# EDGAR Filing Document

**Accession Number:** 0001160864
**File Stem:** 0001410368-26-054502
**Filing Date:** 2026-5
**Character Count:** 1058702
**Document Hash:** 970aa5c6fbb3e52628f8d341e3224b13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054502.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054502

**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 CORE BOND TRUST
- **CENTRAL INDEX KEY:** 0001160864

**ORGANIZATION NAME:**
- **EIN:** 522346891
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10543
- **FILM NUMBER:** 261030912

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

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

## Nport-Ex

March 31, 2026

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

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

**BlackRock Core Bond Trust (BHK)**<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 Core Bond Trust (BHK)** 

**(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; 522 Funding CLO Ltd., Series 2017-1A, Class CR, (3-<br> mo. CME Term SOFR + 2.41%), 6.08%, <br> 10/20/34<sup>(a)(b)</sup><br>| USD | 500 | &nbsp;&nbsp; $500549 |
| &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>|  | 650 | &nbsp;&nbsp; 650000 |
| 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 <br> SOFR + 1.33%), 5.00%, 01/22/38<br>|  | 1295 | &nbsp;&nbsp; 1295293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-18A, Class BR2, (3-mo. CME Term <br> SOFR + 1.70%), 5.37%, 01/22/38<br>|  | 777 | &nbsp;&nbsp; 777803 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXIV, Series 2016-24A, Class A1AL, (3-mo. <br> CME Term SOFR + 1.21%), 4.88%, 10/20/30<sup>(a)(b)</sup><br>|  | 72 | &nbsp;&nbsp; 71720 |
| &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>|  | 500 | &nbsp;&nbsp; 500857 |
| Birch Grove CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class D1R, (3-mo. CME Term SOFR <br> + 2.85%), 6.52%, 01/19/38<br>|  | 250 | &nbsp;&nbsp; 247394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-6A, Class A1R, (3-mo. CME Term SOFR <br> + 1.38%), 5.05%, 07/20/37<br>|  | 1500 | &nbsp;&nbsp; 1500883 |
| &nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., Series 2024-22A, Class C, <br> (3-mo. CME Term SOFR + 2.60%), 6.27%, <br> 04/15/37<sup>(a)(b)</sup><br>|  | 1200 | &nbsp;&nbsp; 1201225 |
| &nbsp;&nbsp;&nbsp; Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR, <br> (3-mo. CME Term SOFR + 1.07%), 4.74%, <br> 07/18/34<sup>(a)(b)</sup><br>|  | 2500 | &nbsp;&nbsp; 2496430 |
| Canyon Capital CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class CR, (3-mo. CME Term SOFR <br> + 2.16%), 5.83%, 07/15/31<br>|  | 250 | &nbsp;&nbsp; 250907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class D, (3-mo. CME Term SOFR + <br> 3.61%), 7.28%, 04/15/34<br>|  | 500 | &nbsp;&nbsp; 481286 |
| Carlyle US CLO Ltd.<sup>(a)(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-2A, Class D, 04/20/39 |  | 750 | &nbsp;&nbsp; 750000 |
| &nbsp;&nbsp;&nbsp; Series 2026-3A, Class D, 04/15/39 |  | 255 | &nbsp;&nbsp; 255000 |
| &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>|  | 335 | &nbsp;&nbsp; 334670 |
| &nbsp;&nbsp;&nbsp; CarVal CLO VC Ltd., Series 2021-2A, Class D, (3-mo. <br> CME Term SOFR + 3.51%), 7.18%, 10/15/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 245788 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XIV CLO Ltd., Series 2021-14A, <br> Class B1R, (3-mo. CME Term SOFR + 1.70%), <br> 5.37%, 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 <br> SOFR + 2.45%), 6.12%, 04/21/37<br>|  | 1000 | &nbsp;&nbsp; 1000983 |
| &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>|  | 1036 | &nbsp;&nbsp; 1036306 |
| &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>|  | 1295 | &nbsp;&nbsp; 1294210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class D1R2, (3-mo. CME Term <br> SOFR + 3.05%), 6.72%, 10/20/37<br>|  | 500 | &nbsp;&nbsp; 493856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class DR, (3-mo. CME Term SOFR <br> + 3.36%), 7.03%, 07/15/36<br>|  | 500 | &nbsp;&nbsp; 491244 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer III LLC, Series 2025-3A, <br> Class A2, 5.29%, 07/25/50<sup>(b)</sup><br>|  | 520 | &nbsp;&nbsp; 514891 |
| &nbsp;&nbsp;&nbsp; Concord Music Royalties LLC, Series 2024-1A, Class A, <br> 5.64%, 10/20/74<sup>(b)</sup><br>|  | 164 | &nbsp;&nbsp; 164636 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber <br> Finance Holdco LLC, Series 2025-4A, Class B, <br> 5.77%, 12/20/55<sup>(b)</sup><br>|  | 650 | &nbsp;&nbsp; 652494 |
| &nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, <br> Series 2006-I, Class 1A, (1 mo. Term SOFR + <br> 0.25%), 3.93%, 01/15/37<sup>(a)</sup><br>|  | 634 | &nbsp;&nbsp; 615497 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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; Dryden Clo Ltd., Series 2018-61A, Class DR, (3-mo. <br> CME Term SOFR + 3.36%), 7.03%, 01/17/32<sup>(a)(b)</sup><br>| USD | 670 | &nbsp;&nbsp; $670001 |
| &nbsp;&nbsp;&nbsp; Dryden CLO Ltd., Series 2018-64A, Class D, (3-mo. <br> CME Term SOFR + 2.91%), 6.58%, 04/18/31<sup>(a)(b)</sup><br>|  | 1250 | &nbsp;&nbsp; 1251765 |
| &nbsp;&nbsp;&nbsp; Dryden Senior Loan Fund, Series 2015-37A, Class AR, <br> (3-mo. CME Term SOFR + 1.36%), 5.03%, <br> 01/15/31<sup>(a)(b)</sup><br>|  | 29 | &nbsp;&nbsp; 28694 |
| &nbsp;&nbsp;&nbsp; EDvestinU Private Education Loan Issue No. 3 LLC, <br> Series 2021-A, Class B, 3.50%, 11/25/50<sup>(b)</sup><br>|  | 110 | &nbsp;&nbsp; 93610 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 26 Ltd., Series 2026-1A, Class C, (3-mo. <br> CME Term SOFR + 2.40%), 6.07%, 04/18/37<sup>(a)(b)</sup><br>|  | 1300 | &nbsp;&nbsp; 1300000 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO VI Ltd., Series 2020-3A, Class BRR, <br> (3-mo. CME Term SOFR + 1.70%), 5.37%, <br> 07/18/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250280 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO Ltd., <br> Series 2021-11A, Class AR, (3-mo. CME Term SOFR <br> + 1.08%), 4.75%, 10/20/34<sup>(a)(b)</sup><br>|  | 470 | &nbsp;&nbsp; 469048 |
| &nbsp;&nbsp;&nbsp; GoodLeap Home Improvement Solutions Trust, <br> Series 2025-3A, Class A, 5.00%, 10/20/49<sup>(b)</sup><br>|  | 311 | &nbsp;&nbsp; 309868 |
| GreenSky Home Improvement Issuer Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class C, 5.55%, 10/27/59 |  | 86 | &nbsp;&nbsp; 86484 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A4, 4.89%, 06/25/60 |  | 173 | &nbsp;&nbsp; 172868 |
| &nbsp;&nbsp;&nbsp; Huntington Bank Auto Credit-Linked Notes, <br> Series 2024-2, Class B1, 5.44%, 10/20/32<sup>(b)</sup><br>|  | 415 | &nbsp;&nbsp; 418002 |
| &nbsp;&nbsp;&nbsp; Lendmark Funding Trust, Series 2025-2A, Class C, <br> 5.28%, 10/20/34<sup>(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 998466 |
| &nbsp;&nbsp;&nbsp; Long Beach Mortgage Loan Trust, Series 2006-8, <br> Class 2A4, (1 mo. Term SOFR + 0.59%), 4.27%, <br> 09/25/36<sup>(a)</sup><br>|  | 5661 | &nbsp;&nbsp; 1395704 |
| &nbsp;&nbsp;&nbsp; Lyra Music Assets Delaware LP, Series 2025-1A, <br> Class A2, 5.60%, 09/20/65<sup>(b)</sup><br>|  | 205 | &nbsp;&nbsp; 205912 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LIX Ltd., Series 2021-59A, <br> Class A1R, (3-mo. CME Term SOFR + 1.50%), <br> 5.17%, 04/18/37<sup>(a)(b)</sup><br>|  | 1300 | &nbsp;&nbsp; 1300569 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXVII Ltd., Series 2019-37A, <br> Class BR2, (3-mo. CME Term SOFR + 1.95%), <br> 5.62%, 04/15/37<sup>(a)(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 1000251 |
| Navient Private Education Refi Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-D, Class A2A, 3.01%, 12/15/59 |  | 281 | &nbsp;&nbsp; 273511 |
| &nbsp;&nbsp;&nbsp; Series 2019-GA, Class A, 2.40%, 10/15/68 |  | 83 | &nbsp;&nbsp; 80671 |
| &nbsp;&nbsp;&nbsp; Series 2021-CA, Class A, 1.06%, 10/15/69 |  | 494 | &nbsp;&nbsp; 448835 |
| &nbsp;&nbsp;&nbsp; Series 2021-DA, Class C, 3.48%, 04/15/60 |  | 365 | &nbsp;&nbsp; 340306 |
| &nbsp;&nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/69 |  | 609 | &nbsp;&nbsp; 544883 |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/71 |  | 109 | &nbsp;&nbsp; 110423 |
| Nelnet Student Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class D, 4.93%, 04/20/62 |  | 460 | &nbsp;&nbsp; 419468 |
| &nbsp;&nbsp;&nbsp; Series 2021-BA, Class B, 2.68%, 04/20/62 |  | 1983 | &nbsp;&nbsp; 1785489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CA, Class AFL, (1 mo. Term SOFR + <br> 0.85%), 4.53%, 04/20/62<sup>(a)</sup><br>|  | 203 | &nbsp;&nbsp; 202338 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class D, 6.04%, 05/17/55 |  | 222 | &nbsp;&nbsp; 218370 |
| Neuberger Berman Loan Advisers CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-31A, Class AR2, (3-mo. CME Term <br> SOFR + 1.23%), 4.90%, 01/20/39<br>|  | 1615 | &nbsp;&nbsp; 1613637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-34A, Class BR2, (3-mo. CME Term <br> SOFR + 1.65%), 5.32%, 07/20/39<br>|  | 530 | &nbsp;&nbsp; 529592 |
| OCP CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-13A, Class AR2, (3-mo. CME Term <br> SOFR + 1.34%), 5.01%, 11/26/37<br>|  | 1000 | &nbsp;&nbsp; 1000485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-38A, Class A, (3-mo. CME Term SOFR + <br> 1.33%), 5.00%, 01/21/38<br>|  | 1000 | &nbsp;&nbsp; 1000014 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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; Octagon Investment Partners XVII Ltd., Series 2013-1A, <br> Class BR2, (3-mo. CME Term SOFR + 1.66%), <br> 5.33%, 01/25/31<sup>(a)(b)</sup><br>| USD | 165 | &nbsp;&nbsp; $164979 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners XXII Ltd., Series 2014-1A, <br> Class DRR, (3-mo. CME Term SOFR + 3.01%), <br> 6.68%, 01/22/30<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 499355 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding Ltd., Series 2022-12RA, Class C, <br> (3-mo. CME Term SOFR + 1.80%), 5.47%, <br> 07/20/37<sup>(a)(b)</sup><br>|  | 1250 | &nbsp;&nbsp; 1250159 |
| &nbsp;&nbsp;&nbsp; OHS Issuer LLC, Series 2026-1, Class A2, 5.98%, <br> 02/25/61<sup>(b)</sup><br>|  | 370 | &nbsp;&nbsp; 362454 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-4A, Class B, <br> (3-mo. CME Term SOFR + 1.65%), 5.32%, <br> 01/15/38<sup>(a)(b)</sup><br>|  | 920 | &nbsp;&nbsp; 919338 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO Ltd., Series 2020-6A, Class DRR, (3-<br> mo. CME Term SOFR + 2.50%), 6.16%, <br> 05/18/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 238763 |
| &nbsp;&nbsp;&nbsp; Planet Fitness Master Issuer LLC, Series 2025-1A, <br> Class A2II, 5.65%, 12/06/55<sup>(b)</sup><br>|  | 230 | &nbsp;&nbsp; 227064 |
| &nbsp;&nbsp;&nbsp; Prodigy Finance DAC, Series 2021-1A, Class C, (1 mo. <br> Term SOFR + 3.86%), 7.54%, 07/25/51<sup>(a)(b)</sup><br>|  | 36 | &nbsp;&nbsp; 36216 |
| QTS Issuer ABS II LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, 5.36%, 01/05/56 |  | 406 | &nbsp;&nbsp; 396789 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class B, 6.73%, 01/05/56 |  | 269 | &nbsp;&nbsp; 266232 |
| &nbsp;&nbsp;&nbsp; Regatta 30 Funding Ltd., Series 2024-4A, Class B, (3-<br> mo. CME Term SOFR + 1.65%), 5.32%, <br> 01/25/38<sup>(a)(b)</sup><br>|  | 1700 | &nbsp;&nbsp; 1698742 |
| &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>|  | 850 | &nbsp;&nbsp; 846191 |
| &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)</sup><br>|  | 1709 | &nbsp;&nbsp; 1710259 |
| &nbsp;&nbsp;&nbsp; Romark CLO Ltd., Series 2017-1A, Class B, (3-mo. <br> CME Term SOFR + 2.41%), 6.08%, 10/23/30<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 502137 |
| &nbsp;&nbsp;&nbsp; Sandstone Peak II Ltd., Series 2023-1A, Class A1R, <br> (3-mo. CME Term SOFR + 1.41%), 5.08%, <br> 07/20/38<sup>(a)(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 1000391 |
| &nbsp;&nbsp;&nbsp; Sesac Finance LLC, Series 2025-1, Class A2, 5.50%, <br> 07/25/55<sup>(b)</sup><br>|  | 345 | &nbsp;&nbsp; 338196 |
| &nbsp;&nbsp;&nbsp; Shentel Issuer LLC, Series 2025-1A, Class A2, 5.64%, <br> 12/20/55<sup>(b)</sup><br>|  | 760 | &nbsp;&nbsp; 765750 |
| SMB Private Education Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-A, Class A2A, 3.44%, 07/15/36 |  | 369 | &nbsp;&nbsp; 366032 |
| &nbsp;&nbsp;&nbsp; Series 2019-B, Class A2A, 2.84%, 06/15/37 |  | 96 | &nbsp;&nbsp; 94230 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class A2B, 1.59%, 01/15/53 |  | 229 | &nbsp;&nbsp; 212314 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class B, 2.31%, 01/15/53 |  | 78 | &nbsp;&nbsp; 76560 |
| &nbsp;&nbsp;&nbsp; Series 2021-C, Class C, 3.00%, 01/15/53 |  | 108 | &nbsp;&nbsp; 97603 |
| &nbsp;&nbsp;&nbsp; Series 2021-C, Class D, 3.93%, 01/15/53 |  | 53 | &nbsp;&nbsp; 47882 |
| &nbsp;&nbsp;&nbsp; Series 2021-D, Class A1A, 1.34%, 03/17/53 |  | 599 | &nbsp;&nbsp; 567006 |
| &nbsp;&nbsp;&nbsp; Series 2022-C, Class A1A, 4.48%, 05/16/50 |  | 217 | &nbsp;&nbsp; 214881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A1B, (30-day Avg SOFR + <br> 1.80%), 5.47%, 10/16/56<sup>(a)</sup><br>|  | 148 | &nbsp;&nbsp; 151087 |
| &nbsp;&nbsp;&nbsp; Series 2023-C, Class A1A, 5.67%, 11/15/52 |  | 974 | &nbsp;&nbsp; 993462 |
| Sofi Consumer Loan Program Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class A, 4.40%, 02/25/36 |  | 333 | &nbsp;&nbsp; 332971 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class B, 4.90%, 02/25/36 |  | 350 | &nbsp;&nbsp; 349620 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class C, 5.20%, 02/25/36 |  | 317 | &nbsp;&nbsp; 316575 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class D, 5.56%, 02/25/36 |  | 312 | &nbsp;&nbsp; 311634 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| Sterling COOFS Trust<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-1, Class A, 2.36%, 04/15/29 | USD | 700 | &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; Series 2004-2, Class Note, 2.08%, 03/30/30<sup>(b)</sup> |  | 157 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Structured Asset Securities Corp. Pass-Through <br> Certificates, Series 2002-AL1, Class A2, 3.45%, <br> 02/25/32<br>|  | 9 | &nbsp;&nbsp; 7290 |
| &nbsp;&nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, Class A2I, <br> 6.03%, 07/30/54<sup>(b)</sup><br>|  | 291 | &nbsp;&nbsp; 293192 |
| &nbsp;&nbsp;&nbsp; TCI-Symphony CLO Ltd., Series 2017-1A, Class AR, <br> (3-mo. CME Term SOFR + 1.19%), 4.86%, <br> 07/15/30<sup>(a)(b)</sup><br>|  | 26 | &nbsp;&nbsp; 26119 |
| Trestles CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class CRR, (3-mo. CME Term <br> SOFR + 2.10%), 5.77%, 07/25/37<br>|  | 1750 | &nbsp;&nbsp; 1755311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class D1RR, (3-mo. CME Term <br> SOFR + 3.15%), 6.82%, 07/25/37<br>|  | 250 | &nbsp;&nbsp; 250271 |
| &nbsp;&nbsp;&nbsp; Unique Pub Finance Co. PLC, Series 02, Class N, <br> 6.46%, 03/30/32<sup>(e)</sup><br>| GBP | 11 | &nbsp;&nbsp; 14182 |
| &nbsp;&nbsp;&nbsp; UPG HI Issuer Trust, Series 2025-2, Class A, 5.00%, <br> 09/25/47<sup>(b)</sup><br>| USD | 87 | &nbsp;&nbsp; 86441 |
| Upgrade Master Pass-Thru Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ST4, Class A, 5.50%, 08/16/32 |  | 144 | &nbsp;&nbsp; 144478 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST8, Class D, 5.91%, 12/15/33 |  | 124 | &nbsp;&nbsp; 123319 |
| &nbsp;&nbsp;&nbsp; UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%, <br> 01/25/47<sup>(b)</sup><br>|  | 273 | &nbsp;&nbsp; 271938 |
| &nbsp;&nbsp;&nbsp; US Bank NA, Series 2026-RVM1, Class B1, 4.96%, <br> 12/25/46<sup>(b)</sup><br>|  | 450 | &nbsp;&nbsp; 447906 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC, Series 2026-1A, Class F, 6.84%, <br> 03/15/56<sup>(b)</sup><br>|  | 891 | &nbsp;&nbsp; 894761 |
| &nbsp;&nbsp;&nbsp; Vista Point Securitization Trust, Series 2024-CES1, <br> Class A2, 6.84%, 05/25/54<sup>(b)</sup><br>|  | 645 | &nbsp;&nbsp; 653970 |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., Series 2018-2A, Class A2, (3-mo. CME <br> Term SOFR + 1.51%), 5.18%, 07/15/31<sup>(a)(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 998511 |
| &nbsp;&nbsp;&nbsp; Warwick Capital CLO Ltd., Series 2024-5A, Class A1, <br> (3-mo. CME Term SOFR + 1.36%), 5.03%, <br> 01/20/38<sup>(a)(b)</sup><br>|  | 750 | &nbsp;&nbsp; 750449 |
| &nbsp;&nbsp;&nbsp; Whetstone Park CLO Ltd., Series 2021-1A, Class B1, <br> (3-mo. CME Term SOFR + 1.86%), 5.53%, <br> 01/20/35<sup>(a)(b)</sup><br>|  | 725 | &nbsp;&nbsp; 724878 |
| &nbsp;&nbsp;&nbsp; Whitebox CLO II Ltd., Series 2020-2A, Class D1R2, <br> (3-mo. CME Term SOFR + 2.90%), 6.57%, <br> 10/24/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 496905 |
| Whitebox CLO III Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class DR, (3-mo. CME Term SOFR <br> + 2.85%), 6.52%, 10/15/35<br>|  | 250 | &nbsp;&nbsp; 249991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class ER, (3-mo. CME Term SOFR <br> + 5.65%), 9.32%, 10/15/35<br>|  | 250 | &nbsp;&nbsp; 243265 |
| &nbsp;&nbsp;&nbsp; Wireless PropCo Funding LLC, Series 2025-1A, <br> Class B, 4.30%, 06/25/55<sup>(b)</sup><br>|  | 725 | &nbsp;&nbsp; 687328 |
| **Total Asset-Backed Securities — 8.8%** <br>**(Cost: $62,926,132)** | **Total Asset-Backed Securities — 8.8%** <br>**(Cost: $62,926,132)** | **Total Asset-Backed Securities — 8.8%** <br>**(Cost: $62,926,132)** | &nbsp;&nbsp; 61319118 |

---

&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>(d)(f)</sup> | 465 | &nbsp;&nbsp; 10695 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Machinery — 0.0%** | **Machinery — 0.0%** |  |
| United Site Services, Inc.<sup>(d)(f)</sup> | 2025 | &nbsp;&nbsp; $14681 |
| **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** |  |
| Altice France Lux 3<sup>(f)</sup> | 5668 | &nbsp;&nbsp; 94340 |
| **Total Common Stocks — 0.0%** <br>**(Cost: $141,777)** | **Total Common Stocks — 0.0%** <br>**(Cost: $141,777)** | &nbsp;&nbsp; 119716 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.6%** | **Advertising Agencies — 0.6%** | **Advertising Agencies — 0.6%** | **Advertising Agencies — 0.6%** |
| Clear Channel Outdoor Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/28 | USD | 335 | &nbsp;&nbsp; 336590 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/29 |  | 579 | &nbsp;&nbsp; 581443 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30<sup>(g)</sup> |  | 383 | &nbsp;&nbsp; 400811 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31 |  | 471 | &nbsp;&nbsp; 493464 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/33 |  | 559 | &nbsp;&nbsp; 591980 |
| CMG Media Corp., 8.88%, 06/18/29<sup>(b)</sup> |  | 152 | &nbsp;&nbsp; 131430 |
| Lamar Media Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/30 |  | 21 | &nbsp;&nbsp; 20039 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/33<sup>(b)</sup> |  | 126 | &nbsp;&nbsp; 123319 |
| Neptune Bidco U.S., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.29%, 04/15/29 |  | 92 | &nbsp;&nbsp; 92256 |
| &nbsp;&nbsp;&nbsp; 10.38%, 05/15/31 |  | 137 | &nbsp;&nbsp; 138234 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/33 |  | 213 | &nbsp;&nbsp; 206661 |
| Omnicom Group, Inc., 5.40%, 10/01/48<sup>(g)</sup> |  | 500 | &nbsp;&nbsp; 435650 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media Capital <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/27 |  | 46 | &nbsp;&nbsp; 45892 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 |  | 236 | &nbsp;&nbsp; 227504 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/30<sup>(g)</sup> |  | 66 | &nbsp;&nbsp; 63678 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/31 |  | 72 | &nbsp;&nbsp; 75075 |
| Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup> |  | 69 | &nbsp;&nbsp; 65692 |
|  |  |  | &nbsp;&nbsp; 4029718 |
| **Aerospace & Defense — 2.7%** | **Aerospace & Defense — 2.7%** | **Aerospace & Defense — 2.7%** | **Aerospace & Defense — 2.7%** |
| AAR Escrow Issuer LLC, 6.75%, 03/15/29<sup>(b)</sup> |  | 253 | &nbsp;&nbsp; 257504 |
| ATI, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/27 |  | 97 | &nbsp;&nbsp; 96981 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30 |  | 255 | &nbsp;&nbsp; 264427 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/31 |  | 110 | &nbsp;&nbsp; 108678 |
| Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 |  | 1840 | &nbsp;&nbsp; 1774671 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 |  | 800 | &nbsp;&nbsp; 752860 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 |  | 550 | &nbsp;&nbsp; 599138 |
| Bombardier, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30 |  | 355 | &nbsp;&nbsp; 377557 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31 |  | 18 | &nbsp;&nbsp; 18862 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/32 |  | 162 | &nbsp;&nbsp; 168130 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/33 |  | 187 | &nbsp;&nbsp; 193116 |
| &nbsp;&nbsp;&nbsp; Efesto Bidco SpA Efesto U.S. LLC, Series XR, 7.50%, <br> 02/15/32<sup>(b)</sup><br>|  | 701 | &nbsp;&nbsp; 697447 |
| General Electric Co., 6.15%, 08/07/37 |  | 2150 | &nbsp;&nbsp; 2312592 |
| Goat Holdco LLC, 6.75%, 02/01/32<sup>(b)</sup> |  | 83 | &nbsp;&nbsp; 83509 |
| L3Harris Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 |  | 1200 | &nbsp;&nbsp; 1133382 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 |  | 300 | &nbsp;&nbsp; 262782 |
| Lockheed Martin Corp., 3.80%, 03/01/45 |  | 800 | &nbsp;&nbsp; 632007 |
| Moog, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 |  | 10 | &nbsp;&nbsp; 9994 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Moog, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/34 | USD | 74 | &nbsp;&nbsp; $74232 |
| Northrop Grumman Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 |  | 400 | &nbsp;&nbsp; 399563 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 |  | 850 | &nbsp;&nbsp; 767466 |
| RTX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 |  | 1000 | &nbsp;&nbsp; 880383 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 |  | 900 | &nbsp;&nbsp; 917866 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 |  | 300 | &nbsp;&nbsp; 266220 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 |  | 700 | &nbsp;&nbsp; 754820 |
| TransDigm, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28 |  | 150 | &nbsp;&nbsp; 151821 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29 |  | 520 | &nbsp;&nbsp; 529705 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32 |  | 1137 | &nbsp;&nbsp; 1159592 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/33 |  | 664 | &nbsp;&nbsp; 663627 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33 |  | 1011 | &nbsp;&nbsp; 1005610 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/34 |  | 115 | &nbsp;&nbsp; 116269 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34 |  | 788 | &nbsp;&nbsp; 798327 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/31/34 |  | 691 | &nbsp;&nbsp; 679628 |
|  |  |  | &nbsp;&nbsp; 18908766 |
| **Air Freight & Logistics**<sup>(b)</sup> **— 0.0%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.0%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.0%** | **Air Freight & Logistics**<sup>(b)</sup> **— 0.0%** |
| Rand Parent LLC, 8.50%, 02/15/30 |  | 127 | &nbsp;&nbsp; 130368 |
| Stonepeak Nile Parent LLC, 7.25%, 03/15/32 |  | 60 | &nbsp;&nbsp; 62406 |
|  |  |  | &nbsp;&nbsp; 192774 |
| **Automobile Components — 0.5%** | **Automobile Components — 0.5%** | **Automobile Components — 0.5%** | **Automobile Components — 0.5%** |
| American Axle & Manufacturing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/15/32 |  | 91 | &nbsp;&nbsp; 90067 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/33 |  | 95 | &nbsp;&nbsp; 92482 |
| Aptiv Swiss Holdings Ltd., 5.40%, 03/15/49 |  | 465 | &nbsp;&nbsp; 426175 |
| Clarios Global LP/Clarios U.S. Finance Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28 |  | 525 | &nbsp;&nbsp; 530109 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30 |  | 190 | &nbsp;&nbsp; 194275 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/31 | EUR | 205 | &nbsp;&nbsp; 232653 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/32 | USD | 409 | &nbsp;&nbsp; 412272 |
| &nbsp;&nbsp;&nbsp; Cyprium Corp./Cyprium Holdings Luxembourg SARL, <br> 6.13%, 04/15/31<sup>(b)</sup><br>|  | 118 | &nbsp;&nbsp; 116327 |
| Dana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/30 |  | 24 | &nbsp;&nbsp; 22705 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/32 |  | 38 | &nbsp;&nbsp; 35462 |
| Goodyear Tire & Rubber Co., 6.63%, 07/15/30 |  | 60 | &nbsp;&nbsp; 58673 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (7.00% Cash or 7.75% PIK), <br> 7.00%, 11/15/31<sup>(e)(h)</sup><br>| EUR | 100 | &nbsp;&nbsp; 120845 |
| Qnity Electronics, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/32 | USD | 166 | &nbsp;&nbsp; 166198 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/33 |  | 127 | &nbsp;&nbsp; 128414 |
| Schaeffler AG, 4.25%, 04/01/28<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114232 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(b)</sup> | USD | 183 | &nbsp;&nbsp; 182349 |
| ZF Europe Finance BV<sup>(e)</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; 3150190 |
| **Automobiles — 1.0%** | **Automobiles — 1.0%** | **Automobiles — 1.0%** | **Automobiles — 1.0%** |
| Allison Transmission, Inc., 5.88%, 12/01/33<sup>(b)</sup> | USD | 95 | &nbsp;&nbsp; 94418 |
| Asbury Automotive Group, Inc., 4.50%, 03/01/28 |  | 10 | &nbsp;&nbsp; 9820 |
| Carvana Co.<sup>(b)(h)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (11.00% Cash or 13.00% PIK), 9.00%, 06/01/30 |  | 325 | &nbsp;&nbsp; 338191 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.00%, 06/01/31 |  | 939 | &nbsp;&nbsp; 1015055 |
| Cougar JV Subsidiary LLC, 8.00%, 05/15/32<sup>(b)</sup> |  | 108 | &nbsp;&nbsp; 111678 |
| Ford Motor Co., 4.75%, 01/15/43 |  | 2000 | &nbsp;&nbsp; 1510752 |
| General Motors Co., 6.25%, 10/02/43<sup>(g)</sup> |  | 2506 | &nbsp;&nbsp; 2460939 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| LCM Investments Holdings II LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 | USD | 28 | &nbsp;&nbsp; $27247 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/31 |  | 238 | &nbsp;&nbsp; 247221 |
| Lithia Motors, Inc., 5.50%, 10/01/30<sup>(b)</sup> |  | 104 | &nbsp;&nbsp; 101913 |
| Nissan Motor Acceptance Co. LLC, 6.13%, 09/30/30<sup>(b)</sup> |  | 268 | &nbsp;&nbsp; 257559 |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114416 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 202519 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/17/33<sup>(b)</sup> | EUR | 100 | &nbsp;&nbsp; 115000 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(b)</sup> | USD | 362 | &nbsp;&nbsp; 372440 |
| &nbsp;&nbsp;&nbsp; RCI Banque SA, (5-year EURIBOR ICE Swap + 2.20%), <br> 4.75%, 03/24/37<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 111877 |
|  |  |  | &nbsp;&nbsp; 7091045 |
| **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** | **Banks — 1.0%** |
| &nbsp;&nbsp;&nbsp; Abanca Corp. Bancaria SA, (5-year EURIBOR ICE <br> Swap + 2.45%), 4.63%, 12/11/36<sup>(a)(e)</sup><br>|  | 100 | &nbsp;&nbsp; 115607 |
| &nbsp;&nbsp;&nbsp; Al Rajhi Sukuk Ltd., (6 year USD CMT + 1.59%), <br> 6.25%<sup>(a)(e)(i)</sup><br>| USD | 200 | &nbsp;&nbsp; 195758 |
| &nbsp;&nbsp;&nbsp; Banco Mercantil del Norte SA, (5-year CMT + 4.07%), <br> 8.38%<sup>(a)(b)(i)</sup><br>|  | 200 | &nbsp;&nbsp; 206400 |
| &nbsp;&nbsp;&nbsp; Standard Chartered PLC, (5-year USD SOFR ICE Swap <br> + 1.97%), 4.87%, 03/15/33<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 497560 |
| Walker & Dunlop, Inc., 6.63%, 04/01/33<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 74304 |
| Wells Fargo & Co.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.15%, 04/23/31 |  | 2000 | &nbsp;&nbsp; 2034172 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.50%, 01/23/35 |  | 1290 | &nbsp;&nbsp; 1313154 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.39%, 04/24/34 |  | 1124 | &nbsp;&nbsp; 1140833 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41 |  | 2250 | &nbsp;&nbsp; 1689194 |
|  |  |  | &nbsp;&nbsp; 7266982 |
| **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., 4.44%, <br> 10/06/48<sup>(g)</sup><br>|  | 4600 | &nbsp;&nbsp; 3856824 |
| Keurig Dr. Pepper, Inc., Series 31, 2.25%, 03/15/31 |  | 400 | &nbsp;&nbsp; 353325 |
|  |  |  | &nbsp;&nbsp; 4210149 |
| **Biotechnology — 0.7%** | **Biotechnology — 0.7%** | **Biotechnology — 0.7%** | **Biotechnology — 0.7%** |
| Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 |  | 800 | &nbsp;&nbsp; 821468 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 |  | 1000 | &nbsp;&nbsp; 965101 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 |  | 600 | &nbsp;&nbsp; 615737 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 |  | 650 | &nbsp;&nbsp; 640664 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 |  | 850 | &nbsp;&nbsp; 823261 |
| Baxalta, Inc., 5.25%, 06/23/45 |  | 500 | &nbsp;&nbsp; 465402 |
| BioMarin Pharmaceutical, Inc., 5.50%, 02/15/34<sup>(b)</sup> |  | 201 | &nbsp;&nbsp; 197896 |
| Genmab AS/Genmab Finance LLC, 7.25%, 12/15/33<sup>(b)</sup> |  | 261 | &nbsp;&nbsp; 273197 |
|  |  |  | &nbsp;&nbsp; 4802726 |
| **Building Materials — 0.5%** | **Building Materials — 0.5%** | **Building Materials — 0.5%** | **Building Materials — 0.5%** |
| AmeriTex HoldCo Intermediate LLC, 7.63%, 08/15/33<sup>(b)</sup> |  | 133 | &nbsp;&nbsp; 137289 |
| Builders FirstSource, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/34 |  | 99 | &nbsp;&nbsp; 97734 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/35 |  | 91 | &nbsp;&nbsp; 90913 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 117651 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/30<sup>(b)</sup> | USD | 592 | &nbsp;&nbsp; 602099 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 102846 |
| Jeld-Wen, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/15/27 |  | 130 | &nbsp;&nbsp; 88144 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/01/32<sup>(g)</sup> |  | 39 | &nbsp;&nbsp; 18182 |
| New Enterprise Stone & Lime Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 |  | 55 | &nbsp;&nbsp; 54186 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| New Enterprise Stone & Lime Co., Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/15/28 | USD | 89 | &nbsp;&nbsp; $88910 |
| Quikrete Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/32 |  | 803 | &nbsp;&nbsp; 814244 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/33 |  | 167 | &nbsp;&nbsp; 169612 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28<sup>(b)</sup> |  | 34 | &nbsp;&nbsp; 33744 |
| Standard Building Solutions, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/32 |  | 180 | &nbsp;&nbsp; 180093 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/33 |  | 303 | &nbsp;&nbsp; 299593 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/34 |  | 167 | &nbsp;&nbsp; 161020 |
| Standard Industries, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 3 | &nbsp;&nbsp; 2965 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/30 |  | 170 | &nbsp;&nbsp; 160236 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/31 |  | 28 | &nbsp;&nbsp; 25098 |
| Wilsonart LLC, 11.00%, 08/15/32<sup>(b)</sup> |  | 194 | &nbsp;&nbsp; 140627 |
|  |  |  | &nbsp;&nbsp; 3385186 |
| **Building Products — 0.9%** | **Building Products — 0.9%** | **Building Products — 0.9%** | **Building Products — 0.9%** |
| Home Depot, Inc., 5.88%, 12/16/36 |  | 1660 | &nbsp;&nbsp; 1767140 |
| Lowe's Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 |  | 1600 | &nbsp;&nbsp; 1409810 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33<sup>(g)</sup> |  | 1000 | &nbsp;&nbsp; 1005210 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 |  | 1000 | &nbsp;&nbsp; 736542 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(b)(g)</sup> |  | 593 | &nbsp;&nbsp; 604855 |
| White Cap Supply Holdings LLC, 7.38%, 11/15/30<sup>(b)</sup> |  | 1007 | &nbsp;&nbsp; 976783 |
|  |  |  | &nbsp;&nbsp; 6500340 |
| **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 |  | 96 | &nbsp;&nbsp; 94490 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 |  | 42 | &nbsp;&nbsp; 42490 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32 |  | 24 | &nbsp;&nbsp; 24092 |
| Bain Capital Specialty Finance, Inc., 5.95%, 03/15/30 |  | 40 | &nbsp;&nbsp; 38726 |
| Blue Owl Capital Corp., 6.20%, 07/15/30 |  | 135 | &nbsp;&nbsp; 133049 |
| FMR LLC, 4.95%, 02/01/33<sup>(b)</sup> |  | 2300 | &nbsp;&nbsp; 2310050 |
| Focus Financial Partners LLC, 6.75%, 09/15/31<sup>(b)</sup> |  | 130 | &nbsp;&nbsp; 129109 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/27 |  | 392 | &nbsp;&nbsp; 384124 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29 |  | 110 | &nbsp;&nbsp; 108147 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 |  | 94 | &nbsp;&nbsp; 80216 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 117233 |
| Jane Street Group/JSG Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/32 |  | 41 | &nbsp;&nbsp; 40544 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/33 |  | 146 | &nbsp;&nbsp; 148127 |
| MDGH GMTN RSC Ltd., 4.38%, 11/22/33<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 189102 |
| Osaic Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/32 |  | 201 | &nbsp;&nbsp; 201025 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/33 |  | 280 | &nbsp;&nbsp; 276417 |
| Raymond James Financial, Inc., 4.95%, 07/15/46 |  | 400 | &nbsp;&nbsp; 355550 |
| &nbsp;&nbsp;&nbsp; WOM Chile Holdco SpA, (5.00% PIK), 5.00%, <br> 04/01/32<sup>(b)(h)(j)</sup><br>|  | 152 | &nbsp;&nbsp; 137617 |
|  |  |  | &nbsp;&nbsp; 4810108 |
| **Chemicals — 1.0%** | **Chemicals — 1.0%** | **Chemicals — 1.0%** | **Chemicals — 1.0%** |
| &nbsp;&nbsp;&nbsp; Advancion Sciences, Inc., (9.25% Cash or 10.00% PIK), <br> 9.25%, 11/01/26<sup>(b)(h)</sup><br>|  | 225 | &nbsp;&nbsp; 182508 |
| Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/31 |  | 16 | &nbsp;&nbsp; 16429 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33<sup>(g)</sup> |  | 95 | &nbsp;&nbsp; 97466 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/34 |  | 128 | &nbsp;&nbsp; 131139 |
| Chemours Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/28 |  | 418 | &nbsp;&nbsp; 413872 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29 |  | 224 | &nbsp;&nbsp; 210057 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Chemours Co.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/34 | USD | 119 | &nbsp;&nbsp; $118965 |
| Element Solutions, Inc., 3.88%, 09/01/28<sup>(b)</sup> |  | 466 | &nbsp;&nbsp; 453713 |
| EQUATE Petrochemical Co. KSC, 4.25%, 11/03/26<sup>(e)</sup> |  | 200 | &nbsp;&nbsp; 197938 |
| FMC Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 |  | 110 | &nbsp;&nbsp; 98257 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 |  | 33 | &nbsp;&nbsp; 20421 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53 |  | 23 | &nbsp;&nbsp; 17330 |
| HB Fuller Co., 4.25%, 10/15/28 |  | 3 | &nbsp;&nbsp; 2897 |
| Herens Holdco SARL, 4.75%, 05/15/28<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 168080 |
| Inversion Escrow Issuer LLC, 6.75%, 08/01/32<sup>(b)</sup> |  | 352 | &nbsp;&nbsp; 335218 |
| Itelyum Regeneration SpA, 5.75%, 04/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114012 |
| Methanex U.S. Operations, Inc., 6.25%, 03/15/32<sup>(b)(g)</sup> | USD | 117 | &nbsp;&nbsp; 119699 |
| OCP SA, 7.50%, 05/02/54<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 209663 |
| Olympus Water U.S. Holding Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/31 |  | 320 | &nbsp;&nbsp; 312545 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/33 |  | 1143 | &nbsp;&nbsp; 1090538 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(b)</sup> |  | 316 | &nbsp;&nbsp; 309917 |
| Sasol Financing USA LLC, 6.50%, 09/27/28 |  | 200 | &nbsp;&nbsp; 201814 |
| Sherwin-Williams Co., 3.80%, 08/15/49 |  | 350 | &nbsp;&nbsp; 255966 |
| SK Invictus Intermediate II SARL, 5.00%, 10/30/29<sup>(b)</sup> |  | 192 | &nbsp;&nbsp; 187271 |
| Solstice Advanced Materials, Inc., 5.63%, 09/30/33<sup>(b)</sup> |  | 248 | &nbsp;&nbsp; 244538 |
| WR Grace Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/29<sup>(g)</sup> |  | 945 | &nbsp;&nbsp; 869135 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31 |  | 92 | &nbsp;&nbsp; 92237 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32 |  | 225 | &nbsp;&nbsp; 219230 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/33 |  | 291 | &nbsp;&nbsp; 282612 |
|  |  |  | &nbsp;&nbsp; 6973467 |
| **Commercial Services & Supplies — 1.8%** | **Commercial Services & Supplies — 1.8%** | **Commercial Services & Supplies — 1.8%** | **Commercial Services & Supplies — 1.8%** |
| ADT Security Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/32 |  | 25 | &nbsp;&nbsp; 23352 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33 |  | 272 | &nbsp;&nbsp; 263435 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 SARL/Aggreko Holdings, Inc., <br> 7.00%, 05/21/30<sup>(b)</sup><br>|  | 452 | &nbsp;&nbsp; 461961 |
| Allied Universal Holdco LLC, 7.88%, 02/15/31<sup>(b)</sup> |  | 1800 | &nbsp;&nbsp; 1856187 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29<sup>(g)</sup> |  | 1000 | &nbsp;&nbsp; 966277 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/15/30 |  | 571 | &nbsp;&nbsp; 578812 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28<sup>(b)</sup><br>|  | 329 | &nbsp;&nbsp; 321438 |
| &nbsp;&nbsp;&nbsp; Arena Luxembourg Finance SARL, (3-mo. EURIBOR + <br> 2.50%), 4.52%, 05/01/30<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115250 |
| &nbsp;&nbsp;&nbsp; BCP V Modular Services Finance II PLC, 4.75%, <br> 11/30/28<sup>(e)</sup><br>|  | 100 | &nbsp;&nbsp; 108734 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(b)</sup> | USD | 218 | &nbsp;&nbsp; 219377 |
| Boels Topholding BV, 5.75%, 05/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 116130 |
| Brink's Co., 6.50%, 06/15/29<sup>(b)</sup> | USD | 85 | &nbsp;&nbsp; 86316 |
| Clarivate Science Holdings Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/01/28 |  | 215 | &nbsp;&nbsp; 202899 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/29<sup>(g)</sup> |  | 230 | &nbsp;&nbsp; 199568 |
| CompoSecure Holdings LLC, 5.63%, 02/01/33<sup>(b)</sup> |  | 434 | &nbsp;&nbsp; 423996 |
| Deluxe Corp., 8.13%, 09/15/29<sup>(b)</sup> |  | 70 | &nbsp;&nbsp; 72666 |
| FTAI Aviation Investors LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28 |  | 9 | &nbsp;&nbsp; 8997 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30 |  | 652 | &nbsp;&nbsp; 680815 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31 |  | 164 | &nbsp;&nbsp; 168121 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/32 |  | 253 | &nbsp;&nbsp; 259354 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/15/33 |  | 103 | &nbsp;&nbsp; 100774 |
| Garda World Security Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/28 |  | 108 | &nbsp;&nbsp; 109865 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Garda World Security Corp.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29 | USD | 34 | &nbsp;&nbsp; $32362 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/32 |  | 268 | &nbsp;&nbsp; 265195 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/15/32 |  | 1194 | &nbsp;&nbsp; 1194811 |
| Herc Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30 |  | 257 | &nbsp;&nbsp; 263520 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/31 |  | 89 | &nbsp;&nbsp; 87653 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/33 |  | 125 | &nbsp;&nbsp; 128093 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/34 |  | 92 | &nbsp;&nbsp; 88941 |
| RR Donnelley & Sons Co., 9.50%, 08/01/29<sup>(b)</sup> |  | 370 | &nbsp;&nbsp; 374515 |
| Service Corp. International |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 |  | 5 | &nbsp;&nbsp; 4613 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/31 |  | 20 | &nbsp;&nbsp; 18643 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/32 |  | 377 | &nbsp;&nbsp; 376275 |
| Sotheby's, 7.38%, 10/15/27<sup>(b)(g)</sup> |  | 665 | &nbsp;&nbsp; 661814 |
| &nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of New York, <br> Series 2024, 4.36%, 10/01/35<br>|  | 1000 | &nbsp;&nbsp; 967992 |
| United Rentals North America, Inc., 5.38%, 11/15/33<sup>(b)</sup> |  | 323 | &nbsp;&nbsp; 314079 |
| Veritiv Operating Co., 10.50%, 11/30/30<sup>(b)</sup> |  | 91 | &nbsp;&nbsp; 94572 |
| Wand NewCo 3, Inc., 7.63%, 01/30/32<sup>(b)</sup> |  | 333 | &nbsp;&nbsp; 340491 |
| Williams Scotsman, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29 |  | 19 | &nbsp;&nbsp; 19214 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30 |  | 107 | &nbsp;&nbsp; 108689 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/31 |  | 211 | &nbsp;&nbsp; 216355 |
|  |  |  | &nbsp;&nbsp; 12902151 |
| **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)</sup> |  | 26 | &nbsp;&nbsp; 24394 |
| **Construction & Engineering**<sup>(b)</sup> **— 0.2%** | **Construction & Engineering**<sup>(b)</sup> **— 0.2%** | **Construction & Engineering**<sup>(b)</sup> **— 0.2%** | **Construction & Engineering**<sup>(b)</sup> **— 0.2%** |
| AECOM, 6.00%, 08/01/33 |  | 288 | &nbsp;&nbsp; 287683 |
| Arcosa, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/29 |  | 85 | &nbsp;&nbsp; 82003 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/32 |  | 15 | &nbsp;&nbsp; 15370 |
| Brand Industrial Services, Inc., 10.38%, 08/01/30 |  | 628 | &nbsp;&nbsp; 573937 |
| IHS Holding Ltd., 6.25%, 11/29/28 |  | 200 | &nbsp;&nbsp; 198032 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC/Weekley Finance Corp., 6.75%, <br> 01/15/34<br>|  | 100 | &nbsp;&nbsp; 95775 |
|  |  |  | &nbsp;&nbsp; 1252800 |
| **Consumer Finance — 0.6%** | **Consumer Finance — 0.6%** | **Consumer Finance — 0.6%** | **Consumer Finance — 0.6%** |
| Block, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/26 |  | 248 | &nbsp;&nbsp; 246869 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30<sup>(b)</sup> |  | 204 | &nbsp;&nbsp; 202873 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32 |  | 89 | &nbsp;&nbsp; 89813 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/33<sup>(b)</sup> |  | 269 | &nbsp;&nbsp; 264557 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp., (1-day SOFR + 2.60%), <br> 5.82%, 02/01/34<sup>(a)</sup><br>|  | 440 | &nbsp;&nbsp; 450194 |
| ION Platform Finance SARL, 6.50%, 09/30/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 95794 |
| ION Platform Finance U.S., Inc., 7.88%, 09/30/32<sup>(b)</sup> | USD | 408 | &nbsp;&nbsp; 315803 |
| Moody's Corp., 2.75%, 08/19/41 |  | 350 | &nbsp;&nbsp; 246663 |
| Navient Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/30 |  | 6 | &nbsp;&nbsp; 5849 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32<sup>(g)</sup> |  | 104 | &nbsp;&nbsp; 92721 |
| OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 |  | 34 | &nbsp;&nbsp; 34033 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 |  | 133 | &nbsp;&nbsp; 128254 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 |  | 188 | &nbsp;&nbsp; 194012 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/30 |  | 196 | &nbsp;&nbsp; 191657 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 |  | 71 | &nbsp;&nbsp; 64119 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 |  | 36 | &nbsp;&nbsp; 36192 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 |  | 48 | &nbsp;&nbsp; 47558 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 |  | 170 | &nbsp;&nbsp; 164940 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/32 |  | 130 | &nbsp;&nbsp; 128031 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| OneMain Finance Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/33 | USD | 213 | &nbsp;&nbsp; $203612 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33 |  | 449 | &nbsp;&nbsp; 430525 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub, <br> Inc., 5.50%, 05/15/33<sup>(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 108969 |
| Shift4 Payments, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/32 | USD | 341 | &nbsp;&nbsp; 335321 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | EUR | 145 | &nbsp;&nbsp; 158004 |
| WEX, Inc., 6.50%, 03/15/33<sup>(b)</sup> | USD | 263 | &nbsp;&nbsp; 257627 |
|  |  |  | &nbsp;&nbsp; 4493990 |
| **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** |
| Albertsons Cos, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/31 |  | 97 | &nbsp;&nbsp; 95901 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33<sup>(g)</sup> |  | 90 | &nbsp;&nbsp; 90604 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/31/34 |  | 336 | &nbsp;&nbsp; 328724 |
| Albertsons Cos., Inc., 5.63%, 03/31/32<sup>(b)</sup> |  | 82 | &nbsp;&nbsp; 80730 |
| B&M European Value Retail SA, 6.50%, 11/27/31<sup>(e)</sup> | GBP | 100 | &nbsp;&nbsp; 125046 |
| Boots Group Finco LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/31/32 | EUR | 215 | &nbsp;&nbsp; 247246 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/31/32 | GBP | 100 | &nbsp;&nbsp; 131450 |
| &nbsp;&nbsp;&nbsp; KeHE Distributors LLC/KeHE Finance Corp./NextWave <br> Distribution, Inc., 9.00%, 02/15/29<sup>(b)</sup><br>| USD | 86 | &nbsp;&nbsp; 89530 |
| &nbsp;&nbsp;&nbsp; Lion/Polaris Lux Midco SARL, (3-mo. EURIBOR + <br> 3.63%), 5.75%, 07/01/29<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115348 |
| Performance Food Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/01/29 | USD | 19 | &nbsp;&nbsp; 18251 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/32 |  | 159 | &nbsp;&nbsp; 159294 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/34 |  | 348 | &nbsp;&nbsp; 335643 |
| U.S. Foods, Inc., 7.25%, 01/15/32<sup>(b)</sup> |  | 134 | &nbsp;&nbsp; 138659 |
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(b)</sup> |  | 104 | &nbsp;&nbsp; 104082 |
|  |  |  | &nbsp;&nbsp; 2060508 |
| **Containers & Packaging — 0.9%** | **Containers & Packaging — 0.9%** | **Containers & Packaging — 0.9%** | **Containers & Packaging — 0.9%** |
| Ardagh Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(b)</sup> |  | 453 | &nbsp;&nbsp; 475038 |
| &nbsp;&nbsp;&nbsp; (4.50% Cash + 7.50% PIK), 12.00%, 12/01/30<sup>(e)(h)</sup> | EUR | 200 | &nbsp;&nbsp; 189802 |
| &nbsp;&nbsp;&nbsp; (5.50% Cash + 6.50% PIK), 12.00%, 12/01/30<sup>(b)(h)</sup> | USD | 202 | &nbsp;&nbsp; 169751 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29<sup>(g)</sup> |  | 1066 | &nbsp;&nbsp; 976138 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/30/31 |  | 200 | &nbsp;&nbsp; 198282 |
| Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/32 | EUR | 100 | &nbsp;&nbsp; 114231 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/33<sup>(g)</sup> | USD | 89 | &nbsp;&nbsp; 89051 |
| Canpack SA/Canpack U.S. LLC, 2.38%, 11/01/27<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 112056 |
| Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/29 | USD | 148 | &nbsp;&nbsp; 145345 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/30 |  | 32 | &nbsp;&nbsp; 31103 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/32 |  | 352 | &nbsp;&nbsp; 333042 |
| Crown Americas LLC, 5.88%, 06/01/33 |  | 288 | &nbsp;&nbsp; 287867 |
| International Paper Co., 6.00%, 11/15/41<sup>(g)</sup> |  | 870 | &nbsp;&nbsp; 869385 |
| LABL, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/28<sup>(k)</sup> |  | 32 | &nbsp;&nbsp; 15360 |
| &nbsp;&nbsp;&nbsp; 9.50%, 11/01/28 |  | 417 | &nbsp;&nbsp; 200160 |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/01/31<sup>(k)</sup> |  | 132 | &nbsp;&nbsp; 63360 |
| Mauser Packaging Solutions Holding Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/30<sup>(g)</sup> |  | 1643 | &nbsp;&nbsp; 1643000 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/15/30 |  | 148 | &nbsp;&nbsp; 137517 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 6.63%, <br> 05/13/27<sup>(b)</sup><br>|  | 27 | &nbsp;&nbsp; 27056 |
| Sealed Air Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/27 |  | 38 | &nbsp;&nbsp; 37905 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| Sealed Air Corp.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | USD | 38 | &nbsp;&nbsp; $38285 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp./Sealed Air Corp. U.S., 7.25%, <br> 02/15/31<sup>(b)</sup><br>|  | 11 | &nbsp;&nbsp; 11535 |
| Silgan Holdings, Inc., 4.25%, 02/15/31<sup>(b)</sup> | EUR | 180 | &nbsp;&nbsp; 201363 |
| Trivium Packaging Finance BV, 6.63%, 07/15/30<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 116153 |
|  |  |  | &nbsp;&nbsp; 6482785 |
| **Distributors**<sup>(b)</sup> **— 0.0%** | **Distributors**<sup>(b)</sup> **— 0.0%** | **Distributors**<sup>(b)</sup> **— 0.0%** | **Distributors**<sup>(b)</sup> **— 0.0%** |
| Gates Corp., 6.88%, 07/01/29 | USD | 90 | &nbsp;&nbsp; 92343 |
| Resideo Funding, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29 |  | 42 | &nbsp;&nbsp; 39692 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/32<sup>(g)</sup> |  | 77 | &nbsp;&nbsp; 75866 |
|  |  |  | &nbsp;&nbsp; 207901 |
| **Diversified REITs — 1.3%** | **Diversified REITs — 1.3%** | **Diversified REITs — 1.3%** | **Diversified REITs — 1.3%** |
| American Tower Corp., 2.90%, 01/15/30 |  | 2500 | &nbsp;&nbsp; 2346445 |
| Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 |  | 750 | &nbsp;&nbsp; 754166 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 |  | 1000 | &nbsp;&nbsp; 871277 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 |  | 350 | &nbsp;&nbsp; 247323 |
| Digital Realty Trust LP, 1.88%, 11/15/29<sup>(b)(j)</sup> |  | 45 | &nbsp;&nbsp; 47638 |
| Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 |  | 500 | &nbsp;&nbsp; 446284 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 |  | 1200 | &nbsp;&nbsp; 730272 |
| ERP Operating LP, 4.50%, 07/01/44<sup>(g)</sup> |  | 1155 | &nbsp;&nbsp; 1002701 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information Management Services, Inc., <br> 5.00%, 07/15/32<sup>(b)</sup><br>|  | 54 | &nbsp;&nbsp; 50979 |
| Iron Mountain, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> |  | 13 | &nbsp;&nbsp; 12630 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 60188 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)</sup> |  | 8 | &nbsp;&nbsp; 7974 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(b)</sup> | EUR | 300 | &nbsp;&nbsp; 322661 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 107554 |
| Millrose Properties, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30 | USD | 315 | &nbsp;&nbsp; 314902 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32 |  | 205 | &nbsp;&nbsp; 201230 |
| Prologis LP, 4.63%, 01/15/33<sup>(g)</sup> |  | 1000 | &nbsp;&nbsp; 989381 |
| SBA Communications Corp., 3.13%, 02/01/29<sup>(g)</sup> |  | 166 | &nbsp;&nbsp; 157297 |
| Trust 2401, 7.70%, 01/23/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 213662 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital <br> LLC, 6.00%, 01/15/30<sup>(b)</sup><br>|  | 37 | &nbsp;&nbsp; 34801 |
|  |  |  | &nbsp;&nbsp; 8919365 |
| **Diversified Telecommunication Services — 3.6%** | **Diversified Telecommunication Services — 3.6%** | **Diversified Telecommunication Services — 3.6%** | **Diversified Telecommunication Services — 3.6%** |
| APLD ComputeCo 2 LLC, 6.75%, 03/15/31<sup>(b)</sup> |  | 464 | &nbsp;&nbsp; 460622 |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(b)</sup> |  | 192 | &nbsp;&nbsp; 197822 |
| AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 |  | 560 | &nbsp;&nbsp; 572596 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 |  | 520 | &nbsp;&nbsp; 534166 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 |  | 1200 | &nbsp;&nbsp; 1271296 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47<sup>(g)</sup> |  | 1500 | &nbsp;&nbsp; 1390744 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 |  | 500 | &nbsp;&nbsp; 327868 |
| Black Pearl Compute LLC, 6.13%, 02/15/31<sup>(b)</sup> |  | 491 | &nbsp;&nbsp; 499738 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)</sup> |  | 353 | &nbsp;&nbsp; 365718 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, 9.00%, <br> 09/15/29<sup>(b)</sup><br>|  | 220 | &nbsp;&nbsp; 231119 |
| Corning, Inc., 4.38%, 11/15/57 |  | 2000 | &nbsp;&nbsp; 1574973 |
| EchoStar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; (6.75% Cash or 6.75% PIK), 6.75%, 11/30/30<sup>(h)</sup> |  | 1279 | &nbsp;&nbsp; 1291315 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/30/29 |  | 704 | &nbsp;&nbsp; 759960 |
| eircom Finance DAC, 5.00%, 04/30/31<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114816 |
| Fibercop SpA |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/30/30<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 114639 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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)** |
| Fibercop SpA (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; $114430 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 190257 |
| Flash Compute LLC, 7.25%, 12/31/30<sup>(b)</sup> |  | 575 | &nbsp;&nbsp; 578905 |
| Frontier Communications Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(b)</sup> |  | 293 | &nbsp;&nbsp; 292954 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/29<sup>(b)</sup> |  | 59 | &nbsp;&nbsp; 59074 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 94 | &nbsp;&nbsp; 94570 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/30<sup>(b)</sup> |  | 130 | &nbsp;&nbsp; 130778 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(b)</sup> |  | 842 | &nbsp;&nbsp; 863964 |
| Kaixo Bondco Telecom SA, 5.13%, 09/30/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 115875 |
| Level 3 Financing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/29 | USD | 33 | &nbsp;&nbsp; 30937 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33 |  | 1001 | &nbsp;&nbsp; 1019256 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34 |  | 1107 | &nbsp;&nbsp; 1133110 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/36 |  | 1078 | &nbsp;&nbsp; 1124798 |
| Lorca Telecom Bondco SA, 5.75%, 04/30/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 118655 |
| Sable International Finance Ltd., 7.13%, 10/15/32<sup>(b)</sup> | USD | 260 | &nbsp;&nbsp; 255868 |
| SoftBank Group Corp., 2.88%, 01/06/27<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 113920 |
| SV RNO Property Owner 1 LLC, 5.88%, 03/01/31<sup>(b)</sup> | USD | 1306 | &nbsp;&nbsp; 1290971 |
| Telecom Italia Capital SA, 7.72%, 06/04/38 |  | 201 | &nbsp;&nbsp; 223851 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/29 |  | 51 | &nbsp;&nbsp; 49533 |
| &nbsp;&nbsp;&nbsp; Series Feb, 8.63%, 06/15/32 |  | 463 | &nbsp;&nbsp; 471559 |
| Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42<sup>(g)</sup> |  | 5000 | &nbsp;&nbsp; 3984800 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 |  | 1460 | &nbsp;&nbsp; 1421749 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(b)</sup> |  | 235 | &nbsp;&nbsp; 244318 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow Finance <br> Corp., 8.25%, 10/01/31<sup>(b)</sup><br>|  | 723 | &nbsp;&nbsp; 755648 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(b)</sup> |  | 564 | &nbsp;&nbsp; 595967 |
| Zayo Group Holdings, Inc.<sup>(b)(h)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (5.75% Cash and 0.50% PIK), 9.25%, 03/09/30 |  | 246 | &nbsp;&nbsp; 244690 |
| &nbsp;&nbsp;&nbsp; (7.13% Cash and 1.88% PIK), 13.75%, 09/09/30 |  | 250 | &nbsp;&nbsp; 233560 |
|  |  |  | &nbsp;&nbsp; 25461389 |
| **Electric Utilities — 4.9%** | **Electric Utilities — 4.9%** | **Electric Utilities — 4.9%** | **Electric Utilities — 4.9%** |
| &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)(g)</sup> |  | 181 | &nbsp;&nbsp; 183648 |
| American Electric Power Co., Inc., 5.63%, 03/01/33<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 3099970 |
| Baltimore Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 |  | 800 | &nbsp;&nbsp; 577476 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 |  | 500 | &nbsp;&nbsp; 373581 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica Sustainable Infrastructure <br> PLC, 6.38%, 02/15/32<sup>(b)</sup><br>|  | 150 | &nbsp;&nbsp; 146561 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC, Series AI, <br> 4.45%, 10/01/32<br>|  | 750 | &nbsp;&nbsp; 739043 |
| Cleveland Electric Illuminating Co., 5.95%, 12/15/36 |  | 434 | &nbsp;&nbsp; 448627 |
| &nbsp;&nbsp;&nbsp; Constellation Energy Generation LLC, 5.00%, <br> 02/01/31<sup>(b)</sup><br>|  | 30 | &nbsp;&nbsp; 30081 |
| ContourGlobal Power Holdings SA, 6.75%, 02/28/30<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 202248 |
| DTE Electric Co., 5.85%, 05/15/55 |  | 600 | &nbsp;&nbsp; 603945 |
| Duke Energy Carolinas LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 |  | 640 | &nbsp;&nbsp; 675767 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 |  | 450 | &nbsp;&nbsp; 333751 |
| Duke Energy Florida LLC, 5.65%, 04/01/40 |  | 770 | &nbsp;&nbsp; 782642 |
| E.ON International Finance BV, 6.65%, 04/30/38<sup>(b)</sup> |  | 2000 | &nbsp;&nbsp; 2187592 |
| Electricite de France SA, 5.60%, 01/27/40<sup>(b)</sup> |  | 2800 | &nbsp;&nbsp; 2765156 |
| Eversource Energy, 2.55%, 03/15/31 |  | 350 | &nbsp;&nbsp; 315453 |
| FirstEnergy Corp., Series C, 3.40%, 03/01/50 |  | 2240 | &nbsp;&nbsp; 1490267 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Minejesa Capital BV, 5.63%, 08/10/37<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; $191460 |
| Mong Duong Finance Holdings BV, 5.13%, 05/07/29 |  | 334 | &nbsp;&nbsp; 327986 |
| Ohio Power Co., 4.00%, 06/01/49 |  | 800 | &nbsp;&nbsp; 597298 |
| Oncor Electric Delivery Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 |  | 1000 | &nbsp;&nbsp; 969666 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 |  | 1000 | &nbsp;&nbsp; 987369 |
| Pacific Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50<sup>(g)</sup> |  | 2510 | &nbsp;&nbsp; 2079224 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 |  | 900 | &nbsp;&nbsp; 933828 |
| San Diego Gas & Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 |  | 1565 | &nbsp;&nbsp; 1589785 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 |  | 750 | &nbsp;&nbsp; 663483 |
| &nbsp;&nbsp;&nbsp; SCC Power PLC, (4.00% Cash or 4.00% PIK), 4.00%, <br> 05/17/32<sup>(b)(h)</sup><br>|  | 140 | &nbsp;&nbsp; 33657 |
| &nbsp;&nbsp;&nbsp; Southern California Edison Co., Series 2005-E, 5.35%, <br> 07/15/35<br>|  | 1300 | &nbsp;&nbsp; 1284267 |
| Talen Energy Supply LLC, 8.63%, 06/01/30<sup>(b)</sup> |  | 37 | &nbsp;&nbsp; 38816 |
| TransAlta Corp., 5.88%, 02/01/34 |  | 126 | &nbsp;&nbsp; 125152 |
| Virginia Electric and Power Co., 6.35%, 11/30/37<sup>(g)</sup> |  | 3920 | &nbsp;&nbsp; 4220162 |
| Vistra Operations Co. LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/31 |  | 76 | &nbsp;&nbsp; 79609 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/32 |  | 220 | &nbsp;&nbsp; 227688 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/36 |  | 3000 | &nbsp;&nbsp; 2934580 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(b)</sup> |  | 806 | &nbsp;&nbsp; 832444 |
| XPLR Infrastructure Operating Partners LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/31<sup>(g)</sup> |  | 387 | &nbsp;&nbsp; 407395 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/33 |  | 62 | &nbsp;&nbsp; 65498 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/34 |  | 427 | &nbsp;&nbsp; 440985 |
|  |  |  | &nbsp;&nbsp; 34195810 |
| **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.2%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.2%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.2%** | **Electronic Equipment, Instruments & Components**<sup>(b)</sup> **— 0.2%** |
| Coherent Corp., 5.00%, 12/15/29<sup>(g)</sup> |  | 121 | &nbsp;&nbsp; 118680 |
| Sensata Technologies, Inc., 3.75%, 02/15/31 |  | 529 | &nbsp;&nbsp; 490658 |
| WESCO Distribution, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/31 |  | 115 | &nbsp;&nbsp; 114314 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32 |  | 89 | &nbsp;&nbsp; 91094 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/33 |  | 50 | &nbsp;&nbsp; 50938 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/34 |  | 183 | &nbsp;&nbsp; 180227 |
| Zebra Technologies Corp., 6.50%, 06/01/32 |  | 77 | &nbsp;&nbsp; 77525 |
|  |  |  | &nbsp;&nbsp; 1123436 |
| **Energy Equipment & Services — 0.4%** | **Energy Equipment & Services — 0.4%** | **Energy Equipment & Services — 0.4%** | **Energy Equipment & Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Archrock Partners LP/Archrock Partners Finance Corp., <br> 6.63%, 09/01/32<sup>(b)</sup><br>|  | 157 | &nbsp;&nbsp; 160086 |
| &nbsp;&nbsp;&nbsp; Archrock Services LP/Archrock Partners Finance Corp., <br> 6.00%, 02/01/34<sup>(b)</sup><br>|  | 175 | &nbsp;&nbsp; 173261 |
| Enerflex, Inc., 6.88%, 01/15/31<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 23484 |
| Halliburton Co., 4.75%, 08/01/43 |  | 500 | &nbsp;&nbsp; 437044 |
| Kodiak Gas Services LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/29 |  | 385 | &nbsp;&nbsp; 398881 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/31 |  | 294 | &nbsp;&nbsp; 295456 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/33 |  | 191 | &nbsp;&nbsp; 193063 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/35<sup>(g)</sup> |  | 178 | &nbsp;&nbsp; 180832 |
| Oceaneering International, Inc., 6.00%, 02/01/28 |  | 45 | &nbsp;&nbsp; 45183 |
| OEG Finance PLC, 7.25%, 09/27/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 119051 |
| Star Holding LLC, 8.75%, 08/01/31<sup>(b)</sup> | USD | 138 | &nbsp;&nbsp; 140006 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(b)</sup> |  | 109 | &nbsp;&nbsp; 116121 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/29 |  | 104 | &nbsp;&nbsp; 106410 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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)** |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp.<sup>(b)</sup> (continued)<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 | USD | 334 | &nbsp;&nbsp; $332950 |
| Weatherford International Ltd., 6.75%, 10/15/33<sup>(b)</sup> |  | 308 | &nbsp;&nbsp; 314705 |
|  |  |  | &nbsp;&nbsp; 3036533 |
| **Entertainment — 0.6%** | **Entertainment — 0.6%** | **Entertainment — 0.6%** | **Entertainment — 0.6%** |
| Boyne USA, Inc., 4.75%, 05/15/29<sup>(b)</sup> |  | 17 | &nbsp;&nbsp; 16490 |
| &nbsp;&nbsp;&nbsp; Brightstar Lottery PLC/Brightstar Global Solutions Corp., <br> 5.75%, 01/15/33<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 194415 |
| Caesars Entertainment, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29<sup>(g)</sup> |  | 166 | &nbsp;&nbsp; 159675 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/30 |  | 359 | &nbsp;&nbsp; 363434 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/32 |  | 152 | &nbsp;&nbsp; 150230 |
| Churchill Downs, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 35 | &nbsp;&nbsp; 34528 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/30 |  | 91 | &nbsp;&nbsp; 89996 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/31 |  | 223 | &nbsp;&nbsp; 227193 |
| Cinemark USA, Inc., 7.00%, 08/01/32<sup>(b)</sup> |  | 41 | &nbsp;&nbsp; 42127 |
| Discovery Global Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 |  | 240 | &nbsp;&nbsp; 212400 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 |  | 708 | &nbsp;&nbsp; 466434 |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp./Raptor LLC, 8.75%, <br> 11/15/29<sup>(b)</sup><br>|  | 174 | &nbsp;&nbsp; 169756 |
| Light & Wonder International, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/29 |  | 96 | &nbsp;&nbsp; 97862 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/31<sup>(g)</sup> |  | 63 | &nbsp;&nbsp; 64657 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 |  | 80 | &nbsp;&nbsp; 78375 |
| Live Nation Entertainment, Inc., 4.75%, 10/15/27<sup>(b)</sup> |  | 10 | &nbsp;&nbsp; 9938 |
| &nbsp;&nbsp;&nbsp; Merlin Entertainments Group U.S. Holdings, Inc., 7.38%, <br> 02/15/31<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 166914 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 8.25%, 04/15/30<sup>(b)</sup><br>|  | 133 | &nbsp;&nbsp; 136156 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier Entertainment <br> Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/29 |  | 63 | &nbsp;&nbsp; 38430 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/31 |  | 107 | &nbsp;&nbsp; 58850 |
| Rivers Enterprise Borrower LLC, 6.25%, 10/15/30<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 83788 |
| &nbsp;&nbsp;&nbsp; Rivers Enterprise Borrower LLC/Rivers Enterprise <br> Finance Corp., 6.63%, 02/01/33<sup>(b)</sup><br>|  | 88 | &nbsp;&nbsp; 87338 |
| &nbsp;&nbsp;&nbsp; Scientific Games Holdings LP/Scientific Games <br> U.S. FinCo, Inc., 6.63%, 03/01/30<sup>(b)</sup><br>|  | 157 | &nbsp;&nbsp; 135063 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp/Canada's Wonderland <br> Co/Millennium Operations LLC, 8.63%, 01/15/32<sup>(b)</sup><br>|  | 65 | &nbsp;&nbsp; 65105 |
| Starz Capital Holdings 1, Inc., 6.00%, 04/15/30<sup>(b)</sup> |  | 155 | &nbsp;&nbsp; 142213 |
| Vail Resorts, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/30 |  | 113 | &nbsp;&nbsp; 112065 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/32 |  | 172 | &nbsp;&nbsp; 173938 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(b)</sup> |  | 229 | &nbsp;&nbsp; 237751 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Finance LLC/Wynn Resorts Capital <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/29 |  | 58 | &nbsp;&nbsp; 57250 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31<sup>(g)</sup> |  | 112 | &nbsp;&nbsp; 117403 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 |  | 242 | &nbsp;&nbsp; 239483 |
|  |  |  | &nbsp;&nbsp; 4229257 |
| **Environmental, Maintenance & Security Service — 0.4%** | **Environmental, Maintenance & Security Service — 0.4%** | **Environmental, Maintenance & Security Service — 0.4%** | **Environmental, Maintenance & Security Service — 0.4%** |
| Biffa Group Holdings Ltd., 5.25%, 06/15/31<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 111815 |
| Clean Harbors, Inc., 6.38%, 02/01/31<sup>(b)</sup> | USD | 6 | &nbsp;&nbsp; 6093 |
| &nbsp;&nbsp;&nbsp; GFL Environmental Holdings U.S., Inc., 5.50%, <br> 02/01/34<sup>(b)</sup><br>|  | 329 | &nbsp;&nbsp; 322682 |
| GFL Environmental, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/28 |  | 269 | &nbsp;&nbsp; 261501 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** |
| GFL Environmental, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | USD | 63 | &nbsp;&nbsp; $61813 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/31 |  | 70 | &nbsp;&nbsp; 72438 |
| Luna 15 SARL<sup>(h)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (10.50% PIK), 10.50%, 07/01/32<sup>(b)</sup> | EUR | 135 | &nbsp;&nbsp; 165402 |
| &nbsp;&nbsp;&nbsp; (10.50% PIK), 10.50%, 07/01/32<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 122520 |
| Madison IAQ LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/30/28 | USD | 172 | &nbsp;&nbsp; 167974 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/30/29<sup>(g)</sup> |  | 351 | &nbsp;&nbsp; 344212 |
| Paprec Holding SA, 4.13%, 07/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 113348 |
| Reworld Holding Corp., 4.88%, 12/01/29<sup>(b)</sup> | USD | 92 | &nbsp;&nbsp; 86246 |
| Waste Management, Inc., 2.95%, 06/01/41 |  | 350 | &nbsp;&nbsp; 261053 |
| Waste Pro USA, Inc., 7.00%, 02/01/33<sup>(b)</sup> |  | 603 | &nbsp;&nbsp; 609784 |
|  |  |  | &nbsp;&nbsp; 2706881 |
| **Financial Services — 8.7%** | **Financial Services — 8.7%** | **Financial Services — 8.7%** | **Financial Services — 8.7%** |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc., Series B, (5-year CMT + 3.87%), <br> 4.70%<sup>(a)(i)</sup><br>|  | 2500 | &nbsp;&nbsp; 2476665 |
| Azorra Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/30 |  | 92 | &nbsp;&nbsp; 94826 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31 |  | 145 | &nbsp;&nbsp; 146405 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/34 |  | 68 | &nbsp;&nbsp; 63201 |
| Bank of America Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.16%, 01/24/31 |  | 500 | &nbsp;&nbsp; 509526 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.46%, 05/09/36 |  | 2000 | &nbsp;&nbsp; 2039886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 4.27%, <br> 07/23/29<sup>(g)</sup><br>|  | 4000 | &nbsp;&nbsp; 3983695 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, (1-year CMT + 1.05%), 2.28%, <br> 11/24/27<sup>(a)(g)</sup><br>|  | 3000 | &nbsp;&nbsp; 2954682 |
| Citigroup, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 4.95%, 05/07/31 |  | 2000 | &nbsp;&nbsp; 2012963 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.17%, 09/11/36<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 2973877 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33 |  | 2000 | &nbsp;&nbsp; 1876108 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.27%, 11/17/33 |  | 1567 | &nbsp;&nbsp; 1674792 |
| CrossCountry Intermediate HoldCo LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/30 |  | 47 | &nbsp;&nbsp; 44798 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/32 |  | 30 | &nbsp;&nbsp; 28229 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, (1-day SOFR + 3.18%), 6.72%, <br> 01/18/29<sup>(a)</sup><br>|  | 850 | &nbsp;&nbsp; 880639 |
| Freedom Mortgage Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/01/31 |  | 10 | &nbsp;&nbsp; 9349 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/15/31 |  | 106 | &nbsp;&nbsp; 107749 |
| &nbsp;&nbsp;&nbsp; 8.38%, 04/01/32 |  | 15 | &nbsp;&nbsp; 14755 |
| GGAM Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/28 |  | 113 | &nbsp;&nbsp; 117278 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29 |  | 86 | &nbsp;&nbsp; 87913 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/30 |  | 12 | &nbsp;&nbsp; 11955 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/27<sup>(b)</sup> |  | 186 | &nbsp;&nbsp; 188734 |
| Goldman Sachs Group, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37 |  | 3000 | &nbsp;&nbsp; 2933017 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.33%, 07/23/35 |  | 2000 | &nbsp;&nbsp; 2006773 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31 |  | 2000 | &nbsp;&nbsp; 2033730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.56%), 4.22%, <br> 05/01/29<sup>(g)</sup><br>|  | 4000 | &nbsp;&nbsp; 3977430 |
| HSBC Holdings PLC, 6.10%, 01/14/42 |  | 610 | &nbsp;&nbsp; 646184 |
| JPMorgan Chase & Co.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.00%, 07/22/30 |  | 3000 | &nbsp;&nbsp; 3042591 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.55%, 11/08/32 |  | 1000 | &nbsp;&nbsp; 888913 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.10%, 04/22/31 |  | 3000 | &nbsp;&nbsp; 3054471 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.34%, 01/23/35 |  | 540 | &nbsp;&nbsp; 548288 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33 |  | 1381 | &nbsp;&nbsp; 1381953 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.70%, 05/06/30 |  | 1000 | &nbsp;&nbsp; 975230 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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)** |
| JPMorgan Chase & Co.<sup>(a)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.46%), 3.11%, 04/22/41 | USD | 800 | &nbsp;&nbsp; $610067 |
| Midcap Financial Issuer Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/28 |  | 200 | &nbsp;&nbsp; 194077 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/30 |  | 200 | &nbsp;&nbsp; 186372 |
| Morgan Stanley<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.66%, 04/18/30<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 3086164 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.19%, 04/17/31 |  | 3000 | &nbsp;&nbsp; 3044679 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.12%, 02/01/29<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 3032809 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35 |  | 600 | &nbsp;&nbsp; 609915 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.42%, 07/21/34 |  | 735 | &nbsp;&nbsp; 745775 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC, (1-year CMT + 2.27%), 5.52%, <br> 09/30/28<sup>(a)</sup><br>|  | 1000 | &nbsp;&nbsp; 1014656 |
| PennyMac Financial Services, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29<sup>(g)</sup> |  | 139 | &nbsp;&nbsp; 142192 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30 |  | 72 | &nbsp;&nbsp; 71552 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32 |  | 217 | &nbsp;&nbsp; 209403 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34 |  | 84 | &nbsp;&nbsp; 78610 |
| Phoenix Aviation Capital Ltd., 9.25%, 07/15/30<sup>(b)</sup> |  | 430 | &nbsp;&nbsp; 432705 |
| PRA Group Europe Holding II SARL, 6.25%, 09/30/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 109320 |
| Rocket Cos., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29 | USD | 174 | &nbsp;&nbsp; 175958 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30 |  | 639 | &nbsp;&nbsp; 644896 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32<sup>(g)</sup> |  | 472 | &nbsp;&nbsp; 486506 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33 |  | 617 | &nbsp;&nbsp; 623629 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, <br> Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/26<sup>(g)</sup> |  | 200 | &nbsp;&nbsp; 197837 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/31 |  | 16 | &nbsp;&nbsp; 14764 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/33 |  | 19 | &nbsp;&nbsp; 17031 |
| UBS AG, 5.00%, 07/09/27 |  | 900 | &nbsp;&nbsp; 907917 |
| UWM Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/30 |  | 117 | &nbsp;&nbsp; 110351 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/31 |  | 161 | &nbsp;&nbsp; 146620 |
|  |  |  | &nbsp;&nbsp; 60680410 |
| **Food Products — 0.6%** | **Food Products — 0.6%** | **Food Products — 0.6%** | **Food Products — 0.6%** |
| Aramark Services, Inc., 5.00%, 02/01/28<sup>(b)</sup> |  | 122 | &nbsp;&nbsp; 121280 |
| B&G Foods, Inc., 8.00%, 09/15/28<sup>(b)</sup> |  | 48 | &nbsp;&nbsp; 47266 |
| &nbsp;&nbsp;&nbsp; Chobani Holdco II LLC, (8.75% in Cash or 9.50% in <br> PIK), 8.75%, 10/01/29<sup>(b)(h)</sup><br>|  | 549 | &nbsp;&nbsp; 584050 |
| Chobani LLC/Chobani Finance Corp., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/28 |  | 345 | &nbsp;&nbsp; 339144 |
| &nbsp;&nbsp;&nbsp; 7.63%, 07/01/29 |  | 882 | &nbsp;&nbsp; 901278 |
| Darling Global Finance BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 115014 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/32<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 115014 |
| Darling Ingredients, Inc., 6.00%, 06/15/30<sup>(b)(g)</sup> | USD | 9 | &nbsp;&nbsp; 9063 |
| Elior Group SA, 5.63%, 03/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 116660 |
| Fiesta Purchaser, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/31 | USD | 15 | &nbsp;&nbsp; 15271 |
| &nbsp;&nbsp;&nbsp; 9.63%, 09/15/32 |  | 48 | &nbsp;&nbsp; 48887 |
| Froneri Lux FinCo SARL, 4.75%, 08/01/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 109185 |
| Kraft Heinz Foods Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | USD | 500 | &nbsp;&nbsp; 439682 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 |  | 200 | &nbsp;&nbsp; 156368 |
| Lamb Weston Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30 |  | 90 | &nbsp;&nbsp; 85684 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 |  | 50 | &nbsp;&nbsp; 46448 |
| Post Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/30 |  | 67 | &nbsp;&nbsp; 64320 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31 |  | 9 | &nbsp;&nbsp; 8368 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Post Holdings, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/32 | USD | 64 | &nbsp;&nbsp; $64662 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33 |  | 62 | &nbsp;&nbsp; 61079 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34 |  | 207 | &nbsp;&nbsp; 202696 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/36 |  | 288 | &nbsp;&nbsp; 282044 |
|  |  |  | &nbsp;&nbsp; 3933463 |
| **Ground Transportation — 1.1%** | **Ground Transportation — 1.1%** | **Ground Transportation — 1.1%** | **Ground Transportation — 1.1%** |
| Burlington Northern Santa Fe LLC, 5.05%, 03/01/41 |  | 1890 | &nbsp;&nbsp; 1815229 |
| Genesee & Wyoming, Inc., 6.25%, 04/15/32<sup>(b)</sup> |  | 110 | &nbsp;&nbsp; 111314 |
| Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34<sup>(b)(g)</sup> |  | 1864 | &nbsp;&nbsp; 1900346 |
| Norfolk Southern Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 |  | 1800 | &nbsp;&nbsp; 1838938 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 |  | 1000 | &nbsp;&nbsp; 820057 |
| Union Pacific Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 |  | 350 | &nbsp;&nbsp; 270961 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 |  | 800 | &nbsp;&nbsp; 526682 |
| &nbsp;&nbsp;&nbsp; Watco Cos. LLC/Watco Finance Corp., 7.13%, <br> 08/01/32<sup>(b)</sup><br>|  | 124 | &nbsp;&nbsp; 127350 |
|  |  |  | &nbsp;&nbsp; 7410877 |
| **Health Care Equipment & Supplies — 0.5%** | **Health Care Equipment & Supplies — 0.5%** | **Health Care Equipment & Supplies — 0.5%** | **Health Care Equipment & Supplies — 0.5%** |
| Avantor Funding, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/28 |  | 85 | &nbsp;&nbsp; 82961 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/29 |  | 17 | &nbsp;&nbsp; 15949 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(b)</sup> |  | 958 | &nbsp;&nbsp; 989135 |
| Hologic, Inc., 3.25%, 02/15/29<sup>(b)</sup> |  | 8 | &nbsp;&nbsp; 7986 |
| Insulet Corp., 6.50%, 04/01/33<sup>(b)</sup> |  | 97 | &nbsp;&nbsp; 99008 |
| Medline Borrower LP, 5.25%, 10/01/29<sup>(b)(g)</sup> |  | 828 | &nbsp;&nbsp; 820708 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, <br> 04/01/29<sup>(b)</sup><br>|  | 304 | &nbsp;&nbsp; 309771 |
| Neogen Food Safety Corp., 8.63%, 07/20/30<sup>(b)</sup> |  | 128 | &nbsp;&nbsp; 134441 |
| Thermo Fisher Scientific, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 |  | 495 | &nbsp;&nbsp; 504694 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 |  | 1000 | &nbsp;&nbsp; 729766 |
|  |  |  | &nbsp;&nbsp; 3694419 |
| **Health Care Providers & Services — 2.8%** | **Health Care Providers & Services — 2.8%** | **Health Care Providers & Services — 2.8%** | **Health Care Providers & Services — 2.8%** |
| Acadia Healthcare Co., Inc., 7.38%, 03/15/33<sup>(b)(g)</sup> |  | 64 | &nbsp;&nbsp; 65525 |
| Aetna, Inc., 4.50%, 05/15/42 |  | 575 | &nbsp;&nbsp; 480652 |
| AHP Health Partners, Inc., 5.75%, 07/15/29<sup>(b)</sup> |  | 153 | &nbsp;&nbsp; 151305 |
| CHS/Community Health Systems, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/30 |  | 683 | &nbsp;&nbsp; 643716 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/31 |  | 273 | &nbsp;&nbsp; 251685 |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/15/32 |  | 163 | &nbsp;&nbsp; 174876 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/34 |  | 907 | &nbsp;&nbsp; 941346 |
| Concentra Health Services, Inc., 6.88%, 07/15/32<sup>(b)</sup> |  | 274 | &nbsp;&nbsp; 283279 |
| DaVita, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32 |  | 38 | &nbsp;&nbsp; 38928 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33 |  | 80 | &nbsp;&nbsp; 81372 |
| Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 |  | 1500 | &nbsp;&nbsp; 1284540 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 |  | 900 | &nbsp;&nbsp; 723938 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(b)</sup> |  | 54 | &nbsp;&nbsp; 51176 |
| HAH Group Holding Co. LLC, 9.75%, 10/01/31<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 73589 |
| HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 |  | 3000 | &nbsp;&nbsp; 3029420 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 |  | 1090 | &nbsp;&nbsp; 998823 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 |  | 1510 | &nbsp;&nbsp; 1404665 |
| HealthEquity, Inc., 4.50%, 10/01/29<sup>(b)</sup> |  | 170 | &nbsp;&nbsp; 164473 |
| IQVIA, Inc., 6.25%, 06/01/32<sup>(b)</sup> |  | 350 | &nbsp;&nbsp; 355422 |
| LifePoint Health, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30 |  | 94 | &nbsp;&nbsp; 99406 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30 |  | 315 | &nbsp;&nbsp; 338773 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| LifePoint Health, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32 | USD | 109 | &nbsp;&nbsp; $116404 |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/32<sup>(g)</sup> |  | 166 | &nbsp;&nbsp; 169524 |
| Molina Healthcare, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/30 |  | 110 | &nbsp;&nbsp; 98343 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/31 |  | 174 | &nbsp;&nbsp; 171060 |
| Northwell Healthcare, Inc., 4.26%, 11/01/47<sup>(g)</sup> |  | 725 | &nbsp;&nbsp; 587328 |
| Option Care Health, Inc., 4.38%, 10/31/29<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 73249 |
| Prime Healthcare Services, Inc., 9.38%, 09/01/29<sup>(b)</sup> |  | 63 | &nbsp;&nbsp; 65331 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(b)</sup> |  | 105 | &nbsp;&nbsp; 108462 |
| Star Parent, Inc., 9.00%, 10/01/30<sup>(b)</sup> |  | 297 | &nbsp;&nbsp; 307692 |
| Surgery Center Holdings, Inc., 7.25%, 04/15/32<sup>(b)(g)</sup> |  | 539 | &nbsp;&nbsp; 529391 |
| Sutter Health, Series 2025, 5.54%, 08/15/35 |  | 1750 | &nbsp;&nbsp; 1805568 |
| Tenet Healthcare Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/31 |  | 88 | &nbsp;&nbsp; 89948 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(b)</sup> |  | 106 | &nbsp;&nbsp; 105022 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/33<sup>(b)</sup> |  | 164 | &nbsp;&nbsp; 165943 |
| U.S. Acute Care Solutions LLC, 9.75%, 05/15/29<sup>(b)</sup> |  | 162 | &nbsp;&nbsp; 156500 |
| UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 |  | 340 | &nbsp;&nbsp; 349072 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 |  | 1750 | &nbsp;&nbsp; 1829338 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 |  | 600 | &nbsp;&nbsp; 605907 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54<sup>(g)</sup> |  | 800 | &nbsp;&nbsp; 762459 |
|  |  |  | &nbsp;&nbsp; 19733450 |
| **Health Care REITs — 0.3%** | **Health Care REITs — 0.3%** | **Health Care REITs — 0.3%** | **Health Care REITs — 0.3%** |
| Alexandria Real Estate Equities, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 |  | 140 | &nbsp;&nbsp; 132394 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 |  | 550 | &nbsp;&nbsp; 459099 |
| Diversified Healthcare Trust, 7.25%, 10/15/30<sup>(b)</sup> |  | 80 | &nbsp;&nbsp; 80687 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 8.50%, 02/15/32<sup>(b)</sup><br>|  | 537 | &nbsp;&nbsp; 544417 |
| Ventas Realty LP, 3.25%, 10/15/26 |  | 870 | &nbsp;&nbsp; 865207 |
|  |  |  | &nbsp;&nbsp; 2081804 |
| **Hotel & Resort REITs — 0.3%** | **Hotel & Resort REITs — 0.3%** | **Hotel & Resort REITs — 0.3%** | **Hotel & Resort REITs — 0.3%** |
| &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>|  | 121 | &nbsp;&nbsp; 122482 |
| &nbsp;&nbsp;&nbsp; Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, <br> 10/15/29<sup>(b)</sup><br>|  | 65 | &nbsp;&nbsp; 65118 |
| RHP Hotel Properties LP/RHP Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/28 |  | 72 | &nbsp;&nbsp; 73511 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/32 |  | 76 | &nbsp;&nbsp; 77377 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 |  | 214 | &nbsp;&nbsp; 217911 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/34 |  | 319 | &nbsp;&nbsp; 314806 |
| Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/28<sup>(b)(l)</sup> |  | 157 | &nbsp;&nbsp; 142838 |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/15/31<sup>(b)</sup> |  | 955 | &nbsp;&nbsp; 997327 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32 |  | 108 | &nbsp;&nbsp; 107043 |
| XHR LP, 6.63%, 05/15/30<sup>(b)</sup> |  | 64 | &nbsp;&nbsp; 64615 |
|  |  |  | &nbsp;&nbsp; 2183028 |
| **Hotels, Restaurants & Leisure — 0.4%** | **Hotels, Restaurants & Leisure — 0.4%** | **Hotels, Restaurants & Leisure — 0.4%** | **Hotels, Restaurants & Leisure — 0.4%** |
| &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 |  | 39 | &nbsp;&nbsp; 38122 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 |  | 144 | &nbsp;&nbsp; 141983 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/29 |  | 33 | &nbsp;&nbsp; 33072 |
| Corvias Campus Living - USG LLC, 5.30%, 07/01/50<sup>(d)</sup> |  | 3381 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc., 4.63%, 01/15/29<sup>(b)</sup><br>|  | 162 | &nbsp;&nbsp; 154828 |
| Hilton Domestic Operating Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32 |  | 60 | &nbsp;&nbsp; 60900 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/33 |  | 49 | &nbsp;&nbsp; 49299 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 |  | 32 | &nbsp;&nbsp; 31856 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Hilton Domestic Operating Co., Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/31/34 | USD | 145 | &nbsp;&nbsp; $141662 |
| MajorDrive Holdings IV LLC, 6.38%, 06/01/29<sup>(b)</sup> |  | 160 | &nbsp;&nbsp; 118346 |
| Melco Resorts Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/21/28 |  | 200 | &nbsp;&nbsp; 196386 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/04/29 |  | 400 | &nbsp;&nbsp; 383500 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/17/32 |  | 400 | &nbsp;&nbsp; 406094 |
| MGM Resorts International, 6.13%, 09/15/29 |  | 88 | &nbsp;&nbsp; 88521 |
| Station Casinos LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/28 |  | 7 | &nbsp;&nbsp; 6861 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/32 |  | 81 | &nbsp;&nbsp; 81314 |
| Wyndham Hotels & Resorts, Inc., 5.63%, 03/01/33<sup>(b)</sup> |  | 85 | &nbsp;&nbsp; 83638 |
| Wynn Macau Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28 |  | 800 | &nbsp;&nbsp; 786370 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/15/29 |  | 200 | &nbsp;&nbsp; 191210 |
|  |  |  | &nbsp;&nbsp; 2993962 |
| **Household Durables — 0.2%** | **Household Durables — 0.2%** | **Household Durables — 0.2%** | **Household Durables — 0.2%** |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC/Ashton Woods Finance Co., <br> 6.88%, 08/01/33<sup>(b)</sup><br>|  | 83 | &nbsp;&nbsp; 80073 |
| Beazer Homes USA, Inc., 5.88%, 10/15/27 |  | 28 | &nbsp;&nbsp; 27865 |
| Century Communities, Inc., 6.63%, 09/15/33<sup>(b)</sup> |  | 104 | &nbsp;&nbsp; 101883 |
| Dream Finders Homes, Inc., 8.25%, 08/15/28<sup>(b)</sup> |  | 58 | &nbsp;&nbsp; 58934 |
| Empire Communities Corp., 9.75%, 05/01/29<sup>(b)</sup> |  | 28 | &nbsp;&nbsp; 28115 |
| Installed Building Products, Inc., 5.63%, 02/01/34<sup>(b)</sup> |  | 127 | &nbsp;&nbsp; 123926 |
| K Hovnanian Enterprises, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/31 |  | 197 | &nbsp;&nbsp; 194771 |
| &nbsp;&nbsp;&nbsp; 8.38%, 10/01/33 |  | 183 | &nbsp;&nbsp; 180967 |
| LGI Homes, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28 |  | 56 | &nbsp;&nbsp; 57295 |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/15/32 |  | 69 | &nbsp;&nbsp; 63979 |
| Mattamy Group Corp., 6.00%, 12/15/33<sup>(b)</sup> |  | 41 | &nbsp;&nbsp; 38501 |
| Meritage Homes Corp., 1.75%, 05/15/28<sup>(j)</sup> |  | 206 | &nbsp;&nbsp; 198378 |
| Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/01/28<sup>(b)</sup> |  | 115 | &nbsp;&nbsp; 118703 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 |  | 37 | &nbsp;&nbsp; 36115 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30 |  | 44 | &nbsp;&nbsp; 42236 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/32 |  | 64 | &nbsp;&nbsp; 61247 |
| Risewell Homes, Inc., 8.50%, 11/01/30<sup>(b)</sup> |  | 34 | &nbsp;&nbsp; 33246 |
| Scotts Miracle-Gro Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 |  | 13 | &nbsp;&nbsp; 12709 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/32 |  | 22 | &nbsp;&nbsp; 20547 |
| Somnigroup International, Inc., 3.88%, 10/15/31<sup>(b)</sup> |  | 45 | &nbsp;&nbsp; 40912 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 78518 |
| Taylor Morrison Communities, Inc., 5.75%, 11/15/32<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 62054 |
|  |  |  | &nbsp;&nbsp; 1660974 |
| **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.6%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.6%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.6%** | **Independent Power and Renewable Electricity Producers**<sup>(b)</sup> **— 0.6%** |
| Clearway Energy Operating LLC, 4.75%, 03/15/28 |  | 93 | &nbsp;&nbsp; 91759 |
| India Cleantech Energy, 4.70%, 08/10/26 |  | 185 | &nbsp;&nbsp; 183985 |
| Lightning Power LLC, 7.25%, 08/15/32 |  | 49 | &nbsp;&nbsp; 50934 |
| NRG Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29 |  | 81 | &nbsp;&nbsp; 80879 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/33 |  | 542 | &nbsp;&nbsp; 542138 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 |  | 362 | &nbsp;&nbsp; 357086 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/34 |  | 57 | &nbsp;&nbsp; 57455 |
| &nbsp;&nbsp;&nbsp; 5.41%, 10/15/35 |  | 1500 | &nbsp;&nbsp; 1471387 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 |  | 965 | &nbsp;&nbsp; 956225 |
| Vistra Corp., (5-year CMT + 6.93%), 8.00%<sup>(a)(i)</sup> |  | 100 | &nbsp;&nbsp; 101060 |
|  |  |  | &nbsp;&nbsp; 3892908 |
| **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** |
| 3M Co., 3.25%, 08/26/49 |  | 600 | &nbsp;&nbsp; 401333 |
| Amsted Industries, Inc., 6.38%, 03/15/33<sup>(b)</sup> |  | 66 | &nbsp;&nbsp; 66327 |
| Avient Corp., 6.25%, 11/01/31<sup>(b)</sup> |  | 94 | &nbsp;&nbsp; 94656 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** |
| Axon Enterprise, Inc., 6.25%, 03/15/33<sup>(b)</sup> | USD | 52 | &nbsp;&nbsp; $53079 |
| Eaton Corp., 4.15%, 11/02/42 |  | 500 | &nbsp;&nbsp; 428955 |
| Enpro, Inc., 6.13%, 06/01/33<sup>(b)</sup> |  | 85 | &nbsp;&nbsp; 85975 |
| Maxam Prill SARL, 6.00%, 07/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114227 |
|  |  |  | &nbsp;&nbsp; 1244552 |
| **Insurance — 3.1%** | **Insurance — 3.1%** | **Insurance — 3.1%** | **Insurance — 3.1%** |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings Co-<br> Issuer<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/27 | USD | 473 | &nbsp;&nbsp; 463567 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/15/27 |  | 69 | &nbsp;&nbsp; 68947 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/28 |  | 71 | &nbsp;&nbsp; 71387 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 1093 | &nbsp;&nbsp; 1057509 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31 |  | 598 | &nbsp;&nbsp; 603090 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/31 |  | 25 | &nbsp;&nbsp; 24549 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/32 |  | 431 | &nbsp;&nbsp; 426884 |
| AmWINS Group, Inc., 6.38%, 02/15/29<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 62359 |
| &nbsp;&nbsp;&nbsp; Amynta Agency Borrower, Inc. and Amynta Warranty <br> Borrower, Inc., 7.50%, 07/15/33<sup>(b)</sup><br>|  | 201 | &nbsp;&nbsp; 190616 |
| Aon Global Ltd., 4.60%, 06/14/44 |  | 500 | &nbsp;&nbsp; 423669 |
| &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>|  | 140 | &nbsp;&nbsp; 126598 |
| Ardonagh Finco Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/31<sup>(e)</sup> | EUR | 200 | &nbsp;&nbsp; 229575 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/31<sup>(b)</sup> | USD | 893 | &nbsp;&nbsp; 903463 |
| Ardonagh Group Finance Ltd., 8.88%, 02/15/32<sup>(b)</sup> |  | 936 | &nbsp;&nbsp; 917058 |
| Asurion LLC/Asurion Co-Issuer, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 12/31/32 |  | 489 | &nbsp;&nbsp; 507312 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/34 |  | 486 | &nbsp;&nbsp; 471839 |
| Berkshire Hathaway Finance Corp., 4.40%, 05/15/42 |  | 500 | &nbsp;&nbsp; 446695 |
| &nbsp;&nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. Refinance <br> 2 PLC/Howden U.S. Refinance LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/31 |  | 1000 | &nbsp;&nbsp; 1008421 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/32 |  | 586 | &nbsp;&nbsp; 549053 |
| HUB International Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/30 |  | 1060 | &nbsp;&nbsp; 1085868 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/31/32 |  | 2388 | &nbsp;&nbsp; 2435672 |
| Jones Deslauriers Insurance Management, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/15/30 |  | 353 | &nbsp;&nbsp; 358799 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/33 |  | 184 | &nbsp;&nbsp; 168327 |
| Liberty Mutual Group, Inc., 6.50%, 05/01/42<sup>(b)</sup> |  | 2000 | &nbsp;&nbsp; 1981402 |
| Marsh & McLennan Cos., Inc., 5.88%, 08/01/33 |  | 1500 | &nbsp;&nbsp; 1592847 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(b)</sup> |  | 1539 | &nbsp;&nbsp; 1544169 |
| Progressive Corp., 3.00%, 03/15/32 |  | 750 | &nbsp;&nbsp; 685796 |
| Prudential Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/17/36 |  | 500 | &nbsp;&nbsp; 513073 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 |  | 1625 | &nbsp;&nbsp; 1790949 |
| Ryan Specialty LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/30 |  | 60 | &nbsp;&nbsp; 58126 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/32 |  | 113 | &nbsp;&nbsp; 111685 |
| &nbsp;&nbsp;&nbsp; Teachers Insurance & Annuity Association of America, <br> 4.27%, 05/15/47<sup>(b)</sup><br>|  | 700 | &nbsp;&nbsp; 562778 |
| USI, Inc., 7.50%, 01/15/32<sup>(b)</sup> |  | 431 | &nbsp;&nbsp; 436672 |
|  |  |  | &nbsp;&nbsp; 21878754 |
| **Interactive Media & Services — 1.2%** | **Interactive Media & Services — 1.2%** | **Interactive Media & Services — 1.2%** | **Interactive Media & Services — 1.2%** |
| Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 |  | 1440 | &nbsp;&nbsp; 1408019 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 |  | 900 | &nbsp;&nbsp; 871381 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 |  | 600 | &nbsp;&nbsp; 555378 |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(b)(g)</sup> |  | 3403 | &nbsp;&nbsp; 3498815 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** |
| iliad SA<sup>(e)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/30 | EUR | 100 | &nbsp;&nbsp; $121012 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/32 |  | 100 | &nbsp;&nbsp; 113185 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc./ION Platform Finance <br> SARL, 5.00%, 05/01/28<sup>(b)</sup><br>| USD | 277 | &nbsp;&nbsp; 258731 |
| Meta Platforms, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 |  | 1000 | &nbsp;&nbsp; 937390 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 |  | 700 | &nbsp;&nbsp; 629130 |
| Snap, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/33<sup>(g)</sup> |  | 222 | &nbsp;&nbsp; 209628 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/34 |  | 144 | &nbsp;&nbsp; 135442 |
|  |  |  | &nbsp;&nbsp; 8738111 |
| **Internet Software & Services — 0.6%** | **Internet Software & Services — 0.6%** | **Internet Software & Services — 0.6%** | **Internet Software & Services — 0.6%** |
| Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 |  | 1500 | &nbsp;&nbsp; 875650 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52<sup>(g)</sup> |  | 3630 | &nbsp;&nbsp; 2783281 |
| Getty Images, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/21/30 |  | 95 | &nbsp;&nbsp; 85556 |
| &nbsp;&nbsp;&nbsp; 10.50%, 11/15/30 |  | 71 | &nbsp;&nbsp; 63674 |
| Match Group Holdings II LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30 |  | 20 | &nbsp;&nbsp; 18535 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31 |  | 24 | &nbsp;&nbsp; 21338 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/33 |  | 156 | &nbsp;&nbsp; 151603 |
| Rakuten Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27 |  | 200 | &nbsp;&nbsp; 207003 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29 |  | 200 | &nbsp;&nbsp; 213120 |
|  |  |  | &nbsp;&nbsp; 4419760 |
| **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** |
| Amentum Holdings, Inc., 7.25%, 08/01/32<sup>(b)(g)</sup> |  | 47 | &nbsp;&nbsp; 48636 |
| Atos SE, 9.73%, 12/18/29<sup>(e)(m)</sup> | EUR | 17 | &nbsp;&nbsp; 22051 |
| CACI International, Inc., 6.38%, 06/15/33<sup>(b)</sup> | USD | 170 | &nbsp;&nbsp; 173047 |
| CoreWeave, Inc., 9.25%, 06/01/30<sup>(b)(g)</sup> |  | 271 | &nbsp;&nbsp; 263320 |
| Fair Isaac Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 |  | 45 | &nbsp;&nbsp; 43669 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/33 |  | 607 | &nbsp;&nbsp; 595601 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc., 4.50%, <br> 08/15/46<br>|  | 1000 | &nbsp;&nbsp; 814356 |
| Fiserv, Inc., 4.40%, 07/01/49<sup>(g)</sup> |  | 500 | &nbsp;&nbsp; 378056 |
| Fortress Intermediate 3, Inc., 7.50%, 06/01/31<sup>(b)(g)</sup> |  | 226 | &nbsp;&nbsp; 224610 |
| International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 |  | 500 | &nbsp;&nbsp; 489863 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33<sup>(g)</sup> |  | 550 | &nbsp;&nbsp; 546587 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 |  | 750 | &nbsp;&nbsp; 493303 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp., 5.88%, <br> 11/01/33<sup>(b)</sup><br>|  | 141 | &nbsp;&nbsp; 137598 |
|  |  |  | &nbsp;&nbsp; 4230697 |
| **Leisure Products — 0.4%** | **Leisure Products — 0.4%** | **Leisure Products — 0.4%** | **Leisure Products — 0.4%** |
| Acushnet Co., 5.63%, 12/01/33<sup>(b)</sup> |  | 63 | &nbsp;&nbsp; 62513 |
| Carnival Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/31 |  | 107 | &nbsp;&nbsp; 108315 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/32 |  | 109 | &nbsp;&nbsp; 108965 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 |  | 455 | &nbsp;&nbsp; 459561 |
| Carnival PLC, 4.13%, 07/15/31<sup>(b)</sup> | EUR | 135 | &nbsp;&nbsp; 151927 |
| Deuce Finco PLC, 7.00%, 11/20/31<sup>(e)</sup> | GBP | 100 | &nbsp;&nbsp; 130338 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(b)</sup> | USD | 192 | &nbsp;&nbsp; 196030 |
| NCL Corp. Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31 |  | 31 | &nbsp;&nbsp; 30119 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32 |  | 68 | &nbsp;&nbsp; 67484 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/33<sup>(g)</sup> |  | 381 | &nbsp;&nbsp; 369699 |
| Sabre Financial Borrower LLC, 11.13%, 06/15/29<sup>(b)</sup> |  | 441 | &nbsp;&nbsp; 451285 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** |
| Viking Cruises Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29 | USD | 34 | &nbsp;&nbsp; $34063 |
| &nbsp;&nbsp;&nbsp; 9.13%, 07/15/31 |  | 195 | &nbsp;&nbsp; 205714 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33 |  | 322 | &nbsp;&nbsp; 317914 |
| Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29<sup>(b)</sup> |  | 111 | &nbsp;&nbsp; 110832 |
|  |  |  | &nbsp;&nbsp; 2804759 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| Chart Industries, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/01/30 |  | 81 | &nbsp;&nbsp; 84152 |
| &nbsp;&nbsp;&nbsp; 9.50%, 01/01/31 |  | 61 | &nbsp;&nbsp; 64080 |
| Columbus McKinnon Corp., 7.13%, 02/01/33<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 118945 |
| Esab Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/29 |  | 145 | &nbsp;&nbsp; 147160 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/31 |  | 309 | &nbsp;&nbsp; 311166 |
| GrafTech Global Enterprises, Inc., 9.88%, 12/23/29<sup>(b)(g)</sup> |  | 82 | &nbsp;&nbsp; 52373 |
| John Deere Capital Corp., 4.40%, 09/08/31 |  | 445 | &nbsp;&nbsp; 444461 |
| &nbsp;&nbsp;&nbsp; King U.S. Bidco, Inc., (3-mo. EURIBOR + 3.25%), <br> 5.31%, 12/01/32<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115019 |
| Lsf12 Helix Parent LLC, 7.13%, 02/01/33<sup>(b)</sup> | USD | 290 | &nbsp;&nbsp; 279098 |
| Manitowoc Co., Inc., 9.25%, 10/01/31<sup>(b)</sup> |  | 72 | &nbsp;&nbsp; 75188 |
| Terex Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29<sup>(g)</sup> |  | 72 | &nbsp;&nbsp; 70935 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/32 |  | 107 | &nbsp;&nbsp; 107697 |
| TK Elevator Midco GmbH, 4.38%, 07/15/27<sup>(e)</sup> | EUR | 57 | &nbsp;&nbsp; 66148 |
| TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 199477 |
|  |  |  | &nbsp;&nbsp; 2135899 |
| **Media — 2.5%** | **Media — 2.5%** | **Media — 2.5%** | **Media — 2.5%** |
| Block Communications, Inc., 10.25%, 03/01/31<sup>(b)</sup> |  | 48 | &nbsp;&nbsp; 43917 |
| Cable One, Inc., 1.13%, 03/15/28<sup>(j)</sup> |  | 449 | &nbsp;&nbsp; 337648 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup> |  | 21 | &nbsp;&nbsp; 20711 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)</sup> |  | 442 | &nbsp;&nbsp; 443356 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 58830 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)</sup> |  | 475 | &nbsp;&nbsp; 432941 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)</sup> |  | 335 | &nbsp;&nbsp; 302896 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 |  | 17 | &nbsp;&nbsp; 15186 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33<sup>(b)</sup> |  | 181 | &nbsp;&nbsp; 181499 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(b)</sup> |  | 354 | &nbsp;&nbsp; 308201 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(b)(g)</sup> |  | 560 | &nbsp;&nbsp; 479076 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36<sup>(b)</sup> |  | 588 | &nbsp;&nbsp; 585558 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 |  | 1100 | &nbsp;&nbsp; 917400 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 |  | 1000 | &nbsp;&nbsp; 767780 |
| Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 |  | 790 | &nbsp;&nbsp; 855204 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 |  | 1500 | &nbsp;&nbsp; 1288208 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 2456817 |
| CSC Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27 |  | 200 | &nbsp;&nbsp; 173479 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/28 |  | 607 | &nbsp;&nbsp; 448908 |
| &nbsp;&nbsp;&nbsp; 11.25%, 05/15/28 |  | 400 | &nbsp;&nbsp; 326858 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(b)</sup> |  | 290 | &nbsp;&nbsp; 289355 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/27 |  | 332 | &nbsp;&nbsp; 331650 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/31 |  | 232 | &nbsp;&nbsp; 236832 |
| Discovery Communications LLC, 3.95%, 03/20/28 |  | 142 | &nbsp;&nbsp; 139117 |
| DISH DBS Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/26 |  | 810 | &nbsp;&nbsp; 803053 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 |  | 373 | &nbsp;&nbsp; 360763 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
| DISH Network Corp., 11.75%, 11/15/27<sup>(b)</sup> | USD | 910 | &nbsp;&nbsp; $937523 |
| Gray Media, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/29<sup>(g)</sup> |  | 79 | &nbsp;&nbsp; 83949 |
| &nbsp;&nbsp;&nbsp; 9.63%, 07/15/32<sup>(g)</sup> |  | 342 | &nbsp;&nbsp; 341978 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/33 |  | 302 | &nbsp;&nbsp; 304317 |
| Midcontinent Communications, 8.00%, 08/15/32<sup>(b)</sup> |  | 65 | &nbsp;&nbsp; 60538 |
| Sinclair Television Group, Inc., 8.13%, 02/15/33<sup>(b)(g)</sup> |  | 439 | &nbsp;&nbsp; 446272 |
| Sirius XM Radio LLC, 5.00%, 08/01/27<sup>(b)</sup> |  | 180 | &nbsp;&nbsp; 179749 |
| Sunrise FinCo I BV, 4.63%, 05/15/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 112936 |
| Univision Communications, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/28 | USD | 476 | &nbsp;&nbsp; 483136 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/30<sup>(g)</sup> |  | 120 | &nbsp;&nbsp; 117590 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/31/31<sup>(g)</sup> |  | 322 | &nbsp;&nbsp; 323571 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32 |  | 97 | &nbsp;&nbsp; 99970 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(b)</sup> |  | 68 | &nbsp;&nbsp; 69591 |
| VZ Secured Financing BV, 5.25%, 01/15/33<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 106559 |
| Walt Disney Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 11/30/28 | USD | 385 | &nbsp;&nbsp; 415227 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 |  | 500 | &nbsp;&nbsp; 618931 |
| Ziggo BV, 4.88%, 01/15/30<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 186777 |
|  |  |  | &nbsp;&nbsp; 17493857 |
| **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** |
| Advanced Drainage Systems, Inc., 6.38%, 06/15/30<sup>(b)</sup> |  | 153 | &nbsp;&nbsp; 154329 |
| Arsenal AIC Parent LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/30 |  | 161 | &nbsp;&nbsp; 167628 |
| &nbsp;&nbsp;&nbsp; 11.50%, 10/01/31 |  | 649 | &nbsp;&nbsp; 701246 |
| &nbsp;&nbsp;&nbsp; Big River Steel LLC/BRS Finance Corp., 6.63%, <br> 01/31/29<sup>(b)</sup><br>|  | 302 | &nbsp;&nbsp; 301301 |
| Carpenter Technology Corp., 5.63%, 03/01/34<sup>(b)</sup> |  | 167 | &nbsp;&nbsp; 165462 |
| Cleveland-Cliffs, Inc., 6.88%, 11/01/29<sup>(b)</sup> |  | 272 | &nbsp;&nbsp; 271976 |
| Commercial Metals Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/33 |  | 193 | &nbsp;&nbsp; 190971 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/35 |  | 199 | &nbsp;&nbsp; 196183 |
| Constellium SE<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 |  | 591 | &nbsp;&nbsp; 563675 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/32 |  | 250 | &nbsp;&nbsp; 252710 |
| ERO Copper Corp., 6.50%, 02/15/30<sup>(b)</sup> |  | 43 | &nbsp;&nbsp; 42565 |
| 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 |  | 311 | &nbsp;&nbsp; 297566 |
| Glencore Funding LLC, 6.14%, 04/01/55<sup>(b)</sup> |  | 600 | &nbsp;&nbsp; 603498 |
| Kaiser Aluminum Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/31 |  | 331 | &nbsp;&nbsp; 312708 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34 |  | 474 | &nbsp;&nbsp; 465405 |
| New Gold, Inc., 6.88%, 04/01/32<sup>(b)</sup> |  | 162 | &nbsp;&nbsp; 167436 |
| Novelis Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 |  | 95 | &nbsp;&nbsp; 89537 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30 |  | 256 | &nbsp;&nbsp; 258220 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/31 |  | 175 | &nbsp;&nbsp; 155864 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/33 |  | 338 | &nbsp;&nbsp; 331542 |
| Novelis Sheet Ingot GmbH, 3.38%, 04/15/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 109677 |
| Rio Tinto Finance USA PLC, 4.13%, 08/21/42 | USD | 400 | &nbsp;&nbsp; 337183 |
| Samarco Mineracao SA<sup>(h)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (9.00% Cash or 9.00% PIK), 9.50%, 06/30/31<sup>(e)</sup> |  | 121 | &nbsp;&nbsp; 119548 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.50%, 06/30/31<sup>(b)</sup> |  | 9 | &nbsp;&nbsp; 8916 |
| Steel Dynamics, Inc., 5.75%, 05/15/55 |  | 400 | &nbsp;&nbsp; 385601 |
| Vale Overseas Ltd., 6.40%, 06/28/54 |  | 36 | &nbsp;&nbsp; 36222 |
| Vallourec SACA, 7.50%, 04/15/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 209603 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| &nbsp;&nbsp;&nbsp; Vedanta Resources Finance II PLC, 10.88%, <br> 09/17/29<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; $209400 |
| Volcan Cia Minera SAA, 8.50%, 10/28/32<sup>(b)</sup> |  | 74 | &nbsp;&nbsp; 75288 |
|  |  |  | &nbsp;&nbsp; 7590378 |
| **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.1%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.1%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.1%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.1%** |
| Blackstone Mortgage Trust, Inc., 3.75%, 01/15/27 |  | 149 | &nbsp;&nbsp; 146447 |
| Starwood Property Trust, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29 |  | 94 | &nbsp;&nbsp; 96785 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 48 | &nbsp;&nbsp; 47907 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30 |  | 67 | &nbsp;&nbsp; 68425 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30 |  | 198 | &nbsp;&nbsp; 200814 |
|  |  |  | &nbsp;&nbsp; 560378 |
| **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** | **Multi-Utilities — 0.8%** |
| &nbsp;&nbsp;&nbsp; AmeriGas Partners LP/AmeriGas Finance Corp., 9.50%, <br> 06/01/30<sup>(b)</sup><br>|  | 106 | &nbsp;&nbsp; 112298 |
| KeySpan Gas East Corp., 5.82%, 04/01/41<sup>(b)</sup> |  | 1010 | &nbsp;&nbsp; 1004515 |
| NiSource, Inc., 1.70%, 02/15/31 |  | 400 | &nbsp;&nbsp; 347633 |
| Piedmont Natural Gas Co., Inc., 5.10%, 02/15/35<sup>(g)</sup> |  | 4450 | &nbsp;&nbsp; 4429321 |
|  |  |  | &nbsp;&nbsp; 5893767 |
| **Oil, Gas & Consumable Fuels — 5.2%** | **Oil, Gas & Consumable Fuels — 5.2%** | **Oil, Gas & Consumable Fuels — 5.2%** | **Oil, Gas & Consumable Fuels — 5.2%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon United Finance Corp., <br> 7.50%, 10/01/29<sup>(b)</sup><br>|  | 267 | &nbsp;&nbsp; 278472 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/29 |  | 140 | &nbsp;&nbsp; 139551 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32 |  | 76 | &nbsp;&nbsp; 77675 |
| &nbsp;&nbsp;&nbsp; Ascent Resources Utica Holdings LLC/ARU Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 11/01/27 |  | 91 | &nbsp;&nbsp; 106242 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/30/29 |  | 6 | &nbsp;&nbsp; 5994 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/33 |  | 90 | &nbsp;&nbsp; 91546 |
| Blue Racer Midstream LLC/Blue Racer Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 07/15/29 |  | 120 | &nbsp;&nbsp; 123968 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/32 |  | 97 | &nbsp;&nbsp; 100762 |
| BP Capital Markets America, Inc., 2.72%, 01/12/32<sup>(g)</sup> |  | 620 | &nbsp;&nbsp; 560250 |
| Buckeye Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/01/29<sup>(b)</sup> |  | 11 | &nbsp;&nbsp; 11322 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/30<sup>(b)</sup> |  | 46 | &nbsp;&nbsp; 47473 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/43 |  | 94 | &nbsp;&nbsp; 85080 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/44 |  | 59 | &nbsp;&nbsp; 51730 |
| Burlington Resources LLC, 5.95%, 10/15/36 |  | 685 | &nbsp;&nbsp; 731712 |
| California Resources Corp., 7.00%, 01/15/34<sup>(b)</sup> |  | 75 | &nbsp;&nbsp; 75612 |
| Caturus Energy LLC, 8.50%, 02/15/30<sup>(b)</sup> |  | 383 | &nbsp;&nbsp; 397407 |
| Cheniere Energy Partners LP, 5.55%, 10/30/35<sup>(g)</sup> |  | 3000 | &nbsp;&nbsp; 3055045 |
| Chord Energy Corp., 6.75%, 03/15/33<sup>(b)</sup> |  | 58 | &nbsp;&nbsp; 59882 |
| CITGO Petroleum Corp., 8.38%, 01/15/29<sup>(b)</sup> |  | 322 | &nbsp;&nbsp; 332524 |
| CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(b)</sup> |  | 66 | &nbsp;&nbsp; 62749 |
| CNX Resources Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/32 |  | 60 | &nbsp;&nbsp; 61827 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34 |  | 172 | &nbsp;&nbsp; 167507 |
| Comstock Resources, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29 |  | 401 | &nbsp;&nbsp; 395881 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/30 |  | 151 | &nbsp;&nbsp; 146103 |
| ConocoPhillips Co., 3.76%, 03/15/42 |  | 600 | &nbsp;&nbsp; 482965 |
| &nbsp;&nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, <br> 06/15/31<sup>(b)</sup><br>|  | 500 | &nbsp;&nbsp; 487621 |
| Crescent Energy Finance LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/31/29 |  | 59 | &nbsp;&nbsp; 59443 |
| &nbsp;&nbsp;&nbsp; 9.75%, 10/15/30 |  | 98 | &nbsp;&nbsp; 104860 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/32 |  | 124 | &nbsp;&nbsp; 125839 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/33 |  | 244 | &nbsp;&nbsp; 243939 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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)** |
| Crescent Energy Finance LLC<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/34 | USD | 72 | &nbsp;&nbsp; $75269 |
| CVR Energy, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31 |  | 75 | &nbsp;&nbsp; 75560 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34 |  | 51 | &nbsp;&nbsp; 51179 |
| DBR Land Holdings LLC, 6.25%, 12/01/30<sup>(b)</sup> |  | 104 | &nbsp;&nbsp; 105299 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics Finance <br> Corp., 7.38%, 06/30/33<sup>(b)</sup><br>|  | 219 | &nbsp;&nbsp; 220811 |
| Devon Energy Corp., 5.60%, 07/15/41 |  | 300 | &nbsp;&nbsp; 289951 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, <br> 8.50%, 10/01/30<sup>(b)</sup><br>|  | 80 | &nbsp;&nbsp; 84515 |
| Ecopetrol SA, 8.88%, 01/13/33 |  | 88 | &nbsp;&nbsp; 92884 |
| Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 |  | 540 | &nbsp;&nbsp; 529593 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.02%), 8.00%, 05/15/54<sup>(a)</sup> |  | 342 | &nbsp;&nbsp; 358209 |
| &nbsp;&nbsp;&nbsp; Series H, (5-year CMT + 5.69%), 6.50%<sup>(a)(i)</sup> |  | 4275 | &nbsp;&nbsp; 4266422 |
| Enterprise Products Operating LLC, 6.13%, 10/15/39 |  | 1400 | &nbsp;&nbsp; 1489565 |
| EOG Resources, Inc., 5.10%, 01/15/36 |  | 200 | &nbsp;&nbsp; 197530 |
| EQT Corp., 4.50%, 01/15/29 |  | 5 | &nbsp;&nbsp; 4988 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 |  | 29 | &nbsp;&nbsp; 29965 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 |  | 317 | &nbsp;&nbsp; 315502 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 7.13%, <br> 07/01/33<sup>(b)</sup><br>|  | 66 | &nbsp;&nbsp; 66539 |
| Gran Tierra Energy, Inc., 9.50%, 10/15/29<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 170000 |
| Gulfport Energy Operating Corp., 6.75%, 09/01/29<sup>(b)</sup> |  | 99 | &nbsp;&nbsp; 101249 |
| Harvest Midstream I LP, 7.50%, 05/15/32<sup>(b)</sup> |  | 58 | &nbsp;&nbsp; 59118 |
| Hess Midstream Operations LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/29 |  | 118 | &nbsp;&nbsp; 120540 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/30 |  | 67 | &nbsp;&nbsp; 64383 |
| Hilcorp Energy I LP/Hilcorp Finance Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 |  | 70 | &nbsp;&nbsp; 70140 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/29 |  | 94 | &nbsp;&nbsp; 92685 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 12 | &nbsp;&nbsp; 11680 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/32 |  | 9 | &nbsp;&nbsp; 8710 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/01/33 |  | 254 | &nbsp;&nbsp; 265006 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 |  | 40 | &nbsp;&nbsp; 39080 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/35 |  | 45 | &nbsp;&nbsp; 44861 |
| Howard Midstream Energy Partners LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/32 |  | 27 | &nbsp;&nbsp; 27919 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/34 |  | 182 | &nbsp;&nbsp; 182692 |
| Impulsora Pipeline LLC, 6.05%, 01/01/43<sup>(a)</sup> |  | 1461 | &nbsp;&nbsp; 1277142 |
| Infinity Natural Resources LLC, 7.63%, 04/01/31<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 119628 |
| ITT Holdings LLC, 6.50%, 08/01/29<sup>(b)(g)</sup> |  | 460 | &nbsp;&nbsp; 447276 |
| Kinder Morgan, Inc., 5.05%, 02/15/46 |  | 1400 | &nbsp;&nbsp; 1247570 |
| Kinetik Holdings LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/28 |  | 36 | &nbsp;&nbsp; 36609 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/30 |  | 11 | &nbsp;&nbsp; 11040 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas <br> Finance Corp., 6.88%, 12/01/32<sup>(b)</sup><br>|  | 78 | &nbsp;&nbsp; 80273 |
| Marathon Petroleum Corp., 6.50%, 03/01/41<sup>(g)</sup> |  | 1150 | &nbsp;&nbsp; 1224072 |
| Matador Resources Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32 |  | 159 | &nbsp;&nbsp; 160732 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/34 |  | 150 | &nbsp;&nbsp; 149052 |
| &nbsp;&nbsp;&nbsp; MC Brazil Downstream Trading SARL, 7.25%, <br> 06/30/31<sup>(e)</sup><br>|  | 181 | &nbsp;&nbsp; 161987 |
| MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 |  | 250 | &nbsp;&nbsp; 249268 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 |  | 500 | &nbsp;&nbsp; 504162 |
| Murphy Oil Corp., 5.88%, 12/01/42 |  | 18 | &nbsp;&nbsp; 15274 |
| Nabors Industries, Inc., 7.63%, 11/15/32<sup>(b)</sup> |  | 101 | &nbsp;&nbsp; 103388 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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)** |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/29 | USD | 174 | &nbsp;&nbsp; $179246 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32 |  | 390 | &nbsp;&nbsp; 401912 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(b)</sup> |  | 69 | &nbsp;&nbsp; 71042 |
| Northern Oil & Gas, Inc., 7.88%, 10/15/33<sup>(b)</sup> |  | 215 | &nbsp;&nbsp; 222450 |
| Northriver Midstream Finance LP, 6.75%, 07/15/32<sup>(b)</sup> |  | 93 | &nbsp;&nbsp; 93274 |
| &nbsp;&nbsp;&nbsp; PBF Holding Co. LLC/PBF Finance Corp., 7.88%, <br> 09/15/30<sup>(b)</sup><br>|  | 112 | &nbsp;&nbsp; 115014 |
| Permian Resources Operating LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/27 |  | 189 | &nbsp;&nbsp; 189161 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/01/29 |  | 170 | &nbsp;&nbsp; 170194 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/32<sup>(g)</sup> |  | 144 | &nbsp;&nbsp; 149111 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/33 |  | 79 | &nbsp;&nbsp; 80472 |
| Petrobras Global Finance BV, 6.75%, 01/27/41 |  | 70 | &nbsp;&nbsp; 68166 |
| Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 |  | 165 | &nbsp;&nbsp; 173620 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 152 | &nbsp;&nbsp; 145380 |
| &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> |  | 113 | &nbsp;&nbsp; 116727 |
| 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> |  | 36 | &nbsp;&nbsp; 35102 |
| Sabine Pass Liquefaction LLC, 5.00%, 03/15/27 |  | 1750 | &nbsp;&nbsp; 1753275 |
| SM Energy Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/01/31 |  | 95 | &nbsp;&nbsp; 99303 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/34 |  | 344 | &nbsp;&nbsp; 343028 |
| Sunoco LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/31 |  | 74 | &nbsp;&nbsp; 73661 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32 |  | 101 | &nbsp;&nbsp; 102582 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 |  | 106 | &nbsp;&nbsp; 106462 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/34 |  | 75 | &nbsp;&nbsp; 74172 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28 |  | 95 | &nbsp;&nbsp; 94196 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/29 |  | 302 | &nbsp;&nbsp; 310679 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/31 |  | 67 | &nbsp;&nbsp; 66117 |
| TGNR Intermediate Holdings LLC, 5.50%, 10/15/29<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 116353 |
| TransCanada PipeLines Ltd., 5.60%, 03/31/34 |  | 500 | &nbsp;&nbsp; 514174 |
| TransMontaigne Partners LLC, 8.50%, 06/15/30<sup>(b)</sup> |  | 30 | &nbsp;&nbsp; 30328 |
| Transocean International Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29 |  | 59 | &nbsp;&nbsp; 60962 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/30 |  | 17 | &nbsp;&nbsp; 17475 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/31 |  | 110 | &nbsp;&nbsp; 115368 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/32 |  | 109 | &nbsp;&nbsp; 116467 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(b)</sup> |  | 143 | &nbsp;&nbsp; 148175 |
| Venture Global LNG, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29 |  | 1024 | &nbsp;&nbsp; 1107246 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31 |  | 631 | &nbsp;&nbsp; 656224 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32 |  | 1305 | &nbsp;&nbsp; 1401554 |
| Venture Global Plaquemines LNG LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/30 |  | 367 | &nbsp;&nbsp; 377432 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/33 |  | 192 | &nbsp;&nbsp; 211047 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 |  | 515 | &nbsp;&nbsp; 536859 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/35 |  | 336 | &nbsp;&nbsp; 376581 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36 |  | 633 | &nbsp;&nbsp; 670443 |
| Vista Energy Argentina SAU, 8.50%, 06/10/33<sup>(b)</sup> |  | 38 | &nbsp;&nbsp; 39743 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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)** |
| Vital Energy, Inc., 7.88%, 04/15/32<sup>(b)(g)</sup> | USD | 211 | &nbsp;&nbsp; $215570 |
| Wildfire Intermediate Holdings LLC, 7.50%, 10/15/29<sup>(b)</sup> |  | 168 | &nbsp;&nbsp; 170229 |
|  |  |  | &nbsp;&nbsp; 36248687 |
| **Passenger Airlines — 0.3%** | **Passenger Airlines — 0.3%** | **Passenger Airlines — 0.3%** | **Passenger Airlines — 0.3%** |
| American Airlines Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-2, Class A, 4.00%, 03/22/29 |  | 790 | &nbsp;&nbsp; 774168 |
| &nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, 03/22/29 |  | 789 | &nbsp;&nbsp; 779829 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP Ltd., <br> 5.75%, 04/20/29<sup>(b)</sup><br>|  | 35 | &nbsp;&nbsp; 34809 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(b)</sup><br>|  | 179 | &nbsp;&nbsp; 169165 |
| OneSky Flight LLC, 8.88%, 12/15/29<sup>(b)</sup> |  | 133 | &nbsp;&nbsp; 137285 |
| United Airlines Holdings, Inc., 5.38%, 03/01/31 |  | 176 | &nbsp;&nbsp; 172360 |
|  |  |  | &nbsp;&nbsp; 2067616 |
| **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>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 112814 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/32<sup>(b)</sup> | USD | 400 | &nbsp;&nbsp; 400386 |
| Perrigo Finance Unlimited Co., 6.13%, 09/30/32 |  | 51 | &nbsp;&nbsp; 46534 |
|  |  |  | &nbsp;&nbsp; 559734 |
| **Pharmaceuticals — 1.7%** | **Pharmaceuticals — 1.7%** | **Pharmaceuticals — 1.7%** | **Pharmaceuticals — 1.7%** |
| 1261229 B.C. Ltd., 10.00%, 04/15/32<sup>(b)</sup> |  | 2800 | &nbsp;&nbsp; 2866763 |
| AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 |  | 2670 | &nbsp;&nbsp; 2522397 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48<sup>(g)</sup> |  | 2095 | &nbsp;&nbsp; 1878563 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(b)</sup> |  | 105 | &nbsp;&nbsp; 108092 |
| Bausch Health Cos., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 |  | 83 | &nbsp;&nbsp; 76004 |
| &nbsp;&nbsp;&nbsp; 11.00%, 09/30/28 |  | 355 | &nbsp;&nbsp; 362114 |
| Becton Dickinson & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 |  | 750 | &nbsp;&nbsp; 726956 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 |  | 600 | &nbsp;&nbsp; 524899 |
| Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 |  | 350 | &nbsp;&nbsp; 302461 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 |  | 300 | &nbsp;&nbsp; 247317 |
| CVS Health Corp., 6.00%, 06/01/44 |  | 700 | &nbsp;&nbsp; 689164 |
| Dolcetto Holdco SpA, 5.63%, 07/14/32<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 114810 |
| Grifols SA, 2.25%, 11/15/27<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 114135 |
| Gruenenthal GmbH, 4.63%, 11/15/31<sup>(e)</sup> |  | 100 | &nbsp;&nbsp; 113270 |
| Nidda Healthcare Holding GmbH<sup>(e)</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; Rossini SARL, (3-mo. EURIBOR + 3.88%), 6.00%, <br> 12/31/29<sup>(a)(e)</sup><br>|  | 42 | &nbsp;&nbsp; 49170 |
| Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/30 | USD | 500 | &nbsp;&nbsp; 454303 |
| Teva Pharmaceutical Finance Netherlands III BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/26 |  | 163 | &nbsp;&nbsp; 161424 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/32 |  | 200 | &nbsp;&nbsp; 205004 |
|  |  |  | &nbsp;&nbsp; 11749053 |
| **Real Estate Management & Development — 0.3%** | **Real Estate Management & Development — 0.3%** | **Real Estate Management & Development — 0.3%** | **Real Estate Management & Development — 0.3%** |
| &nbsp;&nbsp;&nbsp; Adler Financing SARL, Series 1L, (8.25% PIK), 8.25%, <br> 12/31/28<sup>(h)</sup><br>| EUR | 23 | &nbsp;&nbsp; 30110 |
| &nbsp;&nbsp;&nbsp; Alexandrite Lake Lux Holdings SARL, 6.75%, <br> 07/30/30<sup>(e)</sup><br>|  | 100 | &nbsp;&nbsp; 112985 |
| Alpha Star Holding IX Ltd., 7.00%, 08/26/28<sup>(e)</sup> | USD | 200 | &nbsp;&nbsp; 189920 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** |
| &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 | 33 | &nbsp;&nbsp; $32882 |
| &nbsp;&nbsp;&nbsp; Series AI, 7.00%, 04/15/30 |  | 158 | &nbsp;&nbsp; 157819 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy Co-Issuer <br> Corp., 9.75%, 04/15/30<sup>(b)</sup><br>|  | 183 | &nbsp;&nbsp; 194266 |
| CoreLogic, Inc., 4.50%, 05/01/28<sup>(b)</sup> |  | 592 | &nbsp;&nbsp; 555757 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 8.88%, <br> 09/01/31<sup>(b)</sup><br>|  | 66 | &nbsp;&nbsp; 69912 |
| Fantasia Holdings Group Co. Ltd.<sup>(e)(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.75%, 04/17/22 |  | 200 | &nbsp;&nbsp; 2200 |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/09/23 |  | 307 | &nbsp;&nbsp; 3454 |
| &nbsp;&nbsp;&nbsp; 11.88%, 06/01/23 |  | 400 | &nbsp;&nbsp; 4500 |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/28/23 |  | 300 | &nbsp;&nbsp; 3375 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(b)</sup> |  | 50 | &nbsp;&nbsp; 49882 |
| Howard Hughes Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/32 |  | 84 | &nbsp;&nbsp; 80832 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/34 |  | 84 | &nbsp;&nbsp; 80668 |
| i-595 Express LLC, 3.31%, 12/31/31<sup>(a)</sup> |  | 539 | &nbsp;&nbsp; 519312 |
| New Immo Holding SA, 4.95%, 11/14/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 111118 |
| Vivion Investments SARL<sup>(e)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/08/30 |  | 100 | &nbsp;&nbsp; 108029 |
| &nbsp;&nbsp;&nbsp; (6.50% Cash and 1.75% PIK), 8.25%, 08/31/28<sup>(h)</sup> |  | 14 | &nbsp;&nbsp; 16267 |
|  |  |  | &nbsp;&nbsp; 2323288 |
| **Retail REITs — 0.3%** | **Retail REITs — 0.3%** | **Retail REITs — 0.3%** | **Retail REITs — 0.3%** |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR <br> Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27<sup>(b)</sup><br>| USD | 109 | &nbsp;&nbsp; 106915 |
| Simon Property Group LP, 6.75%, 02/01/40 |  | 1670 | &nbsp;&nbsp; 1872312 |
|  |  |  | &nbsp;&nbsp; 1979227 |
| **Semiconductors & Semiconductor Equipment — 1.8%** | **Semiconductors & Semiconductor Equipment — 1.8%** | **Semiconductors & Semiconductor Equipment — 1.8%** | **Semiconductors & Semiconductor Equipment — 1.8%** |
| Amkor Technology, Inc., 5.88%, 10/01/33<sup>(b)</sup> |  | 46 | &nbsp;&nbsp; 45812 |
| Broadcom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 |  | 2500 | &nbsp;&nbsp; 2527889 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(b)</sup> |  | 1500 | &nbsp;&nbsp; 1451253 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 |  | 700 | &nbsp;&nbsp; 630307 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 |  | 700 | &nbsp;&nbsp; 558467 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 |  | 950 | &nbsp;&nbsp; 707089 |
| Intel Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 |  | 750 | &nbsp;&nbsp; 759612 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31<sup>(g)</sup> |  | 1000 | &nbsp;&nbsp; 865266 |
| KLA Corp., 5.00%, 03/15/49 |  | 500 | &nbsp;&nbsp; 451015 |
| Micron Technology, Inc., 6.05%, 11/01/35 |  | 1500 | &nbsp;&nbsp; 1618564 |
| QUALCOMM, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 |  | 445 | &nbsp;&nbsp; 438055 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 |  | 250 | &nbsp;&nbsp; 260156 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 |  | 2380 | &nbsp;&nbsp; 1931946 |
|  |  |  | &nbsp;&nbsp; 12245431 |
| **Software — 2.3%** | **Software — 2.3%** | **Software — 2.3%** | **Software — 2.3%** |
| AthenaHealth Group, Inc., 6.50%, 02/15/30<sup>(b)(g)</sup> |  | 1050 | &nbsp;&nbsp; 985555 |
| Capstone Borrower, Inc., 8.00%, 06/15/30<sup>(b)</sup> |  | 182 | &nbsp;&nbsp; 173897 |
| &nbsp;&nbsp;&nbsp; Central Parent LLC/CDK Global II LLC/CDK Financing <br> Co., Inc., 8.00%, 06/15/29<sup>(b)</sup><br>|  | 50 | &nbsp;&nbsp; 37159 |
| &nbsp;&nbsp;&nbsp; Central Parent, Inc./CDK Global, Inc., 7.25%, <br> 06/15/29<sup>(b)</sup><br>|  | 71 | &nbsp;&nbsp; 51100 |
| Cloud Software Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29 |  | 1097 | &nbsp;&nbsp; 1070201 |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29 |  | 1327 | &nbsp;&nbsp; 1280122 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32 |  | 5 | &nbsp;&nbsp; 4742 |
| Ellucian Holdings, Inc., 6.50%, 12/01/29<sup>(b)</sup> |  | 127 | &nbsp;&nbsp; 124049 |
| IPD 3 BV, 5.50%, 06/15/31<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 108551 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Microsoft Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | USD | 1600 | &nbsp;&nbsp; $959368 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52<sup>(g)</sup> |  | 3250 | &nbsp;&nbsp; 2090167 |
| OAK-Eagle Acquireco, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 07/01/33<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 118059 |
| &nbsp;&nbsp;&nbsp; 07/01/33<sup>(b)</sup> | USD | 659 | &nbsp;&nbsp; 682786 |
| &nbsp;&nbsp;&nbsp; 07/01/34<sup>(b)</sup> |  | 647 | &nbsp;&nbsp; 677339 |
| Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/04/36 |  | 345 | &nbsp;&nbsp; 331714 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40<sup>(g)</sup> |  | 3025 | &nbsp;&nbsp; 2193058 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 |  | 400 | &nbsp;&nbsp; 241491 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 |  | 600 | &nbsp;&nbsp; 380193 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55<sup>(g)</sup> |  | 1000 | &nbsp;&nbsp; 841271 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/04/56 |  | 2770 | &nbsp;&nbsp; 2570847 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 |  | 600 | &nbsp;&nbsp; 499119 |
| Playtika Holding Corp., 4.25%, 03/15/29<sup>(b)</sup> |  | 7 | &nbsp;&nbsp; 5462 |
| SS&C Technologies, Inc., 6.50%, 06/01/32<sup>(b)</sup> |  | 149 | &nbsp;&nbsp; 149005 |
| UKG, Inc., 6.88%, 02/01/31<sup>(b)</sup> |  | 391 | &nbsp;&nbsp; 382130 |
|  |  |  | &nbsp;&nbsp; 15957385 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| Advance Auto Parts, Inc., 7.00%, 08/01/30<sup>(b)</sup> |  | 101 | &nbsp;&nbsp; 102318 |
| &nbsp;&nbsp;&nbsp; Duomo Bidco SpA, (3-mo. EURIBOR + 3.25%), 5.31%, <br> 01/15/32<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 113686 |
| &nbsp;&nbsp;&nbsp; Ferrellgas LP/Ferrellgas Finance Corp., 9.25%, <br> 01/15/31<sup>(b)</sup><br>| USD | 102 | &nbsp;&nbsp; 106278 |
| Michaels Cos., Inc., 8.50%, 03/15/33<sup>(b)</sup> |  | 279 | &nbsp;&nbsp; 271605 |
| Staples, Inc., 10.75%, 09/01/29<sup>(b)</sup> |  | 103 | &nbsp;&nbsp; 95256 |
|  |  |  | &nbsp;&nbsp; 689143 |
| **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** |
| Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 |  | 1000 | &nbsp;&nbsp; 875138 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 |  | 700 | &nbsp;&nbsp; 541274 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51<sup>(g)</sup> |  | 2280 | &nbsp;&nbsp; 1379854 |
| Seagate Data Storage Technology Pte. Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29 |  | 174 | &nbsp;&nbsp; 182733 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30 |  | 74 | &nbsp;&nbsp; 75217 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/31 |  | 111 | &nbsp;&nbsp; 116377 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/34 |  | 48 | &nbsp;&nbsp; 47820 |
|  |  |  | &nbsp;&nbsp; 3218413 |
| **Textiles, Apparel & Luxury Goods — 0.2%** | **Textiles, Apparel & Luxury Goods — 0.2%** | **Textiles, Apparel & Luxury Goods — 0.2%** | **Textiles, Apparel & Luxury Goods — 0.2%** |
| Beach Acquisition Bidco LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/32 | EUR | 270 | &nbsp;&nbsp; 299313 |
| &nbsp;&nbsp;&nbsp; (10.00% Cash or 10.75% PIK), 10.00%, 07/15/33<sup>(h)</sup> | USD | 688 | &nbsp;&nbsp; 733044 |
| Levi Strauss & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/30 | EUR | 100 | &nbsp;&nbsp; 114815 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/31<sup>(b)</sup> | USD | 11 | &nbsp;&nbsp; 10072 |
| &nbsp;&nbsp;&nbsp; PrestigeBidCo GmbH, (3-mo. EURIBOR + 3.75%), <br> 5.77%, 07/01/29<sup>(a)(e)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115440 |
|  |  |  | &nbsp;&nbsp; 1272684 |
| **Tobacco — 1.0%** | **Tobacco — 1.0%** | **Tobacco — 1.0%** | **Tobacco — 1.0%** |
| Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | USD | 200 | &nbsp;&nbsp; 175498 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44 |  | 2000 | &nbsp;&nbsp; 1853242 |
| BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.22%, 09/06/26 |  | 394 | &nbsp;&nbsp; 391936 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 |  | 500 | &nbsp;&nbsp; 549589 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 |  | 1500 | &nbsp;&nbsp; 1217899 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 |  | 450 | &nbsp;&nbsp; 497188 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| Philip Morris International, Inc., 5.38%, 02/15/33 | USD | 1000 | &nbsp;&nbsp; $1027743 |
| Reynolds American, Inc., 7.00%, 08/04/41 |  | 1000 | &nbsp;&nbsp; 1050918 |
|  |  |  | &nbsp;&nbsp; 6764013 |
| **Transportation Infrastructure — 0.2%** | **Transportation Infrastructure — 0.2%** | **Transportation Infrastructure — 0.2%** | **Transportation Infrastructure — 0.2%** |
| Edge Finco PLC, 8.13%, 08/15/31<sup>(e)</sup> | GBP | 100 | &nbsp;&nbsp; 136535 |
| FedEx Corp., 4.10%, 02/01/45 | USD | 1250 | &nbsp;&nbsp; 958948 |
| RXO, Inc., 6.38%, 05/15/31<sup>(b)</sup> |  | 70 | &nbsp;&nbsp; 67166 |
|  |  |  | &nbsp;&nbsp; 1162649 |
| **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 |  | 1350 | &nbsp;&nbsp; 1328799 |
| **Wireless Telecommunication Services — 1.5%** | **Wireless Telecommunication Services — 1.5%** | **Wireless Telecommunication Services — 1.5%** | **Wireless Telecommunication Services — 1.5%** |
| Altice France SA<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/15/30 |  | 38 | &nbsp;&nbsp; 36119 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/31 |  | 54 | &nbsp;&nbsp; 51156 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/32 |  | 649 | &nbsp;&nbsp; 614965 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/32 |  | 437 | &nbsp;&nbsp; 413852 |
| &nbsp;&nbsp;&nbsp; Digicel International Finance Ltd./Difl U.S. LLC, 8.63%, <br> 08/01/32<sup>(b)</sup><br>|  | 645 | &nbsp;&nbsp; 654544 |
| Iliad Holding SAS |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/30<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 116940 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/31<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 209263 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/32<sup>(b)</sup> |  | 322 | &nbsp;&nbsp; 322386 |
| Rogers Communications, Inc., 7.50%, 08/15/38 |  | 2325 | &nbsp;&nbsp; 2651951 |
| Telecom Argentina SA, 9.25%, 05/28/33<sup>(b)</sup> |  | 22 | &nbsp;&nbsp; 22996 |
| T-Mobile USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 |  | 2000 | &nbsp;&nbsp; 1947742 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 |  | 500 | &nbsp;&nbsp; 454356 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 |  | 500 | &nbsp;&nbsp; 327240 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 |  | 500 | &nbsp;&nbsp; 479467 |
| Turkcell Iletisim Hizmetleri A/S, 7.65%, 01/24/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 203252 |
| Veon Midco BV, 3.38%, 11/25/27<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 189330 |
| Vmed O2 U.K. Financing I PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/31<sup>(b)</sup> |  | 600 | &nbsp;&nbsp; 515303 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/31<sup>(e)</sup> | GBP | 100 | &nbsp;&nbsp; 110928 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/33<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 178689 |
| Vodafone Group PLC, 4.88%, 06/19/49 |  | 700 | &nbsp;&nbsp; 595264 |
| &nbsp;&nbsp;&nbsp; WOM Mobile SA, (5.50% Cash and 6.25% PIK), <br> 11.00%, 04/01/31<sup>(b)(h)</sup><br>|  | 10 | &nbsp;&nbsp; 10561 |
| Zegona Finance PLC, 6.75%, 07/15/29<sup>(e)</sup> | EUR | 90 | &nbsp;&nbsp; 107961 |
|  |  |  | &nbsp;&nbsp; 10214265 |
| **Total Corporate Bonds — 67.5%** <br>**(Cost: $479,439,543)** | **Total Corporate Bonds — 67.5%** <br>**(Cost: $479,439,543)** | **Total Corporate Bonds — 67.5%** <br>**(Cost: $479,439,543)** | &nbsp;&nbsp; 471455245 |
| **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** |
| **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Clover Holdings 2 LLC, Fixed Term Loan B, 7.75%, <br> 12/09/31<br>| USD | 809 | &nbsp;&nbsp; 761099 |
| **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |
| Cotiviti, Inc., 2024 Fixed Term Loan B, 7.63%, 05/01/31 |  | 1008 | &nbsp;&nbsp; 937818 |
| **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $1,817,011)** | **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $1,817,011)** | **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $1,817,011)** | &nbsp;&nbsp; 1698917 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **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 — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** |
| &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>| USD | 44 | &nbsp;&nbsp; $37004 |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| &nbsp;&nbsp;&nbsp; Arcline FM Holdings LLC, 2025 1st Lien Term Loan, <br> 47.62%, 06/23/30<br>|  | — <br><sup>(n)</sup><br>| &nbsp;&nbsp; 48 |
| 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>|  | 85 | &nbsp;&nbsp; 16915 |
| &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>|  | 12 | &nbsp;&nbsp; 2454 |
| Kaman Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2025 Delayed Draw Term Loan, 0.00%, 02/26/32 |  | 1 | &nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B, (1-mo. CME Term SOFR at <br> 0.50% Floor + 2.50%), 6.17%, 02/26/32<br>|  | 39 | &nbsp;&nbsp; 38862 |
| &nbsp;&nbsp;&nbsp; Propulsion BC Finco SARL, 2025 Repriced Term Loan <br> B, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), <br> 6.20%, 12/01/32<br>|  | 36 | &nbsp;&nbsp; 36205 |
| &nbsp;&nbsp;&nbsp; Signia Aerospace LLC, 2025 Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 2.75%), 6.42%, <br> 12/11/31<br>|  | 79 | &nbsp;&nbsp; 78524 |
|  |  |  | &nbsp;&nbsp; 173727 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| &nbsp;&nbsp;&nbsp; Champions Financing, Inc., 2024 Term Loan B, (3-mo. <br> CME Term SOFR at 0.00% Floor + 4.75%), 8.42%, <br> 02/23/29<br>|  | 208 | &nbsp;&nbsp; 179777 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP, 2025 USD Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.42%, <br> 01/28/32<br>|  | 181 | &nbsp;&nbsp; 180461 |
| Tenneco, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Term Loan A, (3-mo. CME Term SOFR at 0.50% <br> Floor + 4.85%), 8.51%, 11/17/28<br>|  | 15 | &nbsp;&nbsp; 14653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Term Loan B, (3-mo. CME Term SOFR + <br> 5.10%), 8.76%, 11/17/28<br>|  | 92 | &nbsp;&nbsp; 89525 |
|  |  |  | &nbsp;&nbsp; 464416 |
| **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** |
| &nbsp;&nbsp;&nbsp; MajorDrive Holdings IV LLC, Term Loan B, (3-mo. CME <br> Term SOFR at 0.50% Floor + 4.00%), 7.96%, <br> 06/01/28<br>|  | 29 | &nbsp;&nbsp; 26515 |
| **Broadline Retail — 0.1%** | **Broadline Retail — 0.1%** | **Broadline Retail — 0.1%** | **Broadline Retail — 0.1%** |
| &nbsp;&nbsp;&nbsp; Boots Group Finco LP, USD Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.25%), 6.92%, <br> 08/30/32<br>|  | 476 | &nbsp;&nbsp; 476997 |
| **Building Products — 0.1%** | **Building Products — 0.1%** | **Building Products — 0.1%** | **Building Products — 0.1%** |
| &nbsp;&nbsp;&nbsp; Chariot Buyer LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.42%, <br> 09/08/32<br>|  | 25 | &nbsp;&nbsp; 25251 |
| &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>|  | 58 | &nbsp;&nbsp; 52901 |
| &nbsp;&nbsp;&nbsp; White Cap Supply Holdings LLC, 2024 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.25%), <br> 6.92%, 10/19/29<br>|  | 279 | &nbsp;&nbsp; 267857 |
| &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>|  | 81 | &nbsp;&nbsp; 69999 |
|  |  |  | &nbsp;&nbsp; 416008 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** | **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ardonagh Group Finco Pty. Ltd., 2024 USD Term Loan <br> B, (6-mo. CME Term SOFR at 0.00% Floor + 2.75%), <br> 6.37%, 02/15/31<br>| USD | 90 | &nbsp;&nbsp; $87923 |
| Jupiter Borrower, Inc., Term Loan B, 03/25/33<sup>(d)(o)</sup> |  | 65 | &nbsp;&nbsp; 64838 |
| &nbsp;&nbsp;&nbsp; OVG Business Services LLC, 2024 Term Loan B, (1-mo. <br> CME Term SOFR + 3.00%), 6.67%, 06/25/31<br>|  | 7 | &nbsp;&nbsp; 6616 |
|  |  |  | &nbsp;&nbsp; 159377 |
| **Chemicals — 0.1%** | **Chemicals — 0.1%** | **Chemicals — 0.1%** | **Chemicals — 0.1%** |
| Advancion Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 2nd Lien Term Loan, (3-mo. CME Term SOFR + <br> 7.85%), 11.52%, 11/24/28<br>|  | 64 | &nbsp;&nbsp; 57719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 USD Term Loan, (3-mo. CME Term SOFR + <br> 4.10%), 7.77%, 11/24/27<br>|  | 30 | &nbsp;&nbsp; 28603 |
| &nbsp;&nbsp;&nbsp; Discovery Purchaser Corp., Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.75%), 7.42%, <br> 10/04/29<br>|  | 252 | &nbsp;&nbsp; 247725 |
| &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>|  | 262 | &nbsp;&nbsp; 227800 |
| &nbsp;&nbsp;&nbsp; Olympus Water U.S. Holding Corp., 2025 USD Term <br> Loan B, (3-mo. CME Term SOFR at 0.00% Floor + <br> 3.25%), 6.95%, 11/03/32<br>|  | 123 | &nbsp;&nbsp; 117958 |
| &nbsp;&nbsp;&nbsp; Oxea Corp., 2017 USD Term Loan B2, (3-mo. CME <br> Term SOFR at 0.00% Floor + 4.85%), 8.50%, <br> 04/08/31<br>|  | 18 | &nbsp;&nbsp; 12099 |
| &nbsp;&nbsp;&nbsp; WR Grace Holdings LLC, 2025 Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 3.00%), 6.70%, <br> 08/19/32<br>|  | 84 | &nbsp;&nbsp; 84188 |
|  |  |  | &nbsp;&nbsp; 776092 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| &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>|  | 268 | &nbsp;&nbsp; 268392 |
| &nbsp;&nbsp;&nbsp; LABL, Inc., 2026 USD Interim New Money DIP Term <br> Loan, (3-mo. CME Term SOFR at 0.50% Floor + <br> 6.75%), 10.38%, 12/02/26<br>|  | 43 | &nbsp;&nbsp; 42714 |
|  |  |  | &nbsp;&nbsp; 311106 |
| **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** |
| Azuria Water Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2026 Delayed Draw Term Loan, 01/27/33<sup>(o)</sup> |  | 14 | &nbsp;&nbsp; 13461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Term Loan B, (3-mo. CME Term SOFR at <br> 0.00% Floor + 2.75%), 6.42%, 01/27/33<br>|  | 102 | &nbsp;&nbsp; 100962 |
| &nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 2024 Term Loan B, (3-<br> mo. CME Term SOFR at 0.50% Floor + 4.50%), <br> 8.16%, 08/01/30<br>|  | 612 | &nbsp;&nbsp; 524292 |
|  |  |  | &nbsp;&nbsp; 638715 |
| **Construction Materials — 0.0%** | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** |
| &nbsp;&nbsp;&nbsp; White Cap Buyer LLC, 2026 Incremental Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 3.50%), <br> 7.17%, 02/10/33<br>|  | 95 | &nbsp;&nbsp; 90171 |
| **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** | **Consumer Discretionary — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jupiter Buyer, Inc., 2024 Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 4.00%), 7.70%, <br> 11/01/31<br>|  | 38 | &nbsp;&nbsp; 37633 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** |
| &nbsp;&nbsp;&nbsp; BCPE Empire Holdings, Inc., 2026 10th Amendment <br> Term Loan, (1-mo. CME Term SOFR + 3.50%), <br> 7.17%, 12/29/32<br>| USD | 229 | &nbsp;&nbsp; $225137 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| &nbsp;&nbsp;&nbsp; LABL, Inc., 2021 USD 1st Lien Term Loan, 0.00%, <br> 10/30/28<sup>(k)</sup><br>|  | 141 | &nbsp;&nbsp; 63984 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., 2025 Term <br> Loan B, (3-mo. CME Term SOFR at 0.00% Floor + <br> 3.50%), 7.16%, 04/15/30<br>|  | 308 | &nbsp;&nbsp; 297109 |
|  |  |  | &nbsp;&nbsp; 361093 |
| **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Wand NewCo 3, Inc., 2025 Repriced Term Loan B, (1-<br> mo. CME Term SOFR at 0.00% Floor + 2.50%), <br> 6.17%, 01/30/31<br>|  | 118 | &nbsp;&nbsp; 116403 |
| **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** |
| &nbsp;&nbsp;&nbsp; Coral-U.S. Co-Borrower LLC, 2025 Term Loan B7, (3-<br> mo. CME Term SOFR at 0.00% Floor + 3.25%), <br> 6.92%, 01/31/32<br>|  | 57 | &nbsp;&nbsp; 56087 |
| &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>|  | 457 | &nbsp;&nbsp; 456525 |
| &nbsp;&nbsp;&nbsp; Zayo Group Holdings, Inc., 2025 USD Term Loan, (1-<br> mo. CME Term SOFR at 0.00% Floor + 3.11% and <br> 0.50% PIK), 7.28%, 03/11/30<sup>(h)</sup><br>|  | 890 | &nbsp;&nbsp; 871879 |
|  |  |  | &nbsp;&nbsp; 1384491 |
| **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** |
| &nbsp;&nbsp;&nbsp; GrafTech Global Enterprises, Inc., 2024 Delayed Draw <br> Term Loan, 0.00%, 12/21/29<br>|  |  | &nbsp;&nbsp; — |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** | **Financial Services — 0.0%** | **Financial Services — 0.0%** |
| &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>|  | 27 | &nbsp;&nbsp; 26738 |
| &nbsp;&nbsp;&nbsp; LBM Acquisition LLC, 2024 Incremental Term Loan B, <br> (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), <br> 7.50%, 06/06/31<br>|  | 170 | &nbsp;&nbsp; 135554 |
| &nbsp;&nbsp;&nbsp; Summit Acquisition, Inc., 2025 Add-on Term Loan, (1-<br> mo. CME Term SOFR at 0.00% Floor + 3.50%), <br> 7.17%, 10/16/31<sup>(d)</sup><br>|  | 75 | &nbsp;&nbsp; 75280 |
|  |  |  | &nbsp;&nbsp; 237572 |
| **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** |
| Hertz Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1-mo. CME Term SOFR + <br> 3.61%), 7.28%, 06/30/28<br>|  | 68 | &nbsp;&nbsp; 49806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan C, (1-mo. CME Term SOFR + <br> 3.61%), 7.28%, 06/30/28<br>|  | 13 | &nbsp;&nbsp; 9882 |
|  |  |  | &nbsp;&nbsp; 59688 |
| **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp; AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. <br> CME Term SOFR at 0.50% Floor + 2.75%), 6.42%, <br> 02/15/29<br>|  | 142 | &nbsp;&nbsp; 138750 |
| &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>|  | 367 | &nbsp;&nbsp; 368036 |
| &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>|  | 366 | &nbsp;&nbsp; 361425 |
|  |  |  | &nbsp;&nbsp; 868211 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** |
| LifePoint Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 1st Lien Term Loan B, (3-mo. CME Term SOFR <br> at 0.00% Floor + 3.75%), 7.42%, 05/19/31<br>| USD | 124 | &nbsp;&nbsp; $123753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Incremental Term Loan B1, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.50%), 7.15%, 05/19/31<br>|  | 82 | &nbsp;&nbsp; 82033 |
| &nbsp;&nbsp;&nbsp; Quorum Health Corp., 2020 Term Loan, (3-mo. CME <br> Term SOFR at 1.00% Floor + 6.60% and 4.75% PIK), <br> 15.00%, 01/28/28<sup>(d)(h)</sup><br>|  | 135 | &nbsp;&nbsp; 89881 |
| &nbsp;&nbsp;&nbsp; Star Parent, Inc., Term Loan B, (3-mo. CME Term SOFR <br> at 0.00% Floor + 4.00%), 7.70%, 09/27/30<br>|  | 257 | &nbsp;&nbsp; 253276 |
|  |  |  | &nbsp;&nbsp; 548943 |
| **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp., 2024 Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 4.75%), <br> 8.44%, 11/01/29<br>|  | 57 | &nbsp;&nbsp; 56222 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| &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>|  | 18 | &nbsp;&nbsp; 18115 |
| &nbsp;&nbsp;&nbsp; SWF Holdings I Corp., 2024 FLFO A1 Term Loan, (1-<br> mo. CME Term SOFR at 1.00% Floor + 4.50%), <br> 8.17%, 12/19/29<br>|  | 28 | &nbsp;&nbsp; 27172 |
|  |  |  | &nbsp;&nbsp; 45287 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| &nbsp;&nbsp;&nbsp; Heritage Environmental Services, Inc., 2026 Term Loan <br> B, (3-mo. CME Term SOFR at 0.00% Floor + 3.00%), <br> 6.68%, 04/01/33<sup>(d)</sup><br>|  | 44 | &nbsp;&nbsp; 44000 |
| &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>|  | 138 | &nbsp;&nbsp; 138370 |
| &nbsp;&nbsp;&nbsp; Resilience Parent LLC, 1st Lien Term Loan, (6-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.10%, <br> 02/28/33<br>|  | 159 | &nbsp;&nbsp; 158055 |
|  |  |  | &nbsp;&nbsp; 340425 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| &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>|  | 152 | &nbsp;&nbsp; 150739 |
| &nbsp;&nbsp;&nbsp; Hyperion Insurance Group Ltd., 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), <br> 6.42%, 04/18/30<br>|  | 17 | &nbsp;&nbsp; 16434 |
| &nbsp;&nbsp;&nbsp; Jones DesLauriers Insurance Management Inc., <br> 2026 Repriced Term Loan B, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.00%), 6.66%, 02/02/33<br>|  | 117 | &nbsp;&nbsp; 113350 |
| &nbsp;&nbsp;&nbsp; Truist Insurance Holdings LLC, 2nd Lien Term Loan, <br> (3-mo. CME Term SOFR at 0.00% Floor + 4.75%), <br> 8.45%, 05/06/32<br>|  | 166 | &nbsp;&nbsp; 164023 |
|  |  |  | &nbsp;&nbsp; 444546 |
| **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Camelot U.S. Acquisition LLC, 2025 Incremental Term <br> Loan B, (1-mo. CME Term SOFR at 0.00% Floor + <br> 3.25%), 6.92%, 01/31/31<br>|  | 130 | &nbsp;&nbsp; 112500 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **IT Services — 0.0%** | **IT Services — 0.0%** | **IT Services — 0.0%** | **IT Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Fortress Intermediate 3, Inc., 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 06/27/31<sup>(d)</sup><br>| USD | 61 | &nbsp;&nbsp; $60411 |
| &nbsp;&nbsp;&nbsp; Neptune Bidco U.S., Inc., 2026 USD Term Loan B, (3-<br> mo. CME Term SOFR at 0.50% Floor + 5.10%), <br> 8.76%, 02/03/33<br>|  | 97 | &nbsp;&nbsp; 92441 |
|  |  |  | &nbsp;&nbsp; 152852 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp; City Football Group Ltd., 2024 Term Loan, (1-mo. CME <br> Term SOFR at 0.50% Floor + 3.50%), 7.17%, <br> 07/22/30<br>|  | 98 | &nbsp;&nbsp; 97588 |
| **Machinery — 0.1%** | **Machinery — 0.1%** | **Machinery — 0.1%** | **Machinery — 0.1%** |
| &nbsp;&nbsp;&nbsp; CompoSecure Holdings LLC, Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.25%), 5.93%, <br> 01/14/33<br>|  | 177 | &nbsp;&nbsp; 176226 |
| &nbsp;&nbsp;&nbsp; GrafTech Global Enterprises, Inc., 2024 Term Loan, <br> (3-mo. CME Term SOFR at 2.00% Floor + 6.00%), <br> 9.67%, 12/21/29<br>|  | 59 | &nbsp;&nbsp; 56104 |
| &nbsp;&nbsp;&nbsp; LSF12 Helix Parent LLC, USD Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.50%), 7.17%, <br> 02/10/33<br>|  | 133 | &nbsp;&nbsp; 131245 |
| &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>|  | 9 | &nbsp;&nbsp; 8256 |
| &nbsp;&nbsp;&nbsp; Tega MC Australia Holdings Pty. Ltd., Term Loan B, <br> 03/25/33<sup>(d)(o)</sup><br>|  | 52 | &nbsp;&nbsp; 51610 |
|  |  |  | &nbsp;&nbsp; 423441 |
| **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** |
| &nbsp;&nbsp;&nbsp; Altice France SA, 2025 USD Term Loan B14, (3-mo. <br> CME Term SOFR at 0.00% Floor + 6.88%), 10.55%, <br> 05/31/31<br>|  | 224 | &nbsp;&nbsp; 224374 |
| &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>|  | 293 | &nbsp;&nbsp; 293738 |
| &nbsp;&nbsp;&nbsp; CMG Media Corp., 2024 Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 3.60%), 7.30%, 06/18/29<br>|  | 143 | &nbsp;&nbsp; 133924 |
| &nbsp;&nbsp;&nbsp; CSC Holdings LLC, 2019 Term Loan B5, (Prime + <br> 1.50%), 8.25%, 04/15/27<br>|  | 319 | &nbsp;&nbsp; 280376 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.75% Floor + 5.50%), 9.17%, <br> 02/17/31<br>|  | 361 | &nbsp;&nbsp; 360277 |
| Gray Media, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan D, (1-mo. CME Term SOFR + <br> 3.11%), 6.78%, 12/01/28<br>|  | 64 | &nbsp;&nbsp; 63656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B, (1-mo. CME Term SOFR + <br> 5.25%), 8.92%, 06/04/29<br>|  | 1 | &nbsp;&nbsp; 550 |
| &nbsp;&nbsp;&nbsp; Radiate Holdco LLC, 2025 FLFO Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.61% and 1.50% <br> PIK), 8.78%, 09/25/29<sup>(h)</sup><br>|  | 344 | &nbsp;&nbsp; 305232 |
|  |  |  | &nbsp;&nbsp; 1662127 |
| **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
| &nbsp;&nbsp;&nbsp; NGL Energy Partners LP, 2026 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.50%), 7.18%, <br> 03/11/33<br>|  | 69 | &nbsp;&nbsp; 69000 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** |
| &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>| USD | 172 | &nbsp;&nbsp; $172501 |
| &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>|  | 92 | &nbsp;&nbsp; 91243 |
|  |  |  | &nbsp;&nbsp; 263744 |
| **Professional Services — 0.0%** | **Professional Services — 0.0%** | **Professional Services — 0.0%** | **Professional Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Amentum Holdings, Inc., 2024 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 2.00%), 5.67%, <br> 09/29/31<br>|  | 14 | &nbsp;&nbsp; 14004 |
| &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>|  | 83 | &nbsp;&nbsp; 79577 |
| &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), <br> 9.42%, 07/31/30<sup>(h)</sup><br>|  | 117 | &nbsp;&nbsp; 100556 |
|  |  |  | &nbsp;&nbsp; 194137 |
| **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** | **Software — 0.1%** |
| &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>|  | 250 | &nbsp;&nbsp; 221938 |
| &nbsp;&nbsp;&nbsp; Proofpoint, Inc., 2025 Repriced Term Loan, (3-mo. CME <br> Term SOFR at 0.50% Floor + 3.00%), 6.70%, <br> 08/31/28<br>|  | 28 | &nbsp;&nbsp; 26929 |
| Sabre GLBL, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B1, (1-mo. CME Term SOFR at <br> 0.50% Floor + 6.10%), 9.77%, 11/15/29<br>|  | 45 | &nbsp;&nbsp; 35175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B2, (1-mo. CME Term SOFR at <br> 0.50% Floor + 6.10%), 9.77%, 11/15/29<br>|  | 26 | &nbsp;&nbsp; 20556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 11th Amendment Term Loan B2, (1-mo. CME <br> Term SOFR at 0.50% Floor + 6.35%), 10.02%, <br> 07/30/29<br>|  | 16 | &nbsp;&nbsp; 12515 |
|  |  |  | &nbsp;&nbsp; 317113 |
| **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hunter Douglas, Inc., 2025 USD Term Loan B, (3-mo. <br> CME Term SOFR at 0.50% Floor + 3.00%), 6.70%, <br> 01/20/32<br>|  | 60 | &nbsp;&nbsp; 60049 |
| **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** |
| &nbsp;&nbsp;&nbsp; Digicel International Finance Ltd., 2025 Term Loan B, <br> (1-mo. CME Term SOFR at 0.00% Floor + 5.25%), <br> 8.92%, 08/06/32<br>|  | 167 | &nbsp;&nbsp; 167196 |
| &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>|  | 126 | &nbsp;&nbsp; 125607 |
|  |  |  | &nbsp;&nbsp; 292803 |
| **Total Floating Rate Loan Interests — 1.7%** <br>**(Cost: $12,328,047)** | **Total Floating Rate Loan Interests — 1.7%** <br>**(Cost: $12,328,047)** | **Total Floating Rate Loan Interests — 1.7%** <br>**(Cost: $12,328,047)** | &nbsp;&nbsp; 11941133 |
| **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>(m)</sup><br>|  | 81 | &nbsp;&nbsp; 68180 |
| **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>|  | 149 | &nbsp;&nbsp; 152129 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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 |
| **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>(e)</sup><br>|  | 92 | &nbsp;&nbsp; 88604 |
| **Canada — 0.9%** | **Canada — 0.9%** | **Canada — 0.9%** |  |
| CDP Financial, Inc., 5.60%, 11/25/39<sup>(b)(g)</sup> |  | 5890 | &nbsp;&nbsp; 6212301 |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kyrgyz Republic International Bonds, 7.75%, <br> 06/03/30<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 199408 |
| **Chile — 0.0%** | **Chile — 0.0%** | **Chile — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Chile Government International Bonds, 4.34%, <br> 03/07/42<br>|  | 200 | &nbsp;&nbsp; 175400 |
| **Costa Rica — 0.1%** | **Costa Rica — 0.1%** | **Costa Rica — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Costa Rica Government International Bonds, 7.30%, <br> 11/13/54<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 217000 |
| **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 |  | 226 | &nbsp;&nbsp; 214700 |
| &nbsp;&nbsp;&nbsp; 7.05%, 02/03/31 |  | 150 | &nbsp;&nbsp; 155100 |
|  |  |  | &nbsp;&nbsp; 369800 |
| **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Egypt Government International Bonds, 7.50%, <br> 02/16/61<sup>(b)</sup><br>|  | 219 | &nbsp;&nbsp; 166528 |
| **Gabon — 0.0%** | **Gabon — 0.0%** | **Gabon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Gabon Government International Bonds, Series 4Y, <br> 9.50%, 02/18/29<sup>(e)</sup><br>|  | 200 | &nbsp;&nbsp; 187122 |
| **Guatemala — 0.1%** | **Guatemala — 0.1%** | **Guatemala — 0.1%** |  |
| Guatemala Government Bonds<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/24/32 |  | 200 | &nbsp;&nbsp; 197840 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/13/36 |  | 200 | &nbsp;&nbsp; 209340 |
|  |  |  | &nbsp;&nbsp; 407180 |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, 5.25%, <br> 06/16/29<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 200395 |
| Magyar Export-Import Bank Zrt, 6.00%, 05/16/29<sup>(e)</sup> | EUR | 100 | &nbsp;&nbsp; 121186 |
|  |  |  | &nbsp;&nbsp; 321581 |
| **Indonesia — 0.0%** | **Indonesia — 0.0%** | **Indonesia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Indonesia Government International Bonds, 3.88%, <br> 01/15/33<br>|  | 100 | &nbsp;&nbsp; 112335 |
| **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>(e)</sup> |  | 192 | &nbsp;&nbsp; 216486 |
| &nbsp;&nbsp;&nbsp; 8.08%, 04/01/36<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 203218 |
|  |  |  | &nbsp;&nbsp; 419704 |
| **Kenya — 0.0%** | **Kenya — 0.0%** | **Kenya — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government International Bonds, <br> 9.75%, 02/16/31<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 205190 |
| **Latvia — 0.0%** | **Latvia — 0.0%** | **Latvia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Latvia Government International Bonds, 5.13%, <br> 07/30/34<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 200250 |
| **Mexico — 0.0%** | **Mexico — 0.0%** | **Mexico — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Mexico Government International Bonds, 5.13%, <br> 03/19/38<br>| EUR | 100 | &nbsp;&nbsp; 111568 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **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 |
| **Oman — 0.0%** | **Oman — 0.0%** | **Oman — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Oman Government International Bonds, 6.75%, <br> 01/17/48<sup>(e)</sup><br>|  | 200 | &nbsp;&nbsp; 208554 |
| **Panama — 0.0%** | **Panama — 0.0%** | **Panama — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Panama Government International Bonds, 6.40%, <br> 02/14/35<br>|  | 200 | &nbsp;&nbsp; 207600 |
| **Paraguay — 0.0%** | **Paraguay — 0.0%** | **Paraguay — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Paraguay Government International Bonds, 2.74%, <br> 01/29/33<br>|  | 200 | &nbsp;&nbsp; 175800 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |  |
| Peru Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 |  | 151 | &nbsp;&nbsp; 137859 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 |  | 98 | &nbsp;&nbsp; 80752 |
|  |  |  | &nbsp;&nbsp; 218611 |
| **Poland — 0.0%** | **Poland — 0.0%** | **Poland — 0.0%** |  |
| Republic of Poland Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.88%, 10/04/33 |  | 37 | &nbsp;&nbsp; 36920 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 04/04/53 |  | 119 | &nbsp;&nbsp; 109416 |
|  |  |  | &nbsp;&nbsp; 146336 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |  |
| Romanian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(b)</sup> |  | 50 | &nbsp;&nbsp; 49962 |
| &nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(e)</sup> | EUR | 179 | &nbsp;&nbsp; 177567 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/04/33<sup>(b)</sup> |  | 80 | &nbsp;&nbsp; 86284 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/10/34<sup>(b)</sup> |  | 145 | &nbsp;&nbsp; 169693 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/11/39<sup>(b)</sup> |  | 65 | &nbsp;&nbsp; 74858 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/07/45<sup>(b)</sup> |  | 80 | &nbsp;&nbsp; 88335 |
|  |  |  | &nbsp;&nbsp; 646699 |
| **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%** |  |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government International <br> Bonds<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/19/54<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 197650 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.75%, 09/30/49 |  | 252 | &nbsp;&nbsp; 195300 |
|  |  |  | &nbsp;&nbsp; 392950 |
| **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 |
| **Uruguay — 0.0%** | **Uruguay — 0.0%** | **Uruguay — 0.0%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 |  | 127 | &nbsp;&nbsp; 115179 |
| **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 — 1.8%** <br>**(Cost: $12,415,232)** | **Total Foreign Agency Obligations — 1.8%** <br>**(Cost: $12,415,232)** | **Total Foreign Agency Obligations — 1.8%** <br>**(Cost: $12,415,232)** | &nbsp;&nbsp; 12859113 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.1%** | **Arizona — 0.1%** | **Arizona — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Maricopa County Industrial Development Authority, RB, <br> 7.38%, 10/01/29<sup>(b)</sup><br>| USD | 890 | &nbsp;&nbsp; $938270 |
| **California — 1.6%** | **California — 1.6%** | **California — 1.6%** |  |
| &nbsp;&nbsp;&nbsp; City of Los Angeles California, GO, Series A, <br> Sustainability Bonds, 5.00%, 09/01/42<br>|  | 2000 | &nbsp;&nbsp; 1907936 |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.29%, 06/01/42 |  | 2610 | &nbsp;&nbsp; 2032446 |
| &nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41 |  | 1000 | &nbsp;&nbsp; 792243 |
| &nbsp;&nbsp;&nbsp; Oxnard Union High School District, Refunding GO, <br> (BAM), 3.18%, 08/01/43<br>|  | 1600 | &nbsp;&nbsp; 1251721 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, BAB, Series H, 6.55%, <br> 05/15/48<br>|  | 2500 | &nbsp;&nbsp; 2652553 |
| State of California, GO, BAB, 7.55%, 04/01/39 |  | 1500 | &nbsp;&nbsp; 1780609 |
| State of California, Refunding GO, 5.13%, 03/01/38 |  | 1000 | &nbsp;&nbsp; 1003584 |
|  |  |  | &nbsp;&nbsp; 11421092 |
| **Florida — 0.2%** | **Florida — 0.2%** | **Florida — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; State Board of Administration Finance Corp., RB, <br> Series A, 5.53%, 07/01/34<br>|  | 1500 | &nbsp;&nbsp; 1571769 |
| **Georgia — 0.2%** | **Georgia — 0.2%** | **Georgia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB, 6.64%, 04/01/57<br>|  | 973 | &nbsp;&nbsp; 1043088 |
| **Hawaii — 0.3%** | **Hawaii — 0.3%** | **Hawaii — 0.3%** |  |
| &nbsp;&nbsp;&nbsp; City & County Honolulu HI Wastewater System <br> Revenue, Refunding RB, Series A, 2.62%, 07/01/45<br>|  | 1000 | &nbsp;&nbsp; 674005 |
| State of Hawaii, GO, Series GK, 6.15%, 10/01/38 |  | 1000 | &nbsp;&nbsp; 1080892 |
|  |  |  | &nbsp;&nbsp; 1754897 |
| **Illinois — 0.3%** | **Illinois — 0.3%** | **Illinois — 0.3%** |  |
| State of Illinois, GO, 5.10%, 06/01/33 |  | 1745 | &nbsp;&nbsp; 1777571 |
| **Massachusetts — 0.6%** | **Massachusetts — 0.6%** | **Massachusetts — 0.6%** |  |
| &nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority, RB, <br> Series A, 6.17%, 07/01/50<br>|  | 2500 | &nbsp;&nbsp; 2564746 |
| &nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority, <br> Refunding RB, Series A, 6.35%, 07/01/49<br>|  | 1355 | &nbsp;&nbsp; 1406338 |
| &nbsp;&nbsp;&nbsp; University of Massachusetts Building Authority, <br> Refunding RB, Series 3, 3.43%, 11/01/40<br>|  | 500 | &nbsp;&nbsp; 424089 |
|  |  |  | &nbsp;&nbsp; 4395173 |
| **New Jersey — 0.3%** | **New Jersey — 0.3%** | **New Jersey — 0.3%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Turnpike Authority, RB, BAB, Series A, <br> 7.10%, 01/01/41<br>|  | 1750 | &nbsp;&nbsp; 2018898 |
| **New York — 0.6%** | **New York — 0.6%** | **New York — 0.6%** |  |
| City of New York, GO |  |  |  |
| &nbsp;&nbsp;&nbsp; Series H, 6.29%, 02/01/45 |  | 600 | &nbsp;&nbsp; 624345 |
| &nbsp;&nbsp;&nbsp; Series D-1, Sustainability Bonds, 5.09%, 10/01/49 |  | 1000 | &nbsp;&nbsp; 933731 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB, 6.01%, 06/15/42<br>|  | 1000 | &nbsp;&nbsp; 1030302 |
| &nbsp;&nbsp;&nbsp; New York State Dormitory Authority, RB, BAB, Series F, <br> 5.63%, 03/15/39<br>|  | 1010 | &nbsp;&nbsp; 1036444 |
| &nbsp;&nbsp;&nbsp; United Nations Development Corp., Refunding RB, <br> Series A, 6.54%, 08/01/55<br>|  | 850 | &nbsp;&nbsp; 897134 |
|  |  |  | &nbsp;&nbsp; 4521956 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Texas — 0.4%** | **Texas — 0.4%** | **Texas — 0.4%** |  |
| &nbsp;&nbsp;&nbsp; Dallas Fort Worth International Airport, Refunding RB, <br> 2.84%, 11/01/46<br>| USD | 2000 | &nbsp;&nbsp; $1432308 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance Corp., RB, <br> Series 2023-1, Class A2, 5.17%, 04/01/41<br>|  | 1500 | &nbsp;&nbsp; 1519173 |
|  |  |  | &nbsp;&nbsp; 2951481 |
| **Total Municipal Bonds — 4.6%** <br>**(Cost: $31,938,930)** | **Total Municipal Bonds — 4.6%** <br>**(Cost: $31,938,930)** | **Total Municipal Bonds — 4.6%** <br>**(Cost: $31,938,930)** | &nbsp;&nbsp; 32394195 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Collateralized Mortgage Obligations — 8.9%** | **Collateralized Mortgage Obligations — 8.9%** | **Collateralized Mortgage Obligations — 8.9%** | **Collateralized Mortgage Obligations — 8.9%** |
| &nbsp;&nbsp;&nbsp; A&D Mortgage Trust, Series 2024-NQM5, Class A1, <br> 5.70%, 11/25/69<sup>(b)</sup><br>|  | 1211 | &nbsp;&nbsp; 1215544 |
| &nbsp;&nbsp;&nbsp; ACRA Trust, Series 2024-NQM1, Class A1, 5.61%, <br> 10/25/64<sup>(b)</sup><br>|  | 369 | &nbsp;&nbsp; 369621 |
| Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-64CB, Class 1A15, 5.50%, 12/25/35 |  | 285 | &nbsp;&nbsp; 250795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA21, Class A1, (1 mo. Term SOFR + <br> 0.30%), 3.98%, 03/20/47<sup>(a)</sup><br>|  | 278 | &nbsp;&nbsp; 243394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA10, Class 2A1, (1 mo. Term SOFR + <br> 0.61%), 4.29%, 09/25/47<sup>(a)</sup><br>|  | 3228 | &nbsp;&nbsp; 428780 |
| &nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2024-10, Class A1, <br> 5.35%, 10/25/69<sup>(b)</sup><br>|  | 1359 | &nbsp;&nbsp; 1360354 |
| &nbsp;&nbsp;&nbsp; Banc of America Funding Trust, Series 2007-2, <br> Class 1A2, 6.00%, 03/25/37<br>|  | 175 | &nbsp;&nbsp; 134766 |
| &nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2025-NQM3, <br> Class A1, 5.64%, 05/25/65<sup>(a)(b)</sup><br>|  | 863 | &nbsp;&nbsp; 866485 |
| Bravo Residential Funding Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class A1, 0.94%, 02/25/49<sup>(a)</sup> |  | 360 | &nbsp;&nbsp; 341282 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM3, Class A1, 4.85%, 09/25/62 |  | 341 | &nbsp;&nbsp; 340985 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, 6.44%, 05/25/63 |  | 796 | &nbsp;&nbsp; 795267 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, 5.60%, 12/25/64 |  | 1018 | &nbsp;&nbsp; 1021960 |
| &nbsp;&nbsp;&nbsp; Chase Home Lending Mortgage Trust, Series 2019-<br> ATR1, Class A12, 6.50%, 04/25/49<sup>(a)(b)</sup><br>|  | 387 | &nbsp;&nbsp; 389008 |
| CIM Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-I1, Class A1, 6.03%, 04/25/58 |  | 813 | &nbsp;&nbsp; 810459 |
| &nbsp;&nbsp;&nbsp; Series 2023-I2, Class A1, 6.64%, 12/25/67 |  | 777 | &nbsp;&nbsp; 777849 |
| COLT Mortgage Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class A1, 6.60%, 07/25/68 |  | 713 | &nbsp;&nbsp; 713339 |
| &nbsp;&nbsp;&nbsp; Series 2023-3, Class M1, 7.79%, 09/25/68<sup>(a)</sup> |  | 800 | &nbsp;&nbsp; 805574 |
| &nbsp;&nbsp;&nbsp; Series 2024-6, Class A1, 5.39%, 11/25/69 |  | 951 | &nbsp;&nbsp; 952695 |
| &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 |  | 1004 | &nbsp;&nbsp; 1008710 |
| &nbsp;&nbsp;&nbsp; Series 2025-11, Class M1, 5.95%, 11/25/70<sup>(a)</sup> |  | 2500 | &nbsp;&nbsp; 2487555 |
| &nbsp;&nbsp;&nbsp; CSMC Trust, Series 2022-NQM5, Class A1, 5.17%, <br> 05/25/67<sup>(a)(b)</sup><br>|  | 2143 | &nbsp;&nbsp; 2139066 |
| Deephaven Residential Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, 5.30%, 03/25/67 |  | 192 | &nbsp;&nbsp; 186748 |
| &nbsp;&nbsp;&nbsp; Series 2025-INV1, Class A1, 5.09%, 11/25/60 |  | 1161 | &nbsp;&nbsp; 1157218 |
| Ellington Financial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class M1, 5.24%, 05/25/65 |  | 1500 | &nbsp;&nbsp; 1483407 |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class A1, 0.93%, 06/25/66 |  | 155 | &nbsp;&nbsp; 131607 |
| &nbsp;&nbsp;&nbsp; Flagstar Mortgage Trust, Series 2021-4, Class A1, <br> 2.50%, 06/01/51<sup>(a)(b)</sup><br>|  | 2127 | &nbsp;&nbsp; 1774755 |
| GCAT Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM3, Class A1, 4.35%, 04/25/67 |  | 942 | &nbsp;&nbsp; 938384 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV4, Class A2, 5.50%, 12/25/54 |  | 752 | &nbsp;&nbsp; 750847 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Corp. Trust, <br> Series 2022-PJ2, Class A4, 2.50%, 06/25/52<sup>(a)(b)</sup><br>|  | 890 | &nbsp;&nbsp; 736392 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, Series 2021-PJ2, <br> Class A2, 2.50%, 11/25/51<sup>(a)(b)</sup><br>|  | 787 | &nbsp;&nbsp; 653476 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, Series 2007-4F, Class 3A1, <br> 6.00%, 07/25/37<br>| USD | 70 | &nbsp;&nbsp; $43113 |
| Homes Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.72%, 10/25/69 |  | 450 | &nbsp;&nbsp; 452280 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class M1, 5.80%, 09/25/70<sup>(a)</sup> |  | 697 | &nbsp;&nbsp; 691195 |
| JP Morgan Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-S3, Class 1A12, 6.50%, 08/25/36 |  | 42 | &nbsp;&nbsp; 13397 |
| &nbsp;&nbsp;&nbsp; Series 2022-DSC1, Class A1, 4.75%, 01/25/63<sup>(a)(b)</sup> |  | 349 | &nbsp;&nbsp; 343461 |
| &nbsp;&nbsp;&nbsp; Series 2022-INV3, Class A3B, 3.00%, 09/25/52<sup>(a)(b)</sup> |  | 622 | &nbsp;&nbsp; 539918 |
| &nbsp;&nbsp;&nbsp; Series 2023-DSC1, Class A1, 4.63%, 07/25/63<sup>(a)(b)</sup> |  | 251 | &nbsp;&nbsp; 244151 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class A3, 5.50%, 04/25/55<sup>(a)(b)</sup> |  | 1306 | &nbsp;&nbsp; 1301340 |
| &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance, Series 2022-INV2, <br> Class A3, 3.00%, 04/25/52<sup>(a)(b)</sup><br>|  | 674 | &nbsp;&nbsp; 583548 |
| &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, Series 2006-A3, <br> Class 3A1, 5.45%, 05/25/36<sup>(a)</sup><br>|  | 106 | &nbsp;&nbsp; 67358 |
| MFA Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class M1, 2.31%, 04/25/65<sup>(a)</sup> |  | 2750 | &nbsp;&nbsp; 2436649 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM3, Class A1, 6.62%, 07/25/68 |  | 985 | &nbsp;&nbsp; 986883 |
| &nbsp;&nbsp;&nbsp; Mill City Mortgage Trust, Series 2023-NQM2, Class A1, <br> 6.24%, 12/25/67<sup>(b)</sup><br>|  | 1215 | &nbsp;&nbsp; 1210519 |
| OBX Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-INC3, Class A1, 3.00%, 02/25/52<sup>(a)</sup> |  | 579 | &nbsp;&nbsp; 502616 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM5, Class A1A, 6.57%, 06/25/63 |  | 873 | &nbsp;&nbsp; 873411 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM6, Class A1, 6.52%, 07/25/63 |  | 683 | &nbsp;&nbsp; 683560 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM17, Class A1, 5.61%, 11/25/64<sup>(a)</sup> |  | 839 | &nbsp;&nbsp; 843030 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class M1, 6.86%, 12/25/63<sup>(a)</sup> |  | 1500 | &nbsp;&nbsp; 1508340 |
| &nbsp;&nbsp;&nbsp; PMT Loan Trust, Series 2024-INV1, Class A3, 5.50%, <br> 10/25/59<sup>(a)(b)</sup><br>|  | 1547 | &nbsp;&nbsp; 1543028 |
| PRKCM Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC2, Class A1, 6.48%, 06/25/58 |  | 747 | &nbsp;&nbsp; 745638 |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC3, Class A1, 6.58%, 09/25/58 |  | 979 | &nbsp;&nbsp; 981384 |
| &nbsp;&nbsp;&nbsp; Provident Funding Mortgage Trust, Series 2024-1, <br> Class A1, 5.50%, 12/25/54<sup>(a)(b)</sup><br>|  | 1210 | &nbsp;&nbsp; 1204318 |
| &nbsp;&nbsp;&nbsp; Radian Mortgage Capital Trust, Series 2024-J2, <br> Class A4, 5.50%, 03/25/55<sup>(a)(b)</sup><br>|  | 428 | &nbsp;&nbsp; 427854 |
| &nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, Series 2022-2, Class A1, 3.00%, <br> 02/25/52<sup>(a)(b)</sup><br>|  | 863 | &nbsp;&nbsp; 749326 |
| &nbsp;&nbsp;&nbsp; Santander Mortgage Asset Receivable Trust, <br> Series 2025-NQM6, Class A1, 5.14%, 11/25/65<sup>(a)(b)</sup><br>|  | 2215 | &nbsp;&nbsp; 2208226 |
| &nbsp;&nbsp;&nbsp; Sequoia Mortgage Trust, Series 2024-INV1, Class A3, <br> 5.50%, 10/25/54<sup>(a)(b)</sup><br>|  | 686 | &nbsp;&nbsp; 683726 |
| &nbsp;&nbsp;&nbsp; Spruce Hill Mortgage Loan Trust, Series 2022-SH1, <br> Class A1A, 4.10%, 07/25/57<sup>(b)</sup><br>|  | 549 | &nbsp;&nbsp; 543610 |
| &nbsp;&nbsp;&nbsp; STAR Trust, Series 2021-1, Class M1, 2.36%, <br> 05/25/65<sup>(a)(b)</sup><br>|  | 2050 | &nbsp;&nbsp; 1839699 |
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, Series 2020-3, <br> Class M1, 3.54%, 04/25/65<sup>(a)(b)</sup><br>|  | 2000 | &nbsp;&nbsp; 1802589 |
| &nbsp;&nbsp;&nbsp; Towd Point Mortgage Trust, Series 2017-4, Class A1, <br> 2.75%, 06/25/57<sup>(a)(b)</sup><br>|  | 34 | &nbsp;&nbsp; 33248 |
| Verus Securitization Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, 5.13%, 02/25/67 |  | 2225 | &nbsp;&nbsp; 2125838 |
| &nbsp;&nbsp;&nbsp; Series 2023-5, Class A1, 6.48%, 06/25/68 |  | 632 | &nbsp;&nbsp; 631842 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A1, 5.36%, 10/25/69<sup>(a)</sup> |  | 1271 | &nbsp;&nbsp; 1272625 |
| &nbsp;&nbsp;&nbsp; Series 2024-R1, Class A1, 5.22%, 09/25/69<sup>(a)</sup> |  | 1375 | &nbsp;&nbsp; 1378448 |
| &nbsp;&nbsp;&nbsp; Series 2025-11, Class A1, 4.91%, 11/25/70<sup>(a)</sup> |  | 1656 | &nbsp;&nbsp; 1647807 |
| &nbsp;&nbsp;&nbsp; Series 2025-11, Class M1, 5.66%, 11/25/70<sup>(a)</sup> |  | 1600 | &nbsp;&nbsp; 1581268 |
| Visio Trust, Series 2023-2, Class A1, 6.60%, 10/25/58<sup>(b)</sup> |  | 975 | &nbsp;&nbsp; 976318 |
|  |  |  | &nbsp;&nbsp; 62084959 |
| **Commercial Mortgage-Backed Securities — 3.6%** | **Commercial Mortgage-Backed Securities — 3.6%** | **Commercial Mortgage-Backed Securities — 3.6%** | **Commercial Mortgage-Backed Securities — 3.6%** |
| &nbsp;&nbsp;&nbsp; 3650R Commercial Mortgage Trust, Series 2021-PF1, <br> Class A5, 2.52%, 11/15/54<br>|  | 1250 | &nbsp;&nbsp; 1101924 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**(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)** |
| Bank, Series 2021-BN35, Class C, 2.90%, 06/15/64<sup>(a)</sup> | USD | 672 | &nbsp;&nbsp; $566096 |
| &nbsp;&nbsp;&nbsp; Bayview Commercial Asset Trust, Series 2007-2A, <br> Class A1, (1 mo. Term SOFR + 0.52%), 4.20%, <br> 07/25/37<sup>(a)(b)</sup><br>|  | 433 | &nbsp;&nbsp; 406553 |
| &nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust, Series 2025-C35, Class D, <br> 4.50%, 07/15/58<sup>(b)</sup><br>|  | 330 | &nbsp;&nbsp; 257143 |
| &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)(b)</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)(b)</sup><br>|  | 506 | &nbsp;&nbsp; 506325 |
| &nbsp;&nbsp;&nbsp; BPR Commercial Mortgage Trust, Series 2024-PARK, <br> Class D, 6.53%, 11/05/39<sup>(a)(b)</sup><br>|  | 200 | &nbsp;&nbsp; 206765 |
| BRCK Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-830B, Class E, 6.78%, 12/10/42 |  | 235 | &nbsp;&nbsp; 239816 |
| &nbsp;&nbsp;&nbsp; Series 2025-830B, Class F, 7.59%, 12/10/42 |  | 120 | &nbsp;&nbsp; 123106 |
| BX Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CIP, Class A, (1 mo. Term SOFR + <br> 1.04%), 4.71%, 12/15/38<br>|  | 512 | &nbsp;&nbsp; 512004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-LP2, Class A, (1 mo. Term SOFR + <br> 1.01%), 4.69%, 02/15/39<br>|  | 120 | &nbsp;&nbsp; 119677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class C, (1 mo. Term SOFR + <br> 1.94%), 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)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LBA, Class AJV, (1 mo. Term SOFR + <br> 1.16%), 4.84%, 02/15/36<br>|  | 1690 | &nbsp;&nbsp; 1688944 |
| &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>|  | 989 | &nbsp;&nbsp; 988715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BIO, Class C, (1 mo. Term SOFR + <br> 2.64%), 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>|  | 571 | &nbsp;&nbsp; 570013 |
| &nbsp;&nbsp;&nbsp; Cantor Commercial Real Estate Lending, Series 2019-<br> CF2, Class A5, 2.87%, 11/15/52<br>|  | 550 | &nbsp;&nbsp; 518478 |
| &nbsp;&nbsp;&nbsp; Century Plaza Towers, Series 2019-CPT, Class C, <br> 3.00%, 11/13/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 224365 |
| &nbsp;&nbsp;&nbsp; CHI Commercial Mortgage Trust, Series 2025-110W, <br> Class D, 6.63%, 12/13/40<sup>(a)(b)</sup><br>|  | 110 | &nbsp;&nbsp; 107578 |
| Commercial Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class A, 5.50%, 08/10/40 |  | 309 | &nbsp;&nbsp; 307777 |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class B, 5.93%, 08/10/40 |  | 341 | &nbsp;&nbsp; 338957 |
| &nbsp;&nbsp;&nbsp; Series 2025-SBX, Class B, 5.55%, 08/10/41<sup>(a)</sup> |  | 722 | &nbsp;&nbsp; 717553 |
| &nbsp;&nbsp;&nbsp; CONE Trust, Series 2024-DFW1, Class D, (1 mo. Term <br> SOFR + 3.04%), 6.71%, 08/15/41<sup>(a)(b)</sup><br>|  | 660 | &nbsp;&nbsp; 653697 |
| CSMC<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-FACT, Class D, (1 mo. Term SOFR + <br> 4.32%), 8.00%, 10/15/37<br>|  | 900 | &nbsp;&nbsp; 825750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BHAR, Class C, (1 mo. Term SOFR + <br> 2.11%), 5.79%, 11/15/38<br>|  | 300 | &nbsp;&nbsp; 296008 |
| CSTL Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3, Class D, 5.52%, 02/10/43 |  | 100 | &nbsp;&nbsp; 98338 |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3, Class E, 6.34%, 02/10/43 |  | 280 | &nbsp;&nbsp; 276569 |
| &nbsp;&nbsp;&nbsp; DC Trust, Series 2024-HLTN, Class C, 7.04%, <br> 04/13/40<sup>(a)(b)</sup><br>|  | 220 | &nbsp;&nbsp; 218334 |
| DK Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class B, (1 mo. Term SOFR + <br> 1.84%), 5.52%, 08/15/37<br>|  | 220 | &nbsp;&nbsp; 220000 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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)** |
| DK Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &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>| USD | 236 | &nbsp;&nbsp; $236000 |
| FS Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ORL, Class B, (1 mo. Term SOFR + <br> 1.55%), 5.22%, 02/15/41<br>|  | 440 | &nbsp;&nbsp; 439175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-ORL, Class E, (1 mo. Term SOFR + <br> 3.25%), 6.92%, 02/15/41<br>|  | 150 | &nbsp;&nbsp; 149755 |
| GS Mortgage Securities Corp. Trust<sup>(a)(b)</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>|  | 216 | &nbsp;&nbsp; 215772 |
| &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>|  | 400 | &nbsp;&nbsp; 399047 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2019-GC38, <br> Class AAB, 3.84%, 02/10/52<br>|  | 527 | &nbsp;&nbsp; 523850 |
| &nbsp;&nbsp;&nbsp; Hilton USA Trust, Series 2025-NVIL, Class B, (1 mo. <br> Term SOFR + 2.19%), 5.86%, 07/15/42<sup>(a)(b)</sup><br>|  | 218 | &nbsp;&nbsp; 218000 |
| &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)(b)</sup><br>|  | 800 | &nbsp;&nbsp; 800000 |
| LEX Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-450, Class B, (1 mo. Term SOFR + <br> 1.70%), 5.37%, 03/15/43<br>|  | 900 | &nbsp;&nbsp; 893805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-450, Class E, (1 mo. Term SOFR + <br> 3.70%), 7.37%, 03/15/43<br>|  | 330 | &nbsp;&nbsp; 326795 |
| &nbsp;&nbsp;&nbsp; LQR Trust, Series 2025-CALI, Class E, (1 mo. Term <br> SOFR + 3.95%), 7.62%, 01/15/43<sup>(a)</sup><br>|  | 436 | &nbsp;&nbsp; 435995 |
| &nbsp;&nbsp;&nbsp; MIC Trust, Series 2023-MIC, Class B, 9.53%, <br> 12/05/38<sup>(a)(b)</sup><br>|  | 234 | &nbsp;&nbsp; 250126 |
| &nbsp;&nbsp;&nbsp; MLTI Trust, Series 2026-SF75, Class E, (1 mo. Term <br> SOFR + 3.25%), 6.92%, 03/15/31<sup>(a)(b)</sup><br>|  | 160 | &nbsp;&nbsp; 159103 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, <br> Series 2015-C22, Class A4, 3.31%, 04/15/48<br>|  | 171 | &nbsp;&nbsp; 168592 |
| &nbsp;&nbsp;&nbsp; NCMF Trust, Series 2025-MFS, Class E, 7.53%, <br> 06/10/33<sup>(a)(b)</sup><br>|  | 370 | &nbsp;&nbsp; 372014 |
| &nbsp;&nbsp;&nbsp; PENN Commercial Mortgage Trust, Series 2025-P11, <br> Class A, 5.34%, 08/10/42<br>|  | 314 | &nbsp;&nbsp; 319047 |
| &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)(b)</sup><br>|  | 189 | &nbsp;&nbsp; 188764 |
| SLG Office Trust<sup>(a)(b)(c)</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 |  | 255 | &nbsp;&nbsp; 255485 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, Series 2019-C18, <br> Class A4, 3.04%, 12/15/52<br>|  | 1200 | &nbsp;&nbsp; 1129773 |
| &nbsp;&nbsp;&nbsp; VEGAS, Series 2024-GCS, Class D, 6.22%, <br> 07/10/36<sup>(a)(b)</sup><br>|  | 572 | &nbsp;&nbsp; 569098 |
| &nbsp;&nbsp;&nbsp; VRTX Trust, Series 2025-HQ, Class B, 5.49%, <br> 08/05/42<sup>(a)(b)</sup><br>|  | 730 | &nbsp;&nbsp; 725953 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-LC25, Class A4, 3.64%, 12/15/59 |  | 1700 | &nbsp;&nbsp; 1691670 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class D, 7.08%, 07/15/43<sup>(b)</sup> |  | 250 | &nbsp;&nbsp; 250061 |
| &nbsp;&nbsp;&nbsp; Series 2025-5C3, Class A3, 6.10%, 01/15/58 |  | 611 | &nbsp;&nbsp; 639288 |
|  |  |  | &nbsp;&nbsp; 24962259 |
| **Total Non-Agency Mortgage-Backed Securities — 12.5%** <br>**(Cost: $89,650,264)** | **Total Non-Agency Mortgage-Backed Securities — 12.5%** <br>**(Cost: $89,650,264)** | **Total Non-Agency Mortgage-Backed Securities — 12.5%** <br>**(Cost: $89,650,264)** | &nbsp;&nbsp; 87047218 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 6.9%**<sup>(a)</sup> | **Capital Trusts — 6.9%**<sup>(a)</sup> | **Capital Trusts — 6.9%**<sup>(a)</sup> | **Capital Trusts — 6.9%**<sup>(a)</sup> |
| **Automobiles — 0.3%** | **Automobiles — 0.3%** | **Automobiles — 0.3%** |  |
| General Motors Financial Co., Inc., Series C, 5.70%<sup>(i)</sup> | USD | 2500 | &nbsp;&nbsp; $2451930 |
| **Banks**<sup>(i)</sup> **— 1.0%** | **Banks**<sup>(i)</sup> **— 1.0%** | **Banks**<sup>(i)</sup> **— 1.0%** |  |
| ING Groep NV, Series NC10, 4.25% |  | 1500 | &nbsp;&nbsp; 1299218 |
| PNC Financial Services Group, Inc., Series W, 6.25%<sup>(g)</sup> |  | 3584 | &nbsp;&nbsp; 3615446 |
| U.S. Bancorp, Series J, 5.30%<sup>(g)</sup> |  | 1900 | &nbsp;&nbsp; 1889292 |
|  |  |  | &nbsp;&nbsp; 6803956 |
| **Capital Markets — 0.6%** | **Capital Markets — 0.6%** | **Capital Markets — 0.6%** |  |
| Bank of New York Mellon Corp., Series F, 4.63%<sup>(i)</sup> |  | 2750 | &nbsp;&nbsp; 2738569 |
| State Street Corp., 4.94%, 06/01/77 |  | 1485 | &nbsp;&nbsp; 1288848 |
|  |  |  | &nbsp;&nbsp; 4027417 |
| **Electric Utilities — 1.0%** | **Electric Utilities — 1.0%** | **Electric Utilities — 1.0%** |  |
| Electricite de France SA, 3.38%<sup>(e)(i)</sup> | EUR | 200 | &nbsp;&nbsp; 217390 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 5.65%, <br> 05/01/79<sup>(g)</sup><br>| USD | 4750 | &nbsp;&nbsp; 4742516 |
| PG&E Corp., 7.38%, 03/15/55 |  | 1723 | &nbsp;&nbsp; 1734052 |
|  |  |  | &nbsp;&nbsp; 6693958 |
| **Financial Services**<sup>(i)</sup> **— 3.7%** | **Financial Services**<sup>(i)</sup> **— 3.7%** | **Financial Services**<sup>(i)</sup> **— 3.7%** |  |
| Bank of America Corp.<sup>(g)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series FF, 5.88% |  | 3500 | &nbsp;&nbsp; 3502992 |
| &nbsp;&nbsp;&nbsp; Series OO, 6.63% |  | 7650 | &nbsp;&nbsp; 7843124 |
| Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% |  | 310 | &nbsp;&nbsp; 293944 |
| &nbsp;&nbsp;&nbsp; 9.63% |  | 640 | &nbsp;&nbsp; 698083 |
| Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series BB, 7.20% |  | 2500 | &nbsp;&nbsp; 2547668 |
| &nbsp;&nbsp;&nbsp; Series FF, 6.95% |  | 2500 | &nbsp;&nbsp; 2518565 |
| Goldman Sachs Group, Inc., Series W, 7.50% |  | 2500 | &nbsp;&nbsp; 2609923 |
| HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70% |  | 275 | &nbsp;&nbsp; 250494 |
| &nbsp;&nbsp;&nbsp; 6.00%<sup>(g)</sup> |  | 235 | &nbsp;&nbsp; 233921 |
| &nbsp;&nbsp;&nbsp; 6.50%<sup>(g)</sup> |  | 1090 | &nbsp;&nbsp; 1089093 |
| Lloyds Banking Group PLC, 6.75% |  | 595 | &nbsp;&nbsp; 597520 |
| NatWest Group PLC, 8.13% |  | 225 | &nbsp;&nbsp; 243569 |
| UBS Group AG<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% |  | 2000 | &nbsp;&nbsp; 1974838 |
| &nbsp;&nbsp;&nbsp; Series NC10, 9.25% |  | 1200 | &nbsp;&nbsp; 1351487 |
| &nbsp;&nbsp;&nbsp; Series NC5, 9.25% |  | 200 | &nbsp;&nbsp; 213165 |
|  |  |  | &nbsp;&nbsp; 25968386 |
| **Independent Power and Renewable Electricity Producers**<sup>(b)(i)</sup> **— 0.1%** | **Independent Power and Renewable Electricity Producers**<sup>(b)(i)</sup> **— 0.1%** | **Independent Power and Renewable Electricity Producers**<sup>(b)(i)</sup> **— 0.1%** |  |
| NRG Energy, Inc., 10.25% |  | 310 | &nbsp;&nbsp; 334403 |
| Vistra Corp., 7.00% |  | 141 | &nbsp;&nbsp; 141181 |
|  |  |  | &nbsp;&nbsp; 475584 |
| **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** |  |
| CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/54 |  | 320 | &nbsp;&nbsp; 324014 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/55 |  | 1305 | &nbsp;&nbsp; 1344917 |
|  |  |  | &nbsp;&nbsp; 1668931 |
|  |  |  | &nbsp;&nbsp; 48090162 |

---

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

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Preferred Stocks — 0.0%**<sup>(f)</sup> | **Preferred Stocks — 0.0%**<sup>(f)</sup> | **Preferred Stocks — 0.0%**<sup>(f)</sup> |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association, Series S, <br> 8.25%<sup>(a)(i)</sup><br>| 10000 | &nbsp;&nbsp; $119000 |
| **IT Services**<sup>(d)</sup> **— 0.0%** | **IT Services**<sup>(d)</sup> **— 0.0%** |  |
| Veritas Newco |  |  |
| &nbsp;&nbsp;&nbsp; Series G | 428 | &nbsp;&nbsp; 8132 |
| &nbsp;&nbsp;&nbsp; Series G-1 | 296 | &nbsp;&nbsp; 5624 |
|  |  | &nbsp;&nbsp; 13756 |
|  |  | &nbsp;&nbsp; 132756 |
| **Trust Preferred — 0.1%** | **Trust Preferred — 0.1%** | **Trust Preferred — 0.1%** |
| **Banks — 0.1%** | **Banks — 0.1%** |  |
| Citigroup Capital XIII, 10.30%, 10/30/40<sup>(a)(f)</sup> | 29583 | &nbsp;&nbsp; 868261 |
|  |  | &nbsp;&nbsp; 868261 |
| **Total Preferred Securities — 7.0%** <br>**(Cost: $48,108,595)** | **Total Preferred Securities — 7.0%** <br>**(Cost: $48,108,595)** | &nbsp;&nbsp; 49091179 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Agency Obligations — 0.7%** | **Agency Obligations — 0.7%** | **Agency Obligations — 0.7%** |  |
| &nbsp;&nbsp;&nbsp; Resolution Funding Corp. Principal Strip, 0.00%, <br> 04/15/30<sup>(l)</sup><br>| USD | 6055 | &nbsp;&nbsp; 5139344 |
| **Collateralized Mortgage Obligations — 5.7%** | **Collateralized Mortgage Obligations — 5.7%** | **Collateralized Mortgage Obligations — 5.7%** |  |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-47, Class GL, 3.50%, 07/25/45 |  | 1636 | &nbsp;&nbsp; 1495589 |
| &nbsp;&nbsp;&nbsp; Series 2022-25, Class KL, 4.00%, 05/25/52 |  | 14500 | &nbsp;&nbsp; 13324092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class FG, (30-day Avg SOFR + <br> 1.45%), 5.11%, 02/25/55<sup>(a)</sup><br>|  | 291 | &nbsp;&nbsp; 293716 |
| &nbsp;&nbsp;&nbsp; Series 2025-24, Class PZ, 5.00%, 03/25/55 |  | 5256 | &nbsp;&nbsp; 5020801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-35, Class FJ, (30-day Avg SOFR + <br> 1.60%), 5.26%, 05/25/55<sup>(a)</sup><br>|  | 379 | &nbsp;&nbsp; 383486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5471, Class FM, (30-day Avg SOFR + 1.40%), <br> 5.06%, 11/25/54<sup>(a)</sup><br>|  | 1083 | &nbsp;&nbsp; 1089782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5499, Class FW, (30-day Avg SOFR + 1.40%), <br> 5.06%, 02/25/55<sup>(a)</sup><br>|  | 3125 | &nbsp;&nbsp; 3149235 |
| Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 4350, Class DY, 4.00%, 06/15/44 |  | 1239 | &nbsp;&nbsp; 1199937 |
| &nbsp;&nbsp;&nbsp; Series 4398, Class ZX, 4.00%, 09/15/54 |  | 12148 | &nbsp;&nbsp; 11185489 |
| &nbsp;&nbsp;&nbsp; Series 4549, Class TZ, 4.00%, 11/15/45 |  | 2410 | &nbsp;&nbsp; 2327663 |
|  |  |  | &nbsp;&nbsp; 39469790 |
| **Interest Only Collateralized Mortgage Obligations — 1.7%** | **Interest Only Collateralized Mortgage Obligations — 1.7%** | **Interest Only Collateralized Mortgage Obligations — 1.7%** |  |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2012-47, Class NI, 4.50%, 04/25/42 |  | 529 | &nbsp;&nbsp; 66001 |
| &nbsp;&nbsp;&nbsp; Series 5112, Class KI, 3.50%, 06/25/51 |  | 13283 | &nbsp;&nbsp; 2443444 |
| Ginnie Mae |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2009-116, Class KS, (1 mo. Term SOFR + <br> 6.36%), 2.68%, 12/16/39<sup>(a)</sup><br>|  | 436 | &nbsp;&nbsp; 42430 |
| &nbsp;&nbsp;&nbsp; Series 2019-151, Class IA, 3.50%, 12/20/49 |  | 25112 | &nbsp;&nbsp; 4625755 |
| &nbsp;&nbsp;&nbsp; Series 2020-151, Class MI, 2.50%, 10/20/50 |  | 14823 | &nbsp;&nbsp; 2156215 |
| &nbsp;&nbsp;&nbsp; Series 2021-175, Class IE, 4.00%, 09/20/47 |  | 12083 | &nbsp;&nbsp; 2489696 |
|  |  |  | &nbsp;&nbsp; 11823541 |
| **Mortgage-Backed Securities**<sup>(g)</sup> **— 9.6%** | **Mortgage-Backed Securities**<sup>(g)</sup> **— 9.6%** | **Mortgage-Backed Securities**<sup>(g)</sup> **— 9.6%** |  |
| &nbsp;&nbsp;&nbsp; Fannie Mae Mortgage-Backed Securities, 4.00%, <br> 04/01/56<br>|  | 744 | &nbsp;&nbsp; 703345 |
| Freddie Mac Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/39 |  | 3435 | &nbsp;&nbsp; 3360625 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Freddie Mac Mortgage-Backed Securities (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/47 | USD | 422 | &nbsp;&nbsp; $417744 |
| Ginnie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 - 07/20/55 |  | 8251 | &nbsp;&nbsp; 8339231 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/55 - 11/20/55 |  | 2184 | &nbsp;&nbsp; 2247455 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/20/55 |  | 484 | &nbsp;&nbsp; 507735 |
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/01/31 |  | 3604 | &nbsp;&nbsp; 3404561 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 - 11/01/45 |  | 19657 | &nbsp;&nbsp; 19729839 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/37 - 06/01/44 |  | 10406 | &nbsp;&nbsp; 10296485 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/37 - 08/01/54 |  | 7113 | &nbsp;&nbsp; 7243340 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/38 - 08/01/55 |  | 1516 | &nbsp;&nbsp; 1552946 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/42 - 04/01/53 |  | 2335 | &nbsp;&nbsp; 2155092 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/52 |  | 1671 | &nbsp;&nbsp; 1469306 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/52 - 09/01/52 |  | 3217 | &nbsp;&nbsp; 3069011 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 |  | 2661 | &nbsp;&nbsp; 2756431 |
|  |  |  | &nbsp;&nbsp; 67253146 |
| **Total U.S. Government Sponsored Agency Securities — 17.7%** <br>**(Cost: $126,113,877)** | **Total U.S. Government Sponsored Agency Securities — 17.7%** <br>**(Cost: $126,113,877)** | **Total U.S. Government Sponsored Agency Securities — 17.7%** <br>**(Cost: $126,113,877)** | &nbsp;&nbsp; 123685821 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bonds<sup>(g)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 |  | 30400 | &nbsp;&nbsp; 27580875 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 |  | 54500 | &nbsp;&nbsp; 41196465 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/48 |  | 1900 | &nbsp;&nbsp; 1429824 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 |  | 63500 | &nbsp;&nbsp; 60545761 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/55 |  | 70000 | &nbsp;&nbsp; 68159766 |
| U.S. Treasury Notes, 4.00%, 11/15/35<sup>(g)</sup> |  | 5000 | &nbsp;&nbsp; 4877344 |
| **Total U.S. Treasury Obligations — 29.2%** <br>**(Cost: $208,866,668)** | **Total U.S. Treasury Obligations — 29.2%** <br>**(Cost: $208,866,668)** | **Total U.S. Treasury Obligations — 29.2%** <br>**(Cost: $208,866,668)** | &nbsp;&nbsp; 203790035 |
| **Total Long-Term Investments — 151.0%** <br>**(Cost: $1,073,746,076)** | **Total Long-Term Investments — 151.0%** <br>**(Cost: $1,073,746,076)** | **Total Long-Term Investments — 151.0%** <br>**(Cost: $1,073,746,076)** | &nbsp;&nbsp; 1055401690 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.4%** | **Money Market Funds — 0.4%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional Shares, <br> 3.55%<sup>(p)(q)</sup><br>| 3086757 | &nbsp;&nbsp; 3086757 |
| **Total Short-Term Securities — 0.4%** <br>**(Cost: $3,086,757)** | **Total Short-Term Securities — 0.4%** <br>**(Cost: $3,086,757)** | &nbsp;&nbsp; 3086757 |
| **Total Investments — 151.4%** <br>**(Cost: $1,076,832,833)** | **Total Investments — 151.4%** <br>**(Cost: $1,076,832,833)** | &nbsp;&nbsp; 1058488447 |
| **Liabilities in Excess of Other Assets — (51.4)%** | **Liabilities in Excess of Other Assets — (51.4)%** | &nbsp;&nbsp; (359527135)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $698961312 |

---

&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. 

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

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

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

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

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

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

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

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

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

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

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

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

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

<sup>(q)</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 Trust for compliance purposes.

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Trust 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>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*03/31/26*<br>| *Shares* <br>*Held at* <br>*03/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | $1210830<br> $1875927 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $— | $3086757 | 3086757 | $49040 | $— |

---

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

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

**Reverse Repurchase Agreements** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *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. | 3.56 %<sup>(b)</sup><br>| 04/07/25 | Open | &nbsp;&nbsp;&nbsp; $551375 | &nbsp;&nbsp;&nbsp; $573442 | Corporate Bonds | Open/Demand |
| HSBC Bank PLC | 3.70 <br><sup>(b)</sup><br>| 06/16/25 | Open | &nbsp;&nbsp;&nbsp; 3869257 | &nbsp;&nbsp;&nbsp; 3996034 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 1498625 | &nbsp;&nbsp;&nbsp; 1527398 | U.S. Treasury Obligations | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 10/08/25 | Open | &nbsp;&nbsp;&nbsp; 43123125 | &nbsp;&nbsp;&nbsp; 43951616 | U.S. Treasury Obligations | Open/Demand |
| BNP Paribas SA | 3.68 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 69452000 | &nbsp;&nbsp;&nbsp; 70002137 | U.S. Treasury Obligations | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 28690000 | &nbsp;&nbsp;&nbsp; 28917257 | U.S. Treasury Obligations | Open/Demand |
| BNP Paribas SA | 3.75 <br><sup>(b)</sup><br>| 01/15/26 | Open | &nbsp;&nbsp;&nbsp; 62230000 | &nbsp;&nbsp;&nbsp; 62722931 | U.S. Treasury Obligations | Open/Demand |
| Goldman Sachs & Co. LLC | 3.60 <br><sup>(b)</sup><br>| 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 99260 | &nbsp;&nbsp;&nbsp; 99955 | Corporate Bonds | Open/Demand |
| Goldman Sachs & Co. LLC | 3.70 <br><sup>(b)</sup><br>| 01/21/26 | Open | &nbsp;&nbsp;&nbsp; 372500 | &nbsp;&nbsp;&nbsp; 375180 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.62 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 105300 | &nbsp;&nbsp;&nbsp; 105967 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.64 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 472000 | &nbsp;&nbsp;&nbsp; 475007 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.64 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 571504 | &nbsp;&nbsp;&nbsp; 575144 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.65 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 133225 | &nbsp;&nbsp;&nbsp; 134076 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.67 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 3085040 | &nbsp;&nbsp;&nbsp; 3104854 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.70 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1202250 | &nbsp;&nbsp;&nbsp; 1210035 | Capital Trusts | Open/Demand |
| BNP Paribas SA | 3.70 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 1368977 | &nbsp;&nbsp;&nbsp; 1377842 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.70 <br><sup>(b)</sup><br>| 01/28/26 | Open | &nbsp;&nbsp;&nbsp; 211420 | &nbsp;&nbsp;&nbsp; 212789 | Corporate Bonds | Open/Demand |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 01/30/26 | Open | &nbsp;&nbsp;&nbsp; 4377687 | &nbsp;&nbsp;&nbsp; 4405652 | Corporate Bonds | Open/Demand |
| Morgan Stanley & Co. LLC | &nbsp;&nbsp; (0.75)<br>| 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 40488 | &nbsp;&nbsp;&nbsp; 40487 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 0.00 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 17843 | &nbsp;&nbsp;&nbsp; 17842 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 0.25 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 75288 | &nbsp;&nbsp;&nbsp; 75313 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 1.85 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 312503 | &nbsp;&nbsp;&nbsp; 313273 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.00 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 155750 | &nbsp;&nbsp;&nbsp; 156373 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.25 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 49680 | &nbsp;&nbsp;&nbsp; 49895 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.65 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 199744 | &nbsp;&nbsp;&nbsp; 200716 | Corporate Bonds | Up to 30 Days |
| Morgan Stanley & Co. LLC | 3.75 | 02/12/26 | 04/08/26 | &nbsp;&nbsp;&nbsp; 2077025 | &nbsp;&nbsp;&nbsp; 2087410 | Corporate Bonds | Up to 30 Days |
| HSBC Securities (USA), Inc. | 3.77 <br><sup>(b)</sup><br>| 02/12/26 | Open | &nbsp;&nbsp;&nbsp; 4150300 | &nbsp;&nbsp;&nbsp; 4171162 | Corporate Bonds | Open/Demand |
| Canadian Imperial Bank of Commerce | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 10711786 | &nbsp;&nbsp;&nbsp; 10734280 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Deutsche Bank Securities, Inc. | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 6449099 | &nbsp;&nbsp;&nbsp; 6462642 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Deutsche Bank Securities, Inc. | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 3309363 | &nbsp;&nbsp;&nbsp; 3316312 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |
| Deutsche Bank Securities, Inc. | 3.78 | 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; 3591689 | &nbsp;&nbsp;&nbsp; 3599232 | &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; 3283365 | &nbsp;&nbsp;&nbsp; 3290260 | &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; 1353930 | &nbsp;&nbsp;&nbsp; 1356773 | &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; 1207868 | &nbsp;&nbsp;&nbsp; 1210404 | &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; 315220 | &nbsp;&nbsp;&nbsp; 315882 | &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; 409611 | &nbsp;&nbsp;&nbsp; 410471 | &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; 443083 | &nbsp;&nbsp;&nbsp; 444014 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**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>|
| Wells Fargo Securities, LLC | 3.78<br> % <br>| 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; $115959 | &nbsp;&nbsp;&nbsp; $116203 | &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; 237266 | &nbsp;&nbsp;&nbsp; 237765 | &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; 173758 | &nbsp;&nbsp;&nbsp; 174123 | &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; 510272 | &nbsp;&nbsp;&nbsp; 511344 | &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; 1575026 | &nbsp;&nbsp;&nbsp; 1578333 | &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; 688698 | &nbsp;&nbsp;&nbsp; 690144 | &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; 113461 | &nbsp;&nbsp;&nbsp; 113700 | &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; 1438808 | &nbsp;&nbsp;&nbsp; 1441829 | &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; 143820 | &nbsp;&nbsp;&nbsp; 144122 | &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; 1218084 | &nbsp;&nbsp;&nbsp; 1220642 | &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; 1057307 | &nbsp;&nbsp;&nbsp; 1059528 | &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; 1010293 | &nbsp;&nbsp;&nbsp; 1012415 | &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; 1378898 | &nbsp;&nbsp;&nbsp; 1381793 | &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; 1070005 | &nbsp;&nbsp;&nbsp; 1072252 | &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; 628579 | &nbsp;&nbsp;&nbsp; 629899 | &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; 731196 | &nbsp;&nbsp;&nbsp; 732731 | &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; 775614 | &nbsp;&nbsp;&nbsp; 777243 | &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; 1750937 | &nbsp;&nbsp;&nbsp; 1754614 | &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; 883242 | &nbsp;&nbsp;&nbsp; 885096 | &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; 1917617 | &nbsp;&nbsp;&nbsp; 1921644 | &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; 319083 | &nbsp;&nbsp;&nbsp; 319753 | &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; 183822 | &nbsp;&nbsp;&nbsp; 184208 | &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; 146409 | &nbsp;&nbsp;&nbsp; 146717 | &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; 820065 | &nbsp;&nbsp;&nbsp; 821787 | &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; 858145 | &nbsp;&nbsp;&nbsp; 859947 | &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; 2680534 | &nbsp;&nbsp;&nbsp; 2686163 | &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; 1366041 | &nbsp;&nbsp;&nbsp; 1368910 | &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; 1048699 | &nbsp;&nbsp;&nbsp; 1050901 | &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; 371201 | &nbsp;&nbsp;&nbsp; 371980 | &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; 491983 | &nbsp;&nbsp;&nbsp; 493016 | &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; 430746 | &nbsp;&nbsp;&nbsp; 431651 | &nbsp;&nbsp;&nbsp; U.S. Government Sponsored <br> Agency Securities<br>| Up to 30 Days |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**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>|
| Wells Fargo Securities, LLC | 3.78<br> % <br>| 03/11/26 | 04/13/26 | &nbsp;&nbsp;&nbsp; $713199 | &nbsp;&nbsp;&nbsp; $714697 | &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; 760545 | &nbsp;&nbsp;&nbsp; 762142 | &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; 16307 | &nbsp;&nbsp;&nbsp; 16341 | &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; 224371 | &nbsp;&nbsp;&nbsp; 224832 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1049070 | &nbsp;&nbsp;&nbsp; 1051227 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 122535 | &nbsp;&nbsp;&nbsp; 122787 | Capital Trusts | Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 823750 | &nbsp;&nbsp;&nbsp; 825443 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 946250 | &nbsp;&nbsp;&nbsp; 948195 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1134187 | &nbsp;&nbsp;&nbsp; 1136519 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3052500 | &nbsp;&nbsp;&nbsp; 3058842 | Foreign Agency Obligations | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2977500 | &nbsp;&nbsp;&nbsp; 2983687 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3843750 | &nbsp;&nbsp;&nbsp; 3851736 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 1301250 | &nbsp;&nbsp;&nbsp; 1303954 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 562781 | &nbsp;&nbsp;&nbsp; 563951 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3673744 | &nbsp;&nbsp;&nbsp; 3681377 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2381250 | &nbsp;&nbsp;&nbsp; 2386198 | Corporate Bonds | Up to 30 Days |
| Barclays Bank PLC | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 4482812 | &nbsp;&nbsp;&nbsp; 4492127 | Capital Trusts | Up to 30 Days |
| Barclays Capital, Inc. | 3.00 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 85150 | &nbsp;&nbsp;&nbsp; 85292 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.70 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 81690 | &nbsp;&nbsp;&nbsp; 81858 | Capital Trusts | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3780000 | &nbsp;&nbsp;&nbsp; 3787854 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 2140187 | &nbsp;&nbsp;&nbsp; 2144634 | Corporate Bonds | Up to 30 Days |
| Barclays Capital, Inc. | 3.74 | 03/12/26 | 04/09/26 | &nbsp;&nbsp;&nbsp; 3192987 | &nbsp;&nbsp;&nbsp; 3199622 | Corporate Bonds | Up to 30 Days |
| BNP Paribas SA | 3.73 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 4968750 | &nbsp;&nbsp;&nbsp; 4976921 | U.S. Treasury Obligations | Open/Demand |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 2808750 | &nbsp;&nbsp;&nbsp; 2813481 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 2970000 | &nbsp;&nbsp;&nbsp; 2975003 | Corporate Bonds | Open/Demand |
| BNP Paribas SA | 3.79 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 2966250 | &nbsp;&nbsp;&nbsp; 2971246 | Corporate Bonds | Open/Demand |
| TD Securities (USA) LLC | 3.83 <br><sup>(b)</sup><br>| 03/16/26 | Open | &nbsp;&nbsp;&nbsp; 120071 | &nbsp;&nbsp;&nbsp; 120276 | Corporate Bonds | Open/Demand |
| J.P. Morgan Securities LLC | 3.55 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 255278 | &nbsp;&nbsp;&nbsp; 255580 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.60 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 113220 | &nbsp;&nbsp;&nbsp; 113356 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.65 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 146750 | &nbsp;&nbsp;&nbsp; 146929 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.68 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 817500 | &nbsp;&nbsp;&nbsp; 818503 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.70 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 1812175 | &nbsp;&nbsp;&nbsp; 1814410 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 818887 | &nbsp;&nbsp;&nbsp; 819911 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 2374435 | &nbsp;&nbsp;&nbsp; 2377403 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 1328100 | &nbsp;&nbsp;&nbsp; 1329760 | Corporate Bonds | 31 - 90 Days |
| J.P. Morgan Securities LLC | 3.75 | 03/20/26 | 05/01/26 | &nbsp;&nbsp;&nbsp; 2686200 | &nbsp;&nbsp;&nbsp; 2689558 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 2.90 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 359800 | &nbsp;&nbsp;&nbsp; 360148 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.20 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 48098 | &nbsp;&nbsp;&nbsp; 48149 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.40 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 84083 | &nbsp;&nbsp;&nbsp; 84178 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.40 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 151225 | &nbsp;&nbsp;&nbsp; 151396 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.40 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 518265 | &nbsp;&nbsp;&nbsp; 518852 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.50 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 535289 | &nbsp;&nbsp;&nbsp; 535914 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.50 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 90750 | &nbsp;&nbsp;&nbsp; 90856 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.50 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 732000 | &nbsp;&nbsp;&nbsp; 732854 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.53 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 262485 | &nbsp;&nbsp;&nbsp; 262794 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.55 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 746812 | &nbsp;&nbsp;&nbsp; 747696 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 68175 | &nbsp;&nbsp;&nbsp; 68257 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 67640 | &nbsp;&nbsp;&nbsp; 67721 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 142311 | &nbsp;&nbsp;&nbsp; 142482 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 108941 | &nbsp;&nbsp;&nbsp; 109072 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 64188 | &nbsp;&nbsp;&nbsp; 64265 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 1468 | &nbsp;&nbsp;&nbsp; 1469 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 311330 | &nbsp;&nbsp;&nbsp; 311704 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 48825 | &nbsp;&nbsp;&nbsp; 48884 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 505400 | &nbsp;&nbsp;&nbsp; 506006 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 113685 | &nbsp;&nbsp;&nbsp; 113821 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 276687 | &nbsp;&nbsp;&nbsp; 277019 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.60 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 964425 | &nbsp;&nbsp;&nbsp; 965582 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 1986562 | &nbsp;&nbsp;&nbsp; 1988979 | Corporate Bonds | 31 - 90 Days |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

**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; $186038 | &nbsp;&nbsp;&nbsp; $186264 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 633420 | &nbsp;&nbsp;&nbsp; 634191 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 36836 | &nbsp;&nbsp;&nbsp; 36881 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 118690 | &nbsp;&nbsp;&nbsp; 118834 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.65 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 264356 | &nbsp;&nbsp;&nbsp; 264678 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 245640 | &nbsp;&nbsp;&nbsp; 245943 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 162893 | &nbsp;&nbsp;&nbsp; 163093 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 2895000 | &nbsp;&nbsp;&nbsp; 2898570 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 406410 | &nbsp;&nbsp;&nbsp; 406911 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 149750 | &nbsp;&nbsp;&nbsp; 149935 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 58135 | &nbsp;&nbsp;&nbsp; 58207 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 3835000 | &nbsp;&nbsp;&nbsp; 3839730 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 1650625 | &nbsp;&nbsp;&nbsp; 1652661 | Capital Trusts | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 6874 | &nbsp;&nbsp;&nbsp; 6882 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 2825280 | &nbsp;&nbsp;&nbsp; 2828765 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.70 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 54180 | &nbsp;&nbsp;&nbsp; 54247 | Corporate Bonds | 31 - 90 Days |
| BofA Securities, Inc. | 3.75 | 03/20/26 | 06/03/26 | &nbsp;&nbsp;&nbsp; 173738 | &nbsp;&nbsp;&nbsp; 173955 | Corporate Bonds | 31 - 90 Days |
| Nomura Securities International, Inc. | 3.65 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 587126 | &nbsp;&nbsp;&nbsp; 587245 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.67 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 291550 | &nbsp;&nbsp;&nbsp; 291609 | Corporate Bonds | Open/Demand |
| Nomura Securities International, Inc. | 3.67 <br><sup>(b)</sup><br>| 03/30/26 | Open | &nbsp;&nbsp;&nbsp; 972500 | &nbsp;&nbsp;&nbsp; 972698 | Corporate Bonds | Open/Demand |
|  |  |  |  | &nbsp;&nbsp;&nbsp; $370977414 | &nbsp;&nbsp;&nbsp; $373625559 |  |  |

---

&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; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; $137967 | &nbsp;&nbsp;&nbsp;&nbsp; $(667178)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27476 | &nbsp;&nbsp;&nbsp;&nbsp; (357096)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (1024274)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14206 | &nbsp;&nbsp;&nbsp;&nbsp; 295513 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22688 | &nbsp;&nbsp;&nbsp;&nbsp; 425474 |
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 106 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12044 | &nbsp;&nbsp;&nbsp;&nbsp; 361222 |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1628 | &nbsp;&nbsp;&nbsp;&nbsp; 65603 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1147812 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $123538 |

---

**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 | 120737 | EUR | 103021 | JPMorgan Chase Bank N.A. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1581 |
| USD | 121518 | EUR | 103683 | JPMorgan Chase Bank N.A. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1597 |
| USD | 116821 | EUR | 99679 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531 |
| USD | 127729 | EUR | 108982 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1679 |
| USD | 214990 | EUR | 183443 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2817 |
| USD | 462066 | EUR | 394247 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6074 |
| USD | 93714 | EUR | 79939 | State Street Bank and Trust Co. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1255 |
| USD | 677351 | GBP | 510000 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2467 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19001 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency* <br> *Purchased* | *Currency* <br> *Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| EUR | 722 | USD | 847 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(11)<br>|
| USD | 10189616 | EUR | 8833000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55487)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55498)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(36497)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Paid* <br>*by the Trust*<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 | 7965 | &nbsp;&nbsp;&nbsp;&nbsp; $(143983)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(166456)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $22473 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Trust*<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 | 7940 | &nbsp;&nbsp;&nbsp; $394152 | &nbsp;&nbsp;&nbsp; $319558 | &nbsp;&nbsp;&nbsp; $74594 |

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Trust*<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 | 20 | $1245 | $1200 | $45 |
| Adler Real Estate AG | 5.00 | Quarterly | Bank of America N.A. | 12/20/27 | N/R | EUR | 5 | 277 | (358)<br>| 635 |
| Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | N/R | EUR | 3 | 166 | (198)<br>| 364 |
| Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | N/R | EUR | 9 | 468 | (556)<br>| 1024 |
| Adler Real Estate AG | 5.00 | Quarterly | Citibank N.A. | 12/20/27 | N/R | EUR | 3 | 136 | (165)<br>| 301 |
| Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | N/R | EUR | 6 | 284 | (381)<br>| 665 |
| Adler Real Estate AG | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/20/27 | N/R | EUR | 4 | 206 | (264)<br>| 470 |
| Altice France SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC+ | EUR | 10 | 503 | 412 | 91 |
| Altice France SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC+ | EUR | 9 | 453 | 429 | 24 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/20/27 | CCC+ | EUR | 4 | 201 | 152 | 49 |
| Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/28 | B- | EUR | 8 | 484 | 659 | (175)<br>|
| iTraxx.XO.42.V3 20-35% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 18 | 2177 | 2306 | (129)<br>|
| Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/30 | BB- | EUR | 13 | 1246 | 1197 | 49 |
|  |  |  |  |  |  |  |  | $7846 | $4433 | $3413 |

---

&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 Trust may pay should a negative credit event take place as defined under the terms of the agreement.

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments 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 Trust 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

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 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; $61319118 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $61319118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 94340 | &nbsp;&nbsp;&nbsp;&nbsp; 25376 | &nbsp;&nbsp;&nbsp;&nbsp; 119716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 471455245 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 471455245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fixed Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1698917 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1698917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11555113 | &nbsp;&nbsp;&nbsp;&nbsp; 386020 | &nbsp;&nbsp;&nbsp;&nbsp; 11941133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12859113 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12859113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32394195 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32394195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 87047218 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 87047218 |
| &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; 48090162 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48090162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 119000 | &nbsp;&nbsp;&nbsp;&nbsp; 13756 | &nbsp;&nbsp;&nbsp;&nbsp; 132756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Preferred | &nbsp;&nbsp; 868261 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 868261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 123685821 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 123685821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 203790035 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 203790035 |
| &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; 3086757 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3086757 |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2071)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2071)<br>|
|  | &nbsp;&nbsp; $3955018 | &nbsp;&nbsp;&nbsp;&nbsp; $1054106223 | &nbsp;&nbsp;&nbsp;&nbsp; $425152 | &nbsp;&nbsp;&nbsp;&nbsp; $1058486393 |
| 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; $100784 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $100784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19001 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 1147812 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1147812 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (304)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (304)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55498)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55498)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (1024274)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1024274)<br>|
|  | &nbsp;&nbsp; $123538 | &nbsp;&nbsp;&nbsp;&nbsp; $63983 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $187521 |

---

&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 Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial reporting purposes. As of period end, reverse repurchase agreements of $373,625,559 are categorized as Level 2 within the fair value hierarchy.

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Core Bond Trust (BHK)** 

&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**  |
| ABS | Asset-Backed Security |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| CVR | Contingent Value Right |
| DAC | Designated Activity Company  |
| DIP | Debtor-In-Possession |
| EURIBOR | Euro Interbank Offered Rate |
| GMTN | Global Medium-Term Note  |
| GO | General Obligation Bonds |
| PIK | Payment-in-Kind |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAP | Subject to Appropriations |
| 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 Core Bond Trust

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Core Bond Trust

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

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

- **a. Date of fiscal year-end:** 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:** $1078615857.01

**Total Liabilities:** $379656423.29

**Net Assets:** $698959433.72

**Delayed Delivery Securities:** $3590632.73

**Cash Not Reported:** $3325853.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21389.36000000 | **1-Year:** 9946.54000000 | **5-Year:** 85484.92000000 | **10-Year:** 111493.32000000 | **30-Year:** 144797.70000000

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

- **3-Month:** 3888.32000000 | **1-Year:** 5893.22000000 | **5-Year:** 65296.85000000 | **10-Year:** 4500.97000000 | **30-Year:** 4013.23000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.28%                | 2.41%                | -3.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $259324.49               | $-1672948.45                               |
| Month 2  | $74171.82                | $13917877.44                               |
| Month 3  | $96559.70                | $-27602210.09                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAL Delaware Holdco Inc                                               | AAL Delaware Holdco Inc 2025 Term Loan                                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26796 | PA      | $26737.80     | 0.00%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                    | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |   1211161 | PA      | $1215543.92   | 0.17%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                          | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263434.58    | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                          | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $209650.00    | 0.03%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                  | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368688 | PA      | $369620.50    | 0.05%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                      | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151305.31    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                        | Aon Global Ltd                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $423668.61    | 0.06%             | 2044-06-14      | Fixed         | 4.60%                 | 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        |    140000 | PA      | $126597.80    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                    | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $197821.82    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                         | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $534166.13    | 0.08%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1271295.91   | 0.18%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1390744.08   | 0.20%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327868.20    | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572596.24    | 0.08%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                 | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $257503.91    | 0.04%             | 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        |     35000 | PA      | $34808.56     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2522397.01   | 0.36%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1878563.58   | 0.27%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                              | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65524.76     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                           | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62512.50     | 0.01%             | 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        |    101000 | PA      | $102317.73    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                 | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287683.57    | 0.04%             | 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        |    153000 | PA      | $154329.26    | 0.02%             | 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        |    201000 | PA      | $201025.10    | 0.03%             | 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        |    280000 | PA      | $276416.63    | 0.04%             | 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        |    267000 | PA      | $278471.66    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                             | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    575000 | PA      | $480651.59    | 0.07%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                 | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAU9<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650000.00    | 0.09%             | 2037-04-16      | Floating      | 6.07%                 | 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        |     90000 | PA      | $90603.45     | 0.01%             | 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        |     97000 | PA      | $95901.18     | 0.01%             | 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        |    336000 | PA      | $328724.36    | 0.05%             | 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        |     82000 | PA      | $80730.32     | 0.01%             | 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        |    452000 | PA      | $461960.72    | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    550000 | PA      | $459099.28    | 0.07%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    140000 | PA      | $132393.77    | 0.02%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                               | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96981.24     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                               | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108677.78    | 0.02%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                               | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264427.10    | 0.04%             | 2030-08-15      | Fixed         | 7.25%                 | 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        |     69000 | PA      | $68947.42     | 0.01%             | 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        |    473000 | PA      | $463566.96    | 0.07%             | 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        |   1093000 | PA      | $1057509.42   | 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        |     71000 | PA      | $71386.95     | 0.01%             | 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        |    598000 | PA      | $603090.22    | 0.09%             | 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        |     25000 | PA      | $24548.69     | 0.00%             | 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        |    431000 | PA      | $426884.47    | 0.06%             | 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        |   1000000 | PA      | $966276.80    | 0.14%             | 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        |   1800000 | PA      | $1856187.00   | 0.27%             | 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        |    571000 | PA      | $578812.42    | 0.08%             | 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        |    329000 | PA      | $321438.09    | 0.05%             | 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        |    268540 | PA      | $268392.02    | 0.04%             | 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        |     95000 | PA      | $94417.59     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                    | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2476664.50   | 0.35%             | 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        |    181000 | PA      | $183648.52    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555377.65    | 0.08%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1408018.51   | 0.20%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $871381.33    | 0.12%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                      | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     37758 | PA      | $36119.25     | 0.01%             | 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        |     53941 | PA      | $51155.59     | 0.01%             | 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        |    649051 | PA      | $614965.43    | 0.09%             | 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        |    436770 | PA      | $413852.01    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2007-OA10                                                 | CUSIP: 02149QAD2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   3228100 | PA      | $428779.50    | 0.06%             | 2047-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                      | Altria Group Inc                                                                 | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853242.18   | 0.27%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                      | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175498.11    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $875649.74    | 0.13%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $2783281.37   | 0.40%             | 2052-04-13      | Fixed         | 3.95%                 | 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        |     14016 | PA      | $14004.00     | 0.00%             | 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        |     47000 | PA      | $48636.07     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                                              | American Airlines 2015-2 Class A Pass Through Trust                              | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789323 | PA      | $774168.07    | 0.11%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789320 | PA      | $779829.12    | 0.11%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                               | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90066.61     | 0.01%             | 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        |     95000 | PA      | $92482.31     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                               | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3099970.44   | 0.44%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2500000 | PA      | $2346444.75   | 0.34%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                              | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1328799.20   | 0.19%             | 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        |    133000 | PA      | $137288.85    | 0.02%             | 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        |    106000 | PA      | $112298.20    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965101.56    | 0.14%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821468.21    | 0.12%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615736.76    | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640663.84    | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823260.83    | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                  | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45811.81     | 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        |    172071 | PA      | $172501.34    | 0.02%             | 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        |    105000 | PA      | $108092.04    | 0.02%             | 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        |     62000 | PA      | $62359.04     | 0.01%             | 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        |     66000 | PA      | $66326.70     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |    201000 | PA      | $190615.82    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                              | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   1359415 | PA      | $1360354.14   | 0.19%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3856824.37   | 0.55%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $723937.56    | 0.10%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                              | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139551.12    | 0.02%             | 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        |     76000 | PA      | $77674.96     | 0.01%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                            | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |     71775 | PA      | $71720.24     | 0.01%             | 2030-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                            | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1295000 | PA      | $1295293.19   | 0.19%             | 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        |    777000 | PA      | $777803.18    | 0.11%             | 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        |     42000 | PA      | $42490.48     | 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        |     24000 | PA      | $24092.04     | 0.00%             | 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        |     96000 | PA      | $94489.69     | 0.01%             | 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        |    464000 | PA      | $460621.66    | 0.07%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                        | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875138.30    | 0.13%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                        | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $541274.38    | 0.08%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1379854.04   | 0.20%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                              | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    465000 | PA      | $426175.21    | 0.06%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    219000 | PA      | $166527.60    | 0.02%             | 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        |    122000 | PA      | $121279.99    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |    175000 | PA      | $173261.04    | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | 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        |    157000 | PA      | $160085.84    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                            | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82002.92     | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                            | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15369.65     | 0.00%             | 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        |    202000 | PA      | $169750.70    | 0.02%             | 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: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1066000 | PA      | $976137.69    | 0.14%             | 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        |    200000 | PA      | $198282.58    | 0.03%             | 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        |     44000 | PA      | $44000.00     | 0.01%             | 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        |    893000 | PA      | $903463.28    | 0.13%             | 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        |    936000 | PA      | $917057.67    | 0.13%             | 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        |    453039 | PA      | $475038.12    | 0.07%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                     | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     81360 | PA      | $68179.68     | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167627.89    | 0.02%             | 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        |    649000 | PA      | $701245.80    | 0.10%             | 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        |     29990 | PA      | $28603.43     | 0.00%             | 2027-11-24      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                        | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                           | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     64400 | PA      | $57718.50     | 0.01%             | 2028-11-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                               | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9820.00      | 0.00%             | 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        |     91000 | PA      | $106241.59    | 0.02%             | 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        |      6000 | PA      | $5994.44      | 0.00%             | 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        |     90000 | PA      | $91545.48     | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | 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        |     83000 | PA      | $80073.05     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    489000 | PA      | $507312.07    | 0.07%             | 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        |    486000 | PA      | $471839.14    | 0.07%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                           | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    152680 | PA      | $150739.20    | 0.02%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                                | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    141582 | PA      | $138750.41    | 0.02%             | 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        |     85164 | PA      | $16914.45     | 0.00%             | 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        |     12353 | PA      | $2453.48      | 0.00%             | 2029-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                   | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82961.14     | 0.01%             | 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        |     17000 | PA      | $15949.28     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                           | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94656.50     | 0.01%             | 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        |     52000 | PA      | $53078.79     | 0.01%             | 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        |     92000 | PA      | $94826.24     | 0.01%             | 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        |    145000 | PA      | $146405.05    | 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        |     68000 | PA      | $63201.46     | 0.01%             | 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    | 0.08%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $497188.27    | 0.07%             | 2053-08-02      | 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        |     48000 | PA      | $47265.90     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1217898.86   | 0.17%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    394000 | PA      | $391936.24    | 0.06%             | 2026-09-06      | Fixed         | 3.22%                 | 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        |    229000 | PA      | $225136.77    | 0.03%             | 2032-12-29      | Floating      | 7.17%                 | 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    | 0.03%             | 2039-11-05      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1688943.75   | 0.24%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989333 | PA      | $988714.58    | 0.14%             | 2039-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119752 | PA      | $119676.92    | 0.02%             | 2039-02-15      | Floating      | 4.69%                 | 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     | 0.01%             | 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    | 0.03%             | 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    | 0.06%             | 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      | $570012.89    | 0.08%             | 2041-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                              | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38726.10     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                             | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89051.09     | 0.01%             | 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        |    500000 | PA      | $500856.90    | 0.07%             | 2038-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                              | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    800000 | PA      | $577475.93    | 0.08%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                              | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373581.53    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                   | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GAQ5<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    174814 | PA      | $134766.08    | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                              | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206400.00    | 0.03%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3502992.50   | 0.50%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983695.12   | 0.57%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509525.97    | 0.07%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039886.48   | 0.29%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7843124.25   | 1.12%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2738569.63   | 0.39%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672000 | PA      | $566095.69    | 0.08%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                      | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    149000 | PA      | $152129.00    | 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        |    310000 | PA      | $293943.83    | 0.04%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2954682.24   | 0.42%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $698083.20    | 0.10%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                          | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862944 | PA      | $866485.18    | 0.12%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                    | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    958000 | PA      | $989135.00    | 0.14%             | 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        |     83000 | PA      | $76003.93     | 0.01%             | 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        |    355000 | PA      | $362113.67    | 0.05%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                           | Baxalta Inc                                                                      | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465402.22    | 0.07%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                        | Bayview Commercial Asset Trust 2007-2                                            | CUSIP: 07325XAA8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |    433259 | PA      | $406553.43    | 0.06%             | 2037-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $257143.08    | 0.04%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                               | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    688293 | PA      | $733043.96    | 0.10%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                      | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27864.47     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                 | Becton Dickinson & Co                                                            | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524898.80    | 0.08%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                 | Becton Dickinson & Co                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726956.54    | 0.10%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                  | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3403000 | PA      | $3498815.38   | 0.50%             | 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        |    218000 | PA      | $219376.67    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | 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    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446694.59    | 0.06%             | 2042-05-15      | Fixed         | 4.40%                 | 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    | 0.09%             | 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        |    506000 | PA      | $506325.05    | 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        |    302000 | PA      | $301301.11    | 0.04%             | 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        |    201000 | PA      | $197895.86    | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                  | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247394.03    | 0.04%             | 2038-01-19      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                  | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500882.75   | 0.21%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                               | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491000 | PA      | $499738.33    | 0.07%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    149000 | PA      | $146446.94    | 0.02%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                              | Block Communications Inc                                                         | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43917.16     | 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        |    120000 | PA      | $123968.40    | 0.02%             | 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        |     97000 | PA      | $100761.95    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1774670.80   | 0.25%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752859.62    | 0.11%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                         | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $599138.43    | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                        | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $377557.41    | 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        |     18000 | PA      | $18862.51     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                        | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    162000 | PA      | $168130.40    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                        | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $193116.40    | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | 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        |    475808 | PA      | $476997.02    | 0.07%             | 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        |     17000 | PA      | $16489.94     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    620000 | PA      | $560249.70    | 0.08%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                              | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    628000 | PA      | $573937.24    | 0.08%             | 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        |    612612 | PA      | $524291.78    | 0.08%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2023-NQM3                                        | CUSIP: 10568EAA0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    341507 | PA      | $340984.83    | 0.05%             | 2062-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | Bravo Residential Funding Trust Series 2025-NQM1                                 | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1017541 | PA      | $1021960.21   | 0.15%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    360381 | PA      | $341281.77    | 0.05%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2023-NQM4                                        | CUSIP: 10569YAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    795701 | PA      | $795267.16    | 0.11%             | 2063-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                            | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $239816.55    | 0.03%             | 2042-12-10      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                            | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $123105.77    | 0.02%             | 2042-12-10      | Variable      | 7.59%                 | 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        |    200000 | PA      | $194415.38    | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                        | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86315.89     | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302460.70    | 0.04%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247316.74    | 0.04%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527888.83   | 0.36%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451252.70   | 0.21%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    950000 | PA      | $707088.68    | 0.10%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630306.73    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $558466.75    | 0.08%             | 2041-02-15      | Fixed         | 3.50%                 | 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        |    109000 | PA      | $106915.17    | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | 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        |   1200000 | PA      | $1201224.72   | 0.17%             | 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        |     94000 | PA      | $85079.64     | 0.01%             | 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        |     59000 | PA      | $51729.54     | 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        |     11000 | PA      | $11321.53     | 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        |     46000 | PA      | $47472.51     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                               | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496430.50   | 0.36%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                              | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97734.47     | 0.01%             | 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        |     91000 | PA      | $90912.80     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                              | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1815228.90   | 0.26%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                              | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512324 | PA      | $512003.93    | 0.07%             | 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        |     21000 | PA      | $20711.31     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $58830.20     | 0.01%             | 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        |    475000 | PA      | $432940.94    | 0.06%             | 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        |    354000 | PA      | $308200.72    | 0.04%             | 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        |     17000 | PA      | $15185.60     | 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        |    560000 | PA      | $479076.42    | 0.07%             | 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        |    335000 | PA      | $302895.95    | 0.04%             | 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        |    442000 | PA      | $443356.50    | 0.06%             | 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        |    181000 | PA      | $181498.53    | 0.03%             | 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        |    588000 | PA      | $585557.84    | 0.08%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                     | CDP Financial Inc                                                                | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   5890000 | PA      | $6212300.92   | 0.89%             | 2039-11-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                   | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89995.60     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                 | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $518477.96    | 0.07%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    273000 | PA      | $251685.19    | 0.04%             | 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        |    683000 | PA      | $643715.44    | 0.09%             | 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        |    163000 | PA      | $174876.34    | 0.03%             | 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        |    907000 | PA      | $941346.38    | 0.13%             | 2034-01-15      | Fixed         | 9.75%                 | 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    | 0.07%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                      | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491244.10    | 0.07%             | 2036-07-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                             | CIM Trust 2023-I1                                                                | CUSIP: 12570DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813147 | PA      | $810459.33    | 0.12%             | 2058-04-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                             | CIM Trust 2023-I2                                                                | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777372 | PA      | $777849.33    | 0.11%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                 | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $131429.54    | 0.02%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                         | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $107578.12    | 0.02%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                      | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |    712557 | PA      | $713338.60    | 0.10%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                      | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173478.82    | 0.02%             | 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        |    607000 | PA      | $448907.58    | 0.06%             | 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        |    400000 | PA      | $326857.60    | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2020-FACT                                                                   | CUSIP: 126395AL6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $825750.00    | 0.12%             | 2037-10-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                    | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61827.36     | 0.01%             | 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        |    172000 | PA      | $167506.78    | 0.02%             | 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        |     66000 | PA      | $62748.95     | 0.01%             | 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    | 0.03%             | 2039-11-13      | Variable      | 3.00%                 | 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        |    500000 | PA      | $487621.30    | 0.07%             | 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        |     57710 | PA      | $52901.03     | 0.01%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAJ9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $296008.38    | 0.04%             | 2038-11-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                        | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75560.03     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                        | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51178.73     | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                          | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2143487 | PA      | $2139065.98   | 0.31%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689163.69    | 0.10%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324013.76    | 0.05%             | 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        |   1305000 | PA      | $1344917.34   | 0.19%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2005-64CB                                                 | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284777 | PA      | $250794.89    | 0.04%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                    | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                             | CUSIP: 12668FAA2<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |    633736 | PA      | $615496.51    | 0.09%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $307777.32    | 0.04%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAE1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $338956.93    | 0.05%             | 2040-08-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                      | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAH6<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2487554.75   | 0.36%             | 2070-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                         | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $337648.00    | 0.05%             | 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        |    170000 | PA      | $173047.42    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                 | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159674.57    | 0.02%             | 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        |    359000 | PA      | $363433.65    | 0.05%             | 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        |    152000 | PA      | $150230.43    | 0.02%             | 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        |    150000 | PA      | $146561.16    | 0.02%             | 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        |     75000 | PA      | $75612.14     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | CALIFORNIA ST                                                                    | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1780608.90   | 0.25%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | CALIFORNIA ST                                                                    | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003583.90   | 0.14%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481285.95    | 0.07%             | 2034-04-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250907.00    | 0.04%             | 2031-07-15      | Floating      | 5.83%                 | 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    | 0.06%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                 | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173897.34    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                      | Carlyle US CLO 2026-3 Ltd                                                        | CUSIP: 142925AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255000.00    | 0.04%             | 2039-04-15      | Floating      | 0.00%                 | 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        |    750000 | PA      | $750000.00    | 0.11%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    455000 | PA      | $459561.38    | 0.07%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    107000 | PA      | $108315.14    | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    109000 | PA      | $108964.55    | 0.02%             | 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        |    167000 | PA      | $165461.76    | 0.02%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                            | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    938732 | PA      | $1015054.67   | 0.15%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                            | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    325105 | PA      | $338191.45    | 0.05%             | 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        |    335001 | PA      | $334669.80    | 0.05%             | 2032-04-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                        | CarVal CLO VC Ltd                                                                | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245787.60    | 0.04%             | 2034-10-15      | Floating      | 7.18%                 | 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    | 0.07%             | 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        |     95000 | PA      | $97466.48     | 0.01%             | 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        |     16000 | PA      | $16428.70     | 0.00%             | 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        |    128000 | PA      | $131139.07    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                              | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739042.75    | 0.11%             | 2032-10-01      | Fixed         | 4.45%                 | 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        |     71000 | PA      | $51099.62     | 0.01%             | 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        |     50000 | PA      | $37159.15     | 0.01%             | 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        |    104000 | PA      | $101883.16    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                                                   | Crash Champions LLC 2024 Term Loan B                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    207835 | PA      | $179777.28    | 0.03%             | 2029-02-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                 | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     25516 | PA      | $25251.62     | 0.00%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                  | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84151.47     | 0.01%             | 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        |     61000 | PA      | $64080.20     | 0.01%             | 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: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $917399.71    | 0.13%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $767779.65    | 0.11%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2019-ATR1                                      | CUSIP: 16158RAN6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    386951 | PA      | $389007.63    | 0.06%             | 2049-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                           | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    418000 | PA      | $413872.04    | 0.06%             | 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        |    224000 | PA      | $210057.16    | 0.03%             | 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        |    119000 | PA      | $118965.41    | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                              | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055045.11   | 0.44%             | 2035-10-30      | Fixed         | 5.55%                 | 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        |    548973 | PA      | $584050.18    | 0.08%             | 2029-10-01      | Fixed         | 8.75%                 | 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        |    345000 | PA      | $339144.04    | 0.05%             | 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        |    882000 | PA      | $901277.87    | 0.13%             | 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        |     35000 | PA      | $34528.14     | 0.00%             | 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        |    223000 | PA      | $227192.62    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                      | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1036000 | PA      | $1036306.14   | 0.15%             | 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        |   1295000 | PA      | $1294210.18   | 0.19%             | 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        |   1000000 | PA      | $1000982.70   | 0.14%             | 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        |     41000 | PA      | $42126.97     | 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        |    353000 | PA      | $365718.24    | 0.05%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1876108.10   | 0.27%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1674791.66   | 0.24%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2547667.50   | 0.36%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012963.04   | 0.29%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973876.66   | 0.43%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                  | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    322000 | PA      | $332524.25    | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                | Citigroup Capital XIII                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29583 | NS      | $868261.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2518565.25   | 0.36%             | 2030-02-15      | Fixed         | 6.95%                 | 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        |     97955 | PA      | $97587.63     | 0.01%             | 2030-07-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                          | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99302.74     | 0.01%             | 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        |    525000 | PA      | $530108.78    | 0.08%             | 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        |    190000 | PA      | $194275.00    | 0.03%             | 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        |    409000 | PA      | $412272.00    | 0.06%             | 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        |    215000 | PA      | $202899.18    | 0.03%             | 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        |    230000 | PA      | $199567.80    | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                     | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6093.45      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | 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        |    293371 | PA      | $293737.47    | 0.04%             | 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        |    335000 | PA      | $336589.58    | 0.05%             | 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        |    579000 | PA      | $581443.38    | 0.08%             | 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        |    383000 | PA      | $400810.65    | 0.06%             | 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        |    471000 | PA      | $493464.46    | 0.07%             | 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        |    559000 | PA      | $591979.88    | 0.08%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91759.06     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                  | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271975.68    | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                              | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $448626.59    | 0.06%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1280121.87   | 0.18%             | 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        |      5000 | PA      | $4742.17      | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |    808605 | PA      | $761099.02    | 0.11%             | 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        |    148000 | PA      | $145345.38    | 0.02%             | 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        |     32000 | PA      | $31103.12     | 0.00%             | 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        |    352000 | PA      | $333042.55    | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                              | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170193.97    | 0.02%             | 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    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | 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   | 0.14%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                      | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAD1<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $805574.16    | 0.12%             | 2068-09-25      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                      | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    951372 | PA      | $952694.70    | 0.14%             | 2069-11-25      | Variable      | 5.39%                 | 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   | 0.16%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                   | Trustees of Columbia University in the City of New York/The                      | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967992.24    | 0.14%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118945.26    | 0.02%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    790000 | PA      | $855204.39    | 0.12%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1288207.61   | 0.18%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                     | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2456817.00   | 0.35%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    722000 | PA      | $717552.91    | 0.10%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                  | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190970.89    | 0.03%             | 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        |    199000 | PA      | $196183.25    | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                              | CompoSecure Holdings LLC Term Loan                                               | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177000 | PA      | $176226.51    | 0.03%             | 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        |    434000 | PA      | $423996.30    | 0.06%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                   | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $514890.53    | 0.07%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    329000 | PA      | $324733.79    | 0.05%             | 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        |    151000 | PA      | $146102.96    | 0.02%             | 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        |     72000 | PA      | $71146.86     | 0.01%             | 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        |    274000 | PA      | $283278.74    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                          | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $164635.66    | 0.02%             | 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    | 0.09%             | 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        |    220000 | PA      | $231118.80    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                              | Burlington Resources LLC                                                         | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    685000 | PA      | $731711.87    | 0.10%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $482965.38    | 0.07%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                              | Constellation Energy Generation LLC                                              | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30080.74     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                        | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    591000 | PA      | $563674.64    | 0.08%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                        | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252710.00    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                              | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202248.00    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                         | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     83381 | PA      | $79576.93     | 0.01%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                         | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    592000 | PA      | $555757.05    | 0.08%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                         | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263319.70    | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                           | Corning Inc                                                                      | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1574972.56   | 0.23%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                 | Costa Rica Government International Bond                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $217000.00    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | 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    | 0.03%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                  | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1008407 | PA      | $937818.51    | 0.13%             | 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        |    108000 | PA      | $111677.83    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                  | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86246.40     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                    | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $907916.84    | 0.13%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                    | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $44797.52     | 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        |     30000 | PA      | $28228.52     | 0.00%             | 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        |    288000 | PA      | $287866.97    | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $871276.95    | 0.12%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $247323.44    | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    750000 | PA      | $754165.53    | 0.11%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                        | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98337.94     | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                        | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $276568.63    | 0.04%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69912.15     | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                    | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278002 | PA      | $243394.28    | 0.03%             | 2047-03-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                       | DK Trust 2025-LXP                                                                | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $220000.00    | 0.03%             | 2037-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                       | DK Trust 2025-LXP                                                                | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236000 | PA      | $236000.00    | 0.03%             | 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        |    118000 | PA      | $116326.46    | 0.02%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603945.05    | 0.09%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                               | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1432308.00   | 0.20%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                              | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22705.25     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                              | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35461.72     | 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        |      9000 | PA      | $9062.89      | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38928.22     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81372.24     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | 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    | 0.03%             | 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        |    104000 | PA      | $105298.96    | 0.02%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                  | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191559 | PA      | $186747.65    | 0.03%             | 2067-03-25      | Variable      | 5.30%                 | 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        |   1160566 | PA      | $1157218.16   | 0.17%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                               | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444460.86    | 0.06%             | 2031-09-08      | Fixed         | 4.40%                 | 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        |    219000 | PA      | $220810.47    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                           | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72665.88     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    850000 | PA      | $880638.55    | 0.13%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                              | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289951.03    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | 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        |     80000 | PA      | $84515.36     | 0.01%             | 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        |    645000 | PA      | $654544.45    | 0.09%             | 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        |     45000 | PA      | $47638.36     | 0.01%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                 | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360400 | PA      | $360277.46    | 0.05%             | 2031-02-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $331650.14    | 0.05%             | 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        |    232000 | PA      | $236832.39    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                               | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    385000 | PA      | $415227.39    | 0.06%             | 2028-11-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                               | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $618930.91    | 0.09%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139117.40    | 0.02%             | 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        |    910000 | PA      | $937522.95    | 0.13%             | 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        |    810000 | PA      | $803052.92    | 0.11%             | 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        |    373000 | PA      | $360762.82    | 0.05%             | 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        |    252201 | PA      | $247724.62    | 0.04%             | 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        |    290000 | PA      | $289354.84    | 0.04%             | 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        |     80000 | PA      | $80687.44     | 0.01%             | 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        |    226000 | PA      | $214700.00    | 0.03%             | 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    | 0.02%             | 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        |    370000 | PA      | $374515.48    | 0.05%             | 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        |     58000 | PA      | $58933.44     | 0.01%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     28694 | PA      | $28693.79     | 0.00%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 61 Clo Ltd                                                                | CUSIP: 26251CAY0<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $670001.27    | 0.10%             | 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        |   1250000 | PA      | $1251764.75   | 0.18%             | 2031-04-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                 | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    640000 | PA      | $675766.89    | 0.10%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                 | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    450000 | PA      | $333750.61    | 0.05%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                              | Electricite de France SA                                                         | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2765155.82   | 0.40%             | 2040-01-27      | Fixed         | 5.60%                 | 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        |    100000 | PA      | $102845.60    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                     | EOG Resources Inc                                                                | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197530.17    | 0.03%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                  | E.ON International Finance BV                                                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2187591.64   | 0.31%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                      | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1002700.57   | 0.14%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                              | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.31      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | 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      | $1679.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $6074.24      | 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      | $-11.09       | -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      | $1581.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $2817.12      | 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      | $1596.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1530.75      | 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      | $1254.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-55486.65    | -0.01%            |  |  |  | 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      | $2467.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                              | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189161.16    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                            | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428954.91    | 0.06%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                         | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1278836 | PA      | $1291314.88   | 0.18%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                         | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    703503 | PA      | $759959.66    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     88000 | PA      | $92884.00     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC                     | EDvestinU Private Education Loan Issue No 3 LLC                                  | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $93610.03     | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | 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        |    701000 | PA      | $697446.69    | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                 | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    466000 | PA      | $453712.88    | 0.06%             | 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        |    127000 | PA      | $124049.00    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                   | Elmwood CLO VI Ltd                                                               | CUSIP: 29001VAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250280.23    | 0.04%             | 2037-07-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                                    | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300000.00   | 0.19%             | 2037-04-18      | Floating      | 6.07%                 | 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        |    592000 | PA      | $602098.93    | 0.09%             | 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        |     28000 | PA      | $28114.63     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4266421.57   | 0.61%             | 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        |    342000 | PA      | $358208.75    | 0.05%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $529592.69    | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | 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        |     91816 | PA      | $91242.48     | 0.01%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                          | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23483.57     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                             | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85974.61     | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1489565.07   | 0.21%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1200000 | PA      | $730272.17    | 0.10%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $446284.20    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                       | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $42565.27     | 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        |    145000 | PA      | $147160.36    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                             | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    309000 | PA      | $311166.09    | 0.04%             | 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        |    192000 | PA      | $187270.87    | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                     | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315452.66    | 0.05%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                              | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98256.94     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                              | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     33000 | PA      | $20421.01     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                              | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17329.69     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                               | FMR LLC                                                                          | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2310050.15   | 0.33%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629130.38    | 0.09%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937390.37    | 0.13%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                       | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43669.12     | 0.01%             | 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        |    607000 | PA      | $595601.39    | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                              | FS 2026-ORL                                                                      | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $439175.00    | 0.06%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                              | FS 2026-ORL                                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149754.80    | 0.02%             | 2041-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8H20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3435218 | PA      | $3360624.80   | 0.48%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DNHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1452354 | PA      | $1382798.06   | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DPAR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291219 | PA      | $1233669.89   | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3132DTZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341299 | PA      | $321957.45    | 0.05%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                            | CUSIP: 31335B6T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421582 | PA      | $417743.86    | 0.06%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3133BBF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474184 | PA      | $452542.93    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3133KY4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10995319 | PA      | $10939498.39  | 1.57%             | 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        |    124665 | PA      | $118449.12    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3603739 | PA      | $3404560.84   | 0.49%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3133WJ5E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177447 | PA      | $178047.23    | 0.03%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3133WJWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242871 | PA      | $243129.46    | 0.03%             | 2037-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Federal National Mortgage Association                                            | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     10000 | NS      | $119000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136A6FA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529304 | PA      | $66001.45     | 0.01%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136APDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636000 | PA      | $1495588.83   | 0.21%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136BMXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $13324092.05  | 1.91%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291159 | PA      | $293716.29    | 0.04%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378637 | PA      | $383486.36    | 0.05%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                | CUSIP: 3136BVSD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5255809 | PA      | $5020800.68   | 0.72%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137BBHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239360 | PA      | $1199937.20   | 0.17%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137BERC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12147551 | PA      | $11185489.01  | 1.60%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137BMWG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2410486 | PA      | $2327663.16   | 0.33%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13282732 | PA      | $2443443.55   | 0.35%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1082874 | PA      | $1089782.41   | 0.16%             | 2054-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                               | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3125256 | PA      | $3149234.41   | 0.45%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525730 | PA      | $520293.24    | 0.07%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622817 | PA      | $1606035.37   | 0.23%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140FXCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743538 | PA      | $703344.70    | 0.10%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140J9V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6669858 | PA      | $6580283.29   | 0.94%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140MTFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116234 | PA      | $116266.68    | 0.02%             | 2037-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1671371 | PA      | $1469305.43   | 0.21%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QPNB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146650 | PA      | $147365.97    | 0.02%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215506 | PA      | $1251650.04   | 0.18%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055878 | PA      | $1086478.13   | 0.16%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1006938 | PA      | $1038100.70   | 0.15%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391010 | PA      | $1416251.25   | 0.20%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634295 | PA      | $645221.20    | 0.09%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQJB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080568 | PA      | $1098190.35   | 0.16%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQJC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738534 | PA      | $750471.87    | 0.11%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784959 | PA      | $796095.51    | 0.11%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQJE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765538 | PA      | $1799180.93   | 0.26%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QQXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903746 | PA      | $905064.36    | 0.13%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140QVB52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3653332 | PA      | $3679020.62   | 0.53%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 3140XQWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1942000 | PA      | $1957739.40   | 0.28%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324771 | PA      | $327190.63    | 0.05%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31410KXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182450 | PA      | $188090.10    | 0.03%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143166 | PA      | $150187.42    | 0.02%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913056 | PA      | $837869.40    | 0.12%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955552 | PA      | $876815.68    | 0.13%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                  | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2660582 | PA      | $2756430.89   | 0.39%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                            | FedEx Corp                                                                       | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $958948.34    | 0.14%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                 | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1373432 | PA      | $1402758.99   | 0.20%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                              | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $106277.88    | 0.02%             | 2031-01-15      | Fixed         | 9.25%                 | 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        |    162000 | PA      | $154827.81    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | 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        |    154540 | PA      | $131607.31    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                    | Ellington Financial Mortgage Trust 2020-1                                        | CUSIP: 31574PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1483407.45   | 0.21%             | 2065-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC      | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $652493.79    | 0.09%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                               | Fidelity National Information Services Inc                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814355.54    | 0.12%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                  | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15270.95     | 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        |     48000 | PA      | $48886.61     | 0.01%             | 2032-09-15      | Fixed         | 9.63%                 | 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    | 0.03%             | 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    | 0.03%             | 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        |    311000 | PA      | $297566.36    | 0.04%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                            | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378056.19    | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                      | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1490266.58   | 0.21%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                               | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49882.34     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                   | 522 Funding CLO 2017-1 A Ltd                                                     | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500548.65    | 0.07%             | 2034-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                               | Flagstar Mortgage Trust 2021-4                                                   | CUSIP: 33852FAA4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2127267 | PA      | $1774755.24   | 0.25%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                     | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $578904.83    | 0.08%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                          | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782642.33    | 0.11%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                            | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                         | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1571768.85   | 0.22%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                              | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129109.04    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                    | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1510751.64   | 0.22%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                               | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8996.82      | 0.00%             | 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        |    652000 | PA      | $680815.14    | 0.10%             | 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        |    164000 | PA      | $168121.32    | 0.02%             | 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        |    253000 | PA      | $259354.35    | 0.04%             | 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        |    103000 | PA      | $100774.02    | 0.01%             | 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        |     54000 | PA      | $51175.80     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                                          | Fortress Intermediate 3 Inc 2025 Term Loan B                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     60944 | PA      | $60410.92     | 0.01%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                 | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    226000 | PA      | $224609.76    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                 | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107749.00    | 0.02%             | 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        |     15000 | PA      | $14755.41     | 0.00%             | 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        |     10000 | PA      | $9349.08      | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                               | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    293000 | PA      | $292954.09    | 0.04%             | 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        |     59000 | PA      | $59073.81     | 0.01%             | 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        |     94006 | PA      | $94569.94     | 0.01%             | 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        |    130000 | PA      | $130777.66    | 0.02%             | 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        |    842000 | PA      | $863964.41    | 0.12%             | 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        |    941607 | PA      | $938383.72    | 0.13%             | 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        |    269000 | PA      | $261500.58    | 0.04%             | 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        |     63000 | PA      | $61812.67     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                 | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72437.91     | 0.01%             | 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        |    113000 | PA      | $117277.84    | 0.02%             | 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        |     86000 | PA      | $87913.07     | 0.01%             | 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        |     12000 | PA      | $11955.00     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7078273 | PA      | $7139608.80   | 1.02%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618LRJV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370774 | PA      | $383984.29    | 0.05%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618LRJX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1057470 | PA      | $1080029.78   | 0.15%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618LRJY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483796 | PA      | $507734.93    | 0.07%             | 2055-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618NJDT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434578 | PA      | $446200.65    | 0.06%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618NJDU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    720866 | PA      | $736625.39    | 0.11%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                               | CUSIP: 3618NJDW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    756046 | PA      | $783441.33    | 0.11%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                | CUSIP: 36202VEV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16756 | PA      | $16796.24     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAW7<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    527292 | PA      | $523850.11    | 0.07%             | 2052-02-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2021-PJ6                                     | CUSIP: 36262LAB6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    787330 | PA      | $653475.53    | 0.09%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                               | GSR Mortgage Loan Trust 2007-4F                                                  | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69763 | PA      | $43113.32     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267EAD3<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    889907 | PA      | $736391.52    | 0.11%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                                 | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $322681.85    | 0.05%             | 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        |    216000 | PA      | $215772.25    | 0.03%             | 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        |    400000 | PA      | $399046.60    | 0.06%             | 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        |    117071 | PA      | $100555.92    | 0.01%             | 2030-07-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                  | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $32362.03     | 0.00%             | 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        |    108000 | PA      | $109864.84    | 0.02%             | 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        |    268000 | PA      | $265195.06    | 0.04%             | 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        |   1194000 | PA      | $1194810.73   | 0.17%             | 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        |    128000 | PA      | $134441.47    | 0.02%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                  | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92343.51     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | 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    | 0.11%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                   | General Electric Co                                                              | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2312592.05   | 0.33%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                     | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2460938.61   | 0.35%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2451930.25   | 0.35%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                                 | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111314.50    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | 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        |     29000 | PA      | $29965.47     | 0.00%             | 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        |    317000 | PA      | $315502.37    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |    261000 | PA      | $273196.79    | 0.04%             | 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        |     95000 | PA      | $85556.05     | 0.01%             | 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        |     71000 | PA      | $63674.18     | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603498.34    | 0.09%             | 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        |     66000 | PA      | $66538.76     | 0.01%             | 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        |    186000 | PA      | $188734.20    | 0.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                       | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83508.71     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2032446.15   | 0.29%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                      | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $792242.40    | 0.11%             | 2041-06-01      | Fixed         | 3.71%                 | 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        |    470000 | PA      | $469048.11    | 0.07%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2609922.50   | 0.37%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006773.08   | 0.29%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033730.20   | 0.29%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3977429.96   | 0.57%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2933016.51   | 0.42%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                             | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311252 | PA      | $309867.59    | 0.04%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58672.77     | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                         | CUSIP: 38376PA59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    435752 | PA      | $42430.10     | 0.01%             | 2039-12-16      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                         | CUSIP: 38382BBF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25112228 | PA      | $4625755.36   | 0.66%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                         | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14822402 | PA      | $2156214.79   | 0.31%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                         | CUSIP: 38383CS84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12083033 | PA      | $2489695.74   | 0.36%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                              | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $52373.10     | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170000.00    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                        | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     79000 | PA      | $83949.39     | 0.01%             | 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        |    342000 | PA      | $341978.28    | 0.05%             | 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        |    302000 | PA      | $304316.64    | 0.04%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                 | Gray Television Inc 2021 Term Loan D                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     63700 | PA      | $63656.14     | 0.01%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                   | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       551 | PA      | $549.80       | 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        |    174000 | PA      | $169755.53    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173074 | PA      | $172868.23    | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | 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     | 0.01%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                 | Guatemala Government Bond                                                        | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $197840.00    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                 | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $209340.00    | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                               | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101249.28    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                        | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2897.06      | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $998822.76    | 0.14%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029419.65   | 0.43%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                          | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1404665.31   | 0.20%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $646183.51    | 0.09%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $233920.97    | 0.03%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $1089093.34   | 0.16%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $250494.17    | 0.04%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                              | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73589.41     | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                        | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437044.08    | 0.06%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59117.95     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                       | HAWAII ST                                                                        | CUSIP: 419792K96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1080891.50   | 0.15%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                      | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164472.77    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                     | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    257000 | PA      | $263519.83    | 0.04%             | 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        |    125000 | PA      | $128092.75    | 0.02%             | 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        |     89000 | PA      | $87653.16     | 0.01%             | 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        |     92000 | PA      | $88940.89     | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                    | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $168080.00    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                              | Hertz Corporation (The) 2021 Term Loan B                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     67534 | PA      | $49806.21     | 0.01%             | 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        |     13398 | PA      | $9881.39      | 0.00%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                              | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $64382.80     | 0.01%             | 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        |    118000 | PA      | $120539.97    | 0.02%             | 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        |     70000 | PA      | $70140.28     | 0.01%             | 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        |     94000 | PA      | $92685.09     | 0.01%             | 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        |     12000 | PA      | $11680.37     | 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        |      9000 | PA      | $8710.46      | 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        |    254000 | PA      | $265006.33    | 0.04%             | 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        |     40000 | PA      | $39079.60     | 0.01%             | 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        |     45000 | PA      | $44861.15     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                      | Hilton USA Trust                                                                 | CUSIP: 432826AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218000 | PA      | $218000.00    | 0.03%             | 2042-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                              | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60900.18     | 0.01%             | 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        |     49000 | PA      | $49299.15     | 0.01%             | 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        |     32000 | PA      | $31855.52     | 0.00%             | 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        |    145000 | PA      | $141661.65    | 0.02%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                           | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7986.10      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1767139.90   | 0.25%             | 2036-12-16      | Fixed         | 5.88%                 | 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    | 0.06%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                       | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAF8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    697143 | PA      | $691195.05    | 0.10%             | 2070-09-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| City & County Honolulu HI Wastewater System Revenue                   | HONOLULU CITY & CNTY HI WSTWTR SYS REVENUE                                       | CUSIP: 4387012C7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $674004.90    | 0.10%             | 2045-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                    | Howard Hughes Corp/The                                                           | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80832.01     | 0.01%             | 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        |     84000 | PA      | $80667.71     | 0.01%             | 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        |     27000 | PA      | $27919.27     | 0.00%             | 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        |    182000 | PA      | $182691.96    | 0.03%             | 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        |    586000 | PA      | $549052.58    | 0.08%             | 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        |   1000000 | PA      | $1008421.00   | 0.14%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                 | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1085868.24   | 0.16%             | 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        |   2388000 | PA      | $2435671.64   | 0.35%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                               | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200395.00    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                          | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414791 | PA      | $418001.80    | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                       | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198032.00    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                     | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209262.60    | 0.03%             | 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        |    322000 | PA      | $322385.76    | 0.05%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                      | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447275.57    | 0.06%             | 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        |    392000 | PA      | $384123.70    | 0.05%             | 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        |     94000 | PA      | $80215.88     | 0.01%             | 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        |    110000 | PA      | $108146.76    | 0.02%             | 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        |    119000 | PA      | $117232.64    | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| State of Illinois                                                     | ILLINOIS ST                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1745098 | PA      | $1777571.15   | 0.25%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                               | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125838.80    | 0.02%             | 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        |    244000 | PA      | $243938.83    | 0.03%             | 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        |     72000 | PA      | $75268.80     | 0.01%             | 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        |     59000 | PA      | $59442.50     | 0.01%             | 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        |     98000 | PA      | $104860.00    | 0.02%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                | India Cleantech Energy                                                           | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    185375 | PA      | $183984.69    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1299217.95   | 0.19%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                              | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119628.32    | 0.02%             | 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        |    127000 | PA      | $123926.09    | 0.02%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                   | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99008.09     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865266.39    | 0.12%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759612.50    | 0.11%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $493302.44    | 0.07%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                             | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489863.16    | 0.07%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                             | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546587.21    | 0.08%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    870000 | PA      | $869384.75    | 0.12%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                              | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    352000 | PA      | $335217.91    | 0.05%             | 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        |    408000 | PA      | $315802.51    | 0.05%             | 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: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $258731.05    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                             | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355421.85    | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                     | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     13000 | PA      | $12630.24     | 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        |     62000 | PA      | $60187.80     | 0.01%             | 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        |      8000 | PA      | $7974.42      | 0.00%             | 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        |     54000 | PA      | $50979.29     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2022-INV3                                             | CUSIP: 46593FAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    621665 | PA      | $539917.64    | 0.08%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2006-S3                                                 | CUSIP: 46629AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41542 | PA      | $13396.65     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975230.47    | 0.14%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $610066.53    | 0.09%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888913.19    | 0.13%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1381952.89   | 0.20%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    540000 | PA      | $548287.92    | 0.08%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042590.67   | 0.44%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054471.09   | 0.44%             | 2031-04-22      | Fixed         | 5.10%                 | 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        |    349056 | PA      | $343461.23    | 0.05%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2023-DSC1                                             | CUSIP: 46656NAA7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    251034 | PA      | $244151.33    | 0.03%             | 2063-07-25      | Variable      | 4.63%                 | 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    | 0.11%             | 2039-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-INV1                                               | CUSIP: 46658PAB8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1306253 | PA      | $1301340.26   | 0.19%             | 2055-04-25      | Variable      | 5.50%                 | 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        |     41000 | PA      | $40544.44     | 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        |    146000 | PA      | $148126.93    | 0.02%             | 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        |    130000 | PA      | $88144.20     | 0.01%             | 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        |     39000 | PA      | $18182.33     | 0.00%             | 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        |    179000 | PA      | $169165.44    | 0.02%             | 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        |    353000 | PA      | $358799.08    | 0.05%             | 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        |    184000 | PA      | $168326.82    | 0.02%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer, Inc.                                                   | Jupiter Buyer Inc 2024 Term Loan B                                               | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     37657 | PA      | $37633.16     | 0.01%             | 2031-11-01      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                              | KLA Corp                                                                         | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451015.11    | 0.06%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                               | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194770.95    | 0.03%             | 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        |    183000 | PA      | $180967.31    | 0.03%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                  | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $312707.85    | 0.04%             | 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        |    474000 | PA      | $465405.43    | 0.07%             | 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        |     38870 | PA      | $38862.18     | 0.01%             | 2032-02-26      | Floating      | 6.20%                 | 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        |     86000 | PA      | $89530.30     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                     | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $205190.00    | 0.03%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                  | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353324.56    | 0.05%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                 | KeySpan Gas East Corp                                                            | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1004514.67   | 0.14%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                    | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    383000 | PA      | $397406.55    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                     | Kinder Morgan Inc                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1247570.16   | 0.18%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                   | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11040.47     | 0.00%             | 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        |     36000 | PA      | $36609.23     | 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        |    224625 | PA      | $182507.81    | 0.03%             | 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        |    385000 | PA      | $398881.18    | 0.06%             | 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        |    191000 | PA      | $193063.18    | 0.03%             | 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        |    178000 | PA      | $180832.34    | 0.03%             | 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        |    294000 | PA      | $295455.99    | 0.04%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                  | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439681.72    | 0.06%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                  | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156368.40    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                                  | Kyrgyz Republic International Bond                                               | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    200000 | PA      | $199408.00    | 0.03%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                              | LABL Inc 2021 USD 1st Lien Term Loan                                             | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    141143 | PA      | $63984.31     | 0.01%             | 2028-10-30      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                              | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     32000 | PA      | $15360.00     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                              | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    417000 | PA      | $200160.00    | 0.03%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                              | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    132000 | PA      | $63360.00     | 0.01%             | 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        |    170000 | PA      | $135554.60    | 0.02%             | 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        |     56000 | PA      | $57295.39     | 0.01%             | 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        |     69000 | PA      | $63978.68     | 0.01%             | 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        |     28000 | PA      | $27246.98     | 0.00%             | 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        |    238000 | PA      | $247221.31    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                             | LEX Trust 2026-450                                                               | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $893804.85    | 0.13%             | 2043-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                             | LEX Trust 2026-450                                                               | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $326795.30    | 0.05%             | 2043-03-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                             | LQR Trust 2025-CALI                                                              | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436000 | PA      | $435995.32    | 0.06%             | 2043-01-15      | Floating      | 7.62%                 | 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        |    138370 | PA      | $138369.55    | 0.02%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1133381.87   | 0.16%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262781.91    | 0.04%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                      | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20039.11     | 0.00%             | 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        |    126000 | PA      | $123319.20    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                       | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85684.21     | 0.01%             | 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        |     50000 | PA      | $46447.61     | 0.01%             | 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        |    211000 | PA      | $215569.63    | 0.03%             | 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    | 0.03%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc                                          | LEHMAN BRTH HLD                                                                  | CUSIP: 524ESCR36<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.02         | 0.00%             | 2017-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                                | Lendmark Funding Trust 2025-2                                                    | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998465.80    | 0.14%             | 2034-10-20      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                 | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30937.50     | 0.00%             | 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        |   1000918 | PA      | $1019255.96   | 0.15%             | 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        |   1107000 | PA      | $1133109.58   | 0.16%             | 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        |   1078000 | PA      | $1124797.82   | 0.16%             | 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        |    457000 | PA      | $456524.72    | 0.07%             | 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        |     11000 | PA      | $10071.93     | 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    | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                              | Liberty Mutual Group Inc                                                         | CUSIP: 53079EAZ7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981401.80   | 0.28%             | 2042-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                               | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64656.90     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                               | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78375.20     | 0.01%             | 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        |     94000 | PA      | $99406.13     | 0.01%             | 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        |    315000 | PA      | $338773.05    | 0.05%             | 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        |    166000 | PA      | $169524.22    | 0.02%             | 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        |    109000 | PA      | $116403.50    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                   | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50934.41     | 0.01%             | 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        |   1863980 | PA      | $1900346.23   | 0.27%             | 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        |    192000 | PA      | $196030.27    | 0.03%             | 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        |    155000 | PA      | $142212.50    | 0.02%             | 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        |    104000 | PA      | $101912.76    | 0.01%             | 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        |     10000 | PA      | $9937.84      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $597519.83    | 0.09%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                  | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $632007.29    | 0.09%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                        | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5660711 | PA      | $1395703.84   | 0.20%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles CA                                                | LOS ANGELES CA                                                                   | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1907935.80   | 0.27%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736542.51    | 0.11%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1409809.98   | 0.20%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005210.19   | 0.14%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279097.77    | 0.04%             | 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        |    133176 | PA      | $131244.51    | 0.02%             | 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        |    204682 | PA      | $205912.23    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                            | MFA 2021-NQM1 Trust                                                              | CUSIP: 55283FAD0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2436649.33   | 0.35%             | 2065-04-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                     | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189102.00    | 0.03%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                            | MFA 2023-NQM3 Trust                                                              | CUSIP: 55286MAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    984899 | PA      | $986883.44    | 0.14%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                      | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88521.40     | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                            | MLTI Trust 2026-SF75                                                             | CUSIP: 55318JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $159103.34    | 0.02%             | 2031-03-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                               | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504162.24    | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                               | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249267.62    | 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        |    537000 | PA      | $544417.04    | 0.08%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                       | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167974.06    | 0.02%             | 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        |    351000 | PA      | $344211.52    | 0.05%             | 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        |   1000000 | PA      | $1000251.10   | 0.14%             | 2037-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                              | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300568.88   | 0.19%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212400.00    | 0.03%             | 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        |    708000 | PA      | $466434.45    | 0.07%             | 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        |     78000 | PA      | $80273.47     | 0.01%             | 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        |    160000 | PA      | $118346.42    | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                            | MajorDrive Holdings IV LLC Term Loan B                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     29309 | PA      | $26514.68     | 0.00%             | 2028-06-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                 | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75188.02     | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                               | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1224071.99   | 0.18%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                      | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $938270.40    | 0.13%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                              | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1592847.48   | 0.23%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                         | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1406337.70   | 0.20%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                         | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RUF4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2564746.00   | 0.37%             | 2050-07-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                  | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160731.51    | 0.02%             | 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        |    150000 | PA      | $149051.58    | 0.02%             | 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        |     20000 | PA      | $18534.63     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21338.05     | 0.00%             | 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        |    156000 | PA      | $151602.91    | 0.02%             | 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        |     41000 | PA      | $38501.21     | 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        |   1643000 | PA      | $1643000.00   | 0.24%             | 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        |    148000 | PA      | $137516.83    | 0.02%             | 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        |    308000 | PA      | $297109.12    | 0.04%             | 2030-04-15      | Floating      | 7.16%                 | 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        |    249369 | PA      | $221938.13    | 0.03%             | 2029-03-01      | Floating      | 6.67%                 | 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        |    304000 | PA      | $309770.80    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                 | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $383500.00    | 0.05%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                 | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196386.00    | 0.03%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                 | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406094.00    | 0.06%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                               | Mello Mortgage Capital Acceptance 2022-INV2                                      | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674347 | PA      | $583547.62    | 0.08%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                   | Meritage Homes Corp                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    206000 | PA      | $198378.00    | 0.03%             | 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        |    200000 | PA      | $166914.30    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                | Merrill Lynch Mortgage Investors Trust Series 2006-A3                            | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105781 | PA      | $67357.74     | 0.01%             | 2036-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                                | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $119698.72    | 0.02%             | 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        |    279000 | PA      | $271604.83    | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                        | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $959367.97    | 0.14%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                        | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2090167.17   | 0.30%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                 | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1618563.78   | 0.23%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                               | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65691.62     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                              | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60537.73     | 0.01%             | 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    | 0.03%             | 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        |    200000 | PA      | $186372.00    | 0.03%             | 2030-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                              | Mill City Mortgage Loan Trust 2023-NQM2                                          | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214951 | PA      | $1210519.43   | 0.17%             | 2067-12-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                               | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    315000 | PA      | $314902.00    | 0.05%             | 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        |    205000 | PA      | $201229.60    | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                   | Minejesa Capital BV                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191460.00    | 0.03%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $985554.89    | 0.14%             | 2030-02-15      | Fixed         | 6.50%                 | 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        |    133000 | PA      | $136156.09    | 0.02%             | 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        |    110000 | PA      | $98343.28     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                 | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171060.32    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                   | Moody's Corp                                                                     | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246663.23    | 0.04%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                              | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9994.19      | 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        |     74000 | PA      | $74232.48     | 0.01%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171335 | PA      | $168592.28    | 0.02%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032809.08   | 0.43%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $745774.57    | 0.11%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609914.87    | 0.09%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3086164.14   | 0.44%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044679.15   | 0.44%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                    | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $192030.00    | 0.03%             | 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        |    828000 | PA      | $820708.05    | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                               | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    973000 | PA      | $1043088.30   | 0.15%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                       | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15274.33     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     68000 | PA      | $67484.06     | 0.01%             | 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        |     31000 | PA      | $30118.54     | 0.00%             | 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        |    381000 | PA      | $369698.93    | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                            | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $372014.21    | 0.05%             | 2033-06-10      | Variable      | 7.53%                 | 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        |     69000 | PA      | $69000.00     | 0.01%             | 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        |    174000 | PA      | $179245.75    | 0.03%             | 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        |    390000 | PA      | $401912.16    | 0.06%             | 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        |    310000 | PA      | $334403.51    | 0.05%             | 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        |    542000 | PA      | $542138.21    | 0.08%             | 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        |     57000 | PA      | $57454.41     | 0.01%             | 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        |     81000 | PA      | $80878.91     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471387.17   | 0.21%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357085.63    | 0.05%             | 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        |    965000 | PA      | $956225.35    | 0.14%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                                             | OVG Business Services LLC 2024 Term Loan B                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6632 | PA      | $6615.44      | 0.00%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                 | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103388.40    | 0.01%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    109193 | PA      | $110422.56    | 0.02%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1014656.15   | 0.15%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $243568.58    | 0.03%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                          | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5849.06      | 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        |    104000 | PA      | $92720.95     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2019-D                                 | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    280959 | PA      | $273511.02    | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     82680 | PA      | $80670.68     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    365146 | PA      | $340305.56    | 0.05%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    608901 | PA      | $544883.49    | 0.08%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                            | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    494149 | PA      | $448835.20    | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                             | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    222000 | PA      | $218370.37    | 0.03%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                             | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1982529 | PA      | $1785489.41   | 0.26%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                             | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAG1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $419468.30    | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                             | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    203355 | PA      | $202338.21    | 0.03%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                  | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92255.58     | 0.01%             | 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        |    137000 | PA      | $138234.10    | 0.02%             | 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        |    213000 | PA      | $206660.91    | 0.03%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                  | Neptune Bidco US Inc 2026 USD Term Loan B                                        | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     97000 | PA      | $92441.00     | 0.01%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    318950 | PA      | $280376.45    | 0.04%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman Loan Advisers CLO 31 Ltd                                        | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   1615000 | PA      | $1613637.26   | 0.23%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $529591.95    | 0.08%             | 2039-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                              | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88909.89     | 0.01%             | 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        |     55000 | PA      | $54185.72     | 0.01%             | 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        |    162000 | PA      | $167436.40    | 0.02%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                                    | Risewell Homes Inc                                                               | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33245.92     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                         | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $2018897.83   | 0.29%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | NEW YORK NY                                                                      | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $933730.90    | 0.13%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | NEW YORK NY                                                                      | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    600000 | PA      | $624345.36    | 0.09%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                       | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030301.90   | 0.15%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                    | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1036443.42   | 0.15%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                     | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36115.11     | 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        |     64000 | PA      | $61246.98     | 0.01%             | 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        |     44000 | PA      | $42236.24     | 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        |    115000 | PA      | $118703.00    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4742515.90   | 0.68%             | 2079-05-01      | Fixed         | 5.65%                 | 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    | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347632.90    | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                               | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    268000 | PA      | $257558.99    | 0.04%             | 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        |    200000 | PA      | $202518.97    | 0.03%             | 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        |    362000 | PA      | $372440.56    | 0.05%             | 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        |     69000 | PA      | $71041.48     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                 | Norfolk Southern Corp                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $820057.40    | 0.12%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                 | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1838937.82   | 0.26%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222450.40    | 0.03%             | 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        |     93000 | PA      | $93274.44     | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                 | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $767466.16    | 0.11%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                 | Northrop Grumman Corp                                                            | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399562.94    | 0.06%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                              | Northwell Healthcare Inc                                                         | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $587328.21    | 0.08%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89537.50     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155863.66    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    256000 | PA      | $258219.78    | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    338000 | PA      | $331541.73    | 0.05%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                              | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $209663.00    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                           | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000485.40   | 0.14%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                        | OHS Issuer LLC                                                                   | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369692 | PA      | $362453.85    | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2022-INV3 Trust                                                              | CUSIP: 67116EAA7<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    578716 | PA      | $502616.25    | 0.07%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    682843 | PA      | $683559.80    | 0.10%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2024-NQM2 Trust                                                              | CUSIP: 67118HAE0<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1508339.85   | 0.22%             | 2063-12-25      | Variable      | 6.86%                 | 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   | 0.14%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                               | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    659000 | PA      | $682786.23    | 0.10%             | 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        |    647000 | PA      | $677338.91    | 0.10%             | 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    | 0.12%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2023-NQM5 Trust                                                              | CUSIP: 673919AL0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    873120 | PA      | $873411.36    | 0.12%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                     | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59881.65     | 0.01%             | 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        |     45000 | PA      | $45183.02     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                                  | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499355.50    | 0.07%             | 2030-01-22      | Floating      | 6.68%                 | 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        |    165031 | PA      | $164979.07    | 0.02%             | 2031-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                              | OHA Credit Funding 12-R Ltd                                                      | CUSIP: 676916AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250158.63   | 0.18%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                    | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $597298.37    | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                              | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312544.90    | 0.04%             | 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        |   1143000 | PA      | $1090537.67   | 0.16%             | 2033-02-15      | Fixed         | 7.25%                 | 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        |    122692 | PA      | $117957.80    | 0.02%             | 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        |    500000 | PA      | $435650.16    | 0.06%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                               | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969666.54    | 0.14%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                               | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987369.33    | 0.14%             | 2032-09-15      | Fixed         | 4.55%                 | 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        |     39000 | PA      | $38121.68     | 0.01%             | 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        |    144000 | PA      | $141982.82    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | 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        |     33000 | PA      | $33071.87     | 0.00%             | 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        |     71000 | PA      | $64118.89     | 0.01%             | 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        |    188000 | PA      | $194011.73    | 0.03%             | 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        |     36000 | PA      | $36192.24     | 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        |     48000 | PA      | $47558.24     | 0.01%             | 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        |     34000 | PA      | $34033.01     | 0.00%             | 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        |    170000 | PA      | $164940.34    | 0.02%             | 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        |    130000 | PA      | $128031.33    | 0.02%             | 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        |    196000 | PA      | $191656.82    | 0.03%             | 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        |    213000 | PA      | $203612.23    | 0.03%             | 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        |    449000 | PA      | $430524.82    | 0.06%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                     | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137284.60    | 0.02%             | 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        |   2800000 | PA      | $2866763.20   | 0.41%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                            | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400385.60    | 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        |    200000 | PA      | $190257.22    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2193058.09   | 0.31%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $241491.32    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $380193.34    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $499118.83    | 0.07%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841270.70    | 0.12%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $331713.46    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2570846.78   | 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        |     76000 | PA      | $73248.66     | 0.01%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                              | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45891.56     | 0.01%             | 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        |     66000 | PA      | $63678.52     | 0.01%             | 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        |    236000 | PA      | $227504.09    | 0.03%             | 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        |     72000 | PA      | $75075.34     | 0.01%             | 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        |     27000 | PA      | $27055.86     | 0.00%             | 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        |    135000 | PA      | $133049.06    | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oxnard Union High School District                                     | OXNARD CA UNION HIGH SCH DIST                                                    | CUSIP: 692039SV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1251721.28   | 0.18%             | 2043-08-01      | Fixed         | 3.18%                 | 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        |      8634 | PA      | $8256.00      | 0.00%             | 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        |    112000 | PA      | $115014.14    | 0.02%             | 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        |   1723000 | PA      | $1734052.05   | 0.25%             | 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        |   3584000 | PA      | $3615446.02   | 0.52%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                         | Pye-Barker Fire & Safety LLC 2025 Delayed Draw Term Loan                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     12740 | PA      | $12751.34     | 0.00%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                        | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $319047.33    | 0.05%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                           | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747238 | PA      | $745637.64    | 0.11%             | 2058-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                           | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979430 | PA      | $981384.32    | 0.14%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2079224.46   | 0.30%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933827.63    | 0.13%             | 2053-01-15      | Fixed         | 6.75%                 | 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        |    920000 | PA      | $919337.78    | 0.13%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                 | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207600.00    | 0.03%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                 | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1544169.50   | 0.22%             | 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        |    121000 | PA      | $122481.52    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                              | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65117.88     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                 | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142192.27    | 0.02%             | 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        |     72000 | PA      | $71551.79     | 0.01%             | 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        |    217000 | PA      | $209403.34    | 0.03%             | 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        |     84000 | PA      | $78610.43     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                              | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18250.72     | 0.00%             | 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        |    159000 | PA      | $159293.67    | 0.02%             | 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        |    348000 | PA      | $335643.36    | 0.05%             | 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        |    316000 | PA      | $309917.13    | 0.04%             | 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        |    144000 | PA      | $149111.28    | 0.02%             | 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        |     79000 | PA      | $80472.24     | 0.01%             | 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        |     51000 | PA      | $46533.97     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                   | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    151000 | PA      | $137859.23    | 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        |     98000 | PA      | $80752.00     | 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        |     70000 | PA      | $68166.00     | 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        |    152000 | PA      | $145380.40    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    165132 | PA      | $173619.78    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027742.50   | 0.15%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                              | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $432704.70    | 0.06%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                               | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4429321.03   | 0.63%             | 2035-02-15      | Fixed         | 5.10%                 | 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    | 0.03%             | 2034-05-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                      | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $227063.59    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                 | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5462.10      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | 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      |
| PMT Loan Trust                                                        | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546835 | PA      | $1543028.48   | 0.22%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                     | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     37000 | PA      | $36919.71     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                     | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    119000 | PA      | $109415.74    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                     | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64320.31     | 0.01%             | 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        |      9000 | PA      | $8368.30      | 0.00%             | 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        |     64000 | PA      | $64661.70     | 0.01%             | 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        |     62000 | PA      | $61078.85     | 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        |    207000 | PA      | $202695.68    | 0.03%             | 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        |    288000 | PA      | $282044.42    | 0.04%             | 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        |    113000 | PA      | $116727.42    | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                              | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $38430.00     | 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        |    107000 | PA      | $58850.00     | 0.01%             | 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        |     63000 | PA      | $65331.00     | 0.01%             | 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        |     25000 | PA      | $23351.97     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |     36412 | PA      | $36216.37     | 0.01%             | 2051-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                      | Progressive Corp/The                                                             | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685795.70    | 0.10%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                           | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $989380.92    | 0.14%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                        | Proofpoint Inc 2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     27858 | PA      | $26929.37     | 0.00%             | 2028-08-31      | Floating      | 6.70%                 | 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        |     10434 | PA      | $14182.09     | 0.00%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2024-1                                          | CUSIP: 74389BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210322 | PA      | $1204318.08   | 0.17%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                              | Prudential Financial Inc                                                         | CUSIP: 74432QAK1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513073.10    | 0.07%             | 2036-03-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                              | Prudential Financial Inc                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1790948.56   | 0.26%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                 | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406000 | PA      | $396788.63    | 0.06%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                 | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269000 | PA      | $266231.51    | 0.04%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                 | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166197.71    | 0.02%             | 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        |    127000 | PA      | $128414.40    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1931946.06   | 0.28%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438055.49    | 0.06%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260156.58    | 0.04%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                 | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    593000 | PA      | $604854.66    | 0.09%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14764.45     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                 | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    803000 | PA      | $814244.41    | 0.12%             | 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        |    167000 | PA      | $169611.88    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                                             | Quorum Health Corporation 2020 Term Loan                                         | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    135159 | PA      | $89880.98     | 0.01%             | 2028-01-28      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAA9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    863426 | PA      | $749325.62    | 0.11%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                              | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     72000 | PA      | $73510.92     | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | 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        |     76000 | PA      | $77376.82     | 0.01%             | 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        |    214000 | PA      | $217911.06    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                               | RXO Inc                                                                          | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67165.55     | 0.01%             | 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        |    319000 | PA      | $314806.33    | 0.05%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                         | Radian Mortgage Capital Trust 2024-J2                                            | CUSIP: 75023WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428054 | PA      | $427853.63    | 0.06%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                    | Radiate Holdco LLC 2025 FLFO Term Loan                                           | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    344086 | PA      | $305231.60    | 0.04%             | 2029-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                     | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207003.43    | 0.03%             | 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        |    200000 | PA      | $213119.61    | 0.03%             | 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                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $130368.68    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                               | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355550.56    | 0.05%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                              | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880382.63    | 0.13%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                              | RTX Corp                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917866.15    | 0.13%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                              | RTX Corp                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754819.79    | 0.11%             | 2054-03-15      | Fixed         | 6.40%                 | 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        |     32836 | PA      | $32881.67     | 0.00%             | 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        |    157600 | PA      | $157819.22    | 0.02%             | 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        |    183000 | PA      | $194266.21    | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                             | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $846190.56    | 0.12%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                               | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698742.17   | 0.24%             | 2038-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                                 | Resilience Parent LLC 1st Lien Term Loan                                         | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159000 | PA      | $158055.54    | 0.02%             | 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        |    123783 | PA      | $123752.52    | 0.02%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                  | LifePoint Health Inc 2024 Incremental Term Loan B1                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     82166 | PA      | $82033.29     | 0.01%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                          | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    127129 | PA      | $115178.87    | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                   | Resolution Funding Corp Principal Strip                                          | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   6055000 | PA      | $5139344.07   | 0.74%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                   | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39691.54     | 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        |     77000 | PA      | $75866.30     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                 | Reynolds American Inc                                                            | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050917.38   | 0.15%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                 | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $337182.51    | 0.05%             | 2042-08-21      | Fixed         | 4.13%                 | 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        |     88000 | PA      | $87337.52     | 0.01%             | 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        |     84000 | PA      | $83788.00     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                              | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116352.50    | 0.02%             | 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        |    639000 | PA      | $644896.05    | 0.09%             | 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        |    617000 | PA      | $623629.05    | 0.09%             | 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        |    174000 | PA      | $175958.44    | 0.03%             | 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        |    472000 | PA      | $486505.98    | 0.07%             | 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        |    200000 | PA      | $197836.50    | 0.03%             | 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        |     19000 | PA      | $17030.97     | 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        |     36000 | PA      | $35102.31     | 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        |   1709400 | PA      | $1710259.32   | 0.24%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                              | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2651950.71   | 0.38%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                               | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $49961.50     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                        | Romark CLO Ltd                                                                   | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502137.25    | 0.07%             | 2030-10-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                                        | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111685.20    | 0.02%             | 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        |     60000 | PA      | $58126.25     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                         | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $338195.88    | 0.05%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                         | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    140238 | PA      | $33657.12     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                               | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    166000 | PA      | $157296.75    | 0.02%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229344 | PA      | $212314.09    | 0.03%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78346 | PA      | $76560.07     | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    216996 | PA      | $214881.03    | 0.03%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    148166 | PA      | $151087.44    | 0.02%             | 2056-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    598807 | PA      | $567005.64    | 0.08%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    368859 | PA      | $366032.34    | 0.05%             | 2036-07-15      | Fixed         | 3.44%                 | 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        |    255000 | PA      | $255484.78    | 0.04%             | 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        |    344000 | PA      | $343028.07    | 0.05%             | 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        |    149000 | PA      | $149005.07    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                               | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1290971.28   | 0.18%             | 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        |     27446 | PA      | $27171.70     | 0.00%             | 2029-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1753275.42   | 0.25%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $255868.16    | 0.04%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                        | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     44987 | PA      | $35174.46     | 0.01%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                        | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     26270 | PA      | $20556.12     | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                        | Sabre GLBL Inc 2025 11th Amendment Term Loan B2                                  | CUSIP: 78571YBN9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     16045 | PA      | $12514.96     | 0.00%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                              | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $451285.44    | 0.06%             | 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        |      9052 | PA      | $8916.22      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                       | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $663482.74    | 0.09%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                       | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1589784.61   | 0.23%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                            | Sandstone Peak II Ltd                                                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000390.70   | 0.14%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   2214518 | PA      | $2208226.14   | 0.32%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                               | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201814.00    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                              | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137598.15    | 0.02%             | 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        |    157000 | PA      | $135062.72    | 0.02%             | 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        |     96000 | PA      | $97862.40     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                 | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12708.46     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                 | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20547.20     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                     | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     74000 | PA      | $75216.56     | 0.01%             | 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        |    174000 | PA      | $182732.71    | 0.03%             | 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        |    111000 | PA      | $116377.51    | 0.02%             | 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        |     48000 | PA      | $47819.98     | 0.01%             | 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        |     38000 | PA      | $38285.00     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                              | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11534.88     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | 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    | 0.03%             | 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        |    686307 | PA      | $683725.71    | 0.10%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                              | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    529000 | PA      | $490658.19    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                    | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $200000.00    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                     | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4613.11      | 0.00%             | 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        |     20000 | PA      | $18642.71     | 0.00%             | 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        |    377000 | PA      | $376274.73    | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                              | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    955000 | PA      | $997327.51    | 0.14%             | 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        |    108000 | PA      | $107042.92    | 0.02%             | 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        |    157000 | PA      | $142837.86    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                    | Shentel Issuer LLC                                                               | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $765749.86    | 0.11%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                   | Sherwin-Williams Co/The                                                          | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $255965.78    | 0.04%             | 2049-08-15      | Fixed         | 3.80%                 | 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        |    341000 | PA      | $335320.66    | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                              | Air Comm Corporation LLC 2025 Term Loan                                          | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     78426 | PA      | $78524.41     | 0.01%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                               | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1670000 | PA      | $1872311.57   | 0.27%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                              | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    439000 | PA      | $446272.04    | 0.06%             | 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        |    180000 | PA      | $179748.74    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |     65000 | PA      | $65104.87     | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     95931 | PA      | $94230.16     | 0.01%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    974330 | PA      | $993462.24    | 0.14%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108162 | PA      | $97602.68     | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                      | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53424 | PA      | $47882.34     | 0.01%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                              | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    222000 | PA      | $209627.98    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                              | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135441.91    | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                      | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $332970.66    | 0.05%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                      | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349620.04    | 0.05%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                      | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317000 | PA      | $316574.52    | 0.05%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                      | Sofi Consumer Loan Program 2026-B Trust                                          | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $311634.24    | 0.04%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                              | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    248000 | PA      | $244538.47    | 0.03%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                             | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    665000 | PA      | $661814.38    | 0.09%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                               | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108462.17    | 0.02%             | 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: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    252000 | PA      | $195300.00    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                              | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $197650.00    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                    | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1284266.70   | 0.18%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                  | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128253.63    | 0.02%             | 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        |    549480 | PA      | $543610.06    | 0.08%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                             | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246869.29    | 0.04%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                             | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89812.66     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                             | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202872.72    | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                             | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    269000 | PA      | $264557.07    | 0.04%             | 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        |     34000 | PA      | $33743.58     | 0.00%             | 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        |    180000 | PA      | $180093.06    | 0.03%             | 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        |    303000 | PA      | $299592.91    | 0.04%             | 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        |    167000 | PA      | $161019.58    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497560.00    | 0.07%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                              | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2965.44      | 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        |    170000 | PA      | $160236.03    | 0.02%             | 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        |     28000 | PA      | $25098.26     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                           | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95256.39     | 0.01%             | 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        |    138000 | PA      | $140005.83    | 0.02%             | 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        |    297000 | PA      | $307692.30    | 0.04%             | 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        |     94000 | PA      | $96785.13     | 0.01%             | 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        |     48000 | PA      | $47906.91     | 0.01%             | 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        |     67000 | PA      | $68425.02     | 0.01%             | 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        |    198000 | PA      | $200814.37    | 0.03%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                                   | STAR 2021-1 Trust                                                                | CUSIP: 85573GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1839699.11   | 0.26%             | 2065-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                   | Starwood Mortgage Residential Trust 2020-3                                       | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1802589.00   | 0.26%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                     | State Street Corp                                                                | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1288847.72   | 0.18%             | 2047-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                   | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6860.96      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                   | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81314.28     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                    | Steel Dynamics Inc                                                               | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385600.84    | 0.06%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                                     | STERLING COOFS TR                                                                | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    700209 | PA      | $0.07         | 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        |    156774 | PA      | $0.02         | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            |                  3 | On Loan: No      |
| STL HOLDING CO LLC                                                    | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78518.26     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                 | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62405.82     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                               | Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1       | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8626 | PA      | $7289.70      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | 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    | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |     75658 | PA      | $75468.74     | 0.01%             | 2031-10-16      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106461.84    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73660.58     | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74171.54     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102582.37    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                               | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    539000 | PA      | $529391.40    | 0.08%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                         | Sutter Health                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1805567.58   | 0.26%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                       | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    256435 | PA      | $253276.07    | 0.04%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                      | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |     26119 | PA      | $26119.07     | 0.00%             | 2030-07-15      | Floating      | 4.86%                 | 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    | 0.04%             | 2038-12-05      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947741.88   | 0.28%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327239.78    | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454356.33    | 0.07%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479467.10    | 0.07%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                 | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $454303.52    | 0.06%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                               | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38815.85     | 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        |     95000 | PA      | $94196.36     | 0.01%             | 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        |     67000 | PA      | $66116.90     | 0.01%             | 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        |    302000 | PA      | $310678.57    | 0.04%             | 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        |     62000 | PA      | $62054.25     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                              | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    700000 | PA      | $562778.24    | 0.08%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                  | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     22210 | PA      | $22995.94     | 0.00%             | 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        |    201000 | PA      | $223851.09    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                   | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40911.91     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89947.70     | 0.01%             | 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        |    164000 | PA      | $165942.74    | 0.02%             | 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        |    106000 | PA      | $105022.33    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                           | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182349.12    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                           | Tenneco Inc 2022 Term Loan A                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     15077 | PA      | $14653.23     | 0.00%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                           | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     91987 | PA      | $89524.51     | 0.01%             | 2028-11-17      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                            | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70934.81     | 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        |    107000 | PA      | $107697.45    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                                 | CMG Media Corporation 2024 Term Loan                                             | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143387 | PA      | $133923.81    | 0.02%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                               | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    163000 | PA      | $161423.79    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                               | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205004.00    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                   | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1519173.15   | 0.22%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                              | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729765.78    | 0.10%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                              | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504693.51    | 0.07%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                            | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $401332.77    | 0.06%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                       | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1101924.13   | 0.16%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1070200.62   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                         | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    109000 | PA      | $116121.19    | 0.02%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     33794 | PA      | $33247.76     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                        | TransAlta Corp                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $125151.94    | 0.02%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                 | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514174.17    | 0.07%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151821.00    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529704.75    | 0.08%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1159592.19   | 0.17%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    664000 | PA      | $663627.23    | 0.09%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1005609.65   | 0.14%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116268.57    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    788000 | PA      | $798326.74    | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    691000 | PA      | $679627.80    | 0.10%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                               | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30328.23     | 0.00%             | 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        |    109000 | PA      | $116466.50    | 0.02%             | 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        |     16800 | PA      | $17475.24     | 0.00%             | 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        |     59000 | PA      | $60961.99     | 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        |    110000 | PA      | $115367.78    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                      | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FBE6<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1755311.25   | 0.25%             | 2037-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                      | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FBG1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250271.25    | 0.04%             | 2037-07-25      | Floating      | 6.82%                 | 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        |    165941 | PA      | $164022.77    | 0.02%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                            | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $213662.00    | 0.03%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                              | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $203252.00    | 0.03%             | 2032-01-24      | Fixed         | 7.65%                 | 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    | 0.03%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                         | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118679.56    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1974837.80   | 0.28%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1351486.80   | 0.19%             | 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    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1129773.24   | 0.16%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                               | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    391000 | PA      | $382130.33    | 0.05%             | 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        |    134000 | PA      | $138658.84    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                            | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1889291.60   | 0.27%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                                   | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86948 | PA      | $86440.60     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                            | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    431000 | PA      | $436671.53    | 0.06%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                      | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $110351.11    | 0.02%             | 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        |    161000 | PA      | $146620.37    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                        | US Bank NA                                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $447905.97    | 0.06%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                               | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $156499.84    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                               | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $526681.70    | 0.08%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270960.91    | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                              | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172359.74    | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | UNITED NATIONS DEV CORP NY                                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $897134.29    | 0.13%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                              | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104081.95    | 0.01%             | 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        |    323000 | PA      | $314078.61    | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54500000 | PA      | $41196464.98  | 5.89%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1429824.21   | 0.20%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63500000 | PA      | $60545761.56  | 8.66%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30400000 | PA      | $27580874.85  | 3.95%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $68159765.80  | 9.75%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4877343.75   | 0.70%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                              | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266220.05    | 0.04%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1829337.84   | 0.26%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605906.87    | 0.09%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349071.70    | 0.05%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762459.16    | 0.11%             | 2054-07-15      | Fixed         | 5.63%                 | 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        |     37000 | PA      | $34801.33     | 0.00%             | 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        |     51000 | PA      | $49533.17     | 0.01%             | 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        |    463000 | PA      | $471558.91    | 0.07%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2652553.25   | 0.38%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                        | UNIV OF MASSACHUSETTS MA BLDG AUTH REVENUE                                       | CUSIP: 914437US5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    500000 | PA      | $424089.50    | 0.06%             | 2040-11-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117590.38    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                              | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    424000 | PA      | $430356.61    | 0.06%             | 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        |    322000 | PA      | $323571.36    | 0.05%             | 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        |    132000 | PA      | $136041.20    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                        | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144158 | PA      | $144478.27    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                        | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $123319.03    | 0.02%             | 2033-12-15      | Fixed         | 5.91%                 | 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        |    273071 | PA      | $271937.86    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                              | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $106410.32    | 0.02%             | 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        |    334000 | PA      | $332949.57    | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                      | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891000 | PA      | $894760.91    | 0.13%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                            | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $725953.10    | 0.10%             | 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        |    172000 | PA      | $173938.44    | 0.02%             | 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        |    113000 | PA      | $112065.21    | 0.02%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                           | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    143000 | PA      | $148175.31    | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                 | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     36000 | PA      | $36222.48     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                                        | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209602.60    | 0.03%             | 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    | 0.03%             | 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    | 0.08%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                      | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    870000 | PA      | $865206.80    | 0.12%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    192000 | PA      | $211047.17    | 0.03%             | 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        |    336000 | PA      | $376581.41    | 0.05%             | 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        |    515000 | PA      | $536858.80    | 0.08%             | 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        |    633000 | PA      | $670443.22    | 0.10%             | 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        |    367000 | PA      | $377432.34    | 0.05%             | 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        |    631000 | PA      | $656224.44    | 0.09%             | 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        |   1024000 | PA      | $1107245.47   | 0.16%             | 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        |   1305000 | PA      | $1401554.34   | 0.20%             | 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        |     91000 | PA      | $94571.57     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3984800.10   | 0.57%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1421748.89   | 0.20%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2024-R1                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |   1375044 | PA      | $1378448.14   | 0.20%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2023-5                                                | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    632076 | PA      | $631842.23    | 0.09%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1655672 | PA      | $1647806.91   | 0.24%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AK5<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1581268.48   | 0.23%             | 2070-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                               | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69591.27     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                              | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199477.20    | 0.03%             | 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        |   2225317 | PA      | $2125838.04   | 0.30%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   1270707 | PA      | $1272624.66   | 0.18%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                   | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24393.99     | 0.00%             | 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        |     34000 | PA      | $34062.53     | 0.00%             | 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        |    195000 | PA      | $205714.28    | 0.03%             | 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        |    322000 | PA      | $317914.41    | 0.05%             | 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        |    111000 | PA      | $110832.32    | 0.02%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                             | CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3381130 | PA      | $0.34         | 0.00%             | 2050-07-01      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                              | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4220162.04   | 0.60%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| 595 EXPRESS LLC 12/31/2031                                            | i-595 Express LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538774 | PA      | $519312.28    | 0.07%             | 2031-12-31      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                           | Visio 2023-2 Trust                                                               | CUSIP: 92839CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974808 | PA      | $976318.01    | 0.14%             | 2058-10-25      | Variable      | 6.60%                 | 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        |    645000 | PA      | $653970.14    | 0.09%             | 2054-05-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                           | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101060.00    | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                           | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141180.76    | 0.02%             | 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        |     76000 | PA      | $79608.60     | 0.01%             | 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        |    220000 | PA      | $227688.42    | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                              | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2934580.50   | 0.42%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                              | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     38000 | PA      | $39742.68     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                    | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $595263.73    | 0.09%             | 2049-06-19      | Fixed         | 4.88%                 | 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    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | 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        |    200000 | PA      | $178689.06    | 0.03%             | 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        |     74000 | PA      | $75287.60     | 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        |    806000 | PA      | $832444.05    | 0.12%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                          | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAC1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998511.00    | 0.14%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                    | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    229000 | PA      | $237751.01    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    945000 | PA      | $869134.86    | 0.12%             | 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        |     92000 | PA      | $92237.36     | 0.01%             | 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        |    225000 | PA      | $219229.95    | 0.03%             | 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        |    291000 | PA      | $282611.93    | 0.04%             | 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        |     84575 | PA      | $84187.65     | 0.01%             | 2032-08-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                         | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5668 | NS      | $94339.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                   | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $74303.73     | 0.01%             | 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        |   3086757 | NS      | $3086757.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                               | Equate Petrochemical Co KSCC                                                     | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $197937.50    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | 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        |    117504 | PA      | $116403.43    | 0.02%             | 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        |    333000 | PA      | $340491.49    | 0.05%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                               | Warwick Capital CLO 5 Ltd                                                        | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750449.40    | 0.11%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                  | Waste Management Inc                                                             | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $261053.12    | 0.04%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                     | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    603000 | PA      | $609784.35    | 0.09%             | 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        |    124000 | PA      | $127349.86    | 0.02%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                              | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    308000 | PA      | $314704.85    | 0.05%             | 2033-10-15      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $95774.69     | 0.01%             | 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      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1284540.20   | 0.18%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | CUSIP: 95000JAV0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1691669.66   | 0.24%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1689194.54   | 0.24%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1140833.24   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1313153.64   | 0.19%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034171.84   | 0.29%             | 2031-04-23      | Fixed         | 5.15%                 | 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    | 0.04%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAC8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    611000 | PA      | $639287.71    | 0.09%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91094.17     | 0.01%             | 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        |     50000 | PA      | $50938.10     | 0.01%             | 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        |    115000 | PA      | $114313.55    | 0.02%             | 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        |    183000 | PA      | $180227.37    | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                         | RRP LIMA METRO                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |  -3869257 | PA      | $-3869257.06  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                                 | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $10695.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| US BANCORP INVESTMENTS INC                                            | RRP INTERNATION                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -551375 | PA      | $-551375.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                          | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       296 | NS      | $5624.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WEX INC                                                               | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257627.41    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                                                | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAC1<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $724877.69    | 0.10%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                   | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    279125 | PA      | $267857.15    | 0.04%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                   | White Cap Buyer LLC 2026 Incremental Term Loan B                                 | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     95000 | PA      | $90171.15     | 0.01%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| IMPULSORA PIPELINE                                                    | Impulsora Pipeline                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460503 | PA      | $1277142.46   | 0.18%             | 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    | 0.07%             | 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        |   1007000 | PA      | $976782.75    | 0.14%             | 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    | 0.04%             | 2035-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                    | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243265.05    | 0.03%             | 2035-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                              | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170229.02    | 0.02%             | 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        |       428 | NS      | $8132.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                 | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216354.76    | 0.03%             | 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        |     19000 | PA      | $19213.64     | 0.00%             | 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        |    107000 | PA      | $108689.42    | 0.02%             | 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        |     80690 | PA      | $69998.71     | 0.01%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                                         | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    194000 | PA      | $140627.09    | 0.02%             | 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        |    723000 | PA      | $755648.51    | 0.11%             | 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        |    125685 | PA      | $125607.08    | 0.02%             | 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        |    235000 | PA      | $244318.14    | 0.03%             | 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        |    725000 | PA      | $687327.77    | 0.10%             | 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        |    151721 | PA      | $137617.02    | 0.02%             | 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        |     10445 | PA      | $10560.94     | 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        |    564000 | PA      | $595967.52    | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                              | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83638.05     | 0.01%             | 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        |     58000 | PA      | $57250.11     | 0.01%             | 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        |    112000 | PA      | $117403.44    | 0.02%             | 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        |    242000 | PA      | $239483.05    | 0.03%             | 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        |    200000 | PA      | $191210.00    | 0.03%             | 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        |    800000 | PA      | $786370.00    | 0.11%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     64000 | PA      | $64614.72     | 0.01%             | 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        |    427000 | PA      | $440985.10    | 0.06%             | 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        |    387000 | PA      | $407395.29    | 0.06%             | 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        |     62000 | PA      | $65497.98     | 0.01%             | 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        |    246132 | PA      | $244689.67    | 0.04%             | 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        |    250070 | PA      | $233560.38    | 0.03%             | 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        |    888497 | PA      | $871029.35    | 0.12%             | 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        |     77000 | PA      | $77524.83     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                              | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186776.82    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1498625 | PA      | $-1498625.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -43123125 | PA      | $-43123125.00 | -6.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -28690000 | PA      | $-28690000.00 | -4.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -69452000 | PA      | $-69452000.00 | -9.94%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP TREASURY BO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -62230000 | PA      | $-62230000.00 | -8.90%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                                | RRP FISERV INC                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -372500 | PA      | $-372500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                                | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |    -99260 | PA      | $-99260.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -133225 | PA      | $-133225.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -472000 | PA      | $-472000.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP QXO BUILDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -571504 | PA      | $-571503.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1202250 | PA      | $-1202250.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP MAUSER PACK                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1368978 | PA      | $-1368977.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -105300 | PA      | $-105300.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP BANK OF AME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3085040 | PA      | $-3085040.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | RRP MADISON IAQ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -211420 | PA      | $-211420.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                             | RRP PIEDMONT NA                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -4377688 | PA      | $-4377687.50  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                             | RRP VIRGINIA EL                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -4150300 | PA      | $-4150300.00  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP COREWEAVE I                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -199744 | PA      | $-199743.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP JELD WEN HO                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -17842 | PA      | $-17842.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP CELANESE US                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -75288 | PA      | $-75287.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP ACADIA HEAL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -49680 | PA      | $-49680.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -155750 | PA      | $-155750.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP PACIFIC GAS                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -2077025 | PA      | $-2077025.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP XPLR INFRAS                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -312502 | PA      | $-312502.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED SITE SERVICES EQUITY                                           | UNITED SITE SERVICES EQUITY                                                      | CUSIP: 000000000<br>LEI: 549300GL21HVHPARNB76 | Long             | EC               | CORP              | US        |      2025 | NS      | $14681.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                               | RRP GRAFTECH GL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -40488 | PA      | $-40487.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC                                          | BYJ0TSL82 RRP FNMA 30YR F                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -6449099 | PA      | $-6449098.88  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC                                          | BYJ0TSL74 RRP FHLMC 10YR                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3309363 | PA      | $-3309362.65  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC                                          | BYJ0TSLC3 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3591689 | PA      | $-3591689.20  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUL1 RRP FGOLD 20YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -3283365 | PA      | $-3283365.35  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUM9 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1353930 | PA      | $-1353930.14  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUN7 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1207868 | PA      | $-1207867.56  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUQ0 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -315220 | PA      | $-315220.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUR8 RRP FHLMC GOLD                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -409611 | PA      | $-409610.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUT4 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -443084 | PA      | $-443083.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUW7 RRP FHLMC 20YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -115959 | PA      | $-115959.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUY3 RRP FHLMC 15YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -237266 | PA      | $-237266.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUX5 RRP FHLMC 15YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -173758 | PA      | $-173758.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTUZ0 RRP FNMA 30YR                                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -510272 | PA      | $-510272.28   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV06 RRP FNMA 30YR F                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1575026 | PA      | $-1575025.64  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV22 RRP FNMA 40YR R                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -688698 | PA      | $-688697.81   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV63 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -113461 | PA      | $-113461.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV71 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1438808 | PA      | $-1438807.53  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV89 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -143820 | PA      | $-143820.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTV97 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1218084 | PA      | $-1218083.82  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVA4 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1057307 | PA      | $-1057307.17  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVC0 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1010293 | PA      | $-1010293.13  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVD8 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1378898 | PA      | $-1378897.82  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVE6 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1070005 | PA      | $-1070005.31  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVF3 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -628579 | PA      | $-628579.22   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVG1 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -731196 | PA      | $-731195.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVH9 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -775614 | PA      | $-775614.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVJ5 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1750937 | PA      | $-1750937.24  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVK2 RRP FNMA 15YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -883242 | PA      | $-883241.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVR7 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1917617 | PA      | $-1917616.59  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVS5 RRP FNMA 30YR                                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -319083 | PA      | $-319082.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVT3 RRP FNMA 30YR                                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -183822 | PA      | $-183822.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVU0 RRP FNMA 30YR                                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -146409 | PA      | $-146409.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVV8 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -820065 | PA      | $-820064.78   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVW6 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -858145 | PA      | $-858145.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVX4 RRP FNMA 30YR U                                                        | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -2680534 | PA      | $-2680534.04  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTVY2 RRP FHLMC 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1366041 | PA      | $-1366041.11  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW05 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |  -1048699 | PA      | $-1048698.52  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW13 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -371201 | PA      | $-371200.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW21 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -491983 | PA      | $-491983.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW39 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -430746 | PA      | $-430746.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW47 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -713199 | PA      | $-713199.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW54 RRP GNMA2 30YR                                                         | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |   -760545 | PA      | $-760545.17   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES LLC                                            | BYJ0TTW62 RRP GNMA 30YR                                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | Short            | RA               | CORP              | US        |    -16307 | PA      | $-16306.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER NY                                   | BYJ0U4E24 RRP FHLMC 20YR                                                         | CUSIP: 000000000<br>LEI: 549300H8L46OOZOFHU82 | Short            | RA               | CORP              | US        | -10711786 | PA      | $-10711785.55 | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WGH06 RRP CDP FINANCI                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -3052500 | PA      | $-3052500.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WGJQ7 RRP HSBC HOLDIN                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -224371 | PA      | $-224370.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WGJT1 RRP HSBC HOLDIN                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1049070 | PA      | $-1049070.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WGN09 RRP PNC FINANCI                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -122535 | PA      | $-122535.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                  | BYJ0WGN33 RRP PNC FINANCI                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -81690 | PA      | $-81690.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                  | BYJ0WGS20 RRP BANK OF AME                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -3780000 | PA      | $-3780000.00  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WGUC5 RRP MORGAN STAN                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2977500 | PA      | $-2977500.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WH0E2 RRP INTEL CORPO                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -823750 | PA      | $-823750.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                  | BYJ0WH515 RRP NAVIENT COR                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -85150 | PA      | $-85150.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WH6D8 RRP PROLOGIS LP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -946250 | PA      | $-946250.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                  | BYJ0WHFB2 RRP ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -2140188 | PA      | $-2140187.50  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHFG1 RRP MARATHON PE                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1134188 | PA      | $-1134187.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHFL0 RRP VERIZON COM                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -3843750 | PA      | $-3843750.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHGE5 RRP AT+T INC 5.                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1301250 | PA      | $-1301250.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHGL9 RRP NORTHWELL H                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -562781 | PA      | $-562781.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHGM7 RRP ANHEUSER BU                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -3673744 | PA      | $-3673744.00  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHGN5 RRP COMCAST COR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2381250 | PA      | $-2381250.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                  | BYJ0WHGS4 RRP BEIGNET INV                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -3192988 | PA      | $-3192987.50  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | BYJ0WHKC4 RRP NEXTERA ENE                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -4482812 | PA      | $-4482812.50  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | BYJ119BF7 RRP TREASURY NO                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -4968750 | PA      | $-4968750.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | BYJ11LM35 RRP CITIGROUP I                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2808750 | PA      | $-2808750.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | BYJ11LMT8 RRP CHENIERE EN                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2970000 | PA      | $-2970000.00  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                        | BYJ11M5G3 RRP AMERICAN EL                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2966250 | PA      | $-2966250.00  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                                 | BYJ11R0L6 RRP METHANEX US                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -120071 | PA      | $-120071.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CTKX2 RRP ITT HOLDING                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -146750 | PA      | $-146750.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CTTA3 RRP PERMIAN RES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -113220 | PA      | $-113220.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CTU45 RRP SURGERY CEN                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -255278 | PA      | $-255277.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU1U6 RRP INTERNATION                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -818888 | PA      | $-818887.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU1Z5 RRP GENERAL MOT                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -2374435 | PA      | $-2374435.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU2B7 RRP ABBVIE INC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1812175 | PA      | $-1812175.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU2J0 RRP APPLE INC 2                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1328100 | PA      | $-1328100.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU2L5 RRP AMAZON.COM                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -2686200 | PA      | $-2686200.00  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                              | BYJ1CU3K6 RRP ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -817500 | PA      | $-817500.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7L67 RRP W R GRACE H                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -245640 | PA      | $-245640.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7LG5 RRP ALBERTSONS                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -68175 | PA      | $-68175.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7LH3 RRP SNAP INC 6.                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -162892 | PA      | $-162892.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7LT7 RRP MICROSOFT C                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1986562 | PA      | $-1986562.50  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7LW0 RRP MORGAN STAN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2895000 | PA      | $-2895000.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7LV2 RRP BALL CORPOR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -67640 | PA      | $-67640.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7M66 RRP W R GRACE H                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -406410 | PA      | $-406410.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7M90 RRP UNIVISION C                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -186038 | PA      | $-186037.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7MF6 RRP BP CAPITAL                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -535289 | PA      | $-535289.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7MH2 RRP ALPHA GENER                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -142311 | PA      | $-142311.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7MS8 RRP PENNYMAC FI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -108941 | PA      | $-108941.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7MT6 RRP ROCKET MORT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -149750 | PA      | $-149750.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7MX7 RRP GRAY MEDIA                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -262485 | PA      | $-262485.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7N81 RRP MEDLINE BOR                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -633420 | PA      | $-633420.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7NL2 RRP SURGERY CEN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -84082 | PA      | $-84082.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7NM0 RRP CLARIVATE S                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -151225 | PA      | $-151225.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7NS7 RRP GRAY MEDIA                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -64188 | PA      | $-64187.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7NU2 RRP CAESARS ENT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |     -1468 | PA      | $-1467.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7NX6 RRP RESIDEO FUN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -58135 | PA      | $-58135.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P06 RRP AMENTUM HOL                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -36836 | PA      | $-36836.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P48 RRP COHERENT CO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -90750 | PA      | $-90750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P55 RRP CLEAR CHANN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -311330 | PA      | $-311330.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P63 RRP ALLIED UNIV                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -518265 | PA      | $-518265.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P71 RRP LIGHT AND W                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -48825 | PA      | $-48825.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7P89 RRP SOTHEBYS 7.                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -505400 | PA      | $-505400.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7PA4 RRP GOLDMAN SAC                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -3835000 | PA      | $-3835000.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7PP1 RRP US BANCORP                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1650625 | PA      | $-1650625.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7PW6 RRP SBA COMMUNI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -118690 | PA      | $-118690.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7PX4 RRP KODIAK GAS                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -113685 | PA      | $-113685.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | RRP UNITEDHEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -732000 | PA      | $-732000.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7Q13 RRP DARLING ING                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |     -6874 | PA      | $-6873.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7Q88 RRP CCO HOLDING                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -359800 | PA      | $-359800.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7Q96 RRP SINCLAIR TE                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -264356 | PA      | $-264356.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7QX3 RRP ATHENAHEALT                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -746812 | PA      | $-746812.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7R20 RRP NCL CORPORA                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -276687 | PA      | $-276687.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7R53 RRP OUTFRONT ME                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -48098 | PA      | $-48097.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7RB0 RRP ERP OPERATI                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -964425 | PA      | $-964425.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7SV5 RRP FORTRESS IN                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -173738 | PA      | $-173737.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7T93 RRP BARCLAYS PL                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2825280 | PA      | $-2825280.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                   | BYJ1D7TC6 RRP TEREX CORPO                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -54180 | PA      | $-54180.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                   | BYJ1T1678 RRP ARDAGH META                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -587126 | PA      | $-587125.62   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                   | BYJ1T1835 RRP OMNICOM GRO                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -291550 | PA      | $-291550.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                   | BYJ1T18E1 RRP LOWES COMPA                                                        | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -972500 | PA      | $-972500.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                   | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $208553.58    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                               | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2200.00      | 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        |    179000 | PA      | $177567.44    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                           | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    192000 | PA      | $216486.12    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                            | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114134.86    | 0.02%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                               | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    307000 | PA      | $3453.75      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                               | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $4500.00      | 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        |     57295 | PA      | $66147.57     | 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        |    300000 | PA      | $3375.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                              | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217390.03    | 0.03%             | 2030-06-15      | Fixed         | 3.38%                 | 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        |    100000 | PA      | $109676.96    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | 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      | $110927.59    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                   | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $113920.05    | 0.02%             | 2027-01-06      | Fixed         | 2.88%                 | 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      |
| BCP MODULAR SERVICES                                                  | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108733.58    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | 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        |    100000 | PA      | $115824.83    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | 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      |
| MAGYAR EXPORT-IMPORT BAN                                              | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $121186.27    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                    | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $229575.36    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | 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      |
| 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      |
| VEON MIDCO BV                                                         | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189330.00    | 0.03%             | 2027-11-25      | Fixed         | 3.38%                 | 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      |
| Bulgaria Government International Bonds                               | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     92000 | PA      | $88604.28     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | 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    | 0.02%             | 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      |
| 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      |
| REPUBLIC OF INDONESIA                                                 | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $112334.77    | 0.02%             | 2033-01-15      | Fixed         | 3.88%                 | 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    | 0.03%             | 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        |     23559 | PA      | $30110.06     | 0.00%             | 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      |
| ROMANIA                                                               | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    145000 | PA      | $169693.26    | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                     | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $187122.00    | 0.03%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                                  | Alpha Star Holding IX Ltd                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189920.00    | 0.03%             | 2028-08-26      | Fixed         | 7.00%                 | 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        |     65000 | PA      | $74858.29     | 0.01%             | 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        |    145000 | PA      | $158004.36    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                             | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114231.30    | 0.02%             | 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      |
| 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        |    205000 | PA      | $232653.06    | 0.03%             | 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        |    100000 | PA      | $115014.37    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | 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        |    270000 | PA      | $299312.95    | 0.04%             | 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        |    135000 | PA      | $151926.62    | 0.02%             | 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      |
| 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        |    100000 | PA      | $114999.76    | 0.02%             | 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        |    100000 | PA      | $114814.93    | 0.02%             | 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        |    215000 | PA      | $247246.38    | 0.04%             | 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        |    100000 | PA      | $131449.67    | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | 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        |    135000 | PA      | $165402.17    | 0.02%             | 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        |    180000 | PA      | $201362.67    | 0.03%             | 2031-02-15      | Fixed         | 4.25%                 | 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        |    300000 | PA      | $322661.14    | 0.05%             | 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      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $111568.44    | 0.02%             | 2038-03-19      | Fixed         | 5.13%                 | 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      |
| ION PLATFORM FINANCE SAR                                              | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95793.92     | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                              | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $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        |     80000 | PA      | $88334.70     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                   | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111118.09    | 0.02%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                       | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189801.85    | 0.03%             | 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      |
| 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        |     80000 | PA      | $86284.22     | 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        |      -106 | NC      | $361222.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $65602.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -128 | NC      | $295512.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       254 | NC      | $-357095.67   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       665 | NC      | $-667178.47   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -200 | NC      | $425474.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc                                                  | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     59408 | PA      | $56103.81     | 0.01%             | 2029-12-21      | Floating      | 9.67%                 | 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        |    224233 | PA      | $224374.00    | 0.03%             | 2031-05-31      | Floating      | 10.55%                | 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        |     36212 | PA      | $36205.18     | 0.01%             | 2032-12-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                           | HOLOGIC INC 2026 TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    366000 | PA      | $361425.00    | 0.05%             | 2033-01-14      | Floating      | 5.91%                 | 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        |    102111 | PA      | $100961.78    | 0.01%             | 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        |     13615 | PA      | $13461.57     | 0.00%             | 2033-01-27      | Floating      | 6.43%                 | 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        |     32744 | PA      | $32661.77     | 0.00%             | 2026-12-02      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                                  | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64837.50     | 0.01%             | 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        |     52000 | PA      | $51610.00     | 0.01%             | 2033-03-25      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE BANK                                                  | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5545 | OU      | $284.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      4021 | OU      | $206.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      5404 | OU      | $277.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      3249 | OU      | $166.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                     | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      9132 | OU      | $468.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                           | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      2649 | OU      | $135.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                    | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     20000 | OU      | $1244.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                               | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     16922 | PA      | $22051.07     | 0.00%             | 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        |     18000 | OU      | $2176.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                  | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     13000 | OU      | $1246.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                  | SWAP/CDSWAP/SCDS: (VMED)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      8000 | OU      | $483.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                    | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |      4000 | OU      | $201.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                  | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     10000 | OU      | $503.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                  | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      9000 | OU      | $452.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                             | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    367576 | PA      | $368035.80    | 0.05%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                     | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     57223 | PA      | $56221.71     | 0.01%             | 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        |    116855 | PA      | $113349.37    | 0.02%             | 2033-02-02      | Floating      | 6.66%                 | 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        |    181095 | PA      | $180461.15    | 0.03%             | 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        |     17663 | PA      | $12099.26     | 0.00%             | 2031-04-08      | Floating      | 8.50%                 | 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        |    167580 | PA      | $167196.24    | 0.02%             | 2032-08-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| HYPERION INSURANCE GROUP LTD                                          | Hyperion Insurance Group Ltd 2025 Term Loan B                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     16871 | PA      | $16434.20     | 0.00%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                             | Coral-US Co-Borrower LLC 2025 Term Loan B7                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57166 | PA      | $56087.28     | 0.01%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                            | Camelot US Acquisition LLC 2025 Incremental Term Loan B                          | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    129933 | PA      | $112499.89    | 0.02%             | 2031-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                        | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    261590 | PA      | $227800.33    | 0.03%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                     | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    181234 | PA      | $161987.15    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | 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        |     43585 | PA      | $37004.00     | 0.01%             | 2029-02-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                               | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    333723 | PA      | $327985.98    | 0.05%             | 2029-05-07      | Fixed         | 5.13%                 | 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        |     60401 | PA      | $60049.30     | 0.01%             | 2032-01-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                  | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $175800.00    | 0.03%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                  | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    121369 | PA      | $119548.47    | 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        |     90120 | PA      | $87923.40     | 0.01%             | 2031-02-15      | Floating      | 6.45%                 | 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        |   7965000 | OU      | $-143982.93   | -0.02%            |  |  |  | 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        |   7940000 | OU      | $394151.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer