NPORT-P false 0000844779 XXXXXXXX S000001509 C000004061 C000004059 C000004057 C000219259 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock High Equity Income Fund S000001509 5P4Q4JLCZIQPV2V8P740 2024-05-31 2023-11-30 N 2058780922.38 59589039.00 1999191883.38 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 40010519.53000000 EUR GBP USD N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 000000000 383700.00000000 PA USD 15880643.38000000 0.794353133984 Long DBT CORP CA N 2 2023-12-21 Fixed 18.73000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 25100.00000000 PA USD 2046569.72000000 0.102369849388 Long DBT CORP US N 2 2024-01-25 Fixed 18.43000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 71700.00000000 PA USD 9590779.82000000 0.479732831036 Long DBT CORP US N 2 2023-12-07 Fixed 22.37000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 670924.00000000 NS USD 11117210.68000000 0.556085224856 Long EC CORP US N 1 N N N WILLIAMS COS INC/THE D71FAKCBLFS2O0RBPG08 969457100 189113.00000000 NS USD 6957467.27000000 0.348013981441 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 41622.00000000 NS USD 15770992.02000000 0.788868349812 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 85800.00000000 PA USD 6318744.06000000 0.316064911654 Long DBT CORP US N 2 2024-01-16 Fixed 21.47000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 410700.00000000 PA USD 17327025.27000000 0.866701461427 Long DBT CORP US N 2 2023-12-26 Fixed 14.45000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 127416.00000000 NS USD 9284803.92000000 0.464427851932 Long EC CORP US N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 000000000 140900.00000000 PA USD 13548944.86000000 0.677721081834 Long DBT CORP CA N 2 2023-12-11 Fixed 17.11000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 21900.00000000 PA USD 2133922.94000000 0.106739275891 Long DBT CORP NL N 2 2023-12-11 Fixed 19.92000000 N N N N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 301506.00000000 NS USD 21219992.28000000 1.061428493003 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 284700.00000000 PA USD 15188838.26000000 0.759748895854 Long DBT CORP US N 2 2024-01-05 Fixed 13.08000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E101 488975.00000000 NS USD 15006642.75000000 0.750635437986 Long EC CORP US N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 835699307 158600.00000000 NS USD 13631670.00000000 0.681859010799 Long EC CORP JP N 1 N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 1418987.00000000 NS USD 9634921.73000000 0.481940818692 Long EC CORP US N 1 N N N First Citizens BancShares Inc/ 549300N3Z00ZHE2XC526 31946M103 14202.00000000 NS USD 20846973.78000000 1.042770028895 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 27000.00000000 PA USD 9409307.17000000 0.470655530778 Long DBT CORP GB N 2 2023-12-14 Fixed 17.99000000 N N N N N N Nokia Oyj 549300A0JPRWG1KI7U06 654902204 1724102.00000000 NS USD 5999874.96000000 0.300115011964 Long EC CORP FI N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 48273.00000000 NS USD 5578910.61000000 0.279058286319 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 466064.00000000 NS USD 19523420.96000000 0.976565637461 Long EC CORP US N 1 N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 29200.00000000 PA USD 7377056.12000000 0.369001904285 Long DBT CORP US N 3 2024-01-25 Fixed 13.55000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045V100 587363.00000000 NS USD 18560670.80000000 0.928408671238 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 250398.00000000 NS USD 26872713.36000000 1.344178794612 Long EC CORP US N 1 N N N Danone SA 969500KMUQ2B6CBAF162 000000000 15735.00000000 NS 1011805.36000000 0.050610717681 Long EC CORP FR N 2 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 133386.00000000 NS USD 14025537.90000000 0.701560366295 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 483600.00000000 PA USD 16795157.70000000 0.840097333308 Long DBT CORP US N 2 2024-01-25 Fixed 14.47000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 145200.00000000 PA USD 6964084.18000000 0.348344960676 Long DBT CORP US N 2 2023-12-21 Fixed 13.78000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 354300.00000000 PA USD 6116365.62000000 0.305941899366 Long DBT CORP US N 2 2024-01-25 Fixed 16.29000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 9780.00000000 NS USD 3199527.00000000 0.160041015902 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1001200.00000000 PA USD 3473670.32000000 0.173753722635 Long DBT CORP GB N 2 2023-12-11 Fixed 30.49000000 N N N N N N Fidelity National Financial In 549300CAZYIH39SYQ287 31620R303 565100.00000000 NS USD 25339084.00000000 1.267466330303 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 119400.00000000 PA USD 13578814.71000000 0.679215178036 Long DBT CORP US N 2 2024-01-19 Fixed 13.73000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 183300.00000000 PA USD 14225585.50000000 0.711566789474 Long DBT CORP US N 2 2024-01-19 Fixed 16.94000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 730160.00000000 NS USD 24372740.80000000 1.219129639461 Long EC CORP US N 1 N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 10100.00000000 PA USD 1323499.09000000 0.066201703848 Long DBT CORP US N 2 2024-01-05 Fixed 13.92000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 947102.00000000 NS 30614936.50000000 1.531365585990 Long EC CORP GB N 2 N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 2835700.00000000 PA 17092854.71000000 0.854988200587 Long DBT CORP GB N 2 2024-01-22 Fixed 12.81000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 149100.00000000 PA 13761022.73000000 0.688329261658 Long DBT CORP N/A N 3 2024-02-01 Fixed 18.60000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 204535.00000000 NS USD 23789465.85000000 1.189954103343 Long EC CORP US N 1 N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 949746101 885993.00000000 NS USD 39506427.87000000 1.976119861151 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 843717.00000000 NS USD 30441309.36000000 1.522680719798 Long EC CORP US N 1 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 186200.00000000 PA USD 15283359.13000000 0.764476849723 Long DBT CORP US N 2 2024-01-05 Fixed 12.84000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 39060.00000000 PA USD 9477556.72000000 0.474069387675 Long DBT CORP US N 2 2024-01-25 Fixed 13.64000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 66487.00000000 NS USD 16375748.10000000 0.819118376586 Long EC CORP GB N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 75400.00000000 PA USD 7757216.53000000 0.388017608239 Long DBT CORP US N 2 2023-12-26 Fixed 14.59000000 N N N N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 23000.00000000 PA 3405985.49000000 0.170368113151 Long DBT CORP NL N 2 2024-01-08 Fixed 12.34000000 N N N N N N Allegion plc 984500560CAC2E6FB757 000000000 69430.00000000 NS USD 7365828.70000000 0.368440306367 Long EC CORP IE N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 821500.00000000 PA USD 8310125.94000000 0.415674253636 Long DBT CORP US N 2 2024-01-25 Fixed 19.98000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 241420.00000000 NS USD 6583523.40000000 0.329309230130 Long EC CORP US N 1 N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 838800.00000000 PA 9275988.22000000 0.463986888758 Long DBT CORP GB N 2 2024-01-22 Fixed 18.16000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 16500.00000000 PA USD 3580846.64000000 0.179114704784 Long DBT CORP US N 2 2024-01-16 Fixed 11.26000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 60300.00000000 PA USD 12684832.40000000 0.634497994187 Long DBT CORP US N 2 2024-01-11 Fixed 11.08000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 299000.00000000 PA 6154476.96000000 0.307848236638 Long DBT CORP N/A N 3 2024-02-01 Fixed 22.90000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 185900.00000000 PA USD 7219795.84000000 0.361135711885 Long DBT CORP US N 2 2024-01-11 Fixed 15.06000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 5920614.00000000 NS 35995394.85000000 1.800497248375 Long EC CORP GB N 2 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 62806.00000000 NS 8083534.24000000 0.404340088973 Long EC CORP GB N 2 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 91400.00000000 PA USD 17238970.74000000 0.862296955250 Long DBT CORP US N 2 2024-01-25 Fixed 15.26000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 321800.00000000 PA USD 10689500.88000000 0.534691090378 Long DBT CORP US N 2 2023-12-26 Fixed 31.57000000 N N N N N N Sanofi SA 549300E9PC51EN656011 000000000 270952.00000000 NS 25270321.95000000 1.264026838047 Long EC CORP FR N 2 N N N NextEra Energy Inc N/A 65339F101 60220.00000000 NS USD 3523472.20000000 0.176244823185 Long EC CORP US N 1 N N N Carlyle Group Inc/The 529900NGGVF94UK6PG95 14316J108 625070.00000000 NS USD 21427399.60000000 1.071803050929 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 363000.00000000 PA USD 11237199.38000000 0.562087084957 Long DBT CORP GB N 2 2023-12-11 Fixed 33.19000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 536840.00000000 NS USD 17710351.60000000 0.885875525367 Long EC CORP CA N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 17390.00000000 NS USD 3630684.20000000 0.181607590055 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 25600.00000000 PA USD 3115208.85000000 0.155823404241 Long DBT CORP NL N 2 2023-12-11 Fixed 21.86000000 N N N N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 9600.00000000 PA USD 1850107.87000000 0.092542786181 Long DBT CORP US N 2 2024-01-16 Fixed 18.12900000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 12932.00000000 NS USD 7643329.28000000 0.382320943954 Long EC CORP US N 1 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 352568.00000000 NS 12068075.54000000 0.603647685863 Long EC CORP DE N 2 N N N Dun & Bradstreet Holdings Inc N/A 26484T106 1492620.00000000 NS USD 15806845.80000000 0.790661763455 Long EC CORP US N 1 N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965K107 212684.00000000 NS USD 6261416.96000000 0.313197398011 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 176700.00000000 PA USD 4567355.33000000 0.228460077692 Long DBT CORP US N 2 2023-12-26 Fixed 25.49000000 N N N N N N TSMC 549300KB6NK5SBD14S87 000000000 577000.00000000 NS 10554552.67000000 0.527940952429 Long EC CORP TW N 2 N N N Aptiv PLC N/A 000000000 123980.00000000 NS USD 10270503.20000000 0.513732737981 Long EC CORP IE N 1 N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 107300.00000000 PA USD 8262418.16000000 0.413287900410 Long DBT CORP US N 2 2023-12-07 Fixed 22.12000000 N N N N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 50540R409 103532.00000000 NS USD 22457126.12000000 1.123310188816 Long EC CORP US N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 000000000 817900.00000000 PA USD 5617279.35000000 0.280977498793 Long DBT CORP CA N 2 2023-12-21 Fixed 19.37000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 51100.00000000 PA 3497300.48000000 0.174935708226 Long DBT CORP GB N 2 2024-01-08 Fixed 8.05000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 323113.00000000 NS USD 26327247.24000000 1.316894464151 Long EC CORP US N 1 N N N IFF BZLRL03D3GPGMOGFO832 459506101 196670.00000000 NS USD 14824984.60000000 0.741548858978 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 208013.00000000 NS USD 27274664.56000000 1.364284478480 Long EC CORP US N 1 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 758000.00000000 NS 19388950.69000000 0.969839406171 Long EC CORP JP N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 10900.00000000 PA USD 3665744.54000000 0.183361315663 Long DBT CORP US N 2 2024-01-16 Fixed 14.63000000 N N N N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 878717.00000000 NS USD 30851753.87000000 1.543211240825 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 29580.00000000 NS USD 6663486.60000000 0.333309006273 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 18400.00000000 PA USD 2000505.08000000 0.100065686372 Long DBT CORP US N 2 2024-01-19 Fixed 20.58000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 33140.00000000 NS USD 3886659.20000000 0.194411513587 Long EC CORP US N 1 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 383638.00000000 NS USD 25247216.78000000 1.262871112567 Long EC CORP US N 1 N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109200 288070.00000000 NS 12404237.52000000 0.620462579061 Long EC CORP CA N 1 N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 168900.00000000 PA USD 17283653.02000000 0.864531972327 Long DBT CORP US N 2 2024-01-05 Fixed 15.17000000 N N N N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 35200.00000000 PA 4523726.85000000 0.226277771914 Long DBT CORP GB N 2 2024-01-08 Fixed 15.89000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 33100.00000000 PA USD 1929779.62000000 0.096527983934 Long DBT CORP US N 2 2024-01-25 Fixed 17.46000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 376000.00000000 PA USD 6023236.09000000 0.301283540618 Long DBT CORP US N 2 2024-01-11 Fixed 19.93000000 N N N N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 5500.00000000 PA USD 2644877.14000000 0.132297312828 Long DBT CORP US N 2 2024-01-11 Fixed 12.34000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 283900.00000000 PA USD 8306993.55000000 0.415517570827 Long DBT CORP US N 2 2023-12-11 Fixed 28.04000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 331812.00000000 NS USD 12778080.12000000 0.639162264824 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 670100205 27274.00000000 NS USD 2777584.16000000 0.138935345981 Long EC CORP DK N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 000000000 259354.00000000 PA USD 16708843.75000000 0.835779891310 Long DBT CORP US N 2 2023-12-21 Fixed 17.35000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 106000.00000000 PA USD 3795910.44000000 0.189872241456 Long DBT CORP US N 2 2024-01-11 Fixed 17.24000000 N N N N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 7500.00000000 PA USD 4414851.10000000 0.220831783917 Long DBT CORP US N 2 2023-12-14 Fixed 26.63000000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 41272.00000000 NS 6932976.35000000 0.346788940453 Long EC CORP DE N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 25400.00000000 PA USD 12007586.86000000 0.600622029322 Long DBT CORP US N 2 2024-01-19 Fixed 12.40000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 119100.00000000 PA USD 3596547.48000000 0.179900064115 Long DBT CORP US N 2 2024-01-16 Fixed 20.42000000 N N N N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 18600.00000000 PA USD 3989708.39000000 0.199566055823 Long DBT CORP US N 2 2024-01-16 Fixed 20.31000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 53279.00000000 NS USD 7126066.25000000 0.356447338008 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 45925.00000000 NS USD 22020578.25000000 1.101473972211 Long EC CORP US N 1 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229106 1035257.00000000 NS USD 7899010.91000000 0.395110193056 Long EC CORP US N 1 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 543341.00000000 NS 11150032.32000000 0.557726970217 Long EC CORP NL N 2 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3800.00000000 PA USD 1227282.85000000 0.061388947214 Long DBT CORP US N 2 2024-01-05 Fixed 13.99000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 136431.00000000 NS USD 6098465.70000000 0.305046541590 Long EC CORP US N 1 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 796050888 26226.00000000 NS USD 36542546.80000000 1.827865904408 Long EC CORP KR N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 15200.00000000 PA USD 1546779.72000000 0.077370248091 Long DBT CORP US N 2 2024-01-11 Fixed 23.25000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 38500.00000000 PA USD 4081739.22000000 0.204169457365 Long DBT CORP US N 2 2024-01-19 Fixed 12.94000000 N N N N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 45600.00000000 PA USD 12077690.07000000 0.604128606683 Long DBT CORP US N 2 2024-01-11 Fixed 13.58000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 203600.00000000 PA USD 9853109.15000000 0.492854599496 Long DBT CORP US N 2 2023-12-07 Fixed 16.87000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 166141.00000000 NS USD 31701364.21000000 1.585708929370 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 121600.00000000 PA USD 3459326.80000000 0.173036256737 Long DBT CORP US N 2 2024-01-11 Fixed 22.64000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 19690.00000000 NS USD 6724922.60000000 0.336382047961 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 320683.00000000 NS USD 9472975.82000000 0.473840250090 Long EC CORP US N 1 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27900.00000000 PA USD 3250047.19000000 0.162568046470 Long DBT CORP US N 2 2023-12-14 Fixed 21.59000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 77200.00000000 PA USD 2980216.18000000 0.149071042393 Long DBT CORP US N 2 2023-12-07 Fixed 27.72000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 53282.00000000 NS USD 13676423.76000000 0.684097603321 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 449200.00000000 PA 14468572.23000000 0.723721036999 Long DBT CORP GB N 2 2024-02-01 Fixed 23.09000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 597800.00000000 PA 19564052.91000000 0.978598056176 Long DBT CORP GB N 2 2024-01-08 Fixed 17.68000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 184800.00000000 PA USD 5517130.32000000 0.275968023173 Long DBT CORP US N 2 2024-01-05 Fixed 14.72000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 44092.00000000 NS USD 5704622.96000000 0.285346444602 Long EC CORP US N 1 N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 270600.00000000 PA USD 11338280.12000000 0.567143164908 Long DBT CORP CA N 2 2023-12-14 Fixed 15.96000000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 43500.00000000 NS USD 10308630.00000000 0.515639848565 Long EC CORP US N 1 N N N RBC Capital Markets, LLC 549300LCO2FLSSVFFR64 000000000 381500.00000000 PA USD 12827956.76000000 0.641657104885 Long DBT CORP US N 2 2023-12-11 Fixed 26.91000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 254200.00000000 PA USD 7399178.57000000 0.370108473904 Long DBT CORP US N 2 2024-01-19 Fixed 28.07000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 18556192.00000000 NS 16685146.12000000 0.834594530855 Long EC CORP GB N 2 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 397098.00000000 NS USD 19211601.24000000 0.960968349247 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 10100.00000000 PA USD 13818593.09000000 0.691208943217 Long DBT CORP US N 2 2023-12-14 Fixed 26.79000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 816174.00000000 NS 25970666.35000000 1.299058212766 Long EC CORP GB N 2 N N N Robert Half Inc 529900VPCUY9H3HLIC08 770323103 45782.00000000 NS USD 3753208.36000000 0.187736274401 Long EC CORP US N 1 N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 27000.00000000 PA 1720773.79000000 0.086073468200 Long DBT CORP N/A N 2 2024-01-22 Fixed 8.04000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 189352.00000000 NS USD 15062951.60000000 0.753452018549 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 217070.00000000 NS USD 6368833.80000000 0.318570411021 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 220083.00000000 NS USD 23566487.64000000 1.178800686213 Long EC CORP US N 1 N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 64500.00000000 PA USD 4658353.64000000 0.233011832367 Long DBT CORP KY N 2 2023-12-21 Fixed 12.56000000 N N N N N N BlackRock Liquidity Funds T-Fund 5493002L9DNZ83RX7V61 09248U718 9034178.58000000 NS USD 9034178.58000000 0.451891519523 Long STIV RF US N 1 N N N Unilever PLC 549300MKFYEKVRWML317 904767704 208709.00000000 NS USD 9955419.30000000 0.497972174795 Long EC CORP GB N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 852236.00000000 NS USD 39288079.60000000 1.965198034596 Long EC CORP US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 75970.00000000 NS 5976592.38000000 0.298950412398 Long EP CORP DE N 2 N N N NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 000000000 86300.00000000 PA USD 10960527.70000000 0.548247909123 Long DBT CORP US N 2 2023-12-21 Fixed 19.99000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 210300.00000000 PA USD 11148499.74000000 0.557650310241 Long DBT CORP US N 2 2024-01-05 Fixed 24.42000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 89700.00000000 PA USD 7775203.87000000 0.388917338782 Long DBT CORP US N 2 2023-12-26 Fixed 16.80000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 330011.00000000 NS USD 26159971.97000000 1.308527319837 Long EC CORP IE N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 726469.00000000 NS USD 27845556.77000000 1.392840627329 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 29400.00000000 PA USD 1845276.48000000 0.092301119034 Long DBT CORP US N 2 2024-01-19 Fixed 16.21000000 N N N N N N MIZUHO SECURITIES USA LLC 7TK5RJIZDFROZCA6XF66 000000000 229000.00000000 PA USD 16021032.82000000 0.801375443407 Long DBT CORP US N 2 2023-12-07 Fixed 21.67000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 119928.00000000 NS USD 8033976.72000000 0.401861211361 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 78467J100 494098.00000000 NS USD 27797953.48000000 1.390459500715 Long EC CORP US N 1 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 95099.00000000 NS USD 24999625.12000000 1.250486525472 Long EC CORP US N 1 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 644009.00000000 NS USD 11057634.53000000 0.553105213257 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 10084.00000000 NS USD 4889328.24000000 0.244565230613 Long EC CORP US N 1 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 68623.00000000 NS USD 4284133.89000000 0.214293281481 Long EC CORP US N 1 N N N Prudential PLC 5493001Z3ZE83NGK8Y12 000000000 1496211.00000000 NS 16364657.73000000 0.818563633938 Long EC CORP HK N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 468100.00000000 PA USD 3495790.36000000 0.174860171705 Long DBT CORP US N 2 2023-12-11 Fixed 47.68000000 N N N N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 31620M106 463870.00000000 NS USD 27201336.80000000 1.360616608447 Long EC CORP US N 1 N N N BNP PARIBAS ARBITRAGE 6EWKU0FGVX5QQJHFGT48 000000000 10403600.00000000 PA 9646547.54000000 0.482522344162 Long DBT CORP GB N 2 2024-01-22 Fixed 41.53000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 411200.00000000 PA USD 15294212.15000000 0.765019720075 Long DBT CORP US N 2 2023-12-26 Fixed 7.91000000 N N N N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 360600.00000000 PA USD 14712245.43000000 0.735909621898 Long DBT CORP US N 2 2023-12-14 Fixed 22.21000000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 91182.00000000 NS 6224716.89000000 0.311361652763 Long EC CORP GB N 2 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 105800.00000000 PA USD 3506119.44000000 0.175376834467 Long DBT CORP FR N 2 2023-12-14 Fixed 28.64000000 N N N N N N RBC CAPITAL MARKETS, LLC 549300LCO2FLSSVFFR64 000000000 194000.00000000 PA 6461518.00000000 0.323206494269 Long DBT CORP N/A N 2 2024-02-01 Fixed 28.51000000 N N N N N N 2024-01-24 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer