &nbsp;&nbsp;&nbsp; Parexel International Corp., 2025 Repriced Term Loan B, <br> (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), <br> 6.42%, 12/12/31<br>|  | 1796 | &nbsp;&nbsp; 1788558 |
|  |  |  | &nbsp;&nbsp; 2230176 |
| **Broadline Retail — 0.3%** | **Broadline Retail — 0.3%** | **Broadline Retail — 0.3%** | **Broadline Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp; Boots Group Finco LP, USD Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.25%), 6.92%, 08/30/32<br>|  | 657 | &nbsp;&nbsp; 658996 |
| &nbsp;&nbsp;&nbsp; StubHub Holdco Sub LLC, 2024 Extended Term Loan B, <br> (1-mo. CME Term SOFR + 4.75%), 8.42%, 03/15/30<br>|  | 1080 | &nbsp;&nbsp; 1060248 |
|  |  |  | &nbsp;&nbsp; 1719244 |
| **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| &nbsp;&nbsp;&nbsp; CP Iris HoldCo I, Inc., 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 4.00%), 7.67%, 10/27/32<br>|  | 806 | &nbsp;&nbsp; 798135 |
| **Building Products — 2.4%** | **Building Products — 2.4%** | **Building Products — 2.4%** | **Building Products — 2.4%** |
| &nbsp;&nbsp;&nbsp; AZZ, Inc., Term Loan B, (1-mo. CME Term SOFR + <br> 1.75%), 5.42%, 05/13/29<br>|  | 46 | &nbsp;&nbsp; 45862 |
| &nbsp;&nbsp;&nbsp; Chariot Buyer LLC, 2025 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.75%), 6.42%, 09/08/32<br>|  | 2025 | &nbsp;&nbsp; 2003685 |
| &nbsp;&nbsp;&nbsp; CP Atlas Buyer, Inc., 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 5.25%), 8.92%, 07/08/30<br>|  | 564 | &nbsp;&nbsp; 517153 |
| EMRLD Borrower LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.95%, 08/04/31<br>|  | 909 | &nbsp;&nbsp; 906260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (3-mo. CME Term SOFR at 0.00% Floor + <br> 2.25%), 5.92%, 05/31/30<br>|  | 1475 | &nbsp;&nbsp; 1472738 |
| &nbsp;&nbsp;&nbsp; Gibraltar Industries, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.92%, <br> 02/02/33<sup>(e)</sup><br>|  | 253 | &nbsp;&nbsp; 251495 |
| &nbsp;&nbsp;&nbsp; Gulfside Supply, Inc., Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.70%, 06/17/31<br>|  | 484 | &nbsp;&nbsp; 440924 |
| &nbsp;&nbsp;&nbsp; New AMI I LLC, 2022 Term Loan B, (1-mo. CME Term <br> SOFR at 0.50% Floor + 6.00%), 9.67%, 03/08/29<br>|  | 193 | &nbsp;&nbsp; 157825 |
| Quikrete Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B2, (1-mo. CME Term SOFR + 2.25%), <br> 5.92%, 03/19/29<br>|  | 692 | &nbsp;&nbsp; 690922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.92%, 02/10/32<br>|  | 377 | &nbsp;&nbsp; 376247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B1, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.92%, 04/14/31<br>|  | 783 | &nbsp;&nbsp; 781389 |
| &nbsp;&nbsp;&nbsp; QXO Building Products, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 04/30/32<br>|  | 535 | &nbsp;&nbsp; 533158 |
| &nbsp;&nbsp;&nbsp; Standard Industries, Inc., 2021 Term Loan B, (1-mo. CME <br> Term SOFR + 1.75%), 5.42%, 09/22/28<br>|  | 210 | &nbsp;&nbsp; 209909 |
| &nbsp;&nbsp;&nbsp; White Cap Supply Holdings LLC, 2024 Term Loan B, (1-<br> mo. CME Term SOFR at 0.00% Floor + 3.25%), 6.92%, <br> 10/19/29<br>|  | 2139 | &nbsp;&nbsp; 2052343 |
| &nbsp;&nbsp;&nbsp; Wilsonart LLC, 2024 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 4.25%), 7.95%, 08/05/31<br>|  | 1808 | &nbsp;&nbsp; 1568791 |
| &nbsp;&nbsp;&nbsp; Zurn LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + <br> 2.11%), 5.78%, 10/04/28<br>|  | 389 | &nbsp;&nbsp; 390922 |
|  |  |  | &nbsp;&nbsp; 12399623 |
| **Capital Markets — 2.6%** | **Capital Markets — 2.6%** | **Capital Markets — 2.6%** | **Capital Markets — 2.6%** |
| &nbsp;&nbsp;&nbsp; Allspring Buyer LLC, 2024 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.75%, 11/01/30<br>|  | 319 | &nbsp;&nbsp; 318586 |
| &nbsp;&nbsp;&nbsp; Ardonagh Group Finco Pty. Ltd., 2024 USD Term Loan B, <br> (6-mo. CME Term SOFR at 0.00% Floor + 2.75%), <br> 6.37%, 02/15/31<br>|  | 1239 | &nbsp;&nbsp; 1208596 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| &nbsp;&nbsp;&nbsp; Aretec Group, Inc., 2025 Repriced Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, 08/09/30<br>| USD | 329 | &nbsp;&nbsp; $325026 |
| &nbsp;&nbsp;&nbsp; Ascensus Holdings, Inc., 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, 11/25/32<br>|  | 715 | &nbsp;&nbsp; 702709 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems U.S. Holdings, Inc., 2024 Term <br> Loan B7, (3-mo. CME Term SOFR at 0.50% Floor + <br> 1.75%), 5.45%, 12/20/29<br>|  | 601 | &nbsp;&nbsp; 600986 |
| &nbsp;&nbsp;&nbsp; BCPE Pequod Buyer, Inc., USD Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.42%, 11/25/31<br>|  | 832 | &nbsp;&nbsp; 806208 |
| &nbsp;&nbsp;&nbsp; Chicago U.S. Midco III LP, Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.17%, 11/01/32<br>|  | 921 | &nbsp;&nbsp; 910081 |
| &nbsp;&nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.70%, <br> 10/31/31<br>|  | 1249 | &nbsp;&nbsp; 1249723 |
| &nbsp;&nbsp;&nbsp; Edelman Financial Engines Center LLC, 2024 Term Loan, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.00%), <br> 6.67%, 04/07/28<br>|  | 755 | &nbsp;&nbsp; 753966 |
| &nbsp;&nbsp;&nbsp; Focus Financial Partners LLC, 2025 Incremental Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 2.50%), 6.17%, 09/15/31<br>|  | 1576 | &nbsp;&nbsp; 1523247 |
| &nbsp;&nbsp;&nbsp; GTCR Everest Borrower, LLC, 2026 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.50%), 6.20%, <br> 09/05/31<br>|  | 257 | &nbsp;&nbsp; 255014 |
| &nbsp;&nbsp;&nbsp; Hudson River Trading LLC, 2026 Repriced Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.18%, 03/18/30<br>|  | 1075 | &nbsp;&nbsp; 1069693 |
| &nbsp;&nbsp;&nbsp; Jane Street Group LLC, 2024 Term Loan B1, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 12/15/31<br>|  | 2573 | &nbsp;&nbsp; 2522740 |
| Jupiter Borrower, Inc., Term Loan B, 03/25/33<sup>(e)(o)</sup> |  | 347 | &nbsp;&nbsp; 346133 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings, Inc., 2026 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.20%, 07/30/32<br>|  | 1112 | &nbsp;&nbsp; 1090183 |
|  |  |  | &nbsp;&nbsp; 13682891 |
| **Chemicals — 2.3%** | **Chemicals — 2.3%** | **Chemicals — 2.3%** | **Chemicals — 2.3%** |
| &nbsp;&nbsp;&nbsp; Advancion Holdings LLC, 2020 USD Term Loan, (3-mo. <br> CME Term SOFR + 4.10%), 7.77%, 11/24/27<br>|  | 324 | &nbsp;&nbsp; 309040 |
| &nbsp;&nbsp;&nbsp; Chemours Co., 2025 USD Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 3.50%), 7.17%, 10/15/32<br>|  | 1274 | &nbsp;&nbsp; 1262759 |
| &nbsp;&nbsp;&nbsp; Derby Buyer LLC, 2024 Repriced Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 3.00%), 6.68%, <br> 11/01/30<br>|  | 927 | &nbsp;&nbsp; 924521 |
| &nbsp;&nbsp;&nbsp; Discovery Purchaser Corp., Term Loan, (3-mo. CME Term <br> SOFR at 0.50% Floor + 3.75%), 7.42%, 10/04/29<br>|  | 657 | &nbsp;&nbsp; 645235 |
| &nbsp;&nbsp;&nbsp; Ecovyst Catalyst Technologies LLC, 2024 Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 2.00%), <br> 5.67%, 06/12/31<br>|  | 348 | &nbsp;&nbsp; 347662 |
| &nbsp;&nbsp;&nbsp; Element Solutions, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 12/18/30<br>|  | 1052 | &nbsp;&nbsp; 1052176 |
| &nbsp;&nbsp;&nbsp; Fortis 333, Inc., USD Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 3.50%), 7.17%, 03/29/32<br>|  | 453 | &nbsp;&nbsp; 439538 |
| &nbsp;&nbsp;&nbsp; HB Fuller Co., 2025 Term Loan B, (1-mo. CME Term <br> SOFR at 0.50% Floor + 1.86%), 5.53%, 02/15/30<br>|  | 310 | &nbsp;&nbsp; 310737 |
| &nbsp;&nbsp;&nbsp; INEOS U.S. Petrochem LLC, 2024 USD Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 4.25%), <br> 7.92%, 10/07/31<br>|  | 136 | &nbsp;&nbsp; 95375 |
| &nbsp;&nbsp;&nbsp; Lonza Group AG, USD Term Loan B, (3-mo. CME Term <br> SOFR at 0.75% Floor + 4.03%), 7.72%, 07/03/28<br>|  | 688 | &nbsp;&nbsp; 598937 |
| &nbsp;&nbsp;&nbsp; Minerals Technologies, Inc., 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 11/26/31<sup>(e)</sup><br>|  | 424 | &nbsp;&nbsp; 424633 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Olympus Water U.S. Holding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 USD Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 3.00%), 6.70%, 06/20/31<br>| USD | 1391 | &nbsp;&nbsp; $1333753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 USD Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 3.25%), 6.95%, 11/03/32<br>|  | 834 | &nbsp;&nbsp; 801729 |
| &nbsp;&nbsp;&nbsp; Oxea Corp., 2017 USD Term Loan B2, (3-mo. CME Term <br> SOFR at 0.00% Floor + 4.85%), 8.50%, 04/08/31<br>|  | 843 | &nbsp;&nbsp; 577456 |
| &nbsp;&nbsp;&nbsp; Paint Intermediate III LLC, 2024 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, 10/09/31<br>|  | 274 | &nbsp;&nbsp; 272689 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced Materials, Inc., Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 10/29/32<br>|  | 467 | &nbsp;&nbsp; 468947 |
| &nbsp;&nbsp;&nbsp; Sparta U.S. HoldCo LLC, 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 0.75% Floor + 3.00%), 6.67%, 08/02/30<br>|  | 1111 | &nbsp;&nbsp; 1108877 |
| &nbsp;&nbsp;&nbsp; WR Grace Holdings LLC, 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.00%), 6.70%, 08/19/32<br>|  | 897 | &nbsp;&nbsp; 892765 |
|  |  |  | &nbsp;&nbsp; 11866829 |
| **Commercial Services & Supplies — 2.5%** | **Commercial Services & Supplies — 2.5%** | **Commercial Services & Supplies — 2.5%** | **Commercial Services & Supplies — 2.5%** |
| &nbsp;&nbsp;&nbsp; Action Environmental Group, Inc., 2023 Term Loan B, (3-<br> mo. CME Term SOFR + 3.00%), 6.69%, 10/24/30<br>|  | 446 | &nbsp;&nbsp; 443631 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC, 2025 USD Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.25%), <br> 6.92%, 08/20/32<br>|  | 2750 | &nbsp;&nbsp; 2748360 |
| &nbsp;&nbsp;&nbsp; Anticimex International AB, 2025 USD Term Loan, (3-mo. <br> SOFR + 2.90%), 6.56%, 11/17/31<br>|  | 358 | &nbsp;&nbsp; 358051 |
| Aramark Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Repriced Term Loan, (1-mo. CME Term SOFR at <br> 0.00% Floor + 1.75%), 5.42%, 04/06/28<br>|  | 383 | &nbsp;&nbsp; 383187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan, (1-mo. CME Term SOFR at 0.00% <br> Floor + 1.75%), 5.42%, 06/22/30<br>|  | 1015 | &nbsp;&nbsp; 1014996 |
| &nbsp;&nbsp;&nbsp; Asplundh Tree Expert LLC, 2021 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.85%), 5.52%, <br> 09/07/27<br>|  | 980 | &nbsp;&nbsp; 980262 |
| &nbsp;&nbsp;&nbsp; Citrin Cooperman Advisors LLC, 2025 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.70%, <br> 04/01/32<br>|  | 782 | &nbsp;&nbsp; 749818 |
| &nbsp;&nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.50%), 5.17%, 10/08/32<br>|  | 390 | &nbsp;&nbsp; 392363 |
| &nbsp;&nbsp;&nbsp; Grant Thornton Advisors LLC, 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.75%), 6.42%, <br> 06/02/31<br>|  | 933 | &nbsp;&nbsp; 867306 |
| &nbsp;&nbsp;&nbsp; Innio Group Holding GmbH, 2026 USD Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 2.00%), 5.66%, <br> 11/02/31<br>|  | 738 | &nbsp;&nbsp; 730185 |
| &nbsp;&nbsp;&nbsp; LABL, Inc., 2026 USD Interim New Money DIP Term Loan, <br> (3-mo. CME Term SOFR at 0.50% Floor + 6.75%), <br> 10.38%, 12/02/26<br>|  | 121 | &nbsp;&nbsp; 120385 |
| &nbsp;&nbsp;&nbsp; Novelis Holdings, Inc., 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.45%, 03/11/32<br>|  | 1363 | &nbsp;&nbsp; 1362658 |
| &nbsp;&nbsp;&nbsp; Packers Holdings LLC, 2025 Takeback Term Loan, (1-mo. <br> CME Term SOFR at 1.00% Floor + 1.10%), 4.77%, <br> 03/10/31<br>|  | 82 | &nbsp;&nbsp; 78694 |
| Prime Security Services Borrower LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B, (1-mo. CME Term SOFR at <br> 0.00% Floor + 2.00%), 5.66%, 10/13/30<br>|  | 395 | &nbsp;&nbsp; 393138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Incremental Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.41%, 03/07/32<br>|  | 1342 | &nbsp;&nbsp; 1321038 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Reworld Holding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 1st Lien Term Loan C, (1-mo. CME Term SOFR at <br> 0.50% Floor + 2.25%), 5.93%, 01/15/31<br>| USD | 80 | &nbsp;&nbsp; $79658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B1, (1-mo. CME Term SOFR at 0.50% <br> Floor + 2.25%), 5.93%, 01/15/31<br>|  | 491 | &nbsp;&nbsp; 490201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + <br> 2.25%), 5.92%, 11/30/28<br>|  | 378 | &nbsp;&nbsp; 377032 |
|  |  |  | &nbsp;&nbsp; 12890963 |
| **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** |
| &nbsp;&nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.43%, 10/24/30<br>|  | 819 | &nbsp;&nbsp; 818348 |
| Radiate Holdco LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Delayed Draw Term Loan, (1-mo. CME Term <br> SOFR at 1.00% Floor + 4.00%), 7.67%, 06/26/29<br>|  | 58 | &nbsp;&nbsp; 57677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan, (1-mo. CME Term SOFR at 1.00% <br> Floor + 4.00%), 7.67%, 06/26/29<br>|  | 19 | &nbsp;&nbsp; 19226 |
|  |  |  | &nbsp;&nbsp; 895251 |
| **Construction & Engineering — 0.6%** | **Construction & Engineering — 0.6%** | **Construction & Engineering — 0.6%** | **Construction & Engineering — 0.6%** |
| Azuria Water Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2026 Delayed Draw Term Loan, 01/27/33<sup>(o)</sup> |  | 83 | &nbsp;&nbsp; 82532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Term Loan B, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.75%), 6.42%, 01/27/33<br>|  | 626 | &nbsp;&nbsp; 618992 |
| &nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 2024 Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 4.50%), 8.16%, <br> 08/01/30<br>|  | 1243 | &nbsp;&nbsp; 1063745 |
| &nbsp;&nbsp;&nbsp; Construction Partners, Inc., Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.17%, 11/03/31<br>|  | 272 | &nbsp;&nbsp; 271139 |
| &nbsp;&nbsp;&nbsp; Dycom Investments, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 01/27/33<br>|  | 390 | &nbsp;&nbsp; 391139 |
| &nbsp;&nbsp;&nbsp; Legence Holdings LLC, 2025 Repriced Term Loan B, (1-<br> mo. CME Term SOFR at 0.75% Floor + 2.25%), 5.92%, <br> 12/16/31<br>|  | 712 | &nbsp;&nbsp; 712926 |
|  |  |  | &nbsp;&nbsp; 3140473 |
| **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** | **Consumer Discretionary — 0.1%** |
| &nbsp;&nbsp;&nbsp; Element Materials Technology Group U.S. Holdings, Inc., <br> 2022 USD Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 3.50%), 7.20%, 07/06/29<br>|  | 434 | &nbsp;&nbsp; 434981 |
| **Consumer Staples Distribution & Retail — 0.5%** | **Consumer Staples Distribution & Retail — 0.5%** | **Consumer Staples Distribution & Retail — 0.5%** | **Consumer Staples Distribution & Retail — 0.5%** |
| &nbsp;&nbsp;&nbsp; BCPE Empire Holdings, Inc., 2026 10th Amendment Term <br> Loan, (1-mo. CME Term SOFR + 3.50%), 7.17%, <br> 12/29/32<br>|  | 1236 | &nbsp;&nbsp; 1215149 |
| &nbsp;&nbsp;&nbsp; EG America LLC, 2026 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 3.25%), 6.92%, 02/10/31<br>|  | 769 | &nbsp;&nbsp; 768423 |
| &nbsp;&nbsp;&nbsp; U.S. Foods, Inc., 2024 1st Lien Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 10/03/31<br>|  | 642 | &nbsp;&nbsp; 646330 |
|  |  |  | &nbsp;&nbsp; 2629902 |
| **Containers & Packaging — 1.7%** | **Containers & Packaging — 1.7%** | **Containers & Packaging — 1.7%** | **Containers & Packaging — 1.7%** |
| &nbsp;&nbsp;&nbsp; Charter NEX US, Inc., 2025 Repriced Term Loan B, (1-mo. <br> CME Term SOFR at 0.75% Floor + 2.50%), 6.17%, <br> 11/29/30<br>|  | 1861 | &nbsp;&nbsp; 1847851 |
| Clydesdale Acquisition Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (1-mo. CME Term SOFR at 0.00% <br> Floor + 3.25%), 6.92%, 04/01/32<br>|  | 996 | &nbsp;&nbsp; 927496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1-mo. CME Term SOFR + 3.18%), <br> 6.84%, 04/13/29<br>|  | 105 | &nbsp;&nbsp; 99928 |
| &nbsp;&nbsp;&nbsp; Colossus Acquireco LLC, Term Loan B, (3-mo. SOFR + <br> 1.75%), 5.38%, 07/30/32<br>|  | 1532 | &nbsp;&nbsp; 1525269 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| &nbsp;&nbsp;&nbsp; Graham Packaging Co., Inc., 2026 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.25%), 5.92%, <br> 01/26/33<br>| USD | 793 | &nbsp;&nbsp; $783968 |
| &nbsp;&nbsp;&nbsp; LABL, Inc., 2021 USD 1st Lien Term Loan, 0.00%, <br> 10/30/28<sup>(k)</sup><br>|  | 926 | &nbsp;&nbsp; 419861 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., 2025 Term Loan <br> B, (3-mo. CME Term SOFR at 0.00% Floor + 3.50%), <br> 7.16%, 04/15/30<br>|  | 550 | &nbsp;&nbsp; 530552 |
| &nbsp;&nbsp;&nbsp; Potters Industries LLC, 2025 Repriced Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 12/23/32<br>|  | 478 | &nbsp;&nbsp; 477202 |
| &nbsp;&nbsp;&nbsp; Pregis TopCo LLC, 2025 Refinancing Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 4.00%), 7.67%, <br> 02/01/29<br>|  | 421 | &nbsp;&nbsp; 420567 |
| &nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC, 2026 USD Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 4.11%), <br> 7.78%, 03/07/33<br>|  | 593 | &nbsp;&nbsp; 571673 |
| &nbsp;&nbsp;&nbsp; Reynolds Consumer Products LLC, 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 1.75%), <br> 5.42%, 03/04/32<br>|  | 195 | &nbsp;&nbsp; 195322 |
| &nbsp;&nbsp;&nbsp; Ring Container Technologies Group LLC, 2025 Term Loan <br> B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), <br> 6.17%, 09/15/32<br>|  | 598 | &nbsp;&nbsp; 591466 |
| &nbsp;&nbsp;&nbsp; Trident TPI Holdings, Inc., 2024 Term Loan B7, (3-mo. <br> CME Term SOFR at 0.50% Floor + 3.75%), 7.45%, <br> 09/15/28<br>|  | 465 | &nbsp;&nbsp; 439825 |
|  |  |  | &nbsp;&nbsp; 8830980 |
| **Distributors — 0.6%** | **Distributors — 0.6%** | **Distributors — 0.6%** | **Distributors — 0.6%** |
| &nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc., <br> 2024 Term Loan B, (1-mo. CME Term SOFR at 0.00% <br> Floor + 1.75%), 5.42%, 01/31/31<br>|  | 839 | &nbsp;&nbsp; 838217 |
| Core & Main LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan D, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.00%), 5.68%, 07/27/28<br>|  | 1507 | &nbsp;&nbsp; 1505752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan E, (1-mo. CME Term SOFR at 0.00% <br> Floor + 2.00%), 5.68%, 02/09/31<sup>(e)</sup><br>|  | 372 | &nbsp;&nbsp; 372436 |
| &nbsp;&nbsp;&nbsp; Herc Holdings, Inc., 2026 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.43%, 06/02/32<br>|  | 156 | &nbsp;&nbsp; 155675 |
|  |  |  | &nbsp;&nbsp; 2872080 |
| **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Bright Horizons Family Solutions LLC, 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.50% Floor + 1.75%), <br> 5.42%, 08/23/32<br>|  | 532 | &nbsp;&nbsp; 530768 |
| &nbsp;&nbsp;&nbsp; OMNIA Partners LLC, 2024 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.43%, 12/31/32<br>|  | 325 | &nbsp;&nbsp; 324335 |
| &nbsp;&nbsp;&nbsp; PG Investment Co. 59 SARL, 2025 Repriced Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 2.25%), <br> 5.95%, 03/26/31<br>|  | 376 | &nbsp;&nbsp; 375872 |
| &nbsp;&nbsp;&nbsp; Wand NewCo 3, Inc., 2025 Repriced Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 01/30/31<br>|  | 1049 | &nbsp;&nbsp; 1038967 |
|  |  |  | &nbsp;&nbsp; 2269942 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties LP, 2024 1st Lien Term Loan B, (1-<br> mo. CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 05/20/30<br>|  | 245 | &nbsp;&nbsp; 243986 |
| **Diversified Telecommunication Services — 0.9%** | **Diversified Telecommunication Services — 0.9%** | **Diversified Telecommunication Services — 0.9%** | **Diversified Telecommunication Services — 0.9%** |
| &nbsp;&nbsp;&nbsp; Cogeco Financing 2 LP, 2023 Incremental Term Loan B, <br> (1-mo. CME Term SOFR + 2.61%), 6.28%, 09/01/28<br>|  | 109 | &nbsp;&nbsp; 104363 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., 2025 Repriced Term Loan B4, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.25%), <br> 6.92%, 03/29/32<br>| USD | 1890 | &nbsp;&nbsp; $1888035 |
| &nbsp;&nbsp;&nbsp; Orbcomm, Inc., Term Loan B, (1-mo. CME Term SOFR at <br> 0.75% Floor + 4.51%), 8.10%, 09/01/28<br>|  | 304 | &nbsp;&nbsp; 279764 |
| &nbsp;&nbsp;&nbsp; Sunrise Financing Partnership, Term Loan AAA, (6-mo. <br> CME Term SOFR at 0.00% Floor + 2.47%), 6.10%, <br> 02/15/32<br>|  | 249 | &nbsp;&nbsp; 247055 |
| &nbsp;&nbsp;&nbsp; Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1-mo. <br> CME Term SOFR + 3.36%), 7.04%, 01/31/29<br>|  | 607 | &nbsp;&nbsp; 583667 |
| &nbsp;&nbsp;&nbsp; Zayo Group Holdings, Inc., 2025 USD Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.11% and 0.50% <br> PIK), 7.28%, 03/11/30<sup>(i)</sup><br>|  | 1664 | &nbsp;&nbsp; 1631030 |
|  |  |  | &nbsp;&nbsp; 4733914 |
| **Electric Utilities — 0.6%** | **Electric Utilities — 0.6%** | **Electric Utilities — 0.6%** | **Electric Utilities — 0.6%** |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 1.85%), 5.52%, 04/16/31<br>|  | 1844 | &nbsp;&nbsp; 1846476 |
| &nbsp;&nbsp;&nbsp; Talen Energy Supply LLC, 2024-1 Incremental Term Loan, <br> (3-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.15%, 12/15/31<br>|  | 334 | &nbsp;&nbsp; 334052 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co. LLC, 1st Lien Term Loan B3, (1-mo. <br> CME Term SOFR + 1.75%), 5.42%, 12/20/30<br>|  | 882 | &nbsp;&nbsp; 882873 |
|  |  |  | &nbsp;&nbsp; 3063401 |
| **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** |
| &nbsp;&nbsp;&nbsp; Celestica, Inc., 2024 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.43%, 06/20/31<sup>(e)</sup><br>|  | 226 | &nbsp;&nbsp; 225693 |
| &nbsp;&nbsp;&nbsp; Coherent Corp., 2025 Term Loan B2, (1-mo. CME Term <br> SOFR at 0.50% Floor + 1.75%), 5.42%, 07/02/29<br>|  | 455 | &nbsp;&nbsp; 454436 |
| &nbsp;&nbsp;&nbsp; Sanmina Corp., Term Loan B, (1-mo. CME Term SOFR at <br> 0.00% Floor + 2.00%), 5.67%, 10/27/32<sup>(e)</sup><br>|  | 531 | &nbsp;&nbsp; 530336 |
|  |  |  | &nbsp;&nbsp; 1210465 |
| **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Deep Blue Operating I LLC, Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.75%), 6.42%, 10/01/32<sup>(e)</sup><br>|  | 164 | &nbsp;&nbsp; 164410 |
| **Entertainment — 2.3%** | **Entertainment — 2.3%** | **Entertainment — 2.3%** | **Entertainment — 2.3%** |
| &nbsp;&nbsp;&nbsp; Creative Artists Agency LLC, 2025 Repriced Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 10/01/31<br>|  | 1430 | &nbsp;&nbsp; 1428065 |
| &nbsp;&nbsp;&nbsp; Delta 2 Lux SARL, 2024 Term Loan B1, (3-mo. CME Term <br> SOFR at 0.50% Floor + 1.75%), 5.45%, 09/30/31<br>|  | 1345 | &nbsp;&nbsp; 1341042 |
| &nbsp;&nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 03/04/32<br>|  | 1059 | &nbsp;&nbsp; 1057008 |
| Electronic Arts, Inc., USD Term Loan B, 03/24/33<sup>(o)</sup> |  | 2190 | &nbsp;&nbsp; 2176312 |
| &nbsp;&nbsp;&nbsp; EOC Borrower LLC, Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.75%), 6.42%, 03/24/32<br>|  | 1788 | &nbsp;&nbsp; 1779593 |
| &nbsp;&nbsp;&nbsp; GVC Holdings Gibraltar Ltd., 2025 Term Loan B5 (2032), <br> (3-mo. CME Term SOFR at 0.00% Floor + 2.25%), <br> 5.95%, 07/31/32<br>|  | 187 | &nbsp;&nbsp; 186702 |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 10/21/32<br>|  | 897 | &nbsp;&nbsp; 895632 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| &nbsp;&nbsp;&nbsp; Motion Finco SARL, 2024 USD Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.50%), 7.20%, 11/12/29<br>| USD | 1214 | &nbsp;&nbsp; $1055930 |
| &nbsp;&nbsp;&nbsp; TKO Worldwide Holdings LLC, 2025 Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.66%, <br> 11/21/31<br>|  | 2287 | &nbsp;&nbsp; 2283779 |
|  |  |  | &nbsp;&nbsp; 12204063 |
| **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** |
| &nbsp;&nbsp;&nbsp; JFL-Tiger Acquisition Co., Inc., Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.75%), 7.46%, 10/17/30<br>|  | 345 | &nbsp;&nbsp; 344267 |
| &nbsp;&nbsp;&nbsp; Reworld Holding Corp., 2025 1st Lien Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 2.25%), 5.93%, <br> 01/15/31<br>|  | 209 | &nbsp;&nbsp; 208821 |
|  |  |  | &nbsp;&nbsp; 553088 |
| **Financial Services — 2.1%** | **Financial Services — 2.1%** | **Financial Services — 2.1%** | **Financial Services — 2.1%** |
| &nbsp;&nbsp;&nbsp; ABG Intermediate Holdings 2 LLC, 2024 1st Lien Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 2.25%), 5.92%, 12/21/28<br>|  | 701 | &nbsp;&nbsp; 698927 |
| &nbsp;&nbsp;&nbsp; Acuren Delaware Holdco, Inc., 2025 Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.75%), 6.42%, <br> 07/30/31<br>|  | 211 | &nbsp;&nbsp; 210932 |
| &nbsp;&nbsp;&nbsp; Aggreko Holdings, Inc., 2025 USD Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.00%), 6.66%, 05/21/31<br>|  | 1375 | &nbsp;&nbsp; 1373015 |
| &nbsp;&nbsp;&nbsp; Apex Group Treasury LLC, 2025 USD Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.50%), 7.17%, <br> 02/27/32<br>|  | 1110 | &nbsp;&nbsp; 1008140 |
| &nbsp;&nbsp;&nbsp; APi Group DE, Inc., 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.42%, 01/03/29<br>|  | 1476 | &nbsp;&nbsp; 1473693 |
| &nbsp;&nbsp;&nbsp; CPI Holdco B LLC, 2025 Add-on Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 05/19/31<br>|  | 2087 | &nbsp;&nbsp; 2071455 |
| &nbsp;&nbsp;&nbsp; Gryphon Acquire NewCo LLC, Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, 09/13/32<br>|  | 544 | &nbsp;&nbsp; 544136 |
| &nbsp;&nbsp;&nbsp; Hyperion Refinance SARL, 2025 USD Term Loan B, (1-<br> mo. CME Term SOFR at 0.50% Floor + 2.75%), 6.42%, <br> 02/15/31<br>|  | 1113 | &nbsp;&nbsp; 1076098 |
| &nbsp;&nbsp;&nbsp; LBM Acquisition LLC, 2024 Incremental Term Loan B, (1-<br> mo. CME Term SOFR at 0.75% Floor + 3.75%), 7.50%, <br> 06/06/31<br>|  | 430 | &nbsp;&nbsp; 342873 |
| &nbsp;&nbsp;&nbsp; Orion U.S. Finco, Inc., 1st Lien Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.50%), 7.15%, 10/08/32<br>|  | 521 | &nbsp;&nbsp; 515248 |
| &nbsp;&nbsp;&nbsp; Sotera Health Holdings LLC, 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 05/30/31<br>|  | 1116 | &nbsp;&nbsp; 1116317 |
| &nbsp;&nbsp;&nbsp; Summit Acquisition, Inc., 2025 Add-on Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.50%), 7.17%, <br> 10/16/31<sup>(e)</sup><br>|  | 81 | &nbsp;&nbsp; 80394 |
| WEX, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B2, (1-mo. CME Term SOFR at 0.00% <br> Floor + 1.75%), 5.42%, 03/31/28<br>|  | 168 | &nbsp;&nbsp; 166926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Incremental Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.42%, 03/05/32<br>|  | 307 | &nbsp;&nbsp; 303831 |
|  |  |  | &nbsp;&nbsp; 10981985 |
| **Food Products — 1.0%** | **Food Products — 1.0%** | **Food Products — 1.0%** | **Food Products — 1.0%** |
| &nbsp;&nbsp;&nbsp; Chobani LLC, 2025 Term Loan B, (1-mo. CME Term SOFR <br> at 0.00% Floor + 2.25%), 5.92%, 10/28/32<br>|  | 2152 | &nbsp;&nbsp; 2150704 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Froneri U.S., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 USD Term Loan B4, (6-mo. CME Term SOFR at <br> 0.00% Floor + 2.25%), 5.88%, 09/30/31<br>| USD | 1822 | &nbsp;&nbsp; $1783455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 USD Term Loan B6, (6-mo. CME Term SOFR at <br> 0.00% Floor + 2.25%), 5.88%, 09/30/32<br>|  | 515 | &nbsp;&nbsp; 504272 |
| &nbsp;&nbsp;&nbsp; H-Food Holdings LLC, 2025 Exit Term Loan, (1-mo. CME <br> Term SOFR at 2.00% Floor + 6.50%), 10.17%, <br> 03/29/30<br>|  | 70 | &nbsp;&nbsp; 70035 |
| &nbsp;&nbsp;&nbsp; Treehouse Foods, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 4.25%), 7.92%, 02/11/33<br>|  | 568 | &nbsp;&nbsp; 564689 |
| &nbsp;&nbsp;&nbsp; UTZ Quality Foods LLC, 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.20%, 01/29/32<br>|  | 249 | &nbsp;&nbsp; 249175 |
| &nbsp;&nbsp;&nbsp; Wellness Pet LLC, 2025 Second Out Exchange Term <br> Loan, (3-mo. CME Term SOFR at 0.75% Floor + <br> 4.01%), 7.71%, 12/31/29<br>|  | 60 | &nbsp;&nbsp; 8025 |
|  |  |  | &nbsp;&nbsp; 5330355 |
| **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp; BIP PipeCo Holdings LLC, Term Loan B, (2-mo. CME Term <br> SOFR at 0.00% Floor + 2.00%), 5.65%, 12/06/30<br>|  | 243 | &nbsp;&nbsp; 243582 |
| &nbsp;&nbsp;&nbsp; M6 ETX Holdings II Midco LLC, 2025 1st Lien Term Loan <br> B, (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 04/01/32<br>|  | 296 | &nbsp;&nbsp; 296612 |
|  |  |  | &nbsp;&nbsp; 540194 |
| **Ground Transportation — 0.6%** | **Ground Transportation — 0.6%** | **Ground Transportation — 0.6%** | **Ground Transportation — 0.6%** |
| &nbsp;&nbsp;&nbsp; Genesee & Wyoming, Inc., 2024 Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.45%, 04/10/31<br>|  | 2372 | &nbsp;&nbsp; 2358294 |
| Hertz Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1-mo. CME Term SOFR + 3.61%), <br> 7.28%, 06/30/28<br>|  | 595 | &nbsp;&nbsp; 439048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan C, (1-mo. CME Term SOFR + 3.61%), <br> 7.28%, 06/30/28<br>|  | 118 | &nbsp;&nbsp; 86870 |
|  |  |  | &nbsp;&nbsp; 2884212 |
| **Health Care Equipment & Supplies — 1.8%** | **Health Care Equipment & Supplies — 1.8%** | **Health Care Equipment & Supplies — 1.8%** | **Health Care Equipment & Supplies — 1.8%** |
| &nbsp;&nbsp;&nbsp; AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.75%), 6.42%, 02/15/29<br>|  | 1526 | &nbsp;&nbsp; 1495290 |
| &nbsp;&nbsp;&nbsp; Bausch & Lomb Corporation, 2025 Repriced Term Loan, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.75%), <br> 7.42%, 01/15/31<br>|  | 1501 | &nbsp;&nbsp; 1502357 |
| &nbsp;&nbsp;&nbsp; Cotiviti, Inc., 2024 Term Loan, (1-mo. CME Term SOFR + <br> 2.75%), 6.42%, 05/01/31<br>|  | 1210 | &nbsp;&nbsp; 1112883 |
| &nbsp;&nbsp;&nbsp; Gainwell Acquisition Corp., Term Loan B, (3-mo. CME <br> Term SOFR at 0.75% Floor + 4.10%), 7.80%, 10/01/27<br>|  | 323 | &nbsp;&nbsp; 313074 |
| &nbsp;&nbsp;&nbsp; Hologic Inc., 2026 USD Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.25%), 5.92%, 01/14/33<br>|  | 3083 | &nbsp;&nbsp; 3044463 |
| &nbsp;&nbsp;&nbsp; PointClickCare Technologies, Inc., 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.75%), <br> 6.42%, 11/03/31<br>|  | 428 | &nbsp;&nbsp; 425290 |
| &nbsp;&nbsp;&nbsp; Polaris Newco LLC, USD Term Loan B, (3-mo. CME Term <br> SOFR at 0.50% Floor + 4.26%), 7.93%, 06/02/28<br>|  | 962 | &nbsp;&nbsp; 843964 |
| &nbsp;&nbsp;&nbsp; QuidelOrtho Corp., Term Loan, (1-mo. CME Term SOFR at <br> 0.00% Floor + 4.00%), 7.67%, 08/20/32<br>|  | 538 | &nbsp;&nbsp; 537116 |
| &nbsp;&nbsp;&nbsp; Waystar Technologies, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 10/22/29<sup>(e)</sup><br>|  | 347 | &nbsp;&nbsp; 346168 |
|  |  |  | &nbsp;&nbsp; 9620605 |
| **Health Care Providers & Services — 1.7%** | **Health Care Providers & Services — 1.7%** | **Health Care Providers & Services — 1.7%** | **Health Care Providers & Services — 1.7%** |
| &nbsp;&nbsp;&nbsp; ACP Tara Holdings, Inc., 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.25%), 6.95%, 12/15/32<br>|  | 140 | &nbsp;&nbsp; 140466 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| &nbsp;&nbsp;&nbsp; AHP Health Partners, Inc., 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.25%), 5.92%, 09/20/32<br>| USD | 99 | &nbsp;&nbsp; $99199 |
| &nbsp;&nbsp;&nbsp; CHG Healthcare Services, Inc., 2025 Term Loan B1, (3-<br> mo. CME Term SOFR at 0.50% Floor + 2.75%), 6.45%, <br> 09/29/28<br>|  | 449 | &nbsp;&nbsp; 449226 |
| &nbsp;&nbsp;&nbsp; CNT Holdings I Corp., 2025 Term Loan, (3-mo. CME Term <br> SOFR at 0.75% Floor + 2.50%), 6.17%, 11/08/32<br>|  | 679 | &nbsp;&nbsp; 678224 |
| &nbsp;&nbsp;&nbsp; Concentra Health Services, Inc., 2025 Repriced Term Loan <br> B, (1-mo. CME Term SOFR at 0.00% Floor + 2.00%), <br> 5.67%, 07/26/31<br>|  | 342 | &nbsp;&nbsp; 342885 |
| &nbsp;&nbsp;&nbsp; Examworks Bidco, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.50%), 6.17%, 02/06/33<br>|  | 719 | &nbsp;&nbsp; 717891 |
| &nbsp;&nbsp;&nbsp; EyeCare Partners LLC, 2024 Third Out Term Loan C, <br> 0.00%, 11/30/28<sup>(k)</sup><br>|  | 16 | &nbsp;&nbsp; 2700 |
| &nbsp;&nbsp;&nbsp; ICON Luxembourg SARL, 2024 LUX Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 2.00%), 5.70%, <br> 07/03/28<br>|  | 250 | &nbsp;&nbsp; 249812 |
| &nbsp;&nbsp;&nbsp; LifePoint Health, Inc., 2024 1st Lien Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.75%), 7.42%, <br> 05/19/31<br>|  | 595 | &nbsp;&nbsp; 594185 |
| Medical Solutions Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 3.60%), 7.27%, 11/01/28<br>|  | 385 | &nbsp;&nbsp; 76261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at <br> 0.50% Floor + 7.10%), 10.77%, 11/01/29<br>|  | 247 | &nbsp;&nbsp; 19760 |
| Medline Borrower LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Incremental Term Loan B, (1-mo. CME Term <br> SOFR at 0.50% Floor + 1.75%), 5.42%, 10/23/30<br>|  | 1356 | &nbsp;&nbsp; 1357515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (1-mo. CME Term SOFR at 0.50% <br> Floor + 1.75%), 5.42%, 10/23/28<br>|  | 775 | &nbsp;&nbsp; 775792 |
| &nbsp;&nbsp;&nbsp; Option Care Health, Inc., 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 09/22/32<br>|  | 871 | &nbsp;&nbsp; 873892 |
| &nbsp;&nbsp;&nbsp; Raven Acquisition Holdings LLC, Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 11/19/31<br>|  | 297 | &nbsp;&nbsp; 290877 |
| &nbsp;&nbsp;&nbsp; Star Parent, Inc., Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 4.00%), 7.70%, 09/27/30<br>|  | 730 | &nbsp;&nbsp; 720844 |
| &nbsp;&nbsp;&nbsp; Surgery Center Holdings, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 12/19/30<br>|  | 853 | &nbsp;&nbsp; 852862 |
| &nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., 2026 Repriced Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 4.00%), <br> 7.66%, 06/30/28<br>|  | 248 | &nbsp;&nbsp; 246887 |
| &nbsp;&nbsp;&nbsp; Vizient, Inc., 2024 Term Loan B, (1-mo. CME Term SOFR <br> at 0.50% Floor + 1.75%), 5.42%, 08/01/31<br>|  | 569 | &nbsp;&nbsp; 568388 |
|  |  |  | &nbsp;&nbsp; 9057666 |
| **Hotels, Restaurants & Leisure — 3.7%** | **Hotels, Restaurants & Leisure — 3.7%** | **Hotels, Restaurants & Leisure — 3.7%** | **Hotels, Restaurants & Leisure — 3.7%** |
| Aimbridge Acquisition Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 1st Lien Second Out Term Loan, (1-mo. CME <br> Term SOFR at 1.00% Floor + 1.61% and 6.00% PIK), <br> 11.29%, 03/11/30<sup>(i)</sup><br>|  | 111 | &nbsp;&nbsp; 108235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 First Out Term Loan, (1-mo. CME Term SOFR at <br> 1.00% Floor + 5.61%), 9.29%, 03/11/30<br>|  | 117 | &nbsp;&nbsp; 115141 |
| &nbsp;&nbsp;&nbsp; Alterra Mountain Co., 2025 Term Loan B8, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 05/31/30<sup>(e)</sup><br>|  | 652 | &nbsp;&nbsp; 651562 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, Inc.)/New <br> Red Finance, Inc., 2024 Term Loan B6, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 09/20/30<br>|  | 1106 | &nbsp;&nbsp; 1102436 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Caesars Entertainment, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B1, (1-mo. CME Term SOFR + 2.25%), <br> 5.92%, 02/06/31<br>| USD | 1883 | &nbsp;&nbsp; $1824244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1-mo. CME Term SOFR + 2.25%), <br> 5.92%, 02/06/30<br>|  | 549 | &nbsp;&nbsp; 532040 |
| &nbsp;&nbsp;&nbsp; Crown Finance U.S., Inc., 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 4.50%), 8.17%, 12/02/31<br>|  | 590 | &nbsp;&nbsp; 583734 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC, 2022 Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 3.25%), 6.92%, <br> 01/27/29<br>|  | 1663 | &nbsp;&nbsp; 1628683 |
| Flutter Financing BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B, (3-mo. CME Term SOFR at 0.50% <br> Floor + 1.75%), 5.45%, 11/30/30<br>|  | 1685 | &nbsp;&nbsp; 1663474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (3-mo. CME Term SOFR at 0.50% <br> Floor + 2.00%), 5.70%, 06/04/32<br>|  | 531 | &nbsp;&nbsp; 523957 |
| &nbsp;&nbsp;&nbsp; Four Seasons Hotels Ltd., 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 1.75%), 5.42%, 09/22/32<br>|  | 1291 | &nbsp;&nbsp; 1297648 |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp., 2024 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 4.75%), 8.44%, <br> 11/01/29<br>|  | 461 | &nbsp;&nbsp; 452657 |
| &nbsp;&nbsp;&nbsp; Herschend Entertainment Co. LLC, 2026 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 05/27/32<br>|  | 533 | &nbsp;&nbsp; 533329 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 Term Loan B4, <br> (1-mo. CME Term SOFR + 1.75%), 5.43%, 11/08/30<br>|  | 1350 | &nbsp;&nbsp; 1352051 |
| &nbsp;&nbsp;&nbsp; IRB Holding Corp., 2025 Term Loan B, (1-mo. CME Term <br> SOFR at 0.50% Floor + 2.50%), 6.18%, 12/16/30<br>|  | 933 | &nbsp;&nbsp; 930091 |
| &nbsp;&nbsp;&nbsp; Light & Wonder International, Inc., 2026 Term Loan B, <br> (1-mo. CME Term SOFR at 0.50% Floor + 2.00%), <br> 5.67%, 04/16/29<br>|  | 654 | &nbsp;&nbsp; 653615 |
| &nbsp;&nbsp;&nbsp; Ontario Gaming GTA LP, Term Loan B, (3-mo. CME Term <br> SOFR at 0.50% Floor + 4.25%), 7.95%, 08/01/30<br>|  | 383 | &nbsp;&nbsp; 357913 |
| &nbsp;&nbsp;&nbsp; Penn Entertainment, Inc., 2022 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.50%), 6.17%, 05/03/29<br>|  | 532 | &nbsp;&nbsp; 533129 |
| &nbsp;&nbsp;&nbsp; Scientific Games Holdings LP, 2024 USD Term Loan B, <br> (3-mo. CME Term SOFR at 0.50% Floor + 3.00%), <br> 6.65%, 04/04/29<br>|  | 540 | &nbsp;&nbsp; 531757 |
| &nbsp;&nbsp;&nbsp; SeaWorld Parks & Entertainment, Inc., 2024 Term Loan <br> B3, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%), <br> 5.67%, 12/04/31<sup>(e)</sup><br>|  | 236 | &nbsp;&nbsp; 232938 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp., 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 05/01/31<br>|  | 210 | &nbsp;&nbsp; 206545 |
| &nbsp;&nbsp;&nbsp; Station Casinos LLC, 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 03/14/31<br>|  | 1385 | &nbsp;&nbsp; 1383189 |
| &nbsp;&nbsp;&nbsp; TRQ Sales LLC, Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 0.19%), 3.89%, 12/30/32<br>|  | 546 | &nbsp;&nbsp; 527917 |
| &nbsp;&nbsp;&nbsp; Voyager Parent LLC, Repriced Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 4.25%), 7.95%, 07/01/32<br>|  | 636 | &nbsp;&nbsp; 630773 |
| &nbsp;&nbsp;&nbsp; Whatabrands LLC, 2024 1st Lien Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 2.50%), 6.17%, <br> 08/03/28<br>|  | 422 | &nbsp;&nbsp; 420843 |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 05/24/30<br>|  | 675 | &nbsp;&nbsp; 676481 |
|  |  |  | &nbsp;&nbsp; 19454382 |
| **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** |
| &nbsp;&nbsp;&nbsp; Madison Safety & Flow LLC, 2025 1st Lien Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.18%, 09/26/31<br>|  | 264 | &nbsp;&nbsp; 264040 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| &nbsp;&nbsp;&nbsp; Somnigroup International, Inc., Term Loan B, (1-mo. SOFR <br> + 2.25%), 5.88%, 10/24/31<br>| USD | 282 | &nbsp;&nbsp; $282973 |
| &nbsp;&nbsp;&nbsp; Springs Windows Fashions LLC, 2024 FLFO Delayed <br> Draw Term Loan, (1-mo. CME Term SOFR at 1.00% <br> Floor + 4.50%), 8.17%, 12/19/29<br>|  | 86 | &nbsp;&nbsp; 84893 |
| &nbsp;&nbsp;&nbsp; SWF Holdings I Corp., 2024 FLFO A1 Term Loan, (1-mo. <br> CME Term SOFR at 1.00% Floor + 4.50%), 8.17%, <br> 12/19/29<br>|  | 129 | &nbsp;&nbsp; 127340 |
| &nbsp;&nbsp;&nbsp; Weber-Stephen Products LLC, 2025 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.75%), 7.41%, <br> 10/01/32<br>|  | 845 | &nbsp;&nbsp; 824298 |
|  |  |  | &nbsp;&nbsp; 1583544 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| &nbsp;&nbsp;&nbsp; Lavender US HoldCo 1, Inc., USD Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.25%), 6.95%, 12/30/32<br>|  | 590 | &nbsp;&nbsp; 580238 |
| **Independent Power and Renewable Electricity Producers — 0.5%** | **Independent Power and Renewable Electricity Producers — 0.5%** | **Independent Power and Renewable Electricity Producers — 0.5%** | **Independent Power and Renewable Electricity Producers — 0.5%** |
| &nbsp;&nbsp;&nbsp; Calpine Construction Finance Co. LP, 2025 Repriced Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 1.75%), 5.42%, 07/31/30<br>|  | 1202 | &nbsp;&nbsp; 1201748 |
| &nbsp;&nbsp;&nbsp; Constellation Renewables LLC, 2020 Term Loan, (3-mo. <br> CME Term SOFR at 1.00% Floor + 2.00%), 5.67%, <br> 12/15/27<br>|  | 533 | &nbsp;&nbsp; 533049 |
| &nbsp;&nbsp;&nbsp; Talen Energy Supply LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 11/25/32<br>|  | 793 | &nbsp;&nbsp; 792870 |
|  |  |  | &nbsp;&nbsp; 2527667 |
| **Industrial Conglomerates — 0.7%** | **Industrial Conglomerates — 0.7%** | **Industrial Conglomerates — 0.7%** | **Industrial Conglomerates — 0.7%** |
| &nbsp;&nbsp;&nbsp; Beach Acquisition Bidco LLC, USD Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.25%), 6.95%, <br> 09/12/32<br>|  | 353 | &nbsp;&nbsp; 353556 |
| &nbsp;&nbsp;&nbsp; CoorsTek, Inc., Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 3.00%), 6.67%, 10/28/32<br>|  | 285 | &nbsp;&nbsp; 286355 |
| &nbsp;&nbsp;&nbsp; Fluid-Flow Products, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.25%), 6.92%, 03/04/33<br>|  | 108 | &nbsp;&nbsp; 107865 |
| &nbsp;&nbsp;&nbsp; Heritage Environmental Services, Inc., 2026 Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 3.00%), <br> 6.68%, 04/01/33<sup>(e)</sup><br>|  | 231 | &nbsp;&nbsp; 231000 |
| &nbsp;&nbsp;&nbsp; LSF12 Crown U.S. Commercial Bidco LLC, 2026 Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 3.00%), 6.67%, 12/02/31<br>|  | 381 | &nbsp;&nbsp; 380379 |
| &nbsp;&nbsp;&nbsp; Pinnacle Buyer LLC, Term Loan, (3-mo. CME Term SOFR <br> at 0.00% Floor + 2.50%), 6.16%, 10/01/32<br>|  | 479 | &nbsp;&nbsp; 479448 |
| &nbsp;&nbsp;&nbsp; Resideo Funding, Inc., 2025 Incremental Term Loan, (3-<br> mo. CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 08/13/32<br>|  | 558 | &nbsp;&nbsp; 556102 |
| &nbsp;&nbsp;&nbsp; Resilience Parent LLC, 1st Lien Term Loan, (6-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.10%, 02/28/33<br>|  | 1166 | &nbsp;&nbsp; 1159074 |
| &nbsp;&nbsp;&nbsp; Stitch Acquisition Corp., 2024 2nd Out Term Loan, (3-mo. <br> CME Term SOFR + 7.50%), 11.46%, 12/31/29<sup>(e)</sup><br>|  | 61 | &nbsp;&nbsp; 49466 |
|  |  |  | &nbsp;&nbsp; 3603245 |
| **Insurance — 3.5%** | **Insurance — 3.5%** | **Insurance — 3.5%** | **Insurance — 3.5%** |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC, 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 09/19/31<br>|  | 3437 | &nbsp;&nbsp; 3407588 |
| &nbsp;&nbsp;&nbsp; AmWINS Group, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.75% Floor + 2.00%), 5.67%, 01/30/32<br>|  | 1772 | &nbsp;&nbsp; 1757969 |
| &nbsp;&nbsp;&nbsp; Amynta Agency Borrower, Inc., 2026 Repriced Term Loan <br> B, (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 12/29/31<br>|  | 1282 | &nbsp;&nbsp; 1261486 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; Asurion LLC, 2025 Term Loan B13, (1-mo. CME Term <br> SOFR at 0.00% Floor + 4.25%), 7.92%, 09/19/30<br>| USD | 1414 | &nbsp;&nbsp; $1396068 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC, 2025 Term Loan <br> B2, (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.18%, 05/26/31<br>|  | 509 | &nbsp;&nbsp; 499395 |
| &nbsp;&nbsp;&nbsp; HUB International Ltd., 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.92%, 06/20/30<br>|  | 2509 | &nbsp;&nbsp; 2501982 |
| &nbsp;&nbsp;&nbsp; Jones DesLauriers Insurance Management Inc., <br> 2026 Repriced Term Loan B, (3-mo. CME Term SOFR <br> at 0.00% Floor + 3.00%), 6.66%, 02/02/33<br>|  | 1191 | &nbsp;&nbsp; 1155385 |
| &nbsp;&nbsp;&nbsp; OneDigital Borrower LLC, 2025 Repriced Term Loan, (1-<br> mo. CME Term SOFR at 0.50% Floor + 3.00%), 6.67%, <br> 07/02/31<br>|  | 250 | &nbsp;&nbsp; 241551 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty LLC, 2024 USD Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 09/15/31<br>|  | 1198 | &nbsp;&nbsp; 1194676 |
| Truist Insurance Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.75%), 6.45%, 05/06/31<br>|  | 1956 | &nbsp;&nbsp; 1925696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.00% <br> Floor + 4.75%), 8.45%, 05/06/32<br>|  | 227 | &nbsp;&nbsp; 224220 |
| USI, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan C, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.95%, 09/29/30<br>|  | 1016 | &nbsp;&nbsp; 1012647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan D, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.95%, 11/21/29<br>|  | 1498 | &nbsp;&nbsp; 1493858 |
|  |  |  | &nbsp;&nbsp; 18072521 |
| **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Camelot U.S. Acquisition LLC, 2024 Term Loan B, (1-mo. <br> CME Term SOFR + 2.75%), 6.42%, 01/31/31<br>|  | 343 | &nbsp;&nbsp; 294894 |
| **Internet Software & Services — 0.1%** | **Internet Software & Services — 0.1%** | **Internet Software & Services — 0.1%** | **Internet Software & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Gen Digital, Inc., 2025 Term Loan B, (1-mo. CME Term <br> SOFR at 0.50% Floor + 1.75%), 5.42%, 04/16/32<br>|  | 271 | &nbsp;&nbsp; 266381 |
| **IT Services — 1.8%** | **IT Services — 1.8%** | **IT Services — 1.8%** | **IT Services — 1.8%** |
| Asurion LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Second Lien Term Loan B4, (1-mo. CME Term <br> SOFR + 5.36%), 9.03%, 01/20/29<br>|  | 211 | &nbsp;&nbsp; 209594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Term Loan B11, (1-mo. CME Term SOFR at 0.00% <br> Floor + 4.35%), 8.02%, 08/19/28<br>|  | 64 | &nbsp;&nbsp; 63915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B12, (1-mo. CME Term SOFR at <br> 0.00% Floor + 4.25%), 7.92%, 09/19/30<br>|  | 248 | &nbsp;&nbsp; 245029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Term Loan B14, (1-mo. CME Term SOFR at <br> 0.00% Floor + 3.75%), 7.42%, 02/23/33<br>|  | 180 | &nbsp;&nbsp; 173813 |
| &nbsp;&nbsp;&nbsp; Central Parent LLC, 2024 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.25%), 6.95%, 07/06/29<br>|  | 1226 | &nbsp;&nbsp; 870653 |
| &nbsp;&nbsp;&nbsp; Clearwater Analytics LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 04/21/32<br>|  | 514 | &nbsp;&nbsp; 513772 |
| &nbsp;&nbsp;&nbsp; Epicor Software Corp., 2024 Term Loan F, (1-mo. CME <br> Term SOFR at 0.75% Floor + 2.50%), 6.17%, 05/30/31<br>|  | 1689 | &nbsp;&nbsp; 1655191 |
| &nbsp;&nbsp;&nbsp; Galileo Parent, Inc., 1st Lien Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 4.50%), 8.17%, 03/03/33<br>|  | 424 | &nbsp;&nbsp; 414990 |
| &nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC, 2024 Term Loan B8, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 11/09/29<br>|  | 650 | &nbsp;&nbsp; 639283 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc., USD Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.75%), 7.45%, <br> 10/07/32<br>|  | 1455 | &nbsp;&nbsp; 1163350 |
| &nbsp;&nbsp;&nbsp; Iron Mountain, Inc., 2023 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.00%), 5.67%, 01/31/31<br>|  | 364 | &nbsp;&nbsp; 360975 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| &nbsp;&nbsp;&nbsp; Modena Buyer LLC, Term Loan, (3-mo. CME Term SOFR <br> at 0.00% Floor + 4.25%), 7.92%, 07/01/31<br>| USD | 285 | &nbsp;&nbsp; $254999 |
| &nbsp;&nbsp;&nbsp; Project Boost Purchaser LLC, 2025 Refinancing Term <br> Loan, (3-mo. CME Term SOFR at 0.00% Floor + <br> 2.75%), 6.45%, 07/16/31<br>|  | 873 | &nbsp;&nbsp; 839967 |
| &nbsp;&nbsp;&nbsp; Sedgwick Claims Management Services, Inc., 2023 Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 2.50%), 6.17%, 07/31/31<br>|  | 1795 | &nbsp;&nbsp; 1759718 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, LLC, 2025 Repriced Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.65%, <br> 07/03/32<br>|  | 318 | &nbsp;&nbsp; 317210 |
|  |  |  | &nbsp;&nbsp; 9482459 |
| **Leisure Products — 0.2%** | **Leisure Products — 0.2%** | **Leisure Products — 0.2%** | **Leisure Products — 0.2%** |
| &nbsp;&nbsp;&nbsp; Bombardier Recreational Products, Inc., 2024 Term Loan <br> B4, (1-mo. CME Term SOFR at 0.00% Floor + 2.25%), <br> 5.92%, 01/22/31<br>|  | 302 | &nbsp;&nbsp; 302431 |
| &nbsp;&nbsp;&nbsp; City Football Group Ltd., 2024 Term Loan, (1-mo. CME <br> Term SOFR at 0.50% Floor + 3.50%), 7.28%, 07/22/30<br>|  | 695 | &nbsp;&nbsp; 692243 |
|  |  |  | &nbsp;&nbsp; 994674 |
| **Machinery — 2.3%** | **Machinery — 2.3%** | **Machinery — 2.3%** | **Machinery — 2.3%** |
| &nbsp;&nbsp;&nbsp; AI Aqua Merger Sub, Inc., 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.75%), 6.29%, 07/31/28<br>|  | 1237 | &nbsp;&nbsp; 1233428 |
| &nbsp;&nbsp;&nbsp; Chart Industries, Inc., 2024 Term Loan B, (3-mo. CME <br> Term SOFR + 2.50%), 6.16%, 03/15/30<br>|  | 239 | &nbsp;&nbsp; 238151 |
| &nbsp;&nbsp;&nbsp; Columbus McKinnon Corp., 2026 Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 3.50%), 7.20%, <br> 02/03/33<br>|  | 798 | &nbsp;&nbsp; 794263 |
| &nbsp;&nbsp;&nbsp; CompoSecure Holdings LLC, Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.93%, 01/14/33<br>|  | 1190 | &nbsp;&nbsp; 1184800 |
| &nbsp;&nbsp;&nbsp; Filtration Group Corp., 2025 USD Term Loan, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.50%), 6.17%, 10/21/28<br>|  | 1470 | &nbsp;&nbsp; 1469795 |
| &nbsp;&nbsp;&nbsp; Generac Power Systems, Inc., 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 07/03/31<br>|  | 153 | &nbsp;&nbsp; 153438 |
| &nbsp;&nbsp;&nbsp; GrafTech Global Enterprises, Inc., 2024 Term Loan, (3-mo. <br> CME Term SOFR at 2.00% Floor + 6.00%), 9.67%, <br> 12/21/29<br>|  | 105 | &nbsp;&nbsp; 99208 |
| &nbsp;&nbsp;&nbsp; Indicor LLC, 2026 USD Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.20%, 11/22/29<br>|  | 413 | &nbsp;&nbsp; 412263 |
| &nbsp;&nbsp;&nbsp; LSF12 Helix Parent LLC, USD Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.50%), 7.17%, 02/10/33<br>|  | 744 | &nbsp;&nbsp; 732859 |
| &nbsp;&nbsp;&nbsp; Madison IAQ LLC, Term Loan, (6-mo. CME Term SOFR at <br> 0.50% Floor + 2.50%), 6.13%, 06/21/28<br>|  | 1780 | &nbsp;&nbsp; 1777896 |
| &nbsp;&nbsp;&nbsp; PECF USS Intermediate Holding III Corp., 2026 Term <br> Loan, (3-mo. CME Term SOFR at 2.00% Floor + <br> 7.50%), 11.17%, 03/03/33<br>|  | 80 | &nbsp;&nbsp; 76383 |
| &nbsp;&nbsp;&nbsp; Tega MC Australia Holdings Pty. Ltd., Term Loan B, <br> 03/25/33<sup>(e)(o)</sup><br>|  | 351 | &nbsp;&nbsp; 348368 |
| &nbsp;&nbsp;&nbsp; TK Elevator U.S. Newco, Inc., 2025 USD Term Loan B, <br> (6-mo. CME Term SOFR at 0.50% Floor + 2.75%), <br> 6.38%, 04/30/30<br>|  | 1829 | &nbsp;&nbsp; 1832330 |
| &nbsp;&nbsp;&nbsp; WEC U.S. Holdings Ltd., 2024 Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 01/27/31<br>|  | 1523 | &nbsp;&nbsp; 1520196 |
|  |  |  | &nbsp;&nbsp; 11873378 |
| **Media — 1.5%** | **Media — 1.5%** | **Media — 1.5%** | **Media — 1.5%** |
| &nbsp;&nbsp;&nbsp; Altice France SA, 2025 USD Term Loan B14, (3-mo. CME <br> Term SOFR at 0.00% Floor + 6.88%), 10.55%, <br> 05/31/31<br>|  | 885 | &nbsp;&nbsp; 885006 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Charter Communications Operating LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 Term Loan B4, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.00%), 5.66%, 12/07/30<br>| USD | 631 | &nbsp;&nbsp; $630238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B5, (3-mo. CME Term SOFR at 0.00% <br> Floor + 2.25%), 5.91%, 12/15/31<br>|  | 481 | &nbsp;&nbsp; 480579 |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc., 2024 Term Loan, <br> (1-mo. CME Term SOFR at 0.00% Floor + 4.11%), <br> 7.78%, 08/23/28<br>|  | 347 | &nbsp;&nbsp; 347844 |
| &nbsp;&nbsp;&nbsp; CSC Holdings LLC, 2019 Term Loan B5, (Prime + 1.50%), <br> 8.25%, 04/15/27<br>|  | 1614 | &nbsp;&nbsp; 1419048 |
| &nbsp;&nbsp;&nbsp; ECL Entertainment LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, 08/30/30<br>|  | 375 | &nbsp;&nbsp; 372255 |
| &nbsp;&nbsp;&nbsp; Gray Media, Inc., 2024 Term Loan B, (1-mo. CME Term <br> SOFR + 5.25%), 8.92%, 06/04/29<br>|  | 4 | &nbsp;&nbsp; 3494 |
| &nbsp;&nbsp;&nbsp; Learfield Communications LLC, 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 4.50%), 8.17%, <br> 06/30/28<br>|  | 355 | &nbsp;&nbsp; 355137 |
| &nbsp;&nbsp;&nbsp; NEP Group, Inc., 2025 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 4.50%), 8.17%, 10/17/31<br>|  | 850 | &nbsp;&nbsp; 766640 |
| &nbsp;&nbsp;&nbsp; Nexstar Broadcasting, Inc., 2026 Term Loan B7, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.75%), 6.40%, <br> 03/18/33<br>|  | 483 | &nbsp;&nbsp; 477165 |
| &nbsp;&nbsp;&nbsp; Radiate Holdco LLC, 2025 FLFO Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.61% and 1.50% PIK), <br> 8.78%, 09/25/29<sup>(i)</sup><br>|  | 2067 | &nbsp;&nbsp; 1833903 |
| &nbsp;&nbsp;&nbsp; Telenet Financing USD LLC, 2020 USD Term Loan AR, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.11%), <br> 5.79%, 04/28/28<br>|  | 180 | &nbsp;&nbsp; 177563 |
|  |  |  | &nbsp;&nbsp; 7748872 |
| **Metals & Mining — 0.1%** | **Metals & Mining — 0.1%** | **Metals & Mining — 0.1%** | **Metals & Mining — 0.1%** |
| &nbsp;&nbsp;&nbsp; Covia Holdings LLC, 2025 Repriced Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.75%), 6.40%, <br> 02/26/32<br>|  | 710 | &nbsp;&nbsp; 707512 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| &nbsp;&nbsp;&nbsp; GFL ES US LLC, 2025 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.17%, 03/03/32<br>|  | 1298 | &nbsp;&nbsp; 1297670 |
| **Oil, Gas & Consumable Fuels — 0.9%** | **Oil, Gas & Consumable Fuels — 0.9%** | **Oil, Gas & Consumable Fuels — 0.9%** | **Oil, Gas & Consumable Fuels — 0.9%** |
| &nbsp;&nbsp;&nbsp; Blackfin Pipeline LLC, Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.67%, 09/29/32<br>|  | 253 | &nbsp;&nbsp; 254394 |
| &nbsp;&nbsp;&nbsp; Buckeye Partners LP, 2025 Term Loan B7, (1-mo. CME <br> Term SOFR at 0.00% Floor + 1.75%), 5.42%, 11/22/32<br>|  | 236 | &nbsp;&nbsp; 236937 |
| &nbsp;&nbsp;&nbsp; Freeport LNG Investments, LLLP, 2026 Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 3.25%), 6.89%, <br> 02/11/33<br>|  | 954 | &nbsp;&nbsp; 953208 |
| &nbsp;&nbsp;&nbsp; GIP Pilot Acquisition Partners LP, 2025 Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 2.00%), 5.65%, <br> 10/04/30<br>|  | 130 | &nbsp;&nbsp; 130343 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP, Term Loan B, (1-mo. CME Term SOFR <br> at 0.00% Floor + 1.75%), 5.43%, 02/11/30<sup>(e)</sup><br>|  | 439 | &nbsp;&nbsp; 438022 |
| &nbsp;&nbsp;&nbsp; Meade Pipeline Co. LLC, Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.00%), 5.69%, 09/22/32<br>|  | 148 | &nbsp;&nbsp; 147753 |
| &nbsp;&nbsp;&nbsp; Murphy USA, Inc., Term Loan B, (1-mo. CME Term SOFR <br> at 0.50% Floor + 1.75%), 5.42%, 04/07/32<br>|  | 173 | &nbsp;&nbsp; 173915 |
| &nbsp;&nbsp;&nbsp; NGL Energy Partners LP, 2026 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.50%), 7.18%, 03/11/33<br>|  | 376 | &nbsp;&nbsp; 376000 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| &nbsp;&nbsp;&nbsp; Oryx Midstream Services Permian Basin LLC, 2025 Term <br> Loan B, (1-mo. CME Term SOFR at 0.50% Floor + <br> 2.25%), 5.93%, 10/05/28<br>| USD | 1438 | &nbsp;&nbsp; $1438723 |
| &nbsp;&nbsp;&nbsp; TransMontaigne Partners LLC, Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.25%), 5.92%, 03/16/30<br>|  | 296 | &nbsp;&nbsp; 295467 |
| &nbsp;&nbsp;&nbsp; Whitewater Matterhorn Holdings LLC, 2026 Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 1.75%), <br> 5.45%, 06/16/32<br>|  | 450 | &nbsp;&nbsp; 446840 |
|  |  |  | &nbsp;&nbsp; 4891602 |
| **Passenger Airlines — 0.9%** | **Passenger Airlines — 0.9%** | **Passenger Airlines — 0.9%** | **Passenger Airlines — 0.9%** |
| &nbsp;&nbsp;&nbsp; AAdvantage Loyalty IP Ltd., 2025 Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.92%, 04/20/28<br>|  | 484 | &nbsp;&nbsp; 479247 |
| &nbsp;&nbsp;&nbsp; Air Canada, 2024 Term Loan B, (3-mo. CME Term SOFR <br> at 0.00% Floor + 1.75%), 5.42%, 03/21/31<br>|  | 821 | &nbsp;&nbsp; 812706 |
| American Airlines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series AA, 2017 1st Lien Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 1.85%), 5.52%, 01/29/27<br>|  | 410 | &nbsp;&nbsp; 406740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 1st Lien Term Loan, (3-mo. CME Term SOFR at <br> 0.00% Floor + 2.25%), 5.91%, 06/04/29<br>|  | 337 | &nbsp;&nbsp; 326416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B, (6-mo. CME Term SOFR at <br> 0.00% Floor + 2.25%), 6.00%, 02/15/28<br>|  | 650 | &nbsp;&nbsp; 632325 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp., 2024 Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 4.75%), 8.44%, 08/27/29<br>|  | 843 | &nbsp;&nbsp; 764735 |
| &nbsp;&nbsp;&nbsp; Stonepeak Nile Parent LLC, 2025 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.25%), 5.92%, <br> 04/09/32<br>|  | 443 | &nbsp;&nbsp; 441681 |
| &nbsp;&nbsp;&nbsp; United Airlines, Inc., 2026 Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 1.75%), 5.43%, 02/22/31<br>|  | 701 | &nbsp;&nbsp; 698154 |
|  |  |  | &nbsp;&nbsp; 4562004 |
| **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** | **Pharmaceuticals — 0.7%** |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals LLC, 2026 Term Loan, (1-mo. <br> CME Term SOFR at 0.50% Floor + 3.00%), 6.67%, <br> 08/01/32<br>|  | 1182 | &nbsp;&nbsp; 1185141 |
| &nbsp;&nbsp;&nbsp; Elanco Animal Health, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 10/31/32<br>|  | 309 | &nbsp;&nbsp; 309282 |
| &nbsp;&nbsp;&nbsp; Endo Finance Holdings, Inc., 2024 1st Lien Term Loan, <br> (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), <br> 7.42%, 04/23/31<br>|  | 283 | &nbsp;&nbsp; 280904 |
| &nbsp;&nbsp;&nbsp; Jazz Financing Lux SARL, 2024 1st Lien Term Loan B2, <br> (1-mo. CME Term SOFR + 2.25%), 5.92%, 05/05/28<br>|  | 1074 | &nbsp;&nbsp; 1076624 |
| &nbsp;&nbsp;&nbsp; Organon & Co., 2024 USD Term Loan, (1-mo. CME Term <br> SOFR at 0.50% Floor + 2.25%), 5.92%, 05/19/31<br>|  | 195 | &nbsp;&nbsp; 185356 |
| &nbsp;&nbsp;&nbsp; Perrigo Investments LLC, 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 04/20/29<br>|  | 328 | &nbsp;&nbsp; 325703 |
| &nbsp;&nbsp;&nbsp; PRA Health Sciences, Inc., 2024 US Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 2.00%), 5.70%, <br> 07/03/28<br>|  | 62 | &nbsp;&nbsp; 62241 |
|  |  |  | &nbsp;&nbsp; 3425251 |
| **Professional Services — 1.3%** | **Professional Services — 1.3%** | **Professional Services — 1.3%** | **Professional Services — 1.3%** |
| &nbsp;&nbsp;&nbsp; AlixPartners LLP, 2025 USD Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.00%), 5.67%, 08/12/32<br>|  | 499 | &nbsp;&nbsp; 493784 |
| &nbsp;&nbsp;&nbsp; Amentum Holdings, Inc., 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.00%), 5.67%, 09/29/31<br>|  | 696 | &nbsp;&nbsp; 695842 |
| &nbsp;&nbsp;&nbsp; CoreLogic, Inc., Term Loan, (1-mo. CME Term SOFR at <br> 0.50% Floor + 3.61%), 7.28%, 06/02/28<br>|  | 1048 | &nbsp;&nbsp; 1000151 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Professional Services (continued)** | **Professional Services (continued)** | **Professional Services (continued)** | **Professional Services (continued)** |
| &nbsp;&nbsp;&nbsp; Corpay Technologies Operating Co. LLC, Term Loan B5, <br> (1-mo. CME Term SOFR at 0.00% Floor + 1.75%), <br> 5.42%, 04/28/28<br>| USD | 1240 | &nbsp;&nbsp; $1238338 |
| &nbsp;&nbsp;&nbsp; Galaxy U.S. Opco, Inc., Term Loan, (3-mo. CME Term <br> SOFR at 0.50% Floor + 2.00% and 3.25% PIK), 9.42%, <br> 07/31/30<sup>(i)</sup><br>|  | 337 | &nbsp;&nbsp; 289458 |
| Trans Union LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B8, (3-mo. CME Term SOFR at 0.00% <br> Floor + 1.75%), 5.45%, 06/24/31<br>|  | 1007 | &nbsp;&nbsp; 1000735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B9, (3-mo. CME Term SOFR at 0.50% <br> Floor + 1.75%), 5.45%, 06/24/31<br>|  | 531 | &nbsp;&nbsp; 527917 |
| Zelis Payments Buyer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5th Amendment Term Loan, (1-mo. CME Term SOFR at <br> 0.00% Floor + 3.25%), 6.92%, 11/26/31<br>|  | 1179 | &nbsp;&nbsp; 1138986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1-mo. CME Term SOFR + 2.75%), <br> 6.42%, 09/28/29<br>|  | 635 | &nbsp;&nbsp; 613989 |
|  |  |  | &nbsp;&nbsp; 6999200 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 2025 Term <br> Loan B3, (1-mo. CME Term SOFR at 0.50% Floor + <br> 2.75%), 6.42%, 01/31/30<sup>(e)</sup><br>|  | 254 | &nbsp;&nbsp; 254886 |
| **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** | **Semiconductors & Semiconductor Equipment — 0.3%** |
| &nbsp;&nbsp;&nbsp; Entegris, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR <br> at 0.00% Floor + 1.75%), 5.43%, 07/06/29<br>|  | 414 | &nbsp;&nbsp; 414212 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics, Inc., Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.00%), 5.67%, 11/01/32<br>|  | 1354 | &nbsp;&nbsp; 1350223 |
|  |  |  | &nbsp;&nbsp; 1764435 |
| **Software — 5.4%** | **Software — 5.4%** | **Software — 5.4%** | **Software — 5.4%** |
| &nbsp;&nbsp;&nbsp; Applied Systems, Inc., 2024 1st Lien Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.25%), 5.95%, <br> 02/24/31<br>|  | 1991 | &nbsp;&nbsp; 1949623 |
| &nbsp;&nbsp;&nbsp; Avalara, Inc., 2025 Term Loan, (3-mo. CME Term SOFR at <br> 0.00% Floor + 2.75%), 6.45%, 03/26/32<br>|  | 653 | &nbsp;&nbsp; 637127 |
| &nbsp;&nbsp;&nbsp; Barracuda Networks, Inc., 2022 Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 4.50%), 8.17%, 08/15/29<br>|  | 555 | &nbsp;&nbsp; 350936 |
| &nbsp;&nbsp;&nbsp; Boxer Parent Co., Inc., 2025 USD Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 07/30/31<br>|  | 1831 | &nbsp;&nbsp; 1692884 |
| &nbsp;&nbsp;&nbsp; Capstone Borrower, Inc., 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.45%, 06/17/30<br>|  | 360 | &nbsp;&nbsp; 341479 |
| &nbsp;&nbsp;&nbsp; CCC Intelligent Solutions, Inc., Term Loan, (1-mo. CME <br> Term SOFR + 2.00%), 5.67%, 01/23/32<br>|  | 904 | &nbsp;&nbsp; 896546 |
| Cloud Software Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B (2031), (3-mo. CME Term SOFR at <br> 0.00% Floor + 3.25%), 6.95%, 03/21/31<br>|  | 1542 | &nbsp;&nbsp; 1407905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B (2032), (3-mo. CME Term SOFR at <br> 0.00% Floor + 3.25%), 6.95%, 08/13/32<br>|  | 1606 | &nbsp;&nbsp; 1464365 |
| &nbsp;&nbsp;&nbsp; Cloudera, Inc., 2021 Term Loan, (1-mo. CME Term SOFR <br> at 0.50% Floor + 3.85%), 7.52%, 10/08/28<br>|  | 262 | &nbsp;&nbsp; 232718 |
| &nbsp;&nbsp;&nbsp; Clover Holdings 2 LLC, Term Loan B, (1-mo. CME Term <br> SOFR at 0.00% Floor + 4.00%), 7.68%, 12/09/31<br>|  | 714 | &nbsp;&nbsp; 682555 |
| &nbsp;&nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, (3-mo. CME Term <br> SOFR + 3.25%), 6.90%, 10/09/31<br>|  | 213 | &nbsp;&nbsp; 203371 |
| &nbsp;&nbsp;&nbsp; Dayforce, Inc., 2026 Term Loan, (3-mo. CME Term SOFR <br> at 0.00% Floor + 3.00%), 6.66%, 02/04/33<br>|  | 1370 | &nbsp;&nbsp; 1294266 |
| &nbsp;&nbsp;&nbsp; DS Admiral Bidco LLC, 2024 Term Loan B, (3-mo. CME <br> Term SOFR + 4.25%), 7.95%, 06/26/31<br>|  | 338 | &nbsp;&nbsp; 316322 |
| Ellucian Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B, (1-mo. CME Term SOFR at <br> 0.50% Floor + 2.50%), 6.17%, 10/08/29<br>|  | 1733 | &nbsp;&nbsp; 1682830 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Ellucian Holdings, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 2nd Lien Term Loan, (1-mo. CME Term SOFR at <br> 0.50% Floor + 4.75%), 8.42%, 11/22/32<br>| USD | 284 | &nbsp;&nbsp; $270984 |
| &nbsp;&nbsp;&nbsp; Gen Digital, Inc., 2024 Term Loan B, (1-mo. CME Term <br> SOFR + 1.75%), 5.42%, 09/12/29<br>|  | 1735 | &nbsp;&nbsp; 1715405 |
| &nbsp;&nbsp;&nbsp; Genesys Cloud Services, Inc., 2025 USD Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 01/30/32<br>|  | 1358 | &nbsp;&nbsp; 1297414 |
| &nbsp;&nbsp;&nbsp; Kaseya, Inc., 2025 1st Lien Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.25%), 6.92%, 03/22/32<br>|  | 1993 | &nbsp;&nbsp; 1855789 |
| &nbsp;&nbsp;&nbsp; McAfee Corp., 2024 USD 1st Lien Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 3.00%), 6.67%, <br> 03/01/29<br>|  | 920 | &nbsp;&nbsp; 818976 |
| &nbsp;&nbsp;&nbsp; MH Sub I LLC, 2024 Term Loan B4, (1-mo. CME Term <br> SOFR at 0.50% Floor + 4.25%), 7.92%, 12/31/31<br>|  | 319 | &nbsp;&nbsp; 211419 |
| &nbsp;&nbsp;&nbsp; Mitchell International, Inc., 2024 2nd Lien Term Loan, (1-<br> mo. CME Term SOFR + 5.25%), 8.92%, 06/17/32<br>|  | 163 | &nbsp;&nbsp; 146026 |
| &nbsp;&nbsp;&nbsp; MKS Instruments, Inc., 2026 USD Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 1.75%), 5.41%, <br> 02/04/33<br>|  | 766 | &nbsp;&nbsp; 766237 |
| &nbsp;&nbsp;&nbsp; Ping Identity Corp., 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.75%), 6.42%, 11/15/32<sup>(e)</sup><br>|  | 296 | &nbsp;&nbsp; 291930 |
| &nbsp;&nbsp;&nbsp; Proofpoint, Inc., 2025 Repriced Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.00%), 6.70%, 08/31/28<br>|  | 2033 | &nbsp;&nbsp; 1964875 |
| &nbsp;&nbsp;&nbsp; Quartz Acquireco LLC, 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.95%, <br> 06/28/30<sup>(e)</sup><br>|  | 529 | &nbsp;&nbsp; 439014 |
| &nbsp;&nbsp;&nbsp; RealPage, Inc., 1st Lien Term Loan, (3-mo. CME Term <br> SOFR + 3.26%), 6.96%, 04/24/28<br>|  | 920 | &nbsp;&nbsp; 879658 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies, Inc., 2024 Term Loan B8, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 05/09/31<br>|  | 1433 | &nbsp;&nbsp; 1427409 |
| &nbsp;&nbsp;&nbsp; UKG, Inc., 2024 Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 2.50%), 6.17%, 02/10/31<br>|  | 1511 | &nbsp;&nbsp; 1442054 |
| &nbsp;&nbsp;&nbsp; VS Buyer LLC, 2025 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.25%), 5.92%, 04/12/31<br>|  | 1436 | &nbsp;&nbsp; 1400258 |
|  |  |  | &nbsp;&nbsp; 28080375 |
| **Specialty Retail — 1.3%** | **Specialty Retail — 1.3%** | **Specialty Retail — 1.3%** | **Specialty Retail — 1.3%** |
| &nbsp;&nbsp;&nbsp; Belron Finance 2019 LLC, 2026 Repriced Term Loan B, <br> (3-mo. CME Term SOFR at 0.50% Floor + 2.00%), <br> 5.66%, 10/16/31<br>|  | 1901 | &nbsp;&nbsp; 1899357 |
| &nbsp;&nbsp;&nbsp; Hunter Douglas, Inc., 2025 USD Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.00%), 6.70%, 01/20/32<br>|  | 1147 | &nbsp;&nbsp; 1140671 |
| &nbsp;&nbsp;&nbsp; LS Group OpCo Acquistion LLC, 2025 Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 04/23/31<br>|  | 509 | &nbsp;&nbsp; 507604 |
| &nbsp;&nbsp;&nbsp; Mavis Tire Express Services Topco Corp., 2025 Repriced <br> Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + <br> 3.00%), 6.67%, 05/04/28<br>|  | 1722 | &nbsp;&nbsp; 1718743 |
| &nbsp;&nbsp;&nbsp; Peer USA LLC, 2025 USD Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.25%), 5.95%, 10/14/32<br>|  | 193 | &nbsp;&nbsp; 191070 |
| &nbsp;&nbsp;&nbsp; Project Aurora US Finco, Inc., USD Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 2.75%), 6.45%, <br> 12/06/32<br>|  | 133 | &nbsp;&nbsp; 133000 |
| &nbsp;&nbsp;&nbsp; Pye-Barker Fire & Safety LLC, 2025 Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 12/16/32<br>|  | 611 | &nbsp;&nbsp; 611283 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| Restoration Hardware, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Incremental Term Loan, (1-mo. CME Term SOFR <br> at 0.50% Floor + 3.35%), 7.02%, 10/20/28<br>| USD | 140 | &nbsp;&nbsp; $138589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + <br> 2.50%), 6.28%, 10/20/28<br>|  | 304 | &nbsp;&nbsp; 295573 |
|  |  |  | &nbsp;&nbsp; 6635890 |
| **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** |
| &nbsp;&nbsp;&nbsp; Finastra USA, Inc., 2025 USD Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 4.00%), 7.67%, 09/15/32<br>|  | 1841 | &nbsp;&nbsp; 1725937 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| &nbsp;&nbsp;&nbsp; ABG Intermediate Holdings 2 LLC, 2025 Delayed Draw <br> Term Loan, (1-mo. CME Term SOFR at 0.00% Floor + <br> 2.25%), 5.92%, 02/13/32<br>|  | 351 | &nbsp;&nbsp; 348968 |
| **Tobacco — 0.0%** | **Tobacco — 0.0%** | **Tobacco — 0.0%** | **Tobacco — 0.0%** |
| &nbsp;&nbsp;&nbsp; Savor Acquisition, Inc., Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.67%, 02/19/32<br>|  | 34 | &nbsp;&nbsp; 33836 |
| **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** | **Trading Companies & Distributors — 0.1%** |
| &nbsp;&nbsp;&nbsp; TMK Hawk Parent Corp., 2024 Term Loan B, (1-mo. CME <br> Term SOFR at 1.00% Floor + 4.00%), 7.67%, <br> 07/02/29<sup>(e)</sup><br>|  | 786 | &nbsp;&nbsp; 357714 |
| **Transportation Infrastructure — 0.7%** | **Transportation Infrastructure — 0.7%** | **Transportation Infrastructure — 0.7%** | **Transportation Infrastructure — 0.7%** |
| &nbsp;&nbsp;&nbsp; Apple Bidco LLC, 2025 Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.17%, 09/23/31<br>|  | 1720 | &nbsp;&nbsp; 1720094 |
| &nbsp;&nbsp;&nbsp; Brown Group Holding LLC, Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 2.50%), 6.17%, 07/01/31<br>|  | 706 | &nbsp;&nbsp; 706868 |
| &nbsp;&nbsp;&nbsp; OLA Netherlands BV, Term Loan, (1-mo. CME Term SOFR <br> at 0.75% Floor + 6.35%), 10.02%, 12/15/26<br>|  | 609 | &nbsp;&nbsp; 604443 |
| &nbsp;&nbsp;&nbsp; Rand Parent LLC, 2025 Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.70%, 03/18/30<br>|  | 756 | &nbsp;&nbsp; 753963 |
| &nbsp;&nbsp;&nbsp; SIRVA Worldwide, Inc., 2024 Term Loan, (3-mo. CME Term <br> SOFR at 2.00% Floor + 8.00%), 11.66%, 08/20/29<br>|  | 257 | &nbsp;&nbsp; 98915 |
|  |  |  | &nbsp;&nbsp; 3884283 |
| **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Digicel International Finance Ltd., 2025 Term Loan B, (1-<br> mo. CME Term SOFR at 0.00% Floor + 5.25%), 8.92%, <br> 08/06/32<br>|  | 355 | &nbsp;&nbsp; 354297 |
| &nbsp;&nbsp;&nbsp; SBA Senior Finance II LLC, 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 1.75%), 5.42%, <br> 01/25/31<br>|  | 1015 | &nbsp;&nbsp; 1017453 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC, 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 4.00%), 7.67%, <br> 10/06/32<br>|  | 707 | &nbsp;&nbsp; 706789 |
|  |  |  | &nbsp;&nbsp; 2078539 |
| **Total Floating Rate Loan Interests — 57.7%** <br>**(Cost: $309,018,427)** | **Total Floating Rate Loan Interests — 57.7%** <br>**(Cost: $309,018,427)** | **Total Floating Rate Loan Interests — 57.7%** <br>**(Cost: $309,018,427)** | &nbsp;&nbsp; 301142687 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Argentina — 0.0%** | **Argentina — 0.0%** | **Argentina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Argentine Republic Government International Bonds, <br> 1.75%, 07/09/30<sup>(n)</sup><br>|  | 24 | &nbsp;&nbsp; 20514 |
| **Barbados — 0.0%** | **Barbados — 0.0%** | **Barbados — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Barbados Government International Bonds, 8.00%, <br> 06/26/35<sup>(b)</sup><br>|  | 93 | &nbsp;&nbsp; 94953 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Benin — 0.0%** | **Benin — 0.0%** | **Benin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Benin Government International Bonds, 7.96%, <br> 02/13/38<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; $195665 |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |  |
| Brazil Government International Bonds, 6.63%, 03/15/35 |  | 200 | &nbsp;&nbsp; 204600 |
| **Bulgaria — 0.0%** | **Bulgaria — 0.0%** | **Bulgaria — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Bulgaria Government International Bonds, Series 13Y, <br> 5.00%, 03/05/37<sup>(f)</sup><br>|  | 58 | &nbsp;&nbsp; 55859 |
| **Chile — 0.0%** | **Chile — 0.0%** | **Chile — 0.0%** |  |
| Chile Government International Bonds, 4.34%, 03/07/42<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 175400 |
| **Dominican Republic — 0.1%** | **Dominican Republic — 0.1%** | **Dominican Republic — 0.1%** |  |
| Dominican Republic International Bonds<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/30 |  | 200 | &nbsp;&nbsp; 190000 |
| &nbsp;&nbsp;&nbsp; 7.05%, 02/03/31 |  | 150 | &nbsp;&nbsp; 155100 |
|  |  |  | &nbsp;&nbsp; 345100 |
| **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** |  |
| Egypt Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/16/30<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 107962 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/16/61<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 152080 |
|  |  |  | &nbsp;&nbsp; 260042 |
| **Guatemala — 0.1%** | **Guatemala — 0.1%** | **Guatemala — 0.1%** |  |
| Guatemala Government Bonds, 7.05%, 10/04/32<sup>(b)(c)</sup> |  | 200 | &nbsp;&nbsp; 214000 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, 5.50%, <br> 03/26/36<sup>(b)(c)</sup><br>|  | 200 | &nbsp;&nbsp; 194500 |
| **Ivory Coast — 0.1%** | **Ivory Coast — 0.1%** | **Ivory Coast — 0.1%** |  |
| Ivory Coast Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/17/31<sup>(f)</sup> | EUR | 100 | &nbsp;&nbsp; 112753 |
| &nbsp;&nbsp;&nbsp; 8.08%, 04/01/36<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 203218 |
|  |  |  | &nbsp;&nbsp; 315971 |
| **Latvia — 0.0%** | **Latvia — 0.0%** | **Latvia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Latvia Government International Bonds, 5.13%, <br> 07/30/34<sup>(b)(c)</sup><br>|  | 200 | &nbsp;&nbsp; 200250 |
| **Mexico — 0.1%** | **Mexico — 0.1%** | **Mexico — 0.1%** |  |
| Eagle Funding Luxco SARL, 5.50%, 08/17/30<sup>(b)(c)</sup> |  | 250 | &nbsp;&nbsp; 250625 |
| Mexico Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/33<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 195400 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/16/40 | EUR | 162 | &nbsp;&nbsp; 180344 |
|  |  |  | &nbsp;&nbsp; 626369 |
| **Morocco — 0.0%** | **Morocco — 0.0%** | **Morocco — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Morocco Government International Bonds, 2.38%, <br> 12/15/27<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; 192030 |
| **Nigeria — 0.1%** | **Nigeria — 0.1%** | **Nigeria — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Nigeria Government International Bonds, 10.38%, <br> 12/09/34<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 228800 |
| **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** |  |
| Peru Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 |  | 95 | &nbsp;&nbsp; 86733 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 |  | 62 | &nbsp;&nbsp; 51088 |
|  |  |  | &nbsp;&nbsp; 137821 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |  |
| Romanian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 61952 |
| &nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(f)</sup> | EUR | 156 | &nbsp;&nbsp; 154751 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Romania (continued)** | **Romania (continued)** | **Romania (continued)** |  |
| Romanian Government International Bonds (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/04/33<sup>(b)</sup> | EUR | 59 | &nbsp;&nbsp; $63635 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/10/34<sup>(b)</sup> |  | 91 | &nbsp;&nbsp; 106497 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/11/39<sup>(b)</sup> |  | 13 | &nbsp;&nbsp; 14972 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/07/45<sup>(b)</sup> |  | 16 | &nbsp;&nbsp; 17667 |
|  |  |  | &nbsp;&nbsp; 419474 |
| **Serbia — 0.0%** | **Serbia — 0.0%** | **Serbia — 0.0%** |  |
| Serbia International Bonds, 6.00%, 06/12/34<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 200000 |
| **South Africa — 0.1%** | **South Africa — 0.1%** | **South Africa — 0.1%** |  |
| Republic of South Africa Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/19/36<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 204926 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.00%, 10/12/46 |  | 230 | &nbsp;&nbsp; 165025 |
|  |  |  | &nbsp;&nbsp; 369951 |
| **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Turkiye Government International Bonds, Series 7Y, <br> 7.13%, 02/12/32<br>|  | 200 | &nbsp;&nbsp; 200300 |
| **Uzbekistan — 0.0%** | **Uzbekistan — 0.0%** | **Uzbekistan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Republic of Uzbekistan International Bonds, 5.38%, <br> 05/29/27<sup>(b)</sup><br>| EUR | 100 | &nbsp;&nbsp; 116309 |
| **Total Foreign Agency Obligations — 0.9%** <br>**(Cost: $4,896,577)** | **Total Foreign Agency Obligations — 0.9%** <br>**(Cost: $4,896,577)** | **Total Foreign Agency Obligations — 0.9%** <br>**(Cost: $4,896,577)** | &nbsp;&nbsp; 4767908 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **Equity Funds — 3.8%** | **Equity Funds — 3.8%** |  |
| H-Food Holdings, LLC | 4335 | &nbsp;&nbsp; 80198 |
| Invesco Senior Loan ETF | 595000 | &nbsp;&nbsp; 12143950 |
| State Street Blackstone Senior Loan ETF | 195000 | &nbsp;&nbsp; 7827300 |
|  |  | &nbsp;&nbsp; 20051448 |
| **Total Investment Companies — 3.8%** <br>**(Cost: $20,408,639)** | **Total Investment Companies — 3.8%** <br>**(Cost: $20,408,639)** | &nbsp;&nbsp; 20051448 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Collateralized Mortgage Obligations — 2.2%** | **Collateralized Mortgage Obligations — 2.2%** | **Collateralized Mortgage Obligations — 2.2%** | **Collateralized Mortgage Obligations — 2.2%** |
| Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 | USD | 920 | &nbsp;&nbsp; 471735 |
| &nbsp;&nbsp;&nbsp; Series 2006-J8, Class A5, 6.00%, 02/25/37 |  | 1731 | &nbsp;&nbsp; 636264 |
| &nbsp;&nbsp;&nbsp; Series 2007-19, Class 1A1, 6.00%, 08/25/37 |  | 528 | &nbsp;&nbsp; 236711 |
| CHL Mortgage Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-17, Class 1A6, 5.50%, 09/25/35 |  | 61 | &nbsp;&nbsp; 60395 |
| &nbsp;&nbsp;&nbsp; Series 2006-17, Class A2, 6.00%, 12/25/36 |  | 611 | &nbsp;&nbsp; 263910 |
| &nbsp;&nbsp;&nbsp; Series 2007-HY5, Class 3A1, 4.92%, 09/25/37<sup>(a)</sup> |  | 135 | &nbsp;&nbsp; 126804 |
| COLT Mortgage Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, 5.54%, 12/26/69 |  | 1114 | &nbsp;&nbsp; 1117076 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV4, Class A1, 5.61%, 05/25/69<sup>(c)</sup> |  | 1004 | &nbsp;&nbsp; 1008710 |
| &nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, Series 2025-INV1, <br> Class A1, 5.09%, 11/25/60<sup>(a)(b)(c)</sup><br>|  | 890 | &nbsp;&nbsp; 887201 |
| &nbsp;&nbsp;&nbsp; Ellington Financial Mortgage Trust, Series 2021-2, <br> Class A1, 0.93%, 06/25/66<sup>(a)(b)</sup><br>|  | 159 | &nbsp;&nbsp; 135596 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| GCAT Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM3, Class A1, 4.35%, 04/25/67<sup>(c)</sup> | USD | 1185 | &nbsp;&nbsp; $1181391 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV4, Class A2, 5.50%, 12/25/54 |  | 752 | &nbsp;&nbsp; 750847 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, <br> 4.63%, 10/25/35<sup>(a)</sup><br>|  | 290 | &nbsp;&nbsp; 141668 |
| &nbsp;&nbsp;&nbsp; Homes Trust, Series 2024-NQM2, Class A1, 5.72%, <br> 10/25/69<sup>(b)</sup><br>|  | 450 | &nbsp;&nbsp; 452280 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1, <br> 4.75%, 01/25/63<sup>(a)(b)</sup><br>|  | 282 | &nbsp;&nbsp; 277046 |
| OBX Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM6, Class A1, 6.52%, 07/25/63 |  | 569 | &nbsp;&nbsp; 569633 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM17, Class A1, 5.61%, 11/25/64<sup>(a)</sup> |  | 839 | &nbsp;&nbsp; 843030 |
| &nbsp;&nbsp;&nbsp; Sequoia Mortgage Trust, Series 2024-INV1, Class A3, <br> 5.50%, 10/25/54<sup>(a)(b)</sup><br>|  | 660 | &nbsp;&nbsp; 657428 |
| &nbsp;&nbsp;&nbsp; Spruce Hill Mortgage Loan Trust, Series 2022-SH1, <br> Class A1A, 4.10%, 07/25/57<sup>(b)</sup><br>|  | 451 | &nbsp;&nbsp; 446016 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust, Series 2022-3, Class A1, <br> 5.13%, 02/25/67<sup>(b)(c)</sup><br>|  | 1058 | &nbsp;&nbsp; 1010580 |
|  |  |  | &nbsp;&nbsp; 11274321 |
| **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 2.5%** | **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 2.5%** | **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 2.5%** | **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 2.5%** |
| &nbsp;&nbsp;&nbsp; BFLD Commercial Mortgage Trust, Series 2024-UNIV, <br> Class D, (1 mo. Term SOFR + 2.69%), 6.36%, <br> 11/15/41<sup>(a)</sup><br>|  | 630 | &nbsp;&nbsp; 630197 |
| &nbsp;&nbsp;&nbsp; BHMS Commercial Mortgage Trust, Series 2025-ATLS, <br> Class A, (1 mo. Term SOFR + 1.85%), 5.52%, <br> 08/15/42<sup>(a)</sup><br>|  | 381 | &nbsp;&nbsp; 381245 |
| &nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-INDS, <br> Class D, (1 mo. Term SOFR + 2.59%), 6.26%, <br> 03/15/41<sup>(a)</sup><br>|  | 343 | &nbsp;&nbsp; 341805 |
| &nbsp;&nbsp;&nbsp; BPR Commercial Mortgage Trust, Series 2024-PARK, <br> Class D, 6.53%, 11/05/39<sup>(a)</sup><br>|  | 200 | &nbsp;&nbsp; 206765 |
| BX Commercial Mortgage Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CIP, Class A, (1 mo. Term SOFR + 1.04%), <br> 4.71%, 12/15/38<br>|  | 847 | &nbsp;&nbsp; 846287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class C, (1 mo. Term SOFR + 1.94%), <br> 5.61%, 02/15/39<br>|  | 452 | &nbsp;&nbsp; 451441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-XL4, Class C, (1 mo. Term SOFR + <br> 2.19%), 5.86%, 02/15/39<br>|  | 80 | &nbsp;&nbsp; 80068 |
| BX Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022 VAMF, Class A, (1 mo. Term SOFR + <br> 0.85%), 4.52%, 01/15/39<br>|  | 913 | &nbsp;&nbsp; 912660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BIO, Class C, (1 mo. Term SOFR + 2.64%), <br> 6.31%, 02/15/41<br>|  | 240 | &nbsp;&nbsp; 237675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNYN, Class C, (1 mo. Term SOFR + <br> 1.94%), 5.61%, 04/15/41<br>|  | 570 | &nbsp;&nbsp; 570013 |
| &nbsp;&nbsp;&nbsp; Century Plaza Towers, Series 2019-CPT, Class C, 3.00%, <br> 11/13/39<sup>(a)</sup><br>|  | 250 | &nbsp;&nbsp; 224365 |
| &nbsp;&nbsp;&nbsp; CONE Trust, Series 2024-DFW1, Class D, (1 mo. Term <br> SOFR + 3.04%), 6.71%, 08/15/41<sup>(a)</sup><br>|  | 660 | &nbsp;&nbsp; 653697 |
| &nbsp;&nbsp;&nbsp; DBC Mortgage Trust, Series 2025-DBC, Class C, (1 mo. <br> Term SOFR + 2.05%), 5.72%, 11/15/42<sup>(a)</sup><br>|  | 1240 | &nbsp;&nbsp; 1235352 |
| DC Trust, Series 2024-HLTN, Class C, 7.04%, 04/13/40<sup>(a)</sup> |  | 220 | &nbsp;&nbsp; 218335 |
| DK Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class B, (1 mo. Term SOFR + 1.84%), <br> 5.52%, 08/15/37<br>|  | 274 | &nbsp;&nbsp; 274000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class C, (1 mo. Term SOFR + <br> 2.24%), 5.92%, 08/15/37<br>|  | 293 | &nbsp;&nbsp; 293000 |
| GS Mortgage Securities Corp. Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-800D, Class A, (1 mo. Term SOFR + <br> 2.65%), 6.33%, 11/25/41<br>|  | 454 | &nbsp;&nbsp; 453521 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| GS Mortgage Securities Corp. Trust<sup>(a)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-800D, Class B, (1 mo. Term SOFR + <br> 3.45%), 7.13%, 11/25/41<br>| USD | 900 | &nbsp;&nbsp; $897855 |
| &nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust, Series 2024-MRCO, <br> Class C, (1 mo. Term SOFR + 2.39%), 6.06%, <br> 06/15/39<sup>(a)</sup><br>|  | 800 | &nbsp;&nbsp; 800000 |
| &nbsp;&nbsp;&nbsp; MCR Mortgage Trust, Series 2024-TWA, Class E, 8.73%, <br> 06/12/39<br>|  | 790 | &nbsp;&nbsp; 792383 |
| MIC Trust, Series 2023-MIC, Class B, 9.53%, 12/05/38<sup>(a)</sup> |  | 234 | &nbsp;&nbsp; 250126 |
| &nbsp;&nbsp;&nbsp; SELF Commercial Mortgage Trust, Series 2024-STRG, <br> Class D, (1 mo. Term SOFR + 2.94%), 6.61%, <br> 11/15/34<sup>(a)</sup><br>|  | 189 | &nbsp;&nbsp; 188764 |
| SLG Office Trust<sup>(a)(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-OMA, Class E, 04/15/41 |  | 115 | &nbsp;&nbsp; 115225 |
| &nbsp;&nbsp;&nbsp; Series 2026-OMA, Class F, 04/15/41 |  | 235 | &nbsp;&nbsp; 235447 |
| VEGAS, Series 2024-GCS, Class D, 6.22%, 07/10/36<sup>(a)</sup> |  | 572 | &nbsp;&nbsp; 569098 |
| VRTX Trust, Series 2025-HQ, Class B, 5.49%, 08/05/42<sup>(a)</sup> |  | 895 | &nbsp;&nbsp; 890038 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Series 2024-<br> BPRC, Class D, 7.08%, 07/15/43<br>|  | 250 | &nbsp;&nbsp; 250061 |
|  |  |  | &nbsp;&nbsp; 12999423 |
| **Total Non-Agency Mortgage-Backed Securities — 4.7%** <br>**(Cost: $25,324,785)** | **Total Non-Agency Mortgage-Backed Securities — 4.7%** <br>**(Cost: $25,324,785)** | **Total Non-Agency Mortgage-Backed Securities — 4.7%** <br>**(Cost: $25,324,785)** | &nbsp;&nbsp; 24273744 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 6.4%**<sup>(a)</sup> | **Capital Trusts — 6.4%**<sup>(a)</sup> | **Capital Trusts — 6.4%**<sup>(a)</sup> | **Capital Trusts — 6.4%**<sup>(a)</sup> |
| **Banks**<sup>(c)(j)</sup> **— 0.5%** | **Banks**<sup>(c)(j)</sup> **— 0.5%** | **Banks**<sup>(c)(j)</sup> **— 0.5%** |  |
| ING Groep NV, 3.88% |  | 1750 | &nbsp;&nbsp; 1685290 |
| Nordea Bank Abp, 3.75%<sup>(b)</sup> |  | 560 | &nbsp;&nbsp; 519243 |
| PNC Financial Services Group, Inc., Series W, 6.25% |  | 619 | &nbsp;&nbsp; 624431 |
|  |  |  | &nbsp;&nbsp; 2828964 |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| State Street Corp., 4.94%, 06/01/77<sup>(c)</sup> |  | 194 | &nbsp;&nbsp; 168375 |
| **Electric Utilities — 1.2%** | **Electric Utilities — 1.2%** | **Electric Utilities — 1.2%** |  |
| Electricite de France SA, 3.00%<sup>(f)(j)</sup> | EUR | 200 | &nbsp;&nbsp; 227414 |
| NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79<sup>(c)</sup> | USD | 3750 | &nbsp;&nbsp; 3744091 |
| PG&E Corp., 7.38%, 03/15/55<sup>(c)</sup> |  | 2078 | &nbsp;&nbsp; 2091329 |
|  |  |  | &nbsp;&nbsp; 6062834 |
| **Financial Services**<sup>(c)</sup> **— 4.0%** | **Financial Services**<sup>(c)</sup> **— 4.0%** | **Financial Services**<sup>(c)</sup> **— 4.0%** |  |
| Bank of America Corp., Series OO, 6.63%<sup>(j)</sup> |  | 4260 | &nbsp;&nbsp; 4367544 |
| Barclays PLC<sup>(j)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% |  | 2455 | &nbsp;&nbsp; 2327845 |
| &nbsp;&nbsp;&nbsp; 8.00% |  | 2200 | &nbsp;&nbsp; 2276469 |
| &nbsp;&nbsp;&nbsp; 9.63% |  | 805 | &nbsp;&nbsp; 878058 |
| JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series II, 6.44%<sup>(j)</sup> |  | 4000 | &nbsp;&nbsp; 4005048 |
| &nbsp;&nbsp;&nbsp; Series U, 4.88%, 01/15/87 |  | 325 | &nbsp;&nbsp; 298756 |
| Lloyds Banking Group PLC, 6.75%<sup>(j)</sup> |  | 450 | &nbsp;&nbsp; 451906 |
| NatWest Group PLC, 8.13%<sup>(j)</sup> |  | 735 | &nbsp;&nbsp; 795657 |
| UBS Group AG<sup>(b)(j)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series NC10, 9.25% |  | 4400 | &nbsp;&nbsp; 4955452 |
| &nbsp;&nbsp;&nbsp; Series NC5, 9.25% |  | 200 | &nbsp;&nbsp; 213165 |
|  |  |  | &nbsp;&nbsp; 20569900 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Independent Power and Renewable Electricity Producers**<sup>(b)(j)</sup> **— 0.1%** | **Independent Power and Renewable Electricity Producers**<sup>(b)(j)</sup> **— 0.1%** | **Independent Power and Renewable Electricity Producers**<sup>(b)(j)</sup> **— 0.1%** |  |
| NRG Energy, Inc., 10.25%<sup>(c)</sup> | USD | 424 | &nbsp;&nbsp; $457378 |
| Vistra Corp., 7.00% |  | 209 | &nbsp;&nbsp; 209268 |
|  |  |  | &nbsp;&nbsp; 666646 |
| **Pharmaceuticals**<sup>(c)</sup> **— 0.6%** | **Pharmaceuticals**<sup>(c)</sup> **— 0.6%** | **Pharmaceuticals**<sup>(c)</sup> **— 0.6%** |  |
| CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/54 |  | 635 | &nbsp;&nbsp; 642965 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/55 |  | 2605 | &nbsp;&nbsp; 2684681 |
|  |  |  | &nbsp;&nbsp; 3327646 |
|  |  |  | &nbsp;&nbsp; 33624365 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Preferred Stocks — 0.3%**<sup>(g)</sup> | **Preferred Stocks — 0.3%**<sup>(g)</sup> | **Preferred Stocks — 0.3%**<sup>(g)</sup> |
| **Capital Markets — 0.3%** | **Capital Markets — 0.3%** |  |
| Morgan Stanley, Series F, 6.88%<sup>(j)</sup> | 55000 | &nbsp;&nbsp; 1377750 |
| **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** |  |
| Sirva BGRS Holdings, Inc., 07/21/30 | 107 | &nbsp;&nbsp; 18660 |
| **IT Services**<sup>(e)</sup> **— 0.0%** | **IT Services**<sup>(e)</sup> **— 0.0%** |  |
| Veritas Newco |  |  |
| &nbsp;&nbsp;&nbsp; Series G | 2283 | &nbsp;&nbsp; 43377 |
| &nbsp;&nbsp;&nbsp; Series G-1 | 1576 | &nbsp;&nbsp; 29944 |
|  |  | &nbsp;&nbsp; 73321 |
|  |  | &nbsp;&nbsp; 1469731 |
| **Total Preferred Securities — 6.7%** <br>**(Cost: $34,795,145)** | **Total Preferred Securities — 6.7%** <br>**(Cost: $34,795,145)** | &nbsp;&nbsp; 35094096 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Mortgage-Backed Securities**<sup>(c)</sup> **— 2.7%** | **Mortgage-Backed Securities**<sup>(c)</sup> **— 2.7%** | **Mortgage-Backed Securities**<sup>(c)</sup> **— 2.7%** |  |
| &nbsp;&nbsp;&nbsp; Freddie Mac Mortgage-Backed Securities, 4.00%, <br> 05/01/39<br>| USD | 716 | &nbsp;&nbsp; 700513 |
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/42 - 10/01/42 |  | 7625 | &nbsp;&nbsp; 7206652 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/44 |  | 1390 | &nbsp;&nbsp; 1371642 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/44 - 04/13/56<sup>(p)</sup> |  | 4697 | &nbsp;&nbsp; 4660491 |
|  |  |  | &nbsp;&nbsp; 13939298 |
| **Total U.S. Government Sponsored Agency Securities — 2.7%** <br>**(Cost: $13,761,681)** | **Total U.S. Government Sponsored Agency Securities — 2.7%** <br>**(Cost: $13,761,681)** | **Total U.S. Government Sponsored Agency Securities — 2.7%** <br>**(Cost: $13,761,681)** | &nbsp;&nbsp; 13939298 |

---

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

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Warrants** | **Warrants** | **Warrants** |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Service King (Carnelian Point), (Exercisable 01/14/23, <br> 1 Share for 1 Warrant, Expires 06/30/27, Strike Price <br> USD 10.00)<sup>(g)</sup><br>| 1315 | &nbsp;&nbsp; $— |
| **Total Warrants — 0.0%** <br>**(Cost: $—)** | **Total Warrants — 0.0%** <br>**(Cost: $—)** | &nbsp;&nbsp; — |
| **Total Long-Term Investments — 157.0%** <br>**(Cost: $831,400,530)** | **Total Long-Term Investments — 157.0%** <br>**(Cost: $831,400,530)** | &nbsp;&nbsp; 819018004 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.0%** | **Money Market Funds — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional Shares, <br> 3.55%<sup>(q)(r)</sup><br>| 276567 | &nbsp;&nbsp; 276567 |
| **Total Short-Term Securities — 0.0%** <br>**(Cost: $276,567)** | **Total Short-Term Securities — 0.0%** <br>**(Cost: $276,567)** | &nbsp;&nbsp; 276567 |
| **Total Investments — 157.0%** <br>**(Cost: $831,677,097)** | **Total Investments — 157.0%** <br>**(Cost: $831,677,097)** | &nbsp;&nbsp; 819294571 |
| **Liabilities in Excess of Other Assets — (57.0)%** | **Liabilities in Excess of Other Assets — (57.0)%** | &nbsp;&nbsp; (297604357)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $521690214 |

---

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

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

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

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

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

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

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

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

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

<sup>(h)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $177,856, representing less than 0.05% of its net assets as of period end, and an original cost of $19,956. 

<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> Perpetual security with no stated maturity date.

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

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

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

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

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*03/31/26*<br>| *Shares* <br>*Held at* <br>*03/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | $4079242 | $—<br> $(3802675 )<sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $276567 | 276567 | $28869 | $— |

---

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

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

**Reverse Repurchase Agreements** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | &nbsp;&nbsp; *Trade* <br>*Date*<br>| &nbsp;&nbsp; *Maturity* <br>*Date*<sup>(a)</sup> <br>| *Face Value* | &nbsp;&nbsp; *Face Value* <br>*Including* <br>*Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining* <br>*Contractual Maturity* <br>*of the Agreements*<sup>(a)</sup> <br>|
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>4.59 %<sup>(b)</sup><br>| 12/06/24 | Open | &nbsp;&nbsp;&nbsp; $162975 | &nbsp;&nbsp;&nbsp; $162975 | Corporate Bonds | Open/Demand |
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>3.75 <br><sup>(b)</sup><br>| 12/09/24 | Open | &nbsp;&nbsp;&nbsp; 662500 | &nbsp;&nbsp;&nbsp; 700916 | Corporate Bonds | Open/Demand |
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>3.77 <br><sup>(b)</sup><br>| 12/09/24 | Open | &nbsp;&nbsp;&nbsp; 342656 | &nbsp;&nbsp;&nbsp; 362617 | Corporate Bonds | Open/Demand |
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>3.84 <br><sup>(b)</sup><br>| 12/17/24 | Open | &nbsp;&nbsp;&nbsp; 243815 | &nbsp;&nbsp;&nbsp; 257982 | Corporate Bonds | Open/Demand |
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>3.86 <br><sup>(b)</sup><br>| 12/17/24 | Open | &nbsp;&nbsp;&nbsp; 623290 | &nbsp;&nbsp;&nbsp; 659669 | Corporate Bonds | Open/Demand |
| HSBC Bank PLC<br> 3.90 <br><sup>(b)</sup><br>| 06/16/25 | Open | &nbsp;&nbsp;&nbsp; 756551 | &nbsp;&nbsp;&nbsp; 782555 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 07/18/25 | Open | &nbsp;&nbsp;&nbsp; 690046 | &nbsp;&nbsp;&nbsp; 710714 | Corporate Bonds | Open/Demand |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| U.S. Bancorp Investments, Inc.<br> 3.86 %<sup>(b)</sup><br>| 07/23/25 | Open | &nbsp;&nbsp;&nbsp; $748572 | &nbsp;&nbsp;&nbsp; $770514 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.88 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 332995 | &nbsp;&nbsp;&nbsp; 342246 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 411165 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 263145 | &nbsp;&nbsp;&nbsp; 270490 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 406857 | &nbsp;&nbsp;&nbsp; 418214 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 87290 | &nbsp;&nbsp;&nbsp; 89726 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 204688 | &nbsp;&nbsp;&nbsp; 210401 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 206243 | &nbsp;&nbsp;&nbsp; 211999 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.90 <br><sup>(b)</sup><br>| 08/05/25 | Open | &nbsp;&nbsp;&nbsp; 401528 | &nbsp;&nbsp;&nbsp; 412735 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 08/11/25 | Open | &nbsp;&nbsp;&nbsp; 719152 | &nbsp;&nbsp;&nbsp; 738482 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 08/22/25 | Open | &nbsp;&nbsp;&nbsp; 439580 | &nbsp;&nbsp;&nbsp; 450776 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 08/28/25 | Open | &nbsp;&nbsp;&nbsp; 564557 | &nbsp;&nbsp;&nbsp; 578738 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc.<br> 3.77 <br><sup>(b)</sup><br>| 09/03/25 | Open | &nbsp;&nbsp;&nbsp; 875000 | &nbsp;&nbsp;&nbsp; 895454 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc.<br> 3.77 <br><sup>(b)</sup><br>| 09/03/25 | Open | &nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp; 972207 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 09/12/25 | Open | &nbsp;&nbsp;&nbsp; 624607 | &nbsp;&nbsp;&nbsp; 638837 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 09/24/25 | Open | &nbsp;&nbsp;&nbsp; 603250 | &nbsp;&nbsp;&nbsp; 616040 | Capital Trusts | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 09/24/25 | Open | &nbsp;&nbsp;&nbsp; 1772500 | &nbsp;&nbsp;&nbsp; 1810081 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 09/29/25 | Open | &nbsp;&nbsp;&nbsp; 1125372 | &nbsp;&nbsp;&nbsp; 1148552 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 09/30/25 | Open | &nbsp;&nbsp;&nbsp; 327990 | &nbsp;&nbsp;&nbsp; 334706 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/01/25 | Open | &nbsp;&nbsp;&nbsp; 398688 | &nbsp;&nbsp;&nbsp; 406890 | Corporate Bonds | Open/Demand |
| Citigroup Global Markets, Inc.<br> 3.73 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 1287200 | &nbsp;&nbsp;&nbsp; 1311496 | Corporate Bonds | Open/Demand |
| &nbsp;&nbsp;&nbsp; Credit Agricole Corporate and Investment <br> Bank<br>3.80 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 349751 | &nbsp;&nbsp;&nbsp; 356472 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 1369917 | &nbsp;&nbsp;&nbsp; 1396640 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 853905 | &nbsp;&nbsp;&nbsp; 870562 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1173000 | &nbsp;&nbsp;&nbsp; 1195399 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 178756 | &nbsp;&nbsp;&nbsp; 182167 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 975000 | &nbsp;&nbsp;&nbsp; 993618 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 453750 | &nbsp;&nbsp;&nbsp; 462414 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 266000 | &nbsp;&nbsp;&nbsp; 271083 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.82 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 714375 | &nbsp;&nbsp;&nbsp; 728006 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.85 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 175061 | &nbsp;&nbsp;&nbsp; 178446 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 143260 | &nbsp;&nbsp;&nbsp; 146065 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 256648 | &nbsp;&nbsp;&nbsp; 261672 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1127912 | &nbsp;&nbsp;&nbsp; 1149980 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 422725 | &nbsp;&nbsp;&nbsp; 431002 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 532475 | &nbsp;&nbsp;&nbsp; 542900 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 389216 | &nbsp;&nbsp;&nbsp; 396836 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1092960 | &nbsp;&nbsp;&nbsp; 1114359 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 211990 | &nbsp;&nbsp;&nbsp; 216141 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 195381 | &nbsp;&nbsp;&nbsp; 199207 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 129806 | &nbsp;&nbsp;&nbsp; 132350 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 236160 | &nbsp;&nbsp;&nbsp; 240787 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 672016 | &nbsp;&nbsp;&nbsp; 685174 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 489782 | &nbsp;&nbsp;&nbsp; 499379 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 154114 | &nbsp;&nbsp;&nbsp; 157110 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 317831 | &nbsp;&nbsp;&nbsp; 324054 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 552947 | &nbsp;&nbsp;&nbsp; 563781 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 109656 | &nbsp;&nbsp;&nbsp; 111803 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 224536 | &nbsp;&nbsp;&nbsp; 228936 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 475324 | &nbsp;&nbsp;&nbsp; 484564 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 259335 | &nbsp;&nbsp;&nbsp; 264413 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 642206 | &nbsp;&nbsp;&nbsp; 654771 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 145225 | &nbsp;&nbsp;&nbsp; 148070 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1459575 | &nbsp;&nbsp;&nbsp; 1488152 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 382623 | &nbsp;&nbsp;&nbsp; 390119 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 349363 | &nbsp;&nbsp;&nbsp; 356204 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 173075 | &nbsp;&nbsp;&nbsp; 176464 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 878489 | &nbsp;&nbsp;&nbsp; 895628 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 829347 | &nbsp;&nbsp;&nbsp; 845585 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 959500 | &nbsp;&nbsp;&nbsp; 978286 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1329660 | &nbsp;&nbsp;&nbsp; 1355694 | Corporate Bonds | Open/Demand |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| TD Securities (USA) LLC<br> 3.90 %<sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; $214515 | &nbsp;&nbsp;&nbsp; $218715 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 107809 | &nbsp;&nbsp;&nbsp; 109921 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 706879 | &nbsp;&nbsp;&nbsp; 720719 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 261765 | &nbsp;&nbsp;&nbsp; 266854 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 291259 | &nbsp;&nbsp;&nbsp; 296965 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 619944 | &nbsp;&nbsp;&nbsp; 632082 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 204438 | &nbsp;&nbsp;&nbsp; 208441 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 203835 | &nbsp;&nbsp;&nbsp; 207826 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 171350 | &nbsp;&nbsp;&nbsp; 174705 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 361430 | &nbsp;&nbsp;&nbsp; 368506 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 146610 | &nbsp;&nbsp;&nbsp; 149481 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 893909 | &nbsp;&nbsp;&nbsp; 911411 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 642105 | &nbsp;&nbsp;&nbsp; 654632 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 183792 | &nbsp;&nbsp;&nbsp; 187390 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 207373 | &nbsp;&nbsp;&nbsp; 211427 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 470535 | &nbsp;&nbsp;&nbsp; 479754 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 303413 | &nbsp;&nbsp;&nbsp; 309332 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 359825 | &nbsp;&nbsp;&nbsp; 366875 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 252787 | &nbsp;&nbsp;&nbsp; 257740 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 123113 | &nbsp;&nbsp;&nbsp; 125523 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 552825 | &nbsp;&nbsp;&nbsp; 563657 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 129231 | &nbsp;&nbsp;&nbsp; 131761 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 906889 | &nbsp;&nbsp;&nbsp; 924645 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 228993 | &nbsp;&nbsp;&nbsp; 233476 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 552325 | &nbsp;&nbsp;&nbsp; 563139 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 1561455 | &nbsp;&nbsp;&nbsp; 1592027 | Capital Trusts | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 247650 | &nbsp;&nbsp;&nbsp; 252499 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 554641 | &nbsp;&nbsp;&nbsp; 565501 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 697810 | &nbsp;&nbsp;&nbsp; 711472 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 555770 | &nbsp;&nbsp;&nbsp; 566652 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/09/25 | Open | &nbsp;&nbsp;&nbsp; 261515 | &nbsp;&nbsp;&nbsp; 266635 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/14/25 | Open | &nbsp;&nbsp;&nbsp; 1525552 | &nbsp;&nbsp;&nbsp; 1554489 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc.<br> 3.77 <br><sup>(b)</sup><br>| 10/21/25 | Open | &nbsp;&nbsp;&nbsp; 528033 | &nbsp;&nbsp;&nbsp; 537285 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/28/25 | Open | &nbsp;&nbsp;&nbsp; 88425 | &nbsp;&nbsp;&nbsp; 89951 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 10/30/25 | Open | &nbsp;&nbsp;&nbsp; 419062 | &nbsp;&nbsp;&nbsp; 426121 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 10/31/25 | Open | &nbsp;&nbsp;&nbsp; 377775 | &nbsp;&nbsp;&nbsp; 384156 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 10/31/25 | Open | &nbsp;&nbsp;&nbsp; 1017900 | &nbsp;&nbsp;&nbsp; 1034921 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 11/04/25 | Open | &nbsp;&nbsp;&nbsp; 285950 | &nbsp;&nbsp;&nbsp; 290648 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 11/05/25 | Open | &nbsp;&nbsp;&nbsp; 504781 | &nbsp;&nbsp;&nbsp; 512934 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC<br> 3.79 <br><sup>(b)</sup><br>| 11/06/25 | Open | &nbsp;&nbsp;&nbsp; 212300 | &nbsp;&nbsp;&nbsp; 215644 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 11/06/25 | Open | &nbsp;&nbsp;&nbsp; 1390567 | &nbsp;&nbsp;&nbsp; 1412867 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 11/06/25 | Open | &nbsp;&nbsp;&nbsp; 547375 | &nbsp;&nbsp;&nbsp; 556153 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 11/19/25 | Open | &nbsp;&nbsp;&nbsp; 473235 | &nbsp;&nbsp;&nbsp; 480192 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.87 <br><sup>(b)</sup><br>| 11/19/25 | Open | &nbsp;&nbsp;&nbsp; 411097 | &nbsp;&nbsp;&nbsp; 417095 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.87 <br><sup>(b)</sup><br>| 11/21/25 | Open | &nbsp;&nbsp;&nbsp; 397425 | &nbsp;&nbsp;&nbsp; 403132 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.87 <br><sup>(b)</sup><br>| 11/21/25 | Open | &nbsp;&nbsp;&nbsp; 403132 | &nbsp;&nbsp;&nbsp; 408922 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.85 <br><sup>(b)</sup><br>| 11/24/25 | Open | &nbsp;&nbsp;&nbsp; 434995 | &nbsp;&nbsp;&nbsp; 441061 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.85 <br><sup>(b)</sup><br>| 11/24/25 | Open | &nbsp;&nbsp;&nbsp; 160674 | &nbsp;&nbsp;&nbsp; 162914 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.85 <br><sup>(b)</sup><br>| 11/28/25 | Open | &nbsp;&nbsp;&nbsp; 107240 | &nbsp;&nbsp;&nbsp; 107240 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/08/25 | Open | &nbsp;&nbsp;&nbsp; 229001 | &nbsp;&nbsp;&nbsp; 231866 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/08/25 | Open | &nbsp;&nbsp;&nbsp; 793904 | &nbsp;&nbsp;&nbsp; 803835 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/09/25 | Open | &nbsp;&nbsp;&nbsp; 385083 | &nbsp;&nbsp;&nbsp; 389855 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/09/25 | Open | &nbsp;&nbsp;&nbsp; 411435 | &nbsp;&nbsp;&nbsp; 416535 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/09/25 | Open | &nbsp;&nbsp;&nbsp; 384606 | &nbsp;&nbsp;&nbsp; 389373 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/09/25 | Open | &nbsp;&nbsp;&nbsp; 460739 | &nbsp;&nbsp;&nbsp; 466450 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.80 <br><sup>(b)</sup><br>| 12/10/25 | Open | &nbsp;&nbsp;&nbsp; 293563 | &nbsp;&nbsp;&nbsp; 297076 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.80 <br><sup>(b)</sup><br>| 12/11/25 | Open | &nbsp;&nbsp;&nbsp; 313500 | &nbsp;&nbsp;&nbsp; 317217 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.85 <br><sup>(b)</sup><br>| 12/11/25 | Open | &nbsp;&nbsp;&nbsp; 165325 | &nbsp;&nbsp;&nbsp; 167311 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/11/25 | Open | &nbsp;&nbsp;&nbsp; 504631 | &nbsp;&nbsp;&nbsp; 510769 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.86 <br><sup>(b)</sup><br>| 12/12/25 | Open | &nbsp;&nbsp;&nbsp; 1220966 | &nbsp;&nbsp;&nbsp; 1235367 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC<br> 3.90 <br><sup>(b)</sup><br>| 12/17/25 | Open | &nbsp;&nbsp;&nbsp; 182825 | &nbsp;&nbsp;&nbsp; 184905 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.81 <br><sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; 2590250 | &nbsp;&nbsp;&nbsp; 2618760 | Corporate Bonds | Open/Demand |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| U.S. Bancorp Investments, Inc. | 3.81 %<sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; $288844 | &nbsp;&nbsp;&nbsp; $292023 | Capital Trusts | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.81 <br><sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; 2603250 | &nbsp;&nbsp;&nbsp; 2631903 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.81 <br><sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; 226775 | &nbsp;&nbsp;&nbsp; 229271 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.81 <br><sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; 326250 | &nbsp;&nbsp;&nbsp; 329841 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.81 <br><sup>(b)</sup><br>| 12/18/25 | Open | &nbsp;&nbsp;&nbsp; 496830 | &nbsp;&nbsp;&nbsp; 502298 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC | 3.79 <br><sup>(b)</sup><br>| 12/23/25 | Open | &nbsp;&nbsp;&nbsp; 160351 | &nbsp;&nbsp;&nbsp; 162023 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 12/31/25 | Open | &nbsp;&nbsp;&nbsp; 74393 | &nbsp;&nbsp;&nbsp; 75126 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/06/26 | Open | &nbsp;&nbsp;&nbsp; 309868 | &nbsp;&nbsp;&nbsp; 312699 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.83 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 636300 | &nbsp;&nbsp;&nbsp; 641445 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.89 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 1718220 | &nbsp;&nbsp;&nbsp; 1732330 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 97848 | &nbsp;&nbsp;&nbsp; 98654 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 320850 | &nbsp;&nbsp;&nbsp; 323492 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 | 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 40664 | &nbsp;&nbsp;&nbsp; 40664 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 476935 | &nbsp;&nbsp;&nbsp; 480832 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 01/16/26 | Open | &nbsp;&nbsp;&nbsp; 365115 | &nbsp;&nbsp;&nbsp; 368082 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.80 <br><sup>(b)</sup><br>| 01/16/26 | Open | &nbsp;&nbsp;&nbsp; 189613 | &nbsp;&nbsp;&nbsp; 191114 | Corporate Bonds | Open/Demand |
| Goldman Sachs & Co. LLC | 3.60 <br><sup>(b)</sup><br>| 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 410334 | &nbsp;&nbsp;&nbsp; 413206 | Corporate Bonds | Open/Demand |
| Goldman Sachs & Co. LLC | 3.80 | 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 353194 | &nbsp;&nbsp;&nbsp; 355803 | Capital Trusts | Open/Demand |
| Goldman Sachs & Co. LLC | 3.80 <br><sup>(b)</sup><br>| 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 195600 | &nbsp;&nbsp;&nbsp; 197045 | Corporate Bonds | Open/Demand |
| Goldman Sachs & Co. LLC | 3.80 <br><sup>(b)</sup><br>| 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 349719 | &nbsp;&nbsp;&nbsp; 352303 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 01/26/26 | Open | &nbsp;&nbsp;&nbsp; 279196 | &nbsp;&nbsp;&nbsp; 281162 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/27/26 | Open | &nbsp;&nbsp;&nbsp; 260378 | &nbsp;&nbsp;&nbsp; 262174 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.60 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 33840 | &nbsp;&nbsp;&nbsp; 34053 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.60 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 975131 | &nbsp;&nbsp;&nbsp; 981275 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.60 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 219220 | &nbsp;&nbsp;&nbsp; 220601 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.64 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 655000 | &nbsp;&nbsp;&nbsp; 659172 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.65 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 248200 | &nbsp;&nbsp;&nbsp; 249785 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.70 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 472285 | &nbsp;&nbsp;&nbsp; 475343 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.71 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 164471 | &nbsp;&nbsp;&nbsp; 165539 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.71 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 195083 | &nbsp;&nbsp;&nbsp; 196349 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 461700 | &nbsp;&nbsp;&nbsp; 464722 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 223789 | &nbsp;&nbsp;&nbsp; 225253 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 318060 | &nbsp;&nbsp;&nbsp; 320142 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 102660 | &nbsp;&nbsp;&nbsp; 103332 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 | 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1047187 | &nbsp;&nbsp;&nbsp; 1054041 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 115411 | &nbsp;&nbsp;&nbsp; 116167 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 223020 | &nbsp;&nbsp;&nbsp; 224480 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 147620 | &nbsp;&nbsp;&nbsp; 148586 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 3750000 | &nbsp;&nbsp;&nbsp; 3774609 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1306125 | &nbsp;&nbsp;&nbsp; 1314696 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 442750 | &nbsp;&nbsp;&nbsp; 445656 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.78 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 484375 | &nbsp;&nbsp;&nbsp; 487579 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 160075 | &nbsp;&nbsp;&nbsp; 161137 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.81 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 459225 | &nbsp;&nbsp;&nbsp; 462287 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.82 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 4180125 | &nbsp;&nbsp;&nbsp; 4208069 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.83 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 275143 | &nbsp;&nbsp;&nbsp; 276987 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.85 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 371460 | &nbsp;&nbsp;&nbsp; 373963 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.85 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 647085 | &nbsp;&nbsp;&nbsp; 651445 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.85 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 789480 | &nbsp;&nbsp;&nbsp; 794799 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.85 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 406025 | &nbsp;&nbsp;&nbsp; 408761 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.87 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 846198 | &nbsp;&nbsp;&nbsp; 851929 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1137775 | &nbsp;&nbsp;&nbsp; 1145500 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 457874 | &nbsp;&nbsp;&nbsp; 460983 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 792275 | &nbsp;&nbsp;&nbsp; 797655 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 514995 | &nbsp;&nbsp;&nbsp; 518492 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 49517 | &nbsp;&nbsp;&nbsp; 49853 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 494095 | &nbsp;&nbsp;&nbsp; 497450 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 626219 | &nbsp;&nbsp;&nbsp; 630471 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1241480 | &nbsp;&nbsp;&nbsp; 1249910 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1770624 | &nbsp;&nbsp;&nbsp; 1782646 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 857445 | &nbsp;&nbsp;&nbsp; 863267 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.89 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 214731 | &nbsp;&nbsp;&nbsp; 216193 | Corporate Bonds | Open/Demand |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| BNP Paribas SA | 3.90<br> % <br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; $628443 | &nbsp;&nbsp;&nbsp; $632732 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 244158 | &nbsp;&nbsp;&nbsp; 245824 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 | 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 414064 | &nbsp;&nbsp;&nbsp; 416890 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 169740 | &nbsp;&nbsp;&nbsp; 170898 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 341644 | &nbsp;&nbsp;&nbsp; 343958 | Corporate Bonds | Open/Demand |
| Barclays Bank PLC | 3.74 <br><sup>(b)</sup><br>| 01/29/26 | Open | &nbsp;&nbsp;&nbsp; 927500 | &nbsp;&nbsp;&nbsp; 927500 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.83 <br><sup>(b)</sup><br>| 01/29/26 | Open | &nbsp;&nbsp;&nbsp; 789719 | &nbsp;&nbsp;&nbsp; 791764 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 | 01/29/26 | Open | &nbsp;&nbsp;&nbsp; 343070 | &nbsp;&nbsp;&nbsp; 343070 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.95 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 185572 | &nbsp;&nbsp;&nbsp; 186814 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.95 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 794825 | &nbsp;&nbsp;&nbsp; 800145 | Capital Trusts | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 246943 | &nbsp;&nbsp;&nbsp; 248521 | Foreign Agency Obligations | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 377500 | &nbsp;&nbsp;&nbsp; 379911 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 433254 | &nbsp;&nbsp;&nbsp; 436088 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 522792 | &nbsp;&nbsp;&nbsp; 526211 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 1245274 | &nbsp;&nbsp;&nbsp; 1253440 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 745965 | &nbsp;&nbsp;&nbsp; 750857 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 426525 | &nbsp;&nbsp;&nbsp; 429322 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 02/04/26 | Open | &nbsp;&nbsp;&nbsp; 1222445 | &nbsp;&nbsp;&nbsp; 1229785 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.69 <br><sup>(b)</sup><br>| 02/06/26 | Open | &nbsp;&nbsp;&nbsp; 7976 | &nbsp;&nbsp;&nbsp; 8020 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/06/26 | Open | &nbsp;&nbsp;&nbsp; 165844 | &nbsp;&nbsp;&nbsp; 166814 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 02/06/26 | Open | &nbsp;&nbsp;&nbsp; 194911 | &nbsp;&nbsp;&nbsp; 196040 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 02/09/26 | Open | &nbsp;&nbsp;&nbsp; 17010 | &nbsp;&nbsp;&nbsp; 17104 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.80 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 565994 | &nbsp;&nbsp;&nbsp; 568921 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 2338669 | &nbsp;&nbsp;&nbsp; 2351083 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 | 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 558000 | &nbsp;&nbsp;&nbsp; 560939 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 513645 | &nbsp;&nbsp;&nbsp; 516351 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 455215 | &nbsp;&nbsp;&nbsp; 457613 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 | 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 416585 | &nbsp;&nbsp;&nbsp; 418779 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 433320 | &nbsp;&nbsp;&nbsp; 435603 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 443169 | &nbsp;&nbsp;&nbsp; 445503 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/11/26 | Open | &nbsp;&nbsp;&nbsp; 415635 | &nbsp;&nbsp;&nbsp; 417824 | Corporate Bonds | Open/Demand |
| Morgan Stanley & Co. LLC | &nbsp;&nbsp; (0.75)<br>| 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 71594 | &nbsp;&nbsp;&nbsp; 71594 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 0.00 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 34313 | &nbsp;&nbsp;&nbsp; 34313 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 0.25 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 143443 | &nbsp;&nbsp;&nbsp; 143490 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.00 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 237519 | &nbsp;&nbsp;&nbsp; 238469 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.25 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 95479 | &nbsp;&nbsp;&nbsp; 95893 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.65 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 255521 | &nbsp;&nbsp;&nbsp; 256765 | Corporate Bonds | Up to 30 Days |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/12/26 | Open | &nbsp;&nbsp;&nbsp; 4136737 | &nbsp;&nbsp;&nbsp; 4158249 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 02/13/26 | Open | &nbsp;&nbsp;&nbsp; 771247 | &nbsp;&nbsp;&nbsp; 775134 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 02/19/26 | Open | &nbsp;&nbsp;&nbsp; 971031 | &nbsp;&nbsp;&nbsp; 975300 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 02/20/26 | Open | &nbsp;&nbsp;&nbsp; 518869 | &nbsp;&nbsp;&nbsp; 521106 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 193949 | &nbsp;&nbsp;&nbsp; 194684 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.87 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 180301 | &nbsp;&nbsp;&nbsp; 180999 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 193000 | &nbsp;&nbsp;&nbsp; 193728 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 197021 | &nbsp;&nbsp;&nbsp; 197764 | Foreign Agency Obligations | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 196600 | &nbsp;&nbsp;&nbsp; 197341 | Foreign Agency Obligations | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 235460 | &nbsp;&nbsp;&nbsp; 236348 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 518417 | &nbsp;&nbsp;&nbsp; 520438 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/24/26 | Open | &nbsp;&nbsp;&nbsp; 609700 | &nbsp;&nbsp;&nbsp; 612060 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/25/26 | Open | &nbsp;&nbsp;&nbsp; 328440 | &nbsp;&nbsp;&nbsp; 329676 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/26/26 | Open | &nbsp;&nbsp;&nbsp; 1481284 | &nbsp;&nbsp;&nbsp; 1481284 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 1194834 | &nbsp;&nbsp;&nbsp; 1198930 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 968090 | &nbsp;&nbsp;&nbsp; 971533 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 359000 | &nbsp;&nbsp;&nbsp; 360283 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.93 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 457382 | &nbsp;&nbsp;&nbsp; 459029 | Corporate Bonds | Open/Demand |
| Goldman Sachs & Co. LLC | 3.80 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 242733 | &nbsp;&nbsp;&nbsp; 243578 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 452655 | &nbsp;&nbsp;&nbsp; 454273 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 432103 | &nbsp;&nbsp;&nbsp; 433648 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 564091 | &nbsp;&nbsp;&nbsp; 566108 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 1030466 | &nbsp;&nbsp;&nbsp; 1034150 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 | 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 378364 | &nbsp;&nbsp;&nbsp; 379716 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 3626100 | &nbsp;&nbsp;&nbsp; 3639063 | Corporate Bonds | Open/Demand |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| U.S. Bancorp Investments, Inc. | 3.86 %<sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; $1718990 | &nbsp;&nbsp;&nbsp; $1725072 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 1474155 | &nbsp;&nbsp;&nbsp; 1479371 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 529425 | &nbsp;&nbsp;&nbsp; 531303 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 1060485 | &nbsp;&nbsp;&nbsp; 1064247 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 02/27/26 | Open | &nbsp;&nbsp;&nbsp; 450397 | &nbsp;&nbsp;&nbsp; 451995 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 | 03/02/26 | Open | &nbsp;&nbsp;&nbsp; 34873 | &nbsp;&nbsp;&nbsp; 34986 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/02/26 | Open | &nbsp;&nbsp;&nbsp; 757475 | &nbsp;&nbsp;&nbsp; 759918 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/02/26 | Open | &nbsp;&nbsp;&nbsp; 564187 | &nbsp;&nbsp;&nbsp; 566007 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/02/26 | Open | &nbsp;&nbsp;&nbsp; 915325 | &nbsp;&nbsp;&nbsp; 918277 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 | 03/02/26 | Open | &nbsp;&nbsp;&nbsp; 444540 | &nbsp;&nbsp;&nbsp; 445974 | Corporate Bonds | Open/Demand |
| BofA Securities, Inc. | 4.17 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 931571 | &nbsp;&nbsp;&nbsp; 934376 | &nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed <br> Securities<br>| Up to 30 Days |
| BofA Securities, Inc. | 4.17 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 806580 | &nbsp;&nbsp;&nbsp; 809009 | &nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed <br> Securities<br>| Up to 30 Days |
| BofA Securities, Inc. | 4.17 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 2715499 | &nbsp;&nbsp;&nbsp; 2723678 | Asset-Backed Securities | Up to 30 Days |
| BofA Securities, Inc. | 4.17 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 913190 | &nbsp;&nbsp;&nbsp; 915940 | Asset-Backed Securities | Up to 30 Days |
| BofA Securities, Inc. | 4.22 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 1058461 | &nbsp;&nbsp;&nbsp; 1061687 | &nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed <br> Securities<br>| Up to 30 Days |
| BofA Securities, Inc. | 4.22 | 03/03/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 921374 | &nbsp;&nbsp;&nbsp; 924182 | &nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed <br> Securities<br>| Up to 30 Days |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/04/26 | Open | &nbsp;&nbsp;&nbsp; 516315 | &nbsp;&nbsp;&nbsp; 517865 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/06/26 | Open | &nbsp;&nbsp;&nbsp; 1312530 | &nbsp;&nbsp;&nbsp; 1316227 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.85 <br><sup>(b)</sup><br>| 03/09/26 | Open | &nbsp;&nbsp;&nbsp; 16415 | &nbsp;&nbsp;&nbsp; 16455 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 03/09/26 | Open | &nbsp;&nbsp;&nbsp; 133755 | &nbsp;&nbsp;&nbsp; 134088 | Corporate Bonds | Open/Demand |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 684408 | &nbsp;&nbsp;&nbsp; 685846 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 5158152 | &nbsp;&nbsp;&nbsp; 5168984 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 2232690 | &nbsp;&nbsp;&nbsp; 2237378 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 1897507 | &nbsp;&nbsp;&nbsp; 1901492 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 1344297 | &nbsp;&nbsp;&nbsp; 1347120 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Wells Fargo Securities, LLC | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 399722 | &nbsp;&nbsp;&nbsp; 400561 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 627775 | &nbsp;&nbsp;&nbsp; 629066 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 521125 | &nbsp;&nbsp;&nbsp; 522208 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 467250 | &nbsp;&nbsp;&nbsp; 468221 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 156655 | &nbsp;&nbsp;&nbsp; 156980 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 399375 | &nbsp;&nbsp;&nbsp; 400205 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.75 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 833625 | &nbsp;&nbsp;&nbsp; 835362 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.75 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 445500 | &nbsp;&nbsp;&nbsp; 446428 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.80 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 472562 | &nbsp;&nbsp;&nbsp; 473559 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.80 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2887500 | &nbsp;&nbsp;&nbsp; 2893596 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.85 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2301635 | &nbsp;&nbsp;&nbsp; 2306558 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.90 <br><sup>(b)</sup><br>| 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 4210360 | &nbsp;&nbsp;&nbsp; 4219482 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 621810 | &nbsp;&nbsp;&nbsp; 623157 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 389457 | &nbsp;&nbsp;&nbsp; 390301 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2298912 | &nbsp;&nbsp;&nbsp; 2303893 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1875395 | &nbsp;&nbsp;&nbsp; 1879458 | Capital Trusts | Up to 30 Days |
| Barclays Capital, Inc. | 3.00 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 108894 | &nbsp;&nbsp;&nbsp; 109075 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 114538 | &nbsp;&nbsp;&nbsp; 114773 | Capital Trusts | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 863370 | &nbsp;&nbsp;&nbsp; 865164 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1444333 | &nbsp;&nbsp;&nbsp; 1447334 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 208784 | &nbsp;&nbsp;&nbsp; 209218 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 745860 | &nbsp;&nbsp;&nbsp; 747410 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 953175 | &nbsp;&nbsp;&nbsp; 955155 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 835065 | &nbsp;&nbsp;&nbsp; 836800 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1862312 | &nbsp;&nbsp;&nbsp; 1866182 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.80 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 337669 | &nbsp;&nbsp;&nbsp; 338382 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.80 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 248441 | &nbsp;&nbsp;&nbsp; 248966 | Corporate Bonds | Up to 30 Days |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| Barclays Capital, Inc. | 3.80<br> % <br>| 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; $294578 | &nbsp;&nbsp;&nbsp; $295199 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 41149 | &nbsp;&nbsp;&nbsp; 41238 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1204699 | &nbsp;&nbsp;&nbsp; 1207309 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 188584 | &nbsp;&nbsp;&nbsp; 188993 | Capital Trusts | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1225968 | &nbsp;&nbsp;&nbsp; 1228624 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1320218 | &nbsp;&nbsp;&nbsp; 1323079 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 469861 | &nbsp;&nbsp;&nbsp; 470879 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 289636 | &nbsp;&nbsp;&nbsp; 290264 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 407013 | &nbsp;&nbsp;&nbsp; 407895 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 547600 | &nbsp;&nbsp;&nbsp; 548786 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 389014 | &nbsp;&nbsp;&nbsp; 389857 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1117725 | &nbsp;&nbsp;&nbsp; 1120147 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 544554 | &nbsp;&nbsp;&nbsp; 545734 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1836751 | &nbsp;&nbsp;&nbsp; 1840731 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 786994 | &nbsp;&nbsp;&nbsp; 788699 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 748147 | &nbsp;&nbsp;&nbsp; 749768 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.90 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 461335 | &nbsp;&nbsp;&nbsp; 462335 | Corporate Bonds | Up to 30 Days |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 03/12/26 | Open | &nbsp;&nbsp;&nbsp; 568686 | &nbsp;&nbsp;&nbsp; 569918 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/12/26 | Open | &nbsp;&nbsp;&nbsp; 716445 | &nbsp;&nbsp;&nbsp; 717981 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/12/26 | Open | &nbsp;&nbsp;&nbsp; 525927 | &nbsp;&nbsp;&nbsp; 527055 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 03/13/26 | Open | &nbsp;&nbsp;&nbsp; 878652 | &nbsp;&nbsp;&nbsp; 880452 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/13/26 | Open | &nbsp;&nbsp;&nbsp; 695980 | &nbsp;&nbsp;&nbsp; 697402 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/13/26 | Open | &nbsp;&nbsp;&nbsp; 736229 | &nbsp;&nbsp;&nbsp; 737732 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 916150 | &nbsp;&nbsp;&nbsp; 917730 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.83 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 150859 | &nbsp;&nbsp;&nbsp; 151116 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 267270 | &nbsp;&nbsp;&nbsp; 267733 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 1763417 | &nbsp;&nbsp;&nbsp; 1766451 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/17/26 | Open | &nbsp;&nbsp;&nbsp; 441632 | &nbsp;&nbsp;&nbsp; 442343 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/17/26 | Open | &nbsp;&nbsp;&nbsp; 307095 | &nbsp;&nbsp;&nbsp; 307590 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 03/18/26 | Open | &nbsp;&nbsp;&nbsp; 251969 | &nbsp;&nbsp;&nbsp; 252351 | Corporate Bonds | Open/Demand |
| Barclays Capital, Inc. | 3.74 | 03/20/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1044324 | &nbsp;&nbsp;&nbsp; 1045626 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/20/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 5508002 | &nbsp;&nbsp;&nbsp; 5514869 | Corporate Bonds | Up to 30 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 04/22/26 | &nbsp;&nbsp;&nbsp; 366013 | &nbsp;&nbsp;&nbsp; 366452 | Corporate Bonds | Up to 30 Days |
| Merrill Lynch International | 3.75 | 03/20/26 | 04/22/26 | &nbsp;&nbsp;&nbsp; 852208 | &nbsp;&nbsp;&nbsp; 853273 | Corporate Bonds | Up to 30 Days |
| J.P. Morgan Securities LLC | 3.55 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 473437 | &nbsp;&nbsp;&nbsp; 473998 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.65 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 251676 | &nbsp;&nbsp;&nbsp; 251982 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 260372 | &nbsp;&nbsp;&nbsp; 260697 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 331687 | &nbsp;&nbsp;&nbsp; 332101 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 178296 | &nbsp;&nbsp;&nbsp; 178519 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 180075 | &nbsp;&nbsp;&nbsp; 180300 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 992906 | &nbsp;&nbsp;&nbsp; 994147 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 556325 | &nbsp;&nbsp;&nbsp; 557020 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 1136172 | &nbsp;&nbsp;&nbsp; 1137593 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.90 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 1522500 | &nbsp;&nbsp;&nbsp; 1524479 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.87 | 03/20/26 | 06/01/26 | &nbsp;&nbsp;&nbsp; 305515 | &nbsp;&nbsp;&nbsp; 305909 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 1.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 439651 | &nbsp;&nbsp;&nbsp; 439922 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 2.90 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 487015 | &nbsp;&nbsp;&nbsp; 487486 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.20 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 77976 | &nbsp;&nbsp;&nbsp; 78059 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.40 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 858330 | &nbsp;&nbsp;&nbsp; 859303 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.40 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 76508 | &nbsp;&nbsp;&nbsp; 76594 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.45 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 99560 | &nbsp;&nbsp;&nbsp; 99674 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.50 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 225000 | &nbsp;&nbsp;&nbsp; 225262 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.53 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 116660 | &nbsp;&nbsp;&nbsp; 116797 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 202208 | &nbsp;&nbsp;&nbsp; 202450 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 105293 | &nbsp;&nbsp;&nbsp; 105419 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 518340 | &nbsp;&nbsp;&nbsp; 518962 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 190800 | &nbsp;&nbsp;&nbsp; 191029 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 50109 | &nbsp;&nbsp;&nbsp; 50169 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 114000 | &nbsp;&nbsp;&nbsp; 114137 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 235089 | &nbsp;&nbsp;&nbsp; 235371 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 67425 | &nbsp;&nbsp;&nbsp; 67506 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 391250 | &nbsp;&nbsp;&nbsp; 391719 | Corporate Bonds | 31 - 90 Days |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| BofA Securities, Inc. | 3.65<br> % <br>| 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; $536080 | &nbsp;&nbsp;&nbsp; $536732 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 501894 | &nbsp;&nbsp;&nbsp; 502504 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 141000 | &nbsp;&nbsp;&nbsp; 141172 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 451237 | &nbsp;&nbsp;&nbsp; 451786 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 68186 | &nbsp;&nbsp;&nbsp; 68269 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 78740 | &nbsp;&nbsp;&nbsp; 78836 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 307016 | &nbsp;&nbsp;&nbsp; 307390 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 418990 | &nbsp;&nbsp;&nbsp; 419500 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 539055 | &nbsp;&nbsp;&nbsp; 539720 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 70568 | &nbsp;&nbsp;&nbsp; 70655 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 173650 | &nbsp;&nbsp;&nbsp; 173864 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 48913 | &nbsp;&nbsp;&nbsp; 48973 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 195780 | &nbsp;&nbsp;&nbsp; 196021 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 133945 | &nbsp;&nbsp;&nbsp; 134110 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 341110 | &nbsp;&nbsp;&nbsp; 341531 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 533725 | &nbsp;&nbsp;&nbsp; 534383 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 387956 | &nbsp;&nbsp;&nbsp; 388441 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 287513 | &nbsp;&nbsp;&nbsp; 287872 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 89417 | &nbsp;&nbsp;&nbsp; 89529 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 180285 | &nbsp;&nbsp;&nbsp; 180510 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 981250 | &nbsp;&nbsp;&nbsp; 982477 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.80 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 358800 | &nbsp;&nbsp;&nbsp; 359254 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.80 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 1036057 | &nbsp;&nbsp;&nbsp; 1037369 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.80 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 577687 | &nbsp;&nbsp;&nbsp; 578419 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 197488 | &nbsp;&nbsp;&nbsp; 197741 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 2152465 | &nbsp;&nbsp;&nbsp; 2155227 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 1192055 | &nbsp;&nbsp;&nbsp; 1193585 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 371085 | &nbsp;&nbsp;&nbsp; 371561 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 218225 | &nbsp;&nbsp;&nbsp; 218505 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 468682 | &nbsp;&nbsp;&nbsp; 469284 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 38220 | &nbsp;&nbsp;&nbsp; 38269 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 580572 | &nbsp;&nbsp;&nbsp; 581318 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 553860 | &nbsp;&nbsp;&nbsp; 554571 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 154526 | &nbsp;&nbsp;&nbsp; 154725 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 474275 | &nbsp;&nbsp;&nbsp; 474884 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 526505 | &nbsp;&nbsp;&nbsp; 527181 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.87 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 298410 | &nbsp;&nbsp;&nbsp; 298795 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.87 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 406147 | &nbsp;&nbsp;&nbsp; 406671 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 229894 | &nbsp;&nbsp;&nbsp; 230192 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 313908 | &nbsp;&nbsp;&nbsp; 314315 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 352661 | &nbsp;&nbsp;&nbsp; 353119 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 945360 | &nbsp;&nbsp;&nbsp; 946586 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 52012 | &nbsp;&nbsp;&nbsp; 52080 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.89 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 743040 | &nbsp;&nbsp;&nbsp; 744004 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.90 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 354035 | &nbsp;&nbsp;&nbsp; 354495 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.90 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 453562 | &nbsp;&nbsp;&nbsp; 454152 | Corporate Bonds | 31 - 90 Days |
| BNP Paribas SA | 3.90 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 643125 | &nbsp;&nbsp;&nbsp; 643961 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 2094379 | &nbsp;&nbsp;&nbsp; 2097101 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 598080 | &nbsp;&nbsp;&nbsp; 598857 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 597269 | &nbsp;&nbsp;&nbsp; 598046 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 299614 | &nbsp;&nbsp;&nbsp; 300003 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 454230 | &nbsp;&nbsp;&nbsp; 454814 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 1017964 | &nbsp;&nbsp;&nbsp; 1019274 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 322420 | &nbsp;&nbsp;&nbsp; 322836 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/20/26 | Open | &nbsp;&nbsp;&nbsp; 699255 | &nbsp;&nbsp;&nbsp; 700157 | Corporate Bonds | Open/Demand |
| J.P. Morgan Securities LLC | 3.83 | 03/23/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 173209 | &nbsp;&nbsp;&nbsp; 173375 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.85 | 03/25/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 220772 | &nbsp;&nbsp;&nbsp; 220938 | Corporate Bonds | 31 - 90 Days |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; 125353 | &nbsp;&nbsp;&nbsp; 125432 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.89 <br><sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; 505237 | &nbsp;&nbsp;&nbsp; 505565 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; 451720 | &nbsp;&nbsp;&nbsp; 452014 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; 307612 | &nbsp;&nbsp;&nbsp; 307812 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; 484696 | &nbsp;&nbsp;&nbsp; 485011 | Corporate Bonds | Open/Demand |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | *Interest*<br> *Rate*<br>| &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| TD Securities (USA) LLC | 3.90 %<sup>(b)</sup><br>| 03/26/26 | Open | &nbsp;&nbsp;&nbsp; $529592 | &nbsp;&nbsp;&nbsp; $529937 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/27/26 | Open | &nbsp;&nbsp;&nbsp; 317475 | &nbsp;&nbsp;&nbsp; 317647 | Corporate Bonds | Open/Demand |
| Barclays Capital, Inc. | 3.74 <br><sup>(b)</sup><br>| 03/30/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp;&nbsp; 3740 | Corporate Bonds | Up to 30 Days |
| Nomura Securities International, Inc. | 3.60 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 1195762 | &nbsp;&nbsp;&nbsp; 1196002 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.65 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 1410512 | &nbsp;&nbsp;&nbsp; 1410798 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.67 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 145763 | &nbsp;&nbsp;&nbsp; 145792 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.67 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 116450 | &nbsp;&nbsp;&nbsp; 116474 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.68 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 366959 | &nbsp;&nbsp;&nbsp; 367034 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.70 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 248300 | &nbsp;&nbsp;&nbsp; 248351 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.72 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 111350 | &nbsp;&nbsp;&nbsp; 111373 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.72 | 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 129150 | &nbsp;&nbsp;&nbsp; 129177 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.72 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 264005 | &nbsp;&nbsp;&nbsp; 264060 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 93470 | &nbsp;&nbsp;&nbsp; 93489 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 254635 | &nbsp;&nbsp;&nbsp; 254688 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 748064 | &nbsp;&nbsp;&nbsp; 748219 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 91279 | &nbsp;&nbsp;&nbsp; 91298 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 130241 | &nbsp;&nbsp;&nbsp; 130268 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 380703 | &nbsp;&nbsp;&nbsp; 380782 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 190125 | &nbsp;&nbsp;&nbsp; 190164 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.73 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 282750 | &nbsp;&nbsp;&nbsp; 282809 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.75 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 294223 | &nbsp;&nbsp;&nbsp; 294284 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.75 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 160011 | &nbsp;&nbsp;&nbsp; 160044 | Foreign Agency Obligations | Open/Demand |
| Nomura Securities International, Inc. | 3.75 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 206077 | &nbsp;&nbsp;&nbsp; 206120 | Foreign Agency Obligations | Open/Demand |
| Nomura Securities International, Inc. | 3.80 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 184717 | &nbsp;&nbsp;&nbsp; 184756 | Foreign Agency Obligations | Open/Demand |
| Nomura Securities International, Inc. | 3.85 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 208904 | &nbsp;&nbsp;&nbsp; 208949 | Foreign Agency Obligations | Open/Demand |
| Nomura Securities International, Inc. | 3.87 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 107774 | &nbsp;&nbsp;&nbsp; 107797 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 219279 | &nbsp;&nbsp;&nbsp; 219326 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 725625 | &nbsp;&nbsp;&nbsp; 725782 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 620557 | &nbsp;&nbsp;&nbsp; 620692 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 320513 | &nbsp;&nbsp;&nbsp; 320582 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 316778 | &nbsp;&nbsp;&nbsp; 316846 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 519860 | &nbsp;&nbsp;&nbsp; 519973 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 246402 | &nbsp;&nbsp;&nbsp; 246455 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 762960 | &nbsp;&nbsp;&nbsp; 763125 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 241920 | &nbsp;&nbsp;&nbsp; 241972 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 273904 | &nbsp;&nbsp;&nbsp; 273963 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 261214 | &nbsp;&nbsp;&nbsp; 261270 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 304063 | &nbsp;&nbsp;&nbsp; 304129 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 750389 | &nbsp;&nbsp;&nbsp; 750552 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 745380 | &nbsp;&nbsp;&nbsp; 745541 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 298726 | &nbsp;&nbsp;&nbsp; 298791 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 34120 | &nbsp;&nbsp;&nbsp; 34128 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 653509 | &nbsp;&nbsp;&nbsp; 653650 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 1732710 | &nbsp;&nbsp;&nbsp; 1733085 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 891782 | &nbsp;&nbsp;&nbsp; 891976 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 312139 | &nbsp;&nbsp;&nbsp; 312206 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 1353222 | &nbsp;&nbsp;&nbsp; 1353516 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 180790 | &nbsp;&nbsp;&nbsp; 180829 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 252925 | &nbsp;&nbsp;&nbsp; 252980 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.90 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 3510000 | &nbsp;&nbsp;&nbsp; 3510760 | Corporate Bonds | Open/Demand |
| Barclays Capital, Inc. | 3.90 | 03/31/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 382660 | &nbsp;&nbsp;&nbsp; 382701 | Capital Trusts | Up to 30 Days |
| BNP Paribas SA | 3.74 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 1822100 | &nbsp;&nbsp;&nbsp; 1822289 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.88 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 460769 | &nbsp;&nbsp;&nbsp; 460818 | Corporate Bonds | Open/Demand |
| RBC Capital Markets, LLC | 3.90 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 1149750 | &nbsp;&nbsp;&nbsp; 1149875 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.90 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 367721 | &nbsp;&nbsp;&nbsp; 367761 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc. | 3.86 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 702100 | &nbsp;&nbsp;&nbsp; 702175 | Corporate Bonds | Open/Demand |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Reverse Repurchase Agreements (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Counterparty* | &nbsp;&nbsp; *Trade*<br> *Date*<br>| &nbsp;&nbsp; *Maturity*<br> *Date*<sup>(a)</sup><br>| *Face Value* | &nbsp;&nbsp; *Face Value*<br> *Including*<br> *Accrued Interest*<br>| &nbsp;&nbsp; *Type of Non-Cash Underlying* <br> *Collateral*<br>| &nbsp;&nbsp; *Remaining*<br> *Contractual Maturity*<br> *of the Agreements*<sup>(a)</sup><br>|
| U.S. Bancorp Investments, Inc.<br> 3.87 %<sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; $706035 | &nbsp;&nbsp;&nbsp; $706111 | Corporate Bonds | Open/Demand |
| U.S. Bancorp Investments, Inc.<br> 3.89 <br><sup>(b)</sup><br>| 03/31/26 | Open | &nbsp;&nbsp;&nbsp; 547609 | &nbsp;&nbsp;&nbsp; 547668 | Corporate Bonds | Open/Demand |
|  |  |  | &nbsp;&nbsp;&nbsp; $295673156 | &nbsp;&nbsp;&nbsp; $297734752 |  |  |

---

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

<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*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; $6239 | &nbsp;&nbsp;&nbsp;&nbsp; $(116084)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 1691 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350830 | &nbsp;&nbsp;&nbsp;&nbsp; (1931871)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 438 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 47379 | &nbsp;&nbsp;&nbsp;&nbsp; (623438)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (2671393)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 31076 | &nbsp;&nbsp;&nbsp;&nbsp; 646436 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3743 | &nbsp;&nbsp;&nbsp;&nbsp; 77163 |
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 91 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10340 | &nbsp;&nbsp;&nbsp;&nbsp; 313170 |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3257 | &nbsp;&nbsp;&nbsp;&nbsp; 120365 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1157134 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(1514259)<br>|

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 123290 | EUR | 105200 | JPMorgan Chase Bank N.A. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1614 |
| USD | 220584 | EUR | 188208 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900 |
| USD | 69114 | EUR | 58955 | State Street Bank and Trust Co. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925 |
| USD | 75178 | EUR | 64290 | Toronto-Dominion Bank | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| USD | 119945 | EUR | 102573 | Toronto-Dominion Bank | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307 |
| USD | 123831 | EUR | 105897 | Toronto-Dominion Bank | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350 |
| USD | 188716 | EUR | 161384 | Toronto-Dominion Bank | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2057 |
| USD | 1425094 | GBP | 1073000 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5191 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16163 |
| EUR | 1378 | USD | 1615 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21)<br>|
| USD | 102607 | EUR | 89000 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (621)<br>|
| USD | 14922956 | EUR | 12944000 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90359)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91001)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(74838)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Paid* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CDX.NA.IG.45.V1 | 1.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 8180 | &nbsp;&nbsp;&nbsp;&nbsp; $(147869)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(170949)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $23080 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| CDX.NA.HY.46.V1 | 5.00<br> % <br>| Quarterly | 06/20/31<br> B | USD | 5805 | &nbsp;&nbsp;&nbsp; $288167 | &nbsp;&nbsp;&nbsp; $233631 | &nbsp;&nbsp;&nbsp; $54536 |

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Counterparty* | *Termination* <br>*Date*<br>| *Credit* <br>*Rating*<sup>(a)</sup> <br>| *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| CMA CGM SA | 5.00<br> % <br>| Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 06/20/27 | BB+ | EUR | 30 | $1866 | $1799 | $67 |
| Adler Real Estate AG | 5.00 | Quarterly | Bank of America N.A. | 12/20/27 | N/R | EUR | 7 | 369 | (477)<br>| 846 |
| Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | N/R | EUR | 4 | 222 | (263)<br>| 485 |
| Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | N/R | EUR | 12 | 624 | (741)<br>| 1365 |
| Adler Real Estate AG | 5.00 | Quarterly | Citibank N.A. | 12/20/27 | N/R | EUR | 4 | 182 | (219)<br>| 401 |
| Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | N/R | EUR | 8 | 379 | (508)<br>| 887 |
| Adler Real Estate AG | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/20/27 | N/R | EUR | 5 | 275 | (351)<br>| 626 |
| Altice France SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC+ | EUR | 11 | 554 | 453 | 101 |
| Altice France SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC+ | EUR | 20 | 1006 | 953 | 53 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/20/27 | CCC+ | EUR | 7 | 352 | 266 | 86 |
| Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/28 | B- | EUR | 13 | 786 | 1070 | (284)<br>|
| iTraxx.XO.42.V3 20-35% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 33 | 3991 | 4228 | (237)<br>|
| Zegona Finance PLC | 5.00 | Quarterly | Deutsche Bank AG | 06/20/30 | BB | EUR | 7 | 1172 | 837 | 335 |
| Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/30 | BB- | EUR | 20 | 1917 | 1842 | 75 |
|  |  |  |  |  |  |  |  | $13695 | $8889 | $4806 |

---

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

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

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

**OTC Total Return Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective* <br>*Date*<br>| *Termination* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| 1-day SOFR, 3.68% | Quarterly | &nbsp;&nbsp;&nbsp; Markit iBoxx USD <br> Liquid Leveraged <br> Loan Index<br>| At Termination | Barclays Bank PLC | N/A | 06/20/26 | USD | 3500 | $(3847)<br>| $(26904)<br>| $23057 |
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.90%, 3.68%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Markit iBoxx USD <br> Liquid Leveraged <br> Loan Index<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | 06/20/26 | USD | 8000 | (39634)<br>| (86490)<br>| 46856 |
| 1-day SOFR, 3.68% | Quarterly | &nbsp;&nbsp;&nbsp; Markit iBoxx USD <br> Liquid Leveraged <br> Loan Index<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | 06/20/26 | USD | 4000 | (11901)<br>| (26630)<br>| 14729 |
| 1-day SOFR, 3.68% | Quarterly | &nbsp;&nbsp;&nbsp; Markit iBoxx USD <br> Liquid Leveraged <br> Loan Index<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | 09/20/26 | USD | 3000 | (14704)<br>| (27052)<br>| 12348 |
|  |  |  |  |  |  |  |  |  | $(70086)<br>| $(167076)<br>| $96990 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $34684204 | &nbsp;&nbsp;&nbsp;&nbsp; $962850 | &nbsp;&nbsp;&nbsp;&nbsp; $35647054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 271442 | &nbsp;&nbsp;&nbsp;&nbsp; 770349 | &nbsp;&nbsp;&nbsp;&nbsp; 1041791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advertising Agencies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6198439 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6198439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aerospace & Defense | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12942430 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12942430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Freight & Logistics | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 358778 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 358778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobile Components | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4912383 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4912383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobiles | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6654709 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6654709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 622912 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 622912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beverages | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 667768 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 667768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biotechnology | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 995124 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 995124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Materials | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6882350 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6882350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3074693 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3074693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3842282 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3842282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chemicals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10491292 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10491292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Services & Supplies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22931624 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22931624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communications Equipment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 108835 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 108835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction & Engineering | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2696284 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2696284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Finance | &nbsp;&nbsp; 2807 | &nbsp;&nbsp;&nbsp;&nbsp; 7492175 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7494982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples Distribution & Retail | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3663829 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3663829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Containers & Packaging | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11039803 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11039803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Distributors | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 483474 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 483474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2557347 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2557347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Telecommunication Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28027466 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 28027466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electric Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6431293 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6431293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Equipment, Instruments & Components | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1969307 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1969307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Equipment & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4928335 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4928335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entertainment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9690135 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9690135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Environmental, Maintenance & Security Service | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4651694 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4651694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financial Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17650222 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17650222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6273292 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6273292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ground Transportation | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2117163 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2117163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Supplies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4300432 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4300432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Providers & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12458692 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12458692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2622381 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2622381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotel & Resort REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3825035 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3825035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4610824 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4610824 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Durables | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $4367875 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $4367875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Products | &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; Independent Power and Renewable Electricity Producers | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4798000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4798000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Conglomerates | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 668974 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 668974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insurance | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23390646 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23390646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Media & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7247713 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7247713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Internet Software & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1686605 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1686605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2993935 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2993935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leisure Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4803328 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4803328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Machinery | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3366124 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3366124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18902547 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18902547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metals & Mining | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11946048 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11946048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Real Estate Investment Trusts (REITs) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 875259 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 875259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multi-Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 130308 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 130308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 37997131 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 37997131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Passenger Airlines | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 901405 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 901405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Personal Care Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 516801 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 516801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pharmaceuticals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9314488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9314488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate Management & Development | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2893674 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2893674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Retail REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 320746 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 320746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1516795 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1516795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13350203 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13350203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1294720 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1294720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology Hardware, Storage & Peripherals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1287705 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1287705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textiles, Apparel & Luxury Goods | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1626128 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1626128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tobacco | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 549589 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 549589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transportation Infrastructure | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 249757 | &nbsp;&nbsp;&nbsp;&nbsp; 44782 | &nbsp;&nbsp;&nbsp;&nbsp; 294539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Water Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 885866 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 885866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless Telecommunication Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5628935 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5628935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fixed Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1328282 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1328282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 295106089 | &nbsp;&nbsp;&nbsp;&nbsp; 6036598 | &nbsp;&nbsp;&nbsp;&nbsp; 301142687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4767908 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4767908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Funds | &nbsp;&nbsp; 19971250 | &nbsp;&nbsp;&nbsp;&nbsp; 80198 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 20051448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 24273744 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 24273744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 33624365 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 33624365 |
| &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; Capital Markets | &nbsp;&nbsp; 1377750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1377750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ground Transportation | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18660 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 73321 | &nbsp;&nbsp;&nbsp;&nbsp; 73321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13939298 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13939298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 276567 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 276567 |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 219 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 219 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6394)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11826)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (18220)<br>|
|  | &nbsp;&nbsp; $21628374 | &nbsp;&nbsp;&nbsp;&nbsp; $789772122 | &nbsp;&nbsp;&nbsp;&nbsp; $7876074 | &nbsp;&nbsp;&nbsp;&nbsp; $819276570 |
| Derivative Financial Instruments<sup>(b)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $82943 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $82943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16163 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 1157134 | &nbsp;&nbsp;&nbsp;&nbsp; 96990 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1254124 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (521)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (521)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp; Liabilities (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(91001)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(91001)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (2671393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2671393)<br>|
|  | &nbsp;&nbsp; $(1514259)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $104574 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(1409685)<br>|

---

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

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

<sup>(b)</sup> Derivative financial instruments are swaps, futures contracts 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 Fund 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 $297,734,752 are categorized as Level 2 within the fair value hierarchy.

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed* <br>*Securities*<br>| *Common* <br>*Stocks*<br>| *Corporate* <br>*Bonds*<br>| *Fixed* <br>*Rate Loan* <br>*Interests*<br>| *Floating* <br>*Rate Loan* <br>*Interests*<br>| *Other* <br>*Interests*<br>| *Preferred* <br>*Stocks*<br>|
| **Assets** |  |  |  |  |  |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $957950 | $880865 | $1138592 | $— | $8377670 | $— <br><sup>(a)</sup><br>| &nbsp;&nbsp; $89899 |
| Transfers into Level 3<sup>(b)</sup> | &nbsp;&nbsp; — |  |  |  | 2133713 |  | &nbsp;&nbsp; — |
| Transfers out of Level 3<sup>(c)</sup> | &nbsp;&nbsp; — |  | (1093493)<br>|  | (2995627)<br>|  | &nbsp;&nbsp; — |
| Accrued discounts/premiums | &nbsp;&nbsp; (2897)<br>|  | 498 |  | 1999 |  | &nbsp;&nbsp; — |
| Net realized gain (loss) | &nbsp;&nbsp; — | 19887 |  |  | (51196)<br>|  | &nbsp;&nbsp; — |
| Net change in unrealized appreciation (depreciation)<sup>(d)</sup> | &nbsp;&nbsp; 7797 | (287182)<br>| (815)<br>| (762)<br>| (46743)<br>|  | &nbsp;&nbsp; (16578)<br>|
| Purchases | &nbsp;&nbsp; — | 716069 |  | 762 | 1197411 |  | &nbsp;&nbsp; — |
| Sales | &nbsp;&nbsp; — | (559290)<br>|  |  | (2580629)<br>|  | &nbsp;&nbsp; — |
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $962850 | $770349 | $44782 | $— | $6036598 | $— <br><sup>(a)</sup><br>| &nbsp;&nbsp; $73321 |
| &nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) on investments still held at March 31, <br> 2026<sup>(d)</sup><br>| &nbsp;&nbsp; $7797 | $(769410)<br>| $(815)<br>| $(762)<br>| $(67083)<br>| $— <br><sup>(a)</sup><br>| &nbsp;&nbsp; $(16578)<br>|

---

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

---

| | | |
|:---|:---|:---|
|  | *Unfunded* <br>*Floating Rate* <br>*Loan* <br>*Interests*<br>| *Total*  |
| **Assets** |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $171 | $11445147 |
| Transfers into Level 3<sup>(b)</sup> | &nbsp;&nbsp; 3478 | 2137191 |
| Transfers out of Level 3<sup>(c)</sup> | &nbsp;&nbsp; (171)<br>| (4089291)<br>|
| Accrued discounts/premiums | &nbsp;&nbsp; — | (400)<br>|
| Net realized gain (loss) | &nbsp;&nbsp; — | (31309)<br>|
| Net change in unrealized appreciation (depreciation)<sup>(d)</sup> | &nbsp;&nbsp; (15304)<br>| (359587)<br>|
| Purchases | &nbsp;&nbsp; — | 1914242 |
| Sales | &nbsp;&nbsp; — | (3139919)<br>|
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $(11826)<br>| $7876074 |
| Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026<sup>(d)</sup> | &nbsp;&nbsp; $(15304)<br>| $(862155)<br>|

---

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

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

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

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

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

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

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Limited Duration Income Trust (BLW)** 

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

---

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

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| CVR | Contingent Value Right |
| DAC | Designated Activity Company  |
| DIP | Debtor-In-Possession |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| GO | General Obligation Bonds |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Ltd Duration Income Trust

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Ltd Duration Income Trust

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $839500714.58

**Total Liabilities:** $317810234.76

**Net Assets:** $521690479.82

**Delayed Delivery Securities:** $10810486.37

**Cash Not Reported:** $6322574.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15194.42000000 | **1-Year:** 2054.29000000 | **5-Year:** 20506.50000000 | **10-Year:** 9221.75000000 | **30-Year:** 11766.53000000

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

- **3-Month:** 83329.34000000 | **1-Year:** 11943.37000000 | **5-Year:** 96971.72000000 | **10-Year:** 7224.58000000 | **30-Year:** 1128.95000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.12%               | -0.27%               | -1.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $355138.44               | $-3971608.72                               |
| Month 2  | $57215.08                | $-4745524.04                               |
| Month 3  | $-572290.21              | $-7638379.89                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198982.60    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                                 | AAL Delaware Holdco Inc 2025 Term Loan                                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211394 | PA      | $210931.51    | 0.04%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    700875 | PA      | $698926.78    | 0.13%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    351053 | PA      | $348967.75    | 0.07%             | 2032-02-13      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    453000 | PA      | $438734.80    | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings Inc                                   | ACP Tara Holdings Inc 2025 Term Loan B                                           | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140466.20    | 0.03%             | 2032-12-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209650.00    | 0.04%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                               | AHP Health Partners Inc 2025 Term Loan B                                         | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     99174 | PA      | $99199.00     | 0.02%             | 2032-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                  | AI Aqua Merger Sub Inc 2026 Term Loan B                                          | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1237102 | PA      | $1233427.81   | 0.24%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341178.64    | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Learfield Communications, LLC                           | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    354988 | PA      | $355137.25    | 0.07%             | 2028-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96788.38     | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                        | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1475877 | PA      | $1473692.43   | 0.28%             | 2029-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125701.13    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $237823.01    | 0.05%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |         1 | PA      | $0.00         | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $104082.12    | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $328672.72    | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1341436.53   | 0.26%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    465192 | PA      | $439824.73    | 0.08%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc Term Loan B                                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     45814 | PA      | $45861.67     | 0.01%             | 2029-05-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $308394.01    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | 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        |     47500 | PA      | $47240.19     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002763.76   | 0.19%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125930.40    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                      | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    445860 | PA      | $443631.03    | 0.09%             | 2030-10-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104187.50    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170191.87    | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    479000 | PA      | $478473.72    | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242085.12    | 0.05%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338042.22    | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    471000 | PA      | $464972.26    | 0.09%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $409885.25    | 0.08%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAU9<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.10%             | 2037-04-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 First Out Term Loan                            | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    117431 | PA      | $115140.93    | 0.02%             | 2030-03-11      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 1st Lien Second Out Term Loan                  | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    110868 | PA      | $108234.73    | 0.02%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139932.00    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161153.54    | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    566000 | PA      | $553744.01    | 0.11%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                      | Albertsons Cos Inc                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136847.74    | 0.03%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    476000 | PA      | $486489.61    | 0.09%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1375161 | PA      | $1373015.30   | 0.26%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $330992.81    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2025 USD Term Loan                                              | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    498983 | PA      | $493783.85    | 0.09%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126975.44    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99652.86     | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212415.66    | 0.04%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554778.42    | 0.11%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   3437286 | PA      | $3407587.85   | 0.65%             | 2031-09-19      | Floating      | 6.17%                 | 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        |    195000 | PA      | $194851.41    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |    627000 | PA      | $614495.74    | 0.12%             | 2027-10-15      | Fixed         | 4.25%                 | 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        |    799000 | PA      | $773055.83    | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $283536.90    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1056920.65   | 0.20%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39277.90     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $851788.03    | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1603053.21   | 0.31%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2435729.83   | 0.47%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $907245.39    | 0.17%             | 2030-06-15      | Fixed         | 6.88%                 | 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              | XX        |    749000 | PA      | $731784.58    | 0.14%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2749873 | PA      | $2748360.33   | 0.53%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157031.37    | 0.03%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc 2025 Incremental Term Loan B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    507000 | PA      | $508267.50    | 0.10%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1972253.28   | 0.38%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981331.60   | 0.38%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303375.17    | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    353789 | PA      | $338434.03    | 0.06%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    243000 | PA      | $230451.97    | 0.04%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1224252 | PA      | $1159959.17   | 0.22%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    373581 | PA      | $353978.63    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151AAA8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    527715 | PA      | $236711.15    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    696420 | PA      | $695841.97    | 0.13%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90028.47     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2017 1st Lien Term Loan                                    | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    409814 | PA      | $406740.21    | 0.08%             | 2027-01-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2023 1st Lien Term Loan                                    | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    337120 | PA      | $326416.44    | 0.06%             | 2029-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2024 1st Lien Term Loan B                                  | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    649998 | PA      | $632324.53    | 0.12%             | 2028-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    484470 | PA      | $479247.21    | 0.09%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149451.19    | 0.03%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153812.68    | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc           | American Builders & Contractors Supply Co Inc 2024 Term Loan B                   | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    839005 | PA      | $838216.72    | 0.16%             | 2031-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885866.13    | 0.17%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $229158.83    | 0.04%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $130308.29    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                    | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75689.08     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                              | Amneal Pharmaceuticals LLC 2026 Term Loan                                        | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1182186 | PA      | $1185141.33   | 0.23%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180153.40    | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100579.10    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125618.75    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2026 Term Loan B                                                | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1771575 | PA      | $1757969.30   | 0.34%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $319589.70    | 0.06%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978129.70    | 0.19%             | 2037-04-28      | Floating      | 7.47%                 | 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        |    741000 | PA      | $667768.45    | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988514.28    | 0.19%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $205339.50    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235068.97    | 0.05%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX INTERNATIONAL AB                              | Anticimex International AB 2025 USD Term Loan                                    | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    359539 | PA      | $359614.04    | 0.07%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    395257 | PA      | $393138.44    | 0.08%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1341796 | PA      | $1321038.42   | 0.25%             | 2032-03-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2255510.53   | 0.43%             | 2038-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XVIII-R                                                               | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1353000 | PA      | $1354398.60   | 0.26%             | 2038-01-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70817.46     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133510.08    | 0.03%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160435.62    | 0.03%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                    | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782000 | PA      | $776306.34    | 0.15%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1990548 | PA      | $1949622.74   | 0.37%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    240000 | PA      | $193349.19    | 0.04%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                            | Ascensus Group Holdings Inc 2024 Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    715000 | PA      | $702709.16    | 0.13%             | 2032-11-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $152080.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192855.07    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2025 Repriced Term Loan                                     | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    383187 | PA      | $383186.78    | 0.07%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc 2025 Term Loan                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1014996 | PA      | $1014995.96   | 0.19%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $293058.67    | 0.06%             | 2034-02-01      | Fixed         | 6.00%                 | 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        |    291000 | PA      | $291000.00    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $510847.16    | 0.10%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                 | Arcline FM Holdings LLC 2025 1st Lien Term Loan                                  | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    540151 | PA      | $540302.66    | 0.10%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $223819.73    | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31763.93     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $336140.00    | 0.06%             | 2030-12-01      | Fixed         | 12.00%                | 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      | $190214.92    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | 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        |   1600000 | PA      | $1465122.24   | 0.28%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    315000 | PA      | $312295.06    | 0.06%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERITAGE ENVIRONMENTAL SER INC                          | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                  | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |    231000 | PA      | $231000.00    | 0.04%             | 2033-04-01      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1395000 | PA      | $1411345.22   | 0.27%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1487000 | PA      | $1456906.79   | 0.28%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    908163 | PA      | $952262.49    | 0.18%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc 2025 Repriced Term Loan                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    329487 | PA      | $325025.71    | 0.06%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     24480 | PA      | $20514.24     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                  | Argent Securities Trust 2006-W5                                                  | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3470713 | PA      | $2296726.65   | 0.44%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213925.26    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193657.06    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    939000 | PA      | $1014591.38   | 0.19%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    324027 | PA      | $309040.46    | 0.06%             | 2027-11-24      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143371.97    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    165000 | PA      | $192635.85    | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34967.59     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172919.24    | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94471.79     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $134578.82    | 0.03%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $133133.51    | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC 2021 Term Loan B                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    979851 | PA      | $980262.44    | 0.19%             | 2027-09-07      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    924000 | PA      | $958601.94    | 0.18%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    822000 | PA      | $798048.91    | 0.15%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    211178 | PA      | $209593.74    | 0.04%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     64006 | PA      | $63914.95     | 0.01%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    247862 | PA      | $245029.35    | 0.05%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1414041 | PA      | $1396068.14   | 0.27%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | Asurion LLC 2026 Term Loan B14                                                   | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    180000 | PA      | $173813.40    | 0.03%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1525807 | PA      | $1495290.39   | 0.29%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp 2025 Second Out Term Loan B                            | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1865906 | PA      | $370587.55    | 0.07%             | 2029-05-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp 2025 Second Out Term Loan C                            | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    262382 | PA      | $52111.74     | 0.01%             | 2029-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    794000 | PA      | $775279.39    | 0.15%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                             | Avalara Inc 2025 Term Loan                                                       | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    652868 | PA      | $637126.87    | 0.12%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    417000 | PA      | $406997.61    | 0.08%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    209000 | PA      | $196082.36    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159103.47    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107178.33    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $179345.28    | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $115104.66    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $106884.83    | 0.02%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549589.08    | 0.11%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87638.85     | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                | BCPE EMPIRE HOLDINGS INC 2026 10TH AMENDMENT TERM LOAN                           | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1236000 | PA      | $1215148.68   | 0.23%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BIP PipeCo Holdings LLC                                 | BIP PipeCo Holdings LLC Term Loan B                                              | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    243479 | PA      | $243581.46    | 0.05%             | 2030-12-06      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206765.28    | 0.04%             | 2039-11-05      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913230 | PA      | $912659.61    | 0.17%             | 2039-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79918 | PA      | $80068.17     | 0.02%             | 2039-02-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $237675.00    | 0.05%             | 2041-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451582 | PA      | $451440.70    | 0.09%             | 2039-02-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570369 | PA      | $570012.90    | 0.11%             | 2041-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                   | BCPE Pequod Buyer Inc USD Term Loan B                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    832214 | PA      | $806207.55    | 0.15%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342662 | PA      | $341805.48    | 0.07%             | 2041-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67770.67     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                    | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |    508720 | PA      | $499395.44    | 0.10%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150086.10    | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751285.35    | 0.14%             | 2038-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1830759 | PA      | $1692884.30   | 0.32%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4367543.70   | 0.84%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     93000 | PA      | $94953.00     | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2455000 | PA      | $2327845.48   | 0.45%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2276469.32   | 0.44%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $878057.78    | 0.17%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                  | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    554839 | PA      | $350935.48    | 0.07%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1376322.50   | 0.26%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $128199.40    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    809000 | PA      | $825211.16    | 0.16%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    353115 | PA      | $353556.39    | 0.07%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    800023 | PA      | $852038.34    | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QXO INC                                                 | QXO Inc 2025 Term Loan B                                                         | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    534800 | PA      | $533158.16    | 0.10%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53738.62     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5642000 | PA      | $5800857.00   | 1.11%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    796000 | PA      | $801026.74    | 0.15%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                 | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1901258 | PA      | $1899357.12   | 0.36%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $195665.16    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630196.88    | 0.12%             | 2041-11-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $381244.75    | 0.07%             | 2042-08-15      | Floating      | 5.52%                 | 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        |    806000 | PA      | $804134.75    | 0.15%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334749.21    | 0.06%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $834593.54    | 0.16%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                   | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    253365 | PA      | $254393.66    | 0.05%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    284000 | PA      | $279133.77    | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                    | Bleriot US Bidco Inc 2023 Term Loan B                                            | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    654095 | PA      | $654559.20    | 0.13%             | 2030-10-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                | Block Communications Inc                                                         | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73195.27     | 0.01%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $231407.68    | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $186980.94    | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $266949.04    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $35629.18     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $263611.87    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $348022.60    | 0.07%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                    | Bombardier Recreational Products Inc 2024 Term Loan B4                           | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |    302480 | PA      | $302431.60    | 0.06%             | 2031-01-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                   | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    657352 | PA      | $658995.88    | 0.13%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $161019.39    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1365385.72   | 0.26%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                           | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1242939 | PA      | $1063744.80   | 0.20%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $204600.00    | 0.04%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                   | Breakwater Energy Holdings Sarl                                                  | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $262546.00    | 0.05%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    227000 | PA      | $220661.46    | 0.04%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                    | Bright Horizons Family Solutions LLC 2025 Term Loan B                            | CUSIP: 10919RAR0<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    532098 | PA      | $530767.70    | 0.10%             | 2032-08-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159430.52    | 0.03%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68830.69     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $558466.75    | 0.11%             | 2041-02-15      | Fixed         | 3.50%                 | 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        |    682000 | PA      | $626166.02    | 0.12%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208000 | PA      | $197349.48    | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | 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        |    327000 | PA      | $320745.50    | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC Term Loan B                                              | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    706423 | PA      | $706868.24    | 0.14%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAG9<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800816.48    | 0.15%             | 2037-04-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131239.88    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75402.37     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20584.60     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89784.96     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP 2025 Term Loan B7                                            | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    236273 | PA      | $236937.24    | 0.05%             | 2032-11-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144133.67    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171835.19    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846817 | PA      | $846287.48    | 0.16%             | 2038-12-15      | Floating      | 4.71%                 | 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        |     57000 | PA      | $56216.40     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |    179000 | PA      | $169848.48    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    881000 | PA      | $802991.50    | 0.15%             | 2031-02-01      | Fixed         | 4.25%                 | 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        |    391000 | PA      | $340413.79    | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18758.68     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $648464.15    | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $354433.46    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1285934.46   | 0.25%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $314864.85    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $921158.17    | 0.18%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                           | CCC Intelligent Solutions Inc Term Loan                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    904460 | PA      | $896546.00    | 0.17%             | 2032-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    699000 | PA      | $691284.86    | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                             | CHG Healthcare Services Inc 2025 Term Loan B1                                    | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    449087 | PA      | $449226.37    | 0.09%             | 2028-09-29      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    411000 | PA      | $378910.67    | 0.07%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    740000 | PA      | $697436.93    | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    286000 | PA      | $306838.25    | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1531893.35   | 0.29%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135038 | PA      | $126803.64    | 0.02%             | 2037-09-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-I Ltd                                                          | CUSIP: 12553DBA4<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493856.00    | 0.09%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2022-VII Ltd                                                        | CUSIP: 12569GAG7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489929.95    | 0.09%             | 2038-01-22      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $198873.64    | 0.04%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2025 Add-on Term Loan B                                         | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2087340 | PA      | $2071455.22   | 0.40%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520436.46    | 0.10%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $443730.72    | 0.09%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $490286.40    | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $289258.00    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117471.98    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    289000 | PA      | $281450.34    | 0.05%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $91271.19     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224365.03    | 0.04%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                     | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    679004 | PA      | $678223.62    | 0.13%             | 2032-11-08      | Floating      | 6.17%                 | 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        |   1617000 | PA      | $1576967.28   | 0.30%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer Inc 2025 Term Loan                                                | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    564165 | PA      | $517153.13    | 0.10%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126940.84    | 0.02%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84294.38     | 0.02%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966280.98    | 0.19%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $642964.81    | 0.12%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2684681.74   | 0.51%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919703 | PA      | $471734.48    | 0.09%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |    391320 | PA      | $366216.33    | 0.07%             | 2037-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2005-17                                          | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61508 | PA      | $60395.05     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    777000 | PA      | $584304.00    | 0.11%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333879.73    | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    548710 | PA      | $532248.70    | 0.10%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1883090 | PA      | $1824243.60   | 0.35%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    268000 | PA      | $257787.86    | 0.05%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1351487.25   | 0.26%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    547000 | PA      | $540631.88    | 0.10%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    225000 | PA      | $219841.74    | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126020.24    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.              | Calpine Construction Finance Company LP 2025 Repriced Term Loan B                | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   1201941 | PA      | $1201748.30   | 0.23%             | 2030-07-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450194.32    | 0.09%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Cvent, Inc.                                             | Cvent Inc 2025 Term Loan B                                                       | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    359831 | PA      | $341479.15    | 0.07%             | 2030-06-17      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288554.93    | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2026-2 Ltd                                                        | CUSIP: 142928AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650000.00    | 0.12%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    649000 | PA      | $655506.23    | 0.13%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    227000 | PA      | $229790.06    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    180000 | PA      | $179941.46    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    279000 | PA      | $276430.12    | 0.05%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1480595 | PA      | $1600973.30   | 0.31%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    692643 | PA      | $720523.96    | 0.14%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1340005 | PA      | $1338679.17   | 0.26%             | 2032-04-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                     | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    209957 | PA      | $206545.47    | 0.04%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500275.45    | 0.10%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185699.29    | 0.04%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26696.64     | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218223.61    | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1226117 | PA      | $870653.38    | 0.17%             | 2029-07-06      | Floating      | 6.95%                 | 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        |    222000 | PA      | $159776.26    | 0.03%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $116679.74    | 0.02%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169478.72    | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2024661 | PA      | $2003685.06   | 0.38%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39072.30     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                    | Chart Industries Inc 2024 Term Loan B                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    238674 | PA      | $238151.18    | 0.05%             | 2030-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    436000 | PA      | $452963.45    | 0.09%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82989.11     | 0.02%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $341992.51    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    631128 | PA      | $630237.74    | 0.12%             | 2030-12-07      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    480849 | PA      | $480579.33    | 0.09%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Charter NEX US Inc                                      | Charter NEX US Inc 2025 Repriced Term Loan B                                     | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1861027 | PA      | $1847851.11   | 0.35%             | 2030-11-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                  | Chemours Company (The) 2025 USD Term Loan B                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1273906 | PA      | $1262758.86   | 0.24%             | 2032-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    574000 | PA      | $568331.46    | 0.11%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    372000 | PA      | $348844.93    | 0.07%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199941.86    | 0.04%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                 | Chicago US Midco III LP Term Loan                                                | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    920724 | PA      | $910080.75    | 0.17%             | 2032-11-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $175400.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                   | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231653 | PA      | $1310350.70   | 0.25%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611362 | PA      | $263910.24    | 0.05%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                            | Chobani LLC 2025 Term Loan B                                                     | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   2151608 | PA      | $2150703.82   | 0.41%             | 2032-10-28      | Floating      | 5.92%                 | 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        |    457000 | PA      | $449242.97    | 0.09%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1351916.81   | 0.26%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135153.01    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    392000 | PA      | $399369.99    | 0.08%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                       | Ciena Corporation 2025 Repriced Term Loan B                                      | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    818692 | PA      | $818348.26    | 0.16%             | 2030-10-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1804000 | PA      | $1804533.08   | 0.35%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2253624.68   | 0.43%             | 2038-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550540.49    | 0.11%             | 2037-04-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77061.53     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $611257.11    | 0.12%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   1249024 | PA      | $1249723.55   | 0.24%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    778000 | PA      | $803428.15    | 0.15%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2006-FX1                                           | CUSIP: 17309YAG2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    285878 | PA      | $162867.42    | 0.03%             | 2036-10-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                           | Citrin Cooperman Advisors LLC 2025 Term Loan B                                   | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    782078 | PA      | $749817.49    | 0.14%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                             | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    694849 | PA      | $692242.93    | 0.13%             | 2030-07-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    179000 | PA      | $187107.27    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    839000 | PA      | $847164.31    | 0.16%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    359000 | PA      | $367077.50    | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    684000 | PA      | $689472.00    | 0.13%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $281227.70    | 0.05%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $766166.83    | 0.15%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc 2025 Term Loan                                                 | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    390022 | PA      | $392362.64    | 0.08%             | 2032-10-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    347410 | PA      | $347844.06    | 0.07%             | 2028-08-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472230.15    | 0.09%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    797000 | PA      | $800363.34    | 0.15%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    636000 | PA      | $665575.91    | 0.13%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    789000 | PA      | $826631.55    | 0.16%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1021933.07   | 0.20%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                | Clearwater Analytics LLC 2025 Term Loan B                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    514415 | PA      | $513771.98    | 0.10%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    279000 | PA      | $275277.19    | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141292.27    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    437000 | PA      | $436960.92    | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2442553.56   | 0.47%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8535.91      | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                                | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    713783 | PA      | $682554.82    | 0.13%             | 2031-12-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                          | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    837994 | PA      | $788761.38    | 0.15%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251408.22    | 0.05%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296451.65    | 0.06%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    482000 | PA      | $456041.22    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | 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        |    105000 | PA      | $99928.50     | 0.02%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    995701 | PA      | $927495.94    | 0.18%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                  | Cogeco Communications Finance (USA) LP 2023 Incremental Term Loan B              | CUSIP: 19239BAE8<br>LEI: 5493002JZGWJIUQ60C59 | Long             | LON              | CORP              | US        |    109712 | PA      | $104363.34    | 0.02%             | 2028-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    411000 | PA      | $411468.95    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $211150.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                  | Colossus Acquireco LLC Term Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1531733 | PA      | $1525268.90   | 0.29%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   1004380 | PA      | $1008709.86   | 0.19%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1113515 | PA      | $1117076.06   | 0.21%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                  | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199908.00    | 0.04%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                           | Columbus McKinnon Corporation 2026 Term Loan B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    798254 | PA      | $794262.72    | 0.15%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    321000 | PA      | $317625.17    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    331000 | PA      | $326314.86    | 0.06%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    220285 | PA      | $204861.46    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                | CompoSecure Holdings LLC Term Loan                                               | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1190000 | PA      | $1184799.70   | 0.23%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $717081.30    | 0.14%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357305.87    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348324.95    | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135376.66    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351513.76    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                           | Concentra Health Services Inc 2025 Repriced Term Loan B                          | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    342030 | PA      | $342885.24    | 0.07%             | 2031-07-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272000 | PA      | $273054.27    | 0.05%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $653696.67    | 0.13%             | 2041-08-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    420000 | PA      | $441226.80    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104717.82    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67180.31     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $497534.85    | 0.10%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $701016.69    | 0.13%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $320436.28    | 0.06%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                               | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    271562 | PA      | $271138.86    | 0.05%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $404496.00    | 0.08%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                            | CoorsTek Inc Term Loan B                                                         | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    285285 | PA      | $286354.82    | 0.05%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1047959 | PA      | $1000151.43   | 0.19%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1232616.56   | 0.24%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    347000 | PA      | $337165.81    | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $203217.42    | 0.04%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1209762 | PA      | $1112231.11   | 0.21%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    580130 | PA      | $539520.90    | 0.10%             | 2031-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206810.80    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                    | Reworld Holding Corp Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    377662 | PA      | $377031.65    | 0.07%             | 2028-11-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                    | Reworld Holding Corp 2025 1st Lien Term Loan B                                   | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    209475 | PA      | $208821.44    | 0.04%             | 2031-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp 2025 Term Loan B1                                           | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    491607 | PA      | $490201.20    | 0.09%             | 2031-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp 2025 1st Lien Term Loan C                                   | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     79886 | PA      | $79657.70     | 0.02%             | 2031-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133119.45    | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Covia Holdings Corporation                              | Covia Holdings Corporation 2025 Repriced Term Loan B                             | CUSIP: 22305CAF6<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    709876 | PA      | $707512.41    | 0.14%             | 2032-02-26      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                             | Creative Artists Agency LLC 2025 Repriced Term Loan B                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |   1430526 | PA      | $1428065.10   | 0.27%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1210555.79   | 0.23%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd                       | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500421.35    | 0.10%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23995.39     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $73391.67     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $48929.43     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    545000 | PA      | $544748.26    | 0.10%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                    | Crown Finance US Inc 2025 Term Loan B                                            | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    590472 | PA      | $583734.31    | 0.11%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60378.68     | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-J8                                                   | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1730799 | PA      | $636264.34    | 0.12%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                         | DK Trust 2025-LXP                                                                | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $274000.00    | 0.05%             | 2037-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                         | DK Trust 2025-LXP                                                                | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $293000.00    | 0.06%             | 2037-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    199000 | PA      | $196177.67    | 0.04%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                             | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1235352.36   | 0.24%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                            | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    254250 | PA      | $254885.63    | 0.05%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Drake Software LLC                                      | Drake Software LLC 2024 Term Loan B                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    338986 | PA      | $317165.70    | 0.06%             | 2031-06-26      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41626.30     | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68123.83     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250740.01    | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95271.69     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57977.72     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | Dayforce Inc 2026 Term Loan                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1370000 | PA      | $1294266.40   | 0.25%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $218334.56    | 0.04%             | 2040-04-13      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                   | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $175160.77    | 0.03%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                               | Dealer Tire Financial LLC 2024 Term Loan B4                                      | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    684337 | PA      | $680914.84    | 0.13%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                               | Deep Blue Operating I LLC Term Loan                                              | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164000 | PA      | $164410.00    | 0.03%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889767 | PA      | $887200.60    | 0.17%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $293405.70    | 0.06%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137027.09    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                         | Derby Buyer LLC 2024 Repriced Term Loan B                                        | CUSIP: 24968CAE3<br>LEI: 2549003XRO7JUBUWQX87 | Long             | LON              | CORP              | US        |    929190 | PA      | $926867.43    | 0.18%             | 2030-11-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1139649.89   | 0.22%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    113000 | PA      | $119377.95    | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1145000 | PA      | $1161943.25   | 0.22%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $89983.57     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | 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        |    366000 | PA      | $365614.31    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1111683.05   | 0.21%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231209.20    | 0.04%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1340348.75   | 0.26%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1201605.11   | 0.23%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $903357.83    | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                         | Discovery Purchaser Corporation Term Loan                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    656895 | PA      | $645234.74    | 0.12%             | 2029-10-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $482923.25    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    133000 | PA      | $134142.87    | 0.03%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $190000.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $155100.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    595000 | PA      | $602261.38    | 0.12%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116850.79    | 0.02%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 61 Clo Ltd                                                                | CUSIP: 26251CAY0<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $610001.16    | 0.12%             | 2032-01-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250352.95    | 0.05%             | 2031-04-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115428.31    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                                   | Dycom Investments Inc 2026 Term Loan B                                           | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    390000 | PA      | $391138.80    | 0.07%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1278865 | PA      | $1278289.47   | 0.25%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    486662 | PA      | $486442.65    | 0.09%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                   | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    375068 | PA      | $372254.63    | 0.07%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1475320 | PA      | $1472738.31   | 0.28%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    908532 | PA      | $906260.23    | 0.17%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179979.80    | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1788086 | PA      | $1779592.60   | 0.34%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7981.29      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $250625.00    | 0.05%             | 2030-08-17      | Fixed         | 5.50%                 | 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      | $2899.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |         1 | NC      | $-21.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1614.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $1349.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $2056.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $1307.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $819.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $925.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $5190.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-621.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-90358.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272231.94    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1902636 | PA      | $1921201.92   | 0.37%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1327763 | PA      | $1434317.00   | 0.27%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    117000 | PA      | $123493.50    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                            | ECO Services Operations Corp 2024 Term Loan B                                    | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    347788 | PA      | $347662.47    | 0.07%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                            | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    755197 | PA      | $753966.01    | 0.14%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    952000 | PA      | $947174.39    | 0.18%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                          | EG America LLC 2026 Term Loan B                                                  | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    769000 | PA      | $768423.25    | 0.15%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc 2025 Term Loan B                                        | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    310135 | PA      | $310057.31    | 0.06%             | 2032-10-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                                     | ExamWorks BidCo Inc 2026 Term Loan B                                             | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    719236 | PA      | $717891.09    | 0.14%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1228724.59   | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178747.78    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1733018 | PA      | $1682830.18   | 0.32%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    284000 | PA      | $270984.28    | 0.05%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1563219.68   | 0.30%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $51208.79     | 0.01%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1996052.40   | 0.38%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4409000 | PA      | $4400152.68   | 0.84%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    469000 | PA      | $491227.79    | 0.09%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | ENEL Finance International NV                                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $892123.52    | 0.17%             | 2027-05-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                 | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                  | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    282671 | PA      | $280904.22    | 0.05%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                            | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38798.93     | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                               | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162846.03    | 0.03%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                            | Entegris Inc 2023 Term Loan B                                                    | CUSIP: 29362LAM6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    413868 | PA      | $414212.01    | 0.08%             | 2029-07-06      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                             | Epicor Software Corporation 2024 Term Loan F                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1689401 | PA      | $1655191.04   | 0.32%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                         | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69292.30     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269963.13    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    518000 | PA      | $521631.18    | 0.10%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    362000 | PA      | $353083.61    | 0.07%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                           | Constellation Renewables LLC 2020 Term Loan                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    533161 | PA      | $533048.75    | 0.10%             | 2027-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Third Out Term Loan C                                  | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     16117 | PA      | $2699.56      | 0.00%             | 2028-11-30      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    184000 | PA      | $164357.06    | 0.03%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34035.02     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     39000 | PA      | $29385.13     | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | Fluid-Flow Products Inc 2025 Term Loan B                                         | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    715000 | PA      | $712318.75    | 0.14%             | 2028-03-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    354000 | PA      | $343530.41    | 0.07%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    783000 | PA      | $768296.36    | 0.15%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8H20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716062 | PA      | $700512.94    | 0.13%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5584892 | PA      | $5268397.27   | 1.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KY4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2291787 | PA      | $2280152.40   | 0.44%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYXJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2039973 | PA      | $1938254.44   | 0.37%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390314 | PA      | $1371642.21   | 0.26%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404804 | PA      | $408085.19    | 0.08%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177129.80    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1663399 | PA      | $1628683.45   | 0.31%             | 2029-01-27      | Floating      | 6.92%                 | 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        |    436000 | PA      | $416697.06    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | 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        |    136000 | PA      | $127031.13    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159224 | PA      | $135595.54    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19343.20     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92680.86     | 0.02%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                            | Filtration Group Corporation 2025 USD Term Loan                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1470413 | PA      | $1469794.98   | 0.28%             | 2028-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                              | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1841000 | PA      | $1725937.50   | 0.33%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                       | GIP Pilot Acquisition Partners LP 2025 Term Loan B                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    130375 | PA      | $130342.64    | 0.02%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206634.00    | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202484.00    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    524000 | PA      | $501365.82    | 0.10%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $83802.33     | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                       | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $967526.15    | 0.19%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | Corpay Technologies Operating Company LLC Term Loan B5                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1239627 | PA      | $1238337.54   | 0.24%             | 2028-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1576289 | PA      | $1523246.95   | 0.29%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195649.85    | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc                                          | Fortis 333 Inc USD Term Loan B                                                   | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |    453328 | PA      | $439537.88    | 0.08%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    740000 | PA      | $739738.56    | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    671000 | PA      | $700654.85    | 0.13%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    838000 | PA      | $859058.94    | 0.16%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    427000 | PA      | $437724.53    | 0.08%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    367000 | PA      | $359068.58    | 0.07%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72025.20     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    374000 | PA      | $371699.34    | 0.07%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC                                    | Packers Holdings LLC 2025 Takeback Term Loan                                     | CUSIP: 34967RAB6<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |     82034 | PA      | $78693.98     | 0.02%             | 2031-03-10      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                             | Four Seasons Hotels Limited 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   1290652 | PA      | $1297647.58   | 0.25%             | 2032-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203300.00    | 0.04%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32461.91     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64508.66     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                           | Freeport LNG Investments LLLP 2026 Term Loan B                                   | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    954000 | PA      | $953208.18    | 0.18%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    753000 | PA      | $752882.00    | 0.14%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111138.86    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    179552 | PA      | $180629.13    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    244000 | PA      | $245459.61    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1346224.83   | 0.26%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185449 | PA      | $1181391.46   | 0.23%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $117626.65    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $232533.38    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $394033.78    | 0.08%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $262846.15    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $155678.55    | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $209560.23    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    117000 | PA      | $116561.25    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                 | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290145 | PA      | $141668.06    | 0.03%             | 2035-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1298475 | PA      | $1297669.95   | 0.25%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                               | GTCR Everest Borrower LLC 2026 Term Loan B                                       | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257061 | PA      | $255014.54    | 0.05%             | 2031-09-05      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                   | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $449204.52    | 0.09%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $453521.30    | 0.09%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $897854.85    | 0.17%             | 2041-11-25      | Floating      | 7.13%                 | 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        |    338002 | PA      | $290320.11    | 0.06%             | 2030-07-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VANTOR HOLDINGS INC                                     | VANTOR HOLDINGS INC 1st LIEN TERM LOAN                                           | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    424000 | PA      | $414990.00    | 0.08%             | 2033-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $61868.59     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    532000 | PA      | $541186.04    | 0.10%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    599000 | PA      | $592730.75    | 0.11%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1400950.60   | 0.27%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $193259.62    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                       | Garrett LX I SARL 2025 USD Term Loan B                                           | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     48639 | PA      | $48557.98     | 0.01%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $115967.60    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201103.64    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2022 Term Loan B4                                               | CUSIP: 36740UAX0<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    173901 | PA      | $173596.55    | 0.03%             | 2029-11-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2024 Term Loan B5                                               | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   1272320 | PA      | $1269965.81   | 0.24%             | 2031-06-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751795 | PA      | $750847.06    | 0.14%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Generac Power Systems Inc                               | Generac Power Systems Inc 2024 Term Loan B                                       | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    152675 | PA      | $153438.38    | 0.03%             | 2031-07-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022376.32   | 0.20%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                   | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293465.50    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   2371384 | PA      | $2358293.76   | 0.45%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52697.89     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $526500.79    | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205046.40    | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    435000 | PA      | $455327.99    | 0.09%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207135.70    | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105824.69    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                | Gibraltar Industries Inc 2026 Term Loan B                                        | CUSIP: 37468UAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253077 | PA      | $251495.19    | 0.05%             | 2033-02-02      | Floating      | 5.93%                 | No            |                  3 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502915.29    | 0.10%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126020.38    | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    359000 | PA      | $364277.30    | 0.07%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    649566 | PA      | $639283.31    | 0.12%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $296808.06    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                 | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $279432.92    | 0.05%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233429 | PA      | $237427.42    | 0.05%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116367.66    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $92610.96     | 0.02%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    933109 | PA      | $867305.97    | 0.17%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    226000 | PA      | $240159.01    | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    572000 | PA      | $571963.68    | 0.11%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    545000 | PA      | $549180.70    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      3500 | PA      | $3493.88      | 0.00%             | 2029-06-04      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    340000 | PA      | $331706.21    | 0.06%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   1357952 | PA      | $1297414.36   | 0.25%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86083 | PA      | $86484.36     | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | Gryphon Acquire Newco LLC Term Loan B                                            | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    544000 | PA      | $544136.00    | 0.10%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $214000.00    | 0.04%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193294.08    | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                                     | Gulfside Supply Inc Term Loan B                                                  | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    483867 | PA      | $440923.50    | 0.08%             | 2031-06-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                                     | HB Fuller Company 2025 Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |    310154 | PA      | $310736.59    | 0.06%             | 2030-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595628.25    | 0.11%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan D                                                  | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1506686 | PA      | $1505752.04   | 0.29%             | 2028-07-27      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan E                                                  | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    372436 | PA      | $372435.60    | 0.07%             | 2031-02-09      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    154000 | PA      | $134913.92    | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114158.80    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    615000 | PA      | $595004.44    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1000000 | PA      | $917436.46    | 0.18%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36591.37     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    388000 | PA      | $397843.17    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237740.14    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144775.45    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    152000 | PA      | $146945.82    | 0.03%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                       | Herc Holdings Inc 2026 Term Loan B                                               | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    155610 | PA      | $155675.36    | 0.03%             | 2032-06-02      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    212000 | PA      | $178164.80    | 0.03%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                    | Herschend Entertainment Company LLC 2026 Term Loan B                             | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    533217 | PA      | $533328.86    | 0.10%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $133372.99    | 0.03%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    595319 | PA      | $439048.12    | 0.08%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                         | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    117790 | PA      | $86869.76     | 0.02%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50029.01     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $107624.98    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $226778.58    | 0.04%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145290.58    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | 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        |    155000 | PA      | $152831.80    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | 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        |     21000 | PA      | $20440.64     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15485.26     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $314042.93    | 0.06%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $206144.91    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $82743.90     | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP Term Loan B                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    438570 | PA      | $438021.79    | 0.08%             | 2030-02-11      | Floating      | 5.43%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $229390.68    | 0.04%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152927.96    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48778.77     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236428.41    | 0.05%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1350363 | PA      | $1352050.93   | 0.26%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13975.68     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited         | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |    450186 | PA      | $452280.23    | 0.09%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140937.43    | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49574.71     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135682.30    | 0.03%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135406.52    | 0.03%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114779.22    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $306159.61    | 0.06%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    548000 | PA      | $513448.49    | 0.10%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1613473.60   | 0.31%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2509184 | PA      | $2501982.22   | 0.48%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2831452.66   | 0.54%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4326000 | PA      | $4412359.94   | 0.85%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                | Hudson River Trading LLC 2026 Repriced Term Loan B                               | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1075219 | PA      | $1069692.72   | 0.21%             | 2030-03-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $194500.00    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198032.00    | 0.04%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    343000 | PA      | $345213.38    | 0.07%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    479000 | PA      | $501183.93    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $211252.78    | 0.04%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                        | IRB Holding Corp 2025 Term Loan B                                                | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    935278 | PA      | $932453.28    | 0.18%             | 2030-12-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    615000 | PA      | $597987.99    | 0.11%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    611000 | PA      | $598723.42    | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    124000 | PA      | $105816.69    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167135.91    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190133.60    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Coherent Corp                                           | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    454627 | PA      | $454435.97    | 0.09%             | 2029-07-02      | Floating      | 5.42%                 | 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        |      6000 | PA      | $6004.85      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254722.08    | 0.05%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205948.36    | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172491.00    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115862.50    | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    138000 | PA      | $147660.00    | 0.03%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    319325 | PA      | $211418.80    | 0.04%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1685289.73   | 0.32%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80635.72     | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201056.00    | 0.04%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    214000 | PA      | $208820.34    | 0.04%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195974.78    | 0.04%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                | Alterra Mountain Company 2025 Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    652377 | PA      | $651561.76    | 0.12%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| Invesco Senior Loan ETF                                 | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    595000 | NS      | $12143950.00  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    590000 | PA      | $561870.92    | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    530000 | PA      | $410233.65    | 0.08%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $113767.19    | 0.02%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $201800.29    | 0.04%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $348399.57    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                             | ION Platform Finance US Inc USD Term Loan                                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   1455206 | PA      | $1163349.88   | 0.22%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    556000 | PA      | $564613.00    | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    363702 | PA      | $360974.51    | 0.07%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     23000 | PA      | $22345.81     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     19000 | PA      | $18444.65     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     78000 | PA      | $77750.58     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    179000 | PA      | $168986.92    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc Term Loan B                                           | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    344553 | PA      | $344266.76    | 0.07%             | 2030-10-17      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2636911.91   | 0.51%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAA5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    281559 | PA      | $277045.92    | 0.05%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800000.00    | 0.15%             | 2039-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   2572755 | PA      | $2522766.32   | 0.48%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77133.32     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263787.68    | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    257000 | PA      | $174254.30    | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                                         | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $34966.02     | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    323000 | PA      | $305253.84    | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $759271.72    | 0.15%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    307000 | PA      | $280849.64    | 0.05%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48123KAE6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298755.79    | 0.06%             | 2037-02-02      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4005048.00   | 0.77%             | 2026-07-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    331000 | PA      | $327254.74    | 0.06%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301612.18    | 0.06%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                     | KKR Apple Bidco LLC 2025 Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1720094 | PA      | $1720093.74   | 0.33%             | 2031-09-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $727447.26    | 0.14%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $410420.82    | 0.08%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    349983 | PA      | $349916.60    | 0.07%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1997826 | PA      | $1860475.68   | 0.36%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $169691.15    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    623000 | PA      | $646434.15    | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53194.99     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58981.53     | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                  | Advancion Sciences Inc                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330555 | PA      | $268575.94    | 0.05%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    566000 | PA      | $586407.13    | 0.11%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    318000 | PA      | $321435.04    | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302741.78    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    491000 | PA      | $493431.61    | 0.09%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                             | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    926170 | PA      | $419860.68    | 0.08%             | 2028-10-30      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    233000 | PA      | $111840.00    | 0.02%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    551000 | PA      | $264480.00    | 0.05%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    327000 | PA      | $156960.00    | 0.03%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                     | LBM Acquisition LLC 2024 Incremental Term Loan B                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    430000 | PA      | $342873.40    | 0.07%             | 2031-06-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91058.75     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    161000 | PA      | $149283.60    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178078.46    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    266000 | PA      | $276306.17    | 0.05%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    560000 | PA      | $373623.96    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                 | Les Schwab Tire Centers 2025 Term Loan B                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    509514 | PA      | $507603.66    | 0.10%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                             | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    380379 | PA      | $380379.24    | 0.07%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38169.72     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $204553.27    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253984.13    | 0.05%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    312000 | PA      | $297038.60    | 0.06%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185790.44    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334081.84    | 0.06%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                                             | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    200000 | PA      | $200250.00    | 0.04%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                            | Lavender Dutch BorrowerCo BV USD Term Loan                                       | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |    589822 | PA      | $580237.87    | 0.11%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    236000 | PA      | $205425.40    | 0.04%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                           | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212925 | PA      | $203370.69    | 0.04%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57187.50     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1916778 | PA      | $1951895.56   | 0.37%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1826077.23   | 0.35%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1952223.31   | 0.37%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                   | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1890000 | PA      | $1888034.40   | 0.36%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14650.08     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $210500.00    | 0.04%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89288.10     | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132258.15    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $136419.05    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    582000 | PA      | $625923.54    | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $287986.92    | 0.06%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    228000 | PA      | $243486.22    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                     | Ligado Networks LLC                                                              | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236480 | PA      | $75673.60     | 0.01%             | 2049-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95631.95     | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | 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        |   1118388 | PA      | $1140207.74   | 0.22%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    321000 | PA      | $327738.11    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $212860.00    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170507.88    | 0.03%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156024.14    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc 2025 Term Loan B                                   | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    896752 | PA      | $895631.56    | 0.17%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451905.75    | 0.09%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                  | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    379000 | PA      | $364751.91    | 0.07%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                  | LSF12 Helix Parent LLC USD Term Loan B                                           | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    743642 | PA      | $732859.41    | 0.14%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    271366 | PA      | $272996.76    | 0.05%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                            | M6 ETX Holdings II Midco LLC 2025 1st Lien Term Loan B                           | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295825 | PA      | $296612.21    | 0.06%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261540.50    | 0.05%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                     | MKS Instruments Inc 2026 USD Term Loan B                                         | CUSIP: 55314NBB9<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    766000 | PA      | $766237.46    | 0.15%             | 2033-02-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184458.04    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    819000 | PA      | $830312.03    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1779782 | PA      | $1777895.78   | 0.34%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234382.42    | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    554000 | PA      | $543285.42    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $875219.71    | 0.17%             | 2037-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                               | Madison Safety & Flow LLC 2025 1st Lien Term Loan B                              | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    264204 | PA      | $264040.25    | 0.05%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354000.00    | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $777390.75    | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $152313.76    | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    267000 | PA      | $197490.58    | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143066.09    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $509030.03    | 0.10%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    303000 | PA      | $306299.68    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    253000 | PA      | $251400.32    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    198000 | PA      | $183492.81    | 0.04%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153488.82    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177817.08    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252671.51    | 0.05%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $63855.67     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3672000.00   | 0.70%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    249000 | PA      | $231362.78    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company              | Mauser Packaging Solutions Holding Company 2025 Term Loan B                      | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    550000 | PA      | $530552.00    | 0.10%             | 2030-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                       | Mavis Tire Express Services Corp 2025 Repriced Term Loan                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1721532 | PA      | $1718743.20   | 0.33%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                              | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1281854 | PA      | $1261485.67   | 0.24%             | 2031-12-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251988.35    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    920198 | PA      | $818976.12    | 0.16%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $792383.43    | 0.15%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline CO LLC                                   | Meade Pipeline CO LLC Term Loan B                                                | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    148000 | PA      | $147752.84    | 0.03%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    384518 | PA      | $76261.46     | 0.01%             | 2028-11-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                           | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    247000 | PA      | $19760.00     | 0.00%             | 2029-11-01      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    774778 | PA      | $775792.48    | 0.15%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Incremental Term Loan B                                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1356037 | PA      | $1357514.80   | 0.26%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $649092.09    | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    461000 | PA      | $468023.34    | 0.09%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375570.00    | 0.07%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333828.60    | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $150390.70    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    472000 | PA      | $459489.17    | 0.09%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143398.50    | 0.03%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96157.29     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149015.95    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194076.82    | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $372744.00    | 0.07%             | 2030-01-15      | Fixed         | 5.63%                 | 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        |     72000 | PA      | $69826.98     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323033 | PA      | $313073.57    | 0.06%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    528000 | PA      | $527835.74    | 0.10%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    342000 | PA      | $335709.87    | 0.06%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166134.44    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc 2024 Term Loan B                                       | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    424103 | PA      | $424632.77    | 0.08%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1573133.32   | 0.30%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                              | Mitchell International Inc 2024 2nd Lien Term Loan                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    163214 | PA      | $146025.93    | 0.03%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    285004 | PA      | $254998.67    | 0.05%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255932.50    | 0.05%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176123.87    | 0.03%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39753.22     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    324000 | PA      | $318526.12    | 0.06%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16990.13     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                | Moog Inc                                                                         | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124389.56    | 0.02%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2674675.59   | 0.51%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     55000 | NS      | $1377750.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $192030.00    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1268727.42   | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24608.64     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc Term Loan B                                                       | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    172568 | PA      | $173915.25    | 0.03%             | 2032-04-07      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     92000 | PA      | $91301.97     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $54407.69     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    638000 | PA      | $619075.90    | 0.12%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2025 Term Loan B                                                   | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $766640.50    | 0.15%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                  | NGL ENERGY PARTNERS LP 2026 TERM LOAN B                                          | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    376000 | PA      | $376000.00    | 0.07%             | 2033-03-11      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    233000 | PA      | $240024.48    | 0.05%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    687000 | PA      | $707983.73    | 0.14%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    424000 | PA      | $457377.70    | 0.09%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    808000 | PA      | $808206.04    | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    268000 | PA      | $270136.55    | 0.05%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208687.55    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    604000 | PA      | $595800.34    | 0.11%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1594369.52   | 0.31%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   1844466 | PA      | $1846476.19   | 0.35%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171972.79    | 0.03%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    862475 | PA      | $856006.77    | 0.16%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    237192 | PA      | $125118.58    | 0.02%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    333449 | PA      | $68913.82     | 0.01%             | 2030-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $795657.35    | 0.15%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7798.75      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    133000 | PA      | $118575.82    | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                              | Waystar Technologies Inc 2025 Term Loan B                                        | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    347471 | PA      | $346167.81    | 0.07%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $314768.10    | 0.06%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    414000 | PA      | $415150.09    | 0.08%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265369.10    | 0.05%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349286.04    | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1614278 | PA      | $1419047.60   | 0.27%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299696.27    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79800.79     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $315235.19    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                      | Risewell Homes Inc                                                               | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226272.93    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                      | Risewell Homes Inc                                                               | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55735.81     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56612.88     | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99526.34     | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71033.68     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221923.00    | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                       | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    483000 | PA      | $477165.36    | 0.09%             | 2033-03-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3744091.50   | 0.72%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                  | XPLR Infrastructure LP                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    632000 | PA      | $625680.00    | 0.12%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $228800.00    | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    446000 | PA      | $428624.29    | 0.08%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $206569.35    | 0.04%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    607000 | PA      | $624506.69    | 0.12%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49420.16     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $519242.75    | 0.10%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    358000 | PA      | $370405.77    | 0.07%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $172507.57    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $471307.76    | 0.09%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2024 Term Loan B                                                 | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1734922 | PA      | $1715404.51   | 0.33%             | 2029-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2025 Term Loan B                                                 | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    270952 | PA      | $266381.53    | 0.05%             | 2032-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    630000 | PA      | $593775.00    | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $765958.57    | 0.15%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    348000 | PA      | $351017.51    | 0.07%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    678000 | PA      | $665045.25    | 0.13%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                     | Novelis Corporation 2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1363230 | PA      | $1362657.44   | 0.26%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                          | OHS Issuer LLC                                                                   | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284762 | PA      | $279187.42    | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    569036 | PA      | $569633.02    | 0.11%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000014.10   | 0.19%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   2190000 | PA      | $2176312.50   | 0.42%             | 2033-03-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1144884.35   | 0.22%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1134830.57   | 0.22%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    839137 | PA      | $843029.77    | 0.16%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113568.64    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71288.76     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                         | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205865.80    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |     82516 | PA      | $82489.53     | 0.02%             | 2031-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    596000 | PA      | $582114.87    | 0.11%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1651549.18   | 0.32%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1391674 | PA      | $1333752.88   | 0.26%             | 2031-06-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2025 USD Term Loan B                        | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    833910 | PA      | $801729.41    | 0.15%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                       | Omnicom Group Inc                                                                | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174260.06    | 0.03%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    258000 | PA      | $252195.00    | 0.05%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                      | OMNIA Partners LLC 2024 Term Loan B                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    324917 | PA      | $324309.41    | 0.06%             | 2032-12-31      | Floating      | 6.43%                 | 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        |    108000 | PA      | $105567.73    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    134000 | PA      | $132122.90    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | 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        |    351000 | PA      | $329913.75    | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    129000 | PA      | $129280.96    | 0.02%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161651.86    | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381831.60    | 0.07%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46245.64     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96107.28     | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119115.55    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320178.31    | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130985.90    | 0.03%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    327000 | PA      | $319753.97    | 0.06%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $341265.57    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $642431.24    | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                 | OneDigital Borrower LLC 2025 Repriced Term Loan                                  | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    250392 | PA      | $241551.05    | 0.05%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                       | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258053.75    | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $4709682.40   | 0.90%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $317305.59    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    242000 | PA      | $230211.24    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198554.00    | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $473926.71    | 0.09%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415932.36    | 0.08%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    595000 | PA      | $572085.54    | 0.11%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1925814.82   | 0.37%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236130.53    | 0.05%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc 2025 Term Loan B                                          | CUSIP: 68404YAD6<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    871166 | PA      | $873892.46    | 0.17%             | 2032-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Orbcomm Inc                                             | Orbcomm Inc Term Loan B                                                          | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |    303926 | PA      | $279763.86    | 0.05%             | 2028-09-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                            | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    195009 | PA      | $185355.88    | 0.04%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388141.38    | 0.07%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                     | Orion US Finco Inc 1st Lien Term Loan                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521000 | PA      | $515248.16    | 0.10%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1438320 | PA      | $1438722.86   | 0.28%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings Inc 2026 Term Loan B                                              | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1112000 | PA      | $1090182.56   | 0.21%             | 2032-07-30      | Floating      | 6.20%                 | 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        |     88000 | PA      | $87792.55     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | 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        |    107000 | PA      | $103236.38    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | 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        |    222000 | PA      | $214008.09    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $264849.10    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39080.69     | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219777.34    | 0.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation           | PECF USS INTERMDTE HLD III CRP 2026 TERM LOAN                                    | CUSIP: 69291LAJ5<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |     79878 | PA      | $76383.41     | 0.01%             | 2033-03-03      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164305.92    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2091329.16   | 0.40%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    619000 | PA      | $624431.11    | 0.12%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | Pye-Barker Fire & Safety LLC 2025 Term Loan                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    610740 | PA      | $611283.56    | 0.12%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                              | Paint Intermediate III LLC 2024 Term Loan B                                      | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    274922 | PA      | $273377.44    | 0.05%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1518905.90   | 0.29%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2473279.94   | 0.47%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    224000 | PA      | $226742.66    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | 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        |     84000 | PA      | $82022.16     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $123223.07    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                  | PENN Entertainment Inc 2022 Term Loan B                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    532022 | PA      | $533129.05    | 0.10%             | 2029-05-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    258000 | PA      | $263925.23    | 0.05%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147078.67    | 0.03%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    277000 | PA      | $267302.88    | 0.05%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    138000 | PA      | $129145.70    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    955149 | PA      | $813472.02    | 0.16%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164256.51    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277511.62    | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564228.05    | 0.11%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                           | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $516855.46    | 0.10%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    221000 | PA      | $228844.40    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187429.02    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $86680.93     | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                | Perrigo Investments LLC 2024 Term Loan B                                         | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    328026 | PA      | $325703.27    | 0.06%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     95000 | PA      | $86732.63     | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     62000 | PA      | $51088.00     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $48690.00     | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    158000 | PA      | $151119.10    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129782 | PA      | $136452.79    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    625000 | PA      | $628931.25    | 0.12%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                       | Parexel International Corporation 2025 Repriced Term Loan B                      | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |   1796048 | PA      | $1788558.17   | 0.34%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 6                                                                 | CUSIP: 72132YBE4<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238763.35    | 0.05%             | 2034-05-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                               | Ping Identity Corporation 2025 Term Loan                                         | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |    296000 | PA      | $291930.00    | 0.06%             | 2032-11-15      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Pinnacle Buyer LLC                                      | Pinnacle Buyer LLC Term Loan                                                     | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    479299 | PA      | $479447.51    | 0.09%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc 2026 Term Loan B                                           | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   1052176 | PA      | $1052176.02   | 0.20%             | 2030-12-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     50000 | PA      | $51812.50     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    961783 | PA      | $843964.18    | 0.16%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113280.55    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29753.96     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103054.58    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69945.13     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    349000 | PA      | $341742.96    | 0.07%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460280.82    | 0.09%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198333.31    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    421409 | PA      | $420566.65    | 0.08%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $70760.00     | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $91300.00     | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $122366.00    | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99946.42     | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                       | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194550.00    | 0.04%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                | Proampac PG Borrower LLC 2026 USD Term Loan B                                    | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    593484 | PA      | $571673.02    | 0.11%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                             | Project Boost Purchaser LLC 2025 Refinancing Term Loan                           | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    872802 | PA      | $839967.14    | 0.16%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    262218 | PA      | $232718.11    | 0.04%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   2032623 | PA      | $1964875.38   | 0.38%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Spectris Plc                                            | Spectris Plc USD Term Loan                                                       | CUSIP: 74352DAB6<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | LON              | CORP              | US        |    133000 | PA      | $133000.00    | 0.03%             | 2032-12-06      | Floating      | 6.45%                 | 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        |     18259 | PA      | $24818.67     | 0.00%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1079815 | PA      | $1060248.40   | 0.20%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc Term Loan B                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1353608 | PA      | $1350223.48   | 0.26%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277329.91    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216383.32    | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $487045.22    | 0.09%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                    | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    528932 | PA      | $439013.95    | 0.08%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    893000 | PA      | $910851.96    | 0.17%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2024 Term Loan B2                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    691905 | PA      | $690922.40    | 0.13%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    377190 | PA      | $376247.02    | 0.07%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    783080 | PA      | $781388.65    | 0.15%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                        | QuidelOrtho Corp Term Loan                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    538295 | PA      | $537116.13    | 0.10%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $45216.13     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1218831.61   | 0.23%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    318000 | PA      | $322973.52    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | 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        |    302000 | PA      | $292757.60    | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    342000 | PA      | $348195.67    | 0.07%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $254569.00    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                 | RHP Hotel Properties LP 2024 1st Lien Term Loan B                                | CUSIP: 74958NAL0<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              |  | US        |    244597 | PA      | $243985.81    | 0.05%             | 2030-05-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                          | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113221.93    | 0.02%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    535000 | PA      | $527966.73    | 0.10%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 24 Ltd                                                                        | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $250039.58    | 0.05%             | 2037-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                      | Radiate Holdco LLC 2025 FLFO Term Loan                                           | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   2067348 | PA      | $1833903.35   | 0.35%             | 2029-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                      | Radiate Holdco LLC 2025 Term Loan                                                | CUSIP: 75025KAQ1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     19258 | PA      | $19225.79     | 0.00%             | 2029-06-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    214000 | PA      | $221493.67    | 0.04%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    361000 | PA      | $384680.89    | 0.07%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $110000.00    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                        | Rand Parent LLC 2025 Term Loan B                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    755800 | PA      | $753963.29    | 0.14%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $240206.85    | 0.05%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC Term Loan B                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296867 | PA      | $290876.66    | 0.06%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    919798 | PA      | $879658.22    | 0.17%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38914 | PA      | $38968.13     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271200 | PA      | $271577.24    | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $141188.01    | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                    | Legence Holdings LLC 2025 Repriced Term Loan B                                   | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    712036 | PA      | $712926.28    | 0.14%             | 2031-12-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $298655.49    | 0.06%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                               | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245134.25    | 0.05%             | 2038-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1598816.16   | 0.31%             | 2038-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                           | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $962850.00    | 0.18%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| RESILIENCE PARENT LLC                                   | Resilience Parent LLC 1st Lien Term Loan                                         | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1166000 | PA      | $1159073.96   | 0.22%             | 2033-02-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    594333 | PA      | $594184.62    | 0.11%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740352.08    | 0.14%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2025 Incremental Term Loan                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    558195 | PA      | $556101.77    | 0.11%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55757.17     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226613.62    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc Term Loan B                                             | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    304153 | PA      | $295572.90    | 0.06%             | 2028-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc 2022 Incremental Term Loan                              | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    139666 | PA      | $138589.17    | 0.03%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings Inc                                       | Zurn Holdings Inc 2021 Term Loan B                                               | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    389461 | PA      | $390921.94    | 0.07%             | 2028-10-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                          | Reynolds Consumer Products LLC 2025 Term Loan B                                  | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    194787 | PA      | $195322.64    | 0.04%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                  | Ring Container Technologies Group LLC 2025 Term Loan B                           | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |    597894 | PA      | $591466.39    | 0.11%             | 2032-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $164750.32    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                 | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139646.67    | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                     | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $225428.67    | 0.04%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    347000 | PA      | $339279.98    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1013263.91   | 0.19%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $915734.06    | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $413603.47    | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $675130.12    | 0.13%             | 2032-02-01      | Fixed         | 7.13%                 | 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        |    471000 | PA      | $465904.96    | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25098.28     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49728.27     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAL9<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   2976600 | PA      | $2978096.34   | 0.57%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     62000 | PA      | $61952.26     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC        | Roper Industrial Products Investment Company LLC 2026 USD Term Loan B            | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    412664 | PA      | $412263.45    | 0.08%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                    | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1197670 | PA      | $1194675.92   | 0.23%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229300.59    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121096.36    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                               | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1014491 | PA      | $1017453.49   | 0.20%             | 2031-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    586000 | PA      | $555276.49    | 0.11%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                               | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115224.60    | 0.02%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                               | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $235446.76    | 0.05%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    578000 | PA      | $576366.93    | 0.11%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    211000 | PA      | $211007.17    | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1433055 | PA      | $1427408.81   | 0.27%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                 | State Street Blackstone Senior Loan ETF                                          | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |    195000 | NS      | $7827300.00   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                             | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    236485 | PA      | $232938.20    | 0.04%             | 2031-12-04      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                 | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2177649.11   | 0.42%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions LLC                            | Springs Windows Fashions LLC 2024 FLFO A1 Term Loan                              | CUSIP: 78489HAG3<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |    128626 | PA      | $127339.69    | 0.02%             | 2029-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                     | SWF Holdings I Corp                                                              | CUSIP: 78500CAA2<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    209600 | PA      | $75456.00     | 0.01%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    493000 | PA      | $485165.39    | 0.09%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $755212.37    | 0.14%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      5656 | PA      | $5571.16      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                            | Sanmina Corp Term Loan B                                                         | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |    531000 | PA      | $530336.25    | 0.10%             | 2032-10-27      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| Savor Acquisition, Inc.                                 | Savor Acquisition Inc Term Loan B                                                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     33915 | PA      | $33920.89     | 0.01%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                     | Sazerac Company Inc Repriced Term Loan B                                         | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    248500 | PA      | $248154.59    | 0.05%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111206.32    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229330.25    | 0.04%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $163451.70    | 0.03%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51989.40     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                    | Light and Wonder International Inc 2026 Term Loan B                              | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    654158 | PA      | $653614.99    | 0.13%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                            | Scientific Games Holdings LP 2024 USD Term Loan B                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    540387 | PA      | $531757.39    | 0.10%             | 2029-04-04      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    151000 | PA      | $153482.44    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    449000 | PA      | $471534.41    | 0.09%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    557000 | PA      | $583984.42    | 0.11%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     79000 | PA      | $78703.71     | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59442.50     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1794641 | PA      | $1759717.58   | 0.34%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $188763.75    | 0.04%             | 2034-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    659910 | PA      | $657428.40    | 0.13%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    168000 | PA      | $162113.23    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    387000 | PA      | $370101.03    | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50086.09     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    227000 | PA      | $231536.37    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $200000.00    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236459.62    | 0.05%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    273000 | PA      | $251875.75    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344890.14    | 0.07%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    556000 | PA      | $554930.37    | 0.11%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148338 | PA      | $151302.22    | 0.03%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1418000 | PA      | $1480848.60   | 0.28%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    213000 | PA      | $211112.43    | 0.04%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    261000 | PA      | $237456.57    | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726000 | PA      | $713908.50    | 0.14%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                     | Shift4 Payments LLC 2025 Repriced Term Loan B                                    | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    318202 | PA      | $317209.71    | 0.06%             | 2032-07-03      | Floating      | 5.65%                 | 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        |    129000 | PA      | $124147.80    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665850.08    | 0.13%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    477000 | PA      | $476334.16    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93630.31     | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110177.47    | 0.02%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    347000 | PA      | $327661.76    | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221033.67    | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                      | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    467000 | PA      | $468947.39    | 0.09%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    413000 | PA      | $407235.43    | 0.08%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    691000 | PA      | $687689.83    | 0.13%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                   | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $425302.49    | 0.08%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                              | Sotera Health Holdings LLC 2025 Term Loan B                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   1116317 | PA      | $1116317.37   | 0.21%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202462.71    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $165025.00    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $204926.00    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                    | Sparta US HoldCo LLC 2024 Term Loan B                                            | CUSIP: 84673EAE9<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |   1110865 | PA      | $1108876.82   | 0.21%             | 2030-08-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182255.16    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                         | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450832 | PA      | $446016.08    | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    406000 | PA      | $404148.92    | 0.08%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    917000 | PA      | $925373.13    | 0.18%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339115.67    | 0.07%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442567.58    | 0.08%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55577.66     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    494000 | PA      | $494255.40    | 0.09%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    504000 | PA      | $498332.76    | 0.10%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269008.76    | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1976.96      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    519000 | PA      | $489191.18    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    353000 | PA      | $316417.37    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                 | Standard Industries Inc 2021 Term Loan B                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    210406 | PA      | $209909.44    | 0.04%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171091.57    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    256000 | PA      | $259720.96    | 0.05%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    744000 | PA      | $770784.74    | 0.15%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    171000 | PA      | $176066.56    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     90000 | PA      | $89825.45     | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     87000 | PA      | $88850.40     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    238000 | PA      | $241382.93    | 0.05%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    194000 | PA      | $168374.72    | 0.03%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    172000 | PA      | $160594.68    | 0.03%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99384.12     | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1384740 | PA      | $1383189.09   | 0.27%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                       | STERLING COOFS TR                                                                | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    606848 | PA      | $0.06         | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            |                  3 | On Loan: No      |
| Sterling Bank Trust                                     | Sterling COOFS Trust 2004-2                                                      | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226357 | PA      | $0.02         | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            |                  3 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188278.00    | 0.04%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123976.20    | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                               | Stonepeak Nile Parent LLC 2025 Term Loan B                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    443980 | PA      | $442790.34    | 0.08%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118571.06    | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291312 | PA      | $293192.49    | 0.06%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $85619.93     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                  | Summit Acquisition Inc 2025 Add-on Term Loan                                     | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80798 | PA      | $80595.51     | 0.02%             | 2031-10-16      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234732.35    | 0.04%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208906.26    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123431.25    | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123619.24    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204149.07    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                             | Surgery Center Holdings Inc 2025 Term Loan B                                     | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    853271 | PA      | $852861.69    | 0.16%             | 2030-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    878000 | PA      | $862348.15    | 0.17%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    729835 | PA      | $720843.80    | 0.14%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $500178.25    | 0.10%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $250126.41    | 0.05%             | 2038-12-05      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp                                    | TMK Hawk Parent Corp 2024 Term Loan B                                            | CUSIP: 87258WAV7<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |    786184 | PA      | $357713.91    | 0.07%             | 2029-07-02      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| TMK Hawk Parent Corp                                    | TMK Hawk Parent Corp 2024 PIK Term Loan                                          | CUSIP: 87258WAW5<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |     27568 | PA      | $0.00         | 0.00%             | 2031-12-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC 2024-1 Incremental Term Loan                             | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    333775 | PA      | $334052.03    | 0.06%             | 2031-12-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC 2025 Term Loan B                                         | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    793012 | PA      | $792869.76    | 0.15%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62944.62     | 0.01%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $146748.01    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | 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        |    100000 | PA      | $98681.94     | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $515397.24    | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103090.13    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    248128 | PA      | $246887.48    | 0.05%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     37699 | PA      | $39033.04     | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    381000 | PA      | $424314.75    | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    204000 | PA      | $196177.15    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43639.37     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                            | Somnigroup International Inc Term Loan B                                         | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    283360 | PA      | $283832.94    | 0.05%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251625.50    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    451000 | PA      | $460981.98    | 0.09%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278257.65    | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173385.92    | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    453000 | PA      | $451388.81    | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    829000 | PA      | $806807.67    | 0.15%             | 2028-11-17      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64038.37     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173121.14    | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    302000 | PA      | $299079.66    | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    882044 | PA      | $882872.83    | 0.17%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Associated Materials Inc                                | Associated Materials Inc 2022 Term Loan B                                        | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |    192469 | PA      | $157824.51    | 0.03%             | 2029-03-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2031)                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1542064 | PA      | $1407904.57   | 0.27%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2032)                                 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1605733 | PA      | $1464364.49   | 0.28%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1842852.30   | 0.35%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    206000 | PA      | $219458.39    | 0.04%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1006847 | PA      | $1000735.07   | 0.19%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B9                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    531301 | PA      | $527917.02    | 0.10%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $207593.30    | 0.04%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $277990.02    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1165985.28   | 0.22%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1504565.24   | 0.29%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1267698.41   | 0.24%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    811000 | PA      | $810544.70    | 0.16%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1451221.05   | 0.28%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194117.95    | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1335272.39   | 0.26%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1139925.64   | 0.22%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2689270 | PA      | $2688973.71   | 0.52%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan L                                                   | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    484620 | PA      | $484464.92    | 0.09%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1674585 | PA      | $1674183.10   | 0.32%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    840738 | PA      | $840511.42    | 0.16%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    317000 | PA      | $317060.23    | 0.06%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Company LP                     | TransMontaigne Operating Company LP Term Loan B                                  | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |    296134 | PA      | $295467.59    | 0.06%             | 2030-03-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56612.70     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    183000 | PA      | $195535.50    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     34300 | PA      | $35678.62     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $47529.68     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    313000 | PA      | $328273.77    | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TREEHOUSE FOODS INC 2026 TERM LOAN B                                             | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    568000 | PA      | $564688.56    | 0.11%             | 2033-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-1 Ltd                                                         | CUSIP: 89624NAS7<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245477.88    | 0.05%             | 2037-07-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    500002 | PA      | $500172.44    | 0.10%             | 2028-03-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216541.80    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                     | Turquoise Topco Ltd Term Loan B                                                  | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    546000 | PA      | $527916.48    | 0.10%             | 2032-12-30      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                             | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    106223 | PA      | $71269.22     | 0.01%             | 2028-01-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                   | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    240849 | PA      | $164379.21    | 0.03%             | 2028-01-31      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226842 | PA      | $224219.82    | 0.04%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1955637 | PA      | $1925696.30   | 0.37%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1511381 | PA      | $1442054.06   | 0.28%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200300.00    | 0.04%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294246.84    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4400000 | PA      | $4955451.60   | 0.95%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $213165.04    | 0.04%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                              | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   2286706 | PA      | $2283778.91   | 0.44%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    649000 | PA      | $634277.71    | 0.12%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190397.21    | 0.04%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT                                              | TRAVELPORT                                                                       | CUSIP: 000000000<br>LEI: IO4AG7EXK7ETMHT8ZR57 | Long             | EC               | CORP              | US        |        91 | NS      | $93701.79     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| LEARFIELD COMMUNICATIONS LLC                            | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 000000000<br>LEI: 549300177GK4LMS8T214 | Long             | EC               | CORP              | US        |      1588 | NS      | $177856.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    249000 | PA      | $237057.96    | 0.05%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562303.25    | 0.11%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.              | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                         | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    600830 | PA      | $600985.92    | 0.12%             | 2029-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                            | US Foods Inc 2024 1st Lien Term Loan B                                           | CUSIP: 90351HAG3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    641875 | PA      | $646329.61    | 0.12%             | 2031-10-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1016458 | PA      | $1012646.46   | 0.19%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1498534 | PA      | $1493858.38   | 0.29%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $241451.99    | 0.05%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $244063.71    | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $274357.75    | 0.05%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $461654.23    | 0.09%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc 2026 Term Loan B                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    701219 | PA      | $698154.25    | 0.13%             | 2031-02-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    297000 | PA      | $290857.06    | 0.06%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195400.00    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195153.66    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    538000 | PA      | $523140.22    | 0.10%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $115690.92    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82555.28     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    778000 | PA      | $792381.93    | 0.15%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    592000 | PA      | $600875.26    | 0.12%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    666000 | PA      | $669250.08    | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    233000 | PA      | $240133.33    | 0.05%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201250 | PA      | $201697.39    | 0.04%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                             | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366696 | PA      | $365173.69    | 0.07%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                          | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    376207 | PA      | $375872.30    | 0.07%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $297744.27    | 0.06%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $555248.24    | 0.11%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                   | UTZ Quality Foods LLC 2025 Term Loan B                                           | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    249487 | PA      | $249175.10    | 0.05%             | 2032-01-29      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                            | VS Buyer LLC 2025 Term Loan B                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1436162 | PA      | $1400257.84   | 0.27%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                              | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $890038.39    | 0.17%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    329000 | PA      | $332707.83    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187436.50    | 0.04%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    237000 | PA      | $245577.27    | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                          | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    517000 | PA      | $541822.72    | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209400.00    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572000 | PA      | $569097.67    | 0.11%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $318769.16    | 0.06%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    499000 | PA      | $559268.22    | 0.11%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    864000 | PA      | $900671.86    | 0.17%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1121641.97   | 0.22%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    611000 | PA      | $628368.29    | 0.12%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1018135.86   | 0.20%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1412170.49   | 0.27%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2252152.84   | 0.43%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $178750.66    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666327.01    | 0.13%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114620.91    | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307250.40    | 0.06%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291236.71    | 0.06%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1057870 | PA      | $1010579.78   | 0.19%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108834.74    | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $51093.79     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    549000 | PA      | $579164.81    | 0.11%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    536000 | PA      | $529199.15    | 0.10%             | 2033-10-15      | Fixed         | 5.88%                 | 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        |    162000 | PA      | $161755.28    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $582996.64    | 0.11%             | 2054-05-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182918.60    | 0.04%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209267.93    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $180166.84    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    396000 | PA      | $409839.16    | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      8000 | PA      | $8366.88      | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vizient Inc                                             | Vizient Inc 2024 Term Loan B                                                     | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    569276 | PA      | $568387.85    | 0.11%             | 2031-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $515303.46    | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172073.26    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $226935.11    | 0.04%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     47000 | PA      | $47817.80     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1395324.96   | 0.27%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500996.60    | 0.10%             | 2032-10-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    304000 | PA      | $315617.06    | 0.06%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    635809 | PA      | $630773.39    | 0.12%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1095385.84   | 0.21%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235606.30    | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    404000 | PA      | $393639.55    | 0.08%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471019.88    | 0.09%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                      | WR Grace & Co-Conn 2025 Term Loan B                                              | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    896873 | PA      | $892765.00    | 0.17%             | 2032-08-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                     | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1523532 | PA      | $1520195.46   | 0.29%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     15143 | NS      | $252043.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLENNIUM LENDER CLAIM T                               | MILLENNIUM LENDER CLAIM T 12/49 ZCP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917752 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TEXAS COMPETITIVE ELECTRIC HOL                          | Texas Competitive Electric HOL Corp Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2021-11-10      | Floating      | 5.03%                 | No            |                  3 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $139808.34    | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    276567 | NS      | $276566.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIFORGE GROUP INC COMMON STOCK                       | AMERIFORGE GROUP INC COMMON STOCK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/18 4.75                             | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $25428.70     | 0.00%             | 2022-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1048795 | PA      | $1038967.41   | 0.20%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    618000 | PA      | $631903.13    | 0.12%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Berkline Benchcraft Sub No                              | Berkline Benchcraft Sub No                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.02         | 0.00%             | 2022-06-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $25428.70     | 0.00%             | 2022-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -789719 | PA      | $-789718.75   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    941000 | PA      | $951587.19    | 0.18%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $221835.24    | 0.04%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OLA Netherlands B.V.                                    | OLA Netherlands BV Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    609011 | PA      | $604443.35    | 0.12%             | 2026-12-15      | Floating      | 10.02%                | 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        |    434164 | PA      | $434980.60    | 0.08%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    556000 | PA      | $568103.56    | 0.11%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                              | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    845000 | PA      | $824297.50    | 0.16%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $159943.73    | 0.03%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $118654.73    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250061.04    | 0.05%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                       | WOOF Holdings Inc 2025 Second Out Exchange Term Loan                             | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59889 | PA      | $8025.16      | 0.00%             | 2029-12-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    149000 | PA      | $152505.97    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94744.87     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192841.99    | 0.04%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    308000 | PA      | $303333.49    | 0.06%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE KING (CARNELIAN POINT)                          | SERVICE KING (CARNELIAN POINT)                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1315 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRVA BGRS HOLDINGS INC                                 | SIRVA BGRS HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $296.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRVA BGRS HOLDINGS PREFERRED                           | SIRVA BGRS HOLDINGS PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       107 | NS      | $18660.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP HERENS HOLD                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -162975 | PA      | $-162975.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP CHARTER COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -342656 | PA      | $-342656.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP VERIZON COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -662500 | PA      | $-662500.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP BROOKFIELD                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -243815 | PA      | $-243815.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP ATLAS LUXCO                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -623290 | PA      | $-623290.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SVP SINGER                                              | SVP SINGER                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4245 | NS      | $19102.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                           | RRP MPT OPERATI                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -756551 | PA      | $-756551.25   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HEARTHSIDE EQUITY                                       | HEARTHSIDE EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4335 | NS      | $80197.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC 6 31JA                            | INCORA TOP HOLDCO LLC 6 31JA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198065 | PA      | $44782.43     | 0.01%             | 2033-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE                                               | AIMBRIDGE                                                                        | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |      2749 | NS      | $123723.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $12627.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1576 | NS      | $29944.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    339000 | PA      | $332074.87    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2024 Term Loan B2                                                        | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    167870 | PA      | $166926.22    | 0.03%             | 2028-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2025 Incremental Term Loan B                                             | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    306900 | PA      | $303831.00    | 0.06%             | 2032-03-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    421821 | PA      | $420842.56    | 0.08%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM CORP CLAIM                                   | MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861100 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2138682 | PA      | $2052343.35   | 0.39%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| IMPULSORA PIPELINE                                      | Impulsora Pipeline                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1217086 | PA      | $1064285.38   | 0.20%             | 2043-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496905.00    | 0.10%             | 2037-10-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1958415.46   | 0.38%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249990.80    | 0.05%             | 2035-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                      | Whitewater Matterhorn Holdings LLC 2026 Term Loan B                              | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    449650 | PA      | $446839.69    | 0.09%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369842.82    | 0.07%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2283 | NS      | $43377.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    378000 | PA      | $387592.88    | 0.07%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32359.81     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216363.06    | 0.04%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                           | Wilsonart LLC 2024 Term Loan B                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |   1808404 | PA      | $1568790.71   | 0.30%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $221088.98    | 0.04%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1097414.85   | 0.21%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC 2025 Term Loan B                                         | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    707228 | PA      | $706789.02    | 0.14%             | 2032-10-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                      | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405464.15    | 0.08%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                             | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $824793.32    | 0.16%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    179060 | PA      | $162414.58    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     12329 | PA      | $12465.85     | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $993279.20    | 0.19%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                      | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    674700 | PA      | $676481.38    | 0.13%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140708.71    | 0.03%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $506367.37    | 0.10%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $485337.44    | 0.09%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188023.89    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $391980.50    | 0.08%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $982962.50    | 0.19%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    121000 | PA      | $122162.21    | 0.02%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    686000 | PA      | $708467.87    | 0.14%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    547000 | PA      | $575827.45    | 0.11%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142616.57    | 0.03%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2356072 | PA      | $2342265.42   | 0.45%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    308201 | PA      | $287853.57    | 0.06%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1662833 | PA      | $1630141.50   | 0.31%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117797.47    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                     | AllSpring Buyer LLC 2024 Term Loan B                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319391 | PA      | $319390.98    | 0.06%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                | Zelis Payments Buyer Inc Term Loan B                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    636760 | PA      | $615555.41    | 0.12%             | 2029-09-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                | Zelis Payments Buyer Inc 5th Amendment Term Loan                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   1182060 | PA      | $1141869.96   | 0.22%             | 2031-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $193069.13    | 0.04%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186776.82    | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -690046 | PA      | $-690045.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BIG RIVER S                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -748572 | PA      | $-748572.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP FERTITTA EN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -332995 | PA      | $-332995.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -400000 | PA      | $-400000.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ROCKCLIFF E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -263145 | PA      | $-263145.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -406858 | PA      | $-406857.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP VIAVI SOLUT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -87290 | PA      | $-87290.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -204688 | PA      | $-204687.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -206242 | PA      | $-206242.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TALLGRASS E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -401528 | PA      | $-401527.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BEACH ACQUI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -719152 | PA      | $-719152.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -439580 | PA      | $-439580.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -564558 | PA      | $-564557.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP HEALTHPEAK                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -875000 | PA      | $-875000.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP ELEVANCE HE                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -950000 | PA      | $-950000.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -624608 | PA      | $-624607.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -603250 | PA      | $-603250.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALLY FINANC                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1772500 | PA      | $-1772500.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP QUIKRETE HO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1125372 | PA      | $-1125372.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -327990 | PA      | $-327990.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -398688 | PA      | $-398688.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1369918 | PA      | $-1369917.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -853905 | PA      | $-853905.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -349751 | PA      | $-349751.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                            | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |  -1287200 | PA      | $-1287200.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILTON DOME                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -143260 | PA      | $-143260.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -256648 | PA      | $-256647.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELEMENT SOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1127912 | PA      | $-1127912.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -422725 | PA      | $-422725.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP INVERSION E                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -532475 | PA      | $-532475.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RAKUTEN GRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -389216 | PA      | $-389215.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1092960 | PA      | $-1092960.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCOSA INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -211990 | PA      | $-211990.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ATI INC 5.1                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -195381 | PA      | $-195381.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -129806 | PA      | $-129806.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STAR HOLDIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -236160 | PA      | $-236160.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -672016 | PA      | $-672016.40   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAYA SAS 8.                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -489782 | PA      | $-489782.29   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -154114 | PA      | $-154113.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AHP HEALTH                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -317831 | PA      | $-317831.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SEAGATE DAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552947 | PA      | $-552947.02   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -109656 | PA      | $-109656.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -224536 | PA      | $-224536.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCHROCK PA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -475324 | PA      | $-475323.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UBS AG (STA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1173000 | PA      | $-1173000.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ANYWHERE RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -259335 | PA      | $-259335.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHURCHILL D                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -642206 | PA      | $-642206.25   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PENNYMAC FI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -145225 | PA      | $-145225.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1459575 | PA      | $-1459575.08  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -382622 | PA      | $-382622.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MPLX LP                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -178756 | PA      | $-178756.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -349363 | PA      | $-349363.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -173075 | PA      | $-173075.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP QXO BUILDIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -878489 | PA      | $-878488.75   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -829347 | PA      | $-829347.28   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WINDSTREAM                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -959500 | PA      | $-959500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BRAND INDUS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1329660 | PA      | $-1329660.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -214515 | PA      | $-214515.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107809 | PA      | $-107808.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -706879 | PA      | $-706878.75   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -261765 | PA      | $-261765.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -291259 | PA      | $-291258.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -619944 | PA      | $-619944.28   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAYA SAS 7.                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -204438 | PA      | $-204437.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NGL ENERGY                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -203835 | PA      | $-203835.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ABBVIE INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -975000 | PA      | $-975000.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -171350 | PA      | $-171350.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WILLIAMS SC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -361430 | PA      | $-361430.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -146610 | PA      | $-146610.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EFESTO BIDC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -893909 | PA      | $-893908.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLARIOS GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -642105 | PA      | $-642105.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FIBERCOP SP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -183792 | PA      | $-183792.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -207372 | PA      | $-207372.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -470535 | PA      | $-470535.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -303412 | PA      | $-303412.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -359825 | PA      | $-359825.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MELCO RESOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -252787 | PA      | $-252787.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNION PACIF                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -453750 | PA      | $-453750.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP 1011778 BC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -123112 | PA      | $-123112.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552825 | PA      | $-552825.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLEARWAY EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -129231 | PA      | $-129231.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSCONTIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -266000 | PA      | $-266000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WASTE PRO U                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -906889 | PA      | $-906888.75   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UWM HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -228992 | PA      | $-228992.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552325 | PA      | $-552325.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ING GROEP N                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1561455 | PA      | $-1561455.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -175061 | PA      | $-175061.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -247650 | PA      | $-247650.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RR DONNELLE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -554641 | PA      | $-554641.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -697810 | PA      | $-697809.93   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP REPUBLIC SE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -714375 | PA      | $-714375.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -555770 | PA      | $-555770.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -261515 | PA      | $-261515.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1525552 | PA      | $-1525552.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -528033 | PA      | $-528033.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -88425 | PA      | $-88424.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BLOCK INC 6                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -419062 | PA      | $-419062.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1017900 | PA      | $-1017900.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NEPTUNE BID                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -377775 | PA      | $-377775.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILCORP ENE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -285950 | PA      | $-285950.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP USA COMPRES                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -504781 | PA      | $-504781.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP WHITE CAP S                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1390568 | PA      | $-1390567.50  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ARES STRATE                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -212300 | PA      | $-212300.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -547375 | PA      | $-547375.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ADT SECURIT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -411098 | PA      | $-411097.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WEATHERFORD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -473235 | PA      | $-473235.09   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -397425 | PA      | $-397425.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEVELAND C                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -403132 | PA      | $-403132.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -434995 | PA      | $-434995.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CENTURY COM                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -160674 | PA      | $-160673.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HARVEST MID                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107240 | PA      | $-107240.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTREX EQUITY                                          | FORTREX EQUITY                                                                   | CUSIP: 000000000<br>LEI: 549300P2EZ5HE2FQC398 | Long             | EC               | CORP              | US        |      3500 | NS      | $101500.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALARIS LTD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -229001 | PA      | $-229001.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLARIOS US                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -793904 | PA      | $-793903.75   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP KAISER ALUM                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -385082 | PA      | $-385082.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NISSAN MOTO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -411435 | PA      | $-411435.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SOLSTICE AD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -384606 | PA      | $-384606.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALBION FINA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -460739 | PA      | $-460739.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -293562 | PA      | $-293562.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -504631 | PA      | $-504631.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ASCENT RESO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -165325 | PA      | $-165325.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -313500 | PA      | $-313500.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP VOLTAGRID L                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1220966 | PA      | $-1220966.25  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -182825 | PA      | $-182825.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2590250 | PA      | $-2590250.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -288844 | PA      | $-288843.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP MORGAN STAN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2603250 | PA      | $-2603250.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -226775 | PA      | $-226775.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALEXANDRIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -326250 | PA      | $-326250.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GLENCORE FU                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -496830 | PA      | $-496830.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP APOLLO DEBT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -160351 | PA      | $-160351.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP IRON MOUNTA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -74392 | PA      | $-74392.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -309868 | PA      | $-309867.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP COMSTOCK RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -320850 | PA      | $-320850.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP COMPOSECURE                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -636300 | PA      | $-636300.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP PERIMETER H                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -476935 | PA      | $-476935.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1718220 | PA      | $-1718220.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FOCUS FINAN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -189612 | PA      | $-189612.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -365115 | PA      | $-365115.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CONSTELLATI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -97848 | PA      | $-97848.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -353194 | PA      | $-353193.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP ADVANCED DR                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -195600 | PA      | $-195600.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -410334 | PA      | $-410333.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -349719 | PA      | $-349718.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EXCHANGE IO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -279196 | PA      | $-279196.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -260378 | PA      | $-260377.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -341644 | PA      | $-341643.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -275142 | PA      | $-275142.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ATI INC 7.2                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -461700 | PA      | $-461700.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LCM INVESTM                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -164471 | PA      | $-164471.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1137775 | PA      | $-1137775.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP MADISON IAQ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -472285 | PA      | $-472285.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SOTHEBYS 5.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -371460 | PA      | $-371460.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3750000 | PA      | $-3750000.00  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP DARLING ING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -223789 | PA      | $-223788.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -248200 | PA      | $-248200.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP MILLROSE PR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -457874 | PA      | $-457873.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -484375 | PA      | $-484375.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -318060 | PA      | $-318060.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP HERC HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -33840 | PA      | $-33840.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -195082 | PA      | $-195082.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BANK OF AME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -4180125 | PA      | $-4180125.00  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -792275 | PA      | $-792275.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP IQVIA INC 6                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -514995 | PA      | $-514995.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -49517 | PA      | $-49516.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -494095 | PA      | $-494095.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -628443 | PA      | $-628442.51   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SOTHEBYS 7.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -626219 | PA      | $-626218.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1241480 | PA      | $-1241480.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -244158 | PA      | $-244157.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP AT+T INC 4.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1306125 | PA      | $-1306125.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -647085 | PA      | $-647085.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP POST HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -102660 | PA      | $-102660.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ENEL FINANC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -846198 | PA      | $-846198.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1047188 | PA      | $-1047187.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CAPITAL ONE                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -442750 | PA      | $-442750.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1770624 | PA      | $-1770623.68  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ATI INC 5.8                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -115411 | PA      | $-115411.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -459225 | PA      | $-459225.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP US ACUTE CA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -223020 | PA      | $-223020.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -414064 | PA      | $-414064.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -655000 | PA      | $-655000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -789480 | PA      | $-789480.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP US FOODS IN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -169740 | PA      | $-169740.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP DIGICEL INT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -857445 | PA      | $-857445.10   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CHART INDUS                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -406025 | PA      | $-406025.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -975131 | PA      | $-975131.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -219220 | PA      | $-219220.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SCIENTIFIC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -160075 | PA      | $-160075.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -147620 | PA      | $-147620.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -214731 | PA      | $-214731.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -343070 | PA      | $-343070.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -927500 | PA      | $-927500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ION PLATFOR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -433254 | PA      | $-433253.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -522792 | PA      | $-522792.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -185572 | PA      | $-185572.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -794825 | PA      | $-794824.80   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1245274 | PA      | $-1245273.75  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ASURION LLC                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -745965 | PA      | $-745965.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP EAGLE FUNDI                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -246943 | PA      | $-246943.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP MIDCAP FINA                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -377500 | PA      | $-377500.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP POST HOLDIN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -426525 | PA      | $-426525.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1222445 | PA      | $-1222445.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BEACH ACQUI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |    -40664 | PA      | $-40664.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP SS+C TECHNO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -194911 | PA      | $-194911.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELLUCIAN HO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -165844 | PA      | $-165843.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |     -7976 | PA      | $-7976.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -17010 | PA      | $-17010.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PANTHER ESC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2338669 | PA      | $-2338668.75  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -558000 | PA      | $-558000.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALBERTSONS                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -513645 | PA      | $-513645.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -565994 | PA      | $-565993.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -455215 | PA      | $-455215.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP WHITE CAP S                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -416585 | PA      | $-416585.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP OSAIC HOLDI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -433320 | PA      | $-433320.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -443169 | PA      | $-443168.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -415635 | PA      | $-415635.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HUB INTERNA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4136738 | PA      | $-4136737.50  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP COREWEAVE I                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -255521 | PA      | $-255521.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -237519 | PA      | $-237518.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP CELANESE US                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -143442 | PA      | $-143442.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP JELD WEN HO                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -34312 | PA      | $-34312.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP ACADIA HEAL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -95479 | PA      | $-95478.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP GRAFTECH GL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -71594 | PA      | $-71593.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -771248 | PA      | $-771247.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -971031 | PA      | $-971031.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -518869 | PA      | $-518869.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -609700 | PA      | $-609700.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALLOUREC S                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -518417 | PA      | $-518416.58   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP MIDCAP FINA                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -193000 | PA      | $-193000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP HUNGARY (GO                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -197021 | PA      | $-197021.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP LATVIA (REP                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -196600 | PA      | $-196600.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -235460 | PA      | $-235460.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP FREEPORT IN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -193949 | PA      | $-193949.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP AL RAJHI TI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -180301 | PA      | $-180301.28   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -328440 | PA      | $-328440.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | BYJ00ZBG0 RRP EMRLD BORRO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1481284 | PA      | $-1481283.75  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED SITE SERVICES EQUITY                             | UNITED SITE SERVICES EQUITY                                                      | CUSIP: 000000000<br>LEI: 549300GL21HVHPARNB76 | Long             | EC               | CORP              | US        |     18926 | NS      | $137213.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ03ZPE7 RRP AECOM 6.0 0                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -452655 | PA      | $-452655.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ046TR7 RRP PERFORMANCE                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -529425 | PA      | $-529425.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ046TS5 RRP TRANSDIGM I                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1060485 | PA      | $-1060485.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0471C8 RRP FLASH COMPU                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -450398 | PA      | $-450397.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ0496A3 RRP GENMAB A/S                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -432103 | PA      | $-432102.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ0497G9 RRP FIRST QUANT                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -457382 | PA      | $-457381.71   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ04ADT1 RRP CLOUD SOFTW                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1718990 | PA      | $-1718990.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ04ADU8 RRP CHS/COMMUNI                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1474155 | PA      | $-1474155.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ04AK14 RRP UNIVISION C                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -564091 | PA      | $-564091.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ04AK22 RRP DIRECTV FIN                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1030466 | PA      | $-1030466.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ04AK48 RRP ECHOSTAR CO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -378364 | PA      | $-378363.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ04AK63 RRP MAUSER PACK                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3626100 | PA      | $-3626100.00  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ04C5H2 RRP ALLIANT HOL                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -968090 | PA      | $-968090.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ04C5J8 RRP TRANSDIGM I                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1194834 | PA      | $-1194833.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | BYJ04CS53 RRP TEVA PHARMA                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -242732 | PA      | $-242732.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ04C5F6 RRP ORGANON + C                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -359000 | PA      | $-359000.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ08VWP8 RRP BLACK PEARL                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -757475 | PA      | $-757475.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ08VWT0 RRP CIPHER COMP                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -564188 | PA      | $-564187.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ08VWY9 RRP WULF COMPUT                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -915325 | PA      | $-915325.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ08X6E8 RRP SERVICE PRO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -34872 | PA      | $-34872.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ08VWQ6 RRP FLASH COMPU                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -444540 | PA      | $-444540.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVND1 RRP COLT 24 INV                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -931571 | PA      | $-931570.91   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVNF6 RRP DRMT 25 INV                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -806580 | PA      | $-806580.34   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVNG4 RRP GCAT 22 NQM                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1058461 | PA      | $-1058461.10  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVNH2 RRP ROCKT 21 3A                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2715499 | PA      | $-2715499.43  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVNJ8 RRP OCP 24 38A                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -913190 | PA      | $-913189.55   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ0BVNK5 RRP VERUS 22 3                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -921374 | PA      | $-921374.35   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ0K2W29 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1312530 | PA      | $-1312530.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                   | INCORA TOP HOLDCO LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9432 | NS      | $53290.80     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0KAMK2 RRP CROWN AMERI                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -516315 | PA      | $-516314.86   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ0M76H2 RRP CENTRAL PAR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -16415 | PA      | $-16415.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ0M76K5 RRP CENTRAL PAR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -133755 | PA      | $-133755.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTUK3 RRP FGOLD 20YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -684408 | PA      | $-684408.42   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTUP2 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -5158152 | PA      | $-5158151.56  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTUU1 RRP FHLMC 20YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -2232690 | PA      | $-2232689.53  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTUV9 RRP FHLMC 20YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1897507 | PA      | $-1897507.15  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTV55 RRP FNMA 30YR F                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1344297 | PA      | $-1344297.18  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                              | BYJ0TTVQ9 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -399722 | PA      | $-399721.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGG31 RRP TRANSOCEAN                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -41149 | PA      | $-41149.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGGN7 RRP BAUSCH + LO                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1204699 | PA      | $-1204698.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGGP2 RRP GFL ENVIRON                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -337669 | PA      | $-337668.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGGQ0 RRP 1261229 BC                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -863370 | PA      | $-863370.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WGHE6 RRP UBS GROUP A                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -4210360 | PA      | $-4210360.00  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGHF3 RRP UBS GROUP A                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -188584 | PA      | $-188584.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WGHL0 RRP NORDEA BANK                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -472562 | PA      | $-472561.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WGHY2 RRP NATWEST GRO                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -621810 | PA      | $-621810.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WGJS3 RRP LLOYDS BANK                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -389457 | PA      | $-389457.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGKK8 RRP ARDONAGH FI                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1225968 | PA      | $-1225967.85  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGKP7 RRP ARDONAGH GR                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1320218 | PA      | $-1320218.08  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGL68 RRP SABLE INTER                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -469861 | PA      | $-469860.83   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WGL92 RRP LIMA METRO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2301635 | PA      | $-2301634.70  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGLF8 RRP ARDAGH GROU                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -289636 | PA      | $-289636.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGMD2 RRP SEAGATE DAT                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -407014 | PA      | $-407013.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGN25 RRP PNC FINANCI                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -114538 | PA      | $-114537.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGP80 RRP ARCHROCK PA                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -248441 | PA      | $-248441.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGPP2 RRP UNIVISION C                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -547600 | PA      | $-547600.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGQD8 RRP TENNECO LLC                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -389014 | PA      | $-389013.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGQP1 RRP COMSTOCK RE                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -294578 | PA      | $-294577.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGSQ7 RRP CHOBANI HOL                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1117725 | PA      | $-1117725.10  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGU01 RRP ZAYO GROUP                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1444333 | PA      | $-1444332.53  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGVG5 RRP BLUE OWL CA                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -208784 | PA      | $-208783.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGWK5 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -544554 | PA      | $-544553.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGW74 RRP STAR PARENT                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -745860 | PA      | $-745860.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGXF5 RRP ALLIED UNIV                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -953175 | PA      | $-953175.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WGXW8 RRP SV RNO PROP                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1836751 | PA      | $-1836751.25  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WH1G6 RRP ARSENAL AIC                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -786994 | PA      | $-786993.75   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WH507 RRP NAVIENT COR                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -108894 | PA      | $-108893.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WH4W8 RRP AMERICAN WA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -833625 | PA      | $-833625.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WH6B2 RRP ASURION LLC                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -835065 | PA      | $-835065.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WH6K2 RRP TRANSDIGM I                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -748148 | PA      | $-748147.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WH8C8 RRP UNITED RENT                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -461335 | PA      | $-461335.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHFS5 RRP BAT CAPITAL                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -521125 | PA      | $-521125.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHFX4 RRP NORTHROP GR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -445500 | PA      | $-445500.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHG96 RRP ANHEUSER BU                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -627775 | PA      | $-627775.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHGG0 RRP QUALCOMM IN                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -467250 | PA      | $-467250.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHGH8 RRP STATE STREE                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -156655 | PA      | $-156655.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHJN2 RRP CVS HEALTH                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2298912 | PA      | $-2298912.50  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHJP7 RRP PG+E CORPOR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1875395 | PA      | $-1875395.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ0WHJW2 RRP ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1862312 | PA      | $-1862312.50  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHK83 RRP ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -399375 | PA      | $-399375.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | BYJ0WHKA8 RRP NEXTERA ENE                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2887500 | PA      | $-2887500.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0WPB85 RRP FAIR ISAAC                                                         | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -716445 | PA      | $-716445.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ0WQFV8 RRP UKG INC 6.8                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -568686 | PA      | $-568686.25   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0WPBC6 RRP CHEMOURS CO                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -525928 | PA      | $-525927.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ0YQFR5 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -878652 | PA      | $-878652.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0Z0VJ1 RRP APLD COMPUT                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -695980 | PA      | $-695980.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ0Z0VL6 RRP CLEAR CHANN                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -736229 | PA      | $-736228.75   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ11B7F7 RRP ROCKET COMP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -916150 | PA      | $-916150.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ11B7S9 RRP CAPSTONE BO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -267270 | PA      | $-267270.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ11C9J5 RRP LEVEL 3 FIN                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1763418 | PA      | $-1763417.50  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ11R0K8 RRP METHANEX US                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -150859 | PA      | $-150858.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ15TFZ1 RRP CLYDESDALE                                                         | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -441632 | PA      | $-441632.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ15TG07 RRP SNAP INC 6.                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -307095 | PA      | $-307095.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ17ZGN1 RRP TENET HEALT                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -251969 | PA      | $-251968.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTHG3 RRP ENBRIDGE IN                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1522500 | PA      | $-1522500.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTHN8 RRP VMED O2 UK                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -260372 | PA      | $-260372.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTJJ5 RRP CONNECT FIN                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -331687 | PA      | $-331686.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTJM8 RRP SUNRISE FIN                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -178296 | PA      | $-178296.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTL03 RRP ITT HOLDING                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -251676 | PA      | $-251676.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTLB9 RRP OPTION CARE                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -180075 | PA      | $-180075.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTQC2 RRP ALLIED UNIV                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -992906 | PA      | $-992906.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTRN7 RRP KAISER ALUM                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -556325 | PA      | $-556325.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTSS5 RRP SERVICE PRO                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1136172 | PA      | $-1136172.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1CTU37 RRP SURGERY CEN                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -473438 | PA      | $-473437.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1D2R21 RRP STANDARD BU                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -454230 | PA      | $-454230.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1D3YK1 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2094379 | PA      | $-2094378.75  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1D4FE4 RRP CCO HOLDING                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -322420 | PA      | $-322420.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1D4FF1 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1017964 | PA      | $-1017963.75  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1D4FG9 RRP SABRE FINAN                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -699255 | PA      | $-699255.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1D4HF9 RRP KIMMERIDGE                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -598080 | PA      | $-598080.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1D4HG7 RRP PHOENIX AVI                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -597269 | PA      | $-597269.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ1D4GA1 RRP XPLR INFRAS                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -643125 | PA      | $-643125.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1D4HH5 RRP BROOKFIELD                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -299614 | PA      | $-299613.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | BYJ1D4PE3 RRP WYNN MACAU                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -852208 | PA      | $-852207.68   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D4PD5 RRP CLEAR CHANN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -366012 | PA      | $-366012.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ1D4RH4 RRP ALTICE FRAN                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1044324 | PA      | $-1044323.68  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ1D4RE1 RRP BEIGNET INV                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -5508002 | PA      | $-5508002.50  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7KU5 RRP SHIFT4 PAYM                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -539055 | PA      | $-539055.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7KW1 RRP BLOCK INC 2                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -305515 | PA      | $-305515.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7L34 RRP SIRIUS XM R                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -70568 | PA      | $-70567.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7L59 RRP CLYDESDALE                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -229894 | PA      | $-229893.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7L75 RRP CONSTELLIUM                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -536080 | PA      | $-536079.60   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LA8 RRP MCAFEE CORP                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -197488 | PA      | $-197487.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LD2 RRP WYNN RESORT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -387956 | PA      | $-387956.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LC4 RRP SINCLAIR TE                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -501894 | PA      | $-501893.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LF7 RRP ENERGY TRAN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -313908 | PA      | $-313907.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LK6 RRP HUB INTERNA                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2152465 | PA      | $-2152465.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LL4 RRP ROCKET MORT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -352661 | PA      | $-352661.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LM2 RRP ATHENAHEALT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1192055 | PA      | $-1192055.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7LN0 RRP CELESTIAL S                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -945360 | PA      | $-945360.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7M09 RRP FORTRESS IN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -287512 | PA      | $-287512.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7M25 RRP PERMIAN RES                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -298410 | PA      | $-298410.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7M33 RRP RESIDEO FUN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -173650 | PA      | $-173650.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7M74 RRP PENNYMAC FI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -202208 | PA      | $-202207.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MA7 RRP MERITAGE HO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -358800 | PA      | $-358800.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MB5 RRP LIVE NATION                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -99560 | PA      | $-99560.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MC3 RRP ALBERTSONS                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -105292 | PA      | $-105292.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MD1 RRP STANDARD BU                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -371085 | PA      | $-371085.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7ME9 RRP DIRECTV FIN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -218225 | PA      | $-218225.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MJ8 RRP CAESARS ENT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -406148 | PA      | $-406147.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MK5 RRP GRAY MEDIA                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -116660 | PA      | $-116660.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MM1 RRP TENET HEALT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -354035 | PA      | $-354035.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MN9 RRP ALLIANT HOL                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -468682 | PA      | $-468682.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MP4 RRP LAMB WESTON                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -141000 | PA      | $-141000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MQ2 RRP CLEAR CHANN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -518340 | PA      | $-518340.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MR0 RRP COHERENT CO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -225000 | PA      | $-225000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MV1 RRP KODIAK GAS                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -190800 | PA      | $-190800.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MY5 RRP ALLIED UNIV                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -858330 | PA      | $-858330.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7MZ2 RRP HEALTHEQUIT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -453562 | PA      | $-453562.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7N08 RRP NOVELIS COR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -451238 | PA      | $-451237.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7N65 RRP NOBLE FINAN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -38220 | PA      | $-38220.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7NH1 RRP OUTFRONT ME                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -77976 | PA      | $-77976.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7NJ7 RRP CLARIVATE S                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -580572 | PA      | $-580572.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7NV0 RRP TEREX CORPO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -48912 | PA      | $-48912.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7NY4 RRP FTAI AVIATI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -553860 | PA      | $-553860.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7NZ1 RRP CRESCENT EN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -195780 | PA      | $-195780.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7P30 RRP XPLR INFRAS                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -439651 | PA      | $-439651.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7PF3 RRP TEREX CORPO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -133945 | PA      | $-133945.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7PN6 RRP MAJORDRIVE                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -154526 | PA      | $-154526.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7PU0 RRP WAND NEWCO                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -474275 | PA      | $-474275.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7PV8 RRP NCL CORPORA                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -50109 | PA      | $-50108.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7Q05 RRP CCO HOLDING                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -487015 | PA      | $-487015.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7Q39 RRP USI INC 7.5                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -341110 | PA      | $-341110.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QA3 RRP BALL CORPOR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -114000 | PA      | $-114000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QJ4 RRP DEUTSCHE BA                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1036057 | PA      | $-1036057.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QP0 RRP AMENTUM HOL                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -68186 | PA      | $-68186.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QQ8 RRP ALPHA GENER                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -235089 | PA      | $-235088.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QV7 RRP GARRETT MOT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -89417 | PA      | $-89417.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7QZ8 RRP LIGHT AND W                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -67425 | PA      | $-67425.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7R04 RRP ICAHN ENTER                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -78740 | PA      | $-78740.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7R38 RRP JONES DESLA                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -526505 | PA      | $-526505.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RC8 RRP CHS/COMMUNI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -533725 | PA      | $-533725.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RD6 RRP HCA INC 5.5                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -577688 | PA      | $-577687.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RG9 RRP AVANTOR FUN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -307016 | PA      | $-307016.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RL8 RRP SBA COMMUNI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -418990 | PA      | $-418990.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RM6 RRP SERVICE COR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -180285 | PA      | $-180285.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RP9 RRP SURGERY CEN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -76508 | PA      | $-76507.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7RS3 RRP GENERAL MOT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -981250 | PA      | $-981250.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7TE2 RRP KODIAK GAS                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -391250 | PA      | $-391250.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7U83 RRP CARVANA CO                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -52012 | PA      | $-52012.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1D7U91 RRP CARVANA CO                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -743040 | PA      | $-743040.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | BYJ1G25U0 RRP PERMIAN RES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -173209 | PA      | $-173208.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | BYJ1LK4B7 RRP TK ELEVATOR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -220772 | PA      | $-220772.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ1NPH61 RRP APOLLO DEBT                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -125352 | PA      | $-125352.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1NPHJ3 RRP KODIAK GAS                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -451720 | PA      | $-451720.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ1NPHM6 RRP VENTURE GLO                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -505238 | PA      | $-505237.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1NPHL8 RRP MERLIN ENTE                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -307612 | PA      | $-307612.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1NPHP9 RRP GENESIS ENE                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -484696 | PA      | $-484696.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1NPHQ7 RRP SM ENERGY C                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -529592 | PA      | $-529592.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | BYJ1QKSE0 RRP GREAT CANAD                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -317475 | PA      | $-317475.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17N2 RRP FIBERCOP SP                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -219279 | PA      | $-219278.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17M4 RRP NOVELIS COR                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -725625 | PA      | $-725625.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17H5 RRP LIFEPOINT H                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -620558 | PA      | $-620557.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1819 RRP SERVICE COR                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -320512 | PA      | $-320512.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17Z5 RRP ARDAGH META                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1410512 | PA      | $-1410512.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1801 RRP CCO HOLDING                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -93470 | PA      | $-93470.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17Y8 RRP 1011778 BC                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -316778 | PA      | $-316777.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1744 RRP SERVICE COR                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -519860 | PA      | $-519860.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1728 RRP TRANSOCEAN                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -246402 | PA      | $-246401.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1793 RRP ALLIANT HOL                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -762960 | PA      | $-762960.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17D4 RRP BOMBARDIER                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -254635 | PA      | $-254635.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1777 RRP CLYDESDALE                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -241920 | PA      | $-241920.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1751 RRP USA COMPRES                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -273904 | PA      | $-273903.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18L5 RRP CRESCENT EN                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -145762 | PA      | $-145762.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18J0 RRP CLEARWAY EN                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -261214 | PA      | $-261213.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18K7 RRP FERTITTA EN                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -111350 | PA      | $-111350.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18H4 RRP RHP HOTEL P                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -129150 | PA      | $-129150.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18T8 RRP CONSTELLIUM                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -304063 | PA      | $-304063.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18S0 RRP LCM INVESTM                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -264005 | PA      | $-264005.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18M3 RRP BELRON UK F                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -750389 | PA      | $-750389.20   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1876 RRP ALLIANT HOL                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -748064 | PA      | $-748063.75   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1884 RRP WYNN MACAU                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -366959 | PA      | $-366959.47   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1843 RRP NRG ENERGY                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -745380 | PA      | $-745380.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1827 RRP STAGWELL GL                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -91279 | PA      | $-91278.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18G6 RRP MATCH GROUP                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -130241 | PA      | $-130241.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18F8 RRP SCIENCE APP                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -107774 | PA      | $-107773.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18C5 RRP CHS/COMMUNI                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -294222 | PA      | $-294222.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18V3 RRP STANDARD BU                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -298726 | PA      | $-298726.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T18W1 RRP TRANSOCEAN                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -34120 | PA      | $-34120.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16Y9 RRP FTAI AVIATI                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -380703 | PA      | $-380702.84   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16U7 RRP NGL ENERGY                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -653509 | PA      | $-653508.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16W3 RRP MGM RESORTS                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -248300 | PA      | $-248300.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1710 RRP ALLIANT HOL                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -190125 | PA      | $-190125.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1702 RRP MEDLINE BOR                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1195762 | PA      | $-1195762.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16Z6 RRP LEVEL 3 FIN                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1732710 | PA      | $-1732710.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16F0 RRP BLOCK INC 6                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -891782 | PA      | $-891782.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16E3 RRP VAIL RESORT                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -312139 | PA      | $-312138.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16R4 RRP TRANSDIGM I                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1353222 | PA      | $-1353222.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16M5 RRP SM ENERGY C                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -180790 | PA      | $-180790.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16N3 RRP NRG ENERGY                                                         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -252925 | PA      | $-252925.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16H6 RRP LAMB WESTON                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -282750 | PA      | $-282750.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T1660 RRP ENERGY TRAN                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -3510000 | PA      | $-3510000.00  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17S1 RRP CHILE (REPU                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -160011 | PA      | $-160010.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16A1 RRP OMNICOM GRO                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -116450 | PA      | $-116450.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16G8 RRP COLOMBIA (R                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -206077 | PA      | $-206076.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T17R3 RRP GUATEMALA R                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -208904 | PA      | $-208904.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | BYJ1T16K9 RRP MEXICO (UNI                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -184717 | PA      | $-184716.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ1VTUJ1 RRP RHP HOTEL P                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -460769 | PA      | $-460768.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1VTP81 RRP UNITI SERVI                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -706035 | PA      | $-706035.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | BYJ1VSKK1 RRP CLOUD SOFTW                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1822100 | PA      | $-1822100.00  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1VTUN2 RRP ICAHN ENTER                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -547609 | PA      | $-547608.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | BYJ1VC051 RRP NRG ENERGY                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -382660 | PA      | $-382660.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | BYJ1VQSA9 RRP GARDA WORLD                                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1149750 | PA      | $-1149750.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | BYJ1VBUJ0 RRP WARNERMEDIA                                                        | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -702100 | PA      | $-702100.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO GROUP HOLDING GMBH                                | INNIO Group Holding GmbH 2026 USD Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |    737874 | PA      | $730185.22    | 0.14%             | 2031-11-02      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BERKLINE BENCHCRAFT EQ LLC                              | BERKLINE BENCHCRAFT EQ LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TMK HAWK MIDCO CORP 1                                   | TMK HAWK MIDCO CORP 1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10062 | NS      | $70435.61     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $107962.19    | 0.02%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $4400.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    156000 | PA      | $154751.52    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      2400 | PA      | $2807.33      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $112753.19    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    163000 | PA      | $186039.81    | 0.04%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123437.21    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $227413.53    | 0.04%             | 2027-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2250.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     58807 | PA      | $67894.03     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2250.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | 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      | $123825.96    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $1800.00      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $112056.21    | 0.02%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $219353.93    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $155474.08    | 0.03%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $115874.65    | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121011.54    | 0.02%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117650.76    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $133198.55    | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                      | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $207616.00    | 0.04%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     14092 | PA      | $16267.02     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $106720.80    | 0.02%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                       | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121048.85    | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114996.07    | 0.02%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99298.14     | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                                  | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $207375.00    | 0.04%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    330000 | PA      | $378799.35    | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                  | TUI AG                                                                           | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115165.63    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101573.10    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129130.73    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $120881.42    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115598.75    | 0.02%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116130.56    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116872.52    | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122058.45    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $106486.42    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118189.40    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114021.93    | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    100000 | PA      | $116309.36    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115440.03    | 0.02%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LION LUX                                                | Lion/Polaris Lux Midco SARL                                                      | CUSIP: 000000000<br>LEI: 984500B6N8F6E153B579 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115348.38    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117541.96    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $107961.03    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     42427 | PA      | $49169.78     | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117511.18    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     58000 | PA      | $55859.22     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                 | Titanium 2l Bondco Sarl                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $16759.81     | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119050.83    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136534.76    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120844.46    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                          | ADLER Group SA                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |     33168 | NS      | $0.38         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PUBLIC POWER CORP                                       | Public Power Corp SA                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $115134.89    | 0.02%             | 2031-10-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $109532.55    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                  | B&M European Value Retail plc                                                    | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $125045.43    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116940.44    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113270.19    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $115606.98    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                                | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115768.24    | 0.02%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119479.04    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                      | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195758.00    | 0.04%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     54972 | PA      | $70256.80     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                          | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116659.66    | 0.02%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $113749.01    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    260000 | PA      | $295747.44    | 0.06%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     91000 | PA      | $106497.15    | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111877.59    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114232.31    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115250.47    | 0.02%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114012.26    | 0.02%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     13000 | PA      | $14971.66     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112814.52    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                               | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $114815.82    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108550.79    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108968.52    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $294214.99    | 0.06%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $165635.38    | 0.03%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112936.52    | 0.02%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116152.95    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116152.95    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117905.11    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    295000 | PA      | $334793.41    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114639.40    | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114429.54    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115014.37    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $207025.87    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |     46003 | PA      | $53436.62     | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114809.77    | 0.02%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    435000 | PA      | $482226.42    | 0.09%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114227.44    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                            | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $219449.56    | 0.04%             | 2031-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113347.47    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98208.42     | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114416.35    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $166749.65    | 0.03%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $137777.91    | 0.03%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109184.62    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $413993.95    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $210319.49    | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $114905.61    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                               | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112984.36    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122520.12    | 0.02%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $245040.25    | 0.05%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113184.45    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                     | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $341197.84    | 0.07%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                   | Sobha Sukuk I Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $172000.00    | 0.03%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    100000 | PA      | $107553.71    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    500000 | PA      | $537768.56    | 0.10%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106559.06    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                | PRA Group Europe Holding II Sarl                                                 | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109319.85    | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     10887 | PA      | $11980.08     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95793.92     | 0.02%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114665.01    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16000 | PA      | $17666.94     | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107384.30    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189801.85    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130338.09    | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                       | King US Bidco Inc                                                                | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115018.45    | 0.02%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108029.32    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113686.20    | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $111815.09    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    162000 | PA      | $180343.91    | 0.03%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109047.39    | 0.02%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     59000 | PA      | $63634.62     | 0.01%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                          | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118059.33    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -91 | NC      | $313169.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -28 | NC      | $120364.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -280 | NC      | $646436.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       438 | NC      | $-623437.82   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1691 | NC      | $-1931870.66  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        55 | NC      | $-116084.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $77163.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Financing USD LLC                               | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    180000 | PA      | $177562.80    | 0.03%             | 2028-04-28      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SIRVA Worldwide Inc                                     | SIRVA Worldwide Inc 2024 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    256922 | PA      | $98914.79     | 0.02%             | 2029-08-20      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                    | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    105051 | PA      | $99207.97     | 0.02%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| STITCH AQUISITION CORPORATION                           | Stitch Aquisition Corporation 2024 2nd Out Term Loan                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61070 | PA      | $49466.46     | 0.01%             | 2029-12-31      | Floating      | 11.46%                | No            |                  3 | On Loan: No      |
| DK Crown Holdings Inc                                   | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1058988 | PA      | $1057007.67   | 0.20%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                     | H-Food Holdings LLC 2025 Exit Term Loan                                          | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     70035 | PA      | $70035.45     | 0.01%             | 2030-03-29      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2025 Term Loan B5 (2032)                        | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    187052 | PA      | $186701.95    | 0.04%             | 2032-07-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                              | Outfront Media Capital LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |    401000 | PA      | $401252.63    | 0.08%             | 2032-09-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    884449 | PA      | $885005.87    | 0.17%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| CP Iris HoldCo I Inc                                    | CP Iris HoldCo I Inc 2025 Term Loan                                              | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    805685 | PA      | $798135.25    | 0.15%             | 2032-10-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                          | Propulsion (BC) Finco Sarl 2025 Repriced Term Loan B                             | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | LU        |    369985 | PA      | $369918.66    | 0.07%             | 2032-12-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                                  | Potters Industries LLC 2025 Repriced Term Loan B                                 | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |    478000 | PA      | $477201.74    | 0.09%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | HOLOGIC INC 2026 TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   3083000 | PA      | $3044462.50   | 0.58%             | 2033-01-14      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                            | Graham Packaging Company Inc 2026 Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    793000 | PA      | $783967.73    | 0.15%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                              | AZURIA WATER SOLUTIONS INC 2026 TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    626035 | PA      | $618991.82    | 0.12%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                              | AZURIA WATER SOLUTIONS INC 2026 DELAYED DRAW TERM LOAN                           | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     83471 | PA      | $82532.24     | 0.02%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                             | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                          | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    443000 | PA      | $441617.84    | 0.08%             | 2033-01-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc 2026 USD Interim New Money DIP Term Loan                                | CUSIP: 000000000<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     92284 | PA      | $92053.67     | 0.02%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | FLUID FLOW PRODUCTS INC 2026 TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    108000 | PA      | $107865.00    | 0.02%             | 2033-03-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                    | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347000 | PA      | $346132.50    | 0.07%             | 2033-03-25      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| TEGA MC AUSTRALIA HLDG PTY LTD                          | TEGA MC AUSTRALIA HLDG PTY LTD TERM LOAN B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |    351000 | PA      | $348367.50    | 0.07%             | 2033-03-25      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109686.09    | 0.02%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113304.70    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7394 | OU      | $378.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      5361 | OU      | $274.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      7206 | OU      | $369.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      4331 | OU      | $221.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     12175 | OU      | $624.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      3533 | OU      | $181.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     30000 | OU      | $1866.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     36281 | PA      | $47277.79     | 0.01%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |     33000 | OU      | $3991.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ZEGLN)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      7057 | OU      | $1172.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   8000000 | OU      | $-39634.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     20000 | OU      | $1917.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VMED)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     13000 | OU      | $786.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |      7000 | OU      | $352.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     11000 | OU      | $553.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   4000000 | OU      | $-11901.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     20000 | OU      | $1006.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   3500000 | OU      | $-3847.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   3000000 | OU      | $-14703.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                              | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    820566 | PA      | $812705.45    | 0.16%             | 2031-03-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1500481 | PA      | $1502356.67   | 0.29%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Celestica Inc                                           | Celestica Inc 2024 Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300J3CG5T6RZWLN53 | Long             | LON              | CORP              | CA        |    225975 | PA      | $225692.53    | 0.04%             | 2031-06-20      | Floating      | 5.43%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corporation                       | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    460719 | PA      | $452656.80    | 0.09%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.             | Jones DesLauriers Insurance Management Inc 2026 Repriced Term Loan B             | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |   1191118 | PA      | $1155384.56   | 0.22%             | 2033-02-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1105609 | PA      | $1102436.20   | 0.21%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                   | Ontario Gaming GTA LP Term Loan B                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    382795 | PA      | $357912.93    | 0.07%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2025 Term Loan B                                 | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    427965 | PA      | $425290.29    | 0.08%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2335032 | PA      | $2325551.79   | 0.45%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    870625 | PA      | $867577.81    | 0.17%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oxea Holding Drei GmbH                                  | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                     | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |    843002 | PA      | $577456.38    | 0.11%             | 2031-04-08      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                  | TK Elevator Midco GmbH 2025 USD Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1833563 | PA      | $1836496.86   | 0.35%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                 | Apex Group Treasury LLC 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1109883 | PA      | $1008139.92   | 0.19%             | 2032-02-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2025 Term Loan B                           | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |    355110 | PA      | $354296.80    | 0.07%             | 2032-08-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   1822362 | PA      | $1783454.99   | 0.34%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    516000 | PA      | $505535.52    | 0.10%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2025 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   1112636 | PA      | $1076097.45   | 0.21%             | 2031-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2024 USD Term Loan B                               | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    135765 | PA      | $95374.91     | 0.02%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1073607 | PA      | $1076623.61   | 0.21%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                             | JetBlue Airways Corporation 2024 Term Loan B                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    843147 | PA      | $764734.69    | 0.15%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company    | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    206850 | PA      | $207528.47    | 0.04%             | 2028-11-05      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    607000 | PA      | $583666.92    | 0.11%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                              | Cobham Ultra SeniorCo Sarl USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    485380 | PA      | $486228.92    | 0.09%             | 2029-08-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    342649 | PA      | $294894.23    | 0.06%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                  | Delta 2 (LUX) Sarl 2024 Term Loan B1                                             | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1345078 | PA      | $1341042.46   | 0.26%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    687777 | PA      | $598936.66    | 0.11%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                    | ICON Luxembourg SARL 2024 LUX Term Loan B                                        | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    249707 | PA      | $249811.61    | 0.05%             | 2028-07-03      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                 | PRA Health Sciences Inc 2024 US Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     62215 | PA      | $62240.84     | 0.01%             | 2028-07-03      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                       | Motion Finco Sarl 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   1213713 | PA      | $1055930.28   | 0.20%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B Sa rl                              | Summer (BC) Holdco B Sa rl 2024 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    147499 | PA      | $125226.45    | 0.02%             | 2029-02-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1684531 | PA      | $1663474.06   | 0.32%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    530590 | PA      | $523957.13    | 0.10%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    144845 | PA      | $142355.03    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    193000 | PA      | $191070.00    | 0.04%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                     | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1147360 | PA      | $1140670.57   | 0.22%             | 2032-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                           | Sunrise Financing Partnership Term Loan AAA                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    249000 | PA      | $247055.31    | 0.05%             | 2032-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     93249 | PA      | $91850.27     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   1238785 | PA      | $1208595.77   | 0.23%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199576.00    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   8180000 | OU      | $-147869.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5805000 | OU      | $288167.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer