| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 118.5% | |||||
| Corporate Bonds 86.7% | |||||
| Angola 0.3% | |||||
| Azule Energy Finance PLC, | |||||
| Gtd. Notes, 144A(aa) | 8.125 % | 01/23/30 | 1,000 | $1,030,000 | |
| Gtd. Notes, 144A | 8.250 | 01/22/31 | 630 | 649,687 | |
| 1,679,687 | |||||
| Argentina 1.6% | |||||
| IRSA Inversiones y Representaciones SA, Sr. Unsec’d. Notes, 144A | 8.000 | 03/31/35 | 700 | 728,672 | |
| Pan American Energy LLC, Gtd. Notes, 144A | 8.500 | 04/30/32 | 1,350 | 1,443,069 | |
| Tecpetrol SA, Sr. Unsec’d. Notes | 7.625 | 11/03/30 | 181 | 185,163 | |
| Telecom Argentina SA, | |||||
| Sr. Unsec’d. Notes, 144A | 9.250 | 05/28/33 | 750 | 795,675 | |
| Sr. Unsec’d. Notes, 144A | 9.500 | 07/18/31 | 265 | 282,646 | |
| Vista Energy Argentina SAU, | |||||
| Sr. Unsec’d. Notes | 7.625 | 12/10/35 | 500 | 511,875 | |
| Sr. Unsec’d. Notes | 8.500 | 06/10/33 | 500 | 530,094 | |
| YPF SA, | |||||
| Sr. Sec’d. Notes, 144A | 9.500 | 01/17/31 | 700 | 747,166 | |
| Sr. Unsec’d. Notes, 144A | 8.250 | 01/17/34 | 1,625 | 1,698,938 | |
| Sr. Unsec’d. Notes, 144A | 8.750 | 09/11/31 | 1,410 | 1,492,626 | |
| 8,415,924 | |||||
| Australia 0.4% | |||||
| Coronado Finance Pty Ltd., Sr. Sec’d. Notes, 144A(aa) | 9.250 | 10/01/29 | 730 | 659,898 | |
| Mineral Resources Ltd., | |||||
| Sr. Unsec’d. Notes, 144A | 6.000 | 05/01/32 | 415 | 411,817 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 05/01/34 | 190 | 187,722 | |
| Sr. Unsec’d. Notes, 144A | 7.000 | 04/01/31 | 340 | 352,442 | |
| Sr. Unsec’d. Notes, 144A | 9.250 | 10/01/28 | 248 | 257,300 | |
| Sr. Unsec’d. Notes, 144A, MTN | 8.500 | 05/01/30 | 85 | 87,547 | |
| PLS Group Ltd., Sr. Unsec’d. Notes, 144A | 6.875 | 05/01/31 | 150 | 153,559 | |
| 2,110,285 | |||||
| Brazil 2.1% | |||||
| Aegea Finance Sarl, Gtd. Notes | 9.000 | 01/20/31 | 400 | 336,000 | |
| Ambipar Lux Sarl, Gtd. Notes, 144A | 9.875 | 02/06/31(d) | 445 | 81,350 | |
| Braskem Netherlands Finance BV, | |||||
| Gtd. Notes(aa) | 4.500 | 01/31/30 | 2,000 | 1,180,000 | |
| Gtd. Notes, 144A(aa) | 8.500 | 01/12/31 | 815 | 485,129 | |
| CSN Inova Ventures, Gtd. Notes | 6.750 | 01/28/28 | 750 | 637,350 | |
| CSN Resources SA, Gtd. Notes, 144A | 8.875 | 12/05/30 | 1,000 | 805,100 | |
| LD Celulose International GmbH, Sr. Sec’d. Notes, 144A | 7.950 | 01/26/32 | 270 | 281,210 | |
| Light SA, Unsec’d. Notes | 23.382(s) | 08/31/27 | 244 | 36,644 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Brazil (cont’d.) | |||||
| Light Servicos de Eletricidade SA, | |||||
| Sec’d. Notes | 2.260 % | 12/19/37 | 242 | $60,564 | |
| Sr. Sec’d. Notes | 4.210 | 12/19/32 | 570 | 347,553 | |
| MARB BondCo PLC, Gtd. Notes, 144A(aa) | 3.950 | 01/29/31 | 1,330 | 1,191,281 | |
| Minerva Luxembourg SA, | |||||
| Gtd. Notes, 144A | 7.500 | 04/22/36 | 750 | 735,375 | |
| Gtd. Notes, 144A | 8.875 | 09/13/33 | 1,000 | 1,066,550 | |
| Nova Securitisation Sarl, Sr. Sec’d. Notes, 144A | 6.500 | 02/03/36 | 500 | 483,755 | |
| Petrobras Global Finance BV, Gtd. Notes | 6.000 | 01/13/35 | 500 | 506,300 | |
| Raizen Fuels Finance SA, | |||||
| Gtd. Notes | 6.250 | 07/08/32 | 800 | 438,000 | |
| Gtd. Notes | 6.450 | 03/05/34 | 650 | 355,063 | |
| Rede D’or Finance Sarl, Gtd. Notes, 144A | 6.550 | 04/28/36 | 600 | 592,320 | |
| Tupy Overseas SA, Gtd. Notes | 4.500 | 02/16/31 | 1,000 | 760,570 | |
| Usiminas International Sarl, Gtd. Notes, 144A | 7.500 | 01/27/32 | 800 | 828,800 | |
| 11,208,914 | |||||
| Canada 2.9% | |||||
| 1011778 BC ULC/New Red Finance, Inc., | |||||
| Sec’d. Notes, 144A(aa) | 4.000 | 10/15/30 | 250 | 237,813 | |
| Sr. Sec’d. Notes, 144A(aa) | 3.500 | 02/15/29 | 490 | 471,184 | |
| Sr. Sec’d. Notes, 144A | 3.875 | 01/15/28 | 200 | 196,000 | |
| Bausch Health Cos., Inc., | |||||
| Gtd. Notes, 144A(aa) | 5.000 | 01/30/28 | 1,225 | 1,044,704 | |
| Gtd. Notes, 144A | 5.000 | 02/15/29 | 75 | 53,113 | |
| Gtd. Notes, 144A | 5.250 | 01/30/30 | 325 | 211,250 | |
| Gtd. Notes, 144A(aa) | 5.250 | 02/15/31 | 450 | 267,287 | |
| Gtd. Notes, 144A | 6.250 | 02/15/29 | 425 | 312,375 | |
| Gtd. Notes, 144A | 7.000 | 01/15/28 | 200 | 175,506 | |
| Sr. Sec’d. Notes, 144A | 4.875 | 06/01/28 | 225 | 210,656 | |
| Sr. Sec’d. Notes, 144A | 11.000 | 09/30/28 | 200 | 207,274 | |
| Bombardier, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 6.750 | 06/15/33 | 665 | 694,147 | |
| Sr. Unsec’d. Notes, 144A | 7.000 | 06/01/32 | 85 | 88,727 | |
| Sr. Unsec’d. Notes, 144A | 7.250 | 07/01/31 | 440 | 462,097 | |
| Sr. Unsec’d. Notes, 144A | 7.450 | 05/01/34 | 500 | 550,555 | |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC, | |||||
| Gtd. Notes, 144A(aa) | 4.875 | 02/15/30 | 1,250 | 1,168,837 | |
| Sr. Unsec’d. Notes, 144A(aa) | 5.000 | 06/15/29 | 825 | 792,685 | |
| Capstone Copper Corp., Gtd. Notes, 144A | 6.750 | 03/31/33 | 300 | 305,250 | |
| Champion Iron Canada, Inc., Gtd. Notes, 144A | 7.875 | 07/15/32 | 385 | 403,492 | |
| Empire Communities Corp., Sr. Unsec’d. Notes, 144A | 9.750 | 05/01/29 | 645 | 656,036 | |
| goeasy Ltd., | |||||
| Gtd. Notes, 144A | 6.875 | 02/15/31 | 213 | 176,973 | |
| Sr. Unsec’d. Notes, 144A | 7.375 | 10/01/30 | 375 | 318,686 | |
| Hudbay Minerals, Inc., Gtd. Notes, 144A(aa) | 6.125 | 04/01/29 | 1,130 | 1,132,712 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Canada (cont’d.) | |||||
| Kronos Acquisition Holdings, Inc., Sr. Unsec’d. Notes, 144A | 10.750 % | 06/30/32 | 695 | $226,375 | |
| Mattamy Group Corp., | |||||
| Sr. Unsec’d. Notes, 144A(aa) | 4.625 | 03/01/30 | 950 | 903,688 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 12/15/33 | 560 | 536,799 | |
| New Flyer Holdings, Inc., Sec’d. Notes, 144A | 9.250 | 07/01/30 | 355 | 383,144 | |
| Precision Drilling Corp., Gtd. Notes, 144A | 6.875 | 01/15/29 | 767 | 772,852 | |
| Skeena Resources Ltd., Sr. Sec’d. Notes, 144A | 8.500 | 04/01/31 | 1,075 | 1,125,579 | |
| Superior Plus LP/Superior General Partner, Inc., Gtd. Notes, 144A | 4.500 | 03/15/29 | 365 | 353,408 | |
| Taseko Mines Ltd., Sr. Sec’d. Notes, 144A | 8.250 | 05/01/30 | 410 | 428,323 | |
| Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo US LLC, Sr. Sec’d. Notes, 144A | 9.500 | 05/15/30 | 700 | 613,438 | |
| 15,480,965 | |||||
| Chile 0.1% | |||||
| Telefonica Moviles Chile SA, Sr. Unsec’d. Notes | 3.537 | 11/18/31 | 750 | 587,535 | |
| China 0.1% | |||||
| Agile Group Holdings Ltd., Sr. Sec’d. Notes | 6.050 | 10/13/25(d) | 1,120 | 47,600 | |
| Franshion Brilliant Ltd., Gtd. Notes | 4.250 | 07/23/29 | 200 | 185,662 | |
| Vanke Real Estate Hong Kong Co. Ltd., Sr. Unsec’d. Notes, EMTN | 3.975 | 11/09/27 | 200 | 79,592 | |
| 312,854 | |||||
| Colombia 1.4% | |||||
| AI Candelaria Spain SA, Sr. Sec’d. Notes, 144A(aa) | 5.750 | 06/15/33 | 500 | 453,025 | |
| Banco Davivienda SA, Sub. Notes, 144A | 8.125(ff) | 07/02/35 | 500 | 516,400 | |
| Bancolombia SA, Sub. Notes(aa) | 8.625(ff) | 12/24/34 | 750 | 801,702 | |
| Colombia Telecomunicaciones SA ESP, Sr. Unsec’d. Notes | 4.950 | 07/17/30 | 300 | 281,550 | |
| Ecopetrol SA, | |||||
| Sr. Unsec’d. Notes | 4.625 | 11/02/31 | 500 | 449,300 | |
| Sr. Unsec’d. Notes | 5.875 | 05/28/45 | 695 | 534,212 | |
| Sr. Unsec’d. Notes(aa) | 6.875 | 04/29/30 | 1,400 | 1,407,000 | |
| Sr. Unsec’d. Notes | 8.875 | 01/13/33 | 690 | 740,853 | |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU, Sr. Sec’d. Notes, 144A | 8.499 | 06/30/32 | 200 | 206,650 | |
| Grupo Nutresa SA, Gtd. Notes, 144A | 9.000 | 05/12/35 | 1,000 | 1,115,500 | |
| SierraCol Energy Andina LLC, Gtd. Notes, 144A | 6.000 | 06/15/28 | 653 | 631,568 | |
| SierraCol Energy Andina LLC/SierraCol Energy Arauca Energy Development, Gtd. Notes, 144A | 9.000 | 11/14/30 | 300 | 303,075 | |
| 7,440,835 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Costa Rica 0.1% | |||||
| Autopistas del Sol SA, Sr. Sec’d. Notes | 7.375 % | 12/30/30 | 231 | $229,719 | |
| Instituto Costarricense de Electricidad, Sr. Unsec’d. Notes, 144A | 6.750 | 10/07/31 | 270 | 281,291 | |
| 511,010 | |||||
| Czech Republic 0.1% | |||||
| CPI Property Group SA, Sr. Unsec’d. Notes, EMTN | 1.750 | 01/14/30 | EUR | 750 | 758,703 |
| El Salvador 0.1% | |||||
| Comision Ejecutiva Hidroelectrica del Rio Lempa, Gov’t. Gtd. Notes | 8.650 | 01/24/33 | 615 | 652,822 | |
| France 2.7% | |||||
| Alstom SA, Sub. Notes(aa) | 5.868(ff) | 05/29/29(oo) | EUR | 1,200 | 1,437,928 |
| Altice France SA, | |||||
| Sr. Sec’d. Notes, 144A(aa) | 4.750 | 10/15/30 | EUR | 1,410 | 1,617,452 |
| Sr. Sec’d. Notes, 144A | 6.875 | 07/15/32 | 148 | 146,063 | |
| Betclic Everest Group SAS, Sr. Sec’d. Notes, 144A | 5.125 | 12/10/31 | EUR | 750 | 882,406 |
| Emeria SASU, Sr. Sec’d. Notes(aa) | 3.375 | 03/31/28 | EUR | 2,100 | 2,001,222 |
| Eutelsat Communications SACA, | |||||
| Gtd. Notes, 144A | 5.750 | 03/15/31 | EUR | 500 | 601,052 |
| Gtd. Notes, 144A | 6.250 | 03/15/33 | EUR | 475 | 572,393 |
| Flamingo Lux II SCA, Sr. Unsec’d. Notes | 5.000 | 03/31/29 | EUR | 100 | 35,063 |
| Forvia SE, Sr. Unsec’d. Notes | 5.500 | 06/15/31 | EUR | 1,300 | 1,549,982 |
| Iliad Holding SAS, | |||||
| Sr. Sec’d. Notes, 144A | 7.000 | 10/15/28 | 255 | 256,303 | |
| Sr. Sec’d. Notes, 144A | 7.000 | 04/15/32 | 400 | 406,160 | |
| Sr. Sec’d. Notes, 144A | 8.500 | 04/15/31 | 395 | 419,063 | |
| Picard Groupe SAS, Sr. Sec’d. Notes(aa) | 6.375 | 07/01/29 | EUR | 1,825 | 2,204,241 |
| RCI Banque SA, Sub. Notes, EMTN(aa) | 5.500(ff) | 10/09/34 | EUR | 1,700 | 2,062,922 |
| 14,192,250 | |||||
| Germany 0.6% | |||||
| Aroundtown SA, Jr. Sub. Notes, EMTN | 1.625(ff) | 05/15/26(oo) | EUR | 1,100 | 1,272,960 |
| Nidda Healthcare Holding GmbH, Sr. Sec’d. Notes, 144A, 3 Month EURIBOR + 3.250% (Cap N/A, Floor 0.000%)(aa) | 5.234(c) | 10/15/32 | EUR | 1,325 | 1,550,157 |
| ZF North America Capital, Inc., Gtd. Notes, 144A | 7.500 | 03/24/31 | 325 | 325,286 | |
| 3,148,403 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Greece 0.7% | |||||
| Alpha Bank SA, Sub. Notes, EMTN | 4.308 %(ff) | 07/23/36 | EUR | 700 | $814,810 |
| Eurobank SA, Sub. Notes, EMTN(aa) | 4.125(ff) | 04/29/37 | EUR | 2,625 | 3,009,880 |
| 3,824,690 | |||||
| Guatemala 0.8% | |||||
| Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL, Gtd. Notes | 5.250 | 04/27/29 | 700 | 692,339 | |
| CT Trust, Sr. Sec’d. Notes, 144A | 5.125 | 02/03/32 | 1,160 | 1,112,649 | |
| Industrial Subordinated Trust 2 0, Sub. Notes, 144A | 6.550(ff) | 04/15/36 | 1,000 | 1,015,500 | |
| Millicom International Cellular SA, | |||||
| Sr. Unsec’d. Notes, 144A | 4.500 | 04/27/31 | 1,200 | 1,121,040 | |
| Sr. Unsec’d. Notes, 144A | 7.375 | 04/02/32 | 500 | 516,625 | |
| 4,458,153 | |||||
| Hong Kong 0.3% | |||||
| NWD MTN Ltd., | |||||
| Gtd. Notes | 8.625 | 02/08/28 | 435 | 411,075 | |
| Gtd. Notes, EMTN | 4.500 | 05/19/30 | 1,655 | 1,319,862 | |
| 1,730,937 | |||||
| India 0.8% | |||||
| Clean Renewable Power Mauritius Pte Ltd., Sr. Sec’d. Notes, 144A | 4.250 | 03/25/27 | 551 | 542,981 | |
| Greenko Power II Ltd., Sr. Sec’d. Notes | 4.300 | 12/13/28 | 287 | 273,875 | |
| Vedanta Resources Finance II PLC, Gtd. Notes(aa) | 9.850 | 04/24/33 | 3,325 | 3,545,381 | |
| 4,362,237 | |||||
| Ireland 0.9% | |||||
| Cedacri SpA, Sr. Sec’d. Notes, 3 Month EURIBOR + 4.625% (Cap N/A, Floor 4.625%) | 6.609(c) | 05/15/28 | EUR | 200 | 230,264 |
| eircom Finance DAC, Sr. Sec’d. Notes(aa) | 5.000 | 04/30/31 | EUR | 2,375 | 2,773,482 |
| GGAM Finance Ltd., | |||||
| Gtd. Notes, 144A | 8.000 | 02/15/27 | 225 | 226,924 | |
| Sr. Unsec’d. Notes, 144A | 8.000 | 06/15/28 | 125 | 130,047 | |
| Virgin Media O2 Vendor Financing Notes V DAC, Sr. Sec’d. Notes | 7.875 | 03/15/32 | GBP | 400 | 486,253 |
| Virgin Media O2 Vendor Financing Notes VI DAC, Sr. Sec’d. Notes, 144A | 8.500 | 03/15/33 | 980 | 878,764 | |
| 4,725,734 | |||||
| Israel 0.6% | |||||
| Energean Israel Finance Ltd., | |||||
| Sr. Sec’d. Notes, 144A(aa) | 5.375 | 03/30/28 | 1,750 | 1,724,310 | |
| Sr. Sec’d. Notes, 144A | 5.875 | 03/30/31 | 427 | 407,034 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Israel (cont’d.) | |||||
| Leviathan Bond Ltd., Sr. Sec’d. Notes, 144A(aa) | 6.750 % | 06/30/30 | 1,110 | $1,145,773 | |
| 3,277,117 | |||||
| Italy 0.8% | |||||
| FIS Fabbrica Italiana Sintetici SpA, Sr. Sec’d. Notes, 144A | 5.250 | 02/05/31 | EUR | 925 | 1,079,239 |
| Lottomatica Group SpA, Sr. Sec’d. Notes, 144A | 4.625 | 04/30/32 | EUR | 2,500 | 2,934,125 |
| Lutech SpA, Sr. Sec’d. Notes, 144A | 8.125 | 05/15/31 | EUR | 350 | 409,340 |
| 4,422,704 | |||||
| Jamaica 0.3% | |||||
| Digicel Group Holdings Ltd., | |||||
| Sr. Sec’d. Notes, Series 1B14, 144A | 0.000 | 12/31/30 | 125 | 13 | |
| Sr. Sec’d. Notes, Series 3B14, 144A^ | 0.000 | 12/31/30 | 43 | — | |
| Digicel International Finance Ltd./DIFL US LLC, Sr. Sec’d. Notes, 144A | 8.625 | 08/01/32 | 1,430 | 1,483,625 | |
| 1,483,638 | |||||
| Japan 1.8% | |||||
| Nissan Motor Co. Ltd., | |||||
| Sr. Unsec’d. Notes(aa) | 5.250 | 07/17/29 | EUR | 1,450 | 1,708,174 |
| Sr. Unsec’d. Notes, 144A(aa) | 5.250 | 07/17/29 | EUR | 2,100 | 2,473,907 |
| Sr. Unsec’d. Notes, 144A(aa) | 6.375 | 07/17/33 | EUR | 825 | 990,831 |
| Sr. Unsec’d. Notes, 144A | 7.500 | 07/17/30 | 890 | 918,925 | |
| SoftBank Group Corp., | |||||
| Sr. Unsec’d. Notes(aa) | 3.875 | 07/06/32 | EUR | 700 | 726,518 |
| Sr. Unsec’d. Notes(aa) | 5.875 | 07/10/31 | EUR | 2,300 | 2,660,254 |
| 9,478,609 | |||||
| Luxembourg 1.6% | |||||
| Altice Financing SA, Sr. Sec’d. Notes | 3.000 | 01/15/28 | EUR | 700 | 605,856 |
| ARD Finance SA, Sr. Sec’d. Notes, 144A, Cash coupon 6.500% or PIK 7.250% | 6.500 | 06/30/27(d) | —(r) | — | |
| Essendi SA, Sr. Sec’d. Notes | 5.500 | 11/15/31 | EUR | 800 | 937,052 |
| Herens Midco Sarl, Gtd. Notes | 5.250 | 05/15/29 | EUR | 3,350 | 1,554,896 |
| INEOS Finance PLC, Sr. Sec’d. Notes | 6.375 | 04/15/29 | EUR | 150 | 172,424 |
| ION Platform Finance Sarl, Sr. Sec’d. Notes, 144A | 6.875 | 09/30/32 | EUR | 1,100 | 1,010,535 |
| J&F Luxembourg Finance Sarl, Sr. Unsec’d. Notes, 144A | 8.500 | 12/01/32 | 1,000 | 1,008,760 | |
| Monitchem HoldCo 3 SA, Sr. Sec’d. Notes | 8.750 | 05/01/28 | EUR | 1,525 | 1,794,237 |
| Summer BC Holdco B Sarl, | |||||
| Sr. Sec’d. Notes | 5.875 | 02/15/30 | EUR | 475 | 481,521 |
| Sr. Sec’d. Notes, 3 Month EURIBOR + 4.250% (Cap N/A, Floor 0.000%) | 6.234(c) | 02/15/30 | EUR | 800 | 824,240 |
| 8,389,521 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Macau 0.2% | |||||
| Studio City Finance Ltd., Gtd. Notes, 144A | 5.000 % | 01/15/29 | 600 | $572,070 | |
| Wynn Macau Ltd., Sr. Unsec’d. Notes, 144A | 5.625 | 08/26/28 | 725 | 720,750 | |
| 1,292,820 | |||||
| Mexico 3.6% | |||||
| Banco Mercantil del Norte SA, Jr. Sub. Notes, 144A(aa) | 6.625(ff) | 01/24/32(oo) | 750 | 733,695 | |
| Grupo Televisa SAB, Sr. Unsec’d. Notes | 5.000 | 05/13/45 | 1,000 | 670,980 | |
| Mexico City Airport Trust, Sr. Sec’d. Notes | 5.500 | 07/31/47 | 670 | 582,900 | |
| Nemak SAB de CV, Sr. Unsec’d. Notes, 144A(aa) | 3.625 | 06/28/31 | 1,230 | 1,048,575 | |
| Orbia Advance Corp. SAB de CV, | |||||
| Gtd. Notes | 5.500 | 01/15/48 | 400 | 295,100 | |
| Gtd. Notes | 5.875 | 09/17/44 | 300 | 233,636 | |
| Petroleos Mexicanos, | |||||
| Gtd. Notes(aa) | 6.500 | 06/02/41 | 2,100 | 1,854,300 | |
| Gtd. Notes | 6.700 | 02/16/32 | 545 | 546,907 | |
| Gtd. Notes(aa) | 6.840 | 01/23/30 | 2,600 | 2,648,100 | |
| Gtd. Notes(aa) | 7.690 | 01/23/50 | 3,555 | 3,265,267 | |
| Gtd. Notes | 10.000 | 02/07/33 | 145 | 170,085 | |
| Gtd. Notes, EMTN | 2.750 | 04/21/27 | EUR | 811 | 943,264 |
| Gtd. Notes, MTN(aa) | 6.750 | 09/21/47 | 1,825 | 1,537,562 | |
| Saavi Energia Sarl, Sr. Unsec’d. Notes, 144A | 8.875 | 02/10/35 | 1,350 | 1,504,035 | |
| Tierra Mojada Luxembourg II Sarl, Sr. Sec’d. Notes, 144A | 5.750 | 12/01/40 | 1,048 | 1,030,813 | |
| Total Play Telecomunicaciones SA de CV, Sr. Sec’d. Notes, 144A(aa) | 11.125 | 12/31/32 | 2,374 | 2,218,618 | |
| 19,283,837 | |||||
| Morocco 0.1% | |||||
| OCP SA, | |||||
| Sr. Unsec’d. Notes | 6.875 | 04/25/44 | 280 | 283,503 | |
| Sr. Unsec’d. Notes | 7.500 | 05/02/54 | 235 | 252,719 | |
| 536,222 | |||||
| Netherlands 1.1% | |||||
| Centrient Holding BV, | |||||
| Sr. Sec’d. Notes(aa) | 6.750 | 05/30/30 | EUR | 2,600 | 2,723,516 |
| Sr. Sec’d. Notes, 144A | 6.750 | 05/30/30 | EUR | 550 | 576,135 |
| Trivium Packaging Finance BV, Sr. Sec’d. Notes(aa) | 6.625 | 07/15/30 | EUR | 2,050 | 2,460,117 |
| 5,759,768 | |||||
| Nigeria 0.3% | |||||
| IHS Holding Ltd., Gtd. Notes, 144A | 6.250 | 11/29/28 | 645 | 641,775 | |
| SEPLAT Energy PLC, Gtd. Notes, 144A | 9.125 | 03/21/30 | 800 | 853,200 | |
| 1,494,975 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Pakistan 0.4% | |||||
| Veon Midco BV, | |||||
| Gtd. Notes, 144A(aa) | 9.000 % | 07/15/29 | 1,250 | $1,293,750 | |
| Sr. Unsec’d. Notes, 144A, MTN(aa) | 3.375 | 11/25/27 | 720 | 700,308 | |
| 1,994,058 | |||||
| Panama 0.1% | |||||
| AES Panama Generation Holdings SRL, Sr. Sec’d. Notes, 144A | 4.375 | 05/31/30 | 359 | 339,059 | |
| Peru 0.4% | |||||
| Banco de Credito del Peru SA, Sub. Notes, 144A | 6.450(ff) | 07/30/35 | 780 | 801,723 | |
| Orazul Energy Peru SA, Sr. Unsec’d. Notes, 144A | 6.250 | 09/17/32 | 550 | 553,987 | |
| Volcan Cia Minera SAA, Sr. Sec’d. Notes | 8.500 | 10/28/32 | 600 | 617,244 | |
| 1,972,954 | |||||
| Russia 0.0% | |||||
| Alfa Bank AO Via Alfa Bond Issuance PLC, | |||||
| Sub. Notes | 5.950 | 04/15/30 | 1,500 | 75,000 | |
| Sub. Notes, 144A | 5.950 | 04/15/30 | 985 | 49,250 | |
| Sovcombank Via SovCom Capital DAC, Jr. Sub. Notes, 144A | 7.600 | 02/17/27(oo) | 1,500 | 54,188 | |
| 178,438 | |||||
| Serbia 0.1% | |||||
| Telecommunications Co. Telekom Srbija AD Belgrade, Sr. Unsec’d. Notes, 144A | 7.000 | 10/28/29 | 415 | 416,511 | |
| Slovenia 0.3% | |||||
| United Group BV, Sr. Sec’d. Notes, 144A | 6.375 | 05/14/33 | EUR | 1,300 | 1,519,031 |
| South Africa 1.1% | |||||
| Eskom Holdings, Sr. Unsec’d. Notes, MTN(aa) | 8.450 | 08/10/28 | 790 | 831,001 | |
| Sasol Financing USA LLC, | |||||
| Gtd. Notes | 5.500 | 03/18/31 | 500 | 469,625 | |
| Gtd. Notes | 6.500 | 09/27/28 | 1,930 | 1,952,967 | |
| Gtd. Notes, 144A(aa) | 8.750 | 05/03/29 | 2,100 | 2,210,628 | |
| Transnet, Sr. Unsec’d. Notes, 144A(aa) | 8.250 | 02/06/28 | 510 | 530,589 | |
| 5,994,810 | |||||
| Spain 1.3% | |||||
| Celsa Opco SA, Sr. Sec’d. Notes, 144A(aa) | 8.250 | 12/15/30 | EUR | 1,100 | 1,316,835 |
| Grifols SA, Sr. Sec’d. Notes(aa) | 7.125 | 05/01/30 | EUR | 2,650 | 3,226,991 |
| Telefonica Europe BV, Gtd. Notes(aa) | 2.376(ff) | 02/12/29(oo) | EUR | 2,100 | 2,323,859 |
| 6,867,685 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Sweden 0.1% | |||||
| Samhallsbyggnadsbolaget I Norden Holding AB, Gtd. Notes | 0.750 % | 11/14/28 | EUR | 600 | $610,635 |
| Switzerland 0.6% | |||||
| VistaJet Malta Finance PLC/Vista Management Holding, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 7.875 | 05/01/27 | 1,540 | 1,540,308 | |
| Sr. Unsec’d. Notes, 144A | 8.750 | 01/15/32 | 625 | 604,888 | |
| Sr. Unsec’d. Notes, 144A | 9.500 | 06/01/28 | 1,020 | 1,030,312 | |
| 3,175,508 | |||||
| Thailand 0.2% | |||||
| GC Treasury Center Co. Ltd., Gtd. Notes, 144A | 6.500(ff) | 09/10/30(oo) | 714 | 702,397 | |
| Thaioil Treasury Center Co. Ltd., Gtd. Notes, 144A | 6.100(ff) | 01/15/31(oo) | 540 | 527,850 | |
| 1,230,247 | |||||
| Turkey 1.5% | |||||
| Akbank TAS, Sub. Notes(aa) | 7.875(ff) | 09/04/35 | 1,000 | 1,009,180 | |
| Eldorado Gold Corp., Sr. Unsec’d. Notes, 144A(aa) | 6.250 | 09/01/29 | 945 | 945,548 | |
| GDZ Elektrik Dagitim A/S, Sr. Unsec’d. Notes, 144A | 9.000 | 10/15/29 | 550 | 534,359 | |
| Limak Yenilenebilir Enerji A/S, Sr. Unsec’d. Notes | 9.625 | 08/12/30 | 750 | 750,825 | |
| Sisecam UK PLC, Gtd. Notes, 144A | 8.250 | 05/02/29 | 415 | 426,504 | |
| TAV Havalimanlari Holding A/S, Gtd. Notes, 144A(aa) | 8.500 | 12/07/28 | 500 | 515,000 | |
| Turk Telekomunikasyon A/S, Sr. Unsec’d. Notes, 144A(aa) | 7.375 | 05/20/29 | 1,100 | 1,130,250 | |
| Turkcell Iletisim Hizmetleri A/S, Sr. Unsec’d. Notes, 144A(aa) | 7.650 | 01/24/32 | 1,000 | 1,042,165 | |
| Turkiye Sinai Kalkinma Bankasi A/S, Sr. Unsec’d. Notes, 144A, MTN(aa) | 9.375 | 10/19/28 | 1,000 | 1,082,590 | |
| WE Soda Investments Holding PLC, Sr. Sec’d. Notes, 144A | 9.500 | 10/06/28 | 300 | 303,188 | |
| 7,739,609 | |||||
| Ukraine 0.0% | |||||
| NAK Naftogaz Ukraine via Kondor Finance PLC, | |||||
| Sr. Unsec’d. Notes | 7.125 | 07/19/26 | EUR | —(r) | — |
| Sr. Unsec’d. Notes | 7.625 | 11/08/28 | —(r) | — | |
| — | |||||
| United Arab Emirates 0.1% | |||||
| Alpha Star Holding IX Ltd., Gtd. Notes | 7.000 | 08/26/28 | 500 | 496,250 | |
| Sobha Sukuk Ltd., Sr. Unsec’d. Notes, EMTN | 7.996 | 02/19/29 | 300 | 293,250 | |
| 789,500 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United Kingdom 7.7% | |||||
| A&K Travel Group Holdings Ltd., Gtd. Notes, 144A | 7.500 % | 05/15/33 | 430 | $431,612 | |
| Ardonagh Finco Ltd., Sr. Sec’d. Notes | 6.875 | 02/15/31 | EUR | 500 | 586,341 |
| Bellis Acquisition Co. PLC, | |||||
| Sr. Sec’d. Notes(aa) | 8.000 | 07/01/31 | EUR | 1,225 | 1,370,803 |
| Sr. Sec’d. Notes(aa) | 8.125 | 05/14/30 | GBP | 1,275 | 1,602,666 |
| Boots Group Finco LP, | |||||
| Sr. Sec’d. Notes | 7.375 | 08/31/32 | GBP | 425 | 586,994 |
| Sr. Sec’d. Notes, 144A | 5.375 | 08/31/32 | EUR | 700 | 830,243 |
| Sr. Sec’d. Notes, 144A | 7.375 | 08/31/32 | GBP | 700 | 966,813 |
| Brightstar Lottery PLC/Brightstar Global Solutions Corp., Sr. Sec’d. Notes, 144A | 5.750 | 01/15/33 | 590 | 577,398 | |
| Canary Wharf Group Investment Holdings PLC, Sr. Sec’d. Notes(aa) | 3.375 | 04/23/28 | GBP | 2,675 | 3,422,479 |
| CD&R Firefly Bidco PLC, | |||||
| Sr. Sec’d. Notes(aa) | 8.625 | 04/30/29 | GBP | 1,950 | 2,727,308 |
| Sr. Sec’d. Notes, 144A(aa) | 8.625 | 04/30/29 | GBP | 1,800 | 2,519,793 |
| Connect Finco Sarl/Connect US Finco LLC, Sr. Sec’d. Notes, 144A | 9.000 | 09/15/29 | 250 | 263,625 | |
| Deuce Finco PLC, Sr. Sec’d. Notes | 7.000 | 11/20/31 | GBP | 1,700 | 2,300,263 |
| EG Global Finance PLC, | |||||
| Sr. Sec’d. Notes(aa) | 11.000 | 11/30/28 | EUR | 5,125 | 6,349,689 |
| Sr. Sec’d. Notes, 144A | 11.000 | 11/30/28 | EUR | 600 | 740,709 |
| Flutter Treasury DAC, Sr. Sec’d. Notes, 144A(aa) | 6.125 | 06/04/31 | GBP | 2,000 | 2,711,101 |
| Gatwick Airport Finance PLC, Sr. Sec’d. Notes(aa) | 6.000 | 11/21/30 | GBP | 1,075 | 1,438,313 |
| Heathrow Finance PLC, Sr. Sec’d. Notes(aa) | 6.625 | 03/01/31 | GBP | 1,175 | 1,591,265 |
| INEOS Quattro Finance 2 PLC, Sr. Sec’d. Notes(aa) | 6.750 | 04/15/30 | EUR | 650 | 698,028 |
| Jerrold Finco PLC, Sr. Sec’d. Notes(aa) | 7.875 | 04/15/30 | GBP | 1,875 | 2,574,822 |
| Macquarie Airfinance Holdings Ltd., Sr. Unsec’d. Notes, 144A | 6.400 | 03/26/29 | 75 | 77,375 | |
| Motion Finco Sarl, Sr. Sec’d. Notes | 7.375 | 06/15/30 | EUR | 1,575 | 1,616,115 |
| TalkTalk Telecom Group Ltd., Sec’d. Notes, 144A, Cash coupon 11.750% or PIK 11.750%^ | 11.750 | 03/01/28(d) | GBP | 2,253 | 3 |
| Thames Water Utilities Finance PLC, | |||||
| Sr. Sec’d. Notes, EMTN(aa)(x) | 4.375 | 01/18/33 | EUR | 1,150 | 913,273 |
| Sr. Sec’d. Notes, EMTN(x) | 7.125 | 04/30/33 | GBP | 400 | 375,567 |
| Virgin Media Secured Finance PLC, Sr. Sec’d. Notes(aa) | 4.125 | 08/15/30 | GBP | 1,250 | 1,513,690 |
| Vmed O2 UK Financing I PLC, | |||||
| Sr. Sec’d. Notes(aa) | 4.500 | 07/15/31 | GBP | 1,200 | 1,402,032 |
| Sr. Sec’d. Notes | 5.625 | 04/15/32 | EUR | 850 | 944,879 |
| 41,133,199 | |||||
| United States 45.8% | |||||
| 1261229 BC Ltd., Sr. Sec’d. Notes, 144A(aa) | 10.000 | 04/15/32 | 1,820 | 1,879,150 | |
| ACCO Brands Corp., Gtd. Notes, 144A(aa) | 4.250 | 03/15/29 | 925 | 826,302 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Acrisure LLC/Acrisure Finance, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 7.500 % | 11/06/30 | 370 | $375,712 | |
| Sr. Unsec’d. Notes, 144A(aa) | 8.250 | 02/01/29 | 2,200 | 2,206,843 | |
| AdaptHealth LLC, | |||||
| Gtd. Notes, 144A(aa) | 4.625 | 08/01/29 | 675 | 652,829 | |
| Gtd. Notes, 144A(aa) | 5.125 | 03/01/30 | 675 | 656,584 | |
| Gtd. Notes, 144A(aa) | 6.125 | 08/01/28 | 505 | 505,305 | |
| AECOM, Gtd. Notes, 144A | 6.000 | 08/01/33 | 350 | 353,387 | |
| Aethon United BR LP/Aethon United Finance Corp., Sr. Unsec’d. Notes, 144A | 7.500 | 10/01/29 | 470 | 490,752 | |
| Albertson’s Cos., Inc./Safeway, Inc./New Albertson’s LP/Albertson’s LLC, Gtd. Notes, 144A | 5.625 | 03/31/32 | 850 | 839,627 | |
| Allied Universal Holdco LLC, Sr. Sec’d. Notes, 144A(aa) | 7.875 | 02/15/31 | 1,530 | 1,605,812 | |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., | |||||
| Sr. Sec’d. Notes, 144A | 6.875 | 06/15/30 | 745 | 766,609 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 06/01/29 | 400 | 397,040 | |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., Sr. Sec’d. Notes, 144A(aa) | 5.750 | 04/20/29 | 500 | 500,400 | |
| American Axle & Manufacturing, Inc., | |||||
| Gtd. Notes, 144A | 7.750 | 10/15/33 | 490 | 479,202 | |
| Sr. Sec’d. Notes, 144A | 6.375 | 10/15/32 | 330 | 329,386 | |
| AmeriGas Partners LP/AmeriGas Finance Corp., | |||||
| Sr. Unsec’d. Notes | 5.750 | 05/20/27 | 305 | 306,236 | |
| Sr. Unsec’d. Notes, 144A | 9.500 | 06/01/30 | 405 | 431,691 | |
| AMN Healthcare, Inc., | |||||
| Gtd. Notes, 144A(aa) | 4.000 | 04/15/29 | 1,525 | 1,457,326 | |
| Gtd. Notes, 144A | 6.500 | 01/15/31 | 150 | 149,243 | |
| Amsted Industries, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 4.625 | 05/15/30 | 525 | 508,660 | |
| Sr. Unsec’d. Notes, 144A | 6.375 | 03/15/33 | 235 | 238,816 | |
| AmWINS Group, Inc., Sr. Unsec’d. Notes, 144A | 4.875 | 06/30/29 | 125 | 120,874 | |
| Antero Midstream Partners LP/Antero Midstream Finance Corp., | |||||
| Gtd. Notes, 144A | 5.375 | 06/15/29 | 175 | 174,805 | |
| Gtd. Notes, 144A | 5.750 | 07/01/34 | 195 | 194,607 | |
| Gtd. Notes, 144A | 6.625 | 02/01/32 | 185 | 189,956 | |
| APLD ComputeCo 2 LLC, Sr. Sec’d. Notes, 144A | 6.750 | 03/15/31 | 890 | 882,288 | |
| APLD ComputeCo LLC, Sr. Sec’d. Notes, 144A | 9.250 | 12/15/30 | 250 | 268,548 | |
| Archrock Services LP/Archrock Partners Finance Corp., Gtd. Notes, 144A | 6.000 | 02/01/34 | 300 | 301,721 | |
| Ardagh Group SA, | |||||
| Sec’d. Notes, 144A, Cash coupon 5.500% and PIK 6.500% | 12.000 | 12/01/30 | 600 | 538,440 | |
| Sr. Sec’d. Notes, 144A | 9.500 | 12/01/30 | 1,851 | 1,963,686 | |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.250 | 01/30/31 | 400 | 403,136 | |
| Sr. Unsec’d. Notes(aa) | 3.000 | 09/01/29 | EUR | 1,500 | 1,647,919 |
| Sr. Unsec’d. Notes, 144A | 4.000 | 09/01/29 | 300 | 279,375 | |
| Arko Corp., Gtd. Notes, 144A | 5.125 | 11/15/29 | 600 | 540,807 | |
| Arsenal AIC Parent LLC, | |||||
| Sr. Sec’d. Notes, 144A | 8.000 | 10/01/30 | 400 | 419,051 | |
| Unsec’d. Notes, 144A | 11.500 | 10/01/31 | 105 | 113,582 | |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., | |||||
| Gtd. Notes, 144A | 6.625 | 07/15/33 | 505 | 519,015 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., (cont’d.) | |||||
| Gtd. Notes, 144A | 9.000 % | 11/01/27 | 568 | $651,177 | |
| Sr. Unsec’d. Notes, 144A | 6.625 | 10/15/32 | 340 | 349,096 | |
| Ashland, Inc., Sr. Unsec’d. Notes | 6.875 | 05/15/43 | 150 | 148,500 | |
| Ashton Woods USA LLC/Ashton Woods Finance Co., | |||||
| Sr. Unsec’d. Notes, 144A(aa) | 4.625 | 08/01/29 | 1,425 | 1,363,561 | |
| Sr. Unsec’d. Notes, 144A | 4.625 | 04/01/30 | 25 | 23,795 | |
| Sr. Unsec’d. Notes, 144A | 6.875 | 08/01/33 | 375 | 369,358 | |
| Asurion LLC & Asurion Co-Issuer, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 8.000 | 12/31/32 | 900 | 940,707 | |
| Sr. Sec’d. Notes, 144A(aa) | 8.375 | 02/01/34 | 1,425 | 1,406,842 | |
| Axon Enterprise, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 6.125 | 03/15/30 | 75 | 76,689 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 03/15/33 | 315 | 323,366 | |
| Azorra Finance Ltd., | |||||
| Gtd. Notes, 144A | 7.250 | 01/15/31 | 410 | 419,225 | |
| Gtd. Notes, 144A | 7.750 | 04/15/30 | 690 | 713,933 | |
| B&G Foods, Inc., | |||||
| Gtd. Notes(aa) | 5.250 | 09/15/27 | 1,320 | 1,274,021 | |
| Sr. Sec’d. Notes, 144A | 8.000 | 09/15/28 | 300 | 297,559 | |
| Beazer Homes USA, Inc., | |||||
| Gtd. Notes | 5.875 | 10/15/27 | 75 | 74,930 | |
| Gtd. Notes(aa) | 7.250 | 10/15/29 | 1,375 | 1,386,518 | |
| Gtd. Notes, 144A | 7.500 | 03/15/31 | 495 | 492,978 | |
| BioMarin Pharmaceutical, Inc., Gtd. Notes, 144A | 5.500 | 02/15/34 | 485 | 481,655 | |
| Black Pearl Compute LLC, Sr. Sec’d. Notes, 144A | 6.125 | 02/15/31 | 675 | 685,135 | |
| Blue Racer Midstream LLC/Blue Racer Finance Corp., | |||||
| Sr. Unsec’d. Notes, 144A | 7.000 | 07/15/29 | 150 | 155,195 | |
| Sr. Unsec’d. Notes, 144A | 7.250 | 07/15/32 | 65 | 67,958 | |
| Brandywine Operating Partnership LP, Gtd. Notes | 6.125 | 01/15/31 | 570 | 530,383 | |
| Bread Financial Holdings, Inc., Gtd. Notes, 144A | 6.750 | 05/15/31 | 300 | 306,560 | |
| Brinker International, Inc., Gtd. Notes, 144A(aa) | 8.250 | 07/15/30 | 785 | 821,387 | |
| Brundage-Bone Concrete Pumping Holdings, Inc., Sr. Sec’d. Notes, 144A | 7.500 | 02/01/32 | 210 | 213,583 | |
| Caesars Entertainment, Inc., | |||||
| Gtd. Notes, 144A(aa) | 4.625 | 10/15/29 | 1,525 | 1,471,710 | |
| Sr. Sec’d. Notes, 144A | 6.500 | 02/15/32 | 515 | 501,212 | |
| Sr. Sec’d. Notes, 144A(aa) | 7.000 | 02/15/30 | 1,150 | 1,167,141 | |
| Camelot Return Merger Sub, Inc., Sr. Sec’d. Notes, 144A(aa) | 8.750 | 08/01/28 | 600 | 387,896 | |
| Carnival Corp., Gtd. Notes, 144A | 5.750 | 08/01/32 | 75 | 75,382 | |
| Carvana Co., | |||||
| Sr. Sec’d. Notes, 144A(aa) | 9.000 | 06/01/30 | 1,220 | 1,269,010 | |
| Sr. Sec’d. Notes, 144A(aa) | 9.000 | 06/01/31 | 1,466 | 1,621,243 | |
| CCO Holdings LLC/CCO Holdings Capital Corp., | |||||
| Gtd. Notes, 144A(aa) | 5.375 | 06/01/29 | 1,280 | 1,260,508 | |
| Sr. Unsec’d. Notes | 4.500 | 05/01/32 | 125 | 109,909 | |
| Sr. Unsec’d. Notes, 144A(aa) | 4.250 | 02/01/31 | 150 | 136,142 | |
| Sr. Unsec’d. Notes, 144A(aa) | 4.750 | 03/01/30 | 575 | 545,140 | |
| Sr. Unsec’d. Notes, 144A(aa) | 5.000 | 02/01/28 | 400 | 395,801 | |
| Sr. Unsec’d. Notes, 144A(aa) | 5.125 | 05/01/27 | 938 | 937,923 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| CCO Holdings LLC/CCO Holdings Capital Corp., (cont’d.) | |||||
| Sr. Unsec’d. Notes, 144A | 7.000 % | 02/01/33 | 715 | $705,148 | |
| Centene Corp., | |||||
| Sr. Unsec’d. Notes | 2.500 | 03/01/31 | 729 | 633,724 | |
| Sr. Unsec’d. Notes | 2.625 | 08/01/31 | 727 | 629,027 | |
| Sr. Unsec’d. Notes | 3.000 | 10/15/30 | 625 | 561,894 | |
| Century Aluminum Co., Sr. Sec’d. Notes, 144A | 6.875 | 08/01/32 | 445 | 460,988 | |
| Chart Industries, Inc., | |||||
| Gtd. Notes, 144A | 9.500 | 01/01/31 | 545 | 573,386 | |
| Sr. Sec’d. Notes, 144A | 7.500 | 01/01/30 | 195 | 202,477 | |
| Chemours Co. (The), Gtd. Notes, 144A | 7.875 | 03/15/34 | 420 | 429,571 | |
| CHS/Community Health Systems, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 5.250 | 05/15/30 | 275 | 259,678 | |
| Sr. Sec’d. Notes, 144A | 6.000 | 01/15/29 | 350 | 347,789 | |
| Sr. Sec’d. Notes, 144A | 9.750 | 01/15/34 | 285 | 294,001 | |
| Cipher Compute LLC, Sr. Sec’d. Notes, 144A | 7.125 | 11/15/30 | 485 | 502,953 | |
| Clarios Global LP/Clarios US Finance Co., | |||||
| Gtd. Notes, 144A | 6.750 | 09/15/32 | 110 | 112,475 | |
| Sr. Sec’d. Notes, 144A | 6.750 | 02/15/30 | 80 | 82,478 | |
| Cleveland-Cliffs, Inc., | |||||
| Gtd. Notes, 144A | 4.625 | 03/01/29 | 125 | 120,514 | |
| Gtd. Notes, 144A(aa) | 6.750 | 04/15/30 | 640 | 637,874 | |
| Gtd. Notes, 144A | 6.875 | 11/01/29 | 460 | 468,617 | |
| Gtd. Notes, 144A | 7.000 | 03/15/32 | 380 | 379,669 | |
| Gtd. Notes, 144A | 7.375 | 05/01/33 | 305 | 307,911 | |
| Gtd. Notes, 144A | 7.500 | 09/15/31 | 50 | 50,858 | |
| Gtd. Notes, 144A | 7.625 | 01/15/34 | 355 | 358,510 | |
| Clue Opco LLC, Sr. Sec’d. Notes, 144A(aa)(x) | 9.500 | 10/15/31 | 1,672 | 1,712,736 | |
| Clydesdale Acquisition Holdings, Inc., Sr. Sec’d. Notes, 144A | 6.750 | 04/15/32 | 565 | 531,229 | |
| Coeur Mining, Inc., | |||||
| Gtd. Notes, 144A | 5.125 | 02/15/29 | 240 | 238,739 | |
| Sr. Unsec’d. Notes, 144A | 6.875 | 04/01/32 | 475 | 489,558 | |
| Columbus McKinnon Corp., Sr. Sec’d. Notes, 144A | 7.125 | 02/01/33 | 255 | 256,496 | |
| Commercial Metals Co., Sr. Unsec’d. Notes, 144A | 6.000 | 12/15/35 | 195 | 194,791 | |
| CompoSecure Holdings LLC, Sr. Sec’d. Notes, 144A | 5.625 | 02/01/33 | 430 | 420,999 | |
| Comstock Resources, Inc., | |||||
| Gtd. Notes, 144A | 5.875 | 01/15/30 | 550 | 532,729 | |
| Gtd. Notes, 144A(aa) | 6.750 | 03/01/29 | 825 | 823,890 | |
| Connect Holding II LLC, Sr. Sec’d. Notes, 144A(aa) | 10.500 | 04/03/31 | 1,150 | 1,171,379 | |
| Core Scientific Finance I LLC, Sr. Sec’d. Notes, 144A(x) | 7.750 | 05/15/31 | 795 | 793,108 | |
| CoreWeave, Inc., | |||||
| Gtd. Notes, 144A | 9.000 | 02/01/31 | 395 | 392,616 | |
| Gtd. Notes, 144A | 9.250 | 06/01/30 | 1,190 | 1,204,879 | |
| Gtd. Notes, 144A | 9.750 | 10/01/31 | 841 | 846,210 | |
| Cornerstone Building Brands, Inc., Gtd. Notes, 144A | 6.125 | 01/15/29 | 585 | 104,113 | |
| Cornerstone Chemical Co. LLC, Sec’d. Notes, 144A, Cash coupon 10.000% or PIK 10.000%^(x) | 10.000 | 05/07/29 | 1,261 | 1,071,844 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| CP Atlas Buyer, Inc., Sr. Sec’d. Notes, 144A | 9.750 % | 07/15/30 | 300 | $278,670 | |
| Crescent Energy Finance LLC, | |||||
| Gtd. Notes, 144A | 7.375 | 01/15/33 | 565 | 577,729 | |
| Gtd. Notes, 144A(aa) | 7.625 | 04/01/32 | 125 | 128,903 | |
| Gtd. Notes, 144A | 7.875 | 04/15/32 | 380 | 393,682 | |
| Gtd. Notes, 144A | 8.375 | 01/15/34 | 365 | 385,654 | |
| Gtd. Notes, 144A | 9.750 | 10/15/30 | 175 | 186,909 | |
| CSC Holdings LLC, | |||||
| Gtd. Notes, 144A | 3.375 | 02/15/31 | 200 | 120,010 | |
| Gtd. Notes, 144A | 4.125 | 12/01/30 | 700 | 417,466 | |
| Gtd. Notes, 144A(aa) | 5.375 | 02/01/28 | 1,725 | 1,286,718 | |
| Gtd. Notes, 144A(aa) | 5.500 | 04/15/27 | 1,300 | 1,096,875 | |
| Sr. Unsec’d. Notes, 144A(aa) | 4.625 | 12/01/30 | 1,750 | 617,590 | |
| Cyprium Corp./Cyprium Holdings Luxembourg Sarl, | |||||
| Gtd. Notes, 144A | 6.125 | 04/15/31 | 410 | 414,100 | |
| Gtd. Notes, 144A | 6.375 | 04/15/34 | 565 | 564,294 | |
| DaVita, Inc., | |||||
| Gtd. Notes, 144A(aa) | 3.750 | 02/15/31 | 1,770 | 1,642,254 | |
| Gtd. Notes, 144A(aa) | 4.625 | 06/01/30 | 2,300 | 2,226,633 | |
| DCLI Bidco LLC, Second Mortgage, 144A | 7.750 | 11/15/29 | 600 | 615,556 | |
| Diamond Foreign Asset Co./Diamond Finance LLC, Sec’d. Notes, 144A | 8.500 | 10/01/30 | 288 | 303,826 | |
| Discovery Global Holdings, Inc., Gtd. Notes(aa) | 5.141 | 03/15/52 | 2,030 | 1,339,986 | |
| DISH DBS Corp., | |||||
| Gtd. Notes | 5.125 | 06/01/29 | 150 | 137,933 | |
| Gtd. Notes | 7.375 | 07/01/28 | 415 | 405,545 | |
| Gtd. Notes | 7.750 | 07/01/26 | 2,910 | 2,901,510 | |
| DISH Network Corp., Sr. Sec’d. Notes, 144A | 11.750 | 11/15/27 | 725 | 747,857 | |
| Diversified Healthcare Trust, | |||||
| Gtd. Notes | 4.375 | 03/01/31 | 450 | 404,673 | |
| Sr. Sec’d. Notes, 144A | 7.250 | 10/15/30 | 265 | 270,823 | |
| Sr. Unsec’d. Notes | 4.750 | 02/15/28 | 450 | 437,242 | |
| Dream Finders Homes, Inc., Gtd. Notes, 144A | 6.875 | 09/15/30 | 335 | 328,633 | |
| EchoStar Corp., Sr. Sec’d. Notes(aa) | 10.750 | 11/30/29 | 1,500 | 1,626,803 | |
| Encore Capital Group, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 6.625 | 04/15/31 | 605 | 615,049 | |
| Sr. Sec’d. Notes, 144A | 9.250 | 04/01/29 | 500 | 523,263 | |
| Energizer Holdings, Inc., | |||||
| Gtd. Notes, 144A | 4.375 | 03/31/29 | 163 | 156,806 | |
| Gtd. Notes, 144A | 6.000 | 09/15/33 | 500 | 477,797 | |
| Esab Corp., | |||||
| Gtd. Notes, 144A | 5.625 | 04/01/31 | 205 | 206,790 | |
| Gtd. Notes, 144A | 6.250 | 04/15/29 | 100 | 101,405 | |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | |||||
| Gtd. Notes, 144A(aa) | 6.750 | 01/15/30 | 950 | 919,720 | |
| Sr. Sec’d. Notes, 144A | 4.625 | 01/15/29 | 175 | 170,344 | |
| Five Point Operating Co. LP, Gtd. Notes, 144A | 8.000 | 10/01/30 | 365 | 374,242 | |
| Flash Compute LLC, Sr. Sec’d. Notes, 144A | 7.250 | 12/31/30 | 380 | 387,625 | |
| Forestar Group, Inc., | |||||
| Gtd. Notes, 144A(aa) | 5.000 | 03/01/28 | 675 | 669,504 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Forestar Group, Inc., (cont’d.) | |||||
| Gtd. Notes, 144A(aa) | 6.500 % | 03/15/33 | 825 | $828,656 | |
| Fortress Intermediate 3, Inc., Sr. Sec’d. Notes, 144A | 7.500 | 06/01/31 | 730 | 739,027 | |
| Freedom Mortgage Corp., Sr. Unsec’d. Notes, 144A | 6.625 | 01/15/27 | 450 | 450,074 | |
| Freedom Mortgage Holdings LLC, | |||||
| Sr. Unsec’d. Notes, 144A | 6.875 | 05/01/31 | 850 | 819,679 | |
| Sr. Unsec’d. Notes, 144A | 9.125 | 05/15/31 | 250 | 258,963 | |
| Sr. Unsec’d. Notes, 144A(aa) | 9.250 | 02/01/29 | 1,085 | 1,123,968 | |
| Frontier Communications Holdings LLC, | |||||
| Sec’d. Notes | 5.875 | 11/01/29 | 200 | 201,099 | |
| Sec’d. Notes, 144A | 6.000 | 01/15/30 | 825 | 829,728 | |
| Sec’d. Notes, 144A | 6.750 | 05/01/29 | 400 | 400,000 | |
| Sr. Sec’d. Notes, 144A | 8.750 | 05/15/30 | 1,000 | 1,023,763 | |
| Gap, Inc. (The), Gtd. Notes, 144A(aa) | 3.875 | 10/01/31 | 925 | 845,679 | |
| Garrett Motion Holdings, Inc./Garrett LX I Sarl, Gtd. Notes, 144A(aa) | 7.750 | 05/31/32 | 370 | 386,093 | |
| GB AIT Buyer, Inc., Sr. Unsec’d. Notes, 144A | 8.750 | 04/30/34 | 180 | 180,967 | |
| Gen Digital, Inc., Gtd. Notes, 144A | 6.250 | 04/01/33 | 470 | 458,033 | |
| GFL Environmental Holdings US, Inc., Gtd. Notes, 144A | 5.500 | 02/01/34 | 270 | 265,275 | |
| GFL Environmental, Inc., | |||||
| Gtd. Notes, 144A | 4.000 | 08/01/28 | 530 | 516,787 | |
| Gtd. Notes, 144A | 6.750 | 01/15/31 | 190 | 196,971 | |
| Global Partners LP/GLP Finance Corp., | |||||
| Gtd. Notes | 6.875 | 01/15/29 | 50 | 50,442 | |
| Gtd. Notes, 144A | 7.125 | 07/01/33 | 320 | 327,842 | |
| Gtd. Notes, 144A | 8.250 | 01/15/32 | 250 | 261,980 | |
| GrafTech Finance, Inc., Sec’d. Notes, 144A | 4.625 | 12/23/29 | 435 | 279,111 | |
| Gray Media, Inc., | |||||
| Sec’d. Notes, 144A | 9.625 | 07/15/32 | 330 | 335,625 | |
| Sr. Sec’d. Notes, 144A | 7.250 | 08/15/33 | 310 | 315,876 | |
| Sr. Sec’d. Notes, 144A | 10.500 | 07/15/29 | 110 | 116,765 | |
| Greystar Real Estate Partners LLC, Sr. Sec’d. Notes, 144A | 7.750 | 09/01/30 | 200 | 208,454 | |
| Herc Holdings, Inc., | |||||
| Gtd. Notes, 144A | 5.750 | 03/15/31 | 420 | 420,787 | |
| Gtd. Notes, 144A | 6.000 | 03/15/34 | 270 | 267,609 | |
| Gtd. Notes, 144A | 7.000 | 06/15/30 | 300 | 312,219 | |
| Gtd. Notes, 144A | 7.250 | 06/15/33 | 525 | 549,653 | |
| Hertz Corp. (The), Sr. Sec’d. Notes, 144A | 12.625 | 07/15/29 | 120 | 113,366 | |
| Hilcorp Energy I LP/Hilcorp Finance Co., | |||||
| Sr. Unsec’d. Notes, 144A | 5.750 | 02/01/29 | 275 | 274,914 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 04/15/30 | 435 | 433,357 | |
| Sr. Unsec’d. Notes, 144A(aa) | 6.000 | 02/01/31 | 920 | 909,963 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 04/15/32 | 565 | 561,424 | |
| Sr. Unsec’d. Notes, 144A | 7.250 | 02/15/35 | 300 | 305,745 | |
| Sr. Unsec’d. Notes, 144A | 8.375 | 11/01/33 | 198 | 212,116 | |
| Howard Hughes Corp. (The), | |||||
| Gtd. Notes, 144A(aa) | 4.125 | 02/01/29 | 1,125 | 1,084,362 | |
| Gtd. Notes, 144A(aa) | 4.375 | 02/01/31 | 675 | 632,683 | |
| Sr. Unsec’d. Notes, 144A | 5.875 | 03/01/32 | 610 | 597,757 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Howard Hughes Corp. (The), (cont’d.) | |||||
| Sr. Unsec’d. Notes, 144A | 6.125 % | 03/01/34 | 680 | $666,324 | |
| Howard Midstream Energy Partners LLC, Sr. Unsec’d. Notes, 144A | 6.625 | 01/15/34 | 365 | 370,986 | |
| Hunt Cos., Inc., Sr. Sec’d. Notes, 144A(aa) | 5.250 | 04/15/29 | 1,250 | 1,211,565 | |
| iHeartCommunications, Inc., Sr. Sec’d. Notes, 144A | 7.750 | 08/15/30 | 450 | 432,897 | |
| ION Platform Finance US, Inc./ION Platform Finance Sarl, | |||||
| Sr. Sec’d. Notes, 144A | 4.625 | 05/01/28 | 230 | 212,004 | |
| Sr. Sec’d. Notes, 144A | 5.000 | 05/01/28 | 380 | 349,889 | |
| Jacobs Entertainment, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 6.750 | 02/15/29 | 275 | 269,204 | |
| Sr. Unsec’d. Notes, 144A | 6.750 | 02/15/29 | 225 | 219,719 | |
| JB Poindexter & Co., Inc., Sr. Unsec’d. Notes, 144A | 8.750 | 12/15/31 | 375 | 389,029 | |
| Jefferies Finance LLC/JFIN Co-Issuer Corp., | |||||
| Sr. Sec’d. Notes, 144A | 6.625 | 10/15/31 | 250 | 243,428 | |
| Sr. Unsec’d. Notes, 144A | 5.000 | 08/15/28 | 275 | 263,585 | |
| KB Home, | |||||
| Gtd. Notes | 4.000 | 06/15/31 | 325 | 302,625 | |
| Gtd. Notes(aa) | 4.800 | 11/15/29 | 975 | 956,089 | |
| Kodiak Gas Services LLC, | |||||
| Gtd. Notes, 144A | 5.875 | 04/01/31 | 285 | 286,893 | |
| Gtd. Notes, 144A | 6.750 | 10/01/35 | 145 | 150,610 | |
| Kontoor Brands, Inc., Gtd. Notes, 144A(aa) | 4.125 | 11/15/29 | 300 | 285,777 | |
| LABL, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 5.875 | 11/01/28(d) | 567 | 240,738 | |
| Sr. Sec’d. Notes, 144A | 8.625 | 10/01/31(d) | 367 | 158,765 | |
| Sr. Sec’d. Notes, 144A | 9.500 | 11/01/28(d) | 264 | 115,714 | |
| Sr. Unsec’d. Notes, 144A | 10.500 | 07/15/27(d) | 650 | 37,510 | |
| LBM Acquisition LLC, | |||||
| Gtd. Notes, 144A | 6.250 | 01/15/29 | 450 | 311,744 | |
| Sr. Sec’d. Notes, 144A | 9.500 | 06/15/31 | 705 | 618,473 | |
| LCM Investments Holdings II LLC, Sr. Unsec’d. Notes, 144A | 4.875 | 05/01/29 | 225 | 220,353 | |
| LD Holdings Group LLC, Gtd. Notes, 144A | 6.125 | 04/01/28 | 150 | 129,510 | |
| Level 3 Financing, Inc., | |||||
| Gtd. Notes, 144A | 8.500 | 01/15/36 | 1,875 | 2,011,169 | |
| Sr. Sec’d. Notes, 144A(aa) | 6.875 | 06/30/33 | 1,140 | 1,177,360 | |
| Sr. Sec’d. Notes, 144A | 7.000 | 03/31/34 | 925 | 961,657 | |
| LifePoint Health, Inc., | |||||
| Gtd. Notes, 144A(aa) | 5.375 | 01/15/29 | 950 | 916,643 | |
| Sr. Sec’d. Notes, 144A | 7.000 | 05/01/34 | 660 | 643,901 | |
| Sr. Sec’d. Notes, 144A(aa) | 8.375 | 02/15/32 | 890 | 933,789 | |
| Sr. Sec’d. Notes, 144A | 9.875 | 08/15/30 | 225 | 238,669 | |
| Light & Wonder International, Inc., Gtd. Notes, 144A | 6.250 | 10/01/33 | 200 | 198,643 | |
| Lindblad Expeditions LLC, Sr. Sec’d. Notes, 144A | 7.000 | 09/15/30 | 560 | 575,285 | |
| Lithia Motors, Inc., | |||||
| Gtd. Notes, 144A | 5.500 | 10/01/30 | 115 | 114,422 | |
| Sr. Unsec’d. Notes, 144A | 3.875 | 06/01/29 | 475 | 454,919 | |
| LSF12 Helix Parent LLC, Sr. Sec’d. Notes, 144A | 7.125 | 02/01/33 | 360 | 351,472 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| LSF12 Pillar Investments, Sr. Sec’d. Notes, 144A | 5.750 % | 05/15/33 | EUR | 375 | $440,119 |
| M/I Homes, Inc., Gtd. Notes(aa) | 4.950 | 02/01/28 | 625 | 621,430 | |
| Madison IAQ LLC, Sr. Unsec’d. Notes, 144A | 5.875 | 06/30/29 | 370 | 369,163 | |
| Magnera Corp., Sr. Sec’d. Notes, 144A(aa) | 7.250 | 11/15/31 | 285 | 266,817 | |
| Matador Resources Co., | |||||
| Gtd. Notes, 144A | 6.000 | 04/15/34 | 295 | 295,985 | |
| Gtd. Notes, 144A | 6.500 | 04/15/32 | 50 | 50,994 | |
| Mavis Tire Express Services Topco Corp., Sr. Unsec’d. Notes, 144A(aa) | 6.500 | 05/15/29 | 1,950 | 1,944,443 | |
| Maxim Crane Works Holdings Capital LLC, Sec’d. Notes, 144A(aa) | 11.500 | 09/01/28 | 1,100 | 1,149,181 | |
| McAfee Corp., Sr. Unsec’d. Notes, 144A | 7.375 | 02/15/30 | 125 | 101,241 | |
| Meridian Arc Holdco LLC, Sr. Sec’d. Notes, 144A | 6.250 | 04/30/31 | 1,930 | 1,930,212 | |
| MGM Resorts International, | |||||
| Gtd. Notes(aa) | 4.750 | 10/15/28 | 1,963 | 1,944,659 | |
| Gtd. Notes | 6.125 | 09/15/29 | 475 | 481,558 | |
| Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., Sr. Sec’d. Notes, 144A(aa) | 4.875 | 05/01/29 | 725 | 708,925 | |
| Millrose Properties, Inc., | |||||
| Gtd. Notes, 144A | 6.250 | 09/15/32 | 585 | 587,742 | |
| Gtd. Notes, 144A | 6.375 | 08/01/30 | 390 | 395,037 | |
| Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, Sr. Sec’d. Notes, 144A | 6.750 | 04/01/32 | 162 | 159,990 | |
| MIWD Holdco II LLC/MIWD Finance Corp., Gtd. Notes, 144A | 5.500 | 02/01/30 | 215 | 198,409 | |
| MKS, Inc., Gtd. Notes, 144A | 4.250 | 02/15/34 | EUR | 600 | 686,585 |
| MPH Acquisition Holdings LLC, | |||||
| Sr. Sec’d. Notes, 144A(aa) | 5.750 | 12/31/30 | 803 | 666,049 | |
| Sr. Sec’d. Notes, 144A, Cash coupon 6.500% and PIK 5.000% | 11.500 | 12/31/30 | 537 | 503,457 | |
| MPT Operating Partnership LP/MPT Finance Corp., | |||||
| Sr. Sec’d. Notes(aa) | 7.000 | 02/15/32 | EUR | 2,090 | 2,463,746 |
| Sr. Sec’d. Notes, 144A | 8.500 | 02/15/32 | 200 | 207,742 | |
| Nabors Industries, Inc., | |||||
| Gtd. Notes, 144A | 7.625 | 11/15/32 | 600 | 626,449 | |
| Gtd. Notes, 144A | 8.875 | 08/15/31 | 685 | 722,902 | |
| Gtd. Notes, 144A(aa) | 9.125 | 01/31/30 | 670 | 703,643 | |
| Navient Corp., | |||||
| Sr. Unsec’d. Notes(aa) | 4.875 | 03/15/28 | 330 | 322,516 | |
| Sr. Unsec’d. Notes | 5.000 | 03/15/27 | 975 | 967,571 | |
| NCL Corp. Ltd., | |||||
| Sr. Unsec’d. Notes, 144A | 6.250 | 03/01/30 | 500 | 498,750 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 09/15/33 | 280 | 270,634 | |
| Sr. Unsec’d. Notes, 144A | 6.750 | 02/01/32 | 550 | 547,305 | |
| NCR Atleos Corp., Sr. Sec’d. Notes, 144A | 9.500 | 04/01/29 | 100 | 106,396 | |
| NCR Voyix Corp., Gtd. Notes, 144A | 5.000 | 10/01/28 | 550 | 538,638 | |
| Neptune Bidco US, Inc., Sr. Sec’d. Notes, 144A | 9.500 | 02/15/33 | 395 | 395,611 | |
| NESCO Holdings II, Inc., Sec’d. Notes, 144A | 5.500 | 04/15/29 | 425 | 422,887 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Newell Brands, Inc., | |||||
| Sr. Unsec’d. Notes | 6.625 % | 05/15/32 | 285 | $276,628 | |
| Sr. Unsec’d. Notes, 144A | 8.500 | 06/01/28 | 325 | 339,472 | |
| Nexstar Media, Inc., Sr. Sec’d. Notes, 144A | 6.500 | 09/15/33 | 820 | 826,434 | |
| NGL Energy Operating LLC/NGL Energy Finance Corp., Sr. Sec’d. Notes, 144A | 8.125 | 02/15/29 | 205 | 212,636 | |
| Noble Finance II LLC, Gtd. Notes, 144A(aa) | 8.000 | 04/15/30 | 465 | 483,947 | |
| Novelis Corp., | |||||
| Gtd. Notes, 144A | 3.875 | 08/15/31 | 155 | 140,781 | |
| Gtd. Notes, 144A | 6.875 | 01/30/30 | 325 | 333,101 | |
| NRG Energy, Inc., | |||||
| Gtd. Notes, 144A | 3.625 | 02/15/31 | 200 | 185,768 | |
| Gtd. Notes, 144A(aa) | 3.875 | 02/15/32 | 600 | 554,359 | |
| Gtd. Notes, 144A | 5.875 | 05/15/34 | 290 | 288,952 | |
| Gtd. Notes, 144A | 6.125 | 05/15/36 | 290 | 288,875 | |
| Jr. Sub. Notes, 144A(aa) | 10.250(ff) | 03/15/28(oo) | 850 | 921,394 | |
| Sr. Unsec’d. Notes, 144A | 5.750 | 01/15/34 | 660 | 655,116 | |
| OAK-Eagle Acquireco, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 6.250 | 07/01/33 | EUR | 240 | 289,646 |
| Sr. Sec’d. Notes, 144A | 7.250 | 07/01/33 | 620 | 638,041 | |
| Sr. Unsec’d. Notes, 144A | 8.750 | 07/01/34 | 490 | 509,154 | |
| Olympus Water US Holding Corp., | |||||
| Sr. Sec’d. Notes, 144A | 4.250 | 10/01/28 | 530 | 515,506 | |
| Sr. Sec’d. Notes, 144A | 6.750 | 08/01/32 | 505 | 489,731 | |
| Sr. Sec’d. Notes, 144A | 7.250 | 06/15/31 | 285 | 286,594 | |
| Sr. Sec’d. Notes, 144A | 7.250 | 02/15/33 | 575 | 562,070 | |
| Sr. Unsec’d. Notes | 5.375 | 10/01/29 | EUR | 400 | 439,656 |
| OneMain Finance Corp., | |||||
| Gtd. Notes | 3.875 | 09/15/28 | 450 | 435,000 | |
| Gtd. Notes | 5.375 | 11/15/29 | 605 | 594,167 | |
| Gtd. Notes | 6.125 | 05/15/30 | 300 | 298,901 | |
| Gtd. Notes | 6.625 | 05/15/29 | 765 | 778,779 | |
| Gtd. Notes | 6.750 | 03/15/32 | 125 | 124,977 | |
| Gtd. Notes | 6.750 | 09/15/33 | 857 | 843,031 | |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, Sr. Unsec’d. Notes, 144A(aa) | 5.125 | 04/30/31 | 575 | 571,355 | |
| P&L Development LLC/PLD Finance Corp., Sr. Sec’d. Notes, 144A, Cash coupon 9.000% and PIK 3.500% or Cash coupon 12.000% | 12.000 | 05/15/29 | 204 | 201,390 | |
| Paramount Global, Gtd. Notes | 4.950 | 05/19/50 | 600 | 377,385 | |
| Park River Holdings, Inc., | |||||
| Sec’d. Notes, 144A | 8.750 | 12/31/30 | 696 | 660,909 | |
| Sr. Sec’d. Notes, 144A | 8.000 | 03/15/31 | 715 | 719,449 | |
| Patrick Industries, Inc., Gtd. Notes, 144A | 6.375 | 11/01/32 | 470 | 473,522 | |
| Penn Entertainment, Inc., Gtd. Notes, 144A | 6.750 | 04/01/31 | 530 | 525,102 | |
| PennyMac Financial Services, Inc., | |||||
| Gtd. Notes, 144A(aa) | 4.250 | 02/15/29 | 695 | 663,331 | |
| Gtd. Notes, 144A | 5.750 | 09/15/31 | 425 | 404,437 | |
| Gtd. Notes, 144A | 6.750 | 02/15/34 | 375 | 362,794 | |
| Gtd. Notes, 144A | 6.875 | 05/15/32 | 805 | 796,414 | |
| Gtd. Notes, 144A | 7.875 | 12/15/29 | 75 | 77,890 | |
| Perimeter Holdings LLC, Sr. Sec’d. Notes, 144A | 6.250 | 01/15/34 | 585 | 582,829 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Permian Resources Operating LLC, Gtd. Notes, 144A | 7.000 % | 01/15/32 | 10 | $10,402 | |
| Phinia, Inc., Sr. Sec’d. Notes, 144A | 6.750 | 04/15/29 | 200 | 205,064 | |
| PM General Purchaser LLC, Sr. Sec’d. Notes, 144A(aa) | 9.500 | 10/01/28 | 980 | 911,105 | |
| Post Holdings, Inc., | |||||
| Gtd. Notes, 144A | 4.625 | 04/15/30 | 100 | 96,840 | |
| Gtd. Notes, 144A | 6.375 | 03/01/33 | 245 | 244,973 | |
| Gtd. Notes, 144A | 6.500 | 03/15/36 | 750 | 745,327 | |
| PR RNO Property Owner 1 LLC, Sr. Sec’d. Notes, 144A | 6.500 | 05/01/31 | 1,215 | 1,204,325 | |
| PRA Group, Inc., | |||||
| Gtd. Notes, 144A | 5.000 | 10/01/29 | 50 | 47,425 | |
| Gtd. Notes, 144A | 8.375 | 02/01/28 | 425 | 431,854 | |
| Gtd. Notes, 144A | 8.875 | 01/31/30 | 132 | 136,463 | |
| Prairie Acquiror LP, Sr. Sec’d. Notes, 144A | 9.000 | 08/01/29 | 110 | 114,987 | |
| Prime Healthcare Services, Inc., Sr. Sec’d. Notes, 144A(aa) | 9.375 | 09/01/29 | 780 | 808,640 | |
| Qnity Electronics, Inc., Gtd. Notes, 144A | 6.250 | 08/15/33 | 80 | 81,813 | |
| QXO Building Products, Inc., Sr. Sec’d. Notes, 144A | 6.750 | 04/30/32 | 260 | 265,234 | |
| Radiate Holdco LLC/Radiate Finance, Inc., Sr. Sec’d. Notes, 144A, Cash coupon 6.000% and PIK 3.250% | 9.250 | 03/25/30 | 1,530 | 1,250,343 | |
| Range Resources Corp., Gtd. Notes, 144A | 4.750 | 02/15/30 | 150 | 147,239 | |
| RHP Hotel Properties LP/RHP Finance Corp., | |||||
| Gtd. Notes, 144A | 4.500 | 02/15/29 | 200 | 196,315 | |
| Gtd. Notes, 144A | 5.750 | 03/15/34 | 260 | 258,582 | |
| Risewell Homes, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 8.500 | 11/01/30 | 380 | 388,311 | |
| Sr. Unsec’d. Notes, 144A | 9.250 | 10/01/29 | 390 | 404,078 | |
| Rithm Capital Corp., Sr. Unsec’d. Notes, 144A | 8.000 | 07/15/30 | 330 | 330,230 | |
| Rivers Enterprise Borrower LLC, Sr. Sec’d. Notes, 144A | 6.250 | 10/15/30 | 480 | 488,311 | |
| Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp., Sr. Sec’d. Notes, 144A(aa) | 6.625 | 02/01/33 | 865 | 882,099 | |
| Rocket Cos., Inc., | |||||
| Gtd. Notes, 144A(aa) | 6.125 | 08/01/30 | 1,950 | 1,979,904 | |
| Gtd. Notes, 144A | 6.500 | 08/01/29 | 295 | 300,923 | |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., Gtd. Notes, 144A(aa) | 3.875 | 03/01/31 | 1,175 | 1,091,312 | |
| Rockies Express Pipeline LLC, Sr. Unsec’d. Notes, 144A | 6.750 | 03/15/33 | 320 | 333,612 | |
| RXO, Inc., Gtd. Notes, 144A | 6.375 | 05/15/31 | 175 | 173,859 | |
| Sally Holdings LLC/Sally Capital, Inc., Gtd. Notes | 6.750 | 04/01/32 | 520 | 535,801 | |
| Scientific Games Holdings LP/Scientific Games US FinCo, Inc., Sr. Unsec’d. Notes, 144A | 6.625 | 03/01/30 | 575 | 484,405 | |
| Scotts Miracle-Gro Co. (The), | |||||
| Gtd. Notes(aa) | 4.000 | 04/01/31 | 1,625 | 1,515,307 | |
| Gtd. Notes | 4.375 | 02/01/32 | 475 | 443,015 | |
| SESI LLC, Sr. Sec’d. Notes, 144A | 7.875 | 09/30/30 | 245 | 252,473 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Shea Homes LP/Shea Homes Funding Corp., Sr. Unsec’d. Notes(aa) | 4.750 % | 04/01/29 | 860 | $830,829 | |
| Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., | |||||
| Gtd. Notes | 5.500 | 05/15/33 | EUR | 550 | 621,301 |
| Gtd. Notes, 144A | 6.750 | 08/15/32 | 320 | 319,470 | |
| Sinclair Television Group, Inc., Sr. Sec’d. Notes, 144A(aa) | 8.125 | 02/15/33 | 615 | 636,756 | |
| SK Invictus Intermediate II Sarl, Sr. Sec’d. Notes, 144A | 5.000 | 10/30/29 | 625 | 615,650 | |
| SM Energy Co., | |||||
| Gtd. Notes, 144A | 8.625 | 11/01/30 | 405 | 428,494 | |
| Gtd. Notes, 144A | 9.625 | 06/15/33 | 535 | 596,497 | |
| Smyrna Ready Mix Concrete LLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.000 | 11/01/28 | 198 | 197,789 | |
| Sr. Sec’d. Notes, 144A | 8.875 | 11/15/31 | 545 | 571,028 | |
| Snap, Inc., | |||||
| Gtd. Notes, 144A | 6.875 | 03/01/33 | 165 | 160,695 | |
| Gtd. Notes, 144A | 6.875 | 03/15/34 | 285 | 275,966 | |
| Solstice Advanced Materials, Inc., Sr. Unsec’d. Notes, 144A | 5.625 | 09/30/33 | 325 | 323,034 | |
| Standard Building Solutions, Inc., Sr. Unsec’d. Notes, 144A | 6.500 | 08/15/32 | 480 | 485,193 | |
| Standard Industries, Inc., Sr. Unsec’d. Notes, 144A | 4.750 | 01/15/28 | 601 | 597,517 | |
| Star Leasing Co. LLC, Sec’d. Notes, 144A | 7.625 | 02/15/30 | 770 | 744,029 | |
| Starwood Property Trust, Inc., | |||||
| Sr. Unsec’d. Notes, 144A | 3.625 | 07/15/26 | 300 | 298,848 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 04/15/30 | 100 | 101,031 | |
| Sr. Unsec’d. Notes, 144A | 6.500 | 07/01/30 | 275 | 281,626 | |
| Sr. Unsec’d. Notes, 144A | 6.500 | 10/15/30 | 290 | 298,230 | |
| Sr. Unsec’d. Notes, 144A | 7.250 | 04/01/29 | 400 | 414,519 | |
| STL Holding Co. LLC, Sr. Unsec’d. Notes, 144A | 8.750 | 02/15/29 | 665 | 689,502 | |
| Suburban Propane Partners LP/Suburban Energy Finance Corp., Sr. Unsec’d. Notes, 144A | 5.000 | 06/01/31 | 360 | 346,304 | |
| Sunoco LP, | |||||
| Gtd. Notes, 144A | 5.625 | 03/15/31 | 210 | 210,687 | |
| Gtd. Notes, 144A | 6.250 | 07/01/33 | 330 | 336,879 | |
| Sr. Unsec’d. Notes, 144A | 4.500 | 10/01/29 | 750 | 734,496 | |
| Sr. Unsec’d. Notes, 144A | 6.625 | 08/15/32 | 265 | 270,797 | |
| Sunoco LP/Sunoco Finance Corp., | |||||
| Gtd. Notes(aa) | 4.500 | 05/15/29 | 525 | 515,425 | |
| Gtd. Notes | 4.500 | 04/30/30 | 75 | 72,851 | |
| SV RNO Property Owner 1 LLC, Sr. Sec’d. Notes, 144A(aa) | 5.875 | 03/01/31 | 1,710 | 1,682,429 | |
| SWF Holdings I Corp., Sec’d. Notes, 144A | 6.500 | 10/06/29 | 1,216 | 364,263 | |
| Sword Purchaser LLC, Sr. Sec’d. Notes, 144A | 8.250 | 04/15/33 | 300 | 306,970 | |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | |||||
| Gtd. Notes, 144A(aa) | 5.500 | 01/15/28 | 988 | 985,652 | |
| Gtd. Notes, 144A | 6.000 | 12/31/30 | 50 | 50,248 | |
| Gtd. Notes, 144A | 6.750 | 03/15/34 | 195 | 199,190 | |
| Sr. Unsec’d. Notes, 144A | 7.375 | 02/15/29 | 525 | 540,593 | |
| Taylor Morrison Communities, Inc., | |||||
| Gtd. Notes, 144A | 5.750 | 11/15/32 | 295 | 298,250 | |
| Sr. Unsec’d. Notes, 144A(aa) | 5.125 | 08/01/30 | 650 | 647,378 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Tenet Healthcare Corp., | |||||
| Sr. Sec’d. Notes(aa) | 4.250 % | 06/01/29 | 1,830 | $1,781,740 | |
| Sr. Sec’d. Notes(aa) | 4.375 | 01/15/30 | 1,175 | 1,138,326 | |
| Tenneco, Inc., Sr. Sec’d. Notes, 144A(aa) | 8.000 | 11/17/28 | 1,700 | 1,719,027 | |
| Terex Corp., Gtd. Notes, 144A | 6.250 | 10/15/32 | 440 | 446,909 | |
| Tidewater, Inc., Gtd. Notes, 144A | 9.125 | 07/15/30 | 300 | 322,992 | |
| Titan International, Inc., Sr. Sec’d. Notes | 7.000 | 04/30/28 | 650 | 649,665 | |
| TopBuild Corp., | |||||
| Gtd. Notes, 144A | 4.125 | 02/15/32 | 325 | 324,754 | |
| Gtd. Notes, 144A | 5.625 | 01/31/34 | 690 | 698,771 | |
| TransDigm, Inc., | |||||
| Gtd. Notes, 144A | 6.125 | 07/31/34 | 200 | 200,246 | |
| Sr. Sec’d. Notes, 144A(aa) | 6.375 | 03/01/29 | 205 | 209,361 | |
| Sr. Sec’d. Notes, 144A | 6.625 | 03/01/32 | 140 | 143,915 | |
| Sr. Sec’d. Notes, 144A | 6.750 | 08/15/28 | 225 | 228,139 | |
| Transocean International Ltd., | |||||
| Gtd. Notes, 144A | 7.875 | 10/15/32 | 220 | 235,514 | |
| Gtd. Notes, 144A | 8.250 | 05/15/29 | 480 | 498,101 | |
| Gtd. Notes, 144A | 8.500 | 05/15/31 | 870 | 920,791 | |
| Sr. Sec’d. Notes, 144A | 8.750 | 02/15/30 | 497 | 518,749 | |
| Tri Pointe Homes, Inc., Gtd. Notes | 5.250 | 06/01/27 | 400 | 399,206 | |
| Trident TPI Holdings, Inc., Gtd. Notes, 144A(aa) | 12.750 | 12/31/28 | 1,000 | 1,003,273 | |
| TriMas Corp., Gtd. Notes, 144A(aa) | 4.125 | 04/15/29 | 540 | 518,496 | |
| United Airlines Holdings, Inc., | |||||
| Gtd. Notes | 4.875 | 03/01/29 | 770 | 760,421 | |
| Gtd. Notes | 5.375 | 03/01/31 | 480 | 473,322 | |
| United Airlines, Inc., Sr. Sec’d. Notes, 144A(aa) | 4.625 | 04/15/29 | 236 | 232,841 | |
| United Rentals North America, Inc., | |||||
| Gtd. Notes | 3.875 | 02/15/31 | 277 | 262,056 | |
| Gtd. Notes, 144A | 5.375 | 11/15/33 | 585 | 578,610 | |
| Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, Gtd. Notes, 144A | 6.000 | 01/15/30 | 150 | 144,979 | |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | |||||
| Gtd. Notes, 144A | 6.500 | 02/15/29 | 1,200 | 1,178,343 | |
| Gtd. Notes, 144A(aa) | 8.625 | 06/15/32 | 1,100 | 1,150,592 | |
| Uniti Services LLC, Sr. Sec’d. Notes, 144A | 7.500 | 10/15/33 | 525 | 553,143 | |
| Univision Communications, Inc., Sr. Sec’d. Notes, 144A(aa) | 9.375 | 08/01/32 | 490 | 507,317 | |
| UWM Holdings LLC, | |||||
| Gtd. Notes, 144A | 6.250 | 03/15/31 | 345 | 320,449 | |
| Gtd. Notes, 144A | 6.625 | 02/01/30 | 80 | 76,789 | |
| Valaris Ltd., Sec’d. Notes, 144A | 8.375 | 04/30/30 | 385 | 400,080 | |
| Valvoline, Inc., Sr. Unsec’d. Notes, 144A | 3.625 | 06/15/31 | 175 | 159,328 | |
| Velocity Vehicle Group LLC, Sr. Unsec’d. Notes, 144A | 8.000 | 06/01/29 | 325 | 319,104 | |
| Venture Global Calcasieu Pass LLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.000 | 05/01/36 | 200 | 201,093 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Venture Global Calcasieu Pass LLC, (cont’d.) | |||||
| Sr. Sec’d. Notes, 144A | 6.250 % | 01/15/30 | 580 | $597,027 | |
| Venture Global LNG, Inc., | |||||
| Jr. Sub. Notes, 144A(aa) | 9.000(ff) | 09/30/29(oo) | 965 | 953,570 | |
| Sr. Sec’d. Notes, 144A | 7.000 | 01/15/30 | 165 | 169,860 | |
| Sr. Sec’d. Notes, 144A | 8.125 | 06/01/28 | 100 | 102,292 | |
| Sr. Sec’d. Notes, 144A(aa) | 9.500 | 02/01/29 | 680 | 742,219 | |
| Sr. Sec’d. Notes, 144A(aa) | 9.875 | 02/01/32 | 800 | 858,197 | |
| Venture Global Plaquemines LNG LLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.500 | 01/15/34 | 375 | 392,844 | |
| Sr. Sec’d. Notes, 144A | 6.500 | 06/15/34 | 542 | 565,184 | |
| Sr. Sec’d. Notes, 144A | 6.750 | 01/15/36 | 480 | 510,156 | |
| Sr. Sec’d. Notes, 144A | 7.500 | 05/01/33 | 652 | 723,428 | |
| Sr. Sec’d. Notes, 144A | 7.750 | 05/01/35 | 627 | 704,192 | |
| Veritiv Operating Co., Sr. Sec’d. Notes, 144A | 10.500 | 11/30/30 | 810 | 854,426 | |
| Viking Cruises Ltd., Gtd. Notes, 144A | 5.875 | 10/15/33 | 240 | 240,571 | |
| Viking Ocean Cruises Ship VII Ltd., Sr. Sec’d. Notes, 144A | 5.625 | 02/15/29 | 100 | 99,877 | |
| Vistra Corp., | |||||
| Jr. Sub. Notes, 144A(aa) | 7.000(ff) | 12/15/26(oo) | 2,000 | 2,004,787 | |
| Jr. Sub. Notes, 144A(aa) | 8.000(ff) | 10/15/26(oo) | 875 | 882,411 | |
| Vistra Operations Co. LLC, | |||||
| Gtd. Notes, 144A(aa) | 5.000 | 07/31/27 | 455 | 454,999 | |
| Gtd. Notes, 144A | 7.750 | 10/15/31 | 450 | 471,977 | |
| VoltaGrid LLC, Sec’d. Notes, 144A(aa) | 7.375 | 11/01/30 | 1,125 | 1,167,942 | |
| Voyager Parent LLC, Sr. Sec’d. Notes, 144A(aa) | 9.250 | 07/01/32 | 1,491 | 1,588,431 | |
| VT Topco, Inc., Sr. Sec’d. Notes, 144A | 8.500 | 08/15/30 | 520 | 532,028 | |
| Waste Pro USA, Inc., Sr. Unsec’d. Notes, 144A | 7.000 | 02/01/33 | 465 | 473,671 | |
| Weatherford International Ltd., Gtd. Notes, 144A | 6.750 | 10/15/33 | 235 | 243,425 | |
| Weekley Homes LLC/Weekley Finance Corp., Sr. Unsec’d. Notes, 144A | 6.750 | 01/15/34 | 780 | 770,624 | |
| WESCO Distribution, Inc., | |||||
| Gtd. Notes, 144A | 5.250 | 04/15/31 | 170 | 170,039 | |
| Gtd. Notes, 144A | 5.500 | 04/15/34 | 205 | 204,487 | |
| Gtd. Notes, 144A | 6.375 | 03/15/29 | 140 | 142,937 | |
| Gtd. Notes, 144A | 6.375 | 03/15/33 | 65 | 67,069 | |
| Gtd. Notes, 144A | 6.625 | 03/15/32 | 315 | 326,099 | |
| Whirlpool Corp., | |||||
| Sr. Unsec’d. Notes | 6.125 | 06/15/30 | 145 | 142,028 | |
| Sr. Unsec’d. Notes | 6.500 | 06/15/33 | 975 | 933,701 | |
| White Cap Supply Holdings LLC, Gtd. Notes, 144A | 7.375 | 11/15/30 | 260 | 262,881 | |
| Windsor Holdings III LLC, Sr. Sec’d. Notes, 144A(aa) | 8.500 | 06/15/30 | 350 | 365,989 | |
| Windstream Services LLC/Windstream Escrow Finance Corp., Sr. Sec’d. Notes, 144A(aa) | 8.250 | 10/01/31 | 880 | 931,025 | |
| Wolverine World Wide, Inc., Gtd. Notes, 144A(aa) | 4.000 | 08/15/29 | 1,500 | 1,401,631 | |
| Wyndham Hotels & Resorts, Inc., Gtd. Notes, 144A | 5.625 | 03/01/33 | 45 | 44,556 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | |||||
| Gtd. Notes, 144A(aa) | 5.125 % | 10/01/29 | 385 | $382,474 | |
| Gtd. Notes, 144A | 6.250 | 03/15/33 | 445 | 447,071 | |
| Gtd. Notes, 144A | 7.125 | 02/15/31 | 335 | 354,921 | |
| XPO, Inc., | |||||
| Gtd. Notes, 144A(aa) | 7.125 | 06/01/31 | 200 | 207,061 | |
| Gtd. Notes, 144A | 7.125 | 02/01/32 | 140 | 146,117 | |
| Zayo Group Holdings, Inc., Sr. Sec’d. Notes, 144A, Cash coupon 5.750% and PIK 0.500% | 9.250 | 03/09/30 | 592 | 591,636 | |
| 243,790,897 | |||||
| Vietnam 0.1% | |||||
| Mong Duong Finance Holdings BV, Sr. Sec’d. Notes, 144A (aa) | 5.125 | 05/07/29 | 290 | 286,069 | |
| Zambia 0.5% | |||||
| First Quantum Minerals Ltd., | |||||
| Gtd. Notes, 144A | 6.375 | 02/15/36 | 570 | 559,683 | |
| Gtd. Notes, 144A | 7.250 | 02/15/34 | 605 | 623,719 | |
| Gtd. Notes, 144A(aa) | 8.000 | 03/01/33 | 835 | 875,623 | |
| Gtd. Notes, 144A(aa) | 8.625 | 06/01/31 | 575 | 598,730 | |
| 2,657,755 | |||||
| Total Corporate Bonds (cost $469,198,708) | 461,717,114 | ||||
| Floating Rate and Other Loans 4.6% | |||||
| Canada 0.4% | |||||
| ARC Falcon I, Inc., Term B Loan, 1 Month SOFR + 4.500% | 8.165(c) | 04/01/33 | 2,100 | 1,961,400 | |
| Great Canadian, 2024 Refinancing Term Loan, 1 Month SOFR + 4.750% | 9.087(c) | 11/01/29 | 440 | 427,764 | |
| 2,389,164 | |||||
| Jamaica 0.1% | |||||
| Digicel International Finance Ltd., Initial Term Loan | —(p) | 08/09/32 | 522 | 522,161 | |
| Netherlands 0.2% | |||||
| International Park Holdings BV, 2025 Facility B, 6 Month EURIBOR + 5.250%^ | 7.374(c) | 01/30/32 | EUR | 1,025 | 1,187,953 |
| United Kingdom 0.9% | |||||
| Connect Finco Sarl, Amendment No. 4 Term Loan, 1 Month SOFR + 4.500% | 8.152(c) | 09/27/29 | 402 | 403,220 | |
| Crown Finance US, Inc., Term B Loan, 3 Month SOFR + 4.500% | 8.157(c) | 12/02/31 | 213 | 212,170 | |
| Doncasters US Finance LLC, | |||||
| 2025 Term Loan, 3 Month SOFR + 6.500%^ | 10.200(c) | 04/23/30 | 119 | 119,097 | |
| Initial Term Loan, 3 Month SOFR + 6.500%^ | 10.200(c) | 04/23/30 | 2,430 | 2,436,476 | |
| Hurricane CleanCo Ltd., Facility A^ | 6.250 | 10/31/29 | GBP | 965 | 1,358,938 |
| 4,529,901 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Floating Rate and Other Loans (Continued) | |||||
| United States 3.0% | |||||
| Allied Universal Holdco LLC, Amendment No. 7 Replacement US Dollar Term Loan, 1 Month SOFR + 3.250% | 6.902 %(c) | 08/20/32 | 852 | $853,617 | |
| American Bath/CP Atlas Buyer, Inc., 2025 Term B Loan, 1 Month SOFR + 5.250% | 8.902(c) | 07/08/30 | 268 | 239,337 | |
| Bingo Holdings I LLC, Term Loan, 1 Month SOFR + 4.750% | 8.450(c) | 06/30/32 | 572 | 565,689 | |
| Clarios Global LP, Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | 6.402(c) | 01/28/32 | 1,320 | 1,325,626 | |
| ClubCorp Holdings, Inc., Term Loan, 3 Month SOFR + 4.750%^ | 8.450(c) | 07/09/32 | 559 | 548,018 | |
| Connect Holdings 2 LLC, Delayed Draw Term B Loan | —(p) | 04/03/31 | 683 | 650,687 | |
| Diamond Sports Net LLC, First Lien Exit Term Loan | 12.000 | 01/02/28 | 228 | 41,105 | |
| Heritage Power LLC, Term Loan, 1 Month SOFR + 5.500%^ | 10.700(c) | 07/20/28 | 283 | 277,563 | |
| Hilcorp Energy I LP, Repriced Term Loan, 1 Month SOFR + 1.750% | 5.411(c) | 02/11/30 | 322 | 322,017 | |
| LABL, Inc., | |||||
| Interim New Money Dollar Term Loan, 1 Month SOFR + 6.750% | 10.435(c) | 12/31/26 | 80 | 79,474 | |
| Term Loan, 1 Month SOFR + 6.750%^ | 10.455(c) | 11/03/26 | 77 | 64,571 | |
| LBM Acquisition LLC, Incremental Term B Loan, 1 Month SOFR + 3.750% | 7.502(c) | 06/06/31 | 105 | 87,138 | |
| Level 3 Financing, Inc., Term B-4 Loan, 1 Month SOFR + 3.250% | 6.902(c) | 03/29/32 | 400 | 400,856 | |
| LifePoint Health, Inc., Term B Loan, 1 Month SOFR + 3.750% | 7.423(c) | 05/16/31 | 274 | 272,128 | |
| Magnera Corp., New Term Loan, 1 Month SOFR + 4.250% | 7.923(c) | 11/04/31 | 229 | 220,036 | |
| McAfee Corp., Refinancing Tranche B-1, 1 Month SOFR + 3.000% | 6.652(c) | 03/01/29 | 1,887 | 1,658,313 | |
| MPH Acquisition Holdings LLC, | |||||
| First Term Out Loan, 1 Month SOFR + 3.750% | 7.413(c) | 12/31/30 | 421 | 419,862 | |
| Second Out Term Loan, 1 Month SOFR + 4.600% | 8.525(c) | 12/31/30 | 430 | 383,320 | |
| NCR Atleos Corp., Term B Loan, 3 Month SOFR + 3.000% | 6.686(c) | 04/16/29 | 520 | 518,279 | |
| Quikrete Holdings, Inc., Tranche Term B-3 Loan, 1 Month SOFR + 2.250% | 5.902(c) | 02/10/32 | 371 | 371,391 | |
| Radiate Holdco LLC, | |||||
| Closing Date Term Loan, 3 Month SOFR + 4.000% | 7.652(c) | 06/26/29 | 50 | 49,959 | |
| Delayed Draw Term Loan | — | 06/26/29 | 50 | 49,959 | |
| First Out Term Loan, 1 Month SOFR + 5.114% | 8.767(c) | 09/25/29 | 4,181 | 3,803,801 | |
| Skillsoft Finance II, Inc., Initial Term Loan, 1 Month SOFR + 5.250% | 9.017(c) | 07/14/28 | 995 | 532,399 | |
| Tenneco, Inc., Term A Loan, 3 Month SOFR + 4.850% | 8.506(c) | 11/17/28 | 414 | 413,673 | |
| Venator Finance Sarl, | |||||
| Initial First Out Term Loan^ | 13.894 | 07/16/26(d) | 604 | 452,791 | |
| Term Loan^ | 13.905 | 10/12/28(d) | 896 | 17,928 | |
| Venator Materials LLC, First Out Term B Loan^ | 14.002 | 07/16/26(d) | 611 | 458,098 | |
| Vista Management Holding, Inc., Initial Term Loan, 1 Month SOFR + 3.750% | 7.442(c) | 04/01/31 | 142 | 140,659 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Floating Rate and Other Loans (Continued) | |||||
| United States (cont’d.) | |||||
| White Cap Supply Holdings LLC, Tranche Term C Loan, 1 Month SOFR + 3.250% | 6.918 %(c) | 10/19/29 | 120 | $119,239 | |
| Zayo Group Holdings, Inc., Dollar Term Loan, 1 Month SOFR + 3.500% | 7.282(c) | 03/11/30 | 488 | 486,566 | |
| 15,824,099 | |||||
| Total Floating Rate and Other Loans (cost $25,764,263) | 24,453,278 | ||||
| Sovereign Bonds 23.7% | |||||
| Angola 1.0% | |||||
| Angolan Government International Bond, | |||||
| Sr. Unsec’d. Notes | 8.250 | 05/09/28 | 960 | 984,163 | |
| Sr. Unsec’d. Notes | 8.750 | 04/14/32 | 390 | 405,487 | |
| Sr. Unsec’d. Notes | 9.375 | 05/08/48 | 550 | 535,733 | |
| Sr. Unsec’d. Notes, 144A | 9.244 | 01/15/31 | 935 | 997,412 | |
| Sr. Unsec’d. Notes, 144A, MTN | 9.375 | 03/31/33 | 1,000 | 1,057,680 | |
| Sr. Unsec’d. Notes, 144A, MTN | 9.875 | 03/31/37 | 250 | 265,625 | |
| Sr. Unsec’d. Notes, EMTN | 8.000 | 11/26/29 | 1,015 | 1,033,346 | |
| Sr. Unsec’d. Notes, EMTN | 9.244 | 01/15/31 | 200 | 213,350 | |
| 5,492,796 | |||||
| Argentina 4.7% | |||||
| Argentine Republic Government International Bond, | |||||
| Sr. Unsec’d. Notes | 0.125 | 07/09/30 | EUR | 1,194 | 1,173,385 |
| Sr. Unsec’d. Notes | 0.750(cc) | 07/09/30 | 4,943 | 4,265,846 | |
| Sr. Unsec’d. Notes | 1.000 | 07/09/29 | 1,241 | 1,108,026 | |
| Sr. Unsec’d. Notes | 3.000(cc) | 07/09/41 | EUR | 1,660 | 1,312,152 |
| Sr. Unsec’d. Notes | 3.500(cc) | 07/09/41 | 440 | 303,380 | |
| Sr. Unsec’d. Notes | 4.125(cc) | 07/09/35 | 5,389 | 4,019,940 | |
| Sr. Unsec’d. Notes | 5.000 | 01/09/38 | 13,769 | 10,691,818 | |
| Provincia de Buenos Aires, | |||||
| Sr. Unsec’d. Notes, 144A, MTN | 6.625 | 09/01/37 | 1,142 | 877,431 | |
| Sr. Unsec’d. Notes, EMTN | 6.625 | 09/01/37 | 1,041 | 799,346 | |
| Provincia de Cordoba, Sr. Unsec’d. Notes, 144A | 9.750 | 07/02/32 | 540 | 560,271 | |
| 25,111,595 | |||||
| Bahrain 0.1% | |||||
| Bahrain Government International Bond, Sr. Unsec’d. Notes (aa) | 6.750 | 09/20/29 | 770 | 772,410 | |
| Brazil 2.0% | |||||
| Brazilian Government International Bond, | |||||
| Sr. Unsec’d. Notes(aa) | 5.625 | 01/07/41 | 1,500 | 1,393,500 | |
| Sr. Unsec’d. Notes(aa) | 6.125 | 01/22/32 | 1,050 | 1,081,500 | |
| Sr. Unsec’d. Notes(aa) | 6.250 | 05/22/36 | 3,560 | 3,545,760 | |
| Sr. Unsec’d. Notes(aa) | 6.625 | 03/15/35 | 1,170 | 1,211,547 | |
| Sr. Unsec’d. Notes(aa) | 7.125 | 05/13/54 | 780 | 784,680 | |
| Sr. Unsec’d. Notes(aa) | 7.250 | 01/12/56 | 2,685 | 2,703,795 | |
| 10,720,782 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Colombia 1.7% | |||||
| Colombia Government International Bond, | |||||
| Sr. Unsec’d. Notes(aa) | 3.000 % | 01/30/30 | 4,610 | $4,158,681 | |
| Sr. Unsec’d. Notes | 5.000 | 09/19/32 | EUR | 690 | 775,911 |
| Sr. Unsec’d. Notes(aa) | 6.125 | 01/18/41 | 2,645 | 2,389,096 | |
| Sr. Unsec’d. Notes | 7.375 | 09/18/37 | 780 | 801,665 | |
| Sr. Unsec’d. Notes | 7.500 | 02/02/34 | 430 | 449,479 | |
| Sr. Unsec’d. Notes | 8.375 | 11/07/54 | 490 | 535,374 | |
| 9,110,206 | |||||
| Costa Rica 0.2% | |||||
| Costa Rica Government International Bond, Unsec’d. Notes, 144A | 7.300 | 11/13/54 | 800 | 901,450 | |
| Dominican Republic 1.2% | |||||
| Dominican Republic International Bond, | |||||
| Sr. Unsec’d. Notes | 4.500 | 01/30/30 | 1,375 | 1,325,500 | |
| Sr. Unsec’d. Notes | 4.875 | 09/23/32 | 860 | 812,700 | |
| Sr. Unsec’d. Notes | 6.850 | 01/27/45 | 800 | 804,000 | |
| Sr. Unsec’d. Notes | 7.450 | 04/30/44 | 2,060 | 2,206,054 | |
| Sr. Unsec’d. Notes, 144A | 5.875 | 01/30/60 | 855 | 742,995 | |
| Sr. Unsec’d. Notes, 144A | 7.050 | 02/03/31 | 320 | 337,280 | |
| 6,228,529 | |||||
| Ecuador 1.3% | |||||
| Ecuador Government International Bond, | |||||
| Sr. Unsec’d. Notes | 5.000(cc) | 07/31/40 | 850 | 710,175 | |
| Sr. Unsec’d. Notes | 6.900 | 07/31/35 | 1,070 | 991,890 | |
| Sr. Unsec’d. Notes, 144A | 5.000(cc) | 07/31/40 | 901 | 753,136 | |
| Sr. Unsec’d. Notes, 144A | 6.900 | 07/31/35 | 1,829 | 1,695,317 | |
| Sr. Unsec’d. Notes, 144A | 8.750 | 01/29/34 | 1,830 | 1,867,436 | |
| Sr. Unsec’d. Notes, 144A | 9.250 | 01/29/39 | 600 | 620,400 | |
| Sr. Unsec’d. Notes, 144A | 5.583(s) | 07/31/30 | 372 | 319,910 | |
| 6,958,264 | |||||
| Egypt 1.5% | |||||
| Egypt Government International Bond, | |||||
| Sr. Unsec’d. Notes | 8.500 | 01/31/47 | 405 | 368,793 | |
| Sr. Unsec’d. Notes | 8.700 | 03/01/49 | 515 | 474,959 | |
| Sr. Unsec’d. Notes | 8.875 | 05/29/50 | 325 | 303,820 | |
| Sr. Unsec’d. Notes, 144A, MTN | 6.375 | 04/11/31 | EUR | 3,095 | 3,567,171 |
| Sr. Unsec’d. Notes, EMTN | 5.625 | 04/16/30 | EUR | 2,740 | 3,117,076 |
| 7,831,819 | |||||
| El Salvador 0.6% | |||||
| El Salvador Government International Bond, | |||||
| Sr. Unsec’d. Notes | 8.250 | 04/10/32 | 1,510 | 1,596,070 | |
| Sr. Unsec’d. Notes | 9.250 | 04/17/30 | 1,000 | 1,071,500 | |
| Sr. Unsec’d. Notes | 9.650 | 11/21/54 | 300 | 337,350 | |
| 3,004,920 | |||||
| Ghana 0.8% | |||||
| Ghana Government International Bond, | |||||
| Sr. Unsec’d. Notes | 1.500 | 01/03/37 | 975 | 568,172 | |
| Sr. Unsec’d. Notes | 5.000(cc) | 07/03/29 | 1,225 | 1,191,312 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Ghana (cont’d.) | |||||
| Ghana Government International Bond, (cont’d.) | |||||
| Sr. Unsec’d. Notes | 5.000 %(cc) | 07/03/35 | 950 | $869,668 | |
| Sr. Unsec’d. Notes, 144A | 5.000(cc) | 07/03/35 | 1,853 | 1,696,676 | |
| Sr. Unsec’d. Notes, 144A | 4.959(s) | 01/03/30 | 183 | 160,435 | |
| 4,486,263 | |||||
| Guatemala 0.1% | |||||
| Guatemala Government Bond, Sr. Unsec’d. Notes | 6.125 | 06/01/50 | 300 | 297,180 | |
| Honduras 0.2% | |||||
| Honduras Government International Bond, Sr. Unsec’d. Notes | 6.250 | 01/19/27 | 930 | 937,096 | |
| Ivory Coast 1.6% | |||||
| Ivory Coast Government International Bond, | |||||
| Sr. Unsec’d. Notes | 4.875 | 01/30/32 | EUR | 1,285 | 1,448,508 |
| Sr. Unsec’d. Notes | 5.250 | 03/22/30 | EUR | 880 | 1,032,047 |
| Sr. Unsec’d. Notes | 5.875 | 10/17/31 | EUR | 1,690 | 1,989,062 |
| Sr. Unsec’d. Notes | 6.625 | 03/22/48 | EUR | 870 | 928,842 |
| Sr. Unsec’d. Notes | 6.875 | 10/17/40 | EUR | 1,585 | 1,821,868 |
| Sr. Unsec’d. Notes, 144A | 6.750 | 02/25/41 | 670 | 617,432 | |
| Sr. Unsec’d. Notes, 144A | 8.075 | 04/01/36 | 410 | 434,674 | |
| 8,272,433 | |||||
| Kenya 0.2% | |||||
| Republic of Kenya Government International Bond, Sr. Unsec’d. Notes | 9.500 | 03/05/36 | 900 | 902,070 | |
| Lebanon 0.6% | |||||
| Lebanon Government International Bond, | |||||
| Sr. Unsec’d. Notes, EMTN | 6.100 | 10/04/22(d) | 2,000 | 507,000 | |
| Sr. Unsec’d. Notes, GMTN | 6.250 | 05/27/22(d) | 2,550 | 661,725 | |
| Sr. Unsec’d. Notes, GMTN | 6.650 | 11/03/28(d) | 275 | 69,713 | |
| Sr. Unsec’d. Notes, GMTN | 7.050 | 11/02/35(d) | 1,105 | 288,958 | |
| Sr. Unsec’d. Notes, Series 15Y | 6.750 | 11/29/27(d) | 450 | 114,075 | |
| Sr. Unsec’d. Notes, Series 15Y | 7.000 | 03/23/32(d) | 3,595 | 918,522 | |
| Sr. Unsec’d. Notes, Series 20Y | 7.250 | 03/23/37(d) | 2,585 | 675,977 | |
| 3,235,970 | |||||
| Mongolia 0.0% | |||||
| Mongolia Government International Bond, Sr. Unsec’d. Notes, 144A | 7.875 | 06/05/29 | 205 | 217,953 | |
| Nigeria 0.4% | |||||
| Nigeria Government International Bond, | |||||
| Sr. Unsec’d. Notes | 7.143 | 02/23/30 | 285 | 294,120 | |
| Sr. Unsec’d. Notes | 7.875 | 02/16/32 | 600 | 632,400 | |
| Sr. Unsec’d. Notes | 9.625 | 06/09/31 | 880 | 991,276 | |
| Sr. Unsec’d. Notes, 144A | 8.631 | 01/13/36 | 405 | 443,070 | |
| 2,360,866 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Pakistan 0.1% | |||||
| Pakistan Government International Bond, | |||||
| Sr. Unsec’d. Notes | 6.875 % | 12/05/27 | 200 | $200,615 | |
| Sr. Unsec’d. Notes, EMTN | 7.375 | 04/08/31 | 460 | 443,909 | |
| 644,524 | |||||
| Romania 0.3% | |||||
| Romanian Government International Bond, Sr. Unsec’d. Notes, EMTN | 2.000 | 04/14/33 | EUR | 1,460 | 1,365,683 |
| Senegal 0.1% | |||||
| Senegal Government International Bond, Sr. Unsec’d. Notes | 5.375 | 06/08/37 | EUR | 1,220 | 759,612 |
| Serbia 0.2% | |||||
| Serbia International Bond, Sr. Unsec’d. Notes | 1.500 | 06/26/29 | EUR | 760 | 824,229 |
| South Africa 0.8% | |||||
| Republic of South Africa Government International Bond, | |||||
| Sr. Unsec’d. Notes | 7.100 | 11/19/36 | 550 | 575,300 | |
| Sr. Unsec’d. Notes | 7.250 | 12/11/55 | 270 | 254,340 | |
| Sr. Unsec’d. Notes(aa) | 7.950 | 11/19/54 | 2,020 | 2,063,026 | |
| Sr. Unsec’d. Notes, 144A(aa) | 7.950 | 11/19/54 | 1,120 | 1,143,856 | |
| Sr. Unsec’d. Notes, Series 30Y | 7.300 | 04/20/52 | 200 | 191,660 | |
| 4,228,182 | |||||
| Sri Lanka 0.7% | |||||
| Sri Lanka Government International Bond, | |||||
| Sr. Unsec’d. Notes | 3.600(cc) | 06/15/35 | 486 | 374,220 | |
| Sr. Unsec’d. Notes | 3.600(cc) | 05/15/36 | 59 | 55,460 | |
| Sr. Unsec’d. Notes | 3.600(cc) | 02/15/38 | 796 | 750,324 | |
| Sr. Unsec’d. Notes, 144A | 3.100(cc) | 01/15/30 | 185 | 176,576 | |
| Sr. Unsec’d. Notes, 144A | 3.350(cc) | 03/15/33 | 747 | 665,375 | |
| Sr. Unsec’d. Notes, 144A | 3.600(cc) | 06/15/35 | 860 | 662,200 | |
| Sr. Unsec’d. Notes, 144A | 3.600(cc) | 05/15/36 | 478 | 449,737 | |
| Sr. Unsec’d. Notes, 144A | 3.600(cc) | 02/15/38 | 322 | 303,514 | |
| Sr. Unsec’d. Notes, 144A | 4.000 | 04/15/28 | 126 | 120,595 | |
| 3,558,001 | |||||
| Turkey 2.4% | |||||
| Turkiye Government International Bond, | |||||
| Sr. Unsec’d. Notes(aa) | 6.800 | 11/04/36 | 1,550 | 1,504,229 | |
| Sr. Unsec’d. Notes(aa) | 7.125 | 07/17/32 | 1,570 | 1,593,942 | |
| Sr. Unsec’d. Notes(aa) | 9.125 | 07/13/30 | 1,625 | 1,794,114 | |
| Sr. Unsec’d. Notes, Series 10Y(aa) | 5.950 | 01/15/31 | 1,660 | 1,629,390 | |
| Sr. Unsec’d. Notes, Series 10Y(aa) | 7.625 | 05/15/34 | 1,195 | 1,243,547 | |
| Sr. Unsec’d. Notes, Series 10Y(aa) | 9.375 | 01/19/33 | 1,650 | 1,868,625 | |
| Sr. Unsec’d. Notes, Series 30Y(aa) | 4.875 | 04/16/43 | 1,390 | 1,008,952 | |
| Sr. Unsec’d. Notes, Series 30Y(aa) | 5.750 | 05/11/47 | 2,980 | 2,316,950 | |
| 12,959,749 | |||||
| Ukraine 0.5% | |||||
| Ukraine Government International Bond, | |||||
| Sr. Unsec’d. Notes | 0.000(cc) | 02/01/34 | 145 | 68,295 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Ukraine (cont’d.) | |||||
| Ukraine Government International Bond, (cont’d.) | |||||
| Sr. Unsec’d. Notes | 0.000 %(cc) | 02/01/35 | 290 | $147,610 | |
| Sr. Unsec’d. Notes | 4.500(cc) | 02/01/34 | 240 | 146,400 | |
| Sr. Unsec’d. Notes, 144A | 0.000(cc) | 02/01/30 | 172 | 108,549 | |
| Sr. Unsec’d. Notes, 144A | 0.000(cc) | 02/01/34 | 643 | 302,779 | |
| Sr. Unsec’d. Notes, 144A | 4.000(cc) | 02/01/32 | 1,178 | 899,709 | |
| Sr. Unsec’d. Notes, 144A | 4.500(cc) | 02/01/34 | 490 | 298,752 | |
| Sr. Unsec’d. Notes, 144A | 4.500(cc) | 02/01/35 | 610 | 366,263 | |
| Sr. Unsec’d. Notes, 144A | 4.500(cc) | 02/01/36 | 515 | 303,815 | |
| 2,642,172 | |||||
| United Arab Emirates 0.2% | |||||
| Finance Department Government of Sharjah, Sr. Unsec’d. Notes, 144A | 6.500 | 11/23/32 | 950 | 978,966 | |
| Zambia 0.2% | |||||
| Zambia Government International Bond, | |||||
| Unsec’d. Notes | 5.750(cc) | 06/30/33 | 498 | 491,748 | |
| Unsec’d. Notes, 144A | 5.750(cc) | 06/30/33 | 757 | 746,446 | |
| 1,238,194 | |||||
| Total Sovereign Bonds (cost $122,466,683) | 126,041,914 | ||||
| U.S. Treasury Obligations(k) 0.9% | |||||
| U.S. Treasury Notes | 3.500 | 09/30/26 | 550 | 549,441 | |
| U.S. Treasury Notes | 3.500 | 01/31/28 | 1,000 | 993,516 | |
| U.S. Treasury Notes(aa)(h) | 3.750 | 06/30/27 | 1,250 | 1,248,877 | |
| U.S. Treasury Notes | 4.250 | 11/30/26 | 1,950 | 1,955,865 | |
| Total U.S. Treasury Obligations (cost $4,744,144) | 4,747,699 | ||||
| Shares | |||||
| Common Stocks 2.1% | |||||
| Canada 0.0% | |||||
| Mitel Networks International Ltd.*^ | 327 | 3 | |||
| France 0.1% | |||||
| Altice France SA* | 18,904 | 390,730 | |||
| Jamaica 0.8% | |||||
| Digicel International Finance Ltd.* | 171,102 | 4,341,713 | |||
| Luxembourg 0.0% | |||||
| Ardagh Holdings SA, 144A* | 59 | 354 | |||
| United States 1.2% | |||||
| Cornerstone Chemical Co.*^(x) | 50,669 | 253,345 | |||
| Diamond Sports Group LLC*(x) | 30,779 | 6,341 | |||
| Expand Energy Corp. | 4,885 | 499,003 | |||
| Ferrellgas Partners LP* | 54,330 | 1,375,255 | |||
| GenOn Energy Holdings, Inc. (Class A Stock)*^ | 14,397 | 431,910 | |||
| Description | Shares | Value | |||
| Common Stocks (Continued) | |||||
| United States (cont’d.) | |||||
| Heritage Power LLC, Exit Financing - Participation on Account of Backstop Shares & Exit Financing - Reserve Shares* | 1,652 | $118,531 | |||
| Heritage Power LLC, Exit Financing Participation Shares & Backstop Shares* | 37,551 | 2,694,284 | |||
| Heritage Power LLC, Litigation Trust Interests*^ | 43,215 | 21,608 | |||
| TPC Group, Inc.* | 48,777 | 959,297 | |||
| Venator Materials PLC*^(x) | 2,352 | — | |||
| 6,359,574 | |||||
| Total Common Stocks (cost $6,237,054) | 11,092,374 | ||||
| Preferred Stocks 0.5% | |||||
| Jamaica 0.0% | |||||
| Digicel International Finance Ltd.*^ | 11,188 | 144,587 | |||
| United States 0.5% | |||||
| Ferrellgas Escrow LLC 8.956%, Maturing 03/30/31^ | 923 | 1,003,763 | |||
| LABL, Inc. 12.000%, Maturing 12/31/79 | 157 | 157,000 | |||
| LABL, Inc. 12.000%, Maturing 12/31/79 | 51 | 51,000 | |||
| QXO, Inc. Series C, 4.750%, Maturing 04/01/33 | 135 | 1,502,043 | |||
| 2,713,806 | |||||
| Total Preferred Stocks (cost $2,591,910) | 2,858,393 | ||||
| Units | |||||
| Warrants* 0.0% | |||||
| United States | |||||
| Diamond Sports Group LLC, expiring 06/30/26(x) (cost $0) | 57,566 | — | |||
| Total Long-Term Investments 118.5% (cost $631,002,762) | 630,910,772 | ||||
| Short-Term Investments | |||||
| Options Purchased*~ | |||||
| (cost $70,140) | 63,936 | ||||
| TOTAL INVESTMENTS 118.5% (cost $631,072,902) | 630,974,708 | ||||
| Liabilities in excess of other assets(z) (18.5)% | (98,626,259) | ||||
| Net Assets 100.0% | $532,348,449 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| EUR—Euro | |
| GBP—British Pound |
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. | ||
| BARC—Barclays Bank PLC | ||
| BNP—BNP Paribas S.A. | |
| BOA—Bank of America, N.A. | |
| CDX—Credit Derivative Index | |
| CITI—Citibank, N.A. | |
| CPI—Consumer Price Index | |
| DAC—Designated Activity Company | |
| EMTN—Euro Medium Term Note | |
| EURIBOR—Euro Interbank Offered Rate | |
| GMTN—Global Medium Term Note | |
| HSBC—HSBC Bank PLC | |
| JPM—JPMorgan Chase Bank N.A. | |
| LP—Limited Partnership | |
| MSI—Morgan Stanley & Co. International PLC | |
| MTN—Medium Term Note | |
| N/A—Not Applicable | |
| PIK—Payment-in-Kind | |
| Q—Quarterly payment frequency for swaps | |
| SOFR—Secured Overnight Financing Rate | |
| SONIA—Sterling Overnight Index Average | |
| SSB—State Street Bank & Trust Company | |
| TD—The Toronto-Dominion Bank | |
| UAG—UBS AG |
| * | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $9,848,290 and 1.9% of net assets. |
| (aa) | Represents security, or a portion thereof, with aggregate value of $227,519,834 segregated as collateral for amount of $100,000,000 borrowed and outstanding as of April 30, 2026. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at April 30, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of April 30, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (p) | Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (x) | The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law. |
| Issuer | Acquisition Date | Original Cost | Market Value | Percentage of Net Assets | ||||
| Clue Opco LLC, Sr. Sec’d. Notes, 144A, 9.500%, 10/15/31(aa) | 09/22/23-02/17/26 | $1,640,029 | $1,712,736 | 0.3 % | ||||
| Core Scientific Finance I LLC, Sr. Sec’d. Notes, 144A, 7.750%, 05/15/31 | 04/22/26 | 789,038 | 793,108 | 0.2 | ||||
| Cornerstone Chemical Co.*^ | 12/06/23 | 962,711 | 253,345 | 0.0 | ||||
| Cornerstone Chemical Co. LLC, Sec’d. Notes, 144A, Cash coupon 10.000% or PIK 10.000%, 10.000%, 05/07/29^ | 05/07/25-04/30/26 | 1,052,154 | 1,071,844 | 0.2 | ||||
| Diamond Sports Group LLC* | 01/02/25 | 80,588 | 6,341 | 0.0 | ||||
| Diamond Sports Group LLC, expiring 06/30/26* | 01/02/25 | — | — | 0.0 | ||||
| Thames Water Utilities Finance PLC (United Kingdom), Sr. Sec’d. Notes, EMTN, 4.375%, 01/18/33(aa) | 01/06/26 | 975,154 | 913,273 | 0.2 | ||||
| Thames Water Utilities Finance PLC (United Kingdom), Sr. Sec’d. Notes, EMTN, 7.125%, 04/30/33 | 01/07/26 | 396,028 | 375,567 | 0.1 | ||||
| Venator Materials PLC*^ | 03/08/19-10/19/23 | 2,477,338 | — | 0.0 | ||||
| Total | $8,373,040 | $5,126,214 | 1.0% |
| Borrower | Principal Amount (000)# | Current Value | Unrealized Appreciation | Unrealized Depreciation | ||||
| ClubCorp Holdings, Inc., Delayed Draw Term Loan, 1.000%, Maturity Date 07/09/32 (cost $36,166)^ | 37 | $35,920 | $— | $(246) | ||||
| ClubCorp Holdings, Inc., Revolver Loan, 0.500%, Maturity Date 07/10/31 (cost $60,276)^ | 61 | 59,866 | — | (410) |
| Borrower | Principal Amount (000)# | Current Value | Unrealized Appreciation | Unrealized Depreciation | ||||
| Doncasters US Finance LLC, Delayed Draw Term Loan, 1.500%, Maturity Date 04/01/30 (cost $180,000)^ | 180 | $180,450 | $450 | $— | ||||
| Radiate Holdco LLC, Delayed Draw Term Loan, 1.500%, Maturity Date 06/26/29 (cost $100,000) | 100 | 99,917 | — | (83) | ||||
| $376,153 | $450 | $(739) |
| Issuer | Shares | Current Value | Unrealized Appreciation | Unrealized Depreciation | ||||
| QXO, Inc., 4.750%, Maturity Date 12/31/79 (cost $670,000)^ | 67 | $670,000 | $— | $— |
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| CDX.NA.HY.46.V1, 06/20/31 | Put | BARC | 07/15/26 | $106.00 | CDX.NA.HY.46.V1(Q) | 5.00%(Q) | 4,008 | $36,535 | |||||||||
| CDX.NA.HY.46.V1, 06/20/31 | Put | BOA | 07/15/26 | $106.00 | CDX.NA.HY.46.V1(Q) | 5.00%(Q) | 1,002 | 9,134 | |||||||||
| CDX.NA.HY.46.V1, 06/20/31 | Put | BOA | 07/15/26 | $106.00 | CDX.NA.HY.46.V1(Q) | 5.00%(Q) | 2,004 | 18,267 | |||||||||
| Total Options Purchased (cost $70,140) | $63,936 | ||||||||||||||||
| Futures contracts outstanding at April 30, 2026: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 169 | 2 Year U.S. Treasury Notes | Jun. 2026 | $35,004,125 | $(233,690) | ||||
| 58 | 5 Year Euro-Bobl | Jun. 2026 | 7,858,878 | (97,583) | ||||
| 297 | 5 Year U.S. Treasury Notes | Jun. 2026 | 32,027,274 | (475,592) | ||||
| 222 | 10 Year U.S. Treasury Notes | Jun. 2026 | 24,551,813 | (465,383) | ||||
| 26 | 20 Year U.S. Treasury Bonds | Jun. 2026 | 2,933,938 | (123,218) | ||||
| 10 | 30 Year U.S. Ultra Treasury Bonds | Jun. 2026 | 1,150,313 | (53,999) | ||||
| 96 | Euro Schatz Index | Jun. 2026 | 11,914,895 | (134,729) | ||||
| (1,584,194) | ||||||||
| Short Positions: | ||||||||
| 11 | 3 Month SONIA Index | Jun. 2026 | 3,601,735 | 6,066 | ||||
| 11 | 3 Month SONIA Index | Sep. 2026 | 3,592,567 | 19,070 | ||||
| 11 | 3 Month SONIA Index | Dec. 2026 | 3,581,341 | 31,793 | ||||
| 11 | 3 Month SONIA Index | Mar. 2027 | 3,577,038 | 36,283 | ||||
| 8 | 3 Month SONIA Index | Jun. 2027 | 2,600,801 | 26,116 | ||||
| 8 | 3 Month SONIA Index | Sep. 2027 | 2,602,026 | 23,666 | ||||
| 8 | 3 Month SONIA Index | Dec. 2027 | 2,604,612 | 19,856 | ||||
| 8 | 3 Month SONIA Index | Mar. 2028 | 2,606,925 | 16,590 | ||||
| 5 | 3 Month SONIA Index | Jun. 2028 | 1,630,093 | 8,966 | ||||
| 5 | 3 Month SONIA Index | Sep. 2028 | 1,630,434 | 7,988 | ||||
| 5 | 3 Month SONIA Index | Dec. 2028 | 1,630,434 | 7,307 | ||||
| 5 | 3 Month SONIA Index | Mar. 2029 | 1,630,264 | 6,712 | ||||
| 8 | 3 Month SONIA Index | Jun. 2029 | 2,608,150 | 9,990 | ||||
| 8 | 3 Month SONIA Index | Sep. 2029 | 2,607,741 | 9,378 | ||||
| 8 | 3 Month SONIA Index | Dec. 2029 | 2,607,197 | 8,834 | ||||
| 8 | 3 Month SONIA Index | Mar. 2030 | 2,606,381 | 8,493 | ||||
| Futures contracts outstanding at April 30, 2026 (continued): | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Short Positions (cont’d): | ||||||||
| 7 | 10 Year Euro-Bund | Jun. 2026 | $1,029,901 | $(253) | ||||
| 70 | Bloomberg HY Credit | Jun. 2026 | 7,927,500 | (31,416) | ||||
| 215,439 | ||||||||
| $(1,368,755) | ||||||||
| Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
| OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
| British Pound, | |||||||||||||
| Expiring 05/12/26 | HSBC | GBP | 20,493 | $27,646,276 | $27,886,097 | $239,821 | $— | ||||||
| Expiring 06/02/26 | BOA | GBP | 261 | 352,413 | 354,749 | 2,336 | — | ||||||
| Euro, | |||||||||||||
| Expiring 05/12/26 | BARC | EUR | 729 | 856,179 | 855,656 | — | (523) | ||||||
| Expiring 05/12/26 | BNP | EUR | 1,918 | 2,248,142 | 2,252,302 | 4,160 | — | ||||||
| Expiring 05/12/26 | JPM | EUR | 2,384 | 2,751,474 | 2,799,049 | 47,575 | — | ||||||
| Expiring 05/12/26 | JPM | EUR | 553 | 635,299 | 649,604 | 14,305 | — | ||||||
| Expiring 05/12/26 | MSI | EUR | 81,433 | 95,651,576 | 95,627,961 | — | (23,615) | ||||||
| Expiring 05/12/26 | UAG | EUR | 1,424 | 1,682,346 | 1,672,289 | — | (10,057) | ||||||
| Expiring 06/02/26 | SSB | EUR | 203 | 238,476 | 239,201 | 725 | — | ||||||
| Expiring 06/02/26 | TD | EUR | 500 | 585,012 | 587,734 | 2,722 | — | ||||||
| $132,647,193 | $132,924,642 | 311,644 | (34,195) | ||||||||||
| Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
| OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
| British Pound, | |||||||||||||
| Expiring 05/12/26 | BARC | GBP | 151 | $202,933 | $205,176 | $— | $(2,243) | ||||||
| Expiring 05/12/26 | CITI | GBP | 692 | 938,637 | 941,298 | — | (2,661) | ||||||
| Expiring 05/12/26 | UAG | GBP | 19,651 | 26,336,128 | 26,739,622 | — | (403,494) | ||||||
| Expiring 06/02/26 | CITI | GBP | 469 | 637,208 | 638,089 | — | (881) | ||||||
| Expiring 06/02/26 | HSBC | GBP | 20,493 | 27,645,556 | 27,885,346 | — | (239,790) | ||||||
| Euro, | |||||||||||||
| Expiring 05/12/26 | BARC | EUR | 462 | 541,270 | 543,049 | — | (1,779) | ||||||
| Expiring 05/12/26 | BARC | EUR | 240 | 277,697 | 281,834 | — | (4,137) | ||||||
| Expiring 05/12/26 | CITI | EUR | 87,529 | 101,253,791 | 102,786,126 | — | (1,532,335) | ||||||
| Expiring 05/12/26 | SSB | EUR | 209 | 245,359 | 245,851 | — | (492) | ||||||
| Expiring 06/02/26 | CITI | EUR | 1,447 | 1,699,222 | 1,700,514 | — | (1,292) | ||||||
| Expiring 06/02/26 | MSI | EUR | 81,433 | 95,746,608 | 95,722,097 | 24,511 | — | ||||||
| $255,524,409 | $257,689,002 | 24,511 | (2,189,104) | ||||||||||
| $336,155 | $(2,223,299) | ||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Value at Trade Date | Value at April 30, 2026 | Unrealized Appreciation (Depreciation) | |||||||||
| Centrally Cleared Credit Default Swap Agreement on credit indices - Buy Protection(1): | |||||||||||||||
| iTraxx.XO.45.V1 | 06/20/31 | 5.000%(Q) | EUR | 35,775 | $(2,829,031) | $(3,997,190) | $(1,168,159) | ||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at April 30, 2026(4) | Value at Trade Date | Value at April 30, 2026 | Unrealized Appreciation (Depreciation) | |||||||||
| Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2): | ||||||||||||||||
| CDX.NA.HY.45.V2 | 12/20/30 | 5.000%(Q) | 7,232 | 3.124% | $317,835 | $569,622 | $251,787 | |||||||||
| CDX.NA.HY.46.V1 | 06/20/31 | 5.000%(Q) | 33,975 | 3.303% | 1,756,073 | 2,619,407 | 863,334 | |||||||||
| $2,073,908 | $3,189,029 | $1,115,121 | ||||||||||||||
| (1) | If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (2) | If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |