EX-BHK


Security		Par (000)		Value

Asset-Backed Securities — 7.0%

Asset-Backed Securities — 7.0%
ALM VI Ltd.^(a)(b):
5.30%, 07/15/26	USD		1,000	$	991,053
Series 2012-6A, Class BR3, 4.35%, 07/15/26			1,000		991,612
ALM XII Ltd., Series 2015-12A, Class C1R2, 5.43%, 04/16/27^(a)			545		545,004
ALM XVI Ltd./ALM XVI LLC, Series 2015-16A, Class CR2, 5.30%, 07/15/27^(a)(b)			2,080		2,066,639
Anchorage Capital CLO Ltd.^(a):
Series 2013-1A, Class CR, 5.80%, 10/13/30^(b)			720		722,892
Series 2016-8A, Class DR, 5.58%, 07/28/28^(b)			1,000		993,350
Series 2016-9A, Class D, (3 mo. LIBOR US + 4.00%), 6.60%, 01/15/29^(c)			650		649,339
Battalion CLO X Ltd., Series 2016-10A, Class CR, 5.98%, 01/24/29^(a)(b)			1,000		1,000,030
Bowman Park CLO Ltd., Series 2014-1A, Class D2R, (3 mo. LIBOR US + 3.35%), 5.87%, 11/23/25^(a)(c)			3,000		3,000,050
Burnham Park CLO Ltd., Series 2016-1A, Class ER, 7.99%, 10/20/29^(a)(b)			1,000		945,904
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.35%), 5.88%, 08/14/30^(a)(c)			1,000		984,959
Countrywide Asset-Backed Certificates, Series 2006-13, Class 3AV2, (1 mo. LIBOR US + 0.15%), 2.58%, 01/25/37^(c)			88		87,973
DCP Rights LLC, Series 2014-1A, Class A, 5.46%, 10/25/44^(a)			3,744		3,895,482
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR, 3.57%, 04/15/31^(a)(b)			2,550		2,521,018
Dryden 64 CLO Ltd., Series 2018-64A, Class D, 5.43%, 04/18/31^(a)			1,250		1,204,802
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 5.67%, 08/15/30^(a)(c)			1,000		1,000,972
Galaxy CLO XXIX Ltd., Series 2018-29A, Class D, 4.92%, 11/15/26^(a)(b)			805		792,913
Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 6.20%, 07/18/29^(a)(c)			1,000		986,533
Limerock CLO III LLC, Series 2014-3A, Class C, (3 mo. LIBOR US + 3.60%), 6.19%, 10/20/26^(a)(c)			3,750		3,636,283


Security		Par (000)		Value

Asset-Backed Securities (continued)
Madison Park Funding X Ltd., Series 2012-10A^(a)(c):
Class ER, (3 mo. LIBOR US + 7.62%), 10.21%, 01/20/29	USD		250	$	249,497
Class ER2, (3 mo. LIBOR US + 6.40%), 8.84%, 01/20/29^(d)(e)			250		250,000
Madison Park Funding XV Ltd., Series 2014-15A, Class B1R, (3 mo. LIBOR US + 2.20%), 4.78%, 01/27/26^(a)(c)			1,800		1,802,601
Nelnet Student Loan Trust, Series 2006-1, Class A5, (3 mo. LIBOR US + 0.11%), 2.63%, 08/23/27^(c)			271		270,689
Neuberger Berman CLO XV, Series 2013-15A, Class DR, 5.65%, 10/15/29^(a)(b)			1,000		991,818
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, 5.34%, 01/22/30^(a)(b)			500		484,426
OHA Credit Partners XIII Ltd., Series 2016-13A, Class E, (3 mo. LIBOR US + 7.15%), 9.74%, 01/21/30^(a)(c)			595		596,057
OHA Loan Funding Ltd., Series 2016-1A, Class D, (3 mo. LIBOR US + 3.75%), 6.34%, 01/20/28^(a)(c)			2,500		2,497,487
OneMain Financial Issuance Trust, Series 2015-2A, Class C, 4.32%, 07/18/25^(a)			2,107		2,109,207
OZLM Funding III Ltd., Series 2013-3A, Class BR, (3 mo. LIBOR US + 3.00%), 5.59%, 01/22/29^(a)(c)			1,500		1,501,227
OZLM VIII Ltd., Series 2014-8A, Class CRR, 5.74%, 10/17/29^(a)(b)			1,750		1,728,300
OZLM XIV Ltd., Series 2015-14A, Class CR, 5.60%, 01/15/29^(a)(b)			1,000		982,510
OZLM XXI, Series 2017-21A, Class C, 5.26%, 01/20/31^(a)(b)			1,000		963,571
Palmer Square Loan Funding Ltd., Series 2018-5A, Class D, 6.84%, 01/20/27^(a)(b)			1,000		995,761
Regatta VI Funding Ltd., Series 2016-1A, Class ER, 7.59%, 07/20/28^(a)(b)			250		239,440
Rockford Tower CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.25%), 5.85%, 04/15/29^(a)(c)			1,750		1,747,056
Shackleton CLO Ltd., Series 2013-3A, Class DR, 5.62%, 07/15/30^(a)(b)			500		481,502
SLM Private Education Loan Trust, Series 2014-A, Class B, 3.50%, 11/15/44^(a)			500		503,755
Sound Point CLO XIV Ltd., Series 2016-3A, Class D, (3 mo. LIBOR US + 3.85%), 6.44%, 01/23/29^(a)(c)			1,550		1,534,817


Security		Par (000)		Value

Asset-Backed Securities (continued)
Structured Asset Securities Corp., Series 2002-AL1, Class A2, 3.45%, 02/25/32	USD		390	$	381,506
Voya CLO Ltd., Series 2017-3A, Class C, (3 mo. LIBOR US + 3.55%), 6.14%, 07/20/30^(a)(c)			1,000		1,000,610
Wellfleet CLO Ltd., Series 2015-1A, Class DR, 5.39%, 10/20/27^(a)(b)			2,000		1,962,920
Westcott Park CLO Ltd., Series 2016-1A^(a):
Class D, (3 mo. LIBOR US + 4.35%), 6.94%, 07/20/28^(c)			685		685,928
Class DR, 5.72%, 07/20/28^(b)(d)			685		685,000
York CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.19%, 10/20/29^(a)(c)			1,750		1,750,530
York CLO-4 Ltd., Series 2016-2A, Class D, (3 mo. LIBOR US + 4.10%), 6.69%, 01/20/30^(a)(c)			1,500		1,509,477

					54,922,500

Interest Only Asset-Backed Securities — 0.0%
Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 03/30/30^(a)(e)			1,899		87,251
Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 04/15/29^(a)(e)			2,170		88,829

					176,080


Total Asset-Backed Securities — 7.0% (Cost — $55,453,415)					55,098,580


Corporate Bonds — 62.5%

Advertising Agencies — 0.0%
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(a)			200		203,250


Aerospace & Defense — 1.5%
Amsted Industries, Inc., 5.63%, 07/01/27^(a)(d)			95		95,712
Arconic, Inc., 5.13%, 10/01/24^(f)			680		691,030
BBA US Holdings, Inc., 5.38%, 05/01/26^(a)			194		196,425
Bombardier, Inc.^(a):
8.75%, 12/01/21			369		398,446
5.75%, 03/15/22			182		180,730
6.00%, 10/15/22			6		5,848
6.13%, 01/15/23			204		198,329
7.50%, 12/01/24			575		564,938
7.50%, 03/15/25			396		384,001


Security		Par (000)		Value

Aerospace & Defense (continued)
7.88%, 04/15/27	USD		1,033	$	991,034
Eaton Corp., 4.15%, 11/02/42			500		516,601
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(a)			314		331,270
Lockheed Martin Corp., 4.09%, 09/15/52			1,410		1,476,961
Pioneer Holdings LLC/Pioneer Finance Corp., 9.00%, 11/01/22^(a)			94		96,115
TransDigm UK Holdings PLC, 6.88%, 05/15/26			200		194,500
TransDigm, Inc.:
6.00%, 07/15/22			124		124,620
6.50%, 05/15/25			58		57,565
6.25%, 03/15/26^(a)			3,366		3,437,527
United Technologies Corp., 6.13%, 07/15/38			1,450		1,827,290

					11,768,942

Air Freight & Logistics — 0.2%
FedEx Corp., 4.75%, 11/15/45			1,250		1,264,080
XPO Logistics, Inc., 6.75%, 08/15/24^(a)			11		11,316

					1,275,396

Airlines — 1.8%
Air Canada Pass-Through Trust, Series 2015-1, Class B, 3.88%, 09/15/24^(a)			1,479		1,479,798
American Airlines Pass-Through Trust:
Series 2013-2, Class A, 4.95%, 07/15/24			2,406		2,496,896
Series 2015-2, Class A, 4.00%, 03/22/29			1,287		1,305,420
Series 2015-2, Class AA, 3.60%, 03/22/29			1,287		1,303,483
Series 2017-1, Class B, 4.95%, 08/15/26			1,602		1,664,726
Avianca Holdings SA/Avianca Leasing LLC/Grupo Taca Holdings Ltd., 8.38%, 05/10/20			302		285,388
Latam Finance Ltd., 6.88%, 04/11/24^(a)			257		261,147
United Airlines Pass-Through Trust:
Series 2013-1, Class A, 4.30%, 02/15/27			3,110		3,281,716
Series 2014-2, Class B, 4.63%, 03/03/24^(f)			1,849		1,886,836

					13,965,410

Auto Components — 0.7%
Allison Transmission, Inc., 5.88%, 06/01/29^(a)			210		211,837
Aptiv PLC, 4.40%, 10/01/46			465		429,027
General Motors Co., 6.25%, 10/02/43			2,506		2,527,173


Security		Par (000)		Value

Auto Components (continued)
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
6.25%, 02/01/22	USD		118	$	120,213
6.75%, 02/01/24			92		94,300
6.38%, 12/15/25			200		201,000
6.25%, 05/15/26^(a)			132		131,010
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.^(a):
6.25%, 05/15/26			792		807,840
8.50%, 05/15/27			1,067		1,064,332
Tesla, Inc., 5.30%, 08/15/25^(a)			126		102,693

					5,689,425

Automobiles — 0.2%
Ford Motor Co., 4.75%, 01/15/43			2,000		1,653,000


Banks — 1.9%
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
Barclays PLC:
4.38%, 09/11/24	USD		550		552,419
3.65%, 03/16/25			4,320		4,238,862
BBVA Bancomer SA, 6.75%, 09/30/22^(a)			236		255,765
CIT Group, Inc.:
5.00%, 08/01/23			237		246,480
5.25%, 03/07/25			300		316,914
6.13%, 03/09/28			146		160,133
Cooperatieve Rabobank UA, 3.95%, 11/09/22			1,500		1,539,263
HSBC Holdings PLC, 6.10%, 01/14/42			610		798,177
Promerica Financial Corp., 9.70%, 05/14/24^(a)			200		209,300
Santander Holdings USA, Inc., 4.50%, 07/17/25			2,000		2,098,681
Santander UK Group Holdings PLC, 2.88%, 08/05/21			1,250		1,243,752
Standard Chartered PLC, 4.87%, 03/15/33^(a)(b)			500		511,262
Wells Fargo & Co., 3.90%, 05/01/45			2,250		2,286,246

					14,684,705

Beverages — 0.6%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46			4,600		4,759,339
Central American Bottling Corp., 5.75%, 01/31/27^(a)			222		228,632

					4,987,971

Biotechnology — 0.5%
Amgen, Inc., 4.40%, 05/01/45			2,250		2,249,449
Baxalta, Inc., 5.25%, 06/23/45			500		589,497


Security		Par (000)		Value

Biotechnology (continued)
Gilead Sciences, Inc., 4.80%, 04/01/44	USD		1,000	$	1,080,254

					3,919,200

Building Materials — 0.0%
Jeld-Wen, Inc., 4.63%, 12/15/25^(a)			93		88,815


Building Products — 0.2%
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(a)			10		9,453
CPG Merger Sub LLC, 8.00%, 10/01/21^(a)			220		222,750
Jeld-Wen, Inc., 4.88%, 12/15/27^(a)			21		19,740
Masonite International Corp.^(a):
5.63%, 03/15/23			127		129,222
5.75%, 09/15/26			96		97,200
PGT Escrow Issuer, Inc., 6.75%, 08/01/26^(a)			64		66,400
Standard Industries, Inc.^(a):
5.50%, 02/15/23			12		12,165
5.38%, 11/15/24			263		265,833
6.00%, 10/15/25			287		295,963
5.00%, 02/15/27			48		46,860
4.75%, 01/15/28			54		51,638

					1,217,224

Building: Roofing, Wallboard & Plumbing — 0.0%
IQVIA, Inc., 4.88%, 05/15/23^(a)			74		75,018


Cable Television Services — 0.0%
Cincinnati Bell, Inc., 8.00%, 10/15/25^(a)			127		108,903


Capital Markets — 2.8%
Blackstone CQP Holdco LP^(a):
6.50%, 03/20/21			1,375		1,379,648
6.00%, 08/18/21			224		222,880
CDP Financial, Inc., 5.60%, 11/25/39^(a)			5,890		7,784,264
Goldman Sachs Group, Inc., 3.75%, 05/22/25			8,965		9,177,223
Intertrust Group BV, 3.38%, 11/15/25	EUR		100		114,747
Morgan Stanley:
4.00%, 07/23/25	USD		905		944,493
3.13%, 07/27/26			2,000		1,985,922
Owl Rock Capital Corp., 5.25%, 04/15/24			116		117,082
Raymond James Financial, Inc., 4.95%, 07/15/46			400		438,907
Stevens Holding Co., Inc., 6.13%, 10/01/26^(a)			90		93,600

					22,258,766

Chemicals — 0.7%
Air Liquide Finance SA, 3.50%, 09/27/46^(a)			360		344,424
Alpha 2 BV, (8.75% Cash or 9.50% PIK), 8.75%, 06/01/23^(a)(h)			210		205,800


Security		Par (000)		Value

Chemicals (continued)
Alpha 3 BV/Alpha US Bidco, Inc., 6.25%, 02/01/25^(a)	USD		1,112	$	1,089,760
Axalta Coating Systems LLC, 4.88%, 08/15/24^(a)			311		309,445
Blue Cube Spinco LLC:
9.75%, 10/15/23			317		348,700
10.00%, 10/15/25			227		254,524
Chemours Co.:
6.63%, 05/15/23			22		21,917
5.38%, 05/15/27			332		300,460
Cydsa SAB de CV, 6.25%, 10/04/27^(a)			319		314,335
Element Solutions, Inc., 5.88%, 12/01/25^(a)			904		916,430
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(a)			151		151,377
Mexichem SAB de CV^(a):
4.00%, 10/04/27			200		194,297
5.50%, 01/15/48			200		189,500
NOVA Chemicals Corp., 4.88%, 06/01/24^(a)			128		119,840
PQ Corp.^(a):
6.75%, 11/15/22			262		270,515
5.75%, 12/15/25			297		297,000
Versum Materials, Inc., 5.50%, 09/30/24^(a)			96		102,691
WR Grace & Co-Conn, 5.63%, 10/01/24^(a)			130		135,850

					5,566,865

Commercial Services & Supplies — 0.6%
ADT Security Corp.:
6.25%, 10/15/21			86		89,870
3.50%, 07/15/22			157		152,094
4.13%, 06/15/23			97		93,969
4.88%, 07/15/32^(a)			226		187,015
Aviation Capital Group LLC, 7.13%, 10/15/20^(a)			1,800		1,902,535
Booz Allen Hamilton, Inc., 5.13%, 05/01/25^(a)			261		261,326
Core & Main LP, 6.13%, 08/15/25^(a)			515		508,562
Fortress Transportation & Infrastructure Investors LLC^(a):
6.75%, 03/15/22			43		43,323
6.50%, 10/01/25			46		46,230
GFL Environmental, Inc., 8.50%, 05/01/27^(a)			155		158,181
Harland Clarke Holdings Corp., 8.38%, 08/15/22^(a)			284		241,400
KAR Auction Services, Inc., 5.13%, 06/01/25^(a)			97		95,545
Mobile Mini, Inc., 5.88%, 07/01/24			298		305,822


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(a)	USD		181	$	183,715
United Rentals North America, Inc.:
5.50%, 07/15/25			125		127,813
6.50%, 12/15/26			3		3,180
5.50%, 05/15/27			266		268,327
4.88%, 01/15/28			55		53,328

					4,722,235

Commercial Services & Supplies — 0.0%
United Rentals North America, Inc., 4.63%, 10/15/25			117		114,953


Communications Equipment — 0.4%
CommScope, Inc.^(a):
5.50%, 03/01/24			602		605,010
6.00%, 03/01/26			445		443,888
Nokia OYJ:
4.38%, 06/12/27			31		30,380
6.63%, 05/15/39			295		313,806
ViaSat, Inc., 5.63%, 04/15/27^(a)			377		382,184
Zayo Group LLC/Zayo Capital, Inc.:
6.00%, 04/01/23			700		717,500
6.38%, 05/15/25			51		52,466
5.75%, 01/15/27^(a)			545		559,987

					3,105,221

Construction & Engineering — 0.5%
Brand Industrial Services, Inc., 8.50%, 07/15/25^(a)			165		140,250
frontdoor, Inc., 6.75%, 08/15/26^(a)			216		226,800
ITR Concession Co. LLC, 4.20%, 07/15/25^(a)			4,000		3,772,001
SPIE SA, 3.13%, 03/22/24	EUR		100		116,949
SRS Distribution, Inc., 8.25%, 07/01/26^(a)	USD		17		16,575

					4,272,575

Construction Materials — 0.3%
American Builders & Contractors Supply Co., Inc., 5.88%, 05/15/26^(a)			196		199,185
HD Supply, Inc., 5.38%, 10/15/26^(a)			1,239		1,260,682
Navistar International Corp., 6.63%, 11/01/25^(a)			250		255,630
New Enterprise Stone & Lime Co., Inc., 10.13%, 04/01/22^(a)			94		95,880
PulteGroup, Inc., 6.00%, 02/15/35			27		26,528
Williams Scotsman International, Inc.^(a):
7.88%, 12/15/22			78		80,730


Security		Par (000)		Value

Construction Materials (continued)
6.88%, 08/15/23	USD		230	$	230,000

					2,148,635

Consumer Discretionary — 0.2%
Dun & Bradstreet Corp., 6.88%, 08/15/26^(a)			552		564,420
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25^(a)			45		43,823
Viking Cruises Ltd.^(a):
6.25%, 05/15/25			88		89,540
5.88%, 09/15/27			608		589,651

					1,287,434

Consumer Finance — 1.9%
Ally Financial, Inc.:
5.13%, 09/30/24			284		297,135
8.00%, 11/01/31			1,295		1,641,412
Capital One Financial Corp., 4.75%, 07/15/21			1,935		2,019,977
Corvias Campus Living USG LLC, 5.30%, 07/01/50^(e)			5,688		5,728,695
Credit Acceptance Corp., 6.63%, 03/15/26^(a)			96		99,600
Credivalores-Crediservicios SAS, 9.75%, 07/27/22^(a)			200		192,017
Ford Motor Credit Co. LLC, 8.13%, 01/15/20			1,530		1,576,276
Mulhacen Pte Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 08/01/23^(h)	EUR		110		121,793
Navient Corp.:
5.00%, 10/26/20	USD		180		182,025
6.63%, 07/26/21			99		102,684
6.50%, 06/15/22			36		37,440
5.50%, 01/25/23			252		251,307
7.25%, 09/25/23			93		97,622
5.88%, 10/25/24			115		115,000
6.75%, 06/25/25			65		65,894
6.75%, 06/15/26			65		65,325
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26	EUR		100		112,214
4.50%, 05/15/26^(a)			245		274,925
6.25%, 05/15/26^(a)	USD		175		176,386
8.25%, 11/15/26^(a)(f)			570		567,150
Springleaf Finance Corp.:
6.13%, 05/15/22			50		52,250
5.63%, 03/15/23			6		6,158
6.13%, 03/15/24			274		284,275
6.88%, 03/15/25			94		97,967
7.13%, 03/15/26			153		160,413
6.63%, 01/15/28			134		135,678


Security		Par (000)		Value

Consumer Finance (continued)
Verscend Escrow Corp., 9.75%, 08/15/26^(a)	USD		697	$	737,077

					15,198,695

Containers & Packaging — 0.7%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.^(a):
4.63%, 05/15/23			671		670,161
7.25%, 05/15/24			1,239		1,290,109
Berry Global Escrow Corp., 4.88%, 07/15/26^(a)(d)			268		266,588
BWAY Holding Co.:
4.75%, 04/15/24	EUR		100		113,884
5.50%, 04/15/24^(a)	USD		801		783,058
Crown Americas LLC/Crown Americas Capital Corp. IV, 4.50%, 01/15/23			3		3,037
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26			210		203,175
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26^(f)			409		411,249
Greif, Inc., 6.50%, 03/01/27^(a)			56		56,280
Intertape Polymer Group, Inc., 7.00%, 10/15/26^(a)			79		80,580
Mercer International, Inc.:
7.75%, 12/01/22			29		30,088
6.50%, 02/01/24			76		77,520
5.50%, 01/15/26			38		37,420
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu^(a):
5.13%, 07/15/23			227		227,045
7.00%, 07/15/24			456		459,032
Silgan Holdings, Inc., 3.25%, 03/15/25	EUR		100		114,374
Suzano Austria GmbH, 6.00%, 01/15/29^(a)	USD		517		551,143

					5,374,743

Diversified Consumer Services — 0.3%
APX Group, Inc.:
8.75%, 12/01/20			148		138,380
7.88%, 12/01/22			106		97,785
Ascend Learning LLC, 6.88%, 08/01/25^(a)			485		484,973
Graham Holdings Co., 5.75%, 06/01/26^(a)			124		129,580
Laureate Education, Inc., 8.25%, 05/01/25^(a)			72		77,777
Matthews International Corp., 5.25%, 12/01/25^(a)			44		42,130
Prime Security Services Borrower LLC/Prime Finance, Inc.^(a):
9.25%, 05/15/23			120		125,700
5.25%, 04/15/24			134		131,492


Security		Par (000)		Value

Diversified Consumer Services (continued)
5.75%, 04/15/26	USD		286	$	281,531
Service Corp. International, 5.13%, 06/01/29			175		178,022
ServiceMaster Co. LLC, 5.13%, 11/15/24^(a)			308		308,000
Verisure Holding AB, 3.50%, 05/15/23	EUR		100		114,787

					2,110,157

Diversified Financial Services — 3.5%
Bank of America Corp.:
5.63%, 07/01/20	USD		2,200		2,272,137
3.25%, 10/21/27			4,000		3,981,533
Controladora Mabe SA de CV, 5.60%, 10/23/28^(a)			215		222,794
FMR LLC, 4.95%, 02/01/33^(a)			2,300		2,674,390
FS Energy & Power Fund, 7.50%, 08/15/23^(a)			47		47,470
General Electric Co., 6.15%, 08/07/37			2,150		2,447,909
General Motors Financial Co., Inc., 4.25%, 05/15/23			807		820,461
Gilex Holding Sarl, 8.50%, 05/02/23^(a)			182		191,784
Intercontinental Exchange Group, Inc., 4.00%, 10/15/23			470		496,342
Intesa Sanpaolo SpA, 5.02%, 06/26/24^(a)			3,151		2,986,500
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24^(h)	EUR		100		112,932
Moody’s Corp., 4.50%, 09/01/22	USD		1,800		1,892,408
MSCI, Inc., 5.25%, 11/15/24^(a)			75		76,875
Northern Trust Corp., 3.95%, 10/30/25^(f)			8,000		8,501,621
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.75%, 06/01/25^(a)			230		231,725
UniCredit SpA(5 year EUR Swap + 4.10%), 5.75%, 10/28/25^(g)	EUR		107		124,544
Vantiv LLC/Vanity Issuer Corp., 3.88%, 11/15/25^(a)	GBP		100		131,419
WMG Acquisition Corp., 5.50%, 04/15/26^(a)	USD		84		85,155

					27,297,999

Diversified Telecommunication Services — 3.4%
AT&T, Inc.:
6.38%, 03/01/41			520		621,568
5.15%, 03/15/42			2,400		2,538,620
4.75%, 05/15/46			2,710		2,696,165
CenturyLink, Inc.:
5.63%, 04/01/25			56		54,180


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Series S, 6.45%, 06/15/21^(f)	USD		275	$	286,000
Series W, 6.75%, 12/01/23^(f)			222		232,334
Series Y, 7.50%, 04/01/24^(f)			534		570,045
Cincinnati Bell, Inc., 7.00%, 07/15/24^(a)			195		168,187
Embarq Corp., 8.00%, 06/01/36			277		256,917
Frontier Communications Corp.:
10.50%, 09/15/22			111		80,752
11.00%, 09/15/25			763		480,690
8.00%, 04/01/27^(a)			871		901,485
Level 3 Financing, Inc.:
5.38%, 08/15/22			127		127,476
5.63%, 02/01/23			93		93,349
5.13%, 05/01/23			95		94,910
5.38%, 05/01/25			36		36,045
5.25%, 03/15/26			665		663,138
Qwest Corp., 6.75%, 12/01/21			3		3,169
SoftBank Group Corp., 4.00%, 04/20/23	EUR		100		120,147
Telecom Italia Capital SA:
6.38%, 11/15/33	USD		67		64,488
6.00%, 09/30/34			130		121,225
Telecom Italia SpA:
4.00%, 04/11/24	EUR		100		115,934
5.30%, 05/30/24^(a)	USD		200		197,740
Verizon Communications, Inc.:
6.40%, 02/15/38			5,700		7,158,642
6.55%, 09/15/43			6,751		9,011,254

					26,694,460

Electric Utilities — 5.4%
Berkshire Hathaway Energy Co., 6.50%, 09/15/37			5,515		7,292,387
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		518,372
CMS Energy Corp., 5.05%, 03/15/22			1,832		1,934,331
Duke Energy Carolinas LLC:
6.10%, 06/01/37			640		844,377
6.00%, 01/15/38			1,675		2,228,579
4.25%, 12/15/41			750		801,926
Duke Energy Florida LLC, 6.40%, 06/15/38			770		1,064,001
E.ON International Finance BV, 6.65%, 04/30/38^(a)			3,100		3,960,155
Electricite de France SA, 5.60%, 01/27/40^(a)			2,800		3,211,631
Energuate Trust, 5.88%, 05/03/27^(a)			201		201,367
Eskom Holdings SOC Ltd., 6.35%, 08/10/28^(a)			401		418,431
Florida Power Corp., 6.35%, 09/15/37			2,775		3,709,326
NextEra Energy Operating Partners LP^(a):
4.25%, 09/15/24			58		57,638


Security		Par (000)		Value

Electric Utilities (continued)
4.50%, 09/15/27	USD		79	$	76,630
Ohio Power Co., Series D, 6.60%, 03/01/33			3,000		3,959,120
PacifiCorp, 6.25%, 10/15/37			1,225		1,630,446
Public Service Co. of Colorado, Series 17, 6.25%, 09/01/37			2,550		3,392,317
Southern California Edison Co., 5.63%, 02/01/36			1,300		1,480,399
Southern Co., 4.40%, 07/01/46			1,000		1,017,066
Talen Energy Supply LLC:
6.50%, 06/01/25			30		25,500
10.50%, 01/15/26^(a)			30		30,000
Virginia Electric & Power Co., Series A, 6.00%, 05/15/37			3,920		4,922,902

					42,776,901

Electronic Equipment, Instruments & Components — 0.3%
CDW LLC/CDW Finance Corp., 5.00%, 09/01/25			436		440,905
Corning, Inc., 4.38%, 11/15/57			2,000		1,880,658
Itron, Inc., 5.00%, 01/15/26^(a)			18		17,932

					2,339,495

Energy Equipment & Services — 0.5%
Apergy Corp., 6.38%, 05/01/26			72		73,800
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27^(a)			88		90,420
Ensco Rowan PLC:
7.75%, 02/01/26			84		62,370
5.20%, 03/15/25			162		112,185
Enterprise Products Operating LLC, 6.13%, 10/15/39			1,400		1,696,249
Gates Global LLC/Gates Global Co., 6.00%, 07/15/22^(a)			267		265,331
Halliburton Co., 5.00%, 11/15/45			500		523,118
Pattern Energy Group, Inc., 5.88%, 02/01/24^(a)			250		251,875
Precision Drilling Corp., 5.25%, 11/15/24			9		8,212
SESI LLC, 7.75%, 09/15/24			69		45,540
Transocean, Inc.^(a):
9.00%, 07/15/23			386		396,596
7.50%, 01/15/26			193		180,214
USA Compression Partners LP/USA Compression Finance Corp.:
6.88%, 04/01/26			178		182,450
6.88%, 09/01/27^(a)			243		248,164

					4,136,524

Environmental, Maintenance, & Security Service — 0.1%
GFL Environmental, Inc., 7.00%, 06/01/26^(a)			214		205,911


Security		Par (000)		Value

Environmental, Maintenance, & Security Service (continued)
Tervita Escrow Corp., 7.63%, 12/01/21^(a)	USD		199	$	199,497
Waste Pro USA, Inc., 5.50%, 02/15/26^(a)			90		89,100

					494,508

Equity Real Estate Investment Trusts (REITs) — 1.2%
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26^(a)			102		103,403
ERP Operating LP, 4.50%, 06/01/45			1,155		1,289,990
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(a)			102		101,490
HCP, Inc., 4.00%, 06/01/25			2,000		2,095,715
Hilton Domestic Operating Co., Inc., 4.25%, 09/01/24			156		153,975
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.63%, 04/01/25			92		92,345
Iron Mountain, Inc., 4.88%, 09/15/27^(a)			234		219,960
iStar, Inc.:
4.63%, 09/15/20			25		25,094
6.00%, 04/01/22			48		48,480
5.25%, 09/15/22			17		17,064
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.:
5.63%, 05/01/24			857		884,852
4.50%, 09/01/26			343		334,322
4.50%, 01/15/28			225		212,062
MPT Operating Partnership LP/MPT Finance Corp.:
5.50%, 05/01/24			30		30,600
5.00%, 10/15/27			530		523,375
NH Hotel Group SA, 3.75%, 10/01/23	EUR		115		131,937
SBA Communications Corp., 4.88%, 07/15/22	USD		14		14,087
Simon Property Group LP, 4.75%, 03/15/42			1,670		1,898,805
Starwood Property Trust, Inc., 5.00%, 12/15/21			115		115,665
Trust F/1401, 6.95%, 01/30/44			476		515,984
Ventas Realty LP, 4.13%, 01/15/26			870		908,112
VICI Properties 1 LLC/VICI FC, Inc., 8.00%, 10/15/23			100		108,609

					9,825,926

Equity Real Estate Investment Trusts (REITs) — 0.3%
Equinix, Inc., 5.88%, 01/15/26			718		752,170
GLP Capital LP/GLP Financing II, Inc.:
5.25%, 06/01/25			71		74,972
5.38%, 04/15/26			98		103,606


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
SBA Communications Corp., 4.88%, 09/01/24	USD		1,056	$	1,045,809

					1,976,557

Food & Staples Retailing — 0.2%
Albertsons Cos. LLC/Safeway, Inc./New Albertson’s, Inc./Albertson’s LLC:
6.63%, 06/15/24			59		59,590
5.75%, 03/15/25			48		46,330
Albertsons Cos. LLC/Safeway, Inc./New Albertsons LP/Albertson’s LLC, 7.50%, 03/15/26^(a)			65		67,925
Tesco Corporate Treasury Services PLC, 2.50%, 05/02/25	GBP		100		125,652
Walgreens Boots Alliance, Inc., 4.80%, 11/18/44	USD		1,000		956,728

					1,256,225

Food Products — 0.4%
Aramark Services, Inc.:
5.00%, 04/01/25^(a)			218		216,910
4.75%, 06/01/26			154		153,038
5.00%, 02/01/28^(a)(f)			379		374,973
Chobani LLC/Chobani Finance Corp., Inc., 7.50%, 04/15/25^(a)			86		78,260
Darling Ingredients, Inc., 5.25%, 04/15/27^(a)			75		75,923
JBS USA LUX SA/JBS USA Finance, Inc.^(a):
5.88%, 07/15/24			370		380,800
5.75%, 06/15/25			785		802,662
6.75%, 02/15/28			138		147,022
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29^(a)			187		196,350
MARB BondCo PLC, 7.00%, 03/15/24			200		205,381
Marfrig Holdings Europe BV, 8.00%, 06/08/23^(a)			222		229,215
Post Holdings, Inc.^(a):
5.50%, 03/01/25			230		232,013
5.00%, 08/15/26			3		2,936
5.75%, 03/01/27			268		269,340
Simmons Foods, Inc., 7.75%, 01/15/24^(a)			157		166,420

					3,531,243

Health Care Equipment & Supplies — 0.4%
Avantor, Inc.^(a):
6.00%, 10/01/24			1,149		1,193,236
9.00%, 10/01/25			720		789,300
Hologic, Inc., 4.63%, 02/01/28^(a)			96		93,720
Immucor, Inc., 11.13%, 02/15/22^(a)			60		60,600


Security		Par (000)		Value

Health Care Equipment & Supplies (continued)
Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 5.75%, 08/01/22^(a)(f)	USD		23	$	18,738
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA, 6.63%, 05/15/22^(a)			971		905,458
Teleflex, Inc.:
5.25%, 06/15/24			170		174,250
4.88%, 06/01/26			75		76,125
4.63%, 11/15/27			20		19,760

					3,331,187

Health Care Providers & Services — 1.3%
Acadia Healthcare Co., Inc.:
5.13%, 07/01/22			45		45,225
6.50%, 03/01/24			186		190,185
Aetna, Inc., 4.50%, 05/15/42			575		552,577
AHP Health Partners, Inc., 9.75%, 07/15/26^(a)			84		88,830
Centene Corp.:
4.75%, 01/15/25			52		52,650
5.38%, 06/01/26^(a)			1,162		1,205,226
CHS/Community Health Systems, Inc.^(a):
8.63%, 01/15/24			304		304,000
8.00%, 03/15/26			412		394,696
DaVita, Inc., 5.13%, 07/15/24			142		138,407
Eagle Holding Co. II LLC, (7.63% Cash or 8.38% PIK), 7.63%, 05/15/22^(a)(h)			59		59,074
Encompass Health Corp., 5.75%, 11/01/24			24		24,180
Envision Healthcare Crop., 8.75%, 10/15/26^(a)			197		165,972
HCA, Inc.:
5.88%, 05/01/23			3		3,186
5.38%, 02/01/25			554		578,071
5.38%, 09/01/26			275		285,343
5.63%, 09/01/28			550		573,424
5.88%, 02/01/29			444		471,195
MEDNAX, Inc., 5.25%, 12/01/23^(a)			107		106,733
Molina Healthcare, Inc.:
5.38%, 11/15/22			104		106,049
4.88%, 06/15/25^(a)			146		144,723
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(a)			208		206,960
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		767,072
NVA Holdings, Inc., 6.88%, 04/01/26^(a)			145		141,375
Polaris Intermediate Corp., (8.50% Cash), 8.50%, 12/01/22^(a)(h)			408		400,860
Sotera Health Holdings LLC, 6.50%, 05/15/23^(a)			183		183,457


Security		Par (000)		Value

Health Care Providers & Services (continued)
Surgery Center Holdings, Inc.^(a):
6.75%, 07/01/25	USD		260	$	235,950
10.00%, 04/15/27			165		167,475
Team Health Holdings, Inc., 6.38%, 02/01/25^(a)(f)			204		168,172
Tenet Healthcare Corp.:
8.13%, 04/01/22			695		726,539
4.63%, 07/15/24			744		738,569
6.25%, 02/01/27^(a)			573		584,460
Vizient, Inc., 6.25%, 05/15/27^(a)			248		258,230
WellCare Health Plans, Inc.:
5.25%, 04/01/25			238		241,201
5.38%, 08/15/26^(a)			197		201,866

					10,511,932

Health Care Technology — 0.1%
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(a)			309		298,185
IQVIA, Inc.^(a):
3.25%, 03/15/25	EUR		100		113,526
5.00%, 10/15/26	USD		280		284,900
5.00%, 05/15/27			468		474,744

					1,171,355

Hotels, Restaurants & Leisure — 2.0%
1011778 BC ULC/New Red Finance, Inc.^(a):
4.25%, 05/15/24			380		375,725
5.00%, 10/15/25			1,276		1,256,860
Boyd Gaming Corp., 6.00%, 08/15/26			68		68,680
Boyne USA, Inc., 7.25%, 05/01/25^(a)			87		93,960
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25^(a)			155		151,590
Churchill Downs, Inc.^(a):
5.50%, 04/01/27			352		358,160
4.75%, 01/15/28			145		139,200
CPUK Finance Ltd., 4.25%, 02/28/47	GBP		100		126,446
Eldorado Resorts, Inc.:
6.00%, 04/01/25	USD		67		68,253
6.00%, 09/15/26			70		72,450
ESH Hospitality, Inc., 5.25%, 05/01/25^(a)			142		142,355
GLP Capital LP/GLP Financing II, Inc., 5.38%, 11/01/23			90		95,587
Golden Nugget, Inc., 6.75%, 10/15/24^(a)			728		722,540
Hilton Domestic Operating Co., Inc., 5.13%, 05/01/26			487		491,870
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27			124		124,718
IRB Holding Corp., 6.75%, 02/15/26^(a)			36		35,100


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC^(a):
5.25%, 06/01/26	USD		75	$	75,778
4.75%, 06/01/27			158		154,840
Lions Gate Capital Holdings LLC^(a):
6.38%, 02/01/24			16		16,400
5.88%, 11/01/24			109		109,545
Marriott Ownership Resorts, Inc./ILG LLC, 6.50%, 09/15/26^(a)			24		24,840
Melco Resorts Finance Ltd., 4.88%, 06/06/25^(a)(f)			250		246,019
MGM Resorts International:
6.63%, 12/15/21			727		775,164
7.75%, 03/15/22			229		252,472
4.63%, 09/01/26			12		11,640
Sabre GLBL, Inc.^(a):
5.38%, 04/15/23			62		62,476
5.25%, 11/15/23			151		151,755
Scientific Games International, Inc.:
10.00%, 12/01/22^(f)			193		202,409
5.00%, 10/15/25^(a)			521		510,778
3.38%, 02/15/26	EUR		100		109,369
8.25%, 03/15/26^(a)	USD		476		478,685
Six Flags Entertainment Corp.^(a):
4.88%, 07/31/24			568		561,014
5.50%, 04/15/27			211		210,386
Station Casinos LLC, 5.00%, 10/01/25^(a)			41		39,462
Unique Pub Finance Co. PLC:
Series A3, 6.54%, 03/30/21	GBP		1,198		1,585,932
Series A4, 5.66%, 06/30/27			948		1,330,180
Series M, 7.40%, 03/28/24			3,000		4,237,843
Wyndham Destinations, Inc.:
5.40%, 04/01/24	USD		6		6,150
5.75%, 04/01/27			44		44,220
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(a)			76		77,140
Wynn Macau Ltd., 5.50%, 10/01/27^(a)			400		387,098
Yum! Brands, Inc.:
3.88%, 11/01/23			27		26,933
5.35%, 11/01/43			4		3,520

					16,015,542

Household Durables — 0.3%
Algeco Global Finance PLC, 8.00%, 02/15/23^(a)			600		606,000
Lennar Corp.:
6.25%, 12/15/21			196		205,310
4.88%, 12/15/23			85		87,040
4.75%, 05/30/25			90		90,900
5.25%, 06/01/26			38		39,188
4.75%, 11/29/27			185		186,387


Security		Par (000)		Value

Household Durables (continued)
Mattamy Group Corp.^(a):
6.88%, 12/15/23	USD		76	$	77,900
6.50%, 10/01/25			96		97,440
MDC Holdings, Inc., 6.00%, 01/15/43			72		63,180
Meritage Homes Corp., 5.13%, 06/06/27			52		50,749
PulteGroup, Inc., 6.38%, 05/15/33			216		223,020
Taylor Morrison Communities, Inc., 5.88%, 06/15/27^(a)(d)			161		160,147
Tempur Sealy International, Inc.:
5.63%, 10/15/23			2		2,020
5.50%, 06/15/26			67		67,168
TRI Pointe Group, Inc.:
4.88%, 07/01/21			73		73,182
5.25%, 06/01/27			28		26,180
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 4.38%, 06/15/19			10		9,925

					2,065,736

Household Products — 0.0%
ACCO Brands Corp., 5.25%, 12/15/24^(a)			59		58,575
Energizer Holdings, Inc.^(a):
6.38%, 07/15/26			29		29,073
7.75%, 01/15/27			227		236,647

					324,295

Independent Power and Renewable Electricity Producers — 0.5%
AES Corp.:
4.50%, 03/15/23			3		3,019
4.88%, 05/15/23			31		31,132
6.00%, 05/15/26			174		181,830
5.13%, 09/01/27			124		126,790
Calpine Corp.:
5.38%, 01/15/23			451		445,926
5.88%, 01/15/24^(a)			120		121,014
5.50%, 02/01/24			39		37,781
5.75%, 01/15/25			240		232,253
5.25%, 06/01/26^(a)			546		534,436
Clearway Energy Operating LLC:
5.38%, 08/15/24			212		210,940
5.75%, 10/15/25^(a)			146		145,635
Colbun SA, 3.95%, 10/11/27^(a)			200		198,500
Genneia SA, 8.75%, 01/20/22^(a)			370		316,148
NRG Energy, Inc.:
6.63%, 01/15/27			782		831,852
5.75%, 01/15/28			198		206,662
5.25%, 06/15/29^(a)			371		381,266
TerraForm Power Operating LLC^(a):
4.25%, 01/31/23			63		60,953
6.63%, 06/15/25⁽ⁱ⁾			15		15,488
5.00%, 01/31/28			128		123,040


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers (continued)
Vistra Energy Corp., 5.88%, 06/01/23	USD		7	$	7,140

					4,211,805

Industrial Conglomerates — 0.1%
BWX Technologies, Inc., 5.38%, 07/15/26^(a)			248		252,960
General Electric Co., 6.88%, 01/10/39			135		163,682
Smiths Group PLC, 3.63%, 10/12/22^(a)			360		361,789
Vertiv Group Corp., 9.25%, 10/15/24^(a)			346		340,810

					1,119,241

Insurance — 2.3%
Acrisure LLC/Acrisure Finance, Inc., 8.13%, 02/15/24^(a)			66		67,815
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 8.25%, 08/01/23^(a)			790		805,800
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25			1,495		1,513,788
AmWINS Group, Inc., 7.75%, 07/01/26^(a)			143		144,073
Aon PLC:
3.88%, 12/15/25			1,445		1,507,368
4.60%, 06/14/44			500		523,787
Assicurazioni Generali SpA(3 mo. Euribor + 7.11%), 7.75%, 12/12/42^(g)	EUR		100		130,710
AXA SA(3 mo. Euribor + 3.05%), 5.25%, 04/16/40^(g)			500		582,435
CNO Financial Group, Inc., 5.25%, 05/30/29^(d)	USD		214		216,140
Five Corners Funding Trust, 4.42%, 11/15/23^(a)			2,050		2,178,940
GTCR AP Finance, Inc., 8.00%, 05/15/27^(a)			131		128,380
Hartford Financial Services Group, Inc., 5.13%, 04/15/22			1,860		1,984,703
HUB International Ltd., 7.00%, 05/01/26^(a)			724		711,982
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(a)			2,000		2,530,931
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen(3 mo. Euribor + 3.50%), 6.00%, 05/26/41^(g)	EUR		400		495,503
Nationstar Mortgage Holdings, Inc.^(a):
8.13%, 07/15/23	USD		317		316,208
9.13%, 07/15/26			143		140,048
Nationwide Building Society, 4.13%, 10/18/32^(a)(b)			720		678,100
Prudential Financial, Inc.:
5.90%, 03/17/36			500		598,642
5.70%, 12/14/36			1,625		2,013,428


Security		Par (000)		Value

Insurance (continued)
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(a)	USD		700	$	751,707

					18,020,488

Interactive Media & Services — 0.3%
Equinix, Inc., 2.88%, 03/15/24	EUR		100		115,206
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27^(a)	USD		184		185,150
Match Group, Inc., 5.63%, 02/15/29^(a)			107		110,400
Netflix, Inc.:
4.88%, 04/15/28			3		2,963
5.88%, 11/15/28			455		477,750
3.88%, 11/15/29	EUR		100		113,949
5.38%, 11/15/29^(a)	USD		450		456,750
Rackspace Hosting, Inc., 8.63%, 11/15/24^(a)(f)			99		85,904
Symantec Corp., 5.00%, 04/15/25^(a)			277		276,805
Uber Technologies, Inc., 7.50%, 11/01/23^(a)(f)			168		175,560
United Group BV, 4.38%, 07/01/22	EUR		126		143,378

					2,143,815

IT Services — 0.4%
Banff Merger Sub, Inc.:
8.38%, 09/01/26			100		105,500
9.75%, 09/01/26^(a)	USD		1,102		1,030,370
Fidelity National Information Services, Inc., 4.50%, 08/15/46			1,000		1,021,654
Gartner, Inc., 5.13%, 04/01/25^(a)			209		210,567
InterXion Holding NV, 4.75%, 06/15/25	EUR		100		118,026
WEX, Inc., 4.75%, 02/01/23^(a)	USD		105		104,738
Xerox Corp.:
4.80%, 03/01/35			203		165,952
6.75%, 12/15/39			2		1,933

					2,758,740

Leisure Products — 0.1%
Mattel, Inc., 6.75%, 12/31/25^(a)			546		537,652


Life Sciences Tools & Services — 0.1%
Thermo Fisher Scientific, Inc., 5.30%, 02/01/44			1,000		1,175,485


Machinery — 0.3%
Colfax Corp.^(a):
6.00%, 02/15/24			283		292,432
6.38%, 02/15/26			201		210,045
Manitowoc Co., Inc., 9.00%, 04/01/26^(a)			151		146,847
Mueller Water Products, Inc., 5.50%, 06/15/26^(a)			192		193,920
Platin 1426 GmbH, 5.38%, 06/15/23	EUR		100		110,598


Security		Par (000)		Value

Machinery (continued)
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(a)	USD		406	$	398,895
SPX FLOW, Inc.^(a):
5.63%, 08/15/24			95		97,138
5.88%, 08/15/26			35		36,138
Terex Corp., 5.63%, 02/01/25^(a)			365		358,886
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(a)			461		410,866
Wabash National Corp., 5.50%, 10/01/25^(a)			176		165,880

					2,421,645

Media — 5.5%
Altice Financing SA^(a):
6.63%, 02/15/23			403		409,045
7.50%, 05/15/26			592		578,816
Altice France SA^(a):
7.38%, 05/01/26			1,106		1,080,424
8.13%, 02/01/27			478		477,402
Altice Luxembourg SA^(a):
7.75%, 05/15/22^(f)			642		653,235
7.63%, 02/15/25			448		412,474
10.50%, 05/15/27			288		287,784
AMC Networks, Inc.:
4.75%, 12/15/22			2		2,012
5.00%, 04/01/24			2		1,987
4.75%, 08/01/25			506		494,615
CCO Holdings LLC/CCO Holdings Capital Corp.^(a):
5.38%, 05/01/25			3		3,063
5.13%, 05/01/27			1,132		1,132,707
5.88%, 05/01/27			18		18,563
5.00%, 02/01/28			463		458,370
5.38%, 06/01/29			393		393,743
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25			4,700		4,960,544
Clear Channel International BV, 8.75%, 12/15/20^(a)			317		324,132
Clear Channel Worldwide Holdings, Inc.:
6.50%, 11/15/22			1,132		1,154,312
9.25%, 02/15/24^(a)			1,433		1,529,298
Series B, 6.50%, 11/15/22			459		468,180
Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22			2,600		3,192,198
Comcast Corp.:
6.45%, 03/15/37			790		1,029,595
4.60%, 08/15/45			2,000		2,159,110
4.70%, 10/15/48			3,000		3,334,744
CSC Holdings LLC:
6.75%, 11/15/21			137		146,076
5.38%, 07/15/23^(a)			340		345,100


Security	Par (000)			Value

Media (continued)
5.25%, 06/01/24		USD	434	$	437,385
6.63%, 10/15/25^(a)			200		209,690
10.88%, 10/15/25^(a)			654		742,323
5.50%, 05/15/26^(a)			559		567,217
5.38%, 02/01/28^(a)			200		200,500
6.50%, 02/01/29^(a)			429		453,539
Series 144S, 5.13%, 12/15/21^(a)			321		320,198
Discovery Communications LLC:
3.25%, 04/01/23			1,850		1,863,900
3.45%, 03/15/25			210		210,290
DISH DBS Corp.:
6.75%, 06/01/21^(f)			443		457,397
5.88%, 07/15/22			669		657,493
5.00%, 03/15/23			284		265,540
5.88%, 11/15/24			14		12,587
eircom Finance DAC, 3.50%, 05/15/26		EUR	100		111,553
Entercom Media Corp.^(a):
7.25%, 11/01/24		USD	10		10,225
6.50%, 05/01/27			173		175,595
Gray Television, Inc.^(a):
5.13%, 10/15/24			3		3,014
7.00%, 05/15/27			188		199,137
Hughes Satellite Systems Corp., 5.25%, 08/01/26			110		109,481
iHeartCommunications, Inc., 6.38%, 05/01/26			49		50,910
Intelsat Jackson Holdings SA:
5.50%, 08/01/23			454		406,330
8.50%, 10/15/24^(a)			464		451,240
9.75%, 07/15/25^(a)			543		546,812
Interpublic Group of Cos., Inc., 3.75%, 02/15/23			2,000		2,065,431
Lamar Media Corp., 5.75%, 02/01/26			75		78,422
Level 3 Parent LLC, 5.75%, 12/01/22			222		222,555
MDC Partners, Inc., 6.50%, 05/01/24^(a)			162		148,230
Meredith Corp., 6.88%, 02/01/26			110		113,289
Midcontinent Communications/Midcontinent Finance Corp., 6.88%, 08/15/23^(a)			148		153,180
Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 04/15/22^(a)			340		336,294
Outfront Media Capital LLC/Outfront Media Capital Corp., 5.88%, 03/15/25			32		32,400
Qualitytech LP/QTS Finance Corp., 4.75%, 11/15/25^(a)			104		100,620
Radiate Holdco LLC/Radiate Finance, Inc., 6.88%, 02/15/23^(a)			43		43,430
Sable International Finance Ltd., 5.75%, 09/07/27^(a)			200		196,750
Sirius XM Radio, Inc.^(a):
5.38%, 04/15/25			3		3,021


Security	Par (000)			Value

Media (continued)
5.38%, 07/15/26		USD	2	$	2,014
5.00%, 08/01/27			235		231,475
TCI Communications, Inc., 7.88%, 02/15/26			610		790,085
TEGNA, Inc., 5.50%, 09/15/24^(a)			45		45,731
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(a)			200		197,100
Telenet Finance VI Luxembourg SCA, 4.88%, 07/15/27		EUR	90		108,029
Telesat Canada/Telesat LLC, 8.88%, 11/15/24^(a)		USD	78		84,143
Univision Communications, Inc.^(a):
5.13%, 05/15/23			162		153,090
5.13%, 02/15/25			52		47,620
UPCB Finance IV Ltd., 4.00%, 01/15/27		EUR	90		105,571
Viacom, Inc., 5.85%, 09/01/43		USD	645		723,293
Videotron Ltd., 5.13%, 04/15/27^(a)			227		228,135
Virgin Media Finance PLC, 5.75%, 01/15/25^(a)			515		521,759
Virgin Media Secured Finance PLC:
5.25%, 01/15/26^(a)			503		500,485
4.88%, 01/15/27		GBP	100		126,476
Walt Disney Co., 7.63%, 11/30/28^(a)		USD	385		530,955
Warner Media LLC, 6.10%, 07/15/40			830		970,759
Ziggo Bond Co. BV:
7.13%, 05/15/24		EUR	26		30,155
5.88%, 01/15/25^(a)		USD	260		258,050
6.00%, 01/15/27^(a)			150		145,688
Ziggo BV, 5.50%, 01/15/27^(a)			314		306,150

					43,110,270

Metals & Mining — 1.0%
Alcoa Nederland Holding BV, 6.13%, 05/15/28^(a)			200		201,000
Big River Steel LLC/BRS Finance Corp., 7.25%, 09/01/25^(a)			197		204,880
Cleveland-Cliffs, Inc., 4.88%, 01/15/24^(a)			131		130,345
Constellium NV^(a):
5.75%, 05/15/24			1,082		1,090,115
5.88%, 02/15/26			269		264,965
Freeport-McMoRan, Inc.:
4.00%, 11/14/21			121		121,605
3.55%, 03/01/22			420		411,075
3.88%, 03/15/23			924		889,350
4.55%, 11/14/24			251		242,529
5.40%, 11/14/34			245		218,050
5.45%, 03/15/43			854		728,462
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(a)			136		126,480


Security	Par (000)			Value

Metals & Mining (continued)
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22^(a)		USD	84	$	88,620
Mineral Resources Ltd., 8.13%, 05/01/27^(a)			175		175,821
Nexa Resources SA, 5.38%, 05/04/27^(a)			299		304,307
Novelis Corp.^(a):
6.25%, 08/15/24			881		900,822
5.88%, 09/30/26			281		273,801
Rio Tinto Finance USA PLC, 4.75%, 03/22/42			400		454,730
Steel Dynamics, Inc.:
5.25%, 04/15/23			40		40,450
5.50%, 10/01/24			48		48,888
4.13%, 09/15/25			147		145,346
SunCoke Energy Partners LP/SunCoke Energy Partners Finance Corp., 7.50%, 06/15/25^(a)			62		61,070
thyssenkrupp AG, 2.88%, 02/22/24		EUR	51		56,983
United States Steel Corp.:
6.88%, 08/15/25		USD	24		20,772
6.25%, 03/15/26			58		47,633
Vale Overseas Ltd., 6.25%, 08/10/26			237		257,145

					7,505,244

Multi-Utilities — 0.0%
Superior Plus LP/Superior General Partner, Inc., 7.00%, 07/15/26^(a)			187		190,332


Offshore Drilling & Other Services — 0.0%
Entegris, Inc., 4.63%, 02/10/26^(a)			135		134,325


Oil, Gas & Consumable Fuels — 6.4%
Anadarko Petroleum Corp., 5.55%, 03/15/26			1,500		1,663,951
Andeavor Logistics LP/Tesoro Logistics Finance Corp., 4.25%, 12/01/27			250		256,805
Antero Midstream Partners LP/Antero Midstream Finance Corp.:
5.38%, 09/15/24			35		34,547
5.75%, 03/01/27^(a)			23		23,173
Antero Resources Corp.:
5.63%, 06/01/23			89		87,999
5.00%, 03/01/25^(f)			30		28,463
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(a):
10.00%, 04/01/22			172		182,516
7.00%, 11/01/26			84		78,725
Berkshire Hathaway Energy Co., 5.95%, 05/15/37			750		956,222
Berry Petroleum Co. LLC, 7.00%, 02/15/26^(a)			95		91,912


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Brazos Valley Longhorn LLC/Brazos Valley Longhorn Finance Corp., 6.88%, 02/01/25	USD		120	$	117,300
Bruin E&P Partners LLC, 8.88%, 08/01/23^(a)			87		78,083
Callon Petroleum Co.:
6.13%, 10/01/24			144		142,531
Series WI, 6.38%, 07/01/26			80		77,800
Carrizo Oil & Gas, Inc.:
6.25%, 04/15/23^(f)			171		158,175
8.25%, 07/15/25			130		126,750
Cenovus Energy, Inc., 4.25%, 04/15/27			400		398,755
Centennial Resource Production LLC, 6.88%, 04/01/27^(a)			94		93,314
Chaparral Energy, Inc., 8.75%, 07/15/23^(a)			106		60,950
Cheniere Corpus Christi Holdings LLC:
7.00%, 06/30/24			378		421,357
5.88%, 03/31/25			281		302,075
5.13%, 06/30/27			545		564,086
Cheniere Energy Partners LP:
5.63%, 10/01/26^(a)			135		136,687
Series WI, 5.25%, 10/01/25			33		33,083
Chesapeake Energy Corp.:
6.63%, 08/15/20			179		181,237
4.88%, 04/15/22			29		27,840
5.75%, 03/15/23			12		11,490
7.00%, 10/01/24^(f)			108		97,740
8.00%, 01/15/25^(f)			150		138,000
8.00%, 03/15/26^(a)			100		90,750
8.00%, 06/15/27^(f)			360		318,600
CNX Resources Corp., 5.88%, 04/15/22			732		701,900
Comstock Resources, Inc., 9.75%, 08/15/26			111		85,470
ConocoPhillips, 6.50%, 02/01/39			600		814,615
ConocoPhillips Canada Funding Co., 5.95%, 10/15/36			685		876,216
CONSOL Energy, Inc., 11.00%, 11/15/25^(a)			286		309,952
Covey Park Energy LLC/Covey Park Finance Corp., 7.50%, 05/15/25^(a)			155		137,950
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.:
6.25%, 04/01/23			11		11,091
5.63%, 05/01/27^(a)			238		233,240
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(a)			664		635,780
DCP Midstream Operating LP:
5.38%, 07/15/25			118		122,720
5.13%, 05/15/29			250		252,187
6.45%, 11/03/36^(a)			148		151,700
6.75%, 09/15/37^(a)			211		217,330


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Denbury Resources, Inc., 9.25%, 03/31/22^(a)	USD		291	$	280,815
Devon Energy Corp., 5.85%, 12/15/25			1,000		1,156,522
Diamond Offshore Drilling, Inc.:
5.70%, 10/15/39			18		11,250
4.88%, 11/01/43			164		96,760
eG Global Finance PLC:
4.38%, 02/07/25	EUR		100		109,481
6.75%, 02/07/25^(a)	USD		241		236,481
Enbridge, Inc., 6.25%, 03/01/78^(b)			1,935		1,910,812
Endeavor Energy Resources LP/EER Finance, Inc.^(a):
5.50%, 01/30/26			337		343,740
5.75%, 01/30/28			222		230,047
Energy Transfer Operating LP:
4.05%, 03/15/25			500		510,470
4.75%, 01/15/26			1,250		1,299,177
5.30%, 04/15/47			540		533,532
EnLink Midstream LLC, 5.38%, 06/01/29			50		49,636
EnLink Midstream Partners LP:
4.40%, 04/01/24			144		141,480
4.15%, 06/01/25			14		13,405
4.85%, 07/15/26			22		21,560
5.60%, 04/01/44			164		144,320
5.05%, 04/01/45			201		168,840
5.45%, 06/01/47			141		122,670
Ensco Rowan PLC, 5.75%, 10/01/44			2		1,160
EOG Resources, Inc., 5.10%, 01/15/36			200		235,302
Extraction Oil & Gas, Inc.^(a):
7.38%, 05/15/24			94		80,840
5.63%, 02/01/26			248		194,680
Frontera Energy Corp., 9.70%, 06/25/23^(a)			384		406,664
Genesis Energy LP/Genesis Energy Finance Corp.:
6.00%, 05/15/23			48		46,363
5.63%, 06/15/24			47		44,180
6.50%, 10/01/25			59		56,050
6.25%, 05/15/26			112		103,460
GNL Quintero SA, 4.63%, 07/31/29^(a)			200		206,502
Great Western Petroleum LLC/Great Western Finance, Inc., 9.00%, 09/30/21^(a)			396		312,345
Gulfport Energy Corp.:
6.63%, 05/01/23			100		92,000
6.00%, 10/15/24			40		33,000
6.38%, 01/15/26			56		45,640
Hess Corp., 4.30%, 04/01/27			1,100		1,104,679
Hess Infrastructure Partners LP/Hess Infrastructure Partners Finance Corp., 5.63%, 02/15/26^(a)			192		197,760


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Impulsora Pipeline LLC, 6.05%, 12/31/42^(e)	USD		1,781	$	1,865,335
Indigo Natural Resources LLC, 6.88%, 02/15/26^(a)			220		197,450
KeySpan Gas East Corp., 5.82%, 04/01/41^(a)			1,010		1,253,019
Kinder Morgan, Inc.:
4.30%, 06/01/25			1,750		1,835,617
5.05%, 02/15/46			1,750		1,783,080
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26^(a)			26		26,130
Marathon Petroleum Corp., 6.50%, 03/01/41			2,049		2,486,952
Matador Resources Co., 5.88%, 09/15/26			214		211,860
MEG Energy Corp., 6.50%, 01/15/25^(a)			441		424,330
Murphy Oil Corp.:
5.75%, 08/15/25			125		125,247
7.05%, 05/01/29			10		10,667
5.63%, 12/01/42			101		88,960
Nabors Industries, Inc.:
5.00%, 09/15/20			18		18,225
4.63%, 09/15/21			142		136,675
New Enterprise Stone & Lime Co., Inc., 6.25%, 03/15/26^(a)			53		52,603
NGPL PipeCo LLC^(a):
4.88%, 08/15/27			322		330,855
7.77%, 12/15/37			254		313,690
Noble Holding International Ltd.:
7.75%, 01/15/24			14		10,955
7.88%, 02/01/26^(a)			570		493,050
5.25%, 03/15/42			84		46,410
Northern Oil and Gas, Inc., (8.50% Cash or 1.00% PIK), 9.50%, 05/15/23^(h)			241		248,260
NuStar Logistics LP, 6.00%, 06/01/26			99		98,770
Oasis Petroleum, Inc.:
6.88%, 03/15/22			171		165,531
6.88%, 01/15/23			20		19,200
6.25%, 05/01/26^(a)			55		48,675
Pacific Drilling SA, 8.38%, 10/01/23^(a)			736		702,880
Parsley Energy LLC/Parsley Finance Corp.^(a):
6.25%, 06/01/24			94		95,997
5.38%, 01/15/25			134		133,665
5.25%, 08/15/25			40		39,200
5.63%, 10/15/27			222		219,229
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 06/15/25			123		124,845
PDC Energy, Inc.:
6.13%, 09/15/24			29		27,985
5.75%, 05/15/26			79		73,249


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Petrobras Global Finance BV:
5.30%, 01/27/25	USD		178	$	184,791
8.75%, 05/23/26			222		267,654
6.00%, 01/27/28			239		246,050
7.25%, 03/17/44			220		233,168
Petroleos Mexicanos:
6.38%, 02/04/21			200		207,899
5.38%, 03/13/22			27		27,754
6.50%, 03/13/27			148		148,989
Precision Drilling Corp., 7.13%, 01/15/26^(a)			88		83,380
QEP Resources, Inc.:
6.88%, 03/01/21			113		114,695
5.38%, 10/01/22			215		206,400
5.25%, 05/01/23			95		89,537
5.63%, 03/01/26			247		223,535
Range Resources Corp.:
5.88%, 07/01/22			38		37,240
5.00%, 08/15/22			45		42,503
4.88%, 05/15/25			79		68,829
Rowan Cos., Inc., 4.88%, 06/01/22			265		240,156
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26			1,750		1,944,031
SESI LLC, 7.13%, 12/15/21			65		48,425
Seven Generations Energy Ltd.^(a):
6.88%, 06/30/23			57		57,428
5.38%, 09/30/25			140		132,650
SM Energy Co.:
6.13%, 11/15/22			63		60,953
5.00%, 01/15/24			170		148,750
5.63%, 06/01/25			108		93,960
Southwestern Energy Co.:
6.20%, 01/23/25			99		92,039
7.50%, 04/01/26			6		5,760
7.75%, 10/01/27			116		110,780
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		1,289,814
Sunoco Logistics Partners Operations LP, 3.90%, 07/15/26			310		310,115
Sunoco LP/Sunoco Finance Corp.:
6.00%, 04/15/27^(a)			25		25,406
Series WI, 4.88%, 01/15/23			187		188,444
Series WI, 5.50%, 02/15/26			64		64,640
Series WI, 5.88%, 03/15/28			4		4,060
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(a):
4.75%, 10/01/23			15		15,075
5.50%, 09/15/24			238		242,760
5.50%, 01/15/28			655		651,725
Targa Resources Partners LP/Targa Resources Partners Finance Corp.:
5.13%, 02/01/25			43		43,108
5.88%, 04/15/26			254		262,572
5.38%, 02/01/27			22		22,110


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
6.50%, 07/15/27^(a)	USD		195	$	203,083
5.00%, 01/15/28			132		127,010
6.88%, 01/15/29^(a)			566		603,144
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		526,278
Transocean Pontus Ltd., 6.13%, 08/01/25^(a)			118		119,159
Transocean Poseidon Ltd., 6.88%, 02/01/27^(a)			253		260,274
Transocean Sentry Ltd., 5.38%, 05/15/23^(a)			178		176,442
Transocean, Inc., 7.25%, 11/01/25^(a)			186		172,980
Vantage Drilling International, 9.25%, 11/15/23^(a)			80		80,400
Western Midstream Operating LP, 5.38%, 06/01/21			1,425		1,468,271
Whiting Petroleum Corp., 6.63%, 01/15/26			65		59,475
Williams Cos., Inc.:
3.90%, 01/15/25			1,150		1,183,247
4.00%, 09/15/25			750		779,785
WPX Energy, Inc.:
8.25%, 08/01/23			74		81,585
5.25%, 09/15/24			75		73,688
5.75%, 06/01/26			6		5,951
YPF SA, 8.50%, 07/28/25			316		297,040

					50,236,283

Paper & Forest Products — 0.1%
International Paper Co., 6.00%, 11/15/41			870		982,676
Norbord, Inc., 6.25%, 04/15/23^(a)			111		116,067

					1,098,743

Personal Products — 0.0%
Coty, Inc., 6.50%, 04/15/26^(a)			58		55,673


Pharmaceuticals — 2.4%
AbbVie, Inc.:
3.60%, 05/14/25			870		886,303
3.20%, 05/14/26^(f)			500		492,759
4.45%, 05/14/46			2,095		1,972,204
Allergan Funding SCS:
3.80%, 03/15/25			3,250		3,270,841
4.55%, 03/15/35			2,140		2,076,161
Allergan Sales LLC, 5.00%, 12/15/21^(a)			758		789,781
Bausch Health Americas, Inc.^(a):
8.50%, 01/31/27			777		815,609
9.25%, 04/01/26			67		72,548
Bausch Health Cos., Inc.:
5.50%, 03/01/23^(a)			131		131,328


Security	Par (000)			Value

Pharmaceuticals (continued)
4.50%, 05/15/23		EUR	276	$	311,531
5.88%, 05/15/23^(a)		USD	384		385,920
7.00%, 03/15/24^(a)			475		496,078
6.13%, 04/15/25^(a)			157		152,977
5.50%, 11/01/25^(a)			906		911,246
9.00%, 12/15/25^(a)			300		322,875
5.75%, 08/15/27^(a)			216		218,025
7.00%, 01/15/28^(a)			234		231,368
7.25%, 05/30/29^(a)			341		339,295
Charles River Laboratories International, Inc., 5.50%, 04/01/26^(a)			234		243,068
CVS Health Corp.:
5.13%, 07/20/45			700		713,212
5.05%, 03/25/48^(f)			1,221		1,241,821
Eagle Holding Co. II LLC, (7.75% Cash), 7.75%, 05/15/22^(a)(h)			209		210,306
Elanco Animal Health, Inc., 4.90%, 08/28/28^(a)			184		199,370
Jaguar Holding Co. II/Pharmaceutical Product Development LLC, 6.38%, 08/01/23^(a)			907		920,786
MEDNAX, Inc., 6.25%, 01/15/27^(a)			427		431,270
Mylan NV, 3.95%, 06/15/26			750		704,114
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(a)			612		592,110
Rossini Sarl, 6.75%, 10/30/25		EUR	112		132,770

					19,265,676

Real Estate Management & Development — 0.1%
ADLER Real Estate AG, 3.00%, 04/27/26			100		114,704
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(a)		USD	124		123,070
Howard Hughes Corp., 5.38%, 03/15/25^(a)			83		81,962
Newmark Group, Inc., 6.13%, 11/15/23			64		65,462
Residomo SRO, 3.38%, 10/15/24		EUR	100		114,659

					499,857

Road & Rail — 1.1%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40		USD	1,890		2,365,513
CSX Corp., 4.75%, 05/30/42			350		384,210
Flexi-Van Leasing, Inc., 10.00%, 02/15/23^(a)			122		113,460
Herc Rentals, Inc.^(a):
7.50%, 06/01/22			170		175,525
7.75%, 06/01/24			72		75,780
Hertz Corp., 7.63%, 06/01/22^(a)			174		176,392
Hertz Holdings Netherlands BV, 5.50%, 03/30/23		EUR	100		114,374


Security	Par (000)			Value

Road & Rail (continued)
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(a)		USD	5,000	$	5,318,750
United Rentals North America, Inc.:
5.88%, 09/15/26			135		139,894
5.25%, 01/15/30			200		196,000

					9,059,898

Semiconductors & Semiconductor Equipment — 0.5%
Advanced Micro Devices, Inc., 7.50%, 08/15/22			51		56,737
Analog Devices, Inc., 3.90%, 12/15/25			470		487,521
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27			2,850		2,710,235
Qorvo, Inc., 5.50%, 07/15/26^(a)			368		374,440
QUALCOMM, Inc., 4.65%, 05/20/35			250		271,404
Sensata Technologies BV, 5.00%, 10/01/25^(a)			370		370,000

					4,270,337

Software — 2.0%
ACI Worldwide, Inc., 5.75%, 08/15/26^(a)			429		440,798
CA, Inc., 3.60%, 08/15/22			705		711,445
CDK Global, Inc.:
4.88%, 06/01/27			440		430,650
5.25%, 05/15/29^(a)			84		83,790
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho, 10.00%, 11/30/24^(a)			759		827,310
Infor US, Inc., 6.50%, 05/15/22			1,519		1,536,544
Informatica LLC, 7.13%, 07/15/23^(a)			589		594,890
Microsoft Corp., 3.50%, 11/15/42			4,000		4,024,508
Nuance Communications, Inc.:
6.00%, 07/01/24			59		60,330
5.63%, 12/15/26			163		166,465
Oracle Corp., 5.38%, 07/15/40			3,025		3,618,175
PTC, Inc., 6.00%, 05/15/24			125		130,938
RP Crown Parent LLC, 7.38%, 10/15/24^(a)			461		479,578
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24^(a)			1,125		1,210,725
Sophia LP/Sophia Finance, Inc., 9.00%, 09/30/23^(a)			177		182,310
SS&C Technologies, Inc., 5.50%, 09/30/27^(a)			936		943,048


Security	Par (000)			Value

Software (continued)
TIBCO Software, Inc., 11.38%, 12/01/21^(a)		USD	478	$	505,485

					15,946,989

Specialty Retail — 0.6%
Asbury Automotive Group, Inc., 6.00%, 12/15/24			159		162,577
Catalent Pharma Solutions, Inc., 4.88%, 01/15/26^(a)			234		231,660
Group 1 Automotive, Inc.:
5.00%, 06/01/22			110		110,550
5.25%, 12/15/23^(a)			13		13,211
Home Depot, Inc., 5.88%, 12/16/36			1,660		2,143,855
IAA Spinco, Inc., 5.50%, 06/15/27^(a)(d)			225		228,373
L Brands, Inc.:
6.88%, 11/01/35			215		187,050
6.75%, 07/01/36			49		41,650
Lowe’s Cos., Inc., 4.38%, 09/15/45			1,000		1,000,625
Penske Automotive Group, Inc., 5.50%, 05/15/26			22		21,780
Staples, Inc.^(a):
7.50%, 04/15/26			734		704,721
10.75%, 04/15/27			121		116,124

					4,962,176

Technology Hardware, Storage & Peripherals — 0.7%
Apple, Inc., 4.65%, 02/23/46			2,400		2,722,793
Dell International LLC/EMC Corp., 7.13%, 06/15/24^(a)			535		563,841
Hewlett Packard Enterprise Co., 4.90%, 10/15/25			1,500		1,599,238
Western Digital Corp., 4.75%, 02/15/26^(f)			356		337,584

					5,223,456

Textiles, Apparel & Luxury Goods — 0.0%
William Carter Co., 5.63%, 03/15/27^(a)			97		99,061


Thrifts & Mortgage Finance — 0.0%
Jerrold Finco PLC, 6.25%, 09/15/21		GBP	100		128,321
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(a):
5.25%, 03/15/22		USD	17		16,978
5.25%, 10/01/25			139		135,872

					281,171

Tobacco — 1.1%
Altria Group, Inc.:
9.95%, 11/10/38			516		772,130
10.20%, 02/06/39			894		1,360,784
5.38%, 01/31/44			2,000		2,034,021
3.88%, 09/16/46			1,250		1,054,077


Security	Par (000)			Value

Tobacco (continued)
Reynolds American, Inc.:
4.45%, 06/12/25		USD	635	$	659,368
7.00%, 08/04/41			1,000		1,133,397
5.85%, 08/15/45			1,500		1,550,842

					8,564,619

Transportation Infrastructure — 0.2%
I 595 Express LLC, 3.31%, 12/31/31^(c)(e)			828		804,231
Rumo Luxembourg Sarl, 7.38%, 02/09/24^(a)			370		396,825
Transurban Finance Co. Property Ltd., 4.13%, 02/02/26^(a)			580		598,917

					1,799,973

Utilities — 0.2%
AES Argentina Generacion SA, 7.75%, 02/02/24^(a)			370		312,095
AES Panama SRL, 6.00%, 06/25/22^(a)			228		234,087
ContourGlobal Power Holdings SA, 3.38%, 08/01/23		EUR	100		115,026
Generacion Mediterranea SA/Generacion Frias SA/Central Termica Roca SA, 9.63%, 07/27/23^(a)		USD	370		288,217
Orano SA, 3.38%, 04/23/26		EUR	100		111,131
Stoneway Capital Corp., 10.00%, 03/01/27^(a)		USD	491		429,789
Vistra Operations Co. LLC^(a):
5.50%, 09/01/26			56		57,400
5.63%, 02/15/27			196		201,576

					1,749,321

Wireless Telecommunication Services — 1.1%
C&W Senior Financing DAC, 6.88%, 09/15/27^(a)			423		420,885
Comunicaciones Celulares SA Via Comcel Trust, 6.88%, 02/06/24^(a)			1,000		1,028,885
CyrusOne LP/CyrusOne Finance Corp.:
5.00%, 03/15/24			26		26,187
5.38%, 03/15/27			115		118,594
Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd., 8.75%, 05/25/24^(a)			227		223,028
Radiate Holdco LLC/Radiate Finance, Inc., 6.63%, 02/15/25^(a)			74		72,335
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		3,242,989
Sprint Corp.:
7.88%, 09/15/23			584		626,340
7.13%, 06/15/24			832		865,280
7.63%, 02/15/25			197		208,328
7.63%, 03/01/26			817		865,611


Security	Par (000)			Value

Wireless Telecommunication Services (continued)
T-Mobile USA, Inc.:
5.13%, 04/15/25		USD	77	$	78,251
6.50%, 01/15/26			42		44,310
4.50%, 02/01/26			426		420,142
4.75%, 02/01/28			387		383,494

					8,624,659


Total Corporate Bonds — 62.5% (Cost — $473,817,715)					494,614,357


Floating Rate Loan Interests — 2.0%

Aerospace & Defense — 0.0%
Atlantic Aviation FBO, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.19%, 12/06/25^(c)(e)			33		33,164


Auto Components — 0.1%
Panther BF Aggregator 2 LP, Term Loan B, (1 mo. LIBOR + 3.50%), 5.93%, 04/30/26^(c)			701		695,308


Capital Markets — 0.1%
Jefferies Finance LLC, 2019 Term Loan, 1.00%, 05/21/26^(c)(j)			119		118,740
Travelport Finance (Luxembourg) Sarl, 2019 Term Loan, 1.00%, 03/13/26^(c)(j)			354		337,921

					456,661

Chemicals — 0.1%
Alpha 3 BV, 2017 Term Loan B1, (3 mo. LIBOR + 3.00%, 1.00% Floor), 5.60%, 01/31/24^(c)(j)			339		333,532
Charter NEX US Holdings, Inc., Incremental Term Loan, (1 mo. LIBOR + 3.50%), 5.94%, 05/16/24^(c)			51		50,821
Invictus US LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 9.27%, 03/25/26^(c)(e)			37		36,383
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 5.10%, 03/01/26^(c)			131		128,661
Momentive Performance Materials, Inc., Term Loan B, (1 Week LIBOR + 3.25%), 5.65%, 04/16/24^(c)			98		97,572

					646,969

Commercial Services & Supplies — 0.2%
Asurion LLC, 2017 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%), 8.94%, 08/04/25^(c)			261		265,025


Security	Par (000)			Value

Commercial Services & Supplies (continued)
GFL Environmental, Inc., 2018 USD Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/30/25^(c)		USD	294	$	287,848
Verscend Holding Corp., 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 6.94%, 08/27/25^(c)			668		666,670

					1,219,543

Construction & Engineering — 0.1%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.82%, 06/21/24^(c)			838		811,924


Containers & Packaging — 0.0%
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 5.85%, 04/03/24^(c)			100		97,278


Diversified Telecommunication Services — 0.0%
Sprint Communications, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.50%, 02/02/24^(c)			139		137,686


Electrical Equipment — 0.0%
Sirius Computer Solutions, Inc., 2019 Term Loan B, 1.00%, 05/20/26^(c)(j)			36		35,955


Energy Equipment & Services — 0.1%
Gavilan Resources LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.00%, 1.00% Floor), 8.43%, 03/01/24^(c)(e)			89		58,775
Pioneer Energy Services Corp., Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.18%, 11/08/22^(c)(e)			516		518,580
Weatherford International Ltd., Term Loan, (1 mo. LIBOR + 14.25%), 38.55%, 07/13/20^(c)			182		180,802

					758,157

Gas Utilities — 0.0%
AL Midcoast Holdings LLC, 2018 Term Loan B, (3 mo. LIBOR + 5.50%), 8.10%, 07/31/25^(c)			119		119,549


Health Care Equipment & Supplies — 0.1%
Immucor, Inc., Extended Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.60%, 06/15/21^(c)			416		413,946


Health Care Providers & Services — 0.2%
Concentra, Inc., 2018 2nd Lien Term Loan, (1 mo. LIBOR + 6.50%, 1.00% Floor), 8.97%, 06/01/23^(c)			99		99,495


Security	Par (000)			Value

Health Care Providers & Services (continued)
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/10/25^(c)		USD	510	$	463,059
Gentiva Health Services, Inc.^(c):
2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.25%, 07/02/25			101		100,969
2018 2nd Lien Term Loan, (1 mo. LIBOR + 7.00%), 9.50%, 07/02/26			34		34,483
HC Group Holdings II, Inc., Term Loan B, 1.00%, 05/21/26^(c)(e)(j)			37		36,722
Sotera Health Holdings LLC, 2017 Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.44%, 05/15/22^(c)			425		420,852
Team Health Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/06/24^(c)			87		77,623

					1,233,203

Health Care Technology — 0.1%
Athenahealth, Inc., 2019 Term Loan B, (1 mo. LIBOR + 4.50%), 7.04%, 02/11/26^(c)			621		619,708


Hotels, Restaurants & Leisure — 0.1%
IRB Holding Corp., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.69%, 02/05/25^(c)			119		117,414
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 3.50%), 6.10%, 07/10/25^(c)			691		691,240

					808,654

Industrial Conglomerates — 0.0%
Cortes NP Acquisition Corp., 2017 Term Loan B, (1 mo. LIBOR + 4.00%, 1.00% Floor), 6.44%, 11/30/23^(c)(e)			299		280,714


Security	Par (000)			Value

Industrial Conglomerates (continued)
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 1.00% Floor), 7.56%, 11/28/21^(c)		USD	113	$	111,010

					391,724

Insurance — 0.0%
Sedgwick Claims Management Services, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 5.69%, 12/31/25^(c)			400		393,830


Machinery — 0.1%
Titan Acquisition Ltd., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 5.44%, 03/28/25^(c)			414		397,006


Media — 0.2%
Altice France SA, 2018 Term Loan B13, (1 mo. LIBOR + 4.00%), 6.44%, 08/14/26^(c)			97		94,023
Getty Images, Inc., 2019 1st Lien Term Loan, (1 mo. LIBOR + 4.50%), 7.00%, 02/19/26^(c)			132		131,110
Intelsat Jackson Holdings SA^(c):
2017 Term Loan B3, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.18%, 11/27/23			64		63,461
2017 Term Loan B4, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.93%, 01/02/24			198		197,956
2017 Term Loan B5, (Fixed + 6.62%), 6.63%, 01/02/24			1,071		1,069,832
PSAV Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 5.77%, 03/01/25^(c)			90		87,538

					1,643,920

Oil & Gas Equipment & Services — 0.1%
McDermott Technology Americas, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 1.00% Floor), 7.44%, 05/10/25^(c)			1,176		1,139,882


Oil, Gas & Consumable Fuels — 0.0%
BCP Raptor II LLC, 1st Lien Term Loan, (1 mo. LIBOR + 4.75%), 7.19%, 11/03/25^(c)			53		51,277
California Resources Corp., Second Out Term Loan, (1 mo. LIBOR + 10.37%, 1.00% Floor), 12.80%, 12/31/21^(c)			212		212,987


Security	Par (000)			Value

Oil, Gas & Consumable Fuels (continued)
CONSOL Energy, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 6.94%, 09/27/24^(c)		USD	127	$	126,153

					390,417

Pharmaceuticals — 0.0%
Endo Luxembourg Finance Co. I Sarl, 2017 Term Loan B, (1 mo. LIBOR + 4.25%), 6.75%, 04/29/24^(c)			174		167,351


Professional Services — 0.0%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 5.00%), 7.43%, 02/01/26^(c)			282		281,295


Software — 0.4%
BMC Software Finance, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%), 6.85%, 10/02/25^(c)			58		57,080
Financial & Risk US Holdings, Inc., 2018 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.19%, 10/01/25^(c)			1,948		1,897,506
Infor (US), Inc., Term Loan B6, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.19%, 02/01/22^(c)(j)			83		82,483
Kronos, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 1.00% Floor), 10.83%, 11/01/24^(c)			352		362,634
Mitchell International, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 5.69%, 11/29/24^(c)			129		123,203
SS&C Technologies, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.25%), 4.69%, 04/16/25^(c)			215		213,469


Security	Par (000)			Value

Software (continued)
Ultimate Software Group, Inc., Term Loan B, (3 mo. LIBOR + 3.75%), 6.27%, 05/04/26^(c)		USD	123	$	123,000

					2,859,375

Specialty Retail — 0.0%
IAA Spinco, Inc., Term Loan B, 1.00%, 05/22/26^(c)(e)(j)			62		62,155


Textiles, Apparel & Luxury Goods — 0.0%
Ascend Performance Materials Operations LLC, Term Loan B, (2 mo. LIBOR + 5.25%, 1.00% Floor), 7.79%, 08/12/22^(c)			183		182,361


Wireless Telecommunication Services — 0.0%
Xplornet Communications, Inc., Term Loan B, (3 mo. LIBOR + 4.00%, 1.00% Floor), 6.60%, 09/09/21^(c)(e)			96		95,503


Total Floating Rate Loan Interests — 2.0% (Cost — $16,274,759)					16,092,524


Foreign Agency Obligations — 2.4%
Colombia Government International Bond:
8.13%, 05/21/24			290		351,397
4.50%, 01/28/26			200		210,700
3.88%, 04/25/27			468		474,318
Cyprus Government International Bond, 4.63%, 02/03/20^(a)		EUR	1,210		1,393,629
Egypt Government International Bond, 5.75%, 04/29/20		USD	626		633,043
Iceland Government International Bond, 5.88%, 05/11/22			3,555		3,916,844
Indonesia Government International Bond, 4.75%, 01/08/26			380		403,900
Indonesia Treasury Bond, 6.13%, 05/15/28		IDR	6,679,000		410,801
Italian Government International Bond, 5.38%, 06/15/33		USD	2,925		3,194,847
Mexico Government International Bond:
4.15%, 03/28/27			260		265,200
3.75%, 01/11/28			200		197,400
Nigeria Government International Bond, 7.63%, 11/21/25^(f)			200		209,250
Portugal Government International Bond, 5.13%, 10/15/24^(a)			3,970		4,380,180
Qatar Government International Bond:
4.50%, 04/23/28			660		720,225
4.00%, 03/14/29^(a)			440		463,168


Security	Par (000)			Value

Foreign Agency Obligations (continued)
Republic of South Africa Government International Bond, 5.88%, 05/30/22^(f)		USD	440	$	469,150
Russian Foreign Bond — Eurobond:
4.75%, 05/27/26			200		209,225
4.25%, 06/23/27			400		404,800
Saudi Government International Bond:
4.50%, 04/17/30^(f)			278		295,931
5.25%, 01/16/50^(a)			200		220,313
Turkey Government International Bond, 6.25%, 09/26/22			200		194,073


Total Foreign Agency Obligations — 2.4% (Cost — $18,788,163)					19,018,394


Municipal Bonds — 3.2%

California — 0.9%
University of California, RB, Build America Bonds, 5.95%, 05/15/45			885		1,188,484
State of California, GO, Build America Bonds, Various Purpose:
7.55%, 04/01/39			280		438,774
7.63%, 03/01/40			1,720		2,695,120
East Bay Municipal Utility District Water System Revenue, RB, Build America Bonds, 5.87%, 06/01/40			1,900		2,574,367

					6,896,745

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, Build America Bonds, Series A, 7.06%, 04/01/57			1,989		2,502,838


Illinois — 0.3%
State of Illinois, GO, Pension, 5.10%, 06/01/33			2,000		2,063,540


Indiana — 0.4%
Indianapolis Local Public Improvement Bond Bank, RB, Build America Bonds, 6.12%, 01/15/40			2,535		3,297,477


New York — 1.3%
City of New York New York Municipal Water Finance Authority, Refunding RB, 2nd General Resolution:
Series GG, Build America Bonds, 5.72%, 06/15/42			1,390		1,931,628
Water & Sewer System, Series EE, 5.38%, 06/15/43			770		814,437
Series EE, 5.50%, 06/15/43			930		986,153


Security	Par (000)			Value

New York (continued)
New York State Dormitory Authority, RB, Build America Bonds:
5.60%, 03/15/40		USD	1,900	$	2,412,867
5.63%, 03/15/39			1,100		1,352,879
Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29			780		1,011,379
Metropolitan Transportation Authority, RB, Build America Bonds, 7.34%, 11/15/39			1,295		1,992,332

					10,501,675


Total Municipal Bonds — 3.2% (Cost — $20,430,424)					25,262,275


Non-Agency Mortgage-Backed Securities — 4.6%

Collateralized Mortgage Obligations — 0.4%
Banc of America Funding Corp., Series 2007-2, Class 1A2, 6.00%, 03/25/37			477		424,305
Countrywide Alternative Loan Trust:
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35			909		896,488
Series 2006-OA21, Class A1, (1 mo. LIBOR US + 0.19%), 2.63%, 03/20/47^(c)			727		625,264
GMAC Mortgage Corp. Loan Trust, Series 2005-AR3, Class 5A1, 4.30%, 06/19/35^(b)			241		245,740
GSR Mortgage Loan Trust:
Series 2006-4F, Class 1A1, 5.00%, 05/25/36			33		71,873
Series 2007-4F, Class 3A1, 6.00%, 07/25/37			153		136,193
JPMorgan Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 08/25/36			61		43,860
Merrill Lynch Mortgage Investors, Inc., Series 2006-A3, Class 3A1, 4.54%, 05/25/36^(b)			444		406,791
WaMu Mortgage Pass-Through Certificates, Series 2007-OA4, Class 1A, (12 mo. MTA + 0.77%), 3.25%, 05/25/47^(c)			171		161,740

					3,012,254

Commercial Mortgage-Backed Securities — 4.3%
Banc of America Merrill Lynch Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33^(a)(b)			4,170		4,270,479


Security	Par (000)			Value

Commercial Mortgage-Backed Securities (continued)
Citigroup Commercial Mortgage Trust, Series 2013-GC15, Class B, 5.22%, 09/10/46^(b)			7,183	$	7,768,680
Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2006-CD3, Class AM, 5.65%, 10/15/48			1,131		1,172,166
Commercial Mortgage Trust^(b):
Series 2013-CR11, Class B, 5.11%, 08/10/50			7,000		7,539,815
Series 2015-CR22, Class C, 4.12%, 03/10/48			5,000		5,184,814
Series 2015-LC19, Class C, 4.26%, 02/10/48			3,500		3,639,305
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C, 4.29%, 04/15/50^(b)			1,000		1,027,962
Morgan Stanley Capital I Trust, Series 2014-CPT, Class G, 3.45%, 07/13/29^(a)(b)			3,200		3,172,828

					33,776,049


Total Non-Agency Mortgage-Backed Securities — 4.7% (Cost — $35,257,576)					36,788,303


Preferred Securities — 10.7%

Capital Trusts — 10.1%

Banks — 2.5%
Banco Bilbao Vizcaya Argentaria SA, 6.13%^(b)(k)			2,000		1,785,000
Bankia SA, 6.38%^(b)(k)		EUR	200		221,777
BNP Paribas SA, 7.20%^(a)(g)(k)		USD	2,000		2,097,500
Capital One Financial Corp., Series E, 5.55%^(g)(k)			3,500		3,549,245
CIT Group, Inc., Series A, 5.80%^(g)(k)			163		163,748
Credit Agricole SA^(a)(g)(k): 6.63%			1,400		1,404,379
7.88%			1,000		1,065,492
Nordea Bank AB, 6.13%^(a)(g)(k)			2,960		2,930,400
Wells Fargo & Co.: Series Q, 5.85%^(g)(k)			75		1,921,500
Series S, 5.90%^(g)(k)			3,390		3,487,463
Series U, 5.88%^(f)(g)(k)			645		683,758

					19,310,262

Capital Markets — 0.6%
Goldman Sachs Group, Inc., Series P, 5.00%^(b)(k)			74		69,617
Morgan Stanley, Series H, 5.45%^(g)(k)			2,627		2,627,000


Security	Par (000)			Value

Capital Markets (continued)
State Street Corp., Series F, 5.25%^(g)(k)			2,000	$	2,045,400

					4,742,017

Diversified Financial Services — 4.3%
Bank of America Corp.: Series AA, 6.10%^(g)(k)		USD	409		438,182
Series DD, 6.30%^(g)(k)			45		49,275
Series FF, 5.88%^(b)(k)			3,500		3,610,950
Series V, 5.13%^(g)(k)			175		174,225
Series X, 6.25%^(g)(k)			4,620		4,938,780
Series Z, 6.50%^(g)(k)			87		94,613
Bank of New York Mellon Corp.^(g)(k): Series D, 4.50%			2,000		1,945,000
Series E, 4.95%			2,000		2,020,000
HBOS Capital Funding LP, 6.85%^(k)			100		101,054
HSBC Holdings PLC: 6.00%^(g)(k)			435		428,584
6.50%^(b)(k)			1,090		1,091,362
JPMorgan Chase & Co.^(g)(k): Series 1, 6.05%			5,079		5,074,277
Series Q, 5.15%			3,000		3,034,800
Series R, 6.00%			70		73,080
Series S, 6.75%			50		54,936
Series U, 6.13%			500		527,375
Series V, 5.00%			6,430		6,405,887
Royal Bank of Scotland Group PLC, 8.63%^(g)(k)			200		211,000
Societe Generale SA^(a)(g)(k): 6.00%			3,000		2,960,580
7.88%			1,000		1,035,000

					34,268,960

Diversified Telecommunication Services — 0.0%
Telefonica Europe BV, 5.88%^(g)(k)			100		124,813


Electric Utilities — 0.9%
ComEd Financing III, 6.35%, 03/15/33			300		319,871
Electricite de France SA, 5.25%^(a)(g)(k)			4,200		4,205,460
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(b)			2,750		2,815,906

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

					7,352,527

Insurance — 1.8%
Allstate Corp., 6.50%, 05/15/67^(g)			4,100		4,612,500
Allstate Corp., Series B, 5.75%, 08/15/53^(g)			2,000		2,050,000
MetLife, Inc., 6.40%, 12/15/66			2,554		2,822,170


Security	Par (000)			Value

Insurance (continued)
Voya Financial, Inc., 5.65%, 05/15/53^(g)			4,500	$	4,556,250

					14,040,920


Total Capital Trusts — 10.1% (Cost — $78,968,540)					79,839,499


	Shares

Preferred Stocks — 0.6%

Capital Markets — 0.6%
Goldman Sachs Group, Inc., Series J, 5.50%^(g)(k)			92,000		2,377,280
Morgan Stanley, Series K, 5.85%^(g)(k)			66,567		1,757,369
SCE Trust III, Series H, 5.75%^(g)(k)			25,314		611,839

					4,746,488

Thrifts & Mortgage Finance — 0.0%
Federal Home Loan Mortgage Corp., Series S, 8.25%^(b)(k)			10,000		136,900


Total Preferred Stocks — 0.6% (Cost — $4,614,025)					4,883,388


Trust Preferred — 0.1%

Diversified Financial Services — 0.1%
Citigroup Capital XIII, 8.95%^(g)			29,583		807,912


Total Trust Preferreds — 0.1% (Cost — $779,529)					807,912


Total Preferred Securities — 10.8% (Cost — $84,362,094)					85,530,799


	Par (000)

U.S. Government Sponsored Agency Securities — 15.2%

Agency Obligations — 1.6%
Fannie Mae, 5.63%, 07/15/37^(f)		USD	1,600		2,240,403
Federal Home Loan Bank^(f):
5.25%, 12/09/22			1,375		1,527,991
5.37%, 09/09/24			4,025		4,689,359
Residual Funding Corp., 0.00%, 04/15/30^(l)			6,055		4,560,387

					13,018,140

Collateralized Mortgage Obligations — 4.4%
Fannie Mae Mortgage-Backed Securities:
Series 2015-47, Class GL, 3.50%, 07/25/45			1,636		1,714,573
Series 2005-5, Class PK, 5.00%, 12/25/34			21		20,729


Security	Par (000)				Value

Collateralized Mortgage Obligations (continued)
Series 1991-87, Class S, (1 mo. LIBOR + 26.68%), 20.24%, 08/25/21^(c)		USD	1		$	922
Series G-17, Class S, 831.28%, 06/25/21^(b)			—	^(m)		—
Series G-07, Class S, (1 mo. LIBOR + 1144.57%), 870.51%, 03/25/21^(c)			—	^(m)		10
Series G-33, Class PV, 1,078.42%, 10/25/21			—	^(m)		—
Series 1991-46, Class S, (1 mo. LIBOR + 2519.00%), 1,962.59%, 05/25/21^(c)			—	^(m)		—
Freddie Mac Mortgage-Backed Securities:
Series 4350, Class DY, 4.00%, 06/15/44			2,830			3,081,773
Series 4480, Class ZX, 4.00%, 11/15/44			6,431			6,969,663
Series 4549, Class TZ, 4.00%, 11/15/45			2,818			3,076,834
Series 4398, Class ZX, 4.00%, 09/15/54^(e)			9,246			10,057,547
Series 1057, Class J, 1,008.00%, 03/15/21			—	^(m)		—
Series 0192, Class U, 1,009.03%, 02/15/22^(b)			—	^(m)		—
Ginnie Mae Mortgage-Backed Securities, Series 2014-72, Class MQ, 4.00%, 02/20/44			8,858			9,625,630

						34,547,681

Interest Only Collateralized Mortgage Obligations — 0.4%
Fannie Mae Mortgage-Backed Securities:
Series 1997-50, Class SI, (1 mo. LIBOR + 9.20%), 1.20%, 04/25/23^(c)			20			342
Series 2012-96, Class DI, 4.00%, 02/25/27			2,973			170,439
Series 2012-47, Class NI, 4.50%, 04/25/42			3,879			697,605
Series G92-05, Class H, 9.00%, 01/25/22			—	^(m)		3
Series 094, Class 2, 9.50%, 08/25/21			—	^(m)		6
Series 1990-136, Class S, (1 mo. LIBOR + 17.60%), 17.65%, 11/25/20^(c)			—	^(m)		—


Security	Par (000)				Value

Interest Only Collateralized Mortgage Obligations (continued)
Series 1991-139, Class PT, 648.35%, 10/25/21		USD	—	^(m)	$	—
Series G-10, Class S, (1 mo. LIBOR + 1107.27%), 842.21%, 05/25/21^(c)			—	^(m)		—
Series 1991-099, Class L, 930.00%, 08/25/21			—	^(m)		—
Series 1990-123, Class M, 1,009.50%, 10/25/20			—	^(m)		—
Freddie Mac Mortgage-Backed Securities:
Series 1254, Class Z, 8.50%, 04/15/22			9			811
Series 1043, Class H, (1 mo. LIBOR + 45.00%), 34.02%, 02/15/21^(c)			—	^(m)		—
Series 1054, Class I, (1 mo. LIBOR + 881.40%), 669.05%, 03/15/21^(c)			—	^(m)		—
Series 1148, Class E, (1 mo. LIBOR + 1196.85%), 909.19%^(c)			—			—
Series 1056, Class KD, 1,084.50%, 03/15/21			—	^(m)		—
Ginnie Mae Mortgage-Backed Securities:
Series 2009-78, Class SD, (1 mo. LIBOR + 6.20%), 3.76%, 09/20/32^(c)			4,066			430,283
Series 2009-116, Class KS, (1 mo. LIBOR + 6.47%), 4.03%, 12/16/39^(c)			1,411			205,207
Series 2011-52, Class NS, 4.19%, 04/16/41			11,714			1,989,791

						3,494,487

Mortgage-Backed Securities — 8.8%
Fannie Mae Mortgage-Backed Securities^(f):
3.00%, 09/01/43			12,371			12,439,027
4.00%, 12/01/41 - 04/01/56			27,398			28,791,722
4.50%, 07/01/41 - 07/01/55			14,493			15,501,747
5.00%, 08/01/34			1,389			1,491,520
5.50%, 06/01/38			689			754,006
6.00%, 12/01/38			549			616,239
Freddie Mac Mortgage-Backed Securities^(f):
3.00%, 04/01/33			7,672			7,787,222
4.50%, 03/01/47			1,713			1,825,323


Security	Par (000)				Value

Mortgage-Backed Securities (continued)
Ginnie Mae Mortgage-Backed Securities:
5.50%, 08/15/33		USD	43		$	45,826
8.00%, 07/15/24			—	^(m)		68

						69,252,700

Principal Only Collateralized Mortgage Obligations — 0.0%
Fannie Mae Mortgage-Backed Securities^(l):
Series 1993-51, Class E, 0.00%, 02/25/23			3			3,395
Series 203, Class 1, 0.00%, 02/25/23			1			1,036
Series 1993-70, Class A, 0.00%, 05/25/23			1			588
Series 0228, Class 1, 0.00%, 06/25/23			1			906

						5,925


Total U.S. Government Sponsored Agency Securities — 15.2% (Cost — $115,460,068)						120,318,933


U.S. Treasury Obligations — 22.4%
U.S. Treasury Bonds^(f):
3.00%, 11/15/44			61,400			66,400,742
2.50%, 02/15/46			66,500			65,489,512
2.75%, 11/15/47			2,000			2,065,156
U.S. Treasury Notes^(f):
2.75%, 09/30/20			2,880			2,903,963
2.75%, 09/15/21			2,800			2,852,172
2.75%, 04/30/23			2,800			2,886,844
2.75%, 08/31/23			1,700			1,756,445
7.50%, 11/15/24			8,200			10,527,070
2.75%, 08/31/25			14,800			15,441,141
3.00%, 09/30/25			2,400			2,540,531
2.88%, 08/15/28			1,000			1,061,875
3.13%, 11/15/28			3,000			3,252,422


Total U.S. Treasury Obligations — 22.4% (Cost — $172,996,198)						177,177,873


Total Long-Term Investments — 130.2% (Cost — $992,840,412)						1,029,902,038


Security	Shares		Value

Short-Term Securities — 1.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 2.29%^(n)(o)		8,414,154	$	8,414,154


Total Short-Term Securities — 1.1% (Cost — $8,414,154)				8,414,154


Options Purchased — 0.7% (Cost — $4,175,164)				5,178,527


	Value

Total Investments Before Options Written — 132.0% (Cost — $1,005,429,730)	$	1,043,494,719


Options Written — (0.8)% (Premiums Received — $6,155,213)		(5,955,020	)


Total Investments, Net of Options Written — 131.2% (Cost — $999,274,517)		1,037,539,699

Liabilities in Excess of Other Assets — (31.2)%		(246,676,699	)


Net Assets — 100.0%	$	790,863,000

For Trust compliance purposes, the Trust’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

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

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

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

The Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $253,705,169 are categorized as level 2 within the disclosure hierarchy.

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

The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) to determine the value of certain of the Trust’s Level 3 investments as of period end. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of $11,605,623.


Affiliate	Shares Held at 08/31/18		Net Activity			Shares Held at 05/31/19		Value at 05/31/19		Income		Net Realized Gain (Loss)^(a)		Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class		14,487,097		(6,072,943	)		8,414,154	$	8,414,154	$	193,784	$	—	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts:
Euro Stoxx 600 Index		1		06/21/19	$	7	$	(220	)
10-Year U.S. Ultra Long Treasury Note		163		09/19/19		22,257		149,949
Ultra Long U.S. Treasury Bond		127		09/19/19		22,324		305,459
5-Year U.S. Treasury Note		725		09/30/19		85,091		382,137

							$	837,325


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
EUR	1,217,000	USD	1,356,699	HSBC Bank PLC		06/05/19	$	2,983
EUR	3,961,000	USD	4,417,468	State Street Bank and Trust Co.		06/05/19		7,925
GBP	446,000	USD	560,845	JPMorgan Chase Bank N.A.		06/05/19		3,038
GBP	4,741,000	USD	5,961,808	JPMorgan Chase Bank N.A.		06/05/19		32,298
NZD	198,000	USD	128,755	Australia and New Zealand Bank Group		06/05/19		776
USD	109,548	EUR	98,000	Bank of America N.A.		06/05/19		58
USD	225,023	EUR	200,000	State Street Bank and Trust Co.		06/05/19		1,575
USD	1,418,923	EUR	1,261,000	State Street Bank and Trust Co.		06/05/19		10,082
USD	4,354,626	EUR	3,870,000	State Street Bank and Trust Co.		06/05/19		30,902
USD	583,701	GBP	446,000	State Street Bank and Trust Co.		06/05/19		19,818
USD	6,204,767	GBP	4,741,000	State Street Bank and Trust Co.		06/05/19		210,661
USD	131,837	NZD	198,000	Westpac Banking Corp.		06/05/19		2,306

								322,422

USD	1,359,946	EUR	1,217,000	HSBC Bank PLC		07/03/19		(2,980	)
USD	4,428,039	EUR	3,961,000	State Street Bank and Trust Co.		07/03/19		(7,913	)
USD	561,671	GBP	446,000	JPMorgan Chase Bank N.A.		07/03/19		(3,035	)
USD	5,970,588	GBP	4,741,000	JPMorgan Chase Bank N.A.		07/03/19		(32,259	)
USD	128,838	NZD	198,000	Australia and New Zealand Bank Group		07/03/19		(777	)

								(46,964	)

	Net Unrealized Appreciation						$	275,458


Description	Exercise Rate			Counterparty		Expiration Date			Notional Amount (000)		Value		Premiums Paid		Unrealized Depreciation
Call
5Y-30Y CMS Index Cap		0.40	%		Morgan Stanley and Co. International		6/26/19	USD		29,250	$	7,671	$	11,666	$	(3,995	)
5Y-30Y CMS Index Cap		0.35			Goldman Sachs Bank USA		7/26/19	USD		71,000		51,883		35,855		16,028

											$	59,554	$	47,521	$	12,033


Description	Paid by the Trust				Received by the Trust				Counterparty	Expiration Date		Exercise Rate			Notional Amount (000)			Value
Description	Rate			Frequency	Rate			Frequency	Counterparty	Expiration Date		Exercise Rate			Notional Amount (000)			Value
Call
2-Year Interest Rate Swap, 07/03/21		2.10	%	Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Barclays Bank PLC		07/01/19		2.10	%		USD	33,855	$	(116,395	)
2-Year Interest Rate Swap, 07/05/21		2.10		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	JPMorgan Chase Bank N.A.		07/03/19		2.10			USD	55,620		(194,272	)
2-Year Interest Rate Swap, 07/05/21		2.10		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Nomura International PLC		07/03/19		2.10			USD	18,540		(64,757	)
2-Year Interest Rate Swap, 07/10/21		2.15		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	JPMorgan Chase Bank N.A.		07/08/19		2.15			USD	29,660		(131,731	)
2-Year Interest Rate Swap, 08/29/21		2.25		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	JPMorgan Chase Bank N.A.		08/27/19		2.25			USD	4,973		(37,720	)
2-Year Interest Rate Swap, 09/05/21		2.15		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Nomura International Plc		09/03/19		2.15			USD	9,280		(57,634	)
2-Year Interest Rate Swap, 09/25/21		2.00		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	JPMorgan Chase Bank N.A.		09/23/19		2.00			USD	12,400		(58,877	)
2-Year Interest Rate Swap, 10/12/21		1.95		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Morgan Stanley & Co. International PLC		10/10/19		1.95			USD	7,220		(33,037	)
2-Year Interest Rate Swap, 10/13/21		1.95		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Morgan Stanley & Co. International PLC		10/11/19		1.95			USD	7,220		(33,129	)
10-Year Interest Rate Swap, 11/03/29		2.30		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Morgan Stanley & Co. International PLC		11/01/19		2.30			USD	2,600		(69,667	)
2-Year Interest Rate Swap, 11/09/21		3.30		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Deutsche Bank AG		11/07/19		3.30			USD	11,440		(326,406	)
10-Year Interest Rate Swap, 02/16/30		2.25		Semi-annual		3-Month LIBOR, 2.50	%	Quarterly	Nomura International PLC		02/14/20		2.25			USD	10,110		(277,054	)


Reference Obligation/Index	Financing Rate Paid by the Trust			Payment Frequency		Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CDX.NA.HY.32.V1		5.00	%		Quarterly		06/20/24		USD	4,900	$	(273,315	)	$	(367,254	)	$	93,939
CDX.NA.IG.32.V1		1.00			Quarterly		06/20/24		USD	39,800		(641,192	)		(780,207	)		139,015

											$	(914,507	)	$	(1,147,461	)	$	232,954


Paid by the Trust		Received by the Trust		Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
2.36%	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		04/15/20	^(a)		04/15/21	USD	5,990	$	(35,482	)	$	64	$	(35,546	)
2.39	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		04/15/20	^(a)		04/15/21	USD	3,000		(18,469	)		32		(18,501	)
3-Month LIBOR, 2.50%	Quarterly	2.19	Semi-annual		05/28/19	^(a)		05/28/21	USD	4,290		15,522			50		15,472
3-Month LIBOR, 2.50%	Quarterly	2.19	Semi-annual		05/28/19	^(a)		05/28/21	USD	4,290		16,152			50		16,102
3-Month LIBOR, 2.50%	Quarterly	2.20	Semi-annual		05/29/19	^(a)		05/29/21	USD	6,930		27,470			81		27,389
1.84	Annual	12-Month LIBOR, 2.51%	Annual		10/03/19	^(a)		06/15/21	USD	18,700		(60,518	)		2,372		(62,890	)
0.14	Annual	6-Month EURIBOR, (0.25)%	Semi-annual		06/18/19	^(a)		06/18/21	EUR	7,945		(75,219	)		113		(75,332	)
3-Month LIBOR, 2.50%	Quarterly	2.08	Semi-annual		07/02/19	^(a)		07/02/21	USD	12,140		30,593			142		30,451
3-Month LIBOR, 2.50%	Quarterly	2.01	Semi-annual		07/02/19	^(a)		07/02/21	USD	12,175		14,417			142		14,275
3-Month LIBOR, 2.50%	Quarterly	2.03	Semi-annual		07/02/19	^(a)		07/02/21	USD	6,100		8,591			71		8,520
3-Month LIBOR, 2.50%	Quarterly	1.97	Semi-annual		07/02/19	^(a)		07/02/21	USD	6,100		746			71		675
3-Month LIBOR, 2.50%	Quarterly	2.46	Semi-annual		07/22/19	^(a)		07/22/21	USD	39,000		401,075			456		400,619
3-Month LIBOR, 2.50%	Quarterly	2.34	Semi-annual		07/30/19	^(a)		07/30/21	USD	80,000		646,846			936		645,910
2.28	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		07/30/19	^(a)		07/30/21	USD	75,000		(526,072	)		878		(526,950	)
3-Month LIBOR, 2.50%	Quarterly	2.21	Semi-annual		08/15/19	^(a)		08/15/21	USD	4,695		28,207			55		28,152
3-Month LIBOR, 2.50%	Quarterly	2.21	Semi-annual		08/15/19	^(a)		08/15/21	USD	4,695		27,933			55		27,878
3-Month LIBOR, 2.50%	Quarterly	2.17	Semi-annual		08/19/19	^(a)		08/19/21	USD	4,705		24,933			55		24,878
3-Month LIBOR, 2.50%	Quarterly	2.16	Semi-annual		08/19/19	^(a)		08/19/21	USD	4,705		24,475			55		24,420
2.58	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		08/29/19	^(a)		08/29/21	USD	180		(2,448	)		2		(2,450	)
3-Month LIBOR, 2.50%	Quarterly	2.31	Semi-annual		11/04/19	^(a)		11/04/21	USD	3,750		35,198			44		35,154
3-Month LIBOR, 2.50%	Quarterly	2.29	Semi-annual		11/05/19	^(a)		11/05/21	USD	3,763		33,500			44		33,456
3-Month LIBOR, 2.50%	Quarterly	2.27	Semi-annual		11/05/19	^(a)		11/05/21	USD	3,763		31,785			44		31,741


Paid by the Trust		Received by the Trust		Effective Date			Termination Date				Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
3.08%	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		06/29/28	^(a)		06/29/38	USD	230	$	(9,632	)	$	3	$	(9,635	)
0.66	Semi-annual	6-Month JPY LIBOR, 0.00%	Semi-annual		N/A			12/06/38	JPY	40,000		(22,626	)		8		(22,634	)
0.62	Semi-annual	6-Month JPY LIBOR, 0.00%	Semi-annual		N/A			12/14/38	JPY	25,000		(12,251	)		5		(12,256	)
0.41	Semi-annual	6-Month LIBOR, 2.52%	Semi-annual		N/A			04/03/39	JPY	26,190		(1,666	)		6		(1,672	)
2.82	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		04/04/29	^(a)		04/04/39	USD	3,000		(65,717	)		46		(65,763	)
0.72	Semi-annual	6-Month LIBOR, 2.52%	Semi-annual		03/21/24	^(a)		03/21/44	JPY	19,000		(4,505	)		4		(4,509	)
3.02	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		12/08/38	^(a)		12/08/48	USD	400		(13,906	)		6		(13,912	)
3-Month LIBOR, 2.50%	Quarterly	2.88	Semi-annual		N/A			02/01/49	USD	5,350		686,540			115		686,425
3-Month LIBOR, 2.50%	Quarterly	2.82	Semi-annual		N/A			03/01/49	USD	3,600		394,463			77		394,386
2.83	Semi-annual	3-Month LIBOR, 2.50%	Quarterly		06/18/19	^(a)		06/18/49	USD	7,200		(802,335	)		155		(802,490	)
3-Month LIBOR, 2.50%	Quarterly	2.74	Semi-annual		07/25/19	^(a)		07/25/49	USD	5,500		505,762			120		505,642
3-Month LIBOR, 2.50%	Quarterly	2.72	Semi-annual		07/25/19	^(a)		07/25/49	USD	2,000		173,629			44		173,585
3-Month LIBOR, 2.50%	Quarterly	2.74	Semi-annual		07/30/19	^(a)		07/30/49	USD	3,750		344,783			82		344,701

											$	2,444,878		$	20,169	$	2,424,709


Reference Obligation/Index	Financing Rate Paid by the Trust			Payment Frequency		Counterparty	Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Republic of China		1.00	%		Quarterly	Barclays Bank PLC		06/20/24		USD	8,500	$	(182,815	)	$	(201,162	)	$	18,347
Republic of China		1.00			Quarterly	Bank of America N.A.		06/20/24		USD	8,500		(182,815	)		(200,254	)		17,439
Republic of China		1.00			Quarterly	JPMorgan Chase Bank N.A.		06/20/24		USD	4,230		(90,987	)		(91,969	)		982
Republic of China		1.00			Quarterly	JPMorgan Chase Bank N.A.		06/20/24		USD	4,270		(91,827	)		(94,060	)		2,233

												$	(548,444	)	$	(587,445	)	$	39,001


Reference Obligation/Index	Financing Rate Received by the Trust			Payment Frequency		Counterparty	Termination Date		Credit Rating ^(a)	Notional Amount (000) ^(b)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Casino Guichard Perrachon SA		1.00	%		Quarterly	Citibank N.A.		06/20/23	B		EUR	14	$	(2,706	)	$	(1,679	)	$	(1,027	)
Casino Guichard Perrachon SA		1.00			Quarterly	Barclays Bank PLC		12/20/23	B		EUR	30		(6,448	)		(4,374	)		(2,074	)
Chesapeake Energy Corp.		5.00			Quarterly	Barclays Bank PLC		12/20/23	B+		USD	48		(4,677	)		84			(4,761	)


	Level 1			Level 2			Level 3		Total
Assets:
Investments:
Long-Term Investments:
Asset-Backed Securities	$	—		$	54,672,500		$	426,080	$	55,098,580
Corporate Bonds		—			486,216,096			8,398,261		494,614,357
Floating Rate Loan Interests		—			14,970,528			1,121,996		16,092,524
Foreign Agency Obligations		—			19,018,394			—		19,018,394
Municipal Bonds		—			25,262,275			—		25,262,275
Non-Agency Mortgage-Backed Securities		—			36,788,303			—		36,788,303
Preferred Securities		6,667,988			78,054,899			—		84,722,887
Trust Preferred		807,912			—			—		807,912
U.S. Government Sponsored Agency Securities		—			110,261,386			10,057,547		120,318,933
U.S. Treasury Obligations		—			177,177,873			—		177,177,873
Short-Term Securities:
Money Market Funds		8,414,154			—			—		8,414,154
Options Purchased:
Interest Rate Contracts		510,273			4,668,254			—		5,178,527

	$	16,400,327		$	1,007,090,508		$	20,003,884	$	1,043,494,719

Derivative Financial Instruments^(a)
Assets:
Credit contracts	$	—		$	2,472,842		$	—	$	2,472,842
Forward foreign currency contracts		—			322,422			—		322,422
Interest rate contracts		837,545			9,052,453			—		9,889,998
Liabilities:
Credit contracts		—			(35,883	)		—		(35,883	)
Interest rate contracts		(1,026,102	)		(12,201,369	)		—		(13,227,471	)


	Asset-Backed Securities			Corporate Bonds			Floating Rate Loan Interests			U.S. Government Sponsored Agency Securities			Total
Assets:
Opening balance, as of August 31, 2018	$	248,806		$	8,366,900		$	1,241,580		$	1		$	9,857,287
Transfers into Level 3^(a)		—			—			445,761			9,317,258			9,763,019
Transfers out of Level 3^(b)		—			—			(377,244	)		—			(377,244	)
Accrued discounts/premiums		(121,133	)		—			1,117			(12,079	)		(132,095	)
Net realized gain (loss)		(87,243	)		—			(3,268	)		—			(90,511	)
Net change in unrealized appreciation (depreciation)^(c)		135,650			102,770			(49,170	)		479,538			668,788
Purchases		250,000			—			353,530			272,829			876,359
Sales		—			(71,409	)		(490,310	)		—			(561,719	)

Closing balance, as of May 31, 2019	$	426,080		$	8,398,261		$	1,121,996		$	10,057,547		$	20,003,884

Net change in unrealized appreciation (depreciation) on investments still held at May 31, 2019^(c)	$	135,650		$	102,770		$	(48,153	)	$	479,538		$	669,805