EX-HYT


Security			Shares		Value

Common Stocks — 1.4%

Chemicals — 0.4%
Element Solutions, Inc.^(a)				573,938	$	5,429,453


Consumer Finance — 0.0%
Ally Financial, Inc.				1		29


Containers & Packaging — 0.2%
Crown Holdings, Inc.^(a)				56,254		3,118,159


Diversified Financial Services — 0.2%
Kcad Holdings I Ltd.^(a)(b)				2,223,465,984		3,068,383


Energy Equipment & Services — 0.0%
Osum Oil Sands Corp.^(a)(b)(c)				400,000		583,013


Equity Real Estate Investment Trusts (REITs) — 0.2%
Gaming and Leisure Properties, Inc.				57,580		2,273,834


Hotels, Restaurants & Leisure — 0.2%
Stars Group, Inc.^(a)				199,081		3,297,887


Media — 0.0%
Emmis Communications Corp., Class A^(a)				7,210		25,956


Metals & Mining — 0.2%
Constellium NV, Class A^(a)				285,624		2,333,548


Semiconductors & Semiconductor Equipment — 0.0%
SunPower Corp.^(a)				1,025		7,647


Total Common Stocks — 1.4% (Cost — $47,605,533)						20,137,909


	Par (000)

Asset-Backed Securities — 3.1%
AIMCO CLO, Series 2017-AA, Class C, (3 mo. LIBOR US + 2.45%), 5.04%, 07/20/29^(d)(e)		USD		250		248,682
Allegro CLO II-S Ltd., Series 2014-1RA, Class B, 4.74%, 10/21/28^(d)(f)				250		247,808
Allegro CLO VIII Ltd., Series 2018-2A, Class C, 4.75%, 07/15/31^(d)(f)				250		243,608
ALM VII R Ltd.^(d):
Series 2013-7R2A, Class BR2, 4.80%, 10/15/27^(f)				250		247,549
Series 2013-7RA, Class BR, (3 mo. LIBOR US + 2.70%), 5.30%, 10/15/28^(e)				500		497,454
ALM VIII Ltd., Series 2013-8A, Class CR, (3 mo. LIBOR US + 3.95%), 6.55%, 10/15/28^(d)(e)				1,400		1,399,630
ALM XVI Ltd./ALM XVI LLC, Series 2015-16A^(d)(f):
Class BR2, 4.50%, 07/15/27				500		492,007
Class CR2, 5.30%, 07/15/27				742		737,730


Security		Par (000)		Value

Asset-Backed Securities (continued)
AMMC CLO 19 Ltd., Series 2016-19A, Class C, (3 mo. LIBOR US + 2.80%), 5.40%, 10/15/28^(d)(e)	USD		413	$	413,855
AMMC CLO 22 Ltd., Series 2018-22A, Class D, 5.28%, 04/25/31^(d)(f)			250		241,369
Anchorage Capital CLO Ltd.^(f):
5.66%, 05/15/31	EUR		203		222,144
Series 2014-3RA, Class B, 4.08%, 01/28/31^(d)	USD		250		245,675
Series 2014-3RA, Class D, 5.18%, 01/28/31^(d)			500		484,144
Series 2014-4RA, Class D, 5.18%, 01/28/31^(d)			1,000		960,611
Series 2016-8A, Class DR, 5.58%, 07/28/28^(d)			1,000		993,350
Apidos CLO XV, Series 2013-15A, Class CRR, 4.44%, 04/20/31^(d)(f)			500		482,180
Apidos CLO XX, Series 2015-20A, Class BRR, 4.55%, 07/16/31^(d)(f)			250		242,397
Apidos CLO XXIII, Series 2015-23A, Class D2, (3 mo. LIBOR US + 5.95%), 8.55%, 01/15/27^(d)(e)			750		746,643
ARES XLV CLO Ltd., Series 2017-45A, Class D, 5.65%, 10/15/30^(d)(f)			250		248,715
Ares XXXIII CLO Ltd., Series 2015-1A, Class CR, (3 mo. LIBOR US + 4.20%), 6.80%, 12/05/25^(d)(e)			1,000		999,984
Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, 4.32%, 05/15/30^(d)(f)			500		487,141
Atlas Senior Loan Fund VII Ltd., Series 2016-7A, Class B1R, 4.32%, 11/27/31^(d)(f)			1,000		990,247
Atlas Senior Loan Fund X Ltd., Series 2018-10A^(d)(f):
Class B, 4.10%, 01/15/31			400		392,131
Class D, 5.35%, 01/15/31			500		468,710
Atrium XIV LLC, Series 14A, Class C, 4.55%, 08/23/30^(d)(f)			266		259,484
Atrium XV, Series 15A^(d)(f):
Class B, 4.34%, 01/23/31			500		498,244
Class D, 5.59%, 01/23/31			250		246,325
Class E, 8.44%, 01/23/31			250		239,907
BlueMountain CLO Ltd., Series 2016-1A, Class BR, 3.94%, 04/20/27^(d)(f)			850		835,233
Cairn CLO IV BV, Series 2014-4X, Class ERR, 5.88%, 04/30/31^(f)	EUR		1,000		1,107,464
Cairn CLO VII BV, Series 2016-7X, Class E, (3 mo. EURIBOR + 6.35%), 6.35%, 01/31/30^(e)			900		1,013,393
Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class BR, 4.44%, 04/20/27^(d)(f)	USD		250		246,595


Security	Par (000)			Value

Asset-Backed Securities (continued)
Carlyle US CLO Ltd.^(d):
Series 2016-4A, Class BR, 4.69%, 10/20/27^(f)		USD	250	$	248,341
Series 2017-2A, Class C, (3 mo. LIBOR US + 3.70%), 6.29%, 07/20/31^(e)			500		500,477
CBAM Ltd., Series 2017-2A, Class C1, (3 mo. LIBOR US + 2.40%), 4.99%, 10/17/29^(d)(e)			500		496,025
Cedar Funding Ltd., Series 2017-8A, Class D, 5.84%, 10/17/30^(d)(f)			535		528,342
Cent CLO 17 Ltd., Series C17A, Class BR, 4.43%, 04/30/31^(d)(f)			500		482,659
CIFC Funding I Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.50%), 6.09%, 04/23/29^(d)(e)			500		500,050
CIFC Funding Ltd.^(d)(f):
Series 2014-4RA, Class B, 4.79%, 10/17/30			250		247,488
Series 2018-1A, Class C, 4.53%, 04/18/31			500		485,914
Series 2018-4A, Class B, 4.69%, 10/17/31			250		243,578
Dryden 37 Senior Loan Fund, Series 2015-37A, Class DR, 5.10%, 01/15/31^(d)(f)			500		476,220
Dryden Senior Loan Fund, Series 2017-50A, Class C, (3 mo. LIBOR US + 2.25%), 4.85%, 07/15/30^(d)(e)			500		496,762
Fillmore Park CLO Ltd., Series 2018-1A, Class D, 5.50%, 07/15/30^(d)(f)			500		489,413
Galaxy XV CLO Ltd., Series 2013-15A, Class BR, 4.20%, 10/15/30^(d)(f)			250		246,670
Galaxy XVIII CLO Ltd., Series 2018-28A, Class C, 4.55%, 07/15/31^(d)(f)			250		241,455
Galaxy XXVI CLO Ltd., Series 2018-26A, Class B, 4.22%, 11/22/31^(d)(f)			250		248,642
Goldentree Loan Management US CLO 3 Ltd., Series 2018-3A, Class C, 4.49%, 04/20/30^(d)(f)			550		537,617
Greenwood Park CLO Ltd., Series 2018-1A, Class D, 5.29%, 04/15/31^(d)(f)			500		477,026
Jay Park CLO Ltd., Series 2016-1A, Class CR, 5.24%, 10/20/27^(d)(f)			276		267,440
LCM XV LP, Series 15A, Class CR, (3 mo. LIBOR US + 2.40%), 4.99%, 07/20/30^(d)(e)			500		497,136
LCM XXV Ltd., Series 25A, Class B2, (3 mo. LIBOR US + 1.65%), 4.24%, 07/20/30^(d)(e)			264		262,554


Security	Par (000)			Value

Asset-Backed Securities (continued)
Madison Park Funding XV Ltd., Series 2014-15A, Class CR, (3 mo. LIBOR US + 3.45%), 6.03%, 01/27/26^(d)(e)		USD	500	$	499,900
Madison Park Funding XXV Ltd., Series 2017-25A, Class B, 5.12%, 04/25/29^(d)(f)			550		548,669
Madison Park Funding XXXI Ltd., Series 2018-31A, Class B, 4.29%, 01/23/31^(d)(f)			250		248,487
Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class D, 5.10%, 01/15/28^(d)(f)			500		488,361
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR, 4.79%, 10/17/30^(d)(f)			250		245,318
Neuberger Berman CLO XXIII Ltd., Series 2016-23A, Class CR, 4.74%, 10/17/27^(d)(f)			500		493,393
Oak Hill Credit Partners X-R Ltd., Series 2014-10RA^(d)(f):
Class B, 4.34%, 12/12/30			1,000		993,087
Class C, 4.79%, 12/12/30			508		495,607
Octagon Investment Partners 37 Ltd., Series 2018-2A, Class B, 4.33%, 07/25/30^(d)(f)			250		242,786
Octagon Investment Partners XVII Ltd., Series 2013-1A^(d)(f):
Class BR2, 3.98%, 01/25/31			500		489,511
Class CR2, 4.28%, 01/25/31			750		727,476
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, 5.34%, 01/22/30^(d)(f)			1,000		968,853
Octagon Investment Partners XXIII Ltd., Series 2015-1A, Class CR, 4.45%, 07/15/27^(d)(f)			250		247,552
OHA Credit Partners XI Ltd., Series 2015-11A, Class DR, 5.54%, 01/20/32^(d)(f)			266		257,638
OZLM VI Ltd., Series 2014-6A, Class B1S, 4.69%, 04/17/31^(d)(f)			500		490,243
OZLM XIX Ltd., Series 2017-19A, Class C, 5.70%, 11/22/30^(d)(f)			500		482,749
OZLM XX Ltd., Series 2018-20A^(d)(f):
Class B, 4.54%, 04/20/31			500		484,853
Class C, 5.54%, 04/20/31			750		736,000
Palmer Square CLO Ltd.^(d):
1.00%, 05/21/29^(f)(g)			500		500,000
Series 2013-2A, Class BRR, 4.79%, 10/17/31^(f)			334		327,795
Series 2015-1A, Class BR, (3 mo. LIBOR US + 2.55%), 5.07%, 05/21/29^(e)			500		500,443


Security	Par (000)			Value

Asset-Backed Securities (continued)
Series 2015-1A, Class CR, (3 mo. LIBOR US + 3.50%), 6.02%, 05/21/29^(e)		USD	250	$	249,815
Park Avenue Institutional Advisers CLO Ltd., Series 2016-1A, Class A2R, 4.32%, 08/23/31^(d)(f)			500		493,330
Regatta VII Funding Ltd., Series 2016-1A^(d)(f):
Class CR, 4.63%, 12/20/28			250		245,777
Class DR, 5.38%, 12/20/28			500		490,938
Rockford Tower CLO Ltd.^(d)(f):
5.37%, 04/20/32			334		333,324
Series 2018-1A, Class B, 4.24%, 05/20/31			600		595,094
Series 2018-2A, Class C, 4.79%, 10/20/31			250		247,216
Series 2019-1A, Class D, 6.47%, 04/20/32			522		520,757
RR 5 Ltd., Series 2018-5A, Class B, 4.85%, 10/15/31^(d)(f)			250		247,975
TIAA CLO IV Ltd., Series 2018-1A, Class A2, 4.52%, 01/20/32^(d)(f)			500		494,746
TICP CLO XI Ltd., Series 2018-11A, Class C, 4.74%, 10/20/31^(d)(f)			250		247,081
TICP CLO XII Ltd., Series 2018-12A, Class D, 5.61%, 01/15/31^(d)(f)			500		490,882
Treman Park CLO Ltd., Series 2015-1A, Class C3RR, 4.59%, 10/20/28^(d)(f)			250		246,690
Voya CLO Ltd.^(d):
Series 2014-1A, Class BR2, 4.50%, 04/18/31^(f)			500		484,196
Series 2014-2A, Class A2AR, (3 mo. LIBOR US + 1.65%), 4.24%, 04/17/30^(e)			250		248,505
Webster Park CLO Ltd., Series 2015-1A, Class CR, 5.49%, 07/20/30^(d)(f)			500		488,476
Westcott Park CLO Ltd., Series 2016-1A, Class D, (3 mo. LIBOR US + 4.35%), 6.94%, 07/20/28^(d)(e)			500		500,677
York CLO 1 Ltd., Series 2014-1A^(d)(f):
Class BRR, 4.24%, 10/22/29			250		247,594
Class CRR, 4.69%, 10/22/29			500		490,104
York CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.19%, 10/20/29^(d)(e)			500		500,151


Total Asset-Backed Securities — 3.1% (Cost — $44,091,015)					43,486,267


Security	Par (000)			Value

Corporate Bonds — 114.4%

Aerospace & Defense — 5.3%
Amsted Industries, Inc., 5.63%, 07/01/27^(d)(g)		USD	890	$	896,666
Arconic, Inc.:
6.15%, 08/15/20			1,540		1,582,350
5.40%, 04/15/21			45		46,095
5.87%, 02/23/22			1,363		1,420,927
5.13%, 10/01/24			5,571		5,661,362
BBA US Holdings, Inc., 5.38%, 05/01/26^(d)			1,733		1,754,662
Bombardier, Inc.^(d):
8.75%, 12/01/21			2,292		2,474,902
5.75%, 03/15/22			1,182		1,173,750
6.13%, 01/15/23			1,200		1,166,640
7.50%, 12/01/24			5,073		4,984,222
7.50%, 03/15/25			3,350		3,248,495
7.88%, 04/15/27			10,500		10,073,437
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(d)			1,543		1,627,865
Pioneer Holdings LLC/Pioneer Finance Corp., 9.00%, 11/01/22^(d)			1,170		1,196,325
TransDigm UK Holdings PLC, 6.88%, 05/15/26			1,123		1,092,117
TransDigm, Inc.:
6.00%, 07/15/22			1,779		1,787,895
6.50%, 05/15/25			711		705,668
6.25%, 03/15/26^(d)			33,105		33,807,135

					74,700,513

Air Freight & Logistics — 0.0%
XPO Logistics, Inc., 6.75%, 08/15/24^(d)			110		113,162


Airlines — 0.2%
US Airways Pass-Through Trust, Series 2013-1, Class B, 5.38%, 05/15/23			2,617		2,726,777


Auto Components — 2.0%
Allison Transmission, Inc.^(d):
5.00%, 10/01/24			827		821,376
5.88%, 06/01/29			1,409		1,421,329
GKN Holdings Ltd., 4.63%, 05/12/32		GBP	405		497,992
Goodyear Tire & Rubber Co., 5.00%, 05/31/26		USD	471		431,554
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
6.25%, 02/01/22			1,452		1,479,225
6.75%, 02/01/24			1,286		1,318,150
6.38%, 12/15/25			982		986,910
6.25%, 05/15/26^(d)			1,242		1,232,685
IHO Verwaltungs GmbH^(g)(h):
3.88%, 05/15/27		EUR	252		275,188
(3.63% Cash or 3.38% PIK), 3.63%, 05/15/25			225		250,102


Security		Par (000)		Value

Auto Components (continued)
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.:
4.38%, 05/15/26	EUR		401	$	446,409
6.25%, 05/15/26^(d)	USD		7,587		7,738,740
8.50%, 05/15/27^(d)			9,870		9,845,325
Tesla, Inc., 5.30%, 08/15/25^(d)			1,571		1,280,396

					28,025,381

Banks — 0.8%
Allied Irish Banks PLC (5 year EUR Swap + 3.95%), 4.13%, 11/26/25⁽ⁱ⁾	EUR		300		349,332
Banco BPM SpA, 1.75%, 04/24/23			150		163,987
Banco de Sabadell SA:
1.75%, 05/10/24			300		333,021
5.38%, 12/12/28^(f)			100		116,058
Banco Espirito Santo SA^(a)(j):
4.75%, 01/15/19			1,900		530,646
4.00%, 01/21/19			1,100		307,216
Barclays PLC:
4.38%, 09/11/24	USD		3,020		3,033,282
5.20%, 05/12/26			800		817,874
CIT Group, Inc.:
5.00%, 08/15/22			278		288,292
5.00%, 08/01/23			404		420,160
5.25%, 03/07/25			1,127		1,190,540
6.13%, 03/09/28			634		695,371
6.00%, 04/01/36			2,800		2,688,000
Deutsche Pfandbriefbank AG, 4.60%, 02/22/27	EUR		100		119,793

					11,053,572

Beverages — 0.0%
Silgan Holdings, Inc., 3.25%, 03/15/25			100		114,374


Building Materials — 0.1%
Cemex SAB de CV, 3.13%, 03/19/26			150		170,438
Jeld-Wen, Inc., 4.63%, 12/15/25^(d)	USD		823		785,965

					956,403

Building Products — 1.1%
American Builders & Contractors Supply Co., Inc., 5.75%, 12/15/23^(d)			860		881,500
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(d)			78		73,735
Builders FirstSource, Inc., 6.75%, 06/01/27^(d)			624		630,240
CPG Merger Sub LLC, 8.00%, 10/01/21^(d)			2,165		2,192,062
Jeld-Wen, Inc., 4.88%, 12/15/27^(d)			129		121,260
Masonite International Corp.^(d):
5.63%, 03/15/23			2,959		3,010,782
5.75%, 09/15/26			989		1,001,362


Security		Par (000)		Value

Building Products (continued)
PGT Escrow Issuer, Inc., 6.75%, 08/01/26^(d)	USD		665	$	689,938
Standard Industries, Inc.^(d):
5.50%, 02/15/23			768		778,560
5.38%, 11/15/24			2,374		2,399,568
6.00%, 10/15/25			3,311		3,414,403
5.00%, 02/15/27			172		167,915
4.75%, 01/15/28			142		135,788

					15,497,113

Cable Television Services — 0.0%
Cincinnati Bell, Inc., 8.00%, 10/15/25^(d)			703		602,822


Capital Markets — 1.3%
Blackstone CQP Holdco LP^(d):
6.50%, 03/20/21			13,913		13,960,026
6.00%, 08/18/21			2,265		2,253,675
Intertrust Group BV, 3.38%, 11/15/25	EUR		281		322,439
LPL Holdings, Inc., 5.75%, 09/15/25^(d)	USD		323		324,615
Owl Rock Capital Corp., 5.25%, 04/15/24			1,108		1,118,331
Stevens Holding Co., Inc., 6.13%, 10/01/26^(d)			813		845,520

					18,824,606

Chemicals — 2.8%
Alpha 2 BV, (8.75% Cash or 9.50% PIK), 8.75%, 06/01/23^(d)(h)			1,632		1,599,360
Alpha 3 BV/Alpha US Bidco, Inc., 6.25%, 02/01/25^(d)			8,925		8,746,500
Axalta Coating Systems LLC, 4.88%, 08/15/24^(d)			1,451		1,443,745
Blue Cube Spinco LLC:
9.75%, 10/15/23			3,228		3,550,800
10.00%, 10/15/25			2,292		2,569,905
Chemours Co.:
6.63%, 05/15/23			526		524,028
4.00%, 05/15/26	EUR		800		875,259
5.38%, 05/15/27	USD		1,581		1,430,805
Element Solutions, Inc., 5.88%, 12/01/25^(d)			5,219		5,290,761
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(d)			1,186		1,188,965
INEOS Group Holdings SA, 5.38%, 08/01/24	EUR		150		171,259
Montichem Holdco 3 SA, 5.25%, 06/15/21			200		223,424
NOVA Chemicals Corp., 4.88%, 06/01/24^(d)	USD		1,427		1,336,029
OCI NV, 5.00%, 04/15/23	EUR		290		336,932
PQ Corp.^(d):
6.75%, 11/15/22	USD		2,337		2,412,952


Security		Par (000)		Value

Chemicals (continued)
5.75%, 12/15/25	USD		3,478	$	3,478,000
SGL Carbon SE, 4.63%, 09/30/24	EUR		151		171,672
Solvay SA, 4.25%^(f)(k)			100		117,859
Versum Materials, Inc., 5.50%, 09/30/24^(d)	USD		1,190		1,272,943
WR Grace & Co-Conn, 5.13%, 10/01/21^(d)			2,483		2,513,293

					39,254,491

Commercial Services & Supplies — 2.2%
ADT Security Corp.:
3.50%, 07/15/22			2,038		1,974,313
4.13%, 06/15/23			723		700,406
4.88%, 07/15/32^(d)			2,196		1,817,190
Advanced Disposal Services, Inc., 5.63%, 11/15/24^(d)			1,104		1,148,160
Booz Allen Hamilton, Inc., 5.13%, 05/01/25^(d)			1,792		1,794,240
Core & Main LP, 6.13%, 08/15/25^(d)			3,669		3,623,138
Fortress Transportation & Infrastructure Investors LLC^(d):
6.75%, 03/15/22			444		447,330
6.50%, 10/01/25			470		472,350
GFL Environmental, Inc., 8.50%, 05/01/27^(d)			1,893		1,931,844
Harland Clarke Holdings Corp., 8.38%, 08/15/22^(d)			2,752		2,339,200
KAR Auction Services, Inc., 5.13%, 06/01/25^(d)			3,235		3,186,475
Mobile Mini, Inc., 5.88%, 07/01/24			3,503		3,594,954
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(d)			1,289		1,308,335
United Rentals North America, Inc., 4.63%, 10/15/25			2,982		2,929,815
5.50%, 05/15/27			3,183		3,210,851
Waste Pro USA, Inc., 5.50%, 02/15/26^(d)			760		752,400

					31,231,001

Communications Equipment — 2.3%
CommScope, Inc.^(d):
5.50%, 03/01/24			5,190		5,215,950
6.00%, 03/01/26			3,918		3,908,205
Gogo Intermediate Holdings LLC/Gogo Finance Co., Inc., 9.88%, 05/01/24^(d)			2,302		2,348,040
Nokia OYJ:
3.38%, 06/12/22			714		710,430
4.38%, 06/12/27			439		430,220
6.63%, 05/15/39			3,486		3,708,233


Security		Par (000)		Value

Communications Equipment (continued)
Telefonaktiebolaget LM Ericsson, Series 7Y, 1.88%, 03/01/24	EUR		100	$	115,491
ViaSat, Inc., 5.63%, 04/15/27^(d)	USD		3,274		3,319,018
Zayo Group LLC/Zayo Capital, Inc.:
6.00%, 04/01/23			2,128		2,181,200
6.38%, 05/15/25			2,304		2,370,240
5.75%, 01/15/27^(d)			6,993		7,185,307

					31,492,334

Construction & Engineering — 0.2%
Brand Industrial Services, Inc., 8.50%, 07/15/25^(d)			1,580		1,343,000
frontdoor, Inc., 6.75%, 08/15/26^(d)			1,265		1,328,250
SRS Distribution, Inc., 8.25%, 07/01/26^(d)			203		197,925

					2,869,175

Construction Materials — 1.5%
American Builders & Contractors Supply Co., Inc., 5.88%, 05/15/26^(d)			1,961		1,992,866
HD Supply, Inc., 5.38%, 10/15/26^(d)			11,642		11,845,735
Navistar International Corp., 6.63%, 11/01/25^(d)			2,233		2,283,287
New Enterprise Stone & Lime Co., Inc., 10.13%, 04/01/22^(d)			1,002		1,022,040
Williams Scotsman International, Inc.^(d):
7.88%, 12/15/22			771		797,985
6.88%, 08/15/23			2,344		2,344,000

					20,285,913

Consumer Discretionary — 1.0%
AA Bond Co. Ltd.:
2.88%, 07/31/43	GBP		100		120,253
4.88%, 07/31/43			180		224,691
Dun & Bradstreet Corp., 6.88%, 08/15/26^(d)	USD		4,502		4,603,295
Live Nation Entertainment, Inc., 4.88%, 11/01/24^(d)			296		296,740
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25^(d)			500		486,925
ServiceMaster Co. LLC, 5.13%, 11/15/24^(d)			2,307		2,307,000
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26	EUR		100		114,162
Viking Cruises Ltd., 5.88%, 09/15/27^(d)	USD		5,975		5,794,674

					13,947,740

Consumer Finance — 3.9%
Alliance Data Systems Corp.^(d):
5.88%, 11/01/21			3,207		3,267,131
5.38%, 08/01/22			1,863		1,879,301
Ally Financial, Inc.:
3.88%, 05/21/24			1,179		1,173,105


Security		Par (000)		Value

Consumer Finance (continued)
5.13%, 09/30/24	USD		1,230	$	1,286,888
8.00%, 11/01/31			11,654		14,771,445
Credit Acceptance Corp., 6.63%, 03/15/26^(d)			993		1,030,238
Iron Mountain UK PLC, 3.88%, 11/15/25	GBP		100		121,416
Mulhacen Pte Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 08/01/23^(h)	EUR		362		401,095
Navient Corp.:
6.63%, 07/26/21	USD		1,454		1,508,103
6.50%, 06/15/22			463		481,520
5.50%, 01/25/23			975		972,319
7.25%, 09/25/23			1,100		1,154,670
5.88%, 10/25/24			1,921		1,921,000
6.75%, 06/25/25			423		428,816
6.75%, 06/15/26			572		574,860
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26	EUR		445		499,354
4.50%, 05/15/26^(d)			2,465		2,766,084
6.25%, 05/15/26^(d)	USD		793		799,281
8.25%, 11/15/26^(d)			5,890		5,860,550
Springleaf Finance Corp.:
6.13%, 05/15/22			490		512,050
6.13%, 03/15/24			1,798		1,865,425
6.88%, 03/15/25			2,077		2,164,649
7.13%, 03/15/26			665		697,219
6.63%, 01/15/28			1,679		1,700,021
Verscend Escrow Corp., 9.75%, 08/15/26^(d)			5,688		6,015,060

					53,851,600

Containers & Packaging — 2.8%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:
4.13%, 05/15/23	EUR		100		114,848
4.63%, 05/15/23^(d)	USD		5,069		5,062,664
6.75%, 05/15/24	EUR		100		118,361
7.25%, 05/15/24^(d)	USD		9,004		9,375,415
4.75%, 07/15/27^(d)	GBP		427		523,640
4.75%, 07/15/27			212		259,980
Berry Global Escrow Corp., 4.88%, 07/15/26^(d)(g)	USD		2,530		2,516,667
BWAY Holding Co.:
4.75%, 04/15/24	EUR		223		253,960
5.50%, 04/15/24^(d)	USD		6,261		6,120,754
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26			1,290		1,248,075
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26			3,052		3,068,786
Crown European Holdings SA, 3.38%, 05/15/25	EUR		100		119,691
Greif, Inc., 6.50%, 03/01/27^(d)	USD		520		522,600


Security		Par (000)		Value

Containers & Packaging (continued)
Intertape Polymer Group, Inc., 7.00%, 10/15/26^(d)	USD		747	$	761,940
Mercer International, Inc.:
6.50%, 02/01/24			1,446		1,474,920
5.50%, 01/15/26			767		755,303
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu^(d):
5.13%, 07/15/23			749		749,150
7.00%, 07/15/24			4,220		4,248,063
Sealed Air Corp.:
4.50%, 09/15/23	EUR		160		200,908
5.13%, 12/01/24^(d)	USD		142		146,260
6.88%, 07/15/33^(d)			700		761,250

					38,403,235

County/City/Special District/School District — 0.0%
European TopSoho Sarl, Series SMCP, 4.00%, 09/21/21^(b)(l)	EUR		200		212,292


Diversified Consumer Services — 1.5%
APX Group, Inc.:
8.75%, 12/01/20	USD		1,281		1,197,735
7.88%, 12/01/22			1,649		1,521,202
Ascend Learning LLC, 6.88%, 08/01/25^(d)			4,725		4,725,180
Graham Holdings Co., 5.75%, 06/01/26^(d)			1,087		1,135,915
Laureate Education, Inc., 8.25%, 05/01/25^(d)			591		638,422
Matthews International Corp., 5.25%, 12/01/25^(d)			274		262,355
Pinnacle Bidco PLC, 6.38%, 02/15/25	GBP		192		249,015
Prime Security Services Borrower LLC/Prime Finance, Inc.^(d):
9.25%, 05/15/23	USD		2,476		2,593,610
5.25%, 04/15/24			1,995		1,957,654
5.75%, 04/15/26			2,971		2,924,578
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(d)			1,664		1,634,880
Service Corp. International, 5.13%, 06/01/29			1,662		1,690,703
Verisure Holding AB, 3.50%, 05/15/23	EUR		245		281,229

					20,812,478

Diversified Financial Services — 0.9%
Arrow Global Finance PLC, 5.13%, 09/15/24	GBP		225		277,345
Barclays PLC:
(5 year EUR Swap + 2.45%), 2.63%, 11/11/25⁽ⁱ⁾	EUR		200		225,156
2.00%, 02/07/28^(f)			100		107,202


Security		Par (000)		Value

Diversified Financial Services (continued)
Cabot Financial Luxembourg SA, 7.50%, 10/01/23	GBP		100	$	128,181
DPL, Inc., 7.25%, 10/15/21	USD		112		119,280
FS Energy & Power Fund, 7.50%, 08/15/23^(d)			490		494,900
Garfunkelux Holdco 3 SA:
7.50%, 08/01/22	EUR		330		321,840
4.50%, 09/01/23^(f)			120		110,196
Intrum AB, 2.75%, 07/15/22			137		151,137
Jefferies Finance LLC/JFIN Co-Issuer Corp., 6.88%, 04/15/22^(d)	USD		2,552		2,595,869
Lehman Brothers Holding Escrow, 1.00%, 09/22/18^(a)(j)			430		7,396
Lehman Brothers Holdings, Inc.^(a)(f)(j):
5.38%, 10/17/17	EUR		350		8,094
4.75%, 01/16/18			1,890		43,917
1.00%, 02/05/18			3,950		91,785
1.00%, 12/31/49	USD		1,535		26,402
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24^(h)	EUR		220		248,087
MSCI, Inc., 5.25%, 11/15/24^(d)	USD		683		700,075
Pershing Square Holdings Ltd., 5.50%, 07/15/22^(d)			2,100		2,178,855
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.75%, 06/01/25^(d)			1,939		1,953,543
UniCredit SpA⁽ⁱ⁾:
(5 year EUR Swap + 4.10%), 5.75%, 10/28/25	EUR		354		412,042
(5 year EUR Swap + 4.32%), 4.38%, 01/03/27			367		418,114
Vantiv LLC/Vanity Issuer Corp., 3.88%, 11/15/25^(d)	GBP		257		337,746
Vantiv LLC/Vantiv Issuer Corp., 3.88%, 11/15/25			100		131,419
Verisure Midholding AB, 5.75%, 12/01/23	EUR		100		112,711
WMG Acquisition Corp.:
4.13%, 11/01/24			180		209,609
5.50%, 04/15/26^(d)	USD		918		930,623
Series APR, 3.63%, 10/15/26	EUR		100		116,323

					12,457,847

Diversified Telecommunication Services — 2.9%
CenturyLink, Inc.:
5.63%, 04/01/25	USD		890		861,075
Series S, 6.45%, 06/15/21			5,263		5,473,520
Series W, 6.75%, 12/01/23			7		7,326
Series Y, 7.50%, 04/01/24			2,409		2,571,607
Cincinnati Bell, Inc., 7.00%, 07/15/24^(d)			2,099		1,810,387
Embarq Corp., 8.00%, 06/01/36			2,334		2,164,785
Frontier Communications Corp.:
10.50%, 09/15/22			736		535,440


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
11.00%, 09/15/25	USD		7,041	$	4,435,830
8.00%, 04/01/27^(d)			8,325		8,616,375
Level 3 Financing, Inc.:
5.38%, 08/15/22			243		243,911
5.63%, 02/01/23			969		972,634
5.13%, 05/01/23			1,292		1,290,773
5.38%, 05/01/25			760		760,950
5.25%, 03/15/26			4,892		4,878,302
Qwest Corp., 6.75%, 12/01/21			680		718,250
SoftBank Group Corp.:
4.00%, 04/20/23	EUR		400		480,589
4.75%, 07/30/25			215		264,958
5.00%, 04/15/28			200		242,422
Telecom Italia Capital SA:
6.38%, 11/15/33	USD		449		432,163
6.00%, 09/30/34			1,267		1,181,477
Telecom Italia SpA:
5.88%, 05/19/23	GBP		200		266,527
4.00%, 04/11/24	EUR		539		624,883
5.30%, 05/30/24^(d)	USD		1,653		1,634,321
2.75%, 04/15/25	EUR		339		365,600

					40,834,105

Electric Utilities — 0.3%
AES Corp., 5.50%, 04/15/25	USD		797		823,062
NextEra Energy Operating Partners LP^(d):
4.25%, 09/15/24			617		613,144
4.50%, 09/15/27			654		634,380
Talen Energy Supply LLC:
6.50%, 06/01/25			294		249,900
10.50%, 01/15/26^(d)			294		294,000
7.25%, 05/15/27^(d)			1,386		1,404,364

					4,018,850

Electronic Equipment, Instruments & Components — 0.7%
CDW LLC/CDW Finance Corp.:
5.00%, 09/01/23			3,624		3,665,676
5.50%, 12/01/24			5,332		5,551,945
5.00%, 09/01/25			714		722,032
Itron, Inc., 5.00%, 01/15/26^(d)			231		230,134

					10,169,787

Energy Equipment & Services — 0.9%
Apergy Corp., 6.38%, 05/01/26			783		802,575
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27^(d)			932		957,630
Ensco Rowan PLC:
4.50%, 10/01/24			336		232,472
5.20%, 03/15/25			1,483		1,026,977


Security		Par (000)		Value

Energy Equipment & Services (continued)
Gates Global LLC/Gates Global Co., 6.00%, 07/15/22^(d)	USD		1,360	$	1,351,500
Pattern Energy Group, Inc., 5.88%, 02/01/24^(d)			935		942,012
Precision Drilling Corp., 5.25%, 11/15/24			88		80,300
SESI LLC, 7.75%, 09/15/24			689		454,740
Transocean, Inc.:
8.38%, 12/15/21			275		288,063
9.00%, 07/15/23^(d)			3,589		3,687,518
USA Compression Partners LP/USA Compression Finance Corp.:
6.88%, 04/01/26			1,557		1,595,925
6.88%, 09/01/27^(d)			1,624		1,658,510

					13,078,222

Environmental, Maintenance, & Security Service — 0.2%
GFL Environmental, Inc., 7.00%, 06/01/26^(d)			1,889		1,817,596
Tervita Escrow Corp., 7.63%, 12/01/21^(d)			1,577		1,580,942

					3,398,538

Equity Real Estate Investment Trusts (REITs) — 2.8%
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26^(d)			966		979,283
Equinix, Inc., 5.88%, 01/15/26			3,457		3,621,519
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(d)			985		980,075
GLP Capital LP/GLP Financing II, Inc.:
5.25%, 06/01/25			1,008		1,064,398
5.38%, 04/15/26			602		636,434
Hilton Domestic Operating Co., Inc., 4.25%, 09/01/24			2,468		2,435,965
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.63%, 04/01/25			350		351,313
Iron Mountain, Inc., 4.88%, 09/15/27^(d)			2,213		2,080,220
iStar, Inc.:
4.63%, 09/15/20			221		221,829
6.00%, 04/01/22			529		534,290
5.25%, 09/15/22			596		598,235
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.:
5.63%, 05/01/24			8,085		8,347,762
4.50%, 09/01/26			2,451		2,388,990
4.50%, 01/15/28			1,613		1,520,252
MPT Operating Partnership LP/MPT Finance Corp.:
5.50%, 05/01/24			271		276,420
5.00%, 10/15/27			4,688		4,629,400


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
SBA Communications Corp., 4.88%, 09/01/24			6,240	$	6,179,784
Starwood Property Trust, Inc., 5.00%, 12/15/21	USD		1,695		1,704,797

					38,550,966

Food & Staples Retailing — 0.2%
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC:
6.63%, 06/15/24			285		287,850
5.75%, 03/15/25			606		584,911
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC, 7.50%, 03/15/26^(d)			629		657,305
B&M European Value Retail SA, 4.13%, 02/01/22	GBP		225		287,153
Distribuidora Internacional de Alimentacion SA:
1.50%, 07/22/19	EUR		200		211,141
1.00%, 04/28/21			200		169,527
Nomad Foods Bondco PLC, 3.25%, 05/15/24			200		228,986
Post Holdings, Inc., 5.63%, 01/15/28^(d)	USD		484		479,160
Premier Foods Finance PLC, 6.25%, 10/15/23	GBP		200		260,435
Tesco Corporate Treasury Services PLC, 2.50%, 05/02/25			141		177,170

					3,343,638

Food Products — 1.5%
Aramark Services, Inc.^(d):
5.00%, 04/01/25	USD		148		147,260
5.00%, 02/01/28			2,829		2,798,942
B&G Foods, Inc., 5.25%, 04/01/25			971		938,836
Boparan Finance PLC, 5.50%, 07/15/21	GBP		100		71,999
Chobani LLC/Chobani Finance Corp., Inc., 7.50%, 04/15/25^(d)	USD		830		755,300
Darling Ingredients, Inc., 5.25%, 04/15/27^(d)			882		892,849
JBS USA LUX SA/JBS USA Finance, Inc.^(d):
5.88%, 07/15/24			1,419		1,460,421
5.75%, 06/15/25			5,499		5,622,727
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29^(d)	USD		4,609		4,839,450
Post Holdings, Inc.^(d):
5.50%, 03/01/25			2,014		2,031,622
5.75%, 03/01/27			207		208,035
Simmons Foods, Inc., 7.75%, 01/15/24^(d)			1,306		1,384,360

					21,151,801


Security		Par (000)		Value

Forest Products — 0.1%
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28^(d)			1,471	$	1,567,167


Health Care Equipment & Supplies — 2.2%
Avantor, Inc.:
4.75%, 10/01/24	EUR		126		148,893
6.00%, 10/01/24^(d)	USD		8,547		8,876,059
9.00%, 10/01/25^(d)			7,606		8,338,077
Hologic, Inc.^(d):
4.38%, 10/15/25			204		201,705
4.63%, 02/01/28			714		697,043
Immucor, Inc., 11.13%, 02/15/22^(d)			1,380		1,393,800
Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 5.75%, 08/01/22^(d)			910		741,377
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA, 6.63%, 05/15/22^(d)			9,878		9,211,235
Teleflex, Inc.:
4.88%, 06/01/26			826		838,390
4.63%, 11/15/27			608		600,704

					31,047,283

Health Care Providers & Services — 6.1%
Acadia Healthcare Co., Inc.:
5.13%, 07/01/22			782		785,910
6.50%, 03/01/24			986		1,008,185
AHP Health Partners, Inc., 9.75%, 07/15/26^(d)			1,052		1,112,490
Centene Corp.:
4.75%, 05/15/22			2		2,019
5.38%, 06/01/26^(d)			10,220		10,600,184
CHS/Community Health Systems, Inc.^(d):
8.63%, 01/15/24			3,435		3,435,000
8.00%, 03/15/26			3,624		3,471,792
DaVita, Inc., 5.00%, 05/01/25			1,938		1,832,767
Eagle Holding Co. II LLC, (7.63% Cash or 8.38% PIK), 7.63%, 05/15/22^(d)(h)			601		601,751
Encompass Health Corp., 5.75%, 11/01/24			1,072		1,080,040
Envision Healthcare Crop., 8.75%, 10/15/26^(d)			1,687		1,421,298
HCA, Inc.:
5.38%, 02/01/25	USD		2,604		2,717,144
5.88%, 02/15/26			142		150,521
5.38%, 09/01/26			2,251		2,335,660
5.63%, 09/01/28			5,700		5,942,763
5.88%, 02/01/29			6,026		6,395,092
MEDNAX, Inc., 5.25%, 12/01/23^(d)			933		930,668
Molina Healthcare, Inc.:
5.38%, 11/15/22			774		789,248
4.88%, 06/15/25^(d)			1,633		1,618,711


Security		Par (000)		Value

Health Care Providers & Services (continued)
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(d)			1,842	$	1,832,790
NVA Holdings, Inc., 6.88%, 04/01/26^(d)			1,005		979,875
Polaris Intermediate Corp., (8.50% Cash), 8.50%, 12/01/22^(d)(h)			3,701		3,635,905
Regional Care Hospital Partners Holdings, Inc., 8.25%, 05/01/23^(d)			3,351		3,544,956
Sotera Health Holdings LLC, 6.50%, 05/15/23^(d)			1,538		1,541,845
Surgery Center Holdings, Inc.^(d):
6.75%, 07/01/25			1,193		1,082,648
10.00%, 04/15/27			2,057		2,087,855
Tenet Healthcare Corp.:
6.00%, 10/01/20			3,670		3,770,191
8.13%, 04/01/22			4,174		4,363,416
4.63%, 07/15/24			6,003		5,959,178
6.25%, 02/01/27^(d)			4,189		4,272,780
Vizient, Inc., 6.25%, 05/15/27^(d)			2,533		2,637,486
WellCare Health Plans, Inc.:
5.25%, 04/01/25			1,404		1,422,884
5.38%, 08/15/26^(d)			2,015		2,064,771

					85,427,823

Health Care Technology — 0.6%
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(d)			2,812		2,713,580
IQVIA, Inc.:
3.25%, 03/15/25	EUR		1,200		1,362,311
3.25%, 03/15/25^(d)			100		113,526
5.00%, 10/15/26^(d)	USD		1,454		1,479,445
5.00%, 05/15/27^(d)			2,482		2,517,765

					8,186,627

Hotels, Restaurants & Leisure — 5.0%
1011778 BC ULC/New Red Finance, Inc.^(d):
4.25%, 05/15/24			3,317		3,279,684
5.00%, 10/15/25			8,736		8,604,960
Boyd Gaming Corp., 6.00%, 08/15/26			526		531,260
Boyne USA, Inc., 7.25%, 05/01/25^(d)			813		878,040
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25^(d)			2,647		2,588,766
Churchill Downs, Inc.^(d):
5.50%, 04/01/27	USD		3,667		3,731,172
4.75%, 01/15/28			1,309		1,256,640
Cirsa Finance International Sarl, 6.25%, 12/20/23	EUR		162		192,392
CPUK Finance Ltd., 4.25%, 02/28/47	GBP		174		220,016
EI Group PLC, 6.38%, 02/15/22			110		142,112
Eldorado Resorts, Inc.:
6.00%, 04/01/25	USD		812		827,184
6.00%, 09/15/26			717		742,095


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
ESH Hospitality, Inc., 5.25%, 05/01/25^(d)			1,388	$	1,391,470
GLP Capital LP/GLP Financing II, Inc., 5.38%, 11/01/23			256		271,892
Golden Nugget, Inc., 6.75%, 10/15/24^(d)			6,652		6,602,110
Hilton Domestic Operating Co., Inc., 5.13%, 05/01/26			2,280		2,302,800
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27			529		532,063
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC^(d):
5.00%, 06/01/24			255		258,188
5.25%, 06/01/26			1,878		1,897,494
4.75%, 06/01/27			790		774,200
Lions Gate Capital Holdings LLC^(d):
6.38%, 02/01/24			147		150,675
5.88%, 11/01/24			1,096		1,101,480
Marriott Ownership Resorts, Inc./ILG LLC, 6.50%, 09/15/26^(d)			386		399,510
Melco Resorts Finance Ltd., 4.88%, 06/06/25^(d)			1,847		1,817,587
MGM Resorts International:
6.63%, 12/15/21			2,010		2,143,163
7.75%, 03/15/22			2,666		2,939,265
4.63%, 09/01/26			3,124		3,030,280
Sabre GLBL, Inc.^(d):
5.38%, 04/15/23			1,516		1,527,643
5.25%, 11/15/23			882		886,410
Scientific Games International, Inc.:
5.00%, 10/15/25^(d)			3,159		3,097,020
3.38%, 02/15/26	EUR		800		874,948
8.25%, 03/15/26^(d)	USD		5,082		5,110,662
Sisal Group SpA, 7.00%, 07/31/23	EUR		100		112,987
Six Flags Entertainment Corp.^(d):
4.88%, 07/31/24	USD		4,025		3,975,492
5.50%, 04/15/27			1,514		1,509,594
Station Casinos LLC, 5.00%, 10/01/25^(d)			924		889,350
Stonegate Pub Co. Financing PLC:
7.05%, 03/15/22^(f)	GBP		100		126,995
Stonegate Pub Co. Financing PLC (continued):
(3 mo. LIBOR GBP + 4.38%), 5.22%, 03/15/22^(e)	GBP		150		189,266
Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32			400		510,644
Wyndham Destinations, Inc.:
5.40%, 04/01/24	USD		100		102,500
5.75%, 04/01/27			306		307,530


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(d)			527	$	534,905
Wynn Macau Ltd.^(d):
4.88%, 10/01/24			639		625,233
5.50%, 10/01/27			746		721,938
Yum! Brands, Inc.:
3.88%, 11/01/23			721		719,198
5.35%, 11/01/43			30		26,400

					70,455,213

Household Durables — 1.5%
Algeco Global Finance PLC, 8.00%, 02/15/23^(d)			3,407		3,441,070
Lennar Corp.:
6.63%, 05/01/20			1,160		1,190,450
8.38%, 01/15/21			2,810		3,013,725
4.88%, 12/15/23			968		991,232
5.25%, 06/01/26			302		311,438
4.75%, 11/29/27			2,510		2,528,825
Mattamy Group Corp.^(d):
6.88%, 12/15/23			924		947,100
6.50%, 10/01/25			388		393,820
MDC Holdings, Inc., 6.00%, 01/15/43			716		628,290
Meritage Homes Corp., 5.13%, 06/06/27			404		394,284
PulteGroup, Inc., 6.38%, 05/15/33			2,805		2,896,162
Taylor Morrison Communities, Inc., 5.88%, 06/15/27^(d)(g)			1,505		1,497,024
Tempur Sealy International, Inc., 5.50%, 06/15/26			1,535		1,538,837
TRI Pointe Group, Inc., 4.88%, 07/01/21			292		292,730
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 4.38%, 06/15/19			1,060		1,052,050

					21,117,037

Household Products — 0.2%
Diamond (BC) BV, 5.63%, 08/15/25	EUR		120		99,203
Energizer Holdings, Inc.^(d):
6.38%, 07/15/26	USD		365		365,913
7.75%, 01/15/27	USD		1,661		1,731,592

					2,196,708

Independent Power and Renewable Electricity Producers — 2.7%
AES Corp.:
4.50%, 03/15/23			1,021		1,027,381
4.88%, 05/15/23			327		328,393
6.00%, 05/15/26			1,360		1,421,200
Calpine Corp.:
6.00%, 01/15/22^(d)			251		252,883
5.38%, 01/15/23			4,903		4,847,841
5.88%, 01/15/24^(d)			1,312		1,323,086
5.75%, 01/15/25			3,269		3,163,477
5.25%, 06/01/26^(d)			4,275		4,184,456


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers (continued)
Clearway Energy Operating LLC:
5.38%, 08/15/24			2,005	$	1,994,975
5.75%, 10/15/25^(d)			1,149		1,146,128
MPM Escrow LLC, 8.88%, 10/15/20^(b)(f)^(j)			3,738		—
NRG Energy, Inc.:
3.75%, 06/15/24^(d)			845		855,241
6.63%, 01/15/27			6,054		6,439,942
5.75%, 01/15/28			2,537		2,647,994
4.45%, 06/15/29^(d)			1,838		1,887,346
5.25%, 06/15/29^(d)			3,420		3,514,631
TerraForm Power Operating LLC^(d):
4.25%, 01/31/23			1,191		1,152,293
6.63%, 06/15/25^(m)			140		144,550
5.00%, 01/31/28			1,627		1,563,954

					37,895,771

Industrial Conglomerates — 1.0%
Algeco Global Finance PLC, 6.50%, 02/15/23	EUR		500		581,309
BWX Technologies, Inc., 5.38%, 07/15/26^(d)	USD		855		872,100
Project Spring, (Aquired 05/09/19, cost $845,134), 10.00%, 06/30/24^(b)(n)			8,900		9,144,750
Vertiv Group Corp., 9.25%, 10/15/24^(d)			3,333		3,283,005

					13,881,164

Insurance — 1.8%
Acrisure LLC/Acrisure Finance, Inc., 8.13%, 02/15/24^(d)			632		649,380
Aegon NV, 5.63%^(f)(k)	EUR		200		231,272
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 8.25%, 08/01/23^(d)	USD		8,047		8,207,940
AmWINS Group, Inc., 7.75%, 07/01/26^(d)			953		960,148
Ardonagh Midco 3 PLC, 8.63%, 07/15/23^(d)			950		866,875
Assicurazioni Generali SpA⁽ⁱ⁾:
(3 mo. EURIBOR + 7.11%), 7.75%, 12/12/42	EUR		100		130,710
(3 mo. EURIBOR + 5.35%), 5.50%, 10/27/47			200		243,761
Caisse Nationale de Reassurance Mutuelle Agricole Groupama, 6.00%, 01/23/27			100		133,927
CNO Financial Group, Inc., 5.25%, 05/30/29^(g)	USD		2,006		2,026,060
GTCR AP Finance, Inc., 8.00%, 05/15/27^(d)			1,244		1,219,120
HUB International Ltd., 7.00%, 05/01/26^(d)			6,562		6,453,071


Security		Par (000)		Value

Insurance (continued)
Nationstar Mortgage Holdings, Inc.^(d):
8.13%, 07/15/23			3,294	$	3,285,765
9.13%, 07/15/26			977		956,835

					25,364,864

Interactive Media & Services — 1.2%
Equinix, Inc.:
5.38%, 01/01/22			1,110		1,136,363
2.88%, 03/15/24	EUR		345		397,461
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27^(d)	USD		1,726		1,736,787
Match Group, Inc., 5.63%, 02/15/29^(d)			1,031		1,063,755
Netflix, Inc.:
5.88%, 11/15/28			3,589		3,768,450
3.88%, 11/15/29	EUR		396		451,239
5.38%, 11/15/29^(d)	USD		3,247		3,295,705
Symantec Corp., 5.00%, 04/15/25^(d)			2,371		2,369,332
Uber Technologies, Inc., 7.50%, 11/01/23^(d)			1,618		1,690,810
United Group BV, 4.38%, 07/01/22	EUR		258		293,582

					16,203,484

IT Services — 1.8%
Banff Merger Sub, Inc.:
8.38%, 09/01/26			300		316,499
9.75%, 09/01/26^(d)	USD		10,049		9,395,815
First Data Corp., 5.75%, 01/15/24^(d)			7,738		7,921,777
Gartner, Inc., 5.13%, 04/01/25^(d)			1,176		1,184,820
InterXion Holding NV, 4.75%, 06/15/25	EUR		164		193,563
WEX, Inc., 4.75%, 02/01/23^(d)	USD		3,891		3,881,272
Xerox Corp.:
4.80%, 03/01/35			2,281		1,864,718
6.75%, 12/15/39			178		172,037

					24,930,501

Leisure Products — 0.3%
Mattel, Inc., 6.75%, 12/31/25^(d)	USD		4,567		4,497,171


Machinery — 1.2%
Colfax Corp.^(d):
6.00%, 02/15/24			2,626		2,713,525
6.38%, 02/15/26			1,416		1,479,720
Manitowoc Co., Inc., 9.00%, 04/01/26^(d)			801		778,972
Mueller Water Products, Inc., 5.50%, 06/15/26^(d)			1,246		1,258,460
Platin 1426 GmbH, 5.38%, 06/15/23	EUR		158		174,745
SPX FLOW, Inc.^(d):
5.63%, 08/15/24	USD		727		743,357
5.88%, 08/15/26			623		643,248
Terex Corp., 5.63%, 02/01/25^(d)			4,399		4,325,317
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(d)			4,117		3,669,276


Security		Par (000)		Value

Machinery (continued)
Wabash National Corp., 5.50%, 10/01/25^(d)			1,510	$	1,423,175

					17,209,795

Media — 14.2%
Altice Financing SA^(d):
6.63%, 02/15/23			3,688		3,743,320
7.50%, 05/15/26			2,395		2,341,663
Altice Finco SA, 7.63%, 02/15/25^(d)			240		221,400
Altice France SA:
6.25%, 05/15/24^(d)			409		414,624
7.38%, 05/01/26^(d)			8,522		8,324,929
5.88%, 02/01/27	EUR		300		351,024
8.13%, 02/01/27^(d)	USD		5,777		5,769,779
Altice Luxembourg SA:
7.75%, 05/15/22^(d)			1,469		1,494,708
7.63%, 02/15/25^(d)			1,798		1,655,419
8.00%, 05/15/27	EUR		111		122,909
10.50%, 05/15/27^(d)	USD		2,929		2,926,803
AMC Networks, Inc., 4.75%, 08/01/25			3,441		3,363,577
Block Communications, Inc., 6.88%, 02/15/25^(d)			685		703,838
Capital Stage Finance BV, 5.25%^(f)(k)(l)	EUR		100		112,416
CCO Holdings LLC/CCO Holdings Capital Corp.^(d):
4.00%, 03/01/23	USD		1,937		1,917,049
5.13%, 05/01/27			13,795		13,803,622
5.88%, 05/01/27			142		146,438
5.00%, 02/01/28			736		728,640
5.38%, 06/01/29			3,717		3,724,025
Clear Channel International BV, 8.75%, 12/15/20^(d)			4,201		4,295,522
Clear Channel Worldwide Holdings, Inc.:
6.50%, 11/15/22			4,835		4,930,298
9.25%, 02/15/24^(d)	USD		11,887		12,685,806
Series B, 6.50%, 11/15/22			10,424		10,632,480
CSC Holdings LLC:
5.38%, 07/15/23^(d)			5,009		5,084,135
5.25%, 06/01/24			4,920		4,958,376
7.75%, 07/15/25^(d)			4,974		5,291,092
6.63%, 10/15/25^(d)			1,611		1,689,053
10.88%, 10/15/25^(d)			11,138		12,642,187
5.50%, 05/15/26^(d)			3,501		3,552,465
5.38%, 02/01/28^(d)			1,000		1,002,500
6.50%, 02/01/29^(d)			2,799		2,959,103
Series 144S, 5.13%, 12/15/21^(d)			6,425		6,408,937
DISH DBS Corp.:
6.75%, 06/01/21			2,450		2,529,625
5.88%, 07/15/22			4,574		4,495,327
5.00%, 03/15/23			1,948		1,821,380


Security		Par (000)		Value

Media (continued)
5.88%, 11/15/24			2,621	$	2,356,410
eircom Finance DAC, 3.50%, 05/15/26	EUR		142		158,405
Entercom Media Corp.^(d):
7.25%, 11/01/24	USD		103		105,318
6.50%, 05/01/27			1,411		1,432,165
Gray Television, Inc., 7.00%, 05/15/27^(d)			1,423		1,507,299
Hughes Satellite Systems Corp., 5.25%, 08/01/26			916		911,676
iHeartCommunications, Inc., 6.38%, 05/01/26			465		482,567
Intelsat Jackson Holdings SA:
5.50%, 08/01/23			3,724		3,332,980
8.50%, 10/15/24^(d)			4,863		4,729,267
9.75%, 07/15/25^(d)			4,483		4,514,471
Lamar Media Corp., 5.75%, 02/01/26			716		748,671
Level 3 Parent LLC, 5.75%, 12/01/22			1,939		1,943,847
MDC Partners, Inc., 6.50%, 05/01/24^(d)			1,843		1,686,345
Meredith Corp., 6.88%, 02/01/26			1,046		1,077,275
Midcontinent Communications/Midcontinent Finance Corp., 6.88%, 08/15/23^(d)			1,100		1,138,500
Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 04/15/22^(d)			2,780		2,749,698
Outfront Media Capital LLC/Outfront Media Capital Corp., 5.88%, 03/15/25			354		358,425
Qualitytech LP/QTS Finance Corp., 4.75%, 11/15/25^(d)			1,450		1,402,875
Radiate Holdco LLC/Radiate Finance, Inc., 6.88%, 02/15/23^(d)			390		393,900
Sable International Finance Ltd., 5.75%, 09/07/27^(d)			600		590,250
Sirius XM Radio, Inc.^(d):
4.63%, 05/15/23			230		231,150
5.00%, 08/01/27	USD		1,151		1,133,735
Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%, 11/15/25^(h)	EUR		175		200,438
TEGNA, Inc.:
5.13%, 10/15/19	USD		457		457,041
5.50%, 09/15/24^(d)			344		349,590
Tele Columbus AG, 3.88%, 05/02/25	EUR		100		97,595
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(d)	USD		2,400		2,365,200
Telenet Finance VI Luxembourg SCA, 4.88%, 07/15/27	EUR		270		324,086
Telesat Canada/Telesat LLC, 8.88%, 11/15/24^(d)	USD		679		732,471
Tribune Media Co., 5.88%, 07/15/22			1,962		1,983,484
United Group BV, 4.88%, 07/01/24	EUR		199		227,871
Unitymedia GmbH, 3.75%, 01/15/27			100		117,364


Security		Par (000)		Value

Media (continued)
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH:
3.50%, 01/15/27			100	$	117,301
6.25%, 01/15/29			270		334,810
Univision Communications, Inc.^(d):
5.13%, 05/15/23	USD		2,007		1,896,615
5.13%, 02/15/25			1,200		1,098,924
UPC Holding BV:
5.50%, 01/15/28^(d)			220		217,404
3.88%, 06/15/29	EUR		100		114,229
UPCB Finance IV Ltd., 5.38%, 01/15/25^(d)	USD		992		1,004,400
UPCB Finance VII Ltd., 3.63%, 06/15/29	EUR		360		420,855
Videotron Ltd., 5.13%, 04/15/27^(d)	USD		2,383		2,394,915
Virgin Media Finance PLC, 5.75%, 01/15/25^(d)			4,988		5,053,467
Virgin Media Secured Finance PLC:
6.25%, 03/28/29	GBP		400		528,456
5.50%, 05/15/29^(d)	USD		1,914		1,902,038
Ziggo Bond Co. BV:
7.13%, 05/15/24	EUR		26		30,155
4.63%, 01/15/25			200		227,175
5.88%, 01/15/25^(d)	USD		2,843		2,821,677
6.00%, 01/15/27^(d)			640		621,600
Ziggo BV:
4.25%, 01/15/27	EUR		360		416,910
5.50%, 01/15/27^(d)	USD		2,575		2,510,625

					198,396,394

Metals & Mining — 4.0%
Alcoa Nederland Holding BV^(d):
7.00%, 09/30/26			681		713,348
6.13%, 05/15/28			608		611,040
Big River Steel LLC/BRS Finance Corp., 7.25%, 09/01/25^(d)			1,549		1,610,960
Cleveland-Cliffs, Inc., 4.88%, 01/15/24^(d)	USD		1,222		1,215,890
CONSOL Energy, Inc., 11.00%, 11/15/25^(d)			2,871		3,111,446
Constellium NV^(d):
5.75%, 05/15/24			2,002		2,017,015
6.63%, 03/01/25			941		955,115
5.88%, 02/15/26			5,453		5,371,205
Freeport-McMoRan, Inc.:
4.00%, 11/14/21			2,078		2,088,390
3.55%, 03/01/22			4,058		3,971,767
3.88%, 03/15/23			6,360		6,121,500
4.55%, 11/14/24			1,717		1,659,051
5.40%, 11/14/34			641		570,490
5.45%, 03/15/43			7,774		6,631,222
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(d)			1,180		1,097,400


Security		Par (000)		Value

Metals & Mining (continued)
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22^(d)			791	$	834,505
Kaiser Aluminum Corp., 5.88%, 05/15/24			773		786,528
Mineral Resources Ltd., 8.13%, 05/01/27^(d)			1,664		1,671,804
Novelis Corp.^(d):
6.25%, 08/15/24			8,359		8,547,077
5.88%, 09/30/26			1,359		1,324,182
Steel Dynamics, Inc.:
5.25%, 04/15/23			949		959,676
5.50%, 10/01/24			1,540		1,568,475
4.13%, 09/15/25			365		360,894
5.00%, 12/15/26			470		480,575
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp., 7.50%, 06/15/25^(d)			616		606,760
thyssenkrupp AG, 2.88%, 02/22/24	EUR		438		489,385
United States Steel Corp.:
6.88%, 08/15/25	USD		923		798,857
6.25%, 03/15/26			68		55,845

					56,230,402

Multi-Utilities — 0.1%
Superior Plus LP/Superior General Partner, Inc., 7.00%, 07/15/26^(d)			1,963		1,997,981


Multiline Retail — 0.0%
Hipercor SA, 3.88%, 01/19/22	EUR		200		237,170


Offshore Drilling & Other Services — 0.1%
Entegris, Inc., 4.63%, 02/10/26^(d)	USD		1,250		1,243,750


Oil, Gas & Consumable Fuels — 13.3%
Antero Midstream Partners LP/Antero Midstream Finance Corp.:
5.38%, 09/15/24			385		380,014
5.75%, 03/01/27^(d)	USD		223		224,673
Antero Resources Corp.:
5.63%, 06/01/23			747		738,596
5.00%, 03/01/25			244		231,495
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(d):
10.00%, 04/01/22			1,610		1,708,435
7.00%, 11/01/26			881		825,673
Berry Petroleum Co. LLC, 7.00%, 02/15/26^(d)			554		535,995
Brazos Valley Longhorn LLC/Brazos Valley Longhorn Finance Corp., 6.88%, 02/01/25			1,138		1,112,395
Bruin E&P Partners LLC, 8.88%, 08/01/23^(d)			689		618,377


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Callon Petroleum Co.:
6.13%, 10/01/24			2,318	$	2,294,356
Series WI, 6.38%, 07/01/26			654		636,015
Carrizo Oil & Gas, Inc.:
6.25%, 04/15/23			1,948		1,801,900
8.25%, 07/15/25			748		729,300
Centennial Resource Production LLC, 6.88%, 04/01/27^(d)			886		879,532
Chaparral Energy, Inc., 8.75%, 07/15/23^(d)			1,146		658,950
Cheniere Corpus Christi Holdings LLC:
7.00%, 06/30/24			2,328		2,595,022
5.88%, 03/31/25			2,553		2,744,475
5.13%, 06/30/27			6,893		7,134,393
Cheniere Energy Partners LP:
5.63%, 10/01/26^(d)			1,956		1,980,450
Series WI, 5.25%, 10/01/25			329		329,823
Chesapeake Energy Corp.:
6.63%, 08/15/20			958		969,975
4.88%, 04/15/22			1,087		1,043,520
5.75%, 03/15/23			300		287,250
7.00%, 10/01/24			1,290		1,167,450
8.00%, 01/15/25			1,447		1,331,240
8.00%, 03/15/26^(d)			956		867,570
8.00%, 06/15/27			3,585		3,172,725
CNX Resources Corp., 5.88%, 04/15/22			5,805		5,566,298
Comstock Resources, Inc., 9.75%, 08/15/26			1,006		774,620
Covey Park Energy LLC/Covey Park Finance Corp., 7.50%, 05/15/25^(d)			1,257		1,118,730
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.:
6.25%, 04/01/23			385		388,196
5.63%, 05/01/27^(d)			1,695		1,661,100
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(d)	USD		4,857		4,650,577
DCP Midstream Operating LP:
5.38%, 07/15/25			1,417		1,473,680
5.13%, 05/15/29			1,843		1,859,126
6.45%, 11/03/36^(d)			1,282		1,314,050
6.75%, 09/15/37^(d)			2,344		2,414,320
Denbury Resources, Inc., 9.25%, 03/31/22^(d)			2,652		2,559,180
Diamond Offshore Drilling, Inc.:
5.70%, 10/15/39			111		69,375
4.88%, 11/01/43			1,852		1,092,680
eG Global Finance PLC:
3.63%, 02/07/24	EUR		175		190,614
4.38%, 02/07/25			333		364,571
6.75%, 02/07/25^(d)	USD		2,283		2,240,194


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Endeavor Energy Resources LP/EER Finance, Inc.^(d):
5.50%, 01/30/26			2,899	$	2,956,980
5.75%, 01/30/28			1,691		1,752,299
EnLink Midstream LLC, 5.38%, 06/01/29			474		470,549
EnLink Midstream Partners LP:
4.40%, 04/01/24			1,638		1,609,335
4.15%, 06/01/25			150		143,625
4.85%, 07/15/26			325		318,500
5.60%, 04/01/44			1,500		1,320,000
5.05%, 04/01/45			2,004		1,683,360
5.45%, 06/01/47			1,151		1,001,370
Ensco Rowan PLC:
5.75%, 10/01/44			526		305,080
7.75%, 02/01/26			1,354		1,005,345
Extraction Oil & Gas, Inc.^(d):
7.38%, 05/15/24			1,759		1,512,740
5.63%, 02/01/26			2,846		2,234,110
Genesis Energy LP/Genesis Energy Finance Corp.:
6.00%, 05/15/23			350		338,065
5.63%, 06/15/24			349		328,060
6.50%, 10/01/25			716		680,200
6.25%, 05/15/26			1,040		960,700
Great Western Petroleum LLC/Great Western Finance, Inc., 9.00%, 09/30/21^(d)			1,860		1,467,075
Gulfport Energy Corp.:
6.63%, 05/01/23			292		268,640
6.00%, 10/15/24			674		556,050
6.38%, 01/15/26			1,349		1,099,435
Hess Infrastructure Partners LP/Hess Infrastructure Partners Finance Corp., 5.63%, 02/15/26^(d)			1,587		1,634,610
Indigo Natural Resources LLC, 6.88%, 02/15/26^(d)			1,698		1,523,955
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26^(d)	USD		384		385,920
Matador Resources Co., 5.88%, 09/15/26			2,679		2,652,210
MEG Energy Corp., 6.50%, 01/15/25^(d)			3,931		3,782,408
Murphy Oil Corp.:
5.75%, 08/15/25			1,200		1,202,374
7.05%, 05/01/29			72		76,800
5.63%, 12/01/42			751		661,472
Nabors Industries, Inc.:
5.00%, 09/15/20			142		143,775
4.63%, 09/15/21			1,362		1,310,925
5.50%, 01/15/23			306		268,423
New Enterprise Stone & Lime Co., Inc., 6.25%, 03/15/26^(d)			480		476,400


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
NGPL PipeCo LLC^(d):
4.88%, 08/15/27			2,808	$	2,885,220
7.77%, 12/15/37			3,002		3,707,470
Noble Holding International Ltd.:
7.75%, 01/15/24			113		88,423
7.88%, 02/01/26^(d)			5,580		4,826,700
5.25%, 03/15/42			686		379,015
Northern Oil and Gas, Inc., (8.50% Cash or 1.00% PIK), 9.50%, 05/15/23^(h)			2,412		2,484,987
NuStar Logistics LP, 6.00%, 06/01/26			931		928,840
Oasis Petroleum, Inc.:
6.88%, 03/15/22			1,289		1,247,778
6.88%, 01/15/23			746		716,160
6.25%, 05/01/26^(d)			660		584,100
Pacific Drilling SA, 8.38%, 10/01/23^(d)			6,900		6,589,500
Parsley Energy LLC/Parsley Finance Corp.^(d):
6.25%, 06/01/24			696		710,790
5.38%, 01/15/25			2,126		2,120,685
5.25%, 08/15/25			408		399,840
5.63%, 10/15/27			1,130		1,115,898
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 06/15/25			1,607		1,631,105
PDC Energy, Inc.:
1.13%, 09/15/21^(l)			40		36,501
6.13%, 09/15/24			263		253,795
5.75%, 05/15/26			957		887,330
Precision Drilling Corp., 7.13%, 01/15/26^(d)			976		924,760
QEP Resources, Inc.:
6.88%, 03/01/21			635		644,525
5.38%, 10/01/22			2,840		2,726,400
5.25%, 05/01/23			697		656,922
5.63%, 03/01/26			1,932		1,748,460
Range Resources Corp.:
5.88%, 07/01/22			454		444,920
5.00%, 08/15/22			463		437,313
4.88%, 05/15/25	USD		319		277,929
Rowan Cos., Inc., 4.88%, 06/01/22			2,276		2,062,625
Sanchez Energy Corp.:
7.75%, 06/15/21			4,768		524,480
6.13%, 01/15/23			215		23,650
SESI LLC, 7.13%, 12/15/21			513		382,185
Seven Generations Energy Ltd.^(d):
6.88%, 06/30/23			539		543,043
5.38%, 09/30/25			1,330		1,260,175
SM Energy Co.:
6.13%, 11/15/22			1,563		1,512,202
5.00%, 01/15/24			440		385,000
5.63%, 06/01/25			929		808,230
6.75%, 09/15/26			74		66,082


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Southwestern Energy Co.:
6.20%, 01/23/25			594	$	552,236
7.50%, 04/01/26			139		133,440
7.75%, 10/01/27			1,214		1,159,370
Sunoco LP/Sunoco Finance Corp.:
6.00%, 04/15/27^(d)			238		241,868
Series WI, 4.88%, 01/15/23			1,723		1,736,302
Series WI, 5.50%, 02/15/26			632		638,320
Series WI, 5.88%, 03/15/28			808		820,120
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(d):
4.75%, 10/01/23			158		158,793
5.50%, 09/15/24			2,321		2,367,420
5.50%, 01/15/28			5,255		5,228,725
Targa Resources Partners LP/Targa Resources Partners Finance Corp.:
4.25%, 11/15/23			637		625,852
5.13%, 02/01/25			245		245,613
5.88%, 04/15/26			1,406		1,453,452
5.38%, 02/01/27			99		99,495
6.50%, 07/15/27^(d)			2,173		2,263,071
5.00%, 01/15/28			1,884		1,812,785
6.88%, 01/15/29^(d)			5,317		5,665,928
Transocean Pontus Ltd., 6.13%, 08/01/25^(d)			1,240		1,250,689
Transocean Poseidon Ltd., 6.88%, 02/01/27^(d)			2,677		2,753,964
Transocean Sentry Ltd., 5.38%, 05/15/23^(d)			1,671		1,656,379
Transocean, Inc.^(d):
7.25%, 11/01/25			1,836		1,707,480
7.50%, 01/15/26			1,832		1,710,630
Vantage Drilling International, 9.25%, 11/15/23^(d)			822		826,110
Whiting Petroleum Corp., 6.63%, 01/15/26			594		543,510
WPX Energy, Inc.:
8.25%, 08/01/23			1,760		1,940,400
5.75%, 06/01/26	USD		225		223,172

					185,705,862


Security		Par (000)		Value

Paper & Forest Products — 0.1%
Norbord, Inc., 6.25%, 04/15/23^(d)			1,566	$	1,637,488


Personal Products — 0.1%
Coty, Inc., 6.50%, 04/15/26^(d)			736		706,472


Pharmaceuticals — 4.5%
Bausch Health Americas, Inc.^(d):
8.50%, 01/31/27			4,792		5,030,114
9.25%, 04/01/26			1,080		1,169,437
Bausch Health Cos., Inc.:
5.50%, 03/01/23^(d)			1,642		1,646,105
4.50%, 05/15/23	EUR		2,715		3,064,515
5.88%, 05/15/23^(d)	USD		1,743		1,751,715
7.00%, 03/15/24^(d)			3,210		3,352,444
6.13%, 04/15/25^(d)			3,885		3,785,447
5.50%, 11/01/25^(d)			6,464		6,501,427
9.00%, 12/15/25^(d)			1,058		1,138,673
5.75%, 08/15/27^(d)			1,922		1,940,019
7.00%, 01/15/28^(d)			2,258		2,232,597
7.25%, 05/30/29^(d)			3,764		3,745,180
Charles River Laboratories International, Inc., 5.50%, 04/01/26^(d)			1,963		2,039,066
Eagle Holding Co. II LLC, (7.75% Cash), 7.75%, 05/15/22^(d)(h)			1,972		1,984,325
Elanco Animal Health, Inc., 4.90%, 08/28/28^(d)			1,088		1,178,886
Endo DAC/Endo Finance LLC/Endo Finco, Inc., 6.00%, 07/15/23^(d)			272		195,160
Jaguar Holding Co. II/Pharmaceutical Product Development LLC, 6.38%, 08/01/23^(d)			8,068		8,190,634
MEDNAX, Inc., 6.25%, 01/15/27^(d)			4,777		4,824,770
Nidda BondCo GmbH, 7.25%, 09/30/25	EUR		337		392,457
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(d)	USD		5,947		5,753,722
Rossini Sarl, 6.75%, 10/30/25	EUR		501		593,911
Syneos Health, Inc./inVentiv Health, Inc./inVentiv Health Clinical, Inc., 7.50%, 10/01/24^(d)	USD		1,020		1,060,800
Team Health Holdings, Inc., 6.38%, 02/01/25^(d)			2,402		1,980,149

					63,551,553

Real Estate Management & Development — 0.3%
Consus Real Estate AG, 9.63%, 05/15/24	EUR		100		108,209
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(d)	USD		1,158		1,149,315


Security		Par (000)		Value

Real Estate Management & Development (continued)
Howard Hughes Corp., 5.38%, 03/15/25^(d)	USD		1,426	$	1,408,175
Newmark Group, Inc., 6.13%, 11/15/23			642		656,663
Residomo SRO, 3.38%, 10/15/24	EUR		220		252,249
Summit Germany Ltd., 2.00%, 01/31/25			145		148,863

					3,723,474

Restaurants — 0.1%
IRB Holding Corp., 6.75%, 02/15/26^(d)	USD		829		808,275


Road & Rail — 0.6%
Avis Budget Finance PLC, 4.75%, 01/30/26	EUR		307		350,280
Europcar Mobility Group, 4.00%, 04/30/26			195		213,849
Flexi-Van Leasing, Inc., 10.00%, 02/15/23^(d)	USD		1,094		1,017,420
Herc Rentals, Inc.^(d):
7.50%, 06/01/22			1,230		1,269,975
7.75%, 06/01/24			1,051		1,106,177
Hertz Corp., 7.63%, 06/01/22^(d)			1,973		2,000,129
Hertz Holdings Netherlands BV, 5.50%, 03/30/23	EUR		243		277,928
Loxam SAS, 4.50%, 04/15/27			100		111,235
United Rentals North America, Inc.:
4.63%, 07/15/23	USD		485		493,488
5.88%, 09/15/26			567		587,554
5.25%, 01/15/30			1,374		1,346,520

					8,774,555

Semiconductors & Semiconductor Equipment — 0.5%
Advanced Micro Devices, Inc., 7.50%, 08/15/22			422		469,475
Qorvo, Inc., 5.50%, 07/15/26^(d)			2,652		2,698,410
Sensata Technologies BV^(d):
5.63%, 11/01/24			903		949,279
5.00%, 10/01/25			3,439		3,439,000

					7,556,164

Software — 5.5%
ACI Worldwide, Inc., 5.75%, 08/15/26^(d)			3,872		3,978,480
CDK Global, Inc.:
4.88%, 06/01/27			4,031		3,945,341
5.25%, 05/15/29^(d)			795		793,012
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho, 10.00%, 11/30/24^(d)			6,216		6,775,440
Infor US, Inc., 6.50%, 05/15/22			12,873		13,021,683
Informatica LLC, 7.13%, 07/15/23^(d)			5,614		5,670,140
Nuance Communications, Inc.:
6.00%, 07/01/24			1,512		1,546,096


Security		Par (000)		Value

Software (continued)
5.63%, 12/15/26	USD		1,410	$	1,439,977
PTC, Inc., 6.00%, 05/15/24			1,996		2,090,810
Rackspace Hosting, Inc., 8.63%, 11/15/24^(d)			1,189		1,031,719
RP Crown Parent LLC, 7.38%, 10/15/24^(d)			4,230		4,400,469
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24^(d)			11,381		12,248,232
Sophia LP/Sophia Finance, Inc., 9.00%, 09/30/23^(d)			1,440		1,483,200
SS&C Technologies, Inc., 5.50%, 09/30/27^(d)			8,904		8,971,047
TIBCO Software, Inc., 11.38%, 12/01/21^(d)			7,252		7,668,990
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 02/01/23^(d)			1,938		1,802,340

					76,866,976

Specialty Retail — 1.4%
Asbury Automotive Group, Inc., 6.00%, 12/15/24			2,505		2,561,363
Carvana Co., 8.88%, 10/01/23^(d)			802		793,483
Catalent Pharma Solutions, Inc., 4.88%, 01/15/26^(d)			1,907		1,887,930
Group 1 Automotive, Inc., 5.25%, 12/15/23^(d)			264		268,290
IAA Spinco, Inc., 5.50%, 06/15/27^(d)(g)			1,961		1,990,395
L Brands, Inc.:
6.88%, 11/01/35			2,579		2,243,730
6.75%, 07/01/36			384		326,400
Penske Automotive Group, Inc., 5.50%, 05/15/26			299		296,010
PetSmart, Inc., 5.88%, 06/01/25^(d)			1,729		1,612,465
Shop Direct Funding PLC, 7.75%, 11/15/22	GBP		100		116,273
Staples, Inc.^(d):
7.50%, 04/15/26	USD		7,398		7,102,894
10.75%, 04/15/27			857		822,463

					20,021,696

Technology Hardware, Storage & Peripherals — 0.7%
Dell International LLC/EMC Corp., 7.13%, 06/15/24^(d)			5,762		6,072,624
Western Digital Corp., 4.75%, 02/15/26			3,119		2,957,654

					9,030,278

Textiles, Apparel & Luxury Goods — 0.1%
William Carter Co., 5.63%, 03/15/27^(d)			932		951,805


Thrifts & Mortgage Finance — 0.2%
Jerrold Finco PLC, 6.25%, 09/15/21	GBP		100		128,321


Security		Par (000)		Value

Thrifts & Mortgage Finance (continued)
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(d):
5.25%, 03/15/22	USD		264	$	263,652
5.25%, 10/01/25			2,176		2,127,040

					2,519,013

Transportation Infrastructure — 0.0%
CMA CGM SA, 6.50%, 07/15/22	EUR		100		94,399


Utilities — 0.1%
ContourGlobal Power Holdings SA:
3.38%, 08/01/23			100		115,026
4.13%, 08/01/25			100		115,893
Orano SA, 3.38%, 04/23/26			200		222,262
Vistra Operations Co. LLC^(d):
5.50%, 09/01/26	USD		142		145,550
5.63%, 02/15/27			1,069		1,099,413

					1,698,144

Wireless Telecommunication Services — 3.4%
CyrusOne LP/CyrusOne Finance Corp., 5.38%, 03/15/27			614		633,188
Digicel Group Two Ltd., 8.25%, 09/30/22^(d)			594		221,725
Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd., 8.75%, 05/25/24^(d)			2,139		2,101,567
Digicel Ltd., 6.00%, 04/15/21^(d)			2,770		2,319,875
Equinix, Inc.:
2.88%, 10/01/25	EUR		520		596,022
2.88%, 02/01/26			100		115,066
Matterhorn Telecom SA, 3.88%, 05/01/22			235		264,131
Radiate Holdco LLC/Radiate Finance, Inc., 6.63%, 02/15/25^(d)	USD		773		755,608
SBA Communications Corp., 4.00%, 10/01/22			2,644		2,629,775
Sprint Corp.:
7.88%, 09/15/23			7,286		7,814,235
7.13%, 06/15/24			11,808		12,280,320
7.63%, 02/15/25			1,642		1,736,415
7.63%, 03/01/26			2,325		2,463,337
T-Mobile USA, Inc.:
4.00%, 04/15/22			591		595,433
6.50%, 01/15/24			2,638		2,723,735
6.38%, 03/01/25			994		1,030,132
6.50%, 01/15/26			1,549		1,634,195
4.50%, 02/01/26			1,674		1,650,983
4.75%, 02/01/28			3,546		3,513,873
VICI Properties 1 LLC/VICI FC, Inc., 8.00%, 10/15/23			1,327		1,439,894
Wind Tre SpA, 3.13%, 01/20/25	EUR		100		109,335


Security	Par (000)			Value

Wireless Telecommunication Services (continued)
Xplornet Communications, Inc., (9.63% Cash or 10.63% PIK), 9.63%, 06/01/22^(d)(h)		USD	745	$	771,075

					47,399,919


Total Corporate Bonds — 114.4% (Cost — $1,611,214,261)					1,601,111,114


Floating Rate Loan Interests^(e) — 15.4%

Aerospace & Defense — 0.1%
Atlantic Aviation FBO, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.19%, 12/06/25^(b)		USD	254		255,265
WP CPP Holdings LLC, 2018 Term Loan, (3 mo. LIBOR + 3.75%, 1.00% Floor), 6.34%, 04/30/25			328		328,078

					583,343

Auto Components — 0.6%
Panther BF Aggregator 2 LP, Term Loan B, (1 mo. LIBOR + 3.50%), 5.93%, 04/30/26			6,718		6,663,450
USI, Inc., 2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 5.60%, 05/16/24			1,452		1,410,042

					8,073,492

Capital Markets — 0.4%
Horizon Holdings III SAS, EUR Term Loan B4, (EURIBOR + 2.75%), 2.75%, 10/29/22		EUR	882		983,976
Jefferies Finance LLC, 2019 Term Loan, 05/21/26^(o)		USD	1,116		1,113,556
Travelport Finance (Luxembourg) Sarl, 2019 Term Loan, 03/13/26^(o)			3,397		3,242,708

					5,340,240

Chemicals — 0.7%
Allnex (Luxembourg) & Cy S.C.A., 2016 EUR Term Loan B1, (EURIBOR + 3.25%), 3.25%, 09/13/23		EUR	990		1,096,620
Alpha 3 BV, 2017 Term Loan B1, 01/31/24^(o)		USD	3,339		3,288,914
Charter NEX US Holdings, Inc., Incremental Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 05/16/24			480		478,320


Security	Par (000)			Value

Chemicals (continued)
Element Materials Technology Group US Holdings, Inc., 2017 Term Loan B, (6 mo. LIBOR + 3.50%, 1.00% Floor), 6.15%, 06/28/24		USD	341	$	339,304
Invictus US LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 9.27%, 03/25/26^(b)			327		323,978
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 5.10%, 03/01/26			1,442		1,413,238
Momentive Performance Materials, Inc., Term Loan B, (1 Week LIBOR + 3.25%), 5.65%, 04/16/24			933		928,923
Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 3.25%), 5.72%, 10/01/25			2,244		2,223,894

					10,093,191

Commercial Services & Supplies — 1.1%
Asurion LLC, 2017 2nd Lien Term Loan, 08/04/25^(o)			2,968		3,013,766
GFL Environmental, Inc., 2018 USD Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/30/25			3,629		3,548,907
Silk Bidco AS, EUR Term Loan B, (EURIBOR + 4.00%), 4.00%, 02/07/25		EUR	1,000		1,102,348
Verscend Holding Corp., 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 6.94%, 08/27/25		USD	8,222		8,213,643

					15,878,664

Construction & Engineering — 0.8%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.84%, 06/21/24			9,034		8,753,933
SRS Distribution, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 05/23/25		USD	2,660		2,556,424

					11,310,357


Security	Par (000)			Value

Construction Materials — 0.1%
Xella International GmbH, 2017 EUR Term Loan B, (EURIBOR + 3.75%), 3.75%, 04/11/24		EUR	1,000	$	1,111,843


Containers & Packaging — 0.1%
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 5.85%, 04/03/24		USD	1,601		1,557,421


Diversified Consumer Services — 0.5%
Ascend Learning LLC, 2017 Term Loan B, 07/12/24^(o)			599		592,684
Gol LuxCo SA, 1st Lien Term Loan, (Fixed + 6.50%), 6.50%, 08/31/20^(b)			3,885		3,933,563
Uber Technologies, Inc., 2018 Term Loan, (1 mo. LIBOR + 4.00%, 1.00% Floor), 6.45%, 04/04/25			2,866		2,858,572

					7,384,819

Diversified Financial Services — 0.0%
LTI Holdings, Inc., 2018 Add On 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 09/06/25			398		377,955


Diversified Telecommunication Services — 0.4%
CenturyLink, Inc., 2017 Term Loan B, 01/31/25^(o)			4,062		3,947,199
Sprint Communications, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.50%, 02/02/24			1,452		1,434,052

					5,381,251

Electrical Equipment — 0.0%
Sirius Computer Solutions, Inc., 2019 Term Loan B, 05/20/26^(o)			366		365,542


Energy Equipment & Services — 0.5%
Gavilan Resources LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.00%, 1.00% Floor), 8.43%, 03/01/24^(b)			699		461,386
Pioneer Energy Services Corp., Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.18%, 11/08/22^(b)			4,819		4,843,095
Weatherford International Ltd., Term Loan, (1 mo. LIBOR + 2.30%), 3.86%, 07/13/20		USD	1,791		1,780,153

					7,084,634


Security	Par (000)			Value

Food Products — 0.0%
Chobani LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 10/10/23			492	$	481,543


Gas Utilities — 0.1%
AL Midcoast Holdings LLC, 2018 Term Loan B, (3 mo. LIBOR + 5.50%), 8.10%, 07/31/25			1,652		1,654,192


Health Care Equipment & Supplies — 0.3%
CTC AcquiCo GmbH, EUR 2017 Term Loan B1, (EURIBOR + 2.50%), 2.75%, 03/07/25		EUR	42		47,557
Immucor, Inc., Extended Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.60%, 06/15/21			4,281		4,259,612

					4,307,169

Health Care Providers & Services — 1.1%
AHP Health Partners, Inc., 2018 Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 06/30/25			969		968,680
Concentra, Inc., 2018 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%, 1.00% Floor), 8.97%, 06/01/23			1,338		1,344,684
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/10/25			5,231		4,749,327
Gentiva Health Services, Inc.:
2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.25%, 07/02/25			1,595		1,594,653
2018 2nd Lien Term Loan, (1 mo. LIBOR + 7.00%), 9.50%, 07/02/26			357		361,876
HC Group Holdings II, Inc., Term Loan B, 05/21/26^(b)(o)			378		375,165
LGC Science Holdings Ltd., USD Term Loan B3, (1 mo. LIBOR + 3.50%), 5.94%, 03/08/23			1,000		980,000
Quorum Health Corporation, Term Loan B, (1 mo. LIBOR + 6.75%, 1.00% Floor), 9.19%, 04/29/22			1,338		1,320,709
Sotera Health Holdings LLC, 2017 Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/15/22			3,633		3,595,601
Team Health Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/06/24		USD	698		627,819

					15,918,514


Security	Par (000)			Value

Health Care Technology — 0.4%
Athenahealth, Inc., 2019 Term Loan B, (3 mo. LIBOR + 4.50%), 6.95%, 02/11/26			5,583	$	5,571,387


Hotels, Restaurants & Leisure — 0.6%
GVC Holdings PLC, 2018 EUR Term Loan, (EURIBOR + 2.75%), 2.75%, 03/29/24		EUR	1,000		1,117,150
IRB Holding Corp., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/05/25		USD	1,250		1,236,500
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 3.50%), 6.10%, 07/10/25			6,579		6,575,733

					8,929,383

Industrial Conglomerates — 0.3%
Cortes NP Acquisition Corp., 2017 Term Loan B, (1 mo. LIBOR + 4.00%, 1.00% Floor), 6.44%, 11/30/23^(b)			2,617		2,460,390
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.49%, 11/28/21			1,854		1,821,106

					4,281,496

Insurance — 0.3%
Alliant Holdings I, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.43%, 05/09/25			325		315,866
Sedgwick Claims Management Services, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 12/31/25			4,329		4,262,397

					4,578,263

Interactive Media & Services — 0.2%
TierPoint LLC, 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 05/06/24			925		856,790
ZPG PLC, 2018 Term Loan B, (LIBOR - GBP + 4.50%), 5.23%, 06/30/25		GBP	1,000		1,246,335

					2,103,125

IT Services — 0.1%
Flexential Intermediate Corp., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.50%), 6.10%, 08/01/24		USD	883		814,384
Peak 10 Holding Corp., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 9.83%, 08/01/25		USD	420		348,600

					1,162,984


Security	Par (000)			Value

Life Sciences Tools & Services — 0.1%
Albany Molecular Research, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 08/30/24			724	$	705,290


Machinery — 0.3%
Titan Acquisition Ltd., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.44%, 03/28/25			3,925		3,763,978


Media — 1.2%
Altice France SA, 2018 Term Loan B13, (1 mo. LIBOR + 4.00%), 6.44%, 08/14/26			1,383		1,343,730
Getty Images, Inc., 2019 1st Lien Term Loan, (1 mo. LIBOR + 4.50%), 7.00%, 02/19/26			1,272		1,266,407
Intelsat Jackson Holdings SA:
2017 Term Loan B3, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.18%, 11/27/23			558		550,456
2017 Term Loan B4, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.93%, 01/02/24			1,820		1,818,301
2017 Term Loan B5, (Fixed + 6.62%), 6.63%, 01/02/24			10,040		10,033,509
PSAV Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.74%, 03/01/25			815		791,688
Tele Columbus AG, 2018 EUR Term Loan A2, (EURIBOR + 3.00%), 3.00%, 10/15/24		EUR	624		633,954

					16,438,045

Multiline Retail — 0.2%
EG Group Ltd., 2018 EUR Term Loan B, (EURIBOR + 4.00%), 4.00%, 02/06/25			992		1,097,036
Neiman Marcus Group Ltd. LLC, 2020 Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.72%, 10/25/20		USD	1,400		1,258,905

					2,355,941

Oil & Gas Equipment & Services — 0.7%
McDermott Technology Americas, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 1.00% Floor), 7.44%, 05/10/25			10,544		10,219,252


Security	Par (000)			Value

Oil, Gas & Consumable Fuels — 0.3%
BCP Raptor II LLC, 1st Lien Term Loan, (1 mo. LIBOR + 4.75%), 7.19%, 11/03/25			530	$	512,775
California Resources Corp., Second Out Term Loan, (1 mo. LIBOR + 10.37%, 1.00% Floor), 12.80%, 12/31/21			1,575		1,585,652
CONSOL Energy, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 09/27/24			1,346		1,337,022

					3,435,449

Pharmaceuticals — 0.2%
Endo Luxembourg Finance Co. I Sarl, 2017 Term Loan B, (1 mo. LIBOR + 4.25%), 6.75%, 04/29/24			1,284		1,236,183
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.47%, 06/02/25			1,938		1,930,691

					3,166,874

Professional Services — 0.2%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 5.00%), 7.43%, 02/01/26			2,104		2,098,740


Software — 2.4%
BMC Software Finance, Inc., 2017 Term Loan, 10/02/25^(o)			871		854,499
Cypress Intermediate Holdings III, Inc.:
2017 1st Lien Term Loan, 04/26/24^(o)			867		861,395
2017 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 1.00% Floor) 9.19%, 04/27/25			212		212,795
Financial & Risk US Holdings, Inc., 2018 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/01/25			19,507		19,004,022
Infor (US), Inc., Term Loan B6, 02/01/22^(o)		USD	994		989,546
Kronos, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 1.00% Floor), 10.83%, 11/01/24			3,634		3,738,992
McAfee LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.18%, 09/30/24			659		658,366
Mitchell International, Inc.:
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 11/29/24			1,551		1,476,892
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 9.69%, 12/01/25			613		591,358


Security	Par (000)			Value

Software (continued)
Renaissance Holding Corp., 2018 Add On Term Loan, (2 mo. LIBOR + 3.25%), 5.73%, 05/30/25			505	$	494,345
Severin Acquisition LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.25%), 5.82%, 08/01/25^(b)			727		715,977
SS&C Technologies Holdings Europe Sarl, 2018 Term Loan B4, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			721		715,838
SS&C Technologies, Inc.:
2018 Term Loan B3, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			1,118		1,109,846
2018 Term Loan B5, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			1,580		1,569,464
Ultimate Software Group, Inc., Term Loan B, (3 mo. LIBOR + 3.75%), 6.27%, 05/04/26			1,166		1,166,000

					34,159,335

Specialty Retail — 0.1%
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (LIBOR - GBP + 4.25%), 5.32%, 06/23/25		GBP	1,000		1,259,332
IAA Spinco, Inc., Term Loan B, 05/22/26^(b)(o)		USD	576		577,440

					1,836,772

Textiles, Apparel & Luxury Goods — 0.4%
Ascend Performance Materials Operations LLC, Term Loan B, (2 mo. LIBOR + 5.25%, 1.00% Floor), 7.79%, 08/12/22			5,201		5,194,648


Wireless Telecommunication Services — 0.6%
Ligado Networks LLC:
2015 2nd Lien Term Loan, 0.00%, 12/07/20			19,117		4,834,052
PIK Exit Term Loan (9.75% PIK), 0.00%, 12/07/20^(h)			3,139		2,301,175
Xplornet Communications, Inc., Term Loan B, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.60%, 09/09/21^(b)		USD	1,218		1,217,749

					8,352,976


Total Floating Rate Loan Interests — 15.4% (Cost — $231,850,630)					215,258,108


Security		Beneficial Interest (000)		Value

Other Interests^(p) — 0.0%

United States — 0.0%
Lear Corp. Escrow^(b)^(j)			1,250	$	12


Total Other Interests — 0.0% (Cost — $—)					12



		Par (000)

Preferred Securities — 4.8%

Capital Trusts — 4.1%

Banks — 0.7%
ABN AMRO Bank NV, 5.75%^(i)(k)	EUR		200		231,245
Allied Irish Banks PLC, 7.38%^(i)(k)			210		250,991
Banco Bilbao Vizcaya Argentaria SA, 8.88%^(i)(k)			200		245,214
Banco de Sabadell SA, 6.50%^(i)(k)			200		211,030
Bankia SA,^(i)(k)
6.00%			200		219,589
6.38%			200		221,776
CaixaBank SA, 6.75%^(i)(k)			200		231,809
CIT Group, Inc., Series A, 5.80%^(i)(k)	USD		1,647		1,654,560
Credit Suisse Group AG, 6.25%^(d)(i)(k)			200		201,286
Erste Group Bank AG, 6.50%^(i)(k)	EUR		200		244,846
Hongkong & Shanghai Banking Corp. Ltd., Series 3H, (3 mo. LIBOR), 2.81%^(e)(k)	USD		200		147,400
ING Groep NV, 6.75%^(f)(k)			200		200,000
Intesa Sanpaolo SpA, 7.75%^(i)(k)	EUR		400		479,807
National Westminster Bank PLC, Series C, 2.77%^(f)(k)	USD		200		162,500
Wells Fargo & Co., Series U, 5.88%^(i)(k)			4,627		4,905,036

					9,607,089

Building Materials — 0.0%
Holcim Finance Luxembourg SA, 3.00%^(f)(k)	EUR		100		110,315


Capital Markets — 0.3%
Goldman Sachs Group, Inc., Series P, 5.00%^(f)(k)	USD		712		669,828
Morgan Stanley,^(i)(k)
Series H, 5.45%			3,309		3,309,000
Series J, 5.55%			440		444,400
UBS Group Funding Switzerland AG, 5.75%^(i)(k)			250		301,664

					4,724,892

Diversified Financial Services — 2.9%
Banco Santander SA, 4.75%^(f)(k)	EUR		200		196,508


Security		Par (000)		Value

Diversified Financial Services (continued)
Bank of America Corp.,
Series AA, 6.10%^(i)(k)	USD		8,197	$	8,781,856
Series DD, 6.30%^(i)(k)			815		892,425
Series V, 5.13%^(i)(k)			2,205		2,195,232
Series X, 6.25%^(i)(k)			2,874		3,072,306
Series Z, 6.50%^(i)(k)			2,650		2,881,875
Credit Agricole SA, 6.50%^(i)(k)			200		238,512
Credit Suisse Group AG, 7.50%^(d)(f)(k)	EUR		750		779,062
HBOS Capital Funding LP, 6.85%^(k)	USD		800		808,430
HSBC Holdings PLC, 6.00%^(i)(k)			2,298		2,264,104
JPMorgan Chase & Co.,^(i)(k)
Series 1, 6.05%			1,535		1,533,572
Series Q, 5.15%			850		859,860
Series S, 6.75%			5,324		5,849,585
Series U, 6.13%			4,228		4,459,483
Series X, 6.10%			640		679,181
Series V, 5.00%			3,075		3,063,469
LeasePlan Corp. NV, 7.38%^(i)(k)	EUR		250		280,683
Royal Bank of Scotland Group PLC, 8.63%^(i)(k)	USD		607		640,385
Telefonica Europe BV, 4.38%^(f)(k)	EUR		400		461,159
UniCredit SpA,^(i)(k)
6.75%			400		425,285
9.25%			225		270,525

					40,633,497

Diversified Telecommunication Services — 0.1%
Telefonica Europe BV,
2.63%^(f)(k)			300		323,824
3.75%^(i)(k)			100		115,621
5.88%^(i)(k)			200		249,627

					689,072

Electric Utilities — 0.0%
RWE AG, 2.75%, 04/21/75⁽ⁱ⁾			200		225,800


Electronic Equipment, Instruments & Components — 0.0%
Belden, Inc., 4.13%, 10/15/26			320		373,575


Media — 0.1%
NBCUniversal Enterprise, Inc., 5.25%^(d)(k)	USD		400		408,080
SES SA,^(i)(k)
4.63%	EUR		100		116,184
5.63%			200		240,634

					764,898

Oil, Gas & Consumable Fuels — 0.0%
Naturgy Finance BV,
3.38%^(f)(k)			100		112,516
4.13%^(i)(k)			100		117,856


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Repsol International Finance BV,
3.88%^(i)(k)	EUR		100	$	116,517
4.50%, 03/25/75⁽ⁱ⁾			178		218,225

					565,114

Real Estate — 0.0%
AT Securities BV, 5.25%^(i)(k)	USD		250		235,834


Utilities — 0.0%
Electricite de France SA, 4.00%^(f)(k)	EUR		100		115,742


Total Capital Trusts — 4.1% (Cost — $56,884,664)					58,045,828


		Shares

Preferred Stocks — 0.2%

Auto Components — 0.2%
UCI International, Inc., 0.00%^(b)			109,729		2,468,903


Wireless Telecommunication Services — 0.0%
CF-B L2 (D) LLC, (Acquired 04/08/15, cost $649,293), 0.00%⁽ⁿ⁾			663,679		338,741


Total Preferred Stocks — 0.2% (Cost — $5,272,976)					2,807,644


Trust Preferred — 0.5%

Diversified Financial Services — 0.5%
GMAC Capital Trust I, Series 2, 8.30%, 2/15/40⁽ⁱ⁾			256,246		6,616,272


Total Trust Preferreds — 0.5% (Cost — $6,729,957)					6,616,272


Total Preferred Securities – 4.8% (Cost — $68,887,597)					67,469,744


Security	Shares		Value

Warrants — 0.0%

Software — 0.0%
HMH Holdings/EduMedia (Issued/exercisable 03/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)^(b)		6,494	$	—


Total Warrants — 0.0% (Cost — $65)				—


Total Long-Term Investments — 139.1% (Cost — $2,003,649,101)				1,947,463,154


Short-Term Securities — 0.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 2.29%^(q)(r)		1,068,564		1,068,564


Total Short-Term Securities — 0.1% (Cost — $1,068,564)				1,068,564


Options Purchased — 0.0% (Cost — $9,828)				1,410


Total Investments — 139.2% (Cost — $2,004,727,493)				1,948,533,128

Liabilities in Excess of Other Assets — (39.2)%				(548,989,293	)


Net Assets Applicable to Common Shares — 100.0%			$	1,399,543,835

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.

Various inputs are used in determining the fair value of investments and derivative 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:

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 BlackRock Global Valuation Methodologies Committee (the “Global 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 investments and derivative financial instruments is based on the pricing transparency of the investments and derivative 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 investments and derivative financial instruments, refer to the Fund’s most recent financial statements as contained in its semi-annual report.

The following tables summarize the Trust’s investments and derivative financial instruments categorized in the disclosure hierarchy:

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

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


Affiliate	Shares Held at 08/31/18		Net Activity		Shares Held at 05/31/19		Value at 05/31/19		Income		Net Realized Gain (Loss)^(a)		Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class		—		1,068,564		1,068,564	$	1,068,564	$	51,946	$	—	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts:
Euro Stoxx 50 Index		3		06/21/19	$	110	$	2,105
Euro Stoxx 600 Index		6		06/21/19		44		(1,335	)

								770

Short Contracts:
Euro Bund		7		06/06/19		1,316		(43,005	)
Euro-BOBL		6		06/06/19		898		(12,562	)
S&P 500 E-Mini Index		130		06/21/19		17,892		20,218
Long Gilt		1		09/26/19		164		(64	)

								(35,413	)

							$	(34,643	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
AUD	957,000	USD	661,045	Citibank N.A.		06/05/19	$	2,849
EUR	42,381,000	USD	47,253,145	Goldman Sachs International		06/05/19		96,659
EUR	2,649,000	USD	2,950,511	The Bank of New York Mellon		06/05/19		9,061
GBP	727,000	USD	918,437	Bank of America N.A.		06/05/19		718
GBP	4,221,000	USD	5,307,908	JPMorgan Chase Bank N.A.		06/05/19		28,756
USD	675,086	AUD	957,000	Citibank N.A.		06/05/19		11,192
USD	764,851	CAD	1,024,000	Goldman Sachs International		06/05/19		7,195
USD	167,363	EUR	149,000	BNP Paribas S.A.		06/05/19		894
USD	49,708,953	EUR	44,178,000	Deutsche Bank AG		06/05/19		351,466
USD	537,676	EUR	481,000	Nomura International PLC		06/05/19		283
USD	666,068	EUR	592,000	State Street Bank and Trust Co.		06/05/19		4,661
USD	6,475,677	GBP	4,948,000	State Street Bank and Trust Co.		06/05/19		219,859

								733,593

USD	661,610	AUD	957,000	Citibank N.A.		07/03/19		(2,854	)
USD	47,366,235	EUR	42,381,000	Goldman Sachs International		07/03/19		(96,547	)
USD	5,315,725	GBP	4,221,000	JPMorgan Chase Bank N.A.		07/03/19		(28,720	)

								(128,121	)

Net Unrealized Appreciation							$	605,472


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)
Casino Guichard Perrachon SA		1.00	%	Quarterly		JPMorgan Chase Bank N.A.	06/20/23	B		EUR	90	$	(17,600	)	$	(7,502	)	$	(10,098	)
Casino Guichard Perrachon SA		1.00		Quarterly		Citibank N.A.	06/20/23	B		EUR	88		(17,274	)		(10,717	)		(6,557	)
Casino Guichard Perrachon SA		1.00		Quarterly		Barclays Bank PLC	06/20/23	B		EUR	124		(24,267	)		(13,534	)		(10,733	)
Thomas Cook Finance 2 PLC		5.00		Quarterly		Goldman Sachs International	06/20/23	CCC+		EUR	47		(31,706	)		5,204			(36,910	)
Thomas Cook Finance 2 PLC		5.00		Quarterly		Citibank N.A.	06/20/23	CCC+		EUR	53		(35,181	)		5,904			(41,085	)
Thomas Cook Finance 2 PLC		5.00		Quarterly		Goldman Sachs International	06/20/23	CCC+		EUR	260		(173,906	)		28,305			(202,211	)
Casino Guichard Perrachon SA		1.00		Quarterly		Goldman Sachs International	12/20/23	B		EUR	250		(53,730	)		(36,449	)		(17,281	)
CenturyLink, Inc.		1.00		Quarterly		Barclays Bank PLC	12/20/23	B+		USD	856		(81,513	)		(60,322	)		(21,191	)
Chesapeake Energy Corp.		5.00		Quarterly		Barclays Bank PLC	12/20/23	B+		USD	368		(35,856	)		646			(36,502	)
Chesapeake Energy Corp.		5.00		Quarterly		Barclays Bank PLC	12/20/23	B+		USD	332		(32,349	)		2,936			(35,285	)
Monitchem Holdco. 3 SA		5.00		Quarterly		JPMorgan Chase Bank N.A.	12/20/23	B-		EUR	64		5,123			1,413			3,710
Monitchem Holdco. 3 SA		5.00		Quarterly		JPMorgan Chase Bank N.A.	12/20/23	B-		EUR	36		2,869			791			2,078
CenturyLink, Inc.		1.00		Quarterly		Barclays Bank PLC	06/20/25	B+		USD	1,221		(197,291	)		(198,527	)		1,236
Tesco PLC		1.00		Quarterly		Barclays Bank PLC	12/20/25	BB+		EUR	200		(7,946	)		(5,618	)		(2,328	)
Virgin Media, Inc.		5.00		Quarterly		Credit Suisse International	12/20/25	B		EUR	160		31,166			26,082			5,084
Tesco PLC		1.00		Quarterly		Morgan Stanley & Co. International PLC	12/20/28	BB+		EUR	290		(25,993	)		(28,201	)		2,208

												$	(695,454	)	$	(289,589	)	$	(405,865	)


	Level 1			Level 2			Level 3		Total
Assets:
Investments:
Long-Term Investments:
Asset-Backed Securities	$	—		$	43,486,267		$	—	$	43,486,267
Common Stocks		16,486,513			—			3,651,396		20,137,909
Corporate Bonds		112,416			1,591,641,656			9,357,042		1,601,111,114
Floating Rate Loan Interests		—			200,094,100			15,164,008		215,258,108
Other Interests		—			—			12		12
Preferred Securities		—			58,045,828			2,468,903		60,514,731
Trust Preferred		6,616,272			—			—		6,616,272
Short-Term Securities:
Money Market Funds		1,068,564			—			—		1,068,564
Options Purchased		1,410			—			—		1,410

Subtotal	$	24,285,175		$	1,893,267,851		$	30,641,361	$	1,948,194,387

Investments Valued at NAV^(a)										338,741

Total Investments									$	1,948,533,128

Derivative Financial Instruments^(b)
Assets:
Credit contracts	$	—		$	16,991		$	—	$	16,991
Equity contracts		22,323			48,216			—		70,539
Forward foreign currency contracts		—			733,593			—		733,593
Liabilities:
Equity contracts		(1,335	)		—			—		(1,335	)
Credit contracts		—			(420,181	)		—		(420,181	)
Forward foreign currency contracts		—			(128,121	)		—		(128,121	)
Interest rate contracts		(55,631	)		—			—		(55,631	)

	$	(34,643	)	$	250,498		$	—	$	215,855


	Common Stocks			Asset-Backed Securities			Corporate Bonds			Floating Rate Loan Interests			Options Purchased			Other Interests		Preferred Securities			Total
Assets:
Opening Balance, as of August 31, 2018	$	9,168,699		$	1,000,000		$	—		$	14,287,373		$	—		$	12	$	94,980		$	24,551,064
Transfers into Level 3^(a)		—			—			—			8,499,034			—			—		2,697,437			11,196,472
Transfers out of Level 3^(b)		—			(750,000	)		—			(3,981,757	)		—			—		—			(4,731,757	)
Accrued discounts/premiums		—			—			2,706			321			—			—		—			3,026
Net realized gain (loss)		(1,911	)		(8,050	)		14,057			(69,487	)		(38,133	)		—		(1,622,239	)		(1,725,763	)
Net change in unrealized appreciation (depreciation)^(c)		(5,515,392	)		—			488,876			(457,713	)		38,133			—		2,473,388			(2,972,707	)
Purchases		—			—			9,097,920			3,340,935			—			—		—			12,438,855
Sales		—			(241,950	)		(246,517	)		(6,454,698	)		—			—		(1,174,663	)		(8,117,829	)

Closing Balance, as of May 31, 2019	$	3,651,396		$	—		$	9,357,042		$	15,164,008		$	—		$	12	$	2,468,903		$	30,641,361

Net change in unrealized appreciation (depreciation) on investments still held at May 31, 2019^(b)	$	(5,517,303	)	$	—		$	(488,876	)	$	(445,151	)	$	—		$	—	$	2,089,016		$	(3,384,561	)