Asset-Backed Securities - 0.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
GRAND CAYMAN (UK OVERSEAS TER) - 0.1%
|
|||
Bbam US CLO I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.7529% 3/30/2038 (e)(f)(k)
|
125,000
|
125,055
|
|
Carlyle US CLO Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.5602% 10/25/2037 (e)(f)(k)
|
150,000
|
150,090
|
|
Flatiron RR CLO 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 9.0029% 4/15/2038 (e)(f)(k)
|
200,000
|
200,224
|
|
TOTAL GRAND CAYMAN (UK OVERSEAS TER)
|
475,369
|
||
UNITED STATES - 0.1%
|
|||
Systima Capital Management LLC Series 2026-SUP1 Class E, 7.1161% 6/27/2033 (e)(k)
|
228,826
|
228,825
|
|
|
TOTAL ASSET-BACKED SECURITIES
(Cost $703,825)
|
704,194
|
||
Bank Loan Obligations - 15.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
COLOMBIA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Canacol Energy Ltd Tranche DIP 1LN, term loan CME Term SOFR 3 month Index + 9%, 15% 9/30/2026 (c)(d)(e)(f)
|
161,230
|
161,230
|
|
Canacol Energy Ltd Tranche SECOND DIP, term loan CME Term SOFR 3 month Index + 16%, 15% 9/30/2026 (c)(d)(e)(f)
|
80,977
|
80,976
|
|
TOTAL COLOMBIA
|
242,206
|
||
FINLAND - 0.2%
|
|||
Materials - 0.2%
|
|||
Paper & Forest Products - 0.2%
|
|||
Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2438% 5/23/2030 (d)(e)(f)
|
664,258
|
664,882
|
|
FRANCE - 0.3%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.6156% 5/31/2031 (d)(e)(f)
|
1,075,308
|
1,093,007
|
|
LUXEMBOURG - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7529% 10/31/2027 (d)(e)(f)
|
128,667
|
84,148
|
|
Financials - 0.2%
|
|||
Financial Services - 0.2%
|
|||
Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9822% 10/1/2032 (d)(e)(f)
|
726,350
|
623,448
|
|
TOTAL LUXEMBOURG
|
707,596
|
||
NETHERLANDS - 0.0%
|
|||
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7322% 8/30/2028 (d)(e)(f)
|
48,498
|
28,614
|
|
SWITZERLAND - 0.4%
|
|||
Materials - 0.4%
|
|||
Chemicals - 0.4%
|
|||
Consolidated Energy Finance SA 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.5727% 11/15/2030 (d)(e)(f)
|
493,763
|
478,332
|
|
Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3227% 11/15/2030 (d)(e)(f)
|
999,425
|
969,803
|
|
TOTAL SWITZERLAND
|
1,448,135
|
||
UNITED KINGDOM - 0.2%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
EG America LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9158% 2/10/2031 (d)(e)(f)
|
695,000
|
696,953
|
|
UNITED STATES - 14.2%
|
|||
Communication Services - 1.6%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7309% 10/6/2032 (d)(e)(f)
|
421,877
|
421,877
|
|
Entertainment - 0.3%
|
|||
AP Core Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.5%, 10.1433% 5/15/2031 (d)(e)(f)
|
935,000
|
935,234
|
|
OAK-Eagle Acquireco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 3/24/2033 (d)(e)(f)(g)
|
305,000
|
306,564
|
|
1,241,798
|
|||
Media - 1.2%
|
|||
CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.3322% 6/18/2029 (d)(e)(f)
|
946,406
|
875,425
|
|
Discovery Global Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2309% 6/3/2033 (d)(e)(f)
|
264,808
|
264,975
|
|
EW Scripps Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.35%, 7.1319% 11/30/2029 (d)(e)(f)
|
555,481
|
531,479
|
|
Sinclair Television Group Inc Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.3%, 7.2938% 12/31/2029 (d)(e)(f)
|
203,972
|
178,985
|
|
Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 7.9322% 12/31/2030 (d)(e)(f)
|
1,232,023
|
1,062,620
|
|
Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0954% 1/31/2029 (d)(e)(f)
|
517,782
|
510,921
|
|
Virgin Media Bristol LLC Tranche Q 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0409% 1/31/2029 (d)(e)(f)
|
785,000
|
704,820
|
|
4,129,225
|
|||
TOTAL COMMUNICATION SERVICES
|
5,792,900
|
||
Consumer Discretionary - 3.3%
|
|||
Automobile Components - 0.1%
|
|||
Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2309% 1/28/2032 (d)(e)(f)
|
94,525
|
94,643
|
|
Hertz Corp/The Tranche B-EXIT 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 0% 6/30/2028 (d)(e)(f)(g)
|
246,166
|
134,776
|
|
Hertz Corp/The Tranche C-EXIT 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 0% 6/30/2028 (d)(e)(f)(g)
|
48,834
|
26,737
|
|
256,156
|
|||
Broadline Retail - 0.2%
|
|||
Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9809% 1/23/2032 (d)(e)(f)
|
770,318
|
773,068
|
|
Distributors - 0.4%
|
|||
AIP RD Buyer Corp Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2309% 12/23/2030 (d)(e)(f)
|
663,325
|
657,315
|
|
BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2309% 12/29/2032 (d)(e)(f)
|
937,838
|
926,115
|
|
1,583,430
|
|||
Diversified Consumer Services - 0.1%
|
|||
TKC Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1696% 8/19/2030 (d)(e)(f)
|
349,125
|
347,379
|
|
Hotels, Restaurants & Leisure - 1.5%
|
|||
Caesars Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9809% 2/6/2030 (d)(e)(f)
|
1,521,682
|
1,465,380
|
|
Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9809% 1/29/2029 (d)(e)(f)
|
1,499,305
|
1,499,245
|
|
Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4809% 1/28/2032 (d)(e)(f)
|
349,411
|
345,208
|
|
Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.7309% 7/18/2033 (d)(e)(f)
|
32,578
|
32,245
|
|
MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9938% 6/1/2028 (d)(e)(f)
|
1,419,265
|
1,360,365
|
|
United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0843% 12/30/2026 (c)(d)(e)(f)
|
752,308
|
481,477
|
|
5,183,920
|
|||
Household Durables - 0.4%
|
|||
TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0809% 6/29/2028 (d)(e)(f)
|
379,409
|
361,072
|
|
Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4754% 10/1/2032 (d)(e)(f)
|
1,256,875
|
1,244,508
|
|
1,605,580
|
|||
Specialty Retail - 0.6%
|
|||
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5744% 6/6/2031 (d)(e)(f)
|
774,697
|
617,178
|
|
LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.7244% 6/6/2031 (d)(e)(f)
|
658,297
|
556,261
|
|
Michaels Cos Inc/The 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.7322% 3/15/2033 (d)(e)(f)
|
490,000
|
488,721
|
|
Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.2254% 3/15/2031 (d)(e)(f)
|
44,850
|
44,828
|
|
Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2309% 1/30/2031 (d)(e)(f)
|
150,045
|
150,363
|
|
White Cap Supply Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2309% 2/10/2033 (d)(e)(f)
|
275,000
|
274,170
|
|
2,131,521
|
|||
TOTAL CONSUMER DISCRETIONARY
|
11,881,054
|
||
Consumer Staples - 0.1%
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.7322% 9/20/2030 (d)(e)(f)
|
451,250
|
425,303
|
|
Food Products - 0.0%
|
|||
Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (c)(d)(e)(f)(h)
|
57,406
|
0
|
|
Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (c)(d)(e)(f)(h)
|
16,704
|
0
|
|
Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 9.5%, 0% (c)(d)(e)(f)(h)
|
127,990
|
48,474
|
|
48,474
|
|||
TOTAL CONSUMER STAPLES
|
473,777
|
||
Energy - 0.4%
|
|||
Oil, Gas & Consumable Fuels - 0.4%
|
|||
New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 0% (d)(e)(f)(h)
|
2,229,210
|
1,328,230
|
|
Financials - 1.9%
|
|||
Capital Markets - 0.3%
|
|||
Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4081% 2/3/2032 (d)(e)(f)
|
1,129,604
|
1,123,956
|
|
Financial Services - 0.8%
|
|||
Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2309% 7/31/2031 (d)(e)(f)
|
478,432
|
463,099
|
|
Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7309% 7/31/2031 (d)(e)(f)
|
731,108
|
714,155
|
|
Nexus Buyer LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.4809% 2/16/2032 (d)(e)(f)
|
355,000
|
344,016
|
|
Vci Asset Holdings 3 LLC Tranche TL, term loan 6.875% 4/15/2031 (c)(d)
|
204,250
|
207,824
|
|
WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1419% 2/20/2032 (d)(e)(f)
|
1,005,523
|
1,008,842
|
|
WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 2/20/2032 (d)(e)(f)(g)
|
90,000
|
90,262
|
|
2,828,198
|
|||
Insurance - 0.8%
|
|||
Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.7309% 11/6/2030 (d)(e)(f)
|
1,229,469
|
1,123,120
|
|
Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2309% 9/19/2031 (d)(e)(f)
|
381,529
|
379,839
|
|
Asurion LLC Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5727% 2/23/2033 (d)(e)(f)
|
759,111
|
710,399
|
|
USI Inc/NY Tranche D 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9822% 11/21/2029 (d)(e)(f)
|
614,295
|
613,527
|
|
2,826,885
|
|||
TOTAL FINANCIALS
|
6,779,039
|
||
Health Care - 0.7%
|
|||
Health Care Equipment & Supplies - 0.2%
|
|||
Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4809% 1/15/2031 (d)(e)(f)
|
697,153
|
698,896
|
|
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 13.7322% 6/28/2029 (c)(d)(e)(f)
|
215,015
|
31,155
|
|
Charlotte Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1483% 6/30/2031 (d)(e)(f)
|
240,000
|
240,178
|
|
271,333
|
|||
Pharmaceuticals - 0.5%
|
|||
1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9809% 10/8/2030 (d)(e)(f)
|
1,702,658
|
1,650,029
|
|
Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9809% 5/5/2028 (d)(e)(f)
|
33,621
|
33,694
|
|
1,683,723
|
|||
TOTAL HEALTH CARE
|
2,653,952
|
||
Industrials - 1.8%
|
|||
Aerospace & Defense - 0.0%
|
|||
TransDigm Inc Tranche N 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2309% 2/13/2033 (d)(e)(f)
|
84,788
|
84,868
|
|
Air Freight & Logistics - 0.0%
|
|||
Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 0% 3/18/2030 (d)(e)(f)(g)
|
175,000
|
175,194
|
|
Building Products - 0.1%
|
|||
Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0144% 4/12/2028 (d)(e)(f)
|
59,685
|
30,029
|
|
Cornerstone Building Brands Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.1644% 5/15/2031 (d)(e)(f)
|
509,645
|
226,792
|
|
256,821
|
|||
Commercial Services & Supplies - 1.1%
|
|||
ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 5.9809% 12/21/2028 (d)(e)(f)
|
557,487
|
558,223
|
|
Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9809% 8/20/2032 (d)(e)(f)
|
292,788
|
293,540
|
|
Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1632% 8/1/2030 (d)(e)(f)
|
362,208
|
287,731
|
|
CSC ServiceWorks East LLC Tranche EXCHANGE FLSO TL 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0138% 9/4/2030 (d)(e)(f)
|
1,588,103
|
1,171,226
|
|
CSC ServiceWorks East LLC Tranche INITIAL FL1O 1LN, term loan CME Term SOFR 1 month Index + 5.43%, 9.1822% 9/4/2030 (d)(e)(f)
|
333,855
|
342,672
|
|
Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.8626% 2/3/2033 (d)(e)(f)
|
925,000
|
918,904
|
|
3,572,296
|
|||
Ground Transportation - 0.2%
|
|||
Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.4822% 4/10/2031 (d)(e)(f)
|
747,316
|
745,171
|
|
Machinery - 0.0%
|
|||
Beach Acquisition Bidco LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.4809% 9/12/2032 (d)(e)(f)
|
44,775
|
44,906
|
|
Passenger Airlines - 0.4%
|
|||
American Airlines Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.6658% 5/29/2033 (d)(e)(f)
|
1,195,000
|
1,185,536
|
|
Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4754% 4/1/2031 (d)(e)(f)
|
309,399
|
309,593
|
|
1,495,129
|
|||
TOTAL INDUSTRIALS
|
6,374,385
|
||
Information Technology - 1.6%
|
|||
IT Services - 0.1%
|
|||
Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0145% 2/10/2028 (d)(e)(f)
|
398,014
|
376,521
|
|
Software - 1.5%
|
|||
Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.7309% 12/11/2028 (d)(e)(f)
|
1,074,192
|
1,061,270
|
|
CoreWeave Financing DDTL V LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 0.5%, 3.8107% 11/15/2031 (d)(e)(f)(i)
|
430,000
|
428,925
|
|
CoreWeave Financing DDTL V LLC Tranche DD-CAPEX 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 0% 9/30/2031 (d)(e)(f)(g)
|
35,000
|
35,044
|
|
MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 7.9809% 5/3/2028 (d)(e)(f)
|
393,985
|
381,590
|
|
Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0843% 6/2/2028 (d)(e)(f)
|
317,199
|
282,208
|
|
Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.7322% 8/31/2028 (d)(e)(f)
|
2,591,887
|
2,544,922
|
|
Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.4809% 9/8/2032 (d)(e)(f)
|
656,031
|
657,054
|
|
5,391,013
|
|||
TOTAL INFORMATION TECHNOLOGY
|
5,767,534
|
||
Materials - 2.6%
|
|||
Chemicals - 2.0%
|
|||
Advancion Holdings LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 8.4158% 11/24/2027 (d)(e)(f)
|
19,948
|
18,651
|
|
Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7658% 11/24/2027 (d)(e)(f)
|
885,708
|
828,137
|
|
Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.2309% 10/15/2032 (d)(e)(f)
|
497,500
|
495,480
|
|
Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.4832% 10/4/2029 (d)(e)(f)
|
815,381
|
811,304
|
|
Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 7.7572% 7/3/2028 (d)(e)(f)
|
1,223,940
|
1,162,364
|
|
Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.7244% 3/15/2029 (d)(e)(f)
|
1,339,916
|
1,314,512
|
|
M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.5727% 8/25/2031 (d)(e)(f)
|
858,955
|
859,668
|
|
Mativ Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.2309% 4/4/2033 (d)(e)(f)
|
520,000
|
519,350
|
|
Scih Salt Hldgs Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.3504% 1/31/2029 (d)(e)(f)
|
120,383
|
119,630
|
|
Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.2316% 9/30/2031 (d)(e)(f)
|
1,109,454
|
849,132
|
|
Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 5.9822% 4/4/2029 (d)(e)(f)
|
138,945
|
111,271
|
|
7,089,499
|
|||
Containers & Packaging - 0.6%
|
|||
Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 6.9059% 4/13/2029 (d)(e)(f)
|
2,118,925
|
2,067,012
|
|
TOTAL MATERIALS
|
9,156,511
|
||
Utilities - 0.2%
|
|||
Electric Utilities - 0.1%
|
|||
NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.4898% 4/16/2031 (d)(e)(f)
|
44,544
|
44,494
|
|
WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6467% 1/27/2031 (d)(e)(f)
|
440,501
|
439,867
|
|
484,361
|
|||
Independent Power and Renewable Electricity Producers - 0.1%
|
|||
Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.2309% 3/29/2030 (d)(e)(f)
|
260,827
|
262,783
|
|
TOTAL UTILITIES
|
747,144
|
||
TOTAL UNITED STATES
|
50,954,526
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $57,435,078)
|
55,835,919
|
||
Common Stocks - 0.1%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.1%
|
|||
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Forbes Energy Services Ltd (b)(c)
|
6,468
|
0
|
|
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Cheniere Energy Inc
|
1,400
|
368,998
|
|
Mesquite Energy Inc (b)(c)
|
4,636
|
70,695
|
|
439,693
|
|||
TOTAL ENERGY
|
439,693
|
||
Financials - 0.0%
|
|||
Financial Services - 0.0%
|
|||
Limetree Bay Cayman Ltd (b)(c)
|
80
|
0
|
|
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Cano Health LLC (b)(c)
|
29,327
|
0
|
|
Cano Health LLC warrants 6/28/2029 (b)(c)
|
901
|
0
|
|
TOTAL HEALTH CARE
|
0
|
||
TOTAL UNITED STATES
|
439,693
|
||
|
TOTAL COMMON STOCKS
(Cost $1,093,108)
|
439,693
|
||
Convertible Corporate Bonds - 1.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 1.9%
|
|||
Financials - 0.5%
|
|||
Financial Services - 0.5%
|
|||
Redfin Corp 0.5% 4/1/2027
|
1,719,000
|
1,650,240
|
|
Industrials - 0.3%
|
|||
Electrical Equipment - 0.3%
|
|||
Eos Energy Enterprises Inc 1.75% 12/1/2031 (k)
|
1,332,000
|
796,403
|
|
Ground Transportation - 0.0%
|
|||
Hertz Corp/The 6.75% 7/1/2030 (e)(k)
|
170,000
|
116,758
|
|
TOTAL INDUSTRIALS
|
913,161
|
||
Information Technology - 1.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.1%
|
|||
MKS Inc 1.25% 6/1/2030
|
164,000
|
335,790
|
|
Software - 0.9%
|
|||
Riot Platforms Inc 0.75% 1/15/2030
|
791,000
|
1,251,046
|
|
Strategy Inc 0% 12/1/2029 (l)
|
1,485,000
|
1,306,800
|
|
Terawulf Inc 0% 5/1/2032 (k)(l)
|
682,000
|
812,961
|
|
3,370,807
|
|||
TOTAL INFORMATION TECHNOLOGY
|
3,706,597
|
||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Compass Inc 0.25% 4/15/2031 (k)
|
400,000
|
416,880
|
|
TOTAL UNITED STATES
|
6,686,878
|
||
|
TOTAL CONVERTIBLE CORPORATE BONDS
(Cost $6,231,063)
|
6,686,878
|
||
Convertible Preferred Stocks - 0.2%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
Communication Services - 0.2%
|
|||
Interactive Media & Services - 0.2%
|
|||
Alphabet Inc Series A 6.25%
|
6,390
|
324,804
|
|
Alphabet Inc Series B 6.25%
|
5,415
|
272,104
|
|
TOTAL COMMUNICATION SERVICES
|
596,908
|
||
Information Technology - 0.0%
|
|||
Software - 0.0%
|
|||
Oracle Corp Series D 6.5%
|
4,513
|
187,515
|
|
TOTAL UNITED STATES
|
784,423
|
||
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $788,084)
|
784,423
|
||
Non-Convertible Corporate Bonds - 71.2%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
ANGOLA - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Azule Energy Finance Plc 8.125% 1/23/2030 (k)
|
305,000
|
309,057
|
|
AUSTRALIA - 0.3%
|
|||
Materials - 0.3%
|
|||
Metals & Mining - 0.3%
|
|||
Mineral Resources Ltd 6% 5/1/2032 (k)
|
150,000
|
146,721
|
|
Mineral Resources Ltd 7% 4/1/2031 (k)
|
155,000
|
159,506
|
|
Mineral Resources Ltd 9.25% 10/1/2028 (k)
|
776,000
|
798,149
|
|
TOTAL AUSTRALIA
|
1,104,376
|
||
BAILIWICK OF JERSEY - 0.1%
|
|||
Consumer Discretionary - 0.1%
|
|||
Automobiles - 0.1%
|
|||
Aston Martin Capital Holdings Ltd 10% 3/31/2029 (k)
|
355,000
|
199,687
|
|
BRAZIL - 0.6%
|
|||
Industrials - 0.1%
|
|||
Commercial Services & Supplies - 0.1%
|
|||
Ambipar Lux Sarl 9.875% (h)(k)
|
1,115,000
|
390,250
|
|
Passenger Airlines - 0.0%
|
|||
Azul Secured Finance LLP 9.875% 2/15/2031 (k)
|
155,000
|
143,000
|
|
TOTAL INDUSTRIALS
|
533,250
|
||
Materials - 0.5%
|
|||
Metals & Mining - 0.5%
|
|||
ERO Copper Corp 6.5% 2/15/2030 (k)
|
915,000
|
914,863
|
|
Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (e)(k)
|
703,419
|
706,584
|
|
TOTAL MATERIALS
|
1,621,447
|
||
TOTAL BRAZIL
|
2,154,697
|
||
CAMEROON - 0.2%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Golar LNG Ltd 7.5% 10/2/2030 (k)
|
645,000
|
655,185
|
|
Golar LNG Ltd 7.75% 9/19/2029 (k)(o)
|
200,000
|
202,406
|
|
TOTAL CAMEROON
|
857,591
|
||
CANADA - 2.2%
|
|||
Communication Services - 0.7%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
TELUS Corp 6.375% 6/9/2056 (e)
|
520,000
|
513,341
|
|
TELUS Corp 6.625% 10/15/2055 (e)
|
605,000
|
603,032
|
|
1,116,373
|
|||
Wireless Telecommunication Services - 0.4%
|
|||
Rogers Communications Inc 6.875% 7/31/2056 (e)
|
1,295,000
|
1,295,528
|
|
TOTAL COMMUNICATION SERVICES
|
2,411,901
|
||
Consumer Discretionary - 0.9%
|
|||
Hotels, Restaurants & Leisure - 0.9%
|
|||
1011778 BC ULC / New Red Finance Inc 3.875% 1/15/2028 (k)
|
855,000
|
837,744
|
|
1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (k)
|
855,000
|
803,359
|
|
1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (k)
|
725,000
|
723,177
|
|
1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (k)
|
345,000
|
348,597
|
|
TOTAL CONSUMER DISCRETIONARY
|
2,712,877
|
||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Saturn Oil & Gas Inc 8.5% 7/30/2031 (k)
|
190,000
|
190,527
|
|
TransCanada PipeLines Ltd 6.125% 10/17/2056 (e)
|
670,000
|
669,500
|
|
TOTAL ENERGY
|
860,027
|
||
Information Technology - 0.1%
|
|||
Software - 0.1%
|
|||
Open Text Corp 3.875% 2/15/2028 (k)
|
345,000
|
336,346
|
|
Materials - 0.3%
|
|||
Chemicals - 0.2%
|
|||
Methanex Corp 5.125% 10/15/2027
|
830,000
|
831,197
|
|
Metals & Mining - 0.1%
|
|||
Capstone Copper Corp 6.75% 3/31/2033 (k)
|
265,000
|
265,595
|
|
TOTAL MATERIALS
|
1,096,792
|
||
TOTAL CANADA
|
7,417,943
|
||
COLOMBIA - 0.3%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Canacol Energy Ltd 5.75% (h)(k)
|
1,145,000
|
386,220
|
|
Gran Tierra Energy Inc 9.75% 4/15/2031 (k)
|
175,000
|
157,097
|
|
TOTAL ENERGY
|
543,317
|
||
Utilities - 0.2%
|
|||
Independent Power and Renewable Electricity Producers - 0.2%
|
|||
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (k)
|
747,653
|
701,381
|
|
TOTAL COLOMBIA
|
1,244,698
|
||
CONGO DEMOCRATIC REPUBLIC OF - 0.1%
|
|||
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
Ivanhoe Mines Ltd 7.875% 1/23/2030 (k)
|
425,000
|
427,257
|
|
FRANCE - 0.3%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
Altice France SA 6.875% 10/15/2030 (k)
|
159,116
|
155,355
|
|
Altice France SA 6.875% 7/15/2032 (k)
|
725,305
|
704,126
|
|
TOTAL COMMUNICATION SERVICES
|
859,481
|
||
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.1%
|
|||
Viridien 10% 10/15/2030 (k)
|
251,000
|
261,995
|
|
TOTAL FRANCE
|
1,121,476
|
||
GERMANY - 0.2%
|
|||
Consumer Discretionary - 0.1%
|
|||
Automobile Components - 0.1%
|
|||
ZF North America Capital Inc 6.75% 4/23/2030 (k)(n)
|
215,000
|
213,360
|
|
ZF North America Capital Inc 7.5% 3/24/2031 (k)(n)
|
285,000
|
286,987
|
|
TOTAL CONSUMER DISCRETIONARY
|
500,347
|
||
Industrials - 0.1%
|
|||
Machinery - 0.1%
|
|||
TK Elevator US Newco Inc 5.25% 7/15/2027 (k)
|
274,000
|
273,966
|
|
TOTAL GERMANY
|
774,313
|
||
GHANA - 0.4%
|
|||
Energy - 0.4%
|
|||
Oil, Gas & Consumable Fuels - 0.4%
|
|||
Kosmos Energy Ltd 7.5% 3/1/2028 (k)
|
1,455,000
|
1,431,589
|
|
GRAND CAYMAN (UK OVERSEAS TER) - 0.3%
|
|||
Financials - 0.3%
|
|||
Financial Services - 0.3%
|
|||
Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (k)
|
1,070,000
|
1,087,039
|
|
IRELAND - 0.3%
|
|||
Financials - 0.2%
|
|||
Financial Services - 0.2%
|
|||
GGAM Finance Ltd 5.875% 3/15/2030 (k)
|
550,000
|
546,563
|
|
GGAM Finance Ltd 6.875% 4/15/2029 (k)
|
320,000
|
325,201
|
|
TOTAL FINANCIALS
|
871,764
|
||
Industrials - 0.1%
|
|||
Transportation Infrastructure - 0.1%
|
|||
Avolon Holdings Funding Ltd 4.85% 4/1/2033 (k)
|
385,000
|
367,391
|
|
TOTAL IRELAND
|
1,239,155
|
||
ISRAEL - 0.2%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Energean Israel Finance Ltd 5.375% 3/30/2028 (k)(o)
|
195,000
|
193,194
|
|
Health Care - 0.2%
|
|||
Pharmaceuticals - 0.2%
|
|||
Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030
|
550,000
|
556,851
|
|
TOTAL ISRAEL
|
750,045
|
||
LUXEMBOURG - 0.3%
|
|||
Communication Services - 0.2%
|
|||
Wireless Telecommunication Services - 0.2%
|
|||
Altice France Lux 3 / Altice Holdings 1 10% 1/15/2033 (k)
|
665,000
|
652,715
|
|
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (k)
|
285,000
|
300,943
|
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Herens Holdco Sarl 4.75% 5/15/2028 (k)
|
275,000
|
245,565
|
|
TOTAL LUXEMBOURG
|
1,199,223
|
||
MAURITIUS - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (k)
|
170,000
|
171,753
|
|
NIGERIA - 0.2%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
IHS Holding Ltd 5.625% 11/29/2026 (k)
|
655,000
|
652,000
|
|
IHS Holding Ltd 7.875% 5/29/2030 (k)
|
200,000
|
205,508
|
|
TOTAL NIGERIA
|
857,508
|
||
NORWAY - 0.2%
|
|||
Energy - 0.2%
|
|||
Energy Equipment & Services - 0.2%
|
|||
TGS ASA 8.5% 1/15/2030 (k)
|
680,000
|
711,306
|
|
PANAMA - 0.3%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
Sable International Finance Ltd 7.125% 10/15/2032 (k)
|
745,000
|
734,469
|
|
Wireless Telecommunication Services - 0.1%
|
|||
C&W Senior Finance Ltd 9% 1/15/2033 (k)
|
340,000
|
344,403
|
|
TOTAL PANAMA
|
1,078,872
|
||
PERU - 0.1%
|
|||
Materials - 0.1%
|
|||
Metals & Mining - 0.1%
|
|||
Volcan Cia Minera SAA 8.5% 10/28/2032 (k)
|
380,000
|
392,118
|
|
SOUTH AFRICA - 0.1%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Liquid Telecommunications Financing Plc 10.75% 4/14/2031 (k)
|
210,000
|
218,906
|
|
SWITZERLAND - 0.2%
|
|||
Industrials - 0.1%
|
|||
Aerospace & Defense - 0.1%
|
|||
VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (k)(n)
|
210,000
|
213,255
|
|
Materials - 0.1%
|
|||
Chemicals - 0.1%
|
|||
Consolidated Energy Finance SA 5.625% 10/15/2028 (k)
|
375,000
|
362,183
|
|
TOTAL SWITZERLAND
|
575,438
|
||
TANZANIA - 0.2%
|
|||
Information Technology - 0.2%
|
|||
Communications Equipment - 0.2%
|
|||
HTA Group Ltd/Mauritius 6.75% 4/1/2031 (k)
|
200,000
|
202,298
|
|
HTA Group Ltd/Mauritius 7.5% 6/4/2029 (k)
|
500,000
|
511,380
|
|
TOTAL TANZANIA
|
713,678
|
||
UNITED KINGDOM - 0.6%
|
|||
Consumer Discretionary - 0.4%
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
A&K Travel Group Holdings Ltd 7.5% 5/15/2033 (k)
|
320,000
|
318,578
|
|
Specialty Retail - 0.3%
|
|||
Belron UK Finance PLC 5.75% 10/15/2029 (k)
|
800,000
|
799,748
|
|
TOTAL CONSUMER DISCRETIONARY
|
1,118,326
|
||
Utilities - 0.2%
|
|||
Independent Power and Renewable Electricity Producers - 0.2%
|
|||
California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (k)
|
880,000
|
867,701
|
|
TOTAL UNITED KINGDOM
|
1,986,027
|
||
UNITED STATES - 63.2%
|
|||
Communication Services - 9.3%
|
|||
Diversified Telecommunication Services - 5.3%
|
|||
APLD ComputeCo 2 LLC 6.75% 3/15/2031 (k)
|
665,000
|
650,043
|
|
APLD ComputeCo 3 LLC 7% 6/15/2031 (k)(n)
|
1,025,000
|
999,657
|
|
APLD ComputeCo LLC 9.25% 12/15/2030 (k)(n)
|
2,010,000
|
2,136,140
|
|
Black Pearl Compute LLC 6.125% 2/15/2031 (k)
|
344,000
|
343,423
|
|
Cipher Compute LLC 7.125% 11/15/2030 (k)(n)
|
365,000
|
372,304
|
|
Core Scientific Finance I LLC 7.75% 5/15/2031 (k)
|
2,095,000
|
2,051,477
|
|
Edged Compute LLC 7.5% 4/30/2031 (k)
|
1,515,000
|
1,436,063
|
|
ELK Grove Village Property LLC 7.5% 6/15/2031 (k)(n)
|
390,000
|
375,669
|
|
Flash Compute LLC 7.25% 12/31/2030 (k)
|
980,000
|
989,626
|
|
Galaxy Helios Data Centers II LLC 9.875% 8/1/2031 (k)
|
1,720,000
|
1,724,679
|
|
Level 3 Financing Inc 7% 3/31/2034 (k)
|
75,000
|
76,291
|
|
Meridian Arc Holdco LLC 6.25% 4/30/2031 (k)
|
1,095,000
|
1,052,112
|
|
PR RNO Property Owner 1 LLC 6.5% 5/1/2031 (k)
|
2,615,000
|
2,462,334
|
|
Space Exploration Technologies Corp 5.35% 7/15/2031 (k)
|
330,000
|
321,199
|
|
Space Exploration Technologies Corp 5.65% 7/15/2033 (k)
|
375,000
|
359,260
|
|
Stingray Compute LLC 6% 6/15/2031 (k)(n)
|
320,000
|
312,184
|
|
SV RNO Property Owner 1 LLC 5.875% 3/1/2031 (k)(n)
|
955,000
|
886,809
|
|
Uniti Services LLC 7.5% 10/15/2033 (k)
|
165,000
|
168,611
|
|
WULF Compute LLC 7.75% 10/15/2030 (k)(n)
|
1,345,000
|
1,397,411
|
|
Yondr JK 1 LLC 6.875% 6/30/2031 (k)(n)
|
1,055,000
|
1,004,796
|
|
19,120,088
|
|||
Entertainment - 1.0%
|
|||
AP Core Holdings II LLC 11% 5/15/2031 (k)
|
475,000
|
495,906
|
|
Live Nation Entertainment Inc 4.75% 10/15/2027 (k)
|
1,700,000
|
1,691,250
|
|
OAK-Eagle Acquireco Inc 7.25% 7/1/2033 (k)
|
500,000
|
518,087
|
|
OAK-Eagle Acquireco Inc 8.75% 7/1/2034 (k)
|
270,000
|
284,441
|
|
ROBLOX Corp 3.875% 5/1/2030 (k)(n)
|
465,000
|
433,010
|
|
3,422,694
|
|||
Media - 3.0%
|
|||
CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 3/1/2030 (k)
|
670,000
|
625,998
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.125% 5/1/2027 (k)
|
499,000
|
497,965
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (k)
|
920,000
|
893,471
|
|
CCO Holdings LLC / CCO Holdings Capital Corp 7% 2/1/2033 (k)(n)
|
1,070,000
|
1,025,414
|
|
Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (k)
|
600,000
|
618,903
|
|
Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (k)
|
180,000
|
188,675
|
|
Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (k)
|
145,000
|
150,586
|
|
CSC Holdings LLC 3.375% 2/15/2031 (k)
|
50,000
|
27,658
|
|
CSC Holdings LLC 4.125% 12/1/2030 (k)
|
130,000
|
72,709
|
|
CSC Holdings LLC 4.5% 11/15/2031 (k)
|
510,000
|
282,492
|
|
CSC Holdings LLC 5.5% 4/15/2027 (k)
|
280,000
|
173,393
|
|
EchoStar Corp 10.75% 11/30/2029
|
1,959,934
|
2,120,066
|
|
EchoStar Corp 6.75% 11/30/2030 pay-in-kind (e)
|
917,483
|
930,511
|
|
EW Scripps Co/The 9.875% 8/15/2030 (k)
|
1,685,000
|
1,483,160
|
|
Gray Media Inc 4.75% 10/15/2030 (k)
|
1,175,000
|
908,049
|
|
Univision Communications Inc 7.375% 6/30/2030 (k)(n)
|
475,000
|
472,939
|
|
Univision Communications Inc 8.875% 4/15/2033 (k)(n)
|
175,000
|
169,439
|
|
10,641,428
|
|||
TOTAL COMMUNICATION SERVICES
|
33,184,210
|
||
Consumer Discretionary - 8.3%
|
|||
Automobile Components - 0.8%
|
|||
American Axle & Manufacturing Inc 6.375% 10/15/2032 (k)
|
220,000
|
218,826
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (k)
|
670,000
|
675,034
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (k)
|
315,000
|
322,999
|
|
Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (k)
|
170,000
|
172,132
|
|
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 6.125% 4/15/2031 (k)
|
1,055,000
|
1,045,642
|
|
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 6.375% 4/15/2034 (k)
|
105,000
|
103,445
|
|
Patrick Industries Inc 6.375% 11/1/2032 (k)(n)
|
440,000
|
433,890
|
|
2,971,968
|
|||
Automobiles - 0.3%
|
|||
Nissan Motor Acceptance Co LLC 2.45% 9/15/2028 (k)
|
165,000
|
153,200
|
|
Nissan Motor Acceptance Co LLC 5.55% 9/13/2029 (k)
|
85,000
|
82,664
|
|
Nissan Motor Acceptance Co LLC 6.125% 9/30/2030 (k)
|
215,000
|
209,970
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (k)
|
690,000
|
692,793
|
|
1,138,627
|
|||
Broadline Retail - 0.4%
|
|||
Saks Global Enterprises LLC 11% (c)(h)(k)
|
174,915
|
436
|
|
Wayfair LLC 6.75% 11/15/2032 (k)(n)
|
145,000
|
147,611
|
|
Wayfair LLC 7.25% 10/31/2029 (k)
|
540,000
|
556,084
|
|
Wayfair LLC 7.75% 9/15/2030 (k)
|
840,000
|
880,234
|
|
1,584,365
|
|||
Diversified Consumer Services - 1.3%
|
|||
Service Corp International/US 5.75% 10/15/2032 (n)
|
670,000
|
664,520
|
|
Sotheby's 8.25% 4/15/2031 (k)
|
1,025,000
|
1,022,457
|
|
Sotheby's/Bidfair Holdings Inc 5.875% 6/1/2029 (k)
|
665,000
|
641,475
|
|
StoneMor Inc 8.5% 5/15/2029 (k)
|
840,000
|
834,210
|
|
TKC Holdings Inc 12% 2/15/2031 (k)
|
485,000
|
509,759
|
|
TKC Holdings Inc 8.5% 8/15/2030 (k)(n)
|
750,000
|
766,687
|
|
4,439,108
|
|||
Hotels, Restaurants & Leisure - 3.3%
|
|||
Boyd Gaming Corp 4.75% 12/1/2027
|
435,000
|
432,683
|
|
Caesars Entertainment Inc 4.625% 10/15/2029 (k)
|
615,000
|
584,395
|
|
Carnival Corp Ltd 5.125% 5/1/2029 (k)
|
495,000
|
491,167
|
|
Carnival Corp Ltd 5.75% 3/15/2030 (k)
|
295,000
|
295,543
|
|
Carnival Corp Ltd 5.875% 6/15/2031 (k)
|
480,000
|
480,383
|
|
Carnival Corp Ltd 6.125% 2/15/2033 (k)
|
1,365,000
|
1,365,067
|
|
Churchill Downs Inc 4.75% 1/15/2028 (k)
|
395,000
|
391,132
|
|
Churchill Downs Inc 6.75% 5/1/2031 (k)
|
700,000
|
708,325
|
|
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (k)
|
1,625,000
|
1,595,773
|
|
Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (k)
|
555,000
|
531,887
|
|
Hilton Domestic Operating Co Inc 5.5% 9/15/2031 (k)
|
575,000
|
569,709
|
|
Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (k)
|
295,000
|
297,238
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 5% 6/1/2029 (k)(n)
|
560,000
|
543,009
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (k)
|
335,000
|
335,769
|
|
Life Time Inc 6% 11/15/2031 (k)
|
500,000
|
504,260
|
|
MajorDrive Holdings IV LLC 6.375% 6/1/2029 (k)
|
125,000
|
102,216
|
|
NCL Corp Ltd 5.875% 1/15/2031 (k)
|
425,000
|
406,182
|
|
Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (k)
|
450,000
|
453,656
|
|
Viking Cruises Ltd 9.125% 7/15/2031 (k)
|
460,000
|
481,635
|
|
Viking Ocean Cruises Ship VII Ltd 5.625% 2/15/2029 (k)
|
150,000
|
149,871
|
|
VOC Escrow Ltd 5% 2/15/2028 (k)
|
240,000
|
239,255
|
|
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25% 5/15/2027 (k)
|
390,000
|
389,830
|
|
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (k)
|
195,000
|
193,293
|
|
11,542,278
|
|||
Household Durables - 1.1%
|
|||
Beazer Homes USA Inc 8% 1/15/2032 (k)
|
80,000
|
81,579
|
|
LGI Homes Inc 4% 7/15/2029 (k)(n)
|
435,000
|
401,994
|
|
LGI Homes Inc 7% 11/15/2032 (k)(n)
|
445,000
|
433,756
|
|
LGI Homes Inc 8.75% 12/15/2028 (k)
|
425,000
|
436,341
|
|
Risewell Homes Inc 8.5% 11/1/2030 (k)
|
305,000
|
311,104
|
|
Somnigroup International Inc 4% 4/15/2029 (k)
|
1,145,000
|
1,100,563
|
|
Whirlpool Corp 6.125% 6/15/2030 (n)
|
355,000
|
322,584
|
|
Whirlpool Corp 7.5% 7/1/2031 (k)(n)
|
345,000
|
342,846
|
|
Whirlpool Corp 7.875% 7/1/2034 (k)
|
410,000
|
387,614
|
|
3,818,381
|
|||
Specialty Retail - 1.1%
|
|||
Advance Auto Parts Inc 7% 8/1/2030 (k)(n)
|
205,000
|
210,050
|
|
Carvana Co 5.875% 10/1/2028 (k)
|
115,000
|
111,550
|
|
Group 1 Automotive Inc 6.375% 1/15/2030 (k)
|
710,000
|
713,269
|
|
LBM Acquisition LLC 6.25% 1/15/2029 (k)
|
140,000
|
89,708
|
|
LBM Acquisition LLC 9.5% 6/15/2031 (k)
|
455,000
|
380,903
|
|
Michaels Cos Inc/The 8.5% 3/15/2033 (k)
|
530,000
|
525,032
|
|
Park River Holdings Inc 8% 3/15/2031 (k)
|
110,000
|
109,495
|
|
Staples Inc 10.75% 9/1/2029 (k)
|
1,340,000
|
1,282,182
|
|
Wand NewCo 3 Inc 7.625% 1/30/2032 (k)(n)
|
205,000
|
210,471
|
|
White Cap Supply Holdings LLC 7.375% 11/15/2030 (k)
|
255,000
|
256,900
|
|
3,889,560
|
|||
TOTAL CONSUMER DISCRETIONARY
|
29,384,287
|
||
Consumer Staples - 1.7%
|
|||
Consumer Staples Distribution & Retail - 1.3%
|
|||
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (k)
|
370,000
|
348,223
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (k)
|
260,000
|
249,827
|
|
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (k)
|
1,040,000
|
1,046,482
|
|
C&S Group Enterprises LLC 5% 12/15/2028 (k)
|
310,000
|
285,139
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 7.125% 4/30/2033 (k)
|
120,000
|
122,010
|
|
KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (k)
|
820,000
|
854,039
|
|
Performance Food Group Inc 4.25% 8/1/2029 (k)
|
390,000
|
377,044
|
|
Performance Food Group Inc 6.125% 9/15/2032 (k)(n)
|
435,000
|
436,229
|
|
US Foods Inc 4.75% 2/15/2029 (k)
|
645,000
|
635,545
|
|
US Foods Inc 5.75% 4/15/2033 (k)(n)
|
240,000
|
237,460
|
|
4,591,998
|
|||
Food Products - 0.4%
|
|||
Fiesta Purchaser Inc 7.875% 3/1/2031 (k)(n)
|
240,000
|
240,092
|
|
Fiesta Purchaser Inc 9.625% 9/15/2032 (k)
|
795,000
|
744,864
|
|
Post Holdings Inc 4.625% 4/15/2030 (k)(n)
|
370,000
|
356,404
|
|
Post Holdings Inc 6.375% 3/1/2033 (k)(n)
|
225,000
|
221,582
|
|
1,562,942
|
|||
TOTAL CONSUMER STAPLES
|
6,154,940
|
||
Energy - 6.8%
|
|||
Energy Equipment & Services - 1.1%
|
|||
Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (k)
|
150,000
|
152,148
|
|
Kodiak Gas Services LLC 5.875% 4/1/2031 (k)
|
305,000
|
301,572
|
|
SESI LLC 7.875% 9/30/2030 (k)
|
1,050,000
|
1,062,417
|
|
Transocean International Ltd 7.875% 10/15/2032 (k)
|
80,000
|
83,325
|
|
Transocean International Ltd 8.25% 5/15/2029 (k)
|
675,000
|
696,034
|
|
USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (k)
|
320,000
|
314,909
|
|
USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (k)
|
210,000
|
214,525
|
|
Valaris Ltd 8.375% 4/30/2030 (k)
|
355,000
|
367,532
|
|
WBI Operating LLC 6.25% 10/15/2030 (k)
|
990,000
|
989,822
|
|
4,182,284
|
|||
Oil, Gas & Consumable Fuels - 5.7%
|
|||
Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (k)
|
305,000
|
316,439
|
|
Buckeye Partners LP 4.125% 12/1/2027
|
310,000
|
304,767
|
|
CNX Midstream Partners LP 4.75% 4/15/2030 (k)
|
760,000
|
728,516
|
|
CNX Resources Corp 7.25% 3/1/2032 (k)(n)
|
485,000
|
498,770
|
|
Comstock Resources Inc 5.875% 1/15/2030 (k)(n)
|
485,000
|
456,924
|
|
Comstock Resources Inc 6.75% 3/1/2029 (k)
|
975,000
|
960,218
|
|
CVR Energy Inc 7.5% 2/15/2031 (k)
|
1,170,000
|
1,185,293
|
|
DBR Land Holdings LLC 6.25% 12/1/2030 (k)
|
350,000
|
353,007
|
|
Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (k)
|
598,000
|
620,625
|
|
Energy Transfer LP 6.5% 2/15/2056 (e)
|
470,000
|
470,052
|
|
Energy Transfer LP 6.55% 1/15/2057 (e)
|
793,000
|
782,936
|
|
Global Partners LP / GLP Finance Corp 6.875% 1/15/2029
|
230,000
|
231,179
|
|
Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (k)(n)
|
115,000
|
116,457
|
|
Harvest Midstream I LP 7.5% 5/15/2032 (k)
|
415,000
|
425,494
|
|
Hess Midstream Operations LP 5.875% 3/1/2028 (k)
|
910,000
|
914,621
|
|
Hess Midstream Operations LP 6.5% 6/1/2029 (k)
|
755,000
|
767,809
|
|
Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (k)
|
460,000
|
475,486
|
|
Kinetik Holdings LP 6.625% 12/15/2028 (k)
|
1,145,000
|
1,163,954
|
|
Matador Resources Co 6.5% 4/15/2032 (k)(n)
|
365,000
|
364,317
|
|
Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (k)
|
320,000
|
320,742
|
|
Northern Oil & Gas Inc 7.875% 10/15/2033 (k)(n)
|
560,000
|
560,401
|
|
Northern Oil & Gas Inc 8.75% 6/15/2031 (k)(n)
|
445,000
|
458,618
|
|
Par Petroleum LLC 7.375% 6/1/2034 (k)(n)
|
335,000
|
346,644
|
|
PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (k)
|
630,000
|
653,826
|
|
PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (k)(n)
|
865,000
|
926,743
|
|
Prairie Acquiror LP 9% 8/1/2029 (k)
|
1,475,000
|
1,521,491
|
|
Rockies Express Pipeline LLC 6.75% 3/15/2033 (k)
|
255,000
|
259,257
|
|
SM Energy Co 6.625% 1/15/2027 (n)
|
431,000
|
431,780
|
|
Summit Midstream Holdings LLC 8.625% 10/31/2029 (k)
|
150,000
|
155,785
|
|
Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028 (n)
|
250,000
|
250,065
|
|
Sunoco LP 5.375% 7/15/2031 (k)(n)
|
545,000
|
534,592
|
|
Sunoco LP 5.625% 3/15/2031 (k)
|
1,095,000
|
1,080,775
|
|
Sunoco LP 6.625% 8/15/2032 (k)(n)
|
590,000
|
595,610
|
|
Venture Global LNG Inc 7% 1/15/2030 (k)
|
300,000
|
304,772
|
|
Venture Global Plaquemines LNG LLC 6.125% 12/15/2030 (k)(n)
|
315,000
|
319,990
|
|
Venture Global Plaquemines LNG LLC 6.5% 6/15/2034 (k)
|
180,000
|
185,640
|
|
Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (k)
|
285,000
|
309,230
|
|
20,352,825
|
|||
TOTAL ENERGY
|
24,535,109
|
||
Financials - 7.7%
|
|||
Capital Markets - 1.3%
|
|||
Bank of New York Mellon Corp/The 6.15% (e)(m)
|
540,000
|
535,391
|
|
Broadstreet Partners Group LLC 5.875% 4/15/2029 (k)
|
595,000
|
581,761
|
|
Focus Financial Partners LLC 6.75% 9/15/2031 (k)(n)
|
550,000
|
546,563
|
|
FS KKR Capital Corp 7.5% 8/1/2031
|
550,000
|
550,932
|
|
Hightower Holding LLC 6.75% 4/15/2029 (k)
|
135,000
|
134,497
|
|
Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (k)
|
425,000
|
422,875
|
|
Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (k)(n)
|
195,000
|
198,728
|
|
Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (k)(n)
|
1,160,000
|
1,121,483
|
|
VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (k)
|
580,000
|
601,422
|
|
4,693,652
|
|||
Consumer Finance - 1.1%
|
|||
Ford Motor Credit Co LLC 5.42% 4/9/2031
|
1,240,000
|
1,220,375
|
|
OneMain Finance Corp 3.5% 1/15/2027
|
775,000
|
768,929
|
|
OneMain Finance Corp 5.375% 11/15/2029
|
870,000
|
850,236
|
|
OneMain Finance Corp 6.125% 5/15/2030 (n)
|
415,000
|
412,507
|
|
OneMain Finance Corp 6.75% 3/15/2032 (n)
|
85,000
|
84,588
|
|
OneMain Finance Corp 7.125% 11/15/2031 (n)
|
210,000
|
212,812
|
|
PRA Group Inc 8.875% 1/31/2030 (k)
|
325,000
|
334,636
|
|
3,884,083
|
|||
Financial Services - 2.4%
|
|||
Block Inc 5.625% 8/15/2030 (k)
|
325,000
|
323,337
|
|
Block Inc 6% 8/15/2033 (k)
|
165,000
|
163,629
|
|
Block Inc 6.5% 5/15/2032
|
595,000
|
601,131
|
|
Compass Group Diversified Holdings LLC 5.25% 4/15/2029 (k)
|
1,315,000
|
1,252,193
|
|
CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (k)
|
290,000
|
280,450
|
|
CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (k)
|
180,000
|
171,761
|
|
Freedom Mortgage Corp 6.625% 1/15/2027 (k)
|
335,000
|
335,167
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (k)
|
855,000
|
856,406
|
|
Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027
|
1,590,000
|
1,579,837
|
|
Rocket Cos Inc 6.125% 8/1/2030 (k)(n)
|
600,000
|
604,865
|
|
Rocket Cos Inc 6.125% 8/1/2031 (k)(n)
|
480,000
|
482,187
|
|
Rocket Cos Inc 6.5% 8/1/2029 (k)
|
350,000
|
354,597
|
|
UWM Holdings LLC 6.25% 3/15/2031 (k)
|
385,000
|
343,515
|
|
UWM Holdings LLC 6.625% 2/1/2030 (k)(n)
|
665,000
|
616,885
|
|
Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (k)
|
470,000
|
489,284
|
|
8,455,244
|
|||
Insurance - 2.3%
|
|||
Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (k)
|
505,000
|
488,415
|
|
Acrisure LLC / Acrisure Finance Inc 8.25% 2/1/2029 (k)
|
880,000
|
843,801
|
|
Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (k)
|
185,000
|
176,853
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (k)
|
1,355,000
|
1,361,111
|
|
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7% 1/15/2031 (k)
|
150,000
|
152,213
|
|
AmWINS Group Inc 4.875% 6/30/2029 (k)
|
565,000
|
543,848
|
|
AmWINS Group Inc 6.375% 2/15/2029 (k)
|
385,000
|
386,557
|
|
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (k)(n)
|
340,000
|
344,379
|
|
Athene Holding Ltd 6.875% 6/28/2055 (e)
|
550,000
|
519,508
|
|
CRC Insurance Group LLC 7.125% 6/1/2031 (k)
|
1,395,000
|
1,392,373
|
|
HUB International Ltd 7.25% 6/15/2030 (k)
|
350,000
|
360,384
|
|
HUB International Ltd 7.375% 1/31/2032 (k)(n)
|
835,000
|
853,996
|
|
Ryan Specialty LLC 5.875% 8/1/2032 (k)
|
450,000
|
443,810
|
|
USI Inc/NY 7.5% 1/15/2032 (k)
|
290,000
|
295,971
|
|
8,163,219
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 0.6%
|
|||
Rithm Capital Corp 8% 4/1/2029 (k)
|
140,000
|
141,090
|
|
Rithm Capital Corp 8.5% 6/1/2031 (k)
|
270,000
|
270,659
|
|
Starwood Property Trust Inc 5.25% 10/15/2028 (k)
|
980,000
|
971,267
|
|
Starwood Property Trust Inc 5.875% 8/15/2029 (k)
|
345,000
|
345,578
|
|
Starwood Property Trust Inc 6.125% 6/1/2031 (k)(n)
|
110,000
|
109,739
|
|
Starwood Property Trust Inc 6.5% 7/1/2030 (k)(n)
|
665,000
|
675,397
|
|
2,513,730
|
|||
TOTAL FINANCIALS
|
27,709,928
|
||
Health Care - 5.3%
|
|||
Biotechnology - 0.2%
|
|||
Emergent BioSolutions Inc 3.875% 8/15/2028 (k)
|
915,000
|
839,560
|
|
Health Care Equipment & Supplies - 0.8%
|
|||
Avantor Funding Inc 3.875% 11/1/2029 (k)(n)
|
330,000
|
314,812
|
|
Avantor Funding Inc 4.625% 7/15/2028 (k)
|
635,000
|
626,278
|
|
Medline Borrower LP 3.875% 4/1/2029 (k)
|
60,000
|
58,038
|
|
Medline Borrower LP 5.25% 10/1/2029 (k)
|
925,000
|
916,350
|
|
Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (k)
|
660,000
|
671,176
|
|
Teleflex Inc 5.875% 1/15/2032 (k)
|
255,000
|
252,794
|
|
2,839,448
|
|||
Health Care Providers & Services - 3.2%
|
|||
Acadia Healthcare Co Inc 5% 4/15/2029 (k)
|
495,000
|
484,575
|
|
Accendra Health Inc 9.75% 6/15/2033 (k)
|
285,450
|
190,538
|
|
Centene Corp 3.375% 2/15/2030
|
1,550,000
|
1,433,578
|
|
Centene Corp 4.625% 12/15/2029
|
800,000
|
776,110
|
|
Charlotte Buyer Inc 8% 6/30/2031 (k)
|
120,000
|
121,315
|
|
CHS/Community Health Systems Inc 5.25% 5/15/2030 (k)
|
235,000
|
217,002
|
|
CVS Health Corp 7% 3/10/2055 (e)
|
635,000
|
653,824
|
|
Humana Inc 6.625% 9/15/2056 (e)
|
1,765,000
|
1,736,709
|
|
Molina Healthcare Inc 3.875% 5/15/2032 (k)(n)
|
235,000
|
210,144
|
|
Molina Healthcare Inc 6.25% 1/15/2033 (k)
|
460,000
|
454,879
|
|
Molina Healthcare Inc 6.5% 2/15/2031 (k)
|
1,005,000
|
1,014,241
|
|
National Mentor Holdings Inc 10.5% 12/15/2030 (k)
|
165,000
|
174,018
|
|
Surgery Center Holdings Inc 7.25% 4/15/2032 (k)
|
300,000
|
300,934
|
|
Tenet Healthcare Corp 5.125% 11/1/2027
|
2,300,000
|
2,298,675
|
|
US Acute Care Solutions LLC 9.75% 5/15/2029 (k)
|
1,370,000
|
1,276,894
|
|
11,343,436
|
|||
Health Care Technology - 0.5%
|
|||
IQVIA Inc 5% 5/15/2027 (k)
|
1,165,000
|
1,163,568
|
|
IQVIA Inc 6.25% 6/1/2032 (k)(n)
|
355,000
|
359,566
|
|
IQVIA Inc 6.5% 5/15/2030 (k)
|
270,000
|
275,106
|
|
1,798,240
|
|||
Pharmaceuticals - 0.6%
|
|||
1261229 BC Ltd 10% 4/15/2032 (k)
|
1,151,000
|
1,176,608
|
|
Jazz Securities DAC 4.375% 1/15/2029 (k)
|
415,000
|
406,274
|
|
Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (k)
|
535,000
|
526,501
|
|
2,109,383
|
|||
TOTAL HEALTH CARE
|
18,930,067
|
||
Industrials - 8.1%
|
|||
Aerospace & Defense - 1.8%
|
|||
ATI Inc 5.875% 6/15/2033
|
190,000
|
191,161
|
|
BWX Technologies Inc 4.125% 4/15/2029 (k)
|
1,095,000
|
1,051,096
|
|
Moog Inc 5.5% 10/15/2034 (k)
|
165,000
|
159,625
|
|
TransDigm Inc 6.125% 7/31/2034 (k)
|
315,000
|
311,462
|
|
TransDigm Inc 6.25% 1/31/2034 (k)
|
90,000
|
90,884
|
|
TransDigm Inc 6.375% 3/1/2029 (k)(n)
|
1,715,000
|
1,735,633
|
|
TransDigm Inc 6.75% 1/31/2034 (k)
|
410,000
|
416,672
|
|
TransDigm Inc 6.75% 8/15/2028 (k)
|
2,495,000
|
2,510,594
|
|
6,467,127
|
|||
Air Freight & Logistics - 0.1%
|
|||
Rand Parent LLC 8.5% 2/15/2030 (k)
|
485,000
|
497,192
|
|
Building Products - 0.5%
|
|||
Camelot Return Merger Sub Inc 8.75% 8/1/2028 (k)
|
950,000
|
488,413
|
|
JH North America Holdings Inc 5.875% 1/31/2031 (k)
|
660,000
|
658,572
|
|
MIWD Holdco II LLC / MIWD Finance Corp 5.5% 2/1/2030 (k)
|
360,000
|
333,160
|
|
Standard Building Solutions Inc 6.5% 8/15/2032 (k)
|
295,000
|
295,564
|
|
1,775,709
|
|||
Commercial Services & Supplies - 2.6%
|
|||
Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (k)
|
330,000
|
337,196
|
|
Artera Services LLC 8.5% 2/15/2031 (k)
|
1,775,000
|
1,616,919
|
|
Brand Industrial Services Inc 10.375% 8/1/2030 (k)
|
365,000
|
316,098
|
|
CoreCivic Inc 4.75% 10/15/2027
|
35,000
|
35,000
|
|
CoreCivic Inc 8.25% 4/15/2029
|
675,000
|
700,774
|
|
GEO Group Inc/The 10.25% 4/15/2031
|
800,000
|
862,720
|
|
GEO Group Inc/The 8.625% 4/15/2029
|
455,000
|
474,334
|
|
GFL Environmental Inc 4% 8/1/2028 (k)
|
1,245,000
|
1,214,071
|
|
Madison IAQ LLC 4.125% 6/30/2028 (k)
|
800,000
|
783,155
|
|
Neptune Bidco US Inc 10.375% 5/15/2031 (k)
|
685,000
|
717,157
|
|
Neptune Bidco US Inc 9.29% 4/15/2029 (k)(n)
|
1,200,000
|
1,222,613
|
|
Neptune Bidco US Inc 9.5% 2/15/2033 (k)
|
140,000
|
142,614
|
|
Waste Pro USA Inc 7% 2/1/2033 (k)
|
235,000
|
238,179
|
|
Williams Scotsman Inc 6.625% 4/15/2030 (k)
|
645,000
|
659,507
|
|
9,320,337
|
|||
Construction & Engineering - 0.3%
|
|||
Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (k)(n)
|
1,010,000
|
1,011,114
|
|
Electrical Equipment - 0.2%
|
|||
WESCO Distribution Inc 5.25% 4/15/2031 (k)
|
380,000
|
373,671
|
|
WESCO Distribution Inc 6.375% 3/15/2033 (k)(n)
|
295,000
|
299,948
|
|
673,619
|
|||
Ground Transportation - 0.4%
|
|||
Avis Budget Car Rental LLC / Avis Budget Finance Inc 8% 2/15/2031 (k)
|
190,000
|
189,711
|
|
Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.25% 1/15/2030 (k)
|
145,000
|
147,142
|
|
Genesee & Wyoming Inc 6.25% 4/15/2032 (k)
|
395,000
|
397,264
|
|
XPO Inc 6.25% 6/1/2028 (k)
|
825,000
|
831,178
|
|
1,565,295
|
|||
Machinery - 0.3%
|
|||
Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (e)(k)
|
289,863
|
311,171
|
|
Esab Corp 5.625% 4/1/2031 (k)
|
330,000
|
326,010
|
|
Esab Corp 6.25% 4/15/2029 (k)
|
545,000
|
550,769
|
|
1,187,950
|
|||
Passenger Airlines - 0.5%
|
|||
Allegiant Travel Co 7.125% 7/1/2031 (k)(n)
|
285,000
|
288,784
|
|
American Airlines Inc 7.25% 2/15/2028 (k)(n)
|
270,000
|
272,256
|
|
United Airlines Holdings Inc 5.375% 3/1/2031 (n)
|
1,125,000
|
1,110,261
|
|
1,671,301
|
|||
Professional Services - 0.4%
|
|||
Amentum Holdings Inc 7.25% 8/1/2032 (k)(n)
|
570,000
|
585,614
|
|
TriNet Group Inc 7.125% 8/15/2031 (k)
|
850,000
|
861,924
|
|
1,447,538
|
|||
Trading Companies & Distributors - 0.8%
|
|||
FTAI Aviation Investors LLC 7% 6/15/2032 (k)
|
230,000
|
234,836
|
|
FTAI Aviation Investors LLC 7.875% 12/1/2030 (k)(n)
|
425,000
|
442,818
|
|
Herc Holdings Inc 5.75% 3/15/2031 (k)(n)
|
250,000
|
247,520
|
|
Herc Holdings Inc 7% 6/15/2030 (k)(n)
|
585,000
|
603,292
|
|
QXO Building Products Inc 6.5% 7/15/2031 (k)
|
225,000
|
225,912
|
|
QXO Building Products Inc 6.75% 4/30/2032 (k)(n)
|
420,000
|
428,930
|
|
Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (k)
|
125,000
|
130,391
|
|
United Rentals North America Inc 3.875% 11/15/2027
|
645,000
|
637,548
|
|
2,951,247
|
|||
Transportation Infrastructure - 0.2%
|
|||
Beacon Mobility Corp 7.25% 8/1/2030 (k)
|
285,000
|
294,060
|
|
Carrix Inc 6.125% 8/1/2033 (k)
|
360,000
|
358,337
|
|
652,397
|
|||
TOTAL INDUSTRIALS
|
29,220,826
|
||
Information Technology - 5.7%
|
|||
Electronic Equipment, Instruments & Components - 0.3%
|
|||
Coherent Corp 5% 12/15/2029 (k)
|
925,000
|
905,101
|
|
IT Services - 1.9%
|
|||
Ahead DB Holdings LLC 6.625% 5/1/2028 (k)
|
1,348,000
|
1,348,257
|
|
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (k)(n)
|
1,490,000
|
1,468,871
|
|
Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (k)
|
585,000
|
577,492
|
|
CoreWeave Inc 9% 2/1/2031 (k)
|
1,290,000
|
1,164,475
|
|
CoreWeave Inc 9.25% 6/1/2030 (k)
|
1,355,000
|
1,266,324
|
|
CoreWeave Inc 9.625% 7/15/2032 (k)(n)
|
240,000
|
214,807
|
|
CoreWeave Inc 9.75% 10/1/2031 (k)
|
740,000
|
671,449
|
|
Sabre GLBL Inc 11.125% 7/15/2030 (k)(n)
|
220,000
|
211,750
|
|
6,923,425
|
|||
Semiconductors & Semiconductor Equipment - 0.5%
|
|||
Entegris Inc 4.75% 4/15/2029 (k)
|
1,595,000
|
1,568,388
|
|
Wolfspeed Inc 7% 6/15/2031 pay-in-kind (e)
|
359,125
|
307,949
|
|
1,876,337
|
|||
Software - 2.8%
|
|||
Cloud Software Group LLC 6.5% 3/31/2029 (k)
|
1,150,000
|
1,123,738
|
|
Cloud Software Group LLC 9% 9/30/2029 (k)
|
2,625,000
|
2,571,848
|
|
Elastic NV 4.125% 7/15/2029 (k)
|
705,000
|
671,748
|
|
Ellucian Holdings Inc 6.5% 12/1/2029 (k)
|
1,590,000
|
1,528,949
|
|
Oracle Corp 2.95% 4/1/2030
|
675,000
|
607,246
|
|
Oracle Corp 4.8% 9/26/2032 (n)
|
380,000
|
349,752
|
|
Oracle Corp 4.95% 2/4/2031 (n)
|
355,000
|
339,084
|
|
SS&C Technologies Inc 5.5% 9/30/2027 (k)
|
1,040,000
|
1,038,569
|
|
UKG Inc 6.875% 2/1/2031 (k)(n)
|
1,785,000
|
1,748,877
|
|
9,979,811
|
|||
Technology Hardware, Storage & Peripherals - 0.2%
|
|||
Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030
|
640,000
|
651,642
|
|
TOTAL INFORMATION TECHNOLOGY
|
20,336,316
|
||
Materials - 4.3%
|
|||
Chemicals - 2.3%
|
|||
Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (e)(k)
|
349,588
|
279,670
|
|
Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (k)
|
605,000
|
625,722
|
|
Celanese US Holdings LLC 6.5% 4/15/2030 (n)
|
360,000
|
364,424
|
|
Celanese US Holdings LLC 7% 2/15/2031 (n)
|
670,000
|
686,947
|
|
Chemours Co/The 4.625% 11/15/2029 (k)(n)
|
140,000
|
132,116
|
|
Chemours Co/The 5.75% 11/15/2028 (k)
|
1,000,000
|
995,037
|
|
Chemours Co/The 7.875% 3/15/2034 (k)(n)
|
260,000
|
253,005
|
|
LSB Industries Inc 6.25% 10/15/2028 (k)
|
505,000
|
503,909
|
|
Mativ Holdings Inc 8% 10/1/2029 (k)(n)
|
555,000
|
549,480
|
|
Methanex US Operations Inc 6.25% 3/15/2032 (k)(n)
|
265,000
|
267,618
|
|
Olin Corp 6.625% 4/1/2033 (k)(n)
|
155,000
|
151,682
|
|
Olympus Water US Holding Corp 7.25% 2/15/2033 (k)(n)
|
200,000
|
195,914
|
|
Olympus Water US Holding Corp 7.25% 6/15/2031 (k)
|
495,000
|
500,213
|
|
Scih Salt Hldgs Inc 4.875% 5/1/2028 (k)
|
585,000
|
584,971
|
|
Scih Salt Hldgs Inc 6.625% 5/1/2029 (k)
|
960,000
|
960,000
|
|
WR Grace Holdings LLC 5.625% 8/15/2029 (k)
|
765,000
|
702,356
|
|
WR Grace Holdings LLC 7% 8/1/2033 (k)
|
175,000
|
167,623
|
|
WR Grace Holdings LLC 7.375% 3/1/2031 (k)(n)
|
190,000
|
188,390
|
|
8,109,077
|
|||
Construction Materials - 0.8%
|
|||
Quikrete Holdings Inc 6.375% 3/1/2032 (k)
|
830,000
|
840,129
|
|
Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (k)
|
835,000
|
874,323
|
|
VM Consolidated Inc 5.5% 4/15/2029 (k)(n)
|
1,190,000
|
1,112,217
|
|
2,826,669
|
|||
Containers & Packaging - 0.8%
|
|||
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (k)
|
695,000
|
659,802
|
|
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (k)
|
245,000
|
246,652
|
|
Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (k)
|
280,000
|
266,645
|
|
Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (k)(n)
|
1,210,000
|
1,156,402
|
|
Graphic Packaging International LLC 6.375% 7/15/2032 (k)(n)
|
445,000
|
444,283
|
|
2,773,784
|
|||
Metals & Mining - 0.4%
|
|||
Alcoa Nederland Holding BV 7.125% 3/15/2031 (k)
|
90,000
|
92,599
|
|
Alumina Pty Ltd 6.375% 9/15/2032 (k)
|
895,000
|
900,829
|
|
Cleveland-Cliffs Inc 7.5% 9/15/2031 (k)
|
400,000
|
408,235
|
|
Coeur Mining Inc 6.875% 4/1/2032 (k)
|
310,000
|
316,708
|
|
1,718,371
|
|||
TOTAL MATERIALS
|
15,427,901
|
||
Real Estate - 2.0%
|
|||
Diversified REITs - 0.3%
|
|||
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (k)
|
1,085,000
|
1,070,095
|
|
Health Care REITs - 0.2%
|
|||
MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027
|
800,000
|
776,105
|
|
Hotel & Resort REITs - 0.4%
|
|||
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 4.875% 5/15/2029 (k)(n)
|
480,000
|
467,849
|
|
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (k)(n)
|
395,000
|
401,384
|
|
RHP Hotel Properties LP / RHP Finance Corp 5.75% 3/15/2034 (k)
|
300,000
|
293,784
|
|
RHP Hotel Properties LP / RHP Finance Corp 7.25% 7/15/2028 (k)
|
425,000
|
432,839
|
|
1,595,856
|
|||
Real Estate Management & Development - 0.4%
|
|||
Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (k)
|
455,000
|
487,503
|
|
Kennedy-Wilson Inc 7% 6/1/2031 (k)
|
770,000
|
784,094
|
|
1,271,597
|
|||
Specialized REITs - 0.7%
|
|||
Iron Mountain Inc 4.875% 9/15/2027 (k)
|
375,000
|
373,772
|
|
Millrose Properties Inc 6.375% 8/1/2030 (k)
|
820,000
|
826,062
|
|
SBA Communications Corp 3.875% 2/15/2027 (n)
|
1,340,000
|
1,331,154
|
|
2,530,988
|
|||
TOTAL REAL ESTATE
|
7,244,641
|
||
Utilities - 4.0%
|
|||
Electric Utilities - 3.3%
|
|||
American Electric Power Co Inc 5.8% 3/15/2056 (e)
|
875,000
|
859,372
|
|
Edison International 7.875% 6/15/2054 (e)
|
240,000
|
247,669
|
|
Eversource Energy 6.1% 8/15/2056 (e)(n)
|
680,000
|
676,189
|
|
Eversource Energy 6.35% 8/15/2056 (e)
|
160,000
|
159,229
|
|
NRG Energy Inc 5.75% 7/15/2029 (k)
|
1,525,000
|
1,524,123
|
|
PG&E Corp 5% 7/1/2028
|
310,000
|
307,074
|
|
PG&E Corp 6.85% 9/15/2056 (e)
|
512,000
|
506,658
|
|
PG&E Corp 7.375% 3/15/2055 (e)
|
1,385,000
|
1,406,356
|
|
Sierra Pacific Power Co 6.2% 12/15/2055 (e)(n)
|
1,036,000
|
1,016,331
|
|
Sierra Pacific Power Co 6.375% 9/15/2056 (e)
|
670,000
|
666,261
|
|
Vistra Operations Co LLC 4.7% 1/31/2031 (k)
|
1,380,000
|
1,343,327
|
|
Vistra Operations Co LLC 5% 4/30/2031 (k)
|
118,000
|
116,187
|
|
Vistra Operations Co LLC 5% 7/31/2027 (k)
|
1,025,000
|
1,024,657
|
|
Vistra Operations Co LLC 7.75% 10/15/2031 (k)
|
565,000
|
589,022
|
|
Xcel Energy Inc 5.75% 12/3/2056 (e)
|
1,100,000
|
1,078,777
|
|
XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (k)(n)
|
360,000
|
371,264
|
|
11,892,496
|
|||
Independent Power and Renewable Electricity Producers - 0.2%
|
|||
Alpha Generation LLC 6.25% 1/15/2034 (k)(n)
|
290,000
|
283,387
|
|
Alpha Generation LLC 6.75% 10/15/2032 (k)
|
365,000
|
368,182
|
|
Sunnova Energy Corp 5.875% (c)(h)(k)
|
675,000
|
1,687
|
|
653,256
|
|||
Multi-Utilities - 0.5%
|
|||
Dominion Energy Inc 6.15% 12/15/2056 (e)
|
1,025,000
|
1,014,036
|
|
Sempra 6.375% 4/1/2056 (e)
|
835,000
|
837,591
|
|
1,851,627
|
|||
TOTAL UTILITIES
|
14,397,379
|
||
TOTAL UNITED STATES
|
226,525,604
|
||
ZAMBIA - 0.2%
|
|||
Materials - 0.2%
|
|||
Metals & Mining - 0.2%
|
|||
First Quantum Minerals Ltd 8% 3/1/2033 (k)
|
275,000
|
285,156
|
|
First Quantum Minerals Ltd 8.625% 6/1/2031 (k)
|
580,000
|
601,750
|
|
TOTAL ZAMBIA
|
886,906
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $256,217,802)
|
255,436,262
|
||
Non-Convertible Preferred Stocks - 0.2%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.2%
|
|||
Information Technology - 0.2%
|
|||
Software - 0.2%
|
|||
Strategy Inc 10.25% (j)
|
3,651
|
326,691
|
|
Strategy Inc Series A, 10%
|
6,001
|
568,655
|
|
TOTAL UNITED STATES
|
895,346
|
||
|
TOTAL NON-CONVERTIBLE PREFERRED STOCKS
(Cost $932,729)
|
895,346
|
||
Preferred Securities - 5.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
FRANCE - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
BNP Paribas SA 6.875% (e)(k)(m)
|
865,000
|
864,409
|
|
BNP Paribas SA 7.2% (e)(k)(m)
|
200,000
|
202,716
|
|
TOTAL FRANCE
|
1,067,125
|
||
UNITED KINGDOM - 0.4%
|
|||
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Barclays PLC 7.625% (e)(m)
|
245,000
|
255,623
|
|
HSBC Holdings PLC 6.75% (e)(m)
|
1,100,000
|
1,132,021
|
|
TOTAL UNITED KINGDOM
|
1,387,644
|
||
UNITED STATES - 4.9%
|
|||
Energy - 0.9%
|
|||
Oil, Gas & Consumable Fuels - 0.9%
|
|||
Energy Transfer LP Series G, 7.125% (e)(m)
|
1,170,000
|
1,218,505
|
|
Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.0227% (e)(f)(m)
|
855,000
|
869,443
|
|
Sunoco LP 7.875% (e)(k)(m)
|
950,000
|
1,001,396
|
|
TOTAL ENERGY
|
3,089,344
|
||
Financials - 3.7%
|
|||
Banks - 2.8%
|
|||
Bank of America Corp 6.25% (e)(m)
|
1,250,000
|
1,252,484
|
|
Citigroup Inc 6.5% (e)(m)(n)
|
825,000
|
834,903
|
|
Citigroup Inc 6.625% (e)(m)
|
750,000
|
763,936
|
|
Citigroup Inc 6.75% (e)(m)
|
375,000
|
380,786
|
|
Citigroup Inc 6.875% (e)(m)
|
785,000
|
804,021
|
|
Citigroup Inc 6.95% (e)(m)
|
425,000
|
435,010
|
|
Citigroup Inc 7.125% (e)(m)
|
405,000
|
418,013
|
|
JPMorgan Chase & Co 6.1% (e)(m)
|
770,000
|
770,770
|
|
JPMorgan Chase & Co 6.5% (e)(m)
|
1,615,000
|
1,648,622
|
|
Truist Financial Corp 6.25% (e)(m)
|
860,000
|
863,179
|
|
Wells Fargo & Co 6.125% (e)(m)
|
1,390,000
|
1,399,924
|
|
Wells Fargo & Co 7.625% (e)(m)(n)
|
290,000
|
306,229
|
|
9,877,877
|
|||
Capital Markets - 0.7%
|
|||
Bank of New York Mellon Corp/The 5.625% (e)(m)(n)
|
540,000
|
536,880
|
|
Goldman Sachs Group Inc/The 6.125% (e)(m)(n)
|
120,000
|
119,988
|
|
Goldman Sachs Group Inc/The 6.5% (e)(m)
|
970,000
|
962,711
|
|
Goldman Sachs Group Inc/The 6.85% (e)(m)
|
690,000
|
720,793
|
|
2,340,372
|
|||
Consumer Finance - 0.2%
|
|||
Ally Financial Inc 4.7% (e)(m)(n)
|
320,000
|
312,377
|
|
Ally Financial Inc 7.1% (e)(m)
|
700,000
|
716,440
|
|
1,028,817
|
|||
TOTAL FINANCIALS
|
13,247,066
|
||
Industrials - 0.3%
|
|||
Trading Companies & Distributors - 0.3%
|
|||
Sumisho Air Lease Corp 4.125% (e)(m)
|
1,110,000
|
1,099,095
|
|
TOTAL UNITED STATES
|
17,435,505
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $19,529,600)
|
19,890,274
|
||
Money Market Funds - 11.8%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (p)
|
3.69
|
15,355,148
|
15,358,219
|
|
Fidelity Securities Lending Cash Central Fund (p)(q)
|
3.72
|
27,038,882
|
27,041,586
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $42,399,764)
|
42,399,805
|
|||
|
TOTAL INVESTMENT IN SECURITIES - 106.8%
(Cost $385,331,053)
|
383,072,794
|
NET OTHER ASSETS (LIABILITIES) - (6.8)%
|
(24,311,961)
|
NET ASSETS - 100.0%
|
358,760,833
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Non-income producing.
|
(c)
|
Level 3 security.
|
(d)
|
Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.
|
(e)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(f)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(g)
|
A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.
|
(h)
|
Non-income producing - Security is in default.
|
(i)
|
Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $243,574 and $242,965, respectively.
|
(j)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(k)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $216,504,601 or 60.3% of net assets.
|
(l)
|
Zero coupon bond which is issued at a discount.
|
(m)
|
Security is perpetual in nature with no stated maturity date.
|
(n)
|
Security or a portion of the security is on loan at period end.
|
(o)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $395,600 or 0.1% of net assets.
|
(p)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(q)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
Fidelity Cash Central Fund
|
8,357,899
|
30,603,405
|
23,602,846
|
133,708
|
(280)
|
41
|
15,358,219
|
15,355,148
|
Fidelity Securities Lending Cash Central Fund
|
26,777,786
|
32,692,414
|
32,428,614
|
12,021
|
-
|
-
|
27,041,586
|
27,038,882
|
35,135,685
|
63,295,819
|
56,031,460
|
145,729
|
(280)
|
41
|
42,399,805
|