EX-DSU


Security		Shares		Value

Common Stocks — 0.5%

Chemicals — 0.2%
GEO Specialty Chemicals, Inc.^(a)(b)			4,684,174	$	1,171,043
LyondellBasell Industries NV, Class A			26		1,931

					1,172,974

Diversified Financial Services — 0.3%
Kcad Holdings I Ltd.^(a)(b)			1,075,282,733		1,483,891


Health Care Management Services — 0.0%
New Millennium HoldCo, Inc.^(b)			10,718		161


Interactive Media & Services — 0.0%
New Holdings LLC^(a)			252		88,199


Media — 0.0%
Adelphia Communications Corp., Class A^(a)(b)(c)			400,000		4
Adelphia Recovery Trust^(b)			396,568		1,190

					1,194

Metals & Mining — 0.0%
Ameriforge Group, Inc.			1,664		94,847
Preferred Proppants LLC^(a)			7,288		32,797
Project Investor Holding LLC^(a)			7,288		—

					127,644

Semiconductors & Semiconductor Equipment — 0.0%
SunPower Corp.^(b)			1,707		12,734


Software — 0.0%
Avaya Holdings Corp.^(b)			37		465


Total Common Stocks — 0.5% (Cost — $21,355,808)					2,887,262


		Par (000)

Corporate Bonds — 31.9%

Aerospace & Defense — 1.7%
Arconic, Inc., 5.13%, 10/01/24	USD		753		765,214
BBA US Holdings, Inc., 5.38%, 05/01/26^(d)			42		42,525
Bombardier, Inc.^(d):
6.13%, 01/15/23			664		645,541
7.50%, 12/01/24			1,039		1,020,817
7.50%, 03/15/25			843		817,457
7.88%, 04/15/27			800		767,500
TransDigm UK Holdings PLC, 6.88%, 05/15/26			293		284,943
TransDigm, Inc.:
6.50%, 05/15/25			184		182,620
6.25%, 03/15/26^(d)			5,878		6,002,907

					10,529,524


Security		Par (000)		Value

Air Freight & Logistics — 0.0%
XPO Logistics, Inc., 6.75%, 08/15/24^(d)	USD		19	$	19,546


Airlines — 0.1%
US Airways Pass-Through Trust, Series 2013-1, Class B, 5.38%, 11/15/21			408		424,942


Auto Components — 0.7%
Allison Transmission, Inc., 5.88%, 06/01/29^(d)			315		317,756
GKN Holdings Ltd., 4.63%, 05/12/32	GBP		100		122,961
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
6.38%, 12/15/25	USD		379		380,895
6.25%, 05/15/26^(d)			177		175,673
IHO Verwaltungs GmbH^(e):
(3.25% Cash or 4.00% PIK), 3.25%, 09/15/23	EUR		100		113,949
(3.63% Cash or 3.38% PIK), 3.63%, 05/15/25^(f)			100		111,156
NM Holdings Co. LLC, Series B, 9.50%, 07/01/05^(a)(b)(c)	USD		5,125		—
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.:
4.38%, 05/15/26	EUR		134		149,174
6.25%, 05/15/26^(d)	USD		1,260		1,285,200
8.50%, 05/15/27^(d)			1,609		1,604,977
Tesla, Inc., 5.30%, 08/15/25^(d)			168		136,923
Venture Holdings Co. LLC, 12.00%, 06/01/09^(a)(b)(c)			5,150		—

					4,398,664

Banks — 0.1%
Allied Irish Banks PLC(5 year EUR Swap + 3.95%), 4.13%, 11/26/25^(g)	EUR		100		116,444
Banco de Sabadell SA, 1.75%, 05/10/24			100		111,007
Banco Espirito Santo SA^(b)(c):
2.63%, 05/08/17			100		27,929
4.75%, 01/15/19			200		55,857
4.00%, 01/21/19			100		27,929

					339,166

Building Products — 0.2%
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(d)	USD		35		33,086
CPG Merger Sub LLC, 8.00%, 10/01/21^(d)			446		451,575
Masonite International Corp., 5.75%, 09/15/26^(d)			105		106,313
Standard Industries, Inc.^(d):
5.50%, 02/15/23			4		4,055
5.38%, 11/15/24			550		555,923
6.00%, 10/15/25			238		245,433

					1,396,385


Security		Par (000)		Value

Capital Markets — 0.1%
Blackstone CQP Holdco LP, 6.00%, 08/18/21^(d)	USD		576	$	573,120


Chemicals — 2.1%
Alpha 3 BV/Alpha US Bidco, Inc., 6.25%, 02/01/25^(d)			1,030		1,009,400
Axalta Coating Systems LLC, 4.88%, 08/15/24^(d)			440		437,800
Blue Cube Spinco LLC:
9.75%, 10/15/23			313		344,300
10.00%, 10/15/25			355		398,044
Chemours Co.:
6.63%, 05/15/23			14		13,948
5.38%, 05/15/27			667		603,637
Element Solutions, Inc., 5.88%, 12/01/25^(d)			1,034		1,048,217
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(d)			202		202,505
GEO Specialty Chemicals, Inc., 15.24%, 10/18/25^(a)			7,890		8,223,424
PQ Corp., 5.75%, 12/15/25^(d)			507		507,000

					12,788,275

Commercial Services & Supplies — 0.2%
ADT Security Corp.:
3.50%, 07/15/22			156		151,125
4.88%, 07/15/32^(d)			458		378,995
Core & Main LP, 6.13%, 08/15/25^(d)			391		386,113
GFL Environmental, Inc., 8.50%, 05/01/27^(d)			231		235,740

					1,151,973

Communications Equipment — 0.8%
CommScope, Inc.^(d):
5.50%, 03/01/24			1,076		1,081,380
6.00%, 03/01/26			487		485,783
ViaSat, Inc., 5.63%, 04/15/27^(d)			558		565,673
Zayo Group LLC/Zayo Capital, Inc.:
6.00%, 04/01/23			1,311		1,343,775
6.38%, 05/15/25			92		94,645
5.75%, 01/15/27^(d)			1,187		1,219,642

					4,790,898

Construction & Engineering — 0.1%
Brand Industrial Services, Inc., 8.50%, 07/15/25^(d)			224		190,400
frontdoor, Inc., 6.75%, 08/15/26^(d)			298		312,900
SRS Distribution, Inc., 8.25%, 07/01/26^(d)			39		38,025

					541,325


Security		Par (000)		Value

Construction Materials — 0.3%
HD Supply, Inc., 5.38%, 10/15/26^(d)	USD		1,070	$	1,088,725
Williams Scotsman International, Inc., 6.88%, 08/15/23^(d)			531		531,000

					1,619,725

Consumer Discretionary — 0.3%
Dun & Bradstreet Corp., 6.88%, 08/15/26^(d)			463		473,417
ServiceMaster Co. LLC, 5.13%, 11/15/24^(d)			134		134,000
Viking Cruises Ltd., 5.88%, 09/15/27^(d)			928		899,993

					1,507,410

Consumer Finance — 1.2%
Ally Financial, Inc.:
3.88%, 05/21/24			158		157,210
5.13%, 09/30/24			215		224,944
8.00%, 11/01/31			709		898,658
Mulhacen Pte Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 08/01/23^(e)	EUR		100		110,721
Navient Corp.:
6.63%, 07/26/21	USD		177		183,586
5.50%, 01/25/23			363		362,002
7.25%, 09/25/23			10		10,497
5.88%, 10/25/24			354		354,000
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26	EUR		100		112,214
4.50%, 05/15/26^(d)			855		959,433
6.25%, 05/15/26^(d)	USD		1,050		1,058,316
8.25%, 11/15/26^(d)			645		641,775
Springleaf Finance Corp.:
6.13%, 03/15/24			598		620,425
6.88%, 03/15/25			335		349,137
7.13%, 03/15/26			22		23,066
6.63%, 01/15/28			162		164,028
Verscend Escrow Corp., 9.75%, 08/15/26^(d)			977		1,033,177

					7,263,189

Containers & Packaging — 0.4%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.^(d):
4.63%, 05/15/23			433		432,459
7.25%, 05/15/24			510		531,037
Berry Global Escrow Corp., 4.88%, 07/15/26^(d)(f)			338		336,219
BWAY Holding Co., 4.75%, 04/15/24	EUR		100		113,884
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26	USD		107		103,522


Security		Par (000)		Value

Containers & Packaging (continued)
Greif, Inc., 6.50%, 03/01/27^(d)	USD		90	$	90,450
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu^(d):
5.13%, 07/15/23			165		165,033
7.00%, 07/15/24			467		470,105
Silgan Holdings, Inc., 3.25%, 03/15/25	EUR		100		114,374

					2,357,083

Diversified Consumer Services — 0.4%
APX Group, Inc.:
8.75%, 12/01/20	USD		215		201,025
7.88%, 12/01/22			216		199,260
Ascend Learning LLC, 6.88%, 08/01/25^(d)			349		348,210
Laureate Education, Inc., 8.25%, 05/01/25^(d)			119		128,549
Prime Security Services Borrower LLC/Prime Finance, Inc.^(d):
9.25%, 05/15/23			261		273,398
5.25%, 04/15/24			248		243,357
5.75%, 04/15/26			489		481,359
Service Corp. International, 5.13%, 06/01/29			220		223,799

					2,098,957

Diversified Financial Services — 0.2%
Barclays PLC(5 year EUR Swap + 2.45%), 2.63%, 11/11/25^(g)	EUR		100		112,578
Intrum AB, 2.75%, 07/15/22			100		110,319
Jefferies Finance LLC/JFIN Co-Issuer Corp., 6.88%, 04/15/22^(d)	USD		516		524,870
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24^(e)	EUR		100		112,932
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.75%, 06/01/25^(d)	USD		286		288,145
UniCredit SpA(5 year EUR Swap + 4.32%), 4.38%, 01/03/27^(g)	EUR		100		113,928

					1,262,772

Diversified Telecommunication Services — 0.7%
CenturyLink, Inc.:
5.63%, 04/01/25	USD		86		83,205
Series S, 6.45%, 06/15/21			305		317,200
Series Y, 7.50%, 04/01/24			233		248,728
Embarq Corp., 8.00%, 06/01/36			623		577,832
Frontier Communications Corp.:
10.50%, 09/15/22			298		216,795
11.00%, 09/15/25			1,660		1,045,800


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
8.50%, 04/01/26^(d)	USD		238	$	228,480
Level 3 Financing, Inc.:
5.13%, 05/01/23			630		629,401
5.38%, 05/01/25			232		232,290
5.25%, 03/15/26			62		61,826
SoftBank Group Corp., 4.00%, 04/20/23	EUR		100		120,147
Telecom Italia Capital SA:
6.38%, 11/15/33	USD		32		30,800
6.00%, 09/30/34			138		128,685
Telecom Italia SpA:
5.30%, 05/30/24^(d)			388		383,616
2.75%, 04/15/25	EUR		100		107,847

					4,412,652

Electric Utilities — 0.0%
AES Corp., 5.50%, 04/15/25	USD		46		47,504
NextEra Energy Operating Partners LP, 4.50%, 09/15/27^(d)			173		167,810

					215,314

Electronic Equipment, Instruments & Components — 0.2%
CDW LLC/CDW Finance Corp., 5.50%, 12/01/24			185		192,631
Energizer Holdings, Inc.^(d):
6.38%, 07/15/26			99		99,248
7.75%, 01/15/27			279		290,857
Vertiv Group Corp., 9.25%, 10/15/24^(d)			618		608,730

					1,191,466

Energy Equipment & Services — 0.2%
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27^(d)			107		109,943
Gates Global LLC/Gates Global Co., 6.00%, 07/15/22^(d)			160		159,000
Precision Drilling Corp., 5.25%, 11/15/24			20		18,250
USA Compression Partners LP/USA Compression Finance Corp.:
6.88%, 04/01/26			344		352,600
6.88%, 09/01/27^(d)			362		369,692

					1,009,485

Environmental, Maintenance, & Security Service — 0.1%
Advanced Disposal Services, Inc., 5.63%, 11/15/24^(d)			107		111,280
Tervita Escrow Corp., 7.63%, 12/01/21^(d)			380		380,950


Security		Par (000)		Value

Environmental, Maintenance, & Security Service (continued)
Waste Pro USA, Inc., 5.50%, 02/15/26^(d)	USD		156	$	154,440

					646,670

Equity Real Estate Investment Trusts (REITs) — 0.7%
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26^(d)			128		129,760
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(d)			320		318,400
Iron Mountain, Inc., 4.88%, 09/15/27^(d)			352		330,880
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.:
4.50%, 09/01/26			655		638,429
4.50%, 01/15/28			697		656,923
MPT Operating Partnership LP/MPT Finance Corp., 5.00%, 10/15/27			969		956,887
VICI Properties 1 LLC/VICI FC, Inc., 8.00%, 10/15/23			99		107,607
Equinix, Inc., 5.88%, 01/15/26			284		297,516
GLP Capital LP/GLP Financing II, Inc.:
5.25%, 06/01/25			90		95,036
5.38%, 04/15/26			80		84,576
SBA Communications Corp., 4.88%, 09/01/24			950		940,832

					4,556,846

Food & Staples Retailing — 0.1%
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC, 6.63%, 06/15/24			58		58,580
B&M European Value Retail SA, 4.13%, 02/01/22	GBP		100		127,623
Tesco Corporate Treasury Services PLC, 2.50%, 05/02/25			100		125,652

					311,855

Food Products — 0.4%
Chobani LLC/Chobani Finance Corp., Inc., 7.50%, 04/15/25^(d)	USD		213		193,830
Darling Ingredients, Inc., 5.25%, 04/15/27^(d)			148		149,820
JBS USA LUX SA/JBS USA Finance, Inc.^(d):
5.88%, 07/15/24			59		60,722
5.75%, 06/15/25			834		852,765
6.75%, 02/15/28			98		104,407


Security		Par (000)		Value

Food Products (continued)
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29^(d)	USD		781	$	820,050
Simmons Foods, Inc., 7.75%, 01/15/24^(d)			174		184,440

					2,366,034

Health Care Equipment & Supplies — 0.7%
Avantor, Inc.^(d):
6.00%, 10/01/24			1,377		1,430,014
9.00%, 10/01/25			631		691,734
Hologic, Inc., 4.38%, 10/15/25^(d)			94		92,942
Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 5.75%, 08/01/22^(d)			128		104,282
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA, 6.63%, 05/15/22^(d)			1,654		1,542,355
Teleflex, Inc., 4.63%, 11/15/27			74		73,112

					3,934,439

Health Care Providers & Services — 1.6%
Acadia Healthcare Co., Inc., 6.50%, 03/01/24			690		705,525
AHP Health Partners, Inc., 9.75%, 07/15/26^(d)			200		211,500
Centene Corp., 5.38%, 06/01/26^(d)			576		597,427
CHS/Community Health Systems, Inc.^(d):
8.63%, 01/15/24			599		599,000
8.00%, 03/15/26			379		363,082
Encompass Health Corp., 5.75%, 11/01/24			109		109,818
Envision Healthcare Crop., 8.75%, 10/15/26^(d)			262		220,735
HCA, Inc.:
5.38%, 02/01/25			516		538,420
5.38%, 09/01/26			80		83,009
5.63%, 09/01/28			908		946,672
5.88%, 02/01/29			881		934,961
Molina Healthcare, Inc., 5.38%, 11/15/22			176		179,467
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(d)			315		313,425
NVA Holdings, Inc., 6.88%, 04/01/26^(d)			65		63,375
Polaris Intermediate Corp., (8.50% Cash or 1.00% PIK), 8.50%, 12/01/22^(d)(e)			649		637,642
Sotera Health Holdings LLC, 6.50%, 05/15/23^(d)			106		106,265
Surgery Center Holdings, Inc., 10.00%, 04/15/27^(d)			193		195,895
Team Health Holdings, Inc., 6.38%, 02/01/25^(d)			438		361,076


Security		Par (000)		Value

Health Care Providers & Services (continued)
Tenet Healthcare Corp.:
8.13%, 04/01/22	USD		1,183	$	1,236,685
4.63%, 07/15/24			257		255,124
6.25%, 02/01/27^(d)			607		619,140
WellCare Health Plans, Inc.:
5.25%, 04/01/25			354		358,761
5.38%, 08/15/26^(d)			117		119,890

					9,756,894

Health Care Technology — 0.2%
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(d)			189		182,385
IQVIA, Inc.^(d):
5.00%, 10/15/26			438		445,665
5.00%, 05/15/27			535		542,709

					1,170,759

Hotels, Restaurants & Leisure — 1.0%
1011778 BC ULC/New Red Finance, Inc.^(d):
4.25%, 05/15/24			65		64,269
5.00%, 10/15/25			1,001		985,985
Boyd Gaming Corp., 6.00%, 08/15/26			80		80,800
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25^(d)			218		213,204
Churchill Downs, Inc.^(d):
5.50%, 04/01/27			570		579,975
4.75%, 01/15/28			252		241,920
Eldorado Resorts, Inc., 6.00%, 09/15/26			124		128,340
Golden Nugget, Inc., 6.75%, 10/15/24^(d)			991		983,568
Hilton Domestic Operating Co., Inc.:
4.25%, 09/01/24			42		41,455
5.13%, 05/01/26			206		208,060
IRB Holding Corp., 6.75%, 02/15/26^(d)			138		134,550
Lions Gate Capital Holdings LLC^(d):
6.38%, 02/01/24			26		26,650
5.88%, 11/01/24			86		86,430
Marriott Ownership Resorts, Inc., 6.50%, 09/15/26^(d)			80		82,800
MGM Resorts International, 7.75%, 03/15/22			308		339,570
Sabre GLBL, Inc., 5.25%, 11/15/23^(d)			221		222,105
Scientific Games International, Inc.^(d):
5.00%, 10/15/25			211		206,860
8.25%, 03/15/26			1,113		1,119,277
Stonegate Pub Co. Financing PLC(3 mo. LIBOR GBP + 4.38%), 5.22%, 03/15/22^(h)	GBP		100		126,177
Wyndham Destinations, Inc., 5.75%, 04/01/27	USD		141		141,705


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Yum! Brands, Inc., 5.35%, 11/01/43	USD		14	$	12,320

					6,026,020

Household Durables — 0.2%
Algeco Global Finance PLC, 8.00%, 02/15/23^(d)			300		303,000
Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.13%, 07/01/22^(d)			7		7,052
Lennar Corp.:
6.63%, 05/01/20			130		133,412
4.88%, 12/15/23			265		271,360
5.25%, 06/01/26			143		147,469
Mattamy Group Corp., 6.50%, 10/01/25^(d)			90		91,350
Tempur Sealy International, Inc., 5.50%, 06/15/26			7		7,018

					960,661

Household Products — 0.0%
Diamond (BC) BV, 5.63%, 08/15/25	EUR		100		82,669


Independent Power and Renewable Electricity Producers — 0.5%
Calpine Corp.:
5.38%, 01/15/23	USD		866		856,257
5.75%, 01/15/25			28		27,096
5.25%, 06/01/26^(d)			734		718,454
Clearway Energy Operating LLC:
5.38%, 08/15/24			222		220,890
5.75%, 10/15/25^(d)			241		240,398
NRG Energy, Inc.:
6.63%, 01/15/27			567		603,146
5.75%, 01/15/28			31		32,356
5.25%, 06/15/29^(d)			565		580,634
TerraForm Power Operating LLC, 5.00%, 01/31/28^(d)			2		1,923

					3,281,154

Industrial Conglomerates — 0.4%
Project Spring, (Aquired 05/09/19, cost $2,245,283), 10.00%, 06/30/24^(a)(d)(i)			2,314		2,377,636


Insurance — 0.4%
Aegon NV, 5.63%^(j)(k)	EUR		200		231,272
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 8.25%, 08/01/23^(d)	USD		989		1,008,780
Assicurazioni Generali SpA(3 mo. Euribor + 7.11%), 7.75%, 12/12/42^(g)	EUR		100		130,710
Caisse Nationale de Reassurance Mutuelle Agricole Groupama, 6.00%, 01/23/27			100		133,927


Security		Par (000)		Value

Insurance (continued)
HUB International Ltd., 7.00%, 05/01/26^(d)	USD		943	$	927,346

					2,432,035

Interactive Media & Services — 0.3%
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27^(d)			230		231,438
Netflix, Inc.:
5.88%, 11/15/28			141		148,050
3.88%, 11/15/29	EUR		149		169,784
5.38%, 11/15/29^(d)	USD		344		349,160
Symantec Corp., 5.00%, 04/15/25^(d)			265		264,814
Uber Technologies, Inc., 7.50%, 11/01/23^(d)			280		292,600
United Group BV, 4.38%, 07/01/22	EUR		126		143,377

					1,599,223

IT Services — 0.4%
Banff Merger Sub, Inc.:
8.38%, 09/01/26			100		105,500
9.75%, 09/01/26^(d)	USD		1,642		1,535,270
Harland Clarke Holdings Corp., 8.38%, 08/15/22^(d)			740		629,000
Xerox Corp.:
4.80%, 03/01/35			300		245,250
6.75%, 12/15/39			4		3,866

					2,518,886

Leisure Products — 0.1%
Mattel, Inc., 6.75%, 12/31/25^(d)			802		789,737


Machinery — 0.3%
Colfax Corp.^(d):
6.00%, 02/15/24			434		448,465
6.38%, 02/15/26			226		236,170
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(d)			205		201,413
SPX FLOW, Inc., 5.88%, 08/15/26^(d)			209		215,792
Terex Corp., 5.63%, 02/01/25^(d)			355		349,054
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(d)			699		622,984

					2,073,878

Media — 4.2%
Altice Financing SA, 6.63%, 02/15/23^(d)			1,051		1,066,765
Altice France SA:
6.25%, 05/15/24^(d)			200		202,750
7.38%, 05/01/26^(d)			1,139		1,112,661
5.88%, 02/01/27	EUR		100		117,008
8.13%, 02/01/27^(d)	USD		534		533,332
Altice Luxembourg SA^(d):
7.75%, 05/15/22			304		309,320


Security		Par (000)		Value

Media (continued)
7.63%, 02/15/25	USD		540	$	497,178
10.50%, 05/15/27			361		360,729
AMC Networks, Inc., 4.75%, 08/01/25			121		118,277
CCO Holdings LLC/CCO Holdings Capital Corp.^(d):
4.00%, 03/01/23			79		78,186
5.13%, 05/01/27			1,713		1,714,071
5.00%, 02/01/28			264		261,360
5.38%, 06/01/29			492		492,930
Clear Channel International BV, 8.75%, 12/15/20^(d)			162		165,645
Clear Channel Worldwide Holdings, Inc.:
6.50%, 11/15/22			910		927,936
9.25%, 02/15/24^(d)			1,684		1,797,165
Series B, 6.50%, 11/15/22			1,823		1,859,460
CSC Holdings LLC:
5.25%, 06/01/24			799		805,232
7.75%, 07/15/25^(d)			1,345		1,430,744
10.88%, 10/15/25^(d)			1,357		1,540,263
5.50%, 05/15/26^(d)			917		930,480
5.38%, 02/01/28^(d)			400		401,000
6.50%, 02/01/29^(d)			590		623,748
Series 144S, 5.13%, 12/15/21^(d)			378		377,055
DISH DBS Corp.:
6.75%, 06/01/21			10		10,325
5.88%, 07/15/22			1,245		1,223,586
eircom Finance DAC, 3.50%, 05/15/26	EUR		100		111,553
Entercom Media Corp., 7.25%, 11/01/24^(d)	USD		31		31,697
Gray Television, Inc., 7.00%, 05/15/27^(d)			251		265,869
Hughes Satellite Systems Corp., 5.25%, 08/01/26			105		104,504
iHeartCommunications, Inc., 6.38%, 05/01/26			62		64,086
Intelsat Jackson Holdings SA:
5.50%, 08/01/23			272		243,440
8.50%, 10/15/24^(d)			927		901,507
9.75%, 07/15/25^(d)			754		759,293
Lamar Media Corp., 5.75%, 02/01/26			125		130,704
MDC Partners, Inc., 6.50%, 05/01/24^(d)			322		294,630
Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 04/15/22^(d)			531		525,212
Radiate Holdco LLC/Radiate Finance, Inc., 6.63%, 02/15/25^(d)			252		246,330
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(d)			600		591,300
Telenet Finance VI Luxembourg SCA, 4.88%, 07/15/27	EUR		90		108,029
Telesat Canada/Telesat LLC, 8.88%, 11/15/24^(d)	USD		117		126,214


Security		Par (000)		Value

Media (continued)
Tribune Media Co., 5.88%, 07/15/22	USD		189	$	191,070
Unitymedia Hessen GmbH & Co. KG/Unitymedia NRW GmbH, 3.50%, 01/15/27	EUR		100		117,301
Univision Communications, Inc.^(d):
5.13%, 05/15/23	USD		22		20,790
5.13%, 02/15/25			166		152,018
Videotron Ltd., 5.13%, 04/15/27^(d)			50		50,250
Virgin Media Finance PLC, 5.75%, 01/15/25^(d)			722		731,476
Virgin Media Secured Finance PLC, 4.88%, 01/15/27	GBP		100		126,476
WMG Acquisition Corp., 4.13%, 11/01/24	EUR		90		104,805
Ziggo Bond Co. BV:
7.13%, 05/15/24			26		30,155
6.00%, 01/15/27^(d)	USD		309		300,116
Ziggo BV, 5.50%, 01/15/27^(d)			188		183,300

					25,469,331

Metals & Mining — 1.2%
Alcoa Nederland Holding BV^(d):
7.00%, 09/30/26			270		282,825
6.13%, 05/15/28			200		201,000
Big River Steel LLC/BRS Finance Corp., 7.25%, 09/01/25^(d)			317		329,680
Constellium NV^(d):
6.63%, 03/01/25			300		304,500
5.88%, 02/15/26			926		912,110
Freeport-McMoRan, Inc.:
3.55%, 03/01/22			241		235,879
3.88%, 03/15/23			646		621,775
4.55%, 11/14/24			607		586,514
5.40%, 11/14/34			830		738,700
5.45%, 03/15/43			1,772		1,511,516
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(d)			281		261,330
Novelis Corp.^(d):
6.25%, 08/15/24			932		952,970
5.88%, 09/30/26			251		244,569
Steel Dynamics, Inc.:
5.50%, 10/01/24			138		140,552
4.13%, 09/15/25			51		50,426
thyssenkrupp AG, 2.88%, 02/22/24	EUR		64		71,508
United States Steel Corp., 6.25%, 03/15/26	USD		106		87,053

					7,532,907

Oil, Gas & Consumable Fuels — 4.4%
Antero Resources Corp.:
5.63%, 06/01/23			58		57,348
5.00%, 03/01/25			18		17,078


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(d):
10.00%, 04/01/22	USD		324	$	343,809
7.00%, 11/01/26			133		124,648
Carrizo Oil & Gas, Inc.:
6.25%, 04/15/23			214		197,950
8.25%, 07/15/25			284		276,900
Cheniere Corpus Christi Holdings LLC:
7.00%, 06/30/24			502		559,579
5.88%, 03/31/25			588		632,100
5.13%, 06/30/27			493		510,265
Cheniere Energy Partners LP:
5.63%, 10/01/26^(d)			743		752,287
Series WI, 5.25%, 10/01/25			12		12,030
Chesapeake Energy Corp.:
6.63%, 08/15/20			614		621,675
4.88%, 04/15/22			267		256,320
5.75%, 03/15/23			38		36,385
7.00%, 10/01/24			170		153,850
8.00%, 01/15/25			220		202,400
8.00%, 06/15/27			228		201,780
CNX Resources Corp., 5.88%, 04/15/22			1,522		1,459,415
CONSOL Energy, Inc., 11.00%, 11/15/25^(d)			573		620,989
Covey Park Energy LLC/Covey Park Finance Corp., 7.50%, 05/15/25^(d)			329		292,810
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.63%, 05/01/27^(d)			365		357,700
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(d)			625		598,437
DCP Midstream Operating LP:
5.38%, 07/15/25			22		22,880
5.13%, 05/15/29			244		246,135
6.45%, 11/03/36^(d)			250		256,250
6.75%, 09/15/37^(d)			226		232,780
Diamond Offshore Drilling, Inc., 4.88%, 11/01/43			617		364,030
eG Global Finance PLC:
4.38%, 02/07/25	EUR		111		121,524
6.75%, 02/07/25^(d)	USD		303		297,319
Endeavor Energy Resources LP/EER Finance, Inc.^(d):
5.50%, 01/30/26			368		375,360
5.75%, 01/30/28			307		318,129
EnLink Midstream Partners LP:
4.40%, 04/01/24			136		133,620
4.85%, 07/15/26			42		41,160
5.60%, 04/01/44			385		338,800
5.05%, 04/01/45			347		291,480
5.45%, 06/01/47			197		171,390
Ensco Rowan PLC:
5.75%, 10/01/44			342		198,360


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
4.50%, 10/01/24	USD		64	$	44,280
5.20%, 03/15/25			142		98,335
7.75%, 02/01/26			168		124,740
Extraction Oil & Gas, Inc.^(d):
7.38%, 05/15/24			235		202,100
5.63%, 02/01/26			587		460,795
Gulfport Energy Corp.:
6.63%, 05/01/23			215		197,800
6.00%, 10/15/24			48		39,600
6.38%, 01/15/26			118		96,170
Indigo Natural Resources LLC, 6.88%, 02/15/26^(d)			339		304,252
Matador Resources Co., 5.88%, 09/15/26			394		390,060
MEG Energy Corp., 6.50%, 01/15/25^(d)			503		483,987
Murphy Oil Corp.:
5.75%, 08/15/25			209		209,413
7.05%, 05/01/29			32		34,134
5.88%, 12/01/42			210		184,966
Nabors Industries, Inc., 4.63%, 09/15/21			482		463,925
NGPL PipeCo LLC^(d):
4.88%, 08/15/27			319		327,772
7.77%, 12/15/37			341		421,135
Noble Holding International Ltd.:
7.75%, 01/15/24			20		15,650
7.88%, 02/01/26^(d)			1,071		926,415
5.25%, 03/15/42			118		65,195
Northern Oil and Gas, Inc., (8.50% Cash or 1.00% PIK), 9.50%, 05/15/23^(e)			243		250,289
NuStar Logistics LP, 6.00%, 06/01/26			124		123,712
Oasis Petroleum, Inc.:
6.88%, 03/15/22			249		241,037
6.88%, 01/15/23			4		3,840
6.25%, 05/01/26^(d)			116		102,660
Pacific Drilling SA, 8.38%, 10/01/23^(d)			922		880,510
Parsley Energy LLC/Parsley Finance Corp.^(d):
6.25%, 06/01/24			132		134,805
5.38%, 01/15/25			76		75,810
5.63%, 10/15/27			558		551,036
PDC Energy, Inc.:
6.13%, 09/15/24			66		63,690
5.75%, 05/15/26			9		8,345
QEP Resources, Inc.:
5.38%, 10/01/22			730		700,800
5.25%, 05/01/23			189		178,132
5.63%, 03/01/26			198		179,190
Rowan Cos., Inc., 4.88%, 06/01/22			493		446,781
Sanchez Energy Corp.:
7.75%, 06/15/21			1,190		130,900
6.13%, 01/15/23			97		10,670


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
SESI LLC:
7.13%, 12/15/21	USD		71	$	52,895
7.75%, 09/15/24			132		87,120
Seven Generations Energy Ltd.^(d):
6.88%, 06/30/23			68		68,510
5.38%, 09/30/25			169		160,127
SM Energy Co.:
6.13%, 11/15/22			40		38,700
5.00%, 01/15/24			453		396,375
5.63%, 06/01/25			123		107,010
Southwestern Energy Co.:
6.20%, 01/23/25			195		181,290
7.50%, 04/01/26			2		1,920
7.75%, 10/01/27			184		175,720
Sunoco LP/Sunoco Finance Corp.:
5.50%, 02/15/26			96		96,960
5.88%, 03/15/28			151		153,265
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(d):
5.50%, 09/15/24			62		63,240
5.50%, 01/15/28			551		548,245
Targa Resources Partners LP/Targa Resources Partners Finance Corp.:
5.13%, 02/01/25			75		75,188
5.88%, 04/15/26			235		242,931
5.38%, 02/01/27			17		17,085
6.50%, 07/15/27^(d)			345		359,300
6.88%, 01/15/29^(d)			818		871,681
Transocean Pontus Ltd., 6.13%, 08/01/25^(d)			214		215,439
Transocean Poseidon Ltd., 6.88%, 02/01/27^(d)			365		375,494
Transocean, Inc.:
8.38%, 12/15/21			99		103,703
9.00%, 07/15/23^(d)			548		563,043
7.25%, 11/01/25^(d)			360		334,800
7.50%, 01/15/26^(d)			76		70,965
Whiting Petroleum Corp., 6.63%, 01/15/26			64		58,560
WPX Energy, Inc., 8.25%, 08/01/23			456		502,740

					26,790,209

Paper & Forest Products — 0.0%
International Paper Co., 7.30%, 11/15/39			5		6,389


Personal Products — 0.0%
Coty, Inc., 6.50%, 04/15/26^(d)			66		63,352


Pharmaceuticals — 1.4%
Bausch Health Americas, Inc.^(d):
8.50%, 01/31/27			708		743,180
9.25%, 04/01/26			231		250,130


Security		Par (000)		Value

Pharmaceuticals (continued)
Bausch Health Cos., Inc.:
5.50%, 03/01/23^(d)	USD		182	$	182,455
4.50%, 05/15/23	EUR		340		383,770
5.88%, 05/15/23^(d)	USD		256		257,280
7.00%, 03/15/24^(d)			606		632,891
6.13%, 04/15/25^(d)			37		36,052
5.50%, 11/01/25^(d)			830		834,806
9.00%, 12/15/25^(d)			457		491,846
5.75%, 08/15/27^(d)(f)			196		197,837
7.00%, 01/15/28^(d)			337		333,209
7.25%, 05/30/29^(d)			426		423,870
Charles River Laboratories International, Inc., 5.50%, 04/01/26^(d)			381		395,764
Eagle Holding Co. II LLC^(d)(e):
(7.63% Cash or 8.38% PIK), 7.63%, 05/15/22			114		114,142
(7.75% Cash), 7.75%, 05/15/22			262		263,637
Elanco Animal Health, Inc., 4.90%, 08/28/28^(d)			250		270,884
Jaguar Holding Co. II/Pharmaceutical Product Development LLC, 6.38%, 08/01/23^(d)			928		942,106
MEDNAX, Inc.^(d):
5.25%, 12/01/23			122		121,695
6.25%, 01/15/27			790		797,900
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(d)			682		659,835
Rossini Sarl, 6.75%, 10/30/25	EUR		168		199,156
Synlab Unsecured Bondco PLC, 8.25%, 07/01/23			100		116,751

					8,649,196

Real Estate Management & Development — 0.1%
ADLER Real Estate AG:
4.75%, 04/08/20			24		26,813
2.13%, 02/06/24			100		113,135
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(d)	USD		218		216,365
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27	GBP		57		80,373

					436,686

Road & Rail — 0.2%
Avis Budget Finance PLC, 4.75%, 01/30/26	EUR		100		114,098
EC Finance PLC, 2.38%, 11/15/22			100		113,181
Hertz Corp., 7.63%, 06/01/22^(d)	USD		359		363,936
Hertz Holdings Netherlands BV, 5.50%, 03/30/23	EUR		100		114,374
United Rentals North America, Inc.:
5.50%, 07/15/25	USD		2		2,045
4.63%, 10/15/25			141		138,533
5.88%, 09/15/26			137		141,966


Security		Par (000)		Value

Road & Rail (continued)
5.50%, 05/15/27	USD		324	$	326,835
5.25%, 01/15/30			182		178,360

					1,493,328

Semiconductors & Semiconductor Equipment — 0.0%
Sensata Technologies BV, 5.00%, 10/01/25^(d)			47		47,000


Software — 1.3%
CDK Global, Inc.:
4.88%, 06/01/27			505		494,269
5.25%, 05/15/29^(d)			105		104,737
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho, 10.00%, 11/30/24^(d)			1,131		1,232,790
Infor US, Inc., 6.50%, 05/15/22			1,223		1,237,126
Nuance Communications, Inc., 6.00%, 07/01/24			169		172,811
RP Crown Parent LLC, 7.38%, 10/15/24^(d)			602		626,261
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24^(d)			1,117		1,202,115
SS&C Technologies, Inc., 5.50%, 09/30/27^(d)			1,543		1,554,619
TIBCO Software, Inc., 11.38%, 12/01/21^(d)			871		921,082
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 02/01/23^(d)			369		343,170

					7,888,980

Specialty Retail — 0.4%
Asbury Automotive Group, Inc., 6.00%, 12/15/24			396		404,910
Group 1 Automotive, Inc., 5.25%, 12/15/23^(d)			69		70,121
IAA Spinco, Inc., 5.50%, 06/15/27^(d)(f)			367		372,502
L Brands, Inc.:
6.88%, 11/01/35			386		335,820
6.75%, 07/01/36			109		92,650
Staples, Inc., 7.50%, 04/15/26^(d)			1,054		1,011,956

					2,287,959

Technology Hardware, Storage & Peripherals — 0.2%
Dell International LLC/EMC Corp., 7.13%, 06/15/24^(d)			739		778,839


Security		Par (000)		Value

Technology Hardware, Storage & Peripherals (continued)
Western Digital Corp., 4.75%, 02/15/26	USD		306	$	290,170

					1,069,009

Textiles, Apparel & Luxury Goods — 0.0%
William Carter Co., 5.63%, 03/15/27^(d)			162		165,443


Thrifts & Mortgage Finance — 0.1%
Jerrold Finco PLC, 6.25%, 09/15/21	GBP		100		128,321
Nationstar Mortgage Holdings, Inc.^(d):
8.13%, 07/15/23	USD		174		173,565
9.13%, 07/15/26			139		136,131

					438,017

Utilities — 0.0%
Vistra Operations Co. LLC, 5.63%, 02/15/27^(d)			99		101,817


Wireless Telecommunication Services — 1.0%
Digicel Group Two Ltd., 8.25%, 09/30/22^(d)			108		40,314
Digicel Ltd., 6.00%, 04/15/21^(d)			1,022		855,925
Sprint Corp.:
7.88%, 09/15/23			1,205		1,292,362
7.13%, 06/15/24			1,963		2,041,520
7.63%, 02/15/25			174		184,005
7.63%, 03/01/26			452		478,894
T-Mobile USA, Inc.:
6.50%, 01/15/26			259		273,245
4.50%, 02/01/26			218		215,003
4.75%, 02/01/28			247		244,762
Wind Tre SpA, 3.13%, 01/20/25	EUR		100		109,335

					5,735,365


Total Corporate Bonds — 31.9% (Cost — $206,528,160)					192,952,255


Floating Rate Loan Interests^(h) — 111.3%

Aerospace & Defense — 2.1%
1199169 B.C. Unlimited Liability Co., 2019 Term Loan B2, (3 mo. LIBOR + 4.00%), 6.60%, 04/06/26	USD		1,965		1,968,259
Atlantic Aviation FBO, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.19%, 12/06/25^(a)			1,372		1,381,849
Dynasty Acquisition Co., Inc., 2019 Term Loan B1, (3 mo. LIBOR + 4.00%), 6.60%, 04/06/26			3,655		3,660,961
Nordam Group, Inc., Term Loan B, (LIBOR + 5.50%), 8.00%, 04/03/26^(a)			792		788,040


Security		Par (000)		Value

Aerospace & Defense (continued)
TransDigm, Inc., 2018 Term Loan F, (1 mo. LIBOR + 2.50%), 4.94%, 06/09/23	USD		4,537	$	4,455,022
WP CPP Holdings LLC, 2018 Term Loan, (3 mo. LIBOR + 3.75%, 1.00% Floor), 6.34%, 04/30/25			373		372,815

					12,626,946

Air Freight & Logistics — 0.3%
Avolon TLB Borrower 1 (US) LLC, Term Loan B3, (1 mo. LIBOR + 1.75%), 4.19%, 01/15/25			1,980		1,973,172


Airlines — 0.7%
Allegiant Travel Co., Term Loan B, (3 mo. LIBOR + 4.50%), 7.07%, 02/05/24^(a)			1,781		1,769,409
American Airlines, Inc. :
2017 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 4.45%, 10/12/21			1,472		1,465,585
Repriced TL B due 2023, (1 mo. LIBOR + 2.00%), 4.43%, 04/28/23			770		757,819

					3,992,813

Auto Components — 1.4%
Adient US LLC, Term Loan B, (LIBOR + 4.25%), 6.82%, 05/06/24			682		670,576
Panther BF Aggregator 2 LP, Term Loan B, (1 mo. LIBOR + 3.50%), 5.93%, 04/30/26			3,287		3,260,310
USI, Inc., 2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 5.60%, 05/16/24			2,948		2,862,344
Wand NewCo 3, Inc., 2019 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 5.97%, 02/05/26			1,693		1,695,116

					8,488,346

Banks — 0.1%
Capri Finance LLC, 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.25%), 5.83%, 11/01/24			788		772,541


Building Materials — 0.1%
Allied Universal HoldCo LLC, 2015 Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 07/28/22			679		659,369


Security		Par (000)		Value

Building Materials (continued)
USAGM HoldCo LLC, 2015 2nd Lien Term Loan, (1 mo. LIBOR + 8.50%, 1.00% Floor), 10.94%, 07/28/23	USD		280	$	272,236

					931,605

Building Products — 0.7%
CPG International, Inc., 2017 Term Loan, (6 mo. LIBOR + 3.75%, 1.00% Floor), 6.63%, 05/05/24^(a)			1,433		1,414,632
Jeld-Wen, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.00%), 4.60%, 12/14/24			933		926,777
Wilsonart LLC, 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 5.86%, 12/19/23			1,844		1,803,536

					4,144,945

Capital Markets — 2.2%
Duff & Phelps Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/13/25			480		466,226
EIG Management Co. LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.18%, 02/22/25			1,560		1,554,776
Fortress Investment Group LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 12/27/22			1,250		1,247,826
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 5.70%, 04/12/24^(a)			1,408		1,393,920
Jefferies Finance LLC, 2019 Term Loan, 05/21/26^(l)			1,552		1,548,601
RPI Finance Trust, Term Loan B6, (1 mo. LIBOR + 2.00%), 4.44%, 03/27/23			1,967		1,964,750
Travelport Finance (Luxembourg) Sarl^(l):
2019 2nd Lien Term Loan, 03/31/27^(a)			1,370		1,328,900
2019 Term Loan, 03/13/26			4,104		3,917,596

					13,422,595

Chemicals — 4.9%
Alpha 3 BV, 2017 Term Loan B1, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.60%, 01/31/24			5,210		5,131,812
Axalta Coating Systems US Holdings, Inc., Term Loan, (3 mo. LIBOR + 1.75%), 4.35%, 06/01/24			973		953,254
Charter NEX US Holdings, Inc. :
2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/16/24			2,709		2,652,250


Security		Par (000)		Value

Chemicals (continued)
Incremental Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 05/16/24	USD		875	$	871,937
Chemours Co., 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.19%, 04/03/25			1,603		1,559,061
Element Materials Technology Group US Holdings, Inc., 2017 Term Loan B, (6 mo. LIBOR + 3.50%, 1.00% Floor), 6.15%, 06/28/24			652		649,104
Encapsys LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 11/07/24			969		965,658
Hexion Inc, DIP Term Loan, (3 mo. LIBOR + 2.75%), 5.35%, 10/01/20			792		789,687
Invictus US LLC :
1st Lien Term Loan, (3 mo. LIBOR + 3.00%), 5.44%, 03/28/25			1,912		1,849,455
2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 9.27%, 03/25/26^(a)			390		386,100
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 5.10%, 03/01/26			3,674		3,600,520
Momentive Performance Materials, Inc., Term Loan B, (1 Week LIBOR + 3.25%), 5.65%, 04/16/24			930		925,936
Oxea Holding Drei GmbH, 2017 Term Loan B2, (3 mo. LIBOR + 3.50%), 6.13%, 10/14/24			2,445		2,438,613
Plaskolite LLC, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%, 1.00% Floor), 6.69%, 12/12/25			1,227		1,212,557
PQ Corp., 2018 Term Loan B, (3 mo. LIBOR + 2.50%), 5.08%, 02/08/25			2,589		2,574,758
Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 3.25%), 5.72%, 10/01/25			1,413		1,400,340
Tata Chemicals North America, Inc., Term Loan B, (3 mo. LIBOR + 2.75%, 1.00% Floor), 5.38%, 08/07/20			526		525,043
Vectra Co., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 03/08/25			897		857,549

					29,343,634

Commercial Services & Supplies — 6.2%
Advanced Disposal Services, Inc., Term Loan B3, (1 Week LIBOR + 2.25%), 4.64%, 11/10/23			1,862		1,857,501


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Asurion LLC :
2017 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%), 8.94%, 08/04/25	USD		2,994	$	3,040,167
2017 Term Loan B4, (1 mo. LIBOR + 3.00%), 5.44%, 08/04/22			1,658		1,651,063
2018 Term Loan B6, (1 mo. LIBOR + 3.00%), 5.44%, 11/03/23			1,646		1,639,038
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 5.44%, 11/03/24			1,950		1,939,814
BrightView Landscapes LLC, 2018 1st Lien Term Loan B, (1 mo. LIBOR + 2.50%), 5.00%, 08/15/25			2,219		2,212,929
Camelot UK Holdco Ltd., 2017 Repriced Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.68%, 10/03/23			3,692		3,686,816
Catalent Pharma Solutions, Inc., Term Loan B, (1 mo. LIBOR + 2.25%, 1.00% Floor), 4.69%, 05/20/24			924		921,461
Creative Artists Agency LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.43%, 02/15/24			3,505		3,488,606
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 6.35%, 05/09/25			485		457,426
GFL Environmental, Inc., 2018 USD Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/30/25			3,906		3,820,362
Harland Clarke Holdings Corp., Term Loan B7, (3 mo. LIBOR + 4.75%, 1.00% Floor), 7.35%, 11/03/23			760		632,355
KAR Auction Services, Inc., Term Loan B5, (3 mo. LIBOR + 2.50%), 5.13%, 03/09/23			1,122		1,118,358
Prime Security Services Borrower LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 05/02/22			1,870		1,850,172
Verscend Holding Corp., 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 6.94%, 08/27/25			5,919		5,912,605
West Corp.:
2017 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.52%, 10/10/24			2,158		2,007,839
2018 Term Loan B1, (3 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 10/10/24			1,429		1,322,010

					37,558,522

Communications Equipment — 0.8%
Avantor, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 11/21/24			2,043		2,041,659


Security		Par (000)		Value

Communications Equipment (continued)
Avaya, Inc., 2018 Term Loan B, (1 mo. LIBOR + 4.25%), 6.69%, 12/15/24	USD		1,519	$	1,485,542
Ciena Corp., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 09/26/25			1,268		1,266,023

					4,793,224

Construction & Engineering — 1.1%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (2 mo. LIBOR + 4.25%, 1.00% Floor), 6.84%, 06/21/24			3,619		3,507,244
Pike Corp., 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 03/23/25			951		952,435
Ply Gem Midco, Inc., 2018 Term Loan, (3 mo. LIBOR + 3.75%), 6.35%, 04/12/25			532		524,110
SRS Distribution, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 05/23/25			770		739,819
USIC Holdings, Inc., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 12/08/23			1,025		1,009,319

					6,732,927

Construction Materials — 1.8%
Core & Main LP, 2017 Term Loan B, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.63%, 08/01/24			3,626		3,615,525
Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 5.44%, 03/29/25			4,569		4,552,676
Foundation Building Materials LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.44%, 08/13/25^(a)			692		682,896
Tamko Building Products, Inc, Term Loan B, 04/23/26^(a)(l)			661		657,695
Xella International GmbH, 2017 EUR Term Loan B, (Euribor + 3.75%), 3.75%, 04/11/24	EUR		1,000		1,111,843

					10,620,635

Containers & Packaging — 2.4%
Berry Global, Inc. :
Term Loan Q, (1 mo. LIBOR + 2.00%), 4.45%, 10/01/22	USD		5,590		5,543,366
USD Term Loan U, 05/15/26^(l)			2,830		2,814,095
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 5.85%, 04/03/24			2,507		2,439,194


Security		Par (000)		Value

Containers & Packaging (continued)
Flex Acquisition Co., Inc. :
1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.63%, 12/29/23	USD		2,445	$	2,343,100
2018 Incremental Term Loan, (3 mo. LIBOR + 3.25%), 5.88%, 06/29/25			1,250		1,200,019

					14,339,774

Distributors — 1.1%
American Builders & Contractors Supply Co., Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 10/31/23			3,772		3,707,678
TriMark USA LLC, 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 08/28/24			3,329		2,779,868

					6,487,546

Diversified Consumer Services — 3.8%
Ascend Learning LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 07/12/24			813		804,157
Bright Horizons Family Solutions, Inc., 2017 Term Loan B, (1 mo. LIBOR + 1.75%), 4.19%, 11/07/23			2,050		2,043,408
Equian LLC, Add on Term Loan B, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 05/20/24			1,956		1,939,759
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 07/12/25			1,493		1,484,161
J.D. Power and Associates, 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 09/07/23			1,945		1,930,510
Nomad Foods Europe Midco Ltd., 2017 Term Loan B4, (1 mo. LIBOR + 2.25%), 4.69%, 05/15/24			1,132		1,120,050
Serta Simmons Bedding LLC :
1st Lien Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 11/08/23			1,119		782,287
2nd Lien Term Loan, (1 mo. LIBOR + 8.00%, 1.00% Floor), 10.44%, 11/08/24			115		56,276
ServiceMaster Co., 2016 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 11/08/23			244		244,150
ServPro Borrower LLC, Term Loan B, (1 mo. LIBOR + 3.50%), 5.94%, 03/26/26			486		484,785
Spin Holdco, Inc., 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 5.85%, 11/14/22			3,760		3,683,812


Security		Par (000)		Value

Diversified Consumer Services (continued)
TruGreen Limited Partnership, 2019 Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 03/19/26^(a)	USD		2,663	$	2,666,152
Uber Technologies, Inc. :
2018 Incremental Term Loan, (1 mo. LIBOR + 3.50%), 5.93%, 07/13/23			2,769		2,757,252
2018 Term Loan, (1 mo. LIBOR + 4.00%, 1.00% Floor), 6.45%, 04/04/25			1,585		1,580,538
Weight Watchers International, Inc., 2017 Term Loan B, (3 mo. LIBOR + 4.75%), 7.35%, 11/29/24			1,412		1,384,061

					22,961,358

Diversified Financial Services — 2.1%
AlixPartners LLP, 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 04/04/24			5,093		5,050,200
CRCI Longhorn Holdings, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 5.95%, 08/08/25^(a)			624		611,388
EG Finco Ltd., 2018 Term Loan, (3 mo. LIBOR + 4.00%), 6.60%, 02/07/25			2,441		2,394,556
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 07/03/24			1,517		1,514,140
LTI Holdings, Inc., 2018 Add On 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 09/06/25			908		862,705
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (2 mo. LIBOR + 4.25%), 6.83%, 07/30/25			1,245		1,231,903
Tank Holding Corp., 2019 Term Loan B, (3 mo. LIBOR + 4.00%), 6.44%, 03/26/26			1,215		1,217,126

					12,882,018

Diversified Telecommunication Services — 2.7%
CenturyLink, Inc. :
2017 Term Loan A, (1 mo. LIBOR + 2.75%), 5.19%, 11/01/22			1,499		1,493,166
2017 Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 01/31/25			1,905		1,851,300
Hargray Communications Group, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 05/16/24			1,600		1,584,167
Level 3 Financing, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 02/22/24			2,485		2,443,144


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
MTN Infrastructure TopCo, Inc, 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 11/15/24	USD		1,814	$	1,798,573
Sprint Communications, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 2.50%), 5.00%, 02/02/24			1,352		1,320,466
Telenet Financing USD LLC, Term Loan AN, (1 mo. LIBOR + 2.25%), 4.69%, 08/15/26			3,348		3,302,186
Telesat Canada, Term Loan B4, (3 mo. LIBOR + 2.50%), 5.11%, 11/17/23^(a)			664		655,434
Virgin Media Investment Holdings Ltd., Term Loan L, (LIBOR - GBP + 3.25%), 3.98%, 01/15/27	GBP		1,400		1,749,383

					16,197,819

Electric Utilities — 0.3%
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc., Term Loan,1.00%, 11/10/19^(a)(c)	USD		2,375		—
Vistra Energy Corp., 1st Lien Term Loan B3, (1 mo. LIBOR + 2.00%), 4.44%, 12/31/25			1,662		1,655,979

					1,655,979

Electrical Equipment — 1.0%
Gates Global LLC, 2017 Repriced Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 04/01/24			5,193		5,151,229
Sirius Computer Solutions, Inc., 2019 Term Loan B, 05/20/26^(l)			844		842,945

					5,994,174

Energy Equipment & Services — 0.6%
Gavilan Resources LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.00%, 1.00% Floor), 8.43%, 03/01/24^(a)			1,171		772,688
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 02/12/25^(a)			1,554		1,540,265
Pioneer Energy Services Corp., Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.18%, 11/08/22^(a)			770		773,850


Security		Par (000)		Value

Energy Equipment & Services (continued)
Weatherford International Ltd., Term Loan, (1 mo. LIBOR + 1.43%), 3.86%, 07/13/20	USD		565	$	561,370

					3,648,173

Entertainment — 0.3%
PCI Gaming Authority, Term Loan, 05/15/26^(l)			1,888		1,886,943


Equity Real Estate Investment Trusts (REITs) — 2.0%
Capital Automotive LP, 2017 1st Lien Term Loan, (1 mo. LIBOR + 2.50%, 1.00% Floor), 4.94%, 03/24/24			566		559,555
Iron Mountain, Inc., 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.19%, 01/02/26			2,289		2,209,997
MGM Growth Properties Operating Partnership LP, 2016 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 03/21/25			4,112		4,078,664
VICI Properties 1 LLC, Replacement Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 12/20/24			5,209		5,164,548

					12,012,764

Food & Staples Retailing — 1.7%
Albertsons LLC, Term Loan B7, (1 mo. LIBOR + 3.00%), 5.44%, 11/17/25			2,062		2,046,763
Hearthside Food Solutions LLC :
2018 Incremental Term Loan, (1 mo. LIBOR + 4.00%), 6.44%, 05/23/25			1,557		1,535,687
2018 Term Loan B, (1 mo. LIBOR + 3.68%), 6.13%, 05/23/25			696		679,217
Hostess Brands LLC, 2017 Repriced Term Loan, (1 mo. LIBOR + 2.25%), 4.69%, 08/03/22			3,448		3,414,417
US Foods, Inc., 2016 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 06/27/23			2,950		2,920,745

					10,596,829

Food Products — 2.3%
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.22%, 10/01/25			687		686,205
Chobani LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 10/10/23			2,514		2,460,707
JBS USA LUX SA, 2019 Term Loan B, (2 mo. LIBOR + 2.50%), 5.03%, 05/01/26			2,547		2,540,098


Security		Par (000)		Value

Food Products (continued)
Post Holdings, Inc., 2017 Series A Incremental Term Loan, (1 mo. LIBOR + 2.00%), 4.44%, 05/24/24	USD		1,875	$	1,865,943
Reynolds Group Holdings, Inc., 2017 Term Loan, (1 mo. LIBOR + 2.75%), 5.19%, 02/05/23			6,144		6,086,303

					13,639,256

Gas Utilities — 0.3%
AL Midcoast Holdings LLC, 2018 Term Loan B, (3 mo. LIBOR + 5.50%), 8.10%, 07/31/25			1,633		1,634,971


Health Care Equipment & Supplies — 1.7%
Agiliti Health, Inc., Term Loan, (1 mo. LIBOR + 3.00%), 5.50%, 01/04/26^(a)			790		787,037
Immucor, Inc., Extended Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.60%, 06/15/21			4,413		4,391,202
Orchid Orthopedic Solutions LLC, 1st Lien Term Loan, (1 mo. LIBOR + 4.50%), 7.10%, 02/26/26			732		735,660
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 5.70%, 06/30/25			4,522		4,365,592

					10,279,491

Health Care Providers & Services — 5.9%
AHP Health Partners, Inc., 2018 Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 06/30/25			853		852,558
CHG Healthcare Services, Inc., 2017 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 06/07/23			3,321		3,308,948
Concentra, Inc. :
2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.22%, 06/01/22^(a)			2,155		2,138,991
2018 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%, 1.00% Floor), 8.97%, 06/01/23			1,650		1,658,243
DaVita HealthCare Partners, Inc., Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 06/24/21			417		416,098
DentalCorp Perfect Smile ULC :
1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 06/06/25			736		726,605
Delayed Draw Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 06/06/25			136		133,849


Security		Par (000)		Value

Health Care Providers & Services (continued)
Diplomat Pharmacy, Inc., 2017 Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 12/20/24	USD		989	$	906,484
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/10/25			2,817		2,557,747
Gentiva Health Services, Inc. :
2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.25%, 07/02/25			1,866		1,865,597
2018 2nd Lien Term Loan, (1 mo. LIBOR + 7.00%), 9.50%, 07/02/26			930		942,808
HC Group Holdings II, Inc., Term Loan B, 05/21/26^(a)(l)			2,220		2,203,350
HCA, Inc., 2018 Term Loan B10, (1 mo. LIBOR + 2.00%), 4.44%, 03/13/25			955		954,691
LGC Science Holdings Ltd., USD Term Loan B3, (1 mo. LIBOR + 3.50%), 5.94%, 03/08/23			1,000		980,000
MPH Acquisition Holdings LLC, 2016 Term Loan B, (3 mo. LIBOR + 2.75%, 1.00% Floor), 5.35%, 06/07/23			3,861		3,771,544
nThrive, Inc., 2016 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 10/20/22			3,233		3,123,837
NVA Holdings, Inc., Term Loan B3, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/02/25			2,251		2,174,731
Radiology Partners, Inc., 2018 1st Lien Term Loan B, 07/09/25^(l)			625		625,453
ScribeAmerica Intermediate Holdco LLC, 2018 Term Loan, (1 mo. LIBOR + 4.50%), 6.97%, 04/03/25			1,280		1,265,143
Sotera Health Holdings LLC, 2017 Term Loan, 05/15/22^(l)			1,955		1,934,844
Team Health Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/06/24			1,108		996,912
Vizient, Inc., 2019 Term Loan B, (1 mo. LIBOR + 2.75%), 5.22%, 04/16/26			993		989,987
WP CityMD Bidco LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.10%, 06/07/24			906		890,023

					35,418,443

Health Care Services — 0.2%
Sound Inpatient Physicians :
2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.19%, 06/27/25			747		745,021


Security		Par (000)		Value

Health Care Services (continued)
2018 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%), 9.19%, 06/26/26	USD		418	$	415,910

					1,160,931

Health Care Technology — 1.9%
Athenahealth, Inc., 2019 Term Loan B, (3 mo. LIBOR + 4.50%), 6.95%, 02/11/26			5,342		5,330,889
Change Healthcare Holdings, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 03/01/24			2,998		2,949,176
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 5.44%, 10/10/25			1,074		1,069,809
Press Ganey Holdings, Inc :
2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 10/23/23			1,298		1,288,289
2nd Lien Term Loan, (1 mo. LIBOR + 6.50%, 1.00% Floor), 8.94%, 10/21/24			719		717,504
Quintiles IMS, Inc., 2017 Term Loan B, (3 mo. LIBOR + 2.00%), 4.60%, 03/07/24			279		278,270

					11,633,937

Hotels, Restaurants & Leisure — 7.6%
Aristocrat Technologies, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 1.75%), 4.34%, 10/19/24			1,173		1,159,152
Boyd Gaming Corp., Term Loan B3, (1 Week LIBOR + 2.25%), 4.64%, 09/15/23			1,969		1,956,325
Burger King Newco Unlimited Liability Co., Term Loan B3, (1 mo. LIBOR + 2.25%, 1.00% Floor), 4.69%, 02/16/24			4,627		4,564,353
Caesars Resort Collection LLC, 2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 12/22/24			3,762		3,731,724
CCM Merger, Inc., Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 08/08/21			640		638,417
CEC Entertainment, Inc., Term Loan B, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/14/21			1,869		1,855,843
ESH Hospitality, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 08/30/23			2,628		2,617,396


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Four Seasons Hotels Ltd., 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 4.44%, 11/30/23	USD		2,917	$	2,900,915
Golden Nugget LLC, 2017 Incremental Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 10/04/23			901		894,447
GVC Holdings PLC, 2018 Term Loan, (1 mo. LIBOR + 2.25%, 1.00% Floor), 4.69%, 03/29/24			681		679,119
Hilton Worldwide Finance LLC, Term Loan B2, (1 mo. LIBOR + 1.75%), 4.18%, 10/25/23			2,310		2,303,263
IRB Holding Corp., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/05/25			4,319		4,271,315
KFC Holding Co., 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.19%, 04/03/25			887		884,796
Lakeland Tours LLC, 2017 1st Lien Term Loan B, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.61%, 12/15/24			1,034		1,028,931
Penn National Gaming, Inc., 2018 1st Lien Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 10/15/25			647		643,694
Playa Resorts Holding BV, 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 04/29/24			1,609		1,574,341
Sabre GLBL, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 02/22/24			1,205		1,196,195
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 5.23%, 08/14/24			1,953		1,920,119
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 3.50%), 6.10%, 07/10/25			6,570		6,566,752
Station Casinos LLC, 2016 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 06/08/23			3,327		3,299,957
Wynn Resorts Ltd., Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 10/30/24			1,068		1,059,242

					45,746,296

Household Products — 0.3%
Energizer Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 4.75%, 12/17/25			648		644,323


Security		Par (000)		Value

Household Products (continued)
SIWF Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 6.68%, 06/15/25^(a)	USD		1,042	$	1,000,440

					1,644,763

Independent Power and Renewable Electricity Producers — 0.7%
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 01/15/25			498		493,766
Calpine Corp., Term Loan B9, (3 mo. LIBOR + 2.75%), 5.34%, 04/05/26			1,952		1,941,147
Granite Acquisition, Inc.:
Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.09%, 12/19/21			1,607		1,605,780
Term Loan C, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.10%, 12/19/21			197		196,568

					4,237,261

Industrial Conglomerates — 1.3%
Cortes NP Acquisition Corp., 2017 Term Loan B, (1 mo. LIBOR + 4.00%, 1.00% Floor), 6.44%, 11/30/23^(a)			3,539		3,326,352
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.49%, 11/28/21			1,948		1,913,537
Sundyne US Purchaser, Inc., Term Loan, (1 mo. LIBOR + 4.00%), 6.44%, 05/15/26^(a)			2,455		2,448,863

					7,688,752

Insurance — 3.7%
Achilles Acquisition LLC, 2018 Term Loan, (1 mo. LIBOR + 4.00%), 6.50%, 10/03/25			705		702,356
Alliant Holdings I, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.43%, 05/09/25			2,851		2,774,890
Alliant Holdings Intermediate LLC, Term Loan B, 05/09/25^(l)			1,970		1,942,085
AmWINS Group, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 01/25/24			2,626		2,600,736
AssuredPartners, Inc., 2017 1st Lien Add-On Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 10/22/24			3,107		3,069,166
Davis Vision, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 12/02/24			681		664,981


Security		Par (000)		Value

Insurance (continued)
Hub International Ltd., 2018 Term Loan B, (2 mo. LIBOR + 3.00%), 5.34%, 04/25/25	USD		2,578	$	2,508,360
Sedgwick Claims Management Services, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 12/31/25			6,964		6,856,655
Stratose Intermediate Holdings II LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 06/22/23			1,112		1,102,984

					22,222,213

Interactive Media & Services — 1.0%
Go Daddy Operating Co. LLC, 2017 Repriced Term Loan, (1 mo. LIBOR + 2.00%), 4.44%, 02/15/24			2,587		2,580,794
Inmar Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.60%, 05/01/24			793		746,812
Rackspace Hosting, Inc., 2017 Incremental 1st Lien Term Loan, (2 mo. LIBOR + 3.00%, 1.00% Floor), 5.52%, 11/03/23			1,596		1,474,398
TierPoint LLC, 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 05/06/24			1,365		1,265,362

					6,067,366

IT Services — 4.1%
Access CIG LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 02/27/25			605		601,439
Altran Technologies SA, 1st Lien Term Loan, (3 mo. LIBOR + 2.25%), 4.88%, 03/20/25			624		617,463
Epicor Software Corp., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 06/01/22			1,420		1,412,900
Evertec Group LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 5.94%, 11/27/24			1,077		1,075,501
First Data Corp., 2024 Term Loan, (1 mo. LIBOR + 2.00%), 4.44%, 04/26/24			6,176		6,164,524
Flexential Intermediate Corp., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.50%), 6.10%, 08/01/24			1,624		1,498,446
Global Payments, Inc. :
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.19%, 04/21/23			970		969,081
2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.19%, 10/17/25			324		323,581


Security		Par (000)		Value

IT Services (continued)
Greeneden US Holdings II LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 12/01/23	USD		1,406	$	1,390,850
Optiv Security, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/01/24			783		727,433
Peak 10 Holding Corp., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 9.83%, 08/01/25			1,246		1,034,180
TKC Holdings, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.19%, 02/01/23			918		910,194
Trans Union LLC :
2018 Term Loan B4, (1 mo. LIBOR + 2.00%), 4.44%, 06/19/25			1,297		1,292,566
Term Loan B3, (1 mo. LIBOR + 2.00%), 4.44%, 04/10/23			2,297		2,289,501
WEX, Inc., Term Loan B3, (1 mo. LIBOR + 2.25%), 4.69%, 05/15/26			2,256		2,238,459
Worldpay LLC, 2018 1st Lien Term Loan B4, (1 mo. LIBOR + 1.75%), 4.15%, 08/09/24			2,091		2,089,281

					24,635,399

Leisure Products — 0.1%
MND Holdings III Corp., 2018 1st Lien Term Loan, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.10%, 06/19/24			796		784,389


Life Sciences Tools & Services — 0.1%
Albany Molecular Research, Inc.:
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 08/30/24			293		285,483
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.00%, 1.00% Floor), 9.44%, 08/30/25			75		74,250

					359,733

Machinery — 1.4%
Clark Equipment Co., 2018 Term Loan B, (3 mo. LIBOR + 2.00%), 4.60%, 05/18/24			806		796,678
Gardner Denver, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 07/30/24			2,307		2,305,701
Terex Corp., 2019 Term Loan B1, (1 mo. LIBOR + 2.75%), 5.19%, 01/31/24			389		388,759
Titan Acquisition Ltd., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.44%, 03/28/25			4,007		3,842,080


Security		Par (000)		Value

Machinery (continued)
Welbilt, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 10/23/25	USD		1,166	$	1,152,536

					8,485,754

Media — 7.8%
Altice Financing SA :
2017 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.18%, 01/31/26			1,363		1,302,082
2017 Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 07/15/25			256		244,764
Altice France SA, 2018 Term Loan B13, (1 mo. LIBOR + 4.00%), 6.44%, 08/14/26			2,043		1,984,353
Charter Communications Operating LLC, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 04/30/25			3,654		3,645,267
CSC Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 01/25/26			1,589		1,569,088
Cumulus Media New Holdings, Inc., Exit Term Loan, 05/15/22^(l)			1,584		1,576,830
EW Scripps Co., Incremental Term Loan B, (1 mo. LIBOR + 2.75%), 5.24%, 04/04/26			1,232		1,228,156
Gray Television, Inc., 2018 Term Loan C, (1 mo. LIBOR + 2.50%), 4.98%, 01/02/26			1,716		1,706,847
iHeart Communications, Inc., Exit Term Loan, 05/01/26^(l)			3,440		3,440,963
Intelsat Jackson Holdings SA, 2017 Term Loan B4, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.93%, 01/02/24			1,964		1,962,789
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 12/01/23			1,534		1,527,799
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 03/24/25			1,715		1,702,310
Meredith Corp., 2018 Term Loan B, (LIBOR + 2.75%), 5.19%, 01/31/25			925		854,509
MH Sub I LLC, 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.18%, 09/13/24			795		787,957
PSAV Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 5.74%, 03/01/25			1,169		1,135,780


Security		Par (000)		Value

Media (continued)
Radiate Holdco LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 5.44%, 02/01/24	USD		2,487	$	2,448,431
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.43%, 09/28/23			4,109		4,096,305
Tribune Media Co., Term Loan C, (1 mo. LIBOR + 3.00%), 5.44%, 01/27/24			3,113		3,108,608
Unitymedia Finance LLC :
Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 09/30/25			2,300		2,287,212
USD Term Loan D, (1 mo. LIBOR + 2.25%), 4.69%, 01/15/26			160		158,974
Unitymedia Hessen GmbH & Co. KG, 2018 Term Loan E, (1 mo. LIBOR + 2.00%), 4.44%, 06/01/23			933		928,571
Univision Communications, Inc., Term Loan C5, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 03/15/24			816		772,717
Virgin Media Bristol LLC, 2017 Term Loan, (1 mo. LIBOR + 2.50%), 4.94%, 01/15/26			2,396		2,372,951
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 5.36%, 05/18/25			4,032		3,901,321
Ziggo Secured Finance Partnership, Term Loan E, (1 mo. LIBOR + 2.50%), 4.94%, 04/15/25			2,578		2,512,311

					47,256,895

Metals & Mining — 0.4%
Ball Metalpack LLC, 2018 1st Lien Term Loan B, (3 mo. LIBOR + 4.50%), 7.02%, 07/24/25			762		761,287
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 03/08/24			1,858		1,850,023

					2,611,310

Multiline Retail — 0.5%
Eyemart Express LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.43%, 08/04/24			921		914,068
Harbor Freight Tools USA, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.50%), 4.94%, 08/18/23			1,471		1,425,686
Hudson’s Bay Co., 2015 Term Loan B, (2 mo. LIBOR + 3.25%, 1.00% Floor), 5.81%, 09/30/22			574		563,866


Security		Par (000)		Value

Multiline Retail (continued)
Neiman Marcus Group Ltd. LLC, 2020 Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.72%, 10/25/20	USD		492	$	442,570

					3,346,190

Oil & Gas Equipment & Services — 0.3%
McDermott Technology Americas, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 1.00% Floor), 7.44%, 05/10/25			1,713		1,660,478


Oil, Gas & Consumable Fuels — 0.9%
BCP Raptor II LLC, 1st Lien Term Loan, (1 mo. LIBOR + 4.75%), 7.19%, 11/03/25			1,002		969,435
California Resources Corp., Second Out Term Loan, (1 mo. LIBOR + 10.37%, 1.00% Floor), 12.80%, 12/31/21			1,088		1,095,312
CONSOL Energy, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 09/27/24			1,252		1,243,649
Edgewater Generation LLC :
Add on Term Loan B, 12/13/25^(a)(l)			565		562,881
Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 12/13/25			956		953,933
EG Group Ltd., 2018 Term Loan B, (3 mo. LIBOR + 4.00%), 6.60%, 02/07/25			733		718,556

					5,543,766

Personal Products — 0.2%
Prestige Brands, Inc., Term Loan B4, (1 mo. LIBOR + 2.00%), 4.44%, 01/26/24			1,111		1,100,763


Pharmaceuticals — 3.9%
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 6.00%, 05/04/25			2,940		2,912,335
Catalent Pharma Solutions, Inc., Incremental Term Loan B, (1 mo. LIBOR + 2.25%), 4.68%, 05/18/26			1,770		1,766,318
Endo Luxembourg Finance Co. I Sarl, 2017 Term Loan B, (1 mo. LIBOR + 4.25%), 6.75%, 04/29/24			2,721		2,620,768
Grifols Worldwide Operations USA, Inc., 2017 Acquisition Term Loan, (1 Week LIBOR + 2.25%), 4.64%, 01/31/25			3,143		3,126,577
Jaguar Holding Co. II, 2018 Term Loan, (1 mo. LIBOR + 2.50%, 1.00% Floor), 4.94%, 08/18/22			5,446		5,379,311


Security		Par (000)		Value

Pharmaceuticals (continued)
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.47%, 06/02/25	USD		7,726	$	7,696,104

					23,501,413

Professional Services — 1.6%
Cast and Crew Payroll LLC, 2019 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 6.44%, 02/09/26			2,490		2,501,828
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 5.00%), 7.43%, 02/01/26			4,557		4,545,608
Information Resources, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 7.02%, 12/01/25			592		583,940
ON Assignment, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 04/02/25			1,012		1,008,999
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 8.10%, 08/04/25^(a)			962		945,533

					9,585,908

Real Estate Management & Development — 2.0%
CityCenter Holdings LLC, 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 04/18/24			4,019		3,976,849
DTZ US Borrower LLC, 2018 Add On Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 08/21/25			3,527		3,514,724
Forest City Enterprises LP, Term Loan B, (1 mo. LIBOR + 4.00%), 6.44%, 12/07/25			2,519		2,523,926
Realogy Corp., 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 4.69%, 02/08/25			858		816,698
SMG Holdings, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 5.44%, 01/23/25			1,305		1,292,208

					12,124,405

Road & Rail — 0.1%
Moda Ingleside Energy Center LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 09/29/25			885		884,508


Semiconductors & Semiconductor Equipment — 0.3%
Microchip Technology, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 05/29/25			427		425,477


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
NEO Technology, Inc, Term Loan B, (1 mo. LIBOR + 5.00%, 1.00% Floor), 7.44%, 04/30/26^(a)	USD		1,383	$	1,376,085

					1,801,562

Software — 15.1%
Applied Systems, Inc :
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.00%,1.00% Floor), 5.44%, 09/19/24			2,598		2,581,589
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.00%, 1.00% Floor), 9.44%, 09/19/25			470		472,988
BMC Software Finance, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%), 6.85%, 10/02/25			3,032		2,975,098
Cypress Intermediate Holdings III, Inc.,:
2017 1st Lien Term Loan, (1 mo. LIBOR + 2.75%,1.00% Floor), 5.19%, 04/26/24			1,204		1,196,040
2017 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 1.00% Floor), 9.19%, 04/27/25			740		742,775
Dell, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 4.44%, 09/07/23			1,973		1,961,259
Digicel International Finance Ltd., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 5.78%, 05/28/24			343		307,520
DTI Holdco, Inc., 2018 Term Loan B, (2 mo. LIBOR + 4.75%, 1.00% Floor), 7.33%, 09/30/23			1,098		1,015,403
Financial & Risk US Holdings, Inc. :
2018 EUR Term Loan, (EURIBOR + 4.00%), 4.00%, 10/01/25	EUR		968		1,079,894
2018 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/01/25	USD		8,740		8,514,657
Infor (US), Inc., Term Loan B6, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/01/22			7,927		7,892,957
Informatica Corp., 2018 Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 08/05/22			5,174		5,167,986
Kronos, Inc. :
2017 Term Loan B, (3 mo. LIBOR + 3.00%,1.00% Floor), 5.58%, 11/01/23			6,130		6,110,056
2nd Lien Term Loan, (3 mo. LIBOR + 8.25%,1.00% Floor), 10.83%, 11/01/24			2,510		2,582,162


Security		Par (000)		Value

Software (continued)
McAfee LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.18%, 09/30/24	USD		4,420	$	4,413,021
Mitchell International, Inc. :
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 11/29/24			4,638		4,417,667
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 9.69%, 12/01/25			887		854,897
Renaissance Holding Corp., 2018 Add On Term Loan, (2 mo. LIBOR + 3.25%), 5.73%, 05/30/25			600		587,204
RP Crown Parent LLC, 2016 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 10/12/23			1,277		1,266,623
Severin Acquisition LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.25%), 5.82%, 08/01/25^(a)			847		834,174
SolarWinds Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 02/05/24			5,168		5,123,296
Solera LLC, Term Loan B, (1 mo. LIBOR + 2.75%), 5.19%, 03/03/23			3,519		3,492,090
Sophia LP, 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 5.85%, 09/30/22			6,854		6,810,683
SS&C Technologies Holdings Europe Sarl, 2018 Term Loan B4, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			762		756,837
SS&C Technologies, Inc. :
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 4.69%, 07/08/22			1,066		1,062,780
2018 Term Loan B3, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			1,087		1,079,409
2018 Term Loan B5, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25			4,818		4,786,252
Tempo Acquisition LLC, Term Loan, (1 mo. LIBOR + 3.00%), 5.44%, 05/01/24			2,982		2,966,262
Tibco Software, Inc., Repriced Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 12/04/20			5,059		5,048,542
Ultimate Software Group, Inc., Term Loan B, (3 mo. LIBOR + 3.75%), 6.27%, 05/04/26			3,393		3,393,000
Vertafore, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 07/02/25			2,060		1,981,371

					91,474,492


Security		Par (000)		Value

Specialty Retail — 1.2%
Belron Finance US LLC :
Term Loan B, (3 mo. LIBOR + 2.50%), 5.07%, 11/07/24	USD		1,469	$	1,463,950
Term Loan B, (3 mo. LIBOR + 2.50%), 5.04%, 11/13/25			2,044		2,038,768
IAA Spinco, Inc., Term Loan B, 05/22/26^(a)(l)			971		973,002
Leslie’s Poolmart, Inc., 2018 Term Loan, (2 mo. LIBOR + 3.50%, 1.00% Floor), 5.98%, 08/16/23			1,356		1,313,619
Midas Intermediate Holdco II LLC, Incremental Term Loan B, 08/18/21^(a)(l)			630		611,100
Research Now Group, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 5.50%, 1.00% Floor), 8.08%, 12/20/24			1,165		1,157,676

					7,558,115

Technology Hardware, Storage & Peripherals — 0.6%
Western Digital Corp., 2018 Term Loan B4, (3 mo. LIBOR + 1.75%), 4.19%, 04/29/23^(a)			3,877		3,760,875


Textiles, Apparel & Luxury Goods — 0.5%
Ascend Performance Materials Operations LLC, Term Loan B, (2 mo. LIBOR + 5.25%, 1.00% Floor), 7.79%, 08/12/22			2,438		2,434,542
Varsity Brands, Inc., 2017 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 5.94%, 12/15/24			479		470,440

					2,904,982

Thrifts & Mortgage Finance — 0.6%
IG Investment Holdings LLC, 2018 1st Lien Term Loan, (2 mo. LIBOR + 4.00%, 1.00% Floor), 6.60%, 05/23/25			3,985		3,959,480


Trading Companies & Distributors — 1.0%
Beacon Roofing Supply, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 4.70%, 01/02/25			1,418		1,400,607
HD Supply, Inc., Term Loan B5, (1 mo. LIBOR + 1.75%), 4.19%, 10/17/23			4,157		4,149,110
Oxbow Carbon LLC, 2017 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%), 6.19%, 01/04/23			363		362,812


Security		Par (000)		Value

Trading Companies & Distributors (continued)
United Rentals, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.19%, 10/31/25	USD		266	$	265,740

					6,178,269

Transportation — 0.2%
Safe Fleet Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.47%, 02/01/25			987		957,542


Utilities — 0.1%
ExGen Renewables IV LLC, Term Loan B, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.53%, 11/28/24			516		489,613


Wireless Telecommunication Services — 1.0%
Geo Group, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.43%, 03/22/24			1,475		1,415,904
Ligado Networks LLC, PIK Exit Term Loan (9.75% PIK), 0.00%, 12/07/20^(e)			1,923		1,410,057
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 4.44%, 04/11/25			3,430		3,376,247

					6,202,208


Total Floating Rate Loan Interests — 111.3% (Cost — $679,785,337)					672,607,011


		Shares

Investment Companies — 2.2%

Diversified Financial Services — 2.2%
Invesco Senior Loan ETF			593,368		13,433,851


Total Investment Companies — 2.2% (Cost — $13,408,876)					13,433,851


		Beneficial Interest (000)

Other Interests^(a)(b)(m) — 0.0%

IT Services — 0.0%
Millennium Corp.	USD		1,156		—
Millennium Lender Claims			1,084		—


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


Security		Par (000)		Value

Preferred Securities — 1.4%

Capital Trusts — 1.0%

Banks — 0.4%
Banco de Sabadell SA, 6.50%^(g)(k)	EUR		200	$	211,030
Bankia SA, 6.38%^(j)(k)			200		221,777
Cooperatieve Rabobank UA, 6.63%^(g)(k)			200		243,669
Hongkong & Shanghai Banking Corp. Ltd., Series 3H, 2.81%^(k)(h)	USD		100		73,700
ING Groep NV, 6.75%^(j)(k)			200		200,000
Intesa Sanpaolo SpA, 7.00%^(g)(k)	EUR		200		227,005
Wells Fargo & Co., Series U, 5.88%^(g)(k)	USD		840		890,476

					2,067,657

Capital Markets^(k) — 0.0%
Goldman Sachs Group, Inc., Series P, 5.00%^(j)			182		171,220


Diversified Financial Services^(k) — 0.6%
Bank of America Corp.^(g)
Series AA, 6.10%			752		805,655
Series DD, 6.30%			155		169,725
Series X, 6.25%			350		374,150
Series Z, 6.50%			232		252,300
HBOS Capital Funding LP, 6.85%			200		202,108
HSBC Holdings PLC, 6.00%^(g)			600		591,150
JPMorgan Chase & Co.^(g)
Series 1, 6.05%			76		75,929
Series V, 5.00%			780		777,075
LeasePlan Corp. NV, 7.38%^(g)	EUR		200		224,546
Royal Bank of Scotland Group PLC, 8.63%^(g)	USD		246		259,530
Telefonica Europe BV, 4.38%^(j)	EUR		100		115,290

					3,847,458

Electric Utilities — 0.0%
RWE AG, 2.75%, 04/21/75^(g)			10		11,290


Media^(g) — 0.0%
SES SA, 5.63%^(k)			100		120,317


Total Capital Trusts — 1.0% (Cost — $6,166,082)					6,217,942


Security	Shares		Value

Preferred Stocks — 0.1%

Capital Markets^(g)(k) — 0.1%
Goldman Sachs Group, Inc., Series J, 5.50%		13,550	$	350,132


Total Preferred Stocks — 0.1% (Cost — $338,750)				350,132


Trust Preferreds — 0.3%

Diversified Financial Services — 0.3%
GMAC Capital Trust I, Series 2, 8.30%, 02/15/40^(g)		59,219		1,529,035


Total Trust Preferreds — 0.3% (Cost — $1,547,459)				1,529,035


Total Preferred Securities — 1.4% (Cost — $8,052,291)				8,097,109


Warrants — 0.0%

Metals & Mining — 0.0%
AFGlobal Corp. (Expires 12/20/20)^(a)		5,283		—


Security	Shares		Value

Software — 0.0%
HMH Holdings/EduMedia (Issued/exercisable 03/09/10, 19 Shares for 1 Warrant, Expires 06/22/19, Strike Price $42.27)^(a)		3,049	$	—


Transportation Infrastructure — 0.0%
Turbo Cayman Ltd. (Strike Price $0.01)^(a)		1		—


Total Warrants — 0.0% (Cost — $31)				—


Total Long-Term Investments — 147.3% (Cost — $929,130,503)				889,977,488


Options Purchased — 0.0% (Cost — $67,261)				2,525


Total Investments — 147.3% (Cost — $929,197,764)				889,980,013

Liabilities in Excess of Other Assets — (47.3)%				(285,766,637	)


Net Assets — 100.0%			$	604,213,376

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.

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investments and derivative financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of investments and derivative financial instruments, refer to the Fund’s most recent financial statements as contained in its annual report.

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

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial reporting purposes. As of period end, Bank borrowings payable of $270,000,000 is categorized as Level 2 within the disclosure hierarchy.

A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the 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 following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) to determine the value of certain of the Fund’s Level 3 investments as of period end. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of $40,290,537. A significant change in the third party information could result in a significantly lower or higher value of such Level 3 investments.



Affiliate	Shares Held at 02/28/19	Net Activity		Shares Held at 05/31/19		Value at 05/31/19		Income		Net Realized Gain (Loss) ^(a)		Change in Unrealized Appreciation (Depreciation)

BlackRock Liquidity Funds, T-Fund, Institutional Class*	3,616,393	(3,616,393	)	—	$	—	$	8,095	$	—	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)	Value/ Unrealized Appreciation (Depreciation)
Long Contracts:
Euro Stoxx 50 Index		1		06/21/19	$ 37	$	780
Euro Stoxx 600 Index		1		06/21/19	7		(220	)

							560

Short Contracts:
Euro Bund		1		06/06/19	188		(6,179	)
Euro-BOBL		1		06/06/19	150		(2,157	)
Long Gilt		1		09/26/19	164		(64	)

							(8,400	)

						$	(7,840	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
EUR	9,713,000	USD	10,827,955	HSBC Bank USA N.A.		06/05/19	$	23,810
GBP	2,693,000	USD	3,386,448	JPMorgan Chase Bank N.A.		06/05/19		18,346
USD	217,972	EUR	195,000	HSBC Bank USA N.A.		06/05/19		110
USD	15,900,357	EUR	14,131,000	HSBC Bank USA N.A.		06/05/19		112,620
USD	330,792	EUR	294,000	State Street Bank and Trust Co.		06/05/19		2,323
USD	5,797,589	GBP	4,430,000	Citibank N.A.		06/05/19		196,684

								353,893

EUR	4,788,900	USD	5,371,493	Goldman Sachs International		06/05/19		(21,136	)
USD	10,853,870	EUR	9,713,000	HSBC Bank USA N.A.		07/03/19		(23,788	)
USD	3,391,435	GBP	2,693,000	JPMorgan Chase Bank N.A.		07/03/19		(18,324	)

								(63,248	)

	Net Unrealized Appreciation						$	290,645


Description	Number of Contracts		Exercise Date		Exercise Price		Notional Amount (000)		Value
Call
Health Care Select Sector SPDR		140		06/21/19	USD	92.00	USD	1,222	$	1,260
SPDR S&P 500 ETF Trust		95		06/21/19	USD	305.00	USD	2,615		143
SPDR S&P 500 ETF Trust		285		06/21/19	USD	299.00	USD	7,845		427
iShares iBoxx USD High Yield Corporate Bond ETF		190		06/21/19	USD	87.00	USD	1,613		475
Liberty Global PLC		22		07/19/19	USD	30.00	USD	55		220

									$	2,525


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)
Casino Guichard Perrachon SA	1.00	%	Quarterly	JPMorgan Chase Bank N.A.	06/20/23	B	EUR	10	$	(1,956	)	$	(834	)	$	(1,122	)
Casino Guichard Perrachon SA	1.00		Quarterly	Bank of America N.A.	06/20/23	B	EUR	9		(1,809	)		(1,190	)		(619	)
Casino Guichard Perrachon SA	1.00		Quarterly	Citibank N.A.	06/20/23	B	EUR	21		(4,058	)		(2,517	)		(1,541	)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/23	B	EUR	5		(1,064	)		(600	)		(464	)
Casino Guichard Perrachon SA	1.00		Quarterly	Citibank N.A.	06/20/23	B	EUR	9		(1,772	)		(1,066	)		(706	)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/23	B	EUR	9		(1,774	)		(1,067	)		(707	)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/23	B	EUR	4		(710	)		(400	)		(310	)
Casino Guichard Perrachon SA	1.00		Quarterly	Barclays Bank PLC	06/20/23	B	EUR	6		(1,132	)		(613	)		(519	)
Thomas Cook Finance 2 PLC	5.00		Quarterly	Goldman Sachs International	06/20/23	B	EUR	35		(23,410	)		3,810			(27,220	)
Casino Guichard Perrachon SA	1.00		Quarterly	Goldman Sachs International	12/20/23	B	EUR	40		(8,597	)		(5,832	)		(2,765	)
CenturyLink, Inc.	1.00		Quarterly	Barclays Bank PLC	12/20/23	B+	USD	170		(16,188	)		(11,980	)		(4,208	)
Chesapeake Energy Corp.	5.00		Quarterly	Barclays Bank PLC	12/20/23	B+	USD	168		(16,369	)		295			(16,664	)
Chesapeake Energy Corp.	5.00		Quarterly	Barclays Bank PLC	12/20/23	B+	USD	478		(46,573	)		4,228			(50,801	)
Garfunkelux Holdco 2 SA	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/23	B	EUR	9		(2,118	)		(57	)		(2,061	)
Garfunkelux Holdco 2 SA	5.00		Quarterly	Credit Suisse International	12/20/23	B	EUR	16		(4,023	)		287			(4,310	)
Tesco PLC	1.00		Quarterly	Citibank N.A.	12/20/23	B	EUR	50		(161	)		(676	)		515
CenturyLink, Inc.	1.00		Quarterly	Barclays Bank PLC	06/20/25	B+	USD	185		(29,893	)		(30,080	)		187
Virgin Media, Inc.	5.00		Quarterly	Credit Suisse International	12/20/25	B	EUR	30		5,843			4,890			953

									$	(155,764	)	$	(43,402	)	$	(112,362	)


	Level 1			Level 2			Level 3			Total
Assets:
Investments:
Long-Term Investments:
Common Stocks	$	16,320		$	95,008		$	2,775,934		$	2,887,262
Corporate Bonds		—			182,351,195			10,601,060			192,952,255
Floating Rate Loan Interests		—			634,815,110			37,791,901			672,607,011
Investment Companies		13,433,851			—			—			13,433,851
Other Interests		—			—			0	^(a)		0	^(a)
Preferred Securities		1,879,167			6,217,942			—			8,097,109
Warrants		—			—			0	^(a)		0	^(a)
Options Purchased :
Equity contracts		2,525			—			—			2,525
Liabilities:
Unfunded Floating Rate Loan Interests^(b)		—			(688	)		—			(688	)

	$	15,331,863		$	823,478,567		$	51,168,895		$	889,979,325

Derivative Financial Instruments^(c)
Assets:
Forward foreign currency contracts	$	—		$	353,893		$	—		$	353,893
Credit contracts		—			2,323			—			2,323
Equity contracts		780			—			—			780
Liabilities:
Forward foreign currency exchange contracts		—			(63,248	)		—			(63,248	)
Credit contracts		—			(114,017	)		—			(114,017	)
Equity contracts		(220	)								(220	)
Interest rate contracts		(8,400	)		—			—			(8,400	)

	$	(7,840	)	$	178,951		$	—		$	171,111


	Common Stocks			Corporate Bonds		Floating Rate Loan Interests			Other Interests			Warrants			Purchased Options			Total
Assets:
Opening balance, as of February 28, 2019	$	3,075,400		$	8,149,827	$	42,349,614		$	0	^(a)	$	0	^(a)	$	—		$	53,574,841
Transfers into Level 3^(b)		—			—		13,294,481			—			—			—			13,294,481
Transfers out of Level 3^(c)		—			—		(27,055,626	)		—			—			—			(27,055,626	)
Accrued discounts/premiums		—			703		3,677			—			—			—			4,380
Net realized gain (loss)		—			—		5,238			—			—			(5,867	)		(629	)
Net change in unrealized appreciation (depreciation)^(c)		(299,466	)		1,842		(324,152	)		—			—			5,867			(615,909	)
Purchases		—			2,448,688		14,984,742			—			—			—			17,433,430
Sales		—			—		(5,466,073	)		—			—			—			(5,466,073	)

Closing balance, as of May 31, 2019	$	2,775,934		$	10,601,060	$	37,791,901		$	0	^(a)	$	0	^(a)	$	—		$	51,168,895

Net change in unrealized appreciation (depreciation) on investments still held at May 31, 2019^(d)	$	(299,466	)	$	1,842	$	(319,846	)	$	—		$	—		$	—		$	(617,470	)