Corporate Bonds - 62.1%
|
|||
Principal
Amount (a)
(000s)
|
Value ($)
(000s)
|
||
Convertible Bonds - 0.2%
|
|||
Energy - 0.2%
|
|||
Mesquite Energy, Inc. 15% 7/15/23 (b)(c)
|
4,306
|
13,520
|
|
Mesquite Energy, Inc. 15% 7/15/23 (b)(c)
|
2,495
|
8,658
|
|
22,178
|
|||
Nonconvertible Bonds - 61.9%
|
|||
Aerospace - 3.2%
|
|||
Allegheny Technologies, Inc.:
|
|||
4.875% 10/1/29
|
6,080
|
5,970
|
|
5.125% 10/1/31
|
5,395
|
5,283
|
|
Bombardier, Inc.:
|
|||
6% 2/15/28 (d)
|
6,075
|
5,881
|
|
7.125% 6/15/26 (d)
|
12,110
|
12,315
|
|
7.5% 12/1/24 (d)
|
8,870
|
9,181
|
|
7.5% 3/15/25 (d)
|
14,145
|
14,322
|
|
7.875% 4/15/27 (d)
|
45,265
|
45,705
|
|
Kaiser Aluminum Corp. 4.625% 3/1/28 (d)
|
11,215
|
10,759
|
|
Moog, Inc. 4.25% 12/15/27 (d)
|
3,455
|
3,467
|
|
Rolls-Royce PLC 5.75% 10/15/27 (d)
|
10,870
|
11,405
|
|
Spirit Aerosystems, Inc. 7.5% 4/15/25 (d)
|
15,000
|
15,558
|
|
TransDigm UK Holdings PLC 6.875% 5/15/26
|
35,725
|
37,035
|
|
TransDigm, Inc.:
|
|||
4.625% 1/15/29
|
38,080
|
36,163
|
|
4.875% 5/1/29
|
25,000
|
24,003
|
|
5.5% 11/15/27
|
124,228
|
124,849
|
|
6.25% 3/15/26 (d)
|
17,925
|
18,508
|
|
6.375% 6/15/26
|
61,985
|
63,070
|
|
7.5% 3/15/27
|
18,012
|
18,691
|
|
462,165
|
|||
Air Transportation - 1.5%
|
|||
Air Canada 3.875% 8/15/26 (d)
|
9,105
|
8,881
|
|
Delta Air Lines, Inc. 7% 5/1/25 (d)
|
2,708
|
3,033
|
|
Delta Air Lines, Inc. / SkyMiles IP Ltd.:
|
|||
4.5% 10/20/25 (d)
|
48,285
|
50,095
|
|
4.75% 10/20/28 (d)
|
39,880
|
42,521
|
|
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. 5.75% 1/20/26 (d)
|
22,205
|
22,709
|
|
Mileage Plus Holdings LLC 6.5% 6/20/27 (d)
|
34,530
|
36,688
|
|
Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd. 8% 9/20/25 (d)
|
7,779
|
8,428
|
|
United Airlines, Inc.:
|
|||
4.375% 4/15/26 (d)
|
30,025
|
29,803
|
|
4.625% 4/15/29 (d)
|
18,025
|
17,835
|
|
219,993
|
|||
Automotive - 0.1%
|
|||
Ford Motor Credit Co. LLC 3.625% 6/17/31
|
15,745
|
15,563
|
|
Automotive & Auto Parts - 1.5%
|
|||
Allison Transmission, Inc. 5.875% 6/1/29 (d)
|
7,960
|
8,385
|
|
Arko Corp. 5.125% 11/15/29 (d)
|
9,105
|
8,662
|
|
Dana, Inc.:
|
|||
4.25% 9/1/30
|
8,870
|
8,593
|
|
4.5% 2/15/32
|
9,135
|
8,724
|
|
Exide Technologies:
|
|||
11% 10/31/24 pay-in-kind (c)(d)(e)(f)
|
1,760
|
0
|
|
11% 10/31/24 pay-in-kind (c)(d)(e)(f)
|
891
|
401
|
|
Ford Motor Co. 3.25% 2/12/32
|
29,640
|
28,321
|
|
Ford Motor Credit Co. LLC:
|
|||
3.375% 11/13/25
|
26,505
|
26,535
|
|
4% 11/13/30
|
42,253
|
42,474
|
|
5.113% 5/3/29
|
10,330
|
11,056
|
|
LCM Investments Holdings 4.875% 5/1/29 (d)
|
24,415
|
23,515
|
|
McLaren Finance PLC 7.5% 8/1/26 (d)
|
8,290
|
8,456
|
|
Nesco Holdings II, Inc. 5.5% 4/15/29 (d)
|
14,525
|
14,380
|
|
PECF USS Intermediate Holding III Corp. 8% 11/15/29 (d)
|
5,530
|
5,585
|
|
Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 6.625% 10/15/26 (d)(f)(g)
|
30,350
|
30,654
|
|
225,741
|
|||
Banks & Thrifts - 1.8%
|
|||
Ally Financial, Inc.:
|
|||
8% 11/1/31
|
20,638
|
27,439
|
|
8% 11/1/31
|
151,039
|
204,673
|
|
CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/31 (d)
|
15,120
|
15,069
|
|
Jane Street Group LLC/JSG Finance, Inc. 4.5% 11/15/29 (d)
|
8,740
|
8,569
|
|
255,750
|
|||
Broadcasting - 1.4%
|
|||
Clear Channel Outdoor Holdings, Inc. 7.5% 6/1/29 (d)
|
12,070
|
12,508
|
|
Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d)
|
46,565
|
21,536
|
|
Gray Escrow II, Inc. 5.375% 11/15/31 (d)
|
18,765
|
18,502
|
|
Lions Gate Capital Holdings LLC 5.5% 4/15/29 (d)
|
8,990
|
8,935
|
|
Netflix, Inc. 4.875% 4/15/28
|
19,535
|
21,435
|
|
Nexstar Broadcasting, Inc.:
|
|||
4.75% 11/1/28 (d)
|
22,300
|
22,037
|
|
5.625% 7/15/27 (d)
|
23,735
|
24,328
|
|
Scripps Escrow II, Inc. 3.875% 1/15/29 (d)
|
2,820
|
2,691
|
|
Sirius XM Radio, Inc.:
|
|||
3.125% 9/1/26 (d)
|
9,100
|
8,725
|
|
3.875% 9/1/31 (d)
|
12,130
|
11,220
|
|
4% 7/15/28 (d)
|
23,630
|
22,862
|
|
5% 8/1/27 (d)
|
14,525
|
14,831
|
|
Townsquare Media, Inc. 6.875% 2/1/26 (d)
|
5,645
|
5,863
|
|
Univision Communications, Inc. 4.5% 5/1/29 (d)
|
12,060
|
11,945
|
|
207,418
|
|||
Building Materials - 0.5%
|
|||
Advanced Drain Systems, Inc. 5% 9/30/27 (d)
|
2,325
|
2,342
|
|
Brundage-Bone Concrete Pumping Holdings, Inc. 6% 2/1/26 (d)
|
6,555
|
6,635
|
|
CP Atlas Buyer, Inc. 7% 12/1/28 (d)
|
5,480
|
5,213
|
|
James Hardie International Finance Ltd. 5% 1/15/28 (d)
|
4,136
|
4,238
|
|
MIWD Holdco II LLC / MIWD Finance Corp. 5.5% 2/1/30 (d)
|
4,125
|
4,088
|
|
SRS Distribution, Inc.:
|
|||
4.625% 7/1/28 (d)
|
11,605
|
11,217
|
|
6% 12/1/29 (d)
|
11,220
|
10,898
|
|
6.125% 7/1/29 (d)
|
6,380
|
6,252
|
|
Summit Materials LLC/Summit Materials Finance Corp. 5.25% 1/15/29 (d)
|
10,525
|
10,742
|
|
Victors Merger Corp. 6.375% 5/15/29 (d)
|
12,060
|
11,061
|
|
72,686
|
|||
Cable/Satellite TV - 4.0%
|
|||
Block Communications, Inc. 4.875% 3/1/28 (d)
|
7,830
|
7,700
|
|
CCO Holdings LLC/CCO Holdings Capital Corp.:
|
|||
4.25% 2/1/31 (d)
|
16,515
|
15,755
|
|
4.5% 8/15/30 (d)
|
21,660
|
21,119
|
|
4.5% 5/1/32
|
46,575
|
44,887
|
|
4.75% 3/1/30 (d)
|
63,365
|
62,877
|
|
4.75% 2/1/32 (d)
|
26,255
|
25,827
|
|
5% 2/1/28 (d)
|
91,490
|
92,606
|
|
5.125% 5/1/27 (d)
|
69,885
|
71,636
|
|
5.375% 6/1/29 (d)
|
18,080
|
18,631
|
|
5.5% 5/1/26 (d)
|
8,759
|
8,967
|
|
CSC Holdings LLC:
|
|||
3.375% 2/15/31 (d)
|
14,140
|
12,337
|
|
4.5% 11/15/31 (d)
|
30,110
|
28,055
|
|
5.375% 2/1/28 (d)
|
23,655
|
23,725
|
|
5.75% 1/15/30 (d)
|
15,150
|
14,276
|
|
6.5% 2/1/29 (d)
|
24,795
|
25,814
|
|
DISH DBS Corp.:
|
|||
5.25% 12/1/26 (d)
|
15,220
|
14,763
|
|
5.75% 12/1/28 (d)
|
15,220
|
14,564
|
|
Dolya Holdco 18 DAC 5% 7/15/28 (d)
|
6,600
|
6,221
|
|
Radiate Holdco LLC/Radiate Financial Service Ltd.:
|
|||
4.5% 9/15/26 (d)
|
8,350
|
8,038
|
|
6.5% 9/15/28 (d)
|
22,260
|
21,481
|
|
VZ Secured Financing BV 5% 1/15/32 (d)
|
24,310
|
23,437
|
|
Ziggo Bond Co. BV:
|
|||
5.125% 2/28/30 (d)
|
6,000
|
5,692
|
|
6% 1/15/27 (d)
|
11,435
|
11,707
|
|
Ziggo BV 4.875% 1/15/30 (d)
|
7,990
|
7,730
|
|
587,845
|
|||
Capital Goods - 0.1%
|
|||
ATS Automation Tooling System, Inc. 4.125% 12/15/28 (d)
|
7,895
|
7,777
|
|
Stevens Holding Co., Inc. 6.125% 10/1/26 (d)
|
3,245
|
3,387
|
|
11,164
|
|||
Chemicals - 1.4%
|
|||
Compass Minerals International, Inc. 6.75% 12/1/27 (d)
|
24,600
|
25,773
|
|
Gpd Companies, Inc. 10.125% 4/1/26 (d)
|
14,980
|
15,748
|
|
Ingevity Corp. 3.875% 11/1/28 (d)
|
11,105
|
10,513
|
|
Kraton Polymers LLC/Kraton Polymers Capital Corp. 4.25% 12/15/25 (d)
|
7,330
|
7,550
|
|
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc. 5% 12/31/26 (d)
|
3,835
|
3,586
|
|
LSB Industries, Inc. 6.25% 10/15/28 (d)
|
15,090
|
15,316
|
|
Olympus Water U.S. Holding Corp. 4.25% 10/1/28 (d)
|
12,145
|
11,598
|
|
SCIH Salt Holdings, Inc. 4.875% 5/1/28 (d)
|
7,820
|
7,331
|
|
SCIL IV LLC / SCIL U.S.A. Holdings LLC 5.375% 11/1/26 (d)
|
14,015
|
14,050
|
|
The Chemours Co. LLC:
|
|||
5.375% 5/15/27
|
32,330
|
33,233
|
|
5.75% 11/15/28 (d)
|
16,765
|
17,023
|
|
Tronox, Inc.:
|
|||
4.625% 3/15/29 (d)
|
13,295
|
12,783
|
|
6.5% 5/1/25 (d)
|
8,760
|
9,091
|
|
Valvoline, Inc. 4.25% 2/15/30 (d)
|
8,315
|
8,032
|
|
W.R. Grace Holding LLC 5.625% 8/15/29 (d)
|
15,035
|
14,509
|
|
206,136
|
|||
Consumer Products - 1.3%
|
|||
Angi Group LLC 3.875% 8/15/28 (d)
|
5,530
|
5,062
|
|
Diamond BC BV 4.625% 10/1/29 (d)
|
7,285
|
6,830
|
|
Foundation Building Materials, Inc. 6% 3/1/29 (d)
|
5,845
|
5,642
|
|
Gannett Holdings LLC 6% 11/1/26 (d)
|
8,785
|
8,895
|
|
HFC Prestige Products, Inc./HFC Prestige International U.S. LLC 4.75% 1/15/29 (d)
|
8,760
|
8,629
|
|
Michaels Companies, Inc. 5.25% 5/1/28 (d)
|
14,150
|
13,625
|
|
Millennium Escrow Corp. 6.625% 8/1/26 (d)
|
12,120
|
12,018
|
|
Nordstrom, Inc.:
|
|||
4.25% 8/1/31
|
25,145
|
23,251
|
|
4.375% 4/1/30
|
3,790
|
3,551
|
|
5% 1/15/44
|
1,785
|
1,591
|
|
6.95% 3/15/28
|
550
|
598
|
|
PetSmart, Inc. / PetSmart Finance Corp.:
|
|||
4.75% 2/15/28 (d)
|
10,160
|
10,132
|
|
7.75% 2/15/29 (d)
|
8,880
|
9,526
|
|
Ritchie Bros. Holdings, Inc. 4.75% 12/15/31 (d)
|
6,670
|
6,718
|
|
Spectrum Brands Holdings, Inc. 3.875% 3/15/31 (d)
|
8,380
|
7,877
|
|
Tempur Sealy International, Inc.:
|
|||
3.875% 10/15/31 (d)
|
15,965
|
14,889
|
|
4% 4/15/29 (d)
|
15,925
|
15,267
|
|
The Scotts Miracle-Gro Co. 4% 4/1/31
|
11,945
|
11,407
|
|
TKC Holdings, Inc.:
|
|||
6.875% 5/15/28 (d)
|
12,040
|
12,100
|
|
10.5% 5/15/29 (d)
|
12,040
|
12,582
|
|
190,190
|
|||
Containers - 0.5%
|
|||
ARD Finance SA 6.5% 6/30/27 pay-in-kind (d)(f)
|
7,963
|
8,043
|
|
Crown Cork & Seal, Inc.:
|
|||
7.375% 12/15/26
|
4,845
|
5,620
|
|
7.5% 12/15/96
|
12,871
|
15,059
|
|
Graham Packaging Co., Inc. 7.125% 8/15/28 (d)
|
6,000
|
6,090
|
|
Graphic Packaging International, Inc. 3.75% 2/1/30 (d)
|
7,880
|
7,565
|
|
Intelligent Packaging Ltd. Finco, Inc. 6% 9/15/28 (d)
|
4,230
|
4,209
|
|
LABL, Inc. 5.875% 11/1/28 (d)
|
14,730
|
14,583
|
|
Trivium Packaging Finance BV 5.5% 8/15/26 (d)
|
6,930
|
6,986
|
|
68,155
|
|||
Diversified Financial Services - 2.1%
|
|||
Broadstreet Partners, Inc. 5.875% 4/15/29 (d)
|
15,505
|
14,784
|
|
Cargo Aircraft Management, Inc. 4.75% 2/1/28 (d)
|
6,915
|
6,950
|
|
Coinbase Global, Inc.:
|
|||
3.375% 10/1/28 (d)
|
9,110
|
8,170
|
|
3.625% 10/1/31 (d)
|
9,110
|
7,937
|
|
Compass Group Diversified Holdings LLC:
|
|||
5% 1/15/32 (d)
|
6,090
|
6,014
|
|
5.25% 4/15/29 (d)
|
17,730
|
17,500
|
|
Hightower Holding LLC 6.75% 4/15/29 (d)
|
5,945
|
6,064
|
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
|
|||
4.375% 2/1/29
|
11,165
|
10,613
|
|
5.25% 5/15/27
|
41,665
|
41,821
|
|
6.25% 5/15/26
|
24,085
|
24,759
|
|
6.375% 12/15/25
|
28,275
|
28,781
|
|
6.75% 2/1/24
|
10,075
|
10,075
|
|
LPL Holdings, Inc. 4% 3/15/29 (d)
|
17,730
|
17,208
|
|
MSCI, Inc.:
|
|||
3.25% 8/15/33 (d)
|
9,110
|
8,544
|
|
4% 11/15/29 (d)
|
6,385
|
6,425
|
|
OEC Finance Ltd.:
|
|||
4.375% 10/25/29 pay-in-kind (d)
|
6,486
|
259
|
|
5.25% 12/27/33 pay-in-kind (d)
|
6,136
|
245
|
|
OneMain Finance Corp.:
|
|||
4% 9/15/30
|
5,610
|
5,222
|
|
5.375% 11/15/29
|
9,400
|
9,544
|
|
6.625% 1/15/28
|
7,305
|
7,841
|
|
6.875% 3/15/25
|
19,480
|
21,136
|
|
7.125% 3/15/26
|
38,380
|
42,192
|
|
Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc. 4.625% 11/1/26 (d)
|
3,750
|
3,807
|
|
305,891
|
|||
Diversified Media - 0.4%
|
|||
Nielsen Finance LLC/Nielsen Finance Co.:
|
|||
4.5% 7/15/29 (d)
|
6,050
|
5,642
|
|
4.75% 7/15/31 (d)
|
6,040
|
5,618
|
|
Terrier Media Buyer, Inc. 8.875% 12/15/27 (d)
|
40,645
|
42,901
|
|
54,161
|
|||
Energy - 7.7%
|
|||
Antero Midstream Partners LP/Antero Midstream Finance Corp.:
|
|||
5.375% 6/15/29 (d)
|
9,060
|
9,120
|
|
5.75% 1/15/28 (d)
|
17,645
|
17,994
|
|
Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d)
|
7,820
|
7,468
|
|
Callon Petroleum Co. 6.125% 10/1/24
|
4,090
|
4,090
|
|
CGG SA 8.75% 4/1/27 (d)
|
11,985
|
11,985
|
|
Cheniere Energy Partners LP:
|
|||
3.25% 1/31/32 (d)
|
9,110
|
8,569
|
|
4% 3/1/31
|
31,040
|
30,883
|
|
Cheniere Energy, Inc. 4.625% 10/15/28
|
22,300
|
22,635
|
|
Chesapeake Energy Corp.:
|
|||
5.875% 2/1/29 (d)
|
5,840
|
6,089
|
|
6.75% 4/15/29 (d)
|
8,995
|
9,613
|
|
7% 10/1/24 (c)(e)
|
6,915
|
0
|
|
8% 1/15/25 (c)(e)
|
3,385
|
0
|
|
8% 6/15/27 (c)(e)
|
2,132
|
0
|
|
Citgo Holding, Inc. 9.25% 8/1/24 (d)
|
27,185
|
27,149
|
|
Citgo Petroleum Corp.:
|
|||
6.375% 6/15/26 (d)
|
8,760
|
8,716
|
|
7% 6/15/25 (d)
|
22,045
|
22,210
|
|
CNX Midstream Partners LP 4.75% 4/15/30 (d)
|
6,435
|
6,284
|
|
CNX Resources Corp. 6% 1/15/29 (d)
|
5,345
|
5,505
|
|
Colgate Energy Partners III LLC 5.875% 7/1/29 (d)
|
8,645
|
8,785
|
|
Comstock Resources, Inc.:
|
|||
5.875% 1/15/30 (d)
|
25,285
|
25,129
|
|
6.75% 3/1/29 (d)
|
20,060
|
20,638
|
|
7.5% 5/15/25 (d)
|
3,722
|
3,786
|
|
Continental Resources, Inc. 4.9% 6/1/44
|
12,240
|
12,884
|
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.:
|
|||
5.625% 5/1/27 (d)
|
18,015
|
18,060
|
|
5.75% 4/1/25
|
4,790
|
4,826
|
|
6% 2/1/29 (d)
|
25,785
|
25,978
|
|
CrownRock LP/CrownRock Finance, Inc. 5% 5/1/29 (d)
|
5,055
|
5,103
|
|
CVR Energy, Inc.:
|
|||
5.25% 2/15/25 (d)
|
16,990
|
16,395
|
|
5.75% 2/15/28 (d)
|
22,655
|
21,749
|
|
DCP Midstream Operating LP 5.85% 5/21/43 (d)(f)
|
18,335
|
17,470
|
|
Delek Logistics Partners LP 7.125% 6/1/28 (d)
|
17,655
|
17,911
|
|
DT Midstream, Inc.:
|
|||
4.125% 6/15/29 (d)
|
9,070
|
8,947
|
|
4.375% 6/15/31 (d)
|
9,070
|
8,957
|
|
Endeavor Energy Resources LP/EER Finance, Inc.:
|
|||
5.75% 1/30/28 (d)
|
21,251
|
21,986
|
|
6.625% 7/15/25 (d)
|
5,510
|
5,759
|
|
Energy Transfer LP 5.5% 6/1/27
|
16,735
|
18,147
|
|
Exterran Energy Solutions LP 8.125% 5/1/25
|
11,280
|
11,252
|
|
Hess Midstream Partners LP:
|
|||
4.25% 2/15/30 (d)
|
9,875
|
9,529
|
|
5.125% 6/15/28 (d)
|
11,235
|
11,448
|
|
5.625% 2/15/26 (d)
|
15,535
|
15,846
|
|
Hilcorp Energy I LP/Hilcorp Finance Co. 6.25% 11/1/28 (d)
|
12,280
|
12,741
|
|
Holly Energy Partners LP/Holly Energy Finance Corp. 5% 2/1/28 (d)
|
7,615
|
7,411
|
|
MEG Energy Corp. 7.125% 2/1/27 (d)
|
11,335
|
11,805
|
|
Mesquite Energy, Inc. 7.25% 2/15/23 (c)(d)(e)
|
21,977
|
0
|
|
Nabors Industries Ltd.:
|
|||
7.25% 1/15/26 (d)
|
11,260
|
10,834
|
|
7.5% 1/15/28 (d)
|
9,715
|
9,108
|
|
New Fortress Energy, Inc.:
|
|||
6.5% 9/30/26 (d)
|
20,960
|
19,598
|
|
6.75% 9/15/25 (d)
|
6,896
|
6,534
|
|
NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d)
|
11,090
|
11,267
|
|
NGL Energy Partners LP/NGL Energy Finance Corp. 6.125% 3/1/25
|
11,961
|
10,429
|
|
Nine Energy Service, Inc. 8.75% 11/1/23 (d)
|
6,245
|
2,670
|
|
NuStar Logistics LP 6% 6/1/26
|
12,025
|
12,613
|
|
Occidental Petroleum Corp.:
|
|||
3.5% 8/15/29
|
14,690
|
14,480
|
|
4.4% 4/15/46
|
9,300
|
8,894
|
|
4.4% 8/15/49
|
23,525
|
22,349
|
|
4.625% 6/15/45
|
11,935
|
11,562
|
|
5.875% 9/1/25
|
11,055
|
11,815
|
|
6.125% 1/1/31
|
23,465
|
27,084
|
|
6.2% 3/15/40
|
5,785
|
6,696
|
|
6.375% 9/1/28
|
18,145
|
20,640
|
|
6.45% 9/15/36
|
19,110
|
23,213
|
|
6.6% 3/15/46
|
11,465
|
14,414
|
|
6.625% 9/1/30
|
22,115
|
25,952
|
|
7.2% 3/15/29
|
3,964
|
4,519
|
|
7.5% 5/1/31
|
1,100
|
1,359
|
|
8.875% 7/15/30
|
12,405
|
16,079
|
|
PBF Holding Co. LLC/PBF Finance Corp.:
|
|||
6% 2/15/28
|
27,530
|
19,340
|
|
7.25% 6/15/25
|
22,875
|
18,150
|
|
9.25% 5/15/25 (d)
|
24,810
|
24,190
|
|
PBF Logistics LP/PBF Logistics Finance, Inc. 6.875% 5/15/23
|
8,455
|
8,307
|
|
PDC Energy, Inc. 6.125% 9/15/24
|
1,777
|
1,795
|
|
Renewable Energy Group, Inc. 5.875% 6/1/28 (d)
|
6,340
|
6,364
|
|
SM Energy Co.:
|
|||
5.625% 6/1/25
|
6,330
|
6,283
|
|
6.625% 1/15/27
|
21,320
|
21,906
|
|
6.75% 9/15/26
|
4,550
|
4,596
|
|
Southern Natural Gas Co. LLC:
|
|||
7.35% 2/15/31
|
23,497
|
29,729
|
|
8% 3/1/32
|
12,475
|
16,879
|
|
Southwestern Energy Co.:
|
|||
5.375% 3/15/30
|
12,145
|
12,444
|
|
5.95% 1/23/25 (f)
|
244
|
258
|
|
7.75% 10/1/27
|
12,945
|
13,791
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp. 5% 6/1/31 (d)
|
12,070
|
11,889
|
|
Summit Midstream Holdings LLC:
|
|||
5.75% 4/15/25
|
5,390
|
4,813
|
|
8.5% (d)(h)
|
9,110
|
9,335
|
|
Sunoco LP/Sunoco Finance Corp.:
|
|||
4.5% 5/15/29
|
10,170
|
9,956
|
|
4.5% 4/30/30 (d)
|
12,185
|
11,965
|
|
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.:
|
|||
6% 9/1/31 (d)
|
9,110
|
8,679
|
|
7.5% 10/1/25 (d)
|
8,350
|
8,782
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.875% 2/1/31
|
10,360
|
10,826
|
|
Teine Energy Ltd. 6.875% 4/15/29 (d)
|
8,990
|
9,170
|
|
Tennessee Gas Pipeline Co. 7.625% 4/1/37
|
5,445
|
7,365
|
|
Ultra Resources, Inc. 11% 7/12/24 pay-in-kind (c)(e)
|
10,734
|
537
|
|
Venture Global Calcasieu Pass LLC:
|
|||
3.875% 8/15/29 (d)
|
7,585
|
7,572
|
|
4.125% 8/15/31 (d)
|
7,585
|
7,634
|
|
1,125,516
|
|||
Environmental - 0.5%
|
|||
Covanta Holding Corp.:
|
|||
4.875% 12/1/29 (d)
|
18,165
|
18,045
|
|
5% 9/1/30
|
11,060
|
10,949
|
|
GFL Environmental, Inc.:
|
|||
4% 8/1/28 (d)
|
9,105
|
8,483
|
|
4.75% 6/15/29 (d)
|
12,095
|
11,732
|
|
Madison IAQ LLC:
|
|||
4.125% 6/30/28 (d)
|
11,390
|
10,849
|
|
5.875% 6/30/29 (d)
|
9,085
|
8,396
|
|
68,454
|
|||
Food & Drug Retail - 1.1%
|
|||
Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC:
|
|||
3.5% 3/15/29 (d)
|
36,160
|
34,141
|
|
4.625% 1/15/27 (d)
|
25,300
|
25,895
|
|
4.875% 2/15/30 (d)
|
44,700
|
45,538
|
|
Murphy Oil U.S.A., Inc.:
|
|||
3.75% 2/15/31 (d)
|
5,300
|
4,994
|
|
4.75% 9/15/29
|
6,860
|
6,963
|
|
5.625% 5/1/27
|
6,030
|
6,218
|
|
Parkland Corp.:
|
|||
4.5% 10/1/29 (d)
|
8,995
|
8,648
|
|
4.625% 5/1/30 (d)
|
12,175
|
11,688
|
|
SEG Holding LLC/SEG Finance Corp. 5.625% 10/15/28 (d)
|
11,130
|
11,575
|
|
155,660
|
|||
Food/Beverage/Tobacco - 2.0%
|
|||
C&S Group Enterprises LLC 5% 12/15/28 (d)
|
8,615
|
7,906
|
|
Chobani LLC/Finance Corp., Inc. 4.625% 11/15/28 (d)
|
6,285
|
6,284
|
|
Del Monte Foods, Inc. 11.875% 5/15/25 (d)
|
6,310
|
6,973
|
|
JBS U.S.A. Food Co. 5.75% 1/15/28 (d)
|
10,705
|
11,160
|
|
JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 6.75% 2/15/28 (d)
|
18,350
|
19,566
|
|
JBS U.S.A. Lux SA / JBS Food Co.:
|
|||
5.5% 1/15/30 (d)
|
20,180
|
21,403
|
|
6.5% 4/15/29 (d)
|
29,320
|
31,849
|
|
KeHE Distributors LLC / KeHE Finance Corp. 8.625% 10/15/26 (d)
|
7,777
|
8,224
|
|
Lamb Weston Holdings, Inc.:
|
|||
4.125% 1/31/30 (d)
|
12,150
|
12,003
|
|
4.375% 1/31/32 (d)
|
6,075
|
5,991
|
|
Performance Food Group, Inc.:
|
|||
4.25% 8/1/29 (d)
|
8,495
|
7,971
|
|
5.5% 10/15/27 (d)
|
8,855
|
9,059
|
|
Pilgrim's Pride Corp. 4.25% 4/15/31 (d)
|
21,020
|
20,740
|
|
Post Holdings, Inc.:
|
|||
4.5% 9/15/31 (d)
|
47,500
|
45,206
|
|
4.625% 4/15/30 (d)
|
15,630
|
15,063
|
|
5.5% 12/15/29 (d)
|
21,040
|
21,624
|
|
Simmons Foods, Inc. 4.625% 3/1/29 (d)
|
8,340
|
7,996
|
|
TreeHouse Foods, Inc. 4% 9/1/28
|
3,695
|
3,455
|
|
Triton Water Holdings, Inc. 6.25% 4/1/29 (d)
|
6,360
|
5,963
|
|
U.S. Foods, Inc. 4.625% 6/1/30 (d)
|
7,520
|
7,313
|
|
United Natural Foods, Inc. 6.75% 10/15/28 (d)
|
7,750
|
8,225
|
|
283,974
|
|||
Gaming - 2.9%
|
|||
Affinity Gaming LLC 6.875% 12/15/27 (d)
|
4,295
|
4,359
|
|
Boyd Gaming Corp. 4.75% 6/15/31 (d)
|
15,120
|
14,841
|
|
Caesars Entertainment, Inc.:
|
|||
4.625% 10/15/29 (d)
|
18,245
|
17,468
|
|
6.25% 7/1/25 (d)
|
41,240
|
42,674
|
|
8.125% 7/1/27 (d)
|
54,990
|
59,183
|
|
Caesars Resort Collection LLC 5.75% 7/1/25 (d)
|
13,750
|
14,158
|
|
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.:
|
|||
4.625% 1/15/29 (d)
|
18,300
|
17,834
|
|
6.75% 1/15/30 (d)
|
24,400
|
23,709
|
|
Jacobs Entertainment, Inc. 6.75% 2/15/29 (d)
|
8,585
|
8,671
|
|
Melco Resorts Finance Ltd.:
|
|||
4.875% 6/6/25 (d)
|
30,275
|
29,691
|
|
5.25% 4/26/26 (d)
|
12,015
|
11,715
|
|
5.375% 12/4/29 (d)
|
8,160
|
7,701
|
|
5.75% 7/21/28 (d)
|
5,530
|
5,309
|
|
MGM Growth Properties Operating Partnership LP 3.875% 2/15/29 (d)
|
11,195
|
11,503
|
|
MGM Resorts International 4.75% 10/15/28
|
11,125
|
11,034
|
|
Peninsula Pacific Entertainment LLC 8.5% 11/15/27 (d)
|
19,045
|
20,420
|
|
Premier Entertainment Sub LLC:
|
|||
5.625% 9/1/29 (d)
|
35,005
|
32,989
|
|
5.875% 9/1/31 (d)
|
24,325
|
22,925
|
|
Station Casinos LLC 4.625% 12/1/31 (d)
|
9,135
|
8,678
|
|
Studio City Finance Ltd. 5% 1/15/29 (d)
|
5,700
|
4,930
|
|
VICI Properties, Inc.:
|
|||
4.25% 12/1/26 (d)
|
21,450
|
21,691
|
|
4.625% 12/1/29 (d)
|
12,240
|
12,598
|
|
Wynn Macau Ltd. 5.125% 12/15/29 (d)
|
16,800
|
15,036
|
|
419,117
|
|||
Healthcare - 4.4%
|
|||
180 Medical, Inc. 3.875% 10/15/29 (d)
|
6,495
|
6,316
|
|
AMN Healthcare 4.625% 10/1/27 (d)
|
2,765
|
2,792
|
|
Avantor Funding, Inc. 3.875% 11/1/29 (d)
|
6,075
|
5,832
|
|
Cano Health, Inc. 6.25% 10/1/28 (d)
|
4,050
|
3,888
|
|
Catalent Pharma Solutions:
|
|||
3.5% 4/1/30 (d)
|
6,070
|
5,683
|
|
5% 7/15/27 (d)
|
3,765
|
3,836
|
|
Centene Corp. 4.25% 12/15/27
|
11,560
|
11,841
|
|
Charles River Laboratories International, Inc.:
|
|||
3.75% 3/15/29 (d)
|
9,500
|
9,165
|
|
4% 3/15/31 (d)
|
12,085
|
11,632
|
|
4.25% 5/1/28 (d)
|
3,400
|
3,382
|
|
Community Health Systems, Inc.:
|
|||
4.75% 2/15/31 (d)
|
16,055
|
15,353
|
|
5.25% 5/15/30 (d)(i)
|
18,245
|
18,167
|
|
5.625% 3/15/27 (d)
|
5,640
|
5,671
|
|
6% 1/15/29 (d)
|
8,490
|
8,646
|
|
6.125% 4/1/30 (d)
|
24,105
|
22,953
|
|
6.625% 2/15/25 (d)
|
13,150
|
13,609
|
|
8% 3/15/26 (d)
|
61,410
|
63,924
|
|
DaVita HealthCare Partners, Inc.:
|
|||
3.75% 2/15/31 (d)
|
4,180
|
3,840
|
|
4.625% 6/1/30 (d)
|
31,515
|
30,661
|
|
Encompass Health Corp. 5.125% 3/15/23
|
2,146
|
2,143
|
|
Grifols Escrow Issuer SA 4.75% 10/15/28 (d)
|
6,075
|
6,045
|
|
HealthEquity, Inc. 4.5% 10/1/29 (d)
|
6,410
|
6,266
|
|
Horizon Pharma U.S.A., Inc. 5.5% 8/1/27 (d)
|
12,050
|
12,487
|
|
IQVIA, Inc. 5% 5/15/27 (d)
|
12,070
|
12,344
|
|
Jazz Securities DAC 4.375% 1/15/29 (d)
|
12,305
|
12,149
|
|
Minerva Merger Sub, Inc. 6.5% 2/15/30 (d)(i)
|
12,105
|
12,075
|
|
ModivCare Escrow Issuer, Inc. 5% 10/1/29 (d)
|
7,010
|
6,790
|
|
Modivcare, Inc. 5.875% 11/15/25 (d)
|
8,105
|
8,409
|
|
Molina Healthcare, Inc.:
|
|||
3.875% 11/15/30 (d)
|
10,465
|
10,321
|
|
3.875% 5/15/32 (d)
|
12,160
|
11,734
|
|
4.375% 6/15/28 (d)
|
7,525
|
7,545
|
|
Option Care Health, Inc. 4.375% 10/31/29 (d)
|
6,680
|
6,508
|
|
Organon & Co. / Organon Foreign Debt Co-Issuer BV:
|
|||
4.125% 4/30/28 (d)
|
21,010
|
20,674
|
|
5.125% 4/30/31 (d)
|
18,260
|
18,260
|
|
Owens & Minor, Inc. 4.5% 3/31/29 (d)
|
8,310
|
8,073
|
|
Radiology Partners, Inc. 9.25% 2/1/28 (d)
|
20,865
|
20,761
|
|
RP Escrow Issuer LLC 5.25% 12/15/25 (d)
|
10,405
|
10,108
|
|
Syneos Health, Inc. 3.625% 1/15/29 (d)
|
8,395
|
7,957
|
|
Tenet Healthcare Corp.:
|
|||
4.25% 6/1/29 (d)
|
17,640
|
17,007
|
|
4.375% 1/15/30 (d)
|
43,755
|
42,165
|
|
4.625% 7/15/24
|
2,495
|
2,505
|
|
4.625% 9/1/24 (d)
|
12,045
|
12,179
|
|
4.875% 1/1/26 (d)
|
30,115
|
30,251
|
|
5.125% 11/1/27 (d)
|
18,070
|
18,110
|
|
6.125% 10/1/28 (d)
|
19,415
|
19,478
|
|
6.25% 2/1/27 (d)
|
35,815
|
36,646
|
|
Teva Pharmaceutical Finance Netherlands III BV:
|
|||
4.75% 5/9/27
|
6,085
|
5,904
|
|
5.125% 5/9/29
|
6,085
|
5,849
|
|
Vizient, Inc. 6.25% 5/15/27 (d)
|
2,760
|
2,829
|
|
640,763
|
|||
Homebuilders/Real Estate - 2.2%
|
|||
Arcosa, Inc. 4.375% 4/15/29 (d)
|
8,410
|
8,179
|
|
Ashton Woods U.S.A. LLC/Ashton Woods Finance Co. 4.625% 4/1/30 (d)
|
8,940
|
8,816
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp. 4.875% 2/15/30 (d)
|
7,775
|
7,554
|
|
Century Communities, Inc. 3.875% 8/15/29 (d)
|
9,110
|
8,743
|
|
DTZ U.S. Borrower LLC 6.75% 5/15/28 (d)
|
10,555
|
11,149
|
|
MPT Operating Partnership LP/MPT Finance Corp.:
|
|||
3.5% 3/15/31
|
11,190
|
10,756
|
|
4.625% 8/1/29
|
18,080
|
18,591
|
|
5% 10/15/27
|
25,968
|
26,682
|
|
Realogy Group LLC/Realogy Co-Issuer Corp.:
|
|||
5.75% 1/15/29 (d)
|
36,785
|
36,134
|
|
7.625% 6/15/25 (d)
|
33,090
|
35,102
|
|
Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25% 4/15/30 (d)
|
12,170
|
11,653
|
|
Shea Homes Ltd. Partnership/Corp. 4.75% 4/1/29 (d)
|
8,020
|
7,876
|
|
Taylor Morrison Communities, Inc./Monarch Communities, Inc.:
|
|||
5.125% 8/1/30 (d)
|
10,725
|
11,116
|
|
5.625% 3/1/24 (d)
|
1,312
|
1,384
|
|
5.875% 6/15/27 (d)
|
9,260
|
9,931
|
|
TopBuild Corp. 3.625% 3/15/29 (d)
|
5,910
|
5,721
|
|
TRI Pointe Group, Inc./TRI Pointe Holdings, Inc. 5.875% 6/15/24
|
16,130
|
17,046
|
|
TRI Pointe Homes, Inc. 5.7% 6/15/28
|
14,380
|
15,244
|
|
Uniti Group LP / Uniti Group Finance, Inc.:
|
|||
4.75% 4/15/28 (d)
|
31,410
|
30,451
|
|
6.5% 2/15/29 (d)
|
39,880
|
37,726
|
|
Weekley Homes LLC/Weekley Finance Corp. 4.875% 9/15/28 (d)
|
5,045
|
4,962
|
|
324,816
|
|||
Hotels - 0.2%
|
|||
Choice Hotels International, Inc. 5.75% 7/1/22
|
3,035
|
3,069
|
|
Hilton Domestic Operating Co., Inc.:
|
|||
3.75% 5/1/29 (d)
|
5,595
|
5,452
|
|
4% 5/1/31 (d)
|
8,395
|
8,250
|
|
4.875% 1/15/30
|
6,900
|
7,121
|
|
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp. 4.875% 4/1/27
|
8,435
|
8,604
|
|
32,496
|
|||
Insurance - 0.9%
|
|||
Acrisure LLC / Acrisure Finance, Inc.:
|
|||
6% 8/1/29 (d)
|
9,105
|
8,650
|
|
7% 11/15/25 (d)
|
34,880
|
34,821
|
|
Alliant Holdings Intermediate LLC:
|
|||
4.25% 10/15/27 (d)
|
11,125
|
10,819
|
|
5.875% 11/1/29 (d)
|
9,115
|
8,933
|
|
6.75% 10/15/27 (d)
|
16,680
|
16,486
|
|
AmWINS Group, Inc. 4.875% 6/30/29 (d)
|
8,805
|
8,618
|
|
AssuredPartners, Inc.:
|
|||
5.625% 1/15/29 (d)
|
6,550
|
6,089
|
|
7% 8/15/25 (d)
|
4,865
|
4,858
|
|
HUB International Ltd.:
|
|||
5.625% 12/1/29 (d)
|
13,275
|
13,043
|
|
7% 5/1/26 (d)
|
11,770
|
12,082
|
|
MGIC Investment Corp. 5.25% 8/15/28
|
7,710
|
7,971
|
|
132,370
|
|||
Leisure - 1.3%
|
|||
Boyne U.S.A., Inc. 4.75% 5/15/29 (d)
|
6,360
|
6,387
|
|
Carnival Corp.:
|
|||
4% 8/1/28 (d)
|
18,190
|
17,304
|
|
7.625% 3/1/26 (d)
|
8,415
|
8,583
|
|
9.875% 8/1/27 (d)
|
16,600
|
18,613
|
|
10.5% 2/1/26 (d)
|
11,990
|
13,465
|
|
Merlin Entertainments PLC 5.75% 6/15/26 (d)
|
7,725
|
8,015
|
|
NCL Corp. Ltd.:
|
|||
5.875% 3/15/26 (d)
|
12,585
|
11,987
|
|
12.25% 5/15/24 (d)
|
9,554
|
11,128
|
|
NCL Finance Ltd. 6.125% 3/15/28 (d)
|
5,265
|
4,979
|
|
Royal Caribbean Cruises Ltd.:
|
|||
5.375% 7/15/27 (d)
|
9,125
|
8,818
|
|
10.875% 6/1/23 (d)
|
13,720
|
14,690
|
|
11.5% 6/1/25 (d)
|
11,874
|
13,121
|
|
SeaWorld Parks & Entertainment, Inc. 5.25% 8/15/29 (d)
|
12,145
|
11,833
|
|
Vail Resorts, Inc. 6.25% 5/15/25 (d)
|
6,250
|
6,469
|
|
Viking Cruises Ltd.:
|
|||
5.875% 9/15/27 (d)
|
11,595
|
10,580
|
|
13% 5/15/25 (d)
|
9,250
|
10,337
|
|
Viking Ocean Cruises Ship VII Ltd. 5.625% 2/15/29 (d)
|
4,965
|
4,853
|
|
Voc Escrow Ltd. 5% 2/15/28 (d)
|
10,755
|
10,437
|
|
191,599
|
|||
Metals/Mining - 1.6%
|
|||
Alcoa Nederland Holding BV:
|
|||
4.125% 3/31/29 (d)
|
15,485
|
15,554
|
|
6.125% 5/15/28 (d)
|
3,565
|
3,790
|
|
Arconic Corp.:
|
|||
6% 5/15/25 (d)
|
6,630
|
6,829
|
|
6.125% 2/15/28 (d)
|
16,695
|
17,320
|
|
Cleveland-Cliffs, Inc.:
|
|||
4.625% 3/1/29 (d)
|
23,720
|
23,144
|
|
4.875% 3/1/31 (d)
|
11,440
|
11,211
|
|
5.875% 6/1/27
|
18,030
|
18,660
|
|
Eldorado Gold Corp. 6.25% 9/1/29 (d)
|
13,719
|
13,738
|
|
ERO Copper Corp. 6.5% 2/15/30 (d)
|
9,085
|
8,949
|
|
First Quantum Minerals Ltd.:
|
|||
6.5% 3/1/24 (d)
|
10,955
|
11,143
|
|
6.875% 3/1/26 (d)
|
28,325
|
29,246
|
|
7.25% 4/1/23 (d)
|
3,457
|
3,485
|
|
7.5% 4/1/25 (d)
|
20,585
|
21,048
|
|
FMG Resources (August 2006) Pty Ltd.:
|
|||
4.375% 4/1/31 (d)
|
8,990
|
9,046
|
|
4.5% 9/15/27 (d)
|
9,015
|
9,234
|
|
5.125% 5/15/24 (d)
|
9,780
|
10,122
|
|
HudBay Minerals, Inc. 4.5% 4/1/26 (d)
|
7,020
|
6,911
|
|
Mineral Resources Ltd. 8.125% 5/1/27 (d)
|
18,015
|
19,277
|
|
Murray Energy Corp.:
|
|||
11.25% 4/15/21 (c)(d)(e)
|
8,915
|
0
|
|
12% 4/15/24 pay-in-kind (c)(d)(e)(f)
|
10,343
|
0
|
|
238,707
|
|||
Paper - 0.5%
|
|||
Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC:
|
|||
3.25% 9/1/28 (d)
|
5,915
|
5,604
|
|
4% 9/1/29 (d)
|
11,830
|
11,268
|
|
Cascades, Inc.:
|
|||
5.125% 1/15/26 (d)
|
5,600
|
5,670
|
|
5.375% 1/15/28 (d)
|
5,600
|
5,656
|
|
Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d)
|
11,230
|
11,602
|
|
Glatfelter Corp. 4.75% 11/15/29 (d)
|
9,105
|
9,176
|
|
Intertape Polymer Group, Inc. 4.375% 6/15/29 (d)
|
9,050
|
8,937
|
|
Mercer International, Inc. 5.125% 2/1/29
|
15,060
|
14,853
|
|
72,766
|
|||
Publishing/Printing - 0.1%
|
|||
Clear Channel International BV 6.625% 8/1/25 (d)
|
15,860
|
16,296
|
|
Railroad - 0.1%
|
|||
First Student Bidco, Inc./First Transit Parent, Inc. 4% 7/31/29 (d)
|
9,095
|
8,618
|
|
Restaurants - 0.6%
|
|||
1011778 BC Unlimited Liability Co./New Red Finance, Inc.:
|
|||
3.875% 1/15/28 (d)
|
12,115
|
11,810
|
|
4% 10/15/30 (d)
|
39,005
|
36,106
|
|
4.375% 1/15/28 (d)
|
10,600
|
10,401
|
|
Bloomin Brands, Inc. / OSI Restaurant Partners LLC 5.125% 4/15/29 (d)
|
5,565
|
5,509
|
|
Papa John's International, Inc. 3.875% 9/15/29 (d)
|
5,560
|
5,296
|
|
Yum! Brands, Inc. 4.625% 1/31/32
|
11,975
|
11,918
|
|
81,040
|
|||
Services - 2.5%
|
|||
AECOM 5.125% 3/15/27
|
11,885
|
12,375
|
|
Allied Universal Holdco LLC / Allied Universal Finance Corp. 6% 6/1/29 (d)
|
17,735
|
16,811
|
|
Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp.:
|
|||
4.625% 6/1/28 (d)
|
21,690
|
20,827
|
|
4.625% 6/1/28 (d)
|
14,365
|
13,578
|
|
Booz Allen Hamilton, Inc.:
|
|||
3.875% 9/1/28 (d)
|
10,240
|
10,050
|
|
4% 7/1/29 (d)
|
5,920
|
5,846
|
|
CoreCivic, Inc. 8.25% 4/15/26
|
32,260
|
33,712
|
|
Fair Isaac Corp. 4% 6/15/28 (d)
|
2,910
|
2,881
|
|
Gartner, Inc.:
|
|||
3.625% 6/15/29 (d)
|
8,610
|
8,352
|
|
3.75% 10/1/30 (d)
|
11,495
|
11,150
|
|
GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d)
|
8,765
|
8,972
|
|
H&E Equipment Services, Inc. 3.875% 12/15/28 (d)
|
16,800
|
15,951
|
|
Hertz Corp.:
|
|||
4.625% 12/1/26 (d)
|
5,180
|
5,026
|
|
5% 12/1/29 (d)
|
10,055
|
9,682
|
|
5.5% 10/15/24 (c)(d)(e)
|
10,890
|
14
|
|
6% 1/15/28 (c)(d)(e)
|
10,285
|
566
|
|
6.25% 10/15/22 (c)(e)
|
11,875
|
15
|
|
7.125% 8/1/26 (c)(d)(e)
|
10,285
|
566
|
|
IAA, Inc. 5.5% 6/15/27 (d)
|
4,680
|
4,803
|
|
Iron Mountain, Inc.:
|
|||
4.5% 2/15/31 (d)
|
22,025
|
20,884
|
|
4.875% 9/15/29 (d)
|
24,110
|
23,800
|
|
KAR Auction Services, Inc. 5.125% 6/1/25 (d)
|
10,355
|
10,355
|
|
Service Corp. International 4% 5/15/31
|
12,070
|
11,693
|
|
Sotheby's 7.375% 10/15/27 (d)
|
4,960
|
5,153
|
|
Sotheby's/Bidfair Holdings, Inc. 5.875% 6/1/29 (d)
|
9,045
|
9,158
|
|
The Brink's Co. 4.625% 10/15/27 (d)
|
12,180
|
12,334
|
|
The GEO Group, Inc.:
|
|||
5.125% 4/1/23
|
9,625
|
9,289
|
|
5.875% 10/15/24
|
14,053
|
12,367
|
|
6% 4/15/26
|
9,655
|
7,941
|
|
TriNet Group, Inc. 3.5% 3/1/29 (d)
|
8,865
|
8,418
|
|
Uber Technologies, Inc.:
|
|||
4.5% 8/15/29 (d)
|
27,335
|
26,515
|
|
6.25% 1/15/28 (d)
|
9,175
|
9,519
|
|
WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d)
|
9,760
|
9,882
|
|
358,485
|
|||
Steel - 0.1%
|
|||
Algoma Steel SCA 0% 12/31/23 (c)
|
1,982
|
0
|
|
Commercial Metals Co. 3.875% 2/15/31
|
6,135
|
5,854
|
|
Infrabuild Australia Pty Ltd. 12% 10/1/24 (d)
|
10,980
|
11,255
|
|
Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d)
|
4,375
|
4,331
|
|
21,440
|
|||
Super Retail - 1.2%
|
|||
Asbury Automotive Group, Inc.:
|
|||
4.5% 3/1/28
|
3,534
|
3,507
|
|
4.625% 11/15/29 (d)
|
10,005
|
9,845
|
|
4.75% 3/1/30
|
3,523
|
3,472
|
|
5% 2/15/32 (d)
|
10,800
|
10,715
|
|
At Home Group, Inc.:
|
|||
4.875% 7/15/28 (d)
|
6,055
|
5,787
|
|
7.125% 7/15/29 (d)
|
9,035
|
8,470
|
|
Bath & Body Works, Inc.:
|
|||
6.625% 10/1/30 (d)
|
5,555
|
5,962
|
|
6.75% 7/1/36
|
27,016
|
30,697
|
|
6.875% 11/1/35
|
7,304
|
8,400
|
|
7.5% 6/15/29
|
8,335
|
9,101
|
|
Carvana Co.:
|
|||
4.875% 9/1/29 (d)
|
21,255
|
18,893
|
|
5.5% 4/15/27 (d)
|
11,975
|
11,154
|
|
EG Global Finance PLC 8.5% 10/30/25 (d)
|
16,085
|
16,307
|
|
Gap, Inc.:
|
|||
3.625% 10/1/29 (d)
|
12,145
|
11,297
|
|
3.875% 10/1/31 (d)
|
12,145
|
11,271
|
|
Lithia Motors, Inc. 3.875% 6/1/29 (d)
|
13,230
|
12,998
|
|
177,876
|
|||
Technology - 3.1%
|
|||
Acuris Finance U.S. 5% 5/1/28 (d)
|
9,045
|
8,649
|
|
Black Knight InfoServ LLC 3.625% 9/1/28 (d)
|
11,390
|
10,925
|
|
Block, Inc. 3.5% 6/1/31 (d)
|
12,070
|
11,497
|
|
CA Magnum Holdings 5.375% (d)(h)
|
4,870
|
4,966
|
|
Camelot Finance SA 4.5% 11/1/26 (d)
|
10,590
|
10,737
|
|
Clarivate Science Holdings Corp.:
|
|||
3.875% 7/1/28 (d)
|
10,695
|
10,202
|
|
4.875% 7/1/29 (d)
|
10,115
|
9,635
|
|
Crowdstrike Holdings, Inc. 3% 2/15/29
|
8,870
|
8,316
|
|
Elastic NV 4.125% 7/15/29 (d)
|
17,090
|
15,979
|
|
Go Daddy Operating Co. LLC / GD Finance Co., Inc.:
|
|||
3.5% 3/1/29 (d)
|
11,810
|
11,014
|
|
5.25% 12/1/27 (d)
|
9,345
|
9,579
|
|
II-VI, Inc. 5% 12/15/29 (d)
|
9,495
|
9,476
|
|
ION Trading Technologies Ltd. 5.75% 5/15/28 (d)
|
12,040
|
12,100
|
|
Iron Mountain Information Management Services, Inc. 5% 7/15/32 (d)
|
9,100
|
8,895
|
|
MicroStrategy, Inc. 6.125% 6/15/28 (d)
|
23,020
|
21,984
|
|
NCR Corp.:
|
|||
5% 10/1/28 (d)
|
5,530
|
5,494
|
|
5.125% 4/15/29 (d)
|
8,870
|
8,851
|
|
5.25% 10/1/30 (d)
|
5,530
|
5,437
|
|
5.75% 9/1/27 (d)
|
9,035
|
9,177
|
|
6.125% 9/1/29 (d)
|
9,035
|
9,496
|
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 10.75% 6/1/28 (d)
|
5,930
|
6,439
|
|
NortonLifeLock, Inc. 5% 4/15/25 (d)
|
10,050
|
10,079
|
|
onsemi 3.875% 9/1/28 (d)
|
11,065
|
10,996
|
|
Open Text Corp.:
|
|||
3.875% 2/15/28 (d)
|
5,690
|
5,576
|
|
3.875% 12/1/29 (d)
|
6,700
|
6,435
|
|
Open Text Holdings, Inc.:
|
|||
4.125% 2/15/30 (d)
|
5,690
|
5,559
|
|
4.125% 12/1/31 (d)
|
5,485
|
5,293
|
|
Pitney Bowes, Inc.:
|
|||
6.875% 3/15/27 (d)
|
5,980
|
5,904
|
|
7.25% 3/15/29 (d)
|
5,980
|
5,995
|
|
PTC, Inc.:
|
|||
3.625% 2/15/25 (d)
|
6,650
|
6,675
|
|
4% 2/15/28 (d)
|
6,575
|
6,517
|
|
Rackspace Hosting, Inc. 5.375% 12/1/28 (d)
|
6,425
|
5,991
|
|
Roblox Corp. 3.875% 5/1/30 (d)
|
9,120
|
8,824
|
|
Sensata Technologies BV 4% 4/15/29 (d)
|
11,970
|
11,763
|
|
Synaptics, Inc. 4% 6/15/29 (d)
|
7,015
|
6,879
|
|
TTM Technologies, Inc. 4% 3/1/29 (d)
|
8,870
|
8,476
|
|
Twilio, Inc.:
|
|||
3.625% 3/15/29
|
9,995
|
9,589
|
|
3.875% 3/15/31
|
10,460
|
10,015
|
|
Uber Technologies, Inc.:
|
|||
7.5% 9/15/27 (d)
|
35,255
|
37,540
|
|
8% 11/1/26 (d)
|
51,060
|
54,145
|
|
Unisys Corp. 6.875% 11/1/27 (d)
|
6,095
|
6,491
|
|
Veritas U.S., Inc./Veritas Bermuda Ltd. 7.5% 9/1/25 (d)
|
19,400
|
19,788
|
|
457,378
|
|||
Telecommunications - 6.3%
|
|||
Altice Financing SA:
|
|||
5% 1/15/28 (d)
|
11,280
|
10,494
|
|
5.75% 8/15/29 (d)
|
24,290
|
22,692
|
|
Altice France SA:
|
|||
5.125% 7/15/29 (d)
|
79,325
|
73,447
|
|
5.5% 1/15/28 (d)
|
24,740
|
23,599
|
|
5.5% 10/15/29 (d)
|
106,150
|
100,597
|
|
8.125% 2/1/27 (d)
|
7,635
|
8,072
|
|
C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d)
|
42,100
|
43,731
|
|
Cablevision Lightpath LLC:
|
|||
3.875% 9/15/27 (d)
|
5,500
|
5,157
|
|
5.625% 9/15/28 (d)
|
4,350
|
4,152
|
|
Frontier Communications Holdings LLC:
|
|||
5% 5/1/28 (d)
|
19,575
|
19,379
|
|
5.875% 10/15/27 (d)
|
10,375
|
10,683
|
|
6% 1/15/30 (d)
|
12,185
|
11,761
|
|
6.75% 5/1/29 (d)
|
12,535
|
12,566
|
|
Intelsat Jackson Holdings SA:
|
|||
6.5% 1/27/30 (c)(d)
|
25,303
|
25,303
|
|
8% 2/15/24 (d)
|
20,755
|
21,040
|
|
LCPR Senior Secured Financing DAC:
|
|||
5.125% 7/15/29 (d)
|
14,860
|
14,573
|
|
6.75% 10/15/27 (d)
|
10,157
|
10,555
|
|
Level 3 Financing, Inc.:
|
|||
3.625% 1/15/29 (d)
|
24,590
|
22,377
|
|
3.75% 7/15/29 (d)
|
24,670
|
22,511
|
|
Lumen Technologies, Inc. 5.375% 6/15/29 (d)
|
15,130
|
14,345
|
|
Millicom International Cellular SA 4.5% 4/27/31 (d)
|
1,725
|
1,672
|
|
NGL Energy Partners LP/NGL Energy Finance Corp. 7.5% 4/15/26
|
15,705
|
13,710
|
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.:
|
|||
4.75% 4/30/27 (d)
|
6,070
|
5,782
|
|
6% 2/15/28 (d)
|
4,490
|
4,222
|
|
Qwest Corp. 7.25% 9/15/25
|
1,480
|
1,676
|
|
Sable International Finance Ltd. 5.75% 9/7/27 (d)
|
18,690
|
19,064
|
|
SBA Communications Corp.:
|
|||
3.125% 2/1/29
|
13,305
|
12,400
|
|
3.875% 2/15/27
|
17,015
|
17,185
|
|
Sprint Capital Corp.:
|
|||
6.875% 11/15/28
|
70,044
|
83,317
|
|
8.75% 3/15/32
|
42,306
|
58,911
|
|
Sprint Corp. 7.625% 3/1/26
|
10,895
|
12,475
|
|
T-Mobile U.S.A., Inc.:
|
|||
2.625% 2/15/29
|
16,895
|
15,847
|
|
2.875% 2/15/31
|
26,040
|
24,478
|
|
3.375% 4/15/29
|
11,975
|
11,727
|
|
3.5% 4/15/31
|
11,975
|
11,682
|
|
Telesat Canada/Telesat LLC 5.625% 12/6/26 (d)
|
10,820
|
9,153
|
|
Uniti Group, Inc.:
|
|||
6% 1/15/30 (d)
|
15,190
|
13,899
|
|
7.875% 2/15/25 (d)
|
17,650
|
18,382
|
|
Virgin Media Finance PLC 5% 7/15/30 (d)
|
21,860
|
20,576
|
|
VMED O2 UK Financing I PLC 4.75% 7/15/31 (d)
|
21,200
|
20,260
|
|
Windstream Escrow LLC 7.75% 8/15/28 (d)
|
43,795
|
44,165
|
|
Zayo Group Holdings, Inc. 4% 3/1/27 (d)
|
17,180
|
16,222
|
|
913,839
|
|||
Textiles/Apparel - 0.3%
|
|||
Crocs, Inc.:
|
|||
4.125% 8/15/31 (d)
|
6,075
|
5,422
|
|
4.25% 3/15/29 (d)
|
8,675
|
7,984
|
|
Foot Locker, Inc. 4% 10/1/29 (d)
|
6,070
|
5,853
|
|
Kontoor Brands, Inc. 4.125% 11/15/29 (d)
|
5,320
|
5,101
|
|
Victoria's Secret & Co. 4.625% 7/15/29 (d)
|
22,560
|
21,739
|
|
46,099
|
|||
Transportation Ex Air/Rail - 0.1%
|
|||
Seaspan Corp. 5.5% 8/1/29 (d)
|
9,095
|
8,995
|
|
Utilities - 2.4%
|
|||
Clearway Energy Operating LLC:
|
|||
3.75% 2/15/31 (d)
|
13,295
|
12,517
|
|
3.75% 1/15/32 (d)
|
6,075
|
5,764
|
|
4.75% 3/15/28 (d)
|
6,920
|
7,123
|
|
NRG Energy, Inc.:
|
|||
3.375% 2/15/29 (d)
|
5,145
|
4,753
|
|
3.625% 2/15/31 (d)
|
10,215
|
9,474
|
|
3.875% 2/15/32 (d)
|
15,190
|
14,282
|
|
5.75% 1/15/28
|
9,410
|
9,739
|
|
6.625% 1/15/27
|
8,283
|
8,563
|
|
Pacific Gas & Electric Co.:
|
|||
3.45% 7/1/25
|
2,868
|
2,926
|
|
3.75% 7/1/28
|
2,868
|
2,888
|
|
3.75% 8/15/42
|
10,400
|
9,091
|
|
3.95% 12/1/47
|
53,930
|
48,345
|
|
4% 12/1/46
|
24,380
|
22,314
|
|
4.25% 3/15/46
|
2,400
|
2,271
|
|
4.3% 3/15/45
|
5,995
|
5,619
|
|
4.55% 7/1/30
|
60,820
|
63,290
|
|
PG&E Corp.:
|
|||
5% 7/1/28
|
22,000
|
22,000
|
|
5.25% 7/1/30
|
8,330
|
8,259
|
|
Pike Corp. 5.5% 9/1/28 (d)
|
17,850
|
17,448
|
|
Vistra Operations Co. LLC:
|
|||
4.375% 5/1/29 (d)
|
23,230
|
22,417
|
|
5% 7/31/27 (d)
|
22,585
|
22,763
|
|
5.5% 9/1/26 (d)
|
3,485
|
3,555
|
|
5.625% 2/15/27 (d)
|
28,195
|
28,760
|
|
354,161
|
|||
TOTAL NONCONVERTIBLE BONDS
|
9,013,323
|
||
|
TOTAL CORPORATE BONDS
(Cost $8,974,516)
|
9,035,501
|
||
Common Stocks - 17.9%
|
|||
Shares
|
Value ($)
(000s)
|
||
Air Transportation - 0.2%
|
|||
Air Canada (j)
|
511,000
|
9,190
|
|
GXO Logistics, Inc. (j)
|
176,900
|
14,366
|
|
TOTAL AIR TRANSPORTATION
|
23,556
|
||
Automotive & Auto Parts - 0.1%
|
|||
Allison Transmission Holdings, Inc.
|
241,300
|
9,167
|
|
Exide Technologies (c)(j)
|
385
|
250
|
|
Exide Technologies (c)(j)
|
9,824
|
10
|
|
Exide Technologies (c)(j)
|
580,031
|
0
|
|
UC Holdings, Inc. (c)(j)
|
677,217
|
4,002
|
|
TOTAL AUTOMOTIVE & AUTO PARTS
|
13,429
|
||
Broadcasting - 0.5%
|
|||
iHeartMedia, Inc. (j)
|
104
|
2
|
|
Nexstar Broadcasting Group, Inc. Class A
|
462,829
|
76,543
|
|
TOTAL BROADCASTING
|
76,545
|
||
Building Materials - 0.3%
|
|||
Builders FirstSource, Inc. (j)
|
435,000
|
29,576
|
|
Carrier Global Corp.
|
319,800
|
15,248
|
|
TOTAL BUILDING MATERIALS
|
44,824
|
||
Capital Goods - 0.7%
|
|||
Thermo Fisher Scientific, Inc.
|
98,300
|
57,142
|
|
Zebra Technologies Corp. Class A (j)
|
88,400
|
45,006
|
|
TOTAL CAPITAL GOODS
|
102,148
|
||
Chemicals - 0.6%
|
|||
CF Industries Holdings, Inc.
|
619,002
|
42,631
|
|
The Chemours Co. LLC
|
1,144,240
|
37,428
|
|
TOTAL CHEMICALS
|
80,059
|
||
Consumer Products - 0.9%
|
|||
BJ's Wholesale Club Holdings, Inc. (j)
|
454,100
|
27,914
|
|
Reddy Ice Holdings, Inc. (c)(j)
|
199,717
|
11
|
|
Tapestry, Inc.
|
344,400
|
13,070
|
|
Tempur Sealy International, Inc.
|
2,160,700
|
86,017
|
|
TOTAL CONSUMER PRODUCTS
|
127,012
|
||
Containers - 0.4%
|
|||
Berry Global Group, Inc. (j)
|
342,000
|
23,058
|
|
WestRock Co.
|
660,100
|
30,470
|
|
TOTAL CONTAINERS
|
53,528
|
||
Diversified Financial Services - 0.3%
|
|||
Axis Energy Services, LLC Class A (c)
|
11,616
|
4
|
|
OneMain Holdings, Inc.
|
777,400
|
40,160
|
|
PJT Partners, Inc.
|
5,092
|
353
|
|
TOTAL DIVERSIFIED FINANCIAL SERVICES
|
40,517
|
||
Energy - 2.9%
|
|||
Array Technologies, Inc. (j)
|
208,059
|
2,193
|
|
California Resources Corp.
|
3,670,238
|
156,426
|
|
California Resources Corp. warrants 10/27/24 (j)
|
57,076
|
856
|
|
Chaparral Energy, Inc.:
|
|||
Series A warrants 10/1/24 (c)(j)
|
392
|
1
|
|
Series B warrants 10/1/25 (c)(j)
|
392
|
1
|
|
Cheniere Energy, Inc.
|
349,900
|
39,154
|
|
Chesapeake Energy Corp. (k)
|
1,144,903
|
78,048
|
|
Chesapeake Energy Corp. (b)
|
22,818
|
1,556
|
|
Chesapeake Energy Corp.:
|
|||
Series A warrants 2/9/26 (j)
|
117,493
|
4,983
|
|
Series B warrants 2/9/26 (j)
|
130,548
|
5,131
|
|
Series C warrants 2/9/26 (j)
|
84,388
|
2,973
|
|
Civitas Resources, Inc.
|
60,298
|
3,286
|
|
Denbury, Inc. warrants 9/18/25 (j)
|
439,788
|
18,920
|
|
Diamond Offshore Drilling, Inc. (c)(j)
|
118,485
|
605
|
|
EP Energy Corp. (c)(j)
|
841,775
|
74,884
|
|
Forbes Energy Services Ltd. (j)
|
193,218
|
0
|
|
Jonah Energy Parent LLC (c)(j)
|
304,505
|
19,564
|
|
Mesquite Energy, Inc. (c)(j)
|
317,026
|
11,407
|
|
Superior Energy Services, Inc. Class A (c)
|
110,370
|
2,826
|
|
Unit Corp. (j)
|
37,978
|
1,756
|
|
TOTAL ENERGY
|
424,570
|
||
Entertainment/Film - 0.0%
|
|||
New Cotai LLC/New Cotai Capital Corp. (b)(c)(j)
|
3,366,626
|
5,185
|
|
Environmental - 0.4%
|
|||
Darling Ingredients, Inc. (j)
|
909,117
|
57,974
|
|
Food & Drug Retail - 0.1%
|
|||
Southeastern Grocers, Inc. (b)(c)(j)
|
793,345
|
18,112
|
|
Food/Beverage/Tobacco - 0.5%
|
|||
JBS SA
|
11,593,100
|
76,609
|
|
Gaming - 1.2%
|
|||
Boyd Gaming Corp.
|
1,088,300
|
64,710
|
|
Caesars Entertainment, Inc. (j)
|
1,335,236
|
101,665
|
|
Studio City International Holdings Ltd. ADR (j)
|
695,700
|
3,931
|
|
TOTAL GAMING
|
170,306
|
||
Healthcare - 1.2%
|
|||
Charles River Laboratories International, Inc. (j)
|
56,800
|
18,730
|
|
Encompass Health Corp.
|
34
|
2
|
|
HCA Holdings, Inc.
|
154,200
|
37,016
|
|
Humana, Inc.
|
87,800
|
34,462
|
|
IQVIA Holdings, Inc. (j)
|
344,400
|
84,344
|
|
TOTAL HEALTHCARE
|
174,554
|
||
Homebuilders/Real Estate - 0.5%
|
|||
Arthur J. Gallagher & Co.
|
196,100
|
30,972
|
|
Lennar Corp. Class A
|
209,300
|
20,116
|
|
PulteGroup, Inc.
|
365,200
|
19,242
|
|
TOTAL HOMEBUILDERS/REAL ESTATE
|
70,330
|
||
Metals/Mining - 0.3%
|
|||
Elah Holdings, Inc. (j)
|
906
|
73
|
|
First Quantum Minerals Ltd.
|
1,544,300
|
38,038
|
|
TOTAL METALS/MINING
|
38,111
|
||
Services - 0.6%
|
|||
ASGN, Inc. (j)
|
226,400
|
26,007
|
|
Penhall Acquisition Co.:
|
|||
Class A (c)(j)
|
26,163
|
3,618
|
|
Class B (c)(j)
|
8,721
|
1,206
|
|
United Rentals, Inc. (j)
|
98,494
|
31,530
|
|
Visa, Inc. Class A
|
126,540
|
28,620
|
|
TOTAL SERVICES
|
90,981
|
||
Steel - 0.0%
|
|||
Algoma Steel GP
|
425,798
|
3,632
|
|
Algoma Steel SCA (c)(j)
|
198,162
|
0
|
|
TOTAL STEEL
|
3,632
|
||
Super Retail - 1.1%
|
|||
Amazon.com, Inc. (j)
|
4,600
|
13,761
|
|
Arena Brands Holding Corp. Class B (b)(c)(j)
|
659,302
|
2,136
|
|
Bath & Body Works, Inc.
|
298,900
|
16,759
|
|
eBay, Inc.
|
434,500
|
26,100
|
|
Lowe's Companies, Inc.
|
187,000
|
44,384
|
|
PVH Corp.
|
210,600
|
20,009
|
|
RH (j)
|
35,500
|
14,300
|
|
Williams-Sonoma, Inc.
|
121,600
|
19,522
|
|
TOTAL SUPER RETAIL
|
156,971
|
||
Technology - 4.4%
|
|||
Adobe, Inc. (j)
|
92,700
|
49,530
|
|
Alphabet, Inc. Class A (j)
|
36,500
|
98,772
|
|
CDW Corp.
|
131,500
|
24,860
|
|
EPAM Systems, Inc. (j)
|
73,200
|
34,853
|
|
Global Payments, Inc.
|
309,624
|
46,406
|
|
Lam Research Corp.
|
109,100
|
64,360
|
|
Marvell Technology, Inc.
|
551,400
|
39,370
|
|
Meta Platforms, Inc. Class A (j)
|
271,400
|
85,019
|
|
Microchip Technology, Inc.
|
502,600
|
38,941
|
|
NVIDIA Corp.
|
107,800
|
26,396
|
|
NXP Semiconductors NV
|
100,000
|
20,544
|
|
onsemi (j)
|
748,538
|
44,164
|
|
PayPal Holdings, Inc. (j)
|
177,000
|
30,433
|
|
SS&C Technologies Holdings, Inc.
|
426,282
|
34,047
|
|
TOTAL TECHNOLOGY
|
637,695
|
||
Telecommunications - 0.1%
|
|||
GTT Communications, Inc. rights (c)(j)
|
472,864
|
473
|
|
T-Mobile U.S., Inc. (j)
|
176,000
|
19,038
|
|
TOTAL TELECOMMUNICATIONS
|
19,511
|
||
Textiles/Apparel - 0.0%
|
|||
Victoria's Secret & Co. (j)
|
99,633
|
5,563
|
|
Transportation Ex Air/Rail - 0.1%
|
|||
Tricer Holdco SCA:
|
|||
Class A1 (b)(c)(j)
|
598,287
|
1
|
|
Class A2 (b)(c)(j)
|
598,287
|
1
|
|
Class A3 (b)(c)(j)
|
598,287
|
1
|
|
Class A4 (b)(c)(j)
|
598,287
|
1
|
|
Class A5 (b)(c)(j)
|
598,287
|
1
|
|
Class A6 (b)(c)(j)
|
598,287
|
1
|
|
Class A7 (b)(c)(j)
|
598,287
|
1
|
|
Class A8 (b)(c)(j)
|
598,287
|
1
|
|
Class A9 (b)(c)(j)
|
598,287
|
1
|
|
XPO Logistics, Inc. (j)
|
176,900
|
11,705
|
|
TOTAL TRANSPORTATION EX AIR/RAIL
|
11,714
|
||
Utilities - 0.5%
|
|||
NRG Energy, Inc.
|
863,100
|
34,464
|
|
PG&E Corp. (j)
|
3,288,096
|
42,055
|
|
Portland General Electric Co.
|
14,817
|
778
|
|
TOTAL UTILITIES
|
77,297
|
||
|
TOTAL COMMON STOCKS
(Cost $1,501,256)
|
2,600,733
|
||
Nonconvertible Preferred Stocks - 0.0%
|
|||
Shares
|
Value ($)
(000s)
|
||
Automotive & Auto Parts - 0.0%
|
|||
Exide Technologies (c)(j)
|
858
|
799
|
|
Transportation Ex Air/Rail - 0.0%
|
|||
Tricer Holdco SCA (b)(c)(j)
|
287,159,690
|
97
|
|
|
TOTAL NONCONVERTIBLE PREFERRED STOCKS
(Cost $11,049)
|
896
|
||
Bank Loan Obligations - 4.2%
|
|||
Principal
Amount (a)
(000s)
|
Value ($)
(000s)
|
||
Air Transportation - 0.3%
|
|||
Air Canada Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 4.25% 8/11/28 (f)(g)(l)
|
9,105
|
9,124
|
|
Dynasty Acquisition Co., Inc.:
|
|||
Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 3.7238% 4/8/26 (f)(g)(l)
|
2,585
|
2,526
|
|
Tranche B2 1LN, term loan 3 month U.S. LIBOR + 3.500% 3.7238% 4/4/26 (f)(g)(l)
|
1,390
|
1,358
|
|
SkyMiles IP Ltd. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.75% 10/20/27 (f)(g)(l)
|
3,490
|
3,682
|
|
United Airlines, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.5% 4/21/28 (f)(g)(l)
|
26,301
|
26,290
|
|
TOTAL AIR TRANSPORTATION
|
42,980
|
||
Automotive & Auto Parts - 0.1%
|
|||
Midas Intermediate Holdco II LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 6.750% 7.5% 12/16/25 (f)(g)(l)
|
874
|
819
|
|
PECF USS Intermediate Holding III Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 4.75% 12/17/28 (f)(g)(l)
|
2,310
|
2,311
|
|
Wand NewCo 3, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.1754% 2/5/26 (f)(g)(l)
|
18,032
|
17,747
|
|
TOTAL AUTOMOTIVE & AUTO PARTS
|
20,877
|
||
Banks & Thrifts - 0.1%
|
|||
Citadel Securities LP Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.500% 2.605% 2/27/28 (f)(g)(l)
|
9,771
|
9,675
|
|
Broadcasting - 0.1%
|
|||
Nexstar Broadcasting, Inc. Tranche B, term loan 3 month U.S. LIBOR + 2.500% 2.6019% 9/19/26 (f)(g)(l)
|
3,835
|
3,821
|
|
Univision Communications, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 5/21/28 (g)(l)(m)
|
7,500
|
7,486
|
|
TOTAL BROADCASTING
|
11,307
|
||
Building Materials - 0.2%
|
|||
Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 4.75% 5/17/28 (f)(g)(l)
|
23,890
|
23,736
|
|
SRS Distribution, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 4.25% 6/4/28 (f)(g)(l)
|
6,472
|
6,463
|
|
TOTAL BUILDING MATERIALS
|
30,199
|
||
Chemicals - 0.0%
|
|||
Olympus Water U.S. Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 4.25% 11/9/28 (f)(g)(l)
|
3,705
|
3,698
|
|
W.R. Grace Holding LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 4.25% 9/22/28 (f)(g)(l)
|
2,785
|
2,785
|
|
TOTAL CHEMICALS
|
6,483
|
||
Consumer Products - 0.2%
|
|||
Kronos Acquisition Holdings, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.25% 12/22/26 (f)(g)(l)
|
21,978
|
21,264
|
|
Michaels Companies, Inc. 1LN, term loan 3 month U.S. LIBOR + 4.250% 5% 4/15/28 (f)(g)(l)
|
5,532
|
5,449
|
|
TOTAL CONSUMER PRODUCTS
|
26,713
|
||
Containers - 0.0%
|
|||
Kloeckner Pentaplast of America, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.750% 5.25% 2/9/26 (f)(g)(l)
|
1,494
|
1,484
|
|
Diversified Financial Services - 0.0%
|
|||
New Cotai LLC 1LN, term loan 3 month U.S. LIBOR + 12.000% 14% 9/9/25 (c)(f)(g)(l)
|
1,066
|
1,066
|
|
Energy - 0.0%
|
|||
Citgo Holding, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 7.000% 8% 8/1/23 (f)(g)(l)
|
1,373
|
1,356
|
|
Forbes Energy Services LLC Tranche B, term loan 0% 4/13/21 (c)(e)(l)(m)
|
1,810
|
0
|
|
Mesquite Energy, Inc.:
|
|||
1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (c)(e)(g)(l)(m)
|
5,861
|
0
|
|
term loan 3 month U.S. LIBOR + 0.000% 0% (c)(e)(g)(l)(m)
|
2,528
|
0
|
|
TOTAL ENERGY
|
1,356
|
||
Environmental - 0.0%
|
|||
Covanta Holding Corp.:
|
|||
Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 3% 11/30/28 (f)(g)(l)
|
2,214
|
2,213
|
|
Tranche C 1LN, term loan 1 month U.S. LIBOR + 2.500% 3% 11/30/28 (f)(g)(l)
|
166
|
166
|
|
Madison IAQ LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 3.75% 6/21/28 (f)(g)(l)
|
3,015
|
3,002
|
|
TOTAL ENVIRONMENTAL
|
5,381
|
||
Food/Beverage/Tobacco - 0.0%
|
|||
Bengal Debt Merger Sub LLC:
|
|||
1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.250% 1/20/29 (g)(l)(m)
|
2,160
|
2,156
|
|
Tranche DD 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.250% 1/20/29 (g)(l)(m)
|
125
|
124
|
|
TOTAL FOOD/BEVERAGE/TOBACCO
|
2,280
|
||
Gaming - 0.1%
|
|||
Bally's Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 3.75% 10/1/28 (f)(g)(l)
|
15,190
|
15,169
|
|
Golden Nugget LLC Tranche B 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 4.000% 4.5% 1/13/29 (f)(g)(l)
|
3,865
|
3,876
|
|
TOTAL GAMING
|
19,045
|
||
Healthcare - 0.7%
|
|||
Gainwell Acquisition Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 4.75% 10/1/27 (f)(g)(l)
|
17,720
|
17,726
|
|
Jazz Financing Lux SARL Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 4% 5/5/28 (f)(g)(l)
|
6,960
|
6,959
|
|
Organon & Co. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.5% 6/2/28 (f)(g)(l)
|
16,926
|
16,896
|
|
Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 4% 11/15/28 (f)(g)(l)
|
7,195
|
7,192
|
|
PRA Health Sciences, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 2.75% 7/1/28 (f)(g)(l)
|
2,143
|
2,137
|
|
U.S. Renal Care, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 5.000% 5.1043% 6/13/26 (f)(g)(l)
|
42,697
|
42,103
|
|
Valeant Pharmaceuticals International, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 3.1043% 6/1/25 (f)(g)(l)
|
1,437
|
1,425
|
|
TOTAL HEALTHCARE
|
94,438
|
||
Hotels - 0.1%
|
|||
Carnival Finance LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 4% 10/18/28 (f)(g)(l)
|
8,055
|
7,974
|
|
Insurance - 0.1%
|
|||
Acrisure LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 4.75% 2/15/27 (f)(g)(l)
|
1,445
|
1,444
|
|
Alliant Holdings Intermediate LLC Tranche B3 1LN, term loan 1 month U.S. LIBOR + 3.500% 4% 11/6/27 (f)(g)(l)
|
13,486
|
13,461
|
|
HUB International Ltd. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.250% 4% 4/25/25 (f)(g)(l)
|
5,721
|
5,707
|
|
TOTAL INSURANCE
|
20,612
|
||
Services - 0.6%
|
|||
ABG Intermediate Holdings 2 LLC:
|
|||
Tranche B 2LN, term loan 3 month U.S. LIBOR + 6.000% 6.5% 12/20/29 (f)(g)(l)
|
1,145
|
1,156
|
|
Tranche B1 LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.500% 12/21/28 (g)(l)(m)
|
648
|
646
|
|
Tranche B2 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.500% 1/31/29 (g)(l)(m)
|
4,133
|
4,120
|
|
Tranche B3 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.500% 12/21/28 (g)(l)(m)
|
648
|
646
|
|
Ascend Learning LLC:
|
|||
2LN, term loan 1 month U.S. LIBOR + 5.750% 6.25% 12/10/29 (f)(g)(l)
|
15,190
|
15,261
|
|
Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 4% 12/10/28 (f)(g)(l)
|
43,750
|
43,695
|
|
KUEHG Corp. Tranche B 2LN, term loan 3 month U.S. LIBOR + 8.250% 9.25% 8/22/25 (f)(g)(l)
|
6,055
|
6,019
|
|
Sabert Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.500% 5.5% 12/10/26 (f)(g)(l)
|
7,731
|
7,707
|
|
Sotheby's Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.500% 5% 1/15/27 (f)(g)(l)
|
11,002
|
11,020
|
|
TOTAL SERVICES
|
90,270
|
||
Technology - 1.1%
|
|||
Acuris Finance U.S., Inc. 1LN, term loan 3 month U.S. LIBOR + 4.000% 4.5% 2/16/28 (f)(g)(l)
|
1,131
|
1,130
|
|
athenahealth, Inc.:
|
|||
Tranche B 1LN, term loan:
|
|||
3 month U.S. LIBOR + 4.250% 4.3994% 2/11/26 (f)(g)(l)
|
2,208
|
2,207
|
|
U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.500% 1/27/29 (g)(l)(m)
|
10,346
|
10,297
|
|
Tranche DD 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Indx + 3.500% 1/27/29 (g)(l)(m)
|
1,754
|
1,745
|
|
Boxer Parent Co., Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 3.9738% 10/2/25 (f)(g)(l)
|
31,979
|
31,850
|
|
Camelot Finance SA Tranche B, term loan 3 month U.S. LIBOR + 3.000% 3.105% 10/31/26 (f)(g)(l)
|
1,127
|
1,123
|
|
DG Investment Intermediate Holdings, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.25% 3/31/28 (f)(g)(l)
|
2,020
|
2,020
|
|
Hunter U.S. Bidco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 4.75% 8/19/28 (f)(g)(l)
|
11,516
|
11,502
|
|
Icon Luxembourg Sarl Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 2.75% 7/1/28 (f)(g)(l)
|
8,603
|
8,579
|
|
McAfee LLC Tranche B, term loan 3 month U.S. LIBOR + 3.750% 3.8591% 9/29/24 (f)(g)(l)
|
3,790
|
3,786
|
|
onsemi Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.000% 2.105% 9/19/26 (f)(g)(l)
|
7,668
|
7,671
|
|
Peraton Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.5% 2/1/28 (f)(g)(l)
|
14,098
|
14,075
|
|
Polaris Newco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 4.5% 6/2/28 (f)(g)(l)
|
6,758
|
6,753
|
|
Proofpoint, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 3.75% 8/31/28 (f)(g)(l)
|
6,605
|
6,568
|
|
RealPage, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.250% 3.75% 4/22/28 (f)(g)(l)
|
6,015
|
5,982
|
|
STG-Fairway Holdings LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.750% 2.855% 1/31/27 (f)(g)(l)
|
3,110
|
3,094
|
|
Ultimate Software Group, Inc.:
|
|||
1LN, term loan 1 month U.S. LIBOR + 3.250% 3.75% 5/3/26 (f)(g)(l)
|
28,395
|
28,301
|
|
2LN, term loan 1 month U.S. LIBOR + 5.250% 5.75% 5/3/27 (f)(g)(l)
|
4,000
|
4,028
|
|
VS Buyer LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.105% 2/28/27 (f)(g)(l)
|
2,314
|
2,301
|
|
TOTAL TECHNOLOGY
|
153,012
|
||
Telecommunications - 0.3%
|
|||
Connect U.S. Finco LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.5% 12/12/26 (f)(g)(l)
|
8,892
|
8,884
|
|
Frontier Communications Holdings LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 4.5% 5/1/28 (f)(g)(l)
|
5,136
|
5,122
|
|
GTT Communications, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.750% 7% 5/31/25 (f)(g)(l)
|
12,942
|
11,104
|
|
Intelsat Jackson Holdings SA Tranche DD 1LN, term loan 3 month U.S. LIBOR + 4.750% 5.3917% 7/13/22 (f)(g)(l)(n)
|
9,044
|
9,044
|
|
Securus Technologies Holdings Tranche B, term loan 3 month U.S. LIBOR + 4.500% 5.5% 11/1/24 (f)(g)(l)
|
6,989
|
6,805
|
|
Zayo Group Holdings, Inc. 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.105% 3/9/27 (f)(g)(l)
|
7,821
|
7,705
|
|
TOTAL TELECOMMUNICATIONS
|
48,664
|
||
Utilities - 0.2%
|
|||
PG&E Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.5% 6/23/25 (f)(g)(l)
|
27,092
|
26,551
|
|
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $626,620)
|
620,367
|
||
Preferred Securities - 7.2%
|
|||
Principal
Amount (a)
(000s)
|
Value ($)
(000s)
|
||
Banks & Thrifts - 6.1%
|
|||
Ally Financial, Inc. 4.7% (f)(h)
|
17,635
|
17,459
|
|
Bank of America Corp.:
|
|||
5.125% (f)(h)
|
36,030
|
37,201
|
|
5.2% (f)(h)
|
61,440
|
62,976
|
|
5.875% (f)(h)
|
102,630
|
108,531
|
|
6.25% (f)(h)
|
28,555
|
30,268
|
|
Citigroup, Inc.:
|
|||
4.7% (f)(h)
|
15,285
|
15,305
|
|
5% (f)(h)
|
60,300
|
60,972
|
|
5.9% (f)(h)
|
27,015
|
27,657
|
|
5.95% (f)(h)
|
51,015
|
52,163
|
|
6.3% (f)(h)
|
5,610
|
5,769
|
|
Goldman Sachs Group, Inc.:
|
|||
4.4% (f)(h)
|
8,035
|
7,854
|
|
4.95% (f)(h)
|
13,335
|
13,718
|
|
5% (f)(h)
|
70,565
|
69,193
|
|
Huntington Bancshares, Inc. 5.7% (f)(h)
|
12,990
|
13,055
|
|
JPMorgan Chase & Co.:
|
|||
3 month U.S. LIBOR + 3.320% 3.5344% (f)(g)(h)
|
43,545
|
43,523
|
|
3 month U.S. LIBOR + 3.800% 3.9316% (f)(g)(h)
|
16,855
|
16,855
|
|
4% (f)(h)
|
34,340
|
33,645
|
|
4.6% (f)(h)
|
23,365
|
23,309
|
|
5% (f)(h)
|
30,845
|
31,385
|
|
6% (f)(h)
|
69,385
|
72,065
|
|
6.125% (f)(h)
|
17,585
|
18,288
|
|
6.75% (f)(h)
|
8,330
|
8,919
|
|
Wells Fargo & Co.:
|
|||
5.875% (f)(h)
|
50,420
|
53,902
|
|
5.9% (f)(h)
|
63,075
|
64,652
|
|
TOTAL BANKS & THRIFTS
|
888,664
|
||
Diversified Financial Services - 0.0%
|
|||
OEC Finance Ltd. 7.5% pay-in-kind (d)(h)
|
1,749
|
70
|
|
Energy - 1.1%
|
|||
DCP Midstream Partners LP 7.375% (f)(h)
|
15,260
|
14,620
|
|
Energy Transfer LP:
|
|||
6.25% (f)(h)
|
81,527
|
71,948
|
|
6.625% (f)(h)
|
30,505
|
28,827
|
|
7.125% (f)(h)
|
9,130
|
9,284
|
|
MPLX LP 6.875% (f)(h)
|
30,450
|
30,298
|
|
Summit Midstream Partners LP 9.5% (f)(h)
|
2,912
|
2,513
|
|
TOTAL ENERGY
|
157,490
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $1,036,907)
|
1,046,224
|
||
Fixed-Income Funds - 0.4%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Direct Lending Fund, LP (b)(c)(o)
(Cost $54,527)
|
5,452,651
|
54,527
|
|
Money Market Funds - 8.2%
|
|||
Shares
|
Value ($)
(000s)
|
||
Fidelity Cash Central Fund 0.08% (p)
|
1,138,877,690
|
1,139,105
|
|
Fidelity Securities Lending Cash Central Fund 0.08% (p)(q)
|
60,333,967
|
60,340
|
|
|
TOTAL MONEY MARKET FUNDS
(Cost $1,199,399)
|
1,199,445
|
||
|
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $13,404,274)
|
14,557,693
|
NET OTHER ASSETS (LIABILITIES) - 0.0%
|
(4,846)
|
NET ASSETS - 100.0%
|
14,552,847
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $103,800,000 or 0.7% of net assets.
|
(c)
|
Level 3 security
|
(d)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,566,113,000 or 45.1% of net assets.
|
(e)
|
Non-income producing - Security is in default.
|
(f)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(g)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(h)
|
Security is perpetual in nature with no stated maturity date.
|
(i)
|
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
|
(j)
|
Non-income producing
|
(k)
|
Security or a portion of the security is on loan at period end.
|
(l)
|
Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.
|
(m)
|
The coupon rate will be determined upon settlement of the loan after period end.
|
(n)
|
Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $1,507,000 and $1,507,000, respectively.
|
(o)
|
Affiliated Fund
|
(p)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(q)
|
Investment made with cash collateral received from securities on loan.
|
Additional information on each restricted holding is as follows:
|
||
Security
|
Acquisition Date
|
Acquisition Cost ($)
(000s)
|
Arena Brands Holding Corp. Class B
|
6/18/97 - 1/12/99
|
21,592
|
Chesapeake Energy Corp.
|
2/10/21
|
216
|
Fidelity Direct Lending Fund, LP
|
12/09/21 - 1/31/22
|
54,526
|
Mesquite Energy, Inc. 15% 7/15/23
|
11/05/20 - 1/18/22
|
4,307
|
Mesquite Energy, Inc. 15% 7/15/23
|
7/10/20 - 1/18/22
|
2,496
|
New Cotai LLC/New Cotai Capital Corp.
|
9/11/20
|
16,677
|
Southeastern Grocers, Inc.
|
6/01/18
|
5,580
|
Tricer Holdco SCA
|
10/16/09 - 12/30/17
|
10,248
|
Tricer Holdco SCA Class A1
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A2
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A3
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A4
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A5
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A6
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A7
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A8
|
10/16/09 - 10/29/09
|
1,653
|
Tricer Holdco SCA Class A9
|
10/16/09 - 10/29/09
|
1,655
|
Affiliate (Amounts in thousands)
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
%ownership,
end
of period
|
Fidelity Cash Central Fund 0.08%
|
1,367,979
|
2,838,772
|
3,067,646
|
532
|
-
|
-
|
1,139,105
|
2.0%
|
Fidelity Securities Lending Cash Central Fund 0.08%
|
-
|
360,982
|
300,642
|
19
|
-
|
-
|
60,340
|
0.2%
|
Total
|
1,367,979
|
3,199,754
|
3,368,288
|
551
|
-
|
-
|
1,199,445
|
Affiliate (Amounts in thousands)
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Fidelity Direct Lending Fund, LP
|
-
|
54,527
|
-
|
145
|
-
|
-
|
54,527
|
-
|
54,527
|
-
|
145
|
-
|
-
|
54,527
|
Affiliate (Amounts in thousands)
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
California Resources Corp.
|
120,620
|
-
|
57,766
|
651
|
(12,672)
|
106,244
|
-
|
California Resources Corp. warrants 10/27/24
|
228
|
-
|
-
|
-
|
-
|
628
|
-
|
Total
|
120,848
|
-
|
57,766
|
651
|
(12,672)
|
106,872
|
-
|