|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
SECURITIZED 99.6% OF NET ASSETS
|
||
|
|
||
|
Mortgage-Backed Securities Pass-Through 99.6%
|
||
|
Federal Home Loan Mortgage Corp.
|
||
|
1.00%, 03/01/36 to 08/01/36 (a)
|
572,007
|
500,659
|
|
1.50%, 07/01/35 to 04/01/52 (a)
|
97,219,993
|
80,264,753
|
|
2.00%, 01/01/28 to 05/01/52 (a)
|
467,573,095
|
386,684,588
|
|
2.50%, 04/01/27 to 01/01/54 (a)
|
244,063,855
|
210,524,357
|
|
3.00%, 12/01/26 to 02/01/53 (a)
|
176,655,822
|
158,449,629
|
|
3.50%, 09/01/33 to 01/01/55 (a)
|
112,410,959
|
103,984,557
|
|
4.00%, 11/01/33 to 05/01/55 (a)
|
87,517,336
|
83,454,645
|
|
4.50%, 10/01/37 to 05/01/56 (a)
|
135,310,746
|
131,647,184
|
|
5.00%, 05/01/33 to 06/01/56 (a)
|
328,184,314
|
325,229,964
|
|
5.50%, 06/01/33 to 05/01/56 (a)
|
326,045,870
|
329,465,372
|
|
6.00%, 12/01/36 to 03/01/56 (a)
|
259,212,116
|
266,230,298
|
|
6.50%, 11/01/52 to 10/01/55 (a)
|
99,399,653
|
103,827,028
|
|
7.00%, 10/01/53 to 12/01/55 (a)
|
11,564,133
|
12,244,717
|
|
7.50%, 08/01/54 (a)
|
211,829
|
222,440
|
|
Federal National Mortgage Association
|
||
|
1.00%, 12/01/36 (a)
|
3,598,030
|
3,137,238
|
|
1.50%, 07/01/35 to 04/01/52 (a)
|
122,660,985
|
100,349,688
|
|
2.00%, 11/01/27 to 04/01/52 (a)
|
513,051,024
|
428,417,217
|
|
2.50%, 03/01/27 to 01/01/54 (a)
|
444,370,465
|
381,973,601
|
|
3.00%, 03/01/27 to 07/01/52 (a)
|
276,241,075
|
247,693,188
|
|
3.50%, 07/01/28 to 12/01/55 (a)
|
200,244,283
|
185,375,991
|
|
4.00%, 05/01/33 to 07/01/55 (a)
|
195,716,942
|
186,066,538
|
|
4.50%, 07/01/29 to 05/01/56 (a)
|
153,510,171
|
149,231,093
|
|
5.00%, 06/01/33 to 05/01/56 (a)
|
240,554,974
|
238,761,208
|
|
5.50%, 05/01/33 to 04/01/56 (a)
|
306,510,794
|
310,090,589
|
|
6.00%, 09/01/36 to 05/01/56 (a)
|
232,277,684
|
238,909,513
|
|
6.50%, 01/01/53 to 04/01/56 (a)
|
95,140,644
|
99,306,061
|
|
7.00%, 02/01/53 to 09/01/55 (a)
|
20,341,255
|
21,540,486
|
|
7.50%, 11/01/53 to 08/01/54 (a)
|
1,375,601
|
1,454,594
|
|
Government National Mortgage Association
|
||
|
1.50%, 02/20/51 to 12/20/51 (a)
|
4,492,485
|
3,519,647
|
|
2.00%, 08/20/50 to 05/20/52 (a)
|
177,550,476
|
145,897,080
|
|
2.50%, 07/20/27 to 04/20/53 (a)
|
173,237,474
|
148,438,352
|
|
3.00%, 04/20/27 to 12/20/54 (a)
|
174,638,158
|
156,385,487
|
|
3.50%, 12/20/40 to 03/20/56 (a)
|
147,100,881
|
135,454,043
|
|
4.00%, 04/15/39 to 09/20/55 (a)
|
111,032,086
|
105,081,519
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
4.50%, 09/15/34 to 05/20/56 (a)
|
173,467,649
|
168,176,058
|
|
5.00%, 12/15/36 to 05/20/56 (a)
|
285,410,333
|
282,940,014
|
|
5.50%, 10/20/52 to 05/20/56 (a)
|
257,021,801
|
259,788,053
|
|
6.00%, 11/20/52 to 05/20/56 (a)
|
131,621,405
|
134,575,344
|
|
6.50%, 11/20/52 to 05/20/56 (a)
|
45,820,078
|
47,804,274
|
|
7.00%, 11/20/52 to 10/20/55 (a)
|
8,948,008
|
9,303,677
|
|
7.50%, 01/20/54 to 02/20/54 (a)
|
317,727
|
328,482
|
|
Uniform Mortgage-Backed Security, TBA
|
||
|
4.00%, 06/11/56 (a)(b)
|
3,500,000
|
3,277,272
|
|
4.50%, 06/11/56 (a)(b)
|
1,500,000
|
1,439,986
|
|
5.00%, 06/11/56 (a)(b)
|
3,500,000
|
3,443,956
|
|
5.50%, 06/11/56 (a)(b)
|
7,000,000
|
7,032,200
|
|
Total Securitized
(Cost $6,317,134,449)
|
6,397,922,640
|
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
|
Short-Term Investments 1.7% OF NET ASSETS
|
||
|
|
||
|
Money Market Funds 1.7%
|
||
|
State Street Institutional
U.S. Government Money Market
Fund, Premier Class 3.56% (c)
|
107,552,942
|
107,552,942
|
|
Total Short-Term Investments
(Cost $107,552,942)
|
107,552,942
|
|
|
Total Investments in Securities
(Cost $6,424,687,391)
|
6,505,475,582
|
|
|
(a)
|
The effective maturity may be shorter than the final maturity shown because of
the possibility of interim principal payments and prepayments or as the result of
embedded demand features (puts or calls).
|
|
(b)
|
Security or a portion of the security purchased on a delayed-delivery or
when-issued basis.
|
|
(c)
|
The rate shown is the annualized 7-day yield.
|
|
TBA —
|
To-be-announced
|
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
|
Assets
|
|
|
|
|
|
Securitized1
|
$—
|
$6,397,922,640
|
$—
|
$6,397,922,640
|
|
Short-Term Investments1
|
107,552,942
|
—
|
—
|
107,552,942
|
|
Total
|
$107,552,942
|
$6,397,922,640
|
$—
|
$6,505,475,582
|
|
1
|
As categorized in the Portfolio Holdings.
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
CORPORATES 98.4% OF NET ASSETS
|
||
|
|
||
|
Financial Institutions 13.1%
|
||
|
Banking 0.2%
|
||
|
Ally Financial, Inc.
|
||
|
6.70%, 02/14/33 (a)
|
631,000
|
651,868
|
|
6.65%, 01/17/40 (a)(b)
|
979,000
|
970,315
|
|
Dresdner Funding Trust I
|
||
|
8.15%, 06/30/31 (a)(c)
|
2,179,000
|
2,350,765
|
|
Popular, Inc.
|
||
|
7.25%, 03/13/28 (a)
|
862,000
|
894,919
|
|
Synchrony Financial
|
||
|
7.25%, 02/02/33 (a)
|
995,000
|
1,032,079
|
|
|
|
5,899,946
|
|
Brokerage/Asset Managers/Exchanges 1.2%
|
||
|
Aretec Group, Inc.
|
||
|
7.50%, 04/01/29 (a)(c)
|
1,015,000
|
1,017,957
|
|
10.00%, 08/15/30 (a)(c)
|
1,141,000
|
1,211,576
|
|
Armor Holdco, Inc.
|
||
|
8.50%, 11/15/29 (a)(c)(d)
|
558,000
|
563,314
|
|
Coinbase Global, Inc.
|
||
|
3.38%, 10/01/28 (a)(c)
|
1,584,000
|
1,521,042
|
|
3.63%, 10/01/31 (a)(c)
|
1,814,000
|
1,601,839
|
|
First Eagle Holdings, Inc.
|
||
|
7.25%, 08/15/32 (a)(c)
|
1,000,000
|
1,014,989
|
|
Focus Financial Partners LLC
|
||
|
6.75%, 09/15/31 (a)(c)
|
1,738,000
|
1,752,512
|
|
Hightower Holding LLC
|
||
|
6.75%, 04/15/29 (a)(c)
|
1,064,000
|
1,066,418
|
|
9.13%, 01/31/30 (a)(c)
|
885,000
|
915,742
|
|
Hunt Cos., Inc.
|
||
|
5.25%, 04/15/29 (a)(c)
|
1,561,000
|
1,540,644
|
|
Jane Street Group/JSG Finance, Inc.
|
||
|
4.50%, 11/15/29 (a)(c)
|
728,000
|
713,081
|
|
7.13%, 04/30/31 (a)(c)
|
1,756,000
|
1,821,388
|
|
6.13%, 11/01/32 (a)(c)
|
1,945,000
|
1,950,967
|
|
6.75%, 05/01/33 (a)(c)
|
3,685,000
|
3,792,219
|
|
Jefferies Finance LLC/JFIN Co-Issuer Corp.
|
||
|
5.00%, 08/15/28 (a)(c)
|
1,606,000
|
1,553,052
|
|
6.63%, 10/15/31 (a)(c)
|
919,000
|
907,068
|
|
Osaic Holdings, Inc.
|
||
|
6.75%, 08/01/32 (a)(c)
|
1,067,000
|
1,077,950
|
|
8.00%, 08/01/33 (a)(c)
|
1,852,000
|
1,885,474
|
|
Stonex Escrow Issuer LLC
|
||
|
6.88%, 07/15/32 (a)(c)
|
883,000
|
911,781
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
StoneX Group, Inc.
|
||
|
7.88%, 03/01/31 (a)(c)
|
1,181,000
|
1,243,880
|
|
VFH Parent LLC/Valor Co-Issuer, Inc.
|
||
|
7.50%, 06/15/31 (a)(c)
|
832,000
|
870,770
|
|
|
|
28,933,663
|
|
Finance Companies 4.3%
|
||
|
Atlanticus Holdings Corp.
|
||
|
9.75%, 09/01/30 (a)(c)
|
893,000
|
902,578
|
|
Azorra Finance Ltd.
|
||
|
7.75%, 04/15/30 (a)(c)
|
618,000
|
643,970
|
|
7.25%, 01/15/31 (a)(c)
|
1,169,000
|
1,196,733
|
|
6.25%, 02/15/34 (a)(c)
|
750,000
|
723,946
|
|
BlackRock TCP Capital Corp.
|
||
|
6.95%, 05/30/29 (a)(d)
|
607,000
|
603,439
|
|
Bread Financial Holdings, Inc.
|
||
|
6.75%, 05/15/31 (a)(c)
|
837,000
|
857,696
|
|
8.38%, 06/15/35 (a)(b)(c)
|
643,000
|
672,528
|
|
Cobra AcquisitionCo LLC
|
||
|
6.38%, 11/01/29 (a)(c)
|
776,000
|
671,688
|
|
12.25%, 11/01/29 (a)(c)(d)
|
220,000
|
222,216
|
|
CrossCountry Intermediate HoldCo LLC
|
||
|
6.50%, 10/01/30 (a)(c)
|
1,959,000
|
1,930,868
|
|
6.75%, 12/01/32 (a)(c)
|
676,000
|
650,536
|
|
Enova International, Inc.
|
||
|
9.13%, 08/01/29 (a)(c)
|
763,000
|
799,817
|
|
FirstCash, Inc.
|
||
|
4.63%, 09/01/28 (a)(c)
|
781,000
|
770,304
|
|
5.63%, 01/01/30 (a)(c)
|
998,000
|
997,071
|
|
6.88%, 03/01/32 (a)(c)
|
1,041,000
|
1,071,670
|
|
6.13%, 05/01/34 (a)(c)
|
1,200,000
|
1,201,464
|
|
Freedom Mortgage Corp.
|
||
|
12.25%, 10/01/30 (a)(c)
|
993,000
|
1,074,211
|
|
Freedom Mortgage Holdings LLC
|
||
|
9.25%, 02/01/29 (a)(c)
|
1,906,000
|
1,986,271
|
|
6.88%, 05/01/31 (a)(c)
|
1,366,000
|
1,324,792
|
|
9.13%, 05/15/31 (a)(c)
|
926,000
|
959,873
|
|
8.38%, 04/01/32 (a)(c)
|
1,159,000
|
1,177,553
|
|
7.88%, 04/01/33 (a)
|
865,000
|
845,338
|
|
FS KKR Capital Corp.
|
||
|
3.25%, 07/15/27 (a)
|
863,000
|
841,697
|
|
3.13%, 10/12/28 (a)(d)
|
1,250,000
|
1,177,272
|
|
7.88%, 01/15/29 (a)
|
675,000
|
695,055
|
|
6.88%, 08/15/29 (a)
|
1,000,000
|
1,004,296
|
|
6.13%, 01/15/30 (a)
|
1,175,000
|
1,150,694
|
|
6.13%, 01/15/31 (a)(d)
|
650,000
|
629,936
|
|
FTAI Aviation Investors LLC
|
||
|
5.50%, 05/01/28 (a)(c)
|
1,157,000
|
1,156,281
|
|
7.88%, 12/01/30 (a)(c)
|
953,000
|
1,000,558
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
7.00%, 05/01/31 (a)(c)
|
1,355,000
|
1,405,829
|
|
7.00%, 06/15/32 (a)(c)
|
1,525,000
|
1,576,993
|
|
5.88%, 04/15/33 (a)(c)
|
1,014,000
|
1,010,549
|
|
GGAM Finance Ltd.
|
||
|
8.00%, 06/15/28 (a)(c)
|
872,000
|
906,889
|
|
6.88%, 04/15/29 (a)(c)
|
1,114,000
|
1,146,482
|
|
5.88%, 03/15/30 (a)(c)
|
428,000
|
433,170
|
|
Global Aircraft Leasing Co. Ltd.
|
||
|
8.75%, 09/01/27 (a)(c)
|
1,532,000
|
1,567,720
|
|
goeasy Ltd.
|
||
|
9.25%, 12/01/28 (a)(c)
|
1,014,000
|
994,449
|
|
6.88%, 05/15/30 (a)(c)
|
1,024,000
|
920,291
|
|
7.38%, 10/01/30 (a)(c)(d)
|
1,017,000
|
914,085
|
|
6.88%, 02/15/31 (a)(c)(d)
|
1,168,000
|
1,034,299
|
|
LD Holdings Group LLC
|
||
|
8.75%, 11/01/27 (a)(c)(d)
|
831,000
|
788,458
|
|
6.13%, 04/01/28 (a)(c)
|
692,000
|
602,799
|
|
LFS Topco LLC
|
||
|
8.75%, 07/15/30 (a)(c)
|
730,000
|
727,295
|
|
Navient Corp.
|
||
|
4.88%, 03/15/28 (a)
|
922,000
|
904,158
|
|
5.50%, 03/15/29 (a)
|
1,428,000
|
1,371,714
|
|
9.38%, 07/25/30 (a)
|
985,000
|
1,004,175
|
|
11.50%, 03/15/31 (a)
|
809,000
|
861,411
|
|
9.38%, 10/15/31 (a)
|
100,000
|
99,642
|
|
7.88%, 06/15/32 (a)
|
851,000
|
792,650
|
|
5.63%, 08/01/33
|
1,096,000
|
892,671
|
|
OneMain Finance Corp.
|
||
|
6.63%, 01/15/28 (a)
|
1,662,000
|
1,690,922
|
|
3.88%, 09/15/28 (a)
|
1,004,000
|
971,872
|
|
6.63%, 05/15/29 (a)
|
1,675,000
|
1,703,204
|
|
5.38%, 11/15/29 (a)
|
1,480,000
|
1,445,083
|
|
7.88%, 03/15/30 (a)
|
1,242,000
|
1,293,261
|
|
6.13%, 05/15/30 (a)
|
950,000
|
946,669
|
|
4.00%, 09/15/30 (a)
|
2,184,000
|
2,017,042
|
|
7.50%, 05/15/31 (a)
|
1,129,000
|
1,164,509
|
|
7.13%, 11/15/31 (a)
|
1,328,000
|
1,345,365
|
|
6.75%, 03/15/32 (a)
|
1,380,000
|
1,374,000
|
|
7.13%, 09/15/32 (a)
|
960,000
|
968,623
|
|
6.50%, 03/15/33 (a)
|
1,480,000
|
1,446,279
|
|
6.75%, 09/15/33 (a)
|
1,335,000
|
1,309,727
|
|
Oxford Finance LLC/Oxford Finance Co-Issuer II, Inc.
|
||
|
7.75%, 05/15/31 (a)(c)
|
1,000,000
|
993,823
|
|
PennyMac Financial Services, Inc.
|
||
|
4.25%, 02/15/29 (a)(c)
|
1,134,000
|
1,083,689
|
|
7.88%, 12/15/29 (a)(c)
|
1,322,000
|
1,373,709
|
|
7.13%, 11/15/30 (a)(c)
|
1,174,000
|
1,186,539
|
|
5.75%, 09/15/31 (a)(c)
|
876,000
|
826,831
|
|
6.88%, 05/15/32 (a)(c)
|
1,525,000
|
1,494,512
|
|
6.88%, 02/15/33 (a)(c)
|
1,271,000
|
1,235,832
|
|
6.75%, 02/15/34 (a)(c)
|
1,260,000
|
1,208,961
|
|
Phoenix Aviation Capital Ltd.
|
||
|
9.25%, 07/15/30 (a)(c)
|
1,542,000
|
1,590,699
|
|
Planet Financial Group LLC
|
||
|
10.50%, 12/15/29 (a)(c)
|
1,069,000
|
1,071,323
|
|
PROG Holdings, Inc.
|
||
|
6.00%, 11/15/29 (a)(c)
|
1,422,000
|
1,387,542
|
|
Prospect Capital Corp.
|
||
|
3.44%, 10/15/28 (a)(d)
|
497,000
|
459,874
|
|
Provident Funding Associates LP/PFG Finance Corp.
|
||
|
9.75%, 09/15/29 (a)(c)
|
1,130,000
|
1,181,885
|
|
Rfna LP
|
||
|
7.88%, 02/15/30 (a)(c)
|
1,100,000
|
1,080,047
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Rocket Cos., Inc.
|
||
|
6.50%, 08/01/29 (a)(c)
|
1,676,000
|
1,715,833
|
|
6.13%, 08/01/30 (a)(c)
|
3,354,000
|
3,407,086
|
|
7.13%, 02/01/32 (a)(c)
|
1,533,000
|
1,589,189
|
|
6.38%, 08/01/33 (a)(c)
|
3,511,000
|
3,569,813
|
|
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.
|
||
|
3.63%, 03/01/29 (a)(c)
|
1,291,000
|
1,242,312
|
|
3.88%, 03/01/31 (a)(c)
|
2,244,000
|
2,086,904
|
|
4.00%, 10/15/33 (a)(c)
|
1,770,000
|
1,590,204
|
|
SLM Corp.
|
||
|
6.50%, 01/31/30 (a)
|
1,354,000
|
1,372,378
|
|
6.50%, 05/15/32 (a)(b)
|
850,000
|
851,211
|
|
Stonebriar ABF Issuer LLC
|
||
|
8.13%, 12/15/30 (a)(c)
|
1,276,000
|
1,340,605
|
|
TrueNoord Capital DAC
|
||
|
8.75%, 03/01/30 (a)(c)
|
767,000
|
786,449
|
|
United Wholesale Mortgage LLC
|
||
|
5.75%, 06/15/27 (a)(c)
|
1,100,000
|
1,096,326
|
|
5.50%, 04/15/29 (a)(c)
|
1,258,000
|
1,202,429
|
|
UWM Holdings LLC
|
||
|
6.63%, 02/01/30 (a)(c)
|
1,109,000
|
1,052,674
|
|
6.25%, 03/15/31 (a)(c)
|
1,432,000
|
1,315,869
|
|
Velocity Commercial Capital LLC
|
||
|
9.38%, 02/15/31 (a)(c)
|
827,000
|
852,493
|
|
Walker & Dunlop, Inc.
|
||
|
6.63%, 04/01/33 (a)(c)
|
911,000
|
922,920
|
|
|
|
108,742,597
|
|
Financial Other 1.4%
|
||
|
Burford Capital Global Finance LLC
|
||
|
6.25%, 04/15/28 (a)(c)
|
865,000
|
845,278
|
|
6.88%, 04/15/30 (a)(c)
|
945,000
|
899,886
|
|
9.25%, 07/01/31 (a)(c)
|
1,421,000
|
1,365,766
|
|
7.50%, 07/15/33 (a)(c)
|
460,000
|
393,581
|
|
8.50%, 01/15/34 (a)(c)
|
884,000
|
768,872
|
|
Credit Acceptance Corp.
|
||
|
9.25%, 12/15/28 (a)(c)
|
655,000
|
685,031
|
|
6.63%, 03/15/30 (a)(c)
|
1,141,000
|
1,151,126
|
|
Encore Capital Group, Inc.
|
||
|
8.50%, 05/15/30 (a)(c)
|
1,405,000
|
1,496,089
|
|
6.63%, 04/15/31 (a)(c)
|
517,000
|
521,735
|
|
6.63%, 06/01/32 (a)(c)
|
1,000,000
|
1,000,420
|
|
Five Point Operating Co. LP
|
||
|
8.00%, 10/01/30 (a)(c)
|
568,000
|
582,844
|
|
Greystar Real Estate Partners LLC
|
||
|
7.75%, 09/01/30 (a)(c)
|
1,256,000
|
1,306,292
|
|
HA Sustainable Infrastructure Capital, Inc.
|
||
|
8.00%, 06/01/56 (a)(b)
|
879,000
|
938,802
|
|
7.13%, 11/15/56 (a)(b)
|
1,250,000
|
1,263,770
|
|
Howard Hughes Corp.
|
||
|
4.38%, 02/01/31 (a)(c)
|
1,520,000
|
1,429,545
|
|
5.88%, 03/01/32 (a)(c)
|
983,000
|
966,479
|
|
6.13%, 03/01/34 (a)(c)
|
853,000
|
833,913
|
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
|
||
|
9.75%, 01/15/29 (a)
|
1,269,000
|
1,260,073
|
|
4.38%, 02/01/29 (a)
|
1,163,000
|
1,007,696
|
|
10.00%, 11/15/29 (a)(c)
|
2,030,000
|
2,034,718
|
|
9.00%, 06/15/30 (a)
|
1,236,000
|
1,176,826
|
|
Jefferson Capital Holdings LLC
|
||
|
9.50%, 02/15/29 (a)(c)
|
975,000
|
1,025,057
|
|
8.25%, 05/15/30 (a)(c)
|
1,088,000
|
1,145,569
|
|
Kennedy-Wilson, Inc.
|
||
|
4.75%, 03/01/29 (a)
|
1,214,000
|
1,217,341
|
|
4.75%, 02/01/30 (a)(d)
|
1,113,000
|
1,126,441
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
5.00%, 03/01/31 (a)(d)
|
989,000
|
997,683
|
|
7.00%, 06/01/31 (a)(c)
|
1,920,000
|
1,966,486
|
|
7.25%, 06/01/33 (a)(c)
|
1,000,000
|
1,017,471
|
|
PHH Escrow Issuer LLC/PHH Corp.
|
||
|
9.88%, 11/01/29 (a)(c)
|
1,184,000
|
1,164,533
|
|
PRA Group, Inc.
|
||
|
8.38%, 02/01/28 (a)(c)
|
1,235,000
|
1,256,005
|
|
5.00%, 10/01/29 (a)(c)
|
846,000
|
802,697
|
|
8.88%, 01/31/30 (a)(c)
|
946,000
|
973,304
|
|
|
|
34,621,329
|
|
Insurance 4.1%
|
||
|
Acrisure LLC/Acrisure Finance, Inc.
|
||
|
8.25%, 02/01/29 (a)(c)
|
1,400,000
|
1,382,386
|
|
4.25%, 02/15/29 (a)(c)
|
1,318,000
|
1,250,574
|
|
8.50%, 06/15/29 (a)(c)
|
1,491,000
|
1,471,760
|
|
6.00%, 08/01/29 (a)(c)
|
1,036,000
|
972,288
|
|
7.50%, 11/06/30 (a)(c)
|
1,432,000
|
1,431,394
|
|
6.75%, 07/01/32 (a)(c)
|
1,407,000
|
1,359,982
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer
|
||
|
4.25%, 10/15/27 (a)(c)
|
1,751,000
|
1,732,095
|
|
6.75%, 04/15/28 (a)(c)
|
2,613,000
|
2,638,568
|
|
5.88%, 11/01/29 (a)(c)
|
831,000
|
812,260
|
|
7.00%, 01/15/31 (a)(c)
|
2,669,000
|
2,711,293
|
|
6.50%, 10/01/31 (a)(c)
|
1,780,000
|
1,786,385
|
|
7.38%, 10/01/32 (a)(c)
|
1,214,000
|
1,209,314
|
|
American National Group, Inc.
|
||
|
7.00%, 12/01/55 (a)(b)
|
997,000
|
981,677
|
|
AmWINS Group, Inc.
|
||
|
6.38%, 02/15/29 (a)(c)
|
1,303,000
|
1,318,962
|
|
4.88%, 06/30/29 (a)(c)
|
1,436,000
|
1,386,854
|
|
Amynta Agency Borrower, Inc. & Amynta Warranty Borrower, Inc.
|
||
|
7.50%, 07/15/33 (a)(c)
|
860,000
|
834,900
|
|
APH Somerset Investor 2 LLC/APH2 Somerset Investor 2 LLC/APH3 Somerset
Investor 2 LLC
|
||
|
7.88%, 11/01/29 (a)(c)
|
967,000
|
971,410
|
|
Ardonagh Finco Ltd.
|
||
|
7.75%, 02/15/31 (a)(c)
|
2,460,000
|
2,482,844
|
|
Ardonagh Group Finance Ltd.
|
||
|
8.88%, 02/15/32 (a)(c)
|
2,051,000
|
2,002,056
|
|
Assurant, Inc.
|
||
|
7.00%, 03/27/48 (a)(b)
|
93,000
|
94,907
|
|
Asurion LLC/Asurion Co-Issuer, Inc.
|
||
|
8.00%, 12/31/32 (a)(c)
|
5,458,000
|
5,695,302
|
|
8.38%, 02/01/34 (a)(c)
|
5,760,000
|
5,633,808
|
|
Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance
|
||
|
7.13%, 05/15/31 (a)(c)
|
1,255,000
|
1,261,165
|
|
Broadstreet Partners Group LLC
|
||
|
5.88%, 04/15/29 (a)(c)
|
1,330,000
|
1,315,746
|
|
Centene Corp.
|
||
|
4.25%, 12/15/27 (a)
|
2,290,000
|
2,284,079
|
|
2.45%, 07/15/28 (a)
|
3,500,000
|
3,319,659
|
|
4.63%, 12/15/29 (a)
|
5,650,000
|
5,506,053
|
|
3.38%, 02/15/30 (a)
|
3,750,000
|
3,486,762
|
|
3.00%, 10/15/30 (a)
|
3,847,000
|
3,469,085
|
|
2.50%, 03/01/31 (a)
|
3,750,000
|
3,268,836
|
|
2.63%, 08/01/31 (a)
|
2,250,000
|
1,955,338
|
|
CRC Insurance Group LLC
|
||
|
7.13%, 06/01/31 (a)(c)
|
4,604,000
|
4,620,851
|
|
Global Atlantic Fin Co.
|
||
|
7.95%, 10/15/54 (a)(b)(c)
|
935,000
|
941,449
|
|
7.25%, 03/01/56 (a)(b)(c)
|
1,411,000
|
1,403,678
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance
LLC
|
||
|
7.25%, 02/15/31 (a)(c)
|
1,939,000
|
1,923,163
|
|
8.13%, 02/15/32 (a)(c)
|
1,311,000
|
1,213,668
|
|
HUB International Ltd.
|
||
|
5.63%, 12/01/29 (a)(c)
|
2,208,000
|
2,176,926
|
|
7.25%, 06/15/30 (a)(c)
|
4,235,000
|
4,349,065
|
|
7.38%, 01/31/32 (a)(c)
|
2,625,000
|
2,690,796
|
|
Humana, Inc.
|
||
|
6.63%, 09/15/56 (a)(b)
|
1,000,000
|
991,988
|
|
Jones Deslauriers Insurance Management, Inc.
|
||
|
8.50%, 03/15/30 (a)(c)
|
1,429,000
|
1,458,600
|
|
6.88%, 10/01/33 (a)(c)
|
612,000
|
571,155
|
|
Liberty Mutual Group, Inc.
|
||
|
7.80%, 03/15/37 (c)
|
841,000
|
941,592
|
|
4.30%, 02/01/61 (a)(c)(d)
|
1,537,000
|
978,827
|
|
Molina Healthcare, Inc.
|
||
|
4.38%, 06/15/28 (a)(c)
|
1,743,000
|
1,718,440
|
|
3.88%, 11/15/30 (a)(c)
|
1,645,000
|
1,523,424
|
|
6.50%, 02/15/31 (a)(c)
|
1,220,000
|
1,238,657
|
|
3.88%, 05/15/32 (a)(c)
|
1,554,000
|
1,394,405
|
|
6.25%, 01/15/33 (a)(c)
|
892,000
|
892,425
|
|
Nassau Cos., of New York
|
||
|
7.88%, 07/15/30 (a)(c)
|
973,000
|
935,735
|
|
Pelagos Insurance Capital Ltd.
|
||
|
7.75%, 06/15/55 (a)(b)
|
1,000,000
|
1,051,127
|
|
Ryan Specialty LLC
|
||
|
4.38%, 02/01/30 (a)(c)
|
1,098,000
|
1,065,311
|
|
5.88%, 08/01/32 (a)(c)
|
1,501,000
|
1,491,965
|
|
USI, Inc.
|
||
|
7.50%, 01/15/32 (a)(c)
|
1,251,000
|
1,275,147
|
|
Wilton RE Ltd.
|
||
|
6.00%, 10/22/30 (a)(b)(c)(e)
|
1,141,000
|
1,109,006
|
|
|
|
103,985,142
|
|
REITs 1.9%
|
||
|
Apollo Commercial Real Estate Finance, Inc.
|
||
|
4.63%, 06/15/29 (a)(c)
|
849,000
|
848,733
|
|
Arbor Realty SR, Inc.
|
||
|
8.50%, 12/15/28 (a)(c)(d)
|
303,000
|
300,140
|
|
7.88%, 07/15/30 (a)(c)(d)
|
995,000
|
934,935
|
|
Blackstone Mortgage Trust, Inc.
|
||
|
7.75%, 12/01/29 (a)(c)
|
671,000
|
696,802
|
|
6.25%, 06/01/31 (a)(c)
|
1,000,000
|
984,281
|
|
Brandywine Operating Partnership LP
|
||
|
3.95%, 11/15/27 (a)
|
724,000
|
706,931
|
|
8.30%, 03/15/28 (a)(f)
|
456,000
|
474,796
|
|
8.88%, 04/12/29 (a)
|
1,508,000
|
1,591,732
|
|
6.13%, 01/15/31 (a)
|
825,000
|
774,235
|
|
Diversified Healthcare Trust
|
||
|
4.75%, 02/15/28 (a)
|
773,000
|
756,124
|
|
7.25%, 10/15/30 (a)(c)
|
705,000
|
724,841
|
|
4.38%, 03/01/31 (a)
|
878,000
|
800,697
|
|
EF Holdco/EF Cayman Holdings/Ellington Financial REIT Cayman/TRS/EF Cayman
Non-MTM
|
||
|
7.38%, 09/30/30 (a)(c)
|
573,000
|
572,989
|
|
Hudson Pacific Properties LP
|
||
|
3.95%, 11/01/27 (a)
|
1,234,000
|
1,203,103
|
|
5.95%, 02/15/28 (a)
|
595,000
|
590,093
|
|
4.65%, 04/01/29 (a)(d)
|
1,205,000
|
1,132,897
|
|
MPT Operating Partnership LP/MPT Finance Corp.
|
||
|
5.00%, 10/15/27 (a)
|
1,943,000
|
1,898,346
|
|
4.63%, 08/01/29 (a)(d)
|
1,710,000
|
1,399,454
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
3.50%, 03/15/31 (a)
|
2,803,000
|
2,010,410
|
|
8.50%, 02/15/32 (a)(c)
|
2,135,000
|
2,224,700
|
|
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer
|
||
|
5.88%, 10/01/28 (a)(c)
|
665,000
|
665,415
|
|
4.88%, 05/15/29 (a)(c)
|
1,299,000
|
1,269,425
|
|
7.00%, 02/01/30 (a)(c)
|
822,000
|
842,074
|
|
Pebblebrook Hotel LP/PEB Finance Corp.
|
||
|
6.38%, 10/15/29 (a)(c)
|
668,000
|
681,192
|
|
RHP Hotel Properties LP/RHP Finance Corp.
|
||
|
7.25%, 07/15/28 (a)(c)
|
1,677,000
|
1,717,166
|
|
4.50%, 02/15/29 (a)(c)
|
1,331,000
|
1,307,745
|
|
6.50%, 04/01/32 (a)(c)
|
1,338,000
|
1,372,646
|
|
6.50%, 06/15/33 (a)(c)
|
917,000
|
943,716
|
|
5.75%, 03/15/34 (a)(c)
|
750,000
|
744,426
|
|
Rithm Capital Corp.
|
||
|
8.00%, 04/01/29 (a)(c)
|
1,441,000
|
1,445,862
|
|
8.00%, 07/15/30 (a)(c)
|
885,000
|
878,988
|
|
8.50%, 06/01/31 (a)(c)
|
1,000,000
|
999,461
|
|
RLJ Lodging Trust LP
|
||
|
4.00%, 09/15/29 (a)(c)
|
848,000
|
809,697
|
|
Service Properties Trust
|
||
|
3.95%, 01/15/28 (a)(d)
|
928,000
|
901,961
|
|
4.95%, 10/01/29 (a)
|
787,000
|
741,126
|
|
4.38%, 02/15/30 (a)
|
896,000
|
808,328
|
|
8.63%, 11/15/31 (a)(c)
|
1,185,000
|
1,251,285
|
|
8.88%, 06/15/32 (a)
|
1,016,000
|
1,050,377
|
|
Starwood Property Trust, Inc.
|
||
|
5.25%, 10/15/28 (a)(c)
|
1,066,000
|
1,063,738
|
|
7.25%, 04/01/29 (a)(c)
|
700,000
|
726,804
|
|
6.00%, 04/15/30 (a)(c)
|
1,193,000
|
1,203,970
|
|
6.50%, 07/01/30 (a)(c)
|
1,108,000
|
1,134,816
|
|
6.50%, 10/15/30 (a)(c)
|
920,000
|
943,408
|
|
5.75%, 01/15/31 (a)(c)
|
548,000
|
548,563
|
|
6.13%, 06/01/31 (a)(c)
|
500,000
|
505,830
|
|
Vornado Realty LP
|
||
|
3.40%, 06/01/31 (a)
|
984,000
|
899,392
|
|
5.75%, 02/01/33 (a)
|
737,000
|
734,904
|
|
XHR LP
|
||
|
4.88%, 06/01/29 (a)(c)
|
1,098,000
|
1,083,682
|
|
6.63%, 05/15/30 (a)(c)
|
499,000
|
511,320
|
|
|
|
48,413,556
|
|
|
|
330,596,233
|
|
|
||
|
Industrial 82.0%
|
||
|
Basic Industry 6.2%
|
||
|
Ahlstrom Holding 3 OYJ
|
||
|
4.88%, 02/04/28 (a)(c)(d)
|
526,000
|
518,805
|
|
Alcoa Nederland Holding BV
|
||
|
4.13%, 03/31/29 (a)(c)
|
747,000
|
729,183
|
|
7.13%, 03/15/31 (a)(c)
|
1,145,000
|
1,195,950
|
|
Algoma Steel, Inc.
|
||
|
9.13%, 04/15/29 (a)(c)
|
691,000
|
672,624
|
|
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp.
|
||
|
8.63%, 06/15/29 (a)(c)
|
997,000
|
1,042,287
|
|
Alumina Pty. Ltd.
|
||
|
6.13%, 03/15/30 (a)(c)
|
998,000
|
1,020,683
|
|
6.38%, 09/15/32 (a)(c)
|
942,000
|
968,389
|
|
Arsenal AIC Parent LLC
|
||
|
8.00%, 10/01/30 (a)(c)
|
799,000
|
838,179
|
|
11.50%, 10/01/31 (a)(c)
|
787,000
|
850,650
|
|
Ashland, Inc.
|
||
|
3.38%, 09/01/31 (a)(c)
|
849,000
|
776,033
|
|
6.88%, 05/15/43 (a)
|
1,059,000
|
1,060,566
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Avient Corp.
|
||
|
7.13%, 08/01/30 (a)(c)
|
2,473,000
|
2,518,271
|
|
6.25%, 11/01/31 (a)(c)
|
425,000
|
431,399
|
|
Axalta Coating Systems Dutch Holding B BV
|
||
|
7.25%, 02/15/31 (a)(c)
|
868,000
|
904,819
|
|
Axalta Coating Systems LLC
|
||
|
3.38%, 02/15/29 (a)(c)
|
1,368,000
|
1,306,529
|
|
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV
|
||
|
4.75%, 06/15/27 (a)(c)
|
1,202,000
|
1,200,243
|
|
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2
|
||
|
7.13%, 06/15/33 (a)(c)
|
1,300,000
|
1,311,211
|
|
Calderys Financing LLC
|
||
|
11.25%, 06/01/28 (a)(c)
|
635,000
|
658,353
|
|
Carpenter Technology Corp.
|
||
|
5.63%, 03/01/34 (a)(c)
|
654,000
|
650,572
|
|
Cascades, Inc./Cascades USA, Inc.
|
||
|
5.38%, 01/15/28 (a)(c)
|
1,261,000
|
1,257,533
|
|
6.75%, 07/15/30 (a)(c)
|
545,000
|
554,429
|
|
Celanese U.S. Holdings LLC
|
||
|
7.35%, 11/15/28 (a)(f)
|
1,558,000
|
1,625,870
|
|
7.33%, 07/15/29 (a)
|
1,348,000
|
1,411,374
|
|
6.50%, 04/15/30 (a)
|
1,045,000
|
1,072,221
|
|
7.55%, 11/15/30 (a)
|
1,659,000
|
1,766,145
|
|
7.00%, 02/15/31 (a)
|
706,000
|
732,331
|
|
7.38%, 07/15/32 (a)
|
2,218,000
|
2,333,238
|
|
6.75%, 04/15/33 (a)(d)
|
2,075,000
|
2,142,747
|
|
7.70%, 11/15/33 (a)
|
2,054,000
|
2,207,606
|
|
7.38%, 02/15/34 (a)
|
1,255,000
|
1,311,584
|
|
Century Aluminum Co.
|
||
|
6.88%, 08/01/32 (a)(c)
|
414,000
|
431,689
|
|
Cerdia Finanz GmbH
|
||
|
9.38%, 10/03/31 (a)(c)
|
1,551,000
|
1,380,390
|
|
Champion Iron Canada, Inc.
|
||
|
7.88%, 07/15/32 (a)(c)
|
877,000
|
918,681
|
|
Chemours Co.
|
||
|
5.75%, 11/15/28 (a)(c)
|
1,102,000
|
1,100,718
|
|
4.63%, 11/15/29 (a)(c)
|
1,277,000
|
1,226,373
|
|
8.00%, 01/15/33 (a)(c)
|
826,000
|
844,431
|
|
7.88%, 03/15/34 (a)(c)
|
1,175,000
|
1,192,687
|
|
Clearwater Paper Corp.
|
||
|
4.75%, 08/15/28 (a)(c)
|
582,000
|
472,360
|
|
Cleveland-Cliffs, Inc.
|
||
|
4.63%, 03/01/29 (a)(c)
|
803,000
|
781,213
|
|
6.88%, 11/01/29 (a)(c)
|
1,362,000
|
1,393,740
|
|
6.75%, 04/15/30 (a)(c)
|
1,184,000
|
1,191,359
|
|
4.88%, 03/01/31 (a)(c)
|
956,000
|
889,672
|
|
7.50%, 09/15/31 (a)(c)
|
1,546,000
|
1,597,061
|
|
7.00%, 03/15/32 (a)(c)
|
2,289,000
|
2,316,947
|
|
7.38%, 05/01/33 (a)(c)
|
1,690,000
|
1,736,756
|
|
7.63%, 01/15/34 (a)(c)
|
1,625,000
|
1,673,505
|
|
Coeur Mining, Inc.
|
||
|
5.13%, 02/15/29 (a)(c)
|
948,000
|
941,460
|
|
6.88%, 04/01/32 (a)(c)
|
725,000
|
751,575
|
|
Commercial Metals Co.
|
||
|
4.13%, 01/15/30 (a)
|
1,356,000
|
1,302,947
|
|
4.38%, 03/15/32 (a)
|
970,000
|
914,407
|
|
5.75%, 11/15/33 (a)(c)
|
1,458,000
|
1,460,002
|
|
6.00%, 12/15/35 (a)(c)
|
1,129,000
|
1,131,915
|
|
Compass Minerals International, Inc.
|
||
|
8.00%, 07/01/30 (a)(c)
|
1,205,000
|
1,275,232
|
|
Consolidated Energy Finance SA
|
||
|
5.63%, 10/15/28 (a)(c)(d)
|
851,000
|
829,019
|
|
12.00%, 02/15/31 (a)(c)
|
914,000
|
961,985
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Constellium SE
|
||
|
5.63%, 06/15/28 (a)(c)
|
300,000
|
300,413
|
|
3.75%, 04/15/29 (a)(c)
|
968,000
|
937,685
|
|
6.38%, 08/15/32 (a)(c)
|
713,000
|
729,506
|
|
Coronado Finance Pty. Ltd.
|
||
|
9.25%, 10/01/29 (a)(c)
|
831,000
|
758,919
|
|
CVR Partners LP/CVR Nitrogen Finance Corp.
|
||
|
6.13%, 06/15/28 (a)(c)
|
1,137,000
|
1,137,262
|
|
Domtar Corp.
|
||
|
6.75%, 10/01/28 (a)(c)
|
1,369,000
|
1,017,812
|
|
Eldorado Gold Corp.
|
||
|
6.25%, 09/01/29 (a)(c)
|
1,013,000
|
1,013,995
|
|
Element Solutions, Inc.
|
||
|
3.88%, 09/01/28 (a)(c)
|
1,522,000
|
1,483,369
|
|
FMC Corp.
|
||
|
3.45%, 10/01/29 (a)
|
1,000,000
|
914,672
|
|
5.65%, 05/18/33 (a)(d)
|
668,000
|
600,719
|
|
4.50%, 10/01/49 (a)(d)
|
1,057,000
|
661,102
|
|
6.38%, 05/18/53 (a)(d)
|
1,251,000
|
974,943
|
|
8.45%, 11/01/55 (a)(b)
|
970,000
|
723,734
|
|
Fortescue Treasury Pty. Ltd.
|
||
|
4.50%, 09/15/27 (a)(c)
|
1,391,000
|
1,385,152
|
|
5.88%, 04/15/30 (a)(c)
|
964,000
|
981,462
|
|
4.38%, 04/01/31 (a)(c)
|
1,809,000
|
1,728,652
|
|
6.13%, 04/15/32 (a)(c)
|
810,000
|
839,403
|
|
GrafTech Finance, Inc.
|
||
|
4.63%, 12/23/29 (a)(c)(d)
|
821,000
|
571,612
|
|
GrafTech Global Enterprises, Inc.
|
||
|
9.88%, 12/23/29 (a)(c)
|
753,000
|
603,996
|
|
Graphic Packaging International LLC
|
||
|
4.75%, 07/15/27 (a)(c)
|
1,439,000
|
1,431,243
|
|
3.50%, 03/15/28 (a)(c)
|
771,000
|
746,615
|
|
3.50%, 03/01/29 (a)(c)
|
592,000
|
562,548
|
|
3.75%, 02/01/30 (a)(c)
|
706,000
|
662,553
|
|
6.38%, 07/15/32 (a)(c)(d)
|
487,000
|
491,680
|
|
HB Fuller Co.
|
||
|
4.25%, 10/15/28 (a)
|
788,000
|
778,020
|
|
Herens Holdco SARL
|
||
|
4.75%, 05/15/28 (a)(c)(d)
|
852,000
|
748,332
|
|
Hudbay Minerals, Inc.
|
||
|
6.13%, 04/01/29 (a)(c)
|
901,000
|
907,838
|
|
Huntsman International LLC
|
||
|
2.95%, 06/15/31 (a)
|
1,312,000
|
1,134,369
|
|
5.70%, 10/15/34 (a)
|
654,000
|
621,052
|
|
IAMGOLD Corp.
|
||
|
5.75%, 10/15/28 (a)(c)
|
954,000
|
954,708
|
|
Illuminate Buyer LLC/Illuminate Holdings IV, Inc.
|
||
|
9.00%, 07/01/28 (a)(c)
|
77,000
|
76,948
|
|
INEOS Finance PLC
|
||
|
6.75%, 05/15/28 (a)(c)
|
760,000
|
765,353
|
|
7.50%, 04/15/29 (a)(c)
|
1,142,000
|
1,137,419
|
|
INEOS Quattro Finance 2 PLC
|
||
|
9.63%, 03/15/29 (a)(c)(d)
|
627,000
|
599,255
|
|
Infrabuild Australia Pty. Ltd.
|
||
|
14.50%, 11/15/28 (a)(c)
|
836,000
|
895,291
|
|
Ingevity Corp.
|
||
|
3.88%, 11/01/28 (a)(c)
|
1,012,000
|
977,957
|
|
Innophos Holdings, Inc.
|
||
|
11.50%, 06/15/29 (a)(c)
|
852,000
|
803,496
|
|
JW Aluminum Continuous Cast Co.
|
||
|
10.25%, 04/01/30 (a)(c)
|
565,000
|
599,095
|
|
Kaiser Aluminum Corp.
|
||
|
4.50%, 06/01/31 (a)(c)
|
1,024,000
|
982,294
|
|
5.88%, 03/01/34 (a)(c)
|
790,000
|
787,239
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
LSB Industries, Inc.
|
||
|
6.25%, 10/15/28 (a)(c)
|
1,268,000
|
1,273,489
|
|
Magnera Corp.
|
||
|
4.75%, 11/15/29 (a)(c)
|
1,015,000
|
951,011
|
|
7.25%, 11/15/31 (a)(c)
|
1,326,000
|
1,281,887
|
|
Mativ Holdings, Inc.
|
||
|
8.00%, 10/01/29 (a)(c)
|
821,000
|
818,787
|
|
Maxam Prill SARL
|
||
|
7.75%, 07/15/30 (a)(c)
|
923,000
|
951,859
|
|
Mercer International, Inc.
|
||
|
12.88%, 10/01/28 (a)(c)
|
822,000
|
432,248
|
|
5.13%, 02/01/29 (a)(d)
|
1,305,000
|
623,119
|
|
Methanex Corp.
|
||
|
5.13%, 10/15/27 (a)
|
1,162,000
|
1,162,679
|
|
5.25%, 12/15/29 (a)
|
879,000
|
878,289
|
|
5.65%, 12/01/44 (a)
|
847,000
|
769,908
|
|
Methanex U.S. Operations, Inc.
|
||
|
6.25%, 03/15/32 (a)(c)
|
647,000
|
666,547
|
|
Mineral Resources Ltd.
|
||
|
9.25%, 10/01/28 (a)(c)
|
1,233,000
|
1,280,017
|
|
8.50%, 05/01/30 (a)(c)
|
1,164,000
|
1,202,883
|
|
7.00%, 04/01/31 (a)(c)
|
1,345,000
|
1,399,426
|
|
6.00%, 05/01/32 (a)(c)
|
750,000
|
747,725
|
|
6.25%, 05/01/34 (a)(c)
|
750,000
|
746,242
|
|
Minerals Technologies, Inc.
|
||
|
5.00%, 07/01/28 (a)(c)
|
808,000
|
804,707
|
|
Novelis Corp.
|
||
|
4.75%, 01/30/30 (a)(c)
|
2,492,000
|
2,406,729
|
|
6.88%, 01/30/30 (a)(c)
|
818,000
|
841,056
|
|
3.88%, 08/15/31 (a)(c)
|
1,470,000
|
1,337,839
|
|
6.38%, 08/15/33 (a)(c)
|
1,414,000
|
1,428,554
|
|
Nufarm Australia Ltd./Nufarm Americas, Inc.
|
||
|
5.00%, 01/27/30 (a)(c)
|
479,000
|
449,201
|
|
Olin Corp.
|
||
|
5.63%, 08/01/29 (a)
|
1,012,000
|
1,006,929
|
|
5.00%, 02/01/30 (a)
|
819,000
|
795,283
|
|
6.63%, 04/01/33 (a)(c)
|
1,074,000
|
1,067,462
|
|
Olympus Water U.S. Holding Corp.
|
||
|
4.25%, 10/01/28 (a)(c)
|
1,375,000
|
1,340,145
|
|
6.25%, 10/01/29 (a)(c)(d)
|
1,272,000
|
1,253,197
|
|
7.25%, 06/15/31 (a)(c)
|
1,258,000
|
1,277,852
|
|
6.75%, 08/01/32 (a)(c)
|
1,445,000
|
1,412,115
|
|
7.25%, 02/15/33 (a)(c)
|
2,505,000
|
2,477,979
|
|
Perenti Finance Pty. Ltd.
|
||
|
7.50%, 04/26/29 (a)(c)
|
575,000
|
592,910
|
|
Perimeter Holdings LLC
|
||
|
6.25%, 01/15/34 (a)(c)
|
1,106,000
|
1,101,610
|
|
PLS Group Ltd.
|
||
|
6.88%, 05/01/31 (a)(c)
|
1,000,000
|
1,026,586
|
|
Qnity Electronics, Inc.
|
||
|
5.75%, 08/15/32 (a)(c)
|
1,754,000
|
1,767,616
|
|
6.25%, 08/15/33 (a)(c)
|
1,356,000
|
1,384,441
|
|
Rain Carbon, Inc.
|
||
|
12.25%, 09/01/29 (a)(c)
|
1,048,000
|
1,114,837
|
|
SCIH Salt Holdings, Inc.
|
||
|
4.88%, 05/01/28 (a)(c)
|
1,906,000
|
1,885,763
|
|
6.63%, 05/01/29 (a)(c)
|
708,000
|
701,202
|
|
SK Invictus Intermediate II SARL
|
||
|
5.00%, 10/30/29 (a)(c)
|
1,045,000
|
1,025,605
|
|
Skeena Resources Ltd.
|
||
|
8.50%, 04/01/31 (a)(c)
|
750,000
|
788,557
|
|
Solstice Advanced Materials, Inc.
|
||
|
5.63%, 09/30/33 (a)(c)
|
1,429,000
|
1,413,634
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
SunCoke Energy, Inc.
|
||
|
4.88%, 06/30/29 (a)(c)
|
883,000
|
845,044
|
|
Taseko Mines Ltd.
|
||
|
8.25%, 05/01/30 (a)(c)
|
811,000
|
847,930
|
|
TMS International Corp.
|
||
|
6.25%, 04/15/29 (a)(c)
|
652,000
|
641,122
|
|
Tronox, Inc.
|
||
|
4.63%, 03/15/29 (a)(c)(d)
|
2,179,000
|
1,737,378
|
|
U.S. Steel Corp.
|
||
|
6.88%, 03/01/29 (a)
|
755,000
|
758,568
|
|
6.65%, 06/01/37 (d)
|
898,000
|
922,249
|
|
Veritiv Operating Co.
|
||
|
10.50%, 11/30/30 (a)(c)
|
1,796,000
|
1,844,979
|
|
Windsor Holdings III LLC
|
||
|
8.50%, 06/15/30 (a)(c)
|
764,000
|
795,493
|
|
WR Grace Holdings LLC
|
||
|
5.63%, 08/15/29 (a)(c)
|
1,879,000
|
1,801,100
|
|
7.38%, 03/01/31 (a)(c)
|
1,025,000
|
1,033,233
|
|
6.63%, 08/15/32 (a)(c)
|
1,068,000
|
1,060,366
|
|
7.00%, 08/01/33 (a)(c)
|
775,000
|
769,188
|
|
|
|
156,758,236
|
|
Capital Goods 10.2%
|
||
|
AAR Escrow Issuer LLC
|
||
|
6.75%, 03/15/29 (a)(c)
|
1,488,000
|
1,529,359
|
|
ACProducts Holdings, Inc.
|
||
|
6.38%, 05/15/29 (a)(c)
|
992,000
|
466,240
|
|
Advanced Drainage Systems, Inc.
|
||
|
6.38%, 06/15/30 (a)(c)
|
1,101,000
|
1,115,787
|
|
5.38%, 03/01/34 (a)(c)
|
444,000
|
433,660
|
|
Alta Equipment Group, Inc.
|
||
|
9.00%, 06/01/29 (a)(c)
|
1,088,000
|
1,044,181
|
|
American Builders & Contractors Supply Co., Inc.
|
||
|
4.00%, 01/15/28 (a)(c)
|
1,238,000
|
1,214,950
|
|
3.88%, 11/15/29 (a)(c)
|
590,000
|
561,704
|
|
Ameritex Holdco Intermediate LLC
|
||
|
7.63%, 08/15/33 (a)(c)
|
1,361,000
|
1,418,383
|
|
Amsted Industries, Inc.
|
||
|
4.63%, 05/15/30 (a)(c)
|
1,006,000
|
977,083
|
|
6.38%, 03/15/33 (a)(c)
|
939,000
|
957,613
|
|
Ardagh Group SA
|
||
|
9.50%, 12/01/30 (a)(c)
|
2,485,000
|
2,654,974
|
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC
|
||
|
3.25%, 09/01/28 (a)(c)
|
829,000
|
796,844
|
|
4.00%, 09/01/29 (a)(c)(d)
|
2,304,000
|
2,187,327
|
|
ATI, Inc.
|
||
|
5.88%, 12/01/27 (a)
|
1,419,000
|
1,426,143
|
|
4.88%, 10/01/29 (a)
|
870,000
|
860,852
|
|
7.25%, 08/15/30 (a)
|
1,188,000
|
1,234,364
|
|
5.13%, 10/01/31 (a)
|
816,000
|
809,490
|
|
Atkore, Inc.
|
||
|
4.25%, 06/01/31 (a)(c)
|
656,000
|
626,569
|
|
ATS Corp.
|
||
|
4.13%, 12/15/28 (a)(c)
|
1,055,000
|
1,027,272
|
|
Axon Enterprise, Inc.
|
||
|
6.13%, 03/15/30 (a)(c)
|
1,786,000
|
1,824,892
|
|
6.25%, 03/15/33 (a)(c)
|
979,000
|
1,003,975
|
|
Ball Corp.
|
||
|
6.00%, 06/15/29 (a)
|
1,594,000
|
1,622,560
|
|
2.88%, 08/15/30 (a)
|
2,330,000
|
2,121,087
|
|
3.13%, 09/15/31 (a)
|
1,558,000
|
1,410,098
|
|
5.50%, 09/15/33 (a)(c)
|
787,000
|
792,411
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
BlueLinx Holdings, Inc.
|
||
|
6.00%, 11/15/29 (a)(c)
|
930,000
|
912,238
|
|
Boise Cascade Co.
|
||
|
4.88%, 07/01/30 (a)(c)
|
1,020,000
|
1,001,900
|
|
Bombardier, Inc.
|
||
|
8.75%, 11/15/30 (a)(c)
|
1,907,000
|
2,024,200
|
|
7.25%, 07/01/31 (a)(c)
|
983,000
|
1,034,104
|
|
7.00%, 06/01/32 (a)(c)
|
1,052,000
|
1,096,968
|
|
6.75%, 06/15/33 (a)(c)
|
766,000
|
798,786
|
|
7.45%, 05/01/34 (c)
|
1,321,000
|
1,456,375
|
|
5.88%, 01/15/35 (a)(c)
|
900,000
|
908,568
|
|
Builders FirstSource, Inc.
|
||
|
5.00%, 03/01/30 (a)(c)
|
1,200,000
|
1,170,666
|
|
4.25%, 02/01/32 (a)(c)
|
1,507,000
|
1,387,942
|
|
6.38%, 06/15/32 (a)(c)
|
1,858,000
|
1,876,484
|
|
6.38%, 03/01/34 (a)(c)
|
1,622,000
|
1,622,644
|
|
6.75%, 05/15/35 (a)
|
1,242,000
|
1,255,923
|
|
BWX Technologies, Inc.
|
||
|
4.13%, 06/30/28 (a)(c)
|
939,000
|
925,384
|
|
4.13%, 04/15/29 (a)(c)
|
1,092,000
|
1,058,473
|
|
Camelot Return Merger Sub, Inc.
|
||
|
8.75%, 08/01/28 (a)(c)(d)
|
1,171,000
|
716,634
|
|
Canpack Group, Inc./CANPACK SA
|
||
|
6.00%, 05/15/31 (a)(c)
|
250,000
|
251,382
|
|
Chart Industries, Inc.
|
||
|
7.50%, 01/01/30 (a)(c)
|
1,980,000
|
2,052,286
|
|
9.50%, 01/01/31 (a)(c)
|
1,082,000
|
1,137,959
|
|
Clean Harbors, Inc.
|
||
|
5.13%, 07/15/29 (a)(c)
|
1,246,000
|
1,244,292
|
|
6.38%, 02/01/31 (a)(c)
|
1,188,000
|
1,208,293
|
|
5.75%, 10/15/33 (a)(c)
|
1,189,000
|
1,195,614
|
|
Clydesdale Acquisition Holdings, Inc.
|
||
|
6.63%, 04/15/29 (a)(c)
|
1,109,000
|
1,099,060
|
|
6.88%, 01/15/30 (a)(c)
|
468,000
|
460,709
|
|
8.75%, 04/15/30 (a)(c)
|
1,875,000
|
1,803,126
|
|
6.75%, 04/15/32 (a)(c)
|
2,230,000
|
2,145,655
|
|
Columbus McKinnon Corp.
|
||
|
7.13%, 02/01/33 (a)(c)
|
1,482,000
|
1,502,859
|
|
CompoSecure Holdings LLC
|
||
|
5.63%, 02/01/33 (a)(c)
|
1,599,000
|
1,553,157
|
|
Cornerstone Building Brands, Inc.
|
||
|
6.13%, 01/15/29 (a)(c)
|
560,000
|
103,600
|
|
9.50%, 08/15/29 (a)(c)(d)
|
1,064,000
|
649,731
|
|
CP Atlas Buyer, Inc.
|
||
|
9.75%, 07/15/30 (a)(c)(d)
|
845,000
|
795,832
|
|
Crown Americas LLC
|
||
|
5.25%, 04/01/30 (a)
|
966,000
|
971,459
|
|
5.88%, 06/01/33 (a)
|
1,241,000
|
1,248,811
|
|
Efesto Bidco SpA Efesto U.S. LLC
|
||
|
7.50%, 02/15/32 (a)(c)
|
1,311,000
|
1,285,561
|
|
EMRLD Borrower LP/Emerald Co-Issuer, Inc.
|
||
|
6.63%, 12/15/30 (a)(c)
|
4,721,000
|
4,832,431
|
|
6.75%, 07/15/31 (a)(c)
|
1,118,000
|
1,155,771
|
|
EnerSys
|
||
|
4.38%, 12/15/27 (a)(c)
|
680,000
|
675,902
|
|
6.63%, 01/15/32 (a)(c)
|
728,000
|
749,681
|
|
Enpro, Inc.
|
||
|
6.13%, 06/01/33 (a)(c)
|
909,000
|
927,726
|
|
Enviri Corp.
|
||
|
5.75%, 07/31/27 (c)
|
1,386,000
|
1,386,000
|
|
EquipmentShare.com, Inc.
|
||
|
9.00%, 05/15/28 (a)(c)
|
1,799,000
|
1,868,868
|
|
8.63%, 05/15/32 (a)(c)
|
884,000
|
930,100
|
|
8.00%, 03/15/33 (a)(c)
|
805,000
|
837,756
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Esab Corp.
|
||
|
6.25%, 04/15/29 (a)(c)
|
1,369,000
|
1,395,433
|
|
5.63%, 04/01/31 (a)(c)
|
1,650,000
|
1,662,299
|
|
FXI Holdings, Inc.
|
||
|
14.00%, 11/15/29 (a)(c)
|
755,320
|
209,571
|
|
11.00%, 11/15/30 (a)(c)
|
1,172,624
|
981,052
|
|
Gates Corp.
|
||
|
6.88%, 07/01/29 (a)(c)
|
972,000
|
1,001,920
|
|
GFL Environmental Holdings U.S., Inc.
|
||
|
5.50%, 02/01/34 (a)(c)
|
1,550,000
|
1,515,798
|
|
GFL Environmental, Inc.
|
||
|
4.00%, 08/01/28 (a)(c)
|
1,506,000
|
1,478,023
|
|
4.75%, 06/15/29 (a)(c)
|
1,469,000
|
1,447,490
|
|
4.38%, 08/15/29 (a)(c)
|
1,261,000
|
1,228,743
|
|
6.75%, 01/15/31 (a)(c)
|
1,594,000
|
1,647,844
|
|
Goat Holdco LLC
|
||
|
6.75%, 02/01/32 (a)(c)
|
1,364,000
|
1,389,424
|
|
Griffon Corp.
|
||
|
5.75%, 03/01/28 (a)
|
1,802,000
|
1,804,239
|
|
Herc Holdings, Inc.
|
||
|
6.63%, 06/15/29 (a)(c)
|
965,000
|
989,192
|
|
7.00%, 06/15/30 (a)(c)
|
2,897,000
|
3,011,933
|
|
5.75%, 03/15/31 (a)(c)
|
888,000
|
890,148
|
|
7.25%, 06/15/33 (a)(c)
|
2,090,000
|
2,182,330
|
|
6.00%, 03/15/34 (a)(c)
|
1,150,000
|
1,143,604
|
|
Iris Holding, Inc.
|
||
|
10.00%, 12/15/28 (a)(c)(d)
|
690,000
|
568,861
|
|
James Hardie International Finance DAC
|
||
|
5.00%, 01/15/28 (a)(c)
|
1,064,000
|
1,058,520
|
|
JELD-WEN Holding, Inc.
|
||
|
7.00%, 09/01/32 (a)(c)(d)
|
727,000
|
449,628
|
|
JELD-WEN, Inc.
|
||
|
4.88%, 12/15/27 (a)(c)(d)
|
844,000
|
694,279
|
|
Knife River Corp.
|
||
|
7.75%, 05/01/31 (a)(c)
|
1,083,000
|
1,124,929
|
|
LBM Acquisition LLC
|
||
|
6.25%, 01/15/29 (a)(c)
|
1,178,000
|
731,572
|
|
9.50%, 06/15/31 (a)(c)
|
1,736,000
|
1,462,241
|
|
Madison IAQ LLC
|
||
|
4.13%, 06/30/28 (a)(c)
|
1,096,000
|
1,083,077
|
|
5.88%, 06/30/29 (a)(c)
|
1,586,000
|
1,587,325
|
|
Manitowoc Co., Inc.
|
||
|
9.25%, 10/01/31 (a)(c)
|
592,000
|
636,097
|
|
Masterbrand, Inc.
|
||
|
7.00%, 07/15/32 (a)(c)
|
1,398,000
|
1,396,569
|
|
Mauser Packaging Solutions Holding Co.
|
||
|
7.88%, 04/15/30 (a)
|
4,475,000
|
4,523,540
|
|
9.25%, 04/15/30 (a)(c)
|
1,876,000
|
1,799,231
|
|
Maxim Crane Works Holdings Capital LLC
|
||
|
11.50%, 09/01/28 (a)(c)
|
415,000
|
434,730
|
|
Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC
|
||
|
6.75%, 04/01/32 (a)(c)
|
919,000
|
904,189
|
|
MIWD Holdco II LLC/MIWD Finance Corp.
|
||
|
5.50%, 02/01/30 (a)(c)(d)
|
1,223,000
|
1,143,453
|
|
Moog, Inc.
|
||
|
5.50%, 10/15/34 (a)(c)
|
711,000
|
706,170
|
|
Mueller Water Products, Inc.
|
||
|
4.00%, 06/15/29 (a)(c)
|
1,118,000
|
1,080,734
|
|
NESCO Holdings II, Inc.
|
||
|
5.50%, 04/15/29 (a)(c)
|
1,330,000
|
1,325,375
|
|
New Enterprise Stone & Lime Co., Inc.
|
||
|
5.25%, 07/15/28 (a)(c)
|
1,709,000
|
1,701,220
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
OI European Group BV
|
||
|
4.75%, 02/15/30 (a)(c)
|
1,072,000
|
1,020,746
|
|
Oscar AcquisitionCo LLC/Oscar Finance, Inc.
|
||
|
9.50%, 04/15/30 (a)(c)
|
1,041,000
|
341,812
|
|
Owens-Brockway Glass Container, Inc.
|
||
|
7.25%, 05/15/31 (a)(c)
|
1,206,000
|
1,187,332
|
|
7.38%, 06/01/32 (a)(c)(d)
|
758,000
|
728,433
|
|
9.50%, 06/01/33 (a)(c)
|
850,000
|
874,435
|
|
Park River Holdings, Inc.
|
||
|
8.75%, 12/31/30 (a)(c)
|
858,432
|
835,878
|
|
8.00%, 03/15/31 (a)(c)
|
1,478,000
|
1,497,523
|
|
Patrick Industries, Inc.
|
||
|
4.75%, 05/01/29 (a)(c)
|
915,000
|
896,549
|
|
6.38%, 11/01/32 (a)(c)
|
708,000
|
707,849
|
|
Quikrete Holdings, Inc.
|
||
|
6.38%, 03/01/32 (a)(c)
|
5,986,000
|
6,099,309
|
|
6.75%, 03/01/33 (a)(c)
|
2,738,000
|
2,780,050
|
|
QXO Building Products, Inc.
|
||
|
6.75%, 04/30/32 (a)(c)
|
3,757,000
|
3,830,637
|
|
RB Global Holdings, Inc.
|
||
|
6.75%, 03/15/28 (a)(c)
|
1,059,000
|
1,076,808
|
|
7.75%, 03/15/31 (a)(c)
|
1,493,000
|
1,554,234
|
|
Resideo Funding, Inc.
|
||
|
4.00%, 09/01/29 (a)(c)
|
912,000
|
867,295
|
|
6.50%, 07/15/32 (a)(c)
|
893,000
|
898,905
|
|
Reworld Holding Corp.
|
||
|
4.88%, 12/01/29 (a)(c)
|
1,115,000
|
1,058,858
|
|
Roller Bearing Co. of America, Inc.
|
||
|
4.38%, 10/15/29 (a)(c)
|
588,000
|
575,984
|
|
Sealed Air Corp.
|
||
|
6.88%, 07/15/33 (c)
|
905,000
|
889,978
|
|
Sensata Technologies BV
|
||
|
4.00%, 04/15/29 (a)(c)
|
1,240,000
|
1,214,617
|
|
5.88%, 09/01/30 (a)(c)
|
730,000
|
737,325
|
|
Sensata Technologies, Inc.
|
||
|
4.38%, 02/15/30 (a)(c)
|
1,032,000
|
1,006,093
|
|
3.75%, 02/15/31 (a)(c)
|
1,175,000
|
1,102,545
|
|
6.63%, 07/15/32 (a)(c)
|
1,054,000
|
1,092,435
|
|
Silgan Holdings, Inc.
|
||
|
4.13%, 02/01/28 (a)
|
893,000
|
882,139
|
|
Smyrna Ready Mix Concrete LLC
|
||
|
6.00%, 11/01/28 (a)(c)
|
1,951,000
|
1,957,192
|
|
8.88%, 11/15/31 (a)(c)
|
1,957,000
|
2,064,649
|
|
Specialty Building Products Holdings LLC/SBP Finance Corp.
|
||
|
7.75%, 10/15/29 (a)(c)
|
1,018,000
|
941,322
|
|
Standard Building Solutions, Inc.
|
||
|
6.50%, 08/15/32 (a)(c)
|
1,507,000
|
1,530,946
|
|
6.25%, 08/01/33 (a)(c)
|
1,508,000
|
1,511,383
|
|
5.88%, 03/15/34 (a)(c)
|
1,000,000
|
975,693
|
|
Standard Industries, Inc.
|
||
|
4.75%, 01/15/28 (a)(c)
|
2,151,000
|
2,142,052
|
|
4.38%, 07/15/30 (a)(c)
|
2,776,000
|
2,646,265
|
|
3.38%, 01/15/31 (a)(c)
|
1,994,000
|
1,816,453
|
|
Sword Purchaser LLC
|
||
|
8.25%, 04/15/33 (a)(c)
|
2,750,000
|
2,834,543
|
|
10.50%, 04/15/34 (a)(c)
|
609,000
|
633,818
|
|
Synergy Infrastructure Holdings LLC
|
||
|
7.88%, 12/01/30 (a)(c)
|
959,000
|
1,007,134
|
|
Terex Corp.
|
||
|
5.00%, 05/15/29 (a)(c)
|
1,114,000
|
1,107,589
|
|
6.25%, 10/15/32 (a)(c)
|
1,346,000
|
1,367,368
|
|
Titan International, Inc.
|
||
|
7.00%, 04/30/28 (a)
|
809,000
|
809,002
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
TK Elevator U.S. Newco, Inc.
|
||
|
5.25%, 07/15/27 (a)(c)
|
1,012,000
|
1,013,385
|
|
TransDigm, Inc.
|
||
|
6.75%, 08/15/28 (a)(c)
|
4,081,000
|
4,136,477
|
|
4.63%, 01/15/29 (a)
|
2,122,000
|
2,092,401
|
|
6.38%, 03/01/29 (a)(c)
|
4,306,000
|
4,395,931
|
|
4.88%, 05/01/29 (a)
|
1,614,000
|
1,596,486
|
|
6.88%, 12/15/30 (a)(c)
|
2,801,000
|
2,889,582
|
|
7.13%, 12/01/31 (a)(c)
|
1,843,000
|
1,916,407
|
|
6.63%, 03/01/32 (a)(c)
|
3,996,000
|
4,115,013
|
|
6.00%, 01/15/33 (a)(c)
|
3,174,000
|
3,212,098
|
|
6.38%, 05/31/33 (a)(c)
|
4,301,000
|
4,347,500
|
|
6.25%, 01/31/34 (a)(c)
|
1,192,000
|
1,220,720
|
|
6.75%, 01/31/34 (a)(c)
|
2,748,000
|
2,819,311
|
|
6.13%, 07/31/34 (a)(c)
|
2,285,000
|
2,278,408
|
|
Trident TPI Holdings, Inc.
|
||
|
12.75%, 12/31/28 (a)(c)
|
1,130,000
|
1,140,438
|
|
TriMas Corp.
|
||
|
4.13%, 04/15/29 (a)(c)
|
1,053,000
|
1,012,178
|
|
Trinity Industries, Inc.
|
||
|
7.75%, 07/15/28 (a)(c)
|
996,000
|
1,021,591
|
|
Trivium Packaging Finance BV
|
||
|
8.25%, 07/15/30 (a)(c)
|
953,000
|
1,006,220
|
|
12.25%, 01/15/31 (a)(c)
|
1,056,000
|
1,165,980
|
|
United Rentals North America, Inc.
|
||
|
3.88%, 11/15/27 (a)
|
1,810,000
|
1,793,740
|
|
4.88%, 01/15/28 (a)
|
3,298,000
|
3,301,638
|
|
5.25%, 01/15/30 (a)
|
1,273,000
|
1,274,002
|
|
4.00%, 07/15/30 (a)
|
1,377,000
|
1,316,569
|
|
3.88%, 02/15/31 (a)
|
1,563,000
|
1,479,014
|
|
3.75%, 01/15/32 (a)
|
1,182,000
|
1,094,173
|
|
5.38%, 11/15/33 (a)(c)
|
2,581,000
|
2,551,379
|
|
6.13%, 03/15/34 (a)(c)
|
1,875,000
|
1,926,626
|
|
Velocity Vehicle Group LLC
|
||
|
8.00%, 06/01/29 (a)(c)
|
1,008,000
|
995,592
|
|
Waste Pro USA, Inc.
|
||
|
7.00%, 02/01/33 (a)(c)
|
1,785,000
|
1,829,191
|
|
WESCO Distribution, Inc.
|
||
|
7.25%, 06/15/28 (a)(c)
|
1,912,000
|
1,916,562
|
|
6.38%, 03/15/29 (a)(c)
|
1,469,000
|
1,503,776
|
|
5.25%, 04/15/31 (a)(c)
|
1,100,000
|
1,092,315
|
|
6.63%, 03/15/32 (a)(c)
|
1,482,000
|
1,530,598
|
|
6.38%, 03/15/33 (a)(c)
|
1,601,000
|
1,646,038
|
|
5.50%, 04/15/34 (a)(c)
|
1,400,000
|
1,393,319
|
|
White Cap Supply Holdings LLC
|
||
|
7.38%, 11/15/30 (a)(c)
|
258,000
|
257,361
|
|
Wilsonart LLC
|
||
|
11.00%, 08/15/32 (a)
|
821,000
|
630,935
|
|
Wrangler Holdco Corp.
|
||
|
6.63%, 04/01/32 (a)(c)
|
504,000
|
517,967
|
|
|
|
258,363,610
|
|
Communications 14.3%
|
||
|
Advantage Sales & Marketing, Inc.
|
||
|
9.00%, 11/15/30 (a)(c)(d)
|
873,868
|
727,495
|
|
Africell Holding Ltd.
|
||
|
10.50%, 10/23/29 (a)(c)
|
717,000
|
729,660
|
|
Allen Media LLC/Allen Media Co-Issuer, Inc.
|
||
|
10.50%, 02/15/28 (a)(c)
|
846,000
|
342,630
|
|
Altice Financing SA
|
||
|
9.63%, 07/15/27 (a)(c)
|
536,000
|
415,060
|
|
5.00%, 01/15/28 (a)(c)
|
1,769,000
|
1,292,516
|
|
5.75%, 08/15/29 (a)(c)(d)
|
2,792,000
|
2,025,559
|
|
Altice France Lux 3/Altice Holdings 1
|
||
|
10.00%, 01/15/33 (a)(c)
|
1,780,000
|
1,737,517
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Altice France SA
|
||
|
9.50%, 11/01/29 (a)(c)
|
2,150,279
|
2,187,939
|
|
6.88%, 10/15/30 (a)(c)
|
1,638,887
|
1,615,109
|
|
6.50%, 10/15/31 (a)(c)
|
872,641
|
849,642
|
|
6.50%, 04/15/32 (a)(c)
|
3,222,956
|
3,140,185
|
|
6.88%, 07/15/32 (a)(c)
|
2,703,361
|
2,642,486
|
|
AMC Global Media, Inc.
|
||
|
4.25%, 02/15/29 (a)(d)
|
877,000
|
778,566
|
|
10.50%, 07/15/32 (a)(c)
|
1,890,000
|
1,958,011
|
|
AP Core Holdings II LLC
|
||
|
11.00%, 05/15/31 (a)(c)
|
1,500,000
|
1,572,460
|
|
ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C
|
||
|
7.88%, 02/03/30 (a)(c)
|
683,000
|
700,447
|
|
Banijay Entertainment SAS
|
||
|
8.13%, 05/01/29 (a)(c)
|
760,000
|
782,485
|
|
Bell Telephone Co. of Canada or Bell Canada
|
||
|
6.88%, 09/15/55 (a)(b)
|
1,725,000
|
1,775,123
|
|
7.00%, 09/15/55 (a)(b)
|
2,031,000
|
2,099,026
|
|
Block Communications, Inc.
|
||
|
10.25%, 03/01/31 (a)(c)
|
985,000
|
921,791
|
|
British Telecommunications PLC
|
||
|
4.88%, 11/23/81 (a)(b)(c)(d)
|
874,000
|
849,187
|
|
Cable One, Inc.
|
||
|
4.00%, 11/15/30 (a)(c)(d)
|
1,169,000
|
747,837
|
|
CCO Holdings LLC/CCO Holdings Capital Corp.
|
||
|
5.00%, 02/01/28 (a)(c)
|
3,748,000
|
3,712,882
|
|
5.38%, 06/01/29 (a)(c)
|
2,580,000
|
2,534,095
|
|
6.38%, 09/01/29 (a)(c)
|
2,330,000
|
2,342,097
|
|
4.75%, 03/01/30 (a)(c)
|
4,889,000
|
4,623,445
|
|
4.50%, 08/15/30 (a)(c)
|
5,037,000
|
4,691,455
|
|
4.25%, 02/01/31 (a)(c)
|
5,004,000
|
4,533,504
|
|
7.38%, 03/01/31 (a)(c)(d)
|
1,649,000
|
1,673,640
|
|
4.75%, 02/01/32 (a)(c)
|
2,425,000
|
2,163,637
|
|
4.50%, 05/01/32 (a)
|
5,133,000
|
4,507,690
|
|
7.00%, 02/01/33 (a)(c)
|
3,371,000
|
3,297,276
|
|
4.50%, 06/01/33 (a)(c)(d)
|
2,723,000
|
2,331,268
|
|
4.25%, 01/15/34 (a)(c)(d)
|
3,652,000
|
3,054,193
|
|
7.38%, 02/01/36 (a)(c)(d)
|
2,118,000
|
2,069,663
|
|
Cimpress PLC
|
||
|
7.38%, 09/15/32 (a)(c)
|
1,042,000
|
1,055,206
|
|
Clear Channel Outdoor Holdings, Inc.
|
||
|
7.75%, 04/15/28 (a)(c)
|
1,359,000
|
1,363,031
|
|
7.50%, 06/01/29 (a)(c)
|
1,558,000
|
1,566,675
|
|
7.88%, 04/01/30 (a)(c)
|
953,000
|
993,741
|
|
7.13%, 02/15/31 (a)(c)
|
2,365,000
|
2,446,741
|
|
7.50%, 03/15/33 (a)(c)
|
1,592,000
|
1,671,751
|
|
CMG Media Corp.
|
||
|
8.88%, 06/18/29 (a)(c)
|
1,242,000
|
1,003,060
|
|
Cogent Communications Group LLC/Cogent Finance, Inc.
|
||
|
7.00%, 06/15/27 (a)(c)(d)
|
628,000
|
627,898
|
|
7.00%, 06/15/27 (a)(c)
|
1,128,000
|
1,126,046
|
|
6.50%, 07/01/32 (a)(c)(d)
|
749,000
|
691,805
|
|
Connect Finco SARL/Connect U.S. Finco LLC
|
||
|
9.00%, 09/15/29 (a)(c)
|
3,216,000
|
3,399,849
|
|
Connect Holding II LLC
|
||
|
10.50%, 04/03/31 (a)
|
3,750,000
|
3,820,507
|
|
CSC Holdings LLC
|
||
|
5.38%, 02/01/28 (a)(c)
|
1,411,000
|
896,627
|
|
7.50%, 04/01/28 (a)(c)
|
1,370,000
|
463,123
|
|
11.25%, 05/15/28 (a)(c)
|
1,676,000
|
1,120,111
|
|
11.75%, 01/31/29 (a)(c)
|
3,969,000
|
2,509,430
|
|
6.50%, 02/01/29 (a)(c)
|
2,788,000
|
1,640,593
|
|
5.75%, 01/15/30 (a)(c)
|
3,277,000
|
850,939
|
|
4.13%, 12/01/30 (a)(c)(d)
|
2,375,000
|
1,355,726
|
|
4.63%, 12/01/30 (a)(c)
|
3,674,000
|
956,632
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
3.38%, 02/15/31 (a)(c)
|
1,952,000
|
1,087,632
|
|
4.50%, 11/15/31 (a)(c)
|
2,333,000
|
1,325,949
|
|
5.00%, 11/15/31 (a)(c)
|
694,000
|
166,560
|
|
Deluxe Corp.
|
||
|
8.00%, 06/01/29 (a)(c)
|
1,437,000
|
1,457,743
|
|
8.13%, 09/15/29 (a)(c)
|
801,000
|
837,328
|
|
Directv Financing LLC
|
||
|
8.88%, 02/01/30 (a)(c)
|
4,079,000
|
4,181,975
|
|
Directv Financing LLC/Directv Financing Co-Obligor, Inc.
|
||
|
5.88%, 08/15/27 (a)(c)
|
329,000
|
330,059
|
|
10.00%, 02/15/31 (a)(c)
|
3,560,000
|
3,727,783
|
|
9.25%, 06/01/32 (a)
|
2,400,000
|
2,465,519
|
|
Discovery Communications LLC
|
||
|
3.95%, 03/20/28 (a)
|
2,253,000
|
2,265,095
|
|
4.13%, 05/15/29 (a)
|
2,210,000
|
2,114,932
|
|
3.63%, 05/15/30 (a)
|
1,083,000
|
1,009,349
|
|
5.00%, 09/20/37 (a)
|
886,000
|
699,940
|
|
6.35%, 06/01/40
|
939,000
|
775,267
|
|
Discovery Global Holdings, Inc.
|
||
|
4.05%, 03/15/29 (a)
|
2,252,000
|
2,158,740
|
|
4.28%, 03/15/32 (a)
|
4,726,000
|
4,162,176
|
|
5.05%, 03/15/42 (a)
|
7,283,000
|
5,143,541
|
|
5.14%, 03/15/52 (a)
|
1,744,000
|
1,132,131
|
|
DISH DBS Corp.
|
||
|
7.38%, 07/01/28 (a)(g)(h)(i)
|
1,932,000
|
1,874,613
|
|
5.75%, 12/01/28 (a)(c)(g)(h)(i)
|
3,401,000
|
3,340,324
|
|
5.13%, 06/01/29 (g)(h)(i)
|
3,527,000
|
3,195,132
|
|
DISH Network Corp.
|
||
|
11.75%, 11/15/27 (a)(c)
|
3,935,000
|
4,056,769
|
|
Dotdash Meredith, Inc.
|
||
|
7.63%, 06/15/32 (a)(c)
|
816,000
|
784,904
|
|
EchoStar Corp.
|
||
|
10.75%, 11/30/29 (a)
|
6,765,000
|
7,356,160
|
|
Embarq LLC
|
||
|
8.00%, 06/01/36
|
2,615,000
|
719,125
|
|
EW Scripps Co.
|
||
|
9.88%, 08/15/30 (a)(c)
|
1,146,000
|
1,095,117
|
|
Fibercop SpA
|
||
|
6.38%, 11/15/33 (a)(c)
|
628,000
|
629,627
|
|
6.00%, 09/30/34 (a)(c)
|
1,212,000
|
1,167,657
|
|
7.20%, 07/18/36 (a)(c)
|
868,000
|
869,762
|
|
7.72%, 06/04/38 (a)(c)
|
792,000
|
802,681
|
|
GCI LLC
|
||
|
4.75%, 10/15/28 (a)(c)
|
1,213,000
|
1,171,460
|
|
Getty Images, Inc.
|
||
|
14.00%, 03/01/28 (a)(c)
|
638,000
|
578,985
|
|
11.25%, 02/21/30 (a)(c)
|
1,045,000
|
901,312
|
|
10.50%, 11/15/30 (a)(c)
|
1,199,000
|
1,060,411
|
|
Graham Holdings Co.
|
||
|
5.63%, 12/01/33 (a)(c)
|
1,091,000
|
1,074,286
|
|
Gray Media, Inc.
|
||
|
10.50%, 07/15/29 (a)(c)
|
1,887,000
|
1,998,590
|
|
4.75%, 10/15/30 (a)(c)
|
1,564,000
|
1,186,201
|
|
5.38%, 11/15/31 (a)(c)
|
2,046,000
|
1,470,000
|
|
9.63%, 07/15/32 (a)(c)
|
1,947,000
|
1,922,013
|
|
7.25%, 08/15/33 (a)(c)
|
1,205,000
|
1,195,929
|
|
HTA Group Ltd.
|
||
|
7.50%, 06/04/29 (a)(c)
|
1,736,000
|
1,784,433
|
|
6.75%, 04/01/31 (a)(c)
|
500,000
|
508,335
|
|
iHeartCommunications, Inc.
|
||
|
4.75%, 01/15/28 (a)(c)
|
10,000
|
9,542
|
|
9.13%, 05/01/29 (a)(c)
|
1,534,450
|
1,488,644
|
|
10.88%, 05/01/30 (a)(c)(d)
|
1,373,400
|
1,170,539
|
|
7.75%, 08/15/30 (a)(c)
|
1,434,900
|
1,318,867
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Iliad Holding SAS
|
||
|
7.00%, 10/15/28 (a)(c)
|
1,617,000
|
1,629,887
|
|
8.50%, 04/15/31 (a)(c)
|
1,644,000
|
1,742,420
|
|
7.00%, 04/15/32 (a)(c)
|
1,288,000
|
1,311,764
|
|
Lamar Media Corp.
|
||
|
3.75%, 02/15/28 (a)
|
978,000
|
959,625
|
|
4.88%, 01/15/29 (a)
|
1,157,000
|
1,149,126
|
|
4.00%, 02/15/30 (a)
|
948,000
|
910,860
|
|
3.63%, 01/15/31 (a)
|
1,398,000
|
1,309,027
|
|
5.38%, 11/01/33 (a)(c)
|
454,000
|
447,499
|
|
LCPR Senior Secured Financing DAC
|
||
|
6.75%, 10/15/27 (a)(c)
|
2,114,000
|
1,357,019
|
|
5.13%, 07/15/29 (a)(c)
|
1,338,000
|
830,744
|
|
Level 3 Financing, Inc.
|
||
|
6.88%, 06/30/33 (a)(c)
|
3,185,000
|
3,283,996
|
|
7.00%, 03/31/34 (a)(c)
|
3,729,000
|
3,867,744
|
|
8.50%, 01/15/36 (a)(c)
|
2,810,000
|
3,040,915
|
|
7.50%, 02/15/37 (a)(c)
|
1,750,000
|
1,805,368
|
|
Lumen Technologies, Inc.
|
||
|
4.50%, 01/15/29 (a)(c)(d)
|
745,000
|
720,143
|
|
7.60%, 09/15/39
|
702,000
|
674,194
|
|
7.65%, 03/15/42
|
636,000
|
605,860
|
|
McGraw-Hill Education, Inc.
|
||
|
5.75%, 08/01/28 (a)(c)
|
1,904,000
|
1,893,978
|
|
8.00%, 08/01/29 (a)(c)
|
1,301,000
|
1,306,952
|
|
7.38%, 09/01/31 (a)(c)
|
1,145,000
|
1,170,258
|
|
Midcontinent Communications
|
||
|
8.00%, 08/15/32 (a)(c)
|
1,220,000
|
1,152,951
|
|
Millicom International Cellular SA
|
||
|
5.13%, 01/15/28 (a)(c)
|
1,136,700
|
1,131,014
|
|
6.25%, 03/25/29 (a)(c)
|
1,737,900
|
1,751,369
|
|
7.38%, 04/02/32 (a)(c)
|
1,304,000
|
1,343,550
|
|
Nexstar Media, Inc.
|
||
|
4.75%, 11/01/28 (a)(c)
|
1,927,000
|
1,897,835
|
|
6.50%, 09/15/33 (a)(c)
|
5,100,000
|
5,144,258
|
|
7.25%, 04/15/34 (a)(c)
|
2,900,000
|
2,919,975
|
|
OAK-Eagle Acquireco, Inc.
|
||
|
7.25%, 07/01/33 (a)(c)
|
4,500,000
|
4,695,487
|
|
8.75%, 07/01/34 (a)(c)
|
4,271,000
|
4,516,130
|
|
Outfront Media Capital LLC/Outfront Media Capital Corp.
|
||
|
5.00%, 08/15/27 (a)(c)
|
1,087,000
|
1,087,101
|
|
4.25%, 01/15/29 (a)(c)
|
1,290,000
|
1,260,013
|
|
4.63%, 03/15/30 (a)(c)
|
906,000
|
881,108
|
|
7.38%, 02/15/31 (a)(c)
|
1,237,000
|
1,294,836
|
|
Paramount Global
|
||
|
3.38%, 02/15/28 (a)
|
1,215,000
|
1,177,864
|
|
3.70%, 06/01/28 (a)
|
825,000
|
797,738
|
|
4.20%, 06/01/29 (a)
|
1,117,000
|
1,065,764
|
|
7.88%, 07/30/30
|
1,400,000
|
1,470,205
|
|
4.95%, 01/15/31 (a)
|
2,100,000
|
1,959,390
|
|
4.20%, 05/19/32 (a)
|
1,623,000
|
1,405,882
|
|
5.50%, 05/15/33
|
740,000
|
663,201
|
|
6.88%, 04/30/36
|
1,827,000
|
1,690,789
|
|
5.90%, 10/15/40 (a)
|
500,000
|
380,673
|
|
4.85%, 07/01/42 (a)
|
808,000
|
546,241
|
|
4.38%, 03/15/43
|
2,765,000
|
1,771,020
|
|
5.85%, 09/01/43 (a)
|
2,124,000
|
1,566,646
|
|
5.25%, 04/01/44 (a)
|
600,000
|
403,943
|
|
4.90%, 08/15/44 (a)
|
1,233,000
|
807,385
|
|
4.60%, 01/15/45 (a)
|
1,214,000
|
763,978
|
|
4.95%, 05/19/50 (a)
|
1,718,000
|
1,103,492
|
|
ROBLOX Corp.
|
||
|
3.88%, 05/01/30 (a)(c)
|
1,967,000
|
1,858,352
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Rogers Communications, Inc.
|
||
|
7.00%, 04/15/55 (a)(b)
|
1,642,000
|
1,680,738
|
|
7.13%, 04/15/55 (a)(b)
|
1,177,000
|
1,220,913
|
|
6.88%, 07/31/56 (a)(b)
|
1,250,000
|
1,271,263
|
|
RR Donnelley & Sons Co.
|
||
|
9.50%, 08/01/29 (a)(c)
|
1,465,000
|
1,520,113
|
|
10.88%, 08/01/29 (a)(c)
|
1,206,000
|
1,247,123
|
|
SBA Communications Corp.
|
||
|
3.13%, 02/01/29 (a)
|
2,399,000
|
2,302,885
|
|
Scripps Escrow II, Inc.
|
||
|
3.88%, 01/15/29 (a)(c)
|
1,170,000
|
1,087,263
|
|
5.38%, 01/15/31 (a)(c)
|
1,015,000
|
718,611
|
|
SES AMERICOM, Inc.
|
||
|
5.30%, 03/25/44 (c)
|
973,000
|
751,043
|
|
SES SA
|
||
|
5.30%, 04/04/43 (c)
|
300,000
|
234,768
|
|
Sinclair Television Group, Inc.
|
||
|
5.50%, 03/01/30 (a)(c)(d)
|
1,135,000
|
1,008,022
|
|
8.13%, 02/15/33 (a)(c)
|
1,753,000
|
1,803,399
|
|
9.75%, 02/15/33 (a)(c)(d)
|
2,927,000
|
3,289,216
|
|
Sirius XM Radio LLC
|
||
|
5.00%, 08/01/27 (a)(c)
|
2,363,000
|
2,360,626
|
|
4.00%, 07/15/28 (a)(c)
|
3,498,000
|
3,409,335
|
|
5.50%, 07/01/29 (a)(c)
|
2,299,000
|
2,291,318
|
|
4.13%, 07/01/30 (a)(c)
|
2,671,000
|
2,519,510
|
|
3.88%, 09/01/31 (a)(c)
|
2,607,000
|
2,376,421
|
|
5.88%, 04/15/32 (a)(c)
|
2,100,000
|
2,092,096
|
|
Snap, Inc.
|
||
|
6.88%, 03/01/33 (a)(c)
|
2,815,000
|
2,792,174
|
|
6.88%, 03/15/34 (a)(c)
|
1,330,000
|
1,310,070
|
|
Stagwell Global LLC
|
||
|
5.63%, 08/15/29 (a)(c)
|
1,951,000
|
1,900,222
|
|
Sunrise FinCo I BV
|
||
|
4.88%, 07/15/31 (a)(c)
|
1,603,000
|
1,518,883
|
|
Telecom Italia Capital SA
|
||
|
6.38%, 11/15/33
|
1,043,000
|
1,088,962
|
|
6.00%, 09/30/34
|
1,136,000
|
1,157,397
|
|
7.20%, 07/18/36
|
766,000
|
835,581
|
|
7.72%, 06/04/38
|
890,000
|
1,011,366
|
|
TELUS Corp.
|
||
|
6.63%, 10/15/55 (a)(b)
|
1,285,000
|
1,303,113
|
|
7.00%, 10/15/55 (a)(b)
|
1,433,000
|
1,475,957
|
|
6.38%, 06/09/56 (a)(b)
|
1,220,000
|
1,220,157
|
|
6.63%, 06/09/56 (a)(b)
|
1,108,000
|
1,105,257
|
|
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC
|
||
|
6.00%, 01/15/30 (a)(c)(d)
|
1,842,000
|
1,791,262
|
|
Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC
|
||
|
4.75%, 04/15/28 (a)(c)
|
1,058,000
|
1,055,270
|
|
6.50%, 02/15/29 (a)(c)
|
1,706,000
|
1,686,949
|
|
8.63%, 06/15/32 (a)(c)
|
919,000
|
964,298
|
|
Uniti Services LLC
|
||
|
7.50%, 10/15/33 (a)(c)
|
2,087,000
|
2,197,937
|
|
Univision Communications, Inc.
|
||
|
4.50%, 05/01/29 (a)(c)
|
1,678,000
|
1,596,318
|
|
7.38%, 06/30/30 (a)(c)
|
1,667,000
|
1,661,422
|
|
8.50%, 07/31/31 (a)(c)
|
2,049,000
|
2,064,539
|
|
9.38%, 08/01/32 (a)(c)
|
2,332,000
|
2,390,190
|
|
8.88%, 04/15/33 (a)(c)
|
2,167,000
|
2,160,923
|
|
Versant Media Group, Inc.
|
||
|
7.25%, 01/30/31 (a)(c)
|
2,054,000
|
2,135,216
|
|
Viasat, Inc.
|
||
|
6.50%, 07/15/28 (a)(c)
|
1,279,000
|
1,277,718
|
|
7.50%, 05/30/31 (a)(c)
|
1,239,000
|
1,252,320
|
|
Virgin Media Finance PLC
|
||
|
5.00%, 07/15/30 (a)(c)
|
1,918,000
|
1,576,440
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Virgin Media O2 Vendor Financing Notes VI DAC
|
||
|
8.50%, 03/15/33 (a)(c)
|
1,044,000
|
901,443
|
|
Virgin Media Secured Finance PLC
|
||
|
5.50%, 05/15/29 (a)(c)
|
2,368,000
|
2,277,586
|
|
4.50%, 08/15/30 (a)(c)
|
2,024,000
|
1,762,573
|
|
Vmed O2 U.K. Financing I PLC
|
||
|
4.25%, 01/31/31 (a)(c)
|
2,544,000
|
2,128,952
|
|
4.75%, 07/15/31 (a)(c)
|
2,675,000
|
2,261,023
|
|
7.75%, 04/15/32 (a)(c)
|
1,228,000
|
1,148,041
|
|
6.75%, 01/15/33 (a)(c)
|
1,023,000
|
901,020
|
|
Vodafone Group PLC
|
||
|
7.00%, 04/04/79 (a)(b)
|
3,330,000
|
3,452,008
|
|
4.13%, 06/04/81 (a)(b)
|
2,413,000
|
2,249,687
|
|
5.13%, 06/04/81 (a)(b)
|
1,866,000
|
1,463,493
|
|
VZ Secured Financing BV
|
||
|
5.00%, 01/15/32 (a)(c)
|
2,662,000
|
2,313,181
|
|
7.50%, 01/15/33 (a)(c)
|
1,927,000
|
1,854,819
|
|
Windstream Services LLC/Windstream Escrow Finance Corp.
|
||
|
8.25%, 10/01/31 (a)(c)
|
3,563,000
|
3,761,815
|
|
Zegona Finance PLC
|
||
|
8.63%, 07/15/29 (a)(c)
|
1,209,000
|
1,266,177
|
|
Ziggo Bond Co. BV
|
||
|
5.13%, 02/28/30 (a)(c)
|
848,000
|
740,796
|
|
Ziggo BV
|
||
|
4.88%, 01/15/30 (a)(c)
|
2,002,000
|
1,873,295
|
|
|
|
363,354,286
|
|
Consumer Cyclical 17.4%
|
||
|
1011778 BC ULC/New Red Finance, Inc.
|
||
|
3.88%, 01/15/28 (a)(c)
|
2,640,000
|
2,596,002
|
|
4.38%, 01/15/28 (a)(c)
|
2,229,000
|
2,207,267
|
|
3.50%, 02/15/29 (a)(c)
|
1,818,000
|
1,749,066
|
|
6.13%, 06/15/29 (a)(c)
|
1,906,000
|
1,942,045
|
|
5.63%, 09/15/29 (a)(c)
|
1,135,000
|
1,144,889
|
|
4.00%, 10/15/30 (a)(c)
|
3,936,000
|
3,733,244
|
|
Academy Ltd.
|
||
|
5.88%, 05/15/31 (a)(c)
|
850,000
|
855,703
|
|
Adams Homes, Inc.
|
||
|
9.25%, 10/15/28 (a)(c)
|
945,000
|
978,300
|
|
Adient Global Holdings Ltd.
|
||
|
8.25%, 04/15/31 (a)(c)
|
558,000
|
582,184
|
|
7.50%, 02/15/33 (a)(c)
|
1,372,000
|
1,423,724
|
|
ADT Security Corp.
|
||
|
4.13%, 08/01/29 (a)(c)
|
1,271,000
|
1,221,363
|
|
4.88%, 07/15/32 (c)
|
1,521,000
|
1,441,085
|
|
5.88%, 10/15/33 (a)(c)
|
1,909,000
|
1,866,960
|
|
Advance Auto Parts, Inc.
|
||
|
1.75%, 10/01/27 (a)
|
1,099,000
|
1,052,999
|
|
5.95%, 03/09/28 (a)
|
567,000
|
574,038
|
|
3.90%, 04/15/30 (a)
|
928,000
|
867,084
|
|
7.00%, 08/01/30 (a)(c)
|
1,461,000
|
1,502,227
|
|
3.50%, 03/15/32 (a)
|
738,000
|
647,669
|
|
7.38%, 08/01/33 (a)(c)
|
1,637,000
|
1,704,174
|
|
Affinity Interactive
|
||
|
6.88%, 12/15/27 (a)(c)
|
642,000
|
373,576
|
|
Allied Universal Holdco LLC
|
||
|
7.88%, 02/15/31 (a)(c)
|
3,726,000
|
3,898,868
|
|
Allied Universal Holdco LLC/Allied Universal Finance Corp.
|
||
|
6.00%, 06/01/29 (a)(c)
|
1,023,000
|
1,015,499
|
|
6.88%, 06/15/30 (a)(c)
|
1,614,000
|
1,651,761
|
|
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL
|
||
|
4.63%, 06/01/28 (a)(c)
|
3,548,000
|
3,499,224
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Allison Transmission, Inc.
|
||
|
4.75%, 10/01/27 (a)(c)
|
985,000
|
985,075
|
|
5.88%, 06/01/29 (a)(c)
|
881,000
|
890,055
|
|
3.75%, 01/30/31 (a)(c)
|
1,525,000
|
1,429,175
|
|
5.88%, 12/01/33 (a)(c)
|
389,000
|
390,268
|
|
Allwyn Entertainment Financing U.K. PLC
|
||
|
7.88%, 04/30/29 (a)(c)
|
1,176,000
|
1,214,587
|
|
AMC Entertainment Holdings, Inc.
|
||
|
7.50%, 02/15/29 (a)(c)
|
855,000
|
746,671
|
|
American Axle & Manufacturing, Inc.
|
||
|
5.00%, 10/01/29 (a)
|
1,017,000
|
995,633
|
|
6.38%, 10/15/32 (a)(c)
|
1,438,000
|
1,444,274
|
|
7.75%, 10/15/33 (a)(c)
|
2,145,000
|
2,152,360
|
|
Angi Group LLC
|
||
|
3.88%, 08/15/28 (a)(c)
|
899,000
|
796,370
|
|
Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.
|
||
|
7.00%, 04/15/30 (a)(c)
|
1,082,000
|
1,092,188
|
|
Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp.
|
||
|
5.75%, 01/15/29 (a)(c)
|
1,041,000
|
1,028,048
|
|
5.25%, 04/15/30 (a)(c)
|
913,000
|
877,676
|
|
9.75%, 04/15/30 (a)(c)
|
850,000
|
916,388
|
|
Aptiv Swiss Holdings Ltd.
|
||
|
6.88%, 12/15/54 (a)(b)
|
1,037,000
|
1,064,223
|
|
Aramark Services, Inc.
|
||
|
5.00%, 02/01/28 (a)(c)
|
1,875,000
|
1,872,979
|
|
Arches Buyer, Inc.
|
||
|
4.25%, 06/01/28 (a)(c)
|
1,276,000
|
1,240,760
|
|
6.13%, 12/01/28 (a)(c)(d)
|
1,140,000
|
1,106,754
|
|
Arko Corp.
|
||
|
5.13%, 11/15/29 (a)(c)
|
715,000
|
656,932
|
|
Asbury Automotive Group, Inc.
|
||
|
4.50%, 03/01/28 (a)
|
1,343,000
|
1,334,295
|
|
4.63%, 11/15/29 (a)(c)
|
1,190,000
|
1,156,328
|
|
4.75%, 03/01/30 (a)
|
757,000
|
738,189
|
|
5.00%, 02/15/32 (a)(c)
|
772,000
|
737,448
|
|
Ashton Woods USA LLC/Ashton Woods Finance Co.
|
||
|
4.63%, 08/01/29 (a)(c)
|
681,000
|
654,626
|
|
4.63%, 04/01/30 (a)(c)
|
1,016,000
|
964,693
|
|
6.88%, 08/01/33 (a)(c)
|
777,000
|
762,566
|
|
Aston Martin Capital Holdings Ltd.
|
||
|
10.00%, 03/31/29 (a)(c)
|
1,822,000
|
1,481,723
|
|
Bath & Body Works, Inc.
|
||
|
5.25%, 02/01/28
|
694,000
|
696,268
|
|
7.50%, 06/15/29 (a)
|
1,364,000
|
1,385,767
|
|
6.63%, 10/01/30 (a)(c)
|
1,227,000
|
1,249,634
|
|
6.95%, 03/01/33
|
538,000
|
535,169
|
|
6.88%, 11/01/35
|
1,277,000
|
1,278,854
|
|
6.75%, 07/01/36
|
1,177,000
|
1,162,576
|
|
BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.
|
||
|
9.50%, 07/01/32 (a)(c)
|
942,000
|
857,789
|
|
Beazer Homes USA, Inc.
|
||
|
5.88%, 10/15/27 (a)
|
604,000
|
604,594
|
|
7.25%, 10/15/29 (a)
|
911,000
|
926,724
|
|
7.50%, 03/15/31 (a)(c)
|
442,000
|
447,401
|
|
Belron U.K. Finance PLC
|
||
|
5.75%, 10/15/29 (a)(c)
|
1,474,000
|
1,487,299
|
|
Bloomin' Brands, Inc./OSI Restaurant Partners LLC
|
||
|
5.13%, 04/15/29 (a)(c)
|
620,000
|
592,461
|
|
Boyd Gaming Corp.
|
||
|
4.75%, 12/01/27 (a)
|
1,177,000
|
1,173,990
|
|
4.75%, 06/15/31 (a)(c)
|
1,643,000
|
1,584,919
|
|
Boyne USA, Inc.
|
||
|
4.75%, 05/15/29 (a)(c)
|
1,496,000
|
1,474,662
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Brightstar Lottery PLC
|
||
|
5.25%, 01/15/29 (a)(c)
|
1,633,000
|
1,624,684
|
|
Brightstar Lottery PLC/Brightstar Global Solutions Corp.
|
||
|
5.75%, 01/15/33 (a)(c)
|
811,000
|
787,834
|
|
Brinker International, Inc.
|
||
|
8.25%, 07/15/30 (a)(c)
|
611,000
|
638,743
|
|
Brink's Co.
|
||
|
4.63%, 10/15/27 (a)(c)
|
993,000
|
988,728
|
|
6.50%, 06/15/29 (a)(c)
|
654,000
|
670,650
|
|
6.75%, 06/15/32 (a)(c)
|
1,137,000
|
1,165,868
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC
|
||
|
6.25%, 09/15/27 (a)(c)
|
1,221,000
|
1,226,524
|
|
5.00%, 06/15/29 (a)(c)
|
766,000
|
725,871
|
|
4.88%, 02/15/30 (a)(c)
|
924,000
|
855,055
|
|
Caesars Entertainment, Inc.
|
||
|
4.63%, 10/15/29 (a)(c)
|
2,358,000
|
2,273,476
|
|
7.00%, 02/15/30 (a)(c)
|
2,602,000
|
2,634,743
|
|
6.50%, 02/15/32 (a)(c)
|
2,348,000
|
2,291,291
|
|
6.00%, 10/15/32 (a)(c)(d)
|
1,856,000
|
1,663,462
|
|
Carnival Corp. Ltd.
|
||
|
5.13%, 05/01/29 (a)(c)
|
1,894,000
|
1,893,149
|
|
5.75%, 03/15/30 (a)(c)
|
1,506,000
|
1,522,274
|
|
5.88%, 06/15/31 (a)(c)
|
1,782,000
|
1,811,010
|
|
5.75%, 08/01/32 (a)(c)
|
5,071,000
|
5,128,972
|
|
6.13%, 02/15/33 (a)(c)
|
3,455,000
|
3,502,205
|
|
Carriage Services, Inc.
|
||
|
4.25%, 05/15/29 (a)(c)
|
936,000
|
896,262
|
|
Cars.com, Inc.
|
||
|
6.38%, 11/01/28 (a)(c)
|
1,085,000
|
1,064,993
|
|
Century Communities, Inc.
|
||
|
3.88%, 08/15/29 (a)(c)
|
890,000
|
841,129
|
|
6.63%, 09/15/33 (a)(c)
|
888,000
|
881,237
|
|
Champions Financing, Inc.
|
||
|
8.75%, 02/15/29 (a)(c)(d)
|
1,119,000
|
1,082,348
|
|
Churchill Downs, Inc.
|
||
|
4.75%, 01/15/28 (a)(c)
|
1,061,000
|
1,051,162
|
|
5.75%, 04/01/30 (a)(c)
|
1,702,000
|
1,703,462
|
|
6.75%, 05/01/31 (a)(c)
|
754,000
|
770,718
|
|
Cinemark USA, Inc.
|
||
|
5.25%, 07/15/28 (a)(c)
|
1,569,000
|
1,561,506
|
|
7.00%, 08/01/32 (a)(c)
|
732,000
|
758,094
|
|
Clarios Global LP/Clarios U.S. Finance Co.
|
||
|
6.75%, 05/15/28 (a)(c)
|
1,770,000
|
1,803,262
|
|
6.75%, 02/15/30 (a)(c)
|
1,210,000
|
1,251,491
|
|
6.75%, 09/15/32 (a)(c)
|
1,672,000
|
1,714,084
|
|
Cooper-Standard Automotive, Inc.
|
||
|
9.25%, 03/01/31 (a)(c)
|
1,924,000
|
1,947,107
|
|
CoreCivic, Inc.
|
||
|
8.25%, 04/15/29 (a)
|
1,077,000
|
1,123,282
|
|
Cougar JV Subsidiary LLC
|
||
|
8.00%, 05/15/32 (a)(c)
|
1,172,000
|
1,229,818
|
|
Crocs, Inc.
|
||
|
4.25%, 03/15/29 (a)(c)(d)
|
593,000
|
575,133
|
|
4.13%, 08/15/31 (a)(c)
|
854,000
|
795,767
|
|
Cushman & Wakefield U.S. Borrower LLC
|
||
|
6.75%, 05/15/28 (a)(c)
|
778,000
|
779,174
|
|
8.88%, 09/01/31 (a)(c)
|
1,409,000
|
1,487,216
|
|
Cyprium Corp./Cyprium Holdings Luxembourg SARL
|
||
|
6.13%, 04/15/31 (a)(c)
|
1,520,000
|
1,524,323
|
|
6.38%, 04/15/34 (a)(c)
|
1,400,000
|
1,400,641
|
|
Dealer Tire LLC/DT Issuer LLC
|
||
|
8.00%, 02/01/28 (a)(c)
|
859,000
|
849,485
|
|
Dexko Global, Inc.
|
||
|
7.50%, 04/15/32 (a)(c)(d)
|
1,281,320
|
1,108,906
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Dream Finders Homes, Inc.
|
||
|
8.25%, 08/15/28 (a)(c)
|
491,000
|
503,360
|
|
6.88%, 09/15/30 (a)(c)
|
558,000
|
551,132
|
|
Empire Communities Corp.
|
||
|
9.75%, 05/01/29 (a)(c)
|
868,000
|
892,517
|
|
Everforth, Inc.
|
||
|
4.63%, 05/15/28 (a)(c)
|
1,018,000
|
943,743
|
|
EZCORP, Inc.
|
||
|
7.38%, 04/01/32 (a)(c)
|
759,000
|
805,328
|
|
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.
|
||
|
4.63%, 01/15/29 (a)(c)
|
1,488,000
|
1,452,020
|
|
6.75%, 01/15/30 (a)(c)
|
1,816,000
|
1,773,360
|
|
Forestar Group, Inc.
|
||
|
5.00%, 03/01/28 (a)(c)
|
793,000
|
793,724
|
|
6.50%, 03/15/33 (a)(c)
|
892,000
|
896,009
|
|
Forvia SE
|
||
|
8.00%, 06/15/30 (a)(c)
|
559,000
|
590,608
|
|
6.75%, 09/15/33 (a)(c)
|
1,162,000
|
1,170,330
|
|
Full House Resorts, Inc.
|
||
|
8.25%, 02/15/28 (a)(c)(d)
|
961,000
|
941,780
|
|
Gap, Inc.
|
||
|
3.63%, 10/01/29 (a)(c)
|
1,238,000
|
1,159,592
|
|
3.88%, 10/01/31 (a)(c)
|
1,320,000
|
1,200,134
|
|
Garda World Security Corp.
|
||
|
6.00%, 06/01/29 (a)(c)
|
1,222,000
|
1,196,836
|
|
6.50%, 01/15/31 (a)(c)
|
1,126,000
|
1,146,034
|
|
8.25%, 08/01/32 (a)(c)
|
1,197,000
|
1,228,638
|
|
8.38%, 11/15/32 (a)(c)
|
1,734,000
|
1,798,307
|
|
Garrett Motion Holdings, Inc./Garrett LX I SARL
|
||
|
7.75%, 05/31/32 (a)(c)
|
1,073,000
|
1,125,219
|
|
Gee Automotive Holdings LLC
|
||
|
7.25%, 03/01/31 (a)(c)
|
400,000
|
404,522
|
|
Genting New York LLC/GENNY Capital, Inc.
|
||
|
7.25%, 10/01/29 (a)(c)
|
533,000
|
546,078
|
|
GEO Group, Inc.
|
||
|
8.63%, 04/15/29 (a)
|
1,116,000
|
1,164,704
|
|
10.25%, 04/15/31 (a)
|
971,000
|
1,052,947
|
|
Global Auto Holdings Ltd./AAG FH U.K. Ltd.
|
||
|
8.38%, 01/15/29 (a)(c)
|
911,000
|
890,398
|
|
11.50%, 08/15/29 (a)(c)
|
968,000
|
1,002,664
|
|
8.75%, 01/15/32 (a)(c)
|
924,000
|
868,244
|
|
Goodyear Tire & Rubber Co.
|
||
|
5.00%, 07/15/29 (a)
|
915,000
|
874,389
|
|
6.63%, 07/15/30 (a)
|
786,000
|
769,052
|
|
5.25%, 04/30/31 (a)
|
650,000
|
580,863
|
|
5.25%, 07/15/31 (a)
|
1,274,000
|
1,131,728
|
|
5.63%, 04/30/33 (a)(d)
|
1,039,000
|
905,948
|
|
Great Canadian Gaming Corp./Raptor LLC
|
||
|
8.75%, 11/15/29 (a)(c)
|
964,000
|
951,530
|
|
Group 1 Automotive, Inc.
|
||
|
4.00%, 08/15/28 (a)(c)
|
1,394,000
|
1,356,745
|
|
6.38%, 01/15/30 (a)(c)
|
785,000
|
798,439
|
|
Hilton Domestic Operating Co., Inc.
|
||
|
5.88%, 04/01/29 (a)(c)
|
1,165,000
|
1,183,406
|
|
3.75%, 05/01/29 (a)(c)
|
1,692,000
|
1,637,934
|
|
4.88%, 01/15/30 (a)
|
1,765,000
|
1,746,682
|
|
4.00%, 05/01/31 (a)(c)
|
2,048,000
|
1,942,794
|
|
5.50%, 09/15/31 (a)(c)
|
1,350,000
|
1,358,544
|
|
3.63%, 02/15/32 (a)(c)
|
2,682,000
|
2,464,110
|
|
6.13%, 04/01/32 (a)(c)
|
843,000
|
859,908
|
|
5.88%, 03/15/33 (a)(c)
|
1,735,000
|
1,755,667
|
|
5.75%, 09/15/33 (a)(c)
|
2,084,000
|
2,103,529
|
|
5.50%, 03/31/34 (a)(c)
|
859,000
|
855,499
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.
|
||
|
5.00%, 06/01/29 (a)(c)
|
1,511,000
|
1,471,013
|
|
4.88%, 07/01/31 (a)(c)
|
1,118,000
|
1,043,493
|
|
6.63%, 01/15/32 (a)(c)
|
1,440,000
|
1,465,394
|
|
Jacobs Entertainment, Inc.
|
||
|
6.75%, 02/15/29 (a)(c)
|
948,000
|
932,529
|
|
Jaguar Land Rover Automotive PLC
|
||
|
4.50%, 10/01/27 (a)(c)(d)
|
1,210,000
|
1,198,737
|
|
5.88%, 01/15/28 (a)(c)
|
716,000
|
716,736
|
|
5.50%, 07/15/29 (a)(c)
|
1,062,000
|
1,056,091
|
|
JB Poindexter & Co., Inc.
|
||
|
8.75%, 12/15/31 (a)(c)
|
1,549,000
|
1,594,824
|
|
K Hovnanian Enterprises, Inc.
|
||
|
8.00%, 04/01/31 (a)(c)
|
840,000
|
849,711
|
|
8.38%, 10/01/33 (a)(c)
|
793,000
|
801,222
|
|
KB Home
|
||
|
6.88%, 06/15/27 (a)
|
880,000
|
889,469
|
|
4.80%, 11/15/29 (a)
|
484,000
|
475,126
|
|
7.25%, 07/15/30 (a)
|
676,000
|
691,555
|
|
4.00%, 06/15/31 (a)
|
945,000
|
880,334
|
|
Ken Garff Automotive LLC
|
||
|
4.88%, 09/15/28 (a)(c)
|
802,000
|
794,830
|
|
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC
|
||
|
4.75%, 06/01/27 (a)(c)
|
1,563,000
|
1,564,128
|
|
Kingpin Intermediate Holdings LLC
|
||
|
7.25%, 10/15/32 (a)(c)
|
933,000
|
810,388
|
|
Kohl's Corp.
|
||
|
10.00%, 06/01/30 (a)(c)
|
730,000
|
794,424
|
|
5.13%, 05/01/31 (a)(f)
|
803,000
|
688,090
|
|
5.55%, 07/17/45 (a)
|
802,000
|
513,879
|
|
Kontoor Brands, Inc.
|
||
|
4.13%, 11/15/29 (a)(c)
|
1,178,000
|
1,128,789
|
|
Korn Ferry
|
||
|
4.63%, 12/15/27 (a)(c)
|
829,000
|
823,250
|
|
LCM Investments Holdings II LLC
|
||
|
4.88%, 05/01/29 (a)(c)
|
1,774,000
|
1,732,713
|
|
8.25%, 08/01/31 (a)(c)
|
1,419,000
|
1,481,470
|
|
Levi Strauss & Co.
|
||
|
3.50%, 03/01/31 (a)(c)
|
1,299,000
|
1,196,960
|
|
LGI Homes, Inc.
|
||
|
8.75%, 12/15/28 (a)(c)
|
593,000
|
615,221
|
|
4.00%, 07/15/29 (a)(c)
|
610,000
|
560,308
|
|
7.00%, 11/15/32 (a)(c)(d)
|
765,000
|
738,973
|
|
Life Time, Inc.
|
||
|
6.00%, 11/15/31 (a)(c)
|
1,037,000
|
1,054,137
|
|
Light & Wonder International, Inc.
|
||
|
7.25%, 11/15/29 (a)(c)
|
854,000
|
875,437
|
|
7.50%, 09/01/31 (a)(c)
|
1,358,000
|
1,416,185
|
|
6.25%, 10/01/33 (a)(c)
|
1,709,000
|
1,690,996
|
|
Lindblad Expeditions LLC
|
||
|
7.00%, 09/15/30 (a)(c)
|
1,193,000
|
1,228,748
|
|
Lithia Motors, Inc.
|
||
|
4.63%, 12/15/27 (a)(c)
|
1,495,000
|
1,488,245
|
|
3.88%, 06/01/29 (a)(c)
|
1,031,000
|
988,665
|
|
5.50%, 10/01/30 (a)(c)
|
1,030,000
|
1,021,827
|
|
4.38%, 01/15/31 (a)(c)
|
632,000
|
599,253
|
|
Live Nation Entertainment, Inc.
|
||
|
4.75%, 10/15/27 (a)(c)
|
1,573,000
|
1,567,758
|
|
3.75%, 01/15/28 (a)(c)
|
1,255,000
|
1,231,346
|
|
M/I Homes, Inc.
|
||
|
4.95%, 02/01/28 (a)
|
895,000
|
895,395
|
|
3.95%, 02/15/30 (a)
|
693,000
|
659,869
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Macy's Retail Holdings LLC
|
||
|
6.13%, 03/15/32 (a)(c)
|
913,000
|
913,984
|
|
7.38%, 08/01/33 (a)(c)
|
786,000
|
821,591
|
|
4.50%, 12/15/34 (a)
|
878,000
|
774,395
|
|
5.13%, 01/15/42 (a)
|
698,000
|
543,190
|
|
Marriott Ownership Resorts, Inc.
|
||
|
4.75%, 01/15/28 (a)
|
725,000
|
723,607
|
|
4.50%, 06/15/29 (a)(c)
|
869,000
|
838,783
|
|
6.50%, 10/01/33 (a)(c)
|
1,182,000
|
1,160,704
|
|
Match Group Holdings II LLC
|
||
|
5.00%, 12/15/27 (a)(c)
|
1,018,000
|
1,014,721
|
|
4.63%, 06/01/28 (a)(c)
|
1,188,000
|
1,172,473
|
|
5.63%, 02/15/29 (a)(c)
|
707,000
|
707,764
|
|
4.13%, 08/01/30 (a)(c)
|
760,000
|
715,798
|
|
3.63%, 10/01/31 (a)(c)
|
596,000
|
534,131
|
|
6.13%, 09/15/33 (a)(c)
|
1,205,000
|
1,185,781
|
|
Mattamy Group Corp.
|
||
|
4.63%, 03/01/30 (a)(c)
|
1,249,000
|
1,198,842
|
|
6.00%, 12/15/33 (a)(c)
|
854,000
|
815,784
|
|
Mavis Tire Express Services Topco Corp.
|
||
|
6.50%, 05/15/29 (a)(c)
|
1,332,000
|
1,331,471
|
|
Men's Wearhouse LLC
|
||
|
9.00%, 02/01/31 (a)(c)
|
935,000
|
984,434
|
|
Merlin Entertainments Group U.S. Holdings, Inc.
|
||
|
7.38%, 02/15/31 (a)(c)
|
932,000
|
783,538
|
|
MGM Resorts International
|
||
|
4.75%, 10/15/28 (a)
|
2,082,000
|
2,064,103
|
|
6.13%, 09/15/29 (a)
|
1,020,000
|
1,035,529
|
|
6.50%, 04/15/32 (a)(d)
|
972,000
|
991,006
|
|
Michaels Cos., Inc.
|
||
|
8.50%, 03/15/33 (a)(c)
|
4,000,000
|
3,908,735
|
|
11.00%, 03/15/34 (a)(c)
|
1,031,000
|
975,697
|
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.
|
||
|
4.88%, 05/01/29 (a)(c)
|
1,335,000
|
1,300,096
|
|
Millrose Properties, Inc.
|
||
|
6.38%, 08/01/30 (a)(c)
|
2,127,000
|
2,158,403
|
|
6.25%, 09/15/32 (a)(c)
|
1,300,000
|
1,307,227
|
|
Mohegan Tribal Gaming Authority/MS Digital Entertainment Holdings LLC
|
||
|
8.25%, 04/15/30 (a)(c)
|
820,000
|
856,419
|
|
11.88%, 04/15/31 (a)(c)
|
1,347,000
|
1,464,341
|
|
Motion Bondco DAC
|
||
|
6.63%, 11/15/27 (a)(c)(d)
|
793,000
|
764,177
|
|
Motion Finco SARL
|
||
|
8.38%, 02/15/32 (a)(c)
|
787,000
|
644,650
|
|
Murphy Oil USA, Inc.
|
||
|
5.63%, 05/01/27 (a)
|
623,000
|
623,399
|
|
4.75%, 09/15/29 (a)
|
874,000
|
859,882
|
|
3.75%, 02/15/31 (a)(c)
|
1,062,000
|
990,194
|
|
5.88%, 06/01/34 (a)(c)
|
1,000,000
|
1,004,142
|
|
NCL Corp. Ltd.
|
||
|
7.75%, 02/15/29 (a)(c)
|
573,000
|
600,093
|
|
6.25%, 03/01/30 (a)(c)
|
1,389,000
|
1,373,939
|
|
5.88%, 01/15/31 (a)(c)
|
2,086,000
|
2,017,511
|
|
6.75%, 02/01/32 (a)(c)
|
2,855,000
|
2,832,032
|
|
6.25%, 09/15/33 (a)(c)
|
1,533,000
|
1,470,941
|
|
NCL Finance Ltd.
|
||
|
6.13%, 03/15/28 (a)(c)
|
783,000
|
791,597
|
|
New Flyer Holdings, Inc.
|
||
|
9.25%, 07/01/30 (a)(c)
|
802,000
|
861,338
|
|
Newmark Group, Inc.
|
||
|
7.50%, 01/12/29 (a)
|
802,000
|
842,204
|
|
Nissan Motor Acceptance Co. LLC
|
||
|
5.30%, 09/13/27 (c)
|
349,000
|
348,778
|
|
2.75%, 03/09/28 (a)(c)
|
1,514,000
|
1,440,070
|
|
2.45%, 09/15/28 (a)(c)
|
1,157,000
|
1,078,381
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
7.05%, 09/15/28 (a)(c)
|
1,467,000
|
1,507,810
|
|
5.63%, 09/29/28 (a)(c)
|
1,697,000
|
1,694,993
|
|
5.55%, 09/13/29 (a)(c)
|
1,012,000
|
995,284
|
|
6.13%, 09/30/30 (a)(c)
|
2,472,000
|
2,442,725
|
|
Nissan Motor Co. Ltd.
|
||
|
4.35%, 09/17/27 (a)(c)
|
2,698,000
|
2,663,221
|
|
7.50%, 07/17/30 (a)(c)
|
1,846,000
|
1,913,337
|
|
4.81%, 09/17/30 (a)(c)
|
3,436,000
|
3,220,489
|
|
7.75%, 07/17/32 (a)(c)
|
1,464,000
|
1,532,869
|
|
8.13%, 07/17/35 (a)(c)
|
2,160,000
|
2,295,596
|
|
Nordstrom, Inc.
|
||
|
6.95%, 03/15/28
|
806,000
|
825,411
|
|
4.38%, 04/01/30 (a)
|
756,000
|
723,249
|
|
4.25%, 08/01/31 (a)
|
594,000
|
548,250
|
|
5.00%, 01/15/44 (a)
|
1,650,000
|
1,163,116
|
|
Ontario Gaming GTA LP/OTG Co-Issuer, Inc.
|
||
|
8.00%, 08/01/30 (a)(c)
|
820,000
|
795,734
|
|
OT Midco, Inc.
|
||
|
10.00%, 02/15/30 (a)(c)
|
1,036,000
|
402,041
|
|
Papa John's International, Inc.
|
||
|
3.88%, 09/15/29 (a)(c)
|
915,000
|
879,926
|
|
Penn Entertainment, Inc.
|
||
|
4.13%, 07/01/29 (a)(c)
|
584,000
|
559,510
|
|
6.75%, 04/01/31 (a)(c)
|
1,000,000
|
996,750
|
|
Penske Automotive Group, Inc.
|
||
|
3.75%, 06/15/29 (a)(c)
|
650,000
|
623,300
|
|
Petco Health & Wellness Co., Inc.
|
||
|
8.25%, 02/01/31 (a)(c)
|
1,153,000
|
1,155,826
|
|
PetSmart LLC/PetSmart Finance Corp.
|
||
|
7.50%, 09/15/32 (a)
|
2,841,000
|
2,865,242
|
|
10.00%, 09/15/33 (a)
|
1,482,000
|
1,497,016
|
|
Phinia, Inc.
|
||
|
6.75%, 04/15/29 (a)(c)
|
896,000
|
922,101
|
|
6.63%, 10/15/32 (a)(c)
|
899,000
|
922,989
|
|
Pioneer Opco LLC
|
||
|
7.00%, 05/15/33 (a)(c)
|
1,000,000
|
1,022,851
|
|
PM General Purchaser LLC
|
||
|
9.50%, 10/01/28 (a)(c)(d)
|
1,171,000
|
1,042,992
|
|
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.
|
||
|
5.63%, 09/01/29 (a)(c)
|
1,048,000
|
613,197
|
|
5.88%, 09/01/31 (a)(c)
|
1,460,000
|
735,110
|
|
Prime Security Services Borrower LLC/Prime Finance, Inc.
|
||
|
3.38%, 08/31/27 (a)(c)
|
1,454,000
|
1,426,393
|
|
Rakuten Group, Inc.
|
||
|
9.75%, 04/15/29 (c)
|
3,323,000
|
3,633,979
|
|
8.13%, 12/15/29 (a)(b)(c)(e)
|
1,001,000
|
1,032,824
|
|
6.25%, 04/22/31 (a)(b)(c)(e)
|
1,981,000
|
1,889,921
|
|
Raven Acquisition Holdings LLC
|
||
|
6.88%, 11/15/31 (a)(c)
|
2,141,000
|
2,101,033
|
|
Resorts World Las Vegas LLC/RWLV Capital, Inc.
|
||
|
4.63%, 04/16/29 (a)(c)
|
1,525,000
|
1,389,361
|
|
8.45%, 07/27/30 (a)(c)
|
975,000
|
973,335
|
|
4.63%, 04/06/31 (a)(c)
|
600,000
|
508,466
|
|
Risewell Homes, Inc.
|
||
|
9.25%, 10/01/29 (a)(c)
|
927,000
|
968,176
|
|
8.50%, 11/01/30 (a)(c)
|
609,000
|
615,652
|
|
Rivers Enterprise Borrower LLC
|
||
|
6.25%, 10/15/30 (a)(c)
|
1,090,000
|
1,099,508
|
|
Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp.
|
||
|
6.63%, 02/01/33 (a)(c)
|
1,188,000
|
1,206,381
|
|
S&S Holdings LLC
|
||
|
8.38%, 10/01/31 (a)(c)
|
1,079,000
|
1,035,630
|
|
Sally Holdings LLC/Sally Capital, Inc.
|
||
|
6.75%, 04/01/32 (a)(d)
|
1,124,000
|
1,155,882
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc.
|
||
|
6.63%, 03/01/30 (a)(c)
|
1,503,000
|
1,299,169
|
|
SeaWorld Parks & Entertainment, Inc.
|
||
|
5.25%, 08/15/29 (a)(c)
|
1,390,000
|
1,353,695
|
|
Service Corp. International
|
||
|
4.63%, 12/15/27 (a)
|
1,715,000
|
1,709,663
|
|
5.13%, 06/01/29 (a)
|
1,635,000
|
1,634,454
|
|
3.38%, 08/15/30 (a)
|
1,217,000
|
1,132,170
|
|
4.00%, 05/15/31 (a)
|
875,000
|
824,044
|
|
5.75%, 10/15/32 (a)
|
952,000
|
960,919
|
|
Shea Homes LP/Shea Homes Funding Corp.
|
||
|
4.75%, 02/15/28 (a)
|
890,000
|
885,544
|
|
4.75%, 04/01/29 (a)
|
932,000
|
910,534
|
|
Signal Parent, Inc.
|
||
|
6.13%, 04/01/29 (a)(c)
|
599,000
|
240,349
|
|
Six Flags Entertainment Corp.
|
||
|
7.25%, 05/15/31 (a)(c)
|
1,280,000
|
1,277,236
|
|
Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management
Corp.
|
||
|
6.50%, 10/01/28 (a)
|
910,000
|
917,467
|
|
5.25%, 07/15/29 (a)
|
968,000
|
938,517
|
|
Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations
LLC
|
||
|
8.63%, 01/15/32 (a)(c)
|
2,032,000
|
2,088,368
|
|
Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland
Co.
|
||
|
6.63%, 05/01/32 (a)(c)
|
1,551,000
|
1,586,068
|
|
Sonic Automotive, Inc.
|
||
|
4.63%, 11/15/29 (a)(c)
|
1,043,000
|
1,022,866
|
|
4.88%, 11/15/31 (a)(c)
|
1,113,000
|
1,065,831
|
|
Sotheby's
|
||
|
8.25%, 04/15/31 (a)(c)
|
1,400,000
|
1,379,536
|
|
Sotheby's/Bidfair Holdings, Inc.
|
||
|
5.88%, 06/01/29 (a)(c)
|
537,000
|
513,448
|
|
Speedway Motorsports LLC/Speedway Funding II, Inc.
|
||
|
4.88%, 11/01/27 (a)(c)
|
1,165,000
|
1,156,086
|
|
Staples, Inc.
|
||
|
10.75%, 09/01/29 (a)(c)
|
4,043,000
|
3,849,791
|
|
12.75%, 01/15/30 (a)(c)
|
1,586,800
|
1,215,919
|
|
Station Casinos LLC
|
||
|
4.50%, 02/15/28 (a)(c)
|
926,000
|
913,399
|
|
4.63%, 12/01/31 (a)(c)
|
840,000
|
795,740
|
|
6.63%, 03/15/32 (a)(c)
|
1,048,000
|
1,064,146
|
|
STL Holding Co. LLC
|
||
|
8.75%, 02/15/29 (a)(c)
|
791,000
|
824,771
|
|
StoneMor, Inc.
|
||
|
8.50%, 05/15/29 (a)(c)
|
702,000
|
691,308
|
|
Taylor Morrison Communities, Inc.
|
||
|
5.75%, 01/15/28 (a)(c)
|
751,000
|
758,749
|
|
5.13%, 08/01/30 (a)(c)
|
1,107,000
|
1,096,691
|
|
5.75%, 11/15/32 (a)(c)
|
615,000
|
618,496
|
|
Tenneco, Inc.
|
||
|
8.00%, 11/17/28 (a)(c)
|
2,915,000
|
2,922,675
|
|
TKC Holdings, Inc.
|
||
|
8.50%, 08/15/30 (a)(c)
|
1,800,000
|
1,842,145
|
|
12.00%, 02/15/31 (a)(c)
|
1,264,000
|
1,316,988
|
|
Travel & Leisure Co.
|
||
|
4.50%, 12/01/29 (a)(c)
|
1,168,000
|
1,129,376
|
|
4.63%, 03/01/30 (a)(c)
|
819,000
|
788,166
|
|
6.25%, 06/01/31 (a)(c)
|
1,500,000
|
1,509,419
|
|
6.13%, 09/01/33 (a)(c)
|
863,000
|
848,562
|
|
Tri Pointe Homes, Inc.
|
||
|
5.25%, 06/01/27 (a)
|
672,000
|
671,646
|
|
5.70%, 06/15/28 (a)
|
1,118,000
|
1,127,035
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
TriNet Group, Inc.
|
||
|
3.50%, 03/01/29 (a)(c)
|
1,025,000
|
959,015
|
|
7.13%, 08/15/31 (a)(c)
|
1,068,000
|
1,075,742
|
|
Under Armour, Inc.
|
||
|
7.25%, 07/15/30 (a)(c)
|
863,000
|
877,182
|
|
Universal Entertainment Corp.
|
||
|
9.88%, 08/01/29 (a)(c)
|
525,000
|
507,931
|
|
Upbound Group, Inc.
|
||
|
6.38%, 02/15/29 (a)(c)
|
906,000
|
897,563
|
|
Vail Resorts, Inc.
|
||
|
5.63%, 07/15/30 (a)(c)
|
712,000
|
714,147
|
|
6.50%, 05/15/32 (a)(c)
|
1,237,000
|
1,260,963
|
|
Valvoline, Inc.
|
||
|
3.63%, 06/15/31 (a)(c)
|
1,028,000
|
938,404
|
|
VF Corp.
|
||
|
2.95%, 04/23/30 (a)
|
1,055,000
|
955,686
|
|
6.00%, 10/15/33
|
937,000
|
936,236
|
|
6.45%, 11/01/37
|
864,000
|
831,348
|
|
Victoria's Secret & Co.
|
||
|
4.63%, 07/15/29 (a)(c)
|
1,128,000
|
1,089,566
|
|
Victra Holdings LLC/Victra Finance Corp.
|
||
|
8.75%, 09/15/29 (a)(c)
|
809,000
|
840,293
|
|
Viking Cruises Ltd.
|
||
|
7.00%, 02/15/29 (a)(c)
|
824,000
|
829,612
|
|
9.13%, 07/15/31 (a)(c)
|
1,453,000
|
1,528,739
|
|
5.88%, 10/15/33 (a)(c)
|
2,530,000
|
2,536,570
|
|
Voyager Parent LLC
|
||
|
9.25%, 07/01/32 (a)(c)
|
2,287,000
|
2,427,297
|
|
VT Topco, Inc.
|
||
|
8.50%, 08/15/30 (a)(c)(d)
|
903,000
|
927,982
|
|
Wabash National Corp.
|
||
|
4.50%, 10/15/28 (a)(c)
|
730,000
|
621,390
|
|
Wand NewCo 3, Inc.
|
||
|
7.63%, 01/30/32 (a)(c)
|
1,684,000
|
1,742,627
|
|
Wayfair LLC
|
||
|
7.25%, 10/31/29 (a)(c)
|
1,428,000
|
1,470,467
|
|
7.75%, 09/15/30 (a)(c)
|
1,193,000
|
1,242,984
|
|
6.75%, 11/15/32 (a)(c)
|
1,165,000
|
1,184,444
|
|
7.13%, 05/31/34 (a)(c)
|
700,000
|
713,637
|
|
Weekley Homes LLC/Weekley Finance Corp.
|
||
|
4.88%, 09/15/28 (a)(c)
|
1,154,000
|
1,130,169
|
|
6.75%, 01/15/34 (a)(c)
|
870,000
|
857,262
|
|
William Carter Co.
|
||
|
7.38%, 02/15/31 (a)(c)
|
1,030,000
|
1,065,262
|
|
Wolverine World Wide, Inc.
|
||
|
4.00%, 08/15/29 (a)(c)
|
1,026,000
|
967,468
|
|
Wyndham Hotels & Resorts, Inc.
|
||
|
4.38%, 08/15/28 (a)(c)
|
953,000
|
940,174
|
|
5.63%, 03/01/33 (a)(c)
|
1,000,000
|
986,416
|
|
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.
|
||
|
5.13%, 10/01/29 (a)(c)
|
1,697,000
|
1,685,144
|
|
7.13%, 02/15/31 (a)(c)
|
1,285,000
|
1,358,034
|
|
6.25%, 03/15/33 (a)(c)
|
1,544,000
|
1,550,334
|
|
Yum! Brands, Inc.
|
||
|
4.75%, 01/15/30 (a)(c)
|
1,486,000
|
1,466,009
|
|
3.63%, 03/15/31 (a)
|
1,470,000
|
1,368,403
|
|
4.63%, 01/31/32 (a)
|
1,404,000
|
1,349,035
|
|
5.38%, 04/01/32 (a)
|
1,602,000
|
1,600,764
|
|
6.88%, 11/15/37
|
1,463,000
|
1,608,250
|
|
ZF North America Capital, Inc.
|
||
|
6.88%, 04/14/28 (a)(c)
|
1,102,000
|
1,129,002
|
|
7.13%, 04/14/30 (a)(c)
|
1,111,000
|
1,120,129
|
|
6.75%, 04/23/30 (a)(c)
|
1,478,000
|
1,472,350
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
7.50%, 03/24/31 (a)(c)
|
2,291,000
|
2,315,682
|
|
6.88%, 04/23/32 (a)(c)
|
1,285,000
|
1,264,488
|
|
ZipRecruiter, Inc.
|
||
|
5.00%, 01/15/30 (a)(c)
|
1,068,000
|
739,682
|
|
|
|
440,313,213
|
|
Consumer Non-Cyclical 10.6%
|
||
|
1261229 BC Ltd.
|
||
|
10.00%, 04/15/32 (a)(c)
|
10,389,000
|
10,646,254
|
|
Acadia Healthcare Co., Inc.
|
||
|
5.50%, 07/01/28 (a)(c)
|
864,000
|
860,719
|
|
5.00%, 04/15/29 (a)(c)
|
1,193,000
|
1,168,359
|
|
7.38%, 03/15/33 (a)(c)
|
878,000
|
901,774
|
|
Accendra Health, Inc.
|
||
|
4.50%, 03/31/29 (a)(c)(d)
|
478,000
|
377,144
|
|
6.63%, 04/01/30 (a)(c)(d)
|
1,094,000
|
661,119
|
|
ACCO Brands Corp.
|
||
|
4.25%, 03/15/29 (a)(c)
|
1,178,000
|
1,085,253
|
|
Acushnet Co.
|
||
|
5.63%, 12/01/33 (a)(c)
|
895,000
|
890,240
|
|
Adapthealth LLC
|
||
|
6.13%, 08/01/28 (a)(c)
|
849,000
|
848,682
|
|
4.63%, 08/01/29 (a)(c)
|
1,001,000
|
966,745
|
|
5.13%, 03/01/30 (a)(c)
|
995,000
|
964,702
|
|
AHP Health Partners, Inc.
|
||
|
5.75%, 07/15/29 (a)(c)
|
907,000
|
899,850
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC
|
||
|
6.50%, 02/15/28 (a)(c)
|
1,242,000
|
1,255,975
|
|
3.50%, 03/15/29 (a)(c)
|
1,612,000
|
1,538,970
|
|
4.88%, 02/15/30 (a)(c)
|
1,952,000
|
1,902,246
|
|
5.50%, 03/31/31 (a)(c)
|
1,211,000
|
1,193,928
|
|
5.63%, 03/31/32 (a)(c)
|
2,230,000
|
2,178,800
|
|
6.25%, 03/15/33 (a)(c)
|
1,048,000
|
1,050,645
|
|
5.75%, 03/31/34 (a)(c)
|
2,369,000
|
2,285,152
|
|
AMN Healthcare, Inc.
|
||
|
4.00%, 04/15/29 (a)(c)
|
513,000
|
495,695
|
|
6.50%, 01/15/31 (a)(c)
|
775,000
|
779,601
|
|
Amneal Pharmaceuticals LLC
|
||
|
6.88%, 08/01/32 (a)(c)
|
869,000
|
901,249
|
|
Avantor Funding, Inc.
|
||
|
4.63%, 07/15/28 (a)(c)
|
2,468,000
|
2,443,650
|
|
3.88%, 11/01/29 (a)(c)
|
1,521,000
|
1,445,297
|
|
B&G Foods, Inc.
|
||
|
5.25%, 09/15/27 (a)(d)
|
1,050,000
|
1,024,569
|
|
8.00%, 09/15/28 (a)(c)(d)
|
1,267,000
|
1,255,503
|
|
Bausch & Lomb Corp.
|
||
|
8.38%, 10/01/28 (a)(c)
|
2,258,000
|
2,334,208
|
|
Bausch Health Cos., Inc.
|
||
|
5.00%, 01/30/28 (a)(c)(d)
|
589,000
|
496,713
|
|
4.88%, 06/01/28 (a)(c)(d)
|
397,000
|
367,410
|
|
11.00%, 09/30/28 (c)(d)
|
1,475,000
|
1,540,837
|
|
5.00%, 02/15/29 (a)(c)
|
759,000
|
529,349
|
|
6.25%, 02/15/29 (a)(c)
|
1,211,000
|
867,379
|
|
7.25%, 05/30/29 (a)(c)
|
616,000
|
439,405
|
|
5.25%, 01/30/30 (a)(c)(d)
|
1,417,000
|
871,192
|
|
14.00%, 10/15/30 (a)(c)
|
718,000
|
686,939
|
|
5.25%, 02/15/31 (a)(c)
|
1,022,000
|
579,228
|
|
BellRing Brands, Inc.
|
||
|
7.00%, 03/15/30 (a)(c)
|
1,353,000
|
1,344,161
|
|
BioMarin Pharmaceutical, Inc.
|
||
|
5.50%, 02/15/34 (a)(c)
|
1,016,000
|
1,004,257
|
|
C&S Group Enterprises LLC
|
||
|
5.00%, 12/15/28 (a)(c)
|
1,000,000
|
941,923
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
CD&R Smokey Buyer, Inc./Radio Systems Corp.
|
||
|
9.50%, 10/15/29 (a)(c)
|
1,362,000
|
819,177
|
|
Central Garden & Pet Co.
|
||
|
5.13%, 02/01/28 (a)
|
506,000
|
505,400
|
|
4.13%, 10/15/30 (a)
|
823,000
|
779,029
|
|
4.13%, 04/30/31 (a)(c)
|
588,000
|
554,004
|
|
Champ Acquisition Corp.
|
||
|
8.38%, 12/01/31 (a)(c)
|
703,000
|
738,657
|
|
Charles River Laboratories International, Inc.
|
||
|
4.25%, 05/01/28 (a)(c)
|
1,485,000
|
1,458,034
|
|
3.75%, 03/15/29 (a)(c)
|
1,001,000
|
959,766
|
|
4.00%, 03/15/31 (a)(c)
|
460,000
|
431,171
|
|
Chobani LLC/Chobani Finance Corp., Inc.
|
||
|
4.63%, 11/15/28 (a)(c)
|
870,000
|
862,315
|
|
7.63%, 07/01/29 (a)(c)
|
818,000
|
844,395
|
|
6.38%, 04/15/34 (a)(c)
|
1,400,000
|
1,424,542
|
|
CHS/Community Health Systems, Inc.
|
||
|
6.00%, 01/15/29 (a)(c)
|
1,692,000
|
1,676,654
|
|
6.88%, 04/15/29 (a)(c)
|
2,514,000
|
2,489,279
|
|
6.13%, 04/01/30 (a)(c)
|
2,584,000
|
2,351,998
|
|
5.25%, 05/15/30 (a)(c)
|
2,478,000
|
2,337,305
|
|
4.75%, 02/15/31 (a)(c)(d)
|
1,897,000
|
1,745,737
|
|
10.88%, 01/15/32 (a)(c)
|
2,410,000
|
2,599,768
|
|
9.75%, 01/15/34 (a)(c)
|
2,988,000
|
3,137,908
|
|
Concentra Health Services, Inc.
|
||
|
6.88%, 07/15/32 (a)(c)
|
1,184,000
|
1,226,961
|
|
CVS Health Corp.
|
||
|
6.75%, 12/10/54 (a)(b)
|
1,715,000
|
1,789,191
|
|
7.00%, 03/10/55 (a)(b)
|
3,166,000
|
3,301,059
|
|
Darling Ingredients, Inc.
|
||
|
6.00%, 06/15/30 (a)(c)
|
1,750,000
|
1,767,805
|
|
DaVita, Inc.
|
||
|
4.63%, 06/01/30 (a)(c)
|
4,510,000
|
4,384,683
|
|
3.75%, 02/15/31 (a)(c)
|
2,133,000
|
1,984,372
|
|
6.88%, 09/01/32 (a)(c)
|
2,113,000
|
2,189,868
|
|
6.75%, 07/15/33 (a)
|
1,296,000
|
1,340,496
|
|
Dentsply Sirona, Inc.
|
||
|
8.38%, 09/12/55 (a)(b)
|
1,030,000
|
1,039,000
|
|
Edgewell Personal Care Co.
|
||
|
5.50%, 06/01/28 (a)(c)
|
1,452,000
|
1,447,574
|
|
4.13%, 04/01/29 (a)(c)
|
980,000
|
937,267
|
|
Elanco Animal Health, Inc.
|
||
|
6.40%, 08/28/28 (a)(f)
|
1,376,000
|
1,415,297
|
|
Embecta Corp.
|
||
|
5.00%, 02/15/30 (a)(c)(d)
|
1,056,000
|
817,642
|
|
Emergent BioSolutions, Inc.
|
||
|
3.88%, 08/15/28 (a)(c)
|
926,000
|
842,642
|
|
Encompass Health Corp.
|
||
|
4.50%, 02/01/28 (a)
|
1,437,000
|
1,431,429
|
|
4.75%, 02/01/30 (a)
|
840,000
|
826,852
|
|
4.63%, 04/01/31 (a)
|
1,217,000
|
1,178,497
|
|
5.88%, 06/01/34 (a)(c)
|
250,000
|
251,701
|
|
Endo Finance Holdings LP
|
||
|
8.50%, 04/15/31 (a)(c)
|
1,405,000
|
1,498,357
|
|
Energizer Holdings, Inc.
|
||
|
4.75%, 06/15/28 (a)(c)
|
831,000
|
821,831
|
|
4.38%, 03/31/29 (a)(c)
|
1,424,000
|
1,371,875
|
|
6.00%, 09/15/33 (a)(c)
|
932,000
|
889,552
|
|
Fiesta Purchaser, Inc.
|
||
|
7.88%, 03/01/31 (a)(c)
|
1,036,000
|
1,042,786
|
|
9.63%, 09/15/32 (a)(c)
|
980,000
|
986,691
|
|
Fortrea Holdings, Inc.
|
||
|
7.50%, 07/01/30 (a)(c)(d)
|
1,201,000
|
1,211,499
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Froneri Lux FinCo SARL
|
||
|
6.00%, 08/01/32 (c)
|
1,178,000
|
1,149,402
|
|
Genmab AS/Genmab Finance LLC
|
||
|
6.25%, 12/15/32 (a)(c)
|
2,458,000
|
2,505,916
|
|
7.25%, 12/15/33 (a)(c)
|
1,136,000
|
1,183,554
|
|
Global Medical Response, Inc.
|
||
|
7.38%, 10/01/32 (a)(c)
|
1,289,000
|
1,340,193
|
|
Grifols SA
|
||
|
4.75%, 10/15/28 (a)(c)
|
1,636,000
|
1,611,715
|
|
HAH Group Holding Co. LLC
|
||
|
9.75%, 10/01/31 (a)(c)(d)
|
1,245,000
|
1,118,189
|
|
Harrow, Inc.
|
||
|
8.63%, 09/15/30 (a)(c)
|
588,000
|
595,666
|
|
HLF Financing SARL LLC/Herbalife International, Inc.
|
||
|
4.88%, 06/01/29 (a)(c)
|
1,195,000
|
1,122,314
|
|
7.75%, 05/01/33 (a)(c)
|
830,000
|
838,963
|
|
HNI Corp.
|
||
|
5.13%, 01/18/29 (a)(c)
|
777,000
|
760,357
|
|
Industrial F&B Investments III, Inc.
|
||
|
7.75%, 02/11/33 (a)(c)
|
1,250,000
|
1,275,948
|
|
Ingles Markets, Inc.
|
||
|
4.00%, 06/15/31 (a)(c)
|
817,000
|
769,201
|
|
Insulet Corp.
|
||
|
6.50%, 04/01/33 (a)(c)
|
1,189,000
|
1,210,868
|
|
IQVIA, Inc.
|
||
|
6.50%, 05/15/30 (a)(c)
|
1,485,000
|
1,523,962
|
|
6.25%, 06/01/32 (a)(c)
|
2,492,000
|
2,548,942
|
|
Jazz Securities DAC
|
||
|
4.38%, 01/15/29 (a)(c)
|
1,963,000
|
1,928,467
|
|
Kedrion SpA
|
||
|
6.50%, 09/01/29 (a)(c)
|
1,330,000
|
1,313,226
|
|
KeHE Distributors LLC/KeHE Finance Corp./NextWave Distribution, Inc.
|
||
|
9.00%, 02/15/29 (a)(c)
|
1,524,000
|
1,593,566
|
|
7.13%, 04/30/33 (a)(c)
|
725,000
|
735,449
|
|
Kronos Acquisition Holdings, Inc.
|
||
|
8.25%, 06/30/31 (a)(c)(d)
|
1,092,000
|
782,145
|
|
10.75%, 06/30/32 (a)(c)
|
984,000
|
319,800
|
|
Lamb Weston Holdings, Inc.
|
||
|
4.88%, 05/15/28 (a)(c)
|
804,000
|
798,904
|
|
4.13%, 01/31/30 (a)(c)
|
1,348,000
|
1,288,489
|
|
4.38%, 01/31/32 (a)(c)
|
1,132,000
|
1,059,749
|
|
LifePoint Health, Inc.
|
||
|
5.38%, 01/15/29 (a)(c)
|
1,066,000
|
1,033,011
|
|
9.88%, 08/15/30 (a)(c)
|
736,000
|
779,033
|
|
8.38%, 02/15/32 (a)(c)
|
1,019,000
|
1,070,852
|
|
10.00%, 06/01/32 (a)(c)
|
1,558,000
|
1,597,075
|
|
7.00%, 05/01/34 (a)(c)
|
2,500,000
|
2,443,693
|
|
MajorDrive Holdings IV LLC
|
||
|
6.38%, 06/01/29 (a)(c)
|
1,040,000
|
885,558
|
|
Medline Borrower LP
|
||
|
5.25%, 10/01/29 (a)(c)
|
5,038,000
|
5,032,086
|
|
MPH Acquisition Holdings LLC
|
||
|
5.75%, 12/31/30 (a)(c)(d)
|
1,353,000
|
1,090,220
|
|
National Mentor Holdings, Inc.
|
||
|
10.50%, 12/15/30 (a)(c)
|
2,349,000
|
2,474,148
|
|
Neogen Food Safety Corp.
|
||
|
8.63%, 07/20/30 (a)(c)
|
985,000
|
1,034,752
|
|
Newell Brands, Inc.
|
||
|
6.38%, 09/15/27 (a)
|
1,054,000
|
1,066,958
|
|
8.50%, 06/01/28 (a)(c)
|
1,695,000
|
1,770,804
|
|
6.63%, 09/15/29 (a)
|
1,091,000
|
1,092,679
|
|
6.38%, 05/15/30 (a)
|
1,029,000
|
1,016,206
|
|
6.63%, 05/15/32 (a)(d)
|
999,000
|
972,765
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
7.38%, 04/01/36 (a)(f)
|
960,000
|
923,547
|
|
7.50%, 04/01/46 (a)(f)
|
1,325,000
|
1,155,984
|
|
Opal Bidco SAS
|
||
|
6.50%, 03/31/32 (a)(c)
|
1,785,000
|
1,819,902
|
|
Option Care Health, Inc.
|
||
|
4.38%, 10/31/29 (a)(c)
|
1,364,000
|
1,312,941
|
|
Organon & Co./Organon Foreign Debt Co-Issuer BV
|
||
|
4.13%, 04/30/28 (a)(c)
|
3,143,000
|
3,106,339
|
|
5.13%, 04/30/31 (a)(c)
|
2,717,000
|
2,694,609
|
|
6.75%, 05/15/34 (a)(c)
|
1,223,000
|
1,306,187
|
|
7.88%, 05/15/34 (a)(c)
|
1,058,000
|
1,136,915
|
|
Paradigm Parent LLC & Paradigm Parent Co-Issuer, Inc.
|
||
|
8.75%, 04/17/32 (a)(c)
|
870,000
|
790,613
|
|
Pediatrix Medical Group, Inc.
|
||
|
5.38%, 02/15/30 (a)(c)
|
1,402,000
|
1,388,316
|
|
Performance Food Group, Inc.
|
||
|
4.25%, 08/01/29 (a)(c)
|
1,708,000
|
1,655,813
|
|
6.13%, 09/15/32 (a)(c)
|
1,435,000
|
1,452,586
|
|
5.63%, 03/01/34 (a)(c)
|
1,270,000
|
1,242,010
|
|
Perrigo Finance Unlimited Co.
|
||
|
5.15%, 06/15/30 (a)(f)
|
1,189,000
|
1,140,616
|
|
6.13%, 09/30/32 (a)
|
1,275,000
|
1,217,942
|
|
4.90%, 12/15/44 (a)
|
753,000
|
544,544
|
|
Pilgrim's Pride Corp.
|
||
|
4.25%, 04/15/31 (a)
|
1,426,000
|
1,369,402
|
|
3.50%, 03/01/32 (a)
|
1,767,000
|
1,605,867
|
|
6.25%, 07/01/33 (a)
|
857,000
|
895,805
|
|
6.88%, 05/15/34 (a)
|
883,000
|
955,380
|
|
Post Holdings, Inc.
|
||
|
4.63%, 04/15/30 (a)(c)
|
2,868,000
|
2,792,791
|
|
4.50%, 09/15/31 (a)(c)
|
1,751,000
|
1,644,503
|
|
6.25%, 02/15/32 (a)(c)
|
2,579,000
|
2,623,201
|
|
6.38%, 03/01/33 (a)(c)
|
1,794,000
|
1,790,498
|
|
6.25%, 10/15/34 (a)(c)
|
1,269,000
|
1,259,107
|
|
6.50%, 03/15/36 (a)(c)
|
1,981,000
|
1,967,674
|
|
Prestige Brands, Inc.
|
||
|
5.13%, 01/15/28 (a)(c)
|
956,000
|
953,128
|
|
3.75%, 04/01/31 (a)(c)
|
1,111,000
|
1,020,592
|
|
Prime Healthcare Services, Inc.
|
||
|
9.38%, 09/01/29 (a)(c)
|
2,312,000
|
2,419,720
|
|
Primo Water Holdings, Inc./Triton Water Holdings, Inc.
|
||
|
6.25%, 04/01/29 (a)(c)
|
546,000
|
547,832
|
|
4.38%, 04/30/29 (a)(c)
|
1,444,000
|
1,419,298
|
|
Radiology Partners, Inc.
|
||
|
8.50%, 07/15/32 (a)(c)
|
1,716,000
|
1,761,045
|
|
Safeway, Inc.
|
||
|
7.25%, 02/01/31
|
317,000
|
331,666
|
|
Scotts Miracle-Gro Co.
|
||
|
4.50%, 10/15/29 (a)
|
627,000
|
611,739
|
|
4.00%, 04/01/31 (a)
|
1,034,000
|
962,847
|
|
4.38%, 02/01/32 (a)
|
806,000
|
750,307
|
|
Select Medical Corp.
|
||
|
6.25%, 12/01/32 (a)(c)(d)
|
823,000
|
802,532
|
|
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food,
Inc./Simmons Feed
|
||
|
4.63%, 03/01/29 (a)(c)
|
1,382,000
|
1,337,907
|
|
Somnigroup International, Inc.
|
||
|
4.00%, 04/15/29 (a)(c)
|
1,181,000
|
1,136,003
|
|
3.88%, 10/15/31 (a)(c)
|
1,651,000
|
1,512,270
|
|
Sotera Health Holdings LLC
|
||
|
7.38%, 06/01/31 (a)(c)
|
1,224,000
|
1,274,866
|
|
Spectrum Brands, Inc.
|
||
|
3.88%, 03/15/31 (a)(c)
|
15,000
|
13,204
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Star Parent, Inc.
|
||
|
9.00%, 10/01/30 (a)(c)
|
1,780,000
|
1,870,892
|
|
Surgery Center Holdings, Inc.
|
||
|
7.25%, 04/15/32 (a)(c)
|
1,696,000
|
1,702,089
|
|
Team Health Holdings, Inc.
|
||
|
8.38%, 06/30/28 (a)(c)
|
495,000
|
497,074
|
|
TEAM Services Holding, Inc.
|
||
|
9.00%, 02/15/33 (a)(c)(d)
|
750,000
|
756,270
|
|
Teleflex, Inc.
|
||
|
4.63%, 11/15/27 (a)
|
1,118,000
|
1,115,760
|
|
4.25%, 06/01/28 (a)(c)
|
1,177,000
|
1,162,288
|
|
Tenet Healthcare Corp.
|
||
|
5.13%, 11/01/27 (a)
|
2,714,000
|
2,717,713
|
|
4.63%, 06/15/28 (a)
|
1,450,000
|
1,441,213
|
|
6.13%, 10/01/28 (a)(d)
|
2,645,000
|
2,653,099
|
|
4.25%, 06/01/29 (a)
|
2,462,000
|
2,401,515
|
|
4.38%, 01/15/30 (a)
|
2,611,000
|
2,527,948
|
|
6.13%, 06/15/30 (a)
|
3,406,000
|
3,442,359
|
|
6.75%, 05/15/31 (a)(c)
|
2,440,000
|
2,514,271
|
|
6.88%, 11/15/31
|
1,197,000
|
1,275,341
|
|
5.50%, 11/15/32 (a)(c)
|
2,223,000
|
2,215,378
|
|
6.00%, 11/15/33 (a)(c)
|
1,234,000
|
1,246,936
|
|
Thor Industries, Inc.
|
||
|
4.00%, 10/15/29 (a)(c)
|
726,000
|
686,962
|
|
Turning Point Brands, Inc.
|
||
|
7.63%, 03/15/32 (a)(c)
|
531,000
|
552,693
|
|
U.S. Acute Care Solutions LLC
|
||
|
9.75%, 05/15/29 (a)(c)
|
1,784,000
|
1,711,318
|
|
U.S. Foods, Inc.
|
||
|
6.88%, 09/15/28 (a)(c)
|
922,000
|
945,598
|
|
4.75%, 02/15/29 (a)(c)
|
1,182,000
|
1,166,382
|
|
4.63%, 06/01/30 (a)(c)
|
977,000
|
950,428
|
|
7.25%, 01/15/32 (a)(c)
|
1,097,000
|
1,141,401
|
|
5.75%, 04/15/33 (a)(c)
|
613,000
|
612,446
|
|
United Natural Foods, Inc.
|
||
|
6.75%, 10/15/28 (a)(c)
|
787,000
|
790,788
|
|
Viking Baked Goods Acquisition Corp.
|
||
|
8.63%, 11/01/31 (a)(c)
|
1,506,000
|
1,542,879
|
|
Whirlpool Corp.
|
||
|
4.75%, 02/26/29 (a)
|
1,250,000
|
1,182,052
|
|
6.13%, 06/15/30 (a)
|
1,191,000
|
1,121,258
|
|
2.40%, 05/15/31 (a)
|
966,000
|
740,610
|
|
5.50%, 03/01/33 (a)
|
690,000
|
578,472
|
|
6.50%, 06/15/33 (a)(d)
|
1,073,000
|
974,936
|
|
5.75%, 03/01/34 (a)
|
634,000
|
525,547
|
|
4.50%, 06/01/46 (a)
|
1,244,000
|
793,152
|
|
4.60%, 05/15/50 (a)
|
1,389,000
|
879,241
|
|
|
|
269,554,370
|
|
Energy 10.9%
|
||
|
Aethon United BR LP/Aethon United Finance Corp.
|
||
|
7.50%, 10/01/29 (a)(c)
|
1,868,000
|
1,949,260
|
|
AltaGas Ltd.
|
||
|
7.20%, 10/15/54 (a)(b)(c)
|
1,817,000
|
1,894,684
|
|
AmeriGas Partners LP/AmeriGas Finance Corp.
|
||
|
9.38%, 06/01/28 (a)(c)
|
834,000
|
854,813
|
|
9.50%, 06/01/30 (a)(c)
|
836,000
|
899,539
|
|
6.88%, 06/01/31 (a)(c)
|
875,000
|
894,912
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp.
|
||
|
5.75%, 01/15/28 (a)(c)
|
907,000
|
907,839
|
|
5.38%, 06/15/29 (a)(c)
|
1,180,000
|
1,179,918
|
|
6.63%, 02/01/32 (a)(c)
|
1,090,000
|
1,112,664
|
|
5.75%, 10/15/33 (a)(c)
|
1,050,000
|
1,039,662
|
|
5.75%, 07/01/34 (a)(c)
|
980,000
|
968,873
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Archrock Partners LP/Archrock Partners Finance Corp.
|
||
|
6.63%, 09/01/32 (a)(c)
|
1,186,000
|
1,214,642
|
|
Archrock Services LP/Archrock Partners Finance Corp.
|
||
|
6.00%, 02/01/34 (a)(c)
|
1,338,000
|
1,339,129
|
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp.
|
||
|
9.00%, 11/01/27 (a)(c)
|
401,000
|
457,727
|
|
5.88%, 06/30/29 (a)(c)
|
899,000
|
898,279
|
|
6.63%, 10/15/32 (a)(c)
|
764,000
|
784,422
|
|
6.63%, 07/15/33 (a)(c)
|
1,093,000
|
1,123,235
|
|
BKV Upstream Midstream LLC
|
||
|
7.50%, 10/15/30 (a)(c)
|
1,033,000
|
1,048,054
|
|
Blue Racer Midstream LLC/Blue Racer Finance Corp.
|
||
|
7.00%, 07/15/29 (a)(c)
|
985,000
|
1,013,717
|
|
7.25%, 07/15/32 (a)(c)
|
786,000
|
819,843
|
|
Borr IHC Ltd./Borr Finance LLC
|
||
|
10.00%, 11/15/28 (a)(c)
|
1,660,652
|
1,744,645
|
|
10.38%, 11/15/30 (a)(c)
|
1,191,546
|
1,266,175
|
|
Breakwater Energy Holdings SARL
|
||
|
9.25%, 11/15/30 (a)(c)
|
1,374,000
|
1,461,787
|
|
Bristow Group, Inc.
|
||
|
6.75%, 02/01/33 (a)(c)
|
800,000
|
808,678
|
|
Buckeye Partners LP
|
||
|
4.50%, 03/01/28 (a)(c)
|
783,000
|
775,102
|
|
6.88%, 07/01/29 (a)(c)
|
1,377,000
|
1,420,499
|
|
6.75%, 02/01/30 (a)(c)
|
681,000
|
705,688
|
|
5.85%, 11/15/43 (a)
|
1,219,000
|
1,117,484
|
|
5.60%, 10/15/44 (a)
|
723,000
|
638,425
|
|
California Resources Corp.
|
||
|
8.25%, 06/15/29 (a)(c)
|
867,000
|
908,091
|
|
7.00%, 01/15/34 (a)(c)
|
394,000
|
397,351
|
|
Calumet Specialty Products Partners LP/Calumet Finance Corp.
|
||
|
9.75%, 07/15/28 (a)(c)
|
585,000
|
600,620
|
|
9.75%, 02/15/31 (a)(c)
|
696,000
|
737,378
|
|
Caturus Energy LLC
|
||
|
8.50%, 02/15/30 (a)(c)
|
955,000
|
1,000,747
|
|
7.13%, 05/15/31 (a)(c)
|
1,025,000
|
1,025,004
|
|
CHC Group LLC
|
||
|
11.75%, 09/01/30 (a)(c)
|
931,000
|
793,055
|
|
Chord Energy Corp.
|
||
|
6.00%, 10/01/30 (a)(c)
|
908,000
|
919,656
|
|
6.75%, 03/15/33 (a)(c)
|
1,199,000
|
1,231,556
|
|
CNX Midstream Partners LP
|
||
|
4.75%, 04/15/30 (a)(c)
|
857,000
|
827,818
|
|
CNX Resources Corp.
|
||
|
7.38%, 01/15/31 (a)(c)
|
930,000
|
955,175
|
|
7.25%, 03/01/32 (a)(c)
|
959,000
|
991,875
|
|
5.88%, 03/01/34 (a)(c)
|
500,000
|
492,410
|
|
Comstock Resources, Inc.
|
||
|
6.75%, 03/01/29 (a)(c)
|
2,635,000
|
2,591,984
|
|
5.88%, 01/15/30 (a)(c)
|
1,533,000
|
1,449,888
|
|
CQP Holdco LP/BIP-V Chinook Holdco LLC
|
||
|
5.50%, 06/15/31 (a)(c)
|
1,682,000
|
1,656,894
|
|
7.50%, 12/15/33 (a)(c)
|
1,143,000
|
1,212,060
|
|
Crescent Energy Finance LLC
|
||
|
7.75%, 07/31/29 (a)(c)
|
526,000
|
528,199
|
|
7.63%, 04/01/32 (a)(c)
|
1,751,000
|
1,797,826
|
|
7.88%, 04/15/32 (a)(c)
|
1,999,000
|
2,050,001
|
|
7.38%, 01/15/33 (a)(c)
|
1,996,000
|
2,029,295
|
|
8.38%, 01/15/34 (a)(c)
|
1,243,000
|
1,304,516
|
|
CVR Energy, Inc.
|
||
|
5.75%, 02/15/28 (a)(c)
|
369,000
|
369,264
|
|
7.50%, 02/15/31 (a)(c)
|
1,000,000
|
1,011,907
|
|
7.88%, 02/15/34 (a)(c)
|
516,000
|
517,936
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
DBR Land Holdings LLC
|
||
|
6.25%, 12/01/30 (a)(c)
|
889,000
|
903,260
|
|
Delek Logistics Partners LP/Delek Logistics Finance Corp.
|
||
|
8.63%, 03/15/29 (a)(c)
|
1,076,000
|
1,120,692
|
|
7.38%, 06/30/33 (a)(c)
|
791,000
|
817,184
|
|
6.88%, 06/01/34 (a)(c)
|
1,375,000
|
1,395,100
|
|
Diamond Foreign Asset Co./Diamond Finance LLC
|
||
|
8.50%, 10/01/30 (a)(c)
|
782,000
|
823,126
|
|
Energy Transfer LP
|
||
|
8.00%, 05/15/54 (a)(b)
|
1,315,000
|
1,401,804
|
|
7.13%, 10/01/54 (a)(b)
|
751,000
|
775,179
|
|
6.50%, 02/15/56 (a)(b)
|
2,111,000
|
2,130,094
|
|
6.75%, 02/15/56 (a)(b)
|
1,375,000
|
1,401,808
|
|
EnQuest PLC
|
||
|
9.88%, 04/30/31 (a)(c)
|
1,168,000
|
1,203,170
|
|
Excelerate Energy LP
|
||
|
8.00%, 05/15/30 (a)(c)
|
1,295,000
|
1,372,132
|
|
Ferrellgas LP/Ferrellgas Finance Corp.
|
||
|
5.88%, 04/01/29 (a)(c)
|
1,373,000
|
1,347,453
|
|
9.25%, 01/15/31 (a)(c)
|
1,033,000
|
1,090,441
|
|
Genesis Energy LP/Genesis Energy Finance Corp.
|
||
|
8.25%, 01/15/29 (a)
|
859,000
|
891,823
|
|
8.88%, 04/15/30 (a)
|
694,000
|
726,749
|
|
7.88%, 05/15/32 (a)
|
1,117,000
|
1,162,130
|
|
8.00%, 05/15/33 (a)
|
892,000
|
936,170
|
|
6.75%, 03/15/34 (a)
|
1,200,000
|
1,205,218
|
|
Global Partners LP/GLP Finance Corp.
|
||
|
6.88%, 01/15/29 (a)
|
1,020,000
|
1,030,762
|
|
8.25%, 01/15/32 (a)(c)
|
914,000
|
959,929
|
|
7.13%, 07/01/33 (a)(c)
|
880,000
|
895,432
|
|
Golar LNG Ltd.
|
||
|
7.50%, 10/02/30 (a)(c)
|
975,000
|
997,485
|
|
Gulfport Energy Operating Corp.
|
||
|
6.75%, 09/01/29 (a)(c)
|
954,000
|
980,019
|
|
Harvest Midstream I LP
|
||
|
7.50%, 05/15/32 (a)(c)
|
1,023,000
|
1,063,470
|
|
6.75%, 05/15/34 (a)(c)
|
450,000
|
462,287
|
|
Helix Energy Solutions Group, Inc.
|
||
|
9.75%, 03/01/29 (a)(c)
|
602,000
|
633,438
|
|
Hess Midstream Operations LP
|
||
|
5.88%, 03/01/28 (a)(c)
|
1,657,000
|
1,676,939
|
|
5.13%, 06/15/28 (a)(c)
|
987,000
|
985,854
|
|
6.50%, 06/01/29 (a)(c)
|
950,000
|
974,942
|
|
4.25%, 02/15/30 (a)(c)
|
1,038,000
|
1,008,905
|
|
5.50%, 10/15/30 (a)(c)
|
695,000
|
694,566
|
|
Hilcorp Energy I LP/Hilcorp Finance Co.
|
||
|
6.25%, 11/01/28 (a)(c)
|
1,547,000
|
1,553,855
|
|
5.75%, 02/01/29 (a)(c)
|
1,094,000
|
1,092,130
|
|
6.00%, 04/15/30 (a)(c)
|
1,159,000
|
1,152,892
|
|
6.00%, 02/01/31 (a)(c)
|
824,000
|
812,365
|
|
6.25%, 04/15/32 (a)(c)
|
761,000
|
749,800
|
|
8.38%, 11/01/33 (a)(c)
|
859,000
|
914,291
|
|
6.88%, 05/15/34 (a)(c)
|
890,000
|
891,038
|
|
7.25%, 02/15/35 (a)(c)
|
1,887,000
|
1,915,716
|
|
Howard Midstream Energy Partners LLC
|
||
|
7.38%, 07/15/32 (a)(c)
|
767,000
|
793,212
|
|
6.63%, 01/15/34 (a)(c)
|
1,454,000
|
1,471,763
|
|
Infinity Natural Resources LLC
|
||
|
7.63%, 04/01/31 (a)(c)
|
925,000
|
934,934
|
|
Ithaca Energy North Sea PLC
|
||
|
8.13%, 10/15/29 (a)(c)
|
1,333,000
|
1,388,678
|
|
ITT Holdings LLC
|
||
|
6.50%, 08/01/29 (a)(c)
|
2,122,000
|
2,110,396
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Kinetik Holdings LP
|
||
|
6.63%, 12/15/28 (a)(c)
|
1,883,000
|
1,924,010
|
|
5.88%, 06/15/30 (a)(c)
|
1,519,000
|
1,527,161
|
|
Kodiak Gas Services LLC
|
||
|
5.88%, 04/01/31 (a)(c)
|
1,700,000
|
1,711,132
|
|
6.50%, 10/01/33 (a)(c)
|
1,077,000
|
1,096,546
|
|
6.75%, 10/01/35 (a)(c)
|
1,008,000
|
1,036,620
|
|
Kraken Oil & Gas Partners LLC
|
||
|
7.63%, 08/15/29 (a)(c)
|
822,000
|
834,809
|
|
7.13%, 05/15/31 (a)(c)
|
100,000
|
99,480
|
|
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp.
|
||
|
6.88%, 12/01/32 (a)(c)
|
955,000
|
987,874
|
|
Martin Midstream Partners LP/Martin Midstream Finance Corp.
|
||
|
11.50%, 02/15/28 (a)(c)
|
1,451,000
|
1,488,530
|
|
Matador Resources Co.
|
||
|
6.50%, 04/15/32 (a)(c)
|
1,216,000
|
1,232,783
|
|
6.25%, 04/15/33 (a)(c)
|
1,278,000
|
1,285,599
|
|
6.00%, 04/15/34 (a)(c)
|
1,250,000
|
1,235,832
|
|
Moss Creek Resources Holdings, Inc.
|
||
|
8.25%, 09/01/31 (a)(c)
|
1,273,000
|
1,295,797
|
|
Murphy Oil Corp.
|
||
|
6.00%, 10/01/32 (a)
|
1,393,000
|
1,402,277
|
|
6.50%, 02/15/34 (a)
|
650,000
|
651,533
|
|
5.88%, 12/01/42 (a)(f)
|
980,000
|
861,603
|
|
Nabors Industries, Inc.
|
||
|
9.13%, 01/31/30 (a)(c)
|
1,675,000
|
1,756,176
|
|
8.88%, 08/15/31 (a)(c)
|
912,000
|
956,676
|
|
7.63%, 11/15/32 (a)(c)
|
1,270,000
|
1,324,778
|
|
NGL Energy Operating LLC/NGL Energy Finance Corp.
|
||
|
8.13%, 02/15/29 (a)(c)
|
1,393,000
|
1,447,956
|
|
8.38%, 02/15/32 (a)(c)
|
2,084,000
|
2,191,050
|
|
Noble Finance II LLC
|
||
|
8.00%, 04/15/30 (a)(c)
|
2,177,000
|
2,264,650
|
|
Northern Oil & Gas, Inc.
|
||
|
8.75%, 06/15/31 (a)(c)
|
934,000
|
969,098
|
|
7.88%, 10/15/33 (a)(c)
|
1,229,000
|
1,248,160
|
|
Northriver Midstream Finance LP
|
||
|
6.75%, 07/15/32 (a)(c)
|
1,111,000
|
1,130,842
|
|
NuStar Logistics LP
|
||
|
6.38%, 10/01/30 (a)
|
1,096,000
|
1,138,503
|
|
Oceaneering International, Inc.
|
||
|
6.00%, 02/01/28 (a)
|
567,000
|
572,669
|
|
Par Petroleum LLC
|
||
|
7.38%, 06/01/34 (a)(c)
|
850,000
|
870,433
|
|
PBF Holding Co. LLC/PBF Finance Corp.
|
||
|
6.00%, 02/15/28 (a)
|
1,154,000
|
1,154,908
|
|
9.88%, 03/15/30 (a)(c)
|
1,354,000
|
1,448,182
|
|
7.88%, 09/15/30 (a)(c)
|
1,033,000
|
1,058,517
|
|
Prairie Acquiror LP
|
||
|
9.00%, 08/01/29 (a)(c)
|
1,022,000
|
1,066,063
|
|
Precision Drilling Corp.
|
||
|
6.88%, 01/15/29 (a)(c)
|
453,000
|
457,736
|
|
Range Resources Corp.
|
||
|
4.75%, 02/15/30 (a)(c)
|
1,417,000
|
1,387,370
|
|
Rockies Express Pipeline LLC
|
||
|
4.95%, 07/15/29 (a)(c)
|
1,080,000
|
1,070,643
|
|
4.80%, 05/15/30 (a)(c)
|
889,000
|
871,468
|
|
6.75%, 03/15/33 (a)(c)
|
811,000
|
845,014
|
|
6.88%, 04/15/40 (c)
|
1,334,000
|
1,364,803
|
|
Saturn Oil & Gas, Inc.
|
||
|
9.63%, 06/15/29 (a)(c)
|
855,000
|
896,050
|
|
Seadrill Finance Ltd.
|
||
|
8.38%, 08/01/30 (a)(c)
|
1,100,000
|
1,150,287
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
SESI LLC
|
||
|
7.88%, 09/30/30 (a)(c)
|
1,251,000
|
1,292,147
|
|
SM Energy Co.
|
||
|
6.50%, 07/15/28 (a)
|
711,000
|
712,359
|
|
6.75%, 08/01/29 (a)(c)
|
1,390,000
|
1,425,945
|
|
8.63%, 11/01/30 (a)(c)
|
1,786,000
|
1,889,259
|
|
8.75%, 07/01/31 (a)(c)
|
3,147,000
|
3,295,699
|
|
7.00%, 08/01/32 (a)(c)
|
1,127,000
|
1,155,244
|
|
9.63%, 06/15/33 (a)(c)
|
1,422,000
|
1,583,671
|
|
6.63%, 04/15/34 (a)(c)
|
1,677,000
|
1,687,005
|
|
Solaris Energy Infrastructure LLC
|
||
|
6.38%, 05/15/31 (a)(c)
|
2,250,000
|
2,286,287
|
|
South Bow Canadian Infrastructure Holdings Ltd.
|
||
|
7.50%, 03/01/55 (a)(b)
|
1,218,000
|
1,303,521
|
|
7.63%, 03/01/55 (a)(b)
|
793,000
|
829,094
|
|
Star Holding LLC
|
||
|
8.75%, 08/01/31 (a)(c)
|
679,000
|
691,250
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp.
|
||
|
5.00%, 06/01/31 (a)(c)
|
1,019,000
|
977,596
|
|
6.50%, 12/15/35 (a)(c)
|
948,000
|
941,245
|
|
Summit Midstream Holdings LLC
|
||
|
8.63%, 10/31/29 (a)(c)
|
1,434,000
|
1,496,278
|
|
Sunoco LP
|
||
|
5.88%, 07/15/27 (a)(c)
|
1,383,000
|
1,385,630
|
|
7.00%, 05/01/29 (a)(c)
|
1,215,000
|
1,255,011
|
|
4.50%, 10/01/29 (a)(c)
|
1,553,000
|
1,512,399
|
|
4.63%, 05/01/30 (a)(c)
|
1,253,000
|
1,216,300
|
|
5.63%, 03/15/31 (a)(c)
|
1,292,000
|
1,294,177
|
|
5.38%, 07/15/31 (a)(c)
|
1,000,000
|
995,560
|
|
7.25%, 05/01/32 (a)(c)
|
1,214,000
|
1,271,393
|
|
6.63%, 08/15/32 (a)(c)
|
1,005,000
|
1,026,793
|
|
6.25%, 07/01/33 (a)(c)
|
1,849,000
|
1,881,590
|
|
5.88%, 03/15/34 (a)(c)
|
1,125,000
|
1,118,955
|
|
5.63%, 07/15/34 (a)(c)
|
1,000,000
|
988,034
|
|
Sunoco LP/Sunoco Finance Corp.
|
||
|
5.88%, 03/15/28 (a)
|
2,134,000
|
2,147,013
|
|
7.00%, 09/15/28 (a)(c)
|
1,288,000
|
1,318,983
|
|
4.50%, 05/15/29 (a)
|
1,012,000
|
992,159
|
|
4.50%, 04/30/30 (a)
|
1,278,000
|
1,242,119
|
|
Superior Plus LP/Superior General Partner, Inc.
|
||
|
4.50%, 03/15/29 (a)(c)
|
1,119,000
|
1,084,693
|
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
|
||
|
5.50%, 01/15/28 (a)(c)
|
1,697,000
|
1,697,510
|
|
7.38%, 02/15/29 (a)(c)
|
1,091,000
|
1,129,872
|
|
6.00%, 12/31/30 (a)(c)
|
1,019,000
|
1,029,020
|
|
6.00%, 09/01/31 (a)(c)
|
768,000
|
768,558
|
|
6.75%, 03/15/34 (a)(c)
|
1,452,000
|
1,484,300
|
|
Talos Production, Inc.
|
||
|
9.00%, 02/01/29 (a)(c)
|
1,149,000
|
1,200,372
|
|
9.38%, 02/01/31 (a)(c)
|
1,199,000
|
1,272,923
|
|
TGNR Intermediate Holdings LLC
|
||
|
5.50%, 10/15/29 (a)(c)
|
1,229,000
|
1,211,230
|
|
TGS ASA
|
||
|
8.50%, 01/15/30 (a)(c)
|
922,000
|
970,397
|
|
Tidewater, Inc.
|
||
|
9.13%, 07/15/30 (a)(c)
|
1,138,000
|
1,226,224
|
|
TransMontaigne Partners LLC
|
||
|
8.50%, 06/15/30 (a)(c)
|
1,000,000
|
1,032,400
|
|
Transocean International Ltd.
|
||
|
8.25%, 05/15/29 (a)(c)
|
1,409,000
|
1,464,209
|
|
8.75%, 02/15/30 (a)(c)
|
1,145,900
|
1,201,359
|
|
7.50%, 04/15/31 (d)
|
877,000
|
900,463
|
|
8.50%, 05/15/31 (a)(c)
|
1,261,000
|
1,332,820
|
|
7.88%, 10/15/32 (a)(c)
|
791,000
|
844,347
|
|
6.80%, 03/15/38
|
1,659,000
|
1,584,850
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
USA Compression Partners LP/USA Compression Finance Corp.
|
||
|
7.13%, 03/15/29 (a)(c)
|
1,641,000
|
1,691,442
|
|
6.25%, 10/01/33 (a)(c)
|
1,089,000
|
1,093,615
|
|
Valaris Ltd.
|
||
|
8.38%, 04/30/30 (a)(c)
|
1,884,000
|
1,963,036
|
|
Venture Global Calcasieu Pass LLC
|
||
|
3.88%, 08/15/29 (a)(c)
|
2,071,000
|
1,985,552
|
|
6.25%, 01/15/30 (a)(c)
|
1,607,000
|
1,658,249
|
|
4.13%, 08/15/31 (a)(c)
|
2,185,000
|
2,051,809
|
|
3.88%, 11/01/33 (a)(c)
|
2,214,000
|
1,975,250
|
|
6.00%, 05/01/36 (a)(c)
|
1,000,000
|
1,011,731
|
|
Venture Global LNG, Inc.
|
||
|
8.13%, 06/01/28 (a)(c)
|
4,713,000
|
4,819,768
|
|
9.50%, 02/01/29 (a)(c)
|
5,156,000
|
5,615,657
|
|
7.00%, 01/15/30 (a)(c)
|
2,393,000
|
2,455,662
|
|
8.38%, 06/01/31 (a)(c)
|
3,931,000
|
4,092,639
|
|
9.88%, 02/01/32 (a)(c)
|
3,431,000
|
3,670,229
|
|
Venture Global Plaquemines LNG LLC
|
||
|
6.13%, 12/15/30 (a)(c)
|
3,078,000
|
3,163,056
|
|
7.50%, 05/01/33 (a)(c)
|
1,958,000
|
2,161,863
|
|
6.50%, 01/15/34 (a)(c)
|
3,857,000
|
4,034,869
|
|
6.50%, 06/15/34 (a)(c)
|
2,132,000
|
2,226,113
|
|
7.75%, 05/01/35 (a)(c)
|
2,081,000
|
2,337,273
|
|
6.75%, 01/15/36 (a)(c)
|
3,329,000
|
3,532,672
|
|
Vermilion Energy, Inc.
|
||
|
6.88%, 05/01/30 (a)(c)
|
592,000
|
597,371
|
|
7.25%, 02/15/33 (a)(c)
|
722,000
|
726,853
|
|
Viridien
|
||
|
10.00%, 10/15/30 (a)(c)
|
623,000
|
666,608
|
|
W&T Offshore, Inc.
|
||
|
10.75%, 02/01/29 (a)(c)(d)
|
622,000
|
643,024
|
|
WBI Operating LLC
|
||
|
6.25%, 10/15/30 (a)(c)
|
811,000
|
818,396
|
|
6.50%, 10/15/33 (a)(c)
|
1,276,000
|
1,292,920
|
|
Weatherford International Ltd.
|
||
|
6.75%, 10/15/33 (a)(c)
|
1,871,000
|
1,926,271
|
|
Wildfire Intermediate Holdings LLC
|
||
|
7.50%, 10/15/29 (a)(c)
|
930,000
|
955,547
|
|
|
|
275,718,188
|
|
Industrial Other 1.1%
|
||
|
AECOM
|
||
|
6.00%, 08/01/33 (a)(c)
|
1,676,000
|
1,679,756
|
|
Albion Financing 1 SARL/Aggreko Holdings, Inc.
|
||
|
7.00%, 05/21/30 (a)(c)
|
1,704,000
|
1,760,419
|
|
APi Group DE, Inc.
|
||
|
4.13%, 07/15/29 (a)(c)
|
1,092,000
|
1,055,664
|
|
4.75%, 10/15/29 (a)(c)
|
1,150,000
|
1,131,830
|
|
5.75%, 06/01/34 (a)(c)
|
250,000
|
249,251
|
|
Arcosa, Inc.
|
||
|
4.38%, 04/15/29 (a)(c)
|
1,301,000
|
1,272,484
|
|
6.88%, 08/15/32 (a)(c)
|
1,106,000
|
1,146,852
|
|
Artera Services LLC
|
||
|
8.50%, 02/15/31 (a)(c)
|
1,056,000
|
965,093
|
|
Brand Industrial Services, Inc.
|
||
|
10.38%, 08/01/30 (a)(c)
|
2,472,000
|
2,187,863
|
|
Brundage-Bone Concrete Pumping Holdings, Inc.
|
||
|
7.50%, 02/01/32 (a)(c)
|
1,031,000
|
1,062,902
|
|
Dycom Industries, Inc.
|
||
|
4.50%, 04/15/29 (a)(c)
|
1,015,000
|
997,787
|
|
Fluor Corp.
|
||
|
4.25%, 09/15/28 (a)
|
557,000
|
547,774
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Global Infrastructure Solutions, Inc.
|
||
|
5.63%, 06/01/29 (a)(c)
|
235,000
|
234,802
|
|
7.50%, 04/15/32 (a)(c)
|
1,516,000
|
1,598,163
|
|
Grand Canyon University
|
||
|
5.13%, 10/01/28 (a)
|
621,000
|
616,771
|
|
Granite Construction, Inc.
|
||
|
6.38%, 06/15/34 (a)(c)
|
1,000,000
|
1,023,011
|
|
Installed Building Products, Inc.
|
||
|
5.63%, 02/01/34 (a)(c)
|
1,096,000
|
1,078,731
|
|
KBR, Inc.
|
||
|
4.75%, 09/30/28 (a)(c)
|
1,369,000
|
1,357,607
|
|
Lsf12 Helix Parent LLC
|
||
|
7.13%, 02/01/33 (a)(c)
|
775,000
|
761,370
|
|
Park-Ohio Industries, Inc.
|
||
|
8.50%, 08/01/30 (a)(c)
|
567,000
|
595,203
|
|
TopBuild Corp.
|
||
|
4.13%, 02/15/32 (a)(c)
|
630,000
|
634,822
|
|
5.63%, 01/31/34 (a)(c)
|
911,000
|
920,317
|
|
Tutor Perini Corp.
|
||
|
11.88%, 04/30/29 (a)(c)
|
790,000
|
862,460
|
|
Vericast Corp./Harland Clarke/Checks in the Mail/Valassis Comm/Valassis Direct
|
||
|
13.00%, 12/15/30 (a)(c)
|
28,671
|
35,301
|
|
VM Consolidated, Inc.
|
||
|
5.50%, 04/15/29 (a)(c)
|
1,083,000
|
934,338
|
|
Williams Scotsman, Inc.
|
||
|
4.63%, 08/15/28 (a)(c)
|
1,128,000
|
1,117,813
|
|
6.63%, 06/15/29 (a)(c)
|
305,000
|
312,868
|
|
6.63%, 04/15/30 (a)(c)
|
606,000
|
623,732
|
|
7.38%, 10/01/31 (a)(c)
|
803,000
|
838,966
|
|
|
|
27,603,950
|
|
Owned No Guarantee 0.1%
|
||
|
CITGO Petroleum Corp.
|
||
|
8.38%, 01/15/29 (a)(c)
|
1,983,000
|
2,043,979
|
|
Teine Energy Ltd.
|
||
|
6.88%, 04/15/29 (a)(c)
|
794,000
|
799,270
|
|
|
|
2,843,249
|
|
Technology 9.4%
|
||
|
Ahead DB Holdings LLC
|
||
|
6.63%, 05/01/28 (a)(c)
|
967,000
|
973,368
|
|
Amentum Holdings, Inc.
|
||
|
7.25%, 08/01/32 (a)(c)
|
1,751,000
|
1,813,719
|
|
Amkor Technology, Inc.
|
||
|
5.88%, 10/01/33 (a)(c)
|
983,000
|
988,738
|
|
ams-OSRAM AG
|
||
|
12.25%, 03/30/29 (a)(c)
|
1,468,000
|
1,557,915
|
|
APLD ComputeCo 2 LLC
|
||
|
6.75%, 03/15/31 (a)(c)
|
3,754,000
|
3,785,808
|
|
APLD ComputeCo LLC
|
||
|
9.25%, 12/15/30 (a)(c)
|
3,468,000
|
3,745,520
|
|
AthenaHealth Group, Inc.
|
||
|
6.50%, 02/15/30 (a)(c)
|
4,029,000
|
3,887,317
|
|
Black Pearl Compute LLC
|
||
|
6.13%, 02/15/31 (a)(c)
|
2,500,000
|
2,546,651
|
|
Block, Inc.
|
||
|
5.63%, 08/15/30 (a)(c)
|
1,400,000
|
1,406,811
|
|
3.50%, 06/01/31 (a)
|
1,797,000
|
1,638,837
|
|
6.50%, 05/15/32 (a)
|
2,889,000
|
2,946,300
|
|
6.00%, 08/15/33 (a)(c)
|
1,704,000
|
1,705,842
|
|
CACI International, Inc.
|
||
|
6.38%, 06/15/33 (a)(c)
|
1,627,000
|
1,664,968
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Capstone Borrower, Inc.
|
||
|
8.00%, 06/15/30 (a)(c)
|
1,609,000
|
1,584,300
|
|
Castle U.S. Holding Corp.
|
||
|
10.00%, 06/30/31 (a)(c)
|
111,000
|
22,200
|
|
Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.
|
||
|
8.00%, 06/15/29 (a)(c)
|
1,247,000
|
688,968
|
|
Central Parent, Inc./CDK Global, Inc.
|
||
|
7.25%, 06/15/29 (a)(c)
|
1,240,000
|
657,200
|
|
Ciena Corp.
|
||
|
4.00%, 01/31/30 (a)(c)
|
970,000
|
931,515
|
|
Cipher Compute LLC
|
||
|
7.13%, 11/15/30 (a)(c)
|
2,310,000
|
2,410,950
|
|
Clarivate Science Holdings Corp.
|
||
|
3.88%, 07/01/28 (a)(c)
|
1,612,000
|
1,560,123
|
|
4.88%, 07/01/29 (a)(c)
|
1,566,000
|
1,435,255
|
|
Cloud Software Group, Inc.
|
||
|
6.50%, 03/31/29 (a)(c)
|
6,934,000
|
6,884,895
|
|
9.00%, 09/30/29 (a)(c)
|
5,496,000
|
5,435,438
|
|
8.25%, 06/30/32 (a)(c)
|
3,416,000
|
3,356,472
|
|
6.63%, 08/15/33 (a)(c)
|
2,225,000
|
2,027,149
|
|
Coherent Corp.
|
||
|
5.00%, 12/15/29 (a)(c)
|
1,395,000
|
1,381,486
|
|
Conduent Business Services LLC/Conduent State & Local Solutions, Inc.
|
||
|
6.00%, 11/01/29 (a)(c)
|
969,000
|
839,597
|
|
Consensus Cloud Solutions, Inc.
|
||
|
6.50%, 10/15/28 (a)(c)
|
1,000,000
|
1,002,265
|
|
Core Scientific Finance I LLC
|
||
|
7.75%, 05/15/31 (a)(c)
|
5,600,000
|
5,729,899
|
|
CoreLogic, Inc.
|
||
|
4.50%, 05/01/28 (a)(c)
|
1,276,000
|
1,254,185
|
|
CoreWeave, Inc.
|
||
|
9.25%, 06/01/30 (a)(c)
|
3,314,000
|
3,383,470
|
|
9.00%, 02/01/31 (a)(c)
|
3,039,000
|
3,085,100
|
|
9.75%, 10/01/31 (a)(c)
|
4,650,000
|
4,798,930
|
|
CPI CG, Inc.
|
||
|
10.00%, 07/15/29 (a)(c)
|
522,000
|
552,015
|
|
Crane NXT Co.
|
||
|
4.20%, 03/15/48 (a)
|
1,301,000
|
831,339
|
|
Diebold Nixdorf, Inc.
|
||
|
7.75%, 03/31/30 (a)(c)
|
1,494,000
|
1,566,719
|
|
Dye & Durham Ltd.
|
||
|
8.63%, 04/15/29 (a)(c)
|
868,000
|
713,943
|
|
Edged Compute LLC
|
||
|
7.50%, 04/30/31 (a)(c)
|
2,200,000
|
2,207,594
|
|
Elastic NV
|
||
|
4.13%, 07/15/29 (a)(c)
|
1,255,000
|
1,202,361
|
|
Ellucian Holdings, Inc.
|
||
|
6.50%, 12/01/29 (a)(c)
|
1,345,000
|
1,330,510
|
|
Entegris, Inc.
|
||
|
4.38%, 04/15/28 (a)(c)
|
1,302,000
|
1,284,451
|
|
4.75%, 04/15/29 (a)(c)
|
3,198,000
|
3,179,564
|
|
3.63%, 05/01/29 (a)(c)
|
887,000
|
847,763
|
|
5.95%, 06/15/30 (a)(c)
|
1,027,000
|
1,038,035
|
|
Fair Isaac Corp.
|
||
|
4.00%, 06/15/28 (a)(c)
|
1,933,000
|
1,893,191
|
|
6.00%, 05/15/33 (a)(c)
|
2,118,000
|
2,098,844
|
|
6.25%, 09/15/34 (a)(c)
|
1,981,000
|
1,966,835
|
|
Flash Compute LLC
|
||
|
7.25%, 12/31/30 (a)(c)
|
1,250,000
|
1,290,229
|
|
Fortress Intermediate 3, Inc.
|
||
|
7.50%, 06/01/31 (a)(c)
|
1,260,000
|
1,275,303
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Gen Digital, Inc.
|
||
|
6.75%, 09/30/27 (a)(c)
|
1,181,000
|
1,188,574
|
|
7.13%, 09/30/30 (a)(c)
|
1,103,000
|
1,124,705
|
|
6.25%, 04/01/33 (a)(c)
|
2,092,000
|
2,085,401
|
|
Go Daddy Operating Co. LLC/GD Finance Co., Inc.
|
||
|
5.25%, 12/01/27 (a)(c)
|
1,264,000
|
1,265,100
|
|
3.50%, 03/01/29 (a)(c)
|
1,075,000
|
1,012,405
|
|
GoTo Group, Inc.
|
||
|
5.50%, 05/01/28 (a)(c)
|
1,425,600
|
878,652
|
|
HealthEquity, Inc.
|
||
|
4.50%, 10/01/29 (a)(c)
|
1,217,000
|
1,185,800
|
|
Ingram Micro, Inc.
|
||
|
4.75%, 05/15/29 (a)(c)
|
2,626,000
|
2,582,753
|
|
Insight Enterprises, Inc.
|
||
|
6.63%, 05/15/32 (a)(c)
|
1,252,000
|
1,272,845
|
|
ION Platform Finance U.S., Inc.
|
||
|
7.88%, 09/30/32 (a)(c)
|
2,336,000
|
1,812,026
|
|
ION Platform Finance U.S., Inc./ION Platform Finance SARL
|
||
|
4.63%, 05/01/28 (a)(c)
|
827,000
|
776,078
|
|
5.00%, 05/01/28 (a)(c)
|
890,000
|
833,328
|
|
5.75%, 05/15/28 (a)(c)
|
1,032,000
|
987,530
|
|
8.75%, 05/01/29 (a)(c)
|
1,117,000
|
1,031,178
|
|
9.50%, 05/30/29 (a)(c)
|
1,313,000
|
1,229,152
|
|
9.00%, 08/01/29 (a)(c)
|
875,000
|
806,054
|
|
Iron Mountain Information Management Services, Inc.
|
||
|
5.00%, 07/15/32 (a)(c)
|
1,366,000
|
1,317,227
|
|
Iron Mountain, Inc.
|
||
|
4.88%, 09/15/27 (a)(c)
|
2,199,000
|
2,192,117
|
|
5.25%, 03/15/28 (a)(c)
|
1,485,000
|
1,485,790
|
|
5.00%, 07/15/28 (a)(c)
|
1,507,000
|
1,506,107
|
|
7.00%, 02/15/29 (a)(c)
|
1,625,000
|
1,659,938
|
|
4.88%, 09/15/29 (a)(c)
|
1,176,000
|
1,156,050
|
|
5.25%, 07/15/30 (a)(c)
|
2,458,000
|
2,432,697
|
|
4.50%, 02/15/31 (a)(c)
|
2,280,000
|
2,178,710
|
|
5.63%, 07/15/32 (a)(c)
|
837,000
|
829,586
|
|
6.25%, 01/15/33 (a)(c)
|
1,779,000
|
1,808,053
|
|
Kioxia Holdings Corp.
|
||
|
6.25%, 07/24/30 (a)(c)
|
1,273,000
|
1,311,814
|
|
McAfee Corp.
|
||
|
7.38%, 02/15/30 (a)(c)
|
3,155,000
|
2,700,854
|
|
Meridian Arc Holdco LLC
|
||
|
6.25%, 04/30/31 (a)(c)
|
9,137,000
|
9,188,917
|
|
Mobius Merger Sub, Inc.
|
||
|
9.00%, 06/01/30 (a)(c)
|
882,000
|
591,673
|
|
NCR Atleos Corp.
|
||
|
9.50%, 04/01/29 (a)(c)
|
1,310,000
|
1,401,500
|
|
NCR Voyix Corp.
|
||
|
5.00%, 10/01/28 (a)(c)
|
1,575,000
|
1,548,900
|
|
5.13%, 04/15/29 (a)(c)
|
942,000
|
922,893
|
|
Neptune Bidco U.S., Inc.
|
||
|
9.29%, 04/15/29 (a)(c)
|
4,366,000
|
4,466,938
|
|
10.38%, 05/15/31 (a)(c)
|
2,048,000
|
2,141,429
|
|
9.50%, 02/15/33 (a)(c)
|
2,824,000
|
2,892,346
|
|
Newfold Digital Holdings Group, Inc.
|
||
|
11.75%, 04/30/29 (a)
|
1,191,200
|
768,562
|
|
ON Semiconductor Corp.
|
||
|
3.88%, 09/01/28 (a)(c)
|
1,633,000
|
1,594,012
|
|
Open Text Corp.
|
||
|
3.88%, 02/15/28 (a)(c)
|
1,552,000
|
1,506,335
|
|
3.88%, 12/01/29 (a)(c)
|
1,435,000
|
1,317,967
|
|
Open Text Holdings, Inc.
|
||
|
4.13%, 02/15/30 (a)(c)
|
1,690,000
|
1,553,758
|
|
4.13%, 12/01/31 (a)(c)
|
1,400,000
|
1,222,642
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Pagaya U.S. Holdings Co. LLC
|
||
|
8.88%, 08/01/30 (a)(c)(d)
|
1,136,000
|
890,321
|
|
Paysafe Finance PLC/Paysafe Holdings U.S. Corp.
|
||
|
4.00%, 06/15/29 (a)(c)
|
774,000
|
677,398
|
|
Pitney Bowes, Inc.
|
||
|
7.25%, 03/15/29 (a)(c)
|
1,665,000
|
1,680,951
|
|
PR RNO Property Owner 1 LLC
|
||
|
6.50%, 05/01/31 (a)(c)
|
7,900,000
|
7,915,405
|
|
PTC, Inc.
|
||
|
4.00%, 02/15/28 (a)(c)
|
1,496,000
|
1,471,423
|
|
RingCentral, Inc.
|
||
|
8.50%, 08/15/30 (a)(c)
|
925,000
|
970,670
|
|
Rocket Software, Inc.
|
||
|
9.00%, 11/28/28 (a)(c)
|
1,065,000
|
1,074,778
|
|
6.50%, 02/15/29 (a)(c)
|
1,196,000
|
1,119,617
|
|
Sabre Financial Borrower LLC
|
||
|
11.13%, 06/15/29 (a)(c)
|
1,525,000
|
1,588,271
|
|
Sabre GLBL, Inc.
|
||
|
10.75%, 11/15/29 (a)(c)
|
853,000
|
766,510
|
|
10.75%, 03/15/30 (a)(c)
|
904,000
|
799,678
|
|
11.13%, 07/15/30 (a)(c)
|
2,368,000
|
2,113,440
|
|
Science Applications International Corp.
|
||
|
4.88%, 04/01/28 (a)(c)
|
1,045,000
|
1,041,232
|
|
5.88%, 11/01/33 (a)(c)
|
895,000
|
884,344
|
|
SE Cosmos LLC
|
||
|
8.88%, 05/01/31 (a)(c)
|
1,725,000
|
1,805,255
|
|
Seagate Data Storage Technology Pte. Ltd.
|
||
|
4.09%, 06/01/29 (a)
|
719,000
|
705,259
|
|
8.25%, 12/15/29 (a)
|
1,192,000
|
1,243,201
|
|
5.88%, 07/15/30 (a)(c)
|
891,000
|
908,654
|
|
8.50%, 07/15/31 (a)(c)
|
498,000
|
521,070
|
|
9.63%, 12/01/32 (a)(c)
|
1,091,000
|
1,212,590
|
|
5.75%, 12/01/34 (a)
|
882,000
|
899,305
|
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.
|
||
|
6.75%, 08/15/32 (a)(c)
|
2,757,000
|
2,757,407
|
|
SS&C Technologies, Inc.
|
||
|
5.50%, 09/30/27 (a)(c)
|
3,366,000
|
3,367,794
|
|
6.50%, 06/01/32 (a)(c)
|
1,320,000
|
1,332,461
|
|
SV RNO Property Owner 1 LLC
|
||
|
5.88%, 03/01/31 (a)(c)
|
6,000,000
|
5,928,278
|
|
Synaptics, Inc.
|
||
|
4.00%, 06/15/29 (a)(c)
|
851,000
|
815,736
|
|
TTM Technologies, Inc.
|
||
|
4.00%, 03/01/29 (a)(c)
|
1,060,000
|
1,027,252
|
|
Twilio, Inc.
|
||
|
3.63%, 03/15/29 (a)
|
1,087,000
|
1,047,304
|
|
3.88%, 03/15/31 (a)
|
748,000
|
704,175
|
|
UKG, Inc.
|
||
|
6.88%, 02/01/31 (a)(c)
|
4,328,000
|
4,256,682
|
|
Unisys Corp.
|
||
|
10.63%, 01/15/31 (a)(c)(d)
|
1,348,000
|
1,317,857
|
|
Viavi Solutions, Inc.
|
||
|
3.75%, 10/01/29 (a)(c)
|
1,003,000
|
952,309
|
|
Virtusa Corp.
|
||
|
7.13%, 12/15/28 (a)(c)
|
885,000
|
739,595
|
|
WEX, Inc.
|
||
|
6.50%, 03/15/33 (a)(c)
|
1,016,000
|
1,012,358
|
|
WULF Compute LLC
|
||
|
7.75%, 10/15/30 (a)(c)
|
4,883,000
|
5,133,718
|
|
Xerox Corp.
|
||
|
10.25%, 10/15/30 (a)(c)(d)
|
661,000
|
581,946
|
|
13.50%, 04/15/31 (a)(c)(d)
|
841,000
|
563,550
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
4.80%, 03/01/35
|
711,000
|
244,648
|
|
6.75%, 12/15/39
|
534,000
|
189,570
|
|
Xerox Holdings Corp.
|
||
|
5.50%, 08/15/28 (a)(c)
|
1,195,000
|
699,075
|
|
8.88%, 11/30/29 (a)(c)
|
1,135,000
|
516,425
|
|
Zebra Technologies Corp.
|
||
|
6.50%, 06/01/32 (a)(c)
|
927,000
|
940,884
|
|
Ziff Davis, Inc.
|
||
|
4.63%, 10/15/30 (a)(c)
|
908,000
|
862,979
|
|
ZoomInfo Technologies LLC/ZoomInfo Finance Corp.
|
||
|
3.88%, 02/01/29 (a)(c)
|
1,394,000
|
1,093,842
|
|
|
|
238,553,500
|
|
Transportation 1.8%
|
||
|
Alaska Airlines, Inc.
|
||
|
6.50%, 06/01/31 (a)(c)
|
1,000,000
|
995,097
|
|
Allegiant Travel Co.
|
||
|
7.25%, 08/15/27 (a)(c)
|
1,220,000
|
1,228,043
|
|
American Airlines, Inc.
|
||
|
7.25%, 02/15/28 (a)(c)
|
1,044,000
|
1,059,611
|
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
|
||
|
5.75%, 04/20/29 (c)
|
3,907,000
|
3,905,242
|
|
Avis Budget Car Rental LLC/Avis Budget Finance, Inc.
|
||
|
5.75%, 07/15/27 (a)(c)
|
891,000
|
891,895
|
|
4.75%, 04/01/28 (a)(c)
|
509,000
|
501,935
|
|
5.38%, 03/01/29 (a)(c)
|
802,000
|
786,569
|
|
8.25%, 01/15/30 (a)(c)
|
1,259,000
|
1,299,414
|
|
8.00%, 02/15/31 (a)(c)
|
696,000
|
701,418
|
|
8.38%, 06/15/32 (a)(c)
|
1,048,000
|
1,070,977
|
|
Beacon Mobility Corp.
|
||
|
7.25%, 08/01/30 (a)(c)
|
813,000
|
842,205
|
|
Brightline East LLC
|
||
|
11.00%, 01/31/30 (a)(c)
|
2,474,000
|
259,770
|
|
Carriage Purchaser, Inc.
|
||
|
7.88%, 10/15/29 (a)(c)
|
739,000
|
721,276
|
|
Clue Opco LLC
|
||
|
9.50%, 10/15/31 (a)(c)(d)
|
1,409,000
|
1,320,938
|
|
Danaos Corp.
|
||
|
6.88%, 10/15/32 (a)(c)
|
763,000
|
787,814
|
|
Dcli Bidco LLC
|
||
|
7.75%, 11/15/29 (a)(c)
|
1,109,000
|
1,141,594
|
|
First Student Bidco, Inc./First Transit Parent, Inc.
|
||
|
4.00%, 07/31/29 (a)(c)
|
953,000
|
922,389
|
|
GB AIT Buyer, Inc.
|
||
|
8.75%, 04/30/34 (a)(c)
|
850,000
|
851,756
|
|
Genesee & Wyoming, Inc.
|
||
|
6.25%, 04/15/32 (a)(c)
|
962,000
|
977,696
|
|
Hertz Corp.
|
||
|
12.63%, 07/15/29 (a)(c)
|
1,992,000
|
1,815,922
|
|
5.00%, 12/01/29 (a)(c)
|
1,841,000
|
817,901
|
|
JetBlue Airways Corp./JetBlue Loyalty LP
|
||
|
9.88%, 09/20/31 (a)(c)
|
3,207,000
|
2,953,924
|
|
OneSky Flight LLC
|
||
|
8.88%, 12/15/29 (a)(c)
|
769,000
|
811,668
|
|
PODS LLC
|
||
|
8.75%, 05/15/31 (a)(c)
|
1,000,000
|
972,995
|
|
Railworks Holdings LP/Railworks Rally, Inc.
|
||
|
8.25%, 11/15/28 (a)(c)
|
1,094,000
|
1,101,880
|
|
Rand Parent LLC
|
||
|
8.50%, 02/15/30 (a)(c)
|
1,617,000
|
1,667,858
|
|
RXO, Inc.
|
||
|
6.38%, 05/15/31 (a)(c)
|
734,000
|
739,645
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
Star Leasing Co. LLC
|
||
|
7.63%, 02/15/30 (a)(c)
|
1,247,000
|
1,209,285
|
|
Stena International SA
|
||
|
7.25%, 01/15/31 (a)(c)
|
1,904,000
|
1,953,388
|
|
Stonepeak Nile Parent LLC
|
||
|
7.25%, 03/15/32 (a)(c)
|
887,000
|
924,995
|
|
United Airlines Holdings, Inc.
|
||
|
4.88%, 03/01/29 (a)
|
1,270,000
|
1,256,369
|
|
5.38%, 03/01/31 (a)
|
1,550,000
|
1,534,913
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc.
|
||
|
9.50%, 06/01/28 (a)(c)(d)
|
819,000
|
815,957
|
|
6.38%, 02/01/30 (a)(c)(d)
|
1,763,000
|
1,609,793
|
|
8.75%, 01/15/32 (a)(c)(d)
|
700,000
|
680,415
|
|
Watco Cos. LLC/Watco Finance Corp.
|
||
|
7.13%, 08/01/32 (a)(c)
|
1,479,000
|
1,524,655
|
|
XPO CNW, Inc.
|
||
|
6.70%, 05/01/34
|
760,000
|
806,238
|
|
XPO, Inc.
|
||
|
7.13%, 06/01/31 (a)(c)
|
871,000
|
899,651
|
|
7.13%, 02/01/32 (a)(c)
|
1,007,000
|
1,044,077
|
|
|
|
45,407,168
|
|
|
|
2,078,469,770
|
|
|
||
|
Utility 3.3%
|
||
|
Electric 3.3%
|
||
|
AES Corp.
|
||
|
7.60%, 01/15/55 (a)(b)
|
1,472,000
|
1,501,776
|
|
6.95%, 07/15/55 (a)(b)
|
1,075,000
|
1,060,498
|
|
Alpha Generation LLC
|
||
|
6.75%, 10/15/32 (a)(c)
|
1,537,000
|
1,573,828
|
|
6.25%, 01/15/34 (a)
|
1,538,000
|
1,525,720
|
|
Atlantica Sustainable Infrastructure Ltd.
|
||
|
4.13%, 06/15/28 (a)(c)
|
649,000
|
638,367
|
|
California Buyer Ltd./Atlantica Sustainable Infrastructure PLC
|
||
|
6.38%, 02/15/32 (a)(c)
|
1,757,000
|
1,748,262
|
|
Clearway Energy Operating LLC
|
||
|
4.75%, 03/15/28 (a)(c)
|
1,654,000
|
1,642,606
|
|
3.75%, 02/15/31 (a)(c)
|
1,396,000
|
1,301,502
|
|
3.75%, 01/15/32 (a)(c)
|
704,000
|
646,024
|
|
5.75%, 01/15/34 (a)(c)
|
939,000
|
934,064
|
|
ContourGlobal Power Holdings SA
|
||
|
6.75%, 02/28/30 (a)(c)
|
595,000
|
608,721
|
|
DPL LLC
|
||
|
4.35%, 04/15/29 (a)
|
836,000
|
807,919
|
|
Edison International
|
||
|
8.13%, 06/15/53 (a)(b)
|
1,464,000
|
1,496,060
|
|
7.88%, 06/15/54 (a)(b)
|
413,000
|
422,807
|
|
Electricite de France SA
|
||
|
9.13%, 03/15/33 (a)(b)(c)(e)
|
2,503,000
|
2,900,839
|
|
Emera U.S. Finance LLC
|
||
|
6.65%, 10/01/56 (a)(b)
|
625,000
|
633,421
|
|
6.85%, 10/01/56 (a)(b)
|
980,000
|
993,928
|
|
EUSHI Finance, Inc.
|
||
|
7.63%, 12/15/54 (a)(b)
|
1,058,000
|
1,102,623
|
|
6.25%, 04/01/56 (a)(b)
|
1,192,000
|
1,184,107
|
|
Hawaiian Electric Co., Inc.
|
||
|
6.00%, 10/01/33 (a)(c)
|
793,000
|
787,515
|
|
Leeward Renewable Energy Operations LLC
|
||
|
4.25%, 07/01/29 (a)(c)
|
1,019,000
|
974,012
|
|
Long Ridge Energy LLC
|
||
|
8.75%, 02/15/32 (a)(c)
|
1,034,000
|
1,075,349
|
|
SECURITY
RATE, MATURITY DATE
|
FACE
AMOUNT ($)
|
VALUE ($)
|
|
NOVA Chemicals Corp.
|
||
|
5.25%, 06/01/27 (a)(c)
|
1,559,000
|
1,564,843
|
|
4.25%, 05/15/29 (a)(c)
|
814,000
|
795,335
|
|
9.00%, 02/15/30 (a)(c)
|
1,123,000
|
1,184,107
|
|
7.00%, 12/01/31 (a)(c)
|
848,000
|
895,868
|
|
NRG Energy, Inc.
|
||
|
5.75%, 01/15/28 (a)
|
1,295,000
|
1,297,212
|
|
3.38%, 02/15/29 (a)(c)
|
1,047,000
|
999,715
|
|
5.25%, 06/15/29 (a)(c)
|
2,030,000
|
2,020,537
|
|
5.75%, 07/15/29 (a)(c)
|
1,446,000
|
1,447,873
|
|
3.63%, 02/15/31 (a)(c)
|
2,019,000
|
1,873,359
|
|
3.88%, 02/15/32 (a)(c)
|
802,000
|
737,593
|
|
6.00%, 02/01/33 (a)(c)
|
1,873,000
|
1,887,921
|
|
5.75%, 01/15/34 (a)(c)
|
1,461,000
|
1,445,838
|
|
5.88%, 05/15/34 (a)(c)
|
1,700,000
|
1,690,161
|
|
6.25%, 11/01/34 (a)(c)
|
1,864,000
|
1,881,121
|
|
6.00%, 01/15/36 (a)(c)
|
3,621,000
|
3,599,173
|
|
6.13%, 05/15/36 (a)(c)
|
1,500,000
|
1,497,562
|
|
PacifiCorp
|
||
|
7.38%, 09/15/55 (a)(b)
|
1,529,000
|
1,558,413
|
|
7.13%, 08/15/56 (a)(b)
|
1,500,000
|
1,508,898
|
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc.
|
||
|
4.50%, 08/15/28 (a)(c)
|
1,169,000
|
1,151,798
|
|
PG&E Corp.
|
||
|
5.00%, 07/01/28 (a)
|
1,818,000
|
1,810,197
|
|
5.25%, 07/01/30 (a)
|
2,235,000
|
2,212,688
|
|
7.38%, 03/15/55 (a)(b)
|
2,530,000
|
2,578,354
|
|
6.85%, 09/15/56 (a)(b)
|
1,250,000
|
1,246,437
|
|
Puget Energy, Inc.
|
||
|
7.00%, 09/15/56 (a)(b)(c)
|
500,000
|
505,181
|
|
7.25%, 09/15/56 (a)(b)(c)
|
870,000
|
880,395
|
|
Talen Energy Supply LLC
|
||
|
6.25%, 02/01/34 (a)(c)
|
2,236,000
|
2,229,697
|
|
6.50%, 02/01/36 (a)(c)
|
2,132,000
|
2,145,675
|
|
TerraForm Power Operating LLC
|
||
|
5.00%, 01/31/28 (a)(c)
|
1,271,000
|
1,264,277
|
|
4.75%, 01/15/30 (a)(c)
|
1,085,000
|
1,048,293
|
|
TransAlta Corp.
|
||
|
5.88%, 02/01/34 (a)(c)
|
331,000
|
327,475
|
|
6.50%, 03/15/40
|
1,240,000
|
1,220,810
|
|
TXNM Energy, Inc.
|
||
|
7.00%, 07/31/56 (a)(b)(c)
|
763,000
|
770,985
|
|
VoltaGrid LLC
|
||
|
7.38%, 11/01/30 (a)(c)
|
2,872,000
|
2,992,021
|
|
XPLR Infrastructure Operating Partners LP
|
||
|
4.50%, 09/15/27 (a)(c)
|
1,708,000
|
1,697,510
|
|
7.25%, 01/15/29 (a)(c)
|
929,000
|
968,127
|
|
8.38%, 01/15/31 (a)(c)(d)
|
1,813,000
|
1,944,762
|
|
8.63%, 03/15/33 (a)(c)
|
1,271,000
|
1,366,673
|
|
7.75%, 04/15/34 (a)(c)
|
1,000,000
|
1,056,636
|
|
|
|
82,863,468
|
|
Total Corporates
(Cost $2,505,027,212)
|
2,491,929,471
|
|
|
SECURITY
|
NUMBER
OF SHARES
|
VALUE ($)
|
|
Short-Term Investments 3.2% OF NET ASSETS
|
||
|
|
||
|
Money Market Funds 3.2%
|
||
|
State Street Institutional
U.S. Government Money Market
Fund, Premier Class 3.56% (j)
|
14,297,774
|
14,297,774
|
|
State Street Institutional
U.S. Government Money Market
Fund, Premier Class 3.56% (j)(k)
|
68,182,165
|
68,182,165
|
|
|
|
82,479,939
|
|
Total Short-Term Investments
(Cost $82,479,939)
|
82,479,939
|
|
|
Total Investments in Securities
(Cost $2,587,507,151)
|
2,574,409,410
|
|
|
(a)
|
The effective maturity may be shorter than the final maturity shown because of
the possibility of interim principal payments and prepayments or as the result of
embedded demand features (puts or calls).
|
|
(b)
|
Security is in a fixed-rate coupon period. Based on index eligibility requirements
and the fund’s investment objective this security will be removed from the index
prior to converting to a floating rate security.
|
|
(c)
|
Securities exempt from registration under Rule 144A of the Securities Act of
1933, as amended. These securities may be resold in transactions exempt from
registrations, normally to qualified institutional buyers. At the period end, the
value of these amounted to $2,048,086,407 or 80.8% of net assets.
|
|
(d)
|
All or a portion of this security is on loan.
|
|
(e)
|
Perpetual security. Maturity date represents the next call date.
|
|
(f)
|
Step up security that pays an initial coupon rate for a set period and increased
coupon rates at one or more preset intervals. Rate shown is as of period end.
|
|
(g)
|
Subsequent to the end of the reporting period, the issuer filed for bankruptcy.
|
|
(h)
|
Security placed in non-accrual status.
|
|
(i)
|
Security is in default on interest payments.
|
|
(j)
|
The rate shown is the annualized 7-day yield.
|
|
(k)
|
Security purchased with cash collateral received for securities on loan.
Securities on loan were valued at $64,726,694.
|
|
DAC —
|
Designated Activity Company
|
|
REIT —
|
Real Estate Investment Trust
|
|
DESCRIPTION
|
QUOTED PRICES IN
ACTIVE MARKETS FOR
IDENTICAL ASSETS
(LEVEL 1)
|
OTHER SIGNIFICANT
OBSERVABLE INPUTS
(LEVEL 2)
|
SIGNIFICANT
UNOBSERVABLE INPUTS
(LEVEL 3)
|
TOTAL
|
|
Assets
|
|
|
|
|
|
Corporates1
|
$—
|
$2,491,929,471
|
$—
|
$2,491,929,471
|
|
Short-Term Investments1
|
82,479,939
|
—
|
—
|
82,479,939
|
|
Total
|
$82,479,939
|
$2,491,929,471
|
$—
|
$2,574,409,410
|
|
1
|
As categorized in the Portfolio Holdings.
|