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Top Brokers
Share Name | Share Symbol | Market | Type |
---|---|---|---|
Eaton Vance Limited Duration Income Fund | AMEX:EVV | AMEX | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.03 | 0.31% | 9.80 | 9.81 | 9.76 | 9.79 | 290,289 | 21:15:08 |
Asset-Backed Securities — 8.1% |
Security | Principal Amount (000's omitted) | Value | |
AIG CLO, Ltd., Series 2019-1A, Class ER, 11.682%, (3 mo. SOFR + 6.70%), 4/18/35(1)(2) | $ | 2,877 | $ 2,699,998 |
Alinea CLO, Ltd., Series 2018-1A, Class E, 11.25%, (3 mo. USD LIBOR + 6.00%), 7/20/31(1)(2) | 1,000 | 871,693 | |
AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 12.17%, (3 mo. USD LIBOR + 6.91%), 1/15/32(1)(2) | 500 | 428,775 | |
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 11.517%, (3 mo. USD LIBOR + 6.18%), 11/10/30(1)(2) | 2,000 | 1,638,172 | |
Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 12.11%, (3 mo. USD LIBOR + 6.85%), 4/17/33(1)(2) | 2,000 | 1,724,634 | |
Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 10.96%, (3 mo. USD LIBOR + 5.70%), 7/15/30(1)(2) | 2,000 | 1,622,940 | |
Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 11.96%, (3 mo. USD LIBOR + 6.70%), 1/17/32(1)(2) | 3,000 | 2,705,655 | |
Benefit Street Partners CLO XVII, Ltd., Series 2019-17A, Class ER, 11.61%, (3 mo. USD LIBOR + 6.35%), 7/15/32(1)(2) | 3,000 | 2,736,966 | |
Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class ER, 12.01%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 4,500 | 4,195,890 | |
Benefit Street Partners CLO XXII, Ltd., Series 2020-22A, Class ER, 11.979%, (3 mo. SOFR + 6.93%), 4/20/35(1)(2) | 2,000 | 1,902,774 | |
BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 12.09%, (3 mo. USD LIBOR + 6.84%), 4/20/34(1)(2) | 1,000 | 903,224 | |
BlueMountain CLO XXV, Ltd., Series 2019-25A, Class ER, 12.51%, (3 mo. USD LIBOR + 7.25%), 7/15/36(1)(2) | 2,000 | 1,782,474 | |
BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class ER, 12.38%, (3 mo. USD LIBOR + 7.13%), 10/20/34(1)(2) | 2,500 | 2,299,512 | |
BlueMountain CLO XXX, Ltd., Series 2020-30A, Class ER, 11.686%, (3 mo. SOFR + 6.70%), 4/15/35(1)(2) | 2,000 | 1,742,726 | |
BlueMountain CLO XXXIV, Ltd., Series 2022-34A, Class E, 12.599%, (3 mo. SOFR + 7.55%), 4/20/35(1)(2) | 1,000 | 918,537 | |
BlueMountain CLO, Ltd.: | |||
Series 2016-3A, Class ER, 11.271%, (3 mo. USD LIBOR + 5.95%), 11/15/30(1)(2) | 2,000 | 1,652,270 | |
Series 2018-1A, Class E, 11.249%, (3 mo. USD LIBOR + 5.95%), 7/30/30(1)(2) | 1,000 | 782,636 | |
Canyon Capital CLO, Ltd.: | |||
Series 2016-2A, Class ER, 11.26%, (3 mo. USD LIBOR + 6.00%), 10/15/31(1)(2) | 3,350 | 2,768,681 | |
Series 2019-2A, Class ER, 12.01%, (3 mo. USD LIBOR + 6.75%), 10/15/34(1)(2) | 1,000 | 905,810 |
Security | Principal Amount (000's omitted) | Value | |
Carlyle CLO C17, Ltd., Series C17A, Class DR, 11.299%, (3 mo. USD LIBOR + 6.00%), 4/30/31(1)(2) | $ | 1,750 | $ 1,485,897 |
Carlyle Global Market Strategies CLO, Ltd.: | |||
Series 2012-3A, Class DR2, 11.751%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2) | 2,000 | 1,618,638 | |
Series 2014-4RA, Class D, 10.91%, (3 mo. USD LIBOR + 5.65%), 7/15/30(1)(2) | 1,250 | 1,028,963 | |
Series 2015-5A, Class DR, 11.95%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2) | 1,000 | 811,416 | |
Cedar Funding X CLO, Ltd., Series 2019-10A, Class ER, 11.75%, (3 mo. USD LIBOR + 6.50%), 10/20/32(1)(2) | 1,500 | 1,357,034 | |
Dryden Senior Loan Fund: | |||
Series 2015-41A, Class ER, 10.56%, (3 mo. USD LIBOR + 5.30%), 4/15/31(1)(2) | 2,000 | 1,572,080 | |
Series 2016-42A, Class ER, 10.81%, (3 mo. USD LIBOR + 5.55%), 7/15/30(1)(2) | 1,000 | 810,510 | |
Elmwood CLO 14, Ltd., Series 2022-1A, Class E, 11.399%, (3 mo. SOFR + 6.35%), 4/20/35(1)(2) | 1,000 | 936,584 | |
Elmwood CLO 17, Ltd., Series 2022-4A, Class E, 12.136%, (3 mo. SOFR + 7.15%), 7/17/35(1)(2) | 2,000 | 1,920,472 | |
Galaxy XIX CLO, Ltd., Series 2015-19A, Class D2R, 12.273%, (3 mo. USD LIBOR + 7.00%), 7/24/30(1)(2) | 1,600 | 1,433,019 | |
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 11.905%, (3 mo. USD LIBOR + 6.65%), 10/15/30(1)(2) | 3,275 | 2,908,714 | |
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 10.50%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2) | 1,100 | 966,382 | |
Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 11.205%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 1,000 | 870,234 | |
Golub Capital Partners CLO 37B, Ltd., Series 2018-37A, Class E, 11.00%, (3 mo. USD LIBOR + 5.75%), 7/20/30(1)(2) | 3,000 | 2,946,921 | |
Golub Capital Partners CLO 50B-R, Ltd., Series 2020-50A, Class ER, 12.149%, (3 mo. SOFR + 7.10%), 4/20/35(1)(2) | 2,000 | 1,833,570 | |
Madison Park Funding XVII, Ltd., Series 2015-17A, Class ER, 11.761%, (3 mo. USD LIBOR + 6.50%), 7/21/30(1)(2) | 2,000 | 1,824,864 | |
Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class ER, 12.036%, (3 mo. SOFR + 7.05%), 4/15/35(1)(2) | 3,000 | 2,843,643 | |
Madison Park Funding XXXVII, Ltd., Series 2019-37A, Class ER, 11.41%, (3 mo. USD LIBOR + 6.15%), 7/15/33(1)(2) | 3,500 | 3,354,463 | |
Neuberger Berman CLO XXII, Ltd., Series 2016-22A, Class ER, 11.32%, (3 mo. USD LIBOR + 6.06%), 10/17/30(1)(2) | 1,500 | 1,321,551 | |
Neuberger Berman Loan Advisers CLO 30, Ltd., Series 2018-30A, Class ER, 11.45%, (3 mo. USD LIBOR + 6.20%), 1/20/31(1)(2) | 2,000 | 1,780,170 |
Security | Principal Amount (000's omitted) | Value | |
Neuberger Berman Loan Advisers CLO 31, Ltd., Series 2019-31A, Class ER, 11.75%, (3 mo. USD LIBOR + 6.50%), 4/20/31(1)(2) | $ | 1,000 | $ 922,566 |
Neuberger Berman Loan Advisers CLO 48, Ltd., Series 2022-48A, Class E, 11.568%, (3 mo. SOFR + 6.50%), 4/25/36(1)(2) | 2,000 | 1,840,762 | |
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26(1) | 3,418 | 3,079,963 | |
Palmer Square CLO, Ltd.: | |||
Series 2013-2A, Class DRR, 11.11%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2) | 2,000 | 1,791,410 | |
Series 2018-2A, Class D, 10.86%, (3 mo. USD LIBOR + 5.60%), 7/16/31(1)(2) | 1,000 | 926,735 | |
Series 2019-1A, Class DR, 11.821%, (3 mo. USD LIBOR + 6.50%), 11/14/34(1)(2) | 2,000 | 1,835,628 | |
Series 2021-3A, Class E, 11.41%, (3 mo. USD LIBOR + 6.15%), 1/15/35(1)(2) | 2,500 | 2,452,862 | |
RAD CLO 5, Ltd., Series 2019-5A, Class E, 11.973%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2) | 4,550 | 4,168,819 | |
Regatta IX Funding, Ltd., Series 2017-1A, Class E, 11.26%, (3 mo. USD LIBOR + 6.00%), 4/17/30(1)(2) | 450 | 403,980 | |
Regatta XII Funding, Ltd., Series 2019-1A, Class ER, 11.61%, (3 mo. USD LIBOR + 6.35%), 10/15/32(1)(2) | 2,000 | 1,899,274 | |
Regatta XIII Funding, Ltd., Series 2018-2A, Class D, 11.21%, (3 mo. USD LIBOR + 5.95%), 7/15/31(1)(2) | 2,000 | 1,677,058 | |
Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 11.205%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2) | 1,000 | 869,522 | |
Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 12.26%, (3 mo. USD LIBOR + 7.00%), 1/15/33(1)(2) | 1,800 | 1,730,306 | |
Vibrant CLO IX, Ltd., Series 2018-9A, Class D, 11.56%, (3 mo. SOFR + 6.51%), 7/20/31(1)(2) | 1,000 | 685,862 | |
Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 12.02%, (3 mo. USD LIBOR + 6.77%), 7/20/32(1)(2) | 575 | 480,392 | |
Voya CLO, Ltd.: | |||
Series 2015-3A, Class DR, 11.51%, (3 mo. SOFR + 6.462%), 10/20/31(1)(2) | 3,000 | 2,215,734 | |
Series 2016-3A, Class DR, 11.342%, (3 mo. USD LIBOR + 6.08%), 10/18/31(1)(2) | 1,400 | 948,576 | |
Wellfleet CLO, Ltd., Series 2020-1A, Class D, 12.50%, (3 mo. USD LIBOR + 7.24%), 4/15/33(1)(2) | 2,000 | 1,683,802 | |
Total Asset-Backed Securities (identified cost $108,820,677) | $ 97,521,743 |
Closed-End Funds — 1.6% |
Security | Shares | Value | |
BlackRock Corporate High Yield Fund, Inc. | 2,188,579 | $ 19,522,125 | |
Total Closed-End Funds (identified cost $26,062,179) | $ 19,522,125 |
Collateralized Mortgage Obligations — 10.5% |
Security | Principal Amount (000's omitted) | Value | |
Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54(1)(3) | $ | 2,877 | $ 2,533,927 |
Federal Home Loan Mortgage Corp.: | |||
Series 24, Class J, 6.25%, 11/25/23 | 3 | 3,191 | |
Series 1620, Class Z, 6.00%, 11/15/23 | 3 | 2,940 | |
Series 1677, Class Z, 7.50%, 7/15/23 | 0(4) | 198 | |
Series 1702, Class PZ, 6.50%, 3/15/24 | 103 | 102,769 | |
Series 2113, Class QG, 6.00%, 1/15/29 | 148 | 147,501 | |
Series 2122, Class K, 6.00%, 2/15/29 | 29 | 29,124 | |
Series 2130, Class K, 6.00%, 3/15/29 | 20 | 19,905 | |
Series 2167, Class BZ, 7.00%, 6/15/29 | 23 | 23,215 | |
Series 2182, Class ZB, 8.00%, 9/15/29 | 224 | 228,327 | |
Series 2198, Class ZA, 8.50%, 11/15/29 | 212 | 216,087 | |
Series 2458, Class ZB, 7.00%, 6/15/32 | 340 | 348,469 | |
Series 3762, Class SH, 0.304%, (10.00% - 1 mo. USD LIBOR x 2.00), 11/15/40(5) | 381 | 305,442 | |
Series 4273, Class PU, 4.00%, 11/15/43 | 2,263 | 2,051,628 | |
Series 4273, Class SP, 0.35%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43(5) | 503 | 416,360 | |
Series 4678, Class PC, 3.00%, 1/15/46 | 2,517 | 2,376,099 | |
Series 5028, Class TZ, 2.00%, 10/25/50 | 2,631 | 1,476,015 | |
Series 5035, Class AZ, 2.00%, 11/25/50 | 8,064 | 4,140,788 | |
Series 5083, Class SK, 0.00%, (3.87% - 30-day average SOFR x 1.33), 3/25/51(5) | 2,047 | 1,351,469 | |
Series 5327, Class B, 6.00%, 6/25/53 | 5,000 | 5,068,890 | |
Interest Only:(6) | |||
Series 284, Class S6, 0.907%, (6.10% - 1 mo. USD LIBOR), 10/15/42(5) | 1,060 | 106,563 | |
Series 362, Class C7, 3.50%, 9/15/47 | 4,453 | 788,645 | |
Series 362, Class C11, 4.00%, 12/15/47 | 4,182 | 833,098 | |
Series 4067, Class JI, 3.50%, 6/15/27 | 601 | 25,203 | |
Series 4070, Class S, 0.907%, (6.10% - 1 mo. USD LIBOR), 6/15/32(5) | 2,416 | 148,816 | |
Series 4088, Class EI, 3.50%, 9/15/41 | 94 | 523 | |
Series 4094, Class CS, 0.807%, (6.00% - 1 mo. USD LIBOR), 8/15/42(5) | 618 | 60,063 | |
Series 4095, Class HS, 0.907%, (6.10% - 1 mo. USD LIBOR), 7/15/32(5) | 522 | 19,374 | |
Series 4109, Class ES, 0.957%, (6.15% - 1 mo. USD LIBOR), 12/15/41(5) | 81 | 8,575 | |
Series 4110, Class SA, 0.457%, (5.65% - 1 mo. USD LIBOR), 9/15/42(5) | 2,042 | 139,822 | |
Series 4149, Class S, 1.057%, (6.25% - 1 mo. USD LIBOR), 1/15/33(5) | 1,317 | 85,918 | |
Series 4188, Class AI, 3.50%, 4/15/28 | 494 | 18,588 | |
Series 4203, Class QS, 1.057%, (6.25% - 1 mo. USD LIBOR), 5/15/43(5) | 2,356 | 139,382 | |
Series 4408, Class IP, 3.50%, 4/15/44 | 1,476 | 190,706 | |
Series 4435, Class BI, 3.50%, 7/15/44 | 3,020 | 459,510 | |
Series 4629, Class QI, 3.50%, 11/15/46 | 1,225 | 242,322 | |
Series 4644, Class TI, 3.50%, 1/15/45 | 1,332 | 189,502 | |
Series 4667, Class PI, 3.50%, 5/15/42 | 37 | 38 | |
Series 4744, Class IO, 4.00%, 11/15/47 | 2,135 | 406,917 | |
Series 4749, Class IL, 4.00%, 12/15/47 | 949 | 181,662 |
Security | Principal Amount (000's omitted) | Value | |
Interest Only: (continued) | |||
Series 4793, Class SD, 1.007%, (6.20% - 1 mo. USD LIBOR), 6/15/48(5) | $ | 4,518 | $ 475,918 |
Series 4966, Class SY, 0.90%, (6.05% - 1 mo. USD LIBOR), 4/25/50(5) | 11,753 | 1,355,759 | |
Principal Only:(7) | |||
Series 242, Class PO, 0.00%, 11/15/36 | 1,870 | 1,488,006 | |
Series 259, Class PO, 0.00%, 4/15/39 | 1,158 | 914,152 | |
Series 3606, Class PO, 0.00%, 12/15/39 | 1,254 | 962,453 | |
Series 4417, Class KO, 0.00%, 12/15/43 | 184 | 119,103 | |
Series 4478, Class PO, 0.00%, 5/15/45 | 604 | 444,918 | |
Federal National Mortgage Association: | |||
Series G93-35, Class ZQ, 6.50%, 11/25/23 | 39 | 38,779 | |
Series G93-40, Class H, 6.40%, 12/25/23 | 11 | 10,585 | |
Series 1993-156, Class ZB, 7.00%, 9/25/23 | 1 | 584 | |
Series 1994-45, Class Z, 6.50%, 2/25/24 | 8 | 8,357 | |
Series 1994-89, Class ZQ, 8.00%, 7/25/24 | 47 | 47,309 | |
Series 1996-57, Class Z, 7.00%, 12/25/26 | 94 | 93,390 | |
Series 1997-77, Class Z, 7.00%, 11/18/27 | 56 | 57,379 | |
Series 1998-44, Class ZA, 6.50%, 7/20/28 | 70 | 70,376 | |
Series 1999-45, Class ZG, 6.50%, 9/25/29 | 20 | 20,236 | |
Series 2000-22, Class PN, 6.00%, 7/25/30 | 278 | 275,513 | |
Series 2002-1, Class G, 7.00%, 7/25/23 | 0(4) | 45 | |
Series 2002-21, Class PE, 6.50%, 4/25/32 | 194 | 199,802 | |
Series 2005-75, Class CS, 3.598%, (24.20% - 1 mo. USD LIBOR x 4.00), 9/25/35(5) | 563 | 623,866 | |
Series 2007-74, Class AC, 5.00%, 8/25/37 | 2,197 | 2,190,613 | |
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41(5) | 221 | 211,493 | |
Series 2012-134, Class ZT, 2.00%, 12/25/42 | 1,333 | 1,087,994 | |
Series 2013-6, Class TA, 1.50%, 1/25/43 | 1,303 | 1,176,101 | |
Series 2013-67, Class NF, 5.00%, (1 mo. USD LIBOR + 1.00%), 7/25/43(2) | 947 | 896,161 | |
Series 2014-64, Class PA, 3.00%, 3/25/44 | 46 | 45,685 | |
Series 2017-15, Class LE, 3.00%, 6/25/46 | 468 | 449,770 | |
Series 2017-48, Class LG, 2.75%, 5/25/47 | 1,382 | 1,201,119 | |
Interest Only:(6) | |||
Series 2011-101, Class IC, 3.50%, 10/25/26 | 1,448 | 45,717 | |
Series 2011-101, Class IE, 3.50%, 10/25/26 | 462 | 14,345 | |
Series 2012-33, Class CI, 3.50%, 3/25/27 | 748 | 17,449 | |
Series 2012-118, Class IN, 3.50%, 11/25/42 | 2,961 | 582,375 | |
Series 2012-124, Class IO, 0.686%, 11/25/42(8) | 1,315 | 56,795 | |
Series 2012-125, Class IG, 3.50%, 11/25/42 | 9,410 | 1,996,604 | |
Series 2012-150, Class SK, 1.00%, (6.15% - 1 mo. USD LIBOR), 1/25/43(5) | 1,749 | 176,825 | |
Series 2013-12, Class SP, 0.50%, (5.65% - 1 mo. USD LIBOR), 11/25/41(5) | 331 | 4,412 | |
Series 2013-15, Class DS, 1.05%, (6.20% - 1 mo. USD LIBOR), 3/25/33(5) | 3,989 | 214,327 | |
Series 2013-16, Class SY, 1.00%, (6.15% - 1 mo. USD LIBOR), 3/25/43(5) | 920 | 129,453 | |
Series 2013-54, Class HS, 1.15%, (6.30% - 1 mo. USD LIBOR), 10/25/41(5) | 58 | 133 | |
Series 2013-64, Class PS, 1.10%, (6.25% - 1 mo. USD LIBOR), 4/25/43(5) | 1,292 | 81,006 |
Security | Principal Amount (000's omitted) | Value | |
Interest Only: (continued) | |||
Series 2013-75, Class SC, 1.10%, (6.25% - 1 mo. USD LIBOR), 7/25/42(5) | $ | 1,712 | $ 33,720 |
Series 2014-32, Class EI, 4.00%, 6/25/44 | 350 | 60,430 | |
Series 2014-55, Class IN, 3.50%, 7/25/44 | 774 | 157,644 | |
Series 2014-89, Class IO, 3.50%, 1/25/45 | 1,004 | 217,434 | |
Series 2015-52, Class MI, 3.50%, 7/25/45 | 873 | 176,714 | |
Series 2018-21, Class IO, 3.00%, 4/25/48 | 3,963 | 699,824 | |
Series 2019-1, Class AS, 0.85%, (6.00% - 1 mo. USD LIBOR), 2/25/49(5) | 6,318 | 401,705 | |
Series 2019-33, Class SK, 0.90%, (6.05% - 1 mo. USD LIBOR), 7/25/49(5) | 4,227 | 361,813 | |
Series 2020-23, Class SP, 0.90%, (6.05% - 1 mo. USD LIBOR), 2/25/50(5) | 3,663 | 422,333 | |
Principal Only:(7) | |||
Series 379, Class 1, 0.00%, 5/25/37 | 1,153 | 901,825 | |
Series 2006-8, Class WQ, 0.00%, 3/25/36 | 1,941 | 1,569,214 | |
Federal National Mortgage Association Connecticut Avenue Securities, Series 2019-R04, Class 2B1, 10.40%,(1 mo. USD LIBOR + 5.25%), 6/25/39(1)(2) | 2,596 | 2,749,272 | |
Government National Mortgage Association: | |||
Series 2017-121, Class DF, 5.00%, (1 mo. USD LIBOR + 0.50%), 8/20/47(2) | 3,252 | 3,140,760 | |
Series 2017-137, Class AF, 5.00%, (1 mo. USD LIBOR + 0.50%), 9/20/47(2) | 1,707 | 1,648,354 | |
Series 2018-6, Class JZ, 4.00%, 1/20/48 | 5,153 | 5,053,689 | |
Series 2021-160, Class NZ, 3.00%, 9/20/51 | 1,503 | 955,539 | |
Series 2021-165, Class MZ, 2.50%, 9/20/51 | 9,152 | 5,732,320 | |
Series 2022-189, Class US, 4.157%, (22.73% - 30-day average SOFR x 3.67), 11/20/52(5) | 4,674 | 4,713,359 | |
Series 2023-56, Class ZE, 6.00%, 4/20/53 | 10,100 | 10,236,393 | |
Series 2023-63, Class S, 3.974%, (22.55% - 30-day average SOFR x 3.67), 5/20/53(5) | 4,990 | 4,839,194 | |
Series 2023-65, Class SD, 3.974%, (22.55% - 30-day average SOFR x 3.67), 5/20/53(5) | 5,994 | 6,111,415 | |
Series 2023-96, Class BL, 6.00%, 7/20/53 | 4,326 | 4,416,882 | |
Series 2023-97, Class CB, 6.00%, 5/20/53 | 10,000 | 10,144,760 | |
Series 2023-102, Class SG, 3.73%, (22.55% - 30-day average SOFR x 3.73), 7/20/53(5) | 8,400 | 8,326,374 | |
Interest Only:(6) | |||
Series 2017-104, Class SD, 1.043%, (6.20% - 1 mo. USD LIBOR), 7/20/47(5) | 2,521 | 256,771 | |
Series 2020-151, Class AI, 2.00%, 10/20/50 | 11,893 | 1,462,654 | |
Series 2020-154, Class PI, 2.50%, 10/20/50 | 10,743 | 1,421,041 | |
Series 2020-176, Class HI, 2.50%, 11/20/50 | 12,591 | 1,673,592 | |
Series 2021-131, Class QI, 3.00%, 7/20/51 | 10,416 | 1,228,904 | |
Series 2021-193, Class IU, 3.00%, 11/20/49 | 21,945 | 2,814,382 | |
Series 2021-209, Class IW, 3.00%, 11/20/51 | 14,388 | 1,769,709 | |
Total Collateralized Mortgage Obligations (identified cost $171,023,481) | $ 126,370,498 |
Commercial Mortgage-Backed Securities — 6.5% |
Security | Principal Amount (000's omitted) | Value | |
BAMLL Commercial Mortgage Securities Trust: | |||
Series 2019-BPR, Class ENM, 3.843%, 11/5/32(1)(8) | $ | 910 | $ 491,966 |
Series 2019-BPR, Class FNM, 3.843%, 11/5/32(1)(8) | 3,505 | 1,686,020 | |
BBCMS Mortgage Trust, Series 2017-C1, Class D, 3.709%, 2/15/50(1)(8) | 2,200 | 1,472,993 | |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class C, 6.293%, (1 mo. USD LIBOR + 1.10%), 9/15/36(1)(2) | 2,000 | 1,903,420 | |
CFCRE Commercial Mortgage Trust: | |||
Series 2016-C3, Class C, 4.911%, 1/10/48(8) | 1,300 | 1,100,259 | |
Series 2016-C3, Class D, 3.052%, 1/10/48(1)(8) | 3,500 | 2,567,512 | |
Series 2016-C7, Class D, 4.53%, 12/10/54(1)(8) | 1,675 | 1,143,755 | |
CGMS Commercial Mortgage Trust, Series 2015-P1, Class D, 3.225%, 9/15/48(1) | 1,100 | 859,744 | |
COMM Mortgage Trust: | |||
Series 2013-CR9, Class D, 4.59%, 7/10/45(1)(8) | 5,000 | 4,884,085 | |
Series 2013-CR11, Class D, 5.297%, 8/10/50(1)(8) | 7,400 | 7,240,624 | |
Series 2014-CR21, Class C, 4.568%, 12/10/47(8) | 2,000 | 1,828,514 | |
Series 2015-CR22, Class D, 4.204%, 3/10/48(1)(8) | 4,100 | 3,265,778 | |
CSMC Trust: | |||
Series 2016-NXSR, Class C, 4.575%, 12/15/49(8) | 2,770 | 1,926,484 | |
Series 2016-NXSR, Class D, 4.575%, 12/15/49(1)(8) | 3,000 | 1,839,961 | |
Series 2020-TMIC, Class A, 8.693%, (1 mo. USD LIBOR + 3.50%), 12/15/35(1)(2) | 2,100 | 2,096,363 | |
Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10, 8.40%, (1 mo. USD LIBOR + 3.25%), 10/25/49(1)(2) | 1,525 | 1,475,456 | |
JPMBB Commercial Mortgage Securities Trust: | |||
Series 2014-C22, Class D, 4.698%, 9/15/47(1)(8) | 5,276 | 3,858,938 | |
Series 2014-C23, Class D, 4.129%, 9/15/47(1)(8) | 3,488 | 2,916,415 | |
Series 2014-C25, Class D, 4.082%, 11/15/47(1)(8) | 4,400 | 1,833,691 | |
Series 2015-C29, Class D, 3.827%, 5/15/48(8) | 2,000 | 1,287,336 | |
JPMorgan Chase Commercial Mortgage Securities Trust: | |||
Series 2013-C13, Class D, 4.23%, 1/15/46(1)(8) | 3,000 | 2,577,882 | |
Series 2013-C16, Class D, 5.182%, 12/15/46(1)(8) | 3,500 | 3,266,917 | |
Series 2014-DSTY, Class B, 3.771%, 6/10/27(1) | 2,600 | 423,192 | |
Series 2021-MHC, Class C, 6.562%, (1 mo. SOFR + 1.41%), 4/15/38(1)(2) | 1,900 | 1,851,691 | |
Morgan Stanley Bank of America Merrill Lynch Trust: | |||
Series 2014-C16, Class B, 4.439%, 6/15/47(8)(9) | 363 | 325,067 | |
Series 2015-C23, Class D, 4.277%, 7/15/50(1)(8)(9) | 2,670 | 2,207,271 | |
Series 2016-C29, Class D, 3.00%, 5/15/49(1)(9) | 3,577 | 2,508,116 | |
Series 2016-C32, Class D, 3.396%, 12/15/49(1)(8)(9) | 1,600 | 1,035,134 | |
Morgan Stanley Capital I Trust: | |||
Series 2016-UBS12, Class D, 3.312%, 12/15/49(1)(9) | 4,489 | 2,320,391 | |
Series 2019-BPR, Class C, 8.743%, (1 mo. USD LIBOR + 3.55%), 5/15/36(1)(2)(9) | 1,845 | 1,757,853 |
Security | Principal Amount (000's omitted) | Value | |
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.391%, 4/10/46(1)(8) | $ | 4,437 | $ 4,058,746 |
VMC Finance, LLC, Series 2021-HT1, Class B, 9.657%, (1 mo. USD LIBOR + 4.50%), 1/18/37(1)(2) | 6,000 | 5,629,721 | |
Wells Fargo Commercial Mortgage Trust: | |||
Series 2013-LC12, Class D, 4.435%, 7/15/46(1)(8) | 3,000 | 600,018 | |
Series 2015-C31, Class D, 3.852%, 11/15/48 | 2,475 | 1,862,187 | |
Series 2016-C35, Class D, 3.142%, 7/15/48(1) | 1,850 | 1,306,211 | |
Series 2016-C36, Class D, 2.942%, 11/15/59(1) | 1,500 | 844,508 | |
Total Commercial Mortgage-Backed Securities (identified cost $93,285,175) | $ 78,254,219 |
Common Stocks — 0.5% |
Security | Shares | Value | |
Aerospace and Defense — 0.0%(10) | |||
IAP Worldwide Services, LLC(11)(12)(13) | 30 | $ 132,970 | |
$ 132,970 | |||
Containers and Glass Products — 0.1% | |||
LG Parent Holding Co.(12)(13) | 166,175 | $ 1,196,460 | |
$ 1,196,460 | |||
Electronics/Electrical — 0.0%(10) | |||
Riverbed Technology, Inc.(11)(12)(13) | 21,990 | $ 0 | |
Skillsoft Corp.(12)(13) | 143,062 | 177,397 | |
$ 177,397 | |||
Health Care — 0.0% | |||
Akorn Holding Company, LLC, Class A(11)(12)(13) | 42,374 | $ 0 | |
$ 0 | |||
Household Durables — 0.3% | |||
Serta Simmons Bedding, Inc.(12)(13) | 246,099 | $ 3,876,059 | |
$ 3,876,059 | |||
Investment Companies — 0.0%(10) | |||
Aegletes B.V.(13) | 11,215 | $ 30,468 | |
Jubilee Topco, Ltd., Class A(11)(12) | 807,124 | 0 | |
$ 30,468 | |||
Nonferrous Metals/Minerals — 0.1% | |||
ACNR Holdings, Inc., Class A(12)(13) | 3,818 | $ 334,075 | |
$ 334,075 | |||
Oil and Gas — 0.0%(10) | |||
AFG Holdings, Inc.(11)(12)(13) | 29,751 | $ 84,195 |
Security | Shares | Value | |
Oil and Gas (continued) | |||
McDermott International, Ltd.(12)(13) | 93,940 | $ 30,531 | |
$ 114,726 | |||
Pharmaceuticals — 0.0%(10) | |||
Covis Midco 1 S.a.r.l., Class A(12)(13) | 560 | $ 285 | |
Covis Midco 1 S.a.r.l., Class B(12)(13) | 560 | 285 | |
Covis Midco 1 S.a.r.l., Class C(12)(13) | 560 | 286 | |
Covis Midco 1 S.a.r.l., Class D(12)(13) | 560 | 286 | |
Covis Midco 1 S.a.r.l., Class E(12)(13) | 560 | 286 | |
$ 1,428 | |||
Retailers (Except Food and Drug) — 0.0%(10) | |||
David’s Bridal, LLC(11)(12)(13) | 40,851 | $ 0 | |
Phillips Feed Service, Inc.(11)(12)(13) | 582 | 38,173 | |
$ 38,173 | |||
Telecommunications — 0.0% | |||
Global Eagle Entertainment(11)(12)(13) | 37,259 | $ 0 | |
$ 0 | |||
Utilities — 0.0%(10) | |||
Longview Intermediate Holdings, LLC, Class A(12)(13) | 10,730 | $ 86,591 | |
$ 86,591 | |||
Total Common Stocks (identified cost $10,058,604) | $ 5,988,347 |
Convertible Bonds — 0.1% |
Security | Principal Amount (000's omitted) | Value | |
Transportation — 0.1% | |||
CryoPort, Inc., 0.75%, 12/1/26(1) | $ | 2,187 | $ 1,749,691 |
Total Convertible Bonds (identified cost $1,786,337) | $ 1,749,691 |
Convertible Preferred Stocks — 0.0% |
Security | Shares | Value | |
Electronics/Electrical — 0.0% | |||
Riverbed Technology, Inc., Series A, 6.50%, (1.50% cash, 5.00% PIK)(11)(13) | 7,179 | $ 0 | |
Total Convertible Preferred Stocks (identified cost $215,385) | $ 0 |
Corporate Bonds — 53.9% |
Security | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense — 1.5% | |||
Bombardier, Inc.: | |||
7.125%, 6/15/26(1) | 736 | $ 731,829 | |
7.875%, 4/15/27(1) | 1,795 | 1,792,901 | |
Moog, Inc., 4.25%, 12/15/27(1) | 955 | 884,601 | |
Rolls-Royce PLC: | |||
5.75%, 10/15/27(1) | 2,954 | 2,891,521 | |
5.75%, 10/15/27(14) | GBP | 100 | 118,072 |
Spirit AeroSystems, Inc.: | |||
4.60%, 6/15/28 | 567 | 476,241 | |
9.375%, 11/30/29(1) | 989 | 1,060,035 | |
TransDigm UK Holdings PLC, 6.875%, 5/15/26 | 725 | 719,145 | |
TransDigm, Inc.: | |||
5.50%, 11/15/27 | 2,552 | 2,410,006 | |
6.25%, 3/15/26(1) | 2,408 | 2,398,399 | |
6.75%, 8/15/28(1) | 1,812 | 1,821,132 | |
7.50%, 3/15/27 | 2,862 | 2,869,570 | |
$ 18,173,452 | |||
Agriculture — 0.2% | |||
Darling Ingredients, Inc., 6.00%, 6/15/30(1) | 892 | $ 872,081 | |
Imperial Brands Finance PLC: | |||
3.125%, 7/26/24(1) | 300 | 289,954 | |
6.125%, 7/27/27(1) | 475 | 476,202 | |
Philip Morris International, Inc., 5.125%, 11/17/27 | 750 | 752,835 | |
$ 2,391,072 | |||
Air Transport — 0.9% | |||
Air France-KLM: | |||
7.25%, 5/31/26(14) | EUR | 100 | $ 112,394 |
8.125%, 5/31/28(14) | EUR | 100 | 113,221 |
American Airlines, Inc., 7.25%, 2/15/28(1) | 478 | 475,648 | |
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.: | |||
5.50%, 4/20/26(1) | 2,423 | 2,402,622 | |
5.75%, 4/20/29(1) | 1,952 | 1,897,107 | |
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28(1) | 1,016 | 987,038 | |
Deutsche Lufthansa AG: | |||
2.875%, 5/16/27(14) | EUR | 100 | 100,665 |
3.00%, 5/29/26(14) | EUR | 100 | 103,942 |
3.50%, 7/14/29(14) | EUR | 200 | 198,155 |
4.382% to 2/12/26, 8/12/75(14)(15) | EUR | 200 | 205,283 |
Gatwick Airport Finance PLC, 4.375%, 4/7/26(14) | GBP | 300 | 347,468 |
Heathrow Finance PLC, 4.75% to 12/1/23, 3/1/24(3)(14) | GBP | 225 | 279,943 |
Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27(1) | 1,934 | 1,940,971 | |
United Airlines, Inc.: | |||
4.375%, 4/15/26(1) | 835 | 794,090 |
Security | Principal Amount* (000's omitted) | Value | |
Air Transport (continued) | |||
United Airlines, Inc.: (continued) | |||
4.625%, 4/15/29(1) | 1,276 | $ 1,163,798 | |
$ 11,122,345 | |||
Airlines — 0.2% | |||
Air Canada: | |||
3.875%, 8/15/26(1) | 2,289 | $ 2,123,626 | |
4.625%, 8/15/29(1) | CAD | 717 | 488,107 |
$ 2,611,733 | |||
Auto Components — 0.4% | |||
Daimler Truck Finance North America, LLC, 2.00%, 12/14/26(1) | 550 | $ 491,334 | |
General Motors Financial Co., Inc.: | |||
1.50%, 6/10/26 | 1,125 | 994,648 | |
5.80%, 6/23/28 | 475 | 473,426 | |
Hyundai Capital America, 1.30%, 1/8/26(1) | 850 | 760,931 | |
Mercedes-Benz Finance North America, LLC, 3.30%, 5/19/25(1) | 1,000 | 962,316 | |
Volkswagen Group of America Finance, LLC: | |||
0.875%, 11/22/23(1) | 975 | 957,226 | |
1.25%, 11/24/25(1) | 525 | 473,403 | |
$ 5,113,284 | |||
Automotive — 1.6% | |||
Asbury Automotive Group, Inc.: | |||
4.625%, 11/15/29(1) | 512 | $ 455,032 | |
4.75%, 3/1/30 | 1,134 | 1,008,931 | |
5.00%, 2/15/32(1) | 217 | 189,170 | |
Clarios Global, L.P./Clarios U.S. Finance Co.: | |||
4.375%, 5/15/26(14) | EUR | 400 | 417,324 |
6.25%, 5/15/26(1) | 1,504 | 1,496,037 | |
6.75%, 5/15/25(1) | 432 | 432,755 | |
8.50%, 5/15/27(1) | 3,484 | 3,496,232 | |
Dana Financing Luxembourg S.a.r.l., 8.50%, 7/15/31(14) | EUR | 200 | 225,769 |
Dornoch Debt Merger Sub, Inc., 6.625%, 10/15/29(1) | 119 | 97,226 | |
Ford Motor Co.: | |||
3.25%, 2/12/32 | 2,825 | 2,224,982 | |
4.75%, 1/15/43 | 1,274 | 980,807 | |
7.45%, 7/16/31 | 457 | 487,444 | |
9.625%, 4/22/30 | 201 | 234,003 | |
Forvia: | |||
2.375%, 6/15/29(14) | EUR | 200 | 179,148 |
2.75%, 2/15/27(14) | EUR | 360 | 356,757 |
3.75%, 6/15/28(14) | EUR | 100 | 99,097 |
Goodyear Europe B.V., 2.75%, 8/15/28(14) | EUR | 100 | 92,211 |
IHO Verwaltungs GmbH, 6.375%, (6.375% cash or 7.125% PIK), 5/15/29(1)(16) | 200 | 185,725 | |
Jaguar Land Rover Automotive PLC, 2.20%, 1/15/24(14) | EUR | 100 | 107,327 |
Security | Principal Amount* (000's omitted) | Value | |
Automotive (continued) | |||
Lithia Motors, Inc.: | |||
3.875%, 6/1/29(1) | 651 | $ 566,351 | |
4.375%, 1/15/31(1) | 1,171 | 1,011,858 | |
4.625%, 12/15/27(1) | 514 | 480,626 | |
Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29(1) | 1,453 | 1,193,073 | |
Renault S.A.: | |||
1.25%, 6/24/25(14) | EUR | 100 | 102,315 |
2.375%, 5/25/26(14) | EUR | 100 | 101,173 |
2.50%, 6/2/27(14) | EUR | 200 | 197,788 |
2.50%, 4/1/28(14) | EUR | 300 | 290,933 |
Sonic Automotive, Inc.: | |||
4.625%, 11/15/29(1) | 1,297 | 1,087,604 | |
4.875%, 11/15/31(1) | 1,081 | 888,199 | |
TI Automotive Finance PLC, 3.75%, 4/15/29(14) | EUR | 212 | 185,265 |
Volkswagen International Finance N.V., 3.875% to 6/17/29(14)(15)(17) | EUR | 200 | 183,275 |
Wheel Pros, Inc., 6.50%, 5/15/29(1) | 1,305 | 394,958 | |
ZF Finance GmbH: | |||
2.00%, 5/6/27(14) | EUR | 100 | 95,217 |
5.75%, 8/3/26(14) | EUR | 100 | 109,684 |
$ 19,654,296 | |||
Banks — 1.2% | |||
Australia & New Zealand Banking Group, Ltd., 4.829%, 2/3/25(1) | 900 | $ 890,559 | |
Bank of Montreal, 5.203%, 2/1/28 | 925 | 925,155 | |
Bank of New York Mellon Corp. (The), 4.947% to 4/26/26, 4/26/27(15) | 600 | 592,900 | |
Banque Federative du Credit Mutuel S.A., 2.375%, 11/21/24(1) | 1,025 | 973,518 | |
Canadian Imperial Bank of Commerce: | |||
3.30%, 4/7/25 | 500 | 480,259 | |
5.144%, 4/28/25 | 650 | 644,829 | |
Citizens Bank NA, 6.064% to 10/24/24, 10/24/25(15) | 700 | 663,701 | |
Deutsche Bank AG, 0.962%, 11/8/23 | 975 | 955,533 | |
Discover Bank, 2.45%, 9/12/24 | 1,000 | 947,453 | |
Intesa Sanpaolo SpA, 7.00%, 11/21/25(1) | 925 | 934,026 | |
KeyBank N.A., 4.15%, 8/8/25 | 500 | 462,271 | |
National Bank of Canada, 0.55% to 11/15/23, 11/15/24(15) | 1,000 | 979,205 | |
National Securities Clearing Corp., 5.00%, 5/30/28(1) | 675 | 671,640 | |
Santander UK Group Holdings PLC, 6.833% to 11/21/25, 11/21/26(15) | 1,900 | 1,905,412 | |
Toronto-Dominion Bank (The), 8.125% to 10/31/27, 10/31/82(15) | 450 | 458,271 | |
U.S. Bancorp, 5.775% to 6/12/28, 6/12/29(15) | 1,475 | 1,475,545 | |
UBS Group AG, 6.442% to 8/11/27, 8/11/28(1)(15) | 475 | 477,151 | |
$ 14,437,428 | |||
Banks and Thrifts — 0.5% | |||
American Express Co., 2.55%, 3/4/27 | 525 | $ 478,395 | |
BPCE S.A., 5.15%, 7/21/24(1) | 950 | 933,104 |
Security | Principal Amount* (000's omitted) | Value | |
Banks and Thrifts (continued) | |||
Capital One Financial Corp.: | |||
3.273% to 3/1/29, 3/1/30(15) | 395 | $ 335,795 | |
6.312% to 6/8/28, 6/8/29(15) | 350 | 347,927 | |
Swedbank AB, 3.356%, 4/4/25(1) | 975 | 933,017 | |
Synchrony Bank, 5.625%, 8/23/27 | 1,300 | 1,221,040 | |
Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31(15) | 1,500 | 1,089,121 | |
United Overseas Bank, Ltd., 3.863% to 10/7/27, 10/7/32(1)(15) | 686 | 643,037 | |
$ 5,981,436 | |||
Beverage and Tobacco — 0.1% | |||
BAT Capital Corp., 3.557%, 8/15/27 | 1,050 | $ 966,177 | |
JDE Peet's NV, 0.80%, 9/24/24(1) | 800 | 750,562 | |
$ 1,716,739 | |||
Biotechnology — 0.0%(10) | |||
Royalty Pharma PLC, 1.20%, 9/2/25 | 525 | $ 473,659 | |
$ 473,659 | |||
Building and Development — 1.7% | |||
Builders FirstSource, Inc.: | |||
4.25%, 2/1/32(1) | 2,118 | $ 1,845,443 | |
5.00%, 3/1/30(1) | 1,085 | 1,015,587 | |
Castle UK Finco PLC, 8.573%, (3 mo. EURIBOR + 5.25%), 5/15/28(2)(14) | EUR | 200 | 191,517 |
Emerald Debt Merger Sub, LLC, 6.625%, 12/15/30(1) | 379 | 376,157 | |
Greystar Real Estate Partners, LLC, 5.75%, 12/1/25(1) | 1,396 | 1,364,473 | |
James Hardie International Finance DAC, 3.625%, 10/1/26(14) | EUR | 400 | 416,853 |
KB Home: | |||
4.00%, 6/15/31 | 86 | 74,252 | |
4.80%, 11/15/29 | 556 | 510,470 | |
Masonite International Corp., 5.375%, 2/1/28(1) | 570 | 543,928 | |
MIWD Holdco II, LLC/MIWD Finance Corp., 5.50%, 2/1/30(1) | 1,149 | 949,407 | |
Patrick Industries, Inc.: | |||
4.75%, 5/1/29(1) | 1,187 | 1,020,897 | |
7.50%, 10/15/27(1) | 225 | 217,890 | |
PGT Innovations, Inc., 4.375%, 10/1/29(1) | 1,066 | 995,728 | |
Smyrna Ready Mix Concrete, LLC, 6.00%, 11/1/28(1) | 3,078 | 2,906,582 | |
SRS Distribution, Inc.: | |||
6.00%, 12/1/29(1) | 692 | 598,231 | |
6.125%, 7/1/29(1) | 1,195 | 1,033,600 | |
Standard Industries, Inc.: | |||
2.25%, 11/21/26(14) | EUR | 550 | 534,516 |
3.375%, 1/15/31(1) | 1,634 | 1,317,238 | |
4.375%, 7/15/30(1) | 1,779 | 1,542,388 | |
5.00%, 2/15/27(1) | 457 | 435,982 | |
Taylor Morrison Communities, Inc., 5.875%, 6/15/27(1) | 808 | 794,341 | |
Victoria PLC, 3.625%, 8/24/26(14) | EUR | 385 | 347,380 |
Security | Principal Amount* (000's omitted) | Value | |
Building and Development (continued) | |||
White Cap Buyer, LLC, 6.875%, 10/15/28(1) | 719 | $ 652,554 | |
White Cap Parent, LLC, 8.25%, (8.25% cash or 9.00% PIK), 3/15/26(1)(16) | 691 | 662,645 | |
$ 20,348,059 | |||
Business Equipment and Services — 0.8% | |||
Adtalem Global Education, Inc., 5.50%, 3/1/28(1) | 1,900 | $ 1,726,435 | |
Allied Universal Holdco, LLC/Allied Universal Finance Corp.: | |||
6.625%, 7/15/26(1) | 2,443 | 2,321,420 | |
9.75%, 7/15/27(1) | 1,148 | 1,016,426 | |
Allied Universal Holdco, LLC/Allied Universal Finance Corp./Atlas Luxco 4 S.a.r.l.: | |||
3.625%, 6/1/28(14) | EUR | 200 | 175,329 |
4.625%, 6/1/28(1) | 776 | 653,683 | |
4.625%, 6/1/28(1) | 549 | 465,349 | |
4.875%, 6/1/28(14) | GBP | 100 | 99,155 |
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC: | |||
7.125%, 7/31/26(1) | 2,576 | 2,496,545 | |
7.125%, 7/31/26(14) | 350 | 339,204 | |
Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 7/15/25(14) | EUR | 300 | 312,006 |
$ 9,605,552 | |||
Cable and Satellite Television — 1.6% | |||
Altice France S.A.: | |||
2.125%, 2/15/25(14) | EUR | 100 | $ 100,459 |
2.50%, 1/15/25(14) | EUR | 200 | 202,789 |
5.125%, 7/15/29(1) | 767 | 545,255 | |
5.50%, 1/15/28(1) | 841 | 636,050 | |
5.875%, 2/1/27(14) | EUR | 200 | 182,163 |
CCO Holdings, LLC/CCO Holdings Capital Corp.: | |||
4.25%, 2/1/31(1) | 2,263 | 1,832,735 | |
4.50%, 8/15/30(1) | 2,140 | 1,783,885 | |
4.50%, 5/1/32 | 771 | 616,362 | |
4.75%, 3/1/30(1) | 1,789 | 1,531,355 | |
4.75%, 2/1/32(1) | 1,044 | 852,478 | |
5.00%, 2/1/28(1) | 1,755 | 1,600,806 | |
5.375%, 6/1/29(1) | 595 | 538,490 | |
6.375%, 9/1/29(1) | 1,974 | 1,861,963 | |
Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.908%, 7/23/25 | 950 | 931,899 | |
DISH Network Corp., 11.75%, 11/15/27(1) | 1,293 | 1,263,314 | |
UPC Holding B.V., 5.50%, 1/15/28(1) | 593 | 518,451 | |
Virgin Media Finance PLC: | |||
3.75%, 7/15/30(14) | EUR | 125 | 108,010 |
5.00%, 7/15/30(1) | 946 | 754,061 | |
Virgin Media Secured Finance PLC, 5.25%, 5/15/29(14) | GBP | 200 | 215,669 |
Virgin Media Vendor Financing Notes III DAC, 4.875%, 7/15/28(14) | GBP | 425 | 429,571 |
Security | Principal Amount* (000's omitted) | Value | |
Cable and Satellite Television (continued) | |||
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28(1) | 1,091 | $ 955,670 | |
Ziggo B.V., 4.875%, 1/15/30(1) | 628 | 521,811 | |
Ziggo Bond Co., B.V.: | |||
3.375%, 2/28/30(14) | EUR | 230 | 185,514 |
6.00%, 1/15/27(1) | 745 | 684,678 | |
$ 18,853,438 | |||
Capital Goods — 0.1% | |||
BWX Technologies, Inc.: | |||
4.125%, 6/30/28(1) | 948 | $ 865,817 | |
4.125%, 4/15/29(1) | 733 | 662,632 | |
$ 1,528,449 | |||
Chemicals — 0.2% | |||
Calderys Financing, LLC, 11.25%, 6/1/28(1) | 987 | $ 1,012,702 | |
Diamond BC B.V., 4.625%, 10/1/29(1) | 1,729 | 1,745,229 | |
$ 2,757,931 | |||
Chemicals and Plastics — 1.0% | |||
ASP Unifrax Holdings, Inc., 5.25%, 9/30/28(1) | 1,242 | $ 898,109 | |
Avient Corp., 7.125%, 8/1/30(1) | 1,551 | 1,570,114 | |
Celanese US Holdings, LLC, 6.165%, 7/15/27 | 1,164 | 1,158,790 | |
Herens Holdco S.a.r.l., 4.75%, 5/15/28(1) | 545 | 422,917 | |
Herens Midco S.a.r.l., 5.25%, 5/15/29(14) | EUR | 156 | 98,817 |
INEOS Finance PLC: | |||
2.875%, 5/1/26(14) | EUR | 100 | 100,322 |
3.375%, 3/31/26(14) | EUR | 100 | 102,504 |
INEOS Quattro Finance 2 PLC, 2.50%, 1/15/26(14) | EUR | 154 | 150,943 |
Italmatch Chemicals SpA, 10.00%, 2/6/28(14) | EUR | 200 | 213,325 |
NOVA Chemicals Corp.: | |||
4.25%, 5/15/29(1) | 1,242 | 1,014,900 | |
4.875%, 6/1/24(1) | 874 | 854,667 | |
Nufarm Australia, Ltd./Nufarm Americas, Inc., 5.00%, 1/27/30(1) | 1,307 | 1,158,718 | |
Olympus Water US Holding Corp.: | |||
3.875%, 10/1/28(14) | EUR | 110 | 95,028 |
9.75%, 11/15/28(1) | 2,004 | 1,957,006 | |
Valvoline, Inc., 3.625%, 6/15/31(1) | 802 | 652,764 | |
W.R. Grace Holdings, LLC: | |||
4.875%, 6/15/27(1) | 1,472 | 1,367,020 | |
7.375%, 3/1/31(1) | 611 | 599,318 | |
$ 12,415,262 | |||
Clothing/Textiles — 0.2% | |||
Hanesbrands, Inc., 9.00%, 2/15/31(1) | 1,084 | $ 1,093,502 | |
William Carter Co. (The), 5.625%, 3/15/27(1) | 811 | 787,675 | |
$ 1,881,177 |
Security | Principal Amount* (000's omitted) | Value | |
Commercial Services — 1.2% | |||
Abertis Infraestructuras Finance B.V., 3.248% to 11/24/25(14)(15)(17) | EUR | 500 | $ 491,501 |
APi Group DE, Inc., 4.75%, 10/15/29(1) | 1,510 | 1,361,741 | |
Arena Luxembourg Finance S.a.r.l., 1.875%, 2/1/28(14) | EUR | 200 | 179,945 |
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28(14) | EUR | 100 | 93,284 |
EC Finance PLC, 3.00%, 10/15/26(14) | EUR | 102 | 104,096 |
Global Payments, Inc., 4.95%, 8/15/27 | 475 | 463,195 | |
HealthEquity, Inc., 4.50%, 10/1/29(1) | 1,176 | 1,037,916 | |
IPD 3 B.V., 8.00%, 6/15/28(14) | EUR | 200 | 223,148 |
Korn Ferry, 4.625%, 12/15/27(1) | 1,355 | 1,274,455 | |
LABL, Inc.: | |||
5.875%, 11/1/28(1) | 507 | 462,057 | |
8.25%, 11/1/29(1) | 1,016 | 851,535 | |
Loxam S.A.S., 2.875%, 4/15/26(14) | EUR | 100 | 101,528 |
Metis Merger Sub, LLC, 6.50%, 5/15/29(1) | 2,849 | 2,460,864 | |
Mooney Group SpA, 7.422%, (3 mo. EURIBOR + 3.875%), 12/17/26(2)(14) | EUR | 110 | 119,027 |
NESCO Holdings II, Inc., 5.50%, 4/15/29(1) | 1,282 | 1,148,967 | |
PROG Holdings, Inc., 6.00%, 11/15/29(1) | 1,085 | 956,436 | |
Sabre GLBL, Inc.: | |||
9.25%, 4/15/25(1) | 54 | 50,416 | |
11.25%, 12/15/27(1) | 996 | 844,733 | |
Verisure Holding AB, 3.25%, 2/15/27(14) | EUR | 400 | 388,859 |
Verisure Midholding AB, 5.25%, 2/15/29(14) | EUR | 175 | 166,016 |
WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26(1) | 2,060 | 1,925,447 | |
$ 14,705,166 | |||
Computers — 1.0% | |||
Booz Allen Hamilton, Inc.: | |||
3.875%, 9/1/28(1) | 1,341 | $ 1,214,356 | |
4.00%, 7/1/29(1) | 717 | 643,014 | |
Dell International, LLC/EMC Corp., 5.25%, 2/1/28 | 200 | 199,706 | |
Hewlett Packard Enterprise Co., 5.90%, 10/1/24 | 754 | 754,508 | |
Kyndryl Holdings, Inc., 2.70%, 10/15/28 | 600 | 488,533 | |
McAfee Corp., 7.375%, 2/15/30(1) | 1,841 | 1,602,696 | |
NCR Corp.: | |||
5.125%, 4/15/29(1) | 550 | 487,405 | |
5.25%, 10/1/30(1) | 843 | 734,134 | |
Presidio Holdings, Inc., 8.25%, 2/1/28(1) | 3,176 | 3,028,177 | |
Seagate HDD Cayman: | |||
4.091%, 6/1/29 | 418 | 368,185 | |
9.625%, 12/1/32(1) | 1,800 | 1,988,239 | |
$ 11,508,953 | |||
Containers and Glass Products — 0.4% | |||
Ardagh Metal Packaging Finance USA, LLC/Ardagh Metal Packaging Finance PLC: | |||
3.00%, 9/1/29(14) | EUR | 300 | $ 244,510 |
4.00%, 9/1/29(1) | 1,177 | 933,489 | |
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 2.125%, 8/15/26(14) | EUR | 300 | 291,955 |
Security | Principal Amount* (000's omitted) | Value | |
Containers and Glass Products (continued) | |||
Berry Global, Inc., 5.50%, 4/15/28(1) | 275 | $ 270,860 | |
Canpack S.A./Canpack US, LLC, 3.875%, 11/15/29(1) | 2,027 | 1,652,257 | |
Crown Americas, LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/26 | 660 | 625,607 | |
Crown Americas, LLC/Crown Americas Capital Corp. VI, 4.75%, 2/1/26 | 750 | 727,550 | |
$ 4,746,228 | |||
Cosmetics/Toiletries — 0.2% | |||
Edgewell Personal Care Co.: | |||
4.125%, 4/1/29(1) | 441 | $ 385,269 | |
5.50%, 6/1/28(1) | 1,067 | 1,009,702 | |
Estee Lauder Cos., Inc. (The), 4.375%, 5/15/28 | 325 | 320,293 | |
Natura & Co. Luxembourg Holdings S.a.r.l., 6.00%, 4/19/29(1) | 200 | 185,549 | |
Natura Cosmeticos S.A., 4.125%, 5/3/28(1) | 643 | 556,724 | |
$ 2,457,537 | |||
Distribution & Wholesale — 0.8% | |||
BCPE Empire Holdings, Inc., 7.625%, 5/1/27(1) | 2,799 | $ 2,606,119 | |
Parts Europe S.A.: | |||
6.50%, 7/16/25(14) | EUR | 100 | 109,644 |
7.20%, (3 mo. EURIBOR + 4.00%), 7/20/27(2)(14) | EUR | 328 | 359,489 |
Performance Food Group, Inc.: | |||
4.25%, 8/1/29(1) | 2,429 | 2,165,054 | |
5.50%, 10/15/27(1) | 935 | 902,255 | |
Ritchie Bros Holdings, Inc.: | |||
6.75%, 3/15/28(1) | 558 | 563,116 | |
7.75%, 3/15/31(1) | 996 | 1,034,521 | |
Travis Perkins PLC, 4.50%, 9/7/23(14) | GBP | 100 | 125,952 |
Windsor Holdings III, LLC, 8.50%, 6/15/30(1)(18) | 2,067 | 2,059,910 | |
$ 9,926,060 | |||
Diversified Financial Services — 1.5% | |||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | |||
1.65%, 10/29/24 | 599 | $ 563,164 | |
2.45%, 10/29/26 | 525 | 469,309 | |
AG TTMT Escrow Issuer, LLC, 8.625%, 9/30/27(1) | 1,308 | 1,341,914 | |
Air Lease Corp., 0.80%, 8/18/24 | 750 | 706,756 | |
American AgCredit Corp., Series QIB, 5.25% to 6/15/26(1)(15)(17) | 410 | 362,337 | |
Aviation Capital Group, LLC: | |||
6.25%, 4/15/28(1) | 275 | 274,622 | |
6.375%, 7/15/30(1) | 250 | 248,134 | |
Charles Schwab Corp. (The), 5.643% to 5/19/28, 5/19/29(15) | 525 | 525,012 | |
CI Financial Corp., 3.20%, 12/17/30 | 1,000 | 750,626 | |
Enact Holdings, Inc., 6.50%, 8/15/25(1) | 708 | 696,135 | |
Encore Capital Group, Inc., 7.427%, (3 mo. EURIBOR + 4.25%), 1/15/28(2)(14) | EUR | 200 | 211,472 |
Security | Principal Amount* (000's omitted) | Value | |
Diversified Financial Services (continued) | |||
Intrum AB: | |||
3.50%, 7/15/26(14) | EUR | 100 | $ 81,545 |
4.875%, 8/15/25(14) | EUR | 125 | 113,393 |
9.25%, 3/15/28(14) | EUR | 100 | 92,586 |
Jane Street Group/JSG Finance, Inc., 4.50%, 11/15/29(1) | 1,823 | 1,570,512 | |
Jefferson Capital Holdings, LLC, 6.00%, 8/15/26(1) | 1,275 | 1,037,541 | |
Jerrold Finco PLC, 4.875%, 1/15/26(14) | GBP | 200 | 223,540 |
Louvre Bidco S.A.S., 6.50%, 9/30/24(14) | EUR | 333 | 357,899 |
Oxford Finance, LLC/Oxford Finance Co-Issuer II, Inc., 6.375%, 2/1/27(1) | 1,209 | 1,126,304 | |
PRA Group, Inc., 7.375%, 9/1/25(1) | 1,479 | 1,407,291 | |
ProGroup AG, 3.00%, 3/31/26(14) | EUR | 300 | 307,494 |
Radian Group, Inc., 6.625%, 3/15/25 | 475 | 474,959 | |
Rocket Mortgage, LLC/Rocket Mortgage Co.-Issuer, Inc.: | |||
3.625%, 3/1/29(1) | 2,290 | 1,926,950 | |
3.875%, 3/1/31(1) | 300 | 243,527 | |
4.00%, 10/15/33(1) | 225 | 176,218 | |
Sherwood Financing PLC, 6.00%, 11/15/26(14) | GBP | 150 | 159,848 |
Synchrony Financial, 4.50%, 7/23/25 | 225 | 212,232 | |
Unifin Financiera SAB de CV, 7.375%, 2/12/26(1)(19) | 620 | 23,250 | |
VistaJet Malta Finance PLC/Vista Management Holding, Inc.: | |||
6.375%, 2/1/30(1) | 2,192 | 1,767,041 | |
9.50%, 6/1/28(1) | 953 | 875,878 | |
$ 18,327,489 | |||
Drugs — 0.5% | |||
Endo DAC/Endo Finance, LLC/Endo Finco, Inc., 5.875%, 10/15/24(1)(19) | 649 | $ 476,620 | |
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc., 6.125%, 4/1/29(1)(19) | 1,550 | 1,148,542 | |
Gruenenthal GmbH: | |||
3.625%, 11/15/26(14) | EUR | 200 | 205,936 |
6.75%, 5/15/30(14) | EUR | 100 | 111,717 |
Jazz Securities DAC, 4.375%, 1/15/29(1) | 1,371 | 1,224,591 | |
Organon & Co./Organon Foreign Debt Co.-Issuer B.V., 5.125%, 4/30/31(1) | 1,037 | 856,940 | |
Perrigo Finance Unlimited Co.: | |||
4.65%, 6/15/30 | 2,255 | 1,998,433 | |
4.90%, 12/15/44 | 409 | 316,925 | |
$ 6,339,704 | |||
Ecological Services and Equipment — 0.8% | |||
Clean Harbors, Inc.: | |||
4.875%, 7/15/27(1) | 551 | $ 528,093 | |
5.125%, 7/15/29(1) | 332 | 314,657 | |
6.375%, 2/1/31(1) | 308 | 310,218 | |
Covanta Holding Corp.: | |||
4.875%, 12/1/29(1) | 1,536 | 1,330,583 | |
5.00%, 9/1/30 | 319 | 271,246 |
Security | Principal Amount* (000's omitted) | Value | |
Ecological Services and Equipment (continued) | |||
GFL Environmental, Inc.: | |||
3.50%, 9/1/28(1) | 1,679 | $ 1,496,064 | |
3.75%, 8/1/25(1) | 776 | 738,961 | |
4.375%, 8/15/29(1) | 2,000 | 1,782,855 | |
4.75%, 6/15/29(1) | 3,095 | 2,831,233 | |
Paprec Holding S.A.: | |||
3.50%, 7/1/28(14) | EUR | 129 | 125,142 |
4.00%, 3/31/25(14) | EUR | 200 | 214,404 |
$ 9,943,456 | |||
Electric Utilities — 1.3% | |||
Dominion Energy, Inc., 1.45%, 4/15/26 | 800 | $ 718,738 | |
DTE Energy Co., 4.875%, 6/1/28 | 500 | 489,471 | |
Edison International, 4.70%, 8/15/25 | 500 | 488,605 | |
EDP - Energias de Portugal S.A., 4.496% to 1/30/24, 4/30/79(14)(15) | EUR | 600 | 651,449 |
EDP Finance B.V., 6.30%, 10/11/27(1) | 700 | 718,935 | |
Electricite de France S.A., 7.50% to 9/6/28(14)(15)(17) | EUR | 400 | 444,368 |
Energizer Gamma Acquisition B.V., 3.50%, 6/30/29(14) | EUR | 1,300 | 1,147,375 |
Fells Point Funding Trust, 3.046%, 1/31/27(1) | 525 | 482,971 | |
FirstEnergy Corp.: | |||
2.65%, 3/1/30 | 410 | 346,151 | |
Series B, 4.15%, 7/15/27 | 1,630 | 1,549,693 | |
ITC Holdings Corp., 4.95%, 9/22/27(1) | 600 | 591,100 | |
Metropolitan Edison Co., 5.20%, 4/1/28(1) | 225 | 222,912 | |
NextEra Energy Capital Holdings, Inc.: | |||
4.625%, 7/15/27 | 475 | 464,790 | |
6.051%, 3/1/25 | 175 | 175,736 | |
PacifiCorp, 2.70%, 9/15/30 | 575 | 479,004 | |
Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28(1) | 1,112 | 1,016,626 | |
Pennsylvania Electric Co., 5.15%, 3/30/26(1) | 200 | 197,067 | |
Public Power Corp S.A., 4.375%, 3/30/26(14) | EUR | 300 | 320,738 |
Southern California Edison Co., 5.85%, 11/1/27 | 275 | 281,433 | |
Southern Co. (The), 5.113%, 8/1/27 | 994 | 985,505 | |
TransAlta Corp., 7.75%, 11/15/29 | 1,045 | 1,076,878 | |
Wec Energy Group, Inc., 5.00%, 9/27/25 | 475 | 470,770 | |
WESCO Distribution, Inc.: | |||
7.125%, 6/15/25(1) | 1,024 | 1,035,709 | |
7.25%, 6/15/28(1) | 915 | 934,175 | |
$ 15,290,199 | |||
Electronic Equipment, Instruments & Components — 0.1% | |||
Vontier Corp., 1.80%, 4/1/26 | 800 | $ 711,647 | |
$ 711,647 | |||
Electronics/Electrical — 0.8% | |||
Coherent Corp., 5.00%, 12/15/29(1) | 1,777 | $ 1,606,061 | |
Imola Merger Corp., 4.75%, 5/15/29(1) | 3,165 | 2,755,830 | |
Jabil, Inc., 5.45%, 2/1/29 | 450 | 446,800 | |
Open Text Corp., 3.875%, 2/15/28(1) | 1,009 | 889,595 |
Security | Principal Amount* (000's omitted) | Value | |
Electronics/Electrical (continued) | |||
Open Text Holdings, Inc., 4.125%, 2/15/30(1) | 883 | $ 748,523 | |
RWE AG, 6.625% to 3/30/26, 7/30/75(14)(15) | 266 | 265,269 | |
Sensata Technologies B.V., 5.00%, 10/1/25(1) | 447 | 438,027 | |
Sensata Technologies, Inc.: | |||
3.75%, 2/15/31(1) | 1,660 | 1,421,610 | |
4.375%, 2/15/30(1) | 627 | 561,257 | |
SS&C Technologies, Inc., 5.50%, 9/30/27(1) | 517 | 495,626 | |
$ 9,628,598 | |||
Energy — 0.4% | |||
Enviva Partners, L.P./Enviva Partners Finance Corp., 6.50%, 1/15/26(1) | 2,651 | $ 2,091,003 | |
New Fortress Energy, Inc., 6.50%, 9/30/26(1) | 1,974 | 1,768,243 | |
Sunoco, L.P./Sunoco Finance Corp., 4.50%, 4/30/30 | 1,692 | 1,481,231 | |
$ 5,340,477 | |||
Engineering & Construction — 0.5% | |||
Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26(1) | 1,038 | $ 983,949 | |
Cellnex Finance Co. S.A., 1.00%, 9/15/27(14) | EUR | 100 | 93,988 |
Dycom Industries, Inc., 4.50%, 4/15/29(1) | 1,389 | 1,262,740 | |
TopBuild Corp., 4.125%, 2/15/32(1) | 1,562 | 1,332,407 | |
VM Consolidated, Inc., 5.50%, 4/15/29(1) | 1,899 | 1,753,480 | |
$ 5,426,564 | |||
Entertainment — 1.5% | |||
Allwyn Entertainment Financing UK, PLC: | |||
7.25%, 4/30/30(14) | EUR | 125 | $ 139,033 |
7.875%, 4/30/29(1) | 1,565 | 1,590,838 | |
Banijay Entertainment SASU, 3.50%, 3/1/25(14) | EUR | 200 | 213,673 |
Boyne USA, Inc., 4.75%, 5/15/29(1) | 1,180 | 1,064,429 | |
Caesars Entertainment, Inc.: | |||
4.625%, 10/15/29(1) | 529 | 462,405 | |
6.25%, 7/1/25(1) | 2,521 | 2,511,595 | |
7.00%, 2/15/30(1) | 800 | 804,112 | |
8.125%, 7/1/27(1) | 1,589 | 1,628,080 | |
CDI Escrow Issuer, Inc., 5.75%, 4/1/30(1) | 1,751 | 1,631,438 | |
Cirsa Finance International S.a.r.l., 4.50%, 3/15/27(14) | EUR | 100 | 100,136 |
CPUK Finance, Ltd.: | |||
4.50%, 8/28/27(14) | GBP | 100 | 108,902 |
4.875%, 2/28/47(14) | GBP | 435 | 526,802 |
6.50%, 8/28/26(14) | GBP | 100 | 121,603 |
Jacobs Entertainment, Inc., 6.75%, 2/15/29(1) | 1,721 | 1,541,930 | |
Live Nation Entertainment, Inc., 4.75%, 10/15/27(1) | 1,226 | 1,145,127 | |
Lottomatica SpA: | |||
5.125%, 7/15/25(14) | EUR | 100 | 110,475 |
6.25%, 7/15/25(14) | EUR | 100 | 110,934 |
7.588%, 6/1/28(2)(14) | EUR | 100 | 109,794 |
Pinewood Finance Co., Ltd., 3.25%, 9/30/25(14) | GBP | 200 | 233,997 |
Scientific Games International, Inc., 7.00%, 5/15/28(1) | 1,647 | 1,639,689 |
Security | Principal Amount* (000's omitted) | Value | |
Entertainment (continued) | |||
Speedway Motorsports, LLC/Speedway Funding II, Inc., 4.875%, 11/1/27(1) | 1,515 | $ 1,404,394 | |
WarnerMedia Holdings, Inc., 3.755%, 3/15/27 | 1,050 | 979,825 | |
$ 18,179,211 | |||
Environmental — 0.0%(10) | |||
Waste Management, Inc., 0.75%, 11/15/25 | 525 | $ 474,066 | |
$ 474,066 | |||
Equipment Leasing — 0.0%(10) | |||
Ashtead Capital, Inc., 4.25%, 11/1/29(1) | 526 | $ 477,842 | |
$ 477,842 | |||
Financial Intermediaries — 2.1% | |||
Ally Financial, Inc.: | |||
Series B, 4.70% to 5/15/26(15)(17) | 1,647 | $ 1,166,282 | |
5.75%, 11/20/25 | 925 | 891,390 | |
Alpha Holding S.A. de CV: | |||
9.00%, 2/10/25(1)(19) | 721 | 9,916 | |
10.00%, 12/19/22(1)(19) | 188 | 1,159 | |
Citigroup, Inc.: | |||
3.887% to 1/10/27, 1/10/28(15) | 975 | 924,556 | |
5.61% to 9/29/25, 9/29/26(15) | 935 | 934,228 | |
Compass Group Diversified Holdings, LLC, 5.25%, 4/15/29(1) | 1,657 | 1,454,263 | |
Ford Motor Credit Co., LLC: | |||
2.90%, 2/16/28 | 420 | 360,119 | |
3.37%, 11/17/23 | 513 | 508,203 | |
3.625%, 6/17/31 | 2,307 | 1,893,343 | |
3.815%, 11/2/27 | 1,984 | 1,775,092 | |
4.00%, 11/13/30 | 995 | 851,206 | |
4.125%, 8/17/27 | 2,739 | 2,503,568 | |
4.271%, 1/9/27 | 476 | 441,095 | |
4.867%, 8/3/27 | EUR | 200 | 214,472 |
5.125%, 6/16/25 | 938 | 913,077 | |
5.584%, 3/18/24 | 257 | 255,418 | |
6.125%, 5/15/28 | EUR | 550 | 616,523 |
Goldman Sachs Group, Inc. (The), 3.615% to 3/15/27, 3/15/28(15) | 1,496 | 1,404,848 | |
HSBC Holdings PLC, 3.973% to 5/22/29, 5/22/30(15) | 1,200 | 1,078,688 | |
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.: | |||
5.25%, 5/15/27 | 1,614 | 1,393,495 | |
6.25%, 5/15/26 | 1,144 | 1,042,207 | |
JPMorgan Chase & Co.: | |||
Series HH, 4.60% to 2/1/25(15)(17) | 1,674 | 1,565,190 | |
5.546%, 12/15/25(15) | 1,400 | 1,394,786 | |
MSCI, Inc.: | |||
3.625%, 9/1/30(1) | 520 | 448,910 | |
3.875%, 2/15/31(1) | 899 | 779,816 |
Security | Principal Amount* (000's omitted) | Value | |
Financial Intermediaries (continued) | |||
Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29(15) | 1,011 | $ 922,027 | |
$ 25,743,877 | |||
Financial Services — 0.6% | |||
Bank of America Corp.: | |||
1.734% to 7/22/26, 7/22/27(15) | 1,625 | $ 1,451,657 | |
4.376% to 4/27/27, 4/27/28(15) | 1,500 | 1,441,167 | |
5.08% to 1/20/26, 1/20/27(15) | 975 | 960,370 | |
Nationwide Building Society, 4.00%, 9/14/26(1) | 525 | 482,547 | |
Nordea Bank Abp, 3.75%, 8/30/23(1) | 475 | 473,687 | |
Vietnam Debt and Asset Trading Corp., 1.00%, 10/10/25(14) | 2,600 | 2,210,000 | |
$ 7,019,428 | |||
Food Products — 0.4% | |||
Bellis Acquisition Co. PLC, 3.25%, 2/16/26(14) | GBP | 200 | $ 213,202 |
Casino Guichard Perrachon SA, 4.498%, 3/7/24(14) | EUR | 100 | 6,231 |
Chobani, LLC/Chobani Finance Corp., Inc., 7.50%, 4/15/25(1) | 1,619 | 1,613,166 | |
Ingles Markets, Inc., 4.00%, 6/15/31(1) | 854 | 717,038 | |
Nomad Foods Bondco PLC, 2.50%, 6/24/28(14) | EUR | 236 | 226,663 |
Pilgrim's Pride Corp., 3.50%, 3/1/32 | 1,979 | 1,566,378 | |
Premier Foods Financing PLC, 3.50%, 10/15/26(14) | GBP | 125 | 139,180 |
$ 4,481,858 | |||
Food Service — 0.7% | |||
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.: | |||
3.875%, 1/15/28(1) | 1,906 | $ 1,744,197 | |
4.00%, 10/15/30(1) | 2,705 | 2,318,273 | |
4.375%, 1/15/28(1) | 1,014 | 937,487 | |
5.75%, 4/15/25(1) | 372 | 371,774 | |
IRB Holding Corp., 7.00%, 6/15/25(1) | 615 | 618,884 | |
US Foods, Inc., 4.75%, 2/15/29(1) | 1,837 | 1,683,664 | |
Yum! Brands, Inc., 3.625%, 3/15/31 | 238 | 205,832 | |
$ 7,880,111 | |||
Food/Drug Retailers — 0.3% | |||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons, L.P./Albertsons, LLC: | |||
4.875%, 2/15/30(1) | 1,595 | $ 1,474,083 | |
5.875%, 2/15/28(1) | 2,145 | 2,086,656 | |
$ 3,560,739 | |||
Forest Products & Paper — 0.0%(10) | |||
Georgia-Pacific, LLC, 1.75%, 9/30/25(1) | 525 | $ 482,188 | |
$ 482,188 | |||
Health Care — 3.5% | |||
Avantor Funding, Inc., 2.625%, 11/1/25(14) | EUR | 300 | $ 314,800 |
Security | Principal Amount* (000's omitted) | Value | |
Health Care (continued) | |||
Centene Corp.: | |||
3.375%, 2/15/30 | 1,397 | $ 1,201,895 | |
4.625%, 12/15/29 | 1,758 | 1,619,710 | |
Chrome Bidco SASU, 3.50%, 5/31/28(14) | EUR | 450 | 414,301 |
Chrome Holdco SASU, 5.00%, 5/31/29(14) | EUR | 400 | 328,447 |
Encompass Health Corp.: | |||
4.625%, 4/1/31 | 683 | 606,340 | |
4.75%, 2/1/30 | 639 | 582,580 | |
Fortrea Holdings, Inc., 7.50%, 7/1/30(1) | 1,404 | 1,439,409 | |
Grifols Escrow Issuer S.A.: | |||
3.875%, 10/15/28(14) | EUR | 494 | 462,624 |
4.75%, 10/15/28(1) | 2,051 | 1,782,196 | |
Grifols S.A.: | |||
1.625%, 2/15/25(14) | EUR | 200 | 210,838 |
3.20%, 5/1/25(14) | EUR | 350 | 372,604 |
HCA, Inc.: | |||
5.25%, 6/15/26 | 475 | 469,975 | |
5.625%, 9/1/28 | 1,472 | 1,473,979 | |
5.875%, 2/15/26 | 2,705 | 2,707,351 | |
Heartland Dental, LLC/Heartland Dental Finance Corp., 10.50%, 4/30/28(1) | 2,185 | 2,174,075 | |
IQVIA, Inc.: | |||
2.25%, 1/15/28(14) | EUR | 450 | 434,462 |
2.25%, 3/15/29(14) | EUR | 100 | 93,497 |
2.875%, 6/15/28(14) | EUR | 100 | 98,557 |
5.00%, 10/15/26(1) | 850 | 821,502 | |
5.00%, 5/15/27(1) | 685 | 659,504 | |
6.50%, 5/15/30(1) | 825 | 834,177 | |
Legacy LifePoint Health, LLC: | |||
4.375%, 2/15/27(1) | 989 | 766,475 | |
6.75%, 4/15/25(1) | 731 | 679,830 | |
LifePoint Health, Inc., 5.375%, 1/15/29(1) | 2,888 | 1,708,548 | |
Medline Borrower, L.P., 5.25%, 10/1/29(1) | 3,821 | 3,319,414 | |
ModivCare Escrow Issuer, Inc., 5.00%, 10/1/29(1) | 759 | 562,377 | |
ModivCare, Inc., 5.875%, 11/15/25(1) | 1,550 | 1,437,293 | |
Molina Healthcare, Inc.: | |||
3.875%, 11/15/30(1) | 1,330 | 1,144,098 | |
3.875%, 5/15/32(1) | 1,450 | 1,217,492 | |
Option Care Health, Inc., 4.375%, 10/31/29(1) | 1,801 | 1,587,029 | |
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/1/26(1) | 702 | 589,726 | |
Team Health Holdings, Inc., 6.375%, 2/1/25(1) | 1,890 | 1,005,097 | |
Tenet Healthcare Corp.: | |||
4.375%, 1/15/30 | 187 | 168,927 | |
4.875%, 1/1/26 | 1,607 | 1,566,816 | |
5.125%, 11/1/27 | 1,607 | 1,535,949 | |
6.125%, 10/1/28 | 1,593 | 1,535,110 | |
6.875%, 11/15/31 | 878 | 877,052 | |
US Acute Care Solutions, LLC, 6.375%, 3/1/26(1) | 2,637 | 2,260,647 | |
Varex Imaging Corp., 7.875%, 10/15/27(1) | 856 | 853,222 | |
$ 41,917,925 |
Security | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services — 0.2% | |||
Boston Scientific Corp., 1.90%, 6/1/25 | 525 | $ 492,404 | |
Catalent Pharma Solutions, Inc., 3.50%, 4/1/30(1) | 2,084 | 1,690,072 | |
$ 2,182,476 | |||
Home Furnishings — 0.2% | |||
CD&R Smokey Buyer, Inc., 6.75%, 7/15/25(1) | 789 | $ 734,312 | |
Tempur Sealy International, Inc., 3.875%, 10/15/31(1) | 1,475 | 1,203,642 | |
$ 1,937,954 | |||
Homebuilders/Real Estate — 0.0%(10) | |||
M/I Homes, Inc., 4.95%, 2/1/28 | 459 | $ 428,332 | |
$ 428,332 | |||
Hotels, Restaurants & Leisure — 0.3% | |||
Resorts World Las Vegas, LLC/RWLV Capital, Inc., 4.625%, 4/6/31(14) | 800 | $ 616,748 | |
SeaWorld Parks & Entertainment, Inc.: | |||
5.25%, 8/15/29(1) | 1,479 | 1,325,238 | |
8.75%, 5/1/25(1) | 1,090 | 1,107,565 | |
$ 3,049,551 | |||
Industrial Equipment — 0.2% | |||
Huntington Ingalls Industries, Inc., 0.67%, 8/16/23 | 500 | $ 496,976 | |
Madison IAQ, LLC, 5.875%, 6/30/29(1) | 2,000 | 1,622,317 | |
TK Elevator Holdco GmbH, 6.625%, 7/15/28(14) | EUR | 90 | 84,292 |
TK Elevator Midco GmbH: | |||
4.375%, 7/15/27(14) | EUR | 325 | 318,244 |
7.927%, (3 mo. EURIBOR + 4.75%), 7/15/27(2)(14) | EUR | 100 | 108,711 |
$ 2,630,540 | |||
Insurance — 0.8% | |||
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(1) | 1,615 | $ 1,520,409 | |
AmWINS Group, Inc., 4.875%, 6/30/29(1) | 1,010 | 913,119 | |
Assurant, Inc., 6.10%, 2/27/26 | 200 | 200,838 | |
AssuredPartners, Inc., 5.625%, 1/15/29(1) | 450 | 389,936 | |
Athene Global Funding, 2.514%, 3/8/24(1) | 650 | 632,318 | |
BroadStreet Partners, Inc., 5.875%, 4/15/29(1) | 1,784 | 1,549,519 | |
F&G Annuities & Life, Inc., 7.40%, 1/13/28(1) | 575 | 574,836 | |
Galaxy Finco, Ltd., 9.25%, 7/31/27(14) | GBP | 575 | 649,557 |
GTCR AP Finance, Inc., 8.00%, 5/15/27(1) | 820 | 804,779 | |
Jones DesLauriers Insurance Management, Inc., 10.50%, 12/15/30(1) | 1,355 | 1,367,064 | |
Principal Life Global Funding II, 5.50%, 6/28/28(1) | 475 | 472,424 | |
$ 9,074,799 | |||
Internet Software & Services — 0.6% | |||
Amazon.com, Inc., 3.30%, 4/13/27 | 1,025 | $ 976,858 | |
Arches Buyer, Inc.: | |||
4.25%, 6/1/28(1) | 655 | 570,742 | |
6.125%, 12/1/28(1) | 1,840 | 1,587,460 |
Security | Principal Amount* (000's omitted) | Value | |
Internet Software & Services (continued) | |||
Cars.com, Inc., 6.375%, 11/1/28(1) | 1,770 | $ 1,632,418 | |
Match Group Holdings II, LLC, 3.625%, 10/1/31(1) | 1,727 | 1,421,148 | |
Science Applications International Corp., 4.875%, 4/1/28(1) | 1,487 | 1,384,904 | |
United Group B.V.: | |||
3.125%, 2/15/26(14) | EUR | 100 | 95,527 |
4.00%, 11/15/27(14) | EUR | 100 | 89,813 |
$ 7,758,870 | |||
Leisure Goods/Activities/Movies — 1.7% | |||
Carnival Corp., 5.75%, 3/1/27(1) | 1,316 | $ 1,212,714 | |
Cinemark USA, Inc.: | |||
5.25%, 7/15/28(1) | 1,481 | 1,304,266 | |
5.875%, 3/15/26(1) | 414 | 393,184 | |
8.75%, 5/1/25(1) | 182 | 184,963 | |
LHMC Finco 2 S.a.r.l., 7.25%, (7.25% cash or 8.00% PIK), 10/2/25(14)(16) | EUR | 262 | 282,655 |
Life Time, Inc.: | |||
5.75%, 1/15/26(1) | 1,268 | 1,236,849 | |
8.00%, 4/15/26(1) | 846 | 836,086 | |
Lindblad Expeditions Holdings, Inc., 9.00%, 5/15/28(1) | 952 | 966,783 | |
Lindblad Expeditions, LLC, 6.75%, 2/15/27(1) | 790 | 753,218 | |
National CineMedia, LLC: | |||
5.75%, 8/15/26(19) | 1,186 | 48,922 | |
5.875%, 4/15/28(1)(19) | 1,559 | 481,349 | |
NCL Corp., Ltd.: | |||
3.625%, 12/15/24(1) | 439 | 422,876 | |
5.875%, 3/15/26(1) | 2,162 | 2,024,634 | |
5.875%, 2/15/27(1) | 517 | 503,754 | |
7.75%, 2/15/29(1) | 433 | 411,657 | |
NCL Finance, Ltd., 6.125%, 3/15/28(1) | 1,000 | 900,919 | |
Playtika Holding Corp., 4.25%, 3/15/29(1) | 1,511 | 1,342,372 | |
Royal Caribbean Cruises, Ltd., 11.625%, 8/15/27(1) | 1,612 | 1,754,467 | |
Viking Cruises, Ltd.: | |||
5.875%, 9/15/27(1) | 2,472 | 2,274,907 | |
6.25%, 5/15/25(1) | 1,690 | 1,658,110 | |
7.00%, 2/15/29(1) | 658 | 612,532 | |
Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29(1) | 422 | 386,510 | |
$ 19,993,727 | |||
Lodging and Casinos — 0.3% | |||
Accor S.A.: | |||
2.375%, 11/29/28(14) | EUR | 200 | $ 196,438 |
4.375% to 1/30/24(14)(15)(17) | EUR | 200 | 215,576 |
Hyatt Hotels Corp., 5.75%, 1/30/27(18) | 650 | 648,598 | |
Marriott International, Inc., 4.90%, 4/15/29 | 485 | 472,086 | |
MGM Resorts International: | |||
4.75%, 10/15/28 | 1,138 | 1,034,446 | |
5.50%, 4/15/27 | 453 | 434,467 | |
5.75%, 6/15/25 | 948 | 940,410 | |
$ 3,942,021 |
Security | Principal Amount* (000's omitted) | Value | |
Machinery — 0.2% | |||
Chart Industries, Inc., 9.50%, 1/1/31(1) | 1,984 | $ 2,107,044 | |
IMA Industria Macchine Automatiche SpA, 3.75%, 1/15/28(14) | EUR | 121 | 116,125 |
Renk AG, 5.75%, 7/15/25(14) | EUR | 100 | 107,614 |
$ 2,330,783 | |||
Media — 0.4% | |||
Beasley Mezzanine Holdings, LLC, 8.625%, 2/1/26(1) | 1,595 | $ 1,048,403 | |
iHeartCommunications, Inc.: | |||
6.375%, 5/1/26 | 179 | 150,416 | |
8.375%, 5/1/27 | 324 | 216,635 | |
Outfront Media Capital, LLC/Outfront Media Capital Corp.: | |||
4.625%, 3/15/30(1) | 925 | 771,848 | |
6.25%, 6/15/25(1) | 807 | 804,881 | |
Univision Communications, Inc.: | |||
4.50%, 5/1/29(1) | 1,032 | 887,791 | |
7.375%, 6/30/30(1) | 391 | 372,630 | |
Urban One, Inc., 7.375%, 2/1/28(1) | 1,006 | 877,443 | |
$ 5,130,047 | |||
Metals/Mining — 1.2% | |||
BHP Billiton Finance USA, Ltd., 4.75%, 2/28/28 | 675 | $ 670,988 | |
Cleveland-Cliffs, Inc., 6.75%, 3/15/26(1) | 2,658 | 2,688,530 | |
Compass Minerals International, Inc., 6.75%, 12/1/27(1) | 3,216 | 3,104,373 | |
Constellium N.V., 5.875%, 2/15/26(1) | 408 | 400,716 | |
Constellium SE, 5.625%, 6/15/28(1) | 630 | 593,714 | |
Freeport-McMoRan, Inc., 5.45%, 3/15/43 | 1,600 | 1,494,070 | |
Glencore Funding, LLC, 4.125%, 3/12/24(1) | 475 | 469,384 | |
Hudbay Minerals, Inc.: | |||
4.50%, 4/1/26(1) | 1,085 | 1,011,377 | |
6.125%, 4/1/29(1) | 489 | 450,799 | |
Novelis Corp.: | |||
3.25%, 11/15/26(1) | 690 | 625,332 | |
4.75%, 1/30/30(1) | 1,068 | 950,159 | |
Novelis Sheet Ingot GmbH, 3.375%, 4/15/29(14) | EUR | 500 | 480,697 |
Roller Bearing Co. of America, Inc., 4.375%, 10/15/29(1) | 1,513 | 1,357,400 | |
$ 14,297,539 | |||
Nonferrous Metals/Minerals — 0.3% | |||
Eldorado Gold Corp., 6.25%, 9/1/29(1) | 1,333 | $ 1,195,533 | |
First Quantum Minerals, Ltd., 7.50%, 4/1/25(1) | 1,042 | 1,042,168 | |
New Gold, Inc., 7.50%, 7/15/27(1) | 1,667 | 1,558,745 | |
$ 3,796,446 | |||
Oil and Gas — 3.1% | |||
Aethon III BR, LLC, 12.687%, 10/1/25 | 2,366 | $ 2,372,070 | |
Aethon United BR, L.P./Aethon United Finance Corp., 8.25%, 2/15/26(1) | 1,570 | 1,543,954 |
Security | Principal Amount* (000's omitted) | Value | |
Oil and Gas (continued) | |||
Callon Petroleum Co.: | |||
7.50%, 6/15/30(1) | 601 | $ 567,844 | |
8.00%, 8/1/28(1) | 788 | 780,052 | |
CenterPoint Energy Resources Corp., 5.25%, 3/1/28 | 500 | 500,191 | |
Chord Energy Corp., 6.375%, 6/1/26(1) | 1,111 | 1,102,479 | |
Continental Resources, Inc., 2.268%, 11/15/26(1) | 550 | 489,932 | |
CrownRock, L.P./CrownRock Finance, Inc., 5.00%, 5/1/29(1) | 1,519 | 1,424,549 | |
CVR Energy, Inc., 5.75%, 2/15/28(1) | 2,905 | 2,560,017 | |
Marathon Petroleum Corp., 4.70%, 5/1/25 | 475 | 466,231 | |
Nabors Industries, Ltd., 7.50%, 1/15/28(1) | 665 | 582,726 | |
National Fuel Gas Co., 5.50%, 10/1/26 | 775 | 756,145 | |
Neptune Energy Bondco PLC, 6.625%, 5/15/25(1) | 2,882 | 2,879,579 | |
NiSource, Inc., 5.25%, 3/30/28 | 950 | 950,178 | |
Occidental Petroleum Corp., 7.50%, 5/1/31 | 425 | 464,650 | |
Parkland Corp.: | |||
4.50%, 10/1/29(1) | 376 | 326,554 | |
4.625%, 5/1/30(1) | 1,501 | 1,302,928 | |
Permian Resources Operating, LLC: | |||
5.375%, 1/15/26(1) | 232 | 221,255 | |
5.875%, 7/1/29(1) | 2,252 | 2,123,717 | |
7.75%, 2/15/26(1) | 1,166 | 1,174,685 | |
Petroleos Mexicanos: | |||
5.35%, 2/12/28 | 470 | 387,356 | |
5.95%, 1/28/31 | 1,370 | 1,001,882 | |
6.35%, 2/12/48 | 161 | 97,532 | |
6.50%, 3/13/27 | 360 | 320,572 | |
6.50%, 1/23/29 | 530 | 439,790 | |
6.75%, 9/21/47 | 1,366 | 859,041 | |
6.84%, 1/23/30 | 142 | 113,025 | |
6.875%, 8/4/26 | 171 | 159,843 | |
Precision Drilling Corp.: | |||
6.875%, 1/15/29(1) | 932 | 842,959 | |
7.125%, 1/15/26(1) | 500 | 494,332 | |
Repsol International Finance B.V., 4.50% to 3/25/25, 3/25/75(14)(15) | EUR | 100 | 107,284 |
Shelf Drilling Holdings, Ltd.: | |||
8.25%, 2/15/25(1) | 1,535 | 1,434,652 | |
8.875%, 11/15/24(1) | 441 | 440,603 | |
Southwestern Energy Co., 4.75%, 2/1/32 | 1,485 | 1,310,901 | |
Tap Rock Resources, LLC, 7.00%, 10/1/26(1) | 2,569 | 2,648,382 | |
Transocean Poseidon, Ltd., 6.875%, 2/1/27(1) | 868 | 857,098 | |
Transocean, Inc., 8.75%, 2/15/30(1) | 707 | 718,379 | |
UGI International, LLC, 2.50%, 12/1/29(14) | EUR | 200 | 171,977 |
Var Energi ASA, 7.50%, 1/15/28(1) | 600 | 617,749 | |
Weatherford International, Ltd., 8.625%, 4/30/30(1) | 1,355 | 1,376,920 | |
Wintershall Dea Finance 2 B.V., 2.499% to 4/20/26(14)(15)(17) | EUR | 600 | 558,463 |
$ 37,548,476 |
Security | Principal Amount* (000's omitted) | Value | |
Packaging & Containers — 0.4% | |||
Kleopatra Finco S.a.r.l., 4.25%, 3/1/26(14) | EUR | 350 | $ 320,106 |
Owens-Brockway Glass Container, Inc., 7.25%, 5/15/31(1) | 1,661 | 1,683,839 | |
Schoeller Packaging B.V., 6.375%, 11/1/24(14) | EUR | 200 | 188,854 |
Sealed Air Corp., 6.125%, 2/1/28(1) | 626 | 622,067 | |
Silgan Holdings, Inc., 1.40%, 4/1/26(1) | 550 | 486,239 | |
Trivium Packaging Finance B.V.: | |||
3.75%, 8/15/26(14) | EUR | 300 | 303,027 |
5.50%, 8/15/26(1) | 424 | 407,657 | |
7.073%, (3 mo. EURIBOR + 3.75%), 8/15/26(2)(14) | EUR | 200 | 215,515 |
8.50%, 8/15/27(1) | 218 | 210,116 | |
$ 4,437,420 | |||
Pharmaceuticals — 0.7% | |||
Abbvie, Inc., 3.80%, 3/15/25 | 725 | $ 705,260 | |
Bayer AG, 5.375% to 6/25/30, 3/25/82(14)(15) | EUR | 300 | 304,036 |
BellRing Brands, Inc., 7.00%, 3/15/30(1) | 2,444 | 2,462,012 | |
Cheplapharm Arzneimittel GmbH, 8.062%, (3 mo. EURIBOR + 4.75%), 5/15/30(2)(14) | EUR | 145 | 159,266 |
Herbalife Nutrition, Ltd./HLF Financing, Inc., 7.875%, 9/1/25(1) | 1,383 | 1,260,211 | |
Horizon Therapeutics USA, Inc., 5.50%, 8/1/27(1) | 1,105 | 1,110,896 | |
P&L Development, LLC/PLD Finance Corp., 7.75%, 11/15/25(1) | 1,595 | 1,298,646 | |
Pfizer Investment Enterprises Pte., Ltd., 4.45%, 5/19/28 | 450 | 442,513 | |
PRA Health Sciences, Inc., 2.875%, 7/15/26(1) | 410 | 371,621 | |
Rossini S.a.r.l., 7.125%, (3 mo. EURIBOR + 3.875%), 10/30/25(2)(14) | EUR | 300 | 327,311 |
$ 8,441,772 | |||
Pipelines — 2.2% | |||
Antero Midstream Partners, L.P./Antero Midstream Finance Corp.: | |||
5.75%, 3/1/27(1) | 1,874 | $ 1,809,040 | |
7.875%, 5/15/26(1) | 879 | 892,309 | |
Cheniere Energy Partners, L.P.: | |||
4.00%, 3/1/31 | 2,706 | 2,385,581 | |
4.50%, 10/1/29 | 1,722 | 1,581,926 | |
Cheniere Energy, Inc., 4.625%, 10/15/28 | 769 | 718,851 | |
DT Midstream, Inc., 4.125%, 6/15/29(1) | 1,449 | 1,273,012 | |
Energy Transfer, L.P., 5.00%, 5/15/50 | 1,094 | 925,127 | |
Enterprise Products Operating, LLC, 5.05%, 1/10/26 | 125 | 124,835 | |
EQM Midstream Partners, L.P.: | |||
4.50%, 1/15/29(1) | 1,355 | 1,209,965 | |
4.75%, 1/15/31(1) | 1,086 | 952,578 | |
6.00%, 7/1/25(1) | 257 | 254,394 | |
6.50%, 7/1/27(1) | 702 | 693,068 | |
7.50%, 6/1/30(1) | 1,010 | 1,023,005 | |
Kinetik Holdings, L.P., 5.875%, 6/15/30(1) | 2,308 | 2,196,050 | |
Midwest Connector Capital Co., LLC, 4.625%, 4/1/29(1) | 1,269 | 1,161,766 |
Security | Principal Amount* (000's omitted) | Value | |
Pipelines (continued) | |||
Plains All American Pipeline, L.P., Series B, 9.431%, (3 mo. USD LIBOR + 4.11%)(2)(17) | 1,462 | $ 1,308,678 | |
Sabine Pass Liquefaction, LLC, 5.75%, 5/15/24 | 950 | 948,634 | |
Venture Global Calcasieu Pass, LLC: | |||
3.875%, 11/1/33(1) | 665 | 545,447 | |
4.125%, 8/15/31(1) | 992 | 854,485 | |
Venture Global LNG, Inc.: | |||
8.125%, 6/1/28(1) | 1,174 | 1,193,670 | |
8.375%, 6/1/31(1) | 1,878 | 1,895,855 | |
Western Midstream Operating, L.P.: | |||
4.30%, 2/1/30 | 1,187 | 1,066,814 | |
4.50%, 3/1/28 | 148 | 139,704 | |
4.75%, 8/15/28 | 150 | 142,501 | |
Williams Cos., Inc. (The), 4.55%, 6/24/24 | 950 | 937,446 | |
$ 26,234,741 | |||
Publishing — 0.2% | |||
McGraw-Hill Education, Inc.: | |||
5.75%, 8/1/28(1) | 423 | $ 367,003 | |
8.00%, 8/1/29(1) | 1,879 | 1,605,437 | |
$ 1,972,440 | |||
Radio and Television — 0.7% | |||
Audacy Capital Corp., 6.75%, 3/31/29(1) | 1,627 | $ 45,117 | |
Clear Channel Outdoor Holdings, Inc.: | |||
5.125%, 8/15/27(1) | 740 | 672,817 | |
7.75%, 4/15/28(1) | 2,088 | 1,641,648 | |
CMG Media Corp., 8.875%, 12/15/27(1) | 3,533 | 2,481,583 | |
Sirius XM Radio, Inc.: | |||
3.125%, 9/1/26(1) | 946 | 847,930 | |
5.00%, 8/1/27(1) | 1,609 | 1,494,439 | |
Townsquare Media, Inc., 6.875%, 2/1/26(1) | 1,492 | 1,428,152 | |
$ 8,611,686 | |||
Real Estate Investment Trusts (REITs) — 1.4% | |||
Adler Financing S.a.r.l., 12.50%, 6/30/25(16) | EUR | 200 | $ 224,023 |
CTR Partnership, L.P./CareTrust Capital Corp., 3.875%, 6/30/28(1) | 1,591 | 1,369,915 | |
Emeria SASU: | |||
3.375%, 3/31/28(14) | EUR | 200 | 175,934 |
7.75%, 3/31/28(14) | EUR | 150 | 152,083 |
EPR Properties: | |||
3.60%, 11/15/31 | 600 | 468,681 | |
3.75%, 8/15/29 | 565 | 460,023 | |
Equinix, Inc., 1.00%, 9/15/25 | 525 | 474,299 | |
Extra Space Storage, L.P., 5.70%, 4/1/28 | 450 | 449,970 | |
HAT Holdings I, LLC/HAT Holdings II, LLC: | |||
3.375%, 6/15/26(1) | 600 | 538,367 | |
3.75%, 9/15/30(1) | 1,816 | 1,426,521 | |
6.00%, 4/15/25(1) | 716 | 707,200 |
Security | Principal Amount* (000's omitted) | Value | |
Real Estate Investment Trusts (REITs) (continued) | |||
Heimstaden Bostad AB: | |||
3.00% to 10/29/27(14)(15)(17) | EUR | 252 | $ 136,797 |
3.248% to 11/19/24(14)(15)(17) | EUR | 300 | 197,687 |
3.375% to 1/15/26(14)(15)(17) | EUR | 100 | 55,378 |
Newmark Group, Inc., 6.125%, 11/15/23 | 2,126 | 2,106,653 | |
VICI Properties, L.P./VICI Note Co., Inc.: | |||
3.75%, 2/15/27(1) | 323 | 296,590 | |
4.125%, 8/15/30(1) | 1,108 | 976,514 | |
4.25%, 12/1/26(1) | 1,653 | 1,547,838 | |
4.50%, 9/1/26(1) | 895 | 846,330 | |
4.625%, 12/1/29(1) | 2,359 | 2,143,789 | |
5.625%, 5/1/24(1) | 480 | 477,473 | |
5.75%, 2/1/27(1) | 2,073 | 2,030,939 | |
$ 17,263,004 | |||
Retail — 1.2% | |||
7-Eleven, Inc., 0.80%, 2/10/24(1) | 500 | $ 484,706 | |
Arko Corp., 5.125%, 11/15/29(1) | 2,074 | 1,687,645 | |
B&M European Value Retail S.A., 3.625%, 7/15/25(14) | GBP | 100 | 122,395 |
Dufry One B.V.: | |||
2.00%, 2/15/27(14) | EUR | 200 | 190,937 |
2.50%, 10/15/24(14) | EUR | 200 | 213,636 |
3.375%, 4/15/28(14) | EUR | 139 | 134,718 |
Evergreen AcqCo 1, L.P./TVI, Inc., 9.75%, 4/26/28(1) | 1,806 | 1,869,264 | |
Ferrellgas, L.P./Ferrellgas Finance Corp., 5.875%, 4/1/29(1) | 1,582 | 1,327,022 | |
Fertitta Entertainment, LLC/Fertitta Entertainment Finance Co., Inc.: | |||
4.625%, 1/15/29(1) | 745 | 654,464 | |
6.75%, 1/15/30(1) | 806 | 686,726 | |
Group 1 Automotive, Inc., 4.00%, 8/15/28(1) | 1,328 | 1,170,650 | |
Ken Garff Automotive, LLC, 4.875%, 9/15/28(1) | 957 | 843,110 | |
Kohl's Corp., 4.625%, 5/1/31 | 1,114 | 776,458 | |
LCM Investments Holdings II, LLC, 4.875%, 5/1/29(1) | 1,652 | 1,415,510 | |
Macy's Retail Holdings, LLC, 5.875%, 4/1/29(1) | 606 | 553,642 | |
Michaels Cos., Inc., 5.25%, 5/1/28(1) | 1,259 | 1,018,493 | |
Midco GB SASU, 7.75%, (7.75% cash or 8.50% PIK), 11/1/27(14)(16) | EUR | 130 | 133,538 |
PEU Fin PLC, 7.25%, 7/1/28(14) | EUR | 100 | 109,364 |
Punch Finance PLC, 6.125%, 6/30/26(14) | GBP | 125 | 136,346 |
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 7/31/25(14) | GBP | 100 | 116,704 |
Suburban Propane Partners, L.P./Suburban Energy Finance Corp., 5.00%, 6/1/31(1) | 824 | 691,060 | |
Victoria's Secret & Co., 4.625%, 7/15/29(1) | 385 | 281,738 | |
$ 14,618,126 | |||
Retailers (Except Food and Drug) — 0.9% | |||
Bath & Body Works, Inc.: | |||
6.625%, 10/1/30(1) | 479 | $ 462,962 | |
6.75%, 7/1/36 | 437 | 393,794 | |
6.95%, 3/1/33 | 1,027 | 922,682 |
Security | Principal Amount* (000's omitted) | Value | |
Retailers (Except Food and Drug) (continued) | |||
Bath & Body Works, Inc.: (continued) | |||
7.60%, 7/15/37 | 488 | $ 441,106 | |
9.375%, 7/1/25(1) | 182 | 193,357 | |
Dave & Buster's, Inc., 7.625%, 11/1/25(1) | 2,417 | 2,453,243 | |
Murphy Oil USA, Inc.: | |||
4.75%, 9/15/29 | 170 | 156,232 | |
5.625%, 5/1/27 | 560 | 545,364 | |
PetSmart, Inc./PetSmart Finance Corp.: | |||
4.75%, 2/15/28(1) | 1,290 | 1,193,604 | |
7.75%, 2/15/29(1) | 2,469 | 2,456,008 | |
Superior Plus, L.P./Superior General Partner, Inc., 4.50%, 3/15/29(1) | 1,532 | 1,344,422 | |
$ 10,562,774 | |||
Semiconductors & Semiconductor Equipment — 0.3% | |||
Broadcom, Inc., 3.459%, 9/15/26 | 775 | $ 732,603 | |
Intel Corp., 4.875%, 2/10/28 | 1,000 | 996,726 | |
NXP B.V./NXP Funding, LLC/NXP USA, Inc., 2.70%, 5/1/25 | 550 | 521,513 | |
ON Semiconductor Corp., 3.875%, 9/1/28(1) | 1,544 | 1,406,932 | |
$ 3,657,774 | |||
Software — 0.3% | |||
Clarivate Science Holdings Corp., 4.875%, 7/1/29(1) | 2,105 | $ 1,869,515 | |
Cloud Software Group, Inc., 9.00%, 9/30/29(1) | 1,136 | 993,369 | |
Oracle Corp.: | |||
3.25%, 11/15/27 | 500 | 464,096 | |
5.80%, 11/10/25 | 475 | 480,462 | |
$ 3,807,442 | |||
Software and Services — 0.4% | |||
Black Knight InfoServ, LLC, 3.625%, 9/1/28(1) | 825 | $ 740,437 | |
Fair Isaac Corp., 4.00%, 6/15/28(1) | 1,248 | 1,146,046 | |
Fidelity National Information Services, Inc., 1.65%, 3/1/28 | 475 | 401,371 | |
Gartner, Inc.: | |||
3.625%, 6/15/29(1) | 427 | 376,283 | |
3.75%, 10/1/30(1) | 660 | 575,459 | |
4.50%, 7/1/28(1) | 908 | 849,081 | |
Playtech PLC, 4.25%, 3/7/26(14) | EUR | 200 | 213,681 |
$ 4,302,358 | |||
Specialty Retail — 0.0%(10) | |||
Fiber Bidco SpA: | |||
9.598%, (3 mo. EURIBOR + 6.00%), 10/25/27(2)(14) | EUR | 200 | $ 219,473 |
11.00%, 10/25/27(14) | EUR | 100 | 116,961 |
$ 336,434 | |||
Steel — 0.3% | |||
Allegheny Ludlum, LLC, 6.95%, 12/15/25 | 465 | $ 471,759 |
Security | Principal Amount* (000's omitted) | Value | |
Steel (continued) | |||
ATI, Inc., 5.875%, 12/1/27 | 320 | $ 310,162 | |
Big River Steel, LLC/BRS Finance Corp., 6.625%, 1/31/29(1) | 1,147 | 1,134,376 | |
Nucor Corp., 3.95%, 5/23/25 | 500 | 485,103 | |
TMS International Corp., 6.25%, 4/15/29(1) | 1,365 | 1,148,006 | |
$ 3,549,406 | |||
Surface Transport — 0.1% | |||
Hertz Corp. (The): | |||
4.625%, 12/1/26(1) | 218 | $ 196,958 | |
5.00%, 12/1/29(1) | 1,771 | 1,466,175 | |
$ 1,663,133 | |||
Technology — 0.6% | |||
Almaviva-The Italian Innovation Co. SpA, 4.875%, 10/30/26(14) | EUR | 165 | $ 174,229 |
athenahealth Group, Inc., 6.50%, 2/15/30(1) | 2,297 | 1,935,544 | |
International Game Technology PLC: | |||
4.125%, 4/15/26(1) | 892 | 847,891 | |
5.25%, 1/15/29(1) | 2,500 | 2,370,375 | |
6.25%, 1/15/27(1) | 976 | 973,218 | |
6.50%, 2/15/25(1) | 513 | 513,462 | |
$ 6,814,719 | |||
Telecommunications — 2.3% | |||
Altice Financing S.A., 2.25%, 1/15/25(14) | EUR | 200 | $ 204,024 |
Altice France Holding S.A., 10.50%, 5/15/27(1) | 874 | 530,243 | |
Ciena Corp., 4.00%, 1/31/30(1) | 1,883 | 1,642,258 | |
Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26(1) | 2,698 | 2,623,040 | |
Iliad Holding SASU: | |||
5.125%, 10/15/26(14) | EUR | 100 | 104,550 |
5.625%, 10/15/28(14) | EUR | 236 | 239,091 |
6.50%, 10/15/26(1) | 1,389 | 1,312,220 | |
7.00%, 10/15/28(1) | 811 | 748,277 | |
LCPR Senior Secured Financing DAC: | |||
5.125%, 7/15/29(1) | 840 | 706,802 | |
6.75%, 10/15/27(1) | 1,482 | 1,390,645 | |
Level 3 Financing, Inc., 4.25%, 7/1/28(1) | 400 | 257,986 | |
Lorca Telecom Bondco S.A., 4.00%, 9/18/27(14) | EUR | 843 | 841,233 |
Matterhorn Telecom S.A., 3.125%, 9/15/26(14) | EUR | 500 | 508,980 |
NBN Co., Ltd., 1.45%, 5/5/26(1) | 1,075 | 967,260 | |
PLT VII Finance S.a.r.l., 4.625%, 1/5/26(14) | EUR | 500 | 531,483 |
Rogers Communications, Inc., 2.95%, 3/15/25(1) | 500 | 474,816 | |
Sprint Capital Corp., 6.875%, 11/15/28 | 2,379 | 2,523,865 | |
Sprint Spectrum Co., LLC/Sprint Spectrum Co. II, LLC/Sprint Spectrum Co. III, LLC, 5.152%, 9/20/29(1) | 451 | 446,608 | |
Sprint, LLC: | |||
7.625%, 2/15/25 | 1,785 | 1,824,923 | |
7.625%, 3/1/26 | 993 | 1,032,396 |
Security | Principal Amount* (000's omitted) | Value | |
Telecommunications (continued) | |||
Summer (BC) Bidco B, LLC, 5.50%, 10/31/26(1) | 907 | $ 764,279 | |
Summer (BC) Holdco A S.a.r.l., 9.25%, 10/31/27(14) | EUR | 135 | 121,859 |
Summer (BC) Holdco B S.a.r.l., 5.75%, 10/31/26(14) | EUR | 150 | 145,982 |
Telecom Italia Finance S.A., 7.75%, 1/24/33 | EUR | 60 | 68,635 |
Telecom Italia SpA: | |||
1.625%, 1/18/29(14) | EUR | 100 | 84,029 |
2.50%, 7/19/23(14) | EUR | 400 | 436,237 |
2.75%, 4/15/25(14) | EUR | 356 | 367,393 |
3.00%, 9/30/25(14) | EUR | 240 | 247,681 |
4.00%, 4/11/24(14) | EUR | 100 | 107,844 |
5.303%, 5/30/24(1) | 1,118 | 1,087,822 | |
6.875%, 2/15/28(14) | EUR | 100 | 108,947 |
Telefonica Europe B.V.: | |||
2.88% to 2/24/28(14)(15)(17) | EUR | 200 | 184,101 |
4.375% to 12/14/24(14)(15)(17) | EUR | 600 | 639,989 |
7.125% to 8/23/28(14)(15)(17) | EUR | 300 | 335,133 |
T-Mobile USA, Inc., 4.75%, 2/1/28 | 1,045 | 1,016,128 | |
Viasat, Inc., 5.625%, 4/15/27(1) | 476 | 444,851 | |
Viavi Solutions, Inc., 3.75%, 10/1/29(1) | 868 | 738,345 | |
Vmed O2 UK Financing I PLC: | |||
3.25%, 1/31/31(14) | EUR | 200 | 179,797 |
4.50%, 7/15/31(14) | GBP | 100 | 96,688 |
Vodafone Group PLC: | |||
2.625% to 5/27/26, 8/27/80(14)(15) | EUR | 400 | 394,441 |
4.875% to 7/3/25, 10/3/78(14)(15) | GBP | 350 | 417,021 |
Wp/ap Telecom Holdings III B.V., 5.50%, 1/15/30(14) | EUR | 250 | 227,780 |
$ 27,125,682 | |||
Transportation — 0.3% | |||
Cargo Aircraft Management, Inc., 4.75%, 2/1/28(1) | 1,528 | $ 1,340,010 | |
Fenix Marine Service Holdings, Ltd., 8.00%, 1/15/24 | 150 | 152,249 | |
Getlink S.E., 3.50%, 10/30/25(14) | EUR | 315 | 336,426 |
Penske Truck Leasing Co., L.P./PTL Finance Corp., 6.20%, 6/15/30(1) | 450 | 452,779 | |
Seaspan Corp., 5.50%, 8/1/29(1) | 1,654 | 1,297,265 | |
SMBC Aviation Capital Finance DAC, 5.45%, 5/3/28(1) | 450 | 444,312 | |
$ 4,023,041 | |||
Utilities — 1.3% | |||
Calpine Corp.: | |||
4.50%, 2/15/28(1) | 1,073 | $ 972,461 | |
4.625%, 2/1/29(1) | 680 | 574,503 | |
5.00%, 2/1/31(1) | 910 | 753,801 | |
5.125%, 3/15/28(1) | 1,511 | 1,350,505 | |
5.25%, 6/1/26(1) | 344 | 332,510 | |
Leeward Renewable Energy Operations, LLC, 4.25%, 7/1/29(1) | 838 | 747,602 | |
NextEra Energy Operating Partners, L.P.: | |||
4.25%, 9/15/24(1) | 60 | 57,526 | |
4.50%, 9/15/27(1) | 1,207 | 1,122,389 |
Security | Principal Amount* (000's omitted) | Value | |
Utilities (continued) | |||
NRG Energy, Inc.: | |||
3.375%, 2/15/29(1) | 664 | $ 543,688 | |
3.625%, 2/15/31(1) | 1,107 | 865,192 | |
3.875%, 2/15/32(1) | 1,466 | 1,131,254 | |
5.25%, 6/15/29(1) | 673 | 602,422 | |
5.75%, 1/15/28 | 1,455 | 1,380,199 | |
10.25% to 3/15/28(1)(15)(17) | 1,413 | 1,333,851 | |
TerraForm Power Operating, LLC, 5.00%, 1/31/28(1) | 1,497 | 1,379,695 | |
Vistra Operations Co., LLC: | |||
4.375%, 5/1/29(1) | 939 | 823,369 | |
5.00%, 7/31/27(1) | 1,278 | 1,197,380 | |
$ 15,168,347 | |||
Total Corporate Bonds (identified cost $700,443,505) | $ 650,326,495 |
Preferred Stocks — 0.1% |
Security | Shares | Value | |
Financial Services — 0.0% | |||
DBI Investors, Inc., Series A-1(11)(12)(13) | 1,932 | $ 0 | |
$ 0 | |||
Nonferrous Metals/Minerals — 0.1% | |||
ACNR Holdings, Inc., 15.00% (PIK)(12)(13) | 1,803 | $ 955,590 | |
$ 955,590 | |||
Retailers (Except Food and Drug) — 0.0% | |||
David’s Bridal, LLC: | |||
Series A, 8.00% (PIK)(11)(12)(13) | 1,136 | $ 0 | |
Series B, 10.00% (PIK)(11)(12)(13) | 4,631 | 0 | |
$ 0 | |||
Total Preferred Stocks (identified cost $374,926) | $ 955,590 |
Senior Floating-Rate Loans — 47.0%(20) |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense — 1.2% | |||
Aernnova Aerospace S.A.U.: | |||
Term Loan, 6.483%, (3 mo. EURIBOR + 3.00%), 2/26/27 | EUR | 796 | $ 826,167 |
Term Loan, 6.587%, (6 mo. EURIBOR + 3.00%), 2/26/27 | EUR | 204 | 211,838 |
AI Convoy (Luxembourg) S.a.r.l., Term Loan, 7.078%, (6 mo. EURIBOR + 3.50%), 1/18/27 | EUR | 1,000 | 1,034,731 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Aerospace and Defense (continued) | |||
Dynasty Acquisition Co., Inc.: | |||
Term Loan, 8.703%, (SOFR + 3.50%), 4/6/26 | 642 | $ 637,204 | |
Term Loan, 8.703%, (SOFR + 3.50%), 4/6/26 | 345 | 342,583 | |
IAP Worldwide Services, Inc., Term Loan - Second Lien, 12.038%, (3 mo. USD LIBOR + 6.50%), 7/18/23(11) | 216 | 172,630 | |
TransDigm, Inc.: | |||
Term Loan, 8.492%, (SOFR + 3.25%), 2/22/27 | 1,333 | 1,334,818 | |
Term Loan, 8.492%, (SOFR + 3.25%), 8/24/28 | 4,599 | 4,599,522 | |
WP CPP Holdings, LLC, Term Loan, 9.03%, (3 mo. USD LIBOR + 3.75%), 4/30/25 | 6,442 | 5,865,069 | |
$ 15,024,562 | |||
Airlines — 0.2% | |||
Mileage Plus Holdings, LLC, Term Loan, 10.764%, (3 mo. USD LIBOR + 5.25%), 6/21/27 | 600 | $ 624,412 | |
SkyMiles IP, Ltd., Term Loan, 8.799%, (SOFR + 3.75%), 10/20/27 | 1,755 | 1,824,761 | |
$ 2,449,173 | |||
Apparel & Luxury Goods — 0.0%(10) | |||
Hanesbrands, Inc., Term Loan, 8.853%, (SOFR + 3.75%), 3/8/30 | 374 | $ 375,933 | |
$ 375,933 | |||
Auto Components — 1.1% | |||
Adient US, LLC, Term Loan, 8.467%, (SOFR + 3.25%), 4/10/28 | 554 | $ 554,813 | |
Clarios Global, L.P.: | |||
Term Loan, 6.668%, (1 mo. EURIBOR + 3.25%), 4/30/26 | EUR | 1,373 | 1,479,455 |
Term Loan, 8.853%, (SOFR + 3.75%), 5/6/30 | 2,611 | 2,604,472 | |
DexKo Global, Inc.: | |||
Term Loan, 7.598%, (3 mo. EURIBOR + 3.75%), 10/4/28 | EUR | 595 | 612,649 |
Term Loan, 7.598%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 96 | 98,578 |
Term Loan, 7.598%, (3 mo. EURIBOR + 4.00%), 10/4/28 | EUR | 309 | 318,594 |
Term Loan, 9.254%, (SOFR + 3.75%), 10/4/28 | 815 | 780,063 | |
Term Loan, 11.742%, (SOFR + 6.50%), 10/4/28 | 873 | 842,810 | |
Garrett LX I S.a.r.l., Term Loan, 8.557%, (3 mo. USD LIBOR + 3.25%), 4/30/28 | 639 | 615,874 | |
Garrett Motion, Inc., Term Loan, 9.777%, (SOFR + 4.50%), 4/30/28 | 1,925 | 1,896,125 | |
LTI Holdings, Inc.: | |||
Term Loan, 8.717%, (1 mo. USD LIBOR + 3.50%), 9/6/25 | 3,339 | 3,213,596 | |
Term Loan, 9.967%, (1 mo. USD LIBOR + 4.75%), 7/24/26 | 709 | 686,407 | |
$ 13,703,436 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Automobiles — 0.2% | |||
MajorDrive Holdings IV, LLC: | |||
Term Loan, 9.50%, (3 mo. USD LIBOR + 4.00%), 6/1/28 | 441 | $ 432,042 | |
Term Loan, 10.927%, (SOFR + 5.50%), 6/1/29 | 1,629 | 1,600,861 | |
Thor Industries, Inc., Term Loan, 8.217%, (SOFR + 3.00%), 2/1/26 | 492 | 492,521 | |
$ 2,525,424 | |||
Beverages — 0.0%(10) | |||
City Brewing Company, LLC, Term Loan, 8.76%, (3 mo. USD LIBOR + 3.50%), 4/5/28 | 638 | $ 421,085 | |
$ 421,085 | |||
Biotechnology — 0.1% | |||
Alkermes, Inc., Term Loan, 7.66%, (1 mo. USD LIBOR + 2.50%), 3/12/26 | 1,082 | $ 1,062,937 | |
Alltech, Inc., Term Loan, 9.217%, (SOFR + 4.00%), 10/13/28 | 468 | 455,008 | |
$ 1,517,945 | |||
Building Products — 0.2% | |||
LHS Borrower, LLC, Term Loan, 9.953%, (SOFR + 4.75%), 2/16/29 | 1,134 | $ 952,168 | |
Oscar AcquisitionCo, LLC, Term Loan, 9.842%, (SOFR + 4.50%), 4/29/29 | 893 | 873,990 | |
Standard Industries, Inc., Term Loan, 7.692%, (SOFR + 2.50%), 9/22/28 | 1,110 | 1,110,821 | |
$ 2,936,979 | |||
Capital Markets — 1.4% | |||
Advisor Group, Inc., Term Loan, 9.693%, (1 mo. USD LIBOR + 4.50%), 7/31/26 | 1,134 | $ 1,136,071 | |
Aretec Group, Inc.: | |||
Term Loan, 9.453%, (SOFR + 4.25%), 10/1/25 | 2,300 | 2,301,611 | |
Term Loan, 3/8/30(21) | 725 | 724,547 | |
Brookfield Property REIT, Inc., Term Loan, 7.605%, (SOFR + 2.50%), 8/27/25 | 769 | 751,870 | |
CeramTec AcquiCo GmbH, Term Loan, 7.233%, (3 mo. EURIBOR + 3.75%), 3/16/29 | EUR | 760 | 805,628 |
EIG Management Company, LLC, Term Loan, 8.953%, (SOFR + 3.75%), 2/22/25 | 261 | 259,911 | |
FinCo I, LLC, Term Loan, 8.081%, (6 mo. USD LIBOR + 2.50%), 6/27/25 | 638 | 638,843 | |
Focus Financial Partners, LLC: | |||
Term Loan, 8.353%, (SOFR + 3.25%), 6/30/28 | 3,231 | 3,211,966 | |
Term Loan, 6/30/28(21) | 600 | 597,844 | |
Franklin Square Holdings, L.P., Term Loan, 7.453%, (SOFR + 2.25%), 8/1/25 | 524 | 523,872 | |
Greenhill & Co., Inc., Term Loan, 8.726%, (3 mo. USD LIBOR + 3.25%), 4/12/24 | 882 | 882,671 | |
HighTower Holdings, LLC, Term Loan, 9.15%, (1 mo. USD LIBOR + 4.00%), 4/21/28 | 746 | 731,278 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Capital Markets (continued) | |||
Hudson River Trading, LLC, Term Loan, 8.217%, (SOFR + 3.00%), 3/20/28 | 2,177 | $ 2,125,266 | |
Mariner Wealth Advisors, LLC, Term Loan, 8.747%, (SOFR + 3.25%), 8/18/28 | 788 | 763,072 | |
Victory Capital Holdings, Inc., Term Loan, 7.287%, (SOFR + 2.25%), 7/1/26 | 891 | 888,348 | |
$ 16,342,798 | |||
Chemicals — 2.2% | |||
Aruba Investments, Inc., Term Loan, 7.418%, (1 mo. EURIBOR + 4.00%), 11/24/27 | EUR | 978 | $ 1,023,982 |
Flint Group GmbH, Term Loan, 9.816%, (3 mo. USD LIBOR + 5.00%), 9.066% cash, 0.75% PIK, 9/21/23 | 21 | 14,441 | |
Flint Group US LLC, Term Loan, 9.523%, (3 mo. USD LIBOR + 4.25%), 9/21/23 | 128 | 87,296 | |
Groupe Solmax, Inc., Term Loan, 9.967%, (SOFR + 4.75%), 5/29/28 | 196 | 186,053 | |
INEOS Enterprises Holdings II Limited: | |||
Term Loan, 6.712%, (3 mo. EURIBOR + 3.25%), 8/31/26 | EUR | 200 | 216,330 |
Term Loan, 6/23/30(21) | EUR | 300 | 322,177 |
INEOS Enterprises Holdings US Finco, LLC: | |||
Term Loan, 8.864%, (SOFR + 3.50%), 8/28/26 | 218 | 217,398 | |
Term Loan, 6/23/30(21) | 475 | 471,437 | |
INEOS Finance PLC, Term Loan, 7.418%, (1 mo. EURIBOR + 4.00%), 11/8/27 | EUR | 1,194 | 1,290,626 |
INEOS Quattro Holdings UK, Ltd.: | |||
Term Loan, 6.168%, (1 mo. EURIBOR + 2.75%), 1/29/26 | EUR | 1,000 | 1,056,555 |
Term Loan, 8.953%, (SOFR + 3.75%), 3/14/30 | 425 | 423,318 | |
INEOS Styrolution Group GmbH, Term Loan, 5.418%, (1 mo. EURIBOR + 2.00%), 1/29/27 | EUR | 1,000 | 1,058,464 |
INEOS Styrolution US Holding, LLC, Term Loan, 7.967%, (SOFR + 2.75%), 1/29/26 | 2,303 | 2,300,985 | |
INEOS US Finance, LLC: | |||
Term Loan, 7.703%, (SOFR + 2.50%), 11/8/28 | 617 | 609,418 | |
Term Loan, 8.703%, (SOFR + 3.50%), 2/18/30 | 775 | 771,333 | |
Term Loan, 8.953%, (SOFR + 3.75%), 11/8/27 | 1,018 | 1,016,075 | |
Kraton Corporation, Term Loan, 8.766%, (SOFR + 3.25%), 3/15/29 | 444 | 444,653 | |
Kraton Polymers Holdings B.V., Term Loan, 6.813%, (3 mo. EURIBOR + 3.25%), 3/15/29 | EUR | 500 | 529,914 |
Lonza Group AG: | |||
Term Loan, 7.523%, (3 mo. EURIBOR + 3.93%), 7/3/28 | EUR | 1,000 | 910,607 |
Term Loan, 9.267%, (SOFR + 3.93%), 7/3/28 | 1,718 | 1,452,363 | |
Messer Industries GmbH, Term Loan, 8.004%, (SOFR + 2.50%), 3/2/26 | 1,162 | 1,162,314 | |
Momentive Performance Materials, Inc., Term Loan, 9.603%, (SOFR + 4.50%), 3/29/28 | 798 | 786,030 | |
Nouryon Finance B.V., Term Loan, 7.772%, (3 mo. EURIBOR + 3.00%), 4/3/28 | EUR | 500 | 536,491 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Chemicals (continued) | |||
Olympus Water US Holding Corporation: | |||
Term Loan, 9.842%, (SOFR + 4.50%), 11/9/28 | 370 | $ 357,814 | |
Term Loan, 11/9/28(21) | 2,400 | 2,325,000 | |
Orion Engineered Carbons GmbH: | |||
Term Loan, 5.998%, (3 mo. EURIBOR + 2.40%), 9/24/28 | EUR | 1,000 | 1,080,288 |
Term Loan, 7.688%, (3 mo. USD LIBOR + 2.15%), 9/24/28 | 368 | 364,293 | |
Rohm Holding GmbH: | |||
Term Loan, 7.442%, (6 mo. EURIBOR + 4.50%), 7/31/26 | EUR | 500 | 493,314 |
Term Loan, 10.102%, (6 mo. USD LIBOR + 5.00%), 7/31/26 | 921 | 840,460 | |
SCUR-Alpha 1503 GmbH, Term Loan, 10.603%, (SOFR + 5.50%), 3/28/30 | 923 | 881,743 | |
Starfruit Finco B.V., Term Loan, 8.068%, (SOFR + 2.75%), 10/1/25 | 1,330 | 1,331,681 | |
Tronox Finance, LLC, Term Loan, 7.443%, (1 mo. USD LIBOR + 2.25%), 3/10/28 | 1,318 | 1,313,364 | |
W.R. Grace & Co.-Conn., Term Loan, 9.313%, (3 mo. USD LIBOR + 3.75%), 9/22/28 | 1,108 | 1,103,277 | |
$ 26,979,494 | |||
Commercial Services & Supplies — 1.6% | |||
Allied Universal Holdco, LLC: | |||
Term Loan, 7.168%, (1 mo. EURIBOR + 3.75%), 5/12/28 | EUR | 983 | $ 1,007,778 |
Term Loan, 8.953%, (SOFR + 3.75%), 5/12/28 | 2,692 | 2,615,961 | |
Asplundh Tree Expert, LLC, Term Loan, 6.953%, (SOFR + 1.75%), 9/7/27 | 1,094 | 1,092,499 | |
Belfor Holdings, Inc., Term Loan, 9.353%, (SOFR + 4.25%), 4/6/26 | 299 | 299,993 | |
EnergySolutions, LLC, Term Loan, 9.288%, (3 mo. USD LIBOR + 3.75%), 5/9/25 | 4,493 | 4,423,094 | |
Foundever, Term Loan, 7.17%, (1 mo. EURIBOR + 3.75%), 8/28/28 | EUR | 500 | 528,380 |
Harsco Corporation, Term Loan, 7.467%, (SOFR + 2.25%), 3/10/28 | 392 | 385,222 | |
LABL, Inc., Term Loan, 10.203%, (SOFR + 5.10%), 10/29/28 | 714 | 708,621 | |
Monitronics International, Inc., Term Loan, 13.004%, (SOFR + 7.50%), 6/30/28 | 1,442 | 1,402,271 | |
PECF USS Intermediate Holding III Corporation, Term Loan, 9.523%, (3 mo. USD LIBOR + 4.25%), 12/15/28 | 640 | 520,959 | |
Phoenix Services International, LLC, Term Loan, 11.202%, (SOFR + 6.10%), 6/30/28 | 106 | 99,781 | |
Prime Security Services Borrower, LLC, Term Loan, 7.943%, (1 mo. USD LIBOR + 2.75%), 9/23/26 | 1,509 | 1,510,286 | |
SITEL Worldwide Corporation, Term Loan, 8.95%, (1 mo. USD LIBOR + 3.75%), 8/28/28 | 1,867 | 1,829,415 | |
Tempo Acquisition, LLC, Term Loan, 8.103%, (SOFR + 3.00%), 8/31/28 | 828 | 829,510 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Commercial Services & Supplies (continued) | |||
TMF Group Holding B.V.: | |||
Term Loan, 5/3/28(21) | 375 | $ 375,000 | |
Term Loan, 5/3/28(21) | EUR | 1,000 | 1,090,039 |
$ 18,718,809 | |||
Communications Equipment — 0.2% | |||
CommScope, Inc., Term Loan, 8.443%, (SOFR + 3.25%), 4/6/26 | 1,757 | $ 1,688,496 | |
Digi International, Inc., Term Loan, 10.217%, (1 mo. USD LIBOR + 5.00%), 11/1/28 | 347 | 347,130 | |
$ 2,035,626 | |||
Construction Materials — 0.4% | |||
Quikrete Holdings, Inc.: | |||
Term Loan, 7.842%, (1 mo. USD LIBOR + 2.63%), 2/1/27 | 2,900 | $ 2,897,464 | |
Term Loan, 8.217%, (1 mo. USD LIBOR + 3.00%), 3/18/29 | 2,148 | 2,151,840 | |
$ 5,049,304 | |||
Consumer Staples Distribution & Retail — 0.1% | |||
Cardenas Markets, Inc., Term Loan, 8/1/29(21) | 400 | $ 397,667 | |
Peer Holding III B.V., Term Loan, 9/29/28(21) | EUR | 500 | 540,598 |
$ 938,265 | |||
Containers & Packaging — 0.8% | |||
Berlin Packaging, LLC, Term Loan, 8.947%, (USD LIBOR + 3.75%), 3/11/28(22) | 1,228 | $ 1,210,624 | |
Clydesdale Acquisition Holdings, Inc., Term Loan, 9.378%, (SOFR + 4.18%), 4/13/29 | 569 | 561,368 | |
Kouti B.V., Term Loan, 6.908%, (3 mo. EURIBOR + 3.43%), 8/31/28 | EUR | 2,000 | 2,101,925 |
Pregis TopCo Corporation, Term Loan, 8.967%, (SOFR + 3.75%), 7/31/26 | 627 | 625,159 | |
Pretium PKG Holdings, Inc.: | |||
Term Loan, 9.291%, (3 mo. USD LIBOR + 4.00%), 10/2/28 | 616 | 462,027 | |
Term Loan - Second Lien, 12.116%, (3 mo. USD LIBOR + 6.75%), 10/1/29 | 350 | 189,000 | |
Proampac PG Borrower, LLC, Term Loan, 8.982%, (SOFR + 3.75%), 11/3/25(22) | 563 | 558,572 | |
Reynolds Group Holdings, Inc.: | |||
Term Loan, 8.467%, (SOFR + 3.25%), 2/5/26 | 1,029 | 1,029,984 | |
Term Loan, 8.467%, (SOFR + 3.25%), 9/24/28 | 958 | 955,723 | |
Trident TPI Holdings, Inc.: | |||
Term Loan, 9.538%, (3 mo. USD LIBOR + 4.00%), 9/15/28 | 786 | 775,803 | |
Term Loan, 9.742%, (SOFR + 4.50%), 9/15/28 | 1,332 | 1,317,414 | |
$ 9,787,599 | |||
Distributors — 0.1% | |||
Autokiniton US Holdings, Inc., Term Loan, 9.717%, (SOFR + 4.50%), 4/6/28 | 515 | $ 512,378 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Distributors (continued) | |||
Phillips Feed Service, Inc., Term Loan, 12.15%, (1 mo. USD LIBOR + 7.00%), 11/13/24(11) | 106 | $ 84,804 | |
Winterfell Financing S.a.r.l., Term Loan, 8.312%, (3 mo. EURIBOR + 5.00%), 5/4/28 | EUR | 500 | 523,094 |
$ 1,120,276 | |||
Diversified Consumer Services — 0.2% | |||
Ascend Learning, LLC, Term Loan, 8.703%, (SOFR + 3.50%), 12/11/28 | 640 | $ 605,436 | |
KUEHG Corp., Term Loan, 10.242%, (SOFR + 5.00%), 6/12/30 | 1,300 | 1,289,437 | |
Sotheby's: | |||
Term Loan, 9.76%, (3 mo. USD LIBOR + 4.50%), 1/15/27 | 439 | 429,839 | |
Term Loan, 9.762%, (SOFR + 4.50%), 1/15/27 | 375 | 366,875 | |
$ 2,691,587 | |||
Diversified Financial Services — 0.3% | |||
Concorde Midco, Ltd., Term Loan, 7.052%, (3 mo. EURIBOR + 4.00%), 3/1/28 | EUR | 1,000 | $ 1,063,920 |
Sandy BidCo B.V., Term Loan, 7.588%, (6 mo. EURIBOR + 4.00%), 8/17/29 | EUR | 1,000 | 1,074,799 |
Zephyr Bidco Limited, Term Loan, 9.211%, (SONIA + 4.75%), 7/23/25 | GBP | 775 | 958,618 |
$ 3,097,337 | |||
Diversified Telecommunication Services — 2.5% | |||
Altice France S.A., Term Loan, 10.486%, (SOFR + 5.50%), 8/15/28 | 1,076 | $ 963,020 | |
CenturyLink, Inc., Term Loan, 7.467%, (SOFR + 2.25%), 3/15/27 | 2,512 | 1,941,486 | |
eircom Finco S.a.r.l., Term Loan, 6.508%, (1 mo. EURIBOR + 3.25%), 5/15/26 | EUR | 1,786 | 1,925,629 |
GEE Holdings 2, LLC: | |||
Term Loan, 13.54%, (3 mo. USD LIBOR + 8.00%), 3/24/25 | 329 | 322,237 | |
Term Loan - Second Lien, 13.79%, (3 mo. USD LIBOR + 8.25%), 3/23/26 | 725 | 444,347 | |
Telenet International Finance S.a.r.l., Term Loan, 5.578%, (1 mo. EURIBOR + 2.25%), 4/30/29 | EUR | 1,750 | 1,839,980 |
UPC Broadband Holding B.V.: | |||
Term Loan, 5.828%, (1 mo. EURIBOR + 2.50%), 4/30/29 | EUR | 1,500 | 1,573,630 |
Term Loan, 6.253%, (1 mo. EURIBOR + 2.93%), 1/31/29 | EUR | 3,000 | 3,158,004 |
Term Loan, 7.443%, (1 mo. USD LIBOR + 2.25%), 4/30/28 | 900 | 884,531 | |
UPC Financing Partnership, Term Loan, 8.118%, (1 mo. USD LIBOR + 2.93%), 1/31/29 | 3,025 | 2,980,381 | |
Virgin Media Bristol, LLC, Term Loan, 8.443%, (1 mo. USD LIBOR + 3.25%), 1/31/29 | 1,150 | 1,146,837 | |
Virgin Media Ireland Limited, Term Loan, 6.791%, (1 mo. EURIBOR + 3.46%), 7/15/29 | EUR | 1,000 | 1,046,196 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Diversified Telecommunication Services (continued) | |||
Virgin Media SFA Finance Limited: | |||
Term Loan, 5.828%, (1 mo. EURIBOR + 2.50%), 1/31/29 | EUR | 1,300 | $ 1,361,448 |
Term Loan, 7.711%, (SONIA + 3.25%), 11/15/27 | GBP | 1,500 | 1,817,845 |
Zayo Group Holdings, Inc.: | |||
Term Loan, 6.668%, (1 mo. EURIBOR + 3.25%), 3/9/27 | EUR | 968 | 838,255 |
Term Loan, 8.217%, (SOFR + 3.00%), 3/9/27 | 2,171 | 1,710,894 | |
Ziggo B.V., Term Loan, 6.102%, (6 mo. EURIBOR + 3.00%), 1/31/29 | EUR | 3,750 | 3,845,749 |
Ziggo Financing Partnership, Term Loan, 7.693%, (1 mo. USD LIBOR + 2.50%), 4/30/28 | 2,850 | 2,812,594 | |
$ 30,613,063 | |||
Electrical Equipment — 0.0%(10) | |||
AZZ, Inc., Term Loan, 9.452%, (SOFR + 4.25%), 5/13/29 | 357 | $ 357,166 | |
$ 357,166 | |||
Electronic Equipment, Instruments & Components — 0.7% | |||
Chamberlain Group, Inc., Term Loan, 8.453%, (SOFR + 3.25%), 11/3/28 | 1,527 | $ 1,494,624 | |
Creation Technologies, Inc., Term Loan, 10.723%, (3 mo. USD LIBOR + 5.50%), 10/5/28 | 965 | 892,856 | |
II-VI Incorporated, Term Loan, 7.967%, (SOFR + 2.75%), 7/2/29 | 917 | 917,415 | |
Minimax Viking GmbH, Term Loan, 6.168%, (1 mo. EURIBOR + 2.75%), 7/31/25 | EUR | 940 | 1,025,664 |
Mirion Technologies, Inc., Term Loan, 8.254%, (SOFR + 2.75%), 10/20/28 | 586 | 583,778 | |
Robertshaw US Holding Corp.: | |||
Term Loan, 13.342%, (SOFR + 8.00%), 8.342% cash, 5.00% PIK, 2/28/27 | 233 | 237,284 | |
Term Loan - Second Lien, 12.342%, (SOFR + 7.00%), 2/28/27 | 995 | 870,631 | |
Verifone Systems, Inc., Term Loan, 9.476%, (3 mo. USD LIBOR + 4.00%), 8/20/25 | 1,219 | 1,154,188 | |
Verisure Holding AB, Term Loan, 6.804%, (3 mo. EURIBOR + 3.25%), 3/27/28 | EUR | 1,000 | 1,057,186 |
$ 8,233,626 | |||
Energy Equipment & Services — 0.1% | |||
Ameriforge Group, Inc.: | |||
Term Loan, 16.462%, (1 mo. USD LIBOR + 13.00%), 2/1/26(11)(23) | 109 | $ 98,464 | |
Term Loan, 18.538%, (3 mo. USD LIBOR + 13.00%), 13.538% cash, 5.00% PIK, 2/1/26(11) | 860 | 773,776 | |
Lealand Finance Company B.V., Term Loan, 9.193%, (1 mo. USD LIBOR + 4.00%), 6.193% cash, 3.00% PIK, 6/30/25 | 231 | 151,655 | |
$ 1,023,895 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Engineering & Construction — 0.2% | |||
Aegion Corporation, Term Loan, 9.967%, (SOFR + 4.75%), 5/17/28 | 467 | $ 454,144 | |
American Residential Services, LLC, Term Loan, 9.004%, (SOFR + 3.50%), 10/15/27 | 561 | 553,617 | |
APi Group DE, Inc., Term Loan, 7.584%, (SOFR + 2.50%), 10/1/26 | 1,305 | 1,308,761 | |
Northstar Group Services, Inc., Term Loan, 10.717%, (SOFR + 5.50%), 11/12/26 | 215 | 213,765 | |
$ 2,530,287 | |||
Entertainment — 0.9% | |||
AMC Entertainment Holdings, Inc., Term Loan, 8.218%, (1 mo. USD LIBOR + 3.00%), 4/22/26 | 823 | $ 644,948 | |
City Football Group Limited, Term Loan, 8.273%, (3 mo. USD LIBOR + 3.00%), 7/21/28 | 1,354 | 1,330,673 | |
Crown Finance US, Inc.: | |||
DIP Loan, 15.248%, (SOFR + 10.00%), 9/7/23(22) | 1,265 | 1,279,997 | |
Term Loan, 0.00%, 9/30/26(19) | 1,500 | 464,849 | |
EP Purchaser, LLC, Term Loan, 9.004%, (SOFR + 3.50%), 11/6/28 | 420 | 412,868 | |
Playtika Holding Corp., Term Loan, 7.943%, (1 mo. USD LIBOR + 2.75%), 3/13/28 | 2,165 | 2,159,763 | |
Renaissance Holding Corp.: | |||
Term Loan, 9.992%, (SOFR + 4.75%), 4/5/30 | 950 | 939,906 | |
Term Loan - Second Lien, 12.193%, (1 mo. USD LIBOR + 7.00%), 5/29/26 | 200 | 197,542 | |
UFC Holdings, LLC, Term Loan, 8.05%, (3 mo. USD LIBOR + 2.75%), 4/29/26 | 2,752 | 2,752,514 | |
Vue International Bidco PLC: | |||
Term Loan, 11.086%, (6 mo. EURIBOR + 8.00%), 6/30/27 | EUR | 121 | 120,639 |
Term Loan, 11.359%, (6 mo. EURIBOR + 8.00%), 4.859% cash, 6.50% PIK, 12/31/27 | EUR | 817 | 469,716 |
$ 10,773,415 | |||
Equity Real Estate Investment Trusts (REITs) — 0.1% | |||
Iron Mountain, Inc., Term Loan, 6.943%, (1 mo. USD LIBOR + 1.75%), 1/2/26 | 876 | $ 872,055 | |
$ 872,055 | |||
Financial Services — 0.0%(10) | |||
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/24(19) | 2,247 | $ 247,177 | |
$ 247,177 | |||
Food & Staples Retailing — 0.1% | |||
US Foods, Inc., Term Loan, 7.217%, (SOFR + 2.00%), 9/13/26 | 1,361 | $ 1,361,639 | |
$ 1,361,639 | |||
Food Products — 1.1% | |||
8th Avenue Food & Provisions, Inc., Term Loan, 9.967%, (SOFR + 4.75%), 10/1/25 | 588 | $ 551,989 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Food Products (continued) | |||
Badger Buyer Corp., Term Loan, 8.717%, (1 mo. USD LIBOR + 3.50%), 9/30/24 | 377 | $ 287,462 | |
CHG PPC Parent, LLC: | |||
Term Loan, 7.918%, (1 mo. EURIBOR + 4.50%), 12/8/28 | EUR | 2,000 | 2,179,673 |
Term Loan, 8.217%, (SOFR + 3.00%), 12/8/28 | 469 | 466,115 | |
Del Monte Foods, Inc., Term Loan, 9.439%, (SOFR + 4.25%), 5/16/29 | 448 | 435,437 | |
Froneri International, Ltd.: | |||
Term Loan, 5.067%, (6 mo. EURIBOR + 2.13%), 1/29/27 | EUR | 1,275 | 1,357,657 |
Term Loan, 7.453%, (SOFR + 2.25%), 1/29/27(22) | 2,134 | 2,125,997 | |
Monogram Food Solutions, LLC, Term Loan, 9.217%, (1 mo. USD LIBOR + 4.00%), 8/28/28 | 542 | 529,561 | |
Nomad Foods Europe Midco Limited, Term Loan, 5.318%, (6 mo. EURIBOR + 2.50%), 6/24/28 | EUR | 3,000 | 3,280,420 |
Shearer's Foods, Inc., Term Loan, 8.717%, (SOFR + 3.50%), 9/23/27 | 389 | 384,440 | |
Sovos Brands Intermediate, Inc., Term Loan, 8.773%, (3 mo. USD LIBOR + 3.50%), 6/8/28 | 497 | 494,685 | |
United Petfood Group B.V., Term Loan, 6.038%, (3 mo. EURIBOR + 2.75%), 4/23/28 | EUR | 750 | 800,328 |
Valeo F1 Company Limited (Ireland), Term Loan, 7.239%, (6 mo. EURIBOR + 4.00%), 9/29/28 | EUR | 1,000 | 893,875 |
$ 13,787,639 | |||
Health Care Equipment & Supplies — 0.3% | |||
Artivion, Inc., Term Loan, 9.004%, (SOFR + 3.50%), 6/1/27 | 520 | $ 493,113 | |
Bayou Intermediate II, LLC, Term Loan, 9.689%, (SOFR + 4.50%), 8/2/28 | 739 | 694,425 | |
Gloves Buyer, Inc., Term Loan, 10.217%, (SOFR + 5.00%), 12/29/27 | 625 | 602,344 | |
Journey Personal Care Corp., Term Loan, 9.981%, (6 mo. USD LIBOR + 4.25%), 3/1/28 | 1,525 | 1,304,048 | |
Medline Borrower, L.P., Term Loan, 6.918%, (1 mo. EURIBOR + 3.50%), 10/23/28 | EUR | 1,000 | 1,075,856 |
$ 4,169,786 | |||
Health Care Providers & Services — 2.9% | |||
AEA International Holdings (Lux) S.a.r.l., Term Loan, 9.254%, (SOFR + 3.75%), 9/7/28 | 1,059 | $ 1,057,551 | |
Biogroup-LCD, Term Loan, 6.28%, (3 mo. EURIBOR + 3.00%), 2/9/28 | EUR | 750 | 766,995 |
BW NHHC Holdco, Inc., Term Loan - Second Lien, 14.239%, (SOFR + 9.00%), 1/15/26 | 3,717 | 2,824,619 | |
CCRR Parent, Inc., Term Loan, 8.967%, (SOFR + 3.75%), 3/6/28 | 514 | 495,581 | |
Cerba Healthcare S.A.S., Term Loan, 7.118%, (1 mo. EURIBOR + 3.70%), 6/30/28 | EUR | 1,250 | 1,274,061 |
CHG Healthcare Services, Inc., Term Loan, 8.443%, (1 mo. USD LIBOR + 3.25%), 9/29/28 | 1,081 | 1,076,547 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
CNT Holdings I Corp., Term Loan, 8.459%, (SOFR + 3.50%), 11/8/27 | 684 | $ 682,397 | |
Covis Finco S.a.r.l., Term Loan, 11.55%, (SOFR + 6.50%), 2/18/27 | 694 | 520,755 | |
Dedalus Finance GmbH, Term Loan, 6.969%, (3 mo. EURIBOR + 3.75%), 7/17/27 | EUR | 500 | 476,491 |
Electron BidCo, Inc., Term Loan, 8.217%, (SOFR + 3.00%), 11/1/28 | 790 | 787,827 | |
Elsan S.A.S., Term Loan, 6.872%, (3 mo. EURIBOR + 3.35%), 6/16/28 | EUR | 1,500 | 1,584,482 |
Ensemble RCM, LLC, Term Loan, 8.895%, (SOFR + 3.75%), 8/3/26 | 1,659 | 1,658,692 | |
Envision Healthcare Corporation: | |||
Term Loan, 13.267%, (SOFR + 7.88%), 3/31/27 | 1,023 | 1,120,610 | |
Term Loan - Second Lien, 9.492%, (SOFR + 4.25%), 3/31/27 | 7,224 | 1,688,502 | |
IVC Acquisition, Ltd., Term Loan, 8.927%, (SONIA + 4.50%), 2/13/26 | GBP | 1,000 | 1,230,312 |
LSCS Holdings, Inc., Term Loan, 9.693%, (1 mo. USD LIBOR + 4.50%), 12/16/28 | 714 | 698,950 | |
Medical Solutions Holdings, Inc., Term Loan, 8.614%, (SOFR + 3.25%), 11/1/28 | 1,458 | 1,376,631 | |
Mehilainen Yhtiot Oy, Term Loan, 7.123%, (3 mo. EURIBOR + 3.53%), 8/8/25 | EUR | 1,000 | 1,080,743 |
Midwest Physician Administrative Services, LLC, Term Loan, 8.788%, (3 mo. USD LIBOR + 3.25%), 3/12/28 | 464 | 428,522 | |
National Mentor Holdings, Inc.: | |||
Term Loan, 8.981%, (SOFR + 3.75%), 3/2/28(22) | 2,036 | 1,547,221 | |
Term Loan, 9.092%, (SOFR + 3.75%), 3/2/28 | 58 | 44,315 | |
Option Care Health, Inc., Term Loan, 7.943%, (SOFR + 2.75%), 10/27/28 | 419 | 418,468 | |
Pacific Dental Services, LLC, Term Loan, 8.704%, (SOFR + 3.50%), 5/5/28 | 490 | 488,622 | |
PetVet Care Centers, LLC, Term Loan, 8.693%, (1 mo. USD LIBOR + 3.50%), 2/14/25 | 147 | 144,989 | |
Phoenix Guarantor, Inc.: | |||
Term Loan, 8.352%, (SOFR + 3.25%), 3/5/26 | 1,872 | 1,851,406 | |
Term Loan, 8.603%, (SOFR + 3.50%), 3/5/26 | 1,294 | 1,279,377 | |
Radiology Partners, Inc., Term Loan, 9.467%, (SOFR + 4.25%), 7/9/25 | 1,197 | 903,561 | |
Radnet Management, Inc., Term Loan, 8.217%, (SOFR + 3.00%), 4/21/28 | 1,005 | 1,003,663 | |
Ramsay Generale de Sante S.A., Term Loan, 6.161%, (3 mo. EURIBOR + 2.95%), 4/22/27 | EUR | 500 | 542,702 |
Select Medical Corporation, Term Loan, 7.703%, (SOFR + 2.50%), 3/6/25 | 2,968 | 2,965,673 | |
Sound Inpatient Physicians, Term Loan, 8.273%, (3 mo. USD LIBOR + 3.00%), 6/27/25 | 475 | 280,250 | |
Surgery Center Holdings, Inc., Term Loan, 8.896%, (1 mo. USD LIBOR + 3.75%), 8/31/26 | 943 | 942,432 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Health Care Providers & Services (continued) | |||
Synlab Bondco PLC, Term Loan, 5.193%, (6 mo. EURIBOR + 2.50%), 7/1/27 | EUR | 500 | $ 539,036 |
U.S. Anesthesia Partners, Inc., Term Loan, 9.42%, (1 mo. USD LIBOR + 4.25%), 10/1/28 | 1,497 | 1,410,197 | |
$ 35,192,180 | |||
Health Care Technology — 0.5% | |||
Imprivata, Inc., Term Loan, 9.353%, (SOFR + 4.25%), 12/1/27 | 223 | $ 220,569 | |
MedAssets Software Intermediate Holdings, Inc., Term Loan, 9.193%, (1 mo. USD LIBOR + 4.00%), 12/18/28 | 1,086 | 932,364 | |
Navicure, Inc., Term Loan, 9.217%, (SOFR + 4.00%), 10/22/26 | 1,650 | 1,644,998 | |
Project Ruby Ultimate Parent Corp., Term Loan, 8.467%, (SOFR + 3.25%), 3/10/28 | 1,026 | 1,003,190 | |
Verscend Holding Corp., Term Loan, 9.217%, (1 mo. USD LIBOR + 4.00%), 8/27/25 | 2,190 | 2,191,132 | |
$ 5,992,253 | |||
Hotels, Restaurants & Leisure — 2.0% | |||
Bally's Corporation, Term Loan, 8.396%, (1 mo. USD LIBOR + 3.25%), 10/2/28 | 1,157 | $ 1,133,215 | |
Carnival Corporation: | |||
Term Loan, 7.168%, (1 mo. EURIBOR + 3.75%), 6/30/25 | EUR | 1,470 | 1,597,407 |
Term Loan, 8.217%, (SOFR + 3.00%), 6/30/25 | 1,261 | 1,260,409 | |
Term Loan, 8.467%, (SOFR + 3.25%), 10/18/28 | 2,660 | 2,640,663 | |
ClubCorp Holdings, Inc., Term Loan, 8.288%, (3 mo. USD LIBOR + 2.75%), 9/18/24 | 1,885 | 1,810,273 | |
Dave & Buster's, Inc., Term Loan, 9.00%, (SOFR + 3.75%), 6/29/29 | 744 | 493,733 | |
Fertitta Entertainment, LLC, Term Loan, 9.103%, (SOFR + 4.00%), 1/27/29 | 4,160 | 4,116,413 | |
Four Seasons Hotels Limited, Term Loan, 8.453%, (SOFR + 3.25%), 11/30/29 | 1,016 | 1,020,035 | |
GVC Holdings (Gibraltar) Limited, Term Loan, 7.348%, (3 mo. EURIBOR + 3.75%), 6/30/28 | EUR | 1,804 | 1,959,149 |
Hilton Grand Vacations Borrower, LLC, Term Loan, 8.217%, (SOFR + 3.00%), 8/2/28 | 909 | 907,297 | |
IRB Holding Corp., Term Loan, 8.203%, (SOFR + 3.00%), 12/15/27 | 296 | 294,685 | |
Oravel Stays Singapore Pte., Ltd., Term Loan, 13.79%, (3 mo. USD LIBOR + 8.25%), 6/23/26 | 539 | 460,845 | |
Playa Resorts Holding B.V., Term Loan, 9.341%, (SOFR + 4.25%), 1/5/29 | 1,318 | 1,317,787 | |
Scientific Games Holdings, L.P., Term Loan, 7.053%, (3 mo. EURIBOR + 4.00%), 4/4/29 | EUR | 1,000 | 1,063,011 |
SeaWorld Parks & Entertainment, Inc., Term Loan, 8.25%, (1 mo. USD LIBOR + 3.00%), 8/25/28 | 884 | 884,250 | |
SMG US Midco 2, Inc., Term Loan, 7.773%, (3 mo. USD LIBOR + 2.50%), 1/23/25 | 237 | 236,781 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Hotels, Restaurants & Leisure (continued) | |||
Stars Group Holdings B.V. (The), Term Loan, 7.754%, (SOFR + 2.25%), 7/21/26 | 2,235 | $ 2,237,458 | |
Wyndham Hotels & Resorts, Inc., Term Loan, 7.453%, (SOFR + 2.25%), 5/24/30 | 775 | 776,066 | |
$ 24,209,477 | |||
Household Durables — 1.3% | |||
ACProducts, Inc., Term Loan, 9.754%, (SOFR + 4.25%), 5/17/28 | 1,740 | $ 1,465,529 | |
Libbey Glass, Inc., Term Loan, 13.779%, (SOFR + 8.50%), 9.029% cash, 4.75% PIK, 11/22/27 | 9,562 | 9,019,500 | |
Serta Simmons Bedding, LLC, Term Loan, 12.692%, (SOFR + 7.50%), 6/30/28 | 3,630 | 3,665,852 | |
Solis IV B.V., Term Loan, 7.422%, (3 mo. EURIBOR + 4.00%), 2/26/29 | EUR | 1,000 | 1,018,908 |
$ 15,169,789 | |||
Household Products — 0.1% | |||
Kronos Acquisition Holdings, Inc., Term Loan, 11.375%, (SOFR + 6.00%), 12/22/26 | 394 | $ 387,105 | |
Nobel Bidco B.V., Term Loan, 7.27%, (6 mo. EURIBOR + 3.50%), 9/1/28 | EUR | 1,000 | 995,265 |
$ 1,382,370 | |||
Industrial Conglomerates — 0.1% | |||
Rain Carbon GmbH, Term Loan, 5.969%, (3 mo. EURIBOR + 2.75%), 1/16/25 | EUR | 1,025 | $ 1,108,694 |
$ 1,108,694 | |||
Insurance — 1.8% | |||
Alliant Holdings Intermediate, LLC, Term Loan, 8.647%, (SOFR + 3.50%), 11/5/27 | 1,509 | $ 1,502,220 | |
AmWINS Group, Inc.: | |||
Term Loan, 7.443%, (1 mo. USD LIBOR + 2.25%), 2/19/28 | 3,778 | 3,746,399 | |
Term Loan, 7.952%, (SOFR + 2.75%), 2/19/28 | 672 | 670,716 | |
AssuredPartners, Inc., Term Loan, 8.717%, (SOFR + 3.50%), 2/12/27 | 169 | 167,777 | |
Financiere CEP S.A.S., Term Loan, 7.348%, (3 mo. EURIBOR + 3.75%), 6/18/27 | EUR | 750 | 809,193 |
HUB International Limited, Term Loan, 9.341%, (SOFR + 4.25%), 6/20/30 | 5,353 | 5,368,879 | |
NFP Corp., Term Loan, 8.467%, (SOFR + 3.25%), 2/15/27 | 3,083 | 3,024,240 | |
Ryan Specialty Group, LLC, Term Loan, 8.203%, (SOFR + 3.00%), 9/1/27 | 1,678 | 1,678,611 | |
USI, Inc.: | |||
Term Loan, 8.788%, (3 mo. USD LIBOR + 3.25%), 12/2/26 | 1,375 | 1,376,411 | |
Term Loan, 8.992%, (SOFR + 3.75%), 11/22/29 | 3,064 | 3,064,071 | |
$ 21,408,517 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Interactive Media & Services — 0.3% | |||
Adevinta ASA: | |||
Term Loan, 6.348%, (3 mo. EURIBOR + 2.75%), 6/26/28 | EUR | 1,411 | $ 1,535,955 |
Term Loan, 8.288%, (3 mo. USD LIBOR + 2.75%), 6/26/28 | 221 | 221,390 | |
Buzz Finco, LLC: | |||
Term Loan, 7.953%, (SOFR + 2.75%), 1/29/27 | 556 | 556,313 | |
Term Loan, 8.453%, (SOFR + 3.25%), 1/29/27 | 60 | 60,239 | |
Foundational Education Group, Inc., Term Loan, 9.467%, (SOFR + 4.25%), 8/31/28 | 542 | 480,803 | |
Getty Images, Inc., Term Loan, 9.838%, (SOFR + 4.50%), 2/19/26(22) | 700 | 701,498 | |
Match Group, Inc., Term Loan, 7.264%, (3 mo. USD LIBOR + 1.75%), 2/13/27 | 675 | 675,000 | |
$ 4,231,198 | |||
IT Services — 1.8% | |||
Asurion, LLC: | |||
Term Loan, 8.788%, (3 mo. USD LIBOR + 3.25%), 12/23/26 | 3,081 | $ 2,970,598 | |
Term Loan, 8.788%, (3 mo. USD LIBOR + 3.25%), 7/31/27 | 1,085 | 1,033,148 | |
Term Loan, 9.203%, (SOFR + 4.00%), 8/19/28 | 1,007 | 954,814 | |
Term Loan - Second Lien, 10.467%, (SOFR + 5.25%), 1/31/28 | 1,350 | 1,147,258 | |
Cyxtera DC Holdings, Inc.: | |||
DIP Loan, 13.65%, (SOFR + 8.50%), 12/7/23 | 248 | 246,448 | |
Term Loan, 8.068%, (SOFR + 3.00%), 5/1/24 | 895 | 453,284 | |
Endure Digital, Inc., Term Loan, 8.792%, (3 mo. USD LIBOR + 3.50%), 2/10/28 | 2,744 | 2,546,775 | |
Gainwell Acquisition Corp., Term Loan, 9.342%, (SOFR + 4.00%), 10/1/27 | 3,072 | 3,026,024 | |
Indy US Bidco, LLC, Term Loan, 7.168%, (1 mo. EURIBOR + 3.75%), 3/6/28 | EUR | 733 | 711,551 |
Informatica, LLC, Term Loan, 8.00%, (1 mo. USD LIBOR + 2.75%), 10/27/28 | 2,642 | 2,642,664 | |
NAB Holdings, LLC, Term Loan, 8.392%, (SOFR + 3.00%), 11/23/28 | 1,108 | 1,100,507 | |
Rackspace Technology Global, Inc., Term Loan, 7.996%, (SOFR + 2.75%), 2/15/28 | 1,320 | 613,296 | |
Sedgwick Claims Management Services, Inc., Term Loan, 8.853%, (SOFR + 3.75%), 2/17/28 | 1,221 | 1,214,931 | |
Skopima Merger Sub, Inc., Term Loan, 9.193%, (1 mo. USD LIBOR + 4.00%), 5/12/28 | 1,474 | 1,436,116 | |
team.blue Finco S.a.r.l., Term Loan, 6.798%, (3 mo. EURIBOR + 3.20%), 3/30/28 | EUR | 1,000 | 1,052,553 |
$ 21,149,967 | |||
Leisure Products — 0.2% | |||
Accell Group N.V., Term Loan, 8.653%, (6 mo. EURIBOR + 4.90%), 6/14/29 | EUR | 500 | $ 494,109 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Leisure Products (continued) | |||
Amer Sports Oyj, Term Loan, 7.648%, (6 mo. EURIBOR + 4.00%), 3/30/26 | EUR | 1,550 | $ 1,663,272 |
Fender Musical Instruments Corporation, Term Loan, 9.191%, (SOFR + 4.00%), 12/1/28 | 320 | 306,812 | |
$ 2,464,193 | |||
Life Sciences Tools & Services — 0.5% | |||
Avantor Funding, Inc., Term Loan, 5.918%, (1 mo. EURIBOR + 2.50%), 6/12/28 | EUR | 980 | $ 1,067,719 |
Catalent Pharma Solutions, Inc., Term Loan, 7.188%, (1 mo. USD LIBOR + 2.00%), 2/22/28 | 816 | 801,369 | |
Curia Global, Inc., Term Loan, 8.895%, (SOFR + 3.75%), 8/30/26 | 244 | 211,018 | |
IQVIA, Inc., Term Loan, 7.288%, (1 mo. USD LIBOR + 1.75%), 1/17/25 | 1,363 | 1,364,341 | |
LGC Group Holdings, Ltd., Term Loan, 6.168%, (1 mo. EURIBOR + 2.75%), 4/21/27 | EUR | 1,000 | 1,039,641 |
Loire Finco Luxembourg S.a.r.l., Term Loan, 8.202%, (1 mo. USD LIBOR + 3.00%), 4/21/27 | 340 | 329,878 | |
Packaging Coordinators Midco, Inc., Term Loan, 9.004%, (SOFR + 3.50%), 11/30/27 | 1,345 | 1,329,437 | |
$ 6,143,403 | |||
Machinery — 2.5% | |||
AI Alpine AT Bidco GmbH, Term Loan, 6.339%, (6 mo. EURIBOR + 3.00%), 10/31/25 | EUR | 750 | $ 806,636 |
Albion Financing 3 S.a.r.l.: | |||
Term Loan, 10.523%, (3 mo. USD LIBOR + 5.25%), 8/17/26 | 1,527 | 1,500,032 | |
Term Loan, 10.651%, (SOFR + 5.50%), 8/17/26 | 299 | 298,502 | |
Alliance Laundry Systems, LLC, Term Loan, 8.559%, (SOFR + 3.50%), 10/8/27 | 1,061 | 1,059,306 | |
American Trailer World Corp., Term Loan, 8.953%, (SOFR + 3.75%), 3/3/28 | 612 | 554,586 | |
Apex Tool Group, LLC, Term Loan, 10.441%, (SOFR + 5.25%), 2/8/29 | 3,329 | 3,100,166 | |
Conair Holdings, LLC, Term Loan, 9.288%, (3 mo. USD LIBOR + 3.75%), 5/17/28 | 1,523 | 1,440,069 | |
CPM Holdings, Inc., Term Loan, 8.67%, (1 mo. USD LIBOR + 3.50%), 11/17/25 | 310 | 310,373 | |
Delachaux Group S.A., Term Loan, 9.773%, (3 mo. USD LIBOR + 4.50%), 4/16/26 | 392 | 385,997 | |
EMRLD Borrower L.P., Term Loan, 8.264%, (SOFR + 3.00%), 5/31/30 | 1,075 | 1,076,344 | |
Engineered Machinery Holdings, Inc.: | |||
Term Loan, 7.348%, (3 mo. EURIBOR + 3.75%), 5/21/28 | EUR | 983 | 1,059,373 |
Term Loan, 9.038%, (3 mo. USD LIBOR + 3.50%), 5/19/28 | 2,331 | 2,291,683 | |
Filtration Group Corporation: | |||
Term Loan, 7.85%, (3 mo. EURIBOR + 4.25%), 10/21/28 | EUR | 1,343 | 1,451,215 |
Term Loan, 8.717%, (SOFR + 3.50%), 10/21/28 | 737 | 735,217 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Machinery (continued) | |||
Gates Global, LLC, Term Loan, 7.703%, (SOFR + 2.50%), 3/31/27 | 3,919 | $ 3,903,902 | |
Icebox Holdco III, Inc., Term Loan, 9.253%, (SOFR + 3.75%), 12/22/28 | 840 | 817,211 | |
Roper Industrial Products Investment Company, LLC: | |||
Term Loan, 8.598%, (3 mo. EURIBOR + 5.25%), 11/22/29 | EUR | 499 | 535,619 |
Term Loan, 9.742%, (SOFR + 4.50%), 11/22/29 | 599 | 596,817 | |
SPX Flow, Inc., Term Loan, 9.703%, (SOFR + 4.50%), 4/5/29 | 1,176 | 1,159,741 | |
Titan Acquisition Limited, Term Loan, 8.731%, (6 mo. USD LIBOR + 3.00%), 3/28/25 | 3,008 | 2,940,618 | |
TK Elevator Topco GmbH, Term Loan, 6.567%, (6 mo. EURIBOR + 3.63%), 7/30/27 | EUR | 1,000 | 1,067,557 |
Vertical US Newco, Inc., Term Loan, 8.602%, (6 mo. USD LIBOR + 3.50%), 7/30/27 | 1,192 | 1,184,903 | |
Zephyr German BidCo GmbH, Term Loan, 6.895%, (3 mo. EURIBOR + 3.85%), 3/10/28 | EUR | 1,500 | 1,538,183 |
$ 29,814,050 | |||
Media — 1.2% | |||
Axel Springer SE, Term Loan, 8.322%, (3 mo. EURIBOR + 4.75%), 12/18/26 | EUR | 1,000 | $ 1,090,309 |
Gray Television, Inc.: | |||
Term Loan, 7.775%, (SOFR + 2.50%), 1/2/26 | 637 | 627,275 | |
Term Loan, 8.275%, (SOFR + 3.00%), 12/1/28 | 936 | 917,503 | |
Hubbard Radio, LLC, Term Loan, 9.45%, (1 mo. USD LIBOR + 4.25%), 3/28/25 | 626 | 559,646 | |
iHeartCommunications, Inc., Term Loan, 8.217%, (SOFR + 3.00%), 5/1/26 | 444 | 385,887 | |
Magnite, Inc., Term Loan, 10.283%, (USD LIBOR + 5.00%), 4/28/28(22) | 637 | 636,204 | |
MJH Healthcare Holdings, LLC, Term Loan, 8.703%, (SOFR + 3.50%), 1/28/29 | 272 | 269,017 | |
Nexstar Broadcasting, Inc., Term Loan, 7.717%, (SOFR + 2.50%), 9/18/26 | 267 | 267,333 | |
Recorded Books, Inc., Term Loan, 9.084%, (SOFR + 4.00%), 8/29/25 | 1,660 | 1,662,133 | |
Sinclair Television Group, Inc.: | |||
Term Loan, 7.717%, (SOFR + 2.50%), 9/30/26 | 626 | 559,152 | |
Term Loan, 8.20%, (1 mo. USD LIBOR + 3.00%), 4/1/28 | 404 | 328,045 | |
Univision Communications, Inc., Term Loan, 8.443%, (1 mo. USD LIBOR + 3.25%), 3/15/26 | 6,786 | 6,738,040 | |
$ 14,040,544 | |||
Metals/Mining — 0.3% | |||
American Consolidated Natural Resources, Inc., Term Loan, 21.268%, (3 mo. USD LIBOR + 16.00%), 18.268% cash, 3.00% PIK, 9/16/25 | 45 | $ 45,325 | |
Dynacast International, LLC: | |||
Term Loan, 9.825%, (SOFR + 4.50%), 7/22/25 | 1,045 | 977,088 | |
Term Loan, 14.325%, (SOFR + 9.00%), 10/22/25 | 403 | 302,519 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Metals/Mining (continued) | |||
PMHC II, Inc., Term Loan, 9.304%, (SOFR + 4.25%), 4/23/29 | 997 | $ 882,064 | |
WireCo WorldGroup, Inc., Term Loan, 9.50%, (1 mo. USD LIBOR + 4.25%), 11/13/28 | 466 | 465,098 | |
Zekelman Industries, Inc., Term Loan, 7.197%, (1 mo. USD LIBOR + 2.00%), 1/24/27 | 1,101 | 1,094,911 | |
$ 3,767,005 | |||
Oil, Gas & Consumable Fuels — 0.7% | |||
Buckeye Partners, L.P., Term Loan, 7.453%, (1 mo. USD LIBOR + 2.25%), 11/1/26 | 2,685 | $ 2,671,721 | |
Freeport LNG Investments, LLP, Term Loan, 8.75%, (3 mo. USD LIBOR + 3.50%), 12/21/28 | 662 | 650,145 | |
Matador Bidco S.a.r.l., Term Loan, 9.703%, (SOFR + 4.50%), 10/15/26 | 1,529 | 1,526,050 | |
Oryx Midstream Services Permian Basin, LLC, Term Loan, 8.539%, (SOFR + 3.25%), 10/5/28 | 1,029 | 1,029,151 | |
Oxbow Carbon, LLC, Term Loan, 9.272%, (SOFR + 4.00%), 5/10/30(22) | 525 | 517,125 | |
QuarterNorth Energy Holding, Inc., Term Loan - Second Lien, 13.217%, (1 mo. USD LIBOR + 8.00%), 8/27/26 | 782 | 780,833 | |
UGI Energy Services, LLC, Term Loan, 8.453%, (SOFR + 3.25%), 2/22/30 | 1,480 | 1,471,217 | |
$ 8,646,242 | |||
Personal Products — 0.2% | |||
HLF Financing S.a.r.l., Term Loan, 7.693%, (1 mo. USD LIBOR + 2.50%), 8/18/25 | 960 | $ 935,156 | |
Rainbow Finco S.a.r.l., Term Loan, 6.947%, (6 mo. EURIBOR + 3.75%), 2/23/29 | EUR | 1,000 | 1,053,690 |
Sunshine Luxembourg VII S.a.r.l., Term Loan, 9.092%, (SOFR + 3.75%), 10/1/26 | 196 | 194,740 | |
$ 2,183,586 | |||
Pharmaceuticals — 1.4% | |||
Aenova Holding GmbH, Term Loan, 7.332%, (6 mo. EURIBOR + 4.50%), 3/6/26 | EUR | 1,000 | $ 1,050,621 |
AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 6.668%, (1 mo. EURIBOR + 3.25%), 9/29/25 | EUR | 1,000 | 1,085,062 |
Akorn, Inc., Term Loan, 0.00%, 10/1/25(19) | 180 | 188,894 | |
Amneal Pharmaceuticals, LLC, Term Loan, 8.717%, (SOFR + 3.50%), 5/4/25 | 1,777 | 1,716,023 | |
Bausch Health Companies, Inc., Term Loan, 10.441%, (SOFR + 5.25%), 2/1/27 | 2,978 | 2,254,871 | |
Horizon Therapeutics USA, Inc.: | |||
Term Loan, 6.954%, (SOFR + 1.75%), 3/15/28 | 1,906 | 1,903,477 | |
Term Loan, 7.089%, (SOFR + 2.00%), 5/22/26 | 654 | 653,925 | |
Jazz Financing Lux S.a.r.l., Term Loan, 8.693%, (1 mo. USD LIBOR + 3.50%), 5/5/28 | 1,435 | 1,435,354 | |
Mallinckrodt International Finance S.A.: | |||
Term Loan, 10.396%, (1 mo. USD LIBOR + 5.25%), 9/30/27 | 3,297 | 2,495,616 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Pharmaceuticals (continued) | |||
Mallinckrodt International Finance S.A.: (continued) | |||
Term Loan, 10.646%, (1 mo. USD LIBOR + 5.50%), 9/30/27 | 1,890 | $ 1,429,581 | |
PharmaZell GmbH, Term Loan, 7.598%, (3 mo. EURIBOR + 4.00%), 5/12/27 | EUR | 1,000 | 1,045,051 |
Recipharm AB, Term Loan, 6.558%, (3 mo. EURIBOR + 3.20%), 2/17/28 | EUR | 1,000 | 1,050,735 |
$ 16,309,210 | |||
Professional Services — 1.6% | |||
AlixPartners, LLP: | |||
Term Loan, 6.598%, (3 mo. EURIBOR + 3.00%), 2/4/28 | EUR | 978 | $ 1,047,315 |
Term Loan, 7.717%, (SOFR + 2.50%), 2/4/28 | 1,393 | 1,390,699 | |
APFS Staffing Holdings, Inc., Term Loan, 9.103%, (SOFR + 4.00%), 12/29/28 | 272 | 266,131 | |
Apleona Holding GmbH, Term Loan, 6.242%, (3 mo. EURIBOR + 3.00%), 4/28/28 | EUR | 1,000 | 1,061,874 |
Camelot U.S. Acquisition, LLC: | |||
Term Loan, 8.217%, (SOFR + 3.00%), 10/30/26 | 1,510 | 1,508,789 | |
Term Loan, 8.217%, (SOFR + 3.00%), 10/30/26 | 886 | 885,717 | |
CoreLogic, Inc., Term Loan, 8.75%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | 3,871 | 3,505,071 | |
Corporation Service Company, Term Loan, 8.453%, (SOFR + 3.25%), 11/2/29 | 334 | 335,253 | |
Deerfield Dakota Holding, LLC, Term Loan, 8.992%, (SOFR + 3.75%), 4/9/27 | 2,064 | 2,005,150 | |
Employbridge Holding Company, Term Loan, 9.928%, (3 mo. USD LIBOR + 4.75%), 7/19/28 | 2,332 | 1,886,958 | |
First Advantage Holdings, LLC, Term Loan, 7.967%, (SOFR + 2.75%), 1/31/27 | 606 | 605,761 | |
Neptune Bidco US, Inc., Term Loan, 10.004%, (SOFR + 5.00%), 4/11/29 | 1,900 | 1,678,730 | |
Rockwood Service Corporation, Term Loan, 9.217%, (SOFR + 4.00%), 1/23/27 | 594 | 595,887 | |
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 5.107%, (6 mo. EURIBOR + 2.38%), 7/15/25 | EUR | 826 | 898,522 |
Trans Union, LLC, Term Loan, 7.467%, (SOFR + 2.25%), 12/1/28 | 1,523 | 1,521,552 | |
Vaco Holdings, LLC, Term Loan, 10.587%, (SOFR + 5.00%), 1/21/29(22) | 271 | 247,935 | |
$ 19,441,344 | |||
Real Estate Management & Development — 0.4% | |||
Cushman & Wakefield U.S. Borrower, LLC: | |||
Term Loan, 7.967%, (SOFR + 2.75%), 8/21/25 | 2,382 | $ 2,361,138 | |
Term Loan, 8.453%, (SOFR + 3.25%), 1/31/30 | 3,005 | 2,918,145 | |
$ 5,279,283 | |||
Road & Rail — 0.6% | |||
Grab Holdings, Inc., Term Loan, 9.70%, (1 mo. USD LIBOR + 4.50%), 1/29/26 | 956 | $ 957,218 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Road & Rail (continued) | |||
Hertz Corporation (The): | |||
Term Loan, 8.467%, (1 mo. USD LIBOR + 3.25%), 6/30/28 | 1,031 | $ 1,031,646 | |
Term Loan, 8.467%, (SOFR + 3.25%), 6/30/28 | 198 | 198,394 | |
Kenan Advantage Group, Inc., Term Loan, 9.477%, (SOFR + 3.75%), 3/24/26 | 2,194 | 2,188,608 | |
Uber Technologies, Inc., Term Loan, 8.018%, (SOFR + 2.75%), 3/3/30 | 2,402 | 2,405,339 | |
$ 6,781,205 | |||
Semiconductors & Semiconductor Equipment — 0.3% | |||
Altar Bidco, Inc., Term Loan, 8.142%, (SOFR + 3.10%), 2/1/29(22) | 1,262 | $ 1,246,998 | |
Bright Bidco B.V., Term Loan, 13.676%, (SOFR + 9.00%), 10/31/27 | 340 | 182,018 | |
MACOM Technology Solutions Holdings, Inc., Term Loan, 7.443%, (1 mo. USD LIBOR + 2.25%), 5/17/24 | 264 | 263,932 | |
MaxLinear, Inc., Term Loan, 7.443%, (1 mo. USD LIBOR + 2.25%), 6/23/28 | 286 | 283,572 | |
MKS Instruments, Inc., Term Loan, 6.413%, (1 mo. EURIBOR + 3.00%), 8/17/29 | EUR | 993 | 1,078,955 |
Synaptics Incorporated, Term Loan, 7.742%, (SOFR + 2.25%), 12/2/28 | 393 | 389,725 | |
Ultra Clean Holdings, Inc., Term Loan, 8.943%, (1 mo. USD LIBOR + 3.75%), 8/27/25 | 575 | 575,357 | |
$ 4,020,557 | |||
Software — 6.8% | |||
Applied Systems, Inc., Term Loan, 9.742%, (SOFR + 4.50%), 9/18/26 | 5,130 | $ 5,143,016 | |
AppLovin Corporation, Term Loan, 8.453%, (SOFR + 3.35%), 8/15/25 | 1,583 | 1,584,444 | |
Aptean, Inc.: | |||
Term Loan, 9.453%, (SOFR + 4.25%), 4/23/26 | 818 | 804,484 | |
Term Loan - Second Lien, 12.203%, (SOFR + 7.00%), 4/23/27 | 1,450 | 1,353,937 | |
Astra Acquisition Corp.: | |||
Term Loan, 10.443%, (1 mo. USD LIBOR + 5.25%), 10/25/28 | 1,069 | 749,157 | |
Term Loan - Second Lien, 14.092%, (SOFR + 8.88%), 10/25/29 | 1,650 | 901,784 | |
Banff Merger Sub, Inc.: | |||
Term Loan, 7.418%, (1 mo. EURIBOR + 4.00%), 10/2/25 | EUR | 484 | 524,794 |
Term Loan, 8.967%, (SOFR + 3.75%), 10/2/25 | 2,689 | 2,670,736 | |
Term Loan - Second Lien, 10.717%, (SOFR + 5.50%), 2/27/26 | 900 | 879,750 | |
CDK Global, Inc., Term Loan, 9.492%, (SOFR + 4.25%), 7/6/29 | 2,264 | 2,259,766 | |
CentralSquare Technologies, LLC, Term Loan, 9.142%, (3 mo. USD LIBOR + 3.75%), 8/29/25 | 860 | 806,318 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Ceridian HCM Holding, Inc., Term Loan, 7.976%, (3 mo. USD LIBOR + 2.50%), 4/30/25 | 1,476 | $ 1,477,482 | |
Cloud Software Group, Inc., Term Loan, 3/30/29(21) | 1,496 | 1,403,201 | |
Cloudera, Inc.: | |||
Term Loan, 8.953%, (SOFR + 3.75%), 10/8/28 | 2,765 | 2,706,244 | |
Term Loan - Second Lien, 11.202%, (SOFR + 6.00%), 10/8/29 | 775 | 705,250 | |
Constant Contact, Inc., Term Loan, 9.198%, (3 mo. USD LIBOR + 4.00%), 2/10/28 | 1,722 | 1,647,415 | |
Cornerstone OnDemand, Inc., Term Loan, 9.254%, (SOFR + 3.75%), 10/16/28 | 1,333 | 1,238,140 | |
Delta TopCo, Inc.: | |||
Term Loan, 9.069%, (SOFR + 3.75%), 12/1/27 | 1,372 | 1,329,125 | |
Term Loan - Second Lien, 12.569%, (SOFR + 7.25%), 12/1/28 | 1,950 | 1,772,062 | |
ECI Macola Max Holding, LLC, Term Loan, 9.254%, (SOFR + 3.75%), 11/9/27 | 1,269 | 1,260,937 | |
Epicor Software Corporation, Term Loan, 8.467%, (SOFR + 3.25%), 7/30/27 | 772 | 763,933 | |
Finastra USA, Inc., Term Loan, 9.205%, (USD LIBOR + 3.50%), 6/13/24(22) | 2,942 | 2,833,158 | |
Fiserv Investment Solutions, Inc., Term Loan, 9.129%, (SOFR + 4.00%), 2/18/27 | 509 | 496,519 | |
GoTo Group, Inc., Term Loan, 9.943%, (1 mo. USD LIBOR + 4.75%), 8/31/27 | 1,779 | 1,118,040 | |
Greeneden U.S. Holdings II, LLC: | |||
Term Loan, 7.492%, (3 mo. EURIBOR + 4.25%), 12/1/27 | EUR | 733 | 797,993 |
Term Loan, 9.193%, (SOFR + 4.00%), 12/1/27 | 806 | 805,329 | |
Hyland Software, Inc., Term Loan, 8.693%, (1 mo. USD LIBOR + 3.50%), 7/1/24 | 7,549 | 7,488,155 | |
IGT Holding IV AB, Term Loan, 6.748%, (3 mo. EURIBOR + 3.15%), 3/31/28 | EUR | 1,000 | 1,064,375 |
Ivanti Software, Inc., Term Loan, 9.42%, (1 mo. USD LIBOR + 4.25%), 12/1/27 | 1,449 | 1,230,943 | |
Magenta Buyer, LLC: | |||
Term Loan, 10.03%, (3 mo. USD LIBOR + 4.75%), 7/27/28 | 3,742 | 2,827,949 | |
Term Loan - Second Lien, 13.53%, (3 mo. USD LIBOR + 8.25%), 7/27/29 | 1,050 | 693,000 | |
Marcel LUX IV S.a.r.l.: | |||
Term Loan, 6.552%, (3 mo. EURIBOR + 3.50%), 3/16/26 | EUR | 1,500 | 1,621,968 |
Term Loan, 9.186%, (SOFR + 4.00%), 12/31/27 | 95 | 94,787 | |
McAfee, LLC: | |||
Term Loan, 7.242%, (3 mo. EURIBOR + 4.00%), 3/1/29 | EUR | 990 | 1,030,550 |
Term Loan, 9.01%, (SOFR + 3.75%), 3/1/29 | 2,772 | 2,655,180 | |
Mediaocean, LLC, Term Loan, 8.703%, (SOFR + 3.50%), 12/15/28 | 617 | 586,585 | |
Open Text Corporation, Term Loan, 8.703%, (SOFR + 3.50%), 1/31/30 | 1,368 | 1,372,522 | |
Panther Commercial Holdings, L.P., Term Loan, 9.443%, (1 mo. USD LIBOR + 4.25%), 1/7/28 | 883 | 866,186 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Software (continued) | |||
Polaris Newco, LLC: | |||
Term Loan, 7.242%, (3 mo. EURIBOR + 4.00%), 6/2/28 | EUR | 983 | $ 944,122 |
Term Loan, 9.538%, (3 mo. USD LIBOR + 4.00%), 6/2/28 | 2,801 | 2,580,579 | |
Proofpoint, Inc., Term Loan, 8.467%, (SOFR + 3.25%), 8/31/28 | 2,463 | 2,412,908 | |
Quartz Acquireco, LLC, Term Loan, 6/28/30(21) | 750 | 750,938 | |
Quest Software US Holdings, Inc., Term Loan, 2/1/29(21) | 1,000 | 781,750 | |
RealPage, Inc., Term Loan, 8.217%, (SOFR + 3.00%), 4/24/28 | 2,825 | 2,765,169 | |
SolarWinds Holdings, Inc., Term Loan, 8.853%, (SOFR + 3.75%), 2/5/27 | 1,696 | 1,698,188 | |
Sophia, L.P., Term Loan, 9.038%, (3 mo. USD LIBOR + 3.50%), 10/7/27 | 390 | 386,542 | |
Turing Midco, LLC, Term Loan, 7.693%, (1 mo. USD LIBOR + 2.50%), 3/24/28 | 167 | 166,450 | |
Ultimate Software Group, Inc. (The): | |||
Term Loan, 8.271%, (SOFR + 3.25%), 5/4/26 | 3,852 | 3,785,408 | |
Term Loan, 8.895%, (SOFR + 3.75%), 5/4/26 | 1,660 | 1,639,935 | |
Veritas US, Inc.: | |||
Term Loan, 8.348%, (3 mo. EURIBOR + 4.75%), 9/1/25 | EUR | 973 | 875,209 |
Term Loan, 10.193%, (1 mo. USD LIBOR + 5.00%), 9/1/25 | 2,407 | 1,974,417 | |
Vision Solutions, Inc., Term Loan, 9.505%, (3 mo. USD LIBOR + 4.25%), 4/24/28 | 419 | 398,150 | |
VS Buyer, LLC, Term Loan, 8.524%, (SOFR + 3.25%), 2/28/27 | 1,064 | 1,054,051 | |
$ 81,779,030 | |||
Specialty Retail — 1.2% | |||
Belron Finance US, LLC, Term Loan, 7.80%, (3 mo. USD LIBOR + 2.43%), 4/13/28 | 831 | $ 830,771 | |
Belron Luxembourg S.a.r.l., Term Loan, 5.705%, (3 mo. EURIBOR + 2.43%), 4/13/28 | EUR | 500 | 545,795 |
Boels Topholding B.V., Term Loan, 6.57%, (EURIBOR + 3.25%), 2/6/27(22) | EUR | 1,000 | 1,082,790 |
David's Bridal, Inc.: | |||
Term Loan, 0.00%, 6/23/24(11)(19) | 581 | 0 | |
Term Loan, 0.00%, 12/31/24(11)(19) | 704 | 0 | |
Etraveli Holding AB, Term Loan, 7.598%, (3 mo. EURIBOR + 4.00%), 8/2/24 | EUR | 937 | 1,013,873 |
Great Outdoors Group, LLC, Term Loan, 8.943%, (1 mo. USD LIBOR + 3.75%), 3/6/28 | 2,389 | 2,374,140 | |
Harbor Freight Tools USA, Inc., Term Loan, 7.967%, (SOFR + 2.75%), 10/19/27 | 1,864 | 1,841,590 | |
Hoya Midco, LLC, Term Loan, 8.295%, (SOFR + 3.25%), 2/3/29 | 986 | 980,689 | |
Les Schwab Tire Centers, Term Loan, 8.443%, (1 mo. USD LIBOR + 3.25%), 11/2/27 | 2,880 | 2,868,433 | |
Mattress Firm, Inc., Term Loan, 9.95%, (6 mo. USD LIBOR + 4.25%), 9/25/28 | 1,184 | 1,162,617 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Specialty Retail (continued) | |||
PetSmart, Inc., Term Loan, 8.953%, (SOFR + 3.75%), 2/11/28 | 1,302 | $ 1,302,897 | |
Speedster Bidco GmbH, Term Loan, 6.29%, (6 mo. EURIBOR + 3.00%), 3/31/27 | EUR | 1,000 | 1,048,234 |
$ 15,051,829 | |||
Technology Hardware, Storage & Peripherals — 0.1% | |||
NCR Corporation, Term Loan, 7.78%, (3 mo. USD LIBOR + 2.50%), 8/28/26 | 909 | $ 903,942 | |
$ 903,942 | |||
Trading Companies & Distributors — 1.4% | |||
American Builders & Contractors Supply Co., Inc., Term Loan, 7.203%, (SOFR + 2.00%), 1/15/27 | 2,358 | $ 2,354,335 | |
Electro Rent Corporation, Term Loan, 10.83%, (SOFR + 5.50%), 11/1/24 | 1,789 | 1,715,002 | |
Hillman Group, Inc. (The): | |||
Term Loan, 3.161%, (1 mo. USD LIBOR + 2.75%), 7/14/28(23) | 72 | 71,424 | |
Term Loan, 7.967%, (1 mo. USD LIBOR + 2.75%), 7/14/28 | 294 | 293,386 | |
Patagonia Bidco Limited, Term Loan, 9.427%, (SONIA + 5.25%), 11/1/28 | GBP | 1,000 | 1,053,042 |
PEARLS (Netherlands) Bidco B.V., Term Loan, 6.742%, (3 mo. EURIBOR + 3.50%), 2/26/29 | EUR | 1,000 | 1,050,008 |
Quimper AB, Term Loan, 5.977%, (3 mo. EURIBOR + 2.93%), 2/16/26 | EUR | 1,875 | 1,975,029 |
Spin Holdco, Inc., Term Loan, 9.23%, (3 mo. USD LIBOR + 4.00%), 3/4/28 | 3,812 | 3,253,755 | |
SRS Distribution, Inc.: | |||
Term Loan, 8.693%, (1 mo. USD LIBOR + 3.50%), 6/2/28 | 983 | 963,464 | |
Term Loan, 8.703%, (SOFR + 3.50%), 6/2/28 | 370 | 363,061 | |
White Cap Buyer, LLC, Term Loan, 8.853%, (SOFR + 3.75%), 10/19/27 | 2,048 | 2,033,962 | |
Windsor Holdings III, LLC: | |||
Term Loan, 6/21/30(21) | 1,025 | 1,010,266 | |
Term Loan, 6/21/30(21) | EUR | 500 | 535,540 |
$ 16,672,274 | |||
Transportation Infrastructure — 0.1% | |||
Brown Group Holding, LLC: | |||
Term Loan, 7.702%, (SOFR + 2.50%), 6/7/28 | 220 | $ 217,273 | |
Term Loan, 8.852%, (SOFR + 3.75%), 7/2/29(22) | 248 | 247,381 | |
KKR Apple Bidco, LLC, Term Loan, 7.967%, (SOFR + 2.75%), 9/23/28 | 172 | 171,205 | |
$ 635,859 |
Borrower/Description | Principal Amount* (000's omitted) | Value | |
Wireless Telecommunication Services — 0.4% | |||
Digicel International Finance Limited, Term Loan, 8.981%, (6 mo. USD LIBOR + 3.25%), 5/28/24 | 4,787 | $ 4,412,201 | |
$ 4,412,201 | |||
Total Senior Floating-Rate Loans (identified cost $601,632,451) | $ 567,875,582 |
Sovereign Government Bonds — 4.0% |
Security | Principal Amount* (000's omitted) | Value | |
Albania — 0.1% | |||
Albania Government International Bond: | |||
3.50%, 10/9/25(14) | EUR | 101 | $ 105,764 |
5.90%, 6/9/28(14) | EUR | 978 | 1,046,250 |
$ 1,152,014 | |||
Angola — 0.0%(10) | |||
Angolan Government International Bond, 8.75%, 4/14/32(14) | 528 | $ 445,672 | |
$ 445,672 | |||
Argentina — 0.1% | |||
Argentina Bonar Bonds, 0.50%, 7/9/30 | 1,600 | $ 450,111 | |
Province of Salta Argentina, 8.50%, 12/1/27(14) | 77 | 59,251 | |
Provincia de Cordoba, 6.875%, 12/10/25(14) | 266 | 201,119 | |
Republic of Argentina: | |||
1.00%, 7/9/29 | 810 | 264,206 | |
3.875% to 7/31/23, 1/9/38(3) | 2,024 | 718,411 | |
$ 1,693,098 | |||
Armenia — 0.0%(10) | |||
Republic of Armenia, 3.95%, 9/26/29(14) | 200 | $ 166,423 | |
$ 166,423 | |||
Azerbaijan — 0.0%(10) | |||
Republic of Azerbaijan, 3.50%, 9/1/32(14) | 389 | $ 333,617 | |
$ 333,617 | |||
Bahrain — 0.1% | |||
Kingdom of Bahrain: | |||
5.625%, 5/18/34(14) | 200 | $ 174,693 | |
6.75%, 9/20/29(14) | 300 | 298,594 | |
7.375%, 5/14/30(14) | 590 | 604,477 | |
$ 1,077,764 |
Security | Principal Amount* (000's omitted) | Value | |
Barbados — 0.1% | |||
Government of Barbados, 6.50%, 10/1/29(1) | 949 | $ 895,666 | |
$ 895,666 | |||
Benin — 0.1% | |||
Benin Government International Bond: | |||
4.875%, 1/19/32(14) | EUR | 300 | $ 249,301 |
6.875%, 1/19/52(14) | EUR | 1,022 | 792,210 |
$ 1,041,511 | |||
Brazil — 0.2% | |||
Federative Republic of Brazil: | |||
3.875%, 6/12/30 | 371 | $ 329,535 | |
4.625%, 1/13/28 | 1,100 | 1,069,190 | |
5.00%, 1/27/45 | 600 | 469,158 | |
$ 1,867,883 | |||
Chile — 0.1% | |||
Chile Government International Bond: | |||
2.45%, 1/31/31 | 465 | $ 401,878 | |
3.24%, 2/6/28 | 260 | 244,654 | |
3.50%, 1/25/50 | 845 | 636,860 | |
$ 1,283,392 | |||
Croatia — 0.0%(10) | |||
Croatia Government International Bond, 1.75%, 3/4/41(14) | EUR | 212 | $ 163,207 |
$ 163,207 | |||
Dominican Republic — 0.1% | |||
Dominican Republic: | |||
4.50%, 1/30/30(14) | 430 | $ 377,927 | |
6.40%, 6/5/49(14) | 150 | 128,180 | |
6.85%, 1/27/45(14) | 300 | 273,059 | |
7.45%, 4/30/44(14) | 300 | 294,743 | |
$ 1,073,909 | |||
Ecuador — 0.1% | |||
Republic of Ecuador, 1.50% to 7/31/23, 7/31/40(3)(14) | 2,958 | $ 650,253 | |
$ 650,253 | |||
Egypt — 0.1% | |||
Arab Republic of Egypt: | |||
5.80%, 9/30/27(14) | 427 | $ 285,039 | |
8.70%, 3/1/49(14) | 452 | 244,943 | |
8.875%, 5/29/50(14) | 355 | 192,293 | |
$ 722,275 | |||
El Salvador — 0.0%(10) | |||
Republic of El Salvador: | |||
5.875%, 1/30/25(14) | 120 | $ 106,731 |
Security | Principal Amount* (000's omitted) | Value | |
El Salvador (continued) | |||
Republic of El Salvador: (continued) | |||
6.375%, 1/18/27(14) | 412 | $ 289,415 | |
7.125%, 1/20/50(14) | 150 | 83,847 | |
$ 479,993 | |||
Ethiopia — 0.1% | |||
Ethiopia Government International Bond, 6.625%, 12/11/24(14) | 970 | $ 672,830 | |
$ 672,830 | |||
Gabon — 0.0%(10) | |||
Gabon Government International Bond, 6.625%, 2/6/31(14) | 200 | $ 159,572 | |
$ 159,572 | |||
Ghana — 0.0%(10) | |||
Ghana Government International Bond: | |||
7.75%, 4/7/29(14) | 200 | $ 86,110 | |
8.125%, 3/26/32(14) | 200 | 86,414 | |
8.627%, 6/16/49(14) | 740 | 306,797 | |
8.75%, 3/11/61(14) | 221 | 92,194 | |
$ 571,515 | |||
Guatemala — 0.0%(10) | |||
Guatemala Government International Bond, 5.375%, 4/24/32(14) | 338 | $ 321,738 | |
$ 321,738 | |||
Honduras — 0.0%(10) | |||
Honduras Government International Bond: | |||
5.625%, 6/24/30(14) | 293 | $ 237,753 | |
6.25%, 1/19/27(14) | 407 | 371,528 | |
$ 609,281 | |||
Hungary — 0.1% | |||
Hungary Government International Bond: | |||
2.125%, 9/22/31(14) | 815 | $ 631,938 | |
6.25%, 9/22/32(1) | 400 | 410,820 | |
$ 1,042,758 | |||
India — 0.1% | |||
Export-Import Bank of India: | |||
2.25%, 1/13/31(14) | 600 | $ 483,696 | |
5.50%, 1/18/33(1) | 230 | 229,270 | |
$ 712,966 | |||
Indonesia — 0.2% | |||
Indonesia Government International Bond: | |||
3.55%, 3/31/32 | 1,613 | $ 1,463,526 |
Security | Principal Amount* (000's omitted) | Value | |
Indonesia (continued) | |||
Indonesia Government International Bond: (continued) | |||
4.65%, 9/20/32 | 455 | $ 446,518 | |
$ 1,910,044 | |||
Iraq — 0.1% | |||
Republic of Iraq, 5.80%, 1/15/28(14) | 1,152 | $ 1,062,062 | |
$ 1,062,062 | |||
Ivory Coast — 0.0%(10) | |||
Ivory Coast Government International Bond: | |||
5.25%, 3/22/30(14) | EUR | 257 | $ 237,798 |
6.625%, 3/22/48(14) | EUR | 100 | 77,658 |
6.875%, 10/17/40(14) | EUR | 102 | 84,773 |
$ 400,229 | |||
Jordan — 0.1% | |||
Kingdom of Jordan: | |||
5.85%, 7/7/30(14) | 300 | $ 275,613 | |
7.375%, 10/10/47(14) | 438 | 378,704 | |
$ 654,317 | |||
Kazakhstan — 0.0%(10) | |||
Kazakhstan Government International Bond, 6.50%, 7/21/45(14) | 500 | $ 529,099 | |
$ 529,099 | |||
Kenya — 0.0%(10) | |||
Republic of Kenya, 7.25%, 2/28/28(14) | 480 | $ 417,604 | |
$ 417,604 | |||
Kuwait — 0.0%(10) | |||
Kuwait International Government Bond, 3.50%, 3/20/27(14) | 247 | $ 239,048 | |
$ 239,048 | |||
Lebanon — 0.0%(10) | |||
Lebanese Republic: | |||
5.80%, 4/14/20(14)(19) | 57 | $ 3,836 | |
6.00%, 1/27/23(14)(19) | 253 | 17,232 | |
6.10%, 10/4/22(14)(19) | 972 | 66,417 | |
6.15%, 6/19/20(19) | 75 | 5,048 | |
6.20%, 2/26/25(14)(19) | 80 | 5,415 | |
6.25%, 5/27/22(19) | 130 | 8,725 | |
6.25%, 11/4/24(14)(19) | 16 | 1,082 | |
6.25%, 6/12/25(14)(19) | 287 | 19,129 | |
6.375%, 3/9/20(19) | 1,110 | 76,044 | |
6.40%, 5/26/23(19) | 13 | 877 | |
6.65%, 4/22/24(14)(19) | 567 | 39,123 | |
6.65%, 11/3/28(14)(19) | 207 | 14,093 | |
6.75%, 11/29/27(14)(19) | 4 | 275 |
Security | Principal Amount* (000's omitted) | Value | |
Lebanon (continued) | |||
Lebanese Republic: (continued) | |||
6.85%, 5/25/29(19) | 5 | $ 335 | |
7.00%, 3/20/28(14)(19) | 506 | 34,094 | |
7.05%, 11/2/35(14)(19) | 86 | 5,771 | |
7.15%, 11/20/31(14)(19) | 451 | 30,668 | |
8.20%, 5/17/33(19) | 156 | 10,436 | |
8.25%, 4/12/21(14)(19) | 402 | 27,057 | |
8.25%, 5/17/34(19) | 129 | 8,689 | |
$ 374,346 | |||
Mexico — 0.0%(10) | |||
Mexico Government International Bond, 5.00%, 4/27/51 | 370 | $ 321,728 | |
$ 321,728 | |||
Morocco — 0.0%(10) | |||
Morocco Government International Bond, 3.00%, 12/15/32(14) | 365 | $ 289,491 | |
$ 289,491 | |||
Mozambique — 0.0%(10) | |||
Mozambique Government International Bond, 5.00% to 9/15/23, 9/15/31(3)(14) | 207 | $ 157,806 | |
$ 157,806 | |||
Nigeria — 0.1% | |||
Nigeria Government International Bond, 7.375%, 9/28/33(14) | 930 | $ 734,616 | |
$ 734,616 | |||
North Macedonia — 0.2% | |||
North Macedonia Government International Bond: | |||
1.625%, 3/10/28(14) | EUR | 905 | $ 802,272 |
3.675%, 6/3/26(14) | EUR | 136 | 139,131 |
6.96%, 3/13/27(14) | EUR | 884 | 986,962 |
$ 1,928,365 | |||
Oman — 0.1% | |||
Oman Government International Bond: | |||
6.25%, 1/25/31(14) | 483 | $ 491,027 | |
6.75%, 1/17/48(14) | 230 | 221,550 | |
7.375%, 10/28/32(14) | 457 | 503,093 | |
$ 1,215,670 | |||
Pakistan — 0.0%(10) | |||
Islamic Republic of Pakistan: | |||
8.25%, 4/15/24(14) | 228 | $ 165,300 | |
8.875%, 4/8/51(14) | 222 | 99,236 | |
$ 264,536 |
Security | Principal Amount* (000's omitted) | Value | |
Panama — 0.1% | |||
Panama Government International Bond, 6.70%, 1/26/36 | 1,100 | $ 1,180,581 | |
$ 1,180,581 | |||
Paraguay — 0.1% | |||
Republic of Paraguay: | |||
4.95%, 4/28/31(14) | 577 | $ 555,716 | |
5.40%, 3/30/50(14) | 209 | 179,065 | |
$ 734,781 | |||
Peru — 0.1% | |||
Peruvian Government International Bond: | |||
2.783%, 1/23/31 | 926 | $ 793,916 | |
3.30%, 3/11/41 | 447 | 345,714 | |
$ 1,139,630 | |||
Romania — 0.2% | |||
Romania Government International Bond: | |||
1.75%, 7/13/30(14) | EUR | 649 | $ 541,421 |
2.00%, 1/28/32(14) | EUR | 15 | 12,058 |
2.00%, 4/14/33(14) | EUR | 8 | 6,182 |
2.124%, 7/16/31(14) | EUR | 25 | 20,744 |
3.375%, 1/28/50(14) | EUR | 518 | 355,288 |
3.624%, 5/26/30(14) | EUR | 8 | 7,671 |
3.75%, 2/7/34(14) | EUR | 49 | 43,334 |
4.625%, 4/3/49(14) | EUR | 1,115 | 942,435 |
5.00%, 9/27/26(14) | EUR | 238 | 261,207 |
6.625%, 9/27/29(14) | EUR | 650 | 737,425 |
$ 2,927,765 | |||
Serbia — 0.1% | |||
Serbia Government International Bond, 2.125%, 12/1/30(14) | 1,536 | $ 1,184,152 | |
$ 1,184,152 | |||
Sri Lanka — 0.2% | |||
Sri Lanka Government International Bond: | |||
5.75%, 4/18/23(14)(19) | 858 | $ 391,383 | |
6.20%, 5/11/27(14)(19) | 800 | 368,326 | |
6.35%, 6/28/24(14)(19) | 760 | 350,037 | |
6.75%, 4/18/28(14)(19) | 400 | 184,204 | |
6.825%, 7/18/26(14)(19) | 200 | 94,747 | |
6.85%, 3/14/24(14)(19) | 681 | 313,641 | |
6.85%, 11/3/25(14)(19) | 400 | 190,610 | |
7.55%, 3/28/30(14)(19) | 400 | 184,159 | |
7.85%, 3/14/29(14)(19) | 764 | 351,742 | |
$ 2,428,849 |
Security | Principal Amount* (000's omitted) | Value | |
Suriname — 0.4% | |||
Republic of Suriname, 9.25%, 10/26/26(14)(19) | 5,751 | $ 4,888,350 | |
$ 4,888,350 | |||
Turkey — 0.2% | |||
Republic of Turkey: | |||
5.75%, 5/11/47 | 350 | $ 240,044 | |
6.125%, 10/24/28 | 1,112 | 996,268 | |
9.375%, 1/19/33 | 710 | 713,517 | |
$ 1,949,829 | |||
Ukraine — 0.0%(10) | |||
Ukraine Government International Bond: | |||
0.00%, GDP-Linked, 8/1/41(12)(14)(24) | 877 | $ 346,547 | |
7.75%, 9/1/24(14) | 352 | 91,520 | |
7.75%, 9/1/25(14) | 176 | 44,273 | |
7.75%, 9/1/28(14) | 176 | 42,635 | |
$ 524,975 | |||
United Arab Emirates — 0.2% | |||
Finance Department Government of Sharjah: | |||
4.375%, 3/10/51(14) | 2,625 | $ 1,803,493 | |
6.50%, 11/23/32(1) | 660 | 682,463 | |
$ 2,485,956 | |||
Uzbekistan — 0.1% | |||
Republic of Uzbekistan: | |||
3.90%, 10/19/31(14) | 564 | $ 454,725 | |
4.75%, 2/20/24(14) | 355 | 351,982 | |
5.375%, 2/20/29(14) | 300 | 275,205 | |
$ 1,081,912 | |||
Zambia — 0.1% | |||
Zambia Government International Bond: | |||
5.375%, 9/20/22(14)(19) | 388 | $ 204,670 | |
8.50%, 4/14/24(14)(19) | 200 | 116,714 | |
8.97%, 7/30/27(14)(19) | 517 | 298,857 | |
$ 620,241 | |||
Total Sovereign Government Bonds (identified cost $54,816,408) | $ 48,783,319 |
Sovereign Loans — 0.5% |
Borrower/Description | Principal Amount (000's omitted) | Value | |
Kenya — 0.1% | |||
Government of Kenya, Term Loan, 11.979%, (3 mo. USD LIBOR + 6.45%), 6/29/25(2) | $ | 1,248 | $ 1,271,103 |
$ 1,271,103 |
Borrower/Description | Principal Amount (000's omitted) | Value | |
Nigeria — 0.1% | |||
Bank of Industry Limited, Term Loan, 11.511%, (3 mo. USD LIBOR + 6.00%), 12/11/23(2)(25) | $ | 502 | $ 503,026 |
$ 503,026 | |||
Tanzania — 0.3% | |||
Government of the United Republic of Tanzania, Term Loan, 11.672%, (6 mo. USD LIBOR + 6.30%), 4/28/31(2) | $ | 4,151 | $ 4,093,451 |
$ 4,093,451 | |||
Total Sovereign Loans (identified cost $5,898,983) | $ 5,867,580 |
U.S. Government Agency Mortgage-Backed Securities — 27.2% |
Security | Principal Amount (000's omitted) | Value | |
Federal Home Loan Mortgage Corp.: | |||
5.00%, with various maturities to 2052 | $ | 51,834 | $ 50,884,444 |
5.50%, 5/1/32 | 240 | 241,501 | |
6.50%, with various maturities to 2036 | 1,476 | 1,513,042 | |
7.00%, with various maturities to 2036 | 1,213 | 1,252,170 | |
7.50%, with various maturities to 2035 | 627 | 643,645 | |
8.00%, with various maturities to 2030 | 81 | 82,917 | |
9.00%, with various maturities to 2031 | 13 | 13,980 | |
Federal National Mortgage Association: | |||
4.063%, (COF + 1.31%), 10/1/36(26) | 385 | 375,224 | |
4.186%, (6 mo. USD LIBOR + 1.54%), 9/1/37(26) | 483 | 486,447 | |
4.50%, 7/1/42 | 2,643 | 2,598,256 | |
4.561%, (1 yr. CMT + 2.27%), 8/1/36(26) | 2,470 | 2,518,858 | |
5.00%, with various maturities to 2052 | 4,687 | 4,653,100 | |
5.50%, 30-Year, TBA(27) | 4,650 | 4,629,108 | |
5.50%, with various maturities to 2033 | 320 | 323,545 | |
6.00%, with various maturities to 2029 | 121 | 121,076 | |
6.334%, (COF + 2.00%), 7/1/32(26) | 474 | 491,514 | |
6.50%, with various maturities to 2036 | 6,156 | 6,303,620 | |
7.00%, with various maturities to 2037 | 1,331 | 1,372,080 | |
7.50%, with various maturities to 2035 | 664 | 693,227 | |
8.00%, with various maturities to 2027 | 31 | 31,414 | |
8.034%, 9/15/27(8) | 29 | 29,613 | |
8.168%, 9/20/28(8) | 7 | 7,131 | |
8.208%, 10/15/29(8) | 8 | 7,931 | |
8.285%, 6/15/27(8) | 13 | 12,989 | |
8.50%, with various maturities to 2037 | 152 | 157,544 | |
9.00%, with various maturities to 2032 | 131 | 134,138 | |
9.50%, with various maturities to 2030 | 26 | 26,880 | |
Government National Mortgage Association: | |||
4.00%, 9/20/49 | 220 | 210,354 | |
4.50%, with various maturities to 2052 | 2,483 | 2,406,750 | |
5.00%, 6/20/52 | 14,624 | 14,399,809 | |
5.50%, 30-Year, TBA(27) | 93,900 | 93,516,203 |
Security | Principal Amount (000's omitted) | Value | |
Government National Mortgage Association: (continued) | |||
6.00%, 30-Year, TBA(27) | $ | 104,000 | $ 104,709,353 |
6.00%, 5/15/24 | 16 | 15,563 | |
6.50%, 30-Year, TBA(27) | 31,538 | 32,105,585 | |
6.50%, 8/15/24 | 74 | 73,571 | |
7.00%, 4/20/26 | 44 | 45,085 | |
7.50%, with various maturities to 2032 | 632 | 646,051 | |
8.00%, with various maturities to 2034 | 739 | 757,991 | |
9.00%, 12/15/25 | 49 | 49,212 | |
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $334,355,383) | $ 328,540,921 |
Warrants — 0.0% |
Security | Shares | Value | |
Leisure Goods/Activities/Movies — 0.0% | |||
Cineworld Group PLC, Exp. 11/23/25(12)(13) | 78,565 | $ 0 | |
$ 0 | |||
Retailers (Except Food and Drug) — 0.0% | |||
David’s Bridal, LLC, Exp. 12/31/28(11)(12)(13) | 7,886 | $ 0 | |
$ 0 | |||
Total Warrants (identified cost $0) | $ 0 |
Miscellaneous — 0.0%(10) |
Security | Principal Amount/ Shares | Value | |
Cable and Satellite Television — 0.0% | |||
ACC Claims Holdings, LLC(11)(13) | 2,257,600 | $ 0 | |
$ 0 | |||
Financial Intermediaries — 0.0% | |||
Alpha Holding S.A., Escrow Certificates(11)(12) | 400,000 | $ 0 | |
Alpha Holding S.A., Escrow Certificates(11)(12) | 1,530,000 | 0 | |
$ 0 | |||
Surface Transport — 0.0%(10) | |||
Hertz Corp., Escrow Certificates(12) | $ | 364,000 | $ 32,760 |
$ 32,760 | |||
Total Miscellaneous (identified cost $0) | $ 32,760 |
Short-Term Investments — 2.0% |
Affiliated Fund — 2.0% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.03%(28) | 23,831,117 | $ 23,831,117 | |
Total Affiliated Fund (identified cost $23,831,117) | $ 23,831,117 |
U.S. Treasury Obligations — 0.0%(10) |
Security | Principal Amount (000's omitted) | Value | |
U.S. Treasury Bill, 0.00%, 10/12/23(29) | $ | 500 | $ 492,732 |
Total U.S. Treasury Obligations (identified cost $492,604) | $ 492,732 | ||
Total Short-Term Investments (identified cost $24,323,721) | $ 24,323,849 | ||
Total Investments — 162.0% (identified cost $2,133,097,215) | $1,956,112,719 | ||
Less Unfunded Loan Commitments — (0.0)%(10) | $ (76,356) | ||
Net Investments — 162.0% (identified cost $2,133,020,859) | $1,956,036,363 | ||
Other Assets, Less Liabilities — (44.1)% | $ (532,680,638) | ||
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (17.9)% | $ (216,148,006) | ||
Net Assets Applicable to Common Shares — 100.0% | $1,207,207,719 |
The percentage shown for each investment category in the Portfolio of Investments is based on net assets applicable to common shares. | |
* | In U.S. dollars unless otherwise indicated. |
(1) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At June 30, 2023, the aggregate value of these securities is $639,374,801 or 53.0% of the Fund's net assets applicable to common shares. |
(2) | Variable rate security. The stated interest rate represents the rate in effect at June 30, 2023. |
(3) | Step coupon security. Interest rate represents the rate in effect at June 30, 2023. |
(4) | Principal amount is less than $500. |
(5) | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at June 30, 2023. |
(6) | Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated. |
(7) | Principal only security that entitles the holder to receive only principal payments on the underlying mortgages. |
(8) | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at June 30, 2023. |
(9) | Represents an investment in an issuer that may be deemed to be an affiliate. |
(10) | Amount is less than 0.05% or (0.05)%, as applicable. |
(11) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(12) | Non-income producing security. |
(13) | Security was acquired in connection with a restructuring of a Senior Loan and may be subject to restrictions on resale. |
(14) | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At June 30, 2023, the aggregate value of these securities is $75,198,909 or 6.2% of the Fund's net assets applicable to common shares. |
(15) | Security converts to variable rate after the indicated fixed-rate coupon period. |
(16) | Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion. |
(17) | Perpetual security with no stated maturity date but may be subject to calls by the issuer. |
(18) | When-issued security. For a variable rate security interest rate will be determined after June 30, 2023. |
(19) | Issuer is in default with respect to interest and/or principal payments. For a variable rate security, interest rate has been adjusted to reflect non-accrual status. |
(20) | Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the Secured Overnight Financing Rate (“SOFR”) (or the London Interbank Offered Rate (“LIBOR”) for those loans whose rates reset prior to the discontinuance of LIBOR on June 30, 2023) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold. |
(21) | This Senior Loan will settle after June 30, 2023, at which time the interest rate will be determined. |
(22) | The stated interest rate represents the weighted average interest rate at June 30, 2023 of contracts within the senior loan facility. Interest rates on contracts are primarily redetermined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. |
(23) | Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At June 30, 2023, the total value of unfunded loan commitments is $75,145. |
(24) | Amounts payable in respect of the security are contingent upon and determined by reference to Ukraine’s GDP and Real GDP Growth Rate. Principal amount represents the notional amount used to calculate payments due to the security holder and does not represent an entitlement for payment. |
(25) | Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date. |
(26) | Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at June 30, 2023. |
(27) | TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement. |
(28) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of June 30, 2023. |
(29) | Security (or a portion thereof) has been pledged to cover margin requirements on open derivative contracts. |
Forward Foreign Currency Exchange Contracts (Centrally Cleared) | |||||
Currency Purchased | Currency Sold | Settlement Date | Value/Unrealized Appreciation (Depreciation) | ||
EUR | 1,142,236 | USD | 1,252,196 | 9/20/23 | $(1,021) |
USD | 3,797,492 | EUR | 3,464,022 | 9/20/23 | 3,096 |
USD | 1,886,318 | EUR | 1,720,675 | 9/20/23 | 1,538 |
USD | 1,659,441 | EUR | 1,513,721 | 9/20/23 | 1,353 |
USD | 686,235 | EUR | 625,975 | 9/20/23 | 559 |
USD | 163,076 | EUR | 150,154 | 9/20/23 | (1,399) |
USD | 163,311 | EUR | 151,533 | 9/20/23 | (2,675) |
$1,451 |
Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 45,035,720 | EUR | 42,161,465 | Standard Chartered Bank | 7/5/23 | $ — | $ (970,885) |
EUR | 126,497 | USD | 136,746 | Bank of America, N.A. | 7/7/23 | 1,301 | — |
EUR | 14,820 | USD | 16,266 | Citibank, N.A. | 7/7/23 | — | (93) |
EUR | 63,762 | USD | 68,839 | HSBC Bank USA, N.A. | 7/7/23 | 745 | — |
USD | 169,003 | EUR | 154,089 | HSBC Bank USA, N.A. | 7/7/23 | 845 | — |
USD | 90,572 | EUR | 83,771 | HSBC Bank USA, N.A. | 7/7/23 | — | (848) |
USD | 1,038,475 | EUR | 968,758 | HSBC Bank USA, N.A. | 7/7/23 | — | (18,734) |
EUR | 4,000,000 | USD | 4,322,464 | HSBC Bank USA, N.A. | 7/28/23 | 47,235 | — |
EUR | 217,443 | USD | 241,536 | Goldman Sachs International | 7/31/23 | — | (3,961) |
EUR | 368,192 | USD | 408,023 | HSBC Bank USA, N.A. | 7/31/23 | — | (5,741) |
EUR | 3,000,000 | USD | 3,243,570 | Standard Chartered Bank | 7/31/23 | 34,191 | — |
EUR | 458,218 | USD | 494,591 | Standard Chartered Bank | 7/31/23 | 6,052 | — |
EUR | 159,975 | USD | 173,042 | State Street Bank and Trust Company | 7/31/23 | 1,745 | — |
GBP | 28,018 | USD | 34,757 | Goldman Sachs International | 7/31/23 | 833 | — |
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
GBP | 87,569 | USD | 108,943 | State Street Bank and Trust Company | 7/31/23 | $ 2,290 | $ — |
USD | 9,564 | CAD | 12,900 | State Street Bank and Trust Company | 7/31/23 | — | (177) |
USD | 472,756 | CAD | 642,697 | The Royal Bank of Scotland PLC | 7/31/23 | — | (12,573) |
USD | 351,998 | EUR | 326,248 | Goldman Sachs International | 7/31/23 | — | (4,456) |
USD | 17,326,482 | EUR | 15,604,530 | HSBC Bank USA, N.A. | 7/31/23 | 277,176 | — |
USD | 15,602,158 | EUR | 14,048,267 | HSBC Bank USA, N.A. | 7/31/23 | 253,205 | — |
USD | 645,457 | EUR | 581,310 | HSBC Bank USA, N.A. | 7/31/23 | 10,325 | — |
USD | 581,221 | EUR | 523,335 | HSBC Bank USA, N.A. | 7/31/23 | 9,433 | — |
USD | 158,899 | EUR | 143,550 | HSBC Bank USA, N.A. | 7/31/23 | 2,058 | — |
USD | 15,181 | EUR | 13,947 | Standard Chartered Bank | 7/31/23 | — | (57) |
USD | 510,837 | EUR | 470,595 | Standard Chartered Bank | 7/31/23 | — | (3,329) |
USD | 3,225,382 | EUR | 3,000,000 | Standard Chartered Bank | 7/31/23 | — | (52,379) |
USD | 15,792 | EUR | 14,396 | State Street Bank and Trust Company | 7/31/23 | 63 | — |
USD | 3,545 | GBP | 2,837 | Bank of America, N.A. | 7/31/23 | — | (58) |
USD | 56,808 | GBP | 45,459 | Bank of America, N.A. | 7/31/23 | — | (935) |
USD | 309,420 | GBP | 247,732 | Citibank, N.A. | 7/31/23 | — | (5,257) |
USD | 4,367,417 | GBP | 3,496,695 | Citibank, N.A. | 7/31/23 | — | (74,206) |
USD | 111,721 | GBP | 88,765 | HSBC Bank USA, N.A. | 7/31/23 | — | (1,031) |
USD | 134,222 | GBP | 107,202 | HSBC Bank USA, N.A. | 7/31/23 | — | (1,950) |
USD | 82,324 | GBP | 64,825 | Standard Chartered Bank | 7/31/23 | — | (19) |
USD | 1,197 | GBP | 958 | Standard Chartered Bank | 7/31/23 | — | (20) |
USD | 3,882 | GBP | 3,117 | State Street Bank and Trust Company | 7/31/23 | — | (78) |
USD | 3,873,669 | EUR | 3,597,776 | Bank of America, N.A. | 8/31/23 | — | (63,267) |
USD | 4,036,239 | EUR | 3,750,000 | Bank of America, N.A. | 8/31/23 | — | (67,271) |
USD | 4,035,768 | EUR | 3,750,000 | Bank of America, N.A. | 8/31/23 | — | (67,742) |
USD | 4,037,301 | EUR | 3,750,000 | State Street Bank and Trust Company | 8/31/23 | — | (66,209) |
USD | 4,036,036 | EUR | 3,750,000 | State Street Bank and Trust Company | 8/31/23 | — | (67,474) |
USD | 4,035,436 | EUR | 3,750,000 | State Street Bank and Trust Company | 8/31/23 | — | (68,073) |
USD | 83,415 | GBP | 67,428 | Bank of America, N.A. | 8/31/23 | — | (2,241) |
USD | 5,174,945 | GBP | 4,187,309 | State Street Bank and Trust Company | 8/31/23 | — | (144,256) |
EUR | 307,323 | USD | 332,807 | Bank of America, N.A. | 9/20/23 | 3,826 | — |
USD | 6,579,416 | EUR | 6,000,000 | Bank of America, N.A. | 9/29/23 | 4,183 | — |
USD | 330,133 | EUR | 301,110 | Standard Chartered Bank | 9/29/23 | 155 | — |
USD | 6,580,419 | EUR | 6,000,000 | State Street Bank and Trust Company | 9/29/23 | 5,186 | — |
USD | 6,945,933 | EUR | 6,333,973 | State Street Bank and Trust Company | 9/29/23 | 4,708 | — |
USD | 6,579,688 | EUR | 6,000,000 | State Street Bank and Trust Company | 9/29/23 | 4,455 | — |
$670,010 | $(1,703,320) |
Futures Contracts | |||||
Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/Unrealized Appreciation (Depreciation) |
Interest Rate Futures | |||||
U.S. 2-Year Treasury Note | 109 | Long | 9/29/23 | $22,164,469 | $(194,846) |
Euro-Bobl | (23) | Short | 9/7/23 | (2,904,044) | 32,637 |
Euro-Bund | (9) | Short | 9/7/23 | (1,313,434) | 6,875 |
Euro-Buxl | (8) | Short | 9/7/23 | (1,218,653) | (27,069) |
U.S. 2-Year Treasury Note | (1) | Short | 9/29/23 | (203,344) | 2,375 |
U.S. 5-Year Treasury Note | (88) | Short | 9/29/23 | (9,424,250) | 127,582 |
U.S. 10-Year Treasury Note | (86) | Short | 9/20/23 | (9,654,844) | 125,277 |
U.S. Long Treasury Bond | (2) | Short | 9/20/23 | (253,813) | (1,287) |
U.S. Ultra 10-Year Treasury Note | (3) | Short | 9/20/23 | (355,312) | 2,733 |
U.S. Ultra-Long Treasury Bond | (33) | Short | 9/20/23 | (4,495,219) | (77,451) |
$(3,174) |
Credit Default Swaps - Buy Protection (Centrally Cleared) | |||||||
Reference Entity | Notional Amount* (000's omitted) | Contract Annual Fixed Rate** | Termination Date | Value | Unamortized Upfront Receipts (Payments) | Unrealized Appreciation (Depreciation) | |
Mexico | $1,384 | 1.00% (pays quarterly)(1) | 6/20/28 | $632 | $(25,382) | $(24,750) | |
Total | $632 | $(25,382) | $(24,750) |
Credit Default Swaps - Sell Protection (OTC) | ||||||||
Reference Entity | Counterparty | Notional Amount* (000's omitted) | Contract Annual Fixed Rate** | Current Market Annual Fixed Rate*** | Termination Date | Value | Unamortized Upfront Receipts (Payments) | Unrealized Appreciation (Depreciation) |
Mexico | Citibank, N.A. | $2,041 | 1.00% (pays quarterly)(1) | 1.65% | 12/20/31 | $(89,610) | $77,290 | $(12,320) |
Total | $2,041 | $(89,610) | $77,290 | $(12,320) |
* | If the Fund is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Fund could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At June 30, 2023, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $2,041,000. |
** | The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) or paid by the Fund (as a buyer of protection) on the notional amount of the credit default swap contract. |
*** | Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market’s perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as “Defaulted” indicates a credit event has occurred for the reference entity. |
(1) | Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon. |
Abbreviations: | |
CMT | – Constant Maturity Treasury |
COF | – Cost of Funds 11th District |
DIP | – Debtor In Possession |
EURIBOR | – Euro Interbank Offered Rate |
GDP | – Gross Domestic Product |
LIBOR | – London Interbank Offered Rate |
OTC | – Over-the-counter |
PIK | – Payment In Kind |
SOFR | – Secured Overnight Financing Rate |
SONIA | – Sterling Overnight Interbank Average |
TBA | – To Be Announced |
Currency Abbreviations: | |
CAD | – Canadian Dollar |
EUR | – Euro |
GBP | – British Pound Sterling |
USD | – United States Dollar |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Interest/ Dividend income | Principal amount/ Shares, end of period |
Commercial Mortgage-Backed Securities | ||||||||
Morgan Stanley Bank of America Merrill Lynch Trust: | ||||||||
Series 2014-C16, Class B, 4.439%, 6/15/47 | $342,690 | $ — | $ — | $ — | $(17,955) | $325,067 | $4,367 | $363,000 |
Series 2015-C23, Class D, 4.277%, 7/15/50 | 2,054,435 | — | — | — | 149,277 | 2,207,271 | 32,103 | 2,670,000 |
Series 2016-C29, Class D, 3.00%, 5/15/49 | 2,540,356 | — | — | — | (37,445) | 2,508,116 | 32,035 | 3,577,365 |
Series 2016-C32, Class D, 3.396%, 12/15/49 | 1,054,795 | — | — | — | (23,339) | 1,035,134 | 17,262 | 1,600,000 |
Morgan Stanley Capital I Trust: | ||||||||
Series 2016-UBS12, Class D, 3.312%, 12/15/49 | 2,198,211 | — | — | — | 113,589 | 2,320,391 | 45,758 | 4,488,667 |
Series 2019-BPR, Class C, 8.743%, (1 mo. USD LIBOR + 3.55%), 5/15/36 | 1,743,153 | — | — | — | 14,700 | 1,757,853 | 39,030 | 1,845,000 |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Interest/ Dividend income | Principal amount/ Shares, end of period |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | $26,067,123 | $157,547,794 | $(159,783,800) | $ — | $ — | $23,831,117 | $397,163 | 23,831,117 |
Total | $ — | $198,827 | $33,984,949 | $567,718 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
Asset Description | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $ — | $ 97,521,743 | $ — | $ 97,521,743 |
Closed-End Funds | 19,522,125 | — | — | 19,522,125 |
Collateralized Mortgage Obligations | — | 126,370,498 | — | 126,370,498 |
Commercial Mortgage-Backed Securities | — | 78,254,219 | — | 78,254,219 |
Common Stocks | 177,397 | 5,555,612 | 255,338 | 5,988,347 |
Convertible Bonds | — | 1,749,691 | — | 1,749,691 |
Convertible Preferred Stocks | — | — | 0 | 0 |
Corporate Bonds | — | 650,326,495 | — | 650,326,495 |
Preferred Stocks | — | 955,590 | 0 | 955,590 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 566,669,552 | 1,129,674 | 567,799,226 |
Sovereign Government Bonds | — | 48,783,319 | — | 48,783,319 |
Sovereign Loans | — | 5,867,580 | — | 5,867,580 |
U.S. Government Agency Mortgage-Backed Securities | — | 328,540,921 | — | 328,540,921 |
Warrants | — | 0 | 0 | 0 |
Miscellaneous | — | 32,760 | 0 | 32,760 |
Short-Term Investments: | ||||
Affiliated Fund | 23,831,117 | — | — | 23,831,117 |
U.S. Treasury Obligations | — | 492,732 | — | 492,732 |
Total Investments | $43,530,639 | $1,911,120,712 | $1,385,012 | $1,956,036,363 |
Forward Foreign Currency Exchange Contracts | $ — | $ 676,556 | $ — | $ 676,556 |
Futures Contracts | 297,479 | — | — | 297,479 |
Swap Contracts | — | 632 | — | 632 |
Total | $43,828,118 | $1,911,797,900 | $1,385,012 | $1,957,011,030 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (1,708,415) | $ — | $ (1,708,415) |
Futures Contracts | (300,653) | — | — | (300,653) |
Liability Description (continued) | Level 1 | Level 2 | Level 3 | Total |
Swap Contracts | $ — | $ (89,610) | $ — | $ (89,610) |
Total | $ (300,653) | $ (1,798,025) | $ — | $ (2,098,678) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
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