EX-BHK


Security	Par (000)			Value

Asset-Backed Securities — 6.3%
ALM VI Ltd.^(a)(b):
(3 mo. LIBOR US + 2.70%), 4.70%, 07/15/26		USD	1,000	$	987,357
Series 2012-6A, Class BR3, (3 mo. LIBOR US + 1.75%), 3.75%, 07/15/26			1,000		980,300
ALM XII Ltd., Series 2015-12A, Class C1R2, 4.65%, 04/16/27^(a)(c)			545		539,469
ALM XVI Ltd./ALM XVI LLC, Series 2015-16A, Class CR2, (3 mo. LIBOR US + 2.70%), 4.70%, 07/15/27^(a)(b)			2,080		2,012,882
Anchorage Capital CLO Ltd.^(a)(b):
Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.20%), 5.19%, 10/13/30			720		703,739
Series 2016-8A, Class DR, (3 mo. LIBOR US + 3.00%), 4.94%, 07/28/28			1,000		994,805
Battalion CLO X Ltd., Series 2016-10A, Class CR, (3 mo. LIBOR US + 3.45%), 5.39%, 01/24/29^(a)(b)			1,000		993,629
Benefit Street Partners CLO X Ltd., Series 2016-10A, Class CR, (3 mo. LIBOR US + 3.50%), 5.50%, 01/15/29^(a)(b)			815		789,706
Bowman Park CLO Ltd., Series 2014-1A, Class D2R, (3 mo. LIBOR US + 3.35%), 5.26%, 11/23/25^(a)(b)			3,000		3,002,920
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.35%), 5.26%, 08/14/30^(a)(b)			1,000		944,776
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 8.71%, 07/20/32^(a)(b)			500		466,233
CIFC Funding II Ltd., Series 2015-2A, Class DR, 4.45%, 04/15/27^(a)(c)			500		490,154
Countrywide Asset-Backed Certificates, Series 2006-13, Class 3AV2, (1 mo. LIBOR US + 0.15%), 1.86%, 01/25/37^(b)			52		52,048
DCP Rights LLC, Series 2014-1A, Class A, 5.46%, 10/25/44^(a)(d)			3,714		3,719,817
Dryden CLO Ltd., Series 2018-64A, Class D, 4.65%, 04/18/31^(a)(c)			1,250		1,158,368
Dryden Senior Loan Fund, Series 2015-41A, Class AR, (3 mo. LIBOR US + 0.97%), 2.96%, 04/15/31^(a)(b)			2,550		2,521,898
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 5.06%, 08/15/30^(a)(b)			1,000		952,678


Security	Par (000)			Value

Asset-Backed Securities (continued)
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 8.82%, 10/15/32^(a)(b)		USD	1,500	$	1,460,980
Galaxy CLO XXIX Ltd., Series 2018-29A, Class D, (3 mo. LIBOR US + 2.40%), 4.31%, 11/15/26^(a)(b)			805		793,062
Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 5.60%, 07/18/29^(a)(b)			1,000		974,582
Limerock CLO III LLC, Series 2014-3A, Class C, (3 mo. LIBOR US + 3.60%), 5.57%, 10/20/26^(a)(b)			3,750		3,624,299
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 8.37%, 01/20/29^(a)(b)			250		237,543
Madison Park Funding XV Ltd., Series 2014-15A, Class B1R, (3 mo. LIBOR US + 2.20%), 4.14%, 01/27/26^(a)(b)			1,800		1,790,997
Nelnet Student Loan Trust, Series 2006-1, Class A5, (3 mo. LIBOR US + 0.11%), 2.02%, 08/23/27^(b)			168		167,337
Neuberger Berman CLO XV, Series 2013-15A, Class DR, (3 mo. LIBOR US + 3.05%), 5.05%, 10/15/29^(a)(b)			1,000		922,587
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3 mo. LIBOR US + 2.75%), 4.70%, 01/22/30^(a)(b)			500		459,099
OHA Credit Partners VII Ltd., Series 2012-7A, Class DR, (3 mo. LIBOR US + 4.20%), 6.10%, 11/20/27^(a)(b)			1,160		1,160,823
OHA Credit Partners XIII Ltd., Series 2016-13A, Class E, (3 mo. LIBOR US + 7.15%), 9.12%, 01/21/30^(a)(b)			595		592,154
OHA Loan Funding Ltd., Series 2016-1A, Class D, (3 mo. LIBOR US + 3.75%), 5.72%, 01/20/28^(a)(b)			2,500		2,480,648
OZLM Funding III Ltd., Series 2013-3A, Class BRR, (3 mo. LIBOR US + 2.70%), 4.57%, 01/22/29^(a)(b)			1,500		1,500,000
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 5.15%, 10/17/29^(a)(b)			875		833,198
OZLM XIV Ltd., Series 2015-14A, Class CR, (3 mo. LIBOR US + 3.00%), 5.30%, 01/15/29^(a)(b)			1,000		950,632
OZLM XXI, Series 2017-21A, Class C, (3 mo. LIBOR US + 2.67%), 4.64%, 01/20/31^(a)(b)			1,000		920,591
Palmer Square Loan Funding Ltd.^(a)(b):
Series 2018-5A, Class D, (3 mo. LIBOR US + 4.25%), 6.22%, 01/20/27			1,000		988,958


Security	Par (000)			Value

Asset-Backed Securities (continued)
Series 2019-3A, Class C, (3 mo. LIBOR US + 3.40%), 5.30%, 08/20/27		USD	750	$	749,059
Series 2019-4A, Class C, (3 mo. LIBOR US + 3.25%), 5.19%, 10/24/27			250		249,999
Regatta VI Funding Ltd., Series 2016-1A, Class ER, (3 mo. LIBOR US + 5.00%), 6.97%, 07/20/28^(a)(b)			250		232,517
Rockford Tower CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.25%), 5.25%, 04/15/29^(a)(b)			1,750		1,695,484
SLM Private Education Loan Trust, Series 2014-A, Class B, 3.50%, 11/15/44^(a)			500		507,559
Sound Point CLO XIV Ltd., Series 2016-3A, Class D, (3 mo. LIBOR US + 3.85%), 5.78%, 01/23/29^(a)(b)			1,550		1,541,553
Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 03/30/30^(a)(d)			1,758		70,306
Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 04/15/29^(a)(d)			1,976		74,706
Structured Asset Securities Corp., Series 2002-AL1, Class A2, 3.45%, 02/25/32			323		312,897
TCI-Flatiron CLO Ltd., Series 2016-1A, Class DR, 5.80%, 07/17/28^(a)(c)			635		630,935
TRESTLES CLO II Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 3.65%), 5.59%, 07/25/29^(a)(b)			250		248,314
Voya CLO Ltd., Series 2017-3A, Class C, (3 mo. LIBOR US + 3.55%), 5.52%, 07/20/30^(a)(b)			1,000		983,791
Westcott Park CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.25%), 5.22%, 07/20/28^(a)(b)			1,185		1,157,049
York CLO Ltd.^(a)(b):
Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 5.57%, 10/20/29			1,750		1,727,199
Series 2016-2A, Class D, (3 mo. LIBOR US + 4.10%), 6.07%, 01/20/30			1,500		1,497,952


Total Asset-Backed Securities — 6.3% (Cost — $53,108,203)					52,847,589


Corporate Bonds — 62.1%

Aerospace & Defense — 1.6%
Amsted Industries, Inc., 5.63%, 07/01/27^(a)			95		100,225
Arconic, Inc., 5.13%, 10/01/24			680		741,234


Security	Par (000)			Value
Aerospace & Defense (continued)
Bombardier, Inc.^(a):
8.75%, 12/01/21		USD	369	$	399,442
5.75%, 03/15/22			62		63,240
6.00%, 10/15/22			6		6,015
6.13%, 01/15/23			204		206,838
7.50%, 12/01/24			82		84,255
7.50%, 03/15/25			222		224,775
7.88%, 04/15/27			979		984,835
Eaton Corp., 4.15%, 11/02/42			500		566,592
Global Aircraft Leasing Co. Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 09/15/24^(a)(e)			386		394,801
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(a)			368		390,080
Lockheed Martin Corp., 4.09%, 09/15/52			1,410		1,658,916
Signature Aviation US Holdings, Inc.^(a):
5.38%, 05/01/26			194		203,987
4.00%, 03/01/28			282		283,847
TransDigm UK Holdings PLC, 6.88%, 05/15/26			400		423,000
TransDigm, Inc.^(a):
6.25%, 03/15/26			3,500		3,758,125
5.50%, 11/15/27			562		562,000
Triumph Group, Inc., 6.25%, 09/15/24^(a)			211		221,550
United Technologies Corp., 6.13%, 07/15/38			1,450		2,019,596
Wolverine Escrow LLC^(a):
8.50%, 11/15/24			146		147,150
9.00%, 11/15/26			264		266,666

					13,707,169

Air Freight & Logistics — 0.2%
FedEx Corp., 4.75%, 11/15/45			1,250		1,345,321
XPO Logistics, Inc., 6.75%, 08/15/24^(a)			11		11,930

					1,357,251

Airlines — 1.6%
Air Canada Pass-Through Trust, Series 2015-1, Class B, 3.88%, 09/15/24^(a)			1,402		1,418,103
American Airlines Pass-Through Trust:
Series 2013-2, Class A, 4.95%, 07/15/24			2,340		2,447,170
Series 2015-2, Class A, 4.00%, 09/22/27			1,251		1,319,034
Series 2015-2, Class AA, 3.60%, 03/22/29			1,251		1,314,283
Series 2017-1, Class B, 4.95%, 08/15/26			1,515		1,607,528
Avianca Holdings SA, 8.38%, 05/10/20^(a)			302		283,880
Latam Finance Ltd., 6.88%, 04/11/24^(a)			257		270,518


Security	Par (000)			Value

Airlines (continued)
United Airlines Pass-Through Trust:
Series 2013-1, Class A, 4.30%, 08/15/25		USD	3,011	$	3,248,441
Series 2014-2, Class B, 4.63%, 03/03/24			1,723		1,777,603

					13,686,560

Auto Components — 0.4%
Allison Transmission, Inc., 5.88%, 06/01/29^(a)			210		226,537
Aptiv PLC, 4.40%, 10/01/46			465		459,105
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
6.25%, 02/01/22			58		59,160
6.75%, 02/01/24			92		95,680
4.75%, 09/15/24^(a)			49		49,980
6.38%, 12/15/25			163		172,373
6.25%, 05/15/26			275		292,531
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.^(a):
6.25%, 05/15/26			799		849,441
8.50%, 05/15/27			1,064		1,086,610
Tesla, Inc., 5.30%, 08/15/25^(a)			166		159,153

					3,450,570

Automobiles — 0.5%
Ford Motor Co., 4.75%, 01/15/43			2,000		1,743,687
General Motors Co., 6.25%, 10/02/43			2,506		2,777,031

					4,520,718

Banks — 1.8%
Allied Irish Banks PLC(5 year EUR Swap + 3.95%), 4.13%, 11/26/25^(f)		EUR	100		113,890
Barclays PLC:
4.38%, 09/11/24		USD	550		573,724
3.65%, 03/16/25			4,320		4,457,164
BBVA Bancomer SA, 6.75%, 09/30/22^(a)			236		255,713
CIT Bank NA(Secured Overnight Financing Rate + 1.72%), 2.97%, 09/27/25^(f)			258		255,490
CIT Group, Inc., 5.00%, 08/01/23			237		255,071
Cooperatieve Rabobank UA, 3.95%, 11/09/22			1,500		1,564,765
HSBC Holdings PLC, 6.10%, 01/14/42			610		860,264
Promerica Financial Corp., 9.70%, 05/14/24^(a)			200		207,063
Santander Holdings USA, Inc., 4.50%, 07/17/25			2,000		2,151,664
Santander UK Group Holdings PLC, 2.88%, 08/05/21			1,250		1,261,649
Standard Chartered PLC(5 year USD ICE Swap + 1.97%), 4.87%, 03/15/33^(a)(f)			500		539,066


Security	Par (000)			Value

Banks (continued)
Wells Fargo & Co., 3.90%, 05/01/45		USD	2,250	$	2,551,887

					15,047,410

Beverages — 0.7%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46			4,600		5,525,366
Central American Bottling Corp., 5.75%, 01/31/27^(a)			222		232,475

					5,757,841

Biotechnology — 0.5%
Amgen, Inc., 4.40%, 05/01/45			2,250		2,543,986
Baxalta, Inc., 5.25%, 06/23/45			500		647,712
Gilead Sciences, Inc., 4.80%, 04/01/44			1,000		1,200,715

					4,392,413

Building Materials — 0.0%
CEMEX Finance LLC, 4.63%, 06/15/24		EUR	100		114,690


Building Products — 0.2%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27^(a)		USD	160		164,000
Beacon Roofing Supply, Inc.^(a):
4.88%, 11/01/25			10		9,712
4.50%, 11/15/26			56		56,560
CPG Merger Sub LLC, 8.00%, 10/01/21^(a)			220		219,274
Jeld-Wen, Inc.^(a):
4.63%, 12/15/25			93		93,814
4.88%, 12/15/27			21		21,026
Masonite International Corp.^(a):
5.75%, 09/15/26			52		55,120
5.38%, 02/01/28			81		85,759
Standard Industries, Inc.^(a):
5.50%, 02/15/23			12		12,270
5.38%, 11/15/24			263		270,561
6.00%, 10/15/25			287		300,274
5.00%, 02/15/27			48		49,800
4.75%, 01/15/28			54		55,755

					1,393,925

Capital Markets — 2.6%
CDP Financial, Inc., 5.60%, 11/25/39^(a)			5,890		8,199,379
Goldman Sachs Group, Inc.:
3.75%, 05/22/25			8,965		9,479,590
Series R, (5 year CMT + 3.22%), 4.95%^(f)(g)			135		138,375
Intertrust Group BV, 3.38%, 11/15/25		EUR	100		115,438
LABL Escrow Issuer LLC, 6.75%, 07/15/26^(a)		USD	316		323,900
Morgan Stanley:
4.00%, 07/23/25			905		978,318
3.13%, 07/27/26			2,000		2,072,809


Security	Par (000)			Value

Capital Markets (continued)
Owl Rock Capital Corp., 5.25%, 04/15/24		USD	56	$	58,941
Raymond James Financial, Inc., 4.95%, 07/15/46			400		476,452
Stevens Holding Co., Inc., 6.13%, 10/01/26^(a)			90		97,425

					21,940,627

Chemicals — 0.7%
Air Liquide Finance SA, 3.50%, 09/27/46^(a)			360		375,159
Atotech Alpha 2 BV, (8.75% Cash or 9.50% PIK), 8.75%, 06/01/23^(a)(e)			210		207,375
Atotech Alpha 3 BV/Alpha US Bidco, Inc., 6.25%, 02/01/25^(a)			1,112		1,128,680
Axalta Coating Systems LLC, 4.88%, 08/15/24^(a)			311		322,274
Blue Cube Spinco LLC:
9.75%, 10/15/23			317		344,737
10.00%, 10/15/25			227		253,105
Chemours Co.:
6.63%, 05/15/23			162		159,570
5.38%, 05/15/27			200		168,000
Cydsa SAB de CV, 6.25%, 10/04/27^(a)			319		321,193
Element Solutions, Inc., 5.88%, 12/01/25^(a)			909		945,360
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(a)			101		104,030
Monitchem HoldCo 3 SA, 5.25%, 03/15/25		EUR	100		113,503
NOVA Chemicals Corp., 4.88%, 06/01/24^(a)		USD	41		41,308
OCI NV, 3.13%, 11/01/24		EUR	100		113,320
Orbia Advance Corp SAB de CV^(a):
4.00%, 10/04/27		USD	200		201,375
5.50%, 01/15/48			200		198,688
PQ Corp.^(a):
6.75%, 11/15/22			268		277,045
5.75%, 12/15/25			309		323,677
WR Grace & Co-Conn, 5.63%, 10/01/24^(a)			130		141,375

					5,739,774

Commercial Services & Supplies — 0.7%
ADT Security Corp.:
6.25%, 10/15/21			86		91,160
3.50%, 07/15/22			33		33,495
4.13%, 06/15/23			97		99,425
4.88%, 07/15/32^(a)			411		357,570
Aviation Capital Group LLC, 7.13%, 10/15/20^(a)			1,800		1,873,722
Booz Allen Hamilton, Inc., 5.13%, 05/01/25^(a)			441		455,884


Security	Par (000)			Value

Commercial Services & Supplies (continued)
Clean Harbors, Inc.^(a):
4.88%, 07/15/27		USD	178	$	186,508
5.13%, 07/15/29			109		115,180
Core & Main LP, 6.13%, 08/15/25^(a)			691		706,547
Fortress Transportation & Infrastructure Investors LLC^(a):
6.75%, 03/15/22			43		44,613
6.50%, 10/01/25			46		47,342
GFL Environmental, Inc.^(a):
7.00%, 06/01/26			378		384,615
8.50%, 05/01/27			308		327,806
Harland Clarke Holdings Corp., 8.38%, 08/15/22^(a)			273		204,750
KAR Auction Services, Inc., 5.13%, 06/01/25^(a)			97		98,576
Mobile Mini, Inc., 5.88%, 07/01/24			298		309,175
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(a)			58		60,387
Summer BC Holdco B Sarl, 5.75%, 10/31/26		EUR	100		113,192
United Rentals North America, Inc.:
5.50%, 07/15/25		USD	125		130,156
4.63%, 10/15/25			74		76,035
5.88%, 09/15/26			53		56,710
6.50%, 12/15/26			3		3,275
5.50%, 05/15/27			155		165,463
3.88%, 11/15/27			150		151,313
4.88%, 01/15/28			55		57,386
5.25%, 01/15/30			60		63,750

					6,214,035

Communications Equipment — 0.4%
CommScope, Inc.^(a):
5.50%, 03/01/24			524		544,305
6.00%, 03/01/26			135		141,413
Gogo Intermediate Holdings LLC/Gogo Finance Co., Inc., 9.88%, 05/01/24^(a)			298		313,258
Nokia OYJ:
4.38%, 06/12/27			31		31,902
6.63%, 05/15/39			295		334,825
ViaSat, Inc., 5.63%, 04/15/27^(a)			461		491,541
Zayo Group LLC/Zayo Capital, Inc.:
6.00%, 04/01/23			700		717,516
6.38%, 05/15/25			95		97,731
5.75%, 01/15/27^(a)			764		779,280

					3,451,771

Construction & Engineering — 0.6%
Brand Industrial Services, Inc., 8.50%, 07/15/25^(a)			229		223,275
frontdoor, Inc., 6.75%, 08/15/26^(a)			268		292,763
ITR Concession Co. LLC, 4.20%, 07/15/25^(a)			4,000		3,841,392


Security	Par (000)			Value

Construction & Engineering (continued)
SRS Distribution, Inc., 8.25%, 07/01/26^(a)		USD	192	$	195,840

					4,553,270

Construction Materials — 0.3%
American Builders & Contractors Supply Co., Inc.^(a):
5.88%, 05/15/26			304		322,620
4.00%, 01/15/28			260		260,325
Core & Main Holdings LP, (8.625% Cash or 9.38% PIK), 8.63%, 09/15/24^(a)(e)			284		293,230
HD Supply, Inc., 5.38%, 10/15/26^(a)			1,293		1,370,580
Navistar International Corp., 6.63%, 11/01/25^(a)			250		257,500
PulteGroup, Inc., 6.00%, 02/15/35			27		30,105
Williams Scotsman International, Inc.^(a):
7.88%, 12/15/22			70		72,975
6.88%, 08/15/23			230		241,654

					2,848,989

Consumer Discretionary — 0.1%
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25^(a)			45		45,169
Viking Cruises Ltd.^(a):
6.25%, 05/15/25			88		91,740
5.88%, 09/15/27			648		693,360

					830,269

Consumer Finance — 1.8%
Ally Financial, Inc., 8.00%, 11/01/31			1,115		1,537,306
Capital One Financial Corp., 4.75%, 07/15/21			1,935		2,015,019
Corvias Campus Living USG LLC, 5.30%, 07/01/50^(d)			5,682		6,034,735
Credivalores-Crediservicios SAS, 9.75%, 07/27/22^(a)			200		203,187
Ford Motor Credit Co. LLC, 8.13%, 01/15/20			1,530		1,540,820
Mulhacen Pte Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 08/01/23^(e)		EUR	110		98,928
Muthoot Finance Ltd., 6.13%, 10/31/22^(a)		USD	247		254,410
Navient Corp.:
5.00%, 10/26/20			180		183,600
6.63%, 07/26/21			99		104,941
7.25%, 09/25/23			46		51,060
6.13%, 03/25/24			67		71,522
5.88%, 10/25/24			91		96,915
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26^(a)		EUR	245		293,188
4.50%, 05/15/26			100		119,669
6.25%, 05/15/26^(a)		USD	26		28,340


Security	Par (000)			Value

Consumer Finance (continued)
8.25%, 11/15/26^(a)		USD	544	$	608,600
Springleaf Finance Corp.:
6.13%, 05/15/22			50		53,750
6.88%, 03/15/25			94		107,351
7.13%, 03/15/26			290		334,225
6.63%, 01/15/28			141		155,805
5.38%, 11/15/29			101		104,030
Verscend Escrow Corp., 9.75%, 08/15/26^(a)			972		1,044,900

					15,042,301

Containers & Packaging — 0.7%
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(a)(e)			501		499,221
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:
4.13%, 08/15/26^(a)			200		203,000
4.75%, 07/15/27		GBP	100		135,189
Berry Global, Inc., 4.88%, 07/15/26^(a)		USD	245		256,331
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26			210		217,350
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26			412		432,085
Greif, Inc., 6.50%, 03/01/27^(a)			38		40,565
Intertape Polymer Group, Inc., 7.00%, 10/15/26^(a)			119		123,760
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(a)			852		871,170
OI European Group BV, 2.88%, 02/15/25		EUR	100		112,267
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu^(a):
5.13%, 07/15/23		USD	227		232,108
7.00%, 07/15/24			217		224,595
Silgan Holdings, Inc., 4.13%, 02/01/28^(a)			143		143,269
Trivium Packaging Finance BV^(a):
5.50%, 08/15/26			828		869,412
8.50%, 08/15/27			1,067		1,160,362

					5,520,684

Diversified Consumer Services — 0.3%
APX Group, Inc.:
8.75%, 12/01/20			148		144,855
7.88%, 12/01/22			106		105,338
8.50%, 11/01/24^(a)			82		80,770
Ascend Learning LLC, 6.88%, 08/01/25^(a)			613		644,140
Graham Holdings Co., 5.75%, 06/01/26^(a)			108		114,750


Security	Par (000)			Value

Diversified Consumer Services (continued)
Laureate Education, Inc., 8.25%, 05/01/25^(a)		USD	72	$	77,760
Prime Security Services Borrower LLC/Prime Finance, Inc.^(a):
9.25%, 05/15/23			120		126,150
5.25%, 04/15/24			168		173,040
5.75%, 04/15/26			325		339,469
Service Corp. International, 5.13%, 06/01/29			149		159,057
ServiceMaster Co. LLC, 5.13%, 11/15/24^(a)			308		319,165
Sotheby’s, 7.38%, 10/15/27^(a)			265		258,706

					2,543,200

Diversified Financial Services — 3.7%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(a):
6.63%, 07/15/26			908		960,210
9.75%, 07/15/27			60		63,150
Arrow Global Finance PLC, 5.13%, 09/15/24		GBP	100		129,977
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(a)		USD	200		198,996
Bank of America Corp.:
5.63%, 07/01/20			2,200		2,244,802
3.25%, 10/21/27			4,000		4,170,320
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26^(a)			200		211,000
FMR LLC, 4.95%, 02/01/33^(a)			2,300		2,844,786
General Electric Co., 6.15%, 08/07/37			2,150		2,682,034
General Motors Financial Co., Inc., 4.25%, 05/15/23			807		846,039
Gilex Holding Sarl, 8.50%, 05/02/23^(a)			182		197,015
Intercontinental Exchange, Inc., 4.00%, 10/15/23			470		502,833
Intesa Sanpaolo SpA, 5.02%, 06/26/24^(a)			3,151		3,277,997
Intrum AB, 3.00%, 09/15/27		EUR	100		106,396
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24^(e)			100		113,859
Lloyds Banking Group PLC(5 year CMT + 4.82%), 6.75%^(f)(g)		USD	595		641,856
Moody’s Corp., 4.50%, 09/01/22			1,800		1,906,965
Murphy Oil USA, Inc., 4.75%, 09/15/29			106		111,925
Northern Trust Corp., 3.95%, 10/30/25			8,000		8,746,770
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.75%, 06/01/25^(a)			490		504,700
VZ Vendor Financing BV, 2.50%, 01/31/24		EUR	100		112,108


Security	Par (000)			Value

Diversified Financial Services (continued)
WMG Acquisition Corp., 5.50%, 04/15/26^(a)		USD	84	$	88,620

					30,662,358

Diversified Telecommunication Services — 3.7%
AT&T, Inc.:
6.10%, 07/15/40			830		1,051,778
6.38%, 03/01/41			520		689,400
5.15%, 03/15/42			2,400		2,792,863
4.75%, 05/15/46			2,710		3,029,677
CenturyLink, Inc.:
5.63%, 04/01/25			107		113,019
Series P, 7.60%, 09/15/39			108		111,240
Series U, 7.65%, 03/15/42			223		229,661
Series W, 6.75%, 12/01/23			497		552,912
Series Y, 7.50%, 04/01/24⁽ⁱ⁾			534		600,750
Cincinnati Bell, Inc.^(a):
7.00%, 07/15/24			195		182,569
8.00%, 10/15/25			127		115,888
Frontier Communications Corp., 8.00%, 04/01/27^(a)			1,219		1,258,617
GCI LLC, 6.63%, 06/15/24^(a)			93		100,673
Level 3 Financing, Inc.:
5.38%, 05/01/25			36		37,260
5.25%, 03/15/26			638		664,317
Qwest Corp., 6.75%, 12/01/21			3		3,217
SoftBank Group Corp., 4.00%, 04/20/23		EUR	100		117,435
Telecom Argentina SA, 8.00%, 07/18/26^(a)		USD	170		148,962
Telecom Italia Capital SA:
6.38%, 11/15/33			74		81,955
6.00%, 09/30/34			300		320,956
7.20%, 07/18/36			12		14,047
7.72%, 06/04/38			40		49,075
Telecom Italia SpA:
4.00%, 04/11/24		EUR	100		120,722
5.30%, 05/30/24^(a)		USD	200		215,054
Verizon Communications, Inc.:
6.40%, 02/15/38			5,700		7,838,932
6.55%, 09/15/43			6,751		9,994,348

					30,435,327

Electric Utilities — 5.5%
Berkshire Hathaway Energy Co., 6.50%, 09/15/37			5,515		7,784,090
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		555,364
CMS Energy Corp., 5.05%, 03/15/22			1,832		1,936,186
Duke Energy Carolinas LLC:
6.10%, 06/01/37			640		882,399
6.00%, 01/15/38			1,675		2,286,283
4.25%, 12/15/41			750		871,301


Security	Par (000)			Value

Electric Utilities (continued)
Duke Energy Florida LLC, 6.40%, 06/15/38		USD	770	$	1,131,131
E.ON International Finance BV, 6.65%, 04/30/38^(a)			3,100		4,241,642
Electricite de France SA, 5.60%, 01/27/40^(a)			2,800		3,494,156
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(a)			201		205,869
Energuate Trust, 5.88%, 05/03/27^(a)			201		203,387
Florida Power Corp., 6.35%, 09/15/37			2,775		3,930,137
NextEra Energy Operating Partners LP^(a):
4.25%, 07/15/24			321		329,770
4.25%, 09/15/24			58		59,595
4.50%, 09/15/27			77		78,540
Ohio Power Co., Series D, 6.60%, 03/01/33			3,000		4,144,452
PacifiCorp, 6.25%, 10/15/37			1,225		1,723,169
Public Service Co. of Colorado, Series 17, 6.25%, 09/01/37			2,550		3,619,059
Southern California Edison Co., 5.63%, 02/01/36			1,300		1,564,424
Southern Co., 4.40%, 07/01/46			1,000		1,122,891
Talen Energy Supply LLC:
6.50%, 06/01/25			30		22,625
10.50%, 01/15/26^(a)			30		25,450
Virginia Electric & Power Co., Series A, 6.00%, 05/15/37			3,920		5,338,391

					45,550,311

Electronic Equipment, Instruments & Components — 0.3%
CDW LLC/CDW Finance Corp.:
5.00%, 09/01/25			490		510,825
4.25%, 04/01/28			83		86,710
Corning, Inc., 4.38%, 11/15/57			2,000		1,999,256
Itron, Inc., 5.00%, 01/15/26^(a)			18		18,618

					2,615,409

Energy Equipment & Services — 0.5%
Apergy Corp., 6.38%, 05/01/26			146		144,540
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27^(a)			182		187,388
Enterprise Products Operating LLC, 6.13%, 10/15/39			1,400		1,817,432
Gates Global LLC/Gates Global Co., 6.25%, 01/15/26^(a)			152		152,017
Halliburton Co., 5.00%, 11/15/45			500		558,220
Pattern Energy Group, Inc., 5.88%, 02/01/24^(a)			250		257,500
Transocean, Inc.^(a):
9.00%, 07/15/23			559		570,348
7.50%, 01/15/26			20		17,957


Security	Par (000)			Value

Energy Equipment & Services (continued)
USA Compression Partners LP/USA Compression Finance Corp.:
6.88%, 04/01/26		USD	278	$	285,645
6.88%, 09/01/27^(a)			327		334,455

					4,325,502

Environmental, Maintenance, & Security Service — 0.1%
Tervita Corp., 7.63%, 12/01/21^(a)			199		198,978
Waste Pro USA, Inc., 5.50%, 02/15/26^(a)			190		196,175

					395,153

Equity Real Estate Investment Trusts (REITs) — 1.5%
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26^(a)			102		106,335
ERP Operating LP, 4.50%, 06/01/45			1,155		1,390,886
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(a)			150		146,875
GLP Capital LP/GLP Financing II, Inc.:
5.25%, 06/01/25			71		77,925
5.38%, 04/15/26			98		107,989
Healthpeak Properties, Inc., 4.00%, 06/01/25			2,000		2,152,850
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.63%, 04/01/25			92		94,530
Iron Mountain, Inc.^(a):
4.88%, 09/15/27			234		240,435
4.88%, 09/15/29			125		126,562
iStar, Inc.:
6.00%, 04/01/22			48		49,080
5.25%, 09/15/22			17		17,394
Marriott Ownership Resorts, Inc./ILG LLC, 6.50%, 09/15/26			24		26,100
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.:
5.63%, 05/01/24			895		984,500
4.50%, 09/01/26			317		333,642
5.75%, 02/01/27^(a)			16		17,920
4.50%, 01/15/28			247		258,115
MPT Operating Partnership LP/MPT Finance Corp.:
5.50%, 05/01/24			30		30,825
5.00%, 10/15/27			598		627,900
4.63%, 08/01/29			415		435,219
NH Hotel Group SA, 3.75%, 10/01/23		EUR	115		128,861
Ryman Hospitality Properties, Inc., 4.75%, 10/15/27^(a)		USD	391		402,730
SBA Communications Corp.:
4.88%, 07/15/22			14		14,193
4.88%, 09/01/24			1,110		1,150,804


Security	Par (000)			Value

Equity Real Estate Investment Trusts (REITs) (continued)
Simon Property Group LP, 4.75%, 03/15/42		USD	1,670	$	2,034,880
Starwood Property Trust, Inc., 5.00%, 12/15/21			77		80,273
Trust F/1401, 6.95%, 01/30/44			476		548,887
Ventas Realty LP, 4.13%, 01/15/26			870		935,804
VICI Properties 1 LLC/VICI FC, Inc., 8.00%, 10/15/23			100		108,859

					12,630,373

Food & Staples Retailing — 0.2%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertson’s LLC:
6.63%, 06/15/24			59		61,892
5.75%, 03/15/25			48		48,960
7.50%, 03/15/26^(a)			65		71,987
4.63%, 01/15/27^(a)			258		254,801
5.88%, 02/15/28^(a)			251		262,609
Post Holdings, Inc., 5.50%, 12/15/29^(a)			156		163,410
Walgreens Boots Alliance, Inc., 4.80%, 11/18/44			1,000		1,033,314

					1,896,973

Food Products — 0.7%
Aramark Services, Inc.:
5.00%, 04/01/25^(a)			218		227,538
4.75%, 06/01/26			154		159,390
5.00%, 02/01/28^(a)			379		397,950
Chobani LLC/Chobani Finance Corp., Inc., 7.50%, 04/15/25^(a)			296		280,460
Darling Ingredients, Inc., 5.25%, 04/15/27^(a)			75		79,219
Graphic Packaging International LLC, 4.75%, 07/15/27^(a)			53		56,180
JBS Investments II GmbH, 5.75%, 01/15/28^(a)			263		276,807
JBS USA LUX SA/JBS USA Finance, Inc.^(a):
5.88%, 07/15/24			370		380,430
5.75%, 06/15/25			785		817,381
6.75%, 02/15/28			275		302,758
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.^(a):
6.50%, 04/15/29			349		386,517
5.50%, 01/15/30			369		393,446
MARB BondCo PLC, 7.00%, 03/15/24			200		208,250
Marfrig Holdings Europe BV, 8.00%, 06/08/23^(a)			222		231,019
MHP Lux SA, 6.25%, 09/19/29^(a)			400		377,000
Performance Food Group, Inc., 5.50%, 10/15/27^(a)			171		181,688
Post Holdings, Inc.^(a):
5.50%, 03/01/25			230		241,213


Security	Par (000)			Value

Food Products (continued)
5.00%, 08/15/26		USD	3	$	3,150
5.75%, 03/01/27			268		287,100
Simmons Foods, Inc., 7.75%, 01/15/24^(a)			157		168,775

					5,456,271

Health Care Equipment & Supplies — 0.4%
Avantor, Inc.^(a):
6.00%, 10/01/24			1,149		1,230,866
9.00%, 10/01/25			712		792,100
Hill-Rom Holdings, Inc., 4.38%, 09/15/27^(a)			58		59,450
Hologic, Inc., 4.63%, 02/01/28^(a)			96		101,280
Immucor, Inc., 11.13%, 02/15/22^(a)			60		60,075
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA, 6.63%, 05/15/22^(a)			1,265		1,246,025
Teleflex, Inc.:
4.88%, 06/01/26			75		78,375
4.63%, 11/15/27			26		27,495

					3,595,666

Health Care Providers & Services — 1.6%
Acadia Healthcare Co., Inc., 5.13%, 07/01/22			45		45,225
Aetna, Inc., 4.50%, 05/15/42			575		624,133
AHP Health Partners, Inc., 9.75%, 07/15/26^(a)			130		139,750
Centene Corp.^(a):
5.38%, 06/01/26			515		546,544
4.25%, 12/15/27^(h)			432		444,420
4.63%, 12/15/29^(h)			1,044		1,094,895
CHS/Community Health Systems, Inc.^(a):
8.63%, 01/15/24			367		378,010
8.00%, 03/15/26			536		535,330
Eagle Holding Co. II LLC^(a)(e):
(7.63% Cash or 8.38% PIK), 7.63%, 05/15/22			59		59,738
(7.750% Cash or 8.50% PIK), 7.75%, 05/15/22			209		212,396
Encompass Health Corp., 5.75%, 11/01/24			15		15,206
Envision Healthcare Crop., 8.75%, 10/15/26^(a)			129		52,568
HCA, Inc.:
5.38%, 02/01/25			554		612,170
5.88%, 02/15/26			3		3,386
5.38%, 09/01/26			281		311,207
5.63%, 09/01/28			520		587,600
5.88%, 02/01/29			359		410,157


Security	Par (000)			Value

Health Care Providers & Services (continued)
MEDNAX, Inc.^(a):
5.25%, 12/01/23		USD	107	$	109,408
6.25%, 01/15/27			375		381,562
Molina Healthcare, Inc.:
5.38%, 11/15/22			104		109,980
4.88%, 06/15/25^(a)			110		112,200
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(a)			344		312,180
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		797,379
NVA Holdings, Inc., 6.88%, 04/01/26^(a)			145		156,600
Polaris Intermediate Corp., (8.50% Cash), 8.50%, 12/01/22^(a)(e)			361		299,540
Regional Care Hospital Partners Holdings, Inc., 8.25%, 05/01/23^(a)			16		17,000
Sotera Health Holdings LLC, 6.50%, 05/15/23^(a)			189		195,143
Surgery Center Holdings Inc., 10.00%, 04/15/27^(a)			165		173,250
Surgery Center Holdings, Inc., 6.75%, 07/01/25^(a)			260		250,250
Team Health Holdings, Inc., 6.38%, 02/01/25^(a)(i)			68		36,040
Tenet Healthcare Corp.:
8.13%, 04/01/22			715		781,137
4.63%, 07/15/24			744		770,040
4.63%, 09/01/24^(a)			230		237,475
4.88%, 01/01/26^(a)			892		926,565
6.25%, 02/01/27^(a)			181		193,670
5.13%, 11/01/27^(a)			582		608,190
Vizient, Inc., 6.25%, 05/15/27^(a)			250		270,625
WellCare Health Plans, Inc.:
5.25%, 04/01/25			195		204,019
5.38%, 08/15/26^(a)			197		209,805

					13,224,793

Health Care Technology — 0.2%
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(a)			586		605,045
IQVIA, Inc. ^(a):
3.25%, 03/15/25		EUR	100		112,521
5.00%, 10/15/26		USD	280		294,000
5.00%, 05/15/27			468		491,400

					1,502,966

Hotels, Restaurants & Leisure — 2.1%
1011778 BC ULC/New Red Finance, Inc.^(a):
4.25%, 05/15/24			100		102,250
5.00%, 10/15/25			896		929,179
3.88%, 01/15/28			283		284,769
4.38%, 01/15/28			222		222,833


Security	Par (000)			Value

Hotels, Restaurants & Leisure (continued)
Boyd Gaming Corp., 6.00%, 08/15/26		USD	68	$	72,420
Boyne USA, Inc., 7.25%, 05/01/25^(a)			109		118,265
Cedar Fair LP, 5.25%, 07/15/29^(a)			281		299,967
Churchill Downs, Inc.^(a):
5.50%, 04/01/27			535		569,775
4.75%, 01/15/28			252		260,820
CPUK Finance Ltd., 4.25%, 02/28/47		GBP	100		131,268
Eldorado Resorts, Inc., 6.00%, 09/15/26		USD	70		77,056
Golden Nugget, Inc., 6.75%, 10/15/24^(a)			896		925,120
Hilton Domestic Operating Co., Inc.:
4.25%, 09/01/24			56		56,980
5.13%, 05/01/26			207		217,868
4.88%, 01/15/30			787		836,187
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27			124		131,440
IRB Holding Corp., 6.75%, 02/15/26^(a)			76		79,325
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC ^(a):
5.25%, 06/01/26			75		79,508
4.75%, 06/01/27			158		164,320
Lions Gate Capital Holdings LLC^(a):
6.38%, 02/01/24			16		15,560
5.88%, 11/01/24			109		104,936
MGM Resorts International:
6.63%, 12/15/21			727		791,339
7.75%, 03/15/22			305		341,981
6.00%, 03/15/23			253		278,300
5.75%, 06/15/25			26		29,023
4.63%, 09/01/26			12		12,627
Sabre GLBL, Inc.^(a):
5.38%, 04/15/23			62		63,550
5.25%, 11/15/23			151		154,775
Scientific Games International, Inc.:
10.00%, 12/01/22			193		198,115
5.00%, 10/15/25^(a)			599		625,673
3.38%, 02/15/26		EUR	100		113,206
8.25%, 03/15/26^(a)		USD	479		518,565
7.00%, 05/15/28^(a)			177		184,523
7.25%, 11/15/29^(a)			206		215,270
Six Flags Entertainment Corp.^(a):
4.88%, 07/31/24			524		542,340
5.50%, 04/15/27			171		178,695
Station Casinos LLC, 5.00%, 10/01/25^(a)			243		246,645
Unique Pub Finance Co. PLC:
Series A4, 5.66%, 06/30/27		GBP	841		1,251,731
Series M, 7.40%, 03/28/24			3,000		4,433,842
Series N, 6.46%, 03/30/32			100		164,298
Wyndham Destinations, Inc.:
5.40%, 04/01/24		USD	6		6,345
5.75%, 04/01/27			44		47,630


Security	Par (000)			Value

Hotels, Restaurants & Leisure (continued)
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(a)		USD	130	$	137,150
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(a)			110		114,675
Wynn Macau Ltd., 5.50%, 10/01/27^(a)			400		410,625
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.13%, 10/01/29^(a)			320		338,800
Yum! Brands, Inc.:
3.88%, 11/01/23			27		27,878
4.75%, 01/15/30^(a)			244		252,540
5.35%, 11/01/43			44		43,230

					17,403,217

Household Durables — 0.3%
Algeco Global Finance PLC, 8.00%, 02/15/23^(a)			400		391,000
Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.25%, 09/15/27^(a)			148		154,660
Controladora Mabe SA de CV, 5.60%, 10/23/28^(a)			215		234,350
Lennar Corp.:
6.25%, 12/15/21			196		206,535
4.88%, 12/15/23			85		90,844
4.75%, 05/30/25			90		96,664
5.25%, 06/01/26			38		41,515
4.75%, 11/29/27			239		257,522
Mattamy Group Corp., 6.88%, 12/15/23^(a)			76		78,751
MDC Holdings, Inc., 6.00%, 01/15/43			72		73,224
Meritage Homes Corp., 5.13%, 06/06/27			35		37,188
PulteGroup, Inc., 6.38%, 05/15/33			216		250,560
Taylor Morrison Communities, Inc., 5.88%, 06/15/27^(a)			161		174,282
Tempur Sealy International, Inc., 5.50%, 06/15/26			67		70,350
TRI Pointe Group, Inc.:
4.88%, 07/01/21			73		74,643
5.25%, 06/01/27			28		29,050

					2,261,138

Household Products — 0.1%
ACCO Brands Corp., 5.25%, 12/15/24^(a)			59		61,212
Energizer Holdings, Inc.^(a):
6.38%, 07/15/26			29		30,958
7.75%, 01/15/27			256		286,080


Security	Par (000)			Value

Household Products (continued)
Spectrum Brands, Inc., 5.00%, 10/01/29^(a)		USD	68	$	69,360

					447,610

Independent Power and Renewable Electricity Producers — 0.5%
Calpine Corp.:
5.38%, 01/15/23			674		683,268
5.88%, 01/15/24^(a)			184		187,680
5.50%, 02/01/24			39		39,684
5.75%, 01/15/25			293		297,395
5.25%, 06/01/26^(a)			424		443,135
Clearway Energy Operating LLC:
5.38%, 08/15/24			215		220,375
5.75%, 10/15/25			112		117,600
Colbun SA, 3.95%, 10/11/27^(a)			200		206,188
Genneia SA, 8.75%, 01/20/22^(a)			370		245,125
NRG Energy, Inc.:
6.63%, 01/15/27			795		860,588
5.75%, 01/15/28			18		19,440
5.25%, 06/15/29^(a)			474		508,033
TerraForm Power Operating LLC^(a):
4.25%, 01/31/23			63		64,076
5.00%, 01/31/28			128		133,041
4.75%, 01/15/30			212		213,049
Vistra Energy Corp., 5.88%, 06/01/23			7		7,141

					4,245,818

Industrial Conglomerates — 0.1%
BWX Technologies, Inc., 5.38%, 07/15/26^(a)			248		261,640
General Electric Co., 6.88%, 01/10/39			135		181,616
Smiths Group PLC, 3.63%, 10/12/22^(a)			360		366,392
Vertiv Group Corp., 9.25%, 10/15/24^(a)			267		262,328

					1,071,976

Insurance — 2.0%
Acrisure LLC/Acrisure Finance, Inc., 8.13%, 02/15/24^(a)			106		112,625
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27^(a)			602		636,615
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25			1,495		1,564,335
AmWINS Group, Inc., 7.75%, 07/01/26^(a)			143		154,619
Aon PLC:
3.88%, 12/15/25			1,445		1,547,679
4.60%, 06/14/44			500		577,729
Assicurazioni Generali SpA(3 mo. Euribor + 5.35%), 5.50%, 10/27/47^(f)		EUR	100		132,602
AXA SA(3 mo. Euribor + 3.05%), 5.25%, 04/16/40^(f)			500		561,103
Five Corners Funding Trust, 4.42%, 11/15/23^(a)		USD	2,050		2,217,549


Security	Par (000)			Value

Insurance (continued)
GTCR AP Finance, Inc., 8.00%, 05/15/27^(a)		USD	171	$	173,565
HUB International Ltd., 7.00%, 05/01/26^(a)			829		849,725
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(a)			2,000		2,749,489
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (3 mo. Euribor + 3.50%), 6.00%, 05/26/41^(f)		EUR	400		478,920
Nationstar Mortgage Holdings, Inc.^(a):
8.13%, 07/15/23		USD	357		381,990
9.13%, 07/15/26			170		187,850
Nationwide Building Society (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(f)			720		740,560
Prudential Financial, Inc.:
5.90%, 03/17/36			500		644,129
5.70%, 12/14/36			1,625		2,188,396
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(a)			700		812,701

					16,712,181

Interactive Media & Services — 0.3%
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27^(a)			184		193,200
Match Group, Inc., 5.63%, 02/15/29^(a)			107		112,992
Netflix, Inc.:
4.88%, 04/15/28			31		31,753
5.88%, 11/15/28			455		497,087
3.88%, 11/15/29		EUR	100		115,138
5.38%, 11/15/29^(a)		USD	574		604,192
3.63%, 06/15/30		EUR	100		111,554
4.88%, 06/15/30^(a)		USD	315		317,363
Rackspace Hosting, Inc., 8.63%, 11/15/24^(a)(i)			99		95,783
Uber Technologies, Inc.^(a):
7.50%, 11/01/23⁽ⁱ⁾			154		158,620
7.50%, 09/15/27			213		211,136

					2,448,818

IT Services — 0.4%
Banff Merger Sub, Inc., 9.75%, 09/01/26^(a)			1,007		943,811
Camelot Finance SA, 4.50%, 11/01/26^(a)			416		423,884
Fidelity National Information Services, Inc., 4.50%, 08/15/46			1,000		1,156,110
Gartner, Inc., 5.13%, 04/01/25^(a)			209		219,126
InterXion Holding NV, 4.75%, 06/15/25		EUR	100		119,407
Outfront Media Capital LLC/Outfront Media Capital Corp., 5.00%, 08/15/27^(a)		USD	324		338,175


Security	Par (000)			Value

IT Services (continued)
WEX, Inc., 4.75%, 02/01/23^(a)		USD	105	$	106,050
Xerox Corp., 4.80%, 03/01/35			122		109,800

					3,416,363

Leisure Products — 0.1%
Mattel, Inc.^(a):
6.75%, 12/31/25			591		619,072
5.88%, 12/15/27			138		139,739

					758,811

Life Sciences Tools & Services — 0.2%
Thermo Fisher Scientific, Inc., 5.30%, 02/01/44			1,000		1,293,061


Machinery — 0.3%
Colfax Corp.^(a):
6.00%, 02/15/24			283		299,980
6.38%, 02/15/26			201		217,080
Manitowoc Co., Inc., 9.00%, 04/01/26^(a)			120		121,800
Mueller Water Products, Inc., 5.50%, 06/15/26^(a)			192		201,600
Platin 1426 GmbH, 5.38%, 06/15/23		EUR	100		106,610
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(a)		USD	409		420,247
SPX FLOW, Inc.^(a):
5.63%, 08/15/24			149		155,333
5.88%, 08/15/26			35		36,794
Terex Corp., 5.63%, 02/01/25^(a)			301		305,277
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(a)			484		457,380
Wabash National Corp., 5.50%, 10/01/25^(a)			176		174,240

					2,496,341

Media — 5.2%
Altice Financing SA^(a):
6.63%, 02/15/23			203		207,567
7.50%, 05/15/26			792		842,450
Altice France SA^(a):
7.38%, 05/01/26			1,106		1,180,655
8.13%, 02/01/27			678		750,885
5.50%, 01/15/28			613		619,130
Altice Luxembourg SA:
7.63%, 02/15/25^(a)			248		258,230
8.00%, 05/15/27		EUR	100		122,096
10.50%, 05/15/27^(a)		USD	888		1,006,992
AMC Networks, Inc.:
5.00%, 04/01/24			2		2,008
4.75%, 08/01/25			252		250,110
CCO Holdings LLC/CCO Holdings Capital Corp.^(a):
5.13%, 05/01/27			768		814,080


Security	Par (000)			Value

Media (continued)
5.88%, 05/01/27		USD	18	$	19,170
5.00%, 02/01/28			339		356,797
5.38%, 06/01/29			868		929,845
4.75%, 03/01/30			168		172,620
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25			4,700		5,154,679
Clear Channel Worldwide Holdings, Inc.^(a):
9.25%, 02/15/24			878		967,161
5.13%, 08/15/27			1,139		1,184,560
Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22			2,600		3,151,037
Comcast Corp.:
6.45%, 03/15/37			790		1,122,009
4.60%, 08/15/45			2,000		2,424,085
4.70%, 10/15/48			3,000		3,725,024
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26^(a)			893		916,441
CSC Holdings LLC:
6.75%, 11/15/21			137		147,446
5.38%, 07/15/23^(a)			340		348,925
5.25%, 06/01/24			240		258,000
6.63%, 10/15/25^(a)			200		212,780
10.88%, 10/15/25^(a)			654		735,750
5.50%, 05/15/26^(a)			200		211,282
5.38%, 02/01/28^(a)			200		211,500
5.75%, 01/15/30^(a)			443		466,811
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26^(a)			406		412,090
Discovery Communications LLC:
3.25%, 04/01/23			1,850		1,897,120
3.45%, 03/15/25			210		218,050
DISH DBS Corp.:
6.75%, 06/01/21			443		466,763
5.88%, 07/15/22			718		750,310
5.00%, 03/15/23			284		286,130
5.88%, 11/15/24			44		43,945
eircom Finance DAC, 3.50%, 05/15/26		EUR	100		115,030
Entercom Media Corp., 6.50%, 05/01/27^(a)		USD	173		182,515
Entertainment One Ltd., 4.63%, 07/15/26		GBP	100		140,063
Gray Television, Inc.^(a):
5.13%, 10/15/24		USD	3		3,113
7.00%, 05/15/27			137		151,728
Hughes Satellite Systems Corp., 5.25%, 08/01/26			110		119,350
iHeartCommunications, Inc.:
6.38%, 05/01/26			104		112,492


Security	Par (000)			Value

Media (continued)
5.25%, 08/15/27^(a)		USD	127	$	130,486
4.75%, 01/15/28^(a)			106		106,668
Intelsat Jackson Holdings SA:
5.50%, 08/01/23			314		249,536
9.75%, 07/15/25^(a)			554		465,360
Interpublic Group of Cos., Inc., 3.75%, 02/15/23			2,000		2,088,925
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27^(a)			200		206,250
Live Nation Entertainment, Inc., 4.75%, 10/15/27^(a)			121		124,630
Meredith Corp., 6.88%, 02/01/26			40		41,100
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(a)			108		113,325
Qualitytech LP/QTS Finance Corp., 4.75%, 11/15/25^(a)			104		107,900
Radiate Holdco LLC/Radiate Finance, Inc., 6.88%, 02/15/23^(a)			43		43,860
Sable International Finance Ltd., 5.75%, 09/07/27^(a)			200		209,750
Sirius XM Radio, Inc.^(a):
4.63%, 07/15/24			92		96,370
5.38%, 04/15/25			3		3,105
5.38%, 07/15/26			2		2,113
5.00%, 08/01/27			497		523,092
5.50%, 07/01/29			308		330,715
TCI Communications, Inc., 7.88%, 02/15/26			610		798,464
TEGNA, Inc., 5.50%, 09/15/24^(a)			45		46,350
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(a)			200		212,000
Telesat Canada/Telesat LLC, 4.88%, 06/01/27^(a)(h)			209		212,396
Univision Communications, Inc.^(a):
5.13%, 05/15/23			202		199,223
5.13%, 02/15/25			52		50,115
Viacom, Inc., 5.85%, 09/01/43			645		795,350
Videotron Ltd., 5.13%, 04/15/27^(a)			227		241,041
Virgin Media Finance PLC, 5.75%, 01/15/25^(a)			515		530,450
Virgin Media Secured Finance PLC:
4.88%, 01/15/27		GBP	100		131,917
5.50%, 05/15/29^(a)		USD	200		210,000
Walt Disney Co., 7.63%, 11/30/28			385		531,843
Ziggo Bond Co. BV^(a):
5.88%, 01/15/25			260		267,800
6.00%, 01/15/27			150		157,351
Ziggo BV^(a):
5.50%, 01/15/27			314		332,463


Security	Par (000)			Value

Media (continued)
4.88%, 01/15/30		USD	200	$	205,000

					43,433,772

Metals & Mining — 0.9%
Allegheny Technologies, Inc., 5.88%, 12/01/27			177		181,868
Big River Steel LLC/BRS Finance Corp., 7.25%, 09/01/25^(a)			197		203,186
Constellium SE^(a):
5.75%, 05/15/24			832		856,003
6.63%, 03/01/25			264		274,565
5.88%, 02/15/26			519		540,733
Freeport-McMoRan, Inc.:
3.55%, 03/01/22			416		418,080
3.88%, 03/15/23			924		942,850
5.00%, 09/01/27			140		143,675
5.25%, 09/01/29			151		155,341
5.40%, 11/14/34			245		243,163
5.45%, 03/15/43			752		721,920
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(a)			200		212,500
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(a)			164		163,683
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22^(a)			84		88,788
Kaiser Aluminum Corp., 4.63%, 03/01/28^(a)			90		92,376
Nexa Resources SA, 5.38%, 05/04/27^(a)			299		314,698
Novelis Corp.^(a):
6.25%, 08/15/24			881		926,407
5.88%, 09/30/26			551		577,172
Rio Tinto Finance USA PLC, 4.75%, 03/22/42			400		494,890
thyssenkrupp AG, 2.88%, 02/22/24		EUR	51		57,275
Vale Overseas Ltd., 6.25%, 08/10/26		USD	237		273,735

					7,882,908

Multi-Utilities — 0.0%
Superior Plus LP/Superior General Partner, Inc., 7.00%, 07/15/26^(a)			187		201,053


Multiline Retail — 0.0%
Dufry One BV, 2.00%, 02/15/27		EUR	100		110,284


Offshore Drilling & Other Services — 0.0%
Entegris, Inc., 4.63%, 02/10/26^(a)		USD	135		139,518


Oil, Gas & Consumable Fuels — 5.6%
Aker BP ASA, 4.75%, 06/15/24^(a)			310		322,787
Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.38%, 09/15/24			35		29,925


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
Antero Resources Corp., 5.38%, 11/01/21		USD	100	$	92,375
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 10.00%, 04/01/22^(a)			172		165,120
Berkshire Hathaway Energy Co., 5.95%, 05/15/37			750		1,034,690
Berry Petroleum Co. LLC, 7.00%, 02/15/26^(a)			106		91,616
Brazos Valley Longhorn LLC/Brazos Valley Longhorn Finance Corp., 6.88%, 02/01/25			120		93,600
Callon Petroleum Co.:
6.13%, 10/01/24			129		122,550
Series WI, 6.38%, 07/01/26			186		173,445
Carrizo Oil & Gas, Inc.:
6.25%, 04/15/23			205		197,312
8.25%, 07/15/25			128		125,440
Cenovus Energy, Inc., 4.25%, 04/15/27			400		420,012
Centennial Resource Production LLC, 6.88%, 04/01/27^(a)			156		152,117
Cheniere Energy Partners LP:
5.63%, 10/01/26			141		148,400
4.50%, 10/01/29^(a)			395		397,093
Series WI, 5.25%, 10/01/25			33		33,990
Chesapeake Energy Corp.:
6.63%, 08/15/20			179		161,100
4.88%, 04/15/22			388		271,600
5.75%, 03/15/23			134		81,405
7.00%, 10/01/24			90		45,900
8.00%, 03/15/26^(a)			86		39,560
CNX Resources Corp., 5.88%, 04/15/22			557		540,290
Comstock Resources, Inc., 9.75%, 08/15/26			136		112,200
ConocoPhillips, 6.50%, 02/01/39			600		872,610
ConocoPhillips Canada Funding Co., 5.95%, 10/15/36			685		922,934
CONSOL Energy, Inc., 11.00%, 11/15/25^(a)			284		241,400
Covey Park Energy LLC/Covey Park Finance Corp., 7.50%, 05/15/25^(a)			175		135,625
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.:
6.25%, 04/01/23			11		11,028
5.63%, 05/01/27^(a)			238		229,664
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(a)			697		688,723
DCP Midstream Operating LP:
5.38%, 07/15/25			118		125,668
5.13%, 05/15/29			65		65,975
6.45%, 11/03/36^(a)			148		153,920
6.75%, 09/15/37^(a)			222		228,660


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
Denbury Resources, Inc.^(a):
9.00%, 05/15/21		USD	170	$	149,175
9.25%, 03/31/22			125		103,437
Devon Energy Corp., 5.85%, 12/15/25			1,000		1,184,869
eG Global Finance PLC:
6.75%, 02/07/25^(a)			241		237,987
6.25%, 10/30/25		EUR	142		164,028
8.50%, 10/30/25^(a)		USD	200		209,500
Enbridge, Inc.(3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78^(f)			1,935		2,075,287
Endeavor Energy Resources LP/EER Finance, Inc.^(a):
5.50%, 01/30/26			352		359,920
5.75%, 01/30/28			314		328,651
Energy Transfer Operating LP:
4.05%, 03/15/25			500		517,692
4.75%, 01/15/26			1,250		1,336,434
5.30%, 04/15/47			540		560,942
EnLink Midstream LLC, 5.38%, 06/01/29			50		42,360
EnLink Midstream Partners LP:
4.40%, 04/01/24			144		132,480
4.15%, 06/01/25			14		12,355
4.85%, 07/15/26			22		19,449
5.60%, 04/01/44			122		85,400
5.05%, 04/01/45			147		99,960
5.45%, 06/01/47			16		11,200
EOG Resources, Inc., 5.10%, 01/15/36			200		245,419
Extraction Oil & Gas, Inc.^(a):
7.38%, 05/15/24			218		98,645
5.63%, 02/01/26			306		140,760
Genesis Energy LP/Genesis Energy Finance Corp.:
6.00%, 05/15/23			48		44,855
5.63%, 06/15/24			23		20,758
6.50%, 10/01/25			59		53,394
6.25%, 05/15/26			74		64,514
GNL Quintero SA, 4.63%, 07/31/29^(a)			200		207,791
Great Western Petroleum LLC/Great Western Finance, Inc., 9.00%, 09/30/21^(a)			390		315,900
Hess Corp., 4.30%, 04/01/27			1,100		1,156,408
Hess Infrastructure Partners LP/Hess Infrastructure Partners Finance Corp., 5.63%, 02/15/26^(a)			128		133,120
Impulsora Pipeline LLC, 6.05%, 01/01/43^(d)			1,762		1,910,245
Indigo Natural Resources LLC, 6.88%, 02/15/26^(a)			180		163,350
KeySpan Gas East Corp., 5.82%, 04/01/41^(a)			1,010		1,327,895
Kinder Morgan, Inc.:
4.30%, 06/01/25			1,750		1,886,566
5.05%, 02/15/46			1,750		1,939,274


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
Marathon Petroleum Corp., 6.50%, 03/01/41		USD	2,049	$	2,598,992
Matador Resources Co., 5.88%, 09/15/26			243		239,967
MEG Energy Corp.^(a):
6.38%, 01/30/23			156		152,880
7.00%, 03/31/24			48		47,070
6.50%, 01/15/25			465		483,340
MPLX LP, 4.25%, 12/01/27^(a)			250		262,135
Murphy Oil Corp.:
5.75%, 08/15/25			65		66,542
5.88%, 12/01/27			90		90,469
5.88%, 12/01/42			63		56,015
Nabors Industries, Inc., 4.63%, 09/15/21			116		110,200
New Enterprise Stone & Lime Co., Inc.^(a):
10.13%, 04/01/22			94		98,817
6.25%, 03/15/26			53		55,518
NGPL PipeCo LLC, 7.77%, 12/15/37^(a)			138		176,317
Noble Holding International Ltd.:
7.75%, 01/15/24⁽ⁱ⁾			14		7,140
7.88%, 02/01/26^(a)			108		67,770
NuStar Logistics LP, 6.00%, 06/01/26			99		105,930
Occidental Petroleum Corp., 5.55%, 03/15/26			1,500		1,700,214
Pacific Drilling SA, 8.38%, 10/01/23^(a)			380		305,900
Parsley Energy LLC/Parsley Finance Corp.^(a):
6.25%, 06/01/24			94		97,525
5.38%, 01/15/25			107		109,405
5.25%, 08/15/25			40		40,613
5.63%, 10/15/27			195		201,581
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 06/15/25			79		83,543
PDC Energy, Inc.:
6.13%, 09/15/24			69		68,655
5.75%, 05/15/26			79		74,578
Petrobras Global Finance BV:
5.30%, 01/27/25			178		192,596
8.75%, 05/23/26			222		282,495
6.00%, 01/27/28			239		266,846
7.25%, 03/17/44			220		263,244
Petroleos Mexicanos, 6.50%, 03/13/27			148		154,880
QEP Resources, Inc.:
6.88%, 03/01/21			113		114,605
5.38%, 10/01/22			198		193,545
5.25%, 05/01/23			93		88,350
5.63%, 03/01/26			146		132,488
Range Resources Corp.:
5.75%, 06/01/21			76		75,810
5.88%, 07/01/22			79		76,038
5.00%, 08/15/22			100		94,750
Rowan Cos., Inc., 4.88%, 06/01/22			318		195,570


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26		USD	1,750	$	2,001,769
Saudi Arabian Oil Co., 3.50%, 04/16/29			200		208,875
SM Energy Co.:
6.13%, 11/15/22			84		81,900
5.00%, 01/15/24			170		156,400
5.63%, 06/01/25			35		31,850
6.75%, 09/15/26			54		49,140
6.63%, 01/15/27			31		28,210
Southwestern Energy Co.:
6.20%, 01/23/25			99		86,132
7.75%, 10/01/27			52		45,175
SRC Energy, Inc., 6.25%, 12/01/25			34		33,235
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		1,360,730
Sunoco Logistics Partners Operations LP, 3.90%, 07/15/26			310		318,200
Sunoco LP/Sunoco Finance Corp.:
6.00%, 04/15/27			85		90,068
Series WI, 4.88%, 01/15/23			127		129,857
Series WI, 5.50%, 02/15/26			21		21,709
Series WI, 5.88%, 03/15/28			4		4,200
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(a):
4.75%, 10/01/23			15		14,475
5.50%, 09/15/24			238		231,752
5.50%, 01/15/28			161		148,928
Targa Resources Partners LP/Targa Resources Partners Finance Corp.:
5.13%, 02/01/25			95		97,603
5.88%, 04/15/26			254		267,259
5.38%, 02/01/27			2		2,035
6.50%, 07/15/27^(a)			195		207,980
5.00%, 01/15/28			98		97,269
6.88%, 01/15/29^(a)			511		551,880
5.50%, 03/01/30^(a)			230		230,644
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		565,103
Viper Energy Partners LP, 5.38%, 11/01/27^(a)			75		77,997
Western Midstream Operating LP, 5.38%, 06/01/21			1,425		1,467,161
Williams Cos., Inc.:
3.90%, 01/15/25			1,150		1,198,658
4.00%, 09/15/25			750		790,398
WPX Energy, Inc.:
8.25%, 08/01/23			43		48,280
5.25%, 09/15/24			75		76,648
5.75%, 06/01/26			6		6,157


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
YPF SA, 8.50%, 07/28/25		USD	316	$	261,292

					46,290,056

Paper & Forest Products — 0.1%
International Paper Co., 6.00%, 11/15/41			870		1,070,821
Norbord, Inc., 6.25%, 04/15/23^(a)			111		118,354

					1,189,175

Pharmaceuticals — 2.3%
AbbVie, Inc.:
3.60%, 05/14/25			870		912,350
3.20%, 05/14/26			500		514,603
4.45%, 05/14/46			2,095		2,252,639
Allergan Funding SCS:
3.80%, 03/15/25			3,250		3,410,957
4.55%, 03/15/35			2,140		2,330,915
Allergan Sales LLC, 5.00%, 12/15/21^(a)			758		793,396
Bausch Health Americas, Inc., 8.50%, 01/31/27^(a)			745		843,712
Bausch Health Cos., Inc.:
5.50%, 03/01/23^(a)			131		131,983
4.50%, 05/15/23		EUR	276		307,898
5.88%, 05/15/23^(a)		USD	81		82,013
7.00%, 03/15/24^(a)			475		496,969
6.13%, 04/15/25^(a)			331		344,230
5.50%, 11/01/25^(a)			661		690,745
9.00%, 12/15/25^(a)			362		408,155
5.75%, 08/15/27^(a)			248		268,770
7.00%, 01/15/28^(a)			274		300,209
7.25%, 05/30/29^(a)			341		382,041
Catalent Pharma Solutions, Inc.^(a):
4.88%, 01/15/26			234		241,313
5.00%, 07/15/27			254		263,525
Charles River Laboratories International, Inc.^(a):
5.50%, 04/01/26			234		249,210
4.25%, 05/01/28			94		94,705
CVS Health Corp.:
5.13%, 07/20/45			700		827,009
5.05%, 03/25/48			1,221		1,444,601
Elanco Animal Health, Inc., 4.90%, 08/28/28			173		187,068
Mylan NV, 3.95%, 06/15/26			750		780,033
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(a)			433		409,185
Rossini Sarl, 6.75%, 10/30/25		EUR	112		137,130

					19,105,364

Professional Services — 0.1%
ASGN, Inc., 4.63%, 05/15/28^(a)		USD	181		181,905
Dun & Bradstreet Corp.^(a):
6.88%, 08/15/26			603		657,270


Security	Par (000)			Value

Professional Services (continued)
10.25%, 02/15/27		USD	314	$	350,110

					1,189,285

Real Estate Management & Development — 0.1%
ADLER Real Estate AG, 3.00%, 04/27/26		EUR	100		113,679
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(a)		USD	126		130,935
Howard Hughes Corp., 5.38%, 03/15/25^(a)			89		93,377
Newmark Group, Inc., 6.13%, 11/15/23			64		70,348
Residomo SRO, 3.38%, 10/15/24		EUR	100		114,174

					522,513

Road & Rail — 0.8%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40		USD	1,890		2,571,650
CSX Corp., 4.75%, 05/30/42			350		415,165
Flexi-Van Leasing, Inc., 10.00%, 02/15/23^(a)			122		116,205
Herc Holdings, Inc., 5.50%, 07/15/27^(a)			253		264,701
Hertz Corp.^(a):
7.63%, 06/01/22			86		89,440
6.00%, 01/15/28			206		204,735
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(a)			2,751		3,134,048

					6,795,944

Semiconductors & Semiconductor Equipment — 0.6%
Advanced Micro Devices, Inc., 7.50%, 08/15/22			51		57,630
Analog Devices, Inc., 3.90%, 12/15/25			470		507,027
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27			2,850		2,909,291
Microchip Technology, Inc., 1.63%, 02/15/25^(j)			53		102,683
ON Semiconductor Corp., 1.00%, 12/01/20^(j)			168		210,292
Qorvo, Inc., 5.50%, 07/15/26			204		217,005
QUALCOMM, Inc., 4.65%, 05/20/35			250		297,298
Sensata Tech, Inc., 4.38%, 02/15/30^(a)			128		127,674
Sensata Technologies BV, 5.00%, 10/01/25^(a)			370		400,525

					4,829,425

Software — 2.0%
ACI Worldwide, Inc., 5.75%, 08/15/26^(a)			433		461,686
CA, Inc., 3.60%, 08/15/22			705		721,467
CDK Global, Inc.:
4.88%, 06/01/27			440		460,948
5.25%, 05/15/29^(a)			84		89,053


Security	Par (000)			Value

Software (continued)
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho, 10.00%, 11/30/24^(a)		USD	691	$	743,689
Infor US, Inc., 6.50%, 05/15/22			1,519		1,547,557
Informatica LLC, 7.13%, 07/15/23^(a)			589		598,571
Microsoft Corp., 3.50%, 11/15/42			4,000		4,399,864
MSCI, Inc.^(a):
5.25%, 11/15/24			28		28,770
4.00%, 11/15/29			51		51,255
Nuance Communications, Inc., 5.63%, 12/15/26			169		179,563
Oracle Corp., 5.38%, 07/15/40			3,025		3,946,219
Outfront Media Capital LLC/Outfront Media Capital Corp., 4.63%, 03/15/30^(a)			129		130,210
PTC, Inc., 6.00%, 05/15/24			125		130,469
RP Crown Parent LLC, 7.38%, 10/15/24^(a)			461		477,135
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24^(a)			1,120		1,166,200
Sophia LP/Sophia Finance, Inc., 9.00%, 09/30/23^(a)			177		181,867
SS&C Technologies, Inc., 5.50%, 09/30/27^(a)			910		973,654
TIBCO Software, Inc., 11.38%, 12/01/21^(a)			478		493,535

					16,781,712

Specialty Retail — 0.7%
Asbury Automotive Group, Inc., 6.00%, 12/15/24			159		163,969
Group 1 Automotive, Inc.:
5.00%, 06/01/22			40		40,500
5.25%, 12/15/23^(a)			13		13,314
Home Depot, Inc., 5.88%, 12/16/36			1,660		2,296,975
IAA, Inc., 5.50%, 06/15/27^(a)			225		236,611
L Brands, Inc.:
6.88%, 11/01/35			215		188,662
6.75%, 07/01/36			49		42,263
Lowe’s Cos., Inc., 4.38%, 09/15/45			1,000		1,109,264
Penske Automotive Group, Inc., 5.50%, 05/15/26			22		23,100
PetSmart, Inc.^(a):
7.13%, 03/15/23			86		77,400
5.88%, 06/01/25			487		477,260
Staples, Inc.^(a):
7.50%, 04/15/26			816		853,740
10.75%, 04/15/27			155		159,666

					5,682,724

Technology Hardware, Storage & Peripherals — 0.7%
Apple, Inc., 4.65%, 02/23/46			2,400		3,022,146


Security	Par (000)			Value

Technology Hardware, Storage & Peripherals (continued)
Hewlett Packard Enterprise Co., 4.90%, 10/15/25		USD	1,500	$	1,663,265
NCR Corp.^(a):
5.75%, 09/01/27			137		141,885
6.13%, 09/01/29			159		167,745
Western Digital Corp., 4.75%, 02/15/26			387		398,610

					5,393,651

Textiles, Apparel & Luxury Goods — 0.0%
William Carter Co., 5.63%, 03/15/27^(a)			97		104,517


Thrifts & Mortgage Finance — 0.0%
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(a):
5.25%, 03/15/22			17		17,637
5.25%, 10/01/25			145		147,175

					164,812

Tobacco — 1.1%
Altria Group, Inc.:
9.95%, 11/10/38			516		831,943
10.20%, 02/06/39			894		1,444,334
5.38%, 01/31/44			2,000		2,269,247
3.88%, 09/16/46			1,250		1,186,946
Reynolds American, Inc.:
4.45%, 06/12/25			635		679,950
7.00%, 08/04/41			1,000		1,223,441
5.85%, 08/15/45			1,500		1,696,159

					9,332,020

Transportation Infrastructure — 0.2%
I 595 Express LLC, 3.31%, 12/31/31^(d)			808		818,640
Transurban Finance Co. Property Ltd., 4.13%, 02/02/26^(a)			580		614,313

					1,432,953

Utilities — 0.2%
AES Argentina Generacion SA, 7.75%, 02/02/24^(a)			370		285,825
AES Panama SRL, 6.00%, 06/25/22^(a)			228		234,626
Generacion Mediterranea SA/Generacion Frias SA/Central Termica Roca SA, 9.63%, 07/27/23^(a)			370		204,541
Stoneway Capital Corp., 10.00%, 03/01/27^(a)			469		252,134
Vistra Operations Co. LLC^(a):
5.50%, 09/01/26			56		58,940
5.63%, 02/15/27			196		205,839


Security	Par (000)			Value

Utilities (continued)
5.00%, 07/31/27		USD	107	$	111,146

					1,353,051

Wireless Telecommunication Services — 1.1%
C&W Senior Financing DAC, 6.88%, 09/15/27^(a)			423		446,529
Comunicaciones Celulares SA Via Comcel Trust, 6.88%, 02/06/24^(a)			1,000		1,024,375
Equinix, Inc., 2.88%, 03/15/24		EUR	100		113,651
Level 3 Financing, Inc., 4.63%, 09/15/27^(a)		USD	87		88,523
Matterhorn Telecom SA, 4.00%, 11/15/27		EUR	100		115,964
Radiate Holdco LLC/Radiate Finance, Inc., 6.63%, 02/15/25^(a)		USD	74		74,740
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		3,473,799
Sprint Capital Corp.:
6.88%, 11/15/28			426		454,231
8.75%, 03/15/32			126		150,255
Sprint Corp.:
7.88%, 09/15/23			252		277,043
7.13%, 06/15/24			307		330,793
7.63%, 02/15/25			197		215,774
7.63%, 03/01/26			380		414,656
T-Mobile USA, Inc.:
6.50%, 01/15/26			42		44,940
4.50%, 02/01/26			402		412,552
4.75%, 02/01/28			320		334,800
VICI Properties LP/VICI Note Co., Inc.^(a):
4.25%, 12/01/26			861		878,220
4.63%, 12/01/29			614		633,126

					9,483,971


Total Corporate Bonds — 62.1% (Cost — $473,072,442)					518,378,611


Security	Par (000)			Value

Floating Rate Loan Interests^(b) — 2.4%

Aerospace & Defense — 0.0%
Atlantic Aviation FBO, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 5.46%, 12/06/25^(b)^(d)		USD	33	$	32,998


Auto Components — 0.1%
Panther BF Aggregator 2 LP, USD Term Loan B, (1 mo. LIBOR + 3.50%), 5.20%, 04/30/26^(b)			416		415,925


Banks — 0.0%
Capri Finance LLC, 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%), 4.93%, 11/01/24^(b)			107		104,298


Building Products — 0.0%
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR + 3.75%, 1.00% Floor), 5.93%, 05/05/24^(b)			73		72,056


Capital Markets — 0.0%
Jefferies Finance LLC, 2019 Term Loan, 06/03/26^(b)(k)			248		245,687


Chemicals — 0.1%
Alpha 3 BV, 2017 Term Loan B1, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.10%, 01/31/24^(b)			337		332,337
Charter NEX US, Inc., Incremental Term Loan, 05/16/24^(b⁾^(k)			134		133,844
Invictus US LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 8.68%, 03/30/26^(b)			37		34,055
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 4.96%, 05/15/24^(b)			125		123,137

					623,373

Commercial Services & Supplies — 0.2%
Asurion LLC, 2017 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%), 8.20%, 08/04/25^(b)			261		262,877
Diamond (BC) BV, Term Loan, (3 mo. LIBOR + 3.00%), 4.86%, 09/06/24			288		272,850
GFL Environmental, Inc., 2018 USD Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.70%, 05/30/25^(b)			369		364,946
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 4.00%, 09/19/26^(b)			35		34,717


Security	Par (000)			Value

Commercial Services & Supplies (continued)
Verscend Holding Corp., 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 6.20%, 08/27/25^(b)		USD	664	$	664,482

					1,599,872

Construction & Engineering — 0.2%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.18%, 06/21/24^(b)			1,317		1,287,840


Containers & Packaging — 0.0%
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 5.23%, 04/03/24^(b)			231		226,803


Diversified Consumer Services — 0.0%
Ascend Learning LLC, 2017 Term Loan B, 07/12/24^(b)^(k)			144		144,000
BidFair MergerRight, Inc., Term Loan B, (1 mo. LIBOR + 5.50%, 1.00% Floor), 7.27%, 01/15/27			210		204,440

					348,440

Diversified Financial Services — 0.1%
Connect Finco Sarl, Term Loan B, 09/23/26^(b)^(k)			644		640,619


Diversified Telecommunication Services — 0.1%
CenturyLink, Inc., 2017 Term Loan B, 01/31/25^(b)^(k)			642		641,640
Iridium Satellite LLC, Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 5.45%, 10/17/26^(b)			75		75,704


Security	Par (000)			Value

Diversified Telecommunication Services (continued)
Telesat Canada, 2019 Term Loan, 11/22/26^(b)^(d)(k)		USD	44	$	43,945

					761,289

Energy Equipment & Services — 0.1%
Pioneer Energy Services Corp., Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 9.45%, 11/08/22^(b)^(d)			516		495,360


Food & Staples Retailing — 0.0%
US Foods, Inc., 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 3.70%, 09/13/26^(b)			61		61,091


Food Products — 0.0%
Chobani LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.20%, 10/10/23^(b)			147		145,010


Gas Utilities — 0.0%
AL Midcoast Holdings LLC, 2018 Term Loan B, (3 mo. LIBOR + 5.50%), 7.60%, 07/31/25^(b)			21		20,425


Health Care Equipment & Supplies — 0.1%
Immucor, Inc., Extended Term Loan B, 06/15/21^(b)^(k)			764		758,898


Health Care Providers & Services — 0.2%
AHP Health Partners, Inc., 2018 Term Loan, 06/30/25^(b)^(k)			205		205,086
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 5.42%, 10/10/25^(b)			597		467,898
Gentiva Health Services, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 5.50%, 07/02/25^(b)			307		308,424
Sotera Health Holdings LLC^(b):
2017 Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.93%, 05/15/22			423		420,245


Security	Par (000)			Value

Health Care Providers & Services (continued)
2019 Term Loan, 11/20/26^(d)^(k)		USD	460	$	458,848

					1,860,501

Health Care Services — 0.1%
Emerald TopCo., Inc., Term Loan, 07/24/26^(b)^(k)			396		393,949


Health Care Technology — 0.1%
Athenahealth, Inc., 2019 Term Loan B, (3 mo. LIBOR + 4.50%), 6.40%, 02/11/26^(b)			743		741,582


Hotels, Restaurants & Leisure — 0.0%
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 3.50%), 5.60%, 07/10/25^(b)			288		288,951


Independent Power and Renewable Electricity Producers — 0.0%
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.50%), 4.20%, 08/12/26^(b)			131		131,432


Industrial Conglomerates — 0.1%
Cortes NP Acquisition Corp., 2017 Term Loan B, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.93%, 11/30/23^(b)^(d)			536		523,582
PSAV Holdings LLC, 2018 2nd Lien Term Loan, 09/01/25^(b)^(k)			219		205,585
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (2 mo. LIBOR + 5.00%, 1.00% Floor), 6.82%, 11/28/21^(b)			112		112,131

					841,298

Insurance — 0.1%
Alliant Holdings I, Inc., 2018 Term Loan B, 05/09/25^(b)^(k)			126		124,582
Hub International Ltd., 2019 Incremental Term Loan B, 04/25/25^(b)^(k)			287		287,585
Sedgwick Claims Management Services, Inc.^(b):
2019 Term Loan B, (1 mo. LIBOR + 4.00%), 5.70%, 09/03/26			144		143,281


Security	Par (000)			Value

Insurance (continued)
Term Loan B, (1 mo. LIBOR + 3.25%), 4.95%, 12/31/25		USD	550	$	540,268

					1,095,716

IT Services — 0.0%
Camelot U.S. Acquisition 1 Co., Term Loan B, (1 mo. LIBOR + 3.25%), 4.95%, 10/31/26^(b)			106		106,318


Machinery — 0.1%
MHI Holdings LLC, Term Loan B, (1 mo. LIBOR + 5.00%), 6.70%, 09/21/26^(b)			132		131,670
Titan Acquisition Ltd., 2018 Term Loan B, 03/28/25^(b)^(k)			736		703,318

					834,988

Media — 0.3%
Altice France SA, 2018 Term Loan B13, (1 mo. LIBOR + 4.00%), 5.77%, 08/14/26^(b)			270		268,038
Clear Channel Outdoor Holdings, Inc., Term Loan B, (1 mo. LIBOR + 3.50%), 5.20%, 08/21/26^(b)			507		508,359
Intelsat Jackson Holdings SA^(b):
2017 Term Loan B3, (6 mo. LIBOR + 3.75%, 1.00% Floor), 5.68%, 11/27/23			64		63,354
2017 Term Loan B4, (6 mo. LIBOR + 4.50%, 1.00% Floor), 6.43%, 01/02/24			198		196,442
2017 Term Loan B5, (Fixed + 6.62%), 6.63%, 01/02/24			1,070		1,067,648

					2,103,841

Oil & Gas Equipment & Services — 0.0%
McDermott Technology Americas, Inc., 2018 1st Lien Term Loan, 10/21/21^(b)(k)			245		246,878


Oil, Gas & Consumable Fuels — 0.1%
California Resources Corp., Second Out Term Loan, (1 mo. LIBOR + 10.37%, 1.00% Floor), 12.08%, 12/31/21^(b)			312		180,065
CITGO Holding Inc., 2019 Term Loan B, (1 mo. LIBOR + 7.00%, 1.00% Floor), 8.70%, 08/01/23^(b)			159		160,590


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
CONSOL Energy, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.20%, 09/27/24^(b)		USD	126	$	115,413

					456,068

Pharmaceuticals — 0.1%
Endo Luxembourg Finance Co. I Sarl, 2017 Term Loan B, (1 mo. LIBOR + 4.25%), 6.00%, 04/29/24^(b)			290		266,827
Jaguar Holding Co. II, 2018 Term Loan, 08/18/22^(b)^(k)			126		125,986

					392,813

Professional Services — 0.0%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 5.00%), 6.70%, 02/06/26^(b)			184		184,920


Road & Rail — 0.0%
Genesee & Wyoming Inc. (New), Term Loan, 11/06/26^(b)^(k)			96		96,635


Semiconductors & Semiconductor Equipment — 0.0%
ON Semiconductor Corp., 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 3.70%, 09/19/26^(b)			70		70,121


Software — 0.2%
Financial & Risk US Holdings, Inc., 2018 USD Term Loan, (1 mo. LIBOR + 3.75%), 5.45%, 10/01/25^(b)			828		832,889
Infor (US), Inc., Term Loan B6, (3 mo. LIBOR + 2.75%, 1.00% Floor), 4.85%, 02/01/22^(b)			83		82,634
Kronos, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 1.00% Floor), 10.16%, 11/01/24^(b)			353		355,694
Mitchell International, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 4.95%, 11/29/24^(b)			284		271,282
Renaissance Holding Corp., 2018 Add On Term Loan, 05/30/25^(b)^(k)			106		103,747
Tibco Software, Inc., 2019 Term Loan B, (1 mo. LIBOR + 4.00%), 5.78%, 06/30/26^(b)^(d)			266		266,998


Security	Par (000)			Value

Software (continued)
Ultimate Software Group, Inc., Term Loan B, 05/04/26^(b)^(k)		USD	143	$	143,511

					2,056,755

Specialty Retail — 0.0%
PetSmart, Inc., Term Loan B2, 03/11/22^(b)^(k)			235		228,888


Textiles, Apparel & Luxury Goods — 0.0%
Ascend Performance Materials Operations LLC, 2019 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 7.35%, 08/27/26			257		257,000


Wireless Telecommunication Services — 0.0%
Xplornet Communications, Inc., Term Loan B, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.10%, 09/09/21^(b)^(d)			93		92,828


Total Floating Rate Loan Interests — 2.4% (Cost — $20,550,572)					20,321,466


Foreign Agency Obligations — 2.5%

Argentina — 0.0%
Argentine Republic Government International Bond:
6.88%, 04/22/21			150		67,313
4.63%, 01/11/23			67		27,001

					94,314

Bahrain — 0.0%
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25			200		230,250


Colombia — 0.1%
Colombia Government International Bond:
8.13%, 05/21/24			290		355,069
4.50%, 01/28/26			200		216,937
3.88%, 04/25/27			268		281,986

					853,992

Cyprus — 0.2%
Cyprus Government International Bond, 4.63%, 02/03/20^(a)		EUR	1,210		1,343,123


Dominican Republic — 0.0%
Dominican Republic International Bond, 5.50%, 01/27/25		USD	179		190,243


Egypt — 0.1%
Egypt Government Bond:
16.00%, 06/11/22		EGP	2,967		190,044
14.30%, 09/03/22			6,430		397,715


Security	Par (000)			Value

Egypt (continued)
Egypt Government International Bond, 5.75%, 04/29/20		USD	626	$	633,825

					1,221,584

Iceland — 0.5%
Iceland Government International Bond, 5.88%, 05/11/22			3,555		3,869,041


Indonesia — 0.1%
Indonesia Government International Bond, 4.75%, 01/08/26			380		421,681
Indonesia Treasury Bond, 6.13%, 05/15/28		IDR	6,679,000		442,505

					864,186

Italy — 0.4%
Italian Government International Bond, 5.38%, 06/15/33		USD	2,925		3,442,614


Mexico — 0.1%
Mexico Government International Bond:
4.15%, 03/28/27			260		277,712
3.75%, 01/11/28			200		207,813

					485,525

Nigeria — 0.1%
Nigeria Government International Bond, 7.63%, 11/21/25			400		434,875


Portugal — 0.5%
Portugal Government International Bond, 5.13%, 10/15/24^(a)			3,970		4,478,382


Qatar — 0.2%
Qatar Government International Bond:
4.50%, 04/23/28			660		756,525
4.00%, 03/14/29^(a)			440		490,187

					1,246,712

Russia — 0.1%
Russian Foreign Bond — Eurobond:
4.75%, 05/27/26			400		444,375


Security	Par (000)			Value

Russia (continued)
4.25%, 06/23/27		USD	400	$	434,400

					878,775

Saudi Arabia — 0.0%
Saudi Government International Bond, 4.50%, 04/17/30			278		315,183


South Africa — 0.0%
Republic of South Africa Government International Bond, 5.88%, 05/30/22			220		235,400


Turkey — 0.0%
Turkey Government International Bond, 6.25%, 09/26/22			200		207,750


Ukraine — 0.1%
Ukraine Government International Bond:
7.75%, 09/01/23			100		106,100
7.75%, 09/01/25			185		195,268
9.75%, 11/01/28			200		233,000

					534,368

Total Foreign Agency Obligations — 2.5% (Cost — $20,277,968)					20,926,317


Municipal Bonds — 3.2%

California — 0.9%
East Bay Municipal Utility District Water System Revenue, RB, Build America Bonds, 5.87%, 06/01/40			1,900		2,653,635
State of California, GO, Build America Bonds, Various Purpose, 7.55%, 04/01/39			280		454,000
7.63%, 03/01/40			1,720		2,769,355
University of California, RB, Build America Bonds, 5.95%, 05/15/45			885		1,221,026

					7,098,016

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, Build America Bonds, Series A, 7.06%, 04/01/57			1,989		2,753,532


Illinois — 0.3%
State of Illinois, GO, Pension, 5.10%, 06/01/33⁽ⁱ⁾			2,000		2,144,160


Security	Par (000)			Value

Indiana — 0.4%
Indianapolis Local Public Improvement Bond Bank, RB, Build America Bonds, 6.12%, 01/15/40		USD	2,535	$	3,495,815


New York — 1.3%
Metropolitan Transportation Authority, RB, Build America Bonds, 7.34%, 11/15/39			1,295		2,042,824
City of New York Water & Sewer System, Refunding RB, 2nd General Resolution, Series GG, Build America Bonds, 5.72%, 06/15/42			1,390		1,999,432
City of New York Municipal Water Finance Authority, Refunding RB, 2nd General Resolution, Series EE, 5.50%, 12/15/20^(l)			930		972,715
New York State Dormitory Authority, RB, Build America Bonds, 5.60%, 03/15/40			1,900		2,491,337
New York State Dormitory Authority, RB, Build America Bonds, 5.63%, 03/15/39			1,100		1,389,113
Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29			780		1,013,399
New York City Water & Sewer System, RB, 2nd General Resolution:
5.38%, 12/15/20^(l)			510		532,771
5.38%, 06/15/43			260		270,135

					10,711,726


Total Municipal Bonds — 3.2% (Cost — $20,417,616)					26,203,249


Non-Agency Mortgage-Backed Securities — 4.4%

Collateralized Mortgage Obligations — 0.3%
Banc of America Funding Corp., Series 2007-2, Class 1A2, 6.00%, 03/25/37			426		380,834
Countrywide Alternative Loan Trust:
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35			825		816,854
Series 2006-OA21, Class A1, (1 mo. LIBOR US + 0.19%), 1.91%, 03/20/47^(b)			669		576,416
GMAC Mortgage Corp. Loan Trust, Series 2005-AR3, Class 5A1, 4.30%, 06/19/35^(c)			237		243,327
GSR Mortgage Loan Trust:
Series 2006-4F, Class 1A1, 5.00%, 05/25/36			28		65,169
Series 2007-4F, Class 3A1, 6.00%, 07/25/37			139		121,779


Security	Par (000)			Value

Collateralized Mortgage Obligations (continued)
JPMorgan Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 08/25/36		USD	57	$	39,904
Merrill Lynch Mortgage Investors, Inc., Series 2006-A3, Class 3A1, 4.46%, 05/25/36^(c)			360		326,912
WaMu Mortgage Pass-Through Certificates, Series 2007-OA4, Class 1A, (12 mo. MTA + 0.77%), 3.10%, 05/25/47^(b)			153		145,983

					2,717,178

Commercial Mortgage-Backed Securities — 4.1%
Banc of America Merrill Lynch Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33^(a)^(c)			4,170		4,355,384
Citigroup Commercial Mortgage Trust, Series 2013-GC15, Class B, 5.39%, 09/10/46^(c)			7,183		7,792,125
Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2006-CD3, Class AM, 5.65%, 10/15/48			1,010		1,037,210
Commercial Mortgage Trust^(c):
Series 2013-CR11, Class B, 5.28%, 08/10/50			7,000		7,506,977
Series 2015-CR22, Class C, 4.26%, 03/10/48			5,000		5,250,905
Series 2015-LC19, Class C, 4.39%, 02/10/48			3,500		3,641,259
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C, 4.42%, 04/15/50^(c)			1,000		1,049,240
Morgan Stanley Capital I Trust, Series 2014-CPT, Class G, 3.56%, 07/13/29^(a)^(c)			3,200		3,189,322

					33,822,422


Total Non-Agency Mortgage-Backed Securities — 4.4% (Cost — $34,883,358)					36,539,600


Preferred Securities – 10.5%

Capital Trusts — 9.8%

Banks — 2.3%
Banco Bilbao Vizcaya Argentaria SA, 6.13%^(f)^(g)			2,000		1,992,500
Bankia SA, 6.38%^(f)^(g)			200		234,502
BNP Paribas SA, 7.20%^(a)^(f)(g)			2,000		2,220,000
Capital One Financial Corp., Series E, 5.55%^(f)^(g)			3,500		3,543,750
CIT Group, Inc., Series A, 5.80%^(f)^(g)			163		166,667
Credit Agricole SA, 7.88%^(a)^(f)(g)			1,000		1,133,750


Security	Par (000)			Value

Banks (continued)
Nordea Bank AB, 6.13%^(a)^(f)(g)		USD	2,960	$	3,132,035
Wells Fargo & Co.,^(f)^(g):
Series Q, 5.85%			75		2,025,750
Series S, 5.90%			3,390		3,661,200
Series U, 5.88%			645		716,460

					18,826,614

Building Materials — 0.0%
Holcim Finance Luxembourg SA, 3.00%^(f)^(g)			100		115,138


Capital Markets — 0.6%
Goldman Sachs Group, Inc., Series P, 5.00%^(f)^(g)			74		74,555
Morgan Stanley, Series H, 5.61%^(f)^(g)			2,627		2,636,983
State Street Corp., Series F, 5.25%^(f)^(g)			2,000		2,045,000

					4,756,538

Diversified Financial Services — 4.2%
Bank of America Corp.,^(f)^(g):
Series AA, 6.10%			409		455,450
Series DD, 6.30%			45		51,525
Series FF, 5.88%			3,500		3,866,695
Series X, 6.25%			4,620		5,150,468
Series Z, 6.50%			87		98,528
Bank of New York Mellon Corp.,^(f)^(g):
Series D, 4.50%			2,000		2,010,000
Series E, 4.95%			2,000		2,022,500
Credit Suisse Group AG, 6.38%^(a)^(f)(g)			300		321,000
HBOS Capital Funding LP, 6.85%^(g)			100		101,825
HSBC Holdings PLC^(f)(g):
6.00%			435		460,013
6.50%			1,090		1,181,560
JPMorgan Chase & Co.,^(f)^(g):
Series 1, 5.41%			3,462		3,472,604
Series FF, 5.00%			820		854,850
Series Q, 5.15%			3,000		3,138,690
Series R, 6.00%			70		75,048
Series S, 6.75%			90		101,363
Series U, 6.13%			500		548,310
Series V, 5.42%			6,430		6,455,720
Royal Bank of Scotland Group PLC, 8.63%^(f)^(g)			200		215,876
Societe Generale SA^(a)(f)(g):
6.00%			3,000		3,005,700


Security	Par (000)				Value

Diversified Financial Services (continued)
7.88%		USD		1,000	$	1,112,500

						34,700,225

Diversified Telecommunication Services — 0.0%
Telefonica Europe BV, 5.88%^(f)^(g)				100		128,360


Electric Utilities — 0.9%
ComEd Financing III, 6.35%, 03/15/33				300		323,250
Electricite de France SA, 5.25%^(a)^(f)(g)				4,200		4,368,000
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(f)				2,750		3,043,154
RWE AG, 2.75%, 04/21/75^(f)				10		11,179

						7,745,583

Insurance — 1.8%
Allstate Corp.^(f):
6.50%, 05/15/67				4,100		5,102,286
Series B, 5.75%, 08/15/53				2,000		2,155,000
MetLife, Inc., 6.40%, 12/15/66				2,554		3,128,139
Voya Financial, Inc., 5.65%, 05/15/33^(f)				4,500		4,733,820

						15,119,245

Oil, Gas & Consumable Fuels — 0.0%
Naturgy Finance BV, 3.38%^(f)^(g)				100		117,418


Utilities — 0.0%
Electricite de France SA, 4.00%^(f)^(g)				100		119,408


Wireless Telecommunication Services — 0.0%
Vodafone Group PLC, 3.10%, 01/03/79^(c)				100		114,863


Total Capital Trusts — 9.8% (Cost — $77,225,687)						81,743,392


			Shares

Preferred Stocks — 0.6%

Capital Markets — 0.6%
Goldman Sachs Group, Inc., Series J, 5.50%^(f)^(g)				92,000		2,421,440
Morgan Stanley, Series K, 5.85%^(f)^(g)				66,567		1,855,888
SCE Trust III, Series H, 5.75%^(f)^(g)				25,314		612,346

						4,889,674

Thrifts & Mortgage Finance — 0.0%
Federal Home Loan Mortgage Corp., Series S, 8.25%^(c)^(g)				10,000		106,400


Total Preferred Stocks — 0.6% (Cost — $4,614,025)						4,996,074


Security		Shares			Value

Trust Preferred – 0.1%

Diversified Financial Services — 0.1%
Citigroup Capital XIII, 8.31%^(f)			29,583		$	816,787


Total Trust Preferreds — 0.1% (Cost — $779,529)						816,787


Total Preferred Securities — 10.5%						87,556,253

		Par (000)

U.S. Government Sponsored Agency Securities — 32.9%

Agency Obligations — 1.6%
Fannie Mae, 5.63%, 07/15/37⁽ⁱ⁾	USD		1,600			2,355,903
Federal Home Loan Bank⁽ⁱ⁾:
5.25%, 12/09/22			1,375			1,519,770
5.37%, 09/09/24			4,025			4,691,343
Residual Funding Corp., 0.00%, 04/15/30^(m)			6,055			4,806,773

						13,373,789

Collateralized Mortgage Obligations — 4.3%
Fannie Mae Mortgage-Backed Securities:
Series 2015-47, Class GL, 3.50%, 07/25/45			1,636			1,789,697
Series 2005-5, Class PK, 5.00%, 12/25/34			2			1,871
Series 1991-87, Class S, (1 mo. LIBOR US + 26.68%), 22.16%, 08/25/21^(b)			—	⁽ⁿ⁾		475
Series G-17, Class S, 893.62%, 06/25/21^(b)			—	⁽ⁿ⁾		—
Series G-07, Class S, (1 mo. LIBOR US + 1144.57%), 938.98%, 03/25/21^(b)			—	⁽ⁿ⁾		5
Series G-33, Class PV, 1,078.42%, 10/25/21			—	⁽ⁿ⁾		—
Series 1991-46, Class S, (1 mo. LIBOR US + 2519.00%), 2,127.87%, 05/25/21^(b)			—	⁽ⁿ⁾		—
Freddie Mac Mortgage-Backed Securities:
Series 4350, Class DY, 4.00%, 06/15/44			2,830			3,117,448
Freddie Mac Mortgage-Backed Securities:
Series 4480, Class ZX, 4.00%, 11/15/44			6,561			7,331,314
Series 4549, Class TZ, 4.00%, 11/15/45			2,875			3,170,479
Series 4398, Class ZX, 4.00%, 09/15/54			9,433			10,738,674


Security		Par (000)			Value

Collateralized Mortgage Obligations (continued)
Series 1057, Class J, 1,008.00%, 03/15/21	USD		—	⁽ⁿ⁾	$	—
Series 0192, Class U, (1 mo. LIBOR US + 17.25%), 1,009.03%, 02/15/22^(b)			—	⁽ⁿ⁾		—
Ginnie Mae Mortgage-Backed Securities, Series 2014-72, Class MQ, 4.00%, 02/20/44			8,858			9,949,918

						36,099,881

Interest Only Collateralized Mortgage Obligations — 0.4%
Fannie Mae Mortgage-Backed Securities:
Series 1997-50, Class SI, (1 mo. LIBOR US + 9.20%), 1.20%, 04/25/23^(b)			16			247
Series 2012-96, Class DI, 4.00%, 02/25/27			2,473			112,547
Series 2012-47, Class NI, 4.50%, 04/25/42			3,516			527,416
Series G92-05, Class H, 9.00%, 01/25/22			—	⁽ⁿ⁾		2
Series 094, Class 2, 9.50%, 08/25/21			—	⁽ⁿ⁾		3
Series 1990-136, Class S, (1 mo. LIBOR US + 17.60%), 18.37%, 11/25/20^(b)			—	⁽ⁿ⁾		—
Series 1991-139, Class PT, 648.35%, 10/25/21			—	⁽ⁿ⁾		—
Series G-10, Class S, (1 mo. LIBOR US + 1107.27%), 908.43%, 05/25/21^(b)			—	⁽ⁿ⁾		—
Series 1991-099, Class L, 930.00%, 08/25/21			—	⁽ⁿ⁾		—
Series 1990-123, Class M, 1,009.50%, 10/25/20			—	⁽ⁿ⁾		—
Freddie Mac Mortgage-Backed Securities:
Series 1254, Class Z, 8.50%, 04/15/22			7			498
Series 1043, Class H, (1 mo. LIBOR US + 45.00%), 37.06%, 02/15/21^(b)			—	⁽ⁿ⁾		—
Series 1054, Class I, (1 mo. LIBOR US + 881.40%), 727.74%, 03/15/21^(b)			—	⁽ⁿ⁾		—
Series 1056, Class KD, 1,084.50%, 03/15/21			—	⁽ⁿ⁾		—


Security		Par (000)			Value

Interest Only Collateralized Mortgage Obligations (continued)
Ginnie Mae Mortgage-Backed Securities:
Series 2009-78, Class SD, (1 mo. LIBOR US + 6.20%), 4.48%, 09/20/32^(b)	USD		2,125		$	202,748
Series 2009-116, Class KS, (1 mo. LIBOR US + 6.47%), 4.71%, 12/16/39^(b)			1,289			182,116
Series 2011-52, Class NS, 4.91%, 04/16/41^(c)			10,769			2,097,377

						3,122,954

Mortgage-Backed Securities — 26.6%
Fannie Mae Mortgage-Backed Securities⁽ⁱ⁾:
3.00%, 09/01/43			11,506			11,800,491
3.50%, 08/01/49			7,868			8,182,868
4.00%, 12/12/19 - 04/01/56^(o)			156,790			163,604,913
4.50%, 07/01/41 - 07/01/55			13,332			14,441,695
5.00%, 08/01/34			1,272			1,403,978
5.50%, 06/01/38			617			693,038
6.00%, 12/01/38			497			571,214
Freddie Mac Mortgage-Backed Securities⁽ⁱ⁾:
3.00%, 04/01/33			6,848			7,035,096
3.50%, 07/01/49			11,534			12,015,804
4.50%, 03/01/47			1,535			1,658,307
Ginnie Mae Mortgage-Backed Securities:
5.50%, 08/15/33⁽ⁱ⁾			42			45,073
8.00%, 07/15/24			—	⁽ⁿ⁾		59

						221,452,536

Principal Only Collateralized Mortgage Obligations — 0.0%
Fannie Mae Mortgage-Backed Securities^(m):
Series 203, Class 1, 0.00%, 02/25/23			1			828
Series 1993-51, Class E, 0.00%, 02/25/23			3			2,709
Series 1993-70, Class A, 0.00%, 05/25/23			—	⁽ⁿ⁾		481
Series 0228, Class 1, 0.00%, 06/25/23			1			727

						4,745


Total U.S. Government Sponsored Agency Securities — 32.9% (Cost — $266,326,988)						274,053,905


Security		Par (000)		Value
U.S. Treasury Obligations — 22.4%
U.S. Treasury Bonds⁽ⁱ⁾:
3.00%, 11/15/44	USD		61,400	$	70,828,258
2.50%, 02/15/46			66,500		70,326,348
2.75%, 11/15/47			2,000		2,225,781
U.S. Treasury Notes⁽ⁱ⁾:
2.75%, 09/30/20			2,880		2,905,088
2.75%, 09/15/21			2,800		2,853,375
2.75%, 04/30/23			2,800		2,904,891
2.75%, 08/31/23			1,700		1,769,527
7.50%, 11/15/24			8,200		10,475,180
2.75%, 08/31/25			14,800		15,656,781
2.88%, 08/15/28			1,000		1,089,414
3.00%, 09/30/25			2,400		2,573,437
3.13%, 11/15/28			3,000		3,335,742


Total U.S. Treasury Obligations — 22.4% (Cost — $172,782,041)					186,943,822


Total Long-Term Investments — 146.7% (Cost — $1,144,038,429)					1,223,770,812


Short-Term Securities — 2.3%

Foreign Agency Obligations — 0.0%
Nigeria Treasury Bill^(m):
11.50%, 02/27/20	NGN		12,934		34,602
11.65%, 02/27/20			87,369		233,733


Total Foreign Agency Obligations — 0.0% (Cost — $269,447)					268,335


Security		Shares		Value
Money Market Funds — 2.3%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 1.51%^(p)(q)			19,030,299	$	19,030,299


Total Money Market Funds— 2.3% (Cost — $19,030,299)					19,030,299


Total Short-Term Securities — 2.3% (Cost — $19,299,746)					19,298,634


Options Purchased — 0.7% (Cost — $5,363,140)					5,293,948


Total Investments Before TBA Sale Commitments and Options Written — 149.7% (Cost — $1,168,701,315)					1,248,363,394

		Par (000)

TBA Sale Commitments — (6.9%)

Mortgage-Backed Securities — (6.9%)
Fannie Mae Mortgage-Backed Securities, 4.00%, 12/12/19^(o)	USD		55,550	$	(57,635,295	)


Total TBA Sale Commitments —(6.9)% (Proceeds — $57,577,047)					(57,635,295	)


Options Written — (0.8)% (Premiums Received — $9,328,261)					(7,057,739	)


Total Investments, Net of TBA Sale Commitments and Options Written — 142.0% (Cost — $1,101,796,007)					1,183,670,360

Liabilities in Excess of Other Assets — (42.0)%					(350,008,926	)


Net Assets — 100.0%				$	833,661,434

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 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 Trust’s most recent financial statements as contained in its annual report.

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

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $270,789,595 are categorized within as Level 2 the disclosure hierarchy.

A reconciliation of Level 3 Investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the year 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 following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) to determine the value of certain of the Trust’s Level 3 investments as of period end. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of $5,779,388. A significant change in the third party information could result in a significantly lower or higher value of such Level 3 investments.


Affiliate	Shares Held at 08/31/19		Net Activity		Shares Held at 11/30/19		Value at 11/30/19		Income		Net Realized Gain (Loss) ^(a)		Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class		17,476,265		1,554,034		19,030,299	$	19,030,299	$	94,875	$	—	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts:
Euro Stoxx 600 Index		1		12/20/19	$	8	$	390
Euro-Bund Future		20		12/20/19		2		(9,914	)
10-Year U.S. Ultra Long Treasury Note		380		03/20/20		54,043		(122,405	)
U.S. Ultra Bond		243		03/20/20		45,616		130,097
2-Year U.S. Treasury Note		433		03/31/20		93,349		(12,685	)
5-Year U.S. Treasury Note		473		03/31/20		56,272		(18,657	)

								(33,174	)

Short Contracts:
Euro-Bund Future		2		03/06/20		381		(442	)
10-Year U.S. Treasury Note		782		03/20/20		101,159		194,289
Long U.S. Treasury Bond		19		03/20/20		3,020		1,846

								195,693

							$	162,519


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
EUR	1,876,000	USD	2,064,519	Natwest Markets PLC		12/04/19	$	2,580
EUR	4,694,000	USD	5,165,700	Natwest Markets PLC		12/04/19		6,456
GBP	4,383,000	USD	5,652,415	BNP Paribas S.A.		12/04/19		16,268
GBP	625,000	USD	805,477	State Street Bank and Trust Co.		12/04/19		2,856
JPY	24,320,000	USD	222,078	Barclays Bank PLC		12/04/19		196
USD	2,087,631	EUR	1,876,000	State Street Bank and Trust Co.		12/04/19		20,532
USD	5,875,741	EUR	5,280,000	State Street Bank and Trust Co.		12/04/19		57,892
USD	260,520	JPY	28,320,000	HSBC Bank PLC		12/04/19		1,688
CAD	5,720,532	AUD	6,330,000	State Street Bank and Trust Co.		12/18/19		23,826
CAD	5,420,000	NOK	37,563,733	Deutsche Bank AG		12/18/19		6,472
CAD	5,510,000	NOK	38,076,861	Goldman Sachs International		12/18/19		18,578
CAD	5,470,000	NOK	37,435,701	JPMorgan Chase Bank N.A.		12/18/19		58,006
CAD	5,510,000	NOK	38,137,509	JPMorgan Chase Bank N.A.		12/18/19		12,000
CAD	5,510,000	NOK	37,931,441	Morgan Stanley & Co. International PLC		12/18/19		34,352
NOK	37,950,816	CAD	5,420,000	JPMorgan Chase Bank N.A.		12/18/19		35,515
USD	16,610	EUR	15,000	Canadian Imperial Bank of Commerce		02/05/20		7
USD	127,537	NZD	198,000	Westpac Banking Corp.		02/05/20		294

								297,518

NZD	198,000	USD	127,413	Westpac Banking Corp.		12/04/19		(295	)
USD	944,248	GBP	732,000	State Street Bank and Trust Co.		12/04/19		(2,473	)
USD	5,653,789	GBP	4,383,000	State Street Bank and Trust Co.		12/04/19		(14,894	)


Description	Exercise Rate			Counterparty		Expiration Date			Notional Amount (000)		Value		Premiums Paid (Received)		Unrealized Appreciation (Depreciation)
Call
5Y-30Y CMS Index Cap		0.30	%		JPMorgan Chase Bank N.A.		1/07/20	USD		14,625	$	3,999	$	8,775	$	(4,776	)
5Y-30Y CMS Index Cap		0.37			Nomura International PLC		2/12/20	USD		19,160		4,307		13,347		(9,040	)

											$	8,306	$	22,122	$	(13,816	)

Put
5Y-30Y CMS Index Floor		0.40			Nomura International PLC		6/29/20	USD		19,780	$	83,132	$	21,234	$	61,898
5Y-30Y CMS Index Floor		0.35			Nomura International PLC		7/08/20	USD		20,060		41,985		18,054		23,931

											$	125,117	$	39,288	$	85,829

											$	133,423	$	61,410	$	72,013


	Paid by the Trust				Received by the Trust				Counterparty	Expiration Date		Exercise Rate		Notional Amount (000)			Value
Description	Rate			Frequency	Rate			Frequency	Counterparty	Expiration Date		Exercise Rate		Notional Amount (000)			Value
Call
2-Year Interest Rate Swap, 02/23/22		2.35	%	Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	UBS AG		02/21/20	$	2.35		USD	10,600	$	(162,296	)
2-Year Interest Rate Swap, 02/28/22		2.46		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Citibank N.A.		02/26/20		2.46		USD	23,260		(408,534	)
2-Year Interest Rate Swap, 04/16/22		2.88		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Deutsche Bank AG		04/14/20		2.88		USD	16,840		(441,068	)
2-Year Interest Rate Swap, 04/19/22		2.94		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Bank of America N.A.		04/17/20		2.94		USD	16,540		(453,231	)
1-Year Interest Rate Swap, 05/02/21		1.59		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Barclays Bank PLC		04/30/20		1.59		USD	35,200		(42,963	)
2-Year Interest Rate Swap, 06/03/22		1.00		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Barclays Bank PLC		06/01/20		1.00		USD	78,380		(49,923	)
1-Year Interest Rate Swap, 06/12/21		1.76		Semi-Annual		3-Month LIBOR, 1.91	%	Quarterly	Nomura International PLC		06/10/20		1.76		USD	48,320		(124,385	)


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.HY.33.V1		5.00	%		Quarterly		12/20/24		USD	3,600	$	(307,030	)	$	(225,089	)	$	(81,941	)
CDX.NA.IG.33.V1		1.00			Quarterly		12/20/24		USD	91,800		(2,397,521	)		(1,661,468	)		(736,053	)

											$	(2,704,551	)	$	(1,886,557	)	$	(817,994	)


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)
3-Month LIBOR, 1.91%	Quarterly	1.53%	Quarterly	11/22/19		11/22/20	USD	11,880	$	(26,535)	$	124	$	(26,659)
1.56	Semi-Annual	6-Month LIBOR, 1.90%	Semi-Annual	03/27/20		03/27/21	USD	5,660		3,086		61		3,025
1.77	Semi-Annual	3-Month LIBOR, 1.91%	Quarterly	06/15/20		06/15/21	USD	45,350		(93,698)		484		(94,182)
3-Month LIBOR, 1.91%	Quarterly	1.85	Semi-Annual	06/20/19		06/20/21	USD	6,130		41,213		56		41,157
2.15	Semi-Annual	3-Month LIBOR, 1.91%	Semi-Annual	07/10/19		07/10/21	USD	4,060		(54,021)		38		(54,059)
3-Month LIBOR, 1.91%	Quarterly	1.88	Semi-Annual	08/01/19		08/01/21	USD	6,000		50,768		59		50,709
3-Month LIBOR, 1.91%	Quarterly	1.53	Semi-Annual	08/04/20		08/04/21	USD	7,860		(316)		84		(400)
3-Month LIBOR, 1.91%	Quarterly	1.61	Semi-Annual	08/07/19		08/07/21	USD	6,340		20,752		63		20,689
3-Month LIBOR, 1.91%	Quarterly	1.53	Semi-Annual	08/09/19		08/09/21	USD	1,635		2,917		16		2,901
3-Month LIBOR, 1.91%	Quarterly	1.53	Quarterly	08/09/19		08/09/21	USD	1,635		3,030		16		3,014
3-Month LIBOR, 1.91%	Quarterly	1.30	Quarterly	08/18/20		08/18/21	USD	6,560		(14,815)		70		(14,885)
3-Month LIBOR, 1.91%	Quarterly	1.34	Annual	08/18/20		08/18/21	USD	9,650		(17,494)		103		(17,597)
2.58	Semi-Annual	3-Month LIBOR, 1.91%	Annual	08/29/19		08/29/21	USD	180		(4,092)		2		(4,094)
2.25	Semi-Annual	3-Month LIBOR, 1.91%	Semi-Annual	08/29/19		08/29/21	USD	4,973		(80,321)		51		(80,372)
3-Month LIBOR, 1.91%	Quarterly	1.22	Semi-Annual	09/02/20		09/02/21	USD	6,680		(19,522)		71		(19,593)
3-Month LIBOR, 1.91%	Quarterly	1.23	Quarterly	09/02/20		09/02/21	USD	6,680		(19,031)		71		(19,102)
2.15	Semi-Annual	3-Month LIBOR, 1.91%	Semi-Annual	09/05/19		09/05/21	USD	9,280		(81,929)		96		(82,025)
2.00	Semi-Annual	3-Month LIBOR, 1.91%	Semi-Annual	09/25/19		09/25/21	USD	12,400		(76,316)		132		(76,448)
3-Month LIBOR, 1.91%	Quarterly	1.36	Quarterly	09/28/20		09/28/21	USD	3,500		(5,138)		37		(5,175)
3-Month LIBOR, 1.91%	Quarterly	2.31	Semi-Annual	11/04/19		11/04/21	USD	1,550		20,720		17		20,703
3.30	Semi-Annual	3-Month LIBOR, 1.91%	Semi-Annual	11/12/19		11/12/21	USD	11,440		(375,692)		131		(375,823)
1.31	Annual	6-Month LIBOR, 1.91%	Annual	04/03/20		12/15/21	USD	73,570		22,254		(3,600)		25,854
3-Month LIBOR, 1.91%	Quarterly	1.59	Semi-Annual	12/24/19		12/24/21	USD	1,950		(721)		23		(744)
3-Month LIBOR, 1.91%	Quarterly	2.53	Quarterly	01/06/20		01/06/22	USD	9,195		168,465		107		168,358


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	Barclays Bank PLC		12/20/23	B		EUR	30	$	(5,850	)	$	(4,980	)	$	(870	)
Chesapeake Energy Corp.		5.00			Quarterly	Barclays Bank PLC		12/20/23	B+		USD	48		(21,564	)		94			(21,658	)
Chesapeake Energy Corp.		5.00			Quarterly	Barclays Bank PLC		12/20/23	B+		USD	208		(93,443	)		2,059			(95,502	)
Casino Guichard Perrachon SA		5.00			Quarterly	Credit Suisse International		06/20/24	B		EUR	5		(326	)		(380	)		54
Casino Guichard Perrachon SA		5.00			Quarterly	Credit Suisse International		06/20/24	B		EUR	5		(288	)		(388	)		100
Telecom Italia SpA		1.00			Quarterly	Citibank N.A.		06/20/24	BB+		EUR	3		(27	)		(85	)		58
Telecom Italia SpA		1.00			Quarterly	Bank of America N.A.		06/20/24	BB+		EUR	2		(28	)		(85	)		57
Telecom Italia SpA		1.00			Quarterly	Citibank N.A.		06/20/24	BB+		EUR	3		(28	)		(88	)		60


	Level 1		Level 2			Level 3		Total
Assets:
Investments:
Long-Term Investments:^(a)
Asset-Backed Securities	$	—	$	48,982,760		$	3,864,829	$	52,847,589
Corporate Bonds		—		509,614,991			8,763,620		518,378,611
Floating Rate Loan Interests		—		18,406,907			1,914,559		20,321,466
Foreign Agency Obligations		—		20,926,317			—		20,926,317
Municipal Bonds		—		26,203,249			—		26,203,249
Non-Agency Mortgage-Backed Securities		—		36,539,600			—		36,539,600
Preferred Securities		7,732,211		79,824,042			—		87,556,253
U.S. Government Sponsored Agency Securities		—		274,053,905			—		274,053,905
U.S. Treasury Obligations		—		186,943,822			—		186,943,822
Options Purchased:
Interest Rate Contracts^(a)		499,088		4,794,860			—		5,293,948
Short-Term Securities:
Foreign Agency Obligations		—		268,335			—		268,335
Money Market Fund		19,030,299		—			—		19,030,299
Liabilities:
Investments:
TBA Sale Commitments		—		(57,635,295	)		—		(57,635,295	)

	$	27,261,598	$	1,148,923,493		$	14,543,008	$	1,190,728,099


	Asset-Backed Securities			Corporate Bonds			Floating Rate Loan Interests			Grand Total
Assets:
Opening balance, as of August 31, 2019	$	3,916,040		$	8,958,424		$	617,363		$	13,491,827
Transfers into Level 3		—			—			488,208			488,208
Transfers out of Level 3		—			—			—			—
Accrued discounts/premiums		(37,773	)		(1	)		889			(36,885	)
Net realized gain (loss)		—			—			5			5
Net change in unrealized appreciation (depreciation)^(a)		1,620			(184,235	)		27,551			(155,064	)
Purchases		—			—			782,514			782,514
Sales		(15,058	)		(10,568	)		(1,971	)		(27,597	)

Closing balance, as of November 30, 2019	$	3,864,829		$	8,763,620		$	1,914,559		$	14,543,008

Net change in unrealized appreciation (depreciation) on investments still held at November 30, 2019^(a)	$	1,620		$	(184,235	)	$	27,551		$	(155,064	)