Eaton Vance

Limited Duration Income Fund

June 30, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Asset-Backed Securities — 7.7%

Security	Principal Amount (000’s omitted)		Value
Alinea CLO, Ltd., Series 2018-1A, Class E, 6.188%, (3 mo. USD LIBOR + 6.00%), 7/20/31(1)(2)	$	1,000	$	987,536
AMMC CLO 15, Ltd., Series 2014-15A, Class ERR, 7.094%, (3 mo. USD LIBOR + 6.91%), 1/15/32(1)(2)		500		492,906
AMMC CLO XII, Ltd., Series 2013-12A, Class ER, 6.342%, (3 mo. USD LIBOR + 6.18%), 11/10/30(1)(2)		2,000		1,883,748
Ares LII CLO, Ltd., Series 2019-52A, Class E, 6.734%, (3 mo. USD LIBOR + 6.55%), 4/22/31(1)(2)		1,000		1,000,453
Ares XXXIV CLO, Ltd., Series 2015-2A, Class ER, 7.04%, (3 mo. USD LIBOR + 6.85%), 4/17/33(1)(2)		2,000		1,982,182
Ares XXXVR CLO, Ltd., Series 2015-35RA, Class E, 5.884%, (3 mo. USD LIBOR + 5.70%), 7/15/30(1)(2)		2,000		1,959,180
Bain Capital Credit CLO, Ltd., Series 2017-2A, Class E, 6.526%, (3 mo. USD LIBOR + 6.35%), 7/25/30(1)(2)		2,000		2,001,000
Bardot CLO, Ltd., Series 2019-2A, Class E, 7.134%, (3 mo. USD LIBOR + 6.95%), 10/22/32(1)(2)		1,850		1,853,469
Benefit Street Partners CLO XVI, Ltd., Series 2018-16A, Class E, 6.89%, (3 mo. USD LIBOR + 6.70%), 1/17/32(1)(2)		3,000		2,988,123
Benefit Street Partners CLO XVII, Ltd., Series 2019-17A, Class E, 6.784%, (3 mo. USD LIBOR + 6.60%), 7/15/32(1)(2)		3,000		3,001,428
Benefit Street Partners CLO XVIII, Ltd., Series 2019-18A, Class E, 7.084%, (3 mo. USD LIBOR + 6.90%), 10/15/32(1)(2)		4,500		4,502,443
BlueMountain CLO XXIV, Ltd., Series 2019-24A, Class ER, 7.00%, (3 mo. USD LIBOR + 6.84%), 4/20/34(1)(2)		1,000		991,498
BlueMountain CLO XXV, Ltd.:
Series 2019-25A, Class E, 6.884%, (3 mo. USD LIBOR + 6.70%), 7/15/32(1)(2)		4,500		4,502,250
Series 2019-25A, Class ER, 7/15/36(1)(3)		2,000		2,001,000
BlueMountain CLO XXVI, Ltd., Series 2019-26A, Class E, 7.888%, (3 mo. USD LIBOR + 7.70%), 10/20/32(1)(2)		6,500		6,517,537
BlueMountain CLO, Ltd.:
Series 2016-3A, Class ER, 6.106%, (3 mo. USD LIBOR + 5.95%), 11/15/30(1)(2)		2,000		1,887,930
Series 2018-1A, Class E, 6.136%, (3 mo. USD LIBOR + 5.95%), 7/30/30(1)(2)		1,000		936,661
Canyon Capital CLO, Ltd.:
Series 2016-2A, Class ER, 6.184%, (3 mo. USD LIBOR + 6.00%), 10/15/31(1)(2)		3,350		3,194,922
Series 2019-2A, Class E, 7.334%, (3 mo. USD LIBOR + 7.15%), 10/15/32(1)(2)		1,000		1,002,385
Carlyle CLO 17, Ltd., Series C17A, Class DR, 6.186%, (3 mo. USD LIBOR + 6.00%), 4/30/31(1)(2)		1,750		1,677,837
Carlyle Global Market Strategies CLO, Ltd.:
Series 2012-3A, Class DR2, 6.686%, (3 mo. USD LIBOR + 6.50%), 1/14/32(1)(2)		2,000		1,899,068
Series 2014-4RA, Class D, 5.834%, (3 mo. USD LIBOR + 5.65%), 7/15/30(1)(2)		1,250		1,134,864
Series 2015-5A, Class DR, 6.888%, (3 mo. USD LIBOR + 6.70%), 1/20/32(1)(2)		1,000		956,725
Cedar Funding X CLO, Ltd., Series 2019-10A, Class E, 7.188%, (3 mo. USD LIBOR + 7.00%), 10/20/32(1)(2)		1,500		1,502,549

1

Security	Principal Amount (000’s omitted)		Value
Dryden Senior Loan Fund:
Series 2015-41A, Class ER, 5.484%, (3 mo. USD LIBOR + 5.30%), 4/15/31(1)(2)	$	2,000	$	1,914,792
Series 2016-42A, Class ER, 5.734%, (3 mo. USD LIBOR + 5.55%), 7/15/30(1)(2)		1,000		971,497
FOCUS Brands Funding, LLC, Series 2017-1A, Class A2IB, 3.857%, 4/30/47(1)		1,555		1,581,681
Fort Washington CLO, Ltd., Series 2019-1A, Class E, 7.438%, (3 mo. USD LIBOR + 7.25%), 10/20/32(1)(2)		1,500		1,502,037
Galaxy XIX CLO, Ltd., Series 2015-19A, Class D2R, 7.176%, (3 mo. USD LIBOR + 7.00%), 7/24/30(1)(2)		1,600		1,583,659
Galaxy XV CLO, Ltd., Series 2013-15A, Class ER, 6.829%, (3 mo. USD LIBOR + 6.65%), 10/15/30(1)(2)		3,275		3,240,193
Galaxy XXI CLO, Ltd., Series 2015-21A, Class ER, 5.438%, (3 mo. USD LIBOR + 5.25%), 4/20/31(1)(2)		1,100		1,052,348
Galaxy XXV CLO, Ltd., Series 2018-25A, Class E, 6.126%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)		1,000		981,645
Golub Capital Partners CLO 37B, Ltd., Series 2018-37A, Class E, 5.938%, (3 mo. USD LIBOR + 5.75%), 7/20/30(1)(2)		3,000		2,755,623
Kayne CLO 5, Ltd., Series 2019-5A, Class E, 6.876%, (3 mo. USD LIBOR + 6.70%), 7/24/32(1)(2)		4,550		4,553,021
Madison Park Funding XVII, Ltd., Series 2015-17A, Class ER, 6.686%, (3 mo. USD LIBOR + 6.50%), 7/21/30(1)(2)		2,000		1,990,386
Madison Park Funding XXXVI, Ltd., Series 2019-36A, Class E, 7.434%, (3 mo. USD LIBOR + 7.25%), 1/15/33(1)(2)		1,500		1,502,151
Madison Park Funding XXXVII, Ltd., Series 2019-37A, Class E, 6.734%, (3 mo. USD LIBOR + 6.55%), 7/15/32(1)(2)		5,500		5,503,063
Magnetite XXIV, Ltd., Series 2019-24A, Class E, 7.134%, (3 mo. USD LIBOR + 6.95%), 1/15/33(1)(2)		3,000		3,029,238
Neuberger Berman CLO XXII, Ltd., Series 2016-22A, Class ER, 6.25%, (3 mo. USD LIBOR + 6.06%), 10/17/30(1)(2)		1,500		1,489,220
Neuberger Berman Loan Advisers CLO 30, Ltd., Series 2018-30A, Class ER, 6.388%, (3 mo. USD LIBOR + 6.20%), 1/20/31(1)(2)		2,000		1,999,918
Neuberger Berman Loan Advisers CLO 31, Ltd., Series 2019-31A, Class ER, 6.683%, (3 mo. USD LIBOR + 6.50%), 4/20/31(1)(2)		1,000		999,955
Neuberger Berman Loan Advisers CLO 33, Ltd., Series 2019-33A, Class E, 6.984%, (3 mo. USD LIBOR + 6.80%), 10/16/32(1)(2)		2,250		2,254,410
Oaktree CLO, Ltd., Series 2019-3A, Class E, 6.958%, (3 mo. USD LIBOR + 6.77%), 7/20/31(1)(2)		3,625		3,528,843
Palmer Square CLO, Ltd.:
Series 2013-2A, Class DRR, 6.04%, (3 mo. USD LIBOR + 5.85%), 10/17/31(1)(2)		2,000		1,967,496
Series 2018-2A, Class D, 5.784%, (3 mo. USD LIBOR + 5.60%), 7/16/31(1)(2)		1,000		981,605
Series 2019-1A, Class D, 7.154%, (3 mo. USD LIBOR + 7.00%), 11/14/32(1)(2)		2,000		2,005,202
Regatta IX Funding, Ltd., Series 2017-1A, Class E, 6.19%, (3 mo. USD LIBOR + 6.00%), 4/17/30(1)(2)		450		447,294
Regatta XII Funding, Ltd., Series 2019-1A, Class E, 7.034%, (3 mo. USD LIBOR + 6.85%), 10/15/32(1)(2)		2,000		2,004,016
Regatta XIII Funding, Ltd., Series 2018-2A, Class D, 6.134%, (3 mo. USD LIBOR + 5.95%), 7/15/31(1)(2)		2,000		1,925,178
Regatta XIV Funding, Ltd., Series 2018-3A, Class E, 6.126%, (3 mo. USD LIBOR + 5.95%), 10/25/31(1)(2)		1,000		971,651

2

Security	Principal Amount (000’s omitted)		Value
Regatta XVI Funding, Ltd., Series 2019-2A, Class E, 7.184%, (3 mo. USD LIBOR + 7.00%), 1/15/33(1)(2)	$	1,800	$	1,802,785
Southwick Park CLO, LLC, Series 2019-4A, Class E, 6.888%, (3 mo. USD LIBOR + 6.70%), 7/20/32(1)(2)		6,000		6,004,032
Vibrant CLO IX, Ltd., Series 2018-9A, Class D, 6.438%, (3 mo. USD LIBOR + 6.25%), 7/20/31(1)(2)		1,000		921,172
Vibrant CLO XI, Ltd., Series 2019-11A, Class D, 6.958%, (3 mo. USD LIBOR + 6.77%), 7/20/32(1)(2)		575		553,563
Voya CLO, Ltd.:
Series 2015-3A, Class DR, 6.388%, (3 mo. USD LIBOR + 6.20%), 10/20/31(1)(2)		3,000		2,846,958
Series 2016-3A, Class DR, 6.27%, (3 mo. USD LIBOR + 6.08%), 10/18/31(1)(2)		1,400		1,299,662
Series 2019-4A, Class E, 7.664%, (3 mo. USD LIBOR + 7.48%), 1/15/33(1)(2)		3,000		3,018,582
Wellfleet CLO, Ltd., Series 2020-1A, Class D, 7.424%, (3 mo. USD LIBOR + 7.24%), 4/15/33(1)(2)		2,000		2,005,240
Total Asset-Backed Securities (identified cost $121,911,622)			$	122,045,810
Closed-End Funds — 1.7%
Security	Shares		Value
BlackRock Corporate High Yield Fund, Inc.		2,188,579	$	26,963,293
Total Closed-End Funds (identified cost $26,361,519)			$	26,963,293
Collateralized Mortgage Obligations — 9.1%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
Series 24, Class J, 6.25%, 11/25/23	$	73	$	77,231
Series 1497, Class K, 7.00%, 4/15/23		56		58,583
Series 1529, Class Z, 7.00%, 6/15/23		110		115,090
Series 1620, Class Z, 6.00%, 11/15/23		65		68,275
Series 1677, Class Z, 7.50%, 7/15/23		52		55,291
Series 1702, Class PZ, 6.50%, 3/15/24		727		771,408
Series 2113, Class QG, 6.00%, 1/15/29		274		306,062
Series 2122, Class K, 6.00%, 2/15/29		53		59,424
Series 2130, Class K, 6.00%, 3/15/29		36		40,261
Series 2167, Class BZ, 7.00%, 6/15/29		46		51,611
Series 2182, Class ZB, 8.00%, 9/15/29		432		493,205
Series 2198, Class ZA, 8.50%, 11/15/29		444		504,083
Series 2458, Class ZB, 7.00%, 6/15/32		525		617,947
Series 3762, Class SH, 9.816%, (10.00% - 1 mo. USD LIBOR x 2.00), 11/15/40(4)		567		693,675

3

Security	Principal Amount (000’s omitted)		Value
Series 4097, Class PE, 3.00%, 11/15/40	$	166	$	166,680
Series 4273, Class PU, 4.00%, 11/15/43		2,263		2,454,163
Series 4273, Class SP, 11.754%, (12.00% - 1 mo. USD LIBOR x 2.67), 11/15/43(4)		503		725,177
Series 4337, Class YT, 3.50%, 4/15/49		661		661,097
Series 4452, Class ZJ, 3.00%, 11/15/44		3,256		3,268,238
Series 4594, Class FM, 1.092%, (1 mo. USD LIBOR + 1.00%), 6/15/46(2)		109		108,928
Series 4608, Class TV, 3.50%, 1/15/55		3,257		3,244,414
Series 4637, Class CU, 3.00%, 8/15/44		851		867,287
Series 4637, Class QF, 1.092%, (1 mo. USD LIBOR + 1.00%), 4/15/44(2)		1,596		1,550,596
Series 4639, Class KF, 1.392%, (1 mo. USD LIBOR + 1.30%), 12/15/44(2)		151		150,608
Series 4678, Class PC, 3.00%, 1/15/46		5,065		5,236,678
Series 4774, Class MH, 4.50%, 12/15/42		177		177,278
Series 4774, Class QD, 4.50%, 1/15/43		615		615,069
Series 4980, Class ZP, 2.50%, 7/25/49		248		247,551
Series 5028, Class TZ, 2.00%, 10/25/50		4,036		3,950,551
Series 5035, Class AZ, 2.00%, 11/25/50		16,836		16,537,594
Series 5083, Class SK, 3.853%, (3.867% - 30-day average SOFR x 1.33), 3/25/51(4)		2,909		2,904,977
Series 5096, Class QZ, 3.00%, 4/25/51		827		827,445
Interest Only:(5)
Series 284, Class S6, 6.027%, (6.10% - 1 mo. USD LIBOR), 10/15/42(4)		1,873		373,132
Series 362, Class C7, 3.50%, 9/15/47		7,964		860,936
Series 362, Class C11, 4.00%, 12/15/47		7,751		925,278
Series 4067, Class JI, 3.50%, 6/15/27		1,566		125,213
Series 4070, Class S, 6.027%, (6.10% - 1 mo. USD LIBOR), 6/15/32(4)		3,996		725,480
Series 4088, Class EI, 3.50%, 9/15/41		1,627		61,718
Series 4094, Class CS, 5.927%, (6.00% - 1 mo. USD LIBOR), 8/15/42(4)		1,365		335,064
Series 4095, Class HS, 6.027%, (6.10% - 1 mo. USD LIBOR), 7/15/32(4)		1,180		165,762
Series 4109, Class ES, 6.077%, (6.15% - 1 mo. USD LIBOR), 12/15/41(4)		83		19,832
Series 4110, Class SA, 5.577%, (5.65% - 1 mo. USD LIBOR), 9/15/42(4)		3,133		585,072
Series 4149, Class S, 6.177%, (6.25% - 1 mo. USD LIBOR), 1/15/33(4)		2,138		397,082
Series 4188, Class AI, 3.50%, 4/15/28		1,199		78,852
Series 4203, Class QS, 6.177%, (6.25% - 1 mo. USD LIBOR), 5/15/43(4)		3,507		544,165
Series 4408, Class IP, 3.50%, 4/15/44		2,573		233,373
Series 4435, Class BI, 3.50%, 7/15/44		6,072		593,083
Series 4629, Class QI, 3.50%, 11/15/46		2,721		270,781
Series 4644, Class TI, 3.50%, 1/15/45		2,773		203,924
Series 4653, Class PI, 3.50%, 7/15/44		453		2,222
Series 4667, Class PI, 3.50%, 5/15/42		2,395		57,751
Series 4676, Class DI, 4.00%, 7/15/44		2,495		53,369
Series 4744, Class IO, 4.00%, 11/15/47		4,079		500,213
Series 4749, Class IL, 4.00%, 12/15/47		1,793		221,078
Series 4767, Class IM, 4.00%, 5/15/45		1,490		35,204
Series 4793, Class SD, 6.127%, (6.20% - 1 mo. USD LIBOR), 6/15/48(4)		9,137		1,190,445
Series 4966, Class SY, 5.959%, (6.05% - 1 mo. USD LIBOR), 4/25/50(4)		20,483		3,119,774

4

Security	Principal Amount (000’s omitted)		Value
Principal Only:(6)
Series 242, Class PO, 0.00%, 11/15/36	$	2,916	$	2,691,864
Series 259, Class PO, 0.00%, 4/15/39		1,822		1,755,417
Series 3606, Class PO, 0.00%, 12/15/39		1,950		1,754,349
Series 4417, Class KO, 0.00%, 12/15/43		297		214,804
Series 4478, Class PO, 0.00%, 5/15/45		944		828,541
Series 4754, Class JO, 0.00%, 4/15/44		299		207,627
			$	66,737,882
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, Series 2020-DNA4, Class M2, 3.842%, (1 mo. USD LIBOR + 3.75%), 8/25/50(1)(2)	$	5,816	$	5,889,327
			$	5,889,327
Federal National Mortgage Association:
Series G92-46, Class Z, 7.00%, 8/25/22	$	12	$	11,933
Series G92-60, Class Z, 7.00%, 10/25/22		15		15,422
Series G93-35, Class ZQ, 6.50%, 11/25/23		849		891,507
Series G93-40, Class H, 6.40%, 12/25/23		182		191,661
Series 1991-98, Class J, 8.00%, 8/25/21		1		723
Series 1992-77, Class ZA, 8.00%, 5/25/22		21		21,619
Series 1992-103, Class Z, 7.50%, 6/25/22		2		2,316
Series 1992-113, Class Z, 7.50%, 7/25/22		8		8,028
Series 1992-185, Class ZB, 7.00%, 10/25/22		12		12,823
Series 1993-16, Class Z, 7.50%, 2/25/23		37		38,347
Series 1993-22, Class PM, 7.40%, 2/25/23		29		30,674
Series 1993-25, Class J, 7.50%, 3/25/23		45		47,431
Series 1993-30, Class PZ, 7.50%, 3/25/23		84		87,415
Series 1993-42, Class ZQ, 6.75%, 4/25/23		110		114,374
Series 1993-56, Class PZ, 7.00%, 5/25/23		21		21,768
Series 1993-156, Class ZB, 7.00%, 9/25/23		26		27,390
Series 1994-45, Class Z, 6.50%, 2/25/24		181		190,354
Series 1994-89, Class ZQ, 8.00%, 7/25/24		182		198,913
Series 1996-57, Class Z, 7.00%, 12/25/26		213		234,799
Series 1997-77, Class Z, 7.00%, 11/18/27		117		131,207
Series 1998-44, Class ZA, 6.50%, 7/20/28		121		136,098
Series 1999-45, Class ZG, 6.50%, 9/25/29		37		41,292
Series 2000-22, Class PN, 6.00%, 7/25/30		420		471,496
Series 2002-1, Class G, 7.00%, 7/25/23		29		30,706
Series 2002-21, Class PE, 6.50%, 4/25/32		312		361,783
Series 2005-75, Class CS, 23.834%, (24.20% - 1 mo. USD LIBOR x 4.00), 9/25/35(4)		801		1,359,841
Series 2007-74, Class AC, 5.00%, 8/25/37		3,358		3,737,014
Series 2011-49, Class NT, 6.00%, (66.00% - 1 mo. USD LIBOR x 10.00, Cap 6.00%), 6/25/41(4)		366		401,169
Series 2011-109, Class PE, 3.00%, 8/25/41		1,279		1,312,088
Series 2012-134, Class ZT, 2.00%, 12/25/42		1,908		1,852,282
Series 2013-6, Class TA, 1.50%, 1/25/43		2,408		2,424,750
Series 2013-52, Class MD, 1.25%, 6/25/43		2,476		2,433,428
Series 2013-67, Class NF, 1.092%, (1 mo. USD LIBOR + 1.00%), 7/25/43(2)		1,578		1,595,332
Series 2014-64, Class PA, 3.00%, 3/25/44		787		794,754
Series 2017-15, Class LE, 3.00%, 6/25/46		2,574		2,618,555
Series 2017-48, Class LG, 2.75%, 5/25/47		3,236		3,338,195
Series 2018-18, Class QD, 4.50%, 5/25/45		5,558		5,621,716

5

Security	Principal Amount (000’s omitted)		Value
Series 2019-29, Class WC, 60.935%, 6/25/48(7)	$	151	$	292,967
Series 2020-45, Class HZ, 2.50%, 7/25/50		152		152,223
Interest Only:(5)
Series 2010-124, Class SJ, 5.959%, (6.05% - 1 mo. USD LIBOR), 11/25/38(4)		27		136
Series 2011-101, Class IC, 3.50%, 10/25/26		3,941		233,950
Series 2011-101, Class IE, 3.50%, 10/25/26		1,240		73,976
Series 2012-33, Class CI, 3.50%, 3/25/27		2,463		142,472
Series 2012-94, Class KS, 6.559%, (6.65% - 1 mo. USD LIBOR), 5/25/38(4)		1,432		55,114
Series 2012-97, Class PS, 6.059%, (6.15% - 1 mo. USD LIBOR), 3/25/41(4)		1,365		59,097
Series 2012-118, Class IN, 3.50%, 11/25/42		4,855		776,797
Series 2012-124, Class IO, 1.437%, 11/25/42(7)		2,433		129,513
Series 2012-125, Class IG, 3.50%, 11/25/42		15,775		2,619,735
Series 2012-150, Class SK, 6.059%, (6.15% - 1 mo. USD LIBOR), 1/25/43(4)		2,958		509,671
Series 2013-12, Class SP, 5.559%, (5.65% - 1 mo. USD LIBOR), 11/25/41(4)		715		57,169
Series 2013-15, Class DS, 6.109%, (6.20% - 1 mo. USD LIBOR), 3/25/33(4)		6,296		1,062,877
Series 2013-16, Class SY, 6.059%, (6.15% - 1 mo. USD LIBOR), 3/25/43(4)		1,439		293,971
Series 2013-54, Class HS, 6.209%, (6.30% - 1 mo. USD LIBOR), 10/25/41(4)		812		38,439
Series 2013-64, Class PS, 6.159%, (6.25% - 1 mo. USD LIBOR), 4/25/43(4)		1,975		288,323
Series 2013-75, Class SC, 6.159%, (6.25% - 1 mo. USD LIBOR), 7/25/42(4)		3,522		313,570
Series 2014-32, Class EI, 4.00%, 6/25/44		616		73,343
Series 2014-55, Class IN, 3.50%, 7/25/44		1,380		227,104
Series 2014-89, Class IO, 3.50%, 1/25/45		1,694		236,529
Series 2015-17, Class SA, 6.109%, (6.20% - 1 mo. USD LIBOR), 11/25/43(4)		699		19,792
Series 2015-52, Class MI, 3.50%, 7/25/45		1,677		248,607
Series 2017-46, Class NI, 3.00%, 8/25/42		1,560		22,587
Series 2018-21, Class IO, 3.00%, 4/25/48		6,928		655,823
Series 2019-1, Class AS, 5.909%, (6.00% - 1 mo. USD LIBOR), 2/25/49(4)		11,046		2,498,258
Series 2019-33, Class SK, 5.959%, (6.05% - 1 mo. USD LIBOR), 7/25/49(4)		10,038		1,152,813
Series 2020-23, Class SP, 5.959%, (6.05% - 1 mo. USD LIBOR), 2/25/50(4)		6,830		1,024,878
Principal Only:(6)
Series 379, Class 1, 0.00%, 5/25/37		1,849		1,686,448
Series 2006-8, Class WQ, 0.00%, 3/25/36		2,921		2,586,458
			$	48,341,843
Government National Mortgage Association:
Series 2011-156, Class GA, 2.00%, 12/16/41	$	87	$	81,306
Series 2017-121, Class DF, 0.593%, (1 mo. USD LIBOR + 0.50%), 8/20/47(2)		6,354		6,398,765
Series 2017-137, Class AF, 0.593%, (1 mo. USD LIBOR + 0.50%), 9/20/47(2)		3,430		3,452,897
Series 2018-6, Class JZ, 4.00%, 1/20/48		4,757		4,517,296
Series 2021-57, Class LZ, 3.00%, 3/20/51		4,981		4,984,006
Interest Only:(5)
Series 2017-104, Class SD, 6.107%, (6.20% - 1 mo. USD LIBOR), 7/20/47(4)		4,315		688,128
Series 2020-154, Class PI, 2.50%, 10/20/50		16,838		1,222,914
Series 2020-176, Class HI, 2.50%, 11/20/50		23,574		1,815,582
			$	23,160,894
Total Collateralized Mortgage Obligations (identified cost $179,336,512)			$	144,129,946

6

Commercial Mortgage-Backed Securities — 5.3%
Security	Principal Amount (000’s omitted)		Value
BAMLL Commercial Mortgage Securities Trust:
Series 2019-BPR, Class ENM, 3.843%, 11/5/32(1)(7)	$	795	$	699,069
Series 2019-BPR, Class FNM, 3.843%, 11/5/32(1)(7)		3,205		2,645,292
CFCRE Commercial Mortgage Trust:
Series 2016-C3, Class D, 3.052%, 1/10/48(1)(7)		3,500		2,707,889
Series 2016-C7, Class D, 4.408%, 12/10/54(1)(7)		1,675		1,507,680
CGMS Commercial Mortgage Trust:
Series 2015-P1, Class D, 3.225%, 9/15/48(1)		1,000		905,610
Series 2017-MDRB, Class C, 2.573%, (1 mo. USD LIBOR + 2.50%), 7/15/30(1)(2)		5,000		4,894,464
COMM Mortgage Trust:
Series 2013-CR11, Class D, 5.285%, 8/10/50(1)(7)		7,400		7,375,149
Series 2015-CR22, Class D, 4.244%, 3/10/48(1)(7)		4,100		4,162,090
Credit Suisse Mortgage Trust:
Series 2016-NXSR, Class C, 4.527%, 12/15/49(7)		2,770		2,485,333
Series 2016-NXSR, Class D, 4.527%, 12/15/49(1)(7)		3,000		2,448,180
Federal National Mortgage Association Multifamily Connecticut Avenue Securities Trust:
Series 2019-01, Class M7, 1.792%, (1 mo. USD LIBOR + 1.70%), 10/15/49(1)(2)		181		181,237
Series 2019-01, Class M10, 3.342%, (1 mo. USD LIBOR + 3.25%), 10/15/49(1)(2)		120		121,947
Series 2020-01, Class M10, 3.842%, (1 mo. USD LIBOR + 3.75%), 3/25/50(1)(2)		2,000		2,087,736
JPMBB Commercial Mortgage Securities Trust:
Series 2014-C22, Class D, 4.705%, 9/15/47(1)(7)		5,276		4,029,973
Series 2014-C25, Class D, 4.095%, 11/15/47(1)(7)		4,400		3,478,028
Series 2015-C29, Class D, 3.837%, 5/15/48(7)		2,000		1,639,166
JPMorgan Chase Commercial Mortgage Securities Trust:
Series 2011-C5, Class D, 5.611%, 8/15/46(1)(7)		7,167		6,442,486
Series 2013-C13, Class D, 4.213%, 1/15/46(1)(7)		3,000		3,066,013
Series 2013-C16, Class D, 5.189%, 12/15/46(1)(7)		3,500		3,599,729
Series 2014-DSTY, Class B, 3.771%, 6/10/27(1)		2,600		1,166,822
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2015-C23, Class D, 4.282%, 7/15/50(1)(7)(8)		2,000		2,027,039
Series 2016-C29, Class D, 3.00%, 5/15/49(1)(8)		3,577		3,127,447
Series 2016-C32, Class D, 3.396%, 12/15/49(1)(7)(8)		1,600		1,327,669
Morgan Stanley Capital I Trust:
Series 2016-UBS12, Class D, 3.312%, 12/15/49(1)(8)		4,489		2,589,481
Series 2017-CLS, Class A, 0.773%, (1 mo. USD LIBOR + 0.70%), 11/15/34(1)(2)(8)		2,000		2,001,519
Series 2019-BPR, Class C, 3.123%, (1 mo. USD LIBOR + 3.05%), 5/15/36(1)(2)(8)		1,845		1,606,744
UBS Commercial Mortgage Trust, Series 2012-C1, Class D, 5.754%, 5/10/45(1)(7)		3,000		2,884,823
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class D, 4.449%, 4/10/46(1)(7)		4,437		3,594,010
Wells Fargo Commercial Mortgage Trust:
Series 2013-LC12, Class D, 4.435%, 7/15/46(1)(7)		3,000		1,692,091
Series 2015-C31, Class D, 3.852%, 11/15/48		2,475		2,348,768
Series 2015-LC22, Class C, 4.708%, 9/15/58(7)		1,250		1,332,914
Series 2016-C35, Class D, 3.142%, 7/15/48(1)		1,850		1,525,318
Series 2016-C36, Class D, 2.942%, 11/15/59(1)		1,500		1,137,672
Total Commercial Mortgage-Backed Securities (identified cost $86,813,687)			$	82,839,388

7

U.S. Government Agency Mortgage-Backed Securities — 24.0%
Security	Principal Amount (000’s omitted)		Value
Federal Home Loan Mortgage Corp.:
3.00%, with various maturities to 2050	$	16,031	$	16,784,672
4.50%, with various maturities to 2048		529		560,106
5.50%, with maturity at 2032		347		392,801
6.50%, with various maturities to 2036		2,662		3,015,415
7.00%, with various maturities to 2036		2,419		2,761,659
7.13%, with maturity at 2023		11		11,592
7.50%, with various maturities to 2035		1,522		1,686,126
8.00%, with various maturities to 2030		344		349,259
8.50%, with maturity at 2022		30		31,218
9.00%, with various maturities to 2031		25		28,670
			$	25,621,518
Federal National Mortgage Association:
30-Year, 2.50%, TBA(9)	$	103,178	$	106,301,848
1.792%, (6 mo. USD LIBOR + 1.54%), with maturity at 2037(10)		683		711,478
2.445%, (1 yr. CMT + 2.265%), with maturity at 2036(10)		4,040		4,252,125
2.50%, with various maturities to 2051		61,083		63,276,512
2.585%, (COF + 1.25%), with maturity at 2036(10)		584		603,653
3.00%, with maturity at 2050		15,588		16,275,378
4.50%, with maturity at 2042		4,466		4,961,058
5.00%, with various maturities to 2040		4,703		5,324,019
5.50%, with various maturities to 2033		498		568,622
6.00%, with various maturities to 2029		637		678,287
6.329%, (COF + 2.00%, Floor 6.329%), with maturity at 2032(10)		1,028		1,144,250
6.50%, with various maturities to 2036		10,943		12,402,377
6.75%, with maturity at 2023		14		14,663
7.00%, with various maturities to 2037		2,718		3,091,807
7.50%, with various maturities to 2035		1,236		1,427,261
7.891%, with maturity at 2027(7)		101		109,404
8.00%, with various maturities to 2027		153		164,980
8.203%, with maturity at 2028(7)		23		25,006
8.23%, with maturity at 2024(7)		3		3,591
8.275%, with maturity at 2029(7)		25		27,223
8.29%, with maturity at 2027(7)		40		43,380
8.50%, with various maturities to 2037		364		413,720
9.00%, with various maturities to 2032		365		405,218
9.50%, with various maturities to 2030		77		85,666
			$	222,311,526
Government National Mortgage Association:
2.50%, with various maturities to 2051	$	93,841	$	97,259,600
3.00%, with maturity at 2051		25,000		26,259,525
4.00%, with maturity at 2049		847		901,114
4.50%, with maturity at 2047		1,798		2,025,508
6.00%, with maturity at 2024		148		154,530
6.50%, with maturity at 2024		820		862,921
7.00%, with maturity at 2026		104		114,133
7.50%, with various maturities to 2032		1,696		1,875,948
8.00%, with various maturities to 2034		1,529		1,722,093

8

Security	Principal Amount (000’s omitted)		Value
8.50%, with maturity at 2022	$	3	$	2,718
9.00%, with various maturities to 2025		167		182,605
			$	131,360,695
Total U.S. Government Agency Mortgage-Backed Securities (identified cost $376,961,596)			$	379,293,739
Common Stocks — 0.6%
Security	Shares		Value
Aerospace and Defense — 0.0%(11)
IAP Global Services, LLC(12)(13)(14)		31	$	345,104
			$	345,104
Automotive — 0.0%(11)
Dayco Products, LLC(12)(13)		27,250	$	81,750
			$	81,750
Business Equipment and Services — 0.0%(11)
Crossmark Holdings, Inc.(12)(13)		4,883	$	292,980
			$	292,980
Containers and Glass Products — 0.0%(11)
LG Newco Holdco, Inc.(12)(13)		166,175	$	363,508
			$	363,508
Electronics/Electrical — 0.1%
Skillsoft Corp.(12)(13)		143,062	$	1,409,161
			$	1,409,161
Health Care — 0.1%
Akorn Holding Company, LLC, Class A(12)(13)		42,374	$	665,624
			$	665,624
Nonferrous Metals/Minerals — 0.0%(11)
ACNR Holdings, Inc., Class A(12)(13)		3,818	$	76,678
			$	76,678
Oil and Gas — 0.2%
AFG Holdings, Inc.(12)(13)(14)		29,751	$	328,748
Extraction Oil & Gas, Inc.(12)(14)(15)		2,089		114,580
Extraction Oil & Gas, Inc.(12)(13)		38,649		2,122,216
Fieldwood Energy, Inc.(12)(13)(14)		10,085		0
McDermott International, Ltd.(12)(13)		93,940		46,031
Nine Point Energy Holdings, Inc.(12)(14)(15)		29,787		0
RDV Resources, Inc., Class A(12)(13)		27,724		4,852
Sunrise Oil & Gas, Inc., Class A(12)(13)		15,647		4,694
			$	2,621,121
Publishing — 0.0%(11)
Tweddle Group, Inc.(12)(13)(14)		5,433	$	46,289
			$	46,289
Radio and Television — 0.1%
Clear Channel Outdoor Holdings, Inc.(12)(13)		74,443	$	196,530

9

Security	Shares		Value
Cumulus Media, Inc., Class A(12)(13)		50,522	$	740,147
iHeartMedia, Inc., Class A(12)(13)		31,657		852,523
			$	1,789,200
Retailers (Except Food and Drug) — 0.0%(11)
David’s Bridal, LLC(12)(13)(14)		40,851	$	0
Phillips Pet Holding Corp.(12)(13)(14)		582		227,715
			$	227,715
Telecommunications — 0.1%
GEE Acquisition Holdings Corp.(12)(13)(14)		37,259	$	763,064
			$	763,064
Utilities — 0.0%(11)
Longview Intermediate Holdings, LLC, Class A(12)(13)(14)		10,730	$	85,518
			$	85,518
Total Common Stocks (identified cost $12,565,741)			$	8,767,712
Convertible Bonds — 0.1%
Security	Principal Amount (000’s omitted)		Value
Semiconductors & Semiconductor Equipment — 0.1%
ams AG, 0.875%, 9/28/22(16)	$	1,000	$	978,355
Total Convertible Bonds (identified cost $960,728)			$	978,355
Convertible Preferred Stocks — 0.1%
Security	Shares		Value
Containers and Glass Products — 0.1%
LG Newco Holdco, Inc., Series A, 13.00%(12)(13)		25,199	$	2,267,953
			$	2,267,953
Oil and Gas — 0.0%
Nine Point Energy Holdings, Inc., Series A, 12.00%(12)(14)(15)		555	$	0
			$	0
Total Convertible Preferred Stocks (identified cost $1,877,973)			$	2,267,953
Corporate Bonds — 50.2%
Security	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 1.1%
Bombardier, Inc.:
7.125%, 6/15/26(1)		736	$	771,512
7.50%, 12/1/24(1)		329		344,218
7.875%, 4/15/27(1)		1,612		1,674,481

10

Security	Principal Amount* (000’s omitted)		Value
Hexcel Corp., 4.20%, 2/15/27		881	$	948,924
Howmet Aerospace, Inc., 6.875%, 5/1/25		1,133		1,320,285
Moog, Inc., 4.25%, 12/15/27(1)		955		989,891
Rolls-Royce PLC:
5.75%, 10/15/27(1)		2,704		2,981,917
5.75%, 10/15/27(16)	GBP	300		455,360
TransDigm UK Holdings PLC, 6.875%, 5/15/26		725		767,061
TransDigm, Inc.:
5.50%, 11/15/27		2,052		2,141,775
6.25%, 3/15/26(1)		2,408		2,543,450
6.375%, 6/15/26		100		103,722
7.50%, 3/15/27		1,862		1,983,216
			$	17,025,812
Agriculture — 0.0%(11)
Tereos Finance Groupe I S.A., 4.125%, 6/16/23(16)	EUR	100	$	120,212
			$	120,212
Air Transport — 0.7%
Air France-KLM:
1.875%, 1/16/25(16)	EUR	100	$	111,608
3.875%, 7/1/26(3)(16)	EUR	100		116,892
American Airlines, Inc./AAdvantage Loyalty IP, Ltd.:
5.50%, 4/20/26(1)		3,023		3,204,380
5.75%, 4/20/29(1)		1,952		2,113,040
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28(1)		1,016		1,130,367
Deutsche Lufthansa AG, 3.00%, 5/29/26(16)	EUR	100		119,893
Gatwick Airport Finance PLC, 4.375%, 4/7/26(16)	GBP	100		140,225
Mileage Plus Holdings, LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27(1)		2,418		2,665,240
United Airlines, Inc.:
4.375%, 4/15/26(1)		835		865,419
4.625%, 4/15/29(1)		838		868,378
			$	11,335,442
Automotive — 1.9%
Adient Global Holdings, Ltd., 3.50%, 8/15/24(16)	EUR	150	$	183,230
Adler Pelzer Holding GmbH, 4.125%, 4/1/24(16)	EUR	200		231,665
Clarios Global, L.P.:
4.375%, 5/15/26(16)	EUR	300		368,959
6.25%, 5/15/26(1)		1,504		1,604,106
6.75%, 5/15/25(1)		432		461,156
8.50%, 5/15/27(1)		3,233		3,528,658
Cummins, Inc., 1.50%, 9/1/30		1,000		966,596
Faurecia S.E., 3.75%, 6/15/28(16)	EUR	260		325,247
Ford Motor Co.:
4.75%, 1/15/43		274		291,467
7.45%, 7/16/31		1,449		1,907,246
8.50%, 4/21/23		1,828		2,042,242
9.00%, 4/22/25		2,833		3,496,333
9.625%, 4/22/30		1,184		1,700,585
Frigoglass Finance B.V., 6.875%, 2/12/25(16)	EUR	300		319,042
General Motors Co., 5.00%, 4/1/35		495		599,389
GKN Holdings, Ltd., 4.625%, 5/12/32(16)	GBP	120		181,934

11

Security	Principal Amount* (000’s omitted)		Value
Goodyear Tire & Rubber Co. (The):
5.00%, 7/15/29(1)		2,056	$	2,155,202
5.25%, 7/15/31(1)		1,657		1,733,636
Jaguar Land Rover Automotive PLC, 6.875%, 11/15/26(16)	EUR	100		138,291
Lithia Motors, Inc.:
3.875%, 6/1/29(1)		651		675,608
4.375%, 1/15/31(1)		1,171		1,255,892
4.625%, 12/15/27(1)		514		545,251
RAC Bond Co. PLC, 5.00%, 11/6/22(16)	GBP	150		207,906
Real Hero Merger Sub 2, Inc., 6.25%, 2/1/29(1)		1,511		1,569,325
Renault S.A., 1.25%, 6/24/25(16)	EUR	300		351,340
TI Automotive Finance PLC, 3.75%, 4/15/29(16)	EUR	212		256,774
Tupy Overseas S.A., 4.50%, 2/16/31(1)		500		499,822
Volkswagen International Finance N.V., 3.875% to 6/17/29(16)(17)(18)	EUR	200		263,865
Wheel Pros, Inc., 6.50%, 5/15/29(1)		1,305		1,322,311
ZF North America Capital, Inc.:
4.50%, 4/29/22(1)		392		402,074
4.75%, 4/29/25(1)		200		216,604
			$	29,801,756
Banks and Thrifts — 0.9%
Banco Mercantil del Norte S.A./Grand Cayman, 5.75% to 10/4/26, 10/4/31(1)(17)		1,160	$	1,259,081
BankUnited, Inc., 5.125%, 6/11/30		1,000		1,167,362
BBVA Bancomer S.A., 5.125% to 1/18/28, 1/18/33(1)(17)		1,100		1,149,170
Commonwealth Bank of Australia, 3.61% to 9/12/29, 9/12/34(1)(17)		1,500		1,589,535
Danske Bank A/S, 1.621% to 9/11/25, 9/11/26(1)(17)		1,086		1,088,106
Deutsche Bank AG, 7.125% to 4/30/26(16)(17)(18)	GBP	500		758,171
First Midwest Bancorp, Inc., 5.875%, 9/29/26		1,000		1,163,966
Nationwide Building Society, 4.125% to 10/18/27, 10/18/32(1)(17)		1,280		1,397,502
Synovus Bank/Columbus, GA, 4.00% to 10/29/25, 10/29/30(17)		500		531,250
Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31(17)		844		878,984
Wells Fargo & Co., 3.584% to 5/22/27, 5/22/28(17)		2,000		2,204,776
Westpac Banking Corp., 2.668% to 11/15/30, 11/15/35(17)		1,033		1,017,371
			$	14,205,274
Beverage and Tobacco — 0.2%
Altria Group, Inc., 3.875%, 9/16/46		650	$	647,090
Anheuser-Busch InBev Worldwide, Inc., 3.50%, 6/1/30		1,500		1,670,095
BAT Capital Corp., 4.54%, 8/15/47		650		692,509
Vector Group, Ltd., 5.75%, 2/1/29(1)		500		509,990
			$	3,519,684
Brokerage/Securities Dealers/Investment Houses — 0.2%
Alliance Data Systems Corp., 4.75%, 12/15/24(1)		1,071	$	1,102,594
Intrum AB, 3.50%, 7/15/26(16)	EUR	200		242,354
Macquarie Bank, Ltd., 3.052% to 3/3/31, 3/3/36(1)(17)		1,017		1,012,668
Neuberger Berman Group, LLC/Neuberger Berman Finance Corp., 4.875%, 4/15/45(1)		688		802,395
			$	3,160,011
Building and Development — 1.5%
Boise Cascade Co., 4.875%, 7/1/30(1)		707	$	752,637
Brookfield Property REIT, Inc./BPR Cumulus, LLC/BPR Nimbus, LLC/GGSI Sellco, LLC, 5.75%, 5/15/26(1)		1,592		1,675,715

12

Security	Principal Amount* (000’s omitted)		Value
Builders FirstSource, Inc.:
5.00%, 3/1/30(1)		510	$	536,959
6.75%, 6/1/27(1)		762		818,411
CyrusOne, L.P./CyrusOne Finance Corp., 3.45%, 11/15/29		562		598,305
Empire Communities Corp., 7.00%, 12/15/25(1)		1,541		1,623,405
Five Point Operating Co., L.P./Five Point Capital Corp., 7.875%, 11/15/25(1)		1,213		1,284,397
Greystar Real Estate Partners, LLC, 5.75%, 12/1/25(1)		1,396		1,439,709
HT Troplast GmbH, 9.25%, 7/15/25(16)	EUR	315		414,670
James Hardie International Finance DAC, 3.625%, 10/1/26(16)	EUR	200		243,089
Masonite International Corp., 5.375%, 2/1/28(1)		570		605,890
MDC Holdings, Inc., 2.50%, 1/15/31		837		816,485
Miller Homes Group Holdings PLC, 5.50%, 10/15/24(16)	GBP	100		141,574
Patrick Industries, Inc., 4.75%, 5/1/29(1)		1,236		1,231,662
PCF GmbH, 4.75%, 4/15/26(16)	EUR	225		272,859
SRM Escrow Issuer, LLC, 6.00%, 11/1/28(1)		2,918		3,096,800
SRS Distribution, Inc., 6.125%, 7/1/29(1)		1,195		1,232,559
Standard Industries, Inc.:
2.25%, 11/21/26(16)	EUR	200		236,505
4.375%, 7/15/30(1)		1,146		1,185,199
5.00%, 2/15/27(1)		457		473,852
Taylor Morrison Communities, Inc.:
5.125%, 8/1/30(1)		685		744,297
5.75%, 1/15/28(1)		1,062		1,202,598
5.875%, 6/15/27(1)		808		916,648
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.70%, 6/15/28		66		72,858
Victoria PLC, 3.625%, 8/24/26(16)	EUR	385		463,592
White Cap Buyer, LLC, 6.875%, 10/15/28(1)		1,083		1,160,581
White Cap Parent, LLC, 8.25%, (8.25% cash or 9.00% PIK), 3/15/26(1)(19)		691		717,403
			$	23,958,659
Business Equipment and Services — 1.3%
Adtalem Global Education, Inc., 5.50%, 3/1/28(1)		1,830	$	1,862,116
Allied Universal Holdco, LLC:
4.625%, 6/1/28(1)		1,941		1,948,550
6.00%, 6/1/29(1)		1,212		1,230,313
6.625%, 7/15/26(1)		2,534		2,689,790
9.75%, 7/15/27(1)		1,148		1,265,670
Endure Digital, Inc., 6.00%, 2/15/29(1)		1,334		1,322,534
GEMS MENASA Cayman, Ltd./GEMS Education Delaware, LLC:
7.125%, 7/31/26(1)		2,576		2,670,668
7.125%, 7/31/26(16)		350		362,863
Iron Mountain, Inc.:
4.50%, 2/15/31(1)		750		760,313
5.00%, 7/15/28(1)		94		97,868
Sabre GLBL, Inc., 9.25%, 4/15/25(1)		483		575,608
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 7/30/26(16)	EUR	300		367,913
Terminix Co., LLC (The), 7.45%, 8/15/27		4,075		4,787,045
			$	19,941,251
Cable and Satellite Television — 2.5%
Altice France S.A.:
3.375%, 1/15/28(16)	EUR	100	$	115,805
5.125%, 7/15/29(1)		767		771,717

13

Security	Principal Amount* (000’s omitted)		Value
5.50%, 1/15/28(1)		841	$	873,757
7.375%, 5/1/26(1)		648		674,685
8.125%, 2/1/27(1)		4,904		5,349,038
CCO Holdings, LLC/CCO Holdings Capital Corp.:
4.25%, 2/1/31(1)		1,739		1,773,780
4.50%, 8/15/30(1)		1,640		1,709,641
4.50%, 5/1/32		771		801,620
4.75%, 3/1/30(1)		1,789		1,894,104
5.00%, 2/1/28(1)		1,755		1,842,750
5.375%, 6/1/29(1)		595		651,138
5.75%, 2/15/26(1)		939		972,715
Charter Communications Operating, LLC/Charter Communications Operating Capital, 4.80%, 3/1/50		975		1,121,923
Comcast Corp., 1.95%, 1/15/31		1,000		986,809
CSC Holdings, LLC:
3.375%, 2/15/31(1)		912		862,971
5.25%, 6/1/24		355		385,158
5.75%, 1/15/30(1)		4,904		5,100,160
5.875%, 9/15/22		1,085		1,142,000
6.50%, 2/1/29(1)		543		602,111
6.75%, 11/15/21		2,780		2,841,480
7.50%, 4/1/28(1)		619		681,188
UPC Holding B.V., 5.50%, 1/15/28(1)		593		623,293
UPCB Finance VII, Ltd., 3.625%, 6/15/29(16)	EUR	300		364,135
Virgin Media Finance PLC, 5.00%, 7/15/30(1)		946		956,992
Virgin Media Secured Finance PLC:
5.00%, 4/15/27(16)	GBP	100		143,987
5.50%, 8/15/26(1)		1,163		1,201,670
Virgin Media Vendor Financing Notes III DAC, 4.875%, 7/15/28(16)	GBP	500		704,186
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 7/15/28(1)		425		435,032
Ziggo B.V.:
4.875%, 1/15/30(1)		843		865,188
5.50%, 1/15/27(1)		1,605		1,671,688
Ziggo Bond Co., B.V.:
3.375%, 2/28/30(16)	EUR	230		269,723
6.00%, 1/15/27(1)		745		781,285
			$	39,171,729
Capital Goods — 0.2%
BWX Technologies, Inc.:
4.125%, 6/30/28(1)		948	$	968,349
4.125%, 4/15/29(1)		733		747,689
5.375%, 7/15/26(1)		1,305		1,340,333
Valmont Industries, Inc., 5.25%, 10/1/54		610		759,069
			$	3,815,440
Chemicals and Plastics — 0.8%
Alpek SAB de CV, 4.25%, 9/18/29(1)		610	$	663,851
Herens Holdco S.a.r.l., 4.75%, 5/15/28(1)		545		542,956
Herens Midco S.a.r.l., 5.25%, 5/15/29(16)	EUR	216		251,145
INEOS Quattro Finance 2 PLC, 2.50%, 1/15/26(16)	EUR	154		184,655
NOVA Chemicals Corp., 4.25%, 5/15/29(1)		1,242		1,256,078
Nufarm Australia, Ltd./Nufarm Americas, Inc., 5.75%, 4/30/26(1)		1,800		1,853,685

14

Security	Principal Amount* (000’s omitted)		Value
OCI N.V., 3.625%, 10/15/25(16)	EUR	100	$	124,001
SCIH Salt Holdings, Inc., 6.625%, 5/1/29(1)		931		934,491
SGL Carbon SE, 3.00%, 9/20/23(16)	EUR	400		466,962
SPCM S.A.:
2.625%, 2/1/29(16)	EUR	150		183,086
4.875%, 9/15/25(1)		1,356		1,397,595
Valvoline, Inc.:
3.625%, 6/15/31(1)		802		804,001
4.25%, 2/15/30(1)		790		816,686
W.R. Grace & Co., 4.875%, 6/15/27(1)		1,472		1,562,602
Westlake Chemical Corp., 5.00%, 8/15/46		710		900,588
			$	11,942,382
Clothing/Textiles — 0.1%
PrestigeBidCo GmbH, 6.25%, 12/15/23(16)	EUR	265	$	319,474
William Carter Co. (The):
5.50%, 5/15/25(1)		331		351,208
5.625%, 3/15/27(1)		811		855,637
			$	1,526,319
Commercial Services — 0.7%
Abertis Infraestructuras Finance B.V., 3.248% to 11/24/25(16)(17)(18)	EUR	300	$	368,609
AMN Healthcare, Inc.:
4.00%, 4/15/29(1)		1,029		1,040,010
4.625%, 10/1/27(1)		458		476,870
Autostrade per l’Italia SpA:
1.75%, 2/1/27(16)	EUR	200		245,012
2.00%, 12/4/28(16)	EUR	400		494,973
6.25%, 6/9/22	GBP	250		362,319
Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.:
5.25%, 3/15/25(1)		429		435,167
5.375%, 3/1/29(1)		792		825,799
5.75%, 7/15/27(1)		1,215		1,271,897
Block Financial, LLC, 3.875%, 8/15/30		988		1,069,058
Korn Ferry, 4.625%, 12/15/27(1)		355		369,298
Loxam S.A.S., 3.25%, 1/14/25(16)	EUR	200		239,510
Mooney Group SpA, 3.875%, (3 mo. EURIBOR + 3.875%), 12/17/26(2)(16)	EUR	110		130,889
NESCO Holdings II, Inc., 5.50%, 4/15/29(1)		1,282		1,339,690
Nexi SpA, 1.75%, 10/31/24(16)	EUR	200		242,212
Verisure Midholding AB, 5.25%, 2/15/29(16)	EUR	175		213,731
WASH Multifamily Acquisition, Inc., 5.75%, 4/15/26(1)		1,240		1,296,234
			$	10,421,278
Computers — 0.5%
Booz Allen Hamilton, Inc.:
3.875%, 9/1/28(1)		1,341	$	1,371,219
4.00%, 7/1/29(1)		717		734,029
DXC Technology Co., 4.75%, 4/15/27		1,000		1,152,358
International Business Machines Corp., 2.95%, 5/15/50		500		504,823
Presidio Holdings, Inc., 8.25%, 2/1/28(1)		2,368		2,583,891
Seagate HDD Cayman:
3.125%, 7/15/29(1)		865		839,292
5.75%, 12/1/34		995		1,146,384
			$	8,331,996

15

Security	Principal Amount* (000’s omitted)		Value
Conglomerates — 0.1%
Spectrum Brands, Inc.:
5.00%, 10/1/29(1)		406	$	431,568
5.50%, 7/15/30(1)		691		747,213
			$	1,178,781
Consumer Products — 0.0%(11)
Central Garden & Pet Co., 5.125%, 2/1/28		285	$	302,071
			$	302,071
Containers and Glass Products — 0.2%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:
2.125%, 8/15/26(16)	EUR	200	$	237,447
5.25%, 8/15/27(1)		1,661		1,696,429
Crown Americas, LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/26		660		709,691
Crown Americas, LLC/Crown Americas Capital Corp. VI, 4.75%, 2/1/26		750		779,254
			$	3,422,821
Cosmetics/Toiletries — 0.1%
Edgewell Personal Care Co., 5.50%, 6/1/28(1)		1,067	$	1,133,154
			$	1,133,154
Distribution & Wholesale — 0.3%
BCPE Empire Holdings, Inc., 7.625%, 5/1/27(1)		2,558	$	2,622,986
Parts Europe S.A.:
4.375%, (3 mo. EURIBOR + 4.375%), 5/1/22(2)(16)	EUR	307		364,375
6.50%, 7/16/25(16)	EUR	100		124,577
Performance Food Group, Inc., 5.50%, 10/15/27(1)		935		983,924
			$	4,095,862
Diversified Financial Services — 1.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 6.50%, 7/15/25		459	$	538,704
Affiliated Managers Group, Inc., 3.30%, 6/15/30		849		917,695
American AgCredit Corp., 5.25% to 6/15/26(1)(17)(18)		410		417,687
Arrow Global Finance PLC, 2.875%, (3 mo. EURIBOR + 2.875%), 4/1/25(2)(16)	EUR	100		118,747
BrightSphere Investment Group, Inc., 4.80%, 7/27/26		2,195		2,363,146
CI Financial Corp., 3.20%, 12/17/30		1,000		1,027,367
Discover Bank, 4.682% to 8/9/23, 8/9/28(17)		1,750		1,860,189
Encore Capital Group, Inc.:
4.25%, (3 mo. EURIBOR + 4.25%), 1/15/28(2)(16)	EUR	600		731,122
5.375%, 2/15/26(16)	GBP	100		146,239
Lincoln Financing S.a.r.l., 3.625%, 4/1/24(16)	EUR	245		294,497
Louvre Bidco S.A.S., 6.50%, 9/30/24(16)	EUR	400		492,062
PRA Group, Inc., 7.375%, 9/1/25(1)		1,566		1,691,280
ProGroup AG, 3.00%, 3/31/26(16)	EUR	300		360,172
Stifel Financial Corp., 4.00%, 5/15/30		769		854,203
UniCredit SpA:
5.861% to 6/19/27, 6/19/32(1)(17)		715		790,390
7.296% to 4/2/29, 4/2/34(1)(17)		500		601,785
Unifin Financiera SAB de CV, 7.375%, 2/12/26(1)		620		583,578
Vivion Investments S.a.r.l.:
3.00%, 8/8/24(16)	EUR	3,400		4,027,640
3.50%, 11/1/25(16)	EUR	100		120,614
			$	17,937,117

16

Security	Principal Amount* (000’s omitted)		Value
Drugs — 1.1%
AdaptHealth, LLC:
4.625%, 8/1/29(1)		405	$	411,103
6.125%, 8/1/28(1)		685		730,344
Bausch Health Americas, Inc.:
8.50%, 1/31/27(1)		3,076		3,350,964
9.25%, 4/1/26(1)		670		729,597
Bausch Health Companies, Inc.:
5.25%, 1/30/30(1)		431		401,369
5.25%, 2/15/31(1)		431		403,545
5.50%, 11/1/25(1)		955		981,024
5.75%, 8/15/27(1)		412		438,555
6.25%, 2/15/29(1)		473		468,412
7.00%, 1/15/28(1)		2,092		2,160,952
7.25%, 5/30/29(1)		544		557,440
9.00%, 12/15/25(1)		2,340		2,512,107
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc., 6.125%, 4/1/29(1)		1,326		1,301,137
Hikma Finance USA, LLC, 3.25%, 7/9/25(16)		1,250		1,306,457
Jazz Securities DAC, 4.375%, 1/15/29(1)		1,371		1,423,167
			$	17,176,173
Ecological Services and Equipment — 0.4%
Clean Harbors, Inc.:
4.875%, 7/15/27(1)		551	$	578,867
5.125%, 7/15/29(1)		332		362,229
Covanta Holding Corp.:
5.00%, 9/1/30		60		63,164
5.875%, 7/1/25		860		891,859
GFL Environmental, Inc.:
3.50%, 9/1/28(1)		1,499		1,497,358
3.75%, 8/1/25(1)		776		798,310
4.75%, 6/15/29(1)		2,095		2,177,857
Paprec Holding S.A., 3.50%, 7/1/28(3)(16)	EUR	129		152,766
			$	6,522,410
Electric Utilities — 0.7%
Consolidated Edison Co. of New York, Inc., 4.125%, 5/15/49		400	$	467,298
ContourGlobal Power Holdings S.A., 4.125%, 8/1/25(16)	EUR	200		242,496
Drax Finco PLC, 6.625%, 11/1/25(1)		635		657,698
Edison International, 3.55%, 11/15/24		614		653,352
EDP - Energias de Portugal S.A., 4.496% to 1/30/24, 4/30/79(16)(17)	EUR	300		387,963
FirstEnergy Corp., Series B, 4.40% to 7/15/21, 7/15/27(20)		1,630		1,774,432
Liberty Utilities Finance GP 1, 2.05%, 9/15/30(1)		526		508,100
Orano S.A., 4.875%, 9/23/24	EUR	200		268,892
Pattern Energy Operations, L.P./Pattern Energy Operations, Inc., 4.50%, 8/15/28(1)		906		940,156
Southern California Edison Co., 4.00%, 4/1/47		845		890,452
Southern Co. (The), 4.40%, 7/1/46		971		1,142,209
TenneT Holding B.V., 2.995% to 3/1/24(16)(17)(18)	EUR	350		436,587
Virginia Electric & Power Co., 4.00%, 1/15/43		410		482,944
WESCO Distribution, Inc.:
7.125%, 6/15/25(1)		1,024		1,107,917
7.25%, 6/15/28(1)		915		1,020,394
			$	10,980,890

17

Security	Principal Amount* (000’s omitted)		Value
Electronics/Electrical — 0.7%
Electricite de France S.A., 2.875% to 12/15/26(16)(17)(18)	EUR	200	$	244,913
Engie Energia Chile S.A., 3.40%, 1/28/30(1)		960		986,779
Entegris, Inc., 4.375%, 4/15/28(1)		727		760,260
Imola Merger Corp., 4.75%, 5/15/29(1)		3,209		3,305,270
Jabil, Inc., 3.00%, 1/15/31		1,040		1,071,452
LogMeIn, Inc., 5.50%, 9/1/27(1)		662		686,527
Open Text Corp., 3.875%, 2/15/28(1)		1,009		1,024,942
Open Text Holdings, Inc., 4.125%, 2/15/30(1)		883		901,587
RWE AG, 6.625% to 3/30/26, 7/30/75(16)(17)		266		309,421
Sensata Technologies, Inc.:
3.75%, 2/15/31(1)		680		673,255
4.375%, 2/15/30(1)		627		661,634
SS&C Technologies, Inc., 5.50%, 9/30/27(1)		517		549,119
Verisure Holding AB, 3.25%, 2/15/27(16)	EUR	100		118,816
			$	11,293,975
Energy — 0.5%
Empresa Electrica Cochrane SpA, 5.50%, 5/14/27(1)		1,900	$	1,971,006
Enviva Partners, L.P./Enviva Partners Finance Corp., 6.50%, 1/15/26(1)		1,988		2,081,436
New Fortress Energy, Inc., 6.50%, 9/30/26(1)		2,374		2,428,721
Sunoco, L.P./Sunoco Finance Corp.:
4.50%, 5/15/29(1)		884		902,140
5.50%, 2/15/26		412		425,946
			$	7,809,249
Engineering & Construction — 0.3%
Brundage-Bone Concrete Pumping Holdings, Inc., 6.00%, 2/1/26(1)		1,060	$	1,118,565
Dycom Industries, Inc., 4.50%, 4/15/29(1)		1,389		1,402,827
VM Consolidated, Inc., 5.50%, 4/15/29(1)		1,684		1,719,465
			$	4,240,857
Entertainment — 0.6%
Caesars Entertainment, Inc.:
6.25%, 7/1/25(1)		2,521	$	2,675,411
8.125%, 7/1/27(1)		1,589		1,769,272
CPUK Finance, Ltd.:
4.50%, 8/28/27(16)	GBP	200		280,686
4.875%, 8/28/25(16)	GBP	135		189,568
Gamma Bidco SpA:
5.125%, 7/15/25(16)	EUR	200		245,320
6.25%, 7/15/25(16)	EUR	100		125,331
Live Nation Entertainment, Inc., 4.75%, 10/15/27(1)		1,226		1,271,975
Powdr Corp., 6.00%, 8/1/25(1)		1,558		1,641,820
Speedway Motorsports, LLC/Speedway Funding II, Inc., 4.875%, 11/1/27(1)		1,345		1,361,974
			$	9,561,357

18

Security	Principal Amount* (000’s omitted)		Value
Equipment Leasing — 0.1%
Ashtead Capital, Inc.:
4.125%, 8/15/25(1)		1,425	$	1,461,516
4.25%, 11/1/29(1)		526		569,395
			$	2,030,911
Financial Intermediaries — 1.6%
Ally Financial, Inc., 4.70% to 5/15/26(17)(18)		1,453	$	1,508,505
Alpha Holding S.A. de CV:
9.00%, 2/10/25(1)(21)		765		150,418
10.00%, 12/19/22(1)(21)		200		39,000
Citigroup, Inc., 3.98% to 3/20/29, 3/20/30(17)		1,700		1,927,825
Ford Motor Credit Co., LLC:
1.391%, (3 mo. USD LIBOR + 1.24%), 2/15/23(2)		479		477,357
1.416%, (3 mo. USD LIBOR + 1.27%), 3/28/22(2)		230		229,478
2.90%, 2/16/28		420		418,536
3.087%, 1/9/23		439		448,329
3.339%, 3/28/22		530		539,323
3.37%, 11/17/23		1,030		1,069,070
3.813%, 10/12/21		466		470,078
3.815%, 11/2/27		1,984		2,069,067
4.00%, 11/13/30		995		1,043,506
4.125%, 8/17/27		2,739		2,909,235
4.25%, 9/20/22		500		517,645
4.271%, 1/9/27		476		510,648
5.125%, 6/16/25		938		1,034,145
5.584%, 3/18/24		257		281,788
5.596%, 1/7/22		1,127		1,151,535
Icahn Enterprises, L.P./Icahn Enterprises Finance Corp.:
5.25%, 5/15/27		1,614		1,668,715
6.25%, 5/15/26		1,615		1,716,260
6.375%, 12/15/25		820		846,117
JPMorgan Chase & Co.:
Series HH, 4.60% to 2/1/25(17)(18)		1,674		1,736,859
1.04% to 2/4/26, 2/4/27(17)		1,515		1,490,915
MSCI, Inc., 3.625%, 9/1/30(1)		520		533,042
Synovus Financial Corp., 5.90% to 2/7/24, 2/7/29(17)		1,011		1,097,462
			$	25,884,858
Financial Services — 0.6%
Banco BTG Pactual S.A./Cayman Islands, 4.50%, 1/10/25(1)		1,100	$	1,153,570
Bank of America Corp., 1.922% to 10/24/30, 10/24/31(17)		1,819		1,774,540
Brookfield Finance, Inc., 4.70%, 9/20/47		1,050		1,285,917
Carlyle Finance Subsidiary, LLC, 3.50%, 9/19/29(1)		1,000		1,075,990
Debt and Asset Trading Corp., 1.00%, 10/10/25(16)		2,600		2,338,479
Nordea Bank Abp, 4.625% to 9/13/28, 9/13/33(1)(17)		1,000		1,127,010
			$	8,755,506
Food Products — 1.2%
Bellis Acquisition Co. PLC, 3.25%, 2/16/26(16)	GBP	100	$	138,762
Chobani, LLC/Chobani Finance Corp., Inc., 4.625%, 11/15/28(1)		436		452,677
HLF Financing S.a.r.l, LLC/Herbalife International, Inc., 4.875%, 6/1/29(1)		1,696		1,710,933
Ingles Markets, Inc., 4.00%, 6/15/31(1)		854		854,000
JBS USA LUX S.A./JBS USA Finance, Inc., 6.75%, 2/15/28(1)		650		715,000
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., 5.50%, 1/15/30(1)		2,391		2,677,203

19

Security	Principal Amount* (000’s omitted)		Value
Kraft Heinz Foods Co.:
3.875%, 5/15/27		1,261	$	1,386,480
4.25%, 3/1/31		2,286		2,599,375
4.375%, 6/1/46		2,212		2,510,697
4.625%, 10/1/39		425		496,394
4.875%, 10/1/49		600		729,952
5.50%, 6/1/50		1,261		1,640,162
Nomad Foods Bondco PLC, 2.50%, 6/24/28(16)	EUR	136		162,975
Post Holdings, Inc.:
4.50%, 9/15/31(1)		1,405		1,404,438
4.625%, 4/15/30(1)		1,158		1,178,937
Tesco PLC, 6.125%, 2/24/22	GBP	200		287,005
			$	18,944,990
Food Service — 0.5%
1011778 B.C. Unlimited Liability Company/New Red Finance, Inc.:
3.875%, 1/15/28(1)		1,906	$	1,932,207
4.00%, 10/15/30(1)		2,705		2,620,469
4.375%, 1/15/28(1)		1,014		1,029,362
5.75%, 4/15/25(1)		372		394,960
IRB Holding Corp.:
6.75%, 2/15/26(1)		448		464,576
7.00%, 6/15/25(1)		451		487,991
US Foods, Inc., 4.75%, 2/15/29(1)		1,457		1,488,027
			$	8,417,592
Food/Drug Retailers — 0.2%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons, L.P./Albertsons, LLC:
4.875%, 2/15/30(1)		1,042	$	1,112,627
5.875%, 2/15/28(1)		1,004		1,083,055
Casino Guichard Perrachon S.A.:
4.048% to 8/5/21, 8/5/26(16)(20)	EUR	200		232,063
5.25%, 4/15/27(16)	EUR	100		121,539
			$	2,549,284
Health Care — 3.8%
Amgen, Inc., 3.375%, 2/21/50		700	$	740,470
Anthem, Inc., 3.125%, 5/15/50		500		509,268
Avantor Funding, Inc., 4.625%, 7/15/28(1)		1,156		1,221,915
Baxter International, Inc., 3.95%, 4/1/30		1,000		1,152,591
Centene Corp.:
2.50%, 3/1/31		1,992		1,967,100
3.00%, 10/15/30		2,345		2,411,903
3.375%, 2/15/30		2,311		2,418,866
4.25%, 12/15/27		1,795		1,893,725
4.625%, 12/15/29		1,758		1,935,593
5.375%, 6/1/26(1)		2,690		2,814,412
CHS/Community Health Systems, Inc.:
6.125%, 4/1/30(1)		1,585		1,610,756
6.875%, 4/15/29(1)		1,605		1,684,263
DaVita, Inc., 4.625%, 6/1/30(1)		687		707,246
Emergent BioSolutions, Inc., 3.875%, 8/15/28(1)		1,534		1,504,869

20

Security	Principal Amount* (000’s omitted)		Value
Encompass Health Corp.:
4.50%, 2/1/28		557	$	578,665
4.625%, 4/1/31		787		844,215
4.75%, 2/1/30		1,098		1,168,151
Gilead Sciences, Inc., 2.60%, 10/1/40		750		723,458
Grifols S.A., 3.20%, 5/1/25(16)	EUR	250		299,421
HCA, Inc.:
5.375%, 9/1/26		1,610		1,854,720
5.625%, 9/1/28		1,472		1,746,160
5.875%, 2/15/26		2,705		3,132,390
5.875%, 2/1/29		1,076		1,302,493
IQVIA, Inc.:
2.25%, 1/15/28(16)	EUR	250		298,860
5.00%, 10/15/26(1)		850		882,028
Legacy LifePoint Health, LLC:
4.375%, 2/15/27(1)		668		677,018
6.75%, 4/15/25(1)		731		780,869
LifePoint Health, Inc., 5.375%, 1/15/29(1)		1,850		1,806,368
ModivCare, Inc., 5.875%, 11/15/25(1)		1,122		1,203,440
Molina Healthcare, Inc.:
3.875%, 11/15/30(1)		1,511		1,575,391
4.375%, 6/15/28(1)		609		636,101
MPH Acquisition Holdings, LLC, 5.75%, 11/1/28(1)		3,072		3,091,154
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/1/26(1)		1,485		1,602,649
STERIS Irish FinCo Unlimited Co., 3.75%, 3/15/51		750		797,920
Team Health Holdings, Inc., 6.375%, 2/1/25(1)		2,815		2,683,061
Tenet Healthcare Corp.:
4.625%, 9/1/24(1)		268		275,600
4.625%, 6/15/28(1)		377		388,581
4.875%, 1/1/26(1)		1,607		1,668,789
5.125%, 11/1/27(1)		1,607		1,687,406
6.125%, 10/1/28(1)		932		995,833
6.75%, 6/15/23		456		498,180
Thermo Fisher Scientific, Inc., 4.10%, 8/15/47		400		489,545
UnitedHealth Group, Inc., 3.75%, 10/15/47		650		749,766
US Acute Care Solutions, LLC, 6.375%, 3/1/26(1)		1,684		1,745,938
Varex Imaging Corp., 7.875%, 10/15/27(1)		1,273		1,430,432
			$	60,187,579
Home Furnishings — 0.1%
Harman International Industries, Inc., 4.15%, 5/15/25		940	$	1,044,178
			$	1,044,178
Homebuilders/Real Estate — 0.0%(11)
M/I Homes, Inc., 4.95%, 2/1/28		459	$	479,942
Meritage Homes Corp., 3.875%, 4/15/29(1)		128		132,640
			$	612,582
Industrial Equipment — 0.1%
Madison IAQ, LLC:
4.125%, 6/30/28(1)		957	$	967,766
5.875%, 6/30/29(1)		1,199		1,221,481
Vertical Midco GmbH, 4.75%, (3 mo. EURIBOR + 4.75%), 7/15/27(2)(16)	EUR	115		138,237
			$	2,327,484

21

Security	Principal Amount* (000’s omitted)		Value
Insurance — 0.9%
Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(1)		2,783	$	2,928,356
AmWINS Group, Inc., 7.75%, 7/1/26(1)		1,557		1,654,546
AssuredPartners, Inc., 5.625%, 1/15/29(1)		450		450,900
Athene Holding, Ltd.:
3.50%, 1/15/31		1,000		1,067,289
3.95%, 5/25/51		750		805,984
BroadStreet Partners, Inc., 5.875%, 4/15/29(1)		1,415		1,447,842
Galaxy Finco, Ltd., 9.25%, 7/31/27(16)	GBP	575		843,279
GTCR AP Finance, Inc., 8.00%, 5/15/27(1)		820		876,166
Hub International, Ltd., 7.00%, 5/1/26(1)		2,498		2,596,846
MetLife, Inc., 4.05%, 3/1/45		300		359,346
Old Republic International Corp., 3.85%, 6/11/51		444		473,623
Radian Group, Inc., 4.875%, 3/15/27		1,032		1,125,375
			$	14,629,552
Internet Software & Services — 0.8%
Cars.com, Inc., 6.375%, 11/1/28(1)		1,152	$	1,230,232
CDK Global, Inc., 5.25%, 5/15/29(1)		531		580,909
Netflix, Inc.:
3.00%, 6/15/25(16)	EUR	100		129,287
3.625%, 6/15/30(16)	EUR	350		494,386
4.875%, 4/15/28		1,665		1,937,694
4.875%, 6/15/30(1)		1,300		1,549,834
5.375%, 11/15/29(1)		1,000		1,215,946
5.50%, 2/15/22		1,825		1,875,543
5.875%, 11/15/28		1,810		2,223,974
Science Applications International Corp., 4.875%, 4/1/28(1)		1,277		1,343,819
United Group B.V., 4.00%, 11/15/27(16)	EUR	100		118,065
			$	12,699,689
Leisure Goods/Activities/Movies — 1.6%
AMC Entertainment Holdings, Inc.:
10.50%, 4/15/25(1)		581	$	631,547
12.00%, (10.00% cash or 12.00% PIK), 6/15/26(1)(19)		1,275		1,306,875
Carnival Corp.:
5.75%, 3/1/27(1)		1,316		1,380,155
7.625%, 3/1/26(1)		539		586,163
7.625%, 3/1/26(16)	EUR	133		175,019
11.50%, 4/1/23(1)		531		598,264
Carnival PLC, 1.00%, 10/28/29	EUR	220		214,869
Cinemark USA, Inc.:
5.25%, 7/15/28(1)		1,257		1,289,996
5.875%, 3/15/26(1)		414		434,545
8.75%, 5/1/25(1)		303		332,391
Explorer II AS, 3.375%, 2/24/25	EUR	400		444,656
LHMC Finco 2 S.a.r.l., 7.25%, (7.25% cash or 8.00% PIK), 10/2/25(16)(19)	EUR	309		367,111
Life Time, Inc.:
5.75%, 1/15/26(1)		1,268		1,315,658
8.00%, 4/15/26(1)		1,293		1,382,372
Motion Finco S.a.r.l., 7.00%, 5/15/25(16)	EUR	200		251,472

22

Security	Principal Amount* (000’s omitted)		Value
National CineMedia, LLC:
5.75%, 8/15/26		1,186	$	1,082,225
5.875%, 4/15/28(1)		1,559		1,533,994
NCL Corp, Ltd.:
3.625%, 12/15/24(1)		1,065		1,029,882
5.875%, 3/15/26(1)		662		694,911
10.25%, 2/1/26(1)		955		1,112,551
NCL Finance, Ltd., 6.125%, 3/15/28(1)		343		360,462
Playtika Holding Corp., 4.25%, 3/15/29(1)		1,382		1,383,810
Royal Caribbean Cruises, Ltd., 3.70%, 3/15/28		692		661,953
Viking Cruises, Ltd.:
5.875%, 9/15/27(1)		3,081		3,048,495
6.25%, 5/15/25(1)		1,690		1,688,209
7.00%, 2/15/29(1)		658		686,518
Viking Ocean Cruises Ship VII, Ltd., 5.625%, 2/15/29(1)		422		427,315
WMG Acquisition Corp., 3.625%, 10/15/26(16)	EUR	165		200,770
			$	24,622,188
Lodging and Casinos — 1.8%
Accor S.A., 4.375% to 1/30/24(16)(17)(18)	EUR	300	$	374,413
Caesars Resort Collection, LLC/CRC Finco, Inc., 5.25%, 10/15/25(1)		3,279		3,324,086
Gateway Casinos & Entertainment, Ltd., 8.25%, 3/1/24(1)		2,831		2,844,829
MGM Growth Properties Operating Partnership, L.P./MGP Finance Co-Issuer, Inc.:
4.50%, 9/1/26		895		957,203
5.625%, 5/1/24		480		520,417
5.75%, 2/1/27		573		638,428
MGM Resorts International:
4.75%, 10/15/28		1,637		1,742,586
5.75%, 6/15/25		948		1,046,592
7.75%, 3/15/22		2,300		2,406,835
NH Hotel Group S.A., 4.00%, 7/2/26(16)	EUR	100		118,679
Peninsula Pacific Entertainment, LLC/Peninsula Pacific Entertainment Finance, Inc., 8.50%, 11/15/27(1)		2,086		2,243,003
Stars Group Holdings B.V./Stars Group US Co-Borrower, LLC, 7.00%, 7/15/26(1)		3,930		4,072,738
VICI Properties, L.P./VICI Note Co., Inc.:
3.75%, 2/15/27(1)		323		329,601
4.125%, 8/15/30(1)		1,108		1,140,863
4.25%, 12/1/26(1)		1,653		1,721,550
4.625%, 12/1/29(1)		2,359		2,511,155
Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp., 5.25%, 5/15/27(1)		1,562		1,682,196
			$	27,675,174
Machinery — 0.1%
Flowserve Corp., 3.50%, 10/1/30		244	$	257,665
nVent Finance S.a.r.l., 4.55%, 4/15/28		1,500		1,649,946
Sofima Holding SpA, 3.75%, 1/15/28(16)	EUR	221		263,826
			$	2,171,437
Manufacturing — 0.2%
Novelis Corp.:
4.75%, 1/30/30(1)		1,068	$	1,122,735
5.875%, 9/30/26(1)		1,530		1,593,502
			$	2,716,237

23

Security	Principal Amount* (000’s omitted)		Value
Media — 0.5%
Banijay Group S.A.S., 6.50%, 3/1/26(16)	EUR	250	$	306,775
Beasley Mezzanine Holdings, LLC, 8.625%, 2/1/26(1)		1,595		1,614,938
Discovery Communications, LLC, 4.65%, 5/15/50		300		351,622
Outfront Media Capital, LLC/Outfront Media Capital Corp.:
4.625%, 3/15/30(1)		127		129,159
6.25%, 6/15/25(1)		807		855,739
Scripps Escrow, Inc., 5.875%, 7/15/27(1)		1,036		1,074,094
Scripps Escrow II, Inc., 5.375%, 1/15/31(1)		756		754,560
Tele Columbus AG, 3.875%, 5/2/25(16)	EUR	300		360,926
Telenet Finance Luxembourg S.a.r.l., 3.50%, 3/1/28(16)	EUR	200		246,806
Urban One, Inc., 7.375%, 2/1/28(1)		1,960		2,119,279
			$	7,813,898
Metals/Mining — 0.9%
Arconic Corp., 6.125%, 2/15/28(1)		648	$	697,063
Cleveland-Cliffs, Inc.:
6.75%, 3/15/26(1)		2,808		3,032,640
9.875%, 10/17/25(1)		293		343,765
Compass Minerals International, Inc., 6.75%, 12/1/27(1)		3,005		3,234,131
Constellium N.V.:
4.25%, 2/15/26(16)	EUR	150		181,028
5.875%, 2/15/26(1)		837		862,905
Freeport-McMoRan, Inc., 5.45%, 3/15/43		1,821		2,228,285
Hudbay Minerals, Inc.:
4.50%, 4/1/26(1)		1,085		1,090,425
6.125%, 4/1/29(1)		920		980,950
Joseph T. Ryerson & Son, Inc., 8.50%, 8/1/28(1)		931		1,036,729
			$	13,687,921
Nonferrous Metals/Minerals — 0.4%
Eldorado Gold Corp., 9.50%, 6/1/24(1)		419	$	455,095
First Quantum Minerals, Ltd.:
7.25%, 4/1/23(1)		1,332		1,359,479
7.50%, 4/1/25(1)		1,615		1,679,818
New Gold, Inc.:
6.375%, 5/15/25(1)		671		693,646
7.50%, 7/15/27(1)		2,183		2,371,284
			$	6,559,322
Oil and Gas — 5.3%
Aethon III BR, LLC, 9.00%, (1 mo. USD LIBOR + 7.50%, Floor 1.50%), 10/1/25(2)		2,366	$	2,434,105
Aethon United BR, L.P./Aethon United Finance Corp., 8.25%, 2/15/26(1)		2,170		2,352,226
Apache Corp., 4.375%, 10/15/28		750		799,417
Archrock Partners, L.P./Archrock Partners Finance Corp., 6.25%, 4/1/28(1)		756		790,708
Buckeye Partners, L.P., 4.50%, 3/1/28(1)		921		946,153
Callon Petroleum Co., 8.00%, 8/1/28(1)(3)		1,287		1,303,087
Centennial Resource Production, LLC:
5.375%, 1/15/26(1)		245		240,810
6.875%, 4/1/27(1)		2,055		2,104,402
CNX Resources Corp., 6.00%, 1/15/29(1)		1,311		1,419,308

24

Security	Principal Amount* (000’s omitted)		Value
Colgate Energy Partners III, LLC:
5.875%, 7/1/29(1)		1,993	$	2,070,229
7.75%, 2/15/26(1)		1,376		1,513,222
Continental Resources, Inc.:
4.375%, 1/15/28		1,220		1,353,090
4.90%, 6/1/44		47		53,288
5.75%, 1/15/31(1)		1,458		1,747,777
CrownRock, L.P./CrownRock Finance, Inc.:
5.00%, 5/1/29(1)		1,889		1,986,482
5.625%, 10/15/25(1)		2,575		2,672,451
CVR Energy, Inc., 5.75%, 2/15/28(1)		2,905		2,935,532
Endeavor Energy Resources, L.P./EER Finance, Inc.:
5.50%, 1/30/26(1)		1,045		1,089,000
5.75%, 1/30/28(1)		250		266,917
6.625%, 7/15/25(1)		707		758,622
Energy Transfer, L.P., Series A, 6.25% to 2/15/23(17)(18)		300		265,500
EQT Corp.:
5.00%, 1/15/29		335		373,977
7.625% to 8/1/21, 2/1/25(20)		407		475,291
8.50% to 8/1/21, 2/1/30(20)		594		774,724
Great Western Petroleum, LLC/Great Western Finance Corp., 12.00%, 9/1/25(1)		1,436		1,434,507
Hilcorp Energy I, L.P./Hilcorp Finance Co.:
5.75%, 2/1/29(1)		700		730,733
6.00%, 2/1/31(1)		560		594,300
Laredo Petroleum, Inc.:
9.50%, 1/15/25		414		436,753
10.125%, 1/15/28		622		684,822
Matador Resources Co., 5.875%, 9/15/26		1,543		1,591,373
MEG Energy Corp.:
5.875%, 2/1/29(1)		722		753,710
7.125%, 2/1/27(1)		1,550		1,655,446
Nabors Industries, Inc., 9.00%, 2/1/25(1)		661		696,605
Nabors Industries, Ltd.:
7.25%, 1/15/26(1)		617		605,903
7.50%, 1/15/28(1)		665		639,730
National Fuel Gas Co., 2.95%, 3/1/31		915		922,048
Neptune Energy Bondco PLC, 6.625%, 5/15/25(1)		3,225		3,321,637
NOV, Inc., 3.60%, 12/1/29		248		259,698
Oasis Petroleum, Inc., 6.375%, 6/1/26(1)		1,111		1,159,862
Occidental Petroleum Corp.:
2.90%, 8/15/24		97		99,304
3.40%, 4/15/26		455		466,514
3.45%, 7/15/24		244		249,850
3.50%, 8/15/29		599		601,947
4.20%, 3/15/48		931		871,691
4.40%, 8/15/49		748		719,094
4.625%, 6/15/45		499		488,279
6.125%, 1/1/31		1,203		1,416,869
6.20%, 3/15/40		480		543,773
6.45%, 9/15/36		615		736,100
6.625%, 9/1/30		1,511		1,815,089
8.50%, 7/15/27		1,965		2,481,117
8.875%, 7/15/30		1,685		2,255,701

25

Security	Principal Amount* (000’s omitted)		Value
Ovintiv, Inc.:
6.50%, 8/15/34		49	$	64,790
6.50%, 2/1/38		1,615		2,153,574
6.625%, 8/15/37		114		152,590
8.125%, 9/15/30		248		338,325
Patterson-UTI Energy, Inc., 3.95%, 2/1/28		1,310		1,326,769
PBF Holding Co., LLC/PBF Finance Corp., 9.25%, 5/15/25(1)		2,538		2,560,068
Petrobras Global Finance B.V., 6.90%, 3/19/49		683		815,160
Petroleos Mexicanos:
6.75%, 9/21/47		1,747		1,548,296
6.84%, 1/23/30		716		738,733
Precision Drilling Corp.:
6.875%, 1/15/29(1)		932		961,125
7.125%, 1/15/26(1)		500		516,017
Shelf Drilling Holdings, Ltd.:
8.25%, 2/15/25(1)		1,535		1,224,232
8.875%, 11/15/24(1)		441		456,969
Shell International Finance B.V.:
2.375%, 11/7/29		500		519,559
3.75%, 9/12/46		400		454,605
Southwestern Energy Co.:
7.50%, 4/1/26		98		103,880
8.375%, 9/15/28		1,007		1,139,269
Targa Resources Partners, L.P./Targa Resources Partners Finance Corp.:
4.00%, 1/15/32(1)		1,038		1,069,140
4.875%, 2/1/31(1)		233		252,541
5.50%, 3/1/30		224		246,628
5.875%, 4/15/26		985		1,037,269
6.50%, 7/15/27		566		615,163
TechnipFMC PLC, 6.50%, 2/1/26(1)		856		924,504
Tervita Corp., 11.00%, 12/1/25(1)		1,280		1,435,814
Transocean Guardian, Ltd., 5.875%, 1/15/24(1)		666		648,578
Transocean Pontus, Ltd., 6.125%, 8/1/25(1)		526		532,466
Transocean Poseidon, Ltd., 6.875%, 2/1/27(1)		481		484,102
Valero Energy Corp., 4.00%, 4/1/29		1,250		1,397,044
Williams Cos., Inc. (The), 5.75%, 6/24/44		790		1,039,053
			$	83,715,036
Packaging & Containers — 0.2%
ARD Finance S.A., 6.50%, (6.50% cash or 7.25% PIK), 6/30/27(1)(19)		1,933	$	2,033,671
Kleopatra Finco S.a.r.l., 4.25%, 3/1/26(16)	EUR	350		417,679
Trivium Packaging Finance B.V., 3.75%, 8/15/26(16)	EUR	280		337,581
			$	2,788,931
Pharmaceuticals — 0.3%
AstraZeneca PLC, 0.70%, 4/8/26		2,000	$	1,948,761
Diocle SpA, 3.875%, (3 mo. EURIBOR + 3.875%), 6/30/26(2)(16)	EUR	126		149,853
Gruenenthal GmbH, 4.125%, 5/15/28(16)	EUR	101		123,701
Herbalife Nutrition, Ltd./HLF Financing, Inc., 7.875%, 9/1/25(1)		1,169		1,272,749
Owens & Minor, Inc., 4.50%, 3/31/29(1)		1,120		1,152,261
Rossini S.a.r.l., 3.875%, (3 mo. EURIBOR + 3.875%), 10/30/25(2)(16)	EUR	300		356,414
			$	5,003,739

26

Security	Principal Amount* (000’s omitted)		Value
Pipelines — 1.2%
Antero Midstream Partners, L.P./Antero Midstream Finance Corp.:
5.75%, 3/1/27(1)		1,874	$	1,954,666
7.875%, 5/15/26(1)		879		985,271
Cheniere Energy Partners, L.P.:
4.00%, 3/1/31(1)		2,706		2,831,152
4.50%, 10/1/29		1,722		1,853,302
Cheniere Energy, Inc., 4.625%, 10/15/28(1)		1,122		1,185,113
DT Midstream, Inc., 4.125%, 6/15/29(1)		1,449		1,473,024
EQM Midstream Partners, L.P.:
4.50%, 1/15/29(1)		871		887,260
4.75%, 1/15/31(1)		871		898,602
6.00%, 7/1/25(1)		699		761,788
6.50%, 7/1/27(1)		702		784,780
Genesis Energy, L.P./Genesis Energy Finance Corp., 8.00%, 1/15/27		1,085		1,141,284
Kinder Morgan, Inc., 5.05%, 2/15/46		500		609,309
Magellan Midstream Partners, L.P., 4.20%, 10/3/47		300		334,036
Plains All American Pipeline, L.P., Series B, 6.125% to 11/15/22(17)(18)		1,954		1,730,658
TransCanada PipeLines, Ltd., 4.75%, 5/15/38		390		469,481
Western Midstream Operating, L.P.:
4.50%, 3/1/28		148		158,553
4.75%, 8/15/28		150		162,532
5.30% to 8/1/21, 2/1/30(20)		1,187		1,332,847
			$	19,553,658
Private Equity — 0.0%(11)
KKR Group Finance Co. VII, LLC, 3.625%, 2/25/50(1)		400	$	429,954
			$	429,954
Publishing — 0.1%
Adevinta ASA, 3.00%, 11/15/27(16)	EUR	100	$	122,933
Nielsen Finance, LLC/Nielsen Finance Co.:
5.625%, 10/1/28(1)		447		472,660
5.875%, 10/1/30(1)		447		487,665
			$	1,083,258
Radio and Television — 1.3%
Clear Channel Outdoor Holdings, Inc.:
7.50%, 6/1/29(1)		1,168	$	1,210,733
7.75%, 4/15/28(1)		1,517		1,591,037
Clear Channel Worldwide Holdings, Inc., 5.125%, 8/15/27(1)		740		760,561
Diamond Sports Group, LLC/Diamond Sports Finance Co., 5.375%, 8/15/26(1)		2,646		1,716,725
Entercom Media Corp., 6.75%, 3/31/29(1)		1,627		1,692,096
iHeartCommunications, Inc.:
6.375%, 5/1/26		179		190,805
8.375%, 5/1/27		2,130		2,284,980
Sirius XM Radio, Inc.:
4.625%, 7/15/24(1)		1,595		1,640,769
5.00%, 8/1/27(1)		1,609		1,689,651
Terrier Media Buyer, Inc., 8.875%, 12/15/27(1)		3,987		4,321,170
Townsquare Media, Inc., 6.875%, 2/1/26(1)		1,707		1,828,624
Univision Communications, Inc., 4.50%, 5/1/29(1)		1,141		1,152,193
			$	20,079,344

27

Security	Principal Amount* (000’s omitted)		Value
Real Estate Investment Trusts (REITs) — 0.8%
ADLER Group S.A.:
2.25%, 1/14/29(16)	EUR	300	$	346,159
2.75%, 11/13/26(16)	EUR	100		120,285
3.25%, 8/5/25(16)	EUR	200		245,470
Aedas Homes Opco SLU, 4.00%, 8/15/26(16)	EUR	105		127,614
American Assets Trust, L.P., 3.375%, 2/1/31		1,000		1,031,561
Diversified Healthcare Trust, 4.375%, 3/1/31		903		866,428
Extra Space Storage, L.P., 2.55%, 6/1/31		399		402,176
Flamingo LUX II SCA, 5.00%, 3/31/29(16)	EUR	265		312,819
HAT Holdings I, LLC/HAT Holdings II, LLC:
3.75%, 9/15/30(1)		905		886,592
6.00%, 4/15/25(1)		716		756,851
Heimstaden Bostad AB, 3.00% to 10/29/27(16)(17)(18)	EUR	152		180,215
Neinor Homes S.A., 4.50%, 10/15/26(16)	EUR	100		121,760
Newmark Group, Inc., 6.125%, 11/15/23		2,126		2,342,720
Service Properties Trust:
3.95%, 1/15/28		1,626		1,537,367
4.75%, 10/1/26		995		984,552
4.95%, 10/1/29		158		156,143
5.50%, 12/15/27		307		328,134
7.50%, 9/15/25		993		1,125,135
Sun Communities Operating, L.P., 2.70%, 7/15/31		261		261,545
Vornado Realty, L.P., 3.40%, 6/1/31		219		226,669
WP Carey, Inc., 3.85%, 7/15/29		159		176,240
			$	12,536,435
Retail — 0.5%
Carrols Restaurant Group, Inc., 5.875%, 7/1/29(1)		550	$	543,813
Dufry One B.V.:
2.00%, 2/15/27(16)	EUR	100		112,054
2.50%, 10/15/24(16)	EUR	200		236,433
3.375%, 4/15/28(16)	EUR	139		163,995
eG Global Finance PLC, 6.25%, 10/30/25(16)	EUR	300		365,303
Group 1 Automotive, Inc., 4.00%, 8/15/28(1)		895		911,839
Ken Garff Automotive, LLC, 4.875%, 9/15/28(1)		957		979,734
LCM Investments Holdings II, LLC, 4.875%, 5/1/29(1)		1,228		1,260,235
Punch Finance PLC, 6.125%, 6/30/26(16)	GBP	125		175,406
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 7/31/25(16)	GBP	100		144,972
Suburban Propane Partners, L.P./Suburban Energy Finance Corp., 5.00%, 6/1/31(1)		824		844,600
Victoria’s Secret & Co., 4.625%, 7/15/29(1)(3)		941		941,000
Walgreens Boots Alliance, Inc., 4.10%, 4/15/50		618		682,590
Walmart, Inc., 2.95%, 9/24/49		500		530,970
			$	7,892,944
Retailers (Except Food and Drug) — 1.0%
Dave & Buster’s, Inc., 7.625%, 11/1/25(1)		2,331	$	2,511,652
L Brands, Inc.:
6.625%, 10/1/30(1)		884		1,024,335
6.75%, 7/1/36		437		548,217
6.875%, 11/1/35		1,651		2,092,642
6.95%, 3/1/33		415		504,781
7.60%, 7/15/37		254		321,389
9.375%, 7/1/25(1)		316		409,278

28

Security	Principal Amount* (000’s omitted)		Value
Macy’s Retail Holdings, LLC., 4.30%, 2/15/43		1,252	$	1,035,404
Murphy Oil USA, Inc.:
4.75%, 9/15/29		728		766,937
5.625%, 5/1/27		560		592,682
Nordstrom, Inc., 5.00%, 1/15/44		775		773,617
PetSmart, Inc./PetSmart Finance Corp.:
4.75%, 2/15/28(1)		1,731		1,800,240
7.75%, 2/15/29(1)		1,778		1,962,468
Superior Plus, L.P./Superior General Partner, Inc., 4.50%, 3/15/29(1)		1,289		1,329,359
			$	15,673,001
Semiconductors & Semiconductor Equipment — 0.1%
ON Semiconductor Corp., 3.875%, 9/1/28(1)		1,544	$	1,592,767
			$	1,592,767
Software and Services — 0.3%
Black Knight InfoServ, LLC, 3.625%, 9/1/28(1)		1,337	$	1,331,959
Gartner, Inc.:
3.625%, 6/15/29(1)		427		433,939
3.75%, 10/1/30(1)		660		676,078
4.50%, 7/1/28(1)		908		960,151
Oracle Corp., 2.95%, 4/1/30		1,500		1,581,384
			$	4,983,511
Steel — 0.6%
Allegheny Ludlum, LLC, 6.95%, 12/15/25		465	$	510,870
Allegheny Technologies, Inc.:
5.875%, 12/1/27		320		336,333
7.875%, 8/15/23		3,109		3,412,127
Big River Steel, LLC/BRS Finance Corp., 6.625%, 1/31/29(1)		1,433		1,583,200
Infrabuild Australia Pty, Ltd., 12.00%, 10/1/24(1)		2,494		2,643,839
thyssenkrupp AG, 2.875%, 2/22/24(16)	EUR	100		120,478
TMS International Corp., 6.25%, 4/15/29(1)		620		651,775
			$	9,258,622
Surface Transport — 0.3%
CMA CGM S.A., 5.25%, 1/15/25(16)	EUR	185	$	224,603
Hertz Corp. (The):
5.50%, 10/15/24(1)(21)		681		687,234
6.00%, 1/15/28(1)(21)		364		392,030
6.25%, 10/15/22(21)		1,041		1,050,098
Moto Finance PLC, 4.50%, 10/1/22(16)	GBP	250		345,047
Stena International S.A., 6.125%, 2/1/25(1)		200		208,750
XPO Logistics, Inc., 6.125%, 9/1/23(1)		2,221		2,244,865
			$	5,152,627
Technology — 0.1%
International Game Technology PLC, 4.125%, 4/15/26(1)		892	$	929,910
Western Union Co. (The), 6.20%, 11/17/36		872		1,102,020
			$	2,031,930
Telecommunications — 2.6%
Altice France Holding S.A.:
6.00%, 2/15/28(1)		719	$	716,972
10.50%, 5/15/27(1)		1,599		1,778,911
AT&T, Inc., 3.55%, 9/15/55(1)		1,589		1,596,641

29

Security	Principal Amount* (000’s omitted)		Value
Connect Finco S.a.r.l./Connect US Finco, LLC, 6.75%, 10/1/26(1)		2,698	$	2,856,534
DKT Finance ApS, 9.375%, 6/17/23(1)		200		204,750
eircom Finance DAC, 3.50%, 5/15/26(16)	EUR	200		243,248
LCPR Senior Secured Financing DAC, 5.125%, 7/15/29(1)		840		871,004
Level 3 Financing, Inc., 4.25%, 7/1/28(1)		400		406,436
Lorca Telecom Bondco S.A.U., 4.00%, 9/18/27(16)	EUR	100		120,958
Lumen Technologies, Inc., 7.50%, 4/1/24		47		52,816
Matterhorn Telecom S.A., 3.125%, 9/15/26(16)	EUR	200		238,514
Nokia Oyj, 6.625%, 5/15/39		600		778,305
PLT VII Finance S.a.r.l., 4.625%, 1/5/26(16)	EUR	200		245,587
SES GLOBAL Americas Holdings GP, 5.30%, 3/25/44(1)		314		368,192
SES S.A., 5.30%, 4/4/43(1)		186		218,633
SoftBank Group Corp., 2.875%, 1/6/27(3)(16)	EUR	200		237,150
Sprint Capital Corp., 6.875%, 11/15/28		1,951		2,504,596
Sprint Communications, Inc., 6.00%, 11/15/22		365		386,900
Sprint Corp.:
7.25%, 9/15/21		3,265		3,320,064
7.625%, 2/15/25		1,785		2,123,043
7.625%, 3/1/26		993		1,214,072
7.875%, 9/15/23		7,378		8,391,191
Summer (BC) Bidco B, LLC, 5.50%, 10/31/26(1)(3)		907		923,272
Summer (BC) Holdco A S.a.r.l., 9.25%, 10/31/27(16)	EUR	270		348,370
Summer (BC) Holdco B S.a.r.l., 5.75%, 10/31/26(16)	EUR	150		186,532
T-Mobile USA, Inc.:
2.25%, 2/15/26		1,121		1,130,809
2.625%, 2/15/29		1,064		1,052,030
2.875%, 2/15/31		638		634,013
3.875%, 4/15/30		1,000		1,121,250
4.50%, 2/1/26		980		1,001,619
4.75%, 2/1/28		1,045		1,120,763
Telecom Italia Capital S.A., 6.00%, 9/30/34		816		942,480
Telecom Italia Finance S.A., 7.75%, 1/24/33	EUR	215		374,557
Telecom Italia SpA:
2.50%, 7/19/23(16)	EUR	400		494,774
2.75%, 4/15/25(16)	EUR	256		320,650
3.00%, 9/30/25(16)	EUR	140		177,940
5.303%, 5/30/24(1)		1,118		1,226,530
Vmed O2 UK Financing I PLC, 3.25%, 1/31/31(16)	EUR	400		476,935
Vodafone Group PLC, 4.875% to 7/3/25, 10/3/78(16)(17)	GBP	350		527,262
Zayo Group Holdings, Inc., 6.125%, 3/1/28(1)		396		404,965
			$	41,339,268
Transportation — 0.3%
A.P. Moller - Maersk A/S, 4.50%, 6/20/29(1)		1,000	$	1,158,880
Cargo Aircraft Management, Inc., 4.75%, 2/1/28(1)		1,520		1,555,021
FedEx Corp., 4.10%, 2/1/45		500		572,320
XPO CNW, Inc., 6.70%, 5/1/34		1,000		1,197,500
			$	4,483,721
Utilities — 1.1%
AES Corp. (The), 2.45%, 1/15/31(1)		556	$	551,022
Calpine Corp.:
4.50%, 2/15/28(1)		1,073		1,095,801
4.625%, 2/1/29(1)		680		670,443

30

Security	Principal Amount* (000’s omitted)		Value
5.00%, 2/1/31(1)		910	$	907,270
5.125%, 3/15/28(1)		1,511		1,539,580
5.25%, 6/1/26(1)		697		718,931
ENERGO-PRO AS, 4.50%, 5/4/24(16)	EUR	450		527,030
Leeward Renewable Energy Operations, LLC, 4.25%, 7/1/29(1)(3)		838		850,570
NextEra Energy Operating Partners, L.P.:
4.25%, 9/15/24(1)		60		63,375
4.50%, 9/15/27(1)		804		871,656
NRG Energy, Inc.:
3.375%, 2/15/29(1)		664		652,055
3.625%, 2/15/31(1)		1,107		1,089,233
5.25%, 6/15/29(1)		673		716,819
5.75%, 1/15/28		1,455		1,553,976
7.25%, 5/15/26		1,278		1,328,123
TerraForm Power Operating, LLC:
4.25%, 1/31/23(1)		655		673,107
5.00%, 1/31/28(1)		1,497		1,589,500
Vistra Operations Co., LLC:
4.375%, 5/1/29(1)		1,415		1,423,844
5.00%, 7/31/27(1)		1,278		1,313,631
			$	18,135,966
Total Corporate Bonds (identified cost $752,475,622)			$	792,997,056
Exchange-Traded Funds — 0.0%(11)
Security	Shares		Value
SPDR Bloomberg Barclays High Yield Bond ETF		5,280	$	580,589
Total Exchange-Traded Funds (identified cost $574,253)			$	580,589
Preferred Stocks — 0.2%
Security	Shares		Value
Building and Development — 0.1%
Brookfield Property Partners, L.P., Series A, 5.75%(13)		40,000	$	998,800
			$	998,800
Financial Services — 0.0%
DBI Investors, Inc., Series A-1(12)(13)(14)		1,932	$	0
			$	0
Nonferrous Metals/Minerals — 0.0%(11)
ACNR Holdings, Inc., 15.00% (PIK)(12)(13)		1,803	$	189,315
			$	189,315
Pipelines — 0.1%
NuStar Energy, L.P., Series B, 7.625% to 6/15/22(17)		31,158	$	688,903
			$	688,903

31

Security	Shares		Value
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC Series A, 8.00% (PIK)(12)(13)(14)		1,136	$	0
David’s Bridal, LLC Series B, 10.00% (PIK)(12)(13)(14)		4,631		0
			$	0
Telecommunications — 0.0%(11)
United States Cellular Corp., 6.25%(13)		18,950	$	518,662
			$	518,662
Total Preferred Stocks (identified cost $2,570,029)			$	2,395,680
Senior Floating-Rate Loans — 50.2%(22)
Borrower/Description	Principal Amount* (000’s omitted)		Value
Aerospace and Defense — 1.1%
Aernnova Aerospace S.A.U.:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/22/27	EUR	204	$	233,520
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 2/26/27	EUR	796		910,729
AI Convoy (Luxembourg) S.a.r.l.:
Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/18/27	EUR	1,000		1,183,190
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 1/17/27		741		741,088
Dynasty Acquisition Co., Inc.:
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		352		343,390
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 4/6/26		655		638,706
IAP Worldwide Services, Inc.:
Revolving Loan, 0.75%, 7/18/23(23)		172		172,315
Term Loan - Second Lien, 8.00%, (3 mo. USD LIBOR + 6.50%, Floor 1.50%), 7/18/23(14)		221		181,591
Spirit Aerosystems, Inc., Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 1/15/25		398		401,731
TransDigm, Inc.:
Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 8/22/24		1,357		1,342,082
Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 12/9/25		5,460		5,385,615
WP CPP Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/30/25		6,571		6,442,047
			$	17,976,004
Air Transport — 0.2%
Mileage Plus Holdings, LLC, Term Loan, 6.25%, (3 mo. USD LIBOR + 5.25%, Floor 1.00%), 6/21/27		750	$	801,621
SkyMiles IP, Ltd., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/20/27		1,950		2,061,881
			$	2,863,502
Automotive — 1.6%
Adient US, LLC, Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 4/8/28		875	$	877,279
American Axle and Manufacturing, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/6/24		1,885		1,883,440
Belron Finance US, LLC, Term Loan, 3.25%, (3 mo. USD LIBOR + 2.75%, Floor 0.50%), 4/13/28		848		846,109
Belron Luxembourg S.a r.l., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 4/13/28	EUR	500		589,355
Bright Bidco B.V., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 6/30/24(24)		1,730		1,454,040

32

Borrower/Description	Principal Amount* (000’s omitted)		Value
Chassix, Inc., Term Loan, 6.50%, (USD LIBOR + 5.50%, Floor 1.00%), 11/15/23(24)		1,448	$	1,440,866
Clarios Global, L.P., Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 4/30/26	EUR	1,450		1,709,339
Dayco Products, LLC, Term Loan, 4.385%, (3 mo. USD LIBOR + 4.25%), 5/19/23		1,152		1,103,040
Garrett LX I S.a.r.l.:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 4/30/28	EUR	1,000		1,185,750
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/30/28		650		653,656
Gates Global, LLC:
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 4/1/24	EUR	869		1,026,735
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 3/31/27		4,000		3,996,553
Les Schwab Tire Centers, Term Loan, 4.25%, (6 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/2/27		2,512		2,518,656
MajorDrive Holdings IV, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 5/12/28		450		451,195
Tenneco, Inc., Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 10/1/25		3,681		3,652,100
Thor Industries, Inc., Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 2/1/26		1,085		1,087,475
TI Group Automotive Systems, LLC, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 12/16/26	EUR	530		632,919
Wheel Pros, Inc., Term Loan, 5.25%, (1 mo. USD LIBOR + 4.50%, Floor 0.75%), 5/11/28		750		752,761
			$	25,861,268
Beverage and Tobacco — 0.0%(11)
City Brewing Company, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 4/5/28		775	$	778,875
			$	778,875
Brokerage/Securities Dealers/Investment Houses — 0.3%
Advisor Group, Inc., Term Loan, 4.604%, (1 mo. USD LIBOR + 4.50%), 7/31/26		1,157	$	1,161,386
Clipper Acquisitions Corp., Term Loan, 1.836%, (1 mo. USD LIBOR + 1.75%), 3/3/28		1,234		1,222,864
Hudson River Trading, LLC, Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 3/20/28		1,945		1,940,667
			$	4,324,917
Building and Development — 2.0%
ACProducts, Inc., Term Loan, 4.75%, (6 mo. USD LIBOR + 4.25%, Floor 0.50%), 5/5/28		1,775	$	1,768,897
Advanced Drainage Systems, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 7/31/26		204		205,074
Aegion Corporation, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 5/17/28		475		480,937
American Builders & Contractors Supply Co., Inc., Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 1/15/27		2,407		2,392,627
American Residential Services, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/15/27		572		572,483
APi Group DE, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 10/1/26		1,449		1,448,026
Brookfield Property REIT, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 8/27/25		997		974,882
Core & Main L.P., Term Loan, 3.75%, (USD LIBOR + 2.75%, Floor 1.00%), 8/1/24(24)		1,163		1,164,112
CPG International, Inc., Term Loan, 3.25%, (3 mo. USD LIBOR + 2.50%, Floor 0.75%), 5/5/24		976		976,215

33

Borrower/Description	Principal Amount* (000’s omitted)		Value
Cushman & Wakefield U.S. Borrower, LLC, Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 8/21/25		5,753	$	5,713,148
Foundation Building Materials Holding Company, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 2/3/28		1,125		1,118,772
Quikrete Holdings, Inc.:
Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 2/1/27		2,960		2,935,871
Term Loan, 5/12/28(25)		2,175		2,160,591
RE/MAX International, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 12/15/23		2,182		2,184,705
Realogy Group, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/8/25		203		202,526
SRS Distribution, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 6/2/28		1,000		1,000,391
Werner FinCo L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 7/24/24		1,011		1,013,817
White Cap Buyer, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 4.00%, Floor 0.50%), 10/19/27		2,090		2,095,050
WireCo WorldGroup, Inc.:
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/30/23		1,296		1,298,299
Term Loan - Second Lien, 10.00%, (6 mo. USD LIBOR + 9.00%, Floor 1.00%), 9/30/24		1,319		1,279,861
			$	30,986,284
Business Equipment and Services — 4.8%
Adtalem Global Education, Inc., Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 4/11/25		412	$	410,532
AlixPartners, LLP:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/4/28	EUR	998		1,181,246
Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 2/4/28		1,421		1,416,897
Allied Universal Holdco, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/12/28		2,740		2,751,836
Amentum Government Services Holdings, LLC, Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 1/29/27		1,015		1,013,482
AppLovin Corporation, Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 8/15/25		2,911		2,909,950
Artera Services, LLC, Term Loan, 3/6/25(25)		1,050		1,046,719
ASGN Incorporated, Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 4/2/25		313		313,835
Asplundh Tree Expert, LLC, Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 9/7/27		1,117		1,114,546
Blitz 20-487 GmbH, Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 4/28/28	EUR	1,000		1,184,786
Bracket Intermediate Holding Corp., Term Loan, 4.444%, (3 mo. USD LIBOR + 4.25%), 9/5/25		924		924,260
Brand Energy & Infrastructure Services, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/21/24		576		567,360
Camelot U.S. Acquisition 1 Co.:
Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 10/30/26		1,822		1,817,694
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/30/26		1,070		1,071,497
CCC Information Services, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 4/29/24		1,911		1,913,089
Ceridian HCM Holding, Inc., Term Loan, 2.594%, (1 week USD LIBOR + 2.50%), 4/30/25		1,507		1,487,591
CM Acquisition Co., Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 7/26/23		256		254,316

34

Borrower/Description	Principal Amount* (000’s omitted)		Value
Deerfield Dakota Holding, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 4/9/27		1,955	$	1,966,819
EAB Global, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 11/15/24		1,379		1,379,118
Endure Digital, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 2/10/28		2,800		2,792,126
First Advantage Holdings, LLC, Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 1/31/27		606		604,018
Garda World Security Corporation, Term Loan, 4.35%, (1 mo. USD LIBOR + 4.25%), 10/30/26		859		863,816
Grab Holdings, Inc., Term Loan, 5.50%, (6 mo. USD LIBOR + 4.50%, Floor 1.00%), 1/29/26		2,145		2,187,517
Greeneden U.S. Holdings II, LLC:
Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 12/1/27	EUR	748		890,847
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		823		825,876
IG Investment Holdings, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/23/25		2,866		2,874,973
Intrado Corporation, Term Loan, 5.00%, (3 mo. USD LIBOR + 4.00%, Floor 1.00%), 10/10/24		1,054		1,032,732
IRI Holdings, Inc., Term Loan, 4.354%, (1 mo. USD LIBOR + 4.25%), 12/1/25		9,906		9,921,903
Iron Mountain, Inc., Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 1/2/26		895		879,276
Ivanti Software, Inc.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/1/27		673		671,419
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 12/1/27		2,494		2,499,984
KAR Auction Services, Inc., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 9/19/26		639		633,037
KUEHG Corp.:
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/21/25		2,260		2,229,618
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 8/22/25		425		421,813
LGC Group Holdings, Ltd., Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 4/21/27	EUR	1,000		1,174,387
Loire Finco Luxembourg S.a.r.l., Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 4/21/27		347		341,460
Magnite, Inc., Term Loan, 5.75%, (3 mo. USD LIBOR + 5.00%, Floor 0.75%), 4/1/28		650		650,000
Monitronics International, Inc., Term Loan, 7.75%, (1 mo. USD LIBOR + 6.50%, Floor 1.25%), 3/29/24		1,988		1,939,602
Nielsen Consumer, Inc.:
Term Loan, 4.00%, (1 mo. EURIBOR + 4.00%), 3/6/28	EUR	748		890,139
Term Loan, 4.08%, (1 mo. USD LIBOR + 4.00%), 3/6/28		673		675,417
Packaging Coordinators Midco, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 11/30/27		1,097		1,099,445
PGX Holdings, Inc., Term Loan, 10.50%, (3 mo. USD LIBOR + 9.50%, Floor 1.00%), 6.25% cash, 4.25% PIK, 9/29/23		720		687,737
Prime Security Services Borrower, LLC, Term Loan, 3.50%, (USD LIBOR + 2.75%, Floor 0.75%), 9/23/26(24)		1,540		1,540,464
Rockwood Service Corporation, Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 1/23/27		481		482,872
Skopima Merger Sub, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 4.00%, Floor 0.50%), 4/30/28		1,000		1,000,000
SMG US Midco 2, Inc., Term Loan, 2.662%, (USD LIBOR + 2.50%), 1/23/25(24)		242		234,884

35

Borrower/Description	Principal Amount* (000’s omitted)		Value
Sotheby’s, Term Loan, 5.50%, (3 mo. USD LIBOR + 4.75%, Floor 0.75%), 1/15/27		640	$	644,758
Speedster Bidco GmbH, Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 3/31/27	EUR	1,000		1,166,112
Spin Holdco, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 3/1/28		3,890		3,897,544
team.blue Finco S.a.r.l.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 3/27/28	EUR	946		1,120,534
Term Loan, 3/27/28(25)	EUR	54		64,031
Techem Verwaltungsgesellschaft 675 mbH, Term Loan, 2.375%, (1 mo. EURIBOR + 2.375%), 7/15/25	EUR	826		969,493
Tempo Acquisition, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 11/2/26		845		847,368
Vestcom Parent Holdings, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 12/19/23		820		821,132
West Corporation, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 10/10/24		303		294,043
Zephyr Bidco Limited, Term Loan, 4.805%, (1 mo. GBP LIBOR + 4.75%), 7/23/25	GBP	775		1,061,671
			$	75,657,621
Cable and Satellite Television — 1.9%
CSC Holdings, LLC:
Term Loan, 2.323%, (1 mo. USD LIBOR + 2.25%), 7/17/25		3,903	$	3,861,382
Term Loan, 2.323%, (1 mo. USD LIBOR + 2.25%), 1/15/26		1,051		1,038,170
Term Loan, 2.573%, (1 mo. USD LIBOR + 2.50%), 4/15/27		1,341		1,330,644
Numericable Group S.A.:
Term Loan, 2.936%, (3 mo. USD LIBOR + 2.75%), 7/31/25		2,064		2,035,835
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 7/31/25	EUR	504		589,215
Telenet International Finance S.a.r.l., Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 4/30/29	EUR	1,750		2,060,056
UPC Broadband Holding B.V.:
Term Loan, 2.323%, (1 mo. USD LIBOR + 2.25%), 4/30/28		900		890,196
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 4/30/29	EUR	1,500		1,764,174
Term Loan, 3.00%, (3 mo. EURIBOR + 3.00%), 1/31/29	EUR	3,000		3,543,466
UPC Financing Partnership, Term Loan, 3.073%, (1 mo. USD LIBOR + 3.00%), 1/31/29		3,025		3,010,504
Virgin Media Bristol, LLC, Term Loan, 3.353%, (1 mo. USD LIBOR + 3.25%), 1/31/29		1,150		1,149,550
Virgin Media Ireland, Limited, Term Loan, 6/17/29(25)	EUR	1,000		1,181,727
Virgin Media SFA Finance Limited:
Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 1/31/29	EUR	1,300		1,529,395
Term Loan, 3.305%, (1 mo. GBP LIBOR + 3.25%), 11/15/27	GBP	1,500		2,048,187
Ziggo B.V., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/31/29	EUR	3,750		4,418,519
			$	30,451,020
Chemicals and Plastics — 2.3%
Aruba Investments, Inc., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 11/24/27	EUR	998	$	1,187,221
Atotech B.V., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 3/18/28	EUR	1,000		1,178,339
Azelis Finance S.A., Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 11/7/25	EUR	1,925		2,269,015
Caldic B.V., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 7/18/24	EUR	1,000		1,167,964
Emerald Performance Materials, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.00%, Floor 1.00%), 8/12/25		1,904		1,912,288
Ferro Corporation:
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		151		151,161
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		155		154,447

36

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 2.397%, (3 mo. USD LIBOR + 2.25%), 2/14/24		216	$	216,109
Flint Group GmbH, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23		31		30,902
Flint Group US, LLC, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 5.25% cash, 0.75% PIK, 9/21/23		187		186,929
Hexion, Inc.:
Term Loan, 3.71%, (3 mo. USD LIBOR + 3.50%), 7/1/26		760		760,766
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 7/1/26	EUR	759		904,274
Illuminate Buyer, LLC, Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 6/30/27		796		792,191
INEOS 226 Limited, Term Loan, 2.75%, (1 mo. EURIBOR + 2.75%), 1/29/26	EUR	1,000		1,178,413
INEOS Enterprises Holdings II Limited, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 8/31/26	EUR	200		237,265
INEOS Enterprises Holdings US Finco, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/28/26		222		222,921
INEOS Finance PLC, Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), 4/1/24	EUR	1,215		1,434,741
INEOS Styrolution Group GmbH, Term Loan, 2.50%, (1 mo. EURIBOR + 2.00%, Floor 0.50%), 1/29/27	EUR	1,000		1,176,034
INEOS Styrolution US Holding, LLC, Term Loan, 3.25%, (1 mo. USD LIBOR + 2.75%, Floor 0.50%), 1/29/26		2,350		2,348,165
Lonza Group AG:
Term Loan, 4/29/28(25)	EUR	1,000		1,186,083
Term Loan, 4/29/28(25)		1,250		1,252,187
LSF11 Skyscraper Holdco S.a.r.l., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 9/29/27	EUR	1,000		1,179,327
Messer Industries GmbH, Term Loan, 2.647%, (3 mo. USD LIBOR + 2.50%), 3/1/26		1,442		1,434,257
Minerals Technologies, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/14/24		922		925,573
Momentive Performance Materials, Inc., Term Loan, 3.36%, (1 mo. USD LIBOR + 3.25%), 5/15/24		466		463,269
Orion Engineered Carbons GmbH:
Term Loan, 2.147%, (3 mo. USD LIBOR + 2.00%), 7/25/24		695		692,028
Term Loan, 2.25%, (3 mo. EURIBOR + 2.25%), 7/25/24	EUR	949		1,127,323
PMHC II, Inc., Term Loan, 4.50%, (USD LIBOR + 3.50%, Floor 1.00%), 3/31/25(24)		2,650		2,633,875
PQ Corporation, Term Loan, 2.436%, (3 mo. USD LIBOR + 2.25%), 2/7/27		404		403,794
Pregis TopCo Corporation, Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 7/31/26		640		640,550
Rohm Holding GmbH:
Term Loan, 4.978%, (6 mo. USD LIBOR + 4.75%), 7/31/26		940		943,130
Term Loan, 7/31/26(25)	EUR	500		595,733
Solenis Holdings, LLC, Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/26/25	EUR	497		592,397
Starfruit Finco B.V., Term Loan, 3.133%, (USD LIBOR + 2.75%), 10/1/25(24)		2,813		2,795,132
Tronox Finance, LLC, Term Loan, 2.63%, (USD LIBOR + 2.50%), 3/13/28(24)		1,811		1,802,216
Venator Materials Corporation, Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 8/8/24		409		406,762
			$	36,582,781
Conglomerates — 0.2%
Conair Holdings, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 5/17/28		1,550	$	1,555,231

37

Borrower/Description	Principal Amount* (000’s omitted)		Value
Penn Engineering & Manufacturing Corp., Term Loan, 3.50%, (1 mo. EURIBOR + 2.50%, Floor 1.00%), 6/27/24	EUR	1,205	$	1,430,329
			$	2,985,560
Containers and Glass Products — 1.0%
BWAY Holding Company, Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 4/3/24		2,531	$	2,474,615
Flex Acquisition Company, Inc.:
Term Loan, 3.452%, (3 mo. USD LIBOR + 3.25%), 6/29/25		1,499		1,486,395
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.50%, Floor 0.50%), 2/23/28		1,457		1,452,908
Libbey Glass, Inc., Term Loan, 9.00%, (6 mo. USD LIBOR + 8.00%, Floor 1.00%), 11/13/25		5,087		5,296,552
Proampac PG Borrower, LLC, Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 11/3/25(24)		349		349,852
Reynolds Consumer Products, LLC, Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 2/4/27		2,166		2,151,337
Reynolds Group Holdings, Inc., Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 2/5/26		1,368		1,361,000
TricorBraun Holdings, Inc.:
Term Loan, 3.267%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28(23)		106		104,917
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/3/28		469		466,444
Trident TPI Holdings, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 10/17/24		821		820,561
			$	15,964,581
Drugs — 2.2%
Aenova Holding GmbH, Term Loan, 5.00%, (3 mo. EURIBOR + 5.00%), 3/6/25	EUR	500	$	596,432
Akorn, Inc., Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 10/1/25		498		514,315
Albany Molecular Research, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 8/30/24		249		249,496
Alkermes, Inc., Term Loan, 3.00%, (3 mo. USD LIBOR + 2.50%, Floor 0.50%), 3/9/26		1,104		1,101,245
Amneal Pharmaceuticals, LLC, Term Loan, 3.625%, (1 mo. USD LIBOR + 3.50%), 5/4/25		3,617		3,564,740
Arbor Pharmaceuticals, Inc., Term Loan, 6.00%, (6 mo. USD LIBOR + 5.00%, Floor 1.00%), 7/5/23		863		860,352
Bausch Health Companies, Inc., Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 6/2/25		4,699		4,685,949
Catalent Pharma Solutions, Inc., Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 2/22/28		833		836,161
Elanco Animal Health Incorporated, Term Loan, 1.842%, (1 mo. USD LIBOR + 1.75%), 8/2/27		1,792		1,768,345
Horizon Therapeutics USA, Inc.:
Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 5/22/26		654		651,269
Term Loan, 2.50%, (1 mo. USD LIBOR + 2.00%, Floor 0.50%), 3/15/28		1,945		1,937,831
Jazz Financing Lux S.a.r.l.:
Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 5/5/28	EUR	1,000		1,188,097
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 4/21/28		1,625		1,632,980
Mallinckrodt International Finance S.A.:
Term Loan, 6.00%, (6 mo. USD LIBOR + 5.25%, Floor 0.75%), 9/24/24		3,411		3,310,391
Term Loan, 6.25%, (6 mo. USD LIBOR + 5.50%, Floor 0.75%), 2/24/25		1,956		1,904,559

38

Borrower/Description	Principal Amount* (000’s omitted)		Value
Nidda Healthcare Holding AG:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 8/21/26	EUR	625	$	736,462
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 8/21/26	EUR	1,000		1,177,666
PPD, Inc., Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 1/13/28		6,185		6,184,117
Recipharm AB, Term Loan, 2/17/28(25)	EUR	1,000		1,185,101
			$	34,085,508
Ecological Services and Equipment — 0.3%
EnergySolutions, LLC, Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 5/9/25		4,933	$	4,920,573
US Ecology Holdings, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 11/1/26		271		271,524
			$	5,192,097
Electronics/Electrical — 8.7%
Allegro Microsystems, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.75%, Floor 0.50%), 9/30/27		42	$	42,308
Applied Systems, Inc.:
Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 9/19/24		4,555		4,551,591
Term Loan - Second Lien, 6.25%, (3 mo. USD LIBOR + 5.50%, Floor 0.75%), 9/19/25		470		477,740
Aptean, Inc.:
Term Loan, 4.354%, (1 mo. USD LIBOR + 4.25%), 4/23/26		735		733,913
Term Loan - Second Lien, 7.75%, (1 mo. USD LIBOR + 7.00%, Floor 0.75%), 4/23/27		1,450		1,446,375
Astra Acquisition Corp., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.75%, Floor 0.75%), 3/1/27		767		768,224
Banff Merger Sub, Inc.:
Term Loan, 3.854%, (1 mo. USD LIBOR + 3.75%), 10/2/25		2,753		2,739,921
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 10/2/25	EUR	492		585,845
Barracuda Networks, Inc., Term Loan - Second Lien, 7.50%, (3 mo. USD LIBOR + 6.75%, Floor 0.75%), 10/30/28		400		408,667
Buzz Merger Sub, Ltd.:
Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 1/29/27		568		566,748
Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 1/29/27		60		60,314
Cambium Learning Group, Inc., Term Loan, 5.25%, (3 mo. USD LIBOR + 4.50%, Floor 0.75%), 12/18/25		1,252		1,260,822
Celestica, Inc., Term Loan, 2.595%, (1 mo. USD LIBOR + 2.50%), 6/27/25		218		217,228
CentralSquare Technologies, LLC, Term Loan, 3.896%, (3 mo. USD LIBOR + 3.75%), 8/29/25		878		823,534
Cohu, Inc., Term Loan, 3.172%, (6 mo. USD LIBOR + 3.00%), 10/1/25		274		273,684
CommScope, Inc., Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 4/6/26		1,793		1,787,459
Concorde Midco, Ltd., Term Loan, 4.00%, (6 mo. EURIBOR + 4.00%), 3/1/28	EUR	1,000		1,188,122
Constant Contact, Inc.:
Term Loan, 4.75%, 2/10/28(23)		371		369,777
Term Loan, 4.75%, (6 mo. USD LIBOR + 4.00%, Floor 0.75%), 2/10/28		1,379		1,376,394
Cornerstone OnDemand, Inc., Term Loan, 3.341%, (1 mo. USD LIBOR + 3.25%), 4/22/27		1,455		1,456,358
CPI International, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/26/24		660		659,866

39

Borrower/Description	Principal Amount* (000’s omitted)		Value
Delta TopCo, Inc.:
Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 12/1/27		1,400	$	1,404,813
Term Loan - Second Lien, 8.00%, (6 mo. USD LIBOR + 7.25%, Floor 0.75%), 12/1/28		1,950		1,984,125
ECI Macola Max Holdings, LLC, Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/9/27		1,070		1,073,636
Electro Rent Corporation, Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 1/31/24		1,827		1,840,756
Epicor Software Corporation, Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 7/30/27		788		788,059
EverCommerce, Inc., Term Loan, 6/14/28(25)		275		275,688
EXC Holdings III Corp., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/2/24		507		507,575
Finastra USA, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/13/24		3,008		2,963,776
Fiserv Investment Solutions, Inc., Term Loan, 4.155%, (3 mo. USD LIBOR + 4.00%), 2/18/27		520		521,699
Gainwell Acquisition Corp., Term Loan, 4.75%, (3 mo. USD LIBOR + 4.00%, Floor 0.75%), 10/1/27		3,135		3,148,839
GlobalLogic Holdings, Inc.:
Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 8/1/25		448		447,413
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 9/14/27		744		746,585
Go Daddy Operating Company, LLC, Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 8/10/27		1,089		1,083,858
Hyland Software, Inc., Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 7/1/24		7,707		7,732,671
Informatica, LLC:
Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/25/27	EUR	3,456		4,069,049
Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 2/25/27		5,678		5,652,494
Term Loan - Second Lien, 7.125%, 2/25/25(26)		500		512,500
Liftoff Mobile, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 3/17/28		448		447,470
LogMeIn, Inc., Term Loan, 4.827%, (1 mo. USD LIBOR + 4.75%), 8/31/27		1,816		1,814,551
MA FinanceCo., LLC:
Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 6/21/24		521		515,949
Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 6/5/25	EUR	981		1,181,697
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 6/5/25		1,766		1,792,376
MACOM Technology Solutions Holdings, Inc., Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 5/17/24		264		263,185
Magenta Buyer, LLC:
Term Loan, 5/3/28(25)		3,900		3,904,177
Term Loan - Second Lien, 5/3/29(25)		1,050		1,042,125
Marcel LUX IV S.a.r.l.:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/16/26	EUR	1,500		1,778,625
Term Loan, 4.75%, (1 mo. USD LIBOR + 4.00%, Floor 0.75%), 12/31/27		95		95,024
Maxlinear, Inc., Term Loan, 6/17/28(25)		800		799,250
Mirion Technologies, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 3/6/26		440		441,214
NCR Corporation, Term Loan, 2.69%, (3 mo. USD LIBOR + 2.50%), 8/28/26		929		922,241
Nobel Bidco B.V., Term Loan, 6/10/28(25)	EUR	1,000		1,186,386
Oravel Stays Singapore Pte. Ltd., Term Loan, 6/23/26(25)		550		561,000
Panther Commercial Holdings L.P., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.50%, Floor 0.50%), 1/7/28		600		601,875

40

Borrower/Description	Principal Amount* (000’s omitted)		Value
Polaris Newco, LLC:
Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/2/28	EUR	1,000	$	1,186,268
Term Loan, 4.50%, (6 mo. USD LIBOR + 4.00%, Floor 0.50%), 6/2/28		2,425		2,434,644
Proofpoint, Inc., Term Loan, 6/9/28(25)		2,500		2,489,452
ProQuest, LLC, Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 10/23/26		1,488		1,488,170
Rackspace Technology Global, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 2.75%, Floor 0.75%), 2/15/28		1,347		1,341,365
RealPage, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 4/24/28		2,125		2,121,547
Recorded Books, Inc., Term Loan, 4.08%, (1 mo. USD LIBOR + 4.00%), 8/29/25		1,660		1,664,381
Renaissance Holding Corp.:
Term Loan, 3.343%, (1 mo. USD LIBOR + 3.25%), 5/30/25		1,707		1,692,203
Term Loan - Second Lien, 7.104%, (1 mo. USD LIBOR + 7.00%), 5/29/26		200		201,125
Riverbed Technology, Inc., Term Loan - Second Lien, 12.00%, (3 mo. USD LIBOR + 11.00%, Floor 1.00%), 7.50% cash, 4.50% PIK, 12/31/26		1,581		1,251,070
Seattle Spinco, Inc., Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 6/21/24		3,517		3,484,329
SkillSoft Corporation:
Term Loan, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 12/27/24		738		746,212
Term Loan - Second Lien, 8.50%, (3 mo. USD LIBOR + 7.50%, Floor 1.00%), 4/27/25		2,438		2,444,003
SolarWinds Holdings, Inc., Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 2/5/24		1,158		1,145,696
Sophia L.P., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/7/27		398		398,829
SS&C European Holdings S.a.r.l., Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 4/16/25		993		982,873
SS&C Technologies, Inc., Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 4/16/25		1,307		1,293,658
SurveyMonkey, Inc., Term Loan, 3.85%, (1 week USD LIBOR + 3.75%), 10/10/25		713		710,492
Tech Data Corporation, Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 6/30/25		1,117		1,119,633
Thoughtworks, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.25%, Floor 0.50%), 3/23/28		399		399,798
Tibco Software, Inc.:
Term Loan, 3.86%, (1 mo. USD LIBOR + 3.75%), 6/30/26		5,071		5,059,259
Term Loan - Second Lien, 7.36%, (1 mo. USD LIBOR + 7.25%), 3/3/28		475		482,917
TTM Technologies, Inc., Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 9/28/24		150		149,623
Uber Technologies, Inc.:
Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 4/4/25		7,673		7,678,302
Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 2/16/27		3,477		3,481,280
Ultimate Software Group, Inc. (The):
Term Loan, 3.854%, (1 mo. USD LIBOR + 3.75%), 5/4/26		1,695		1,697,755
Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 5/4/26		3,920		3,927,775
Ultra Clean Holdings, Inc., Term Loan, 3.854%, (1 mo. USD LIBOR + 3.75%), 8/27/25		702		704,016
Verifone Systems, Inc., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 8/20/25		1,244		1,226,028

41

Borrower/Description	Principal Amount* (000’s omitted)		Value
Verisure Holding AB, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/27/28	EUR	1,000	$	1,184,120
Veritas US, Inc.:
Term Loan, 5.75%, (3 mo. EURIBOR + 4.75%, Floor 1.00%), 9/1/25	EUR	993		1,188,851
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 9/1/25		2,456		2,478,577
VS Buyer, LLC, Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 2/28/27		1,086		1,082,346
Vungle, Inc., Term Loan, 5.604%, (1 mo. USD LIBOR + 5.50%), 9/30/26		4,470		4,489,933
			$	137,322,101
Equipment Leasing — 0.2%
Boels Topholding B.V., Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 2/5/27	EUR	1,000	$	1,183,250
Delos Finance S.a.r.l., Term Loan, 1.897%, (3 mo. USD LIBOR + 1.75%), 10/6/23		2,293		2,293,396
			$	3,476,646
Financial Intermediaries — 1.5%
Aretec Group, Inc., Term Loan, 4.354%, (1 mo. USD LIBOR + 4.25%), 10/1/25		2,348	$	2,349,751
Citco Funding, LLC, Term Loan, 2.703%, (3 mo. USD LIBOR + 2.50%), 9/28/23		3,904		3,905,265
CoreLogic, Inc., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.50%, Floor 0.50%), 6/2/28		5,150		5,147,585
Ditech Holding Corporation, Term Loan, 0.00%, 6/30/22(21)		2,694		549,002
EIG Management Company, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/22/25		266		265,730
FinCo I, LLC, Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 6/27/25		860		858,172
Focus Financial Partners, LLC, Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 7/3/24		2,969		2,943,517
Franklin Square Holdings, L.P., Term Loan, 2.375%, (1 mo. USD LIBOR + 2.25%), 8/1/25		535		531,531
Greenhill & Co., Inc., Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 4/12/24		1,002		1,001,205
GreenSky Holdings, LLC, Term Loan, 3.375%, (1 mo. USD LIBOR + 3.25%), 3/31/25		1,500		1,469,632
Guggenheim Partners, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 7/21/23		2,668		2,670,452
Nets Holding A/S, Term Loan, 2.50%, (1 mo. EURIBOR + 2.50%), 2/6/25	EUR	1,000		1,185,750
Victory Capital Holdings, Inc., Term Loan, 2.444%, (3 mo. USD LIBOR + 2.25%), 7/1/26		953		947,382
Virtus Investment Partners, Inc., Term Loan, 3.00%, (6 mo. USD LIBOR + 2.25%, Floor 0.75%), 6/1/24		427		427,881
			$	24,252,855
Food Products — 1.6%
Alphabet Holding Company, Inc., Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 9/26/24		3,791	$	3,790,607
B&G Foods, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 10/10/26		227		227,469
Badger Buyer Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 9/30/24		385		376,097
CHG PPC Parent, LLC, Term Loan, 3.50%, (1 mo. EURIBOR + 3.50%), 3/31/25	EUR	2,000		2,370,388

42

Borrower/Description	Principal Amount* (000’s omitted)		Value
Froneri International, Ltd.:
Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 1/29/27		2,178	$	2,148,460
Term Loan, 2.375%, (6 mo. EURIBOR + 2.375%), 1/29/27	EUR	1,275		1,484,686
H Food Holdings, LLC:
Term Loan, 3.792%, (1 mo. USD LIBOR + 3.69%), 5/23/25		752		748,050
Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 5/23/25		463		462,546
HLF Financing S.a.r.l., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 8/18/25		1,070		1,065,905
JBS USA LUX S.A., Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 5/1/26		4,668		4,661,728
Nomad Foods Europe Midco Limited, Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 6/17/28	EUR	3,000		3,576,146
Shearer’s Foods, Inc., Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 9/23/27		397		397,998
Simply Good Foods USA, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/7/24		309		311,041
Sunshine Investments B.V., Term Loan, 3.838%, (3 mo. GBP LIBOR + 3.75%), 3/28/25	GBP	750		1,035,746
Valeo F1 Company Limited (Ireland), Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 8/27/27	EUR	1,000		1,186,343
Wsof I New Finco B.V., Term Loan, 3.25%, (6 mo. EURIBOR + 3.25%), 4/23/28	EUR	750		886,255
			$	24,729,465
Food Service — 0.4%
Aramark Services, Inc., Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 3/11/25		933	$	924,696
IRB Holding Corp., Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/5/25		2,211		2,207,732
Sovos Brands Intermediate, Inc., Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 6/8/28		600		602,250
US Foods, Inc.:
Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 6/27/23		765		759,007
Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 9/13/26		1,695		1,672,215
			$	6,165,900
Food/Drug Retailers — 0.1%
L1R HB Finance Limited, Term Loan, 4.25%, (3 mo. EURIBOR + 4.25%), 8/9/24	EUR	750	$	867,080
			$	867,080
Forest Products — 0.1%
Clearwater Paper Corporation, Term Loan, 3.125%, (1 mo. USD LIBOR + 3.00%), 7/26/26		151	$	151,169
Journey Personal Care Corp., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/1/28		1,050		1,053,610
Neenah, Inc., Term Loan, 3.50%, (3 mo. USD LIBOR + 3.00%, Floor 0.50%), 4/6/28		400		401,000
			$	1,605,779
Health Care — 5.4%
Accelerated Health Systems, LLC, Term Loan, 3.591%, (1 mo. USD LIBOR + 3.50%), 10/31/25		561	$	559,924
ADMI Corp., Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 4/30/25		1,795		1,775,499
AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 9/29/25	EUR	1,000		1,184,917
Alliance Healthcare Services, Inc.:
Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 10/24/23		759		756,618

43

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan - Second Lien, 12.00%, (1 mo. USD LIBOR + 11.00%, Floor 1.00%), 2.00% cash, 10.00% PIK, 4/24/24		562	$	533,426
athenahealth, Inc., Term Loan, 4.41%, (3 mo. USD LIBOR + 4.25%), 2/11/26		2,484		2,500,513
Avantor Funding, Inc.:
Term Loan, 3.00%, (1 mo. USD LIBOR + 2.00%, Floor 1.00%), 11/21/24		617		618,944
Term Loan, 6/12/28(25)	EUR	1,000		1,190,725
Bayou Intermediate II, LLC, Term Loan, 5/13/28(25)		750		753,750
Biogroup-LCD, Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/28/28	EUR	750		885,978
BW NHHC Holdco, Inc., Term Loan, 5.155%, (3 mo. USD LIBOR + 5.00%), 5/15/25		3,739		3,448,546
CCRR Parent, Inc., Term Loan, 5.00%, (3 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		449		452,101
CeramTec AcquiCo GmbH, Term Loan, 2.50%, (3 mo. EURIBOR + 2.50%), 3/7/25	EUR	1,903		2,215,164
Cerba Healthcare S.A.S., Term Loan, 5/12/28(25)	EUR	1,250		1,484,209
Change Healthcare Holdings, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 3/1/24		5,291		5,291,611
CHG Healthcare Services, Inc., Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/7/23		2,583		2,583,779
CryoLife, Inc., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.50%, Floor 1.00%), 12/1/24		531		531,413
Dedalus Finance GmbH, Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 5/4/27	EUR	500		594,450
Elsan S.A.S., Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 6/16/28	EUR	1,500		1,778,791
Ensemble RCM, LLC, Term Loan, 3.936%, (3 mo. USD LIBOR + 3.75%), 8/3/26		1,337		1,338,863
Envision Healthcare Corporation, Term Loan, 3.854%, (1 mo. USD LIBOR + 3.75%), 10/10/25		8,928		7,667,240
Gentiva Health Services, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 7/2/25		2,062		2,060,264
GHX Ultimate Parent Corporation, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/28/24		938		939,952
Greatbatch, Ltd., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 10/27/22		962		964,294
Hanger, Inc., Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 3/6/25		1,113		1,113,147
Inovalon Holdings, Inc., Term Loan, 2.875%, (1 mo. USD LIBOR + 2.75%), 4/2/25		1,198		1,192,576
IQVIA, Inc.:
Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 3/7/24		1,503		1,496,758
Term Loan, 1.854%, (1 mo. USD LIBOR + 1.75%), 1/17/25		1,468		1,462,003
IVC Acquisition Ltd., Term Loan, 2/13/26(25)	GBP	1,000		1,387,335
Medical Solutions, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 6/14/24		1,214		1,218,477
Mehilainen Yhtiot Oy, Term Loan, 3.625%, (3 mo. EURIBOR + 3.625%), 8/31/25	EUR	1,000		1,186,120
Midwest Physician Administrative Services, LLC, Term Loan, 4.00%, (3 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/12/28		474		473,319
MPH Acquisition Holdings, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 6/7/23		7,881		7,867,468
National Mentor Holdings, Inc.:
Term Loan, 3.75%, 3/2/28(23)		86		86,203
Term Loan, 4.50%, (USD LIBOR + 3.75%, Floor 0.75%), 2/18/28(24)		1,851		1,856,867

44

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/2/28		58	$	58,482
Navicure, Inc., Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 10/22/26		1,484		1,488,374
Ortho-Clinical Diagnostics S.A.:
Term Loan, 3.089%, (1 mo. USD LIBOR + 3.00%), 6/30/25		1,954		1,954,738
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 6/30/25	EUR	743		882,841
Pacific Dental Services, LLC, Term Loan, 4.25%, (1 mo. USD LIBOR + 3.50%, Floor 0.75%), 5/5/28		500		502,187
Parexel International Corporation, Term Loan, 2.845%, (1 mo. USD LIBOR + 2.75%), 9/27/24		566		562,915
Phoenix Guarantor, Inc.:
Term Loan, 3.341%, (1 mo. USD LIBOR + 3.25%), 3/5/26		1,911		1,900,396
Term Loan, 3.573%, (1 mo. USD LIBOR + 3.50%), 3/5/26		1,320		1,312,772
Project Ruby Ultimate Parent Corp., Term Loan, 4.00%, (1 mo. USD LIBOR + 3.25%, Floor 0.75%), 3/3/28		1,047		1,046,346
Radiology Partners, Inc., Term Loan, 4.325%, (1 mo. USD LIBOR + 4.25%), 7/9/25		597		597,433
RadNet, Inc., Term Loan, 3.75%, (3 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/22/28		1,025		1,025,000
Ramsay Generale de Sante S.A., Term Loan, 2.75%, (3 mo. EURIBOR + 2.75%), 4/22/27	EUR	500		593,468
Select Medical Corporation, Term Loan, 2.36%, (1 mo. USD LIBOR + 2.25%), 3/6/25		2,968		2,952,502
Sound Inpatient Physicians, Term Loan, 2.845%, (1 mo. USD LIBOR + 2.75%), 6/27/25		485		483,737
Sunshine Luxembourg VII S.a.r.l., Term Loan, 4.50%, (3 mo. USD LIBOR + 3.75%, Floor 0.75%), 10/1/26		200		200,374
Surgery Center Holdings, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 8/31/26		1,059		1,064,720
Synlab Bondco PLC, Term Loan, 2.50%, (6 mo. EURIBOR + 2.50%), 7/1/27	EUR	500		589,136
Team Health Holdings, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 2/6/24		2,322		2,259,742
U.S. Anesthesia Partners, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 6/23/24		1,662		1,653,081
Verscend Holding Corp., Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 8/27/25		2,235		2,244,306
			$	84,823,794
Home Furnishings — 0.6%
Serta Simmons Bedding, LLC:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		2,473	$	2,501,135
Term Loan - Second Lien, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 8/10/23		8,176		7,828,752
			$	10,329,887
Industrial Equipment — 2.6%
AI Alpine AT Bidco GmbH, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 10/31/25	EUR	750	$	875,325
Alliance Laundry Systems, LLC, Term Loan, 4.25%, (3 mo. USD LIBOR + 3.50%, Floor 0.75%), 10/8/27		1,083		1,085,252
Altra Industrial Motion Corp., Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 10/1/25		585		583,539
American Trailer World Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/3/28		525		524,891
Apex Tool Group, LLC, Term Loan, 6.50%, (1 mo. USD LIBOR + 5.25%, Floor 1.25%), 8/1/24		4,312		4,336,440

45

Borrower/Description	Principal Amount* (000’s omitted)		Value
CFS Brands, LLC, Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 3/20/25		266	$	262,041
CPM Holdings, Inc., Term Loan, 3.592%, (1 mo. USD LIBOR + 3.50%), 11/17/25		317		315,053
Delachaux Group S.A.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 4/16/26	EUR	369		438,224
Term Loan, 4.686%, (3 mo. USD LIBOR + 4.50%), 4/16/26		466		464,336
DexKo Global, Inc.:
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24	EUR	317		375,807
Term Loan, 3.75%, (1 mo. EURIBOR + 3.75%), 7/24/24	EUR	792		939,522
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 7/24/24		912		913,744
Dynacast International, LLC:
Term Loan, 5.75%, (3 mo. USD LIBOR + 4.75%, Floor 1.00%), 7/19/25		1,066		1,070,394
Term Loan, 10.25%, (3 mo. USD LIBOR + 9.25%, Floor 1.00%), 2/4/28		412		429,105
Engineered Machinery Holdings, Inc.:
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 5/5/28	EUR	1,000		1,187,602
Term Loan, 4.25%, (3 mo. USD LIBOR + 3.25%, Floor 1.00%), 7/19/24		1,568		1,568,545
Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 7/19/24		317		318,459
Filtration Group Corporation:
Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 3/29/25	EUR	1,371		1,618,838
Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/29/25		347		348,207
Gardner Denver, Inc., Term Loan, 2.00%, (1 mo. EURIBOR + 2.00%), 3/1/27	EUR	1,426		1,680,810
GrafTech Finance, Inc., Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 2/12/25		1,678		1,685,326
Granite Holdings US Acquisition Co., Term Loan, 4.147%, (3 mo. USD LIBOR + 4.00%), 9/30/26		1,020		1,021,160
Harsco Corporation, Term Loan, 2.75%, (1 mo. USD LIBOR + 2.25%, Floor 0.50%), 3/5/28		400		397,625
Hillman Group, Inc. (The):
Term Loan, 2/24/28(25)		72		71,655
Term Loan, 2/24/28(25)		353		352,902
LTI Holdings, Inc.:
Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 9/6/25		3,409		3,367,359
Term Loan, 4.854%, (1 mo. USD LIBOR + 4.75%), 7/24/26		197		196,746
Term Loan, 7/24/26(25)		200		200,000
Term Loan, 7/24/26(25)		325		325,000
Minimax Viking GmbH, Term Loan, 3.00%, (1 mo. EURIBOR + 3.00%), 7/31/25	EUR	960		1,137,797
Quimper AB, Term Loan, 3.50%, (3 mo. EURIBOR + 3.50%), 2/16/26	EUR	1,875		2,210,638
Robertshaw US Holding Corp., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 2/28/25		1,016		982,859
Thermon Industries, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/30/24		237		236,748
Tiger Acquisition, LLC, Term Loan, 3.75%, (3 mo. USD LIBOR + 3.25%, Floor 0.50%), 6/1/28		500		499,271
Titan Acquisition Limited, Term Loan, 3.167%, (3 mo. USD LIBOR + 3.00%), 3/28/25		3,072		3,023,039
Vertical Midco GmbH:
Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 7/29/27	EUR	1,500		1,784,740
Term Loan, 4.478%, (6 mo. USD LIBOR + 4.25%), 7/30/27		1,216		1,219,551

46

Borrower/Description	Principal Amount* (000’s omitted)		Value
Welbilt, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 10/23/25		1,767	$	1,754,731
Zephyr German BidCo GmbH, Term Loan, 3.75%, (2 mo. EURIBOR + 3.75%), 3/10/28	EUR	1,500		1,788,013
			$	41,591,294
Insurance — 2.2%
Alliant Holdings Intermediate, LLC:
Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 5/9/25		466	$	461,282
Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 5/9/25		2,695		2,670,180
AmWINS Group, Inc., Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 2/19/28		3,856		3,836,127
Andromeda Investissements, Term Loan, 3.25%, (3 mo. EURIBOR + 3.25%), 6/12/26	EUR	1,250		1,476,938
AssuredPartners, Inc., Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 2/12/27		172		171,636
Asurion, LLC:
Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 11/3/23		1,787		1,779,892
Term Loan, 3.345%, (1 mo. USD LIBOR + 3.25%), 7/31/27		1,107		1,095,923
Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 12/23/26		3,144		3,112,022
Term Loan - Second Lien, 5.354%, (1 mo. USD LIBOR + 5.25%), 1/31/28		1,350		1,362,825
Financiere CEP S.A.S., Term Loan, 4.00%, (3 mo. EURIBOR + 4.00%), 6/18/27	EUR	750		894,130
Hub International Limited:
Term Loan, 2.926%, (3 mo. USD LIBOR + 2.75%), 4/25/25		5,044		4,993,035
Term Loan, 4.00%, (6 mo. USD LIBOR + 3.25%, Floor 0.75%), 4/25/25		1,847		1,849,525
NFP Corp., Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 2/15/27		3,147		3,106,914
Ryan Specialty Group, LLC, Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 9/1/27		1,712		1,715,059
Sedgwick Claims Management Services, Inc., Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 12/31/25		1,243		1,231,315
USI, Inc.:
Term Loan, 3.147%, (3 mo. USD LIBOR + 3.00%), 5/16/24		3,128		3,103,547
Term Loan, 3.397%, (3 mo. USD LIBOR + 3.25%), 12/2/26		1,404		1,392,733
			$	34,253,083
Leisure Goods/Activities/Movies — 1.6%
AMC Entertainment Holdings, Inc., Term Loan, 3.086%, (1 mo. USD LIBOR + 3.00%), 4/22/26		1,833	$	1,728,953
Amer Sports Oyj, Term Loan, 4.50%, (3 mo. EURIBOR + 4.50%), 3/30/26	EUR	1,550		1,840,976
Carnival Corporation:
Term Loan, 8.50%, (1 mo. USD LIBOR + 7.50%, Floor 1.00%), 6/30/25		1,287		1,319,577
Term Loan, 6/30/25(25)	EUR	1,000		1,189,752
ClubCorp Holdings, Inc., Term Loan, 2.897%, (3 mo. USD LIBOR + 2.75%), 9/18/24		1,925		1,853,480
Crown Finance US, Inc.:
Term Loan, 2.625%, (6 mo. EURIBOR + 2.625%), 2/28/25	EUR	289		302,439
Term Loan, 3.75%, (3 mo. USD LIBOR + 2.75%, Floor 1.00%), 9/30/26		1,502		1,315,667
Term Loan, 15.25%, (7.00% cash, 8.25% PIK), 5/23/24		257		325,938
Delta 2 (LUX) S.a.r.l., Term Loan, 3.50%, (1 mo. USD LIBOR + 2.50%, Floor 1.00%), 2/1/24		1,125		1,122,159
Etraveli Holding AB, Term Loan, 4.50%, (6 mo. EURIBOR + 4.50%), 8/2/24	EUR	950		1,096,423

47

Borrower/Description	Principal Amount* (000’s omitted)		Value
Lindblad Expeditions, Inc.:
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		465	$	452,919
Term Loan, 6.00%, (1 mo. USD LIBOR + 5.25%, Floor 0.75%), 4.75% cash, 1.25% PIK, 3/27/25		1,858		1,811,675
Match Group, Inc., Term Loan, 1.906%, (3 mo. USD LIBOR + 1.75%), 2/13/27		675		667,969
Playtika Holding Corp., Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 3/13/28		2,209		2,202,556
SeaWorld Parks & Entertainment, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 3/31/24		2,168		2,153,867
Steinway Musical Instruments, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 2/14/25		198		197,002
Travel Leaders Group, LLC, Term Loan, 4.104%, (1 mo. USD LIBOR + 4.00%), 1/25/24		946		912,845
UFC Holdings, LLC, Term Loan, 3.75%, (6 mo. USD LIBOR + 3.00%, Floor 0.75%), 4/29/26		2,864		2,863,958
Vue International Bidco PLC, Term Loan, 4.75%, (6 mo. EURIBOR + 4.75%), 7/3/26	EUR	1,081		1,221,352
			$	24,579,507
Lodging and Casinos — 1.3%
Boyd Gaming Corporation, Term Loan, 2.338%, (1 week USD LIBOR + 2.25%), 9/15/23		718	$	717,583
CityCenter Holdings, LLC, Term Loan, 3.00%, (1 mo. USD LIBOR + 2.25%, Floor 0.75%), 4/18/24		2,740		2,722,131
Four Seasons Hotels Limited, Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 11/30/23		1,051		1,048,822
Golden Nugget, Inc., Term Loan, 3.25%, (2 mo. USD LIBOR + 2.50%, Floor 0.75%), 10/4/23		4,237		4,209,519
GVC Holdings (Gibraltar) Limited, Term Loan, 3.00%, (6 mo. USD LIBOR + 2.00%, Floor 1.00%), 3/29/24		1,137		1,133,082
GVC Holdings PLC, Term Loan, 2.25%, (6 mo. EURIBOR + 2.25%), 3/29/24	EUR	1,850		2,180,476
Hilton Grand Vacations Borrower, LLC, Term Loan, 5/19/28(25)		925		926,590
Playa Resorts Holding B.V., Term Loan, 3.75%, (1 mo. USD LIBOR + 2.75%, Floor 1.00%), 4/29/24		2,555		2,460,454
Sportradar Capital S.a.r.l., Term Loan, 4.25%, (6 mo. EURIBOR + 4.25%), 11/22/27	EUR	750		892,647
Stars Group Holdings B.V. (The):
Term Loan, 3.647%, (3 mo. USD LIBOR + 3.50%), 7/10/25		1,730		1,736,420
Term Loan, 3.75%, (3 mo. EURIBOR + 3.75%), 7/10/25	EUR	582		692,182
VICI Properties 1, LLC, Term Loan, 1.841%, (1 mo. USD LIBOR + 1.75%), 12/20/24		2,315		2,298,134
			$	21,018,040
Nonferrous Metals/Minerals — 0.1%
American Consolidated Natural Resources, Inc., Term Loan, 17.00%, (3 mo. USD LIBOR + 16.00%, Floor 1.00%), 14.00% cash, 3.00% PIK, 9/16/25		553	$	557,218
Oxbow Carbon, LLC, Term Loan, 5.00%, (1 mo. USD LIBOR + 4.25%, Floor 0.75%), 10/13/25		337		337,717
Rain Carbon GmbH, Term Loan, 3.00%, (6 mo. EURIBOR + 3.00%), 1/16/25	EUR	1,025		1,206,278
			$	2,101,213
Oil and Gas — 1.0%
Ameriforge Group, Inc.:
Term Loan, 12.544%, (1 mo. USD LIBOR + 13.00%, Floor 1.00%), 12/31/23(23)		100	$	54,801

48

Borrower/Description	Principal Amount* (000’s omitted)		Value
Term Loan, 14.00%, (3 mo. USD LIBOR + 13.00%, Floor 1.00%), 9.00% cash, 5.00% PIK, 12/31/23		788	$	433,462
Apergy Corporation:
Term Loan, 2.625%, (1 mo. USD LIBOR + 2.50%), 5/9/25		127		126,190
Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 6/3/27		214		218,426
Buckeye Partners L.P., Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 11/1/26		2,740		2,724,240
Centurion Pipeline Company, LLC:
Term Loan, 3.354%, (1 mo. USD LIBOR + 3.25%), 9/29/25		268		265,108
Term Loan, 4.095%, (1 mo. USD LIBOR + 4.00%), 9/28/25		224		220,797
CITGO Holding, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 8/1/23		246		244,397
CITGO Petroleum Corporation, Term Loan, 7.25%, (6 mo. USD LIBOR + 6.25%, Floor 1.00%), 3/28/24		2,272		2,293,620
Delek US Holdings, Inc.:
Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 3/31/25		1,368		1,338,253
Term Loan, 6.50%, (1 mo. USD LIBOR + 5.50%, Floor 1.00%), 3/31/25		568		571,006
Fieldwood Energy, LLC:
DIP Loan, 3.675%, (1 mo. USD LIBOR + 8.75%, Floor 1.00%), 8/4/21(23)		409		415,499
Term Loan, 0.00%, 4/11/22(21)		2,771		1,440,887
Lealand Finance Company B.V., Term Loan, 4.093%, (1 mo. USD LIBOR + 4.00%), 1.093% cash, 3.00% PIK, 6/30/25		217		99,865
Matador Bidco S.a.r.l., Term Loan, 4.854%, (1 mo. USD LIBOR + 4.75%), 10/15/26		1,728		1,733,166
Prairie ECI Acquiror L.P., Term Loan, 4.854%, (1 mo. USD LIBOR + 4.75%), 3/11/26		654		637,705
PSC Industrial Holdings Corp., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 10/11/24		772		766,532
RDV Resources Properties, LLC, Term Loan, 9.50%, (1 mo. USD LIBOR + 8.50%, Floor 1.00%), 3/29/24		482		248,066
Sunrise Oil & Gas Properties, LLC:
Term Loan, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		101		98,270
Term Loan - Second Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		107		98,904
Term Loan - Third Lien, 8.00%, (1 mo. USD LIBOR + 7.00%, Floor 1.00%), 1/17/23		124		95,733
UGI Energy Services, LLC, Term Loan, 3.854%, (1 mo. USD LIBOR + 3.75%), 8/13/26		1,054		1,056,462
			$	15,181,389
Publishing — 0.5%
Adevinta ASA:
Term Loan, 4/20/28(25)		300	$	300,609
Term Loan, 4/20/28(25)	EUR	2,000		2,374,021
Alchemy Copyrights, LLC, Term Loan, 3.50%, (1 mo. USD LIBOR + 3.00%, Floor 0.50%), 3/10/28		471		472,033
Ascend Learning, LLC:
Term Loan, 4.00%, (1 mo. USD LIBOR + 3.00%, Floor 1.00%), 7/12/24		1,179		1,179,615
Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 7/12/24		372		373,002
Axel Springer S.E., Term Loan, 5.00%, (3 mo. EURIBOR + 5.00%), 12/18/26	EUR	1,000		1,187,356
Getty Images, Inc., Term Loan, 4.625%, (1 mo. USD LIBOR + 4.50%), 2/19/26		1,061		1,061,661

49

Borrower/Description	Principal Amount* (000’s omitted)		Value
LSC Communications, Inc., Term Loan, 0.00%, 9/30/22(21)		773	$	29,956
Tweddle Group, Inc., Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 9/17/23		514		505,427
			$	7,483,680
Radio and Television — 1.0%
Cumulus Media New Holdings, Inc., Term Loan, 4.75%, (3 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/31/26		322	$	322,917
Diamond Sports Group, LLC, Term Loan, 3.36%, (1 mo. USD LIBOR + 3.25%), 8/24/26		3,046		1,887,278
Entercom Media Corp., Term Loan, 2.595%, (1 mo. USD LIBOR + 2.50%), 11/18/24		897		890,627
Entravision Communications Corporation, Term Loan, 2.854%, (1 mo. USD LIBOR + 2.75%), 11/29/24		837		831,258
Gray Television, Inc.:
Term Loan, 2.342%, (1 mo. USD LIBOR + 2.25%), 2/7/24		278		277,274
Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 1/2/26		637		634,931
Hubbard Radio, LLC, Term Loan, 5.25%, (3 mo. USD LIBOR + 4.25%, Floor 1.00%), 3/28/25		755		749,903
iHeartCommunications, Inc., Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 5/1/26		493		488,960
Nexstar Broadcasting, Inc.:
Term Loan, 2.345%, (1 mo. USD LIBOR + 2.25%), 1/17/24		125		124,925
Term Loan, 2.592%, (1 mo. USD LIBOR + 2.50%), 9/18/26		453		452,375
Sinclair Television Group, Inc.:
Term Loan, 2.61%, (1 mo. USD LIBOR + 2.50%), 9/30/26		639		633,755
Term Loan, 3.11%, (1 mo. USD LIBOR + 3.00%), 4/1/28		413		409,355
Terrier Media Buyer, Inc., Term Loan, 3.604%, (1 mo. USD LIBOR + 3.50%), 12/17/26		1,847		1,840,556
Univision Communications, Inc., Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/15/26		6,924		6,943,060
			$	16,487,174
Retailers (Except Food and Drug) — 0.6%
Ascena Retail Group, Inc., Term Loan, 0.00%, 8/21/22(21)		2,227	$	93,726
BJ’s Wholesale Club, Inc., Term Loan, 2.073%, (1 mo. USD LIBOR + 2.00%), 2/3/24		487		487,311
CNT Holdings I Corp., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 11/8/27		698		699,614
David’s Bridal, Inc.:
Term Loan, 7.00%, (3 mo. USD LIBOR + 6.00%, Floor 1.00%), 6/30/23		625		571,246
Term Loan, 11.00%, (3 mo. USD LIBOR + 10.00%, Floor 1.00%), 6.00% cash, 5.00% PIK, 6/23/23		529		526,090
Great Outdoors Group, LLC, Term Loan, 5.00%, (6 mo. USD LIBOR + 4.25%, Floor 0.75%), 3/6/28		2,438		2,455,380
Harbor Freight Tools USA, Inc., Term Loan, 3.75%, (1 mo. USD LIBOR + 3.00%, Floor 0.75%), 10/19/27		1,393		1,394,900
Hoya Midco, LLC, Term Loan, 4.50%, (1 mo. USD LIBOR + 3.50%, Floor 1.00%), 6/30/24		2,066		2,058,354
PetSmart, Inc., Term Loan, 4.50%, (6 mo. USD LIBOR + 3.75%, Floor 0.75%), 2/12/28		1,325		1,327,484
Phillips Feed Service, Inc., Term Loan, 8.00%, (6 mo. USD LIBOR + 7.00%, Floor 1.00%), 11/13/24(14)		108		86,549
Pier 1 Imports (U.S.), Inc., Term Loan, 0.00%, 4/30/22(14)(21)		112		89,509
			$	9,790,163
Steel — 0.2%
Neenah Foundry Company, Term Loan, 10.00%, (2 mo. USD LIBOR + 9.00%, Floor 1.00%), 12/13/22		671	$	620,610

50

Borrower/Description	Principal Amount* (000’s omitted)		Value
Phoenix Services International, LLC, Term Loan, 4.75%, (1 mo. USD LIBOR + 3.75%, Floor 1.00%), 3/1/25		871	$	869,661
Zekelman Industries, Inc., Term Loan, 2.092%, (1 mo. USD LIBOR + 2.00%), 1/24/27		1,116		1,106,041
			$	2,596,312
Surface Transport — 0.3%
Hertz Corporation (The):
DIP Loan, 6.477%, (1 mo. USD LIBOR + 7.25%, Floor 1.00%), 12/31/21(23)		1,017	$	1,022,291
Term Loan, 3.50%, (1 mo. USD LIBOR + 2.75%, Floor 0.75%), 6/30/23		691		696,006
Term Loan, 6/14/28(25)		198		197,229
Term Loan, 6/14/28(25)		1,052		1,046,521
Kenan Advantage Group, Inc., Term Loan, 4.50%, (1 mo. USD LIBOR + 3.75%, Floor 0.75%), 3/24/26		2,239		2,244,906
			$	5,206,953
Telecommunications — 2.0%
Avaya, Inc., Term Loan, 4.073%, (1 mo. USD LIBOR + 4.00%), 12/15/27		200	$	200,938
CenturyLink, Inc., Term Loan, 2.354%, (1 mo. USD LIBOR + 2.25%), 3/15/27		7,289		7,203,012
Cyxtera DC Holdings, Inc., Term Loan, 4.00%, (6 mo. USD LIBOR + 3.00%, Floor 1.00%), 5/1/24		912		891,100
Digicel International Finance Limited, Term Loan, 3.43%, (6 mo. USD LIBOR + 3.25%), 5/28/24		4,889		4,705,427
eircom Finco S.a.r.l., Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 5/15/26	EUR	1,786		2,116,587
Gamma Infrastructure III B.V., Term Loan, 3.50%, (6 mo. EURIBOR + 3.50%), 1/9/25	EUR	1,700		2,011,365
GEE Holdings 2, LLC:
Term Loan, 9.00%, (3 mo. USD LIBOR + 8.00%, Floor 1.00%), 3/24/25		329		329,430
Term Loan - Second Lien, 9.25%, (3 mo. USD LIBOR + 8.25%, Floor 1.00%), 3/23/26		644		595,998
Intelsat Jackson Holdings S.A.:
DIP Loan, 6.50%, (3 mo. USD LIBOR + 5.50%, Floor 1.00%), 7/13/22		444		449,948
Term Loan, 8.75%, (USD Prime + 5.50%), 1/2/24		1,500		1,532,062
IPC Corp., Term Loan, 5.50%, (3 mo. USD LIBOR + 4.50%, Floor 1.00%), 8/6/21(14)		1,088		906,168
Onvoy, LLC, Term Loan, 5.50%, (1 mo. USD LIBOR + 4.50%, Floor 1.00%), 2/10/24		775		775,683
Plantronics, Inc., Term Loan, 2.604%, (1 mo. USD LIBOR + 2.50%), 7/2/25		1,187		1,169,131
Syniverse Holdings, Inc., Term Loan, 6.00%, (3 mo. USD LIBOR + 5.00%, Floor 1.00%), 3/9/23		1,040		1,032,046
Zayo Group Holdings, Inc.:
Term Loan, 3.104%, (1 mo. USD LIBOR + 3.00%), 3/9/27		2,171		2,149,826
Term Loan, 3.25%, (1 mo. EURIBOR + 3.25%), 3/9/27	EUR	988		1,166,015
Ziggo Financing Partnership, Term Loan, 2.573%, (1 mo. USD LIBOR + 2.50%), 4/30/28		4,150		4,114,841
			$	31,349,577
Utilities — 0.3%
Calpine Construction Finance Company L.P., Term Loan, 2.104%, (1 mo. USD LIBOR + 2.00%), 1/15/25		2,708	$	2,679,985
Calpine Corporation, Term Loan, 2.61%, (1 mo. USD LIBOR + 2.50%), 12/16/27		2,022		2,011,794

51

Borrower/Description	Principal Amount* (000’s omitted)		Value
Longview Power, LLC, Term Loan, 11.50%, (3 mo. USD LIBOR + 10.00%, Floor 1.50%), 7/30/25		42	$	43,236
			$	4,735,015
Total Senior Floating-Rate Loans (identified cost $798,103,715)			$	793,656,925
Sovereign Government Bonds — 5.0%
Security	Principal Amount* (000’s omitted)		Value
Argentina — 0.1%
Provincia de Buenos Aires/Government Bonds:
6.50%, 2/15/23(16)		404	$	179,784
7.875%, 6/15/27(16)		1,958		886,014
9.125%, 3/16/24(16)		176		79,642
9.95%, 6/9/21(16)		172		82,132
Republic of Argentina, 0.125% to 7/9/21, 7/9/35(20)		1,711		545,695
Total Argentina			$	1,773,267
Bahrain — 0.2%
Kingdom of Bahrain:
6.75%, 9/20/29(16)		1,040	$	1,144,572
7.375%, 5/14/30(16)		1,324		1,500,026
Total Bahrain			$	2,644,598
Barbados — 0.2%
Government of Barbados, 6.50%, 10/1/29(1)		3,080	$	3,125,896
Total Barbados			$	3,125,896
Belarus — 0.2%
Republic of Belarus:
5.875%, 2/24/26(16)		440	$	408,254
6.875%, 2/28/23(16)		2,615		2,604,435
Total Belarus			$	3,012,689
Benin — 0.2%
Benin Government International Bond, 6.875%, 1/19/52(16)	EUR	2,170	$	2,686,175
Total Benin			$	2,686,175
Brazil — 0.2%
Federative Republic of Brazil:
3.875%, 6/12/30		371	$	374,765
4.625%, 1/13/28		1,850		2,002,468
Total Brazil			$	2,377,233
Cameroon — 0.1%
Republic of Cameroon International Bond, 5.95%, 7/7/32(1)(3)	EUR	940	$	1,114,605
Total Cameroon			$	1,114,605
Croatia — 0.1%
Croatia Government International Bond, 1.75%, 3/4/41(16)	EUR	1,801	$	2,166,723
Total Croatia			$	2,166,723

52

Security	Principal Amount* (000’s omitted)		Value
Dominican Republic — 0.2%
Dominican Republic:
4.50%, 1/30/30(16)		734	$	752,357
5.875%, 1/30/60(16)		979		978,021
6.85%, 1/27/45(16)		436		494,315
7.45%, 4/30/44(16)		868		1,048,327
Total Dominican Republic			$	3,273,020
Ecuador — 0.1%
Republic of Ecuador, 0.50% to 7/31/21, 7/31/40(16)(20)		2,958	$	1,549,294
Total Ecuador			$	1,549,294
Egypt — 0.6%
Arab Republic of Egypt:
8.15%, 11/20/59(16)		4,807	$	4,824,209
8.50%, 1/31/47(16)		3,343		3,494,856
8.70%, 3/1/49(16)		1,463		1,549,902
8.875%, 5/29/50(16)		355		383,606
Total Egypt			$	10,252,573
El Salvador — 0.1%
Republic of El Salvador, 7.75%, 1/24/23(16)		2,128	$	2,112,466
Total El Salvador			$	2,112,466
Ivory Coast — 0.3%
Ivory Coast Government International Bond:
4.875%, 1/30/32(16)	EUR	633	$	751,931
5.25%, 3/22/30(16)	EUR	709		880,638
6.625%, 3/22/48(16)	EUR	2,701		3,370,854
6.875%, 10/17/40(16)	EUR	402		522,127
Total Ivory Coast			$	5,525,550
Lebanon — 0.0%(11)
Lebanese Republic:
6.25%, 11/4/24(16)(21)		16	$	2,101
6.25%, 6/12/25(16)(21)		287		37,890
6.40%, 5/26/23(21)		13		1,716
6.65%, 4/22/24(16)(21)		715		94,342
6.65%, 11/3/28(16)(21)		207		27,498
6.75%, 11/29/27(16)(21)		4		526
6.85%, 3/23/27(16)(21)		412		53,991
6.85%, 5/25/29(21)		8		1,058
7.00%, 3/20/28(16)(21)		466		61,426
7.05%, 11/2/35(16)(21)		86		11,424
7.15%, 11/20/31(16)(21)		451		59,124
8.20%, 5/17/33(21)		156		20,834
8.25%, 5/17/34(21)		129		16,847
Total Lebanon			$	388,777
Pakistan — 0.1%
Islamic Republic of Pakistan:
7.375%, 4/8/31(16)		315	$	324,844
8.875%, 4/8/51(16)		782		831,902
Total Pakistan			$	1,156,746

53

Security	Principal Amount* (000’s omitted)		Value
Paraguay — 0.2%
Republic of Paraguay, 4.95%, 4/28/31(16)		2,507	$	2,886,209
Total Paraguay			$	2,886,209
Romania — 0.6%
Romania Government International Bond:
2.625%, 12/2/40(16)	EUR	101	$	118,977
2.75%, 4/14/41(16)	EUR	504		595,230
3.375%, 1/28/50(16)	EUR	3,207		4,065,334
3.624%, 5/26/30(16)	EUR	610		837,831
4.625%, 4/3/49(16)	EUR	2,528		3,807,761
Total Romania			$	9,425,133
Seychelles — 0.1%
Republic of Seychelles, 8.00%, 1/1/26(16)		1,120	$	1,114,811
Total Seychelles			$	1,114,811
Suriname — 0.2%
Republic of Suriname, 9.25%, 10/26/26(16)		4,769	$	2,991,117
Total Suriname			$	2,991,117
Tunisia — 0.2%
Banque Centrale de Tunisie International Bond:
5.625%, 2/17/24(16)	EUR	1,393	$	1,544,552
6.75%, 10/31/23(16)	EUR	889		1,022,845
Total Tunisia			$	2,567,397
Turkey — 0.1%
Republic of Turkey:
4.375%, 7/8/27(3)	EUR	850	$	1,001,387
6.75%, 5/30/40		630		619,309
7.625%, 4/26/29		500		548,875
Total Turkey			$	2,169,571
Ukraine — 0.7%
Ukraine Government International Bond:
0.00%, GDP-Linked, 5/31/40(1)(16)(27)		1,697	$	2,017,716
9.75%, 11/1/28(16)		7,659		9,145,673
Total Ukraine			$	11,163,389
United Arab Emirates — 0.2%
Finance Department Government of Sharjah, 4.375%, 3/10/51(16)		2,625	$	2,538,443
Total United Arab Emirates			$	2,538,443
Zambia — 0.0%(11)
Republic of Zambia:
5.375%, 9/20/22(16)		402	$	254,708
8.50%, 4/14/24(16)		206		132,590
8.97%, 7/30/27(16)		200		126,927
Total Zambia			$	514,225
Total Sovereign Government Bonds (identified cost $76,044,186)			$	78,529,907

54

Sovereign Loans — 0.8%
Borrower	Principal Amount (000’s omitted)		Value
Kenya — 0.2%
Government of Kenya, Term Loan, 6.616%, (6 mo. USD LIBOR + 6.45%), 6/29/25(2)	$	3,600	$	3,648,933
Total Kenya			$	3,648,933
Nigeria — 0.2%
Bank of Industry Limited, Term Loan, 6.119%, (3 mo. USD LIBOR + 6.00%), 12/14/23(2)(28)	$	2,500	$	2,520,705
Total Nigeria			$	2,520,705
Tanzania — 0.4%
Government of the United Republic of Tanzania:
Term Loan, 5.364%, (6 mo. USD LIBOR + 5.20%), 6/23/22(2)	$	1,021	$	1,041,362
Term Loan, 5.384%, (6 mo. USD LIBOR + 5.20%), 6/23/22(2)		971		995,939
Term Loan, 6.446%, (6 mo. USD LIBOR + 6.30%), 4/28/31(2)		4,410		4,410,000
Total Tanzania			$	6,447,301
Total Sovereign Loans (identified cost $12,489,243)			$	12,616,939
Warrants — 0.0%(11)
Security	Shares		Value
Entertainment — 0.0%(11)
Cineworld Group PLC, Exp. 11/23/25(12)(13)		78,565	$	39,070
			$	39,070
Health Care — 0.0%(11)
THAIHOT Investment Company US Limited, Exp. 10/13/27(12)(13)(14)		24	$	24,191
THAIHOT Investment Company US Limited, Exp. 10/13/27(12)(13)(14)		175		54,338
THAIHOT Investment Company US Limited, Exp. 10/13/27 (Contingent Warrants)(12)(13)(14)		11,110		0
			$	78,529
Retailers (Except Food and Drug) — 0.0%
David’s Bridal, LLC, Exp. 11/26/22(12)(13)(14)		7,886	$	0
			$	0
Total Warrants (identified cost $0)			$	117,599
Miscellaneous — 0.0%
Security	Shares		Value
Cable and Satellite Television — 0.0%
ACC Claims Holdings, LLC(13)(14)		2,257,600	$	0
			$	0
Oil and Gas — 0.0%
Paragon Offshore Finance Company, Class A(12)(13)(14)		2,021	$	0
Paragon Offshore Finance Company, Class B(12)(13)(14)		1,011		0
			$	0
Total Miscellaneous (identified cost $21,988)			$	0

55

Short-Term Investments — 6.0%
U.S. Treasury Obligations — 0.0%(11)
Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 7/22/21(29)	$	235	$	234,994
U.S. Treasury Bill, 0.00%, 9/9/21		265		264,978
Total U.S. Treasury Obligations (identified cost $499,980)			$	499,972
Other — 6.0%
Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.05%(30)		93,930,876	$	93,930,876
Total Other (identified cost $93,930,709)			$	93,930,876
Total Short-Term Investments (identified cost $94,430,689)			$	94,430,848
Total Investments — 161.0% (identified cost $2,543,499,103)			$	2,542,611,739
Less Unfunded Loan Commitments — (0.1)%			$	(1,510,280	)
Net Investments — 160.9% (identified cost $2,541,988,823)			$	2,541,101,459
Other Assets, Less Liabilities — (47.2)%			$	(745,324,500	)
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (13.7)%			$	(216,002,511	)
Net Assets Applicable to Common Shares — 100.0%			$	1,579,774,448

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, 2021, the aggregate value of these securities is $700,832,769 or 44.4% 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, 2021.

(3) When-issued security. For a variable rate security, interest rate will be determined after June 30, 2021.

(4) 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, 2021.

(5) 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.

56

(6) Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

(7) Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at June 30, 2021.

(8) Represents an investment in an issuer that may be deemed to be an affiliate effective March 1, 2021.

(9) 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.

(10) 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, 2021.

(11) Amount is less than 0.05%.

(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) For fair value measurement disclosure purposes, security is categorized as Level 3.

(15) Restricted security.

(16) 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, 2021, the aggregate value of these securities is $110,808,653 or 7.0% of the Fund’s net assets applicable to common shares.

(17) Security converts to variable rate after the indicated fixed-rate coupon period.

(18) Perpetual security with no stated maturity date but may be subject to calls by the issuer.

(19) Represents a payment-in-kind security which may pay interest in additional principal at the issuer’s discretion.

(20) Step coupon security. Interest rate represents the rate in effect at June 30, 2021.

(21) 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.

(22) 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 London Interbank Offered Rate (“LIBOR”) 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. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

(23) Unfunded or partially unfunded loan commitments. The Fund may enter into certain loan agreements all or a portion of which may be unfunded. The Fund is obligated to fund these commitments at the borrower’s discretion. 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, 2021, the total value of unfunded loan commitments is $1,512,086.

(24) The stated interest rate represents the weighted average interest rate at June 30, 2021 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.

(25) This Senior Loan will settle after June 30, 2021, at which time the interest rate will be determined.

(26) Fixed-rate loan.

(27) 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.

57

(28) Loan is subject to scheduled mandatory prepayments. Maturity date shown reflects the final maturity date.

(29) Security (or a portion thereof) has been pledged to cover margin requirements on open derivative contracts.

(30) Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of June 30, 2021.

Centrally Cleared Forward Foreign Currency Exchange Contracts

Currency Purchased		Currency Sold		Settlement Date		Value/ Unrealized Appreciation (Depreciation)
USD	10,187,781	EUR	8,355,519		9/15/21	$	265,143
USD	5,460,380	EUR	4,478,336		9/15/21		142,110
USD	2,730,163	EUR	2,239,146		9/15/21		71,054
USD	2,673,253	EUR	2,192,471		9/15/21		69,573
USD	2,199,209	EUR	1,803,684		9/15/21		57,236
USD	3,636	EUR	2,982		9/15/21		94
						$	605,210

Forward Foreign Currency Exchange Contracts
Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	50,000	USD	595,060	JPMorgan Chase Bank, N.A.		7/1/21	$	—	$	(2,185	)
EUR	95,944	USD	114,564	State Street Bank and Trust Company		7/1/21		—		(799	)
EUR	500,000	USD	594,990	State Street Bank and Trust Company		7/1/21		—		(2,115	)
EUR	30,869,910	USD	36,608,626	Standard Chartered Bank		7/2/21		—		(4,626	)
EUR	129,000	USD	154,141	State Street Bank and Trust Company		7/2/21		—		(1,179	)
USD	37,625,037	EUR	30,869,910	Standard Chartered Bank		7/2/21		1,021,037		—
EUR	208,113	USD	251,395	Citibank, N.A.		7/30/21		—		(4,482	)
EUR	33,985	USD	40,379	State Street Bank and Trust Company		7/30/21		—		(58	)
EUR	74,925	USD	89,485	State Street Bank and Trust Company		7/30/21		—		(591	)
EUR	116,607	USD	138,980	State Street Bank and Trust Company		7/30/21		—		(633	)
EUR	98,661	USD	120,483	State Street Bank and Trust Company		7/30/21		—		(3,428	)
EUR	255,348	USD	307,629	State Street Bank and Trust Company		7/30/21		—		(4,674	)
GBP	50,997	USD	72,323	State Street Bank and Trust Company		7/30/21		—		(1,773	)
GBP	339,007	USD	472,906	State Street Bank and Trust Company		7/30/21		—		(3,918	)
USD	9,249,883	EUR	7,621,536	Citibank, N.A.		7/30/21		207,406		—
USD	1,252,489	EUR	1,032,002	Citibank, N.A.		7/30/21		28,084		—
USD	9,111,760	EUR	7,507,789	Goldman Sachs International		7/30/21		204,237		—
USD	1,233,787	EUR	1,016,599	Goldman Sachs International		7/30/21		27,655		—
USD	30,529,497	EUR	25,137,358	HSBC Bank USA, N.A.		7/30/21		705,591		—
USD	595,409	EUR	500,000	JPMorgan Chase Bank, N.A.		7/30/21		2,190		—
USD	9,249,918	EUR	7,621,472	State Street Bank and Trust Company		7/30/21		207,517		—
USD	3,639,962	EUR	2,992,500	State Street Bank and Trust Company		7/30/21		89,548		—
USD	1,220,672	EUR	1,000,000	State Street Bank and Trust Company		7/30/21		34,234		—
USD	1,811,287	EUR	1,500,000	State Street Bank and Trust Company		7/30/21		31,631		—
USD	1,252,494	EUR	1,031,993	State Street Bank and Trust Company		7/30/21		28,099		—
USD	611,362	EUR	500,000	State Street Bank and Trust Company		7/30/21		18,144		—
USD	565,779	EUR	468,217	State Street Bank and Trust Company		7/30/21		10,268		—
USD	1,188,420	EUR	995,000	State Street Bank and Trust Company		7/30/21		7,914		—
USD	350,670	EUR	290,185	State Street Bank and Trust Company		7/30/21		6,384		—
USD	233,104	EUR	191,297	State Street Bank and Trust Company		7/30/21		6,142		—

58

Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
USD	161,171	EUR	132,241	State Street Bank and Trust Company		7/30/21	$	4,275	$	—
USD	121,992	EUR	99,766	State Street Bank and Trust Company		7/30/21		3,626		—
USD	142,960	EUR	118,000	State Street Bank and Trust Company		7/30/21		2,960		—
USD	121,239	EUR	100,000	State Street Bank and Trust Company		7/30/21		2,595		—
USD	126,956	EUR	105,000	State Street Bank and Trust Company		7/30/21		2,380		—
USD	64,890	EUR	53,068	State Street Bank and Trust Company		7/30/21		1,929		—
USD	154,226	EUR	129,000	State Street Bank and Trust Company		7/30/21		1,175		—
USD	32,096	EUR	26,335	State Street Bank and Trust Company		7/30/21		851		—
USD	114,630	EUR	95,944	State Street Bank and Trust Company		7/30/21		798		—
USD	390,275	EUR	328,475	State Street Bank and Trust Company		7/30/21		560		—
USD	2,445,430	GBP	1,753,495	HSBC Bank USA, N.A.		7/30/21		19,614		—
USD	206,807	GBP	148,291	HSBC Bank USA, N.A.		7/30/21		1,659		—
USD	4,247,888	GBP	3,046,301	State Street Bank and Trust Company		7/30/21		33,582		—
USD	2,444,702	GBP	1,753,000	State Street Bank and Trust Company		7/30/21		19,571		—
USD	310,862	GBP	220,253	State Street Bank and Trust Company		7/30/21		6,160		—
USD	144,911	GBP	103,481	State Street Bank and Trust Company		7/30/21		1,754		—
USD	206,398	GBP	148,000	State Street Bank and Trust Company		7/30/21		1,652		—
USD	3,998	GBP	2,893	State Street Bank and Trust Company		7/30/21		—		(5	)
USD	140,732	GBP	101,848	State Street Bank and Trust Company		7/30/21		—		(167	)
USD	177,866	GBP	128,720	State Street Bank and Trust Company		7/30/21		—		(207	)
USD	36,632,112	EUR	30,869,910	Standard Chartered Bank		8/3/21		3,934		—
USD	1,144,826	EUR	943,581	State Street Bank and Trust Company		8/31/21		24,622		—
USD	74,542	EUR	60,982	State Street Bank and Trust Company		8/31/21		2,145		—
USD	595,720	EUR	500,000	State Street Bank and Trust Company		8/31/21		2,129		—
USD	765,680	GBP	545,586	State Street Bank and Trust Company		8/31/21		10,870		—
							$	2,784,922	$	(30,840	)

Futures Contracts

Description	Number of Contracts			Position		Expiration Date		Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Interest Rate Futures
U.S. 10-Year Treasury Note		103			Long		9/21/21	$	13,647,500		$	36,008
Euro-Bund		(41	)		Short		9/8/21		(8,391,566	)		(45,426	)
Euro-Buxl		(27	)		Short		9/8/21		(6,506,780	)		(103,089	)
U.S. 5-Year Treasury Note		(10	)		Short		9/30/21		(1,234,297	)		4,570
U.S. 10-Year Treasury Note		(203	)		Short		9/21/21		(26,897,500	)		(95,282	)
U.S. Long Treasury Bond		(219	)		Short		9/21/21		(35,204,250	)		(859,666	)
U.S. Ultra-Long Treasury Bond		(26	)		Short		9/21/21		(5,009,875	)		(161,461	)
											$	(1,224,346	)

Centrally Cleared Interest Rate Swaps

Notional Amount (000’s omitted)			Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
	EUR	1,000	Receives	6-month EURIBOR (pays semi-annually)	(0.47)% (pays annually)		5/4/23	$	(18	)	$	—	$	(18	)
	EUR	300	Receives	6-month EURIBOR (pays semi-annually)	(0.48)% (pays annually)		5/6/23		107			—		107
	EUR	700	Receives	6-month EURIBOR (pays semi-annually)	(0.47)% (pays annually)		5/14/23		52			—		52
	EUR	1,570	Receives	6-month EURIBOR (pays semi-annually)	(0.46)% (pays annually)		5/25/23		(84	)		—		(84	)
	EUR	246	Receives	6-month EURIBOR (pays semi-annually)	0.37% (pays annually)		2/12/50		8,051			—		8,051

59

Notional Amount (000’s omitted)			Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
	EUR	207	Receives	6-month EURIBOR (pays semi-annually)	0.38% (pays annually)		2/13/50	$	6,335		$	3		$	6,338
	EUR	242	Receives	6-month EURIBOR (pays semi-annually)	0.39% (pays annually)		2/13/50		7,269			—			7,269
	EUR	1,500	Receives	6-month EURIBOR (pays semi-annually)	0.26% (pays annually)		2/25/50		104,546			—			104,546
	EUR	260	Receives	6-month EURIBOR (pays semi-annually)	0.21% (pays annually)		2/26/50		22,534			(2	)		22,532
	EUR	681	Receives	6-month EURIBOR (pays semi-annually)	0.12% (pays annually)		6/8/50		80,443			—			80,443
	USD	2,680	Receives	3-month USD-LIBOR (pays quarterly)	0.55% (pays semi-annually)		3/12/23		(17,261	)		—			(17,261	)
	USD	200	Receives	3-month USD-LIBOR (pays quarterly)	1.49% (pays semi-annually)		1/28/25		(6,813	)		—			(6,813	)
	USD	461	Receives	3-month USD-LIBOR (pays quarterly)	1.46% (pays semi-annually)		1/30/25		(15,192	)		—			(15,192	)
	USD	800	Receives	3-month USD-LIBOR (pays quarterly)	1.41% (pays semi-annually)		2/3/25		(24,622	)		—			(24,622	)
	USD	260	Receives	3-month USD-LIBOR (pays quarterly)	1.44% (pays semi-annually)		2/18/25		(8,107	)		—			(8,107	)
	USD	200	Receives	3-month USD-LIBOR (pays quarterly)	1.16% (pays semi-annually)		2/28/25		(4,010	)		—			(4,010	)
	USD	120	Receives	3-month USD-LIBOR (pays quarterly)	0.83% (pays semi-annually)		3/5/25		(778	)		—			(778	)
	USD	452	Receives	3-month USD-LIBOR (pays quarterly)	0.39% (pays semi-annually)		6/19/25		6,931			—			6,931
	USD	2,240	Receives	3-month USD-LIBOR (pays quarterly)	1.74% (pays semi-annually)		12/16/26		(88,496	)		—			(88,496	)
	USD	5,222	Receives	3-month USD-LIBOR (pays quarterly)	2.09% (pays semi-annually)		7/15/29		(367,383	)		1,425			(365,958	)
	USD	800	Receives	3-month USD-LIBOR (pays quarterly)	1.76% (pays semi-annually)		12/12/29		(28,949	)		—			(28,949	)
	USD	511	Receives	3-month USD-LIBOR (pays quarterly)	0.60% (pays semi-annually)		5/12/30		32,629			—			32,629
	USD	700	Receives	3-month USD-LIBOR (pays quarterly)	0.66% (pays semi-annually)		6/2/30		41,992			—			41,992
	USD	511	Receives	3-month USD-LIBOR (pays quarterly)	0.80% (pays semi-annually)		6/11/30		24,832			—			24,832
	USD	27	Receives	3-month USD-LIBOR (pays quarterly)	0.77% (pays semi-annually)		6/12/30		1,364			—			1,364
	USD	375	Receives	3-month USD-LIBOR (pays quarterly)	0.69% (pays semi-annually)		6/16/30		21,649			—			21,649
	USD	313	Receives	3-month USD-LIBOR (pays quarterly)	0.74% (pays semi-annually)		6/18/30		16,858			—			16,858
	USD	1,280	Receives	3-month USD-LIBOR (pays quarterly)	2.88% (pays semi-annually)		1/31/49		(342,610	)		(619	)		(343,229	)
	USD	128	Receives	3-month USD-LIBOR (pays quarterly)	1.71% (pays semi-annually)		8/27/49		661			—			661
	USD	148	Receives	3-month USD-LIBOR (pays quarterly)	1.70% (pays semi-annually)		8/27/49		1,149			—			1,149

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Notional Amount (000’s omitted)			Fund Pays/Receives Floating Rate	Floating Rate	Annual Fixed Rate	Termination Date		Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
	USD	160	Receives	3-month USD-LIBOR (pays quarterly)	1.65% (pays semi-annually)		8/28/49	$	3,288		$	—	$	3,288
	USD	85	Receives	3-month USD-LIBOR (pays quarterly)	1.54% (pays semi-annually)		8/30/49		3,930			—		3,930
	USD	88	Receives	3-month USD-LIBOR (pays quarterly)	1.70% (pays semi-annually)		9/12/49		800			—		800
	USD	92	Receives	3-month USD-LIBOR (pays quarterly)	1.82% (pays semi-annually)		12/6/49		(1,371	)		—		(1,371	)
	USD	91	Receives	3-month USD-LIBOR (pays quarterly)	1.81% (pays semi-annually)		12/6/49		(1,239	)		—		(1,239	)
	USD	19	Receives	3-month USD-LIBOR (pays quarterly)	1.94% (pays semi-annually)		1/9/50		(965	)		—		(965	)
	USD	1,650	Receives	3-month USD-LIBOR (pays quarterly)	0.96% (pays semi-annually)		6/2/50		312,346			—		312,346
	Total							$	(210,132	)	$	807	$	(209,325	)

Centrally Cleared Credit Default Swaps — Sell Protection

Reference Entity	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**	Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)			Unrealized Appreciation (Depreciation)
Indonesia	$	3,750	1.00% (pays quarterly)(1)		6/20/26		0.75	%	$	47,162		$	(23,499	)	$	23,663
Turkey		2,400	1.00% (pays quarterly)(1)		6/20/25		3.63			(230,044	)		341,279			111,235
Total	$	6,150							$	(182,882	)	$	317,780		$	134,898

Credit Default Swaps — Sell Protection
Reference Entity	Counterparty	Notional Amount* (000’s omitted)		Contract Annual Fixed Rate**		Termination Date		Current Market Annual Fixed Rate***			Value			Unamortized Upfront Receipts (Payments)		Unrealized Appreciation (Depreciation)
Bahamas	Deutsche Bank AG	$	1,150		1.00% (pays quarterly)(1)		6/20/22		3.31	%	$	(25,289	)	$	20,048	$	(5,241	)
Mexico	Goldman Sachs International		3,191		1.00% (pays quarterly)(1)		6/20/31		1.56			(160,209	)		202,940		42,731
Total		$	4,341								$	(185,498	)	$	222,988	$	37,490

* 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, 2021, such maximum potential amount for all open credit default swaps in which the Fund is the seller was $10,491,000.

** The contract annual fixed rate represents the fixed rate of interest received by the Fund (as a seller of protection) on the notional amount of the credit default swap contract.

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*** 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
PIK	-	Payment In Kind
SOFR	-	Secured Overnight Financing Rate
TBA	-	To Be Announced
Currency Abbreviations:
EUR	-	Euro
GBP	-	British Pound Sterling
USD	-	United States Dollar

In the normal course of pursuing its investment objectives, the Fund is subject to the following risks:

Credit Risk: The Fund enters into credit default swap contracts to enhance total return and/or as a substitute for the purchase of securities.

Foreign Exchange Risk: The Fund holds foreign currency denominated investments. The value of these investments and related receivables and payables may change due to future changes in foreign currency exchange rates. To hedge against this risk, the Fund enters into forward foreign currency exchange contracts.

Interest Rate Risk: The Fund utilizes various interest rate derivatives including futures contracts and interest rate swaps to manage the duration of its portfolio and to hedge against fluctuations in securities prices due to interest rates.

At June 30, 2021, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

Restricted Securities

At June 30, 2021, the Fund owned the following securities (representing less than 0.05% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Fund has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.

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Description	Date of Acquisition		Shares		Cost		Value
Common Stocks
Extraction Oil & Gas, Inc.		1/28/21		2,089	$	30,894	$	114,580
Nine Point Energy Holdings, Inc.		7/15/14		29,787		1,370,397		0
Convertible Preferred Stocks
Nine Point Energy Holdings, Inc., Series A, 12.00%		5/26/17		555		555,000		0
Total Restricted Securities					$	1,956,291	$	114,580

The Fund invested in issuers that may be deemed to be affiliated with Morgan Stanley. At June 30, 2021, the value of the Fund’s investment in affiliated issuers and funds was $106,610,775, which represents 6.7% of the Fund’s net assets applicable to common shares. Transactions in affiliated issuers and funds by the Fund for the fiscal year to date ended June 30, 2021 were as follows:

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/ Units, end of period
Commercial Mortgage-Backed Securities
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2015-C23, Class D, 4.282%, 7/15/50(1)	$	1,973,960	$	—	$	—		$	—		$	53,079		$	2,027,039	$	21,410	$	2,000,000
Series 2016-C29, Class D, 3.00%, 5/15/49(1)		3,034,696		—		—			—			92,751			3,127,447		26,830		3,577,365
Series 2016-C 32, Class D, 3.396%, 12/15/49(1)		1,286,773		—		—			—			40,896			1,327,669		13,584		1,600,000
Morgan Stanley Capital I Trust:
Series 2016-UBS12, Class D, 3.312%, 12/15/49(1)		2,560,201		—		—			—			29,280			2,589,481		37,166		4,488,667
Series 2017-CLS, Class A, 0.773%, (1 mo. USD LIBOR + 0.70%), 11/15/34(1)		2,001,683		—		—			—			(164	)		2,001,519		4,052		2,000,000
Series 2019-BPR, Class C, 3.123%, (1 mo. USD LIBOR + 3.05%), 5/15/36(1)		1,587,708		—		—			—			19,036			1,606,744		14,731		1,845,000
Short-Term Investments
Eaton Vance Cash Reserves Fund, LLC		16,659,394		435,652,766		(358,375,154	)		(6,297	)		167			93,930,876		11,183		93,930,876
								$	(6,297	)	$	235,045		$	106,610,775	$	128,956

(1) May be deemed to be an affiliated issuer as of March 1, 2021.

63

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• 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)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At June 30, 2021, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:

Asset Description	Level 1		Level 2		Level 3*		Total
Asset-Backed Securities	$	—	$	122,045,810	$	—	$	122,045,810
Closed-End Funds		26,963,293		—		—		26,963,293
Collateralized Mortgage Obligations		—		144,129,946		—		144,129,946
Commercial Mortgage-Backed Securities		—		82,839,388		—		82,839,388
U.S. Government Agency Mortgage-Backed Securities		—		379,293,739		—		379,293,739
Common Stocks		3,957,447		2,899,247		1,911,018		8,767,712
Convertible Bonds		—		978,355		—		978,355
Convertible Preferred Stocks		—		2,267,953		0		2,267,953
Corporate Bonds		—		792,997,056		—		792,997,056
Exchange-Traded Funds		580,589		—		—		580,589
Preferred Stocks		2,206,365		189,315		0		2,395,680
Senior Floating-Rate Loans (Less Unfunded Loan Commitments)		—		790,882,828		1,263,817		792,146,645
Sovereign Government Bonds		—		78,529,907		—		78,529,907
Sovereign Loans		—		12,616,939		—		12,616,939
Warrants		—		39,070		78,529		117,599
Miscellaneous		—		—		0		0
Short-Term Investments —
U.S. Treasury Obligations		—		499,972		—		499,972
Other		—		93,930,876		—		93,930,876
Total Investments	$	33,707,694	$	2,504,140,401	$	3,253,364	$	2,541,101,459

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Asset Description	Level 1			Level 2			Level 3*		Total
Forward Foreign Currency Exchange Contracts	$	—		$	3,390,132		$	—	$	3,390,132
Futures Contracts		40,578			—			—		40,578
Swap Contracts		—			744,928			—		744,928
Total	$	33,748,272		$	2,508,275,461		$	3,253,364	$	2,545,277,097
Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(30,840	)	$	—	$	(30,840	)
Futures Contracts		(1,264,924	)		—			—		(1,264,924	)
Swap Contracts		—			(1,323,440	)		—		(1,323,440	)
Total	$	(1,264,924	)	$	(1,354,280	)	$	—	$	(2,619,204	)

* None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended June 30, 2021 is not presented.

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

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