BlackRock Limited Duration Income Trust


Security		Par (000)		Value

Asset-Backed Securities
AIMCO CLO, Series 2017-AA, Class CR, (3 mo. LIBOR US + 2.10%), 2.23%, 04/20/34^(a)(b)	USD		1,000	$	1,001,538
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 3.13%, 10/21/28^(a)(b)			1,000		997,762
Anchorage Capital CLO Ltd.^(a)(b)
Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 5.63%, 01/28/31			850		823,391
Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 2.73%, 01/28/31			250		246,750
Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 3.63%, 01/28/31			1,000		1,000,467
Series 2016-8A, Class ER, (3 mo. LIBOR US + 5.75%), 5.88%, 07/28/28			1,000		995,104
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 0.39%, 06/25/36^(a)			4,824		3,842,541
Assurant CLO Ltd., Series 2019-5A, Class E, (3 mo. LIBOR US + 7.34%), 7.46%, 01/15/33^(a)(b)			250		250,247
Bain Capital Credit CLO Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 3.43%, 07/19/34^(a)(b)			300		300,262
Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class CR, (3 mo. LIBOR US + 2.05%), 2.19%, 07/15/34^(a)(b)			250		250,008
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class E, (3 mo. LIBOR US + 7.70%), 7.83%, 10/20/32^(a)(b)			250		251,075
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 2.13%, 04/20/32^(a)(b)			250		248,863
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.57%, 07/20/32^(a)(b)			500		493,778
CarVal CLO Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 5.90%, 07/16/31^(a)(b)			500		486,445
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36^(c)			384		327,324
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 3.08%, 10/20/30^(a)(b)			250		249,311
Countrywide Asset-Backed Certificates, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 0.23%, 06/25/37^(a)			650		618,304
Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30^(b)			293		294,059
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.78%, 04/18/31^(a)(b)			250		245,550
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 7.13%, 10/15/32^(a)(b)			950		950,000
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.12%, 10/20/34^(a)(b)			436		434,255
Litigation Fee Residual Funding, 4.00%, 10/30/27^(d)			189		188,577
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 6.53%, 01/20/29^(a)(b)			500		497,647
Neuberger Berman CLO Ltd., Series 2015-20A, (3 mo. LIBOR US + 6.50%), 6.64%, 07/15/34^(a)(b)			790		789,961
Oaktree CLO Ltd., Series 2015-1A, Class DR, (3 mo. LIBOR US + 5.20%), 5.33%, 10/20/27^(a)(b)			500		487,980
Octagon Investment Partners 31 LLC, Series 2017-1A, Class E, (3 mo. LIBOR US + 6.30%), 6.43%, 07/20/30^(a)(b)			500		494,410


Security		Par (000)		Value

Asset-Backed Securities (continued)
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.28%, 10/17/29^(a)(b)	USD		250	$	248,755
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 5.67%, 01/20/31^(a)(b)			250		233,863
Palmer Square Loan Funding Ltd., Series 2018-5A, Class B, (3 mo. LIBOR US + 1.90%), 2.03%, 01/20/27^(a)(b)			1,000		1,000,104
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 2.98%, 10/15/29^(a)(b)			500		500,001
Sterling Coofs Trust^(d)
Series 2004-1, Class A, 2.36%, 04/15/29			1,024		10,239
Series 2004-2, Class Note, 2.08%, 03/30/30^(b)			1,512		15,120
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 7.17%, 04/15/33^(a)(b)			250		250,728
Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32^(e)	GBP		50		80,828
Voya CLO Ltd.^(a)(b)
Series 2014-3A, Class CR, (3 mo. LIBOR US + 2.65%), 2.78%, 07/25/26	USD		250		249,984
Series 2019-3A, Class C, (3 mo. LIBOR US + 2.60%), 2.73%, 10/17/32			1,000		1,000,427
York CLO Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 6.88%, 04/20/32^(a)(b)			1,000		1,001,893
York Clo-3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.73%, 10/20/29^(a)(b)			250		250,099


Total Asset-Backed Securities — 3.6% (Cost: $20,991,765)				21,607,650


		Shares

Common Stocks

Construction & Engineering — 0.0%
McDermott International Ltd.^(f)			47,837		23,918


Diversified Financial Services — 0.0%
Kcad Holdings I Ltd.^(d)			546,753,936		5,468


Diversified Telecommunication Services — 0.0%
Liberty Global PLC, Class A^(f)			193		5,751


Energy Equipment & Services — 0.0%
Pioneer Energy Services Corp			273		4,248


Household Durables — 0.0%
Berkline Benchcraft Equity LLC^(d)			3,155		—


Media — 0.0%
Clear Channel Outdoor Holdings, Inc.^(f)			38,911		105,449


Metals & Mining — 0.0%
Ameriforge Group, Inc			801		1,202
Preferred Proppants LLC^(d)			5,738		373

					1,575

Oil, Gas & Consumable Fuels — 0.1%
California Resources Corp.^(f)			700		28,700
Extraction Oil & Gas, Inc., (Acquired 03/04/21, Cost: $54,877)^(g)			4,410		248,945
SM Energy Co.			4,961		130,871

					408,516


Security		Shares		Value

Software — 0.0%
Avaya Holdings Corp.^(f)			19	$	376


Specialty Retail — 0.0%
NMG Parent LLC			1,330		171,792


Total Common Stocks — 0.1% (Cost: $7,793,855)					727,093


		Par (000)

Corporate Bonds

Advertising Agencies — 0.0%
Interpublic Group of Cos., Inc., 5.40%, 10/01/48^(h)	USD		200		269,243


Aerospace & Defense — 2.1%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			156		162,789
Bombardier, Inc.^(b)7.50%, 12/01/24			199		206,960
7.50%, 03/15/25			33		33,700
7.13%, 06/15/26			640		672,000
7.88%, 04/15/27^(h)			369		382,552
6.00%, 02/15/28			351		354,949
7.45%, 05/01/34			100		116,875
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26^(b)			423		435,690
Howmet Aerospace, Inc., 5.13%, 10/01/24			5		5,514
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(b)(h)			378		391,702
Rolls-Royce PLC, 5.75%, 10/15/27^(b)			618		682,890
Spirit AeroSystems, Inc., 5.50%, 01/15/25^(b)			181		191,407
TransDigm, Inc. 8.00%, 12/15/25^(b)(h)			815		868,994
6.25%, 03/15/26^(b)(h)			6,032		6,288,360
6.38%, 06/15/26			89		91,818
7.50%, 03/15/27			105		109,988
4.63%, 01/15/29			272		271,525
4.88%, 05/01/29			300		300,558
Triumph Group, Inc., 8.88%, 06/01/24^(b)(h)			714		785,400

					12,353,671

Airlines — 1.7%
Air Canada, 3.88%, 08/15/26^(b)			419		422,792
Air France-KLM, 3.88%, 07/01/26^(e)	EUR		100		114,985
American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24^(h)	USD		704		719,962
American Airlines, Inc., 11.75%, 07/15/25^(b)(h)			414		512,325
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(b)(h)
5.50%, 04/20/26			827		870,025
5.75%, 04/20/29			950		1,023,563
Avianca Holdings SA, Series IAI, (9.00% PIK), 9.00%, 03/31/22^(b)(i)			147		146,152
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28^(b)(h)			138		153,870
Deutsche Lufthansa AG, 3.50%, 07/14/29^(e)	EUR		100		119,607
Finnair OYJ, 4.25%, 05/19/25^(e)			100		119,744
Gol Finance SA^(b)7.00%, 01/31/25	USD		200		189,475
8.00%, 06/30/26			200		201,000


Security		Par (000)		Value

Airlines (continued)
Hawaiian Brand Intellectual Property
Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)	USD		249	$	260,516
International Consolidated Airlines Group SA, 2.75%, 03/25/25^(e)	EUR		100		116,849
Latam Finance Ltd., 6.88%, 04/11/24^(b)(f)(j)	USD		203		182,992
Mileage Plus Holdings LLC/Mileage Plus Intellectual
Property Assets Ltd., 6.50%, 06/20/27^(b)(h)			673		731,834
United Airlines Pass-Through Trust^(h)
Series 2015-1, Class A, 3.70%, 06/01/24			2,430		2,493,880
Series 2020-1, Class A, 5.88%, 10/15/27			839		939,285
Series 2020-1, Class B, 4.88%, 07/15/27			47		49,466
United Airlines, Inc.^(b)4.38%, 04/15/26			459		471,049
4.63%, 04/15/29			416		429,915

					10,269,286

Auto Components — 1.1%
Aptiv PLC, 4.40%, 10/01/46^(h)			240		285,290
Clarios Global LP, 6.75%, 05/15/25^(b)			486		512,730
Clarios Global LP/Clarios US Finance Co. 4.38%, 05/15/26^(e)	EUR		100		119,746
6.25%, 05/15/26^(b)(h)	USD		1,373		1,442,542
8.50%, 05/15/27^(b)(h)			2,340		2,489,175
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28^(b)			334		349,670
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29^(b)(k)			111		111,000
Faurecia SE, 3.75%, 06/15/28^(e)	EUR		100		120,469
Goodyear Tire & Rubber Co. 5.00%, 07/15/29^(b)	USD		131		139,024
5.25%, 07/15/31^(b)			320		340,800
5.63%, 04/30/33			320		348,800
ZF Finance GmbH^(e)3.00%, 09/21/25	EUR		100		121,916
2.00%, 05/06/27			100		116,414

					6,497,576

Automobiles — 1.4%
Allison Transmission, Inc.^(b)5.88%, 06/01/29^(h)	USD		396		430,868
3.75%, 01/30/31			287		279,108
Asbury Automotive Group, Inc. 4.50%, 03/01/28			129		132,386
4.75%, 03/01/30			124		129,425
Carvana Co.^(b)5.50%, 04/15/27			290		296,003
4.88%, 09/01/29			224		221,826
Constellation Automotive Financing PLC, 4.88%, 07/15/27^(e)	GBP		100		133,676
Ford Motor Co. 0.00%, 03/15/26^(b)(l)(m)	USD		221		238,266
4.35%, 12/08/26			11		11,715
5.29%, 12/08/46			48		53,460
Ford Motor Credit Co. LLC 2.98%, 08/03/22^(h)			449		453,899
3.35%, 11/01/22^(h)			215		218,786
3.81%, 01/09/24^(h)			629		649,442
4.69%, 06/09/25			200		214,000
5.13%, 06/16/25^(h)			490		532,262
4.13%, 08/04/25^(h)			411		434,633
3.38%, 11/13/25^(h)			200		205,500
4.39%, 01/08/26^(h)			400		426,500


Security		Par (000)		Value

Automobiles (continued)
Ford Motor Credit Co. LLC (continued)
2.70%, 08/10/26	USD		295	$	295,590
3.82%, 11/02/27			200		207,500
2.90%, 02/16/28^(h)			295		294,631
5.11%, 05/03/29^(h)			526		587,805
4.00%, 11/13/30			200		208,000
Group 1 Automotive, Inc., 4.00%, 08/15/28^(b)			45		45,788
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28^(e)	EUR		100		114,185
Ken Garff Automotive LLC, 4.88%, 09/15/28^(b)	USD		122		125,355
LCM Investments Holdings II LLC, 4.88%, 05/01/29^(b)			292		299,612
Lithia Motors, Inc., 3.88%, 06/01/29^(b)			131		135,973
MajorDrive Holdings IV LLC, 6.38%, 06/01/29^(b)			104		100,512
Penske Automotive Group, Inc. 3.50%, 09/01/25			214		220,153
3.75%, 06/15/29			69		69,388
Renault SA, 2.38%, 05/25/26^(e)	EUR		100		116,993
TML Holdings Pte Ltd., 4.35%, 06/09/26^(e)	USD		200		201,250
Wabash National Corp.^(b)5.50%, 10/01/25			241		244,350
4.50%, 10/15/28^(k)			220		219,725

					8,548,565

Banks — 1.3%
American Finance Trust, Inc./American Finance Operating Partner LP, 4.50%, 09/30/28^(b)(k)			65		65,000
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25^(e)	EUR		100		118,438
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31^(a)(e)			100		116,039
Banco de Sabadell SA, (5 year EUR Swap + 2.20%), 2.00%, 01/17/30^(a)(e)			100		115,256
Banco Espirito Santo SA^(f)(j)4.75%, 01/15/22^(a)			100		16,796
4.00%, 01/21/22			100		16,796
Banco Industrial SA, (5 year CMT + 4.44%), 4.88%, 01/29/31^(a)(b)	USD		150		151,922
Bangkok Bank PCL
(5 year CMT + 1.90%), 3.73%, 09/25/34^(a)(e)			231		234,864
(5 year CMT + 4.73%), 5.00%⁽ⁿ⁾			201		209,015
Banistmo SA, 3.65%, 09/19/22^(e)			200		202,010
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%^(a)(e)(n)			200		207,050
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25^(e)			200		203,772
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%^(a)(e)(n)			250		257,859
Emirates NBD Bank PJSC, (6 year USD Swap + 3.66%), 6.13%^(a)(e)(n)			250		263,675
Grupo Aval Ltd., 4.38%, 02/04/30^(b)			200		196,725
Intesa Sanpaolo SpA 5.02%, 06/26/24^(b)(h)			2,442		2,636,466
(5 year EUR Swap + 5.75%), 5.88%, 03/04/29^(a)(e)	EUR		100		129,582
Itau Unibanco Holding SA/Cayman Island, 5.13%, 05/13/23^(b)	USD		200		209,325
Krung Thai Bank PCL/Cayman Islands, (5 year CMT + 3.53%), 4.40%^(a)(e)(n)			202		201,495


Security		Par (000)		Value

Banks (continued)
NBK Tier 1 Financing Ltd., (6 year USD Swap + 2.88%), 3.63%^(a)(b)(n)	USD		279	$	279,174
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24^(a)(b)(h)			1,500		1,566,427
Wells Fargo & Co., (5 year CMT + 3.45%), 3.90%^(a)(n)			365		376,406

					7,774,092

Beverages — 1.5%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46^(h)			800		983,372
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(h)(i)			1,091		1,159,024
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29^(b)(h)			1,098		1,110,352
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.^(b)4.13%, 08/15/26			276		286,488
4.75%, 07/15/27	GBP		100		137,772
5.25%, 08/15/27^(h)	USD		652		663,739
Ball Corp., 3.13%, 09/15/31			414		408,857
Canpack SA/Eastern PA Land Investment Holding LLC, 3.13%, 11/01/25^(b)			211		214,627
Central American Bottling Corp.
5.75%, 01/31/27^(b)			176		180,598
5.75%, 01/31/27^(e)			105		107,743
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			34		41,990
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(b)(h)			794		800,948
OI European Group BV, 2.88%, 02/15/25^(e)	EUR		100		117,375
Silgan Holdings, Inc., 4.13%, 02/01/28	USD		58		59,595
Triton Water Holdings, Inc., 6.25%, 04/01/29^(b)			173		175,811
Trivium Packaging Finance BV^(b)(h)5.50%, 08/15/26			1,004		1,051,499
8.50%, 08/15/27			1,367		1,467,816

					8,967,606

Biotechnology^(b)— 0.0%
Emergent BioSolutions, Inc., 3.88%, 08/15/28			76		73,910
HCRX Investments Holdco LP, 4.50%, 08/01/29			131		131,655

					205,565

Building Materials — 0.7%
APi Group DE, Inc., 4.13%, 07/15/29^(b)			132		129,340
Cemex SAB de CV, 5.45%, 11/19/29^(e)			200		216,000
Cornerstone Building Brands, Inc., 6.13%, 01/15/29^(b)			330		350,782
CP Atlas Buyer, Inc., 7.00%, 12/01/28^(b)			323		323,807
Forterra Finance LLC/FRTA Finance Corp., 6.50%, 07/15/25^(b)			315		337,050
Griffon Corp., 5.75%, 03/01/28			66		69,300
James Hardie International Finance DAC, 5.00%, 01/15/28^(b)			200		210,000
Jeld-Wen, Inc.^(b)6.25%, 05/15/25			146		154,030
4.63%, 12/15/25			55		55,843
4.88%, 12/15/27			17		17,715
Masonite International Corp.^(b)3.50%, 02/15/30			214		212,395
Class C, 5.38%, 02/01/28			101		106,353


Security		Par (000)		Value

Building Materials (continued)
New Enterprise Stone & Lime Co., Inc.^(b)6.25%, 03/15/26	USD		74	$	76,516
9.75%, 07/15/28^(k)			38		41,325
Patrick Industries, Inc., 4.75%, 05/01/29^(b)			64		65,280
SRM Escrow Issuer LLC, 6.00%, 11/01/28^(b)(h)			485		513,494
Standard Industries, Inc. 2.25%, 11/21/26^(e)	EUR		100		114,232
5.00%, 02/15/27^(b)(h)	USD		174		179,437
4.75%, 01/15/28^(b)(h)			46		47,725
4.38%, 07/15/30^(b)(h)			412		420,240
3.38%, 01/15/31^(b)(h)			284		270,283
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29^(b)			235		246,750
Victors Merger Corp., 6.38%, 05/15/29^(b)			159		152,243

					4,310,140

Building Products^(b)— 0.6%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27			262		273,528
BCPE Ulysses Intermediate, Inc., (7.75% Cash or 8.50% PIK), 7.75%, 04/01/27⁽ⁱ⁾			88		87,340
Beacon Roofing Supply, Inc., 4.13%, 05/15/29			100		99,375
Foundation Building Materials, Inc., 6.00%, 03/01/29			193		189,140
GYP Holdings III Corp., 4.63%, 05/01/29			237		239,666
LBM Acquisition LLC, 6.25%, 01/15/29			482		481,759
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29^(k)			113		113,000
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26			292		306,600
SRS Distribution, Inc. 4.63%, 07/01/28			434		442,767
6.13%, 07/01/29			345		355,350
White Cap Buyer LLC, 6.88%, 10/15/28^(h)			723		762,765
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26⁽ⁱ⁾			210		216,825

					3,568,115

Capital Markets — 1.0%
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%^(a)(h)(n)			2,835		2,924,302
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)			214		223,898
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 6.25%, 05/15/26			366		382,470
5.25%, 05/15/27^(h)			750		778,125
4.38%, 02/01/29			201		200,749
Intercorp Peru Ltd., 3.88%, 08/15/29^(b)(h)			225		219,094
NFP Corp.^(b)4.88%, 08/15/28			433		440,361
6.88%, 08/15/28^(h)			484		494,188
RP Escrow Issuer LLC, 5.25%, 12/15/25^(b)			156		160,485

					5,823,672

Chemicals — 1.4%
Ashland LLC, 3.38%, 09/01/31^(b)			351		354,071
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			297		288,833
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27^(b)			170		177,225
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			278		318,362
Chemours Co., 4.00%, 05/15/26	EUR		100		117,985
Diamond (BC) BV, 4.63%, 10/01/29^(b)	USD		262		265,930
Element Solutions, Inc., 3.88%, 09/01/28^(b)(h)			1,263		1,275,630


Security		Par (000)		Value

Chemicals (continued)
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)	USD		165	$	168,713
HB Fuller Co., 4.25%, 10/15/28			98		99,715
Herens Holdco Sarl, 4.75%, 05/15/28^(b)(h)			412		414,060
Herens Midco Sarl, 5.25%, 05/15/29^(e)	EUR		100		112,360
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)	USD		360		396,900
Ingevity Corp., 3.88%, 11/01/28^(b)			84		83,790
Minerals Technologies, Inc., 5.00%, 07/01/28^(b)			169		175,338
Monitchem HoldCo 3 SA, 5.25%, 03/15/25^(e)	EUR		100		118,730
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		67		70,015
OCP SA, 3.75%, 06/23/31^(b)			200		199,500
Orbia Advance Corp. SAB de CV, 5.50%, 01/15/48^(b)(h)			200		234,788
Sasol Financing USA LLC, 5.50%, 03/18/31			200		204,050
SCIH Salt Holdings, Inc.^(b)4.88%, 05/01/28			255		256,275
6.63%, 05/01/29			179		171,840
Scotts Miracle-Gro Co.^(b)4.00%, 04/01/31			262		261,507
4.38%, 02/01/32			27		27,219
Valvoline, Inc., 3.63%, 06/15/31^(b)			1		988
WESCO Distribution, Inc.^(b)(h)7.13%, 06/15/25			676		721,380
7.25%, 06/15/28			616		682,220
WR Grace Holdings LLC^(b)5.63%, 10/01/24			216		236,520
5.63%, 08/15/29			943		971,299
Yingde Gases Investment Ltd., 6.25%, 01/19/23^(e)			200		206,000

					8,611,243

Commercial Services & Supplies — 0.7%
ADT Security Corp. 4.13%, 06/15/23			9		9,416
4.88%, 07/15/32^(b)(h)			387		390,386
APX Group, Inc., 5.75%, 07/15/29^(b)			268		264,529
ASGN, Inc., 4.63%, 05/15/28^(b)			91		94,185
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29^(b)			106		112,031
DAE Funding LLC, 3.38%, 03/20/28^(b)			250		256,563
EC Finance PLC, 3.00%, 10/15/26^(e)(k)	EUR		200		232,967
Fortress Transportation & Infrastructure Investors LLC^(b)6.50%, 10/01/25	USD		75		77,204
5.50%, 05/01/28			310		312,085
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			383		401,853
Intertrust Group BV, 3.38%, 11/15/25^(e)	EUR		100		117,810
Metis Merger Sub LLC, 6.50%, 05/15/29^(b)	USD		214		208,115
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)			239		247,891
Prime Security Services Borrower LLC/Prime
Finance, Inc.^(b)5.25%, 04/15/24			141		150,384
5.75%, 04/15/26^(h)			320		346,163
3.38%, 08/31/27			58		55,644
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(b)			187		191,530
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29^(b)(h)			407		418,701
United Rentals North America, Inc. 5.50%, 05/15/27			339		355,825
5.25%, 01/15/30			161		176,295

					4,419,577


Security		Par (000)		Value

Communications Equipment — 0.6%
Avaya, Inc., 6.13%, 09/15/28^(b)(h)	USD		539	$	566,742
CommScope Technologies LLC, 6.00%, 06/15/25^(b)			389		393,862
CommScope, Inc.^(b)6.00%, 03/01/26			209		217,011
8.25%, 03/01/27			347		363,214
7.13%, 07/01/28			307		313,284
4.75%, 09/01/29^(h)			505		504,369
Nokia OYJ 3.38%, 06/12/22			106		108,120
4.38%, 06/12/27			149		163,528
ViaSat, Inc.^(b)(h)5.63%, 04/15/27			416		433,680
6.50%, 07/15/28			477		502,386
Viavi Solutions, Inc., 3.75%, 10/01/29^(b)			292		292,642

					3,858,838

Construction Materials^(b)— 0.4%
American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/28^(h)			375		382,969
3.88%, 11/15/29			47		46,868
BCPE Empire Holdings, Inc., 7.63%, 05/01/27			109		108,455
H&E Equipment Services, Inc., 3.88%, 12/15/28			58		57,774
IAA, Inc., 5.50%, 06/15/27			372		388,740
New Enterprise Stone & Lime Co., Inc., 5.25%, 07/15/28^(k)			81		81,911
Picasso Finance Sub, Inc., 6.13%, 06/15/25^(h)			403		426,128
Williams Scotsman International, Inc., 4.63%, 08/15/28			243		253,136
Winnebago Industries, Inc., 6.25%, 07/15/28			137		147,275
Wolverine Escrow LLC, 9.00%, 11/15/26			717		662,329

					2,555,585

Consumer Discretionary — 1.1%
Atento Luxco 1 SA, 8.00%, 02/10/26^(b)			200		218,850
Carnival Corp. 11.50%, 04/01/23^(b)			41		45,766
10.13%, 02/01/26^(e)	EUR		100		132,979
10.50%, 02/01/26^(b)(h)	USD		546		633,469
5.75%, 03/01/27^(b)(h)			620		640,925
9.88%, 08/01/27^(b)			231		266,600
4.00%, 08/01/28^(b)			984		993,840
CoreLogic, Inc., 4.50%, 05/01/28^(b)			355		352,781
Legends Hospitality Holding Co. LLC/Legends
Hospitality Co-Issuer, Inc., 5.00%, 02/01/26^(b)			91		93,275
Life Time, Inc.^(b)5.75%, 01/15/26			258		267,030
8.00%, 04/15/26			175		185,500
NCL Corp. Ltd., 5.88%, 03/15/26^(b)			237		242,925
NCL Finance Ltd., 6.13%, 03/15/28^(b)(h)			509		528,088
Nielsen Finance LLC/Nielsen Finance Co.^(b)5.63%, 10/01/28^(h)			479		496,963
5.88%, 10/01/30			192		202,151
4.75%, 07/15/31			55		53,502
Royal Caribbean Cruises Ltd.^(b)10.88%, 06/01/23			90		100,800
9.13%, 06/15/23			153		166,281
11.50%, 06/01/25			120		136,920
5.50%, 08/31/26			79		81,207


Security		Par (000)		Value

Consumer Discretionary (continued)
Royal Caribbean Cruises Ltd.^(b)(continued) 5.50%, 04/01/28	USD		423	$	432,648
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)			183		183,000
WASH Multifamily Acquisition, Inc., 5.75%, 04/15/26^(b)			101		105,467

					6,560,967

Consumer Finance — 1.3%
American Express Co., (5 year CMT + 2.85%), 3.55%^(a)(n)			735		748,855
Equifax, Inc., 2.60%, 12/15/25			59		61,862
HealthEquity, Inc., 4.50%, 10/01/29^(b)(k)			283		287,245
MoneyGram International, Inc., 5.38%, 08/01/26^(b)			106		107,590
MPH Acquisition Holdings LLC, 5.50%, 09/01/28^(b)			325		324,106
Muthoot Finance Ltd. 6.13%, 10/31/22^(b)(h)			427		439,890
4.40%, 09/02/23^(e)			200		203,100
Navient Corp. 7.25%, 09/25/23			129		140,677
6.13%, 03/25/24			86		92,085
5.88%, 10/25/24			82		87,535
5.00%, 03/15/27			258		265,740
OneMain Finance Corp. 6.13%, 05/15/22			70		71,838
6.88%, 03/15/25			226		253,967
7.13%, 03/15/26			227		263,036
3.50%, 01/15/27			304		304,137
6.63%, 01/15/28			221		254,150
5.38%, 11/15/29			36		39,019
4.00%, 09/15/30			3		2,985
Sabre GLBL, Inc.^(b)9.25%, 04/15/25			227		262,364
7.38%, 09/01/25			252		268,582
Shift4 Payments Inc., 0.00%, 12/15/25^(b)(l)(m)			349		419,203
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			262		273,462
Square, Inc., 3.50%, 06/01/31^(b)(h)			622		638,004
Verscend Escrow Corp., 9.75%, 08/15/26^(b)(h)			1,758		1,852,492

					7,661,924

Containers & Packaging — 0.3%
Celulosa Arauco y Constitucion SA, 4.20%, 01/29/30^(e)			200		215,225
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26			196		210,090
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26			424		436,974
Graham Packaging Co., Inc., 7.13%, 08/15/28^(b)			60		63,703
Graphic Packaging International LLC^(b)4.75%, 07/15/27			89		96,342
3.50%, 03/15/28			17		17,255
3.50%, 03/01/29			61		60,695
Intertape Polymer Group, Inc., 4.38%, 06/15/29^(b)			134		136,226
Klabin Austria GmbH, 3.20%, 01/12/31^(b)			200		191,000
LABL, Inc., 10.50%, 07/15/27^(b)			122		131,455
Sealed Air Corp.^(b)5.13%, 12/01/24			46		49,968


Security		Par (000)		Value

Containers & Packaging (continued)
Sealed Air Corp.^(b)(continued)
4.00%, 12/01/27	USD		73	$	77,738
6.88%, 07/15/33			44		57,481
Suzano Austria GmbH 3.75%, 01/15/31^(h)			105		107,599
3.13%, 01/15/32			145		139,762

					1,991,513

Diversified Consumer Services — 1.5%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(b)(h)
6.63%, 07/15/26			1,998		2,112,445
9.75%, 07/15/27			774		842,093
6.00%, 06/01/29			556		548,655
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28			1,548		1,544,660
Ascend Learning LLC^(b)6.88%, 08/01/25^(h)			690		703,165
6.88%, 08/01/25			317		322,151
Clarivate Science Holdings Corp.^(b)3.88%, 07/01/28			392		392,000
4.88%, 07/01/29^(h)			514		515,002
Garda World Security Corp.^(b)4.63%, 02/15/27			284		284,000
9.50%, 11/01/27^(h)			159		172,094
Graham Holdings Co., 5.75%, 06/01/26^(b)			140		146,202
Rekeep SpA, 7.25%, 02/01/26^(e)	EUR		100		124,872
Service Corp. International 5.13%, 06/01/29	USD		238		258,742
3.38%, 08/15/30^(h)			263		262,467
4.00%, 05/15/31			358		370,083
Sotheby’s, 7.38%, 10/15/27^(b)(h)			451		476,933

					9,075,564

Diversified Financial Services — 2.8%
Acuris Finance US, Inc./Acuris Finance SARL, 5.00%, 05/01/28^(b)(h)			403		400,985
Arrow Global Finance PLC, 5.13%, 09/15/24^(e)	GBP		100		134,740
Barclays PLC 3.65%, 03/16/25^(h)	USD		3,600		3,868,396
5.20%, 05/12/26			200		228,672
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%^(a)(b)(h)(n)			1,500		1,531,875
Central Garden & Pet Co. 4.13%, 10/15/30			188		192,230
4.13%, 04/30/31^(b)			195		198,028
Citigroup, Inc.^(a)(n)
(5 year CMT + 3.42%), 3.88%^(h)			2,000		2,042,500
Series W, (5 year CMT + 3.60%), 4.00%			155		160,611
Coinbase Global, Inc.^(b)3.38%, 10/01/28			303		291,131
3.63%, 10/01/31			293		278,533
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25^(e)	GBP		100		140,747
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24^(b)(i)	USD		223		219,444
Goldman Sachs Group, Inc., Series R, (5 year CMT + 3.22%), 4.95%^(a)(h)(n)			730		773,800
HSBC Holdings PLC 4.38%, 11/23/26^(h)			395		440,257
(5 year CMT + 3.22%), 4.00%^(a)(n)			290		290,725
(5 year USD ICE Swap + 4.37%), 6.38%^(a)(h)(n)			1,250		1,364,275


Security		Par (000)		Value

Diversified Financial Services (continued)
Intrum AB, 3.00%, 09/15/27^(e)	EUR		100	$	115,269
ION Trading Technologies Sarl, 5.75%, 05/15/28^(b)	USD		200		203,925
Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, 08/15/28^(b)			325		329,469
Ladder Capital Finance Holdings LLLP/Ladder
Capital Finance Corp.^(b)4.25%, 02/01/27^(h)			315		311,850
4.75%, 06/15/29			137		136,034
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%^(a)(h)(n)			450		517,747
Manappuram Finance Ltd., 5.90%, 01/13/23^(e)			200		205,287
Morgan Stanley, 4.00%, 07/23/25^(h)			965		1,063,142
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)(h)			300		301,650
Shriram Transport Finance Co. Ltd.^(e)5.95%, 10/24/22			420		426,772
5.10%, 07/16/23			200		203,288
Spectrum Brands, Inc.^(b)5.00%, 10/01/29			178		191,350
5.50%, 07/15/30			154		170,555
3.88%, 03/15/31			46		46,479

					16,779,766

Diversified Telecommunication Services — 2.9%
Axtel SAB de CV, 6.38%, 11/14/24^(b)			200		206,037
Cincinnati Bell, Inc.^(b)7.00%, 07/15/24			144		146,553
8.00%, 10/15/25			67		69,827
Consolidated Communications, Inc., 6.50%, 10/01/28^(b)(h)			471		511,624
Intelsat Jackson Holdings SA, 8.00%, 02/15/24^(b)			476		488,495
Level 3 Financing, Inc. 5.38%, 05/01/25			90		91,941
4.63%, 09/15/27^(b)			111		114,197
4.25%, 07/01/28^(b)(h)			714		719,519
3.75%, 07/15/29^(b)			183		176,866
Lumen Technologies, Inc. 5.13%, 12/15/26^(b)(h)			713		739,737
4.00%, 02/15/27^(b)(h)			349		356,608
4.50%, 01/15/29^(b)(h)			488		472,862
5.38%, 06/15/29^(b)			455		464,264
Series P, 7.60%, 09/15/39^(h)			94		105,280
Series U, 7.65%, 03/15/42^(h)			270		302,400
Series W, 6.75%, 12/01/23^(h)			512		561,280
Series Y, 7.50%, 04/01/24^(h)			516		571,470
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25⁽ⁱ⁾			207		193,804
SoftBank Group Corp.^(e)4.50%, 04/20/25	EUR		100		121,884
4.75%, 07/30/25			100		122,270
Sprint Capital Corp.^(h)6.88%, 11/15/28	USD		1,287		1,647,360
8.75%, 03/15/32			688		1,027,776
Switch Ltd.^(b)3.75%, 09/15/28			348		353,220
4.13%, 06/15/29			400		410,500
Telecom Italia Capital SA 6.38%, 11/15/33			222		258,341
6.00%, 09/30/34^(h)			432		484,920
7.20%, 07/18/36			98		120,050


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Telecom Italia Capital SA (continued)
7.72%, 06/04/38	USD		44	$	56,320
Telecom Italia SpA
4.00%, 04/11/24^(e)	EUR		150		185,552
5.30%, 05/30/24^(b)(h)	USD		200		215,470
1.63%, 01/18/29^(e)	EUR		100		113,374
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30^(b)(k)	USD		145		143,731
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28^(b)			351		358,459
Verizon Communications, Inc.
2.36%, 03/15/32^(b)			169		167,132
3.70%, 03/22/61^(h)			1,000		1,055,928
Zayo Group Holdings, Inc.^(b)(h)
4.00%, 03/01/27			2,674		2,661,245
6.13%, 03/01/28			1,399		1,418,278

					17,214,574

Electric Utilities — 0.8%
Black Hills Corp., 3.15%, 01/15/27^(h)			305		324,878
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(b)			275		273,316
Enel Finance International NV, 3.63%, 05/25/27^(b)(h)			900		996,289
Energuate Trust, 5.88%, 05/03/27^(b)			200		206,975
Exelon Corp., 3.40%, 04/15/26^(h)			140		151,637
FirstEnergy Corp.
2.65%, 03/01/30			164		163,180
Series B, 4.40%, 07/15/27			136		149,216
Series B, 2.25%, 09/01/30			21		20,265
Series C, 7.38%, 11/15/31			42		57,375
Series C, 5.35%, 07/15/47^(h)			503		613,345
Series C, 3.40%, 03/01/50^(h)			553		531,632
FirstEnergy Transmission LLC^(b)
5.45%, 07/15/44			378		481,778
4.55%, 04/01/49			163		190,774
NextEra Energy Operating Partners LP^(b)
4.25%, 07/15/24^(h)			170		179,988
4.25%, 09/15/24			9		9,495
PG&E Corp., 5.25%, 07/01/30			194		198,607
Pike Corp., 5.50%, 09/01/28^(b)			80		81,524
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc., 11.50%, 11/10/21^(d)			780		—

					4,630,274

Electrical Equipment^(b)— 0.1%
Gates Global LLC/Gates Corp., 6.25%, 01/15/26			352		365,200
GrafTech Finance, Inc., 4.63%, 12/15/28			136		139,570

					504,770

Electronic Equipment, Instruments & Components — 0.3%
BWX Technologies, Inc.^(b)
4.13%, 06/30/28			251		257,589
4.13%, 04/15/29			174		178,132
CDW LLC/CDW Finance Corp.
4.13%, 05/01/25			188		194,815
3.25%, 02/15/29^(h)			309		316,725
Energizer Holdings, Inc.^(b)
4.75%, 06/15/28			256		260,415
4.38%, 03/31/29			19		18,856


Security		Par (000)		Value

Electronic Equipment, Instruments & Components (continued)
Imola Merger Corp., 4.75%, 05/15/29^(b)	USD		616	$	637,263
Xerox Corp., 4.80%, 03/01/35			203		203,041

					2,066,836

Energy Equipment & Services — 0.4%
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			139		145,950
6.25%, 04/01/28^(h)			706		730,163
ChampionX Corp., 6.38%, 05/01/26			114		118,560
Halliburton Co., 3.80%, 11/15/25^(h)			7		7,666
Pioneer Energy Services Corp.^(b)(d)(i)
(11.00% Cash or 11.00% PIK), 11.00%, 05/15/25			107		118,668
(5.00% PIK), 5.00%, 11/15/25^(l)			80		93,044
USA Compression Partners LP/USA Compression Finance Corp.
6.88%, 04/01/26			303		315,484
6.88%, 09/01/27^(h)			632		669,035
Vallourec SA, 8.50%, 06/30/26^(e)	EUR		25		29,643

					2,228,213

Entertainment — 0.0%
SWF Escrow Issuer Corp., 6.50%, 10/01/29^(b)(k)	USD		226		220,192


Environmental, Maintenance, & Security Service — 0.5%
Clean Harbors, Inc.^(b)(h)
4.88%, 07/15/27			250		259,375
5.13%, 07/15/29			172		188,340
Covanta Holding Corp., 5.00%, 09/01/30			139		140,390
GFL Environmental, Inc.^(b)
4.25%, 06/01/25			86		88,688
3.75%, 08/01/25			266		273,647
5.13%, 12/15/26^(h)			401		421,094
4.00%, 08/01/28			406		402,955
3.50%, 09/01/28			198		199,238
4.75%, 06/15/29			330		339,075
4.38%, 08/15/29			136		137,360
Stericycle, Inc., 3.88%, 01/15/29^(b)			162		162,990
Tervita Corp., 11.00%, 12/01/25^(b)(o)			122		138,044
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)(h)			471		475,710

					3,226,906

Equity Real Estate Investment Trusts (REITs) — 1.6%
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50			450		520,906
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27^(b)			178		176,220
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28^(b)			163		169,113
ERP Operating LP, 3.38%, 06/01/25^(h)			1,015		1,090,490
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27^(b)(h)			142		140,998
Iron Mountain, Inc.^(b)(h)
5.25%, 07/15/30			345		366,124
5.63%, 07/15/32			372		398,970
LMIRT Capital Pte Ltd., 7.25%, 06/19/24^(e)			229		237,845
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.
5.63%, 05/01/24^(h)			1,020		1,109,250
4.63%, 06/15/25^(b)			455		490,262
4.50%, 09/01/26^(h)			637		692,737


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. (continued)
5.75%, 02/01/27	USD		27	$	31,050
4.50%, 01/15/28			432		471,960
3.88%, 02/15/29^(b)			308		328,020
MPT Operating Partnership LP/MPT Finance Corp.^(h)
5.00%, 10/15/27			66		69,548
4.63%, 08/01/29			399		428,127
3.50%, 03/15/31			981		1,000,620
RHP Hotel Properties LP/RHP Finance Corp.
4.75%, 10/15/27^(h)			604		625,122
4.50%, 02/15/29^(b)			179		179,362
RLJ Lodging Trust LP^(b)
3.75%, 07/01/26			135		135,675
4.00%, 09/15/29			97		96,849
Starwood Property Trust, Inc., 5.00%, 12/15/21			100		100,200
Trust Fibra Uno, 6.95%, 01/30/44^(e)			200		246,788
Ventas Realty LP, 4.13%, 01/15/26^(h)			650		718,026

					9,824,262

Food & Staples Retailing — 1.6%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC
5.75%, 03/15/25			11		11,219
3.25%, 03/15/26^(b)(h)			582		590,730
7.50%, 03/15/26^(b)(h)			107		115,560
4.63%, 01/15/27^(b)(h)			766		803,560
5.88%, 02/15/28^(b)			320		340,800
4.88%, 02/15/30^(b)			138		148,695
BRF GmbH, 4.35%, 09/29/26^(e)			200		205,912
Cydsa SAB de CV, 6.25%, 10/04/27^(b)(h)			252		261,576
Grupo KUO SAB de CV, 5.75%, 07/07/27^(b)			200		205,663
Health & Happiness H&H International Holdings Ltd.,
5.63%, 10/24/24^(e)			200		204,850
Kraft Heinz Foods Co.
4.25%, 03/01/31^(h)			604		682,835
5.00%, 07/15/35			127		156,180
6.88%, 01/26/39^(h)			233		343,986
4.63%, 10/01/39			77		89,742
6.50%, 02/09/40			155		220,099
5.00%, 06/04/42			129		158,198
5.20%, 07/15/45^(h)			351		439,643
4.38%, 06/01/46^(h)			410		466,506
4.88%, 10/01/49^(h)			906		1,102,688
5.50%, 06/01/50^(h)			1,189		1,568,732
Lamb Weston Holdings, Inc., 4.88%, 05/15/28^(b)(h)			156		171,483
Ocado Group PLC, 3.88%, 10/08/26	GBP		100		134,740
Performance Food Group, Inc., 4.25%, 08/01/29^(b)	USD		338		338,845
Post Holdings, Inc.^(b)
5.75%, 03/01/27			253		262,924
5.63%, 01/15/28			73		76,694
5.50%, 12/15/29^(h)			230		243,800
4.63%, 04/15/30^(h)			170		171,314
4.50%, 09/15/31			61		60,276
US Foods, Inc., 4.75%, 02/15/29^(b)			301		308,901

					9,886,151

Food Products^(b)— 0.8%
Aramark Services, Inc.^(h)
5.00%, 04/01/25			623		637,609


Security		Par (000)		Value

Food Products (continued)
Aramark Services, Inc.^(h)(continued)
5.00%, 02/01/28	USD		658	$	676,095
Chobani LLC/Chobani Finance Corp., Inc.^(h)
7.50%, 04/15/25			512		532,736
4.63%, 11/15/28			242		249,865
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%^(a)(n)			200		209,475
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28^(h)			361		390,512
JBS USA LUX SA/JBS USA Food Co./JBS USA
Finance, Inc.^(h)
6.50%, 04/15/29			625		698,437
3.75%, 12/01/31			355		369,388
MHP Lux SA, 6.25%, 09/19/29			200		202,590
Pilgrim’s Pride Corp., 3.50%, 03/01/32			516		524,708
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29			284		286,130

					4,777,545

Gas Utilities — 0.0%
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31^(b)			133		137,987


Health Care Equipment & Supplies^(b)— 0.5%
Avantor Funding, Inc., 4.63%, 07/15/28^(h)			893		939,883
Hologic, Inc., 3.25%, 02/15/29			87		87,041
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA^(h)
7.38%, 06/01/25			353		372,415
7.25%, 02/01/28			1,479		1,582,715

					2,982,054

Health Care Providers & Services — 4.0%
Acadia Healthcare Co., Inc.^(b)
5.50%, 07/01/28			204		214,445
5.00%, 04/15/29			138		143,693
AdaptHealth LLC^(b)
6.13%, 08/01/28			147		156,188
4.63%, 08/01/29			105		104,921
5.13%, 03/01/30			101		101,051
AHP Health Partners, Inc., 5.75%, 07/15/29^(b)			274		276,740
Anthem, Inc., 2.75%, 10/15/42^(l)			128		675,597
Cano Health LLC, 6.25%, 10/01/28^(b)			90		90,900
Centene Corp.
4.25%, 12/15/27^(h)			141		147,578
2.45%, 07/15/28^(h)			619		622,095
4.63%, 12/15/29^(h)			1,398		1,523,540
3.00%, 10/15/30^(h)			627		642,675
2.50%, 03/01/31^(h)			1,233		1,216,046
2.63%, 08/01/31			422		419,147
CHS/Community Health Systems, Inc.^(b)
6.63%, 02/15/25^(h)			703		735,514
8.00%, 03/15/26^(h)			1,265		1,341,501
5.63%, 03/15/27^(h)			632		661,786
6.00%, 01/15/29^(h)			502		532,120
6.13%, 04/01/30			301		292,489
DaVita, Inc., 4.63%, 06/01/30^(b)			10		10,286
Encompass Health Corp.
4.50%, 02/01/28			45		46,463


Security		Par (000)		Value

Health Care Providers & Services (continued)
Encompass Health Corp. (continued)
4.75%, 02/01/30	USD		383	$	402,820
4.63%, 04/01/31			211		221,772
HCA, Inc.
5.38%, 02/01/25^(h)			381		425,767
5.88%, 02/15/26			46		52,728
5.38%, 09/01/26^(h)			430		491,984
5.63%, 09/01/28^(h)			692		823,272
5.88%, 02/01/29^(h)			516		620,071
3.50%, 09/01/30^(h)			826		875,056
5.50%, 06/15/47^(h)			650		842,891
Legacy LifePoint Health LLC^(b)
6.75%, 04/15/25			190		199,661
4.38%, 02/15/27			217		216,457
LifePoint Health, Inc., 5.38%, 01/15/29^(b)			238		231,455
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29^(b)			166		172,067
ModivCare, Inc., 5.88%, 11/15/25^(b)			71		75,083
Molina Healthcare, Inc.^(b)
4.38%, 06/15/28			336		349,568
3.88%, 11/15/30			280		292,600
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			312		334,620
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			53		55,981
Surgery Center Holdings, Inc.^(b)(h)
6.75%, 07/01/25			611		621,692
10.00%, 04/15/27			676		730,080
Teleflex, Inc.
4.63%, 11/15/27			58		60,465
4.25%, 06/01/28^(b)(h)			368		382,385
Tenet Healthcare Corp.
4.63%, 07/15/24^(h)			204		207,060
4.63%, 09/01/24^(b)(h)			367		375,257
7.50%, 04/01/25^(b)			163		172,984
4.88%, 01/01/26^(b)(h)			1,526		1,579,288
6.25%, 02/01/27^(b)(h)			52		53,950
5.13%, 11/01/27^(b)(h)			562		585,885
4.63%, 06/15/28^(b)			81		83,929
6.13%, 10/01/28^(b)(h)			395		414,938
4.25%, 06/01/29^(b)			298		302,470
UnitedHealth Group, Inc., 3.75%, 07/15/25^(h)			1,470		1,619,175
Vizient, Inc., 6.25%, 05/15/27^(b)(h)			407		425,315

					24,253,501

Health Care Technology — 0.7%
Catalent Pharma Solutions, Inc.
5.00%, 07/15/27^(b)(h)			365		379,144
2.38%, 03/01/28^(e)	EUR		100		117,159
3.13%, 02/15/29^(b)	USD		180		176,751
3.50%, 04/01/30^(b)			465		465,000
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(b)(h)			791		796,932
Charles River Laboratories International, Inc.^(b)
4.25%, 05/01/28			159		165,018
3.75%, 03/15/29			34		34,723
4.00%, 03/15/31			98		102,678
IQVIA, Inc.^(b)(h)
5.00%, 10/15/26			463		474,515
5.00%, 05/15/27			637		661,639


Security		Par (000)		Value

Health Care Technology (continued)
MEDNAX, Inc., 6.25%, 01/15/27^(b)	USD		124	$	130,355
Syneos Health, Inc., 3.63%, 01/15/29^(b)(h)			465		463,698

					3,967,612

Hotels, Restaurants & Leisure — 4.2%
1011778 BC ULC/New Red Finance, Inc.^(b)
5.75%, 04/15/25			207		217,319
3.88%, 01/15/28^(h)			549		554,408
4.38%, 01/15/28			134		136,038
Accor SA, 0.70%, 12/07/27^(e)(l)	EUR		31		18,908
Affinity Gaming, 6.88%, 12/15/27^(b)	USD		34		35,759
Boyd Gaming Corp.
8.63%, 06/01/25^(b)			97		105,124
4.75%, 12/01/27			179		184,494
4.75%, 06/15/31^(b)			376		387,750
Boyne USA, Inc., 4.75%, 05/15/29^(b)			247		255,027
Caesars Entertainment, Inc.^(b)
6.25%, 07/01/25^(h)			1,466		1,543,342
8.13%, 07/01/27^(h)			1,308		1,470,486
4.63%, 10/15/29			388		392,850
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)(h)			478		503,920
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25^(b)(h)			504		523,530
Champion Path Holdings Ltd.^(e)
4.50%, 01/27/26			232		236,640
4.85%, 01/27/28			231		233,786
Churchill Downs, Inc.^(b)
5.50%, 04/01/27^(h)			702		728,325
4.75%, 01/15/28			341		356,771
Cirsa Finance International Sarl, 4.75%, 05/22/25^(e)	EUR		100		116,125
Everi Holdings, Inc., 5.00%, 07/15/29^(b)	USD		51		52,259
Fortune Star BVI Ltd.^(e)
5.95%, 01/29/23			200		202,975
6.75%, 07/02/23			250		258,484
5.95%, 10/19/25			475		483,312
5.05%, 01/27/27			200		195,500
Golden Nugget, Inc., 6.75%, 10/15/24^(b)(h)			1,462		1,463,901
Hilton Domestic Operating Co., Inc.
5.38%, 05/01/25^(b)			145		151,525
5.75%, 05/01/28^(b)			99		106,623
4.88%, 01/15/30^(h)			952		1,021,268
4.00%, 05/01/31^(b)			233		236,495
International Game Technology PLC, 3.50%, 06/15/26^(e)	EUR		100		118,812
McDonald’s Corp., 3.70%, 01/30/26^(h)	USD		405		445,260
Melco Resorts Finance Ltd., 5.25%, 04/26/26^(e)			250		251,375
Merlin Entertainments Ltd., 5.75%, 06/15/26^(b)			200		206,500
MGM China Holdings Ltd., 5.88%, 05/15/26^(e)			250		255,359
MGM Resorts International
7.75%, 03/15/22^(h)			575		590,812
6.00%, 03/15/23^(h)			416		439,895
5.75%, 06/15/25			29		31,610
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29^(b)			259		263,856
Penn National Gaming, Inc., 4.13%, 07/01/29^(b)			107		105,759
Powdr Corp., 6.00%, 08/01/25^(b)(o)			206		216,300


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.^(b)
5.63%, 09/01/29	USD		116	$	117,160
5.88%, 09/01/31			116		117,194
Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, 11/01/26^(b)			177		180,761
Scientific Games International, Inc.
8.63%, 07/01/25^(b)			203		219,836
5.00%, 10/15/25^(b)(h)			730		750,987
3.38%, 02/15/26^(e)	EUR		100		116,715
8.25%, 03/15/26^(b)(h)	USD		565		599,606
7.00%, 05/15/28^(b)			174		187,702
7.25%, 11/15/29^(b)			51		57,306
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)(h)			753		801,945
Spirit Issuer PLC, Series A5, 5.47%, 12/28/34^(e)	GBP		2,550		3,813,193
Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25^(e)			100		141,612
Studio City Finance Ltd., 6.00%, 07/15/25^(e)	USD		346		342,540
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			154		162,855
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28^(b).			158		164,941
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(b)(h)			192		193,916
Wynn Macau Ltd.^(e)
5.50%, 01/15/26			347		335,289
5.50%, 10/01/27			200		192,000
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.^(b)
7.75%, 04/15/25			239		252,150
5.13%, 10/01/29^(h)			618		622,635
Yum! Brands, Inc.
7.75%, 04/01/25^(b)(h)			395		422,344
4.75%, 01/15/30^(b)(h)			279		302,386
3.63%, 03/15/31			96		96,513
5.35%, 11/01/43			71		78,100

					25,368,168

Household Durables — 0.7%
Ashton Woods USA LLC/Ashton Woods Finance Co.^(b)
4.63%, 08/01/29			100		100,973
4.63%, 04/01/30			101		101,568
Brookfield Residential Properties, Inc./Brookfield
Residential US LLC^(b)
5.00%, 06/15/29			208		212,690
4.88%, 02/15/30^(h)			412		420,240
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			253		267,668
Controladora Mabe SA de CV, 5.60%, 10/23/28^(b)(h)			200		231,975
Forestar Group, Inc., 3.85%, 05/15/26^(b)			104		103,870
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			307		322,350
KB Home, 4.00%, 06/15/31			96		98,520
Mattamy Group Corp., 4.63%, 03/01/30^(b)			199		203,349
Meritage Homes Corp., 5.13%, 06/06/27			50		55,688
NCR Corp.^(b)
5.75%, 09/01/27			220		232,012
5.00%, 10/01/28			110		112,399
5.13%, 04/15/29			145		149,531
6.13%, 09/01/29			92		99,820
5.25%, 10/01/30			111		116,387
Newell Brands, Inc., 6.00%, 04/01/46			112		144,760
Taylor Morrison Communities, Inc.^(b)
5.88%, 06/15/27			245		279,300


Security		Par (000)		Value

Household Durables (continued)
Taylor Morrison Communities, Inc.^(b)(continued)
5.13%, 08/01/30	USD		54	$	58,119
Tempur Sealy International, Inc.^(b)
4.00%, 04/15/29			272		280,160
3.88%, 10/15/31			276		276,345
Toll Brothers Finance Corp., 4.35%, 02/15/28			12		13,140
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.88%, 06/15/24			11		12,100
Tri Pointe Homes, Inc., 5.25%, 06/01/27			15		16,200

					3,909,164

Household Products — 0.0%
Berkline Benchcraft LLC, 4.50%, 06/01/22^(a)(d)(f)(j)			200		—


Independent Power and Renewable Electricity Producers — 1.3%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24^(e)			200		216,787
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24^(e)			200		210,350
Calpine Corp.^(b)
5.25%, 06/01/26^(h)			447		459,842
4.50%, 02/15/28^(h)			445		453,900
5.13%, 03/15/28^(h)			1,275		1,291,236
4.63%, 02/01/29^(h)			160		157,600
5.00%, 02/01/31			135		135,000
3.75%, 03/01/31			5		4,813
Clearway Energy Operating LLC^(b)
4.75%, 03/15/28^(h)			287		303,818
3.75%, 01/15/32^(k)			262		261,672
Continuum Energy Levanter Pte Ltd., 4.50%, 02/09/27^(b)			199		203,959
Greenko Dutch BV, 3.85%, 03/29/26^(e)			197		200,177
Greenko Mauritius Ltd., 6.25%, 02/21/23^(e)			200		204,500
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26^(e)			200		211,225
India Green Energy Holdings
5.38%, 04/29/24^(b)			250		259,375
5.38%, 04/29/24^(e)			250		259,375
Investment Energy Resources Ltd., 6.25%, 04/26/29^(b)			200		216,750
NRG Energy, Inc.
6.63%, 01/15/27^(h)			735		761,423
5.75%, 01/15/28			63		67,016
5.25%, 06/15/29^(b)(h)			253		269,129
3.63%, 02/15/31^(b)(h)			277		272,083
3.88%, 02/15/32^(b)			354		350,017
ReNew Power Pvt Ltd., 5.88%, 03/05/27^(e)			200		209,725
ReNew Power Synthetic, 6.67%, 03/12/24^(e)			200		208,288
TerraForm Power Operating LLC^(b)
4.25%, 01/31/23			106		108,915
5.00%, 01/31/28			96		103,080
4.75%, 01/15/30			186		194,603

					7,594,658

Insurance — 2.0%
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29^(b)			231		228,069
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^(b)(h)
4.25%, 10/15/27			1,112		1,123,120
6.75%, 10/15/27			1,882		1,947,870
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25^(h)			360		391,786


Security		Par (000)		Value

Insurance (continued)
AmWINS Group, Inc., 4.88%, 06/30/29^(b)	USD		266	$	269,737
Aon PLC, 3.88%, 12/15/25^(h)			1,115		1,230,906
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%^(a)(e)(n)			306		328,950
AssuredPartners, Inc., 5.63%, 01/15/29^(b)			267		268,655
BroadStreet Partners, Inc., 5.88%, 04/15/29^(b)			191		190,284
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)			379		399,845
HUB International Ltd., 7.00%, 05/01/26^(b)(h)			1,226		1,267,377
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(b)(h)			595		650,132
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53^(a)(h)			3,500		3,692,500

					11,989,231

Interactive Media & Services — 0.8%
21Vianet Group, Inc., 7.88%, 10/15/21^(e)			200		199,680
Arches Buyer, Inc., 4.25%, 06/01/28^(b)			110		111,527
Cablevision Lightpath LLC^(b)
3.88%, 09/15/27			200		196,270
5.63%, 09/15/28^(h)			400		401,450
Netflix, Inc.
3.63%, 06/15/25^(b)			96		102,000
4.88%, 04/15/28			109		125,623
5.88%, 11/15/28^(h)			730		894,542
6.38%, 05/15/29			34		43,010
5.38%, 11/15/29^(b)(h)			827		1,001,704
4.88%, 06/15/30^(b)(h)			467		549,892
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.^(b)
4.75%, 04/30/27			233		233,000
6.00%, 02/15/28			337		335,207
Twitter, Inc., 3.88%, 12/15/27^(b)			279		297,832
United Group BV, 4.00%, 11/15/27^(e)	EUR		100		114,381

					4,606,118

Internet & Direct Marketing Retail — 0.0%
Very Group Funding PLC, 6.50%, 08/01/26^(e)	GBP		100		136,574


Internet Software & Services — 1.1%
Airbnb, Inc., 0.00%, 03/15/26^(b)(l)(m)	USD		567		557,077
ANGI Group LLC, 3.88%, 08/15/28^(b)			262		260,690
Booking Holdings, Inc., 0.75%, 05/01/25^(l)			380		558,030
Go Daddy Operating Co. LLC/GD Finance Co., Inc.^(b)
5.25%, 12/01/27			303		315,878
3.50%, 03/01/29			125		123,906
Match Group Holdings II LLC^(b)
4.63%, 06/01/28			157		164,140
5.63%, 02/15/29			177		190,491
4.13%, 08/01/30			198		206,168
3.63%, 10/01/31^(k)			109		107,706
Uber Technologies, Inc.^(b)
7.50%, 05/15/25^(h)			734		782,444
0.00%, 12/15/25^(l)(m)			1,582		1,538,701
8.00%, 11/01/26^(h)			311		328,688
7.50%, 09/15/27^(h)			567		619,093
6.25%, 01/15/28^(h)			318		341,052
4.50%, 08/15/29			467		470,211
Zillow Group, Inc., 1.38%, 09/01/26^(l)			55		115,775

					6,680,050

IT Services — 0.9%
Ahead DB Holdings LLC, 6.63%, 05/01/28^(b)			110		110,825


Security		Par (000)		Value

IT Services (continued)
Austin BidCo, Inc., 7.13%, 12/15/28^(b)	USD		72	$	72,540
Booz Allen Hamilton, Inc.^(b)(h)
3.88%, 09/01/28			363		372,119
4.00%, 07/01/29			412		422,300
Camelot Finance SA, 4.50%, 11/01/26^(b)(h)			564		585,855
Castle US Holding Corp., 9.50%, 02/15/28^(b)			251		262,295
Dun & Bradstreet Corp.^(b)(h)
6.88%, 08/15/26			597		626,104
10.25%, 02/15/27			297		319,275
Fair Isaac Corp., 4.00%, 06/15/28^(b)			169		173,225
Gartner, Inc.^(b)
4.50%, 07/01/28			35		36,750
3.63%, 06/15/29			223		224,695
3.75%, 10/01/30^(h)			435		447,702
KBR, Inc., 4.75%, 09/30/28^(b)			186		188,325
Rackspace Technology Global, Inc., 5.38%, 12/01/28^(b)(h)			235		230,887
Science Applications International Corp., 4.88%, 04/01/28^(b)(h)			254		262,496
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25^(b)			243		255,150
Twilio, Inc., 3.88%, 03/15/31			351		359,357
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			392		390,040

					5,339,940

Leisure Products — 0.1%
Mattel, Inc.
5.88%, 12/15/27^(b)			293		317,539
3.75%, 04/01/29^(b)			103		107,377
6.20%, 10/01/40			90		115,650
5.45%, 11/01/41			199		235,815

					776,381

Machinery — 0.7%
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28^(b)			108		110,757
Colfax Corp., 6.38%, 02/15/26^(b)			127		133,566
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(i)			240		255,000
Madison IAQ LLC^(b)
4.13%, 06/30/28			97		97,000
5.88%, 06/30/29			782		787,865
Mueller Water Products, Inc., 4.00%, 06/15/29^(b)			138		142,858
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(b)			353		361,606
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)			167		180,151
Terex Corp., 5.00%, 05/15/29^(b)			298		308,803
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(b)(h)			727		742,794
TK Elevator Midco GmbH, 4.38%, 07/15/27^(e)	EUR		100		120,904
TK Elevator US Newco Inc., 5.25%, 07/15/27^(b)(h)	USD		394		412,902
Vertical Holdco GmbH, 7.63%, 07/15/28^(b)(h)			400		427,500

					4,081,706

Media — 8.9%
Altice Financing SA
3.00%, 01/15/28^(e)	EUR		100		109,035
5.00%, 01/15/28^(b)(h)	USD		378		364,477
5.75%, 08/15/29^(b)(k)			986		955,069
Altice France Holding SA^(b)
10.50%, 05/15/27^(h)			1,473		1,610,873


Security		Par (000)		Value

Media (continued)
Altice France Holding SA^(b)(continued)
6.00%, 02/15/28	USD		382	$	366,901
AMC Networks, Inc.
4.75%, 08/01/25			222		227,550
4.25%, 02/15/29			123		122,385
Block Communications, Inc., 4.88%, 03/01/28^(b)			128		130,880
Cable One, Inc.^(b)
1.13%, 03/15/28^(l)			1,028		1,043,040
4.00%, 11/15/30			74		73,723
CCO Holdings LLC/CCO Holdings Capital Corp.
5.13%, 05/01/27^(b)(h)			680		708,091
5.00%, 02/01/28^(b)			34		35,493
5.38%, 06/01/29^(b)(h)			731		789,480
4.75%, 03/01/30^(b)			132		138,003
4.50%, 08/15/30^(b)(h)			1,234		1,273,142
4.25%, 02/01/31^(b)(h)			678		689,763
4.50%, 05/01/32^(h)			530		545,900
4.50%, 06/01/33^(b)			260		264,607
4.25%, 01/15/34^(b)			1,027		1,017,372
Charter Communications Operating LLC/Charter
Communications Operating Capital^(h)
4.91%, 07/23/25			2,425		2,727,215
5.38%, 05/01/47			425		508,851
Clear Channel International BV, 6.63%, 08/01/25^(b)			384		399,840
Clear Channel Outdoor Holdings, Inc.^(b)
7.75%, 04/15/28^(h)			552		580,980
7.50%, 06/01/29			759		789,360
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27^(b)(h)			1,880		1,945,443
Comcast Corp., 3.95%, 10/15/25^(h)			3,000		3,327,944
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26^(b)(h)			2,266		2,370,802
CSC Holdings LLC
6.75%, 11/15/21			187		187,468
5.25%, 06/01/24			123		131,755
6.50%, 02/01/29^(b)(h)			865		936,752
5.75%, 01/15/30^(b)(h)			660		671,038
4.13%, 12/01/30^(b)(h)			397		389,556
4.63%, 12/01/30^(b)(h)			449		425,641
3.38%, 02/15/31^(b)(h)			257		239,010
4.50%, 11/15/31^(b)(h)			268		264,650
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 5.88%, 08/15/27^(b)			407		424,806
Discovery Communications LLC^(h)
3.25%, 04/01/23			1,490		1,537,420
3.45%, 03/15/25			170		181,660
DISH DBS Corp.
5.88%, 07/15/22^(h)			1,233		1,270,761
5.00%, 03/15/23			358		370,978
7.75%, 07/01/26^(h)			853		963,229
5.13%, 06/01/29^(h)			574		562,399
DISH Network Corp.^(l)
2.38%, 03/15/24			312		304,005
3.38%, 08/15/26^(h)			922		958,419
Frontier Communications Holdings LLC^(b)
5.88%, 10/15/27^(h)			462		490,875
5.00%, 05/01/28^(h)			674		707,700
6.75%, 05/01/29			639		673,346
GCI LLC, 4.75%, 10/15/28^(b)			89		93,432
Hughes Satellite Systems Corp., 5.25%, 08/01/26^(h)			177		199,568


Security		Par (000)		Value

Media (continued)
iHeartCommunications, Inc.
6.38%, 05/01/26	USD		264	$	278,740
8.38%, 05/01/27			35		37,406
5.25%, 08/15/27^(b)			122		126,765
4.75%, 01/15/28^(b)			78		80,379
Lamar Media Corp., 4.00%, 02/15/30			126		129,717
LCPR Senior Secured Financing DAC^(b)(h)
6.75%, 10/15/27			400		424,000
5.13%, 07/15/29			568		585,012
Liberty Broadband Corp.^(b)(l)
1.25%, 09/30/50			413		419,402
2.75%, 09/30/50			797		841,348
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(i)			470		456,104
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29^(b)			141		145,762
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)			200		206,000
Live Nation Entertainment, Inc.^(b)
4.88%, 11/01/24			31		31,346
6.50%, 05/15/27^(h)			966		1,062,600
4.75%, 10/15/27			91		92,477
3.75%, 01/15/28			189		187,878
Midas OpCo Holdings LLC, 5.63%, 08/15/29^(b)			101		104,510
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(b)			177		184,170
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%^(a)(e)(n)			520		553,247
News Corp., 3.88%, 05/15/29^(b)			124		127,410
Outfront Media Capital LLC/Outfront Media Capital Corp.^(b)
5.00%, 08/15/27^(h)			329		337,439
4.25%, 01/15/29			121		119,929
Radiate Holdco LLC/Radiate Finance, Inc.^(b)(h)
4.50%, 09/15/26			886		914,795
6.50%, 09/15/28			2,011		2,050,536
Sable International Finance Ltd.
5.75%, 09/07/27^(e)			270		283,500
5.75%, 09/07/27^(b)			200		210,000
Scripps Escrow II, Inc., 3.88%, 01/15/29^(b)			17		17,059
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)			239		233,623
Sirius XM Radio, Inc.^(b)
3.13%, 09/01/26			491		497,751
5.00%, 08/01/27			170		177,650
4.00%, 07/15/28^(h)			509		517,589
5.50%, 07/01/29^(h)			788		852,025
4.13%, 07/01/30^(h)			58		58,269
3.88%, 09/01/31			674		658,414
Summer BC Holdco B Sarl, 5.75%, 10/31/26^(e)	EUR		100		121,337
TEGNA, Inc., 5.50%, 09/15/24^(b)	USD		28		28,314
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(b)			200		210,100
Telesat Canada/Telesat LLC, 4.88%, 06/01/27^(b)			148		136,160
Terrier Media Buyer, Inc., 8.88%, 12/15/27^(b)(h)			617		652,403
Univision Communications, Inc.^(b)
5.13%, 02/15/25			133		134,942
6.63%, 06/01/27			132		143,385
UPC Broadband Finco BV, 4.88%, 07/15/31^(b)			449		459,713
UPCB Finance VII Ltd., 3.63%, 06/15/29^(e)	EUR		100		118,876
Videotron Ltd.^(b)
5.13%, 04/15/27^(h)	USD		439		454,365
3.63%, 06/15/29			362		366,978


Security		Par (000)		Value

Media (continued)
Virgin Media Vendor Financing Notes IV DAC,
5.00%, 07/15/28^(b)(h)	USD		754	$	778,769
VTR Comunicaciones SpA, 4.38%, 04/15/29^(b)			200		205,000
WMG Acquisition Corp.
3.88%, 07/15/30^(b)			136		141,440
2.25%, 08/15/31^(e)	EUR		100		115,732
Ziggo Bond Co. BV^(b)
6.00%, 01/15/27	USD		199		205,728
5.13%, 02/28/30			225		230,732
Ziggo BV^(b)(h)
5.50%, 01/15/27			534		552,023
4.88%, 01/15/30			200		206,250

					53,365,786

Metals & Mining — 1.8%
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24^(e)			250		270,047
Allegheny Technologies, Inc.
7.88%, 08/15/23			68		76,500
4.88%, 10/01/29			101		101,379
5.13%, 10/01/31			114		114,878
Arconic Corp.^(b)
6.00%, 05/15/25^(h)			332		348,673
6.13%, 02/15/28			343		363,587
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29^(b)(h)			839		907,169
Constellium SE^(b)
5.88%, 02/15/26^(h)			588		596,820
5.63%, 06/15/28			250		262,649
3.75%, 04/15/29^(h)			506		492,804
Freeport-McMoRan, Inc.
4.38%, 08/01/28			272		284,580
5.40%, 11/14/34			31		37,239
5.45%, 03/15/43			1,051		1,294,044
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(b)			200		214,787
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(b)(h)			371		378,234
HTA Group Ltd., 7.00%, 12/18/25^(b)			200		209,725
JSW Steel Ltd., 5.95%, 04/18/24^(e)			200		211,412
Kaiser Aluminum Corp.^(b)
4.63%, 03/01/28			66		68,145
4.50%, 06/01/31			129		132,225
New Gold, Inc., 7.50%, 07/15/27^(b)(h)			545		560,740
Nexa Resources SA, 5.38%, 05/04/27^(b)			237		247,858
Novelis Corp.^(b)
3.25%, 11/15/26			416		421,899
4.75%, 01/30/30^(h)			816		859,003
3.88%, 08/15/31			600		593,430
Periama Holdings LLC, 5.95%, 04/19/26^(e)			200		214,100
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29^(b)(k)			122		125,050
thyssenkrupp AG^(e)
1.88%, 03/06/23	EUR		43		50,107
2.88%, 02/22/24			84		99,734
Usiminas International Sarl, 5.88%, 07/18/26^(b)	USD		200		210,200
Vale Overseas Ltd.^(h)
6.25%, 08/10/26			63		74,611
3.75%, 07/08/30			155		159,991
Vedanta Resources Finance II PLC
8.00%, 04/23/23^(e)			313		303,962


Security		Par (000)		Value

Metals & Mining (continued)
Vedanta Resources Finance II PLC (continued)
13.88%, 01/21/24^(e)	USD		200	$	214,750
8.95%, 03/11/25^(e)			293		292,267
8.95%, 03/11/25^(b)			200		199,500

					10,992,099

Multi-line Retail — 0.2%
Bath & Body Works, Inc.
6.88%, 11/01/35^(h)			401		503,255
6.75%, 07/01/36			71		88,040
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26^(b)			396		420,255

					1,011,550

Offshore Drilling & Other Services — 0.1%
Applied Materials, Inc., 3.90%, 10/01/25^(h)			285		315,728
Entegris, Inc.^(b)
4.38%, 04/15/28			231		241,973
3.63%, 05/01/29			97		98,953

					656,654

Oil, Gas & Consumable Fuels — 9.1%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)(h)			648		699,840
Antero Midstream Partners LP/Antero Midstream Finance Corp.^(b)
7.88%, 05/15/26			201		219,783
5.75%, 03/01/27			226		233,469
5.75%, 01/15/28			59		61,139
5.38%, 06/15/29			206		212,180
Antero Resources Corp., 5.38%, 03/01/30^(b)			147		154,813
Apache Corp.
4.25%, 01/15/30			187		201,496
5.10%, 09/01/40^(h)			428		479,351
5.25%, 02/01/42			40		43,900
5.35%, 07/01/49			72		79,970
Arcosa, Inc., 4.38%, 04/15/29^(b)			374		378,675
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(b)
9.00%, 11/01/27			225		308,250
8.25%, 12/31/28			155		168,950
5.88%, 06/30/29			463		473,059
Bioceanico Sovereign Certificate Ltd., 0.00%,
06/05/34^(e)(m)			146		110,862
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)(h)			498		499,868
Buckeye Partners LP
4.13%, 03/01/25^(b)(h)			262		271,500
5.85%, 11/15/43			145		145,131
5.60%, 10/15/44			166		161,435
Callon Petroleum Co.
6.13%, 10/01/24			126		123,824
9.00%, 04/01/25^(b)			765		827,198
8.00%, 08/01/28^(b)(h)			564		556,950
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31^(e)(l)	EUR		200		227,632
Cenovus Energy, Inc., 5.40%, 06/15/47^(h)	USD		113		138,635
Centennial Resource Production LLC^(h)
6.88%, 04/01/27^(b)			255		259,777
3.25%, 04/01/28^(l)			478		626,559
Cheniere Energy Partners LP
4.50%, 10/01/29^(h)			529		562,396
4.00%, 03/01/31^(b)(h)			675		706,860


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Cheniere Energy Partners LP (continued)
3.25%, 01/31/32^(b)	USD		490	$	491,617
Cheniere Energy, Inc., 4.63%, 10/15/28			1,657		1,746,064
Chesapeake Energy Corp., 5.88%, 02/01/29^(b)			41		43,806
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			228		229,710
CNX Midstream Partners LP, 4.75%, 04/15/30^(b)			92		93,424
CNX Resources Corp.
2.25%, 05/01/26^(l)			499		621,255
6.00%, 01/15/29^(b)			66		69,795
Colgate Energy Partners III LLC^(b)
7.75%, 02/15/26			272		286,280
5.88%, 07/01/29			297		299,228
Comstock Resources, Inc.^(b)
7.50%, 05/15/25^(h)			160		166,333
6.75%, 03/01/29^(h)			642		693,360
5.88%, 01/15/30			294		305,760
Continental Resources, Inc.
4.50%, 04/15/23			29		30,051
4.90%, 06/01/44			81		90,720
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31^(b)			367		390,323
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(b)(h)			790		808,525
DCP Midstream Operating LP^(b)
6.45%, 11/03/36			226		280,823
6.75%, 09/15/37^(h)			392		505,680
DT Midstream, Inc.^(b)
4.13%, 06/15/29			433		439,088
4.38%, 06/15/31^(h)			562		578,860
Dycom Industries, Inc., 4.50%, 04/15/29^(b)			102		102,431
eG Global Finance PLC
6.75%, 02/07/25^(b)(h)			596		609,410
6.25%, 10/30/25^(e)	EUR		142		168,022
8.50%, 10/30/25^(b)	USD		252		262,395
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78^(a)(h)			1,565		1,744,182
Endeavor Energy Resources LP/EER Finance, Inc.^(b)
6.63%, 07/15/25			192		202,320
5.50%, 01/30/26^(h)			815		849,556
5.75%, 01/30/28			386		406,265
Energean Israel Finance Ltd., 4.88%, 03/30/26^(b)			130		132,925
Energy Transfer LP
3.90%, 07/15/26^(h)			235		256,558
Series H, (5 year CMT + 5.69%), 6.50%^(a)(n)			644		670,642
EnLink Midstream LLC
5.63%, 01/15/28^(b)			174		185,265
5.38%, 06/01/29			82		86,754
EnLink Midstream Partners LP
4.40%, 04/01/24^(h)			240		249,461
4.15%, 06/01/25			17		17,519
4.85%, 07/15/26			115		120,716
5.60%, 04/01/44			197		188,135
5.05%, 04/01/45			32		29,200
EQM Midstream Partners LP
6.00%, 07/01/25^(b)(h)			255		279,531
4.13%, 12/01/26			100		102,720
6.50%, 07/01/27^(b)(h)			364		409,409
4.50%, 01/15/29^(b)			136		141,100
4.75%, 01/15/31^(b)(h)			791		822,656
EQT Corp.
1.75%, 05/01/26^(l)			426		671,589


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
EQT Corp. (continued)
3.13%, 05/15/26^(b)	USD		177	$	181,446
3.90%, 10/01/27			271		293,284
5.00%, 01/15/29			33		37,156
7.50%, 02/01/30			191		245,855
3.63%, 05/15/31^(b)			50		52,100
Genesis Energy LP/Genesis Energy Finance Corp.
6.50%, 10/01/25			46		45,770
7.75%, 02/01/28			118		117,889
Geopark Ltd., 5.50%, 01/17/27^(b)			200		197,663
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27^(e)			200		191,038
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25^(b)			164		166,507
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			60		63,909
Hess Corp., 4.30%, 04/01/27^(h)			50		55,533
Hess Midstream Operations LP, 4.25%, 02/15/30^(b)			255		257,869
Hilong Holding Ltd., 9.75%, 11/18/24^(e)			407		358,160
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26^(e)			200		207,600
Impulsora Pipeline LLC, 6.05%, 12/31/42^(a)(d)			1,401		1,359,182
Independence Energy Finance LLC, 7.25%, 05/01/26^(b)			471		484,993
ITT Holdings LLC, 6.50%, 08/01/29^(b)			343		346,001
Leviathan Bond Ltd., 5.75%, 06/30/23^(b)			170		176,807
Matador Resources Co., 5.88%, 09/15/26^(h)			1,151		1,189,789
MC Brazil Downstream Trading Sarl, 7.25%, 06/30/31^(b)			200		201,100
Medco Bell Pte Ltd., 6.38%, 01/30/27^(e)			250		251,094
MEG Energy Corp., 6.50%, 01/15/25^(b)(h)			507		521,688
MPLX LP, 4.25%, 12/01/27^(h)			185		207,867
Murphy Oil Corp.
5.75%, 08/15/25			119		122,834
6.38%, 12/01/42			29		29,221
Murphy Oil USA, Inc., 4.75%, 09/15/29			146		154,578
Neptune Energy Bondco PLC, 6.63%, 05/15/25^(b)			200		205,750
New Fortress Energy, Inc.^(b)(h)
6.75%, 09/15/25			1,087		1,046,237
6.50%, 09/30/26			1,323		1,265,119
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)			204		207,825
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)(h)			227		325,318
Northern Oil and Gas, Inc., 8.13%, 03/01/28^(b)(h)			479		511,692
NuStar Logistics LP
6.00%, 06/01/26			163		176,040
6.38%, 10/01/30			25		27,500
Occidental Petroleum Corp.
6.95%, 07/01/24			63		71,190
5.50%, 12/01/25			100		110,750
5.55%, 03/15/26			36		39,960
3.00%, 02/15/27			4		3,997
8.88%, 07/15/30			34		46,187
6.13%, 01/01/31^(h)			477		572,627
4.30%, 08/15/39^(h)			482		475,387
6.20%, 03/15/40^(h)			909		1,070,529
4.50%, 07/15/44^(h)			492		494,367
4.63%, 06/15/45^(h)			434		443,765
6.60%, 03/15/46			26		32,630
4.40%, 04/15/46^(h)			432		430,855
4.10%, 02/15/47			64		60,858
4.20%, 03/15/48^(h)			296		283,420
4.40%, 08/15/49			104		102,050


Security		Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26^(b)(i)	USD		—	^(p)	$	37
Oil and Gas Holding Co., 7.63%, 11/07/24^(e)			200			218,690
OQ SAOC, 5.13%, 05/06/28^(b)			200			201,750
Ovintiv Exploration, Inc., 5.38%, 01/01/26^(h)			33			37,312
Ovintiv, Inc.^(h)
7.38%, 11/01/31			59			80,031
6.50%, 08/15/34			110			148,355
PDC Energy, Inc.
6.13%, 09/15/24			151			153,265
6.25%, 12/01/25			122			123,830
5.75%, 05/15/26			235			244,694
Pertamina Persero PT, 3.65%, 07/30/29^(e)			202			215,736
Petrobras Global Finance BV, 5.30%, 01/27/25^(h)			500			557,222
Petroleos Mexicanos^(h)
6.50%, 03/13/27			103			108,150
6.35%, 02/12/48			41			35,014
Pioneer Natural Resources Co., 0.25%, 05/15/25^(l)			283			456,762
Puma International Financing SA, 5.13%, 10/06/24^(b)			200			200,750
Range Resources Corp.
5.88%, 07/01/22			44			44,715
5.00%, 08/15/22			252			256,488
5.00%, 03/15/23			189			196,088
4.88%, 05/15/25			14			14,781
9.25%, 02/01/26			62			67,583
Rockcliff Energy II LLC, 5.50%, 10/15/29^(b)(k)			202			205,030
Saudi Arabian Oil Co., 2.25%, 11/24/30^(b)(h)			442			430,729
SM Energy Co.
10.00%, 01/15/25^(b)(h)			914			1,019,457
5.63%, 06/01/25			74			74,424
6.75%, 09/15/26			129			131,746
6.50%, 07/15/28			86			89,038
Southwestern Energy Co.
4.10%, 03/15/22			252			252,630
6.45%, 01/23/25			68			74,873
8.38%, 09/15/28			127			143,857
5.38%, 02/01/29^(b)			459			491,043
Sunoco LP/Sunoco Finance Corp.
6.00%, 04/15/27			63			65,599
5.88%, 03/15/28			124			130,820
Tap Rock Resources LLC, 7.00%, 10/01/26^(b)			586			599,917
Targa Resources Partners LP/Targa Resources
Partners Finance Corp.
5.88%, 04/15/26			304			317,490
5.38%, 02/01/27			2			2,072
6.50%, 07/15/27			195			210,255
6.88%, 01/15/29^(h)			521			583,767
5.50%, 03/01/30^(h)			400			437,375
4.88%, 02/01/31			275			296,656
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28^(h)			280			312,952
Transocean, Inc., 11.50%, 01/30/27^(b)			171			176,130
Venture Global Calcasieu Pass LLC^(b)
3.88%, 08/15/29			782			805,499
4.13%, 08/15/31			700			729,750
Vine Energy Holdings LLC, 6.75%, 04/15/29^(b)(h)			588			634,675
Western Midstream Operating LP
4.75%, 08/15/28			37			40,341
5.45%, 04/01/44			339			389,389


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Western Midstream Operating LP (continued)
5.30%, 03/01/48	USD		315	$	363,038
5.50%, 08/15/48			83		97,110
6.50%, 02/01/50^(h)			798		939,070

					54,739,936

Personal Products — 0.1%
Coty, Inc.^(e)
4.00%, 04/15/23	EUR		100		116,486
3.88%, 04/15/26			100		118,471
Edgewell Personal Care Co., 5.50%, 06/01/28^(b)	USD		113		119,343

					354,300

Pharmaceuticals — 1.8%
180 Medical, Inc., 3.88%, 10/15/29^(b)			200		200,000
Bausch Health Americas, Inc., 8.50%, 01/31/27^(b)(h)			973		1,036,440
Bausch Health Cos., Inc.^(b)
6.13%, 04/15/25^(h)			73		74,507
9.00%, 12/15/25^(h)			300		316,642
5.75%, 08/15/27			145		151,888
5.00%, 01/30/28			214		203,026
4.88%, 06/01/28			191		197,924
5.00%, 02/15/29			472		439,550
6.25%, 02/15/29^(h)			529		523,456
7.25%, 05/30/29^(h)			498		510,375
5.25%, 01/30/30			241		224,733
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28^(e)	EUR		100		120,468
CVS Health Corp., 4.75%, 12/01/22^(h)	USD		165		171,280
Elanco Animal Health, Inc., 5.90%, 08/28/28			156		182,520
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27^(b)(h)			655		656,454
Endo Luxembourg Finance Co. I Sarl/Endo US, Inc., 6.13%, 04/01/29^(b)(h)			481		481,000
Gruenenthal GmbH, 4.13%, 05/15/28^(e)	EUR		100		121,363
Jaguar Holding Co. II/PPD Development LP^(b)(h)
4.63%, 06/15/25	USD		90		93,488
5.00%, 06/15/28			589		633,964
Jazz Securities DAC, 4.38%, 01/15/29^(b)			441		457,008
Nidda BondCo GmbH, 7.25%, 09/30/25^(e)	EUR		100		117,625
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24^(e)			100		115,024
Organon & Co./Organon Foreign Debt Co-Issuer BV^(b)(h)
4.13%, 04/30/28	USD		790		805,800
5.13%, 04/30/31			772		810,870
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25^(b)			266		276,294
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)(h)			1,251		1,274,456
PRA Health Sciences, Inc., 2.88%, 07/15/26^(b)(h)			484		488,840
Prestige Brands, Inc., 3.75%, 04/01/31^(b)			149		143,785
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25	EUR		100		125,196

					10,953,976

Producer Durables: Miscellaneous — 0.1%
Oracle Corp., 3.60%, 04/01/50^(h)	USD		785		785,941


Security		Par (000)		Value

Professional Services^(b)(k)— 0.3%
Mozart Debt Merger Sub, Inc.
3.88%, 04/01/29	USD		477	$	477,000
5.25%, 10/01/29			1,034		1,034,000

					1,511,000

Real Estate Management & Development — 3.8%
Adler Group SA, 2.75%, 11/13/26^(e)	EUR		100		99,039
Agile Group Holdings Ltd.^(e)
6.05%, 10/13/25	USD		200		187,500
(5 year CMT + 11.08%), 7.75%^(a)(n)			400		359,950
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26^(b)			260		270,725
Central China Real Estate Ltd.^(e)
6.88%, 08/08/22			200		144,000
7.25%, 04/24/23			200		133,000
7.90%, 11/07/23			200		123,000
CFLD Cayman Investment Ltd.^(e)(f)(j)
8.63%, 02/28/21			200		80,000
8.75%, 09/28/22			200		82,475
6.90%, 01/13/23			200		87,000
8.60%, 04/08/24			200		82,350
China Aoyuan Group Ltd.^(e)
7.95%, 02/19/23			650		585,000
6.35%, 02/08/24			400		339,200
6.20%, 03/24/26			200		152,000
China Evergrande Group^(e)(f)(j)
8.25%, 03/23/22			420		108,675
9.50%, 04/11/22			200		49,750
11.50%, 01/22/23			450		108,000
12.00%, 01/22/24			250		59,375
China SCE Group Holdings Ltd.^(e)
7.25%, 04/19/23			200		194,350
7.38%, 04/09/24			400		384,000
7.00%, 05/02/25			255		238,425
CIFI Holdings Group Co. Ltd.^(e)
6.55%, 03/28/24			200		200,750
6.45%, 11/07/24			200		199,500
6.00%, 07/16/25			200		198,500
5.25%, 05/13/26			335		324,950
Country Garden Holdings Co. Ltd.^(e)
6.50%, 04/08/24			200		203,350
6.15%, 09/17/25			200		209,000
5.13%, 01/14/27			200		202,287
Dexin China Holdings Co. Ltd., 11.88%, 04/23/22^(e)			200		193,350
DIC Asset AG, 2.25%, 09/22/26^(e)	EUR		100		113,860
Easy Tactic Ltd.^(e)
9.13%, 07/28/22	USD		400		314,800
12.38%, 11/18/22			200		156,000
8.13%, 02/27/23			200		145,000
11.75%, 08/02/23			200		145,000
8.63%, 02/27/24			200		133,000
Fantasia Holdings Group Co. Ltd.^(e)
11.75%, 04/17/22			400		156,000
11.88%, 06/01/23			200		62,000
9.25%, 07/28/23			200		63,500
9.88%, 10/19/23			200		60,000
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(b)(h)			389		406,505
Global Prime Capital Pte Ltd., 5.50%, 10/18/23^(e)			200		203,287
Greenland Global Investment Ltd., 5.60%, 11/13/22^(e)			210		144,900


Security		Par (000)		Value

Real Estate Management & Development (continued)
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(b)	USD		100	$	101,500
Haimen Zhongnan Investment Development International Co. Ltd., 12.00%, 06/08/22^(e)			200		179,975
Howard Hughes Corp.^(b)
5.38%, 08/01/28			180		189,675
4.13%, 02/01/29			149		149,186
4.38%, 02/01/31			179		180,058
Jingrui Holdings Ltd., 12.00%, 07/25/22^(e)			200		179,413
Kaisa Group Holdings Ltd.^(e)
11.95%, 10/22/22			200		169,760
11.50%, 01/30/23			200		168,850
10.88%, 07/23/23			600		493,425
9.38%, 06/30/24			400		308,000
11.70%, 11/11/25			200		152,500
Kennedy-Wilson, Inc., 4.75%, 02/01/30			136		138,074
KWG Group Holdings Ltd.^(e)
7.88%, 09/01/23			200		193,000
7.40%, 03/05/24			200		193,000
5.88%, 11/10/24			231		210,210
Logan Group Co. Ltd.^(e)
6.50%, 07/16/23			200		199,350
6.90%, 06/09/24			200		200,787
5.75%, 01/14/25			200		198,500
4.50%, 01/13/28			200		183,500
MAF Sukuk Ltd., 4.64%, 05/14/29^(e)			275		312,348
Modern Land China Co. Ltd., 9.80%, 04/11/23^(e)			431		357,730
New Metro Global Ltd.^(e)
6.80%, 08/05/23			200		197,788
4.80%, 12/15/24			280		263,900
Powerlong Real Estate Holdings Ltd., 7.13%, 11/08/22^(e)			200		199,163
Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 01/15/29^(b)			291		301,843
Redsun Properties Group Ltd.^(e)
9.95%, 04/11/22			200		193,600
7.30%, 01/13/25			400		331,500
RKPF Overseas Ltd.^(e)
Series 2019-A, 6.70%, 09/30/24			513		509,152
Series 2019-A, 6.00%, 09/04/25			200		193,000
Series 2020-A, 5.20%, 01/12/26			232		214,310
Ronshine China Holdings Ltd.^(e)
10.50%, 03/01/22			200		165,538
8.95%, 01/22/23			200		146,000
7.35%, 12/15/23			200		149,000
6.75%, 08/05/24			200		138,000
Scenery Journey Ltd.^(e)
11.50%, 10/24/22			219		38,873
13.00%, 11/06/22			200		34,538
12.00%, 10/24/23			200		37,000
Seazen Group Ltd.^(e)
6.45%, 06/11/22			200		197,000
6.00%, 08/12/24			202		194,930
Shimao Group Holdings Ltd.^(e)
5.60%, 07/15/26			200		197,913
3.45%, 01/11/31			200		178,750
Shui On Development Holding Ltd.^(e)
5.75%, 11/12/23			200		198,500
6.15%, 08/24/24			200		198,500
5.50%, 03/03/25			209		203,252
Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22^(e)			200		30,000


Security		Par (000)		Value

Real Estate Management & Development (continued)
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%^(a)(e)(n)	USD		200	$	168,000
Sunac China Holdings Ltd.^(e)
7.25%, 06/14/22			200		183,100
7.95%, 10/11/23			200		163,000
7.50%, 02/01/24			400		325,000
6.50%, 01/10/25			200		162,000
7.00%, 07/09/25			400		319,000
Theta Capital Pte Ltd., 8.13%, 01/22/25^(e)			200		207,725
Times China Holdings Ltd.^(e)
6.75%, 07/16/23			313		303,277
6.75%, 07/08/25			390		356,850
6.20%, 03/22/26			277		249,992
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27^(e)	GBP		42		64,270
Wanda Group Overseas Ltd.^(e)
7.50%, 07/24/22	USD		400		376,000
8.88%, 03/21/23			200		185,500
Yango Justice International Ltd.^(e)
10.00%, 02/12/23			400		372,000
7.88%, 09/04/24			200		130,000
7.50%, 02/17/25			200		130,000
Yanlord Land HK Co. Ltd.^(e)
6.75%, 04/23/23			200		201,850
6.80%, 02/27/24			200		199,500
Yuzhou Group Holdings Co. Ltd.^(e)
8.63%, 01/23/22			200		190,000
8.50%, 02/04/23			200		170,350
8.50%, 02/26/24			610		478,850
8.38%, 10/30/24			200		153,500
7.70%, 02/20/25			200		143,000
8.30%, 05/27/25			200		146,500
Zhenro Properties Group Ltd.^(e)
8.70%, 08/03/22			200		194,413
7.88%, 04/14/24			300		270,806
6.63%, 01/07/26			200		169,000

					22,687,727

Road & Rail^(b)— 0.4%
Danaos Corp., 8.50%, 03/01/28			100		110,500
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(h)			1,521		1,777,593
Rumo Luxembourg Sarl, 5.88%, 01/18/25			241		249,480
Seaspan Corp., 5.50%, 08/01/29			353		360,350

					2,497,923

Semiconductors & Semiconductor Equipment — 1.4%
Analog Devices, Inc., 3.90%, 12/15/25^(h)			375		416,165
Atkore, Inc., 4.25%, 06/01/31^(b)			165		169,950
Broadcom, Inc.^(h)
3.46%, 09/15/26			578		624,511
4.11%, 09/15/28			1,594		1,773,536
Microchip Technology, Inc.
0.13%, 11/15/24^(l)			250		282,611
1.63%, 02/15/25^(l)			86		291,647
4.25%, 09/01/25^(h)			941		984,033
1.63%, 02/15/27^(l)			61		139,292
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25^(b)			33		34,409
ON Semiconductor Corp., 3.88%, 09/01/28^(b)			330		340,725
QUALCOMM, Inc., 1.65%, 05/20/32^(h)			1,779		1,694,311


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
Sensata Technologies BV^(b)(h)
5.63%, 11/01/24	USD		229	$	253,455
5.00%, 10/01/25			324		356,805
4.00%, 04/15/29			321		326,762
Sensata Technologies, Inc.^(b)
4.38%, 02/15/30^(h)			359		386,270
3.75%, 02/15/31			34		34,232
Synaptics, Inc., 4.00%, 06/15/29^(b)			192		196,429

					8,305,143

Software — 1.7%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)(h)			696		727,320
Black Knight InfoServ LLC, 3.63%, 09/01/28^(b)			386		387,930
Boxer Parent Co., Inc.
6.50%, 10/02/25^(e)	EUR		100		121,615
7.13%, 10/02/25^(b)(h)	USD		388		414,132
9.13%, 03/01/26^(b)(h)			678		710,924
CDK Global, Inc., 4.88%, 06/01/27^(h)			388		406,325
Cedacri Mergeco SpA, (3 mo. Euribor + 4.63%), 4.63%, 05/15/28^(a)(e)	EUR		100		116,414
Crowdstrike Holdings, Inc., 3.00%, 02/15/29	USD		281		280,059
Elastic NV, 4.13%, 07/15/29^(b)			376		377,880
Helios Software Holdings, Inc./ION Corporate
Solutions Finance Sarl, 4.63%, 05/01/28^(b)			200		197,000
MicroStrategy, Inc., 6.13%, 06/15/28^(b)			321		324,210
MSCI, Inc.^(b)
4.00%, 11/15/29			83		87,872
3.63%, 09/01/30			147		151,961
3.88%, 02/15/31^(h)			458		480,327
3.63%, 11/01/31			129		134,234
3.25%, 08/15/33			183		185,097
Nuance Communications, Inc., 5.63%, 12/15/26^(h)			237		245,295
Open Text Corp., 3.88%, 02/15/28^(b)(h)			268		273,360
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)(h)			256		263,040
Playtika Holding Corp., 4.25%, 03/15/29^(b)(h)			414		415,321
PTC, Inc.^(b)
3.63%, 02/15/25			76		77,140
4.00%, 02/15/28			187		191,909
Rocket Software, Inc., 6.50%, 02/15/29^(b)(h)			412		407,880
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)(h)			1,649		1,741,233
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)(h)			1,440		1,497,600

					10,216,078

Specialty Retail — 0.6%
National Vision Holdings, Inc., 2.50%, 05/15/25^(l)			244		468,537
PetSmart, Inc./PetSmart Finance Corp.^(b)
4.75%, 02/15/28			343		352,433
7.75%, 02/15/29^(h)			1,505		1,642,331
Staples, Inc.^(b)
7.50%, 04/15/26^(h)			697		706,915
10.75%, 04/15/27			202		196,698
Tendam Brands SAU, (3 mo. Euribor + 5.25%), 5.25%, 09/15/24^(a)(e)	EUR		100		115,105

					3,482,019

Technology Hardware, Storage & Peripherals — 0.1%
Dell International LLC/EMC Corp., 7.13%, 06/15/24^(b)(h)	USD		638		652,355


Textiles, Apparel & Luxury Goods^(b)— 0.1%
Crocs, Inc.
4.25%, 03/15/29			156		160,535


Security		Par (000)		Value

Textiles, Apparel & Luxury Goods (continued)
Crocs, Inc. (continued)
4.13%, 08/15/31	USD		197	$	198,478
Hanesbrands, Inc., 5.38%, 05/15/25			64		67,000
Levi Strauss & Co., 3.50%, 03/01/31			111		112,110
William Carter Co., 5.63%, 03/15/27			160		165,864
Wolverine World Wide, Inc., 4.00%, 08/15/29			101		102,010

					805,997

Thrifts & Mortgage Finance — 0.2%
Home Point Capital, Inc., 5.00%, 02/01/26^(b)			211		191,276
Jerrold Finco PLC, 5.25%, 01/15/27^(e)	GBP		100		139,847
MGIC Investment Corp., 5.25%, 08/15/28	USD		167		178,197
Nationstar Mortgage Holdings, Inc.^(b)
6.00%, 01/15/27			214		224,015
5.50%, 08/15/28^(h)			187		192,610
5.13%, 12/15/30			139		139,307
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.^(b)(k)
2.88%, 10/15/26			189		184,691
4.00%, 10/15/33			191		189,567

					1,439,510

Transportation — 0.0%
Autostrade per l’Italia SpA, 2.00%, 12/04/28^(e)	EUR		100		121,570


Transportation Infrastructure — 0.2%
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61^(b)	USD		200		209,787
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			200		208,788
Heathrow Finance PLC, 4.63%, 09/01/29^(c)(e)	GBP		100		136,901
Simpar Europe SA, 5.20%, 01/26/31^(b)	USD		200		198,790
Transurban Finance Co. Pty Ltd., 4.13%, 02/02/26^(b)(h)			435		480,486

					1,234,752

Utilities — 0.5%
Centrais Eletricas Brasileiras SA, 4.63%, 02/04/30^(b).			240		238,440
Consensus Cloud Solutions, Inc.^(b)(k)
6.00%, 10/15/26			71		72,953
6.50%, 10/15/28			64		66,416
Genneia SA, 8.75%, 09/02/27^(b)			142		135,894
Inkia Energy Ltd., 5.88%, 11/09/27^(b)(h)			377		389,592
Mong Doung Finacial Holdings BV, 5.13%, 05/07/29^(e)			250		248,877
Pattern Energy Operations LP/Pattern Energy
Operations, Inc., 4.50%, 08/15/28^(b)(h)			519		541,057
Solaris Midstream Holdings LLC, 7.63%, 04/01/26^(b)			107		114,667
Star Energy Geothermal Darajat II/Star Energy
Geothermal Salak, 4.85%, 10/14/38^(b)			280		312,602
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33^(e)			177		203,088
Thames Water Kemble Finance PLC, 4.63%, 05/19/26^(e)	GBP		168		235,834
Vistra Operations Co. LLC^(b)
5.50%, 09/01/26	USD		8		8,220
5.63%, 02/15/27^(h)			422		436,795
4.38%, 05/01/29			227		228,392

					3,232,827

Wireless Telecommunication Services — 2.5%
Altice France SA
7.38%, 05/01/26^(b)(h)			287		297,791


Security		Par (000)		Value

Wireless Telecommunication Services (continued)
Altice France SA (continued)
5.88%, 02/01/27^(e)	EUR		100	$	121,089
8.13%, 02/01/27^(b)(h)	USD		707		760,732
5.50%, 01/15/28^(b)(h)			381		387,372
4.13%, 01/15/29^(e)	EUR		100		114,532
5.13%, 01/15/29^(b)	USD		200		196,000
5.13%, 07/15/29^(b)(h)			1,102		1,080,483
5.50%, 10/15/29^(b)(k)			477		472,174
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			275		289,231
Matterhorn Telecom SA, 4.00%, 11/15/27^(e)	EUR		100		118,525
Millicom International Cellular SA
5.13%, 01/15/28^(e)	USD		248		256,812
4.50%, 04/27/31^(b)			205		215,250
Rogers Communications, Inc., 5.00%, 03/15/44^(h)			545		670,260
SBA Communications Corp.^(h)
4.88%, 09/01/24			806		819,480
3.88%, 02/15/27			1,248		1,293,240
Sprint Corp.^(h)
7.88%, 09/15/23			177		197,771
7.13%, 06/15/24			374		425,687
7.63%, 03/01/26			552		668,872
T-Mobile USA, Inc.
4.75%, 02/01/28^(h)			479		508,938
2.63%, 02/15/29			240		242,534
2.88%, 02/15/31^(h)			449		452,817
3.50%, 04/15/31			397		418,690
3.50%, 04/15/31^(b)			362		381,778
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29^(b)(h)			452		464,957
VICI Properties LP/VICI Note Co., Inc.^(b)
3.50%, 02/15/25			387		394,740
4.25%, 12/01/26^(h)			968		1,010,911
3.75%, 02/15/27^(h)			411		425,385
4.63%, 12/01/29^(h)			498		535,350
4.13%, 08/15/30^(h)			923		978,380
Vmed O2 UK Financing I PLC
4.00%, 01/31/29^(e)	GBP		100		135,751
4.50%, 07/15/31^(e)			100		137,435
4.75%, 07/15/31^(b)	USD		797		814,279

					15,287,246


Total Corporate Bonds — 81.4% (Cost: $475,114,397)					490,839,764


Floating Rate Loan Interests^(a)

Aerospace & Defense — 1.7%
Atlas CC Acquisition Corp.
Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28			2,593		2,600,662
Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28			527		528,948
Bleriot US Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 4.13%, 10/31/26			287		287,104
Dynasty Acquisition Co., Inc.
2020 CAD Term Loan B2, (3 mo. LIBOR + 3.50%), 3.63%, 04/06/26			790		772,188
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 3.63%, 04/06/26			1,470		1,436,272


Security		Par (000)		Value

Aerospace & Defense (continued)
Peraton Holding Corp.
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29	USD		884	$	900,575
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28			2,775		2,775,009
TransDigm, Inc., 2020 Term Loan F, (1 mo. LIBOR + 2.25%), 2.33%, 12/09/25			860		849,136

					10,149,894

Air Freight & Logistics — 0.2%
AIT Worldwide Logistics, Inc, 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 03/31/28			215		215,538
Kestrel Bidco, Inc., Term Loan B, (6 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 12/11/26			758		738,939

					954,477

Airlines — 0.9%
AAdvantage Loyalty IP Ltd./American Airlines, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28			542		560,141
Air Canada, 2021 Term Loan B, (3 mo. LIBOR +
3.50%, 0.75% Floor), 4.25%, 08/11/28			1,178		1,182,123
American Airlines, Inc.
2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 1.84%, 01/29/27			64		61,458
2017 Incremental Term Loan, (1 mo. LIBOR + 2.00%), 2.08%, 12/15/23			963		941,779
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/21/27			1,003		1,065,066
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28			1,690		1,699,883

					5,510,450

Auto Components — 0.9%
Adient US LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 04/08/28			340		340,005
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/30/26			1,701		1,692,160
Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 01/31/28			978		975,434
USI, Inc.
2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 3.13%, 05/16/24			1,072		1,064,604
2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 3.38%, 12/02/26			84		82,913
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 02/05/26			1,054		1,043,609

					5,198,725

Banks — 0.2%
Directv Financing LLC, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/22/27			1,405		1,405,822


Building Materials — 0.0%
CHI Overhead Doors, Inc, Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/31/25			79		79,176
Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 04/12/28			126		125,688

					204,864


Security		Par (000)		Value

Building Products — 0.9%
CP Atlas Buyer, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/23/27	USD		1,206	$	1,201,393
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24			673		672,856
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 07/28/28			521		519,612
MI Windows And Doors LLC, 2020 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/18/27			220		220,610
Standard Industries, Inc., 2021 Term Loan B, 3.00%, 09/22/28^(q)			1,064		1,064,575
Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/19/26			1,604		1,604,453

					5,283,499

Capital Markets — 0.7%
Deerfield Dakota Holding LLC
2020 USD Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 04/09/27			2,391		2,395,859
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28			642		661,260
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 11/12/27			570		569,695
Focus Financial Partners LLC, 2021 Term Loan, (1 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/01/28			514		512,247
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/12/24			238		237,228

					4,376,289

Chemicals — 1.9%
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26			1,043		1,054,959
Atotech BV, 2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 03/18/28			1,363		1,360,596
Axalta Coating Systems US Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%), 1.88%, 06/01/24			518		516,145
Element Materials Technology Group US Holdings, Inc., 2017 Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 06/28/24			345		343,776
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.08%, 01/31/26			855		853,221
Encapsys LLC, 2020 Term Loan B2, (PRIME + 2.25%), 5.50%, 11/07/24			556		554,668
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 06/30/27			417		415,857
Invictus Technical Solutions LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%), 6.83%, 03/30/26			123		122,819
Invictus US LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/28/25			339		338,256
Klockner-Pentaplast of America, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.75%, 0.50% Floor), 5.25%, 02/12/26			519		520,366
Lonza Group AG, USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 07/03/28			385		386,067
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 2.63%, 03/01/26			685		680,620
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.34%, 05/15/24			722		720,944


Security		Par (000)		Value

Chemicals (continued)
New Arclin U.S. Holding Corp.^(q)
2021 Delayed Draw Term Loan, 09/30/28	USD		76	$	75,491
2021 Term Loan, 09/30/28.			518		517,111
NIC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/29/27			288		287,195
Oxea Corp., 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 3.38%, 10/14/24			737		733,024
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 06/09/28			675		675,449
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 03/16/27			437		437,460
Sparta U.S. HoldCo LLC, 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/02/28			477		477,596
Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 10/01/25			97		96,644
WR Grace & Co., 2021 Term Loan B, 09/22/28^(q)			222		222,695

					11,390,959

Commercial Services & Supplies — 1.9%
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 05/12/28			1,253		1,253,241
Aramark Services, Inc.
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 1.83%, 03/11/25			375		365,941
2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.58%, 04/06/28			383		380,313
Asurion LLC
2018 Term Loan B6, (1 mo. LIBOR + 3.12%), 3.21%, 11/03/23			193		192,063
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 3.08%, 11/03/24			379		374,993
2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.33%, 12/23/26			892		878,465
2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 5.33%, 01/31/28			364		362,711
2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 5.33%, 01/20/29			646		642,609
Bingo Industries Ltd., Term Loan, 07/08/28^(d)(q)			191		190,523
Clean Harbors, Inc., 2021 Incremental Term Loan B, 09/21/28^(q)			426		425,821
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.33%, 12/12/25			838		837,721
Diamond (BC) BV, 2021 Term Loan B, 09/29/28^(q)			1,099		1,099,758
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 05/09/25^(d)			177		177,006
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 05/30/25			176		176,183
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.38%, 09/19/26^(d)			443		431,483
Packers Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 03/09/28			980		974,688


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Prime Security Services Borrower LLC, 2021 Term Loan, (6 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 09/23/26	USD		703	$	702,090
Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 06/16/26			126		117,474
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.08%, 08/27/25			1,277		1,278,389
Viad Corp, Initial Term Loan, (3 mo. LIBOR + 5.00%, 0.50% Floor), 5.50%, 07/30/28^(d)			356		354,220

					11,215,692

Construction & Engineering — 0.8%
Brand Industrial Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 06/21/24			1,689		1,673,273
Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR + 3.00%), 3.09%, 01/21/28			424		423,796
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 06/02/28			1,780		1,779,252
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 05/12/28			716		714,880

					4,591,201

Construction Materials — 0.8%
Core & Main LP, 2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.59%, 07/27/28			2,699		2,684,859
Filtration Group Corp.
2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/29/25			1,125		1,118,806
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 03/29/25			505		505,657
Forterra Finance LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/25/23			466		465,670
Tamko Building Products, Inc., Term Loan B, (2 mo. LIBOR + 3.00%), 3.10%, 06/01/26			358		356,019

					5,131,011

Containers & Packaging — 0.9%
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/03/24			1,057		1,034,175
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			2,250		2,253,899
Flex Acquisition Co., Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 02/23/28			998		995,337
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 4.08%, 07/31/26			137		137,267
Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/18/27			328		327,696
Trident TPI Holdings, Inc.^(q)
2021 Delayed Draw Term Loan, 4.50%, 09/15/28			65		64,971
2021 Incremental Term Loan, 4.50%, 09/15/28			458		458,043

					5,271,388


Security		Par (000)		Value

Distributors — 0.4%
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 2.08%, 01/15/27	USD		885	$	878,571
TMK Hawk Parent Corp.
2020 Super Priority First Out Term Loan A, (1 mo. LIBOR + 9.50%, 1.00% Floor), 10.50%, 05/30/24^(d)			404		396,001
2020 Super Priority Second Out Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 08/28/24			1,324		1,167,105

					2,441,677

Diversified Consumer Services — 0.9%
Ascend Learning LLC
2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 07/12/24			147		146,425
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 07/12/24			317		316,958
Bright Horizons Family Solutions LLC, 2017 Term Loan B, (1 mo. LIBOR + 1.75%, 0.75% Floor), 2.50%, 11/07/23			776		772,844
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 07/11/25			955		945,505
Midas Intermediate Holdco II LLC, 2020 Term Loan B, (3 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 12/22/25			1,528		1,459,910
Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 2.37%, 05/15/24			406		403,913
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/28/27			297		297,630
Serta Simmons Bedding LLC
2020 Super Priority First Out Term Loan, (1 mo. LIBOR + 7.50%), 8.50%, 08/10/23			188		189,433
2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 08/10/23			253		239,705
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 5.00%, 01/15/27			631		632,946
Voyage Australia Pty Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/20/28			308		307,615

					5,712,884

Diversified Financial Services — 3.3%
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 4.58%, 07/31/26			715		715,696
Alchemy Copyrights LLC, Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 03/10/28^(d)			344		344,527
AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 02/04/28			778		775,397
AQGEN Island Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 08/02/28			1,120		1,116,270
Belron Finance US LLC, 2021 USD Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 04/13/28			1,233		1,230,264
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 09/01/28			1,325		1,316,162


Security		Par (000)		Value

Diversified Financial Services (continued)
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 02/17/23^(d)	USD		24	$	22,932
Delta TopCo, Inc.
2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 8.00%, 12/01/28			261		262,848
2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27.			1,761		1,761,837
EG Finco Ltd., 2018 Term Loan, (3 mo. LIBOR + 4.00%), 4.13%, 02/07/25			516		514,163
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 Week LIBOR + 4.00%, 0.50% Floor), 4.50%, 02/16/28			413		414,128
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/03/24^(d)			684		682,361
KKR Apple Bidco LLC^(q)
2021 2nd Lien Term Loan, 07/13/29			100		101,438
2021 Term Loan, 09/22/28			246		245,648
LBM Acquisition LLC
2021 Incremental Delayed Draw Term Loan B2, 4.50%, 12/17/27^(q)			302		298,617
2021 Incremental Term Loan B2, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27			602		596,324
Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27.			475		469,791
LEB Holdings (USA), Inc, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/02/27			421		421,561
Milano Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27			2,327		2,330,230
RV Retailer LLC, Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 02/08/28			368		367,230
SMG US Midco 2, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.50%), 2.63%, 01/23/25			533		522,901
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 4.38%, 07/30/25			987		958,184
Veritas US, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.00%, 09/01/25			2,832		2,842,119
VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 02/28/27^(d)			731		730,131
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 10/19/27			542		543,135
Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 2.58%, 04/30/28			510		505,752

					20,089,646

Diversified Telecommunication Services — 0.9%
Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/30/27			228		228,446
ConnectWise LLC, 2021 Term Loan B, 09/29/28^(q)			495		493,763
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/02/27			349		349,313
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 05/01/28			757		755,662
GCI LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 10/15/25			477		475,509


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Intelsat Jackson Holdings SA
2017 Term Loan B3, (PRIME + 4.75%), 8.00%, 11/27/23	USD		145	$	146,605
2021 DIP Term Loan, (3 mo. LIBOR + 4.75%, 1.00% Floor), 3.60%, 10/13/22			57		57,552
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 11/04/26			735		734,909
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 03/01/27			566		559,038
MTN Infrastructure TopCo, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 11/15/24			993		990,257
TDC A/S, EUR Term Loan, (EURIBOR + 3.00%), 3.00%, 06/04/25	EUR		820		939,558

					5,730,612

Electric Utilities — 0.4%
ExGen Renewables IV LLC, 2020 Term Loan, (3 mo. LIBOR + 2.50%, 1.00% Floor), 3.50%, 12/15/27	USD		710		709,410
Triton Water Holdings, Inc, Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 03/31/28			1,712		1,708,509

					2,417,919

Electrical Equipment — 0.2%
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 06/23/28^(d)			344		344,000
Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 03/31/27			865		863,573

					1,207,573

Electronic Equipment, Instruments & Components — 0.0%
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 02/12/25			199		199,224

Environmental, Maintenance, & Security Service — 0.2%
Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 09/07/27			791		787,933
TruGreen Limited Partnership, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/02/27			435		434,646

					1,222,579

Equity Real Estate Investment Trusts (REITs) — 0.0%
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 05/11/24			245		241,861


Food & Staples Retailing — 0.3%
H Food Holdings LLC, 2018 Incremental Term Loan B2, (1 mo. LIBOR + 4.00%), 4.08%, 05/23/25			321		321,318
US Foods, Inc.
2016 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 06/27/23			1,217		1,209,354
2019 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 09/13/26			399		393,718

					1,924,390

Food Products — 0.8%
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.84%, 10/01/25.			458		451,635


Security		Par (000)		Value

Food Products (continued)
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.58%, 10/10/26	USD		163	$	162,785
Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 10/20/27			1,393		1,394,922
Froneri International Ltd., 2020 USD Term Loan, (1 mo. LIBOR + 2.25%), 2.33%, 01/29/27			1,730		1,708,574
Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR + 2.25%), 2.36%, 08/03/25			421		419,961
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 3.33%, 02/05/26			256		253,868
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28			355		354,691
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 01/20/28			276		275,491

					5,021,927

Health Care Equipment & Supplies — 0.2%
Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 05/04/28			287		287,760
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/25			854		852,502

					1,140,262

Health Care Providers & Services — 0.9%
CHG Healthcare Services, Inc., 2021 Term Loan, 09/29/28^(q)			470		470,503
Da Vinci Purchaser Corp., 2019 Term Loan, (1 mo. LIBOR + 4.00%, 1.00% Floor), 5.00%, 01/08/27			586		588,052
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 10/10/25			749		664,637
EyeCare Partners LLC, 2020 Term Loan, (3 mo. LIBOR + 3.75%), 3.88%, 02/18/27			865		859,782
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 4.63%, 03/05/26			419		393,826
HC Group Holdings II, Inc., Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 08/06/26			1,659		1,657,849
Orbcomm, Inc., Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 09/01/28			304		303,492
PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 02/14/25			21		20,834
Sotera Health Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 12/11/26			578		576,075

					5,535,050

Health Care Services — 0.5%
Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 3.63%, 07/24/26			1,132		1,124,489
Medical Solutions LLC, 2021 2nd Lien Term Loan, 10/01/29^(q)			288		285,120
Unified Physician Management LLC, 2020 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 12/16/27			708		707,889
WP CityMD Bidco LLC, 2021 Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 08/13/26			699		701,225

					2,818,723

Health Care Technology — 0.6%
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.38%, 02/11/26			145		145,561


Security		Par (000)		Value

Health Care Technology (continued)
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 2.83%, 10/10/25	USD		580	$	579,416
Polaris Newco LLC, USD Term Loan B, (6 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 06/02/28			2,379		2,382,854
Press Ganey Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 07/24/26			273		272,925

					3,380,756

Hotels, Restaurants & Leisure — 2.7%
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 1.84%, 11/19/26			995		982,326
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 02/02/26			278		273,169
Aristocrat Leisure Ltd., 2020 Incremental Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/19/24			429		430,585
Boyd Gaming Corp., Term Loan B3, (1 Week LIBOR + 2.25%), 2.32%, 09/15/23			390		389,369
Caesars Resort Collection LLC
2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 12/23/24			1,142		1,134,107
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 3.58%, 07/21/25			1,473		1,473,590
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 2.09%, 03/10/28^(d)			344		340,827
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 03/08/24			2,329		2,152,669
Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 2.09%, 11/30/23			546		544,220
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, (3.00% PIK), 3.00%, 12/01/23⁽ⁱ⁾			51		50,711
Golden Nugget LLC, 2017 Incremental Term Loan B, (2 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 10/04/23			1,172		1,165,282
Golden Nugget, Inc., 2020 Initial Term Loan, (3 mo. LIBOR + 12.00%, 1.00% Floor), 13.00%, 10/04/23^(d)			80		86,075
IRB Holding Corp.
2020 Fourth Amendment Incremental Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/15/27			1,285		1,286,626
2020 Term Loan B, (6 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 02/05/25			610		609,313
Playa Resorts Holding BV, 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 04/29/24			157		153,491
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 2.75%), 2.83%, 03/13/28			585		584,592
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 2.83%, 08/14/24			359		357,428
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.63%, 07/21/26			567		564,883
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 2.50%, 02/08/27			841		830,254
Travelport Finance (Luxembourg) Sarl 2020 Super Priority Term Loan, (6.50% PIK), 3.50%, 02/28/25⁽ⁱ⁾			507		525,616


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Travelport Finance (Luxembourg) Sarl (continued) 2021 Consented Term Loan, (3 mo. LIBOR + 6.75%), 7.75%, 05/29/26	USD		827	$	708,864
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, 3.75%, 08/06/28^(q)			564		563,611
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 08/03/28			943		941,604
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 05/30/25			201		199,460

					16,348,672

Household Durables — 0.4%
ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 05/17/28			1,431		1,428,092
Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 1.83%, 02/04/27			140		139,329
Springs Windows Fashions LLC, 2021 Term Loan B, 10/06/28^(q)			359		356,085
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 10/30/27			408		408,924

					2,332,430

Household Products — 0.0%
Spectrum Brands, Inc., 2021 Term Loan, (3 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 03/03/28			220		219,253


Independent Power and Renewable Electricity Producers — 0.2%
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 01/15/25			885		874,603
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.08%, 08/12/26			288		284,255

					1,158,858

Industrial Conglomerates — 0.9%
AVSC Holding Corp.⁽ⁱ⁾
2020 Term Loan B1, (0.25% PIK), 4.50%, 03/03/25			1,306		1,161,048
2020 Term Loan B3, (10.00% PIK), 10.00%, 10/15/26			408		490,232
Medline Industries, Inc., USD Term Loan B, 09/20/28^(q)			1,064		1,061,670
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23			453		458,818
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 07/28/28			264		247,059
Vertical US Newco, Inc., Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/29/27			736		737,612
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 03/02/27			1,454		1,444,840

					5,601,279

Insurance — 0.9%
Alliant Holdings Intermediate LLC
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 05/09/25			841		834,253
2020 Term Loan B3, (1 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/05/27			606		606,359
AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 02/19/28			1,017		1,010,937


Security		Par (000)		Value

Insurance (continued)
AssuredPartners, Inc.
2020 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 02/12/27	USD		540	$	536,944
2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 02/12/27			286		285,669
HUB International Ltd.
2018 Term Loan B, (3 mo. LIBOR + 2.75%), 2.88%, 04/25/25			351		347,843
2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 04/25/25			697		696,646
NFP Corp., 2020 Term Loan, 02/15/27^(q)			114		112,453
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%), 3.75%, 09/01/27			203		202,669
Sedgwick Claims Management Services, Inc.
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 09/03/26			526		524,058
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26			187		187,347

					5,345,178

Interactive Media & Services — 1.2%
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 06/26/28			1,068		1,068,451
Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 12/06/27			938		932,642
Camelot Finance SA, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/30/26			1,626		1,629,275
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.08%, 08/10/27			833		826,149
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26			2,477		2,497,595

					6,954,112

Internet & Direct Marketing Retail — 0.2%
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/08/27			1,088		1,088,220
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 02/12/27^(d)			112		111,860

					1,200,080

Internet Software & Services — 0.1%
Uber Technologies, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 02/25/27			841		840,504


IT Services — 2.1%
Aruba Investments, Inc., 2020 USD Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/24/27			339		339,719
Banff Merger Sub, Inc., 2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 3.88%, 10/02/25			761		756,933
Camelot Finance SA, Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 10/30/26			1,726		1,721,231
CCC Intelligent Solutions Inc., Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 09/21/28			734		733,082
CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 06/02/28			1,531		1,529,086
Fleetcor Technologies Operating Company LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.83%, 04/28/28			721		718,877


Security		Par (000)		Value

IT Services (continued)
Greeneden US Holdings II LLC, 2020 USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27	USD		2,589	$	2,596,721
Optiv Security, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 02/01/24			605		596,064
Peak 10 Holding Corp., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%), 7.33%, 08/01/25			273		250,363
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 02/12/27			1,226		1,197,537
Trans Union LLC, 2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 1.83%, 11/16/26			763		758,044
Virtusa Corp.^(q)
1st Lien Term Loan B, 7.13%, 12/15/28			447		446,755
Term Loan B, 02/11/28			447		447,202
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 2.33%, 03/31/28			435		432,763
ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 02/02/26			89		89,000

					12,613,377

Life Sciences Tools & Services — 1.3%
Avantor Funding, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.50%, 11/21/24			364		363,623
Avantor, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 2.75%, 11/08/27			865		865,736
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 02/04/27			1,850		1,858,362
ICON Luxembourg Sarl
LUX Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28			1,215		1,218,653
US Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28			303		303,629
Maravai Intermediate Holdings LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/19/27			483		484,752
Parexel International Corp., 2021 1st Lien Term Loan, 4.00%, 08/11/28^(q)			899		899,144
PPD, Inc., Initial Term Loan, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 01/13/28			1,803		1,799,190

					7,793,089

Machinery — 0.9%
Clark Equipment Co., 2021 Incremental Term Loan, (3 mo. LIBOR + 2.25%), 2.38%, 05/18/24			538		537,288
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 05/14/28^(d)			169		168,040
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. LIBOR + 1.75%), 1.83%, 03/01/27			572		563,717
Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 06/21/28			1,999		1,995,652
Rexnord LLC, 2021 Term Loan B, 10/04/28^(q)			64		63,984
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 3.17%, 03/28/25			2,322		2,278,502

					5,607,183

Media — 4.6%
Altice Financing SA
2017 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.88%, 07/15/25			442		434,234


Security		Par (000)		Value

Media (continued)
Altice Financing SA (continued)
USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 2.90%, 01/31/26	USD		532	$	522,043
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.12%, 08/14/26			1,335		1,329,431
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.08%, 05/03/28			411		408,015
Charter Communications Operating LLC, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 1.84%, 04/30/25			1,264		1,262,112
City Football Group Ltd., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/21/28^(d)			680		676,600
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.63%, 08/21/26			2,355		2,304,074
Connect Finco Sarl, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/11/26			3,125		3,126,529
CSC Holdings LLC
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 2.33%, 07/17/25			652		642,320
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 2.58%, 04/15/27			1,005		992,444
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 01/07/28			375		375,281
Gray Television, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 2.34%, 02/07/24			684		682,204
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23			1,083		1,038,412
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 03/24/25			520		515,230
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 1.88%, 10/17/26			1,087		1,058,578
MH Sub I LLC
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 09/13/24			1,904		1,898,056
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 09/13/24			1,072		1,074,686
2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.34%, 02/12/29			581		589,169
Nexstar Broadcasting, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.59%, 09/18/26			459		458,292
Radiate Holdco LLC, 2020 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 09/25/26			1,144		1,142,105
Sinclair Television Group Inc., 2021 Term Loan B3, (1 mo. LIBOR + 3.00%), 3.09%, 04/01/28			192		189,468
Terrier Media Buyer, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 12/17/26			586		584,467
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 09/28/23^(d)			1,479		1,475,827
Trader Interactive LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 07/28/28^(d)			243		242,393
UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR + 3.00%), 3.08%, 01/31/29			228		227,193
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 3.33%, 01/31/29			917		916,743


Security		Par (000)		Value

Media (continued)
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 2.84%, 05/18/25	USD		1,360	$	1,331,032
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 2.21%, 01/20/28			261		259,236
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/09/27			2,250		2,228,803

					27,984,977

Metals & Mining — 0.1%
Ball Metalpack LLC, 2018 1st Lien Term Loan B, (3 mo. LIBOR + 4.50%), 4.62%, 07/31/25			664		662,687


Oil, Gas & Consumable Fuels — 0.2%
Ascent Resources Utica LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25			330		360,799
Citgo Holding, Inc., 2019 Term Loan B, (3 mo. LIBOR + 7.00%, 1.00% Floor), 8.00%, 08/01/23			2		1,933
Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 12/13/25			421		400,465
EG Group Ltd., 2018 USD Term Loan B, (3 mo. LIBOR + 4.00%), 4.13%, 02/07/25			246		245,113
Lealand Finance Company BV, 2020 Take Back Term Loan, (3.00% PIK), 3.00%, 06/30/25⁽ⁱ⁾			112		49,739
McDermott Technology Americas, Inc., 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/24^(d)			16		8,677
Murphy USA, Inc., Term Loan B, (1 mo. LIBOR + 1.75%, 0.50% Floor), 2.25%, 01/31/28			252		252,367

					1,319,093

Personal Products — 0.6%
Prestige Brands, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 07/03/28			212		211,635
Sunshine Luxembourg VII Sarl, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/01/26			3,141		3,148,777

					3,360,412

Pharmaceuticals — 1.1%
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 3.63%, 05/04/25			844		832,182
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 02/22/28			1,051		1,050,315
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.84%, 08/01/27			288		284,339
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 Week LIBOR + 2.00%), 2.07%, 11/15/27			697		684,917
Jazz Financing Lux Sarl, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 05/05/28			1,270		1,271,252
Organon Finance 1 LLC, USD Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 06/02/28			698		699,374


Security		Par (000)		Value

Pharmaceuticals (continued)
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 11/18/27	USD		515	$	514,952
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 06/02/25			1,008		1,006,413

					6,343,744

Professional Services — 0.4%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 3.25%), 3.34%, 02/06/26			2,369		2,365,781


Real Estate Management & Development — 0.1%
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 08/21/25			561		556,023


Road & Rail — 0.1%
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 5.58%, 08/04/25			386		363,318

Semiconductors & Semiconductor Equipment — 0.1%
Cabot Microelectronics Corp., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.13%, 11/17/25			461		459,531


Software — 6.2%
Applied Systems, Inc.
2017 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 09/19/24			470		469,968
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 6.25%, 09/19/25			251		254,002
Barracuda Networks, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/12/25			1,298		1,300,560
Cloudera, Inc.
2021 2nd Lien Term Loan, 6.50%, 08/10/29^(d)(q)			618		614,910
2021 Term Loan, 4.25%, 08/10/28^(q)			1,722		1,718,780
Term Loan B, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 12/22/27			720		719,480
Cornerstone OnDemand, Inc.
2021 Term Loan, 09/21/28^(q)			520		518,700
2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/22/27			417		415,854
Digicel International Finance Ltd., 2017 Term Loan B, (6 mo. LIBOR + 3.25%), 3.43%, 05/28/24			490		472,438
DTI Holdco, Inc., 2018 Term Loan B, (3 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 09/30/23			486		479,028
E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/04/28			114		113,929
Epicor Software Corp.
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28			850		872,313
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/30/27			291		290,594
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 03/11/28			868		867,040
Informatica LLC
2020 USD 2nd Lien Term Loan, (Fixed + 7.12%), 7.13%, 02/25/25			679		687,827
2020 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 02/25/27			1,644		1,638,206
IPS Corp.^(q) 2021 Delayed Draw Term Loan, 09/21/28			51		50,817


Security		Par (000)		Value

Software (continued)
IPS Corp.^(q)(continued)
2021 Term Loan, 09/21/28	USD		255	$	254,017
Magenta Buyer LLC
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28			2,493		2,492,227
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%), 9.00%, 07/27/29^(d)			1,211		1,209,486
McAfee LLC, 2018 USD Term Loan B, (1 mo. LIBOR + 3.75%), 3.84%, 09/30/24			410		410,305
Mitchell International, Inc.
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.33%, 12/01/25			396		394,688
2020 Add-On Term Loan, (1 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 11/29/24			528		528,210
Netsmart Technologies, Inc., 2020 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27			581		583,283
Planview Parent, Inc., Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/17/27			1,034		1,036,252
Project Alpha Intermediate Holding, Inc., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.09%, 04/26/24			602		600,920
Proofpoint, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 08/31/28			1,278		1,270,971
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 04/24/28			4,074		4,060,146
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.33%, 05/30/25			31		31,017
Severin Acquisition LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.34%, 08/01/25			1,859		1,848,069
Sophia LP, 2020 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/07/27			2,086		2,093,182
SS&C Technologies Holdings Europe Sarl, 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.83%, 04/16/25			478		472,584
SS&C Technologies, Inc., 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 1.83%, 04/16/25			631		624,448
Tempo Acquisition LLC
2020 Extended Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 11/02/26			2,728		2,731,858
2021 Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 08/31/28			215		215,178
Tibco Software, Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.34%, 03/03/28			1,429		1,442,669
Ultimate Software Group, Inc.
2020 2nd Lien Incremental Term Loan, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 05/03/27			794		806,569
2021 Incremental Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 05/04/26			1,148		1,149,286
Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 05/04/26			1,692		1,694,732

					37,434,543

Specialty Retail — 1.3%
Belron Finance US LLC
2018 Term Loan B, (3 mo. LIBOR + 2.25%), 2.38%, 11/13/25			181		179,830
2019 USD Term Loan B, (3 mo. LIBOR + 2.25%), 2.44%, 10/30/26			413		409,943


Security		Par (000)		Value

Specialty Retail (continued)
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (LIBOR - GBP + 4.75%), 4.82%, 06/23/25	GBP		1,000	$	1,338,642
EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 03/31/26	USD		235		234,984
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 05/04/28.			1,284		1,286,119
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 4.33%, 08/31/26			831		828,261
PetSmart, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28			2,223		2,226,179
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 07/28/28			433		431,454
Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 6.50%, 12/20/24			440		434,828
Woof Holdings, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/21/27			229		228,994

					7,599,234

Technology Hardware, Storage & Peripherals — 0.1%
Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR + 5.00%), 5.08%, 07/23/26			525		494,305
Western Digital Corp., 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.84%, 04/29/23			171		170,834

					665,139

Trading Companies & Distributors — 0.3%
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 05/19/28			620		616,543
Foundation Building Materials Holding Company LLC, 2021 Term Loan, (3 mo. LIBOR + 7.00%, 1.00% Floor), 3.75%, 02/03/28			622		616,941
ION Trading Finance Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%), 4.92%, 04/01/28			302		302,584

					1,536,068

Transportation Infrastructure — 0.1%
First Student Bidco, Inc.
Term Loan B, (2 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 07/21/28			482		478,847
Term Loan C, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 07/21/28			178		176,756

					655,603

Wireless Telecommunication Services — 0.4%
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/30/28			436		436,366
Metronet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 05/26/28			266		265,908


Security		Par (000)		Value

Wireless Telecommunication Services (continued)
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 1.84%, 04/11/25	USD		1,066	$	1,055,589
Xplornet Communications, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.75%), 4.84%, 06/10/27			881		879,583

					2,637,446


Total Floating Rate Loan Interests — 48.0% (Cost: $287,893,725)					289,726,968


Foreign Agency Obligations

Argentina — 0.0%
Argentine Republic Government International Bond, 3.50%, 07/09/41^(c)			451		164,390


Bahrain — 0.1%
Bahrain Government International Bond, 6.75%, 09/20/29^(e)			200		214,225
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25^(e)			400		456,000

					670,225

Colombia — 0.3%
Colombia Government International Bond^(h)
4.50%, 01/28/26			1,354		1,449,880
3.88%, 04/25/27			200		207,350

					1,657,230

Dominican Republic — 0.2%
Dominican Republic International Bond
5.95%, 01/25/27^(e)			491		551,147
4.50%, 01/30/30^(b)(h)			302		306,398
4.88%, 09/23/32^(b)			185		188,735
6.40%, 06/05/49^(e)			150		158,841

					1,205,121

Egypt — 0.3%
Egypt Government International Bond
5.75%, 05/29/24^(b)			215		222,525
5.88%, 06/11/25^(e)			335		345,016
7.60%, 03/01/29^(e)			616		634,480
8.50%, 01/31/47^(b)(h)			321		307,358

					1,509,379

Ghana — 0.1%
Ghana Government International Bond
6.38%, 02/11/27^(e)			200		186,250
7.75%, 04/07/29^(b)			201		190,950
8.63%, 04/07/34^(b)			260		245,700

					622,900

Iceland — 0.5%
Iceland Government International Bond, 5.88%, 05/11/22^(e)			3,030		3,109,193


Security		Par (000)		Value

Indonesia — 0.2%
Indonesia Government International Bond^(h)
4.10%, 04/24/28	USD		650	$	729,341
5.35%, 02/11/49			200		257,725

					987,066

Mexico — 0.2%
Mexico Government International Bond, 4.15%, 03/28/27^(h)			1,052		1,185,604


Mongolia — 0.0%
Mongolia Government International Bond, 5.13%, 04/07/26^(e)			250		261,903


Morocco — 0.1%
Morocco Government International Bond^(b)
3.00%, 12/15/32^(h)			300		284,625
4.00%, 12/15/50			200		182,250

					466,875

Oman — 0.0%
Oman Government International Bond, 6.50%, 03/08/47^(e)			308		296,219


Panama — 0.1%
Panama Government International Bond^(h)
3.16%, 01/23/30			445		458,712
4.50%, 04/16/50			211		229,106

					687,818

Paraguay — 0.1%
Paraguay Government International Bond^(b)
4.95%, 04/28/31			300		337,556
5.40%, 03/30/50			200		229,225

					566,781

Peru — 0.1%
Peruvian Government International Bond
2.78%, 01/23/31^(h)			29		28,742
1.86%, 12/01/32			259		235,253
5.63%, 11/18/50			165		223,864

					487,859

Portugal — 0.6%
Portugal Government International Bond, 5.13%, 10/15/24^(b)			3,190		3,593,426


Qatar — 0.1%
Qatar Government International Bond, 4.00%, 03/14/29^(b)(h)			473		537,328


Romania — 0.0%
Romanian Government International Bond, 3.00%, 02/14/31^(b)(h)			280		285,390


Russia — 0.1%
Russian Foreign Bond - Eurobond^(e)
4.75%, 05/27/26			200		224,912
4.25%, 06/23/27			200		222,900

					447,812


Security		Par (000)		Value

Saudi Arabia — 0.1%
Saudi Government International Bond, 4.50%, 04/17/30^(e)	USD		595	$	696,150


South Africa — 0.0%
Republic of South Africa Government International Bond, 5.88%, 05/30/22			200		206,475


Sri Lanka — 0.1%
Sri Lanka Government International Bond^(e)
6.85%, 03/14/24			400		254,075
6.35%, 06/28/24			200		127,537
7.85%, 03/14/29			400		243,450

					625,062

Ukraine — 0.2%
Ukraine Government International Bond
8.99%, 02/01/24^(e)			200		220,200
9.75%, 11/01/28^(e)			236		276,975
7.25%, 03/15/33^(b)(h)			400		403,450

					900,625


Total Foreign Agency Obligations — 3.5% (Cost: $20,708,134)					21,170,831


		Shares

Investment Companies

Fixed Income Funds — 0.5%
Invesco Senior Loan ETF^(r)(s)			141,801		3,135,220


Total Investment Companies — 0.5% (Cost: $3,153,537)					3,135,220


		Par (000)

Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 0.6%
Countrywide Alternative Loan Trust
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35	USD		1,217		909,803
Series 2006-J8, Class A5, 6.00%, 02/25/37			2,020		1,263,515
Series 2007-19, Class 1A1, 6.00%, 08/25/37			594		421,644
Countrywide Home Loan Mortgage Pass-Through Trust
Series 2005-17, Class 1A6, 5.50%, 09/25/35			141		142,249
Series 2006-17, Class A2, 6.00%, 12/25/36			700		438,798
Series 2007-HY5, Class 3A1, 2.98%, 09/25/37^(a)			378		371,676
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.63%, 10/25/35^(a)			359		252,632

					3,800,317


Security			Par (000)		Value

Commercial Mortgage-Backed Securities — 0.9%
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33^(a)(b)		USD		4,830	$	5,119,260


Total Non-Agency Mortgage-Backed Securities — 1.5% (Cost: $9,022,176)						8,919,577


	Benefical Interest (000)

Other Interests

IT Services^(d)(t)— 0.0%
Millennium Corp.		USD		918		—
Millennium Lender Claims				861		—


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


			Par (000)

Preferred Securities

Capital Trusts — 4.5%

Automobiles — 0.1%
General Motors Financial Co., Inc., Series C, 5.70%^(a)(h)(n)		USD		365		420,206


Banks^(a)— 1.2%
Al Ahli Bank of Kuwait KSCP, 7.25%^(e)(n)				200		212,100
Banco Mercantil del Norte SA, 6.75%^(b)(h)(n)				396		418,225
Bank of East Asia Ltd., 5.88%^(e)(n)				250		258,437
BBVA Bancomer SA, 5.13%, 01/18/33^(e)				220		228,525
Burgan Bank SAK, 5.75%^(e)(n)				250		254,734
CaixaBank SA, 6.38%^(e)(n)		EUR		200		250,165
CIT Group, Inc., Series A, 5.80%⁽ⁿ⁾		USD		235		239,994
Industrial & Commercial Bank of China Ltd., 3.20%^(e)(n)				200		200,500
ING Groep NV, 3.88%⁽ⁿ⁾				1,750		1,697,325
Kasikornbank PCL, 5.28%^(e)(n)				405		423,807
Nanyang Commercial Bank Ltd., 5.00%^(e)(n)				200		201,938
Nordea Bank Abp, 3.75%^(b)(n)				560		550,900
Rizal Commercial Banking Corp., 6.50%^(e)(n)				200		211,537
TMBThanachart Bank PCL, 4.90%^(e)(n)				250		252,391
Wells Fargo & Co.^(h)(n)
Series S, 5.90%				1,500		1,614,375
Series U, 5.88%				384		427,972

						7,442,925

Building Materials — 0.0%
Cemex SAB de CV, 5.13%^(a)(b)(n)				200		202,500


Diversified Financial Services^(a)(n)— 2.7%
Bank of America Corp.^(h)
Series AA, 6.10%				15		16,727
Series DD, 6.30%				215		249,400
Series X, 6.25%				1,929		2,121,900
Series Z, 6.50%				143		160,017
Barclays PLC, 4.38%				455		454,681
Credit Suisse Group AG
6.38%^(b)(h)				295		323,762
6.25%^(e)				200		215,478


Security		Par (000)		Value

Diversified Financial Services (continued)
HSBC Holdings PLC^(h)
6.25%	USD		695	$	724,537
6.00%			415		454,944
JPMorgan Chase & Co.^(h)
Series FF, 5.00%			2,865		2,990,344
Series HH, 4.60%			253		258,693
Series R, 6.00%			92		97,060
Lloyds Banking Group PLC, 7.50%^(h)			1,250		1,450,136
Morgan Stanley, Series H, 3.74%^(h)			1,026		1,035,234
Natwest Group PLC, 6.00%^(h)			1,185		1,326,169
Societe Generale SA, 5.38%^(b)(h)			2,250		2,408,917
UBS Group AG, 3.88%^(b)			1,500		1,499,835
Woori Bank, 4.25%^(e)			250		259,813

					16,047,647

Diversified Telecommunication Services^(a)(e)(n)— 0.1%
Telefonica Europe BV
5.88%	EUR		100		128,432
4.38%			100		125,543

					253,975

Electric Utilities — 0.4%
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(a)(h)	USD		1,750		2,052,749


Electronic Equipment, Instruments & Components — 0.0%
Belden, Inc., 4.13%, 10/15/26^(e)	EUR		100		118,232


Insurance — 0.0%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(e)(n)	USD		200		202,663


Oil, Gas & Consumable Fuels — 0.0%
Abertis Infraestructuras Finance BV, 3.25%^(a)(e)(n)	EUR		100		118,805


Real Estate Management & Development — 0.0%
Heimstaden Bostad AB, 3.00%^(a)(e)(n)			100		114,247


Transportation Infrastructure — 0.0%
Poste Italiane SpA, 2.63%^(a)(e)(n)			100		114,821


Utilities — 0.0%
Electricite de France SA, 3.00%^(a)(e)(n)			200		240,740


Total Capital Trusts — 4.5%					27,329,510


		Shares

Preferred Stocks — 1.7%

Banks — 0.0%
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $134,650)^(g)			137,556		1,415


Capital Markets^(a)(n)— 1.7%
Goldman Sachs Group, Inc., Series J, 5.50%			202,526		5,492,505
Morgan Stanley
Series F, 6.88%			120,000		3,362,400
Series K, 5.85%			53,253		1,577,887

					10,432,792


Total Preferred Stocks — 1.7%					10,434,207



Security		Shares		Value

Trust Preferred — 0.1%

Diversified Financial Services — 0.1%
GMAC Capital Trust I, Series 2, 5.91%, 02/15/40^(a)			7,687	$	194,020


Total Preferred Securities — 6.3% (Cost: $35,983,561)					37,957,737


		Par (000)

U.S. Government Sponsored Agency Securities

Collateralized Mortgage Obligations — 0.3%
Fannie Mae Connecticut Avenue Securities, Series 2017-C03, Class 1M2, (1 mo. LIBOR US + 3.00%), 3.09%, 10/25/29^(a)	USD		1,412		1,450,809


Mortgage-Backed Securities — 6.4%
Uniform Mortgage-Backed Securities
2.50%, 10/14/21 - 11/01/51^(u)			24,100		24,843,731
5.00%, 08/01/23			11		11,481
2.00%, 10/01/36^(u)			12,500		12,873,535
Series K042, Class X1, 1.16%, 12/25/24^(a)			32,831		941,793

					38,670,540


Total U.S. Government Sponsored Agency Securities — 6.7% (Cost: $40,247,411)					40,121,349


U.S. Treasury Obligations
U.S. Treasury Bonds^(h)
2.88%, 05/15/49			1,350		1,579,289
1.88%, 02/15/51			3,250		3,099,180
U.S. Treasury Notes^(h)
2.75%, 04/30/23 - 08/31/25			14,150		14,939,227
1.25%, 03/31/28			8,000		8,000,312
1.13%, 02/15/31			6,500		6,295,859


Total U.S. Treasury Obligations — 5.6% (Cost: $32,587,801)					33,913,867


		Shares

Warrants

Metals & Mining — 0.0%
Ameriforge Group, Inc. (Expires 06/08/22)			2,542		—



Security		Shares			Value

Oil, Gas & Consumable Fuels — 0.0%
California Resources Corp. (Expires 10/27/24)^(f)			345		$	4,140


Total Warrants — 0.0% (Cost: $ — )						4,140


Total Long-Term Investments — 157.2% (Cost: $933,496,362)						948,124,196


Short-Term Securities

Money Market Funds — 1.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%^(r)(s)			6,759,877			6,759,876


Total Short-Term Securities — 1.1% (Cost: $6,759,877)						6,759,876




Options Purchased — 0.5% (Cost: $3,374,857)						3,077,550




Total Investments Before TBA Sale Commitments and Options Written — 158.8% (Cost: $943,631,096)						957,961,622


		Par (000)

TBA Sale Commitments

Mortgage-Backed Securities — (0.4)%
Uniform Mortgage-Backed Securities, 2.50%, 10/14/51^(u)	USD		(2,400	)		(2,474,531	)


Total TBA Sale Commitments — (0.4)% (Proceeds: $(2,472,055))						(2,474,531	)


Options Written — (0.5)% (Premiums Received: $(3,798,490))						(3,156,377	)


Total Investments, Net of TBA Sale Commitments and Options Written — 157.9% (Cost: $937,360,551)						952,330,714

Liabilities in Excess of Other Assets — (57.9)%						(349,131,188	)


Net Assets — 100.0%					$	603,199,526

^(a)	Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(b)	Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

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

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

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

^(f)	Non-income producing security.

^(g)	Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $250,360, representing less than 0.05% of its net assets as of period end, and an original cost of $189,527.

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

⁽ⁱ⁾	Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

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

^(k)	When-issued security.

^(l)	Convertible security.

^(m)	Zero-coupon bond.

⁽ⁿ⁾	Perpetual security with no stated maturity date.

For Fund compliance purposes, the Fund’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.

Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

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

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 financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

Certain investments of the Fund were fair valued using net asset value (“NAV”) per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

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

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 $314,501,539 are categorized as Level 2 within the fair value hierarchy.

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

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


Affiliated Issuer	Value at 12/31/20		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value at 09/30/21		Shares Held at 09/30/21		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	9,760,422	$	—	$	(3,000,546	)^(a)	$	—	$	—		$	6,759,876		6,759,877	$	737	$	—
iShares iBoxx $ Investment Grade Corporate Bond ETF^(b)		1,381,300		—		(1,354,738	)		85,044		(111,606	)		—		—		15,552		—

								$	85,044	$	(111,606	)	$	6,759,876			$	16,289	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
Euro Bund		7		12/08/21	$	1,377	$	(23,277	)
Euro OAT		17		12/08/21		3,268		(58,720	)
10-Year U.S. Ultra Long Treasury Note		88		12/21/21		12,800		(189,648	)
2-Year U.S. Treasury Note		593		12/31/21		130,506		(54,030	)
90-Day Eurodollar		370		12/18/23		91,446		(135,531	)

								(461,206	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
USD	68,316	CAD	86,000	Bank of America N.A.		12/15/21	$	418
USD	4,305,160	EUR	3,634,500	BNP Paribas SA		12/15/21		88,906
USD	477,116	EUR	402,500	HSBC Bank USA N.A.		12/15/21		10,190
USD	4,308,271	EUR	3,634,500	HSBC Bank USA N.A.		12/15/21		92,017
USD	477,086	EUR	402,500	Morgan Stanley & Co. International PLC		12/15/21		10,160
USD	3,775,119	GBP	2,725,000	Natwest Markets PLC		12/15/21		103,080
USD	1,353,038	GBP	977,000	State Street Bank and Trust Co.		12/15/21		36,494
USD	1,618,937	GBP	1,169,000	State Street Bank and Trust Co.		12/15/21		43,666

								384,931

USD	131,772	GBP	98,000	HSBC Bank USA N.A.		12/15/21		(287	)

							$	384,644


Description	Number of Contracts		Expiration Date		Exercise Price		Notional Amount (000)		Value
Put
90-Day Eurodollar Future		172		10/15/21	USD	99.25	USD	42,787	$	1,075
10-Year U.S. Treasury Note Future		42		11/26/21	USD	133.00	USD	5,532		68,250

									$	69,325


	Paid by the Fund				Received by the Fund				Counterparty	Expiration Date		Exercise Rate			Notional Amount (000)			Value
Description	Rate			Frequency	Rate			Frequency	Counterparty	Expiration Date		Exercise Rate			Notional Amount (000)			Value
Call (continued)
10-Year Interest Rate Swap, 07/31/34		3-Month LIBOR, 0.13	%	Quarterly		1.55	%	Semi-Annual	Bank of America N.A.		07/29/24		1.55	%	USD	2,970		$	79,411
10-Year Interest Rate Swap, 08/04/34		3-Month LIBOR, 0.13	%	Quarterly		1.68	%	Semi-Annual	Wells Fargo Bank, National Association		08/02/24		1.68		USD	1,770			55,546
10-Year Interest Rate Swap, 08/09/35		3-Month LIBOR, 0.13	%	Quarterly		0.91	%	Semi-Annual	Morgan Stanley & Co. International PLC		08/07/25		0.91		USD	2,050			29,659
10-Year Interest Rate Swap, 08/09/35		3-Month LIBOR, 0.13	%	Quarterly		0.91	%	Semi-Annual	Morgan Stanley & Co. International PLC		08/07/25		0.91		USD	1,370			19,821
10-Year Interest Rate Swap, 04/09/36		3-Month LIBOR, 0.13	%	Quarterly		2.60	%	Semi-Annual	Deutsche Bank AG		04/07/26		2.60		USD	2,550			206,326
10-Year Interest Rate Swap, 08/09/40		3-Month LIBOR, 0.13	%	Quarterly		1.05	%	Semi-Annual	Morgan Stanley & Co. International PLC		08/07/30		1.05		USD	1,510			41,371
10-Year Interest Rate Swap, 08/09/50		3-Month LIBOR, 0.13	%	Quarterly		0.91	%	Semi-Annual	Morgan Stanley & Co. International PLC		08/07/40		0.91		USD	1,160			40,891

																			1,113,815


Put
5-Year Interest Rate Swap, 11/17/26		(0.15	%)	Annual		6-Month EURIBOR, (0.53	%)	Semi-Annual	Barclays Bank PLC		11/15/21		(0.15	)	EUR	8,730			19,191
5-Year Interest Rate Swap, 03/30/27		1.31	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Barclays Bank PLC		03/28/22		1.31		USD	9,300			70,765
5-Year Interest Rate Swap, 04/07/27		1.53	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	JPMorgan Chase Bank N.A.		04/05/22		1.53		USD	4,985			23,485
5-Year Interest Rate Swap, 04/10/27		1.39	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Morgan Stanley & Co. International PLC		04/08/22		1.39		USD	9,830			66,303
10-Year Interest Rate Swap, 04/23/32		1.90	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Deutsche Bank AG		04/21/22		1.90		USD	16,505			194,113
5-Year Interest Rate Swap, 07/17/27		1.25	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Bank of America N.A.		07/15/22		1.25		USD	11,820			165,606
10-Year Interest Rate Swap, 06/26/34		1.97	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Goldman Sachs Bank USA		06/24/24		1.97		USD	1,720			75,361
10-Year Interest Rate Swap, 06/30/34		2.00	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Goldman Sachs Bank USA		06/28/24		2.00		USD	1,720			73,420
10-Year Interest Rate Swap, 07/24/34		1.68	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Goldman Sachs Bank USA		07/22/24		1.68		USD	1,740			102,171
10-Year Interest Rate Swap, 08/04/34		1.68	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Wells Fargo Bank, National Association		08/02/24		1.68		USD	1,770			104,069
10-Year Interest Rate Swap, 08/07/34		1.80	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Deutsche Bank AG		08/05/24		1.80		USD	4,210			222,078
10-Year Interest Rate Swap, 08/09/35		0.91	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Morgan Stanley & Co. International PLC		08/07/25		0.91		USD	1,370			158,159
10-Year Interest Rate Swap, 08/09/35		0.91	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Morgan Stanley & Co. International PLC		08/07/25		0.91		USD	2,050			236,661
10-Year Interest Rate Swap, 04/09/36		2.60	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Deutsche Bank AG		04/07/26		2.60		USD	2,550			87,506
10-Year Interest Rate Swap, 08/09/40		1.05	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Morgan Stanley & Co. International PLC		08/07/30		1.05		USD	1,510			174,191
10-Year Interest Rate Swap, 08/09/50		0.91	%	Semi-Annual		3-Month LIBOR, 0.13	%	Quarterly	Morgan Stanley & Co. International PLC		08/07/40		0.91		USD		1,160		121,331

																			1,894,410

																		$	3,008,225


Reference Obligation/Index	Financing Rate Paid by the Fund			Payment Frequency	Termination Date	Notional Amount (000)			Value		Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CDX.NA.HY.37.V1		5.00	%	Quarterly	12/20/26		USD	7,180	$	(676,865)		$ (691,650	)	$	14,785
CDX.NA.IG.37.V1		1.00		Quarterly	12/20/26		USD	34,870		(842,791)		(822,268	)		(20,523	)

									$	(1,519,656)		$ (1,513,918	)	$	(5,738	)


Paid by the Fund		Received by the Fund		Effective			Termination		Notional					Upfront Premium Paid		Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Date			Date		Amount (000)		Value			(Received)		(Depreciation)
3-Month LIBOR, 0.13%	Quarterly	0.34%	Semi-Annual		12/13/21^(a	⁾		12/13/23	USD	930	$	(2,156	)	$	4	$	(2,160	)
0.52%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		12/30/21(a	)		12/29/23	USD	870		(689	)		4		(693	)
3-Month LIBOR, 0.13%	Quarterly	0.38%	Semi-Annual		02/07/22^(a	⁾		02/07/24	USD	6,090		(18,259	)		27		(18,286	)
3-Month LIBOR, 0.13%	Quarterly	0.40%	Semi-Annual		02/08/22^(a	⁾		02/08/24	USD	7,920		(21,168	)		35		(21,203	)
3-Month LIBOR, 0.13%	Quarterly	0.45%	Semi-Annual		03/01/22^(a	⁾		03/01/24	USD	2,870		(6,625	)		13		(6,638	)
0.56%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/24/22^(a	⁾		03/25/24	USD	6,070		4,020			27		3,993
0.60%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/25/22^(a	⁾		03/25/24	USD	3,040		(373	)		13		(386	)
0.61%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/28/22^(a	⁾		03/28/24	USD	7,710		(1,125	)		34		(1,159	)
0.62%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/31/22^(a	⁾		03/28/24	USD	3,640		(1,430	)		16		(1,446	)
0.63%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/29/22^(a	⁾		03/28/24	USD	3,050		(2,032	)		13		(2,045	)
3-Month LIBOR, 0.13%	Quarterly	0.63%	Semi-Annual		03/30/22^(a	⁾		03/28/24	USD	6,200		3,771			27		3,744
0.63%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/31/22^(a	⁾		03/28/24	USD	3,270		(1,756	)		14		(1,770	)
0.64%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/29/22^(a	⁾		03/28/24	USD	6,590		(4,948	)		29		(4,977	)
0.65%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/30/22^(a	⁾		03/28/24	USD	3,050		(2,931	)		13		(2,944	)
0.73%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		06/21/22^(a	⁾		06/21/24	USD	4,910		658			22		636
0.74%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/12/22^(a	⁾		08/12/24	USD	7,960		12,373			35		12,338
0.78%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/15/22^(a	⁾		08/15/24	USD	4,595		4,010			20		3,990
0.35%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			10/01/25	USD	1,220		24,819			9		24,810
0.56%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			01/12/26	USD	545		8,598			4		8,594
3-Month LIBOR, 0.13%	Quarterly	0.93%	Semi-Annual		N/A			09/17/26	USD	6,450		(41,887	)		58		(41,945	)
6-Month EURIBOR, (0.53%)	Semi-Annual	(0.15%)	Annual		11/16/21^(a	⁾		11/16/26	EUR	4,360		7,060			59		7,001
3-Month LIBOR, 0.13%	Quarterly	1.28%	Semi-Annual		03/31/22^(a	⁾		03/31/27	USD	2,670		3,135			24		3,111
1.29%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		04/20/22^(a	⁾		04/20/27	USD	2,510		(1,685	)		23		(1,708	)
3-Month LIBOR, 0.13%	Quarterly	1.19%	Semi-Annual		07/19/22^(a	⁾		07/19/27	USD	1,920		(16,050	)		17		(16,067	)
3-Month LIBOR, 0.13%	Quarterly	1.22%	Semi-Annual		08/16/22^(a	⁾		08/16/27	USD	1,240		(9,972	)		11		(9,983	)
0.50%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			08/19/27	USD	80		3,199			1		3,198
0.84%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			11/15/27	USD	5,460		110,777			65		110,712
1.27%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			02/15/28	USD	5,390		(9,881	)		67		(9,948	)
3-Month LIBOR, 0.13%	Quarterly	1.05%	Semi-Annual		09/30/21^(a	⁾		05/15/28	USD	9,380		(145,109	)		119		(145,228	)
3-Month LIBOR, 0.13%	Quarterly	1.57%	Semi-Annual		N/A			02/11/30	USD	5		59			178		(119	)
1.16%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			02/04/31	USD	500		14,820			8		14,812
1.58%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			03/12/31	USD	440		(2,661	)		7		(2,668	)
3-Month LIBOR, 0.13%	Annual	1.11%	Annual		12/31/21^(a	⁾		05/15/31	USD	3,950		(66,052	)		63		(66,115	)
1.14%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/10/31	USD	760		9,616			12		9,604
3-Month LIBOR, 0.13%	Annual	1.12%	Annual		N/A			09/15/31	USD	540		(8,072	)		9		(8,081	)
3-Month LIBOR, 0.13%	Annual	1.08%	Annual		N/A			09/16/31	USD	625		(11,462	)		10		(11,472	)


Reference Obligation/Index	Financing Rate Received by the Fund		Payment Frequency	Counterparty	Termination Date	Credit Rating^(a)	Notional Amount (000^)(b⁾			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Broadcom, Inc.	1.00	%	Quarterly	Citibank N.A.	06/20/24	BBB-	USD	1,185	$	21,389		$	(50,254	)	$	71,643
				Morgan Stanley & Co.
Adler Real Estate AG	5.00		Quarterly	International PLC	12/20/25	BB+	EUR	10		(737	)		1,458			(2,195	)
Virgin Media Finance PLC	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/25	B	EUR	10		1,391			1,126			265
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR	10		(718	)		979			(1,697	)
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR	10		(718	)		1,100			(1,818	)
Trust Fibrauno	1.00		Quarterly	Citibank N.A.	06/20/26	N/R	USD	325		(21,938	)		(34,228	)		12,290
Trust Fibrauno	1.00		Quarterly	Citibank N.A.	06/20/26	N/R	USD	91		(6,142	)		(9,602	)		3,460
CMBX.NA.8	3.00		Monthly	Barclays Bank PLC	10/17/57	N/R	USD	5,000		(646,451	)		(489,439	)		(157,012	)
CMBX.NA.8	3.00		Monthly	Credit Suisse International	10/17/57	N/R	USD	2,500		(323,225	)		(242,122	)		(81,103	)
				Morgan Stanley & Co.
CMBX.NA.8	3.00		Monthly	International PLC	10/17/57	N/R	USD	4,450		(575,341	)		(571,150	)		(4,191	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R	USD	5,000		(383,910	)		(525,016	)		141,106
				Morgan Stanley & Co.
CMBX.NA.9	3.00		Monthly	International PLC	09/17/58	N/R	USD	1,528		(117,322	)		(168,452	)		51,130

									$	(2,053,722	)		$ (2,085,600	)	$	31,878


	Level 1		Level 2		Level 3		Total
Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	21,393,714	$	213,936	$	21,607,650
Common Stocks
Construction & Engineering		23,918		—		—		23,918
Diversified Financial Services		—		—		5,468		5,468
Diversified Telecommunication Services		5,751		—		—		5,751
Energy Equipment & Services		—		4,248		—		4,248
Household Durables		—		—		—		—
Media		105,449		—		—		105,449
Metals & Mining		—		1,202		373		1,575
Oil, Gas & Consumable Fuels		159,571		248,945		—		408,516
Software		376		—		—		376
Specialty Retail		—		171,792		—		171,792
Corporate Bonds
Advertising Agencies		—		269,243		—		269,243
Aerospace & Defense		—		12,353,671		—		12,353,671
Airlines		—		10,269,286		—		10,269,286
Auto Components		—		6,497,576		—		6,497,576
Automobiles		—		8,548,565		—		8,548,565
Banks		—		7,774,092		—		7,774,092
Beverages		—		8,967,606		—		8,967,606
Biotechnology		—		205,565		—		205,565
Building Materials		—		4,310,140		—		4,310,140
Building Products		—		3,568,115		—		3,568,115
Capital Markets		—		5,823,672		—		5,823,672
Chemicals		—		8,611,243		—		8,611,243
Commercial Services & Supplies		—		4,419,577		—		4,419,577
Communications Equipment		—		3,858,838		—		3,858,838
Construction Materials		—		2,555,585		—		2,555,585
Consumer Discretionary		—		6,560,967		—		6,560,967
Consumer Finance		—		7,661,924		—		7,661,924
Containers & Packaging		—		1,991,513		—		1,991,513


	Asset-Backed Securities			Common Stocks			Corporate Bonds			Floating Rate Loan Interests			Other Interests			Warrants			Total
Assets
Opening balance, as of December 31, 2020	$	814,296		$	24,676		$	1,642,502		$	7,511,633		$	—	^(a)	$	—	^(a)	$	9,993,107
Transfers into Level 3		—			—			—			2,605,573			—			—			2,605,573
Transfers out of Level 3		—			(10,601	)		—			(3,539,144	)		—			—	^(a)		(3,549,745	)
Accrued discounts/premiums		(59,706	)		—			5,835			7,807			—			—			(46,064	)
Net realized gain (loss)		6,000			—			963			13,901			—			—			20,864
Net change in unrealized appreciation (depreciation)^(b)		46,027			(8,234	)		(41,264	)		44,623			—			—			41,152
Purchases		—			—			3,456			4,242,715			—			—			4,246,171
Sales		(592,681	)		—			(40,598	)		(2,279,229	)		—			—			(2,912,508	)

Closing balance, as of September 30, 2021	$	213,936		$	5,841		$	1,570,894		$	8,607,879		$	—	^(a)	$	—		$	10,398,550

Net change in unrealized appreciation (depreciation) on investments still held at
September 30, 2021^(b)	$	53,617			$ (8,234	)		$ (41,264	)	$	62,663		$	—		$	—		$	66,782


CAD		Canadian Dollar

EUR		Euro

GBP		British Pound

USD		United States Dollar


ABS		Asset-Backed Security

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

CR		Custodian Receipt

DAC		Designated Activity Company

DIP		Debtor-In-Possession

ETF		Exchange-Traded Fund

EURIBOR		Euro Interbank Offered Rate

LIBOR		London Interbank Offered Rate

MSCI		Morgan Stanley Capital International

MTN		Medium-Term Note

PCL		Public Company Limited

PIK		Payment-in-Kind

PJSC		Public Joint Stock Company

REIT		Real Estate Investment Trust

SAB		Special Assessment Bonds

TBA		To-Be-Announced