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%), 2.35%, 04/20/34^(a)(b)	USD		1,000	$	984,524
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 3.26%, 10/21/28^(a)(b)			1,000		970,312
ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 6.24%, 10/15/29^(a)(b)			285		272,892
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 5.78%, 01/28/31^(a)(b)			850		772,897
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 2.88%, 01/28/31^(a)(b)			250		241,263
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 3.78%, 01/28/31^(a)(b)			1,000		974,885
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 0.76%, 06/25/36^(a)			4,521		3,296,251
Bain Capital Credit CLO Ltd.^(a)(b)
Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 3.55%, 07/19/34			300		295,485
Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 3.36%, 07/24/34			250		244,247
Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 2.29%, 07/15/34^(a)(b)			250		246,951
CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 6.01%, 07/16/31^(a)(b)			500		461,927
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 2.25%, 04/20/32^(a)(b)			250		247,761
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.69%, 07/20/32^(a)(b)			500		475,406
CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 3.07%, 04/27/31^(a)(b)			250		244,876
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36			364		298,038
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 3.20%, 10/20/30^(a)(b)			250		242,967
Countrywide Asset-Backed Certificates, Series 2006- 26, Class 1A, (1 mo. LIBOR US + 0.14%), 0.60%, 06/25/37^(a)			588		551,935
Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30^(b)			269		263,081
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.89%, 04/18/31^(a)(b)			250		242,480
Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 7.52%, 04/20/32^(a)(b)			250		240,401
Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), 7.05%, 04/20/34^(a)(b)			250		246,674
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.25%, 10/20/34^(a)(b)			436		432,512
Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.85%, 10/20/29^(a)(b)			250		248,533
Generate CLO 4 Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 7.00%, 04/20/32^(a)(b)			1,000		962,167
Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 3.75%, 01/22/35^(a)(b)			750		743,879
Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 6.81%, 07/20/34^(a)(b)			250		247,676


Security	Par (000)		Value

Asset-Backed Securities (continued)
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 6.69%, 04/15/33^(a)(b)	USD	250	$	246,937
Litigation Fee Residual Funding Trust, 4.00%, 10/30/27^(c)		89		87,269
Madison Park Funding XXIX Ltd., Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 5.94%, 10/18/30^(a)(b)		250		239,223
Neuberger Berman CLO XX Ltd., Series 2015-20A, (3 mo. LIBOR US + 6.50%), 6.74%, 07/15/34^(a)(b)		790		768,651
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 6.35%, 01/20/32^(a)(b)		425		415,965
Oaktree CLO Ltd., Series 2015-1A, Class DR, (3 mo. LIBOR US + 5.20%), 5.45%, 10/20/27^(a)(b)		500		492,506
Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 3.29%, 07/15/34^(a)(b)		250		247,291
Octagon Investment Partners 31 LLC, Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 6.55%, 07/20/30^(a)(b)		500		477,032
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.39%, 10/17/29^(a)(b)		250		243,532
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 5.79%, 01/20/31^(a)(b)		250		231,538
Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 3.19%, 01/20/35^(a)(b)		250		245,110
Regional Management Issuance, 3.88%, 10/17/33^(c)		980		933,450
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 3.09%, 10/15/29^(a)(b)		500		491,266
Sterling Coofs Trust^(c)
Series 2004-1, Class A, 2.36%, 04/15/29		844		8,436
Series 2004-2, Class Note, 2.08%, 03/30/30^(b)		1,307		13,068
TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 3.31%, 04/26/28^(a)(b)		500		499,034
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 7.29%, 04/15/33^(a)(b)		250		243,759
Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 3.38%, 10/25/34^(a)(b)		500		490,492
Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32^(d)	GBP	50		77,178
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 3.61%, 10/24/34^(a)(b)	USD	500		489,343
Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 3.47%, 10/15/34^(a)(b)		250		247,152


Total Asset-Backed Securities — 3.9% (Cost: $21,881,082)				21,638,252


	Shares

Common Stocks

Auto Components — 0.0%
Lear Corp.		178		25,381


Construction & Engineering — 0.0%
McDermott International Ltd.^(e)		47,837		31,572


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


Security		Shares		Value

Diversified Telecommunication Services — 0.0%
Liberty Global PLC, Class A^(e)			193	$	4,923


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


Metals & Mining — 0.0%
Ameriforge Group, Inc.			801		801
Preferred Proppants LLC^(c)			2,869		416
Preferred Proppants LLC, (Acquired 02/12/19, Cost: $0)^(c)(f)			2,869		—

					1,217

Oil, Gas & Consumable Fuels — 0.0%
California Resources Corp.			700		31,311


Software — 0.0%
Avaya Holdings Corp.^(e)			19		241


Specialty Retail — 0.0%
Neiman Marcus Group, Inc.			1,330		217,788


Total Common Stocks — 0.0% (Cost: $7,528,043)				317,901


		Par (000)

Corporate Bonds

Advertising Agencies — 0.0%
Interpublic Group of Cos., Inc., 5.40%, 10/01/48^(g)	USD		200		237,919


Aerospace & Defense — 2.2%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			156		156,390
Boeing Co., 3.20%, 03/01/29^(g)			500		476,464
Bombardier, Inc.^(b)
7.50%, 12/01/24			159		164,168
7.50%, 03/15/25			29		29,148
7.13%, 06/15/26^(g)			640		627,200
7.88%, 04/15/27^(g)			539		527,743
6.00%, 02/15/28			453		424,570
7.45%, 05/01/34			100		101,500
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26^(b)			423		380,700
Howmet Aerospace, Inc., 5.13%, 10/01/24			5		5,175
Rolls-Royce PLC, 5.75%, 10/15/27^(b)(g)			618		634,315
Spirit AeroSystems, Inc.^(b)
5.50%, 01/15/25			181		181,452
7.50%, 04/15/25			32		33,154
TransDigm, Inc.
8.00%, 12/15/25^(b)(g)			815		852,311
6.25%, 03/15/26^(b)(g)			6,032		6,192,692
6.38%, 06/15/26			89		89,803
7.50%, 03/15/27			105		108,150
4.63%, 01/15/29			367		343,134
4.88%, 05/01/29			300		281,181
Triumph Group, Inc., 8.88%, 06/01/24^(b)(g)			685		723,497


					12,332,747

Airlines — 1.8%
Air Canada, 3.88%, 08/15/26^(b)			384		362,400
Air France-KLM, 3.88%, 07/01/26^(d)	EUR		100		100,669
American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24^(g)	USD		664		661,945


Security		Par (000)		Value

Airlines (continued)
American Airlines, Inc., 11.75%, 07/15/25^(b)(g)	USD		497	$	580,243
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(b)(g)
5.50%, 04/20/26			828		833,817
5.75%, 04/20/29			1,075		1,070,669
Avianca Midco 2 Ltd., 9.00%, 12/01/28^(b)			151		145,026
Azul Investments LLP, 5.88%, 10/26/24^(d)			200		175,162
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28^(b)(g)			138		139,057
Deutsche Lufthansa AG, 3.50%, 07/14/29^(d)	EUR		100		102,018
Finnair OYJ, 4.25%, 05/19/25^(d)			100		98,024
Gol Finance SA^(b)
7.00%, 01/31/25	USD		200		163,750
8.00%, 06/30/26			200		178,860
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)			249		249,142
International Consolidated Airlines Group SA, 2.75%, 03/25/25^(d)	EUR		100		105,081
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27^(b)(g)	USD		673		701,602
United Airlines Pass-Through Trust^(g)
Series 2015-1, Class A, 3.70%, 12/01/22			2,430		2,445,823
Series 2020-1, Class A, 5.88%, 10/15/27			481		498,176
Series 2020-1, Class B, 4.88%, 07/15/27			43		42,636
United Airlines, Inc.^(b)
4.38%, 04/15/26^(g)			459		451,507
4.63%, 04/15/29			585		556,306


					9,661,913

Auto Components — 1.1%
Aptiv PLC, 4.40%, 10/01/46^(g)			240		232,589
Clarios Global LP, 6.75%, 05/15/25^(b)			486		503,268
Clarios Global LP/Clarios U.S. Finance Co.^(b)(g)
6.25%, 05/15/26			1,373		1,412,474
8.50%, 05/15/27			2,499		2,592,712
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26^(d)	EUR		100		109,242
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28^(b)	USD		334		334,835
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29^(b)			111		96,511
Faurecia SE, 3.75%, 06/15/28^(d)	EUR		100		103,829
Goodyear Tire & Rubber Co.
5.00%, 07/15/29^(b)	USD		131		122,034
5.25%, 07/15/31^(b)			160		147,952
5.63%, 04/30/33			307		282,440
ZF Finance GmbH^(d)
3.00%, 09/21/25	EUR		100		108,558
2.00%, 05/06/27			100		99,515


					6,145,959

Automobiles — 1.8%
Allison Transmission, Inc.^(b)
5.88%, 06/01/29^(g)	USD		396		403,710
3.75%, 01/30/31			287		260,352
Asbury Automotive Group, Inc.
4.50%, 03/01/28			129		123,917
4.75%, 03/01/30			124		117,025
5.00%, 02/15/32^(b)			157		145,938
Carvana Co.^(b) 5.50%, 04/15/27			290		258,825


Security		Par (000)		Value

Automobiles (continued)
Carvana Co.^(b)(continued) 4.88%, 09/01/29	USD		224	$	184,987
Constellation Automotive Financing PLC, 4.88%, 07/15/27^(d)	GBP		100		119,871
Ford Motor Co.
4.35%, 12/08/26	USD		11		11,067
3.25%, 02/12/32^(g)			623		556,420
5.29%, 12/08/46			48		46,589
Ford Motor Credit Co. LLC
2.98%, 08/03/22^(g)			449		449,000
3.35%, 11/01/22^(g)			215		215,495
3.81%, 01/09/24^(g)			629		627,978
4.69%, 06/09/25			200		201,432
5.13%, 06/16/25^(g)			490		499,800
4.13%, 08/04/25^(g)			411		410,538
3.38%, 11/13/25^(g)			200		195,489
4.39%, 01/08/26^(g)			400		398,964
2.70%, 08/10/26			295		274,353
3.82%, 11/02/27			200		189,500
2.90%, 02/16/28^(g)			295		266,606
5.11%, 05/03/29^(g)			526		529,119
4.00%, 11/13/30			200		188,340
General Motors Financial Co., Inc., 2.70%, 08/20/27^(g)			1,500		1,411,244
Group 1 Automotive, Inc., 4.00%, 08/15/28^(b)			45		41,906
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28^(d)	EUR		100		99,915
Ken Garff Automotive LLC, 4.88%, 09/15/28^(b)	USD		122		114,680
LCM Investments Holdings II LLC, 4.88%, 05/01/29^(b)			292		275,788
Lithia Motors, Inc., 3.88%, 06/01/29^(b)			131		123,827
MajorDrive Holdings IV LLC, 6.38%, 06/01/29^(b)			178		157,530
Penske Automotive Group, Inc.
3.50%, 09/01/25			214		212,395
3.75%, 06/15/29			69		61,725
Renault SA, 2.38%, 05/25/26^(d)	EUR		100		104,213
Sonic Automotive, Inc., 4.63%, 11/15/29^(b)	USD		59		53,100
TML Holdings Pte. Ltd., 4.35%, 06/09/26^(d)			200		188,500
Wabash National Corp., 4.50%, 10/15/28^(b)			220		198,000


					9,718,138

Banks — 1.4%
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25^(d)	EUR		100		103,987
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31^(a)(d)			100		103,560
Banco de Sabadell SA, (5 year EUR Swap + 2.20%), 2.00%, 01/17/30^(a)(d)			100		104,767
Banco Espirito Santo SA
4.75%, 01/15/22			100		16,041
4.00%, 01/21/22			100		16,041
Bangkok Bank PCL
(5 year CMT + 1.90%), 3.73%, 09/25/34^(a)(d)	USD		231		215,379
(5 year CMT + 4.73%), 5.00%			201		196,327
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31^(a)(b)(d)(g)			200		187,250
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%^(a)(d)(h)			200		200,000
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25^(d)			200		193,022


Security		Par (000)		Value

Banks (continued)
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%^(a)(d)(h)	USD		250	$	248,328
Emirates NBD Bank PJSC, (Update Replacements.xls: CMTUSD6Y + 3.66%), 6.13%^(a)(d)(h)			250		252,500
Grupo Aval Ltd., 4.38%, 02/04/30^(b)			200		173,196
Intesa Sanpaolo SpA, 5.02%, 06/26/24^(b)(g)			2,442		2,461,153
Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%^(a)(d)(h)			202		189,122
NBK Tier 1 Ltd., 3.63%^(a)(b)(h)			279		260,691
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24^(a)(b)(g)			1,500		1,510,562
SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%^(a)(g)(h)			1,000		925,000
Wells Fargo & Co., (5 year CMT + 3.45%), 3.90%^(a)(g)(h)			365		349,871


					7,706,797

Beverages — 1.4%
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46^(g)			800		889,716
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(g)(i)			633		579,242
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29^(b)(g)			1,098		989,463
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.^(b)
4.13%, 08/15/26			276		265,905
4.75%, 07/15/27	GBP		100		119,641
5.25%, 08/15/27^(g)	USD		652		602,692
Ball Corp.
2.88%, 08/15/30			36		32,276
3.13%, 09/15/31^(g)			377		336,925
Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25^(b)			211		194,647
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			34		38,367
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(b)(g)			794		790,846
OI European Group BV, 2.88%, 02/15/25^(d)	EUR		100		108,406
Silgan Holdings, Inc., 4.13%, 02/01/28	USD		58		55,680
Triton Water Holdings, Inc., 6.25%, 04/01/29^(b)			173		147,498
Trivium Packaging Finance BV^(b)(g)
5.50%, 08/15/26			1,004		999,864
8.50%, 08/15/27			1,367		1,360,165


					7,511,333

Biotechnology — 0.0%
Cidron Aida Finco Sarl, 5.00%, 04/01/28^(d)	EUR		100		103,591


Building Materials — 0.6%
Cemex SAB de CV, 5.45%, 11/19/29^(d)	USD		200		203,250
Cornerstone Building Brands, Inc., 6.13%, 01/15/29^(b)			330		306,256
CP Atlas Buyer, Inc., 7.00%, 12/01/28^(b)			406		346,172
James Hardie International Finance DAC, 5.00%, 01/15/28^(b)			200		196,882
Jeld-Wen, Inc.^(b)
6.25%, 05/15/25			146		150,434
4.63%, 12/15/25			55		52,938
4.88%, 12/15/27			17		16,278
Masonite International Corp.^(b)
Class C, 5.38%, 02/01/28			101		101,757
Class C, 3.50%, 02/15/30			214		192,332


Security		Par (000)		Value

Building Materials (continued)
New Enterprise Stone & Lime Co., Inc.^(b)
5.25%, 07/15/28	USD		81	$	77,872
9.75%, 07/15/28			38		38,333
SRM Escrow Issuer LLC, 6.00%, 11/01/28^(b)(g)			489		482,281
Standard Industries, Inc.^(b)(g)
5.00%, 02/15/27			174		172,483
4.75%, 01/15/28			46		43,988
4.38%, 07/15/30			595		544,993
3.38%, 01/15/31			224		196,000
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29^(b)			235		232,062
Victors Merger Corp., 6.38%, 05/15/29^(b)			159		130,156

					3,484,467

Building Products^(b)— 0.7%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27			262		262,375
Beacon Roofing Supply, Inc., 4.13%, 05/15/29			100		92,381
Foundation Building Materials, Inc., 6.00%, 03/01/29^(g)			193		173,700
GYP Holdings III Corp., 4.63%, 05/01/29			237		219,464
LBM Acquisition LLC, 6.25%, 01/15/29			482		451,470
Patrick Industries, Inc., 4.75%, 05/01/29			64		55,040
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26			258		262,335
SRS Distribution, Inc.
4.63%, 07/01/28^(g)			434		414,561
6.13%, 07/01/29^(g)			392		361,620
6.00%, 12/01/29			411		380,175
White Cap Buyer LLC, 6.88%, 10/15/28^(g)			739		700,269
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26⁽ⁱ⁾			210		206,325


					3,579,715

Capital Markets — 1.0%
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%^(a)(g)(h)			2,835		2,546,170
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)			214		201,160
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
6.25%, 05/15/26^(g)			366		373,320
5.25%, 05/15/27^(g)			583		572,171
4.38%, 02/01/29			201		184,417
Kane Bidco Ltd.^(d)
5.00%, 02/15/27	EUR		100		108,059
6.50%, 02/15/27	GBP		100		127,771
NFP Corp.^(b)(g)
4.88%, 08/15/28	USD		433		413,515
6.88%, 08/15/28			862		823,210


					5,349,793

Chemicals — 1.7%
Alpek SAB de CV, 3.25%, 02/25/31^(b)			200		180,500
Ashland LLC, 3.38%, 09/01/31^(b)(g)			351		309,757
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			447		393,002
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27^(b)			170		163,548
Braskem Idesa SAPI, 6.99%, 02/20/32^(b)			200		195,500
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			278		304,062
Chemours Co., 4.00%, 05/15/26	EUR		100		106,255
Diamond (BC) B.V., 4.63%, 10/01/29^(b)	USD		303		271,943


Security		Par (000)		Value

Chemicals (continued)
Element Solutions, Inc., 3.88%, 09/01/28^(b)(g)	USD		1,289	$	1,203,604
Equate Petrochemical BV, 2.63%, 04/28/28^(b)(g)			200		184,750
EverArc Escrow Sarl, 5.00%, 10/30/29^(b)			550		502,562
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)			165		167,063
HB Fuller Co., 4.25%, 10/15/28			98		91,748
Herens Holdco Sarl, 4.75%, 05/15/28^(b)(g)			412		369,453
Herens Midco Sarl, 5.25%, 05/15/29^(d)	EUR		100		94,452
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)(g)	USD		384		388,800
Ingevity Corp., 3.88%, 11/01/28^(b)			84		75,922
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26^(b)(i)			230		223,100
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29^(b)			113		105,130
Lune Holdings Sarl, 5.63%, 11/15/28^(d)	EUR		100		98,884
Minerals Technologies, Inc., 5.00%, 07/01/28^(b)	USD		169		160,973
Monitchem HoldCo 3 SA, 5.25%, 03/15/25^(d)	EUR		100		108,412
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		67		67,753
Sasol Financing USA LLC, 5.50%, 03/18/31			200		186,500
SCIH Salt Holdings, Inc., 6.63%, 05/01/29^(b)(g)			146		131,058
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26^(b)			239		219,880
Scotts Miracle-Gro Co.
4.00%, 04/01/31			262		228,460
4.38%, 02/01/32			27		23,911
Valvoline, Inc., 3.63%, 06/15/31^(b)			1		864
WESCO Distribution, Inc.^(b)(g)
7.13%, 06/15/25			676		703,256
7.25%, 06/15/28			616		654,275
WR Grace Holdings LLC^(b)
5.63%, 10/01/24			216		218,851
5.63%, 08/15/29^(g)			1,265		1,182,901


					9,317,129

Commercial Services & Supplies — 0.8%
ADT Security Corp., 4.13%, 06/15/23			9		9,098
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26^(b)			200		193,000
APX Group, Inc., 5.75%, 07/15/29^(b)			268		244,504
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29^(b)			106		104,433
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28^(d)	EUR		100		105,862
EC Finance PLC, 3.00%, 10/15/26^(d)			200		216,842
Fortress Transportation & Infrastructure Investors LLC^(b)
6.50%, 10/01/25	USD		75		74,438
5.50%, 05/01/28			310		281,836
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			316		320,424
Hertz Corp.^(b)
4.63%, 12/01/26			126		117,662
5.00%, 12/01/29			200		181,000
Metis Merger Sub LLC, 6.50%, 05/15/29^(b)			214		201,385
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)			239		234,818
PECF USS Intermediate Holding III Corp., 8.00%, 11/15/29^(b)			222		214,230
Prime Security Services Borrower LLC/Prime Finance, Inc.^(b)
5.25%, 04/15/24			141		144,361
5.75%, 04/15/26^(g)			320		326,456
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(b)			187		188,870


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29^(b)(g)	USD		653	$	631,777
United Rentals North America, Inc.
5.50%, 05/15/27			339		350,628
5.25%, 01/15/30			161		166,031


					4,307,655

Communications Equipment — 0.6%
Avaya, Inc., 6.13%, 09/15/28^(b)(g)			481		474,348
Ciena Corp., 4.00%, 01/31/30^(b)			104		100,100
CommScope Technologies LLC, 6.00%, 06/15/25^(b)			468		443,247
CommScope, Inc.^(b)
6.00%, 03/01/26			176		178,040
8.25%, 03/01/27^(g)			433		421,092
7.13%, 07/01/28			307		277,336
4.75%, 09/01/29^(g)			468		431,033
Nokia OYJ, 4.38%, 06/12/27			149		151,141
ViaSat, Inc.^(b)
5.63%, 09/15/25			239		233,424
5.63%, 04/15/27^(g)			67		65,995
6.50%, 07/15/28^(g)			161		154,560
Viavi Solutions, Inc., 3.75%, 10/01/29^(b)(g)			340		319,064


					3,249,380

Construction Materials^(b)— 0.4%
American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/28^(g)			375		360,259
3.88%, 11/15/29			47		43,827
BCPE Empire Holdings, Inc., 7.63%, 05/01/27			109		102,700
H&E Equipment Services, Inc., 3.88%, 12/15/28			58		54,375
IAA, Inc., 5.50%, 06/15/27^(g)			372		372,930
Picasso Finance Sub, Inc., 6.13%, 06/15/25^(g)			403		409,549
Thor Industries, Inc., 4.00%, 10/15/29			168		147,487
Williams Scotsman International, Inc., 4.63%, 08/15/28			243		236,925
Winnebago Industries, Inc., 6.25%, 07/15/28			137		138,541
Wolverine Escrow LLC, 9.00%, 11/15/26			672		450,240


					2,316,833

Consumer Discretionary — 1.5%
APi Escrow Corp., 4.75%, 10/15/29^(b)			100		92,875
APi Group DE, Inc., 4.13%, 07/15/29^(b)			132		121,651
Carnival Corp.
10.13%, 02/01/26^(d)	EUR		100		123,446
10.50%, 02/01/26^(b)(g)	USD		669		743,868
5.75%, 03/01/27^(b)(g)			898		856,391
9.88%, 08/01/27^(b)			381		421,127
4.00%, 08/01/28^(b)(g)			1,128		1,049,040
6.00%, 05/01/29^(b)			621		585,193
CoreLogic, Inc., 4.50%, 05/01/28^(b)			527		496,856
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26^(b)			91		87,360
Life Time, Inc.^(b)
5.75%, 01/15/26			258		257,739
8.00%, 04/15/26			175		174,721
Lindblad Expeditions LLC, 6.75%, 02/15/27^(b)			176		176,440
NCL Corp. Ltd.^(b)
5.88%, 03/15/26			272		258,444
7.75%, 02/15/29			109		109,757
NCL Finance Ltd., 6.13%, 03/15/28^(b)(g)			544		504,476
Nielsen Finance LLC/Nielsen Finance Co.^(b) 5.63%, 10/01/28^(g)			479		482,449


Security		Par (000)		Value

Consumer Discretionary (continued)
Nielsen Finance LLC/Nielsen Finance Co.^(b) (continued)
5.88%, 10/01/30	USD		192	$	192,480
Royal Caribbean Cruises Ltd.^(b)
10.88%, 06/01/23			90		95,767
9.13%, 06/15/23			153		159,311
11.50%, 06/01/25			120		131,863
5.50%, 08/31/26			114		110,785
5.38%, 07/15/27			381		366,057
5.50%, 04/01/28			451		429,943
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)			183		167,034


					8,195,073

Consumer Finance — 1.3%
American Express Co., (5 year CMT + 2.85%), 3.55%^(a)(g)(h)			735		669,805
Block, Inc., 3.50%, 06/01/31^(b)(g)			738		675,270
Equifax, Inc., 2.60%, 12/15/25			59		57,296
Ford Motor Co., 0.00%, 03/15/26^(j)			221		261,222
HealthEquity, Inc., 4.50%, 10/01/29^(b)			401		379,947
MPH Acquisition Holdings LLC, 5.50%, 09/01/28^(b)			262		251,157
Muthoot Finance Ltd.
6.13%, 10/31/22^(b)(g)			227		228,603
4.40%, 09/02/23^(d)			200		199,500
Navient Corp.
7.25%, 09/25/23			77		79,984
6.13%, 03/25/24			86		87,505
5.88%, 10/25/24			82		83,651
5.50%, 03/15/29			271		252,369
OneMain Finance Corp.
6.88%, 03/15/25			226		237,644
7.13%, 03/15/26			227		242,638
3.50%, 01/15/27			304		281,200
6.63%, 01/15/28			221		231,497
5.38%, 11/15/29			70		68,010
4.00%, 09/15/30			139		122,668
Sabre Global, Inc.^(b)
9.25%, 04/15/25			227		251,660
7.38%, 09/01/25			252		263,146
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			262		254,795
SLM Corp., 3.13%, 11/02/26			173		160,458
Verscend Escrow Corp., 9.75%, 08/15/26^(b)(g)			1,758		1,828,320


					7,168,345

Containers & Packaging — 0.3%
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26			196		196,490
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26^(g)			424		428,528
Graham Packaging Co., Inc., 7.13%, 08/15/28^(b)			60		54,450
Graphic Packaging International LLC^(b)
4.75%, 07/15/27			89		89,890
3.50%, 03/15/28			17		15,980
3.50%, 03/01/29			61		56,120
Intertape Polymer Group, Inc., 4.38%, 06/15/29^(b)			134		138,020
Klabin Austria GmbH, 3.20%, 01/12/31^(b)			200		173,250
LABL, Inc., 5.88%, 11/01/28^(b)			261		244,687
Sealed Air Corp.^(b) 5.13%, 12/01/24			46		47,751


Security		Par (000)		Value

Containers & Packaging (continued)
Sealed Air Corp.^(b)(continued) 4.00%, 12/01/27	USD		73	$	71,175
Suzano Austria GmbH, 3.13%, 01/15/32			71		62,910


					1,579,251

Diversified Consumer Services — 1.4%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(b)(g)
6.63%, 07/15/26			1,998		2,021,636
9.75%, 07/15/27			601		621,206
6.00%, 06/01/29			1,156		1,019,783
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28^(b)(g)			1,348		1,267,615
Clarivate Science Holdings Corp.^(b)
3.88%, 07/01/28			406		387,231
4.88%, 07/01/29^(g)			567		533,439
Garda World Security Corp.^(b)
4.63%, 02/15/27			284		272,200
9.50%, 11/01/27^(g)			159		162,975
Graham Holdings Co., 5.75%, 06/01/26^(b)			140		143,773
Rekeep SpA, 7.25%, 02/01/26^(d)	EUR		100		115,050
Service Corp. International
5.13%, 06/01/29	USD		238		242,186
3.38%, 08/15/30^(g)			263		236,931
4.00%, 05/15/31			333		309,800
Sotheby’s, 7.38%, 10/15/27^(b)(g)			451		461,865


					7,795,690

Diversified Financial Services — 3.0%
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28^(b)(g)			403		370,256
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)			200		190,000
Barclays PLC
3.65%, 03/16/25^(g)			3,600		3,606,665
5.20%, 05/12/26			200		207,952
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%^(a)(b)(g)(h)			1,500		1,338,765
Castlelake Aviation Finance DAC, 5.00%, 04/15/27^(b).			74		66,045
Central Garden & Pet Co.
4.13%, 10/15/30			281		253,603
4.13%, 04/30/31^(b)			195		175,500
Citigroup, Inc.^(a)(h)
(5 year CMT + 3.42%), 3.88%^(g)			2,000		1,885,000
Series W, (5 year CMT + 3.60%), 4.00%			155		148,800
Series Y, (5 year CMT + 3.00%), 4.15%^(g)			490		459,069
Clydesdale Acquisition Holdings, Inc.
6.63%, 04/15/29			378		382,252
8.75%, 04/15/30			319		300,259
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25^(d)	GBP		100		130,380
Global Aircraft Leasing Co. Ltd., (6.50% Cash or
7.25% PIK), 6.50%, 09/15/24^(b)(i)	USD		223		202,927
Goldman Sachs Group, Inc., Series R, (5 year CMT +
3.22%), 4.95%^(a)(g)(h)			730		728,613
HSBC Holdings PLC^(g)
4.38%, 11/23/26			395		402,189
(5 year CMT + 3.22%), 4.00%^(a)(h)			290		274,920
(5 year USD ICE Swap + 4.37%), 6.38%^(a)(h)			1,250		1,293,337
Intrum AB, 3.00%, 09/15/27^(d)	EUR		100		101,615
ION Trading Technologies Sarl, 5.75%, 05/15/28^(b)	USD		200		192,750


Security		Par (000)		Value

Diversified Financial Services (continued)
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28^(b)	USD		325	$	311,181
Ladder Capital Finance Holdings LLLP/Ladder
Capital Finance Corp.^(b)
4.25%, 02/01/27^(g)			315		301,885
4.75%, 06/15/29			137		129,208
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%^(a)(g)(h)			450		472,626
Manappuram Finance Ltd., 5.90%, 01/13/23^(d)			200		199,750
Morgan Stanley, 4.00%, 07/23/25^(g)			965		987,712
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)(g)			300		223,931
Shriram Transport Finance Co. Ltd.^(d)
5.95%, 10/24/22^(g)			420		421,050
5.10%, 07/16/23			200		200,000
Spectrum Brands, Inc.^(b)
5.00%, 10/01/29			178		167,448
5.50%, 07/15/30			154		147,840
3.88%, 03/15/31			46		40,581


					16,314,109

Diversified Telecommunication Services — 3.1%
AT&T, Inc., 4.30%, 02/15/30^(g)			1,350		1,426,378
Consolidated Communications, Inc., 6.50%, 10/01/28^(b)(g)			471		433,979
Level 3 Financing, Inc.
5.38%, 05/01/25			90		90,855
4.63%, 09/15/27^(b)			111		104,488
4.25%, 07/01/28^(b)(g)			680		624,245
3.63%, 01/15/29^(b)			155		135,625
3.75%, 07/15/29^(b)			183		162,180
Lumen Technologies, Inc.
5.13%, 12/15/26^(b)(g)			839		799,148
4.00%, 02/15/27^(b)(g)			469		436,796
4.50%, 01/15/29^(b)(g)			560		481,597
5.38%, 06/15/29^(b)(g)			455		405,234
Series P, 7.60%, 09/15/39			39		37,456
Series U, 7.65%, 03/15/42^(g)			200		193,000
Series W, 6.75%, 12/01/23^(g)			512		531,640
Series Y, 7.50%, 04/01/24^(g)			266		280,029
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25⁽ⁱ⁾			200		150,750
SoftBank Group Corp.^(d)
4.50%, 04/20/25	EUR		100		107,998
4.75%, 07/30/25			100		108,276
Sprint Capital Corp.^(g)
6.88%, 11/15/28	USD		1,355		1,570,025
8.75%, 03/15/32			742		999,474
Switch Ltd.^(b)
3.75%, 09/15/28			312		302,561
4.13%, 06/15/29^(g)			616		605,990
Telecom Italia Capital SA
6.38%, 11/15/33			222		212,172
6.00%, 09/30/34^(g)			432		406,110
7.20%, 07/18/36			98		95,305
7.72%, 06/04/38			44		44,871
Telecom Italia SpA
4.00%, 04/11/24^(d)	EUR		150		169,948
5.30%, 05/30/24^(b)(g)	USD		200		201,500
1.63%, 01/18/29^(d)	EUR		200		186,467


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30^(b)	USD		145	$	130,500
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28^(b)			259		244,434
Verizon Communications, Inc.^(g)
2.36%, 03/15/32^(b)			169		152,643
3.70%, 03/22/61			1,000		926,276
Zayo Group Holdings, Inc.^(b)(g)
4.00%, 03/01/27			2,801		2,577,564
6.13%, 03/01/28			1,692		1,514,340


					16,849,854

Electric Utilities — 0.6%
Black Hills Corp., 3.15%, 01/15/27^(g)			305		299,321
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(b)			200		177,040
Enel Finance International NV, 3.63%, 05/25/27^(b)(g)			900		894,715
Exelon Corp., 3.40%, 04/15/26^(g)			140		140,476
FirstEnergy Corp.
2.65%, 03/01/30			270		245,132
Series B, 2.25%, 09/01/30			21		18,585
Series C, 7.38%, 11/15/31			42		51,801
Series C, 3.40%, 03/01/50^(g)			797		671,305
FirstEnergy Transmission LLC^(b)
5.45%, 07/15/44			397		432,810
4.55%, 04/01/49			163		155,728
NextEra Energy Operating Partners LP^(b)
4.25%, 07/15/24^(g)			170		172,039
4.25%, 09/15/24			9		9,068
PG&E Corp., 5.25%, 07/01/30			194		188,161
Pike Corp., 5.50%, 09/01/28^(b)			80		75,400
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc., 5.02%, 11/10/21^(c)(e)(k)			780		—


					3,531,581

Electrical Equipment^(b)— 0.1%
Gates Global LLC/Gates Corp., 6.25%, 01/15/26^(g)			352		352,329
GrafTech Finance, Inc., 4.63%, 12/15/28			136		126,469

					478,798

Electronic Equipment, Instruments & Components — 0.4%
BWX Technologies, Inc.^(b)
4.13%, 06/30/28			268		257,972
4.13%, 04/15/29			208		200,200
Energizer Holdings, Inc.^(b)
4.75%, 06/15/28			256		232,519
4.38%, 03/31/29			19		16,634
Imola Merger Corp., 4.75%, 05/15/29^(b)(g)			616		593,183
Vertiv Group Corp., 4.13%, 11/15/28^(b)(g)			971		886,149
Xerox Corp., 4.80%, 03/01/35			61		52,826


					2,239,483

Energy Equipment & Services — 0.4%
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			139		140,560
6.25%, 04/01/28^(g)			706		695,826
ChampionX Corp., 6.38%, 05/01/26			79		80,580
Halliburton Co., 3.80%, 11/15/25^(g)			3		3,064
USA Compression Partners LP/USA Compression Finance Corp.
6.88%, 04/01/26			286		288,574
6.88%, 09/01/27^(g)			459		460,762


Security		Par (000)		Value

Energy Equipment & Services (continued)
Vallourec SA, 8.50%, 06/30/26^(d)	EUR		25	$	28,290
Weatherford International Ltd.^(b)
6.50%, 09/15/28	USD		13		13,438
8.63%, 04/30/30			208		211,193


					1,922,287

Environmental, Maintenance & Security Service — 0.6%
Clean Harbors, Inc.^(b)(g)
4.88%, 07/15/27			250		249,375
5.13%, 07/15/29			172		172,645
Covanta Holding Corp.
4.88%, 12/01/29^(b)			196		187,121
5.00%, 09/01/30			161		152,548
GFL Environmental, Inc.^(b)
4.25%, 06/01/25			86		85,458
3.75%, 08/01/25			266		261,132
5.13%, 12/15/26^(g)			401		404,409
4.00%, 08/01/28			406		373,520
3.50%, 09/01/28			198		185,891
4.75%, 06/15/29			261		248,276
4.38%, 08/15/29			101		93,299
Stericycle, Inc., 3.88%, 01/15/29^(b)			162		150,660
Tervita Corp., 11.00%, 12/01/25^(b)			114		129,121
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)(g)			506		478,210


					3,171,665

Equity Real Estate Investment Trusts (REITs) — 1.6%
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50^(g)			450		443,925
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27^(b)			178		166,131
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28^(b)			163		153,663
ERP Operating LP, 3.38%, 06/01/25^(g)			1,015		1,016,889
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27^(b)(g)			142		130,637
Iron Mountain, Inc.^(b)(g)
5.25%, 07/15/30			345		338,100
5.63%, 07/15/32			372		366,524
LMIRT Capital Pte. Ltd., 7.25%, 06/19/24^(d)			229		226,710
MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer, Inc.
5.63%, 05/01/24^(g)			1,020		1,050,070
4.63%, 06/15/25^(b)			455		458,413
4.50%, 09/01/26^(g)			637		640,185
5.75%, 02/01/27			27		28,519
4.50%, 01/15/28			432		435,240
3.88%, 02/15/29^(b)			308		302,610
MPT Operating Partnership LP/MPT Finance Corp.^(g)
5.00%, 10/15/27			66		67,114
4.63%, 08/01/29			433		428,670
3.50%, 03/15/31			1,035		961,217
RHP Hotel Properties LP/RHP Finance Corp.
4.75%, 10/15/27^(g)			604		581,223
4.50%, 02/15/29^(b)			179		168,260
RLJ Lodging Trust LP^(b)
3.75%, 07/01/26			135		128,250
4.00%, 09/15/29			97		89,711


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
Trust Fibra Uno, 6.95%, 01/30/44^(d)	USD		200	$	211,850
Ventas Realty LP, 4.13%, 01/15/26^(g)			650		664,823


					9,058,734

Food & Staples Retailing — 1.0%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^(b)
3.25%, 03/15/26^(g)			582		550,002
7.50%, 03/15/26^(g)			107		113,019
4.63%, 01/15/27^(g)			766		740,504
5.88%, 02/15/28			320		318,917
4.88%, 02/15/30			138		134,378
Bellis Acquisition Co. PLC, 3.25%, 02/16/26^(d)	GBP		100		121,205
Cydsa SAB de CV, 6.25%, 10/04/27^(b)(g)	USD		252		240,660
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24^(d)			200		179,537
Kraft Heinz Foods Co.
6.50%, 02/09/40			155		184,837
4.88%, 10/01/49^(g)			397		418,291
5.50%, 06/01/50^(g)			691		784,651
Lamb Weston Holdings, Inc.^(b)
4.88%, 05/15/28^(g)			156		156,000
4.13%, 01/31/30			166		155,017
4.38%, 01/31/32			160		149,475
Ocado Group PLC, 3.88%, 10/08/26^(d)	GBP		100		116,910
Performance Food Group, Inc., 4.25%, 08/01/29^(b)	USD		338		308,002
Post Holdings, Inc.^(b)
5.75%, 03/01/27			89		89,441
5.63%, 01/15/28			73		71,654
5.50%, 12/15/29^(g)			261		251,129
4.63%, 04/15/30^(g)			170		153,076
U.S. Foods, Inc., 4.75%, 02/15/29^(b)			301		287,079


					5,523,784

Food Products — 0.5%
Aramark Services, Inc., 5.00%, 04/01/25^(b)(g)			623		624,196
BRF SA, 4.88%, 01/24/30^(d)			200		190,025
Chobani LLC/Chobani Finance Corp, Inc., 7.50%, 04/15/25^(b)(g)			757		731,868
Chobani LLC/Chobani Finance Corp., Inc., 4.63%, 11/15/28^(b)(g)			242		223,245
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/31^(b)(g)			355		329,523
Pilgrim’s Pride Corp.^(b)
4.25%, 04/15/31			26		24,050
3.50%, 03/01/32^(g)			559		487,999
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc., 4.63%, 03/01/29^(b)			284		266,250


					2,877,156

Gas Utilities — 0.0%
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31^(b)			91		85,313


Health Care Equipment & Supplies — 0.6%
Avantor Funding, Inc.^(b)
4.63%, 07/15/28^(g)			893		883,177
3.88%, 11/01/29			197		185,180
Embecta Corp.
5.00%, 02/15/30^(b)			100		94,321
6.75%, 02/15/30			152		152,380


Security		Par (000)		Value

Health Care Equipment & Supplies (continued)
Hologic, Inc., 3.25%, 02/15/29^(b)	USD		73	$	68,165
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA^(b)(g)
7.38%, 06/01/25			353		363,590
7.25%, 02/01/28			1,540		1,586,200


					3,333,013

Health Care Providers & Services — 4.2%
180 Medical, Inc., 3.88%, 10/15/29^(b)			200		189,000
Acadia Healthcare Co., Inc.^(b)
5.50%, 07/01/28			204		205,020
5.00%, 04/15/29			138		136,239
AdaptHealth LLC^(b)
6.13%, 08/01/28			73		72,453
5.13%, 03/01/30			50		46,438
AHP Health Partners, Inc., 5.75%, 07/15/29^(b)			324		301,320
Anthem, Inc., 2.75%, 10/15/42^(l)			128		893,222
Cano Health LLC, 6.25%, 10/01/28^(b)			125		120,000
Centene Corp.
4.25%, 12/15/27^(g)			141		141,529
2.45%, 07/15/28^(g)			619		565,580
4.63%, 12/15/29^(g)			1,398		1,409,310
3.00%, 10/15/30^(g)			652		598,842
2.50%, 03/01/31^(g)			1,233		1,088,159
2.63%, 08/01/31			422		375,580
CHS/Community Health Systems, Inc.^(b)
8.00%, 03/15/26^(g)			1,265		1,317,396
5.63%, 03/15/27^(g)			632		643,651
6.00%, 01/15/29^(g)			502		507,243
6.13%, 04/01/30			301		280,071
DaVita, Inc., 4.63%, 06/01/30^(b)			10		9,338
Encompass Health Corp.
4.50%, 02/01/28			45		44,100
4.75%, 02/01/30			383		367,680
4.63%, 04/01/31			211		197,504
HCA, Inc.
5.38%, 02/01/25^(g)			381		396,431
5.88%, 02/15/26			46		48,921
5.38%, 09/01/26^(g)			430		451,500
5.63%, 09/01/28^(g)			786		849,863
5.88%, 02/01/29^(g)			516		564,091
3.50%, 09/01/30^(g)			565		545,826
5.50%, 06/15/47^(g)			650		733,459
Legacy LifePoint Health LLC^(b)
6.75%, 04/15/25			190		196,314
4.38%, 02/15/27			217		209,643
LifePoint Health, Inc., 5.38%, 01/15/29^(b)(g)			166		156,851
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29^(b)			94		87,628
ModivCare, Inc., 5.88%, 11/15/25^(b)			71		71,687
Molina Healthcare, Inc.^(b)
4.38%, 06/15/28			303		299,855
3.88%, 11/15/30			226		216,960
3.88%, 05/15/32			199		189,239
Mozart Debt Merger Sub, Inc., 5.25%, 10/01/29^(b)(g)			1,137		1,057,035
Owens & Minor, Inc., 6.63%, 04/01/30^(b)			142		146,119
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			312		319,797
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			53		55,441
Surgery Center Holdings, Inc.^(b)(g) 6.75%, 07/01/25			611		608,709


Security		Par (000)		Value

Health Care Providers & Services (continued)
Surgery Center Holdings, Inc.^(b)(g)(continued)
10.00%, 04/15/27	USD		676	$	709,800
Teleflex, Inc.
4.63%, 11/15/27			58		58,798
4.25%, 06/01/28^(b)(g)			368		358,340
Tenet Healthcare Corp.
4.63%, 07/15/24^(g)			204		204,877
4.63%, 09/01/24^(b)(g)			367		369,512
4.88%, 01/01/26^(b)(g)			1,526		1,539,353
6.25%, 02/01/27^(b)(g)			52		53,383
5.13%, 11/01/27^(b)(g)			562		564,644
4.63%, 06/15/28^(b)			81		79,481
6.13%, 10/01/28^(b)(g)			183		185,974
4.25%, 06/01/29^(b)			123		117,926
UnitedHealth Group, Inc., 3.75%, 07/15/25^(g)			1,470		1,511,770
Vizient, Inc., 6.25%, 05/15/27^(b)(g)			407		419,210


					22,888,112

Health Care Technology — 0.7%
Catalent Pharma Solutions, Inc.
5.00%, 07/15/27^(b)(g)			365		369,256
2.38%, 03/01/28^(d)	EUR		100		103,320
3.13%, 02/15/29^(b)	USD		145		131,793
3.50%, 04/01/30^(b)(g)			395		360,437
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(b)(g)			791		791,000
Charles River Laboratories International, Inc.^(b)
4.25%, 05/01/28			159		155,422
3.75%, 03/15/29			34		32,068
4.00%, 03/15/31			98		91,998
Chrome Bidco SASU, 3.50%, 05/31/28^(d)	EUR		100		105,691
IQVIA, Inc.^(b)(g)
5.00%, 10/15/26	USD		463		471,102
5.00%, 05/15/27			437		441,827
Minerva Merger Sub, Inc., 6.50%, 02/15/30^(b)			543		526,778
Syneos Health, Inc., 3.63%, 01/15/29^(b)(g)			504		465,570


					4,046,262

Hotels, Restaurants & Leisure — 4.4%
1011778 BC ULC/New Red Finance, Inc.^(b)
5.75%, 04/15/25			207		212,980
3.88%, 01/15/28^(g)			549		520,197
4.38%, 01/15/28			134		128,640
4.00%, 10/15/30			38		34,277
Accor SA, 0.70%, 12/07/27^(d)(l)	EUR		31		16,776
Affinity Gaming, 6.88%, 12/15/27^(b)	USD		34		33,065
Airbnb, Inc., 0.00%, 03/15/26^(j)			567		548,115
Boyd Gaming Corp.
8.63%, 06/01/25^(b)			48		50,417
4.75%, 12/01/27			179		178,105
4.75%, 06/15/31^(b)(g)			376		362,370
Boyne USA, Inc., 4.75%, 05/15/29^(b)			297		285,120
Caesars Entertainment, Inc.^(b)(g)
6.25%, 07/01/25			1,466		1,513,557
8.13%, 07/01/27			1,359		1,456,107
4.63%, 10/15/29			551		515,185
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)(g)			478		487,840
CDI Escrow Issuer, Inc., 5.75%, 04/01/30			652		658,520


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25^(b)(g)	USD		504	$	517,565
Champion Path Holdings Ltd.^(d)
4.50%, 01/27/26			232		197,200
4.85%, 01/27/28			231		183,833
Churchill Downs, Inc.^(b)
5.50%, 04/01/27^(g)			504		509,715
4.75%, 01/15/28			375		363,750
Cirsa Finance International Sarl, 4.75%, 05/22/25^(d)	EUR		100		108,191
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.^(b)
4.63%, 01/15/29	USD		561		531,547
6.75%, 01/15/30			570		524,383
Food Service Project SA, 5.50%, 01/21/27^(d)	EUR		100		108,286
Fortune Star BVI Ltd.^(d)
5.95%, 01/29/23	USD		200		193,750
6.75%, 07/02/23			250		243,875
5.05%, 01/27/27			200		167,000
Hilton Domestic Operating Co., Inc.
5.38%, 05/01/25^(b)			145		148,176
5.75%, 05/01/28^(b)			99		102,425
4.88%, 01/15/30^(g)			952		949,853
4.00%, 05/01/31^(b)			233		219,894
International Game Technology PLC, 3.50%, 06/15/26^(d)	EUR		100		111,194
McDonald’s Corp., 3.70%, 01/30/26^(g)	USD		405		414,693
Melco Resorts Finance Ltd., 5.25%, 04/26/26^(d)			250		225,000
Merlin Entertainments Ltd., 5.75%, 06/15/26^(b)			200		197,450
MGM China Holdings Ltd., 5.88%, 05/15/26^(d)			250		228,484
MGM Resorts International
6.00%, 03/15/23^(g)			416		425,443
5.75%, 06/15/25			29		29,726
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29^(b)			259		238,762
Penn National Gaming, Inc., 4.13%, 07/01/29^(b)			87		77,882
Powdr Corp., 6.00%, 08/01/25^(b)			206		210,635
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.^(b)
5.63%, 09/01/29			116		99,696
5.88%, 09/01/31			116		99,023
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26^(b)			177		170,009
Scientific Games International, Inc.
8.63%, 07/01/25^(b)			203		213,404
5.00%, 10/15/25^(b)(g)			730		748,250
3.38%, 02/15/26^(d)	EUR		100		112,037
8.25%, 03/15/26^(b)(g)	USD		565		588,306
7.00%, 05/15/28^(b)			174		180,350
7.25%, 11/15/29^(b)			51		53,423
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)(g)			593		618,944
Spirit Issuer PLC, Series A5, 5.47%, 12/28/28^(d)	GBP		2,550		3,641,786
Station Casinos LLC, 4.63%, 12/01/31^(b)	USD		277		253,372
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 07/31/25^(d)	GBP		100		133,664
Studio City Finance Ltd., 6.00%, 07/15/25^(d)(g)	USD		346		313,130
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			154		159,064
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28^(b).			158		152,075
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(b)			192		185,760


Security		Par (000)		Value


Hotels, Restaurants & Leisure (continued)
Wynn Macau Ltd.^(d)
5.50%, 01/15/26	USD		347	$	310,565
5.50%, 10/01/27			200		170,000
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.^(b)
7.75%, 04/15/25			239		248,001
5.13%, 10/01/29^(g)			618		581,692
Yum! Brands, Inc.
7.75%, 04/01/25^(b)(g)			395		410,306
4.75%, 01/15/30^(b)(g)			279		273,594
3.63%, 03/15/31			96		87,537
5.35%, 11/01/43			71		69,048


					24,103,019

Household Durables — 0.6%
Ashton Woods USA LLC/Ashton Woods Finance Co.^(b)
4.63%, 08/01/29			100		88,183
4.63%, 04/01/30			145		126,320
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC^(b)
5.00%, 06/15/29			208		188,866
4.88%, 02/15/30^(g)			412		368,458
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			253		259,958
Forestar Group, Inc., 3.85%, 05/15/26^(b)			104		96,980
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			307		316,977
Mattamy Group Corp., 4.63%, 03/01/30^(b)			199		186,923
Meritage Homes Corp., 5.13%, 06/06/27			50		50,498
NCR Corp.^(b)
5.75%, 09/01/27			220		220,000
5.00%, 10/01/28			110		105,325
5.13%, 04/15/29			145		139,394
6.13%, 09/01/29			92		92,230
Newell Brands, Inc., 5.75%, 04/01/46			112		117,040
SWF Escrow Issuer Corp., 6.50%, 10/01/29^(b)			277		239,383
Taylor Morrison Communities, Inc.^(b)
5.88%, 06/15/27			245		254,800
5.13%, 08/01/30			54		52,785
Tempur Sealy International, Inc.^(b)
4.00%, 04/15/29			272		247,064
3.88%, 10/15/31			276		236,670
Toll Brothers Finance Corp., 4.35%, 02/15/28			12		12,056
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.88%, 06/15/24			11		11,426
Tri Pointe Homes, Inc., 5.25%, 06/01/27			15		14,894


					3,426,230

Household Products — 0.0%
Berkline Benchcraft LLC, 0.00%, 06/01/22^(c)(e)(k)			200		—
Energizer Holdings, Inc., 6.50%, 12/31/27			117		115,830


					115,830

Independent Power and Renewable Electricity Producers — 1.2%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energ, 6.25%, 12/10/24^(d)			200		204,037
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24^(d)			200		204,412
Calpine Corp.^(b)
5.25%, 06/01/26^(g)			221		222,105
4.50%, 02/15/28^(g)			445		434,089
5.13%, 03/15/28^(g)			1,275		1,214,539
4.63%, 02/01/29^(g)			106		97,520


Security		Par (000)		Value


Independent Power and Renewable Electricity Producers (continued)
Calpine Corp.^(b)(continued)
5.00%, 02/01/31	USD		64	$	58,240
3.75%, 03/01/31			5		4,476
Clearway Energy Operating LLC^(b)
4.75%, 03/15/28^(g)			287		288,243
3.75%, 01/15/32			262		241,040
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27^(b)			215		205,327
Greenko Dutch BV, 3.85%, 03/29/26^(d)			194		183,088
Greenko Mauritius Ltd., 6.25%, 02/21/23^(d)			200		200,500
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26^(d)			200		201,500
India Green Energy Holdings
5.38%, 04/29/24^(b)			250		251,900
5.38%, 04/29/24^(d)			250		251,900
Investment Energy Resources Ltd., 6.25%, 04/26/29^(b)			200		202,000
NRG Energy, Inc.
6.63%, 01/15/27^(g)			720		741,982
5.75%, 01/15/28			63		64,034
5.25%, 06/15/29^(b)(g)			253		247,239
3.63%, 02/15/31^(b)(g)			277		243,646
3.88%, 02/15/32^(b)			134		117,920
ReNew Power Pvt Ltd., 5.88%, 03/05/27^(d)			200		195,660
ReNew Power Synthetic, 6.67%, 03/12/24^(d)			200		203,038
TerraForm Power Operating LLC^(b)
4.25%, 01/31/23			106		105,735
5.00%, 01/31/28			96		95,592
4.75%, 01/15/30			186		181,406


					6,661,168

Industrial Conglomerates — 0.0%
Metalloinvest Finance DAC, 3.38%, 10/22/28^(b)			309		61,800


Insurance — 2.2%
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29^(b)			231		213,590
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^(b)(g)
4.25%, 10/15/27			1,112		1,069,599
6.75%, 10/15/27			1,882		1,859,303
5.88%, 11/01/29			1,196		1,149,655
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25^(g)			360		367,112
AmWINS Group, Inc., 4.88%, 06/30/29^(b)			266		255,365
Aon Global Ltd., 3.88%, 12/15/25^(g)			1,115		1,138,443
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%^(a)(d)(h)			306		313,772
BroadStreet Partners, Inc., 5.88%, 04/15/29^(b)			53		49,423
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)			330		333,845
HUB International Ltd.^(b)
7.00%, 05/01/26^(g)			1,226		1,240,166
5.63%, 12/01/29			53		50,615
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(b)(g)			595		585,953
Ryan Specialty Group LLC, 4.38%, 02/01/30^(b)			135		127,575
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53^(a)(g)			3,500		3,517,570


					12,271,986

Interactive Media & Services — 0.4%
Arches Buyer, Inc., 4.25%, 06/01/28^(b)			110		102,615
Cablevision Lightpath LLC^(b) 3.88%, 09/15/27			200		187,000


Security		Par (000)		Value


Interactive Media & Services (continued)
Cablevision Lightpath LLC^(b)(continued) 5.63%, 09/15/28^(g)	USD		400	$	365,000
Iliad SA, 2.38%, 06/17/26^(d)	EUR		100		107,333
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.^(b)
4.75%, 04/30/27	USD		303		287,698
6.00%, 02/15/28^(g)			309		271,241
Twitter, Inc.^(b)
3.88%, 12/15/27			295		286,519
5.00%, 03/01/30			267		265,665
United Group BV, 4.00%, 11/15/27^(d)	EUR		100		102,217


					1,975,288

Internet & Direct Marketing Retail — 0.0%
Very Group Funding PLC, 6.50%, 08/01/26^(d)	GBP		100		124,271


Internet Software & Services — 1.0%
ANGI Group LLC, 3.88%, 08/15/28^(b)	USD		262		221,951
Booking Holdings, Inc., 0.75%, 05/01/25^(l)			380		548,340
Go Daddy Operating Co. LLC/GD Finance Co., Inc.^(b)
5.25%, 12/01/27			303		304,380
3.50%, 03/01/29			125		114,934
Match Group Holdings II LLC^(b)
4.63%, 06/01/28			157		152,094
5.63%, 02/15/29			177		175,851
4.13%, 08/01/30			198		185,540
3.63%, 10/01/31			109		97,493
Uber Technologies, Inc.
7.50%, 05/15/25^(b)(g)			667		696,014
0.00%, 12/15/25^(j)(l)			1,582		1,415,890
8.00%, 11/01/26^(b)(g)			311		330,500
7.50%, 09/15/27^(b)(g)			567		604,569
6.25%, 01/15/28^(b)(g)			318		328,793
4.50%, 08/15/29^(b)(g)			467		437,813
Zillow Group, Inc., 1.38%, 09/01/26^(l)			55		72,772


					5,686,934

IT Services — 1.0%
Ahead DB Holdings LLC, 6.63%, 05/01/28^(b)			110		98,276
Booz Allen Hamilton, Inc.^(b)(g)
3.88%, 09/01/28			363		350,400
4.00%, 07/01/29			412		402,293
CA Magnum Holdings, 5.38%, 10/31/26^(b)			382		372,450
Camelot Finance SA, 4.50%, 11/01/26^(b)(g)			564		548,490
Castle U.S. Holding Corp., 9.50%, 02/15/28^(b)			157		155,857
Dun & Bradstreet Corp., 5.00%, 12/15/29^(b)			466		438,040
Fair Isaac Corp., 4.00%, 06/15/28^(b)(g)			366		354,332
Gartner, Inc.^(b)
4.50%, 07/01/28			35		34,869
3.63%, 06/15/29			117		109,688
3.75%, 10/01/30^(g)			435		408,356
International Business Machines Corp., 1.95%, 05/15/30^(g)			500		454,925
KBR, Inc., 4.75%, 09/30/28^(b)			186		181,339
La Financiere Atalian SASU, 5.13%, 05/15/25^(d)	EUR		100		98,408
Rackspace Technology Global, Inc., 5.38%, 12/01/28^(b)(g)	USD		60		52,059
Science Applications International Corp., 4.88%, 04/01/28^(b)(g)			254		250,276
Shift4 Payments, Inc., 0.00%, 12/15/25^(j)			349		365,403
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25^(b)			243		245,126


Security		Par (000)		Value


IT Services (continued)
Twilio, Inc., 3.88%, 03/15/31	USD		353	$	328,120
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			392		358,298


					5,607,005

Leisure Products — 0.2%
Mattel, Inc.
5.88%, 12/15/27^(b)			293		306,507
3.75%, 04/01/29^(b)			103		99,109
6.20%, 10/01/40			228		262,274
5.45%, 11/01/41			278		295,931


					963,821

Machinery — 0.7%
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28^(b)			108		101,520
Colfax Corp., 6.38%, 02/15/26^(b)			127		131,006
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(i)			240		249,600
Madison IAQ LLC^(b)
4.13%, 06/30/28			97		89,399
5.88%, 06/30/29			725		650,687
Mueller Water Products, Inc., 4.00%, 06/15/29^(b)			138		130,718
OT Merger Corp., 7.88%, 10/15/29^(b)			115		99,475
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)			167		172,466
Terex Corp., 5.00%, 05/15/29^(b)			333		319,170
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26^(b)(g)			813		807,858
TK Elevator Holdco GmbH, 7.63%, 07/15/28^(b)(g)			400		396,500
TK Elevator Midco GmbH, 4.38%, 07/15/27^(d)	EUR		100		109,131
TK Elevator US Newco Inc., 5.25%, 07/15/27^(b)(g)	USD		394		389,678


					3,647,208

Media — 9.3%
Altice Financing SA
3.00%, 01/15/28^(d)	EUR		100		97,361
5.00%, 01/15/28^(b)(g)	USD		378		338,820
5.75%, 08/15/29^(b)(g)			1,186		1,078,175
Altice France Holding SA^(b)(g)
10.50%, 05/15/27			1,673		1,750,803
6.00%, 02/15/28			382		329,475
AMC Entertainment Holdings, Inc.^(b)(g)
7.50%, 02/15/29			461		447,979
(10.00% Cash or 12.00% PIK), 10.00%, 06/15/26⁽ⁱ⁾			370		332,231
AMC Networks, Inc.
4.75%, 08/01/25			222		221,212
4.25%, 02/15/29			123		114,783
Block Communications, Inc., 4.88%, 03/01/28^(b)			128		123,520
Cable One, Inc.
1.13%, 03/15/28			1,028		919,032
4.00%, 11/15/30^(b)			94		86,689
CCO Holdings LLC/CCO Holdings Capital Corp.
5.13%, 05/01/27^(b)(g)			565		565,833
5.00%, 02/01/28^(b)			34		33,643
5.38%, 06/01/29^(b)(g)			731		731,000
4.75%, 03/01/30^(b)			204		195,889
4.50%, 08/15/30^(b)(g)			1,099		1,031,183
4.25%, 02/01/31^(b)(g)			813		737,797
4.75%, 02/01/32^(b)			239		222,566
4.50%, 05/01/32^(g)			426		389,662
4.50%, 06/01/33^(b)			260		233,350


Security		Par (000)		Value


Media (continued)
CCO Holdings LLC/CCO Holdings Capital Corp. (continued)
4.25%, 01/15/34^(b)(g)	USD		991	$	860,679
Charter Communications Operating LLC/Charter Communications Operating Capital^(g)
4.91%, 07/23/25			2,425		2,514,752
5.38%, 05/01/47			425		435,154
Clear Channel International BV, 6.63%, 08/01/25^(b)			384		390,720
Clear Channel Outdoor Holdings, Inc.^(b)(g)
7.75%, 04/15/28			707		710,698
7.50%, 06/01/29			928		926,009
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27^(b)(g)			1,560		1,543,136
Comcast Corp., 3.95%, 10/15/25^(g)			3,000		3,098,137
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26^(b)(g)			2,266		2,305,406
CSC Holdings LLC
5.25%, 06/01/24			123		123,156
6.50%, 02/01/29^(b)(g)			865		871,868
5.75%, 01/15/30^(b)(g)			660		587,400
4.13%, 12/01/30^(b)(g)			626		548,917
4.63%, 12/01/30^(b)(g)			220		183,984
3.38%, 02/15/31^(b)(g)			257		216,523
4.50%, 11/15/31^(b)(g)			268		240,200
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27^(b)(g)			459		451,541
Discovery Communications LLC^(g)
3.25%, 04/01/23			1,490		1,491,180
3.45%, 03/15/25			170		168,363
DISH DBS Corp.
5.88%, 07/15/22^(g)			1,233		1,239,140
5.00%, 03/15/23			186		186,658
7.75%, 07/01/26^(g)			601		597,093
5.25%, 12/01/26^(b)(g)			1,226		1,167,765
5.75%, 12/01/28^(b)(g)			946		895,152
5.13%, 06/01/29^(g)			148		126,035
DISH Network Corp., 3.38%, 08/15/26^(l)			309		277,946
Frontier Communications Holdings LLC^(b)
5.88%, 10/15/27^(g)			462		458,905
5.00%, 05/01/28^(g)			879		843,840
6.75%, 05/01/29			573		550,080
6.00%, 01/15/30^(g)			375		346,875
GCI LLC, 4.75%, 10/15/28^(b)			89		86,887
iHeartCommunications, Inc.
6.38%, 05/01/26			264		271,436
8.38%, 05/01/27			35		36,188
5.25%, 08/15/27^(b)			122		120,628
4.75%, 01/15/28^(b)			78		74,490
Iliad Holding SASU^(b)
6.50%, 10/15/26			486		487,312
7.00%, 10/15/28			498		498,737
Kaixo Bondco Telecom SA, 5.13%, 09/30/29^(d)	EUR		100		103,575
Lamar Media Corp., 4.00%, 02/15/30	USD		126		119,858
LCPR Senior Secured Financing DAC^(b)(g)
6.75%, 10/15/27			360		369,828
5.13%, 07/15/29			568		542,267
Liberty Broadband Corp.^(b)(l)
1.25%, 09/30/50			413		395,448
2.75%, 09/30/50			797		786,061


Security		Par (000)		Value


Media (continued)
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(i)	USD		507	$	352,085
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29^(b)(g)			567		546,446
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)			200		189,500
Live Nation Entertainment, Inc.^(b)
4.88%, 11/01/24			31		31,124
6.50%, 05/15/27^(g)			921		980,883
4.75%, 10/15/27			91		88,725
3.75%, 01/15/28			78		73,311
Lorca Telecom Bondco SA, 4.00%, 09/18/27^(d)	EUR		100		106,477
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(b)	USD		177		177,738
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%^(a)(d)(g)(h)			520		517,010
Outfront Media Capital LLC/Outfront Media Capital Corp.^(b)
5.00%, 08/15/27^(g)			329		321,624
4.25%, 01/15/29			144		133,956
4.63%, 03/15/30			15		14,119
Radiate Holdco LLC/Radiate Finance, Inc.^(b)(g)
4.50%, 09/15/26			956		922,540
6.50%, 09/15/28			2,059		1,947,042
Sable International Finance Ltd.
5.75%, 09/07/27^(d)			245		246,703
5.75%, 09/07/27^(b)			200		201,390
Scripps Escrow II, Inc., 3.88%, 01/15/29^(b)			17		15,797
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)			224		199,734
Sirius XM Radio, Inc.^(b)
3.13%, 09/01/26^(g)			491		464,227
5.00%, 08/01/27			170		169,575
4.00%, 07/15/28^(g)			467		443,650
5.50%, 07/01/29^(g)			722		732,830
4.13%, 07/01/30^(g)			58		54,298
3.88%, 09/01/31^(g)			528		480,480
Stagwell Global LLC, 5.63%, 08/15/29^(b)			101		95,281
Summer BC Holdco B Sarl, 5.75%, 10/31/26^(d)	EUR		100		112,049
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(b)	USD		200		193,000
Terrier Media Buyer, Inc., 8.88%, 12/15/27^(b)(g)			617		627,797
Univision Communications, Inc.^(b)
5.13%, 02/15/25			133		133,112
6.63%, 06/01/27			132		138,270
UPC Broadband Finco BV, 4.88%, 07/15/31^(b)(g)			449		421,553
UPCB Finance VII Ltd., 3.63%, 06/15/29^(d)	EUR		100		108,159
Videotron Ltd., 3.63%, 06/15/29^(b)	USD		262		242,924
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28^(b)(g)			754		723,840
VTR Comunicaciones SpA, 4.38%, 04/15/29^(b)			200		182,000
VZ Secured Financing BV, 3.50%, 01/15/32^(d)	EUR		100		101,554
WMG Acquisition Corp., 3.88%, 07/15/30^(b)	USD		136		129,540
Ziggo Bond Co. BV^(b)
6.00%, 01/15/27			199		200,244
5.13%, 02/28/30^(g)			225		209,392
Ziggo BV, 4.88%, 01/15/30^(b)(g)			200		188,346


					51,449,355

Metals & Mining — 1.4%
ABJA Investment Co. Pte. Ltd., 5.95%, 07/31/24^(d)			250		260,312


Security		Par (000)		Value


Metals & Mining (continued)
Allegheny Technologies, Inc.
4.88%, 10/01/29	USD		101	$	95,717
5.13%, 10/01/31			114		106,901
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30			200		186,160
Arconic Corp.^(b)
6.00%, 05/15/25^(g)			332		339,636
6.13%, 02/15/28			343		344,154
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29^(b)(g)			839		880,296
Carpenter Technology Corp., 7.63%, 03/15/30			153		156,658
Commercial Metals Co.
4.13%, 01/15/30			70		65,363
4.38%, 03/15/32			75		69,656
Constellium SE^(b)
5.88%, 02/15/26^(g)			588		588,000
5.63%, 06/15/28			250		251,053
3.75%, 04/15/29^(g)			256		229,760
JSW Steel Ltd., 5.95%, 04/18/24^(d)			200		202,500
Kaiser Aluminum Corp.^(b)
4.63%, 03/01/28			191		179,418
4.50%, 06/01/31			129		116,305
New Gold, Inc., 7.50%, 07/15/27^(b)(g)			545		565,437
Nexa Resources SA, 5.38%, 05/04/27^(b)(g)			237		240,555
Novelis Corp.^(b)(g)
3.25%, 11/15/26			416		397,396
4.75%, 01/30/30			748		726,207
3.88%, 08/15/31			483		441,781
Periama Holdings LLC, 5.95%, 04/19/26^(d)			200		202,900
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29^(b)			122		113,765
thyssenkrupp AG, 2.88%, 02/22/24^(d)	EUR		84		92,665
U.S. Steel Corp., 6.88%, 03/01/29^(g)	USD		491		510,640
Vedanta Resources Finance II PLC^(d)
13.88%, 01/21/24			200		209,250
8.95%, 03/11/25			293		284,210


					7,856,695

Multiline Retail — 0.2%
Bath & Body Works, Inc.
6.88%, 11/01/35^(g)			401		413,030
6.75%, 07/01/36			71		72,306
7.60%, 07/15/37			60		62,250
Macy’s Retail Holdings LLC^(b)
5.88%, 03/15/30			48		47,352
6.13%, 03/15/32			48		47,400
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26^(b)			396		406,692


					1,049,030

Offshore Drilling & Other Services — 0.1%
Applied Materials, Inc., 3.90%, 10/01/25^(g)			285		292,843
Entegris, Inc., 4.38%, 04/15/28^(b)			71		68,693


					361,536

Oil, Gas & Consumable Fuels — 9.5%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)(g)			538		558,283
Antero Midstream Partners LP/Antero Midstream Finance Corp.^(b)
5.75%, 03/01/27			226		230,156
5.75%, 01/15/28			59		60,254
5.38%, 06/15/29			206		205,790


Security		Par (000)		Value


Oil, Gas & Consumable Fuels (continued)
Antero Resources Corp., 5.38%, 03/01/30^(b)	USD		147	$	150,124
Apache Corp.
4.25%, 01/15/30			235		236,884
5.10%, 09/01/40^(g)			424		427,180
5.25%, 02/01/42			40		39,800
5.35%, 07/01/49			128		123,200
Arcosa, Inc., 4.38%, 04/15/29^(b)(g)			374		354,832
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(b)
9.00%, 11/01/27			596		816,520
5.88%, 06/30/29			291		287,534
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34^(d)(j)			144		104,190
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)(g)			498		463,180
Buckeye Partners LP
4.13%, 03/01/25^(b)(g)			262		258,382
5.85%, 11/15/43			145		123,604
5.60%, 10/15/44			166		139,156
Callon Petroleum Co.
6.13%, 10/01/24			126		125,370
9.00%, 04/01/25^(b)(g)			827		876,620
6.38%, 07/01/26			44		43,753
8.00%, 08/01/28^(b)(g)			620		653,585
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31^(d)(l)	EUR		200		190,627
Cenovus Energy, Inc., 5.40%, 06/15/47^(g)	USD		113		127,232
Centennial Resource Production LLC
6.88%, 04/01/27^(b)			46		46,235
3.25%, 04/01/28^(g)(l)			478		723,786
Cheniere Energy Partners LP
4.50%, 10/01/29^(g)			555		557,775
4.00%, 03/01/31^(g)			675		654,338
3.25%, 01/31/32^(b)			640		581,946
Cheniere Energy, Inc., 4.63%, 10/15/28^(g)			1,657		1,662,551
Chesapeake Energy Corp.^(b)
5.88%, 02/01/29			41		42,333
6.75%, 04/15/29^(g)			518		548,632
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			228		230,280
Civitas Resources, Inc., 5.00%, 10/15/26^(b)			88		87,233
CNX Midstream Partners LP, 4.75%, 04/15/30^(b)			92		86,155
CNX Resources Corp.
2.25%, 05/01/26^(l)			499		864,018
6.00%, 01/15/29^(b)			90		90,900
Colgate Energy Partners III LLC^(b)
7.75%, 02/15/26			272		289,955
5.88%, 07/01/29^(g)			353		363,925
Comstock Resources, Inc.^(b)(g)
7.50%, 05/15/25			160		162,400
6.75%, 03/01/29			623		642,674
5.88%, 01/15/30			435		428,605
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31^(b)			1,117		1,097,341
Crescent Energy Finance LLC, 7.25%, 05/01/26^(b)			677		680,155
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.^(b)
5.63%, 05/01/27			39		38,643
6.00%, 02/01/29			29		28,891
8.00%, 04/01/29			90		96,064
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(b)(g)			790		805,196


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
DCP Midstream Operating LP^(b)
6.45%, 11/03/36	USD		226	$	260,408
6.75%, 09/15/37^(g)			317		371,682
DT Midstream, Inc.^(b)(g)
4.13%, 06/15/29			408		391,192
4.38%, 06/15/31			484		463,430
Dycom Industries, Inc., 4.50%, 04/15/29^(b)			102		96,135
Ecopetrol SA, 4.63%, 11/02/31			190		171,950
eG Global Finance PLC
6.75%, 02/07/25^(b)(g)			596		594,510
6.25%, 10/30/25^(d)	EUR		142		156,441
8.50%, 10/30/25^(b)	USD		252		257,985
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78^(a)(g)			1,565		1,620,059
Endeavor Energy Resources LP/EER Finance, Inc.^(b)
6.63%, 07/15/25			192		199,200
5.75%, 01/30/28			386		399,027
Energean Israel Finance Ltd., 4.88%, 03/30/26^(b)(d)			130		126,360
Energy Transfer LP^(g)
3.90%, 07/15/26			235		236,261
Series H, (5 year CMT + 5.69%), 6.50%^(a)(h)			644		632,923
EnLink Midstream LLC
5.63%, 01/15/28^(b)			203		207,060
5.38%, 06/01/29			148		147,630
EnLink Midstream Partners LP
4.40%, 04/01/24^(g)			240		243,134
4.15%, 06/01/25			17		16,941
4.85%, 07/15/26			115		115,000
5.60%, 04/01/44			226		194,925
5.05%, 04/01/45			32		25,840
5.45%, 06/01/47			60		50,550
EQM Midstream Partners LP
6.00%, 07/01/25^(b)(g)			255		260,111
4.13%, 12/01/26			100		96,003
6.50%, 07/01/27^(b)(g)			364		380,213
4.50%, 01/15/29^(b)			136		127,160
4.75%, 01/15/31^(b)(g)			791		739,585
EQT Corp., 1.75%, 05/01/26^(l)			426		1,009,620
Genesis Energy LP/Genesis Energy Finance Corp.
6.50%, 10/01/25			46		45,370
7.75%, 02/01/28			118		118,626
Geopark Ltd., 5.50%, 01/17/27^(b)			200		189,475
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27^(d)			200		182,537
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25^(b)			164		182,860
Gulfport Energy Corp., 8.00%, 05/17/26^(b)			37		38,062
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			60		61,283
Hess Corp., 4.30%, 04/01/27^(g)			50		51,304
Hess Midstream Operations LP, 4.25%, 02/15/30^(b)			240		226,464
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, 11/01/28^(b)			32		32,160
Hilong Holding Ltd., 9.75%, 11/18/24^(d)			207		128,340
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26^(d)			200		193,500
HTA Group Ltd., 7.00%, 12/18/25^(b)			200		197,625
IHS Holding Ltd., 6.25%, 11/29/28^(b)			200		186,500
Impulsora Pipeline, 6.05%, 12/31/42^(c)			1,382		1,212,808
ITT Holdings LLC, 6.50%, 08/01/29^(b)			343		316,836
Leviathan Bond Ltd., 5.75%, 06/30/23^(b)(d)			170		171,809
Matador Resources Co., 5.88%, 09/15/26^(g)			1,054		1,073,288


Security		Par (000)			Value


Oil, Gas & Consumable Fuels (continued)
MC Brazil Downstream Trading SARL, 7.25%, 06/30/31^(b)	USD		200		$	182,000
Medco Bell Pte. Ltd., 6.38%, 01/30/27^(d)			250			242,500
MEG Energy Corp., 6.50%, 01/15/25^(b)(g)			217			220,526
MPLX LP, 4.25%, 12/01/27^(g)			185			191,062
Murphy Oil Corp.
5.75%, 08/15/25			63			64,200
5.88%, 12/01/27			56			56,980
6.38%, 12/01/42			29			27,795
Murphy Oil USA, Inc., 4.75%, 09/15/29			146			144,770
Nabors Industries Ltd.^(b)
7.25%, 01/15/26			55			55,000
7.50%, 01/15/28			140			136,500
Nabors Industries, Inc., 7.38%, 05/15/27^(b)			244			253,455
Neptune Energy Bondco PLC, 6.63%, 05/15/25^(b)			200			201,098
New Fortress Energy, Inc.^(b)(g)
6.75%, 09/15/25			657			660,883
6.50%, 09/30/26			1,012			1,002,659
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)			171			168,211
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)(g)			227			284,891
Northern Oil and Gas, Inc., 8.13%, 03/01/28^(b)(g)			630			656,347
NuStar Logistics LP
6.00%, 06/01/26			163			164,833
6.38%, 10/01/30			25			25,339
Occidental Petroleum Corp.
6.95%, 07/01/24			63			67,646
5.50%, 12/01/25			100			105,230
5.55%, 03/15/26			36			38,160
8.88%, 07/15/30			86			110,295
6.63%, 09/01/30^(g)			526			603,585
4.30%, 08/15/39			518			489,510
6.20%, 03/15/40^(g)			944			1,047,840
4.50%, 07/15/44			64			61,161
4.63%, 06/15/45			558			541,260
6.60%, 03/15/46			37			43,475
4.40%, 04/15/46			613			582,350
4.20%, 03/15/48			600			561,000
4.40%, 08/15/49			37			34,780
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26^(b)(i)			—	^(m)		34
Oil and Gas Holding Co., 7.63%, 11/07/24^(d)			200			210,500
OQ SAOC, 5.13%, 05/06/28^(b)			200			197,412
PDC Energy, Inc.
6.13%, 09/15/24			75			75,918
5.75%, 05/15/26			235			238,229
Pertamina Persero PT, 3.65%, 07/30/29^(d)			200			197,980
Petroleos Mexicanos^(g)
6.50%, 03/13/27			123			124,445
5.95%, 01/28/31			313			288,570
6.70%, 02/16/32			220			209,000
6.38%, 01/23/45			125			99,349
6.75%, 09/21/47			249			199,935
7.69%, 01/23/50			226			196,620
Pioneer Natural Resources Co., 0.25%, 05/15/25^(l)			283			671,983
Puma International Financing SA, 5.13%, 10/06/24^(b)			200			190,000
Range Resources Corp.
5.88%, 07/01/22			44			44,000
5.00%, 08/15/22			252			252,000
5.00%, 03/15/23			189			190,323


Security		Par (000)		Value


Oil, Gas & Consumable Fuels (continued)
Range Resources Corp. (continued)
4.88%, 05/15/25	USD		14	$	14,170
4.75%, 02/15/30^(b)			109		108,257
Rockcliff Energy II LLC, 5.50%, 10/15/29^(b)			339		339,314
SM Energy Co.
10.00%, 01/15/25^(b)(g)			924		1,008,694
5.63%, 06/01/25			74		73,907
6.75%, 09/15/26			129		132,647
6.63%, 01/15/27			34		34,855
6.50%, 07/15/28			133		137,247
Southwestern Energy Co.
5.95%, 01/23/25			18		18,817
5.38%, 02/01/29^(g)			378		382,725
4.75%, 02/01/32			161		160,799
Sunoco LP/Sunoco Finance Corp.
6.00%, 04/15/27			63		64,181
5.88%, 03/15/28			124		125,240
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(b)
6.00%, 03/01/27			41		40,842
6.00%, 12/31/30			28		27,170
6.00%, 09/01/31			105		101,089
Tap Rock Resources LLC, 7.00%, 10/01/26^(b)			744		770,129
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28^(g)			280		286,413
Transocean, Inc., 11.50%, 01/30/27^(b)			171		176,557
Venture Global Calcasieu Pass LLC^(b)(g)
3.88%, 08/15/29			807		784,509
4.13%, 08/15/31			705		691,711
3.88%, 11/01/33			1,322		1,264,162
Vivo Energy Investments BV, 5.13%, 09/24/27^(b)			200		198,000
Western Midstream Operating LP
4.75%, 08/15/28			37		38,189
4.55%, 02/01/30			80		79,600
5.45%, 04/01/44			339		343,665
5.30%, 03/01/48			206		203,940
5.50%, 08/15/48			99		97,762
5.75%, 02/01/50^(g)			795		775,125


					52,497,824

Personal Products — 0.0%
Coty, Inc., 3.88%, 04/15/26^(d)	EUR		100		107,445
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 4.75%, 01/15/29^(b)	USD		150		139,967


					247,412

Pharmaceuticals — 2.1%
AbbVie, Inc., 2.95%, 11/21/26^(g)			1,750		1,733,551
Bausch Health Americas, Inc., 8.50%, 01/31/27^(b)(g)			973		970,344
Bausch Health Cos., Inc.^(b)
6.13%, 04/15/25^(g)			73		73,639
9.00%, 12/15/25⁽ⁿ⁾			226		234,153
6.13%, 02/01/27			134		134,850
4.88%, 06/01/28			101		96,708
5.00%, 02/15/29			149		116,072
6.25%, 02/15/29^(g)			232		190,240
7.25%, 05/30/29^(g)			498		424,759
5.25%, 02/15/31			22		17,124
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28^(d)	EUR		100		109,247
CVS Health Corp.^(g) 4.75%, 12/01/22	USD		165		167,167


Security		Par (000)		Value


Pharmaceuticals (continued)
CVS Health Corp.^(g)(continued) 3.25%, 08/15/29	USD		1,750	$	1,727,867
Elanco Animal Health, Inc., 6.40%, 08/28/28			156		167,313
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27^(b)(g)			723		634,432
Endo Luxembourg Finance Co. I SARL/Endo U.S., Inc., 6.13%, 04/01/29^(b)(g)			481		438,912
Gruenenthal GmbH, 4.13%, 05/15/28^(d)	EUR		100		107,583
Jazz Securities DAC, 4.38%, 01/15/29^(b)(g)	USD		441		427,219
Nidda BondCo GmbH, 7.25%, 09/30/25^(d)	EUR		100		104,799
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24^(d)			100		105,923
Option Care Health, Inc., 4.38%, 10/31/29^(b)	USD		133		124,688
Organon and Co./Organon Foreign Debt Co-Issuer BV^(b)(g)
4.13%, 04/30/28			790		752,637
5.13%, 04/30/31			772		744,980
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25^(b)			266		244,720
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)(g)			1,251		1,167,371
PRA Health Sciences, Inc., 2.88%, 07/15/26^(b)(g)			484		460,555
Prestige Brands, Inc., 3.75%, 04/01/31^(b)			149		132,982
Teva Pharmaceutical Finance Netherlands II BV
6.00%, 01/31/25	EUR		100		115,589
3.75%, 05/09/27			100		104,181


					11,829,605

Real Estate Management & Development — 1.5%
Adler Group SA, 2.75%, 11/13/26^(d)			100		92,283
Agile Group Holdings Ltd.^(d)
6.05%, 10/13/25	USD		200		64,000
(5 year CMT + 11.08%), 7.75%^(a)(h)			400		72,000
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26^(b)(g)			260		245,700
China Aoyuan Group Ltd.^(d)(e)(k)
6.35%, 02/08/24			400		64,000
6.20%, 03/24/26			200		32,000
China Evergrande Group^(e)(k)
8.25%, 03/23/22			420		54,600
9.50%, 04/11/22^(d)			200		25,000
11.50%, 01/22/23^(d)			450		56,250
12.00%, 01/22/24^(d)			250		31,250
China SCE Group Holdings Ltd.^(d)
7.25%, 04/19/23			200		146,412
7.38%, 04/09/24			400		221,075
CIFI Holdings Group Co. Ltd.^(d)
6.00%, 07/16/25			200		165,000
5.25%, 05/13/26			335		268,000
Country Garden Holdings Co. Ltd.^(d)
6.50%, 04/08/24			200		164,000
6.15%, 09/17/25			200		153,000
5.13%, 01/14/27			200		139,000
DIC Asset AG, 2.25%, 09/22/26^(d)	EUR		100		96,797
Easy Tactic Ltd.^(d)
8.13%, 02/27/23	USD		200		43,000
11.75%, 08/02/23			200		43,000
8.63%, 02/27/24			200		42,000
Fantasia Holdings Group Co. Ltd.^(d)(e)(k)
11.75%, 04/17/22			400		54,000
11.88%, 06/01/23			200		28,000
9.25%, 07/28/23			200		28,663
9.88%, 10/19/23			200		28,350


Security		Par (000)		Value


Real Estate Management & Development (continued)
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(b)(g)	USD		389	$	398,064
Global Prime Capital Pte. Ltd., 5.50%, 10/18/23^(d)			200		195,412
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(b)			100		100,750
Haimen Zhongnan Investment Development International Co. Ltd., 12.00%, 06/08/22^(d)			200		76,600
Howard Hughes Corp.^(b)
5.38%, 08/01/28			180		180,716
4.13%, 02/01/29			149		139,801
4.38%, 02/01/31			140		131,600
Jingrui Holdings Ltd., 12.00%, 07/25/22^(d)			200		80,000
Kaisa Group Holdings Ltd.^(d)(e)(k)
11.95%, 10/22/22			200		39,000
11.50%, 01/30/23			200		38,000
10.88%, 07/23/23			600		117,300
11.70%, 11/11/25			200		36,913
Kennedy-Wilson, Inc., 4.75%, 02/01/30			136		129,324
KWG Group Holdings Ltd.^(d)
7.40%, 03/05/24			200		81,000
5.88%, 11/10/24			231		87,780
Logan Group Co. Ltd.^(d)
6.90%, 06/09/24			200		41,500
4.50%, 01/13/28			200		40,000
MAF Sukuk Ltd.^(d)
4.64%, 05/14/29^(g)			275		285,020
3.93%, 02/28/30			238		237,003
Modern Land China Co. Ltd., 9.80%, 04/11/23^(d)(e)(k)			431		77,580
New Metro Global Ltd., 6.80%, 08/05/23^(d)			200		152,000
Powerlong Real Estate Holdings Ltd., 6.25%, 08/10/24^(d)			350		133,000
Realogy Group LLC/Realogy Co.-Issuer Corp.^(b)
5.75%, 01/15/29			291		274,267
5.25%, 04/15/30			135		124,200
RKPF Overseas 2019 A Ltd., Series 2019-A, 6.00%, 09/04/25^(d)			200		156,000
RKPF Overseas 2020 A Ltd., Series 2020-A, 5.20%, 01/12/26^(d)			232		178,640
Ronshine China Holdings Ltd.^(d)
8.95%, 01/22/23			200		44,000
7.35%, 12/15/23			200		34,000
6.75%, 08/05/24			200		32,000
Scenery Journey Ltd.^(d)(e)(k)
11.50%, 10/24/22			219		19,710
13.00%, 11/06/22			200		18,000
12.00%, 10/24/23			200		18,000
Seazen Group Ltd., 6.45%, 06/11/22^(d)			200		187,000
Shimao Group Holdings Ltd.^(d)
5.60%, 07/15/26			200		52,500
3.45%, 01/11/31^(g)			200		50,000
Shui On Development Holding Ltd.^(d)
5.75%, 11/12/23			200		191,000
5.50%, 03/03/25			209		191,235
Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22^(d)(e)(k)			200		4,000
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%^(a)(d)(h)			200		127,788
Starwood Property Trust, Inc., 4.38%, 01/15/27^(b)			77		74,690
Sunac China Holdings Ltd.^(d) 6.50%, 01/10/25			200		49,000


Security		Par (000)		Value


Real Estate Management & Development (continued)
Sunac China Holdings Ltd.^(d)(continued) 7.00%, 07/09/25^(g)	USD		400	$	98,000
Theta Capital Pte. Ltd., 8.13%, 01/22/25^(d)			200		201,000
Times China Holdings Ltd.^(d)
6.75%, 07/08/25^(g)			390		152,100
6.20%, 03/22/26			277		102,490
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27^(d)	GBP		40		56,055
Wanda Group Overseas Ltd., 7.50%, 07/24/22^(d)	USD		400		380,000
Yango Justice International Ltd.^(e)(k)
10.25%, 09/15/22			200		10,000
7.88%, 09/04/24^(d)			200		10,000
7.50%, 02/17/25^(d)			200		10,000
Yanlord Land HK Co. Ltd., 6.80%, 02/27/24^(d)			400		380,000
Yuzhou Group Holdings Co. Ltd.^(d)(e)(k)
8.38%, 10/30/24			200		26,100
7.70%, 02/20/25			200		28,000
8.30%, 05/27/25			200		28,000
Zhenro Properties Group Ltd., 7.88%, 04/14/24^(d)			300		33,000


					8,496,518

Road & Rail^(b)— 0.4%
Danaos Corp., 8.50%, 03/01/28			100		107,000
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(g)			1,481		1,586,363
Seaspan Corp., 5.50%, 08/01/29^(g)			353		330,496


					2,023,859

Semiconductors & Semiconductor Equipment — 1.1%
Broadcom, Inc.^(g)
3.46%, 09/15/26			578		576,175
4.11%, 09/15/28			1,594		1,612,934
Microchip Technology, Inc.^(l)
0.13%, 11/15/24			250		283,640
1.63%, 02/15/25			86		272,780
1.63%, 02/15/27			61		130,807
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25^(b)			33		32,006
ON Semiconductor Corp., 3.88%, 09/01/28^(b)			290		276,950
QUALCOMM, Inc., 1.65%, 05/20/32^(g)			1,779		1,542,455
Sensata Technologies BV^(b)(g)
5.63%, 11/01/24			229		236,729
5.00%, 10/01/25			324		328,455
4.00%, 04/15/29			321		305,666
Sensata Technologies, Inc.^(b)
4.38%, 02/15/30^(g)			407		389,232
3.75%, 02/15/31			34		31,450
Synaptics, Inc., 4.00%, 06/15/29^(b)			192		180,960


					6,200,239

Software — 1.7%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)(g)			444		453,990
Black Knight InfoServ LLC, 3.63%, 09/01/28^(b)			386		365,812
Boxer Parent Co., Inc.
6.50%, 10/02/25^(d)	EUR		100		111,538
7.13%, 10/02/25^(b)(g)	USD		388		402,178
9.13%, 03/01/26^(b)(g)			678		698,340
Cedacri Mergeco SpA, (3 mo. EURIBOR + 4.63%), 4.63%, 05/15/28^(a)(d)	EUR		100		109,837
Condor Merger Sub, Inc., 7.38%, 02/15/30^(b)	USD		574		550,604
Crowdstrike Holdings, Inc., 3.00%, 02/15/29			109		100,008
Elastic NV, 4.13%, 07/15/29^(b)(g)			376		349,665


Security		Par (000)		Value


Software (continued)
Helios Software Holdings, Inc./ION Corp. Solutions Finance SARL, 4.63%, 05/01/28^(b)	USD		200	$	183,762
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32^(b)			230		215,625
MicroStrategy, Inc., 6.13%, 06/15/28^(b)(g)			433		421,322
MSCI, Inc.^(b)
4.00%, 11/15/29			83		80,608
3.63%, 09/01/30			147		137,796
3.88%, 02/15/31^(g)			373		353,662
3.63%, 11/01/31			129		121,421
3.25%, 08/15/33			183		164,483
Nuance Communications, Inc., 5.63%, 12/15/26^(g)			237		243,667
Open Text Corp.^(b)
3.88%, 02/15/28^(g)			268		256,950
3.88%, 12/01/29			157		149,150
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)(g)			256		242,738
Oracle Corp., 3.60%, 04/01/50^(g)			785		651,049
Playtika Holding Corp., 4.25%, 03/15/29^(b)(g)			476		439,110
PTC, Inc.^(b)
3.63%, 02/15/25			76		75,145
4.00%, 02/15/28			187		182,188
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)(g)			1,507		1,518,325
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)(g)			955		906,013


					9,484,986

Specialty Retail — 0.6%
Arko Corp., 5.13%, 11/15/29^(b)			181		164,710
National Vision Holdings, Inc., 2.50%, 05/15/25^(l)			244		374,540
PetSmart, Inc./PetSmart Finance Corp.^(b)
4.75%, 02/15/28			343		331,477
7.75%, 02/15/29^(g)			1,505		1,553,913
Staples, Inc.^(b)
7.50%, 04/15/26^(g)			742		720,560
10.75%, 04/15/27			202		179,780
Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.25%, 09/15/24^(a)(d)	EUR		100		109,786


					3,434,766

Technology Hardware, Storage & Peripherals — 0.1%
II-VI, Inc., 5.00%, 12/15/29^(b)	USD		344		336,260


Textiles, Apparel & Luxury Goods^(b)— 0.1%
Crocs, Inc.
4.25%, 03/15/29			156		138,060
4.13%, 08/15/31			228		192,660
Kontoor Brands, Inc., 4.13%, 11/15/29			98		89,670
Levi Strauss & Co., 3.50%, 03/01/31			111		101,649
William Carter Co., 5.63%, 03/15/27			160		162,362
Wolverine World Wide, Inc., 4.00%, 08/15/29			101		89,637


					774,038

Thrifts & Mortgage Finance — 0.2%
Home Point Capital, Inc., 5.00%, 02/01/26^(b)			211		172,874
Jerrold Finco PLC, 5.25%, 01/15/27^(d)	GBP		100		126,176
MGIC Investment Corp., 5.25%, 08/15/28	USD		167		164,981
Nationstar Mortgage Holdings, Inc.^(b)
6.00%, 01/15/27			147		149,587
5.13%, 12/15/30			104		96,200


Security		Par (000)		Value


Thrifts & Mortgage Finance (continued)
Nationstar Mortgage Holdings, Inc.^(b)(continued) 5.75%, 11/15/31	USD		98	$	93,464
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26^(b)			131		120,277


					923,559

Transportation — 0.0%
Autostrade per l’Italia SpA, 2.00%, 12/04/28^(d)	EUR		100		107,598


Transportation Infrastructure — 0.2%
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61^(b)(g)	USD		200		182,350
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			200		193,375
Autostrade per l’Italia SpA, 1.63%, 01/25/28^(d)	EUR		100		106,096
DP World Salaam, (5 year CMT + 5.75%), 6.00%^(a)(d)(h)	USD		200		206,937
Heathrow Finance PLC, 4.63%, 09/01/29^(d)(o)	GBP		100		119,765
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26^(b)(g)	USD		435		447,261


					1,255,784

Utilities — 0.6%
Consensus Cloud Solutions, Inc.^(b)
6.00%, 10/15/26			71		70,467
6.50%, 10/15/28			64		63,595
FEL Energy VI Sarl, 5.75%, 12/01/40			193		172,979
Genneia SA, 8.75%, 09/02/27^(b)			80		75,191
India Cleantech Energy, 4.70%, 08/10/26^(b)			243		226,339
Inkia Energy Ltd., 5.88%, 11/09/27^(b)(g)			377		362,698
Mong Duong Finance Holdings BV, 5.13%, 05/07/29^(d)			250		223,719
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28^(b)(g)			519		510,597
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38^(b)			280		277,690
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33^(d)			168		176,892
Thames Water Kemble Finance PLC, 4.63%, 05/19/26^(d)	GBP		168		212,682
Vistra Operations Co. LLC^(b)
5.50%, 09/01/26	USD		8		8,044
5.63%, 02/15/27^(g)			422		421,643
4.38%, 05/01/29			227		214,515


					3,017,051

Wireless Telecommunication Services — 2.2%
Altice France SA
5.88%, 02/01/27^(d)	EUR		100		113,114
8.13%, 02/01/27^(b)(g)	USD		507		522,783
5.50%, 01/15/28^(b)(g)			381		353,073
4.13%, 01/15/29^(d)	EUR		100		100,116
5.13%, 01/15/29^(b)	USD		200		179,166
5.13%, 07/15/29^(b)(g)			902		808,417
5.50%, 10/15/29^(b)			477		428,003
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			275		269,534
Millicom International Cellular SA, 5.13%, 01/15/28^(d)			248		244,481
Rogers Communications, Inc., 5.00%, 03/15/44^(g)			545		578,438
SBA Communications Corp., 3.88%, 02/15/27^(g)			1,153		1,124,665
Sprint Corp.^(g)
7.88%, 09/15/23			177		188,063
7.13%, 06/15/24			374		401,134


Security		Par (000)		Value


Wireless Telecommunication Services (continued)
Sprint Corp.^(g)(continued) 7.63%, 03/01/26	USD		552	$	623,103
T-Mobile USA, Inc.
4.75%, 02/01/28^(g)			479		486,856
2.63%, 02/15/29			240		219,055
2.88%, 02/15/31^(g)			340		306,316
3.50%, 04/15/31^(g)			397		373,569
3.50%, 04/15/31^(b)(g)			362		340,635
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29^(b)(g)			481		448,460
VICI Properties LP/VICI Note Co., Inc.^(b)
3.50%, 02/15/25			387		381,292
4.25%, 12/01/26^(g)			968		963,934
3.75%, 02/15/27^(g)			343		333,568
4.63%, 12/01/29^(g)			498		496,755
4.13%, 08/15/30^(g)			923		891,027
Vmed O2 U.K. Financing I PLC
4.00%, 01/31/29^(d)	GBP		100		120,100
4.50%, 07/15/31^(d)			100		120,560
4.75%, 07/15/31^(b)(g)	USD		797		751,172


					12,167,389


Total Corporate Bonds — 79.8% (Cost: $460,281,483)					440,239,943


Floating Rate Loan Interests

Aerospace & Defense — 1.8%
Atlas CC Acquisition Corp.^(a)
Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28.			2,580		2,566,751
Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28.			525		522,051
Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 5.01%, 10/30/26^(a)			286		283,626
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, 11/16/28^(p)			155		153,128
Dynasty Acquisition Co., Inc.^(a)
2020 CAD Term Loan B2, (3 mo. LIBOR + 3.50%), 4.51%, 04/06/26			786		771,110
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 4.51%, 04/06/26			1,462		1,434,266
Peraton Corp.^(a)
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29			858		849,827
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28.			2,711		2,687,864
TransDigm, Inc., 2020 Term Loan F, (1 mo. LIBOR + 2.25%), 2.71%, 12/09/25^(a)			856		840,537


					10,109,160

Air Freight & Logistics^(a)— 0.2%
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/06/28			276		273,065


Security		Par (000)		Value


Air Freight & Logistics (continued)
Kestrel Bidco, Inc., Term Loan B, (6 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 12/11/26	USD		178	$	171,614
PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%), 4.76%, 12/17/28			604		597,581


					1,042,260

Airlines^(a)— 1.3%
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28			943		953,293
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/11/28			1,178		1,165,923
American Airlines, Inc.
2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 2.20%, 01/29/27			692		645,788
2017 Incremental Term Loan, (6 mo. LIBOR + 2.00%), 2.84%, 12/14/23			953		940,444
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/20/27.			1,583		1,640,528
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28			1,681		1,658,612


					7,004,588

Auto Components^(a)— 0.9%
Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/08/28			339		332,520
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/30/26			1,701		1,677,279
Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 01/31/28			973		941,542
USI, Inc.
2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 4.01%, 05/16/24			1,067		1,058,845
2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 4.26%, 12/02/26			83		82,327
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 02/05/26			1,048		1,014,931


					5,107,444

Banks^(a)— 0.3%
Directv Financing LLC, Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 08/02/27			1,342		1,339,178
LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 5.00%), 5.50%, 10/29/28			613		603,388


					1,942,566

Beverages^(a)— 0.2%
Naked Juice LLC
Delayed Draw Term Loan, (SOFR + 3.25%), 3.75%, 01/24/29			46		45,465
Term Loan, 01/24/29^(p)			938		875,375


					920,840

Building Materials^(a)— 0.1%
CHI Overhead Doors, Inc, Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 3.96%, 07/31/25			79		77,776
Cornerstone Building Brands, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.25%), 3.75%, 04/12/28			125		121,187
MI Windows & Doors LLC, 2022 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 12/18/27			137		135,029


					333,992


Security		Par (000)		Value


Building Products — 0.9%
Associated Materials Inc., 6.50%, 03/08/29	USD		396	$	381,249
CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 11/23/27^(a)			1,206		1,170,408
CPG International, Inc., 2017 Term Loan, (1 Week LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24^(a)			673		666,584
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 07/28/28^(a)			337		333,346
Standard Industries, Inc., 2021 Term Loan B, (6 mo. LIBOR + 2.50%), 3.79%, 09/22/28^(a)			678		676,530
Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.50%, 12/31/26^(a)			1,596		1,548,950


					4,777,067

Capital Markets^(a)— 0.9%
AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, 08/02/29^(c)(p)			231		228,702
Deerfield Dakota Holding LLC
2020 USD Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 04/09/27			2,458		2,442,338
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28^(c)			642		640,395
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 4.06%, 11/12/27			577		569,577
Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.50%), 3.00%, 07/01/28			630		620,942
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/12/24			222		219,864


					4,721,818

Chemicals^(a)— 1.8%
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26			1,038		1,033,377
Atotech BV, 2021 USD Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 03/18/28			1,356		1,336,435
Axalta Coating Systems U.S. Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%), 2.76%, 06/01/24			515		509,568
CPC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 12/29/27^(c)			286		277,527
Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.51%, 06/28/24			344		338,881
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.46%, 01/31/26			850		841,231
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 06/30/27			415		400,277
Lonza Group AG
USD 1st Lien Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 07/03/28			17		16,512
USD Term Loan B, (6 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 07/03/28			383		373,053
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 3.51%, 03/02/26			680		672,197
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.70%, 05/15/24			686		676,514
New Arclin U.S. Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 09/30/28			516		502,912


Security		Par (000)		Value


Chemicals (continued)
Oxea Holding Drei GmbH, 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 3.56%, 10/14/24	USD		733	$	716,278
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.50%), 3.00%, 06/09/28			672		662,401
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (6 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 03/16/27			435		426,602
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/02/28^(c)			593		584,610
Starfruit Finco BV, 2018 USD Term Loan B, (3 mo. LIBOR + 3.00%), 4.01%, 10/01/25			91		89,621
W.R. Grace & Co.-Conn., 2021 Term Loan B, (3 mo. LIBOR + 3.75%), 4.81%, 09/22/28			221		219,231


					9,677,227

Commercial Services & Supplies^(a)— 1.8%
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 05/12/28.			1,246		1,225,711
Aramark Services, Inc.
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 2.21%, 03/11/25			375		366,660
2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.96%, 04/06/28			383		377,439
Asurion LLC
2018 Term Loan B6, (1 mo. LIBOR + 3.12%), 3.58%, 11/03/23			183		181,365
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 3.46%, 11/03/24			377		372,044
2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.71%, 12/23/26			888		867,329
2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 5.71%, 01/31/28			364		356,356
2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 5.71%, 01/20/29			646		630,658
Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 10/08/28			425		420,154
Covanta Holding Corp.^(p)
2021 Term Loan B, 11/30/28			487		484,005
2021 Term Loan C, 11/30/28			36		36,255
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.71%, 12/12/25			834		828,596
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.76%, 05/09/25			176		172,514
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%), 3.50%, 05/30/25			175		174,201
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.75%, 09/19/26^(c)			459		454,121
Packers Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 03/09/28			748		735,636
Prime Security Services Borrower LLC, 2021 Term Loan, (6 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 09/23/26			302		299,090
Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 8.76%, 06/16/26			123		102,116


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.46%, 08/27/25	USD		1,271	$	1,264,571
Viad Corp., Initial Term Loan, (1 mo. LIBOR + 5.00%), 5.50%, 07/30/28			354		348,907


					9,697,728

Communications Equipment — 0.2%
ViaSat, Inc., Term Loan, (3 mo. LIBOR + 4.50%), 5.00%, 03/04/29			1,096		1,088,998


Construction & Engineering^(a)— 0.8%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.26%, 06/21/24			1,680		1,600,521
Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 01/21/28			424		420,004
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 06/02/28			1,839		1,814,094
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 05/12/28			712		704,184


					4,538,803

Construction Materials^(a)— 0.7%
Core & Main LP, 2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.95%, 07/27/28			2,685		2,658,010
Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 03/29/25			1,122		1,101,462
Tamko Building Products LLC, Term Loan B, (2 mo. LIBOR + 3.00%), 3.30%, 05/29/26			356		348,411


					4,107,883

Containers & Packaging^(a)— 0.9%
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.48%, 04/03/24			1,051		1,035,071
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			2,239		2,224,730
Flex Acquisition Co., Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%), 4.00%, 03/02/28			472		470,720
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 4.46%, 08/01/26			137		133,385
Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/18/27^(c)			581		566,805
Trident TPI Holdings, Inc.
2021 Delayed Draw Term Loan, 4.00%, 09/15/28			41		40,009
2021 Incremental Term Loan, (1 mo. LIBOR + 4.00%), 4.50%, 09/17/28			455		448,737


					4,919,457

Distributors^(a)— 0.4%
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 2.46%, 01/15/27			508		500,700
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			407		386,849
2020 Super Priority Second Out Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 08/28/24			1,313		1,113,394


					2,000,943


Security		Par (000)		Value

Diversified Consumer Services — 1.1%
Amentum Government Services Holdings LLC, 2022 Term Loan, (SOFR + 4.00%), 4.50%, 02/15/29^(a)	USD		328	$	324,310
Ascend Learning, LLC^(a)
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 12/10/29			299		296,758
2021 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 12/10/28			602		595,861
Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.75%, 11/23/28^(a)			410		404,848
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 07/11/25^(a)			833		821,755
Midas Intermediate Holdco II LLC, 2020 Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.68%, 12/22/25^(a)			1,546		1,441,150
Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 2.76%, 05/15/24^(a)			406		400,532
Ola Singapore PTE, Ltd., Term Loan, (SOFR + 6.25%, 0.75% Floor), 7.00%, 12/15/26			356		344,089
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/28/27^(a)			296		292,680
Serta Simmons Bedding LLC^(a)
2020 Super Priority First Out Term Loan, (1 mo. LIBOR + 7.50%), 8.50%, 08/10/23			187		187,083
2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 08/10/23			251		236,441
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%), 5.00%, 01/15/27^(a)			628		627,425
Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 07/20/28^(a)			307		302,758


					6,275,690

Diversified Financial Services — 3.5%
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 4.96%, 07/31/26^(a)			711		707,552
Alchemy Copyrights LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 03/10/28^(a)(c)			343		341,506
AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 02/04/28^(a)			774		760,929
AqGen Island Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 4.56%, 08/02/28^(a)(c)			1,511		1,498,978
Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 10/22/26^(a)			980		952,615
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 09/01/28^(a)			1,325		1,313,883
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.23%, 02/17/23^(c)			25		4,900
Delta TopCo, Inc.^(a)
2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 8.00%, 12/01/28			261		255,344
2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27.			755		741,690
EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR + 4.00%), 5.00%, 02/07/25^(a)			514		504,337
Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 10/01/27^(a)(c)			2,315		2,309,323


Security		Par (000)		Value

Diversified Financial Services (continued)
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 02/16/28^(a)	USD		207	$	204,359
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/03/24^(a)			681		670,507
KKR Apple Bidco LLC^(a)
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 09/21/29			100		99,188
2021 Term Loan, (1 mo. LIBOR + 3.00%), 3.50%, 09/23/28			245		241,896
LBM Acquisition LLC, Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.21%, 12/18/27^(a)			1,058		1,030,535
LEB Holdings (USA), Inc, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 11/02/27^(a)			150		149,214
Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 09/25/26^(a)			1,031		1,021,493
RVR Dealership Holdings LLC, Term Loan B, (SOFR + 3.75%, 0.75% Floor), 4.50%, 02/08/28^(a)			298		283,267
Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR + 2.00%), 3.01%, 11/05/28^(a)			591		581,644
SMG U.S. Midco 2, Inc., 2020 Term Loan, (3 mo. LIBOR + 2.50%), 2.96%, 01/23/25^(a)			530		508,973
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 5.26%, 07/30/25^(a)			752		728,315
Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.01%, 09/01/25^(a)			2,599		2,424,717
VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 02/28/27^(a)			725		717,635
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 10/19/27^(a)			539		532,209
Ziggo Financing Partnership, USD Term Loan I, (3 mo. LIBOR + 2.50%), 2.90%, 04/30/28^(a)			510		501,794


					19,086,803

Diversified Telecommunication Services^(a)— 0.5%
Cablevision Lightpath LLC, Term Loan B, (3 mo. LIBOR + 3.25%), 3.75%, 11/30/27			227		223,945
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/02/27			349		325,954
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.81%, 05/01/28			752		739,097
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 11/04/26			731		724,176
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 03/01/27			566		555,069


					2,568,241

Electric Utilities^(a)— 0.6%
ExGen Renewables IV LLC, 2020 Term Loan, (3 mo. LIBOR + 2.50%, 1.00% Floor), 3.50%, 12/15/27			711		702,754
Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 4.51%, 03/31/28			2,551		2,484,242


					3,186,996


Security		Par (000)		Value

Electrical Equipment^(a)— 0.4%
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 06/23/28	USD		633	$	623,593
Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.01% Floor), 3.25%, 03/31/27			861		847,702
II-VI, Inc., 2021 Bridge Term Loan B, 12/01/28^(c)(p)			662		657,035


					2,128,330

Electronic Equipment, Instruments & Components — 0.0%
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 02/12/25^(a)			147		144,594


Environmental, Maintenance & Security Service^(a)— 0.2%
Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 09/07/27			787		777,288
TruGreen LP, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/02/27			433		429,575


					1,206,863

Equity Real Estate Investment Trusts (REITs) — 0.0%
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 05/11/24^(a)			242		238,710


Food & Staples Retailing^(a)— 0.2%
U.S. Foods, Inc.
2019 Term Loan B, (3 mo. LIBOR + 2.00%), 2.51%, 09/13/26			397		388,694
2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.26%, 11/22/28			469		462,487


					851,181

Food Products^(a)— 1.0%
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 10/01/25			656		567,376
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.96%, 10/10/26			163		159,458
Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 10/23/27			1,386		1,359,910
Froneri International Ltd., 2020 USD Term Loan, (1 mo. LIBOR + 2.25%), 2.71%, 01/29/27			1,721		1,687,942
Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 08/03/25			419		413,419
Naked Juice LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.00%), 6.65%, 01/24/30			496		493,584
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 3.71%, 02/05/26			255		247,552
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28			448		442,327
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 01/20/28			275		270,327


					5,641,895

Gas Utilities — 0.3%
Freeport LNG Investments, LLLP, Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 12/21/28^(a)			1,666		1,653,437


Health Care Equipment & Supplies — 0.8%
Electron BidCo, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.25%), 4.26%, 11/01/28^(a)			1,009		996,788
Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 05/04/28^(a)(c)			286		283,696


Security		Par (000)		Value

Health Care Equipment & Supplies (continued)
Medline Borrower, LP, USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 10/21/28^(a)	USD		2,260	$	2,235,950
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.23%, 06/30/25^(a)			853		849,566
Venga Finance SARL, 2021 USD Term Loan B, 12/04/28^(p)			263		254,735


					4,620,735

Health Care Providers & Services^(a)— 1.0%
CHG Healthcare Services, Inc., 2021 Term Loan, (6 mo. LIBOR + 3.50%), 4.51%, 09/29/28			468		462,829
Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.01%, 01/08/27			677		673,915
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.20%, 10/10/25			745		492,968
EyeCare Partners LLC
2020 Term Loan, (3 mo. LIBOR + 3.75%), 4.76%, 02/18/27			861		848,776
2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 7.76%, 11/15/29			174		173,585
2021 Delayed Draw Term Loan, 4.76%, 11/15/28			39		38,751
2021 Incremental Term Loan, (3 mo. LIBOR + 3.75%), 4.76%, 11/15/28			157		155,004
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 5.51%, 03/05/26^(c)			443		397,363
Orbcomm, Inc., Term Loan B, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 09/01/28			389		384,621
PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 02/14/25			21		20,605
Sotera Health Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 2.75%), 3.25%, 12/13/26			578		569,810
WP CityMD Bidco LLC, 2021 1st Lien Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 12/23/28			1,150		1,142,260


					5,360,487

Health Care Services^(a)— 0.4%
Azalea Topco, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 3.80%, 07/25/26			1,126		1,110,124
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.00%), 7.50%, 11/01/29			247		237,120
Unified Physician Management LLC, 2020 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 12/18/27			704		695,373


					2,042,617

Health Care Technology^(a)— 0.5%
Athenahealth, Inc., 2022 Term Loan B, (SOFR + 3.50%), 4.00%, 02/15/29			1,312		1,296,281
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 10/10/25			577		571,923
Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 06/04/28			896		885,860
Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 07/25/26			271		268,505


					3,022,569

Hotels, Restaurants & Leisure^(a)— 2.4%
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 11/19/26			990		967,634


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 4.21%, 02/02/26	USD		277	$	270,593
Caesars Resort Collection LLC
2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 3.21%, 12/23/24			1,136		1,128,523
2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 3.96%, 07/20/25			357		355,639
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 2.46%, 03/17/28			342		337,118
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.01%, 03/08/24			2,317		2,173,150
Fertitta Entertainment LLC, 2022 Term Loan B, (SOFR + 4.00%), 4.50%, 01/27/29			1,855		1,843,199
Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 2.46%, 11/30/23			545		542,536
Golden Nugget, Inc., 2020 Initial Term Loan, (1 mo. LIBOR + 12.00%, 1.00% Floor), 13.00%, 10/04/23^(c)			80		84,480
IRB Holding Corp., 2020 Term Loan B, (6 mo. LIBOR + 2.75%, 1.00% Floor), 3.76%, 02/05/25			609		601,918
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 03/11/28			582		572,725
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 3.21%, 08/14/24			357		355,755
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 07/21/26			564		559,119
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 02/08/27			836		824,181
Travelport Finance Luxembourg SARL⁽ⁱ⁾
2020 Super Priority Term Loan, 02/28/25^(p)			527		535,854
2021 Consented Term Loan, (1.75% PIK), 6.01%, 05/29/26			831		730,091
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 10/01/28			301		299,164
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 08/03/28			941		928,301
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 05/30/25			200		197,864


					13,307,844

Household Durables — 0.6%
ACProducts Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.25%), 4.75%, 05/17/28^(a)			1,076		968,114
Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 2.21%, 02/04/27^(a)			139		136,466
Snap One Holdings Corp., Term Loan B, (3 mo. LIBOR + 4.50%), 5.51%, 12/08/28			494		484,281
Solis IV BV, USD Term Loan B1, (3 mo. LIBOR + 3.50%), 4.00%, 02/26/29			1,006		984,622
Springs Windows Fashions LLC, 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/06/28^(a)			359		347,630
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 10/30/27^(a)			406		392,322


					3,313,435


Security		Par (000)		Value

Household Products — 0.0%
Spectrum Brands, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.00%), 2.50%, 03/03/28^(a)	USD		219	$	215,646


Independent Power and Renewable Electricity Producers^(a)— 0.2%
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 01/15/25 .			881		864,186
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.46%, 08/12/26			286		281,980


					1,146,166

Industrial Conglomerates — 1.0%
AVSC Holding Corp.⁽ⁱ⁾
2020 Term Loan B1, (0.25% PIK), 4.25%, 03/03/25^(a)			1,297		1,216,660
2020 Term Loan B3, (10.00% PIK), 5.00%, 10/15/26			429		518,329
Diamond BC BV, 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 09/29/28^(a)			1,096		1,072,683
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23^(a)			453		452,733
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.76%, 07/28/28^(a)			263		246,004
Vertical US Newco, Inc., Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 07/30/27^(a)			733		726,944
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 2.99%, 03/02/27^(a)			1,488		1,448,950


					5,682,303

Insurance^(a)— 1.4%
Alliant Holdings Intermediate LLC
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 05/09/25			836		826,062
2021 Term Loan B4, (1 mo. LIBOR + 3.50%), 4.00%, 11/06/27			2,140		2,123,894
AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 02/19/28			1,012		994,582
AssuredPartners, Inc.
2020 Term Loan B, (1 mo. LIBOR + 3.50%), 3.96%, 02/13/27			538		530,538
2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 02/12/27			285		281,295
Hub International Ltd.
2018 Term Loan B, (2 mo. LIBOR + 3.00%), 3.27%, 04/25/25			350		345,241
2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 04/25/25.			1,432		1,421,980
NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 3.71%, 02/13/27			114		111,224
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 09/01/27			202		200,166
Sedgwick Claims Management Services, Inc.
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 4.21%, 09/03/26			523		518,925
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26			185		183,927


					7,537,834

Interactive Media & Services^(a)— 1.2%
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 2.75%, 0.75% Floor), 3.76%, 06/26/28			1,063		1,045,597


Security		Par (000)		Value

Interactive Media & Services (continued)
Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 12/06/27	USD		933	$	916,353
Camelot U.S. Acquisition 1 Co., 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/31/26			1,618		1,600,347
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.45%, 08/10/27			829		821,195
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26			2,185		2,130,599


					6,514,091

Internet & Direct Marketing Retail^(a)— 0.1%
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 11/08/27			300		298,097
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%), 4.75%, 02/13/27^(c)			111		110,604


					408,701

Internet Software & Services — 0.1%
Uber Technologies, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.96%, 02/25/27^(a)			837		832,591


IT Services^(a)— 2.4%
Aruba Investments, Inc., 2020 USD Term Loan, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/24/27			338		332,535
Banff Merger Sub, Inc., 2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 4.21%, 10/02/25			757		751,936
Camelot U.S. Acquisition 1 Co., Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 10/31/26			1,506		1,487,850
CCC Intelligent Solutions, Inc., Term Loan B, (3 mo. LIBOR + 2.25%), 3.26%, 09/21/28			732		724,111
CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 06/04/28			1,826		1,801,870
Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 04/30/28.			954		936,838
Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27			2,576		2,569,402
Optiv Security, Inc., 1st Lien Term Loan, (6 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 02/01/24			503		490,160
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 02/13/27			1,219		1,193,479
Trans Union LLC
2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 2.21%, 11/16/26.			759		746,802
2021 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.75%, 12/01/28			1,118		1,107,938
Virtusa Corp., 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28^(c)			444		440,065
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 2.71%, 03/31/28			433		426,837
ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 02/02/26			89		88,555


					13,098,378

Leisure Products — 0.0%
Fender Musical Instruments Corp., 2021 Term Loan B, (SOFR + 4.00%), 4.50%, 12/01/28^(a)			299		296,304


Security		Par (000)		Value

Life Sciences Tools & Services^(a)— 1.2%
Avantor Funding, Inc.
2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.50%, 11/21/24	USD		168	$	166,501
2021 Term Loan B5, (1 mo. LIBOR + 2.25%), 2.75%, 11/08/27			1,264		1,252,784
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 02/04/27			1,841		1,832,072
ICON Luxembourg SARL
LUX Term Loan, (3 mo. LIBOR + 2.25%), 3.31%, 07/01/28			1,038		1,032,288
US Term Loan, (3 mo. LIBOR + 2.25%), 3.31%, 07/01/28			259		257,196
Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. LIBOR + 3.00%), 3.50%, 10/19/27^(c)			481		478,603
Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 11/15/28			1,477		1,464,420


					6,483,864

Machinery^(a)— 1.4%
Albion Financing 3 SARL, USD Term Loan, (3 mo. LIBOR + 5.25%), 5.75%, 08/17/26			761		752,908
ASP Blade Holdings, Inc., Initial Term Loan, (1 mo. LIBOR + 4.00%), 4.50%, 10/15/28			273		269,323
Clark Equipment Co., 2021 Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 05/18/24			535		533,496
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.81%, 05/14/28			163		160,374
Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 10/21/28			498		490,299
Fluidra SA, 2022 USD Term Loan B, (SOFR + 2.00%), 2.50%, 01/29/29			128		126,499
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. LIBOR + 1.75%), 2.21%, 02/28/27			569		558,608
Madison IAQ LLC, Term Loan, (6 mo. LIBOR + 3.25%), 4.52%, 06/21/28			2,320		2,280,974
SPX Flow, Inc., 03/16/29^(p)			594		578,158
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.01%, 03/28/25			2,084		2,035,294
Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.75%, 10/04/28			64		63,414


					7,849,347

Media — 4.8%
A-L Parent LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23^(a)			1,078		1,023,098
Altice Financing SA^(a)
2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 2.99%, 07/15/25			439		427,296
USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 2.99%, 01/31/26			529		508,852
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.51%, 08/14/26^(a)			1,328		1,302,130
AMC Entertainment Holdings, Inc., 2019 Term Loan B, 04/22/26^(a)(p)			439		390,184
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.46%, 05/03/28^(a)			409		402,367
Charter Communications Operating LLC, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 2.21%, 04/30/25^(a)			1,257		1,251,154


Security		Par (000)		Value

Media (continued)
City Football Group Ltd., Term Loan, (6 mo. LIBOR + 3.50%), 4.00%, 07/21/28^(a)	USD		678	$	663,886
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.80%, 08/21/26^(a)			2,124		2,086,275
CMG Media Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 12/17/26^(a)			583		573,413
Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/12/26^(a)			3,110		3,079,998
CSC Holdings LLC^(a)
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 2.65%, 07/17/25			649		636,942
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 2.90%, 04/15/27			1,000		981,115
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 01/07/28^(a)			359		356,238
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 03/24/25^(a)			516		508,057
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 2.25%, 10/19/26^(a)			1,081		1,054,074
MH Sub I LLC^(a)
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 09/13/24			1,895		1,869,111
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 09/15/24			1,460		1,441,922
2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.71%, 02/23/29			581		574,464
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 09/28/23^(a)(c)			1,479		1,464,731
Trader Interactive LLC, 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 07/28/28^(a)(c)			230		226,512
UPC Financing Partnership, 2021 USD Term Loan AX, (3 mo. LIBOR + 3.00%), 3.40%, 01/31/29^(a)			228		224,676
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 3.65%, 01/31/29^(a)			917		910,700
Voyage Digital Ltd., 03/03/29^(c)(p)			431		422,380
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 05/18/25^(a)			1,925		1,890,578
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 2.58%, 01/20/28^(a)			261		258,093
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 03/09/27^(a)			2,250		2,187,362


					26,715,608

Oil, Gas & Consumable Fuels^(a)— 0.8%
Ascent Resources - Utica, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25^(c)			330		352,275
Citgo Holding, Inc., 2019 Term Loan B, (1 mo. LIBOR + 7.00%, 0.01% Floor), 8.00%, 08/01/23			2		1,921
Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 12/13/25			361		331,788
Lealand Finance Co. BV
2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 06/28/24^(c)			16		9,466
2020 Take Back Term Loan, (1 mo. LIBOR + 1.00%), 1.46%, 06/30/25			113		56,188


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Lucid Energy Group II Borrower LLC, 2021 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 11/24/28	USD		1,499	$	1,488,393
Medallion Midland Acquisition, LLC, 10/18/28^(p)			903		892,281
Oryx Midstream Services Permian Basin LLC, Term Loan B, 09/30/28^(p)			1,503		1,489,489


					4,621,801

Personal Products — 0.4%
Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 10/01/26^(a)			2,220		2,203,066

Pharmaceuticals — 1.3%
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 05/04/25^(a)			753		740,740
Bausch Health Americas Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 06/02/25^(a)			937		928,082
Bausch Health Cos., Inc., 2022 Term Loan B, 5.75%, 01/27/27			1,079		1,066,861
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%), 2.50%, 02/22/28^(a)(c)			1,045		1,042,685
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.98%, 08/01/27^(a)			281		276,112
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 11/15/27^(a)			656		644,348
Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 05/05/28^(a)			740		736,670
Organon & Co., USD Term Loan, (3 mo. LIBOR + 3.00%), 3.56%, 06/02/28^(a)			675		670,699
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 4.01%, 11/18/27^(a)			1,076		1,053,596


					7,159,793

Professional Services^(a)— 0.4%
Dun & Bradstreet Corp.
2022 Incremental Term Loan B2, (SOFR + 3.25%), 3.56%, 01/18/29^(c)			306		302,940
Term Loan, (1 mo. LIBOR + 3.25%), 3.70%, 02/06/26			1,820		1,800,997


					2,103,937

Real Estate Management & Development^(a)— 0.3%
Chamberlain Group, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 4.51%, 11/03/28			1,050		1,036,366
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 3.21%, 08/21/25			559		550,268


					1,586,634

Road & Rail — 0.1%
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 5.80%, 08/04/25^(a)			379		345,227


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment^(a)— 0.1%
CMC Materials, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.50%, 11/17/25	USD		458	$	453,453
Synaptics, Inc., Term Loan B, (3 mo. LIBOR + 2.25%), 2.75%, 12/02/28			255		253,367


					706,820

Software — 5.6%
Applied Systems, Inc.^(a)
2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%), /24 5.50%, 09/19/24			98		95,698
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 6.51%, 09/19/25			251		249,236
Barracuda Networks, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.73%, 02/12/25^(a).			1,291		1,283,895
Cloudera, Inc.^(a)
2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%), 6.50%, 10/08/29^(c)			618		607,185
2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 10/08/28			1,118		1,102,628
ConnectWise LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 09/30/28^(a)			494		489,812
Cornerstone OnDemand, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%), 4.25%, 10/15/28^(a)			520		514,150
Digicel International Finance Ltd., 2017 Term Loan B, (6 mo. LIBOR + 3.25%), 3.50%, 05/27/24^(a)			441		419,134
E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 02/04/28^(a)			113		111,785
Epicor Software Corp.^(a)
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28			850		865,938
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/31/27			289		286,621
Helios Software Holdings, Inc., 2021 USD Term Loan B, (6 mo. LIBOR + 3.75%), 5.25%, 03/11/28^(a)			868		859,121
Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 10/29/28^(a)			2,284		2,257,437
Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.27%, 10/29/28^(a)(c)			312		310,440
IPS Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 10/01/28^(a)			255		247,923
Magenta Buyer LLC^(a)
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28			1,514		1,499,765
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 0.75% Floor), 9.00%, 07/27/29			1,211		1,197,376
McAfee LLC, 2022 USD Term Loan B, (3 mo. LIBOR + 4.00%), 4.50%, 03/01/29			1,642		1,627,633
Netsmart Technologies, Inc., 2020 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27^(a)			578		574,934
Planview Parent, Inc., Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 12/17/27^(a)			1,029		1,014,947
Proofpoint, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%), 3.76%, 08/31/28^(a)			1,774		1,752,594
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.75%, 04/22/28^(a)			3,479		3,435,467
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.71%, 05/30/25^(a)			31		30,732


Security		Par (000)		Value

Software (continued)
Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 10/20/28^(a)	USD		468	$	458,381
Severin Acquisition LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.45%, 08/01/25^(a)			604		596,506
Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.25%), 4.26%, 10/07/27^(a)			752		743,728
SS&C Technologies Inc, 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 04/16/25^(a)			468		459,703
SS&C Technologies, Inc., 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 2.21%, 04/16/25^(a)			576		566,620
Tempo Acquisition LLC, 2022 Term Loan B, (SOFR + 3.00%), 3.50%, 08/31/28^(a)			2,301		2,283,110
Tibco Software Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.71%, 03/04/28^(a)			1,429		1,424,034
Ultimate Software Group, Inc.^(a)
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%), 5.75%, 05/03/27			843		834,923
2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 05/04/26			1,879		1,861,969
Term Loan B, (3 mo. LIBOR + 3.75%), 4.76%, 05/03/26			1,051		1,046,259


					31,109,684

Specialty Retail^(a)— 1.8%
Belron Finance U.S. LLC
2018 Term Loan B, (3 mo. LIBOR + 2.25%), 2.69%, 11/13/25			180		178,305
2019 USD Term Loan B3, (3 mo. LIBOR + 2.25%), 2.56%, 10/30/26			411		405,677
2021 USD Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 04/13/28			1,227		1,216,721
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (SONIA CMPD + 4.50%), 4.96%, 06/23/25	GBP		1,000		1,280,480
EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%), 5.25%, 03/31/26	USD		234		230,628
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/24/28			313		310,083
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 05/04/28			1,277		1,267,588
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 4.71%, 08/31/26			826		816,415
Medical Solutions LLC, 2021 First Lien Term Loan, (3 mo. LIBOR + 3.50%), 4.51%, 11/01/28			1,087		1,076,147
PetSmart, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28			2,212		2,202,661
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 08/04/28			431		424,282
Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 6.50%, 12/20/24			304		297,484
WOOF Holding, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.68%, 12/21/27			228		225,708


					9,932,179

Technology Hardware, Storage & Peripherals — 0.1%
Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR + 5.00%), 5.46%, 07/23/26^(a)			395		384,080


Security		Par (000)		Value

Textiles, Apparel & Luxury Goods — 0.1%
Crocs, Inc., Term Loan B, (SOFR + 3.50%), 3.50%, 02/17/29^(a)	USD		732	$	712,917


Trading Companies & Distributors^(a)— 0.4%
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 05/19/28			617		607,329
Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 01/31/28.			690		676,881
ION Trading Finance Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%), 5.76%, 04/01/28			301		297,970
SRS Distribution, Inc., 2022 Incremental Term Loan, (SOFR + 3.50%), 4.00%, 06/04/28			410		404,138


					1,986,318

Wireless Telecommunication Services^(a)— 0.3%
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/30/28.			434		430,023
MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/02/28			263		260,506
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 04/11/25			1,061		1,046,452


					1,736,981


Total Floating Rate Loan Interests — 52.2% (Cost: $290,167,348)					288,011,471


Foreign Agency Obligations

Argentina — 0.0%
Argentine Republic Government International Bond, 2.50%, 07/09/41^(g)(o)			351		123,629


Bahrain — 0.0%
Bahrain Government International Bond, 6.75%, 09/20/29^(d)			200		210,725


Chile — 0.0%
Chile Government International Bond, 4.34%, 03/07/42^(g)			200		205,400

Colombia — 0.2%
Colombia Government International Bond
4.50%, 01/28/26^(g)			443		442,945
3.88%, 04/25/27^(g)			200		192,537
3.13%, 04/15/31			200		169,225


					804,707

Dominican Republic — 0.2%
Dominican Republic International Bond
5.95%, 01/25/27^(d)(g)			491		494,682
5.50%, 02/22/29^(b)			155		153,092
4.50%, 01/30/30^(b)			200		183,663
4.88%, 09/23/32^(b)			335		303,552
6.40%, 06/05/49^(d)			150		140,231


					1,275,220

Egypt — 0.0%
Egypt Government International Bond, 7.50%, 02/16/61^(b)			200		158,500


Security		Par (000)		Value

Guatemala — 0.1%
Guatemala Government Bond^(b)
5.38%, 04/24/32	USD		200	$	209,162
4.65%, 10/07/41			200		185,663


					394,825

Iceland — 0.6%
Iceland Government International Bond, 5.88%, 05/11/22^(d)(g)			3,030		3,043,516


Indonesia — 0.1%
Indonesia Government International Bond
4.10%, 04/24/28			221		234,647
5.35%, 02/11/49^(g)			200		230,272


					464,919

Ivory Coast — 0.0%
Ivory Coast Government International Bond, 6.38%, 03/03/28^(d)			200		203,038


Mexico — 0.1%
Mexico Government International Bond^(g)
4.15%, 03/28/27			397		417,842
3.75%, 01/11/28			200		203,700


					621,542

Mongolia — 0.1%
Mongolia Government International Bond, 5.13%, 04/07/26^(d)			250		246,278


Morocco — 0.1%
Morocco Government International Bond
3.00%, 12/15/32^(b)(g)			300		258,750
4.00%, 12/15/50^(d)			222		177,322


					436,072

Nigeria — 0.0%
Nigeria Government International Bond, 7.88%, 02/16/32^(d)			200		187,750


Oman — 0.1%
Oman Government International Bond, 6.50%, 03/08/47^(d)			308		301,840


Panama — 0.1%
Panama Government International Bond^(g)
3.16%, 01/23/30			445		434,932
4.50%, 04/16/50			211		209,259


					644,191

Paraguay — 0.1%
Paraguay Government International Bond
5.40%, 03/30/50^(d)			200		201,163
5.40%, 03/30/50^(b)			200		201,162


					402,325

Peru — 0.1%
Peruvian Government International Bond^(g)
2.78%, 01/23/31			29		27,356
1.86%, 12/01/32			259		221,817
3.00%, 01/15/34			116		108,692


					357,865

Portugal — 0.6%
Portugal Government International Bond, 5.13%, 10/15/24^(b)(g)			3,190		3,370,095


Security		Par (000)		Value

Qatar — 0.0%
Qatar Government International Bond, 4.00%, 03/14/29^(b)(g)	USD		200	$	213,500


Romania — 0.0%
Romanian Government International Bond, 3.00%, 02/14/31^(b)(g)			140		129,675


Saudi Arabia — 0.1%
Saudi Government International Bond^(d)
4.50%, 04/17/30^(g)			325		355,062
2.25%, 02/02/33			200		183,500


					538,562

South Africa — 0.1%
Republic of South Africa Government International Bond
5.65%, 09/27/47			200		174,225
5.75%, 09/30/49			200		174,413


					348,638

Sri Lanka — 0.1%
Sri Lanka Government International Bond^(d)
6.85%, 03/14/24			400		196,044
6.35%, 06/28/24			200		98,022
7.85%, 03/14/29			400		189,044


					483,110

Ukraine — 0.0%
Ukraine Government International Bond
9.75%, 11/01/28^(d)			236		99,120
7.25%, 03/15/33^(b)(g)			200		82,500


					181,620

Uruguay — 0.0%
Uruguay Government International Bond, 4.98%, 04/20/55.			87		101,696


Total Foreign Agency Obligations — 2.8% (Cost: $16,305,245)					15,449,238


		Shares

Investment Companies

Fixed Income Funds — 0.5%
Invesco Senior Loan ETF			120,501		2,623,307


Total Investment Companies — 0.5% (Cost: $2,672,796)					2,623,307


		Par (000)

Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 0.6%
Alternative Loan Trust
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35	USD		1,120		797,173
Series 2006-J8, Class A5, 6.00%, 02/25/37			1,892		1,091,310
Countrywide Alternative Loan Trust, Series 2007-19, Class 1A1, 6.00%, 08/25/37			563		376,214


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
Countrywide Home Loan Mortgage Pass-Through Trust
Series 2005-17, Class 1A6, 5.50%, 09/25/35	USD		122	$	119,581
Series 2006-17, Class A2, 6.00%, 12/25/36			662		372,297
Series 2007-HY5, Class 3A1, 3.01%, 09/25/37^(a)			335		326,583
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.64%, 10/25/35^(a)			334		222,715


					3,305,873

Commercial Mortgage-Backed Securities — 0.8%
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33^(a)(b)			4,830		4,720,005


Total Non-Agency Mortgage-Backed Securities — 1.4% (Cost: $8,745,361)					8,025,878


		Benefical Interest (000)

Other Interests^(q)

IT Services^(c)— 0.0%
Millennium Corp.	USD		861		—
Millennium Lender Claim Trust			918		—


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


		Par (000)

Preferred Securities

Capital Trusts — 5.1%

Automobiles — 0.1%
General Motors Financial Co., Inc., Series C, 5.70%^(a)(g)(h)	USD		365		382,410
Volkswagen International Finance NV, 4.38%, 12/31/49.	EUR		100		110,167


				492,577

Banks^(a)(h)— 1.4%
Al Ahli Bank of Kuwait KSCP, 7.25%^(d)	USD		200		203,100
Banco Mercantil del Norte SA, 6.75%^(b)(g)			396		385,803
Bank of East Asia Ltd., 5.88%^(d)			250		249,031
Burgan Bank SAK, 5.75%^(d)			250		240,984
Industrial & Commercial Bank of China Ltd., 3.20%^(d).			200		195,250
ING Groep NV, 3.88%^(g)			1,750		1,522,500
Kasikornbank PCL, 5.28%^(d)			405		393,939
Nanyang Commercial Bank Ltd., 5.00%^(d)			200		199,875
Nordea Bank Abp, 3.75%^(b)(g)			560		480,665
Rizal Commercial Banking Corp., 6.50%^(d)			200		190,100
TMBThanachart Bank PCL, 4.90%^(d)			250		239,578
U.S. Bancorp, 3.70%^(g)			1,665		1,506,825
Wells Fargo & Co.^(g)
Series S, 5.90%			1,500		1,511,250
Series U, 5.88%			384		401,203


				7,720,103


Security		Par (000)		Value

Capital Markets — 0.5%
Bank of New York Mellon Corp., Series I, 3.75%^(a)(g)(h)	USD		3,110	$	2,874,884


Diversified Financial Services^(a)(h)— 2.6%
Bank of America Corp.^(g)
Series AA, 6.10%			15		15,646
Series DD, 6.30%			215		228,642
Series X, 6.25%			1,929		1,994,007
Series Z, 6.50%			143		149,435
Barclays PLC, 4.38%^(g)			455		400,741
Credit Agricole S.A., 4.75%^(b)			400		362,972
Credit Suisse Group AG
6.38%^(b)(g)			295		291,186
6.25%^(d)			200		201,500
HSBC Holdings PLC^(g)
6.25%			695		704,327
6.00%			415		422,262
JPMorgan Chase & Co.^(g)
Series FF, 5.00%			2,865		2,855,474
Series HH, 4.60%			253		243,829
Series R, 6.00%			92		93,150
Lloyds Banking Group PLC, 7.50%^(g)			1,250		1,328,644
Natwest Group PLC, 6.00%^(g)			1,185		1,210,063
Societe Generale SA, 5.38%^(b)(g)			2,250		2,098,260
UBS Group AG, 3.88%^(b)(g)			1,500		1,381,425
Woori Bank, 4.25%^(d)			250		244,031


				14,225,594

Electric Utilities^(a)— 0.4%
Edison International, Series B, 5.00%^(h)			175		164,238
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(g)			1,750		1,796,167


				1,960,405

Independent Power and Renewable Electricity Producers — 0.1%
Vistra Corp., 7.00%^(a)(b)(h)			240		233,700


Insurance — 0.0%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(d)(h)			200		199,038


Oil, Gas & Consumable Fuels — 0.0%
Abertis Infraestructuras Finance BV, 3.25%^(a)(d)(h)	EUR		100		108,181


Real Estate Management & Development — 0.0%
Heimstaden Bostad AB, 3.00%^(a)(d)(h)			100		92,633


Transportation Infrastructure — 0.0%
Poste Italiane SpA, 2.63%^(a)(d)(h)			100		96,411


Utilities — 0.0%
Electricite de France SA, 3.00%^(a)(d)(h)			200		205,209


Wireless Telecommunication Services — 0.0%
Vodafone Group PLC, 2.63%, 08/27/80^(a)(d)			100		107,412


				28,316,147


Security		Shares		Value

Preferred Stocks — 1.8%

Banks — 0.0%
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $134,650)^(f)			137,556	$	1,416


Capital Markets^(a)(h)— 1.8%
Goldman Sachs Group, Inc., Series J, 5.50%			202,526		5,158,337
Morgan Stanley
Series F, 6.88%			120,000		3,205,200
Series K, 5.85%			53,253		1,392,566


					9,756,103


					9,757,519


Total Preferred Securities — 6.9% (Cost: $39,380,091)					38,073,666


		Par (000)

U.S. Government Sponsored Agency Securities

Agency Obligations^(b)— 0.1%
Dominican Republic International Bond, 6.00%, 02/22/33	USD		150		145,997
Romanian Government International Bond, 3.63%, 03/27/32			94		88,947


					234,944

Collateralized Mortgage Obligations — 0.2%
Fannie Mae Connecticut Avenue Securities, Series 2017-C03, Class 1M2, (1 mo. LIBOR US + 3.00%), 3.46%, 10/25/29^(a)			1,148		1,172,509


Mortgage-Backed Securities — 4.8%
Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1, 1.03%, 12/25/24^(a)			32,504		770,229

Uniform Mortgage-Backed Securities
5.00%, 08/01/23			8		7,723
2.00%, 04/18/37^(r)			12,500		12,140,137
2.50%, 10/01/51 - 01/01/52^(g)			14,198		13,630,412


					26,548,501


Total U.S. Government Sponsored Agency Securities — 5.1% (Cost: $29,065,586)					27,955,954


U.S. Treasury Obligations
U.S. Treasury Bonds^(g)
2.88%, 05/15/49			1,350		1,451,777
1.88%, 02/15/51^(s)			3,250		2,839,815
U.S. Treasury Notes^(g)
2.75%, 04/30/23 - 08/31/25			14,150		14,275,453
1.25%, 03/31/28			8,000		7,461,875
1.13%, 02/15/31			6,500		5,869,043


Total U.S. Treasury Obligations — 5.8% (Cost: $32,616,097)					31,897,963


		Shares

Warrants

Metals & Mining — 0.0%
Ameriforge Group, Inc. (Expires 06/08/24)^(e)			2,542		—


Security	Shares		Value

Oil, Gas & Consumable Fuels — 0.0%
California Resources Corp. (Expires 10/24/24)^(e)		345	$	4,964


Total Warrants — 0.0% (Cost: $ — )				4,964


Total Long-Term Investments — 158.4% (Cost: $908,643,132)				874,238,537


Short-Term Securities

Money Market Funds — 1.0%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%^(t)(u)		5,378,843		5,378,843


Total Short-Term Securities — 1.0% (Cost: $5,378,843)			5,378,843


Options Purchased — 0.3% (Cost: $1,533,578)				1,746,648


Total Investments Before Options Written — 159.7% (Cost: $915,555,553)				881,364,028


Options Written — (0.9)% (Premiums Received: $(2,405,711))				(4,892,735	)


Total Investments, Net of Options Written — 158.8% (Cost: $913,149,842)				876,471,293

Liabilities in Excess of Other Assets — (58.8)%				(324,661,889	)


Net Assets — 100.0%			$	551,809,404

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

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

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

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

^(e)	Non-income producing security.

^(f)	Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $1,416, representing less than 0.05% of its net assets as of period end, and an original cost of $134,650.

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

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

⁽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)	Zero-coupon bond.

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

^(l)	Convertible security.

^(m)	Rounds to less than 1,000.

⁽ⁿ⁾	All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written.

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

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

^(q)	Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

^(r)	Represents or includes a TBA transaction.

^(s)	All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.

^(t)	Affiliate of the Fund.

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

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 March 31, 2022 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 reporting purposes. As of period end, reverse repurchase agreements of $328,959,551 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 12/31/21		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 03/31/22		Shares Held at 03/31/22		Income		Capital Gain Distributions from Underlying Funds


BlackRock Liquidity Funds, T-Fund, Institutional Class	$	4,969,680	$	409,163	^(a)	$	—	$	—	$	—	$	5,378,843		5,378,843	$	583	$	—



Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)

Long Contracts
10-Year U.S. Ultra Long Treasury Note		38		06/21/22	$	5,147	$	(65,535	)
2-Year U.S. Treasury Note		200		06/30/22		42,359		(179,106	)


								(244,641	)


Short Contracts 10-Year U.S. Treasury Note		298		06/21/22		36,580		947,153
U.S. Long Bond		40		06/21/22		6,006		229,279
Ultra U.S. Treasury Bond		75		06/21/22		13,275		477,466
5-Year U.S. Treasury Note		37		06/30/22		4,239		75,975
90-Day Eurodollar		37		12/16/24		8,996		119,572


								1,849,445


							$	1,604,804



Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)


EUR	255,996	USD	282,353	Barclays Bank PLC		06/15/22	$	1,607
EUR	319,178	USD	352,041	Barclays Bank PLC		06/15/22		2,004
GBP	30,708	USD	40,184	Bank of America N.A.		06/15/22		144
USD	68,229	EUR	61,000	Deutsche Bank AG		06/15/22		565
USD	383,181	EUR	344,000	Morgan Stanley & Co. International PLC		06/15/22		1,603

								5,923

USD	8,127,355	EUR	7,386,000	BNP Paribas SA		06/15/22		(65,475	)
USD	3,311	EUR	3,000	JPMorgan Chase Bank N.A.		06/15/22		(17	)
USD	872,569	EUR	793,000	JPMorgan Chase Bank N.A.		06/15/22		(7,056	)
USD	98,049	EUR	89,000	State Street Bank and Trust Co.		06/15/22		(673	)
USD	1,241,796	GBP	952,000	Bank of America N.A.		06/15/22		(8,436	)
USD	1,863,999	GBP	1,429,000	Bank of America N.A.		06/15/22		(12,662	)
USD	381,926	GBP	291,859	State Street Bank and Trust Co.		06/15/22		(1,363	)
USD	3,340,858	GBP	2,561,000	Toronto-Dominion Bank		06/15/22		(22,424	)

								(118,106	)

							$	(112,183	)



	Paid by the Fund				Received by the Fund				Expiration		Exercise			Notional
Description	Rate			Frequency	Rate		Frequency	Counterparty	Date		Rate			Amount (000)			Value


Call
2-Year Interest Rate Swap, 04/03/24		0.61	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	JPMorgan Chase Bank N.A.		04/01/22
2-Year Interest Rate Swap, 04/03/24		0.61	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	JPMorgan Chase Bank N.A.		04/01/22		0.01	%		USD	24,880	$	—
10-Year Interest Rate Swap, 08/05/32		1.45	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Deutsche Bank AG		08/03/22		1.45			USD	1,135		(4,036	)
10-Year Interest Rate Swap, 08/10/32		1.55	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Barclays Bank PLC		08/08/22		1.55			USD	1,135		(5,526	)
10-Year Interest Rate Swap, 09/03/32		1.53	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	Morgan Stanley & Co. International PLC		09/01/22		1.53			USD	3,742		(11,307	)
10-Year Interest Rate Swap, 10/09/32		1.80	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	Deutsche Bank AG		10/07/22		1.80			USD	2,515		(18,321	)
10-Year Interest Rate Swap, 10/15/32		1.80	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	Deutsche Bank AG		10/13/22		1.79			USD	1,258		(9,378	)
10-Year Interest Rate Swap, 11/17/32		1.85	%	Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	Bank of America N.A.		11/15/22		1.85			USD	3,825		(37,230	)
2-Year Interest Rate Swap, 11/17/24		1.74	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Goldman Sachs Bank USA		11/15/22		1.74			USD	20,180		(38,353	)
2-Year Interest Rate Swap, 11/17/24		1.78	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Goldman Sachs Bank USA		11/15/22		1.78			USD	20,180		(40,944	)
10-Year Interest Rate Swap, 12/07/32		1.45	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	JPMorgan Chase Bank N.A.		12/05/22		1.45			USD	484		(3,899	)
10-Year Interest Rate Swap, 12/15/32		1.43	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Morgan Stanley & Co. International PLC		12/13/22		1.43			USD	3,013		(24,310	)
10-Year Interest Rate Swap, 12/17/32		1.42	%	Semi-Annual		1-Day SOFR, 0.33%	Quarterly	JPMorgan Chase Bank N.A.		12/15/22		1.42			USD	3,012		(23,970	)


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.38.V1	5.00%	Quarterly		06/20/27		USD	4,840	$	(274,056	)	$	(221,968	)	$	(52,088	)
CDX.NA.IG.38.V1	1.00	Quarterly		06/20/27		USD	16,810		(275,012	)		(255,800	)		(19,212	)

								$	(549,068	)	$	(477,768	)	$	(71,300	)



Paid by the Fund		Received by the Fund		Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)


1-Day SOFR, 0.33%	Annual	0.24%	Annual		N/A			12/08/23	USD	10,280	$	(322,325	)	$	(211,508	)	$	(110,817	)
1-Day SOFR, 0.33%	Annual	0.08%	Annual		N/A			12/13/23	USD	60		(2,093	)		(1,417	)		(676	)
1-Day SOFR, 0.33%	Annual	0.19%	Annual		N/A			12/14/23	USD	10,211		(334,875	)		(224,169	)		(110,706	)
1-Day SOFR, 0.33%	Annual	0.25%	Annual		N/A			01/12/24	USD	27,570		(931,884	)		(607,281	)		(324,603	)
1-Day SOFR, 0.33%	Annual	0.24%	Annual		N/A			01/22/24	USD	7,070		(245,289	)		(162,477	)		(82,812	)
1-Day SOFR, 0.33%	Annual	0.25%	Annual		N/A			03/04/24	USD	15,490		(582,247	)		(350,671	)		(231,576	)
1-Day SOFR, 0.33%	Annual	0.49%	Annual		N/A			03/04/24	USD	34,870		(1,144,011	)		(627,743	)		(516,268	)
3-Month LIBOR, 0.96%	Quarterly	0.52%	Semi-Annual		N/A			03/07/24	USD	9,205		(339,557	)		39			(339,596	)
3-Month LIBOR, 0.96%	Quarterly	0.56%	Semi-Annual		N/A			03/25/24	USD	9,205		(349,487	)		40			(349,527	)
3-Month LIBOR, 0.96%	Quarterly	0.57%	Semi-Annual		N/A			03/25/24	USD	17,990		(681,202	)		79			(681,281	)
0.99%	Annual	1-Day SOFR, 0.96%	Annual		04/07/22	^(a)		04/08/24	USD	4,440		111,790			20			111,770
0.99%	Annual	1-Day SOFR, 0.96%	Annual		04/07/22	^(a)		04/08/24	USD	4,440		111,965			20			111,945
1.47%	Annual	1-Day SOFR, 0.33%	Annual		04/06/22	^(a)		04/08/24	USD	45,390		710,704			(11,345	)		722,049
0.65%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/11/22	^(a)		04/11/24	USD	6,040		224,203			27			224,176
0.69%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/12/22	^(a)		04/12/24	USD	6,060		220,544			27			220,517
0.73%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)		04/15/24	USD	6,730		240,988			30			240,958
0.79%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)		04/15/24	USD	6,030		208,740			27			208,713
0.80%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)		04/15/24	USD	6,030		207,715			27			207,688
0.76%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/19/22	^(a)		04/19/24	USD	4,430		156,620			20			156,600
0.76%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/19/22	^(a)		04/19/24	USD	4,430		156,520			20			156,500
0.92%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/20/22	^(a)		04/22/24	USD	1,375		44,600			6			44,594
0.91%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/25/22	^(a)		04/25/24	USD	6,040		197,521			27			197,494
0.93%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/25/22	^(a)		04/25/24	USD	3,020		97,787			13			97,774
0.94%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/25/22	^(a)		04/25/24	USD	6,040		193,752			27			193,725
0.98%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/26/22	^(a)		04/26/24	USD	3,020		95,246			13			95,233
0.99%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/26/22	^(a)		04/26/24	USD	3,020		94,669			13			94,656
0.99%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/26/22	^(a)		04/26/24	USD	3,020		94,184			13			94,171
1.00%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/29/22	^(a)		04/29/24	USD	3,020		94,406			13			94,393
1.01%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/03/22	^(a)		05/03/24	USD	9,045		282,899			40			282,859
1.02%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/03/22	^(a)		05/03/24	USD	9,045		281,050			40			281,010
1.05%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/12/22	^(a)		05/13/24	USD	6,010		185,789			27			185,762
1.11%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/16/22	^(a)		05/16/24	USD	7,790		233,131			35			233,096
1.22%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/07/22	^(a)		06/07/24	USD	2,975		85,848			13			85,835
1.25%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/07/22	^(a)		06/07/24	USD	2,975		84,230			13			84,217
1.01%	Annual	1-Day SOFR, 0.96%	Annual		06/09/22	^(a)		06/10/24	USD	2,970		84,383			13			84,370
1.28%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/17/22	^(a)		06/17/24	USD	2,235		63,378			10			63,368
0.73%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/21/22	^(a)		06/21/24	USD	4,910		192,353			22			192,331
1-Day SOFR, 0.96%	Annual	2.50%	Annual		07/05/22	^(a)		07/05/24	USD	5,300		(2,312	)		23			(2,335	)
1.30%	Annual	1-Day SOFR, 0.96%	Annual		07/18/22	^(a)		07/18/24	USD	1,820		44,477			8			44,469
1.31%	Annual	1-Day SOFR, 0.96%	Annual		07/18/22	^(a)		07/18/24	USD	2,220		53,775			10			53,765
1.45%	Annual	1-Day SOFR, 0.96%	Annual		07/28/22	^(a)		07/29/24	USD	2,215		48,593			10			48,583
1.47%	Annual	1-Day SOFR, 0.96%	Annual		07/29/22	^(a)		07/29/24	USD	2,220		47,628			10			47,618
1.48%	Annual	1-Day SOFR, 0.96%	Annual		07/29/22	^(a)		07/29/24	USD	2,220		47,282			10			47,272
1.62%	Annual	1-Day SOFR, 0.33%	Annual		08/08/22	^(a)		08/08/24	USD	4,400		83,171			20			83,151
0.74%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		08/12/22	^(a)		08/12/24	USD	7,960		325,287			35			325,252
1.76%	Annual	1-Day SOFR, 0.33%	Annual		08/12/22	^(a)		08/12/24	USD	4,390		71,617			19			71,598
1.76%	Annual	1-Day SOFR, 0.33%	Annual		08/12/22	^(a)		08/12/24	USD	4,390		71,660			19			71,641
1.81%	Annual	1-Day SOFR, 0.33%	Annual		08/12/22	^(a)		08/12/24	USD	4,370		67,202			19			67,183
1.94%	Annual	1-Day SOFR, 0.33%	Annual		08/12/22	^(a)		08/12/24	USD	4,360		55,875			19			55,856
1.94%	Annual	1-Day SOFR, 0.33%	Annual		08/12/22	^(a)		08/12/24	USD	4,360		55,322			19			55,303



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)


Adler Real Estate AG		5.00	%	Quarterly	Morgan Stanley & Co. International PLC	12/20/25	B	EUR		10	$	(69	)	$	1,299		$	(1,368	)
Virgin Media Finance PLC		5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/25	B	EUR		10		1,101			1,005			96
Adler Real Estate AG		5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR		10		2			882			(880	)
Adler Real Estate AG		5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR		10		1			990			(989	)
Adler Real Estate AG		5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/26	B	EUR		10		78			—			78
CMA CGM SA		5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/26	BB-	EUR		30		2,452			1,251			1,201
Jaguar Land Rover Automotive PLC		5.00		Quarterly	Bank of America N.A.	12/20/26	B+	EUR		20		(245	)		(822	)		577
Jaguar Land Rover Automotive PLC		5.00		Quarterly	Barclays Bank PLC	12/20/26	B+	EUR		10		(125	)		417			(542	)
Jaguar Land Rover Automotive PLC		5.00		Quarterly	Credit Suisse International	12/20/26	B+	EUR		10		(121	)		429			(550	)
K&S AG		5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/26	B+	EUR		10		1,509			847			662
CMBX.NA.8		3.00		Monthly	Barclays Bank PLC	10/17/57	N/R	USD		5,000		(646,935	)		(485,247	)		(161,688	)
CMBX.NA.8		3.00		Monthly	Credit Suisse International Morgan Stanley & Co.	10/17/57	N/R	USD		2,500		(323,468	)		(240,066	)		(83,402	)
CMBX.NA.8		3.00		Monthly	International PLC	10/17/57	N/R	USD		4,450		(575,772	)		(565,950	)		(9,822	)
CMBX.NA.9		3.00		Monthly	Credit Suisse International Morgan Stanley & Co.	09/17/58	N/R	USD		5,000		(507,543	)		(520,842	)		13,299
CMBX.NA.9		3.00		Monthly	International PLC	09/17/58	N/R	USD		1,528		(155,105	)		(166,768	)		11,663


											$	(2,204,240	)	$	(1,972,575	)	$	(231,665	)



	Level 1		Level 2		Level 3		Total

Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	20,596,029	$	1,042,223	$	21,638,252
Common Stocks
Auto Components		25,381		—		—		25,381
Construction & Engineering		31,572		—		—		31,572
Diversified Financial Services		—		—		5,468		5,468
Diversified Telecommunication Services		4,923		—		—		4,923
Household Durables		—		—		—		—
Metals & Mining		—		801		416		1,217
Oil, Gas & Consumable Fuels		31,311		—		—		31,311
Software		241		—		—		241
Specialty Retail		—		217,788		—		217,788
Corporate Bonds
Advertising Agencies		—		237,919		—		237,919
Aerospace & Defense		—		12,332,747		—		12,332,747
Airlines		—		9,661,913		—		9,661,913
Auto Components		—		6,145,959		—		6,145,959
Automobiles		—		9,718,138		—		9,718,138
Banks		—		7,706,797		—		7,706,797
Beverages		—		7,511,333		—		7,511,333
Biotechnology		—		103,591		—		103,591
Building Materials		—		3,484,467		—		3,484,467
Building Products		—		3,579,715		—		3,579,715
Capital Markets		—		5,349,793		—		5,349,793
Chemicals		—		9,317,129		—		9,317,129
Commercial Services & Supplies		—		4,307,655		—		4,307,655
Communications Equipment		—		3,249,380		—		3,249,380
Construction Materials		—		2,316,833		—		2,316,833
Consumer Discretionary		—		8,195,073		—		8,195,073
Consumer Finance		—		7,168,345		—		7,168,345
Containers & Packaging		—		1,579,251		—		1,579,251
Diversified Consumer Services		—		7,795,690		—		7,795,690




	Asset-Backed Securities			Common Stocks		Corporate Bonds			Floating Rate Loan Interests			Other Interests			Unfunded Floating Rate Loan Interests			Total


Assets
Opening balance, as of December 31, 2021	$	1,084,298		$	5,841	$	1,347,279		$	6,516,371		$	—	^(a)	$	(127	)	$	8,953,662
Transfers into Level 3^(b)		—			—		—			9,800,114			—			—			9,800,114
Transfers out of Level 3^(c)		—			—		—			(3,077,731	)		—			127			(3,077,604	)
Accrued discounts/premiums		(22,390	)		—		—			2,786			—			—			(19,604	)
Net realized gain (loss)		—			—		—			(692	)		—			—			(692	)
Net change in unrealized appreciation (depreciation)^(d)		(19,685	)		43		(115,851	)		(130,851	)		—			—			(266,344	)
Purchases		—			—		—			1,210,453			—			—			1,210,453
Sales		—			—		(18,620	)		(223,123	)		—			—			(241,743	)

Closing balance, as of March 31, 2022	$	1,042,223		$	5,884	$	1,212,808		$	14,097,327		$	—	^(a)	$	—	^(a)	$	16,358,242

Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2022^(d)	$	(19,685	)	$	43	$	(115,852	)	$	(129,150	)	$	—		$	—		$	(264,644	)


Currency Abbreviation

EUR		Euro

GBP		British Pound

USD		United States Dollar


Portfolio Abbreviation

ABS		Asset-Backed Security

CDI		CREST Depository Interest

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

DAC		Designated Activity Company

DIP		Debtor-In-Possession

ETF		Exchange-Traded Fund

EURIBOR		Euro Interbank Offered Rate

LIBOR		London Interbank Offered Rate

PCL		Public Company Limited

PIK		Payment-in-Kind

PJSC		Public Joint Stock Company

REIT		Real Estate Investment Trust

SAB		Special Assessment Bonds

SOFR		Secured Overnight Financing Rate

SONIA		Sterling Overnight Interbank Average Rate