Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)

Schedule of Investments (unaudited)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Asset-Backed Securities
522 Funding CLO Ltd.^(a)(b)
Series 2019-4A, Class CR, (3-mo. CME Term SOFR + 2.66%), 7.99%, 04/20/30	USD		500	$	498,083
Series 2019-4A, Class DR, (3-mo. CME Term SOFR + 3.91%), 9.24%, 04/20/30			600		588,227
AGL CLO Ltd., Series 2020-3A, Class D, (3-mo. CME Term SOFR + 3.56%), 8.87%, 01/15/33^(a)(b)			250		240,399
ALM Ltd., Series 2020-1A, Class D, (3-mo. CME Term SOFR + 6.26%), 11.57%, 10/15/29^(a)(b)			285		266,929
Anchorage Capital CLO Ltd.^(a)(b)
Series 2013-1A, Class A2R, (3-mo. CME Term SOFR + 1.91%), 7.21%, 10/13/30			380		378,100
Series 2013-1A, Class CR, (3-mo. CME Term SOFR + 3.46%), 8.76%, 10/13/30			720		714,228
Apidos CLO XXII, Series 2015-22A, Class CR, (3-mo. CME Term SOFR + 3.21%), 8.54%, 04/20/31^(a)(b)			250		245,807
Apidos CLO XXIV, Series 2016-24A, Class A1AL, (3-mo. CME Term SOFR + 1.21%), 6.54%, 10/20/30^(a)(b)			500		497,510
Apidos CLO XXVI, Series 2017-26A, Class A1AR, (3-mo. CME Term SOFR + 1.16%), 6.47%, 07/18/29^(a)(b)			991		987,267
Apidos CLO XXVII, Series 2017-27A, Class A1R, (3-mo. CME Term SOFR + 1.19%), 6.50%, 07/17/30^(a)(b)			233		232,518
ASSURANT CLO I Ltd., Series 2017-1A, Class CR, (3-mo. CME Term SOFR + 2.41%), 7.74%, 10/20/34^(a)(b)			500		488,126
Bain Capital Credit CLO Ltd.^(a)(b)
Series 2021-3A, Class D, (3-mo. CME Term SOFR + 3.36%), 8.71%, 07/24/34			250		241,875
Series 2021-5A, Class B, (3-mo. CME Term SOFR + 1.91%), 7.26%, 10/23/34			500		487,750
Ballyrock CLO Ltd., Series 2022-21A, Class D, (3-mo. CME Term SOFR + 8.76%), 14.09%, 10/20/35^(a)(b)			500		499,196
Barings CLO Ltd., Series 2017-1A, Class D, (3-mo. CME Term SOFR + 3.86%), 9.17%, 07/18/29^(a)(b)			250		249,152
Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2, (3-mo. CME Term SOFR + 1.13%), 6.44%, 07/15/29^(a)(b)			106		105,598
Birch Grove CLO Ltd.^(a)(b)
Series 19A, Class DR, (3-mo. CME Term SOFR + 3.61%), 9.02%, 06/15/31			1,000		994,192
Series 2021-3A, Class D1, (3-mo. CME Term SOFR + 3.46%), 8.78%, 01/19/35			250		241,193
BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D, (3-mo. CME Term SOFR + 3.16%), 8.47%, 04/15/34^(a)(b)			500		480,082
Buttermilk Park CLO Ltd., Series 2018-1A, Class D, (3-mo. CME Term SOFR + 3.36%), 8.67%, 10/15/31^(a)(b)			250		238,702
Canyon Capital CLO Ltd.^(a)(b)
Series 2016-1A, Class CR, (3-mo. CME Term SOFR + 2.16%), 7.47%, 07/15/31			250		244,356
Series 2021-2A, Class D, (3-mo. CME Term SOFR + 3.61%), 8.92%, 04/15/34			500		487,687
Carlyle Global Market Strategies CLO Ltd.^(a)(b)
Series 2013-1A, Class A1RR, (3-mo. CME Term SOFR + 1.21%), 6.58%, 08/14/30			205		204,218


Security		Par (000)		Value

Asset-Backed Securities (continued)
Carlyle Global Market Strategies CLO Ltd.^(a)(b)(continued)
Series 2013-1A, Class CR, (3-mo. CME Term SOFR + 3.61%), 8.98%, 08/14/30	USD		1,000	$	988,456
Carlyle U.S. CLO Ltd., Series 2022-6A, Class C, (3-mo. CME Term SOFR + 4.00%), 9.35%, 10/25/34^(a)(b)			250		251,170
CarVal CLO II Ltd., Series 2019-1A, Class DR, (3-mo. CME Term SOFR + 3.46%), 8.79%, 04/20/32^(a)(b)			500		491,797
CarVal CLO III Ltd., Series 2019-2A, Class E, (3-mo. CME Term SOFR + 6.70%), 12.03%, 07/20/32^(a)(b)			500		470,027
CarVal CLO VC Ltd., Series 2021-2A, Class D, (3-mo. CME Term SOFR + 3.51%), 8.82%, 10/15/34^(a)(b)			250		243,782
CBAM Ltd., Series 2017-1A, Class C, (3-mo. CME Term SOFR + 2.66%), 7.99%, 07/20/30^(a)(b)			350		337,580
Cedar Funding IX CLO Ltd.^(a)(b)
Series 2018-9A, Class A1, (3-mo. CME Term SOFR + 1.24%), 6.57%, 04/20/31			250		249,375
Series 2018-9A, Class D, (3-mo. CME Term SOFR + 2.86%), 8.19%, 04/20/31			250		237,635
Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1, (3-mo. CME Term SOFR + 1.26%), 6.59%, 01/20/31^(a)(b)			493		491,037
Cedar Funding X CLO Ltd., Series 2019-10A, Class BR, (3-mo. CME Term SOFR + 1.86%), 7.19%, 10/20/32^(a)(b)			930		911,586
Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3-mo. CME Term SOFR + 1.86%), 7.17%, 07/15/33^(a)(b)			500		489,550
Cedar Funding XV CLO Ltd., Series 2022-15A, Class B, (3-mo. CME Term SOFR + 1.80%), 7.13%, 04/20/35^(a)(b)			400		389,600
CIFC Funding I Ltd., Series 2019-1A, Class DR, (3-mo. CME Term SOFR + 3.36%), 8.69%, 04/20/32^(a)(b)			500		482,587
CIFC Funding II Ltd., Series 2017-2A, Class AR, (3-mo. CME Term SOFR + 1.21%), 6.54%, 04/20/30^(a)(b)			484		483,814
CIFC Funding III Ltd., Series 2015-3A, Class AR, (3-mo. CME Term SOFR + 1.13%), 6.45%, 04/19/29^(a)(b)			208		207,978
CIFC Funding IV Ltd., Series 2017-4A, Class A1R, (3-mo. CME Term SOFR + 1.21%), 6.56%, 10/24/30^(a)(b)			468		466,076
CIFC Funding Ltd.^(a)(b)
Series 2013-1A, Class CR, (3-mo. CME Term SOFR + 3.81%), 9.12%, 07/16/30			500		494,357
Series 2014-2RA, Class B1, (3-mo. CME Term SOFR + 3.06%), 8.41%, 04/24/30			750		734,835
Series 2014-3A, Class BR2, (3-mo. CME Term SOFR + 2.06%), 7.41%, 10/22/31			250		248,275
Series 2015-1A, Class ARR, (3-mo. CME Term SOFR + 1.37%), 6.72%, 01/22/31			987		985,215
Series 2020-1A, Class DR, (3-mo. CME Term SOFR + 3.36%), 8.67%, 07/15/36			500		492,152
CIFC Funding VII Ltd.^(a)(b)
Series 2022-7A, Class C, (3-mo. CME Term SOFR + 3.85%), 9.20%, 10/22/35			500		499,768
Series 2022-7A, Class D, (3-mo. CME Term SOFR + 5.35%), 10.70%, 10/22/35			600		600,432


1

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Asset-Backed Securities (continued)
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A, (1-mo. Term SOFR + 0.25%), 5.59%, 01/15/37^(a)	USD		1,026	$	919,305
Dewolf Park CLO Ltd., Series 2017-1A, Class DR, (3-mo. CME Term SOFR + 3.11%), 8.42%, 10/15/30^(a)(b)			280		274,824
Dryden 106 CLO Ltd., Series 2022-106A, Class C, (3-mo. CME Term SOFR + 3.90%), 9.21%, 10/15/35^(a)(b)			500		501,613
Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR, (3-mo. CME Term SOFR + 1.36%), 6.67%, 01/15/31^(a)(b)			242		241,503
Dryden 50 Senior Loan Fund, Series 2017-50A, Class B, (3-mo. CME Term SOFR + 1.91%), 7.22%, 07/15/30^(a)(b)			250		247,475
Dryden 53 CLO Ltd., Series 2017-53A, Class B, (3-mo. CME Term SOFR + 1.66%), 6.97%, 01/15/31^(a)(b)			1,320		1,305,612
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3-mo. CME Term SOFR + 2.91%), 8.22%, 04/18/31^(a)(b)			1,250		1,203,391
Dryden 78 CLO Ltd., Series 2020-78A, Class D, (3-mo. CME Term SOFR + 3.26%), 8.57%, 04/17/33^(a)(b)			250		235,625
Dryden XXVIII Senior Loan Fund^(a)(b)
Series 2013-28A, Class A1LR, (3-mo. CME Term SOFR + 1.46%), 6.83%, 08/15/30			233		232,222
Series 2013-28A, Class B1LR, (3-mo. CME Term SOFR + 3.41%), 8.78%, 08/15/30			1,000		979,715
Eaton Vance CLO Ltd., Series 2015-1A, Class A2R, (3-mo. CME Term SOFR + 1.51%), 6.84%, 01/20/30^(a)(b)			1,000		991,110
EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B, 3.50%, 11/25/50^(b)			110		84,421
Elmwood CLO 21 Ltd.
Series 2022-8A, Class C, (3-mo. CME Term SOFR + 3.85%), 9.18%, 11/20/35^(a)(b)			500		500,627
Series 2022-8A, Class CR, (3-mo. CME Term SOFR + 2.70%), 0.00%, 10/20/36			500		500,000
Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3-mo. CME Term SOFR + 1.96%), 7.27%, 04/15/33^(a)(b)			250		248,600
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3-mo. CME Term SOFR + 2.26%), 7.59%, 10/20/34^(a)(b)			436		429,794
Elmwood CLO VI Ltd., Series 2020-3A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.24%, 10/20/34^(a)(b)			250		247,825
Fairstone Financial Issuance Trust I, Series 2020-1A, Class C, 5.16%, 10/20/39^(b)	CAD		170		113,343
Flatiron CLO Ltd., Series 2018-1A, Class A, (3-mo. CME Term SOFR + 1.21%), 6.52%, 04/17/31^(a)(b)	USD		1,397		1,395,636
Galaxy 31 CLO Ltd., Series 2023-31A, Class E, (3-mo. CME Term SOFR + 8.43%), 13.21%, 04/15/36^(a)(b)			350		346,697
Galaxy XX CLO Ltd., Series 2015-20A, Class CR, (3-mo. CME Term SOFR + 2.01%), 7.34%, 04/20/31^(a)(b)			250		245,071
Galaxy XXIII CLO Ltd., Series 2017-23A, Class AR, (3-mo. CME Term SOFR + 1.13%), 6.48%, 04/24/29^(a)(b)			356		354,467


Security		Par (000)		Value

Asset-Backed Securities (continued)
Galaxy XXVII CLO Ltd., Series 2018-27A, Class A, (3-mo. CME Term SOFR + 1.28%), 6.65%, 05/16/31^(a)(b)	USD		1,949	$	1,943,567
Generate CLO Ltd.^(a)(b)
Series 2A, Class AR, (3-mo. CME Term SOFR + 1.41%), 6.76%, 01/22/31			246		245,016
Series 3A, Class DR, (3-mo. CME Term SOFR + 3.86%), 9.19%, 10/20/29			1,750		1,739,041
Series 4A, Class DR, (3-mo. CME Term SOFR + 3.41%), 8.74%, 04/20/32			1,500		1,496,580
Series 6A, Class DR, (3-mo. CME Term SOFR + 3.76%), 9.11%, 01/22/35			750		720,568
GoldenTree Loan Management U.S. CLO Ltd.^(a)(b)
Series 2018-3A, Class B1, (3-mo. CME Term SOFR + 1.81%), 7.14%, 04/20/30			250		248,625
Series 2019-5A, Class BR, (3-mo. CME Term SOFR + 1.86%), 7.21%, 04/24/31			500		496,650
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2, (3-mo. CME Term SOFR + 1.86%), 7.23%, 10/29/29^(a)(b)			1,500		1,494,046
GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class DR, (3-mo. CME Term SOFR + 3.31%), 8.64%, 07/20/31^(a)(b)			250		246,535
Golub Capital Partners CLO Ltd., Series 2021-55A, Class E, (3-mo. CME Term SOFR + 6.82%), 12.15%, 07/20/34^(a)(b)			250		247,344
Gracie Point International Funding, Series 2023-1, Class D, (3-mo. SOFR + 4.50%), 9.74%, 09/01/26			162		161,992
Grippen Park CLO Ltd., Series 2017-1A, Class D, (3-mo. CME Term SOFR + 3.56%), 8.89%, 01/20/30^(a)(b)			250		247,137
Gulf Stream Meridian Ltd., Series 2020-IA, Class E, (3-mo. CME Term SOFR + 6.71%), 12.02%, 04/15/33^(a)(b)			500		458,818
Highbridge Loan Management, Series 3A-2014, Class CR, (3-mo. CME Term SOFR + 3.86%), 9.17%, 07/18/29^(a)(b)			1,000		965,142
Litigation Fee Residual, Series 2020-1, Class A, 4.00%, 10/30/27^(c)			579		561,937
Long Beach Mortgage Loan Trust, Series 2006-8, Class 2A4, (1-mo. Term SOFR + 0.59%), 5.91%, 09/25/36^(a)			6,079		1,649,881
Madison Park Funding LIV Ltd., Series 2022-54A, Class E1, (3-mo. CME Term SOFR + 8.95%), 14.28%, 10/21/34^(a)(b)			263		260,039
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class E, (3-mo. CME Term SOFR + 6.51%), 11.83%, 04/19/33			500		490,096
Madison Park Funding XVII Ltd., Series 2015-17A, Class DR, (3-mo. CME Term SOFR + 3.86%), 9.20%, 07/21/30^(a)(b)			1,000		990,320
Madison Park Funding XXIII Ltd.^(a)(b)
Series 2017-23A, Class AR, (3-mo. CME Term SOFR + 1.23%), 6.59%, 07/27/31			977		973,824
Series 2017-23A, Class CR, (3-mo. CME Term SOFR + 2.26%), 7.62%, 07/27/31			600		592,713


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Asset-Backed Securities (continued)
Madison Park Funding XXV Ltd.^(a)(b)
Series 2017-25A, Class A1R, (3-mo. CME Term SOFR + 1.23%), 6.58%, 04/25/29	USD		1,455	$	1,450,488
Series 2017-25A, Class A2R, (3-mo. CME Term SOFR + 1.91%), 7.26%, 04/25/29			250		248,075
Madison Park Funding XXXI Ltd., Series 2018-31A, Class D, (3-mo. CME Term SOFR + 3.26%), 8.61%, 01/23/31^(a)(b)			625		608,391
Madison Park Funding XXXIV Ltd., Series 2019-34A, Class DR, (3-mo. CME Term SOFR + 3.61%), 8.96%, 04/25/32^(a)(b)			250		243,728
Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.22%, 07/15/33^(a)(b)			900		894,240
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C, (3-mo. CME Term SOFR + 2.16%), 7.47%, 07/17/34^(a)(b)			250		243,701
Marble Point CLO XVII Ltd., Series 2020-1A, Class D, (3-mo. CME Term SOFR + 4.01%), 9.34%, 04/20/33^(a)(b)			250		239,375
Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1, (3-mo. LIBOR US + 3.65%), 9.26%, 01/22/35^(a)(b)			250		240,241
Mariner Finance Issuance Trust, Series 2022-AA, Class A, 6.45%, 10/20/37^(b)			515		515,677
Navient Private Education Refi Loan Trust^(b)
Series 2019-D, Class A2A, 3.01%, 12/15/59			549		505,114
Series 2019-GA, Class A, 2.40%, 10/15/68			200		183,471
Series 2021-CA, Class A, 1.06%, 10/15/69			846		718,401
Series 2021-DA, Class C, 3.48%, 04/15/60			770		674,790
Series 2021-DA, Class D, 4.00%, 04/15/60			440		394,102
Series 2021-EA, Class A, 0.97%, 12/16/69			987		826,193
Series 2023-A, Class A, 5.51%, 10/15/71			172		168,858
Nelnet Student Loan Trust^(b)
Series 2021-A, Class D, 4.93%, 04/20/62			460		374,812
Series 2021-BA, Class B, 2.68%, 04/20/62			1,983		1,559,090
Series 2021-CA, Class AFL, (1-mo. Term SOFR + 0.85%), 6.18%, 04/20/62^(a)			405		398,006
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.22%, 10/17/30^(a)(b)			250		248,150
Neuberger Berman Loan Advisers CLO Ltd.^(a)(b)
Series 2017-25A, Class AR, (3-mo. CME Term SOFR + 1.19%), 6.50%, 10/18/29			1,239		1,235,823
Series 2020-37A, Class CR, (3-mo. CME Term SOFR + 2.06%), 7.39%, 07/20/31			1,162		1,139,215
Neuberger Berman Loan Advisers NBLA CLO Ltd., Series 2022-52A, Class D, (3-mo. CME Term SOFR + 5.75%), 11.10%, 10/24/35^(a)(b)			568		567,597
OCP CLO Ltd.^(a)(b)
Series 2015-9A, Class BR2, (3-mo. CME Term SOFR + 1.75%), 7.06%, 01/15/33			250		244,550
Series 2017-13A, Class A1AR, (3-mo. CME Term SOFR + 1.22%), 6.53%, 07/15/30			985		981,272
Series 2017-14A, Class A2, (3-mo. CME Term SOFR + 1.76%), 7.14%, 11/20/30			1,620		1,593,102
Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR, (3-mo. CME Term SOFR + 1.23%), 6.55%, 07/19/30^(a)(b)			2,646		2,637,962
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class BR2, (3-mo. CME Term SOFR + 1.66%), 7.01%, 01/25/31^(a)(b)			500		493,250


Security		Par (000)		Value

Asset-Backed Securities (continued)
Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3, (3-mo. CME Term SOFR + 1.26%), 6.63%, 02/14/31^(a)(b)	USD		250	$	248,920
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3-mo. CME Term SOFR + 3.01%), 8.36%, 01/22/30^(a)(b)			500		487,802
Octagon Ltd., Series 2021-1A, Class D, (3-mo. CME Term SOFR + 3.31%), 8.62%, 07/15/34^(a)(b)			250		238,226
OneMain Financial Issuance Trust, Series 2020-1A, Class A, 3.84%, 05/14/32^(b)			118		118,168
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3-mo. CME Term SOFR + 3.41%), 8.72%, 10/17/29^(a)(b)			875		864,959
OZLM XXI Ltd., Series 2017-21A, Class C, (3-mo. CME Term SOFR + 2.93%), 8.26%, 01/20/31^(a)(b)			1,000		955,811
Palmer Square CLO Ltd.^(a)(b)
Series 2013-2A, Class A2R3, (3-mo. CME Term SOFR + 1.76%), 7.07%, 10/17/31			250		246,825
Series 2015-2A, Class CR2, (3-mo. CME Term SOFR + 3.01%), 8.34%, 07/20/30			250		244,621
Series 2020-3A, Class A2R, (3-mo. CME Term SOFR + 1.86%), 7.23%, 11/15/31			250		248,200
Series 2022-4A, Class C, (3-mo. CME Term SOFR + 4.00%), 9.33%, 10/20/35			1,000		1,014,484
Palmer Square Loan Funding Ltd.^(a)(b)
Series 2021-1A, Class A1, (3-mo. CME Term SOFR + 1.16%), 6.49%, 04/20/29			110		109,900
Series 2021-2A, Class A1, (3-mo. CME Term SOFR + 1.06%), 6.44%, 05/20/29			126		125,093
Series 2021-3A, Class A1, (3-mo. CME Term SOFR + 1.06%), 6.39%, 07/20/29			463		460,629
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3-mo. CME Term SOFR + 7.07%), 12.44%, 02/14/34^(a)(b)			1,300		1,163,483
PPM CLO Ltd., Series 2019-2A, Class DR, (3-mo. CME Term SOFR + 3.66%), 8.98%, 04/16/32^(a)(b)			250		246,954
Prodigy Finance DAC, Series 2021-1A, Class C, (1-mo. Term SOFR + 3.86%), 9.18%, 07/25/51^(a)(b)			97		97,058
Rad CLO Ltd., Series 2019-3A, Class DR, (3-mo. CME Term SOFR + 3.01%), 8.32%, 04/15/32^(a)(b)			400		392,747
Regatta XI Funding Ltd., Series 2018-1A, Class D, (3-mo. CME Term SOFR + 3.11%), 8.42%, 07/17/31^(a)(b)			370		360,745
Regatta XVIII Funding Ltd., Series 2021-1A, Class B, (3-mo. CME Term SOFR + 1.71%), 7.02%, 01/15/34^(a)(b)			850		841,415
Regional Management Issuance Trust, Series 2021-A, Class A, 7.10%, 11/17/32^(b)			200		199,843
Republic Finance Issuance Trust, Series 2020-A, Class C, 4.05%, 11/20/30^(b)			240		221,586
Romark CLO Ltd., Series 2017-1A, Class B, (3-mo. CME Term SOFR + 2.41%), 7.76%, 10/23/30^(a)(b)			500		492,492
Shackleton CLO Ltd., Series 2015-7RA, Class C, (3-mo. CME Term SOFR + 2.61%), 7.92%, 07/15/31^(a)(b)			250		244,615
Signal Peak CLO Ltd., Series 2017-4A, Class XR, (3-mo. CME Term SOFR + 1.21%), 6.56%, 10/26/34^(a)(b)			1,200		1,199,774
SMB Private Education Loan Trust
Series 2019-A, Class A2A, 3.44%, 07/15/36^(b)			1,365		1,299,985
Series 2019-B, Class A2A, 2.84%, 06/15/37^(b)			265		247,244
Series 2021-A, Class A2B, 1.59%, 01/15/53^(b)			377		327,177
Series 2021-C, Class C, 3.00%, 01/15/53^(b)			168		142,622


3

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Asset-Backed Securities (continued)
SMB Private Education Loan Trust (continued)
Series 2021-C, Class D, 3.93%, 01/15/53^(b)	USD		160	$	147,127
Series 2021-D, Class A1A, 1.34%, 03/17/53^(b)			1,172		1,028,552
Series 2022-C, Class A1A, 4.48%, 05/16/50^(b)			359		341,747
Series 2023-B, Class A1B, (30-day Avg SOFR + 1.80%), 7.11%, 10/16/56^(a)(b)			233		234,327
Series 2023-C, Class A1A, 5.67%, 11/15/52			1,704		1,678,583
Sterling COOFS Trust^(c)
Series 2004-1, Class A, 2.36%, 04/15/29			700		7,002
Series 2004-2, Class Note, 2.08%, 03/30/30^(b)			485		4,847
Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A2, 3.45%, 02/25/32			36		31,303
Symphony CLO XXXII Ltd., Series 2022-32A, Class B, (3-mo. CME Term SOFR + 1.85%), 7.20%, 04/23/35^(a)(b)			600		589,500
TCI-Symphony CLO Ltd., Series 2017-1A, Class AR, (3-mo. CME Term SOFR + 1.19%), 6.50%, 07/15/30^(a)(b)			486		483,172
TCW CLO Ltd., Series 2020-1A, Class DRR, (3-mo. CME Term SOFR + 3.66%), 8.99%, 04/20/34^(a)(b)			250		242,525
TICP CLO IX Ltd., Series 2017-9A, Class D, (3-mo. CME Term SOFR + 3.16%), 8.49%, 01/20/31^(a)(b)			500		492,832
TICP CLO XV Ltd., Series 2020-15A, Class D, (3-mo. CME Term SOFR + 3.41%), 8.74%, 04/20/33^(a)(b)			250		244,596
Trestles CLO Ltd.^(a)(b)
Series 2017-1A, Class B1R, (3-mo. CME Term SOFR + 2.01%), 7.36%, 04/25/32			1,750		1,692,516
Series 2017-1A, Class CR, (3-mo. CME Term SOFR + 3.16%), 8.51%, 04/25/32			250		246,959
Trimaran CAVU Ltd.
Series 2019-2A, Class C, (3-mo. CME Term SOFR + 4.98%), 10.29%, 11/26/32^(a)(b)			500		501,908
Series 2021-2A, Class D1, (3-mo. CME Term SOFR + 3.51%), 8.86%, 10/25/34^(a)(b)			500		491,532
Series 2022-1, Class E, (3-mo. CME Term SOFR + 9.08%), 14.43%, 10/22/35			500		495,027
Series 2022-2A, Class D, (3-mo. CME Term SOFR + 6.12%), 11.45%, 01/20/36^(a)(b)			400		400,546
Series 2023-1, Class E, (3-mo. CME Term SOFR + 8.94%), 14.32%, 07/20/36			500		478,997
Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32^(d)	GBP		6		7,025
Voya CLO Ltd.^(a)(b)
Series 2014-2A, Class A1RR, (3-mo. CME Term SOFR + 1.28%), 6.59%, 04/17/30	USD		189		188,620
Series 2017-2A, Class A2AR, (3-mo. CME Term SOFR + 1.91%), 7.22%, 06/07/30			250		248,325
Series 2017-4A, Class A1, (3-mo. CME Term SOFR + 1.39%), 6.70%, 10/15/30			209		208,151
Series 2018-2A, Class A2, (3-mo. CME Term SOFR + 1.51%), 6.82%, 07/15/31			1,000		974,781
Series 2022-3A, Class B, (3-mo. CME Term SOFR + 2.85%), 8.18%, 10/20/34			425		425,000
Series 2022-4A, Class C, (3-mo. CME Term SOFR + 4.05%), 9.38%, 10/20/33			1,000		1,003,101
Whetstone Park CLO Ltd., Series 2021-1A, Classs 1A, (3-mo. CME Term SOFR + 1.86%), 7.19%, 01/20/35^(a)(b)			725		715,502


Security		Par (000)		Value

Asset-Backed Securities (continued)
Whitebox CLO I Ltd., Series 2019-1A, Class CR, (3-mo. CME Term SOFR + 3.31%), 8.66%, 07/24/32^(a)(b)	USD		500	$	493,643
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3-mo. CME Term SOFR + 3.61%), 8.96%, 10/24/34^(a)(b)			500		488,299
Whitebox CLO III Ltd.^(a)(b)
Series 2021-3A, Class D, (3-mo. CME Term SOFR + 3.61%), 8.92%, 10/15/34			250		241,709
Series 2021-3A, Class E, (3-mo. CME Term SOFR + 7.11%), 12.42%, 10/15/34			250		242,498


Total Asset-Backed Securities — 17.6% (Cost: $98,137,336)					96,226,330


Corporate Bonds

Aerospace & Defense — 2.6%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			30		28,275
Boeing Co.
2.95%, 02/01/30			800		673,047
3.60%, 05/01/34			550		444,807
Bombardier, Inc.^(b)
7.50%, 03/15/25			15		14,938
7.13%, 06/15/26^(e)			548		530,935
7.88%, 04/15/27^(e)			395		385,420
6.00%, 02/15/28^(e)			667		605,100
7.50%, 02/01/29			303		287,537
7.45%, 05/01/34			100		113,284
Embraer Netherlands Finance BV, 7.00%, 07/28/30^(b)			263		260,127
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26^(b)(e)			200		185,898
L3Harris Technologies, Inc.
2.90%, 12/15/29			1,200		1,021,806
1.80%, 01/15/31			300		229,144
Lockheed Martin Corp., 3.80%, 03/01/45			800		613,170
Northrop Grumman Corp.
4.70%, 03/15/33			400		373,450
3.85%, 04/15/45			850		632,873
Rolls-Royce PLC, 5.75%, 10/15/27^(b)			400		385,943
RTX Corp.
2.38%, 03/15/32			1,000		772,119
5.15%, 02/27/33			900		852,269
4.50%, 06/01/42			300		245,417
Spirit AeroSystems, Inc.^(b)
7.50%, 04/15/25			22		21,579
9.38%, 11/30/29			344		350,066
TransDigm, Inc.
6.25%, 03/15/26^(b)(e)			3,115		3,060,739
6.75%, 08/15/28^(b)			1,355		1,333,982
6.88%, 12/15/30			121		118,646
Triumph Group, Inc., 9.00%, 03/15/28^(b)			631		623,937

					14,164,508

Air Freight & Logistics — 0.0%
XPO Escrow Sub LLC, 7.50%, 11/15/27^(b)			60		60,662


Automobile Components — 0.6%
Aptiv PLC, 4.40%, 10/01/46			465		331,346
Clarios Global LP, 6.75%, 05/15/25^(b)			237		235,216
Clarios Global LP/Clarios U.S. Finance Co.
4.38%, 05/15/26^(d)	EUR		200		202,968
6.25%, 05/15/26^(b)(e)	USD		537		525,424


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Automobile Components (continued)
Clarios Global LP/Clarios U.S. Finance Co. (continued)
8.50%, 05/15/27^(b)	USD		1,287	$	1,283,308
6.75%, 05/15/28^(b)			366		357,307
Dana Financing Luxembourg SARL, 8.50%, 07/15/31^(d)	EUR		100		106,938
Dealer Tire LLC/DT Issuer LLC, Series B, 8.00%, 02/01/28^(b)	USD		111		104,063
Forvia SE, 3.75%, 06/15/28^(d)	EUR		100		94,842
Goodyear Tire & Rubber Co., 5.63%, 04/30/33	USD		81		66,291
ZF Finance GmbH, 3.75%, 09/21/28^(d)	EUR		100		94,845

					3,402,548

Automobiles — 1.1%
Arko Corp., 5.13%, 11/15/29^(b)	USD		123		99,204
Asbury Automotive Group, Inc., 4.50%, 03/01/28			10		8,952
Ford Motor Co.
6.10%, 08/19/32^(e)			304		286,342
4.75%, 01/15/43			2,000		1,459,883
Ford Motor Credit Co. LLC
2.75%, 06/14/24	GBP		100		117,886
6.80%, 05/12/28	USD		389		388,550
7.35%, 03/06/30			600		607,607
7.20%, 06/10/30			236		237,180
3.63%, 06/17/31			300		242,416
General Motors Co., 6.25%, 10/02/43^(e)			2,506		2,245,230
LCM Investments Holdings II LLC, 8.25%, 08/01/31^(b)			172		167,084
MajorDrive Holdings IV LLC, 6.38%, 06/01/29^(b)			120		98,757
RCI Banque SA, (5-year EUR Swap + 2.85%), 2.63%, 02/18/30^(a)(d)	EUR		100		99,113

					6,058,204

Banks — 1.3%
Banco Bilbao Vizcaya Argentaria SA, (5-year USD Swap + 3.87%), 6.13%^(a)(f)	USD		2,000		1,650,695
Banco BPM SpA, (3-mo. EURIBOR + 2.80%), 6.00%, 06/14/28	EUR		150		158,005
Banco de Sabadell SA, (1-year EUR Swap + 2.40%), 5.25%, 02/07/29^(a)(d)			100		103,643
Bangkok Bank PCL, (5-year CMT + 4.73%), 5.00%	USD		500		469,115
Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26^(d)			252		231,840
Bank of Communications Co. Ltd., (5-year CMT + 3.35%), 3.80%^(a)(d)(f)			518		491,494
Credit Suisse AG/New York, 5.00%, 07/09/27			900		864,519
Freedom Mortgage Corp., 12.00%, 10/01/28^(b)			64		65,078
Krung Thai Bank PCL, (5-year CMT + 3.53%), 4.40%^(a)(d)(f)			252		226,606
Standard Chartered PLC, (5-year USD ICE Swap + 1.97%), 4.87%, 03/15/33^(a)(b)			500		445,630
Wells Fargo & Co.^(a)
(1-day SOFR + 2.02%), 5.39%, 04/24/34			1,124		1,050,836
(1-day SOFR + 2.53%), 3.07%, 04/30/41^(e)			2,250		1,511,671

					7,269,132

Beverages — 1.7%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46^(e)			4,600		4,009,102
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(g)			701		528,863
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC^(b)6.00%, 06/15/27			372		357,480


Security		Par (000)		Value

Beverages (continued)
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC^(b)(continued) 4.00%, 09/01/29^(e)	USD		866	$	677,707
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 04/30/25^(b)			200		194,950
2.13%, 08/15/26^(d)	EUR		200		187,408
5.25%, 08/15/27^(b)	USD		202		168,568
Ball Corp., 6.00%, 06/15/29^(e)			129		125,236
Keurig Dr. Pepper, Inc., 2.25%, 03/15/31			400		314,738
Mauser Packaging Solutions Holding Co.^(b)
7.88%, 08/15/26^(e)			1,876		1,809,844
9.25%, 04/15/27			66		57,690
Owens-Brockway Glass Container, Inc., 6.63%, 05/13/27^(b)			27		26,322
Trivium Packaging Finance BV^(b)
5.50%, 08/15/26			305		284,392
8.50%, 08/15/27			536		489,842

					9,232,142

Biotechnology — 0.6%
Amgen, Inc.
4.20%, 03/01/33			1,000		889,073
5.25%, 03/02/33^(e)			600		573,576
4.40%, 05/01/45			650		515,033
Baxalta, Inc., 5.25%, 06/23/45			500		445,341
Cidron Aida Finco SARL, 5.00%, 04/01/28^(d)	EUR		100		95,478
Gilead Sciences, Inc., 4.80%, 04/01/44	USD		1,000		871,941

					3,390,442

Broadline Retail — 0.2%
Amazon.com, Inc., 4.05%, 08/22/47^(e)			1,500		1,205,386
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26^(b)			44		41,277

					1,246,663

Building Materials — 0.5%
Camelot Return Merger Sub, Inc., 8.75%, 08/01/28^(b)			146		140,839
Emerald Debt Merger Sub LLC
6.38%, 12/15/30^(b)	EUR		110		115,872
6.38%, 12/15/30^(d)			100		105,338
6.63%, 12/15/30^(b)	USD		1,603		1,543,168
Jeld-Wen, Inc., 4.63%, 12/15/25^(b)			126		120,981
Masonite International Corp., 5.38%, 02/01/28^(b)			17		15,812
New Enterprise Stone & Lime Co., Inc.^(b)
5.25%, 07/15/28			55		49,350
9.75%, 07/15/28			26		25,675
Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28^(b)			262		241,947
Standard Industries, Inc.^(b)5.00%, 02/15/27			157		145,531
4.75%, 01/15/28			62		55,923
4.38%, 07/15/30			170		140,794
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29^(b)			19		17,252

					2,718,482

Building Products — 1.2%
Advanced Drainage Systems, Inc.^(b)
5.00%, 09/30/27			215		200,849
6.38%, 06/15/30			247		237,231
Beacon Roofing Supply, Inc.^(b)
4.13%, 05/15/29			86		73,530


5

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Building Products (continued)
Beacon Roofing Supply, Inc.^(b)(continued)
6.50%, 08/01/30	USD		174	$	168,625
Foundation Building Materials, Inc., 6.00%, 03/01/29^(b)			47		39,116
GYP Holdings III Corp., 4.63%, 05/01/29^(b)			138		118,877
Home Depot, Inc., 5.88%, 12/16/36			1,660		1,710,526
HT Troplast GmbH, 9.38%, 07/15/28	EUR		100		106,402
Lowe’s Cos., Inc.
1.70%, 10/15/30	USD		800		613,449
5.00%, 04/15/33^(e)			1,000		941,188
4.38%, 09/15/45			1,000		770,255
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26^(b)			56		52,368
SRS Distribution, Inc.^(b)4.63%, 07/01/28			231		199,562
6.13%, 07/01/29^(e)			347		295,524
6.00%, 12/01/29^(e)			477		400,680
White Cap Buyer LLC, 6.88%, 10/15/28^(b)(e)			861		760,961
White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%, 03/15/26^(b)(g)			136		131,217

					6,820,360

Capital Markets — 1.4%
Ares Capital Corp., 7.00%, 01/15/27			95		94,999
Blackstone Private Credit Fund 7.05%, 09/29/25			56		56,086
3.25%, 03/15/27			53		46,037
Blue Owl Capital Corp. 3.75%, 07/22/25			129		120,864
3.40%, 07/15/26			46		41,242
Blue Owl Credit Income Corp. 3.13%, 09/23/26			31		27,249
7.75%, 09/16/27			215		213,271
Charles Schwab Corp., Series H, (10-year CMT + 3.08%), 4.00%^(a)(f)			3,000		2,116,713
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)(e)			129		112,783
FMR LLC, 4.95%, 02/01/33^(b)			2,300		2,072,834
GLP Capital LP/GLP Financing II, Inc., 3.25%, 01/15/32			379		294,138
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 6.25%, 05/15/26^(e)			135		125,421
5.25%, 05/15/27			417		366,535
4.38%, 02/01/29			236		188,720
NFP Corp.^(b)4.88%, 08/15/28			306		269,389
6.88%, 08/15/28			923		790,714
7.50%, 10/01/30			74		71,064
Northern Trust Corp., 6.13%, 11/02/32			95		93,803
Raymond James Financial, Inc., 4.95%, 07/15/46			400		331,097
SURA Asset Management SA, 4.88%, 04/17/24^(d)			178		175,130

					7,608,089

Chemicals — 0.9%
Avient Corp., 7.13%, 08/01/30^(b)			74		72,697
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			198		164,853
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27^(b)			242		224,862
Braskem Idesa SAPI, 6.99%, 02/20/32^(b)			200		120,018
Celanese U.S. Holdings LLC 6.35%, 11/15/28			98		96,768
6.55%, 11/15/30			91		89,055


Security		Par (000)		Value

Chemicals (continued)
Celanese U.S. Holdings LLC (continued) 6.70%, 11/15/33	USD		130	$	126,544
Chemours Co.^(b)5.75%, 11/15/28			31		26,905
4.63%, 11/15/29			118		94,925
Element Solutions, Inc., 3.88%, 09/01/28^(b)			859		741,306
HB Fuller Co., 4.25%, 10/15/28			74		65,298
Herens Holdco SARL, 4.75%, 05/15/28^(b)			200		155,293
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)(e)			220		207,779
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26^(b)(g)			176		128,480
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29^(b)			90		74,826
Olympus Water U.S. Holding Corp. 9.63%, 11/15/28^(d)	EUR		100		105,455
9.75%, 11/15/28^(b)	USD		563		561,783
Sasol Financing USA LLC, 6.50%, 09/27/28			200		178,154
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26^(b)(e)			200		182,744
Sherwin-Williams Co., 4.50%, 06/01/47			350		279,885
SK Invictus Intermediate II SARL, 5.00%, 10/30/29^(b)			311		249,245
WESCO Distribution, Inc.^(b)7.13%, 06/15/25			117		117,276
7.25%, 06/15/28^(e)			340		341,650
WR Grace Holdings LLC^(b)4.88%, 06/15/27			105		96,331
5.63%, 08/15/29^(e)			589		476,354
7.38%, 03/01/31			152		147,361

					5,125,847

Commercial Services & Supplies — 1.0%
ADT Security Corp.^(b)4.13%, 08/01/29			19		16,067
4.88%, 07/15/32			39		32,565
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26^(b)			200		188,898
APX Group, Inc.^(b)6.75%, 02/15/27			123		118,108
5.75%, 07/15/29			181		152,514
Ashtead Capital, Inc., Series B, 5.95%, 10/15/33^(b)			250		237,339
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28^(d)	EUR		100		88,410
Cablevision Lightpath LLC, 3.88%, 09/15/27^(b)	USD		220		183,700
Fortress Transportation and Infrastructure Investors LLC^(b)6.50%, 10/01/25			411		403,949
9.75%, 08/01/27			219		226,521
5.50%, 05/01/28^(e)			286		259,284
Garda World Security Corp., 9.50%, 11/01/27^(b)			46		43,981
Herc Holdings, Inc., 5.50%, 07/15/27^(b)(e)			360		340,436
Hertz Corp.^(b)4.63%, 12/01/26			85		75,331
5.00%, 12/01/29			70		54,805
LABL, Inc., 9.50%, 11/01/28^(b)			301		308,525
Metis Merger Sub LLC, 6.50%, 05/15/29^(b)			82		69,267
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)			146		128,115
Prime Security Services Borrower LLC/Prime Finance, Inc.^(b)5.75%, 04/15/26			209		202,765
6.25%, 01/15/28^(e)			216		200,052


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29^(b)(e)	USD		400	$	321,000
United Rentals North America, Inc., 6.00%, 12/15/29^(b)			1,157		1,126,514
Verisure Holding AB, 9.25%, 10/15/27^(d)	EUR		100		112,069
Williams Scotsman International, Inc., 6.13%, 06/15/25^(b)	USD		175		173,250
Williams Scotsman, Inc., 7.38%, 10/01/31			199		197,914

					5,261,379

Communications Equipment — 0.2%
CommScope Technologies LLC, 6.00%, 06/15/25^(b)(e)			365		347,463
CommScope, Inc., 4.75%, 09/01/29^(b)			310		228,019
Viasat, Inc. 5.63%, 09/15/25^(b)			430		397,212
5.63%, 04/15/27^(b)			68		58,913
7.50%, 05/30/31			33		21,797

					1,053,404

Construction & Engineering — 0.8%
Brand Industrial Services, Inc., 10.38%, 08/01/30			805		806,239
ITR Concession Co. LLC, 4.20%, 07/15/25^(b)			4,000		3,821,957

					4,628,196

Construction Materials^(b)— 0.1%
BCPE Empire Holdings, Inc., 7.63%, 05/01/27			210		199,443
Resideo Funding, Inc., 4.00%, 09/01/29			42		34,507
Ritchie Bros Holdings, Inc., 6.75%, 03/15/28			56		55,871

					289,821

Consumer Discretionary — 1.1%
Carnival Corp.^(b)7.63%, 03/01/26^(e)			103		100,197
5.75%, 03/01/27			553		500,589
9.88%, 08/01/27			127		132,578
4.00%, 08/01/28			159		137,865
6.00%, 05/01/29^(e)			451		384,695
7.00%, 08/15/29			104		102,547
Carnival Holdings Bermuda Ltd., 10.38%, 05/01/28^(b)			1,306		1,400,383
CoreLogic, Inc., 4.50%, 05/01/28^(b)(e)			569		431,746
Life Time, Inc.^(b)5.75%, 01/15/26			167		161,820
8.00%, 04/15/26			178		174,885
Lindblad Expeditions LLC, 6.75%, 02/15/27^(b)			208		194,740
NCL Corp. Ltd.^(b)5.88%, 03/15/26			141		130,177
8.38%, 02/01/28			95		96,365
7.75%, 02/15/29			46		42,694
NCL Finance Ltd., 6.13%, 03/15/28^(b)(e)			177		156,203
Neptune Bidco U.S., Inc., 9.29%, 04/15/29^(b)			59		53,413
Royal Caribbean Cruises Ltd.^(b)11.50%, 06/01/25			29		30,613
5.50%, 08/31/26			93		87,783
5.38%, 07/15/27			44		40,722
11.63%, 08/15/27			124		134,527
5.50%, 04/01/28			121		110,956
8.25%, 01/15/29			136		140,343
9.25%, 01/15/29			231		244,037
7.25%, 01/15/30			217		215,067
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26^(d)	EUR		88		90,197
Viking Cruises Ltd.^(b)5.88%, 09/15/27	USD		95		86,707


Security		Par (000)		Value

Consumer Discretionary (continued)
Viking Cruises Ltd.^(b)(continued) 7.00%, 02/15/29	USD		34	$	31,280
9.13%, 07/15/31			445		445,205
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)			111		100,455

					5,958,789

Consumer Finance — 0.9%
Block, Inc. 2.75%, 06/01/26			446		401,131
3.50%, 06/01/31^(e)			497		390,424
Capital One Financial Corp.^(a)
(1-day SOFR + 2.60%), 5.82%, 02/01/34			440		396,528
(1-day SOFR + 2.86%), 6.38%, 06/08/34			70		66,060
GTCR W-2 Merger Sub LLC, 7.50%, 01/15/31^(b)(h)			909		910,273
Moody’s Corp., Series R186, 2.75%, 08/19/41			350		227,564
Navient Corp. 6.13%, 03/25/24			51		50,727
5.88%, 10/25/24			39		38,385
5.50%, 03/15/29			30		25,200
9.38%, 07/25/30			101		99,611
OneMain Finance Corp. 6.88%, 03/15/25			53		52,580
7.13%, 03/15/26^(e)			168		164,536
3.50%, 01/15/27			116		99,325
6.63%, 01/15/28			165		152,240
9.00%, 01/15/29			19		18,939
5.38%, 11/15/29			42		35,175
4.00%, 09/15/30			130		97,546
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			395		372,430
Shift4 Payments, Inc., 0.00%, 12/15/25^(i)(j)			112		110,208
Verscend Escrow Corp., 9.75%, 08/15/26^(b)(e)			1,355		1,355,236

					5,064,118

Consumer Staples Distribution & Retail — 0.5%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^(b)3.25%, 03/15/26			41		37,977
7.50%, 03/15/26			65		65,900
4.63%, 01/15/27			111		104,808
5.88%, 02/15/28			219		210,783
6.50%, 02/15/28			109		107,733
3.50%, 03/15/29			198		168,812
4.88%, 02/15/30^(e)			241		217,147
Bellis Acquisition Co. PLC, 3.25%, 02/16/26^(d)	GBP		100		105,936
Darling Ingredients, Inc., 6.00%, 06/15/30^(b)(e)	USD		221		209,228
Kraft Heinz Foods Co. 5.00%, 06/04/42			500		433,034
4.38%, 06/01/46			200		155,848
Lamb Weston Holdings, Inc.^(b)4.88%, 05/15/28			229		211,217
4.13%, 01/31/30			90		76,963
4.38%, 01/31/32			75		62,830
Performance Food Group, Inc.^(b)5.50%, 10/15/27			28		26,528
4.25%, 08/01/29			95		82,065
Post Holdings, Inc.^(b)4.63%, 04/15/30			159		136,148
4.50%, 09/15/31			9		7,491


7

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Consumer Staples Distribution & Retail (continued)
U.S. Foods, Inc. 6.88%, 09/15/28	USD		123	$	122,742
4.75%, 02/15/29^(b)			129		115,296
4.63%, 06/01/30^(b)			27		23,458
7.25%, 01/15/32^(b)			148		147,851
United Natural Foods, Inc., 6.75%, 10/15/28^(b)			24		18,295

					2,848,090

Containers & Packaging — 0.4%
Clydesdale Acquisition Holdings, Inc.^(b)6.63%, 04/15/29			488		453,736
8.75%, 04/15/30			382		327,626
International Paper Co., 6.00%, 11/15/41			870		835,725
LABL, Inc., 5.88%, 11/01/28^(b)			81		72,715
OI European Group BV, 6.25%, 05/15/28	EUR		100		107,459
Owens-Brockway Glass Container, Inc., 7.25%, 05/15/31^(b)	USD		158		154,445
Sealed Air Corp., 5.00%, 04/15/29^(b)			38		34,167
Sealed Air Corp./Sealed Air Corp. U.S., 6.13%, 02/01/28^(b)			122		118,159

					2,104,032

Diversified Consumer Services — 0.7%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(b)(e)6.63%, 07/15/26			415		393,229
9.75%, 07/15/27			249		222,709
6.00%, 06/01/29			898		669,448
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL^(b)4.63%, 06/01/28			400		332,079
4.63%, 06/01/28^(e)			329		274,175
Clarivate Science Holdings Corp.^(b)3.88%, 07/01/28			653		565,302
4.88%, 07/01/29^(e)			393		334,973
Garda World Security Corp.^(b)4.63%, 02/15/27			88		80,525
7.75%, 02/15/28			370		362,749
Graham Holdings Co., 5.75%, 06/01/26^(b)			27		26,055
Macquarie Airfinance Holdings Ltd., 8.13%, 03/30/29			114		114,154
Sotheby’s, 7.38%, 10/15/27^(b)(e)			465		427,994

					3,803,392

Diversified REITs — 2.0%
Alexandria Real Estate Equities, Inc. 4.75%, 04/15/35			140		123,089
4.00%, 02/01/50			550		383,637
American Tower Corp., 2.90%, 01/15/30^(e)			1,500		1,246,228
Crown Castle, Inc. 2.10%, 04/01/31			1,000		762,862
2.90%, 04/01/41			350		224,678
Equinix, Inc., 2.50%, 05/15/31			500		390,300
ERP Operating LP, 4.50%, 06/01/45			1,155		882,921
Healthpeak OP LLC, 4.00%, 06/01/25^(e)			2,000		1,939,473
Iron Mountain, Inc.^(b)7.00%, 02/15/29			384		375,565
5.63%, 07/15/32			62		53,525
MPT Operating Partnership LP/MPT Finance Corp. 2.50%, 03/24/26	GBP		200		184,840
4.63%, 08/01/29^(e)	USD		292		206,813
3.50%, 03/15/31			422		263,526
Prologis LP, 4.63%, 01/15/33^(e)			1,000		925,193


Security		Par (000)		Value

Diversified REITs (continued)
RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27	USD		145	$	131,950
7.25%, 07/15/28			223		219,096
Service Properties Trust, 7.50%, 09/15/25			64		62,876
Simon Property Group LP, 4.75%, 03/15/42			1,670		1,345,424
Ventas Realty LP, 4.13%, 01/15/26			870		832,662
VICI Properties LP, 4.95%, 02/15/30			138		126,266

					10,680,924

Diversified Telecommunication Services — 2.4%
Altice Financing SA^(b)5.13%, 07/15/29			544		386,733
5.75%, 08/15/29			671		549,907
AT&T, Inc. 6.38%, 03/01/41			520		508,119
5.15%, 03/15/42			1,200		1,037,031
4.75%, 05/15/46^(e)			1,500		1,184,916
Cellnex Telecom SA, 2.13%, 08/11/30	EUR		100		100,496
Level 3 Financing, Inc.^(b)3.40%, 03/01/27	USD		689		645,166
4.63%, 09/15/27			656		471,774
3.63%, 01/15/29			68		38,080
10.50%, 05/15/30			686		690,519
Lumen Technologies, Inc., 4.00%, 02/15/27^(b)			329		216,630
SoftBank Group Corp.^(d)3.13%, 09/19/25	EUR		100		99,126
3.88%, 07/06/32			100		80,606
Telecom Italia Capital SA 6.38%, 11/15/33	USD		3		2,601
6.00%, 09/30/34			212		176,762
7.20%, 07/18/36			50		44,489
7.72%, 06/04/38			95		86,925
Telecom Italia SpA/Milano, 6.88%, 02/15/28^(d)	EUR		100		106,269
Verizon Communications, Inc., 6.55%, 09/15/43^(e)	USD		5,000		5,155,323
Zayo Group Holdings, Inc.^(b)(e)4.00%, 03/01/27			1,641		1,217,434
6.13%, 03/01/28			647		415,840

					13,214,746

Education — 0.1%
Grand Canyon University, 5.13%, 10/01/28			702		637,795


Electric Utilities — 4.8%
Baltimore Gas and Electric Co. 3.50%, 08/15/46			800		545,312
3.75%, 08/15/47			500		356,054
CenterPoint Energy Houston Electric LLC, Series AI, 4.45%, 10/01/32			750		689,085
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		410,107
Comision Federal de Electricidad, 4.88%, 01/15/24			200		198,324
Duke Energy Carolinas LLC 6.10%, 06/01/37			640		635,012
6.00%, 01/15/38			1,675		1,661,260
Duke Energy Florida LLC 6.35%, 09/15/37			2,775		2,836,239
6.40%, 06/15/38			770		796,200
E.ON International Finance BV, 6.65%, 04/30/38^(b)			2,000		2,014,395
Electricite de France SA^(b)5.60%, 01/27/40^(e)			2,800		2,507,383
(5-year CMT + 5.41%), 9.13%^(a)(f)			200		208,347
Eversource Energy, 2.55%, 03/15/31			350		278,704
Mong Duong Finance Holdings BV, 5.13%, 05/07/29			576		521,194


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Electric Utilities (continued)
NextEra Energy Operating Partners LP, 3.88%, 10/15/26^(b)	USD		77	$	69,717
Ohio Power Co., Series D, 6.60%, 03/01/33^(e)			3,000		3,111,156
Oncor Electric Delivery Co. LLC
4.15%, 06/01/32			1,000		910,560
4.55%, 09/15/32^(e)			1,000		921,794
San Diego Gas & Electric Co.
4.95%, 08/15/28			1,565		1,523,529
Series VVV, 1.70%, 10/01/30			750		578,942
Southern California Edison Co., 5.63%, 02/01/36			1,300		1,221,681
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33^(d)			211		202,108
Talen Energy Supply LLC, 8.63%, 06/01/30^(b)			91		93,284
TransAlta Corp., 7.75%, 11/15/29			77		77,963
Virginia Electric and Power Co., Series A, 6.00%, 05/15/37^(e)			3,920		3,885,281
Vistra Operations Co. LLC^(b)
5.50%, 09/01/26			12		11,443
5.00%, 07/31/27			12		11,033

					26,276,107

Electrical Equipment — 0.3%
Eaton Corp., 4.15%, 11/02/42			500		406,662
Gates Global LLC/Gates Corp., 6.25%, 01/15/26^(b)			326		317,683
Regal Rexnord Corp.^(b)
6.05%, 04/15/28			411		399,766
6.30%, 02/15/30			145		140,066
6.40%, 04/15/33			150		144,481

					1,408,658

Electronic Equipment, Instruments & Components — 0.4%
Coherent Corp., 5.00%, 12/15/29^(b)(e)			205		177,743
Corning, Inc., 4.38%, 11/15/57^(e)			2,000		1,502,982
Imola Merger Corp., 4.75%, 05/15/29^(b)			40		35,056
Vertiv Group Corp., 4.13%, 11/15/28^(b)			330		290,074

					2,005,855

Energy Equipment & Services — 0.4%
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			246		237,966
6.25%, 04/01/28			347		323,065
Halliburton Co., 5.00%, 11/15/45^(e)			500		423,843
Oceaneering International, Inc., 6.00%, 02/01/28^(b)(h)			45		42,393
Patterson-UTI Energy, Inc., 7.15%, 10/01/33			65		65,234
Shelf Drilling Holdings, 9.63%, 04/15/29^(h)			200		197,750
USA Compression Partners LP/USA Compression Finance Corp.
6.88%, 04/01/26			315		308,556
6.88%, 09/01/27			100		96,945
Vallourec SA, 8.50%, 06/30/26^(d)	EUR		23		24,317
Weatherford International Ltd.^(b)
6.50%, 09/15/28	USD		119		119,012
8.63%, 04/30/30^(e)			220		221,684

					2,060,765

Environmental, Maintenance & Security Service — 0.3%
Clean Harbors, Inc., 6.38%, 02/01/31^(b)			77		74,873
Covanta Holding Corp.
4.88%, 12/01/29^(b)			92		75,477
5.00%, 09/01/30			48		38,304
GFL Environmental, Inc.^(b)
3.75%, 08/01/25			120		113,746


Security		Par (000)		Value

Environmental, Maintenance & Security Service (continued)
GFL Environmental, Inc.^(b)(continued)
4.00%, 08/01/28	USD		174	$	152,035
3.50%, 09/01/28			111		95,561
4.75%, 06/15/29^(e)			148		131,558
4.38%, 08/15/29			252		218,890
Tervita Corp., 11.00%, 12/01/25^(b)			77		80,501
Waste Management, Inc., 2.95%, 06/01/41			350		240,122
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)			570		532,252

					1,753,319

Financial Services — 5.2%
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28^(b)			272		223,720
Aircastle Ltd., 6.50%, 07/18/28^(b)			92		90,222
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)			200		194,334
Bank of America Corp., (3-mo. CME Term SOFR + 1.57%), 4.27%, 07/23/29^(a)(e)			4,000		3,686,577
Barclays PLC, (1-year CMT + 1.05%), 2.28%, 11/24/27^(a)(e)			3,000		2,643,199
BNP Paribas SA^(a)(b)(f)
(5-year CMT + 3.34%), 4.63%			2,000		1,420,152
(5-year CMT + 4.35%), 8.50%			265		259,256
Castlelake Aviation Finance DAC, 5.00%, 04/15/27^(b)			23		21,007
Citigroup, Inc.^(a)
(1-day SOFR + 2.34%), 6.27%, 11/17/33^(e)			1,567		1,562,367
(1-day SOFR + 2.66%), 6.17%, 05/25/34			290		277,131
Credit Agricole SA, (5-year USD Swap + 4.90%), 7.88%^(a)(b)(f)			1,000		992,500
Deutsche Bank AG, (1-day SOFR + 3.18%), 6.72%, 01/18/29^(a)(e)			850		844,948
Freedom Mortgage Corp., 12.25%, 10/01/30			65		66,440
GGAM Finance Ltd.^(b)
7.75%, 05/15/26			30		29,700
8.00%, 06/15/28			30		29,941
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24^(b)(g)			225		214,094
Goldman Sachs Group, Inc.^(a)
(3-mo. CME Term SOFR + 1.56%), 4.22%, 05/01/29^(e)			4,000		3,700,116
Series R, (5-year CMT + 3.22%), 4.95%^(f)			333		308,366
Home Point Capital, Inc., 5.00%, 02/01/26^(b)			856		799,586
HSBC Holdings PLC
6.10%, 01/14/42			610		607,710
(5-year CMT + 3.25%), 4.70%^(a)(f)			275		206,555
(5-year USD ICE Swap + 4.37%), 6.38%^(a)(f)			1,000		960,605
ION Trading Technologies SARL, 5.75%, 05/15/28^(b)			200		174,384
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28^(b)			220		185,241
JPMorgan Chase & Co.^(a)
(1-day SOFR + 1.18%), 2.55%, 11/08/32			1,000		773,894
(1-day SOFR + 2.08%), 4.91%, 07/25/33			1,381		1,270,589
(3-mo. CME Term SOFR + 1.42%), 3.70%, 05/06/30			1,000		891,881
(3-mo. CME Term SOFR + 2.46%), 3.11%, 04/22/41			800		555,995
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(b)
5.25%, 10/01/25			30		28,884
4.25%, 02/01/27			42		36,734
4.75%, 06/15/29			46		37,159
Lloyds Banking Group PLC, (5-year CMT + 4.82%), 6.75%^(a)(f)			595		547,261


9

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Financial Services (continued)
Morgan Stanley, (1-day SOFR + 1.73%), 5.12%, 02/01/29^(a)(e)	USD		3,000	$	2,889,047
Nationstar Mortgage Holdings, Inc.^(b)6.00%, 01/15/27			33		31,182
5.75%, 11/15/31			78		64,523
NatWest Group PLC, (1-year CMT + 2.27%), 5.52%, 09/30/28^(a)			1,000		967,615
Permian Resources Operating LLC, 7.00%, 01/15/32			115		113,414
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.^(b)2.88%, 10/15/26			579		509,920
3.88%, 03/01/31			55		43,855
4.00%, 10/15/33			56		42,290
Spectrum Brands, Inc.^(b)5.00%, 10/01/29			53		48,023
5.50%, 07/15/30			104		94,297

					28,444,714

Food Products — 0.4%
Aramark International Finance SARL, 3.13%, 04/01/25^(d)	EUR		100		103,674
Aramark Services, Inc.^(b)5.00%, 04/01/25	USD		73		71,752
6.38%, 05/01/25			14		14,223
5.00%, 02/01/28^(e)			541		500,335
B&G Foods, Inc., 8.00%, 09/15/28			71		71,097
BRF SA, 4.88%, 01/24/30^(d)			200		161,250
Chobani LLC/Chobani Finance Corp., Inc.^(b)7.50%, 04/15/25^(e)			803		795,436
4.63%, 11/15/28			466		411,003
Darling Global Finance BV, 3.63%, 05/15/26^(d)	EUR		100		102,293

					2,231,063

Ground Transportation — 1.2%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40	USD		1,890		1,876,250
Danaos Corp., 8.50%, 03/01/28^(b)			100		101,122
Forward Air Corp., 9.50%, 10/15/31^(h)			231		230,838
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(b)			2,258		2,150,814
Norfolk Southern Corp., 2.30%, 05/15/31			1,800		1,442,913
Union Pacific Corp. 3.38%, 02/14/42			350		256,997
3.84%, 03/20/60			800		560,677

					6,619,611

Health Care Equipment & Supplies — 0.7%
Avantor Funding, Inc. 2.63%, 11/01/25^(d)	EUR		100		100,881
4.63%, 07/15/28^(b)(e)	USD		379		345,526
3.88%, 11/01/29^(b)			17		14,529
Bausch & Lomb Escrow Corp., 8.38%, 10/01/28^(b)			769		771,284
Becton Dickinson & Co. 4.30%, 08/22/32			750		678,160
4.69%, 12/15/44			600		504,287
Embecta Corp., 6.75%, 02/15/30^(b)			26		21,255
Garden Spinco Corp., 8.63%, 07/20/30^(b)			136		141,964
Thermo Fisher Scientific, Inc. 5.09%, 08/10/33			495		478,639
5.30%, 02/01/44^(e)			1,000		938,149

					3,994,674

Health Care Providers & Services — 1.9%
Acadia Healthcare Co., Inc., 5.50%, 07/01/28^(b)			37		34,409


Security		Par (000)		Value

Health Care Providers & Services (continued)
AdaptHealth LLC^(b)6.13%, 08/01/28	USD		49	$	42,295
5.13%, 03/01/30			18		13,939
Aetna, Inc., 4.50%, 05/15/42			575		454,346
AHP Health Partners, Inc., 5.75%, 07/15/29^(b)			219		183,960
CHS/Community Health Systems, Inc.^(b)5.63%, 03/15/27			92		78,910
6.00%, 01/15/29			332		268,117
5.25%, 05/15/30^(e)			515		391,491
4.75%, 02/15/31^(e)			355		251,241
Elevance Health, Inc., 4.65%, 08/15/44			1,500		1,241,049
Encompass Health Corp., 4.75%, 02/01/30			217		191,978
HCA, Inc., 5.50%, 06/15/47			1,090		930,381
HealthEquity, Inc., 4.50%, 10/01/29^(b)			355		305,788
IQVIA, Inc., 6.50%, 05/15/30^(b)			200		195,754
LifePoint Health, Inc. 9.88%, 08/15/30			229		221,702
11.00%, 10/15/30^(h)			251		251,000
Medline Borrower LP^(b)(e)3.88%, 04/01/29			281		237,564
5.25%, 10/01/29			905		782,188
ModivCare, Inc., 5.88%, 11/15/25^(b)			224		212,925
Molina Healthcare, Inc.^(b)4.38%, 06/15/28			32		28,673
3.88%, 11/15/30			122		100,968
3.88%, 05/15/32			13		10,426
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		543,827
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			30		27,739
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			59		57,118
Surgery Center Holdings, Inc., 6.75%, 07/01/25^(b)(e)			189		187,582
Teleflex, Inc., 4.63%, 11/15/27			14		12,845
Tenet Healthcare Corp. 4.88%, 01/01/26			193		184,900
6.25%, 02/01/27			123		119,014
5.13%, 11/01/27			79		73,520
4.63%, 06/15/28			55		49,508
6.13%, 10/01/28^(e)			122		114,527
6.13%, 06/15/30			122		114,381
6.75%, 05/15/31^(b)			550		530,459
UnitedHealth Group, Inc. 5.80%, 03/15/36			1,750		1,773,813
3.05%, 05/15/41			600		423,331

					10,641,668

Health Care Technology^(b)— 0.3%
AthenaHealth Group, Inc., 6.50%, 02/15/30^(e)			1,181		987,915
Catalent Pharma Solutions, Inc. 5.00%, 07/15/27			71		65,137
3.13%, 02/15/29			58		47,571
3.50%, 04/01/30^(e)			260		214,063
Fortrea Holdings, Inc., 7.50%, 07/01/30^(e)			132		128,438

					1,443,124

Hotels, Restaurants & Leisure — 1.9%
Accor SA, (5-year EUR Swap + 4.56%), 4.38%^(a)(d)(f)	EUR		100		104,664
Boyd Gaming Corp., 4.75%, 12/01/27	USD		88		81,012
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.^(b)3.88%, 01/15/28			39		34,985
4.38%, 01/15/28			214		192,888


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.^(b)(continued)
4.00%, 10/15/30	USD		41	$	34,070
Caesars Entertainment, Inc.^(b)
6.25%, 07/01/25			701		691,405
8.13%, 07/01/27^(e)			626		628,984
4.63%, 10/15/29^(e)			128		108,424
7.00%, 02/15/30			742		722,012
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)			103		102,565
CDI Escrow Issuer, Inc., 5.75%, 04/01/30^(b)			418		377,629
Churchill Downs, Inc.^(b)
5.50%, 04/01/27			244		232,579
4.75%, 01/15/28			207		186,723
6.75%, 05/01/31			263		248,535
Corvias Campus Living - USG LLC, 5.30%, 07/01/50			5,558		2,001,142
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.^(b)
4.63%, 01/15/29			85		72,037
6.75%, 01/15/30			46		37,495
Hilton Domestic Operating Co., Inc.^(b)
5.75%, 05/01/28			112		108,273
3.75%, 05/01/29			99		85,616
4.00%, 05/01/31			79		66,413
3.63%, 02/15/32			38		30,635
Light & Wonder International, Inc., 7.50%, 09/01/31			121		119,591
Lindblad Expeditions Holdings, Inc., 9.00%, 05/15/28^(b)			166		165,638
Lottomatica SpA, (3-mo. EURIBOR + 4.13%), 7.93%, 06/01/28^(a)(d)	EUR		100		106,544
Melco Resorts Finance Ltd.^(b)
4.88%, 06/06/25	USD		200		188,870
5.75%, 07/21/28			200		173,440
5.38%, 12/04/29			200		164,342
Merlin Entertainments Ltd., 5.75%, 06/15/26^(b)			200		190,975
MGM China Holdings Ltd.
5.88%, 05/15/26^(d)			450		426,411
4.75%, 02/01/27^(b)			200		179,834
Ontario Gaming GTA LP, 8.00%, 08/01/30			110		110,000
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.^(b)
5.63%, 09/01/29			63		48,510
5.88%, 09/01/31			79		58,262
Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.63%, 03/01/30^(b)			78		67,275
Scientific Games International, Inc.^(b)7.00%, 05/15/28^(e)			100		98,291
7.25%, 11/15/29			96		94,080
Six Flags Entertainment Corp., 7.25%, 05/15/31^(b)(e)			453		425,313
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)			65		64,835
Station Casinos LLC, 4.50%, 02/15/28^(b)			123		107,297
Studio City Co. Ltd., 7.00%, 02/15/27^(d)			200		188,416
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			105		104,434
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(b)(e)			125		116,274
Wynn Macau Ltd. 4.88%, 10/01/24^(d)			200		194,100


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Wynn Macau Ltd. (continued)
5.63%, 08/26/28^(b)(e)	USD		200	$	172,500
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.^(b)
5.13%, 10/01/29			435		380,245
7.13%, 02/15/31^(e)			230		218,321

					10,311,884

Household Durables — 0.1%
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, 06/15/29^(b)			141		116,053
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			173		166,703
Dream Finders Homes, Inc., 8.25%, 08/15/28			73		73,494
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			29		29,560
SWF Escrow Issuer Corp., 6.50%, 10/01/29^(b)(e)			223		142,653
Taylor Morrison Communities, Inc., 5.88%, 06/15/27^(b)			62		58,942
Tempur Sealy International, Inc., 3.88%, 10/15/31^(b)			76		58,631
Tri Pointe Homes, Inc., 5.25%, 06/01/27			28		26,201

					672,237

Household Products — 0.0%
Central Garden & Pet Co.
5.13%, 02/01/28			35		32,641
4.13%, 10/15/30^(e)			105		87,540

					120,181

Independent Power and Renewable Electricity Producers — 0.2%
Alexander Funding Trust II, 7.47%, 07/31/28^(b)			105		105,138
Calpine Corp.^(b)
5.13%, 03/15/28			92		81,920
5.00%, 02/01/31			41		33,152
Clearway Energy Operating LLC^(b)
4.75%, 03/15/28			124		110,901
3.75%, 02/15/31			14		11,043
Greenko Dutch BV, 3.85%, 03/29/26^(d)(e)			185		166,124
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26^(d)			200		185,584
India Cleantech Energy, 4.70%, 08/10/26^(b)			221		191,894
NRG Energy, Inc., 7.00%, 03/15/33^(b)			150		144,926
SCC Power PLC^(b)(g)
(4.00% Cash or 4.00% PIK), 4.00%, 05/17/32			136		14,710
(8.00% Cash or 4.00% PIK), 8.00%, 12/31/28			252		95,785

					1,141,177

Industrial Conglomerates — 0.4%
General Electric Co., 6.15%, 08/07/37			2,150		2,136,272


Insurance — 2.4%
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29^(b)			82		68,908
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^(b)
4.25%, 10/15/27			319		285,613
6.75%, 10/15/27^(e)			1,303		1,211,805
6.75%, 04/15/28			397		383,127
5.88%, 11/01/29^(e)			1,115		965,611
Aon Global Ltd., 4.60%, 06/14/44			500		403,229
Berkshire Hathaway Finance Corp., 4.40%, 05/15/42^(e)			500		434,607
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)			148		145,478


11

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Insurance (continued)
HUB International Ltd.^(b)
7.00%, 05/01/26	USD		625	$	623,626
7.25%, 06/15/30^(e)			982		980,203
Jones Deslauriers Insurance Management, Inc.^(b)
8.50%, 03/15/30			352		354,584
10.50%, 12/15/30			183		186,190
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(b)			2,000		1,825,107
Marsh & McLennan Cos., Inc., 5.88%, 08/01/33^(e)			1,500		1,514,945
NFP Corp., 8.50%, 10/01/31			120		120,182
Progressive Corp., 3.00%, 03/15/32			750		628,311
Prudential Financial, Inc.
5.90%, 03/17/36			500		480,457
5.70%, 12/14/36			1,625		1,616,113
Ryan Specialty LLC, 4.38%, 02/01/30^(b)			132		114,949
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(b)			700		533,437

					12,876,482

Interactive Media & Services — 0.1%
Cablevision Lightpath LLC, 5.63%, 09/15/28^(b)			200		153,487
iliad SA^(d)
5.38%, 06/14/27	EUR		100		102,744
5.63%, 02/15/30			100		100,703
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc., 4.75%, 04/30/27^(b)	USD		133		118,370

					475,304

Internet Software & Services — 0.4%
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27^(b)			27		25,469
Match Group Holdings II LLC^(b)
5.63%, 02/15/29			6		5,535
4.13%, 08/01/30			20		16,503
3.63%, 10/01/31^(e)			134		105,742
Uber Technologies, Inc.
0.00%, 12/15/25^(i)(j)			590		550,421
8.00%, 11/01/26^(b)			156		157,834
7.50%, 09/15/27^(b)(e)			330		332,740
6.25%, 01/15/28^(b)			190		185,794
4.50%, 08/15/29^(b)			588		525,588

					1,905,626

IT Services — 0.9%
Ahead DB Holdings LLC, 6.63%, 05/01/28^(b)			99		83,623
CA Magnum Holdings, 5.38%, 10/31/26^(b)			258		227,644
Camelot Finance SA, 4.50%, 11/01/26^(b)			198		182,791
Central Parent LLC/CDK Global II LLC/CDK Financing Co, Inc., 8.00%, 06/15/29			270		269,001
Dun & Bradstreet Corp., 5.00%, 12/15/29^(b)			464		400,032
Engineering - Ingegneria Informatica - SpA, 11.13%, 05/15/28^(d)	EUR		100		105,646
Fidelity National Information Services, Inc., 4.50%, 08/15/46	USD		1,000		748,716
Fiserv, Inc., 4.40%, 07/01/49			500		383,019
International Business Machines Corp.
4.40%, 07/27/32			500		459,705
4.75%, 02/06/33			550		517,483
2.95%, 05/15/50^(e)			750		448,879
KBR, Inc., 4.75%, 09/30/28^(b)			136		119,680
McAfee Corp., 7.38%, 02/15/30^(b)(e)			649		543,338
Presidio Holdings, Inc., 4.88%, 02/01/27^(b)			32		29,583


Security		Par (000)		Value

IT Services (continued)
Twilio, Inc.
3.63%, 03/15/29	USD		117	$	97,946
3.88%, 03/15/31^(e)			214		174,000
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			353		294,206

					5,085,292

Leisure Products — 0.1%
Acushnet Co., 7.38%, 10/15/28			55		55,412
Mattel, Inc. 6.20%, 10/01/40			194		172,790
5.45%, 11/01/41			59		48,665

					276,867

Life Sciences Tools & Services — 0.1%
Star Parent, Inc., 9.00%, 10/01/30			561		566,892


Machinery — 0.6%
Chart Industries, Inc.^(b)7.50%, 01/01/30^(e)			445		447,438
9.50%, 01/01/31			66		70,145
GrafTech Global Enterprises, Inc., 9.88%, 12/15/28			192		181,920
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(g)			241		238,595
Madison IAQ LLC, 5.88%, 06/30/29^(b)(e)			232		186,816
OT Merger Corp., 7.88%, 10/15/29^(b)			78		47,730
Terex Corp., 5.00%, 05/15/29^(b)			110		98,508
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26^(b)			544		533,120
TK Elevator Holdco GmbH 6.63%, 07/15/28^(d)	EUR		91		83,731
7.63%, 07/15/28^(b)(e)	USD		400		364,091
TK Elevator Midco GmbH, 4.38%, 07/15/27^(d)	EUR		303		289,818
TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27^(b)	USD		941		862,453

					3,404,365

Media — 4.4%
AMC Networks, Inc., 4.75%, 08/01/25			115		106,096
Bell Telephone Co. of Canada or Bell Canada,
Series US-4, 3.65%, 03/17/51			335		225,340
Cable One, Inc. 0.00%, 03/15/26^(i)(j)			62		50,716
1.13%, 03/15/28⁽ⁱ⁾			336		249,984
4.00%, 11/15/30^(b)			96		73,133
CCO Holdings LLC/CCO Holdings Capital Corp.^(b)5.13%, 05/01/27			228		212,431
5.00%, 02/01/28			95		86,273
6.38%, 09/01/29^(e)			517		482,085
4.75%, 03/01/30			82		68,835
4.25%, 02/01/31			283		225,279
7.38%, 03/01/31^(e)			1,050		1,014,120
4.75%, 02/01/32			241		192,800
4.25%, 01/15/34^(e)			176		129,585
Charter Communications Operating LLC/Charter Communications Operating Capital 5.38%, 05/01/47			1,100		838,226
4.80%, 03/01/50			1,000		699,266
Clear Channel International BV, 6.63%, 08/01/25^(b)			256		253,081
Clear Channel Outdoor Holdings, Inc. 5.13%, 08/15/27^(b)(e)			438		388,941
7.75%, 04/15/28^(b)(e)			237		189,224
9.00%, 09/15/28			501		496,160
7.50%, 06/01/29^(b)			508		388,434


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Media (continued)
CMG Media Corp., 8.88%, 12/15/27^(b)	USD		213	$	166,719
Comcast Corp. 6.45%, 03/15/37			790		825,055
3.90%, 03/01/38			1,500		1,225,075
4.70%, 10/15/48^(e)			3,000		2,537,379
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26^(b)			855		797,457
CSC Holdings LLC^(b)5.50%, 04/15/27			200		171,415
11.25%, 05/15/28			1,407		1,401,494
4.13%, 12/01/30^(e)			400		283,086
4.50%, 11/15/31			206		145,802
Directv Financing LLC/Directv Financing Co-Obligor, Inc., 5.88%, 08/15/27^(b)(e)			149		131,743
Discovery Communications LLC, 3.45%, 03/15/25			210		201,850
DISH DBS Corp. 7.75%, 07/01/26^(e)			343		257,250
5.25%, 12/01/26^(b)			603		512,460
5.75%, 12/01/28^(b)			192		147,600
5.13%, 06/01/29			34		18,849
DISH Network Corp., 11.75%, 11/15/27^(b)			476		479,554
Frontier Communications Holdings LLC^(b)5.88%, 10/15/27			152		138,239
5.00%, 05/01/28			293		250,170
8.75%, 05/15/30			821		779,519
GCI LLC, 4.75%, 10/15/28^(b)			72		62,100
Gray Television, Inc.^(b)5.88%, 07/15/26			123		110,513
7.00%, 05/15/27			93		79,980
Hughes Satellite Systems Corp., 5.25%, 08/01/26			59		53,052
Iliad Holding SASU, 6.50%, 10/15/26^(b)			529		497,002
Interpublic Group of Cos., Inc., 5.40%, 10/01/48			500		425,153
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(g)			179		52,900
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29^(b)			155		102,193
Live Nation Entertainment, Inc.^(b)5.63%, 03/15/26			11		10,561
6.50%, 05/15/27^(e)			722		711,886
4.75%, 10/15/27^(e)			345		315,891
Lorca Telecom Bondco SA, 4.00%, 09/18/27^(d)	EUR		100		98,116
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(b)	USD		108		99,900
Network i2i Ltd., (5-year CMT + 4.27%), 5.65%^(a)(d)(f)			400		387,572
Nexstar Media, Inc., 5.63%, 07/15/27^(b)			33		29,367
Outfront Media Capital LLC/Outfront Media Capital Corp.^(b)5.00%, 08/15/27^(e)			203		178,860
4.25%, 01/15/29^(e)			291		230,914
4.63%, 03/15/30			18		14,150
Radiate Holdco LLC/Radiate Finance, Inc.^(b)4.50%, 09/15/26			177		134,461
6.50%, 09/15/28			640		336,000
Sable International Finance Ltd., 5.75%, 09/07/27^(b)			200		180,750
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)(e)			221		137,035
Sirius XM Radio, Inc., 5.00%, 08/01/27^(b)			403		368,100
Stagwell Global LLC, 5.63%, 08/15/29^(b)			69		55,717
Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%, 11/15/25^(d)(g)	EUR		119		120,524


Security		Par (000)		Value

Media (continued)
TCI Communications, Inc., 7.88%, 02/15/26	USD		610	$	638,952
TEGNA, Inc., 4.75%, 03/15/26^(b)			32		30,320
Univision Communications, Inc.^(b)5.13%, 02/15/25			36		35,088
6.63%, 06/01/27			37		34,459
8.00%, 08/15/28^(e)			233		225,893
7.38%, 06/30/30^(e)			120		109,668
UPC Broadband Finco BV, 4.88%, 07/15/31^(b)			303		245,878
VZ Secured Financing BV, 3.50%, 01/15/32^(d)	EUR		100		81,125
Walt Disney Co. 7.63%, 11/30/28	USD		385		424,325
5.40%, 10/01/43			500		466,339
Ziggo Bond Co. BV, 6.00%, 01/15/27^(b)			150		137,324
Ziggo BV, 4.88%, 01/15/30^(b)			200		162,931

					24,225,724

Metals & Mining — 1.0%
ABJA Investment Co. Pte. Ltd.^(d)5.95%, 07/31/24			250		248,625
5.45%, 01/24/28			200		195,112
Arsenal AIC Parent LLC, 8.00%, 10/01/30^(b)			94		93,532
ATI, Inc. 5.88%, 12/01/27			121		114,648
7.25%, 08/15/30			329		326,532
5.13%, 10/01/31			110		95,189
Big River Steel LLC/BRS Finance Corp., Series L, 6.63%, 01/31/29^(b)			761		751,898
Carpenter Technology Corp. 6.38%, 07/15/28			180		173,604
7.63%, 03/15/30			151		151,189
Constellium SE 4.25%, 02/15/26^(d)	EUR		100		103,098
3.75%, 04/15/29^(b)(e)	USD		591		495,209
First Quantum Minerals Ltd., 8.63%, 06/01/31^(b)			222		220,890
JSW Steel Ltd., 5.95%, 04/18/24^(d)			200		198,100
Kaiser Aluminum Corp.^(b)4.63%, 03/01/28			98		85,573
4.50%, 06/01/31			304		240,807
New Gold, Inc., 7.50%, 07/15/27^(b)			218		203,499
Novelis Corp.^(b)3.25%, 11/15/26^(e)			542		484,058
4.75%, 01/30/30^(e)			296		256,173
3.88%, 08/15/31			200		159,717
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29^(d)	EUR		100		91,164
Rio Tinto Finance USA PLC, 4.75%, 03/22/42	USD		400		352,613
Vedanta Resources Finance II PLC, 13.88%, 01/21/24^(d)			200		178,786

					5,220,016

Multi-Utilities — 0.3%
AmeriGas Partners LP/AmeriGas Finance Corp., 9.38%, 06/01/28^(b)			193		195,654
KeySpan Gas East Corp., 5.82%, 04/01/41^(b)			1,010		906,389
NiSource, Inc., 1.70%, 02/15/31			400		299,138

					1,401,181

Offshore Drilling & Other Services — 0.2%
Entegris Escrow Corp., 4.75%, 04/15/29^(b)			786		706,620


13

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Offshore Drilling & Other Services (continued)
Entegris, Inc., 4.38%, 04/15/28^(b)	USD		201	$	178,905
KLA Corp., 3.30%, 03/01/50			500		332,273

					1,217,798

Oil, Gas & Consumable Fuels — 7.3%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)			431		427,599
Antero Midstream Partners LP/Antero Midstream Finance Corp.^(b)5.75%, 03/01/27			148		141,259
5.75%, 01/15/28			39		36,786
5.38%, 06/15/29			140		128,182
Antero Resources Corp., 7.63%, 02/01/29^(b)			83		84,117
Apache Corp., 5.35%, 07/01/49			84		64,354
Arcosa, Inc., 4.38%, 04/15/29^(b)			117		102,106
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(b)
Series B, 9.00%, 11/01/27			367		462,420
Series B, 8.25%, 12/31/28			593		586,829
Series B, 5.88%, 06/30/29			44		39,565
Baytex Energy Corp., 8.50%, 04/30/30^(b)			94		95,112
Buckeye Partners LP 5.85%, 11/15/43			94		68,620
5.60%, 10/15/44			59		41,980
Burlington Resources LLC, 5.95%, 10/15/36			685		692,468
Callon Petroleum Co. 6.38%, 07/01/26			111		108,937
8.00%, 08/01/28^(b)(e)			355		355,507
7.50%, 06/15/30^(b)(e)			367		355,835
Cellnex Finance Co. SA, 1.25%, 01/15/29^(d)	EUR		100		88,194
Chesapeake Energy Corp.^(b)5.88%, 02/01/29	USD		28		26,347
6.75%, 04/15/29^(e)			290		283,795
CITGO Petroleum Corp., 8.38%, 01/15/29^(b)			322		321,582
Civitas Resources, Inc.^(b)8.38%, 07/01/28			523		532,152
8.75%, 07/01/31			432		441,275
CNX Midstream Partners LP, 4.75%, 04/15/30^(b)			66		54,938
CNX Resources Corp., 7.38%, 01/15/31^(b)			70		68,625
Comstock Resources, Inc.^(b)6.75%, 03/01/29^(e)			387		355,998
5.88%, 01/15/30			290		251,033
ConocoPhillips, 6.50%, 02/01/39			600		642,478
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31^(b)			500		443,174
Crescent Energy Finance LLC^(b)7.25%, 05/01/26			496		486,080
9.25%, 02/15/28			311		317,515
Crestwood Midstream Partners LP/Crestwood
Midstream Finance Corp.^(b)5.63%, 05/01/27			34		32,587
6.00%, 02/01/29			314		303,104
8.00%, 04/01/29			29		29,746
7.38%, 02/01/31			69		70,273
CrownRock LP/CrownRock Finance, Inc.^(b)5.63%, 10/15/25			597		587,418
5.00%, 05/01/29			43		40,289
Devon Energy Corp. 5.85%, 12/15/25			1,000		994,914
4.75%, 05/15/42			300		238,343


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Diamond Foreign Asset Co./Diamond Finance LLC, 8.50%, 10/01/30	USD		140	$	140,020
DT Midstream, Inc., 4.38%, 06/15/31^(b)(e)			209		175,751
Earthstone Energy Holdings LLC^(b)(e)8.00%, 04/15/27			189		193,445
9.88%, 07/15/31			209		227,282
Ecopetrol SA, 8.88%, 01/13/33			175		170,489
eG Global Finance PLC^(b)6.75%, 02/07/25			222		218,115
8.50%, 10/30/25			200		196,835
Enbridge, Inc.
(3-mo. CME Term SOFR + 3.90%), 6.25%, 03/01/78^(a)			1,935		1,726,739
(5-year CMT + 4.43%), 8.50%, 01/15/84			123		121,988
Series 20-A, (5-year CMT + 5.31%), 5.75%, 07/15/80^(a)			950		826,938
Energean Israel Finance Ltd., 8.50%, 09/30/33			108		107,865
Energy Transfer LP 5.30%, 04/15/47			540		438,628
Series H, (5-year CMT + 5.69%), 6.50%^(a)(f)			307		282,087
EnLink Midstream LLC 5.63%, 01/15/28^(b)			92		86,985
5.38%, 06/01/29			264		244,200
6.50%, 09/01/30^(b)			142		137,745
EnLink Midstream Partners LP 4.15%, 06/01/25			4		3,818
5.60%, 04/01/44			141		117,030
Enterprise Products Operating LLC, 6.13%, 10/15/39			1,400		1,398,208
EOG Resources, Inc., 5.10%, 01/15/36			200		179,658
EQM Midstream Partners LP 6.00%, 07/01/25^(b)			89		87,618
4.13%, 12/01/26			68		62,944
6.50%, 07/01/27^(b)			245		239,237
4.50%, 01/15/29^(b)			13		11,569
7.50%, 06/01/30^(b)			57		57,242
Genesis Energy LP/Genesis Energy Finance Corp. 6.50%, 10/01/25			72		70,763
7.75%, 02/01/28			107		101,433
8.88%, 04/15/30			109		106,426
Gulfport Energy Corp., 8.00%, 05/17/26^(b)			25		25,031
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			40		38,665
Hess Corp., 4.30%, 04/01/27			1,100		1,044,865
Hilcorp Energy I LP/Hilcorp Finance Co.^(b)6.25%, 11/01/28			70		65,640
5.75%, 02/01/29			127		114,680
6.00%, 04/15/30			12		10,820
Howard Midstream Energy Partners LLC, 8.88%, 07/15/28^(b)			179		180,566
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26^(d)			200		191,360
HTA Group Ltd., 7.00%, 12/18/25^(b)			200		192,406
Impulsora Pipeline LLC, 6.05%, 01/01/43^(a)			1,592		1,286,552
ITT Holdings LLC, 6.50%, 08/01/29^(b)(e)			232		196,649
Kinder Morgan, Inc., 5.05%, 02/15/46^(e)			1,400		1,119,734
Kinetik Holdings LP, 5.88%, 06/15/30^(b)(e)			202		189,375
Leviathan Bond Ltd., 6.75%, 06/30/30^(b)			88		80,922
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas
Finance Corp., 6.00%, 08/01/26^(b)			22		21,233
Marathon Petroleum Corp., 6.50%, 03/01/41^(e)			1,150		1,137,588
Matador Resources Co.^(e)5.88%, 09/15/26			179		172,758


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Matador Resources Co.^(e)(continued) 6.88%, 04/15/28^(b)	USD		167	$	163,968
Medco Oak Tree Pte. Ltd., 7.38%, 05/14/26^(d)			288		285,457
MPLX LP 4.25%, 12/01/27			250		234,829
4.80%, 02/15/29			500		474,381
Murphy Oil Corp. 5.75%, 08/15/25			9		8,989
5.88%, 12/01/42			18		14,552
Murphy Oil USA, Inc., 4.75%, 09/15/29			28		25,245
Nabors Industries Ltd.^(b)7.25%, 01/15/26			140		135,275
7.50%, 01/15/28			177		163,634
Nabors Industries, Inc. 5.75%, 02/01/25^(e)			522		510,907
7.38%, 05/15/27^(b)			25		24,184
New Fortress Energy, Inc.^(b)6.75%, 09/15/25			215		205,240
6.50%, 09/30/26			477		439,189
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)(e)			151		149,345
Noble Finance II LLC, 8.00%, 04/15/30^(b)			209		211,733
Northern Oil and Gas, Inc.^(b)8.13%, 03/01/28			513		512,384
8.75%, 06/15/31			218		219,635
NuStar Logistics LP 6.00%, 06/01/26			99		96,052
6.38%, 10/01/30			17		16,103
Occidental Petroleum Corp., 6.20%, 03/15/40^(e)			171		162,998
PBF Holding Co. LLC/PBF Finance Corp., 7.88%, 09/15/30^(b)			85		84,658
PDC Energy, Inc., 5.75%, 05/15/26			38		37,869
Permian Resources Operating LLC^(b)5.38%, 01/15/26			32		30,636
7.75%, 02/15/26			380		382,460
6.88%, 04/01/27			116		114,344
5.88%, 07/01/29			449		422,368
Petroleos Mexicanos 4.25%, 01/15/25			55		52,362
6.50%, 03/13/27^(e)			142		124,522
8.75%, 06/02/29			204		180,089
5.95%, 01/28/31^(e)			245		174,440
6.70%, 02/16/32			117		86,639
6.38%, 01/23/45			48		27,725
Precision Drilling Corp., 6.88%, 01/15/29^(b)			9		8,525
Rockcliff Energy II LLC, 5.50%, 10/15/29^(b)			73		65,698
Rockies Express Pipeline LLC, 4.95%, 07/15/29^(b)			36		32,065
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26			1,750		1,746,932
Sitio Royalties Operating Partnership LP/Sitio Finance Corp., 7.88%, 11/01/28^(h)			216		216,540
SM Energy Co. 5.63%, 06/01/25			111		108,636
6.75%, 09/15/26			116		113,868
6.63%, 01/15/27			14		13,720
6.50%, 07/15/28			103		98,880
Southwestern Energy Co., 5.38%, 02/01/29^(e)			107		98,546
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		996,472
Sunoco LP/Sunoco Finance Corp. 5.88%, 03/15/28			4		3,837


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Sunoco LP/Sunoco Finance Corp. (continued) 7.00%, 09/15/28	USD		122	$	120,383
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(b)7.50%, 10/01/25			9		8,975
6.00%, 03/01/27			29		27,256
5.50%, 01/15/28			56		50,960
6.00%, 12/31/30			20		17,654
6.00%, 09/01/31			88		76,708
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		435,546
Transocean Aquila Ltd., 8.00%, 09/30/28^(b)(h)			82		82,000
Transocean Titan Financing Ltd., 8.38%, 02/01/28^(b)			125		127,188
Transocean, Inc.^(b)7.50%, 01/15/26			352		344,017
11.50%, 01/30/27			358		375,453
8.00%, 02/01/27			161		154,963
8.75%, 02/15/30			655		669,277
Valaris Ltd., 8.38%, 04/30/30^(b)			498		498,374
Venture Global Calcasieu Pass LLC^(b)3.88%, 08/15/29			200		168,296
4.13%, 08/15/31			228		187,102
3.88%, 11/01/33^(e)			551		427,810
Venture Global LNG, Inc.^(b)8.13%, 06/01/28			890		881,227
8.38%, 06/01/31			1,268		1,246,523
Vermilion Energy, Inc., 6.88%, 05/01/30^(b)			108		102,189
Vital Energy, Inc. 10.13%, 01/15/28			143		145,754
9.75%, 10/15/30			143		146,186
Western Midstream Operating LP 5.45%, 04/01/44			137		110,436
5.30%, 03/01/48			75		58,541
5.50%, 08/15/48			69		54,863
5.25%, 02/01/50			304		236,826

					40,231,876

Passenger Airlines — 1.0%
Air Canada, 3.88%, 08/15/26^(b)			83		75,327
Allegiant Travel Co., 7.25%, 08/15/27^(b)			51		48,004
American Airlines Pass-Through Trust
Series 2015-2, Class A, 4.00%, 03/22/29			967		872,964
Series 2015-2, Class AA, 3.60%, 03/22/29			967		890,855
American Airlines, Inc.^(b)11.75%, 07/15/25			27		29,025
7.25%, 02/15/28			47		44,937
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(b)5.50%, 04/20/26			195		190,265
5.75%, 04/20/29^(e)			411		382,638
Deutsche Lufthansa AG, 2.88%, 05/16/27^(d)	EUR		100		96,078
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)	USD		37		33,294
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27^(b)			420		415,980
United Airlines Pass-Through Trust, Class A, 4.30%, 02/15/27			2,213		2,117,370
United Airlines, Inc.^(b)4.38%, 04/15/26			113		104,501


15

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Passenger Airlines (continued)
United Airlines, Inc.^(b)(continued) 4.63%, 04/15/29^(e)	USD		235	$	201,990
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 7.88%, 05/01/27^(b)			85		73,206

					5,576,434

Personal Care Products — 0.0%
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, Series 2020, 6.63%, 07/15/30^(b)			176		171,836


Pharmaceuticals — 1.5%
AbbVie, Inc.
3.20%, 05/14/26			500		472,290
4.55%, 03/15/35^(e)			2,140		1,946,516
4.45%, 05/14/46			2,095		1,711,503
Bristol-Myers Squibb Co.
3.55%, 03/15/42			350		262,739
4.35%, 11/15/47			300		242,961
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27^(d)	EUR		100		96,210
CVS Health Corp.
5.13%, 07/20/45	USD		700		589,053
5.05%, 03/25/48			1,821		1,512,969
Gruenenthal GmbH, 4.13%, 05/15/28^(d)	EUR		100		97,537
Jazz Securities DAC, 4.38%, 01/15/29^(b)	USD		200		174,377
Option Care Health, Inc., 4.38%, 10/31/29^(b)			76		65,645
Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/30			500		402,068
Teva Pharmaceutical Finance Netherlands II BV, 7.38%, 09/15/29	EUR		100		107,465
Teva Pharmaceutical Finance Netherlands III BV
3.15%, 10/01/26	USD		299		265,866
4.75%, 05/09/27			200		183,102
7.88%, 09/15/29			200		202,468

					8,332,769

Real Estate Management & Development — 0.3%
Agps Bondco PLC, 5.50%, 11/13/26^(d)(k)(l)	EUR		100		41,878
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp., 7.00%, 04/15/30^(b)	USD		150		135,109
Anywhere Real Estate Group LLC/Anywhere Co.-Issuer Corp., Series AI, 7.00%, 04/15/30			170		153,064
Cushman & Wakefield U.S. Borrower LLC, 8.88%, 09/01/31			94		90,945
Fantasia Holdings Group Co. Ltd.^(k)(l)
11.75%, 04/17/22^(d)			200		8,000
10.88%, 01/09/23			307		12,280
11.88%, 06/01/23^(d)			400		16,000
9.25%, 07/28/23			300		12,000
Global Prime Capital Pte. Ltd., 5.95%, 01/23/25^(d)			200		194,080
i-595 Express LLC, 3.31%, 12/31/31^(a)			687		621,372
Theta Capital Pte. Ltd., 8.13%, 01/22/25^(d)			200		154,966

					1,439,694

Semiconductors & Semiconductor Equipment — 1.1%
Broadcom, Inc.
4.75%, 04/15/29			2,500		2,357,416
4.15%, 04/15/32^(b)(e)			1,500		1,301,721
Intel Corp.
5.13%, 02/10/30			750		735,959
2.00%, 08/12/31^(e)			1,000		783,160


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
NCR Atleos Escrow Corp., 9.50%, 04/01/29	USD		143	$	138,310
QUALCOMM, Inc., 4.65%, 05/20/35			250		234,283
Sensata Technologies BV, 5.88%, 09/01/30^(b)			200		186,325

					5,737,174

Software — 2.1%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)			262		254,001
Alteryx, Inc., 8.75%, 03/15/28^(b)(e)			174		173,223
Boxer Parent Co., Inc.
6.50%, 10/02/25^(d)	EUR		100		104,747
7.13%, 10/02/25^(b)	USD		81		80,595
9.13%, 03/01/26^(b)			948		945,346
Capstone Borrower, Inc., 8.00%, 06/15/30^(b)			205		200,131
Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29^(b)(e)			497		481,848
Cloud Software Group, Inc.^(b)
6.50%, 03/31/29			2,054		1,816,415
9.00%, 09/30/29			989		859,442
Consensus Cloud Solutions, Inc.^(b)
6.00%, 10/15/26			48		44,181
6.50%, 10/15/28			45		38,351
Crowdstrike Holdings, Inc., 3.00%, 02/15/29			30		25,268
Elastic NV, 4.13%, 07/15/29^(b)			129		109,864
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32^(b)			85		69,864
Microsoft Corp., 2.92%, 03/17/52^(e)			1,600		1,049,454
MicroStrategy, Inc., 6.13%, 06/15/28^(b)(e)			305		270,883
Open Text Corp., 6.90%, 12/01/27^(b)			333		333,758
Oracle Corp.
5.38%, 07/15/40^(e)			3,025		2,683,241
4.00%, 11/15/47			400		281,119
3.95%, 03/25/51			600		411,327
Playtika Holding Corp., 4.25%, 03/15/29^(b)			54		45,090
Sabre GLBL, Inc., 8.63%, 06/01/27^(e)			328		278,081
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)			584		551,086
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)			189		157,912

					11,265,227

Specialized REITs — 0.1%
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28^(b)			521		510,295


Specialty Retail^(b)— 0.1%
PetSmart, Inc./PetSmart Finance Corp., 7.75%, 02/15/29^(e)			493		459,421
Staples, Inc., 7.50%, 04/15/26			86		70,722

					530,143

Technology Hardware, Storage & Peripherals — 0.6%
Apple, Inc.^(e)
4.65%, 02/23/46			2,400		2,138,482
3.75%, 11/13/47			1,000		775,433
Seagate HDD Cayman^(b)
8.25%, 12/15/29			243		249,561
8.50%, 07/15/31			307		314,916

					3,478,392


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Textiles, Apparel & Luxury Goods^(b)— 0.0%
Hanesbrands, Inc. 4.88%, 05/15/26	USD		121	$	110,928
9.00%, 02/15/31			84		80,064
Levi Strauss & Co., 3.50%, 03/01/31			11		8,699

					199,691

Tobacco — 0.8%
Altria Group, Inc. 2.45%, 02/04/32			200		150,875
5.38%, 01/31/44			2,000		1,792,726
Reynolds American, Inc. 4.45%, 06/12/25			394		382,945
7.00%, 08/04/41			1,000		935,936
5.85%, 08/15/45			1,500		1,242,494

					4,504,976

Transportation Infrastructure — 0.4%
Aeropuertos Dominicanos Siglo XXI SA, Series E, 6.75%, 03/30/29^(b)			200		193,600
Azzurra Aeroporti SpA, 2.63%, 05/30/27^(d)	EUR		100		94,910
FedEx Corp., 4.75%, 11/15/45^(e)	USD		1,250		1,020,646
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27^(d)			200		177,902
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26^(b)			580		556,261

					2,043,319

Utilities^(b)— 0.1%
Vistra Operations Co. LLC 7.75%, 10/15/31			204		200,949
6.95%, 10/15/33			145		142,221

					343,170

Water Utilities — 0.2%
American Water Capital Corp., 4.45%, 06/01/32			1,350		1,247,513


Wireless Telecommunication Services — 1.0%
Altice France SA, 2.13%, 02/15/25^(d)	EUR		100		99,382
Altice France SA/France, 5.50%, 10/15/29^(b)	USD		400		287,646
Crown Castle, Inc., 3.10%, 11/15/29			750		638,009
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			210		174,930
Millicom International Cellular SA, 4.50%, 04/27/31^(b)			200		142,500
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		2,416,225
SBA Communications Corp., 3.13%, 02/01/29^(e)			321		267,737
T-Mobile U.S., Inc. 2.55%, 02/15/31			500		397,855
4.50%, 04/15/50^(e)			500		383,415
VICI Properties LP/VICI Note Co., Inc., 4.63%, 12/01/29^(b)			239		212,005
Vmed O2 U.K. Financing I PLC, 4.50%, 07/15/31^(d)	GBP		100		95,324
Vodafone Group PLC 4.25%, 09/17/50^(e)	USD		700		507,506
(5-year EUR Swap + 3.49%), 6.50%, 08/30/84^(a)(d)	EUR		100		106,506

					5,729,040


Total Corporate Bonds — 67.9%
(Cost: $406,691,097)					371,900,170


Floating Rate Loan Interests^(a)

Aerospace & Defense — 0.2%
Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.00%), 9.65%, 10/31/28	USD		41		40,896


Security		Par (000)		Value

Aerospace & Defense (continued)
Dynasty Acquisition Co., Inc., 2023 Term Loan B1, (1-mo. CME Term SOFR + 4.00%), 9.32%, 08/24/28	USD		126	$	125,304
Peraton Corp.
2nd Lien Term Loan B1, (3-mo. CME Term SOFR at 0.75% Floor + 7.75%), 13.23%, 02/01/29			303		295,948
Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.17%, 02/01/28			415		414,119
Standard Aero Ltd., 2023 Term Loan B2, (1-mo. CME Term SOFR + 4.00%), 9.32%, 08/24/28			54		53,701

					929,968

Air Freight & Logistics — 0.0%
Clue Opco LLC, Term Loan B, 09/20/30^(m)			130		126,642


Automobile Components — 0.0%
Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 5.00%), 10.48%, 11/17/28			113		95,683


Beverages — 0.0%
Naked Juice LLC
2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.49%, 01/24/30			20		16,144
Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.74%, 01/24/29			17		16,069

					32,213

Broadline Retail — 0.0%
PUG LLC, USD Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.93%, 02/12/27			108		102,120


Capital Markets — 0.0%
Ascensus Holdings, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 6.50%), 12.03%, 08/02/29			122		115,306


Chemicals — 0.2%
Arc Falcon I, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%, 09/30/28			125		123,452
Aruba Investments Holdings LLC, 2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 7.75%), 13.17%, 11/24/28			65		59,892
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.32%, 08/27/26			9		8,822
Discovery Purchaser Corp., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.38%), 9.77%, 10/04/29			359		345,661
Herens U.S. Holdco Corp., USD Term Loan B, (3-mo. CME Term SOFR + 3.93%), 9.42%, 07/03/28			92		81,505
Momentive Performance Materials Inc., 2023 Term Loan, (1-mo. CME Term SOFR + 4.50%), 9.82%, 03/29/28			148		143,930
Nouryon USA LLC, 2023 USD Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 04/03/28			160		157,338
Olympus Water U.S. Holding Corp., 2023 Incremental Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 5.00%), 10.39%, 11/09/28			15		15,237

					935,837

Commercial Services & Supplies — 0.1%
Amentum Government Services Holdings LLC, Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 01/29/27			41		40,246


17

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Commercial Services & Supplies (continued)
KDC/ONE Development Corp., Inc., 2023 USD Term Loan B, (1-mo. CME Term SOFR + 5.00%), 10.32%, 08/15/28	USD		120	$	115,560
PECF USS Intermediate Holding III Corp., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.88%, 12/15/28			93		74,476
TruGreen LP, 2020 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 8.50%), 14.13%, 11/02/28^(c)			106		73,140

					303,422

Communications Equipment — 0.0%
Viasat, Inc., 2023 Term Loan, 05/30/30^(m)			153		141,621


Construction & Engineering — 0.2%
Brand Industrial Services, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 5.50%), 10.87%, 08/01/30			792		770,465
Propulsion BC Newco LLC, Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.14%, 09/14/29			69		69,323

					839,788

Containers & Packaging — 0.0%
Mauser Packaging Solutions Holding Co., Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.33%, 08/14/26			45		44,704
Trident TPI Holdings, Inc., 2023 USD Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.89%, 09/15/28			170		170,028

					214,732

Diversified Consumer Services — 0.0%
Ascend Learning LLC
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.75%), 11.17%, 12/10/29			83		70,515
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.92%, 12/11/28			106		100,856

					171,371

Diversified Telecommunication Services — 0.1%
Altice France SA, 2023 USD Term Loan B14, (3-mo. CME Term SOFR + 5.50%), 10.81%, 08/15/28			93		84,161
Frontier Communications Holdings LLC, 2021 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%, 10/08/27			144		139,027
Radiate Holdco LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%, 09/25/26			158		128,872
Zayo Group Holdings, Inc., USD Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.43%, 03/09/27			214		174,425

					526,485

Energy Equipment & Services — 0.0%
Lealand Finance Co. BV, 2020 Make Whole Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.43%, 06/28/24^(c)			8		5,848


Security		Par (000)			Value

Entertainment — 0.0%
Delta 2 Lux SARL, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.32%, 01/15/30	USD		63		$	62,937
EP Purchaser LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.90%, 11/06/28			—	⁽ⁿ⁾		2

						62,939

Financial Services — 0.1%
Deerfield Dakota Holding LLC
2020 USD Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 3.75%), 9.14%, 04/09/27			128			124,657
2021 USD 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 6.75%), 12.40%, 04/07/28			145			136,300
GIP Pilot Acquisition Partners LP, Term Loan, 09/18/30^(c)(m)			77			76,711
LBM Acquisition LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%, 12/17/27			—	⁽ⁿ⁾		1
White Cap Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.07%, 10/19/27			297			296,078

						633,747

Food Products — 0.0%
Chobani LLC, 2020 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.50%), 8.93%, 10/25/27			32			32,556


Health Care Equipment & Supplies — 0.1%
Bausch & Lomb Corp., 2023 Incremental Term Loan, 09/14/28^(c)(m)			129			127,226
Bausch and Lomb, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.76%, 05/10/27			177			171,863
Chariot Buyer LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.66%, 11/03/28			105			103,066

						402,155

Health Care Providers & Services — 0.0%
LifePoint Health, Inc., 2018 Term Loan B, (3-mo. SOFR + 3.75%), 9.07%, 11/16/25			123			122,883
Quorum Health Corp., 2020 Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 8.25%), 13.63%, 04/29/25			108			72,492
Surgery Center Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.19%, 08/31/26			68			67,708

						263,083

Health Care Technology — 0.3%
AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.57%, 02/15/29			1,033			1,011,871
Polaris Newco LLC, USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.43%, 06/02/28			196			187,817
Verscend Holding Corp., 2021 Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 08/27/25			624			622,866

						1,822,554


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Hotels, Restaurants & Leisure — 0.0%
Fertitta Entertainment LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%, 01/27/29	USD		68	$	67,044
Ontario Gaming GTA LP, Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.64%, 08/01/30			81		81,000

					148,044

Household Durables — 0.1%
Hunter Douglas, Inc., USD Term Loan B1, (3-mo. CME Term SOFR + 3.50%), 8.89%, 02/26/29			145		141,134
Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.43%, 10/06/28			281		238,148

					379,282

Insurance — 0.1%
Alliant Holdings Intermediate LLC, 2021 Term Loan B4, (1-mo. LIBOR US at 0.50% Floor + 3.50%), 8.93%, 11/05/27			93		92,583
HUB International Ltd., 2022 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.37%, 11/10/29			139		138,939
Jones Deslauriers Insurance Management, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.62%, 03/15/30			88		88,166

					319,688

Interactive Media & Services — 0.0%
Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.54%, 02/16/28			66		64,659


IT Services — 0.1%
Epicor Software Corp.
2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 7.75%), 13.17%, 07/31/28			62		62,068
2020 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%, 07/30/27			89		88,700
Gainwell Acquisition Corp., Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.49%, 10/01/27			299		291,452
GTCR W Merger Sub LLC, USD Term Loan B, 09/20/30^(m)			268		267,804

					710,024

Leisure Products — 0.0%
Peloton Interactive, Inc., Term Loan, (6-mo. CME Term SOFR at 0.50% Floor + 6.50%), 12.26%, 05/25/27			70		70,042


Life Sciences Tools & Services — 0.1%
Star Parent, Inc., 2023 Term Loan B, 09/19/30^(m)			362		353,504


Machinery — 0.2%
Madison IAQ LLC, Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.69%, 06/21/28			172		169,167
Roper Industrial Products Investment Co., USD Term Loan, (3-mo. CME Term SOFR + 4.50%), 9.89%, 11/22/29			169		168,841


Security		Par (000)		Value

Machinery (continued)
SPX Flow, Inc., 2022 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.92%, 04/05/29	USD		252	$	250,967
Titan Acquisition Ltd., 2018 Term Loan B, (3-mo. LIBOR US + 3.00%), 8.65%, 03/28/25			495		490,515

					1,079,490

Media — 0.3%
AVSC Holding Corp., 2018 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 7.25%), 12.68%, 09/01/25			156		138,366
Clear Channel Outdoor Holdings, Inc., Term Loan B, (1-mo. CME Term SOFR + 3.50%), 9.13%, 08/21/26			475		460,164
DirecTV Financing LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 5.00%), 10.43%, 08/02/27			443		432,810
Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.77%, 02/01/29			375		373,258

					1,404,598

Metals & Mining — 0.0%
Arsenal AIC Parent LLC, Term Loan, (3-mo. CME Term SOFR + 4.50%), 9.88%, 08/18/30			136		135,603
Grinding Media, Inc., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.53%, 10/12/28^(c)			63		62,089

					197,692

Oil, Gas & Consumable Fuels — 0.1%
Freeport LNG Investments LLLP, Term Loan B, (3-mo. CME Term SOFR + 3.50%), 9.09%, 12/21/28			195		193,071
M6 ETX Holdings II Midco LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.92%, 09/19/29			78		77,259

					270,330

Passenger Airlines — 0.1%
AAdvantage Loyalty IP Ltd., Series AA, 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.34%, 04/20/28			411		423,064
Air Canada, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.50%), 9.13%, 08/11/28			42		41,651
Mileage Plus Holdings LLC, 2020 Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 5.25%), 10.80%, 06/21/27			93		96,385
United Airlines, Inc., Series AA, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%, 04/21/28			124		124,479

					685,579

Pharmaceuticals — 0.0%
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1-mo. CME Term SOFR + 3.50%), 8.93%, 05/04/25			48		46,998


Professional Services — 0.1%
CoreLogic, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 06/02/28			85		78,897
Galaxy U.S. Opco, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.07%, 04/29/29			139		132,176
Old Line Funding LLC, Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.60%, 07/25/30			57		57,010

					268,083


19

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Real Estate Management & Development — 0.0%
Cushman & Wakefield U.S. Borrower LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%, 01/31/30	USD		123	$	121,770


Software — 0.8%
Boxer Parent Co., Inc., 2021 USD 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.50%), 10.93%, 02/27/26			279		277,357
Central Parent, Inc., 2022 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.64%, 07/06/29			118		118,044
Cloud Software Group, Inc., 2022 USD Term Loan B, (3-mo. CEM Term SOFR + 4.50%), 9.99%, 03/30/29			541		519,994
Cloudera, Inc.
2021 Second Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.42%, 10/08/29			234		220,791
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%, 10/08/28^(c)			147		144,231
Delta TopCo, Inc., 2020 Term Loan B, (6-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.07%, 12/01/27			113		111,725
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3-mo. CME Term SOFR + 3.75%), 9.29%, 03/11/28			57		56,209
Magenta Buyer LLC
2021 USD 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.00%), 10.63%, 07/27/28			562		416,171
2021 USD 2nd Lien Term Loan, (3-mo. LIBOR US at 0.75% Floor + 8.25%), 13.88%, 07/27/29			280		128,800
McAfee Corp., 2022 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.18%, 03/01/29			470		458,866
MH Sub I LLC
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 6.25%), 11.57%, 02/23/29			35		30,920
2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.57%, 05/03/28			326		315,122
Planview Parent, Inc., 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 7.25%), 12.74%, 12/18/28			103		93,215
Proofpoint, Inc.
1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.68%, 08/31/28			19		18,794
2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 6.25%), 11.68%, 08/31/29			250		250,035
RealPage, Inc., 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.43%, 04/24/28			216		212,905
Sabre Global, Inc.
2021 Term Loan B1, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 12/17/27			54		46,996
2021 Term Loan B2, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 12/17/27			84		73,735
Sophia LP, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.92%, 10/07/27			484		482,745
Sovos Compliance LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.93%, 08/11/28			117		114,761


Security		Par (000)		Value

Software (continued)
UKG, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 5.25%), 10.62%, 05/03/27	USD		195	$	194,457
Ultimate Software Group, Inc.
2021 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.62%, 05/04/26			185		184,248
Term Loan B, (3-mo. CME Term SOFR + 3.75%), 9.22%, 05/04/26			143		142,529

					4,612,650

Textiles, Apparel & Luxury Goods — 0.0%
Hanesbrands, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.07%, 03/08/30^(c)			56		54,446


Trading Companies & Distributors — 0.0%
SRS Distribution, Inc., 2022 Incremental Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.92%, 06/02/28			174		172,505


Transportation Infrastructure — 0.1%
Apple Bidco LLC, 2022 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%, 09/22/28			115		114,232
Brown Group Holding LLC, 2022 Incremental Term Loan B2, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.14%, 07/02/29			157		157,024

					271,256

Wireless Telecommunication Services — 0.1%
Digicel International, 2017 Term Loan B1, 05/27/24^(m)			16		14,412
Digicel International Finance Ltd., 2017 Term Loan B, (3-mo. LIBOR US + 3.25%), 8.90%, 05/28/24			370		332,518

					346,930


Total Floating Rate Loan Interests — 3.5%
(Cost: $19,787,191)					19,335,640


Foreign Agency Obligations

Bahrain — 0.0%
Bahrain Government International Bond, 5.45%, 09/16/32^(d)			200		173,644


Canada — 1.1%
CDP Financial, Inc., 5.60%, 11/25/39^(b)			5,890		5,813,594


Colombia — 0.2%
Colombia Government International Bond 4.50%, 01/28/26^(e)			300		286,485
3.88%, 04/25/27			200		181,678
3.13%, 04/15/31			400		295,400
8.00%, 04/20/33^(e)			200		197,594

					961,157

Dominican Republic — 0.2%
Dominican Republic International Bond 6.88%, 01/29/26^(d)			115		114,733
5.95%, 01/25/27^(d)			228		220,348
4.50%, 01/30/30^(b)			226		191,009
7.05%, 02/03/31^(b)			150		144,686
4.88%, 09/23/32^(b)			300		243,507

					914,283


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Egypt — 0.0%
Egypt Government International Bond, 7.50%, 02/16/61^(b)	USD		219	$	109,936


Guatemala — 0.1%
Guatemala Government Bond^(b)5.25%, 08/10/29			200		184,012
5.38%, 04/24/32			200		182,564

					366,576

Ivory Coast — 0.1%
Ivory Coast Government International Bond, 6.38%, 03/03/28^(d)			400		373,360


Morocco — 0.0%
Morocco Government International Bond, 2.38%, 12/15/27^(b)			200		171,326


Oman — 0.1%
Oman Government International Bond^(d)6.50%, 03/08/47			228		203,159
6.75%, 01/17/48			200		183,302

					386,461

Pakistan — 0.0%
Pakistan Government International Bond, 6.00%, 04/08/26^(d)			200		102,844


Romania — 0.1%
Romanian Government International Bond 5.25%, 11/25/27^(b)			102		99,048
2.50%, 02/08/30^(d)	EUR		222		191,875
2.12%, 07/16/31^(d)			226		176,690

					467,613

Senegal — 0.0%
Senegal Government International Bond, 6.25%, 05/23/33^(d)(e)	USD		200		160,112


South Africa — 0.1%
Republic of South Africa Government International Bond 4.85%, 09/30/29			200		171,238
5.88%, 04/20/32^(e)			200		169,810

					341,048

Sri Lanka — 0.0%
Sri Lanka Government International Bond^(d)(k)(l)6.85%, 03/14/24			432		203,990
7.85%, 03/14/29^(e)			200		92,172

					296,162

Ukraine — 0.0%
Ukraine Government International Bond^(k)(l)7.75%, 09/01/27^(d)			385		109,725
7.25%, 03/15/35^(b)			200		52,300

					162,025


Total Foreign Agency Obligations — 2.0% (Cost: $11,979,175)				10,800,141


Municipal Bonds

California — 1.2%
City of Los Angeles California, GO, Series A, 5.00%, 09/01/42			2,000		1,819,662


Security		Par (000)		Value

California (continued)
East Bay Municipal Utility District Water System Revenue, RB, BAB, 5.87%, 06/01/40	USD		1,900	$	1,942,722
Oxnard Union High School District, Refunding GO, (BAM), 3.18%, 08/01/43			1,600		1,129,811
State of California, Refunding GO, 5.13%, 03/01/38			1,000		947,374
University of California, RB, BAB, 5.95%, 05/15/45			885		899,421

					6,738,990

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, BAB, 7.06%, 04/01/57			1,907		1,891,915


Hawaii — 0.3%
City & County Honolulu HI Wastewater System Revenue, Refunding RB, Series A, 2.62%, 07/01/45			1,000		615,195
State of Hawaii, GO, Series GK, 6.15%, 10/01/38			1,000		1,033,308

					1,648,503

Illinois — 0.4%
State of Illinois, GO, 5.10%, 06/01/33			2,000		1,898,092


Massachusetts — 0.1%
University of Massachusetts Building Authority, Refunding RB, Series 3, 3.43%, 11/01/40			500		389,997


New York — 1.2%
Metropolitan Transportation Authority, RB, BAB, 7.34%, 11/15/39			1,295		1,483,073
New York City Industrial Development Agency, Refunding RB, (AGM), 3.19%, 03/01/40			165		117,373
New York City Municipal Water Finance Authority, Refunding RB, BAB, 5.72%, 06/15/42			1,390		1,379,319
New York State Dormitory Authority, RB, BAB
Series D, 5.60%, 03/15/40			1,900		1,886,924
Series F, 5.63%, 03/15/39			1,100		1,105,724
Port Authority of New York & New Jersey, RB, Series 159, 6.04%, 12/01/29			780		804,150

					6,776,563


Total Municipal Bonds — 3.5%
(Cost: $19,974,637)					19,344,060


Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 10.5%
Alternative Loan Trust
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35			391		331,088
Series 2006-OA21, Class A1, (1-mo. Term SOFR + 0.30%), 5.63%, 03/20/47^(a)			353		284,052
Series 2007-OA10, Class 2A1, (1-mo. Term SOFR + 0.61%), 5.93%, 09/25/47^(a)			3,993		546,217
Banc of America Funding Trust, Series 2007-2, Class 1A2, 6.00%, 03/25/37			216		164,567
Bravo Residential Funding Trust
Series 2021-NQM1, Class A1, 0.94%, 02/25/49^(a)(b)			732		635,746
Series 2023-NQM3, Class A1, 4.85%, 09/25/62^(b)(o)			471		449,355
Series 2023-NQM4, Class A1, 6.44%, 05/25/63			1,463		1,453,298
Chase Home Lending Mortgage Trust, Series 2019- ATR1, Class A12, 6.50%, 04/25/49^(a)(b)			534		522,537
CIM Trust
6.03%, 04/25/58^(b)(o)			1,279		1,258,207
Series2023-I2, Class A1, 6.64%, 12/25/67			1,271		1,269,917


21

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
COLT Mortgage Loan Trust
Series 2020-2, Class M1, 5.25%, 03/25/65^(a)(b)	USD		3,050	$	2,877,653
Series 2020-3, Class M1, 3.36%, 04/27/65^(a)(b)			3,820		3,352,743
Series 2022-1, Class A1, 4.55%, 04/25/67^(a)(b)			1,551		1,460,540
Series 2022-7, Class A1, 5.16%, 04/25/67^(b)(o)			2,074		2,019,207
Series 2022-9, Class A1, 6.79%, 12/25/67^(b)(o)			343		344,088
Series 2023-2, Class A1, 6.60%, 07/25/68			1,522		1,516,562
Credit Suisse Mortgage Capital Certificates Trust, Series 2022-NQM5, Class A1, 5.17%, 05/25/67^(a)(b)			2,741		2,656,233
Deephaven Residential Mortgage Trust, Series 2022-2, Class A1, 4.30%, 03/25/67^(a)(b)			277		253,842
Ellington Financial Mortgage Trust^(a)(b)
Series 2020-1, Class M1, 5.24%, 05/25/65			1,500		1,363,107
Series 2021-2, Class A1, 0.93%, 06/25/66			202		157,374
GCAT Trust, Series 2022-NQM3, Class A1, 4.35%, 04/25/67^(a)(b)			1,141		1,061,096
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 5A1, 3.88%, 06/19/35^(a)			92		82,010
GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4, 2.50%, 06/25/52^(a)(b)			1,061		802,190
GS Mortgage-Backed Securities Trust^(a)(b)
Series 2021-PJ2, Class A2, 2.50%, 11/25/51			922		695,614
Series 2021-PJ7, Class A2, 2.50%, 01/25/52			2,410		1,818,737
GSR Mortgage Loan Trust, Series 2007-4F, Class 3A1, 6.00%, 07/25/37			81		50,335
Homeward Opportunities Fund Trust, Series 2022-1, Class A1, 5.08%, 07/25/67^(b)(o)			1,212		1,172,589
JP Morgan Mortgage Trust
Series 2006-S3, Class 1A12, 6.50%, 08/25/36			42		13,677
Series 2022-DSC1, Class A1, 4.75%, 01/25/63^(a)(b)			473		435,380
Series 2022-INV3, Class A3B, 3.00%, 09/25/52^(a)(b)			750		592,148
Series 2023-DSC1, Class A1, 4.63%, 07/25/63^(a)(b)			334		305,417
Mello Mortgage Capital Acceptance, Series 2022-INV2, Class A3, 3.00%, 04/25/52^(a)(b)			790		622,010
Merrill Lynch Mortgage Investors Trust, Series 2006-A3, Class 3A1, 4.08%, 05/25/36^(a)			139		98,064
MFA Trust
Series 2021-NQM1, Class M1, 2.31%, 04/25/65^(a)(b).			2,750		1,933,996
Series 2023-NQM1, Class A1, 5.75%, 11/25/67^(b)(o)			899		879,012
Series 2023-NQM3, Class A1, 6.62%, 07/25/68			1,840		1,834,016
Mill City Mortgage Trust, Series 2023-NQM2, Class A1, 6.24%, 12/25/67^(b)(o)			1,888		1,871,621
OBX Trust
Series 2022-INC3, Class A1, 3.00%, 02/25/52^(a)(b)			691		544,473
Series 2022-NQM9, Class A1A, 6.45%, 09/25/62^(b)(o)			528		524,670
Series 2023-NQM1, Class A1, 6.12%, 11/25/62^(a)(b)			733		726,929
Series 2023-NQM6, Class A1, 6.52%, 07/25/63			1,408		1,408,720
Onslow Bay Financial LLC, Series 2023-NQM5, Class A1A, 6.57%, 06/25/63			1,686		1,686,334
PRKCM Trust, Series 2023-AFC2, Class A1, 6.48%, 06/25/58			1,661		1,645,753
RCKT Mortgage Trust, Series 2022-2, Class A1, 3.00%, 02/25/52^(a)(b)			1,034		813,106
SG Residential Mortgage Trust, Series 2022-2, Class A1, 5.35%, 08/25/62^(b)(o)			681		657,846
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A, 4.10%, 07/25/57^(b)(o)			702		650,195


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
STAR Trust, Series 2021-1, Class M1, 2.36%, 05/25/65^(a)(b)	USD		2,050	$	1,445,561
Starwood Mortgage Residential Trust, Series 2020-3, Class M1, 3.54%, 04/25/65^(a)(b)			2,000		1,534,711
Verus Securitization Trust
Series 2022-3, Class A1, 4.13%, 02/25/67^(b)(o)			2,931		2,637,897
Series 2022-7, Class A1, 5.15%, 07/25/67^(b)(o)			1,661		1,616,068
Series 2022-INV2, Class A1, 6.79%, 10/25/67^(b)(o)			502		501,317
Series 2023-1, Class A1, 5.85%, 12/25/67^(b)(o)			1,005		990,828
Series 2023-5, Class A1, 6.48%, 06/25/68			1,487		1,478,081
Visio Trust, Series 2023-2, Class A1, 6.60%, 10/25/58			1,456		1,452,539

					57,499,273

Commercial Mortgage-Backed Securities — 4.7%
3650R Commercial Mortgage Trust, Series 2021-PF1, Class A5, 2.52%, 11/15/54			1,250		953,044
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33^(a)(b)			4,170		3,807,698
Bayview Commercial Asset Trust, Series 2007-2A, Class A1, (1-mo. Term SOFR + 0.38%), 5.70%, 07/25/37^(a)(b)			650		573,821
BX Commercial Mortgage Trust^(a)(b)
Series 2019-XL, Class A, (1-mo. Term SOFR + 1.03%), 6.37%, 10/15/36			931		928,683
Series 2021-CIP, Class A, (1-mo. Term SOFR + 1.04%), 6.37%, 12/15/38			605		592,095
Series 2021-SOAR, Class A, (1-mo. Term SOFR + 0.78%), 6.12%, 06/15/38			1,569		1,540,664
Series 2021-XL2, Class A, (1-mo. Term SOFR + 0.80%), 6.14%, 10/15/38			391		381,888
Series 2022-LP2, Class A, (1-mo. Term SOFR + 1.01%), 6.35%, 02/15/39			1,426		1,391,276
BX Trust^(a)(b)
Series 2021-LBA, Class AJV, (1-mo. Term SOFR + 0.91%), 6.25%, 02/15/36			1,690		1,659,250
Series 2021-SDMF, Class A, (1-mo. Term SOFR + 0.70%), 6.04%, 09/15/34			199		194,192
Series 2022 VAMF, Class A, (1-mo. Term SOFR + 0.85%), 6.18%, 01/15/39			1,300		1,272,273
Series 2022-GPA, Class A, (1-mo. Term SOFR + 2.17%), 7.50%, 08/15/39			650		651,222
Cantor Commercial Real Estate Lending, Series 2019- CF2, Class A5, 2.87%, 11/15/52			550		458,056
Citigroup Commercial Mortgage Trust, Series 2019- SMRT, Class A, 4.15%, 01/10/36^(b)			700		698,682
Cold Storage Trust, Series 2020-ICE5, Class A, (1-mo. Term SOFR + 1.01%), 6.35%, 11/15/37^(a)(b)			238		235,491
Credit Suisse Mortgage Capital Certificates Trust, Series 2020-FACT, Class D, (1-mo. Term SOFR + 3.82%), 9.16%, 10/15/37^(a)(b)			900		847,310
CSMC BHAR, Series 2021-BHAR, Class C, (1-mo. Term SOFR + 2.11%), 7.45%, 11/15/38^(a)(b)			300		295,481
Extended Stay America Trust, Series 2021-ESH, Class D, (1-mo. Term SOFR + 2.36%), 7.70%, 07/15/38^(a)(b)			789		776,029
GS Mortgage Securities Trust, Series 2019-GC38, Class AAB, 3.84%, 02/10/52			930		879,138


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-ACB, Class A, (30-day Avg SOFR + 1.40%), 6.71%, 03/15/39^(a)(b)	USD		1,700	$	1,674,395
Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-1A, Class B, (1-mo. Term SOFR + 1.11%), 6.43%, 04/25/31^(a)(b)			288		287,448
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4, 3.31%, 04/15/48			1,200		1,138,556
STWD Trust, Series 2021-FLWR, Class A, (1-mo. Term SOFR + 0.69%), 6.02%, 07/15/36^(a)(b)			1,207		1,181,616
TPGI Trust, Series 2021-DGWA, Class A, (1-mo. Term SOFR + 0.81%), 6.15%, 06/15/26^(a)(b)			940		922,549
UBS Commercial Mortgage Trust, Series 2019-C18, Class A4, 3.04%, 12/15/52			1,200		992,824
Wells Fargo Commercial Mortgage Trust, Series 2016- LC25, Class A4, 3.64%, 12/15/59			1,700		1,574,898

					25,908,579


Total Non-Agency Mortgage-Backed Securities — 15.2% (Cost: $91,230,553)					83,407,852


Preferred Securities

Capital Trusts — 5.6%^(a)

Banks^(f)— 2.1%
AIB Group PLC, 5.25%^(d)	EUR		200		201,406
Banco Mercantil del Norte SA, 6.75%^(b)	USD		200		193,250
Bank of East Asia Ltd., 5.88%^(d)			250		215,138
ING Groep NV, Series NC10, 4.25%			1,500		967,045
Nordea Bank Abp, 6.13%^(b)			2,960		2,835,920
PNC Financial Services Group, Inc.
Series V, 6.20%			205		188,396
Series W, 6.25%^(e)			1,705		1,461,551
Rizal Commercial Banking Corp., 6.50%^(d)			200		181,476
U.S. Bancorp, Series J, 5.30%^(e)			1,900		1,588,026
Wells Fargo & Co.
7.63%^(e)			300		302,450
Series S, 5.90%			3,390		3,322,048
Woori Bank, 4.25%^(d)			250		240,515

					11,697,221

Capital Markets — 0.5%
Bank of New York Mellon Corp., 4.63%^(f)			2,750		2,473,700


Diversified Telecommunication Services — 0.0%
Telefonica Europe BV, 6.14%^(d)(f)	EUR		200		203,017


Electric Utilities — 0.5%
Edison International, Series B, 5.00%^(f)	USD		115		98,288
EDP - Energias de Portugal SA, 5.94%, 04/23/83^(d)	EUR		100		104,668
Electricite de France SA, 3.38%^(d)(f)			200		162,790
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79	USD		2,750		2,532,312

					2,898,058

Financial Services^(f)— 2.4%
Bank of America Corp., Series FF, 5.88%^(e)			3,500		3,175,066
Barclays PLC, 4.38%			310		215,153
Citigroup, Inc., 7.63%			141		137,560


Security		Par (000)		Value

Financial Services (continued)
HSBC Holdings PLC^(e)
6.50%	USD		1,090	$	982,511
6.00%			435		386,759
JPMorgan Chase & Co., Series FF, 5.00%			2,500		2,416,424
Lloyds Banking Group PLC
8.00%			200		179,293
7.50%			1,750		1,634,984
NatWest Group PLC, 6.00%			1,575		1,445,316
Societe Generale SA, 7.88%^(b)			1,000		991,746
UBS Group AG, 4.88%^(b)			2,000		1,674,425

					13,239,237

Independent Power and Renewable Electricity Producers^(b)(f)— 0.1%
NRG Energy, Inc., 10.25%			325		318,306
Vistra Corp., 7.00%			162		147,825

					466,131

					30,977,364


		Shares

Preferred Stocks — 0.3%^(a)(f)

Capital Markets — 0.3%
Morgan Stanley, Series K			66,567		1,546,352


Financial Services — 0.0%
Federal National Mortgage Association, Series S			10,000		22,200

					1,568,552


Trust Preferred — 0.2%

Financial Services — 0.2%
Citigroup Capital XIII, 12.00%, 10/30/40^(a)			29,583		867,669

					867,669


Total Preferred Securities — 6.1% (Cost: $36,385,444)					33,413,585


		Par (000)

U.S. Government Sponsored Agency Securities

Agency Obligations — 1.1%
Fannie Mae, 5.63%, 07/15/37^(e)	USD		1,600		1,706,823
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30^(j)			6,055		4,346,484

					6,053,307

Collateralized Mortgage Obligations^(e)— 4.9%
Fannie Mae REMICS
Series 2015-47, Class GL, 3.50%, 07/25/45			1,636		1,342,374
Series 2022-25, Class KL, 4.00%, 05/25/52			14,500		12,108,915
Freddie Mac REMICS
Series 4350, Class DY, 4.00%, 06/15/44			1,664		1,528,524
Series 4398, Class ZX, 4.00%, 09/15/54			10,993		9,127,943
Series 4549, Class TZ, 4.00%, 11/15/45			3,073		2,756,290

					26,864,046


23

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

(Percentages shown are based on Net Assets)



Security		Par (000)		Value

Interest Only Collateralized Mortgage Obligations — 0.1%
Fannie Mae REMICS, Series 2012-47, Class NI, 4.50%, 04/25/42	USD		811	$	146,812
Ginnie Mae^(a)
Series 2009-116, Class KS, (1-mo. Term SOFR + 6.36%), 1.03%, 12/16/39			605		35,194
Series 2011-52, Class NS, (1-mo. Term SOFR + 6.56%), 1.23%, 04/16/41			4,942		269,496

					451,502

Mortgage-Backed Securities^(e)— 18.7%
Fannie Mae Mortgage-Backed Securities
4.50%, 07/01/55			2,805		2,639,614
4.00%, 02/01/56 - 04/01/56			2,990		2,723,363
Freddie Mac Mortgage-Backed Securities, 4.50%, 03/01/47			566		535,834
Ginnie Mae Mortgage-Backed Securities, 5.50%, 08/15/33			24		23,684
Uniform Mortgage-Backed Securities
1.50%, 05/01/31			6,447		5,786,351
5.00%, 08/01/34 - 10/12/53^(p)			22,387		21,533,736
4.50%, 06/01/37 - 10/13/52^(p)			17,748		16,508,792
5.50%, 12/01/37 - 10/12/53^(p)			23,596		22,995,844
6.00%, 12/01/38			205		208,050
4.00%, 10/01/49 - 09/01/52			7,262		6,535,758
3.00%, 02/01/52			7,002		5,793,098
3.50%, 04/01/52 - 04/01/53			13,270		11,450,834
6.50%, 10/01/53			5,700		5,727,479

					102,462,437


Total U.S. Government Sponsored Agency Securities — 24.8% (Cost: $145,867,588)					135,831,292


U.S. Treasury Obligations
U.S. Treasury Bonds^(e)
3.00%, 11/15/44			33,795		25,223,479
2.50%, 02/15/46			57,350		38,487,227
2.75%, 11/15/47			2,000		1,394,688
U.S. Treasury Notes, 3.63%, 05/31/28^(e)			5,000		4,792,187


Total U.S. Treasury Obligations — 12.7% (Cost: $97,852,888)					69,897,581


Total Long-Term Investments — 153.3% (Cost: $927,905,909)					840,156,651


		Shares

Short-Term Securities

Money Market Funds — 0.6%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.23%^(q)(r)			3,463,711		3,463,711



Security		Par (000)			Value

U.S. Treasury Obligations — 6.2%
U.S. Treasury Bills, 5.34%, 12/14/23^(e)(s)	USD		34,000		$	33,634,595


Total Short-Term Securities — 6.8% (Cost: $37,105,111)						37,098,306


Total Investments Before TBA Sale Commitments — 160.1% (Cost: $965,011,020)						877,254,957

TBA Sale Commitments

Mortgage-Backed Securities — (0.5)%
Uniform Mortgage-Backed Securities, 4.00%, 10/12/53^(p)			(3,000	)		(2,670,703	)


Total TBA Sale Commitments — (0.5)% (Proceeds: $(2,743,359))						(2,670,703	)


Total Investments, Net of TBA Sale Commitments — 159.6% (Cost: $962,267,661)						874,584,254

Liabilities in Excess of Other Assets — (59.6)%						(326,659,299	)


Net Assets — 100.0%					$	547,924,955

^(a)	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.

^(b)	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.

^(c)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

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

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

^(f)	Perpetual security with no stated maturity date.

^(g)	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.

^(h)	When-issued security.

⁽ⁱ⁾	Convertible security.

^(j)	Zero-coupon bond.

^(k)	Issuer filed for bankruptcy and/or is in default.

^(l)	Non-income producing security.

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

⁽ⁿ⁾	Rounds to less than 1,000.

^(o)	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.

^(p)	Represents or includes a TBA transaction.

^(q)	Affiliate of the Trust.

^(r)	Annualized 7-day yield as of period end.

^(s)	Rates are discount rates or a range of discount rates as of period end.

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


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Affiliates

Investments in issuers considered to be affiliate(s) of the Trust during the period ended September 30, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:


Affiliated Issuer	Value at 12/31/22		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 09/30/23		Shares Held at 09/30/23		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	2,477,689	$	986,022	^(a)	$	—	$	—	$	—	$	3,463,711		3,463,711	$	270,466	$	—

^(a)

Represents net amount purchased (sold).

Reverse Repurchase Agreements

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements

^(a)

BNP Paribas SA

4.67

%^(b)

02/27/23

Open

1,810,000

1,860,466

U.S. Government Sponsored

Agency Securities

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

06/30/23

Open

122,228

123,852

Corporate Bonds

Open/Demand

BNP Paribas SA

5.42

^(b)

07/06/23

Open

1,282,500

1,298,616

Corporate Bonds

Open/Demand

BNP Paribas SA

5.30

^(b)

07/12/23

Open

384,787

389,189

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

07/19/23

Open

312,987

316,374

Corporate Bonds

Open/Demand

BNP Paribas SA

5.15

^(b)

07/25/23

Open

177,650

179,308

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

07/25/23

Open

165,880

167,521

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

07/25/23

Open

367,000

370,631

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

07/26/23

Open

518,545

523,629

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

07/28/23

Open

318,512

321,502

Corporate Bonds

Open/Demand

BNP Paribas SA

5.40

^(b)

07/31/23

Open

1,769,680

1,785,873

Capital Trusts

Open/Demand

Goldman Sachs & Co. LLC

5.25

^(b)

07/31/23

Open

151,372

152,719

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.35

^(b)

07/31/23

Open

190,038

191,760

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.35

^(b)

07/31/23

Open

416,277

420,050

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

07/31/23

Open

572,920

578,210

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

07/31/23

Open

1,003,750

1,013,019

Corporate Bonds

Open/Demand

BNP Paribas SA

5.35

^(b)

08/01/23

Open

962,036

970,614

Corporate Bonds

Open/Demand

BNP Paribas SA

5.39

^(b)

08/01/23

Open

38,875

39,224

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/01/23

Open

434,970

438,921

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/01/23

Open

142,529

143,823

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/01/23

Open

398,221

401,858

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/01/23

Open

953,325

962,032

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/01/23

Open

106,363

107,334

Corporate Bonds

Open/Demand

BNP Paribas SA

5.47

^(b)

08/02/23

Open

433,011

436,893

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

(1.75

)^(b)

08/04/23

Open

165,734

165,291

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

^(b)

08/04/23

Open

151,436

151,668

Corporate Bonds

Open/Demand

BNP Paribas SA

4.50

^(b)

08/04/23

Open

150,293

151,326

Corporate Bonds

Open/Demand

BNP Paribas SA

5.15

^(b)

08/04/23

Open

114,845

115,749

Corporate Bonds

Open/Demand

BNP Paribas SA

5.18

^(b)

08/04/23

Open

931,250

938,620

Corporate Bonds

Open/Demand

BNP Paribas SA

5.25

^(b)

08/04/23

Open

720,692

726,473

Corporate Bonds

Open/Demand

BNP Paribas SA

5.30

^(b)

08/04/23

Open

258,500

260,593

Corporate Bonds

Open/Demand

BNP Paribas SA

5.35

^(b)

08/04/23

Open

218,213

219,996

Corporate Bonds

Open/Demand

BNP Paribas SA

5.37

^(b)

08/04/23

Open

100,350

101,173

Corporate Bonds

Open/Demand

BNP Paribas SA

5.37

^(b)

08/04/23

Open

1,070,000

1,078,778

Corporate Bonds

Open/Demand

BNP Paribas SA

5.39

^(b)

08/04/23

Open

83,190

83,875

Corporate Bonds

Open/Demand

BNP Paribas SA

5.39

^(b)

08/04/23

Open

1,557,206

1,570,029

Corporate Bonds

Open/Demand

BNP Paribas SA

5.41

^(b)

08/04/23

Open

260,275

262,426

Corporate Bonds

Open/Demand

BNP Paribas SA

5.44

^(b)

08/04/23

Open

163,350

164,708

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/04/23

Open

135,000

136,124

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/04/23

Open

198,949

200,605

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/04/23

Open

418,750

422,237

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/04/23

Open

1,057,980

1,066,789

Capital Trusts

Open/Demand

Goldman Sachs & Co. LLC

5.00

^(b)

08/04/23

Open

853,125

859,642

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.25

^(b)

08/04/23

Open

251,381

253,398

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/04/23

Open

3,071,250

3,096,822

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/04/23

Open

1,852,500

1,867,925

Corporate Bonds

Open/Demand


25

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Reverse Repurchase Agreements (continued)

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements

^(a)

Goldman Sachs & Co. LLC

5.45

%^(b)

08/04/23

Open

928,750

936,483

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/04/23

Open

2,655,000

2,677,107

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/04/23

Open

389,375

392,617

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/04/23

Open

136,105

137,238

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/04/23

Open

376,132

379,207

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

309,000

311,587

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

172,003

173,443

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

351,090

354,029

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

609,471

614,574

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

187,500

189,070

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

157,500

158,819

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

180,968

182,483

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

83,543

84,242

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

172,500

173,944

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

991,250

999,549

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

271,000

273,269

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

85,838

86,556

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

910,000

917,619

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/04/23

Open

122,744

123,771

Corporate Bonds

Open/Demand

TD Securities (USA) LLC

5.48

^(b)

08/04/23

Open

5,237,500

5,281,350

Corporate Bonds

Open/Demand

TD Securities (USA) LLC

5.49

^(b)

08/04/23

Open

3,890,600

3,923,232

Corporate Bonds

Open/Demand

BNP Paribas SA

5.42

^(b)

08/15/23

Open

340,545

342,903

Corporate Bonds

Open/Demand

TD Securities (USA) LLC

5.49

^(b)

08/21/23

Open

3,916,026

3,940,511

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/22/23

Open

1,664,950

1,674,780

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/22/23

Open

908,750

914,145

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

08/22/23

Open

215,629

216,910

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

08/29/23

Open

347,618

349,302

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

4.50

^(b)

08/29/23

Open

79,375

79,693

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/29/23

Open

235,689

236,810

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/29/23

Open

266,901

268,171

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/29/23

Open

199,477

200,425

Foreign Agency Obligations

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/29/23

Open

462,187

464,385

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.35

^(b)

08/29/23

Open

170,106

170,915

Corporate Bonds

Open/Demand

Goldman Sachs & Co. LLC

5.45

^(b)

08/31/23

Open

1,966,125

1,975,054

Corporate Bonds

Open/Demand

BNP Paribas SA

5.40

^(b)

09/05/23

Open

17,781,250

17,847,436

U.S. Treasury Obligations

Open/Demand

BNP Paribas SA

5.40

^(b)

09/05/23

Open

26,909,269

27,009,431

U.S. Treasury Obligations

Open/Demand

BNP Paribas SA

5.42

^(b)

09/05/23

Open

204,166

204,935

Corporate Bonds

Open/Demand

BNP Paribas SA

5.45

^(b)

09/05/23

Open

275,250

276,292

Capital Trusts

Open/Demand

Nomura Securities International, Inc.

5.42

^(b)

09/05/23

Open

23,008,937

23,094,901

U.S. Treasury Obligations

Open/Demand

Nomura Securities International, Inc.

5.42

^(b)

09/05/23

Open

4,887,500

4,905,760

U.S. Treasury Obligations

Open/Demand

Nomura Securities International, Inc.

5.42

^(b)

09/05/23

Open

1,495,000

1,500,585

U.S. Treasury Obligations

Open/Demand

Nomura Securities International, Inc.

5.42

^(b)

09/05/23

Open

33,510,400

33,632,179

U.S. Treasury Obligations

Open/Demand

TD Securities (USA) LLC

5.49

^(b)

09/05/23

Open

2,568,750

2,578,543

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

09/06/23

Open

534,614

536,567

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

4.50

09/12/23

10/18/23

146,644

146,974

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.40

09/12/23

10/18/23

110,250

110,548

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.40

09/12/23

10/18/23

132,750

133,108

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.40

09/12/23

10/18/23

89,518

89,759

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.40

09/12/23

10/18/23

89,375

89,616

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.40

09/12/23

10/18/23

191,625

192,142

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

721,250

723,215

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

1,048,250

1,051,106

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

1,669,660

1,674,210

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

225,675

226,290

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

335,421

336,335

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/12/23

10/18/23

81,454

81,676

Corporate Bonds

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,733,386

2,740,421

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,746,522

1,751,017

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,220,719

1,223,861

U.S. Government Sponsored

Agency Securities

Up to 30 Days


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Reverse Repurchase Agreements (continued)

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements

^(a)

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

249,968

250,611

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,574,140

1,578,192

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

486,399

487,651

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

203,897

204,422

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,201,096

5,214,481

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,592,917

5,607,311

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

4,460,948

4,472,429

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

23,241

23,300

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,910,401

1,915,317

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

794,637

796,682

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,047,838

2,053,108

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,617,915

2,624,652

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

286,687

287,425

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,769,846

5,784,695

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

178,088

178,546

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,703,286

1,707,670

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,721,705

1,726,136

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,923,008

1,927,957

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,168,908

1,171,916

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,980,359

1,985,455

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,915,104

1,920,032

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

632,283

633,910

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,049,467

1,052,168

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

343,395

344,279

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

267,591

268,280

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,725,769

1,730,210

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,485,744

1,489,568

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,835,294

1,840,017

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,597,672

1,601,784

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

531,398

532,766

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,624,036

5,638,510

U.S. Government Sponsored

Agency Securities

Up to 30 Days


27

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Reverse Repurchase Agreements (continued)

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements

^(a)

Barclays Capital, Inc.

(3.75

09/13/23

10/19/23

66,110

66,089

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

4.75

09/13/23

10/19/23

312,080

312,780

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

169,434

169,870

Capital Trusts

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

166,500

166,929

Capital Trusts

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

3,530,000

3,539,085

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

104,895

105,165

Capital Trusts

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

199,085

199,597

Capital Trusts

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

1,194,375

1,197,449

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

1,181,250

1,184,290

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

1,073,812

1,076,576

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

897,500

899,810

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

987,500

990,041

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

750,000

751,930

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.45

09/13/23

10/19/23

943,984

946,413

Capital Trusts

Up to 30 Days

Nomura Securities International, Inc.

5.48

^(b)

09/13/23

Open

95,498

95,745

Corporate Bonds

Open/Demand

Royal Bank of Canada

5.47

09/14/23

10/11/23

1,511,984

1,515,659

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Royal Bank of Canada

5.47

09/14/23

10/11/23

12,603,084

12,633,723

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Royal Bank of Canada

5.47

09/14/23

10/11/23

1,391,543

1,394,926

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Royal Bank of Canada

5.47

09/14/23

10/11/23

9,420,552

9,443,455

U.S. Government Sponsored

Agency Securities

Up to 30 Days

Royal Bank of Canada

5.47

09/14/23

10/11/23

2,748,993

2,755,677

U.S. Government Sponsored

Agency Securities

Up to 30 Days

BofA Securities, Inc.

0.25

09/14/23

10/20/23

272,019

272,049

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

2.50

09/14/23

10/20/23

317,839

318,192

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

3.25

09/14/23

10/20/23

274,231

274,627

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

3.50

09/14/23

10/20/23

232,522

232,884

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

4.15

09/14/23

10/20/23

90,000

90,166

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

4.25

09/14/23

10/20/23

76,977

77,122

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.15

09/14/23

10/20/23

258,889

259,481

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.15

09/14/23

10/20/23

526,452

527,657

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.20

09/14/23

10/20/23

243,656

244,219

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.25

09/14/23

10/20/23

143,360

143,695

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.25

09/14/23

10/20/23

136,581

136,900

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.25

09/14/23

10/20/23

579,262

580,614

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.32

09/14/23

10/20/23

135,157

135,477

Foreign Agency Obligations

Up to 30 Days

BofA Securities, Inc.

5.33

09/14/23

10/20/23

131,133

131,444

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.35

09/14/23

10/20/23

482,802

483,951

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.35

09/14/23

10/20/23

76,375

76,557

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.35

09/14/23

10/20/23

158,919

159,297

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

226,908

227,452

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

626,216

627,719

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

354,344

355,194

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

121,550

121,842

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

320,580

321,349

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

251,625

252,229

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

127,538

127,844

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

292,197

292,899

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

261,800

262,428

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

199,060

199,538

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

86,394

86,601

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

99,830

100,070

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

303,162

303,890

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

227,265

227,810

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

383,125

384,045

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

429,375

430,406

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

1,194,375

1,197,241

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

561,000

562,346

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.40

09/14/23

10/20/23

393,750

394,695

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

100,760

101,004

Corporate Bonds

Up to 30 Days


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Reverse Repurchase Agreements (continued)

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements^(a)

BofA Securities, Inc.

5.45

09/14/23

10/20/23

193,475

193,944

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

118,695

118,983

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

218,120

218,648

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

136,895

137,227

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

136,581

136,912

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

125,471

125,775

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

754,912

756,741

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

162,435

162,828

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

371,806

372,707

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

785,000

786,901

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

438,750

439,813

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

518,392

519,648

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

1,139,156

1,141,916

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

794,520

796,445

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

1,403,625

1,407,025

Capital Trusts

Up to 30 Days

BofA Securities, Inc.

5.45

09/14/23

10/20/23

1,532,812

1,536,525

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/18/23

10/20/23

182,793

183,125

Corporate Bonds

Up to 30 Days

Nomura Securities International, Inc.

5.35

^(b)

09/22/23

Open

119,253

119,359

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

5.25

09/25/23

10/18/23

142,048

142,151

Corporate Bonds

Up to 30 Days

J.P. Morgan Securities LLC

5.30

09/25/23

10/18/23

136,408

136,508

Foreign Agency Obligations

Up to 30 Days

J.P. Morgan Securities LLC

5.35

09/25/23

10/18/23

75,306

75,362

Foreign Agency Obligations

Up to 30 Days

J.P. Morgan Securities LLC

5.45

09/25/23

10/18/23

260,383

260,580

Foreign Agency Obligations

Up to 30 Days

Nomura Securities International, Inc.

5.48

^(b)

09/25/23

Open

126,910

127,007

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

09/25/23

Open

124,575

124,670

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

09/25/23

Open

150,599

150,713

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

09/25/23

Open

110,940

111,024

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

5.49

09/26/23

10/19/23

2,082,000

2,083,588

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.49

09/26/23

10/19/23

2,195,882

2,197,557

Corporate Bonds

Up to 30 Days

Barclays Capital, Inc.

5.65

09/28/23

10/19/23

190,365

190,425

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/28/23

10/20/23

2,532,000

2,532,767

Corporate Bonds

Up to 30 Days

BofA Securities, Inc.

5.45

09/28/23

10/20/23

2,763,750

2,764,587

Corporate Bonds

Up to 30 Days

Nomura Securities International, Inc.

5.32

^(b)

09/28/23

Open

378,087

378,199

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.32

^(b)

09/28/23

Open

467,500

467,638

Corporate Bonds

Open/Demand

Nomura Securities International, Inc.

5.48

^(b)

09/28/23

Open

104,800

104,832

Corporate Bonds

Open/Demand

BofA Securities, Inc.

5.45

09/29/23

10/20/23

144,178

Corporate Bonds

Up to 30 Days

305,593,273

306,810,696

^(a)

Certain agreements have no stated maturity and can be terminated by either party at any time.

^(b)

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 Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
10-Year U.S. Ultra Long Treasury Note		378		12/19/23	$	42,159	$	(1,116,122	)
Ultra U.S. Treasury Bond		634		12/19/23		75,367		(5,586,925	)
5-Year U.S. Treasury Note		192		12/29/23		20,223		(107,480	)

								(6,810,527	)

Short Contracts
10-Year U.S. Treasury Note		949		12/19/23		102,507		2,073,088
U.S. Long Bond		167		12/19/23		19,012		1,046,142
2-Year U.S. Treasury Note		15		12/29/23		3,040		9,146

								3,128,376

							$	(3,682,151	)


29

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
USD	368,717	EUR	342,242	JPMorgan Chase Bank N.A.		12/14/23	$	5,696
USD	115,051	CAD	155,000	Toronto-Dominion Bank		12/20/23		793
USD	5,635,064	EUR	5,260,000	UBS AG		12/20/23		53,540
USD	630,293	GBP	509,000	Barclays Bank PLC		12/20/23		8,925

								68,954

USD	12,694	EUR	12,000	Royal Bank of Canada		12/20/23		(40	)

							$	68,914

Centrally Cleared Credit Default Swaps — Buy Protection


Reference Obligation/Index	Financing Rate Paid by the Trust			Payment Frequency		Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CDX.NA.IG.41.V1		1.00	%		Quarterly		12/20/28		USD 26,090	$	(321,496	)	$	(375,233	)	$	53,737

Centrally Cleared Interest Rate Swaps


Paid by the Trust		Received by the Trust		Effective Date		Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date		Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
1-Day SOFR, 5.31%	Annual	3.53%	Annual		N/A		11/10/52	USD	3,200	$	(310,301	)	$	98	$	(310,399	)
1-Day SOFR, 5.31%	Annual	3.06%	Annual		N/A		11/28/52	USD	2,000		(357,833	)		61		(357,894	)
1-Day SOFR, 5.31%	Annual	3.05%	Annual		N/A		12/01/52	USD	1,500		(269,851	)		46		(269,897	)

										$	(937,985	)	$	205	$	(938,190	)

OTC Credit Default Swaps — Sell Protection


Reference Obligation/Index	Financing Rate Received by the Trust			Payment Frequency		Counterparty	Termination Date		Credit Rating^(a)		Notional Amount (000)^(b)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Thyssenkrupp AG		1.00	%		Quarterly	Bank of America N.A.		12/20/23		BB		EUR	10	$	22		$	(41	)	$	63
Virgin Media Finance PLC		5.00			Quarterly	JPMorgan Chase Bank N.A.		12/20/25		B		EUR	10		709			662			47
Jaguar Land Rover Automotive PLC		5.00			Quarterly	Bank of America N.A.		06/20/26		BB-		EUR	10		332			(241	)		573
Jaguar Land Rover Automotive PLC		5.00			Quarterly	Credit Suisse International		12/20/26		BB-		EUR	5		93			152			(59	)
Jaguar Land Rover Automotive PLC		5.00			Quarterly	Credit Suisse International		12/20/26		BB-		EUR	25		469			716			(247	)
CMA CGM SA		5.00			Quarterly	Credit Suisse International		06/20/27		N/R		EUR	20		2,576			697			1,879
Ladbrokes Coral Group Ltd.		1.00			Quarterly	JPMorgan Chase Bank N.A.		06/20/27		N/R		EUR	10		(256	)		(843	)		587
Ladbrokes Coral Group Ltd.		1.00			Quarterly	JPMorgan Chase Bank N.A.		06/20/27		N/R		EUR	30		(768	)		(4,033	)		3,265
Adler Real Estate AG		5.00			Quarterly	Bank of America N.A.		12/20/27		CCC+		EUR	5		(977	)		(1,077	)		100
Adler Real Estate AG		5.00			Quarterly	Barclays Bank PLC		12/20/27		CCC+		EUR	3		(587	)		(635	)		48
Adler Real Estate AG		5.00			Quarterly	Barclays Bank PLC		12/20/27		CCC+		EUR	9		(1,651	)		(1,786	)		135
Adler Real Estate AG		5.00			Quarterly	Citibank N.A.		12/20/27		CCC+		EUR	3		(479	)		(533	)		54
Adler Real Estate AG		5.00			Quarterly	JPMorgan Chase Bank N.A.		12/20/27		CCC+		EUR	6		(1,003	)		(1,112	)		109
Adler Real Estate AG		5.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/27		CCC+		EUR	4		(727	)		(793	)		66
United Group B.V.		5.00			Quarterly	Bank of America N.A.		12/20/27		B		EUR	10		(258	)		(1,335	)		1,077
CMBX.NA.15		3.00			Monthly	Morgan Stanley & Co. International PLC		11/15/64		N/R		USD	4,710		(1,121,765	)		(876,132	)		(245,633	)

														$	(1,124,270	)	$	(886,334	)	$	(237,936	)

^(a)

Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

^(b)

The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Fair Value Hierarchy as of Period End

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

•

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

•

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

•

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the 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
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	95,652,544	$	573,786	$	96,226,330
Corporate Bonds
Aerospace & Defense		—		14,164,508		—		14,164,508
Air Freight & Logistics		—		60,662		—		60,662
Automobile Components		—		3,402,548		—		3,402,548
Automobiles		—		6,058,204		—		6,058,204
Banks		—		7,269,132		—		7,269,132
Beverages		—		9,232,142		—		9,232,142
Biotechnology		—		3,390,442		—		3,390,442
Broadline Retail		—		1,246,663		—		1,246,663
Building Materials		—		2,718,482		—		2,718,482
Building Products		—		6,820,360		—		6,820,360
Capital Markets		—		7,608,089		—		7,608,089
Chemicals		—		5,125,847		—		5,125,847
Commercial Services & Supplies		—		5,261,379		—		5,261,379
Communications Equipment		—		1,053,404		—		1,053,404
Construction & Engineering		—		4,628,196		—		4,628,196
Construction Materials		—		289,821		—		289,821
Consumer Discretionary		—		5,958,789		—		5,958,789
Consumer Finance		—		5,064,118		—		5,064,118
Consumer Staples Distribution & Retail		—		2,848,090		—		2,848,090
Containers & Packaging		—		2,104,032		—		2,104,032
Diversified Consumer Services		—		3,803,392		—		3,803,392
Diversified REITs		—		10,680,924		—		10,680,924
Diversified Telecommunication Services		100,496		13,114,250		—		13,214,746
Education		—		637,795		—		637,795
Electric Utilities		—		26,276,107		—		26,276,107
Electrical Equipment		—		1,408,658		—		1,408,658
Electronic Equipment, Instruments & Components		—		2,005,855		—		2,005,855
Energy Equipment & Services		—		2,060,765		—		2,060,765
Environmental, Maintenance & Security Service		—		1,753,319		—		1,753,319
Financial Services		—		28,444,714		—		28,444,714
Food Products		—		2,231,063		—		2,231,063
Ground Transportation		—		6,619,611		—		6,619,611
Health Care Equipment & Supplies		—		3,994,674		—		3,994,674


31

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Fair Value Hierarchy as of Period End (continued)


	Level 1		Level 2			Level 3		Total
Corporate Bonds (continued)
Health Care Providers & Services	$	—	$	10,641,668		$	—	$	10,641,668
Health Care Technology		—		1,443,124			—		1,443,124
Hotels, Restaurants & Leisure		—		10,311,884			—		10,311,884
Household Durables		—		672,237			—		672,237
Household Products		—		120,181			—		120,181
Independent Power and Renewable Electricity Producers		—		1,141,177			—		1,141,177
Industrial Conglomerates		—		2,136,272			—		2,136,272
Insurance		—		12,876,482			—		12,876,482
Interactive Media & Services		—		475,304			—		475,304
Internet Software & Services		—		1,905,626			—		1,905,626
IT Services		—		5,085,292			—		5,085,292
Leisure Products		—		276,867			—		276,867
Life Sciences Tools & Services		—		566,892			—		566,892
Machinery		—		3,404,365			—		3,404,365
Media		—		24,225,724			—		24,225,724
Metals & Mining		—		5,220,016			—		5,220,016
Multi-Utilities		—		1,401,181			—		1,401,181
Offshore Drilling & Other Services		—		1,217,798			—		1,217,798
Oil, Gas & Consumable Fuels		—		40,231,876			—		40,231,876
Passenger Airlines		—		5,576,434			—		5,576,434
Personal Care Products		—		171,836			—		171,836
Pharmaceuticals		—		8,332,769			—		8,332,769
Real Estate Management & Development		—		1,439,694			—		1,439,694
Semiconductors & Semiconductor Equipment		—		5,737,174			—		5,737,174
Software		—		11,265,227			—		11,265,227
Specialized REITs		—		510,295			—		510,295
Specialty Retail		—		530,143			—		530,143
Technology Hardware, Storage & Peripherals		—		3,478,392			—		3,478,392
Textiles, Apparel & Luxury Goods		—		199,691			—		199,691
Tobacco		—		4,504,976			—		4,504,976
Transportation Infrastructure		—		2,043,319			—		2,043,319
Utilities		—		343,170			—		343,170
Water Utilities		—		1,247,513			—		1,247,513
Wireless Telecommunication Services		—		5,729,040			—		5,729,040
Floating Rate Loan Interests		—		18,791,949			543,691		19,335,640
Foreign Agency Obligations		—		10,800,141			—		10,800,141
Municipal Bonds		—		19,344,060			—		19,344,060
Non-Agency Mortgage-Backed Securities		—		83,407,852			—		83,407,852
Preferred Securities
Capital Trusts		—		30,977,364			—		30,977,364
Preferred Stocks
Capital Markets		1,546,352		—			—		1,546,352
Financial Services		—		22,200			—		22,200
Trust Preferred		867,669		—			—		867,669
U.S. Government Sponsored Agency Securities		—		135,831,292			—		135,831,292
U.S. Treasury Obligations		—		69,897,581			—		69,897,581
Short-Term Securities
Money Market Funds		3,463,711		—			—		3,463,711
U.S. Treasury Obligations		—		33,634,595			—		33,634,595
Unfunded Floating Rate Loan Interests^(a)		—		51			—		51
Liabilities
Investments
TBA Sale Commitments		—		(2,670,703	)		—		(2,670,703	)

	$	5,978,228	$	867,488,600		$	1,117,477	$	874,584,305

Derivative Financial Instruments^(b)
Assets
Credit Contracts	$	—	$	61,740		$	—	$	61,740
Foreign Currency Exchange Contracts		—		68,954			—		68,954
Interest Rate Contracts		3,128,376		—			—		3,128,376
Liabilities
Credit Contracts		—		(245,939	)		—		(245,939	)


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

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Core Bond Trust (BHK)

Fair Value Hierarchy as of Period End (continued)


	Level 1			Level 2			Level 3		Total
Liabilities (continued)
Foreign Currency Exchange Contracts	$	—		$	(40	)	$	—	$	(40	)
Interest Rate Contracts		(6,810,527	)		(938,190	)		—		(7,748,717	)

	$	(3,682,151	)	$	(1,053,475	)	$	—	$	(4,735,626	)

^(a)

Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

^(b)

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 $306,810,696 are categorized as Level 2 within the fair value hierarchy.

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


	Asset-Backed Securities			Corporate Bonds			Floating Rate Loan Interests			Non-Agency Mortgage-Backed Securities			Total
Assets
Opening balance, as of December 31, 2022	$	1,619,981		$	4,333,458		$	135,835		$	477,212		$	6,566,486
Transfers into Level 3^(a)		—			—			218,620			—			218,620
Transfers out of Level 3		(726,572	)		(4,333,458	)		—			(477,212	)		(5,537,242	)
Accrued discounts/premiums		(29,557	)		—			169			—			(29,388	)
Net realized gain (loss)		2,585			—			(1,708	)		—			877
Net change in unrealized appreciation (depreciation)^(b)		46,056			—			9,571			—			55,627
Purchases		—			—			292,307			—			292,307
Sales		(338,707	)		—			(111,103	)		—			(449,810	)

Closing balance, as of September 30, 2023	$	573,786		$	—		$	543,691		$	—		$	1,117,477

Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023^(b)	$	46,056		$	—		$	9,571		$	—		$	55,627

^(a)

As of December 31, 2022, the Trust used observable inputs in determining the value of certain investments. As of September 30, 2023, the Trust used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy

^(b)

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023 is generally due to investments no longer held or categorized as Level 3 at period end.


Currency Abbreviation

CAD		Canadian Dollar

EUR		Euro

GBP		British Pound

USD		United States Dollar


Portfolio Abbreviation

AGM		Assured Guaranty Municipal Corp.

BAB		Build America Bond

BAM		Build America Mutual Assurance Co.

CDI		CREST Depository Interest

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

DAC		Designated Activity Company

EURIBOR		Euro Interbank Offered Rate

GO		General Obligation Bonds


Portfolio Abbreviation (continued)

LIBOR		London Interbank Offered Rate

PCL		Public Company Limited

PIK		Payment-in-Kind

RB		Revenue Bond

SG		Syncora Guarantee

SOFR		Secured Overnight Financing Rate

TBA		To-Be-Announced


33

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