BlackRock Core Bond Trust


Security		Par (000)		Value

Asset-Backed Securities
522 Funding CLO Ltd.^(a)(b)
Series 2019-4A, Class CR, (3 mo. LIBOR US + 2.40%), 2.62%, 04/20/30	USD		500	$	498,941
Series 2019-4A, Class DR, (3 mo. LIBOR US + 3.65%), 3.87%, 04/20/30			600		600,341
AGL CLO Ltd., Series 2020-3A, Class D, (3 mo. LIBOR US + 3.30%), 3.54%, 01/15/33^(a)(b)			250		250,595
Anchorage Capital CLO Ltd.^(a)(b)
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.87%, 10/13/30			380		379,578
Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.20%), 3.42%, 10/13/30			720		715,497
Series 2016-8A, Class DR, (3 mo. LIBOR US + 3.00%), 3.22%, 07/28/28			1,000		1,000,071
Apidos CLO XXII, 2015-22A, (3 mo. LIBOR US + 2.95%), 3.17%, 04/20/31^(a)(b)			250		248,405
Apidos CLO XXVI, Series 2017-26A, Class A2, (3 mo. LIBOR US + 1.70%), 1.92%, 07/18/29^(a)(b)			250		250,564
ASSURANT CLO I Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 2.10%), 2.32%, 10/20/29^(a)(b)			500		499,192
Ballyrock CLO Ltd.^(a)(b)
Series 2016-1A, Class DR2, (3 mo. LIBOR US + 3.15%), 3.39%, 10/15/28			250		248,151
Series 2020-1A, Class C, (3 mo. LIBOR US + 4.50%), 4.72%, 07/20/30			500		502,313
Beechwood Park CLO Ltd., Series 2019-1A, Class B2A, (3 mo. LIBOR US + 1.75%), 1.97%, 01/17/33^(a)(b)			500		501,400
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class E, (3 mo. LIBOR US + 7.70%), 7.92%, 10/20/32^(a)(b)			250		251,127
Buttermilk Park CLO Ltd., (3 mo. LIBOR US + 3.10%), 3.34%, 10/15/31^(a)(b)			250		250,029
Canyon Capital CLO Ltd., Series 2016-1A, Class CR, (3 mo. LIBOR US + 1.90%), 2.14%, 07/15/31^(a)(b)			250		249,565
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.35%), 3.54%, 08/14/30^(a)(b)			1,000		984,928
CarVal CLO II Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.20%), 3.38%, 04/20/32^(a)(b)(c)			500		500,000
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.66%, 07/20/32^(a)(b)			500		495,391
CarVal CLO Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 5.99%, 07/16/31^(a)(b)			500		474,503
Cedar Funding IV CLO Ltd., Series 2014-4A, Class BR, (3 mo. LIBOR US + 1.60%), 1.82%, 07/23/30^(a)(b)			250		249,904
Cedar Funding VI CLO Ltd., Series 2016-6A, Class CR, (3 mo. LIBOR US + 2.10%), 2.32%, 10/20/28^(a)(b)			1,000		998,229
Cifc Funding Ltd., Series 2014-4RA, Class A1A, (3 mo. LIBOR US + 1.13%), 1.35%, 10/17/30^(a)(b)			1,000		1,000,075
CIFC Funding Ltd.^(a)(b)
Series 2014-2RA, Class B1, (3 mo. LIBOR US + 2.80%), 3.02%, 04/24/30			750		741,576
Series 2014-3A, Class BR2, (3 mo. LIBOR US + 1.80%), 2.02%, 10/22/31			250		249,571
Series 2015-1A, Class ARR, (3 mo. LIBOR US + 1.11%), 1.33%, 01/22/31			1,000		999,980


Security		Par (000)		Value

Asset-Backed Securities (continued)
CIFC Funding Ltd.^(a)(b)(continued)
Series 2015-5A, Class A1R, (3 mo. LIBOR US + 0.86%), 1.08%, 10/25/27	USD		931	$	928,293
Series 2020-1A, Class D, (3 mo. LIBOR US + 4.00%), 4.24%, 07/15/32			500		501,665
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01%, 02/15/29^(b)			2,000		2,033,928
Dryden 50 Senior Loan Fund, Series 2017-50A, Class B, (3 mo. LIBOR US + 1.65%), 1.89%, 07/15/30^(a)(b)			250		250,063
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.87%, 04/18/31^(a)(b)			1,250		1,213,428
Dryden 75 CLO Ltd., Series 2019-75A, Class CR, (3 mo. LIBOR US + 2.40%), 2.64%, 07/15/30^(a)(b)			500		499,022
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 3.34%, 08/15/30^(a)(b)			1,000		1,000,352
Eaton Vance Clo Ltd., Series 2015-1A, Class A2R, (3 mo. LIBOR US + 1.25%), 1.47%, 01/20/30^(a)(b)			1,000		999,571
EDvestinU Private Education Loan Issue No 3 LLC, Series 2021-A, Class B, 3.50%, 11/25/50^(b)			110		106,326
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 7.24%, 10/15/32^(a)(b)			1,500		1,503,161
Elmwood CLO V Ltd., Series 2020-2A, Class C, (3 mo. LIBOR US + 2.75%), 2.97%, 07/24/31^(a)(b)			500		499,190
Fairstone Financial Issuance Trust I, Series 2020-1A, Class C, 5.16%, 10/20/39^(b)	CAD		170		131,719
Galaxy XX CLO Ltd., Series 2015-20A, Class CR, (3 mo. LIBOR US + 1.75%), 1.97%, 04/20/31^(a)(b)	USD		250		249,803
Galaxy XXIX CLO Ltd., Series 2018-29A, Class D, (3 mo. LIBOR US + 2.40%), 2.59%, 11/15/26^(a)(b)			805		797,440
Goldentree Loan Management US Clo 3 Ltd., Series 2018-3A, Class B1, (3 mo. LIBOR US + 1.55%), 1.77%, 04/20/30^(a)(b)			250		250,280
Goldentree Loan Management US Clo 7 Ltd., Series 2020-7A, Class D, (3 mo. LIBOR US + 2.98%), 3.20%, 04/20/31^(a)(b)			625		625,022
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2, (3 mo. LIBOR US + 1.60%), 1.81%, 10/29/29^(a)(b)			1,500		1,501,440
Grippen Park CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.30%), 3.52%, 01/20/30^(a)(b)			250		250,077
Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 3.82%, 07/18/29^(a)(b)			1,000		998,888
Lending Funding Trust, Series 2020-2A, Class C, 4.30%, 04/21/31^(b)			240		246,282
Litigation Fee Residual Funding Trust, 4.00%, 10/30/27^(c)			1,308		1,284,673
Long Beach Mortgage Loan Trust, Series 2006-8, Class 2A4, (1 mo. LIBOR US + 0.24%), 0.35%, 09/25/36^(a)			6,891		2,764,447
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 6.62%, 01/20/29^(a)(b)			250		244,096
Madison Park Funding XXV Ltd.^(a)(b)(3 mo. LIBOR US + 1.75%), 1.97%, 04/25/29			250		250,247
Series 2017-25A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.85%, 04/25/29^(d)			250		250,000


Security		Par (000)		Value

Asset-Backed Securities (continued)
Mariner Finance Issuance Trust^(b)
Series 2021-AA, Class C, 2.96%, 03/20/36	USD		190	$	188,653
Series 2021-AA, Class D, 3.83%, 03/20/36			180		178,823
Neuberger Berman CLO XV, Series 2013-15A, Class DR, (3 mo. LIBOR US + 3.05%), 3.29%, 10/15/29^(a)(b)			1,000		1,000,208
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR, (3 mo. LIBOR US + 1.65%), 1.87%, 10/17/30^(a)(b)			250		250,555
Neuberger Berman Loan Advisers CLO Ltd., Series 2020-37A, Class C, (3 mo. LIBOR US + 2.50%), 2.72%, 07/20/31^(a)(b)			1,162		1,162,610
OCP CLO Ltd.^(a)(b)
Series 2015-9A, Class BR, (3 mo. LIBOR US + 1.75%), 1.99%, 07/15/27			250		248,732
Series 2017-13A, Class A1A, (3 mo. LIBOR US + 1.26%), 1.50%, 07/15/30			1,000		1,000,173
Series 2020-19A, Class C, (3 mo. LIBOR US + 2.95%), 3.17%, 07/20/31			250		249,279
Series 2020-19A, Class D, (3 mo. LIBOR US + 4.47%), 4.69%, 07/20/31			250		251,482
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class C, (3 mo. LIBOR US + 2.55%), 2.78%, 10/20/31^(a)(b)			1,250		1,251,717
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3 mo. LIBOR US + 2.75%), 2.97%, 01/22/30^(a)(b)			500		484,381
OHA Credit Partners XIII Ltd., Series 2016-13A, Class E, (3 mo. LIBOR US + 7.15%), 7.37%, 01/21/30^(a)(b)			595		595,158
OneMain Financial Issuance Trust, Series 2020-1A, Class A, 3.84%, 05/14/32^(b)			2,000		2,098,322
OZLM Funding III Ltd., Series 2013-3A, Class BRR, (3 mo. LIBOR US + 2.70%), 2.92%, 01/22/29^(a)(b)			1,500		1,499,947
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.37%, 10/17/29^(a)(b)			875		857,844
OZLM XIV Ltd., Series 2015-14A, Class CR, (3 mo. LIBOR US + 3.00%), 3.24%, 01/15/29^(a)(b)			1,000		974,907
OZLM XXI Ltd., Series 2017-21A, Class C, (3 mo. LIBOR US + 2.67%), 2.89%, 01/20/31^(a)(b)			1,000		946,130
Palmer Square CLO Ltd.^(a)(b)
Series 2015-2A, Class CR2, (3 mo. LIBOR US + 2.75%), 2.97%, 07/20/30			250		246,295
Series 2018-3A, Class B, (3 mo. LIBOR US + 1.90%), 2.09%, 08/15/26			500		494,513
Palmer Square Loan Funding Ltd.^(a)(b)
Series 2018-5A, Class D, (3 mo. LIBOR US + 4.25%), 4.47%, 01/20/27			1,000		971,861
Series 2019-2A, Class B, (3 mo. LIBOR US + 2.25%), 2.47%, 04/20/27			1,000		998,625
Series 2019-3A, Class B, (3 mo. LIBOR US + 2.10%), 2.28%, 08/20/27			1,750		1,747,160
Series 2019-3A, Class C, (3 mo. LIBOR US + 3.40%), 3.58%, 08/20/27			750		750,562
Series 2019-4A, Class C, (3 mo. LIBOR US + 3.25%), 3.47%, 10/24/27			250		250,069
Series 2020-1A, Class C, (3 mo. LIBOR US + 2.50%), 2.68%, 02/20/28			250		250,623


Security		Par (000)		Value

Asset-Backed Securities (continued)
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 7.01%, 02/14/34^(a)(b)	USD		1,300	$	1,254,505
Regatta VI Funding Ltd., Series 2016-1A, Class ER, (3 mo. LIBOR US + 5.00%), 5.22%, 07/20/28^(a)(b)			250		244,864
Republic Finance Issuance Trust, Series 2020-A, Class C, 4.05%, 11/20/30^(b)			240		247,312
Rockford Tower CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 2.65%), 2.89%, 04/15/29^(a)(b)			1,750		1,729,852
Romark CLO III Ltd., Series 2019-3A, Class C, (3 mo. LIBOR US + 3.90%), 4.14%, 07/15/32^(a)(b)			250		250,350
RR 10 Ltd., Series 2020-10A, Class A2B, (3 mo. LIBOR US + 3.00%), 3.24%, 07/15/33^(a)(b)			250		251,090
SLM Private Education Loan Trust, Series 2014-A, Class B, 3.50%, 11/15/44^(b)			500		504,536
Sterling Coofs Trust^(b)(c)
Series 2004-1, Class A, 2.36%, 04/15/29			1,389		13,890
Series 2004-2, Class Note, 2.08%, 03/30/30			1,224		12,239
Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A2, 3.45%, 02/25/32			181		174,062
TICP CLO IX Ltd., Series 2017-9A, Class D, (3 mo. LIBOR US + 2.90%), 3.12%, 01/20/31^(a)(b)			250		249,997
TICP CLO V Ltd., Series 2016-5A, Class ER, (3 mo. LIBOR US + 5.75%), 5.97%, 07/17/31^(a)(b)			537		520,240
TICP CLO X Ltd., Series 2018-10A, Class E, (3 mo. LIBOR US + 5.50%), 5.72%, 04/20/31^(a)(b)			250		242,525
TRESTLES CLO II Ltd., Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.90%), 3.10%, 04/25/32^(a)(b)			250		250,000
TRESTLES CLO Ltd., Series 2017-1A, Class B1R, (3 mo. LIBOR US + 1.75%), 1.95%, 04/25/32^(a)(b)			1,750		1,750,000
Trimaran CAVU Ltd., Series 2019-2A, Class C, (3 mo. LIBOR US + 4.72%), 4.94%, 11/26/32^(a)(b)			500		501,389
Trinitas CLO XI Ltd., Series 2019-11A, Class C, (3 mo. LIBOR US + 3.15%), 3.39%, 07/15/32^(a)(b)			500		501,550
Unique Pub Finance Co. PLC
Series M, 7.40%, 03/28/24	GBP		3,000		4,363,266
Series N, 6.46%, 03/30/32			100		141,300
Voya CLO Ltd.^(a)(b)
Series 2017-3A, Class C, (3 mo. LIBOR US + 3.55%), 3.77%, 07/20/30	USD		1,000		1,001,226
Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.25%), 1.49%, 07/15/31			1,000		999,861
Series 2019-3A, Class C, (3 mo. LIBOR US + 2.60%), 2.82%, 10/17/32			1,500		1,495,315
Westcott Park CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.25%), 3.47%, 07/20/28^(a)(b)			1,185		1,184,600
York Clo Ltd., Series 2016-2A, Class DR, (3 mo. LIBOR US + 3.15%), 3.37%, 04/20/32^(a)(b)			1,500		1,500,072
York CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.82%, 10/20/29^(a)(b)			1,750		1,737,620


Total Asset-Backed Securities — 8.6% (Cost: $72,493,297)					72,589,629


Security		Shares		Value

Common Stocks

Energy Equipment & Services — 0.0%
Pioneer Energy Services Corp.^(c)			542	$	3,144


Oil, Gas & Consumable Fuels — 0.0%

Extraction Oil & Gas, Inc., (Acquired 03/05/21, Cost: $32,642)^(e)			2,622		92,114


Total Common Stocks — 0.0% (Cost: $39,867)					95,258


		Par (000)

Corporate Bonds

Aerospace & Defense — 1.9%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)	USD		30		31,838
Bombardier, Inc. ^(b)8.75%, 12/01/21			489		513,044
5.75%, 03/15/22			62		64,635
6.00%, 10/15/22			6		6,000
6.13%, 01/15/23			451		469,604
7.50%, 12/01/24			126		125,842
7.50%, 03/15/25			25		24,594
7.88%, 04/15/27			210		205,945
Eaton Corp., 4.15%, 11/02/42			500		564,726
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26^(b)			200		200,440
General Electric Co. 6.15%, 08/07/37			2,150		2,824,808
6.88%, 01/10/39			135		189,858
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(b)			371		389,780
Lockheed Martin Corp., 4.09%, 09/15/52			1,410		1,654,319
Moog, Inc., 4.25%, 12/15/27^(b)			89		90,780
Raytheon Technologies Corp., 6.13%, 07/15/38			1,450		1,966,002
Rolls-Royce PLC, 5.75%, 10/15/27^(b)			200		212,810
Signature Aviation US Holdings, Inc. ^(b)5.38%, 05/01/26			72		73,440
4.00%, 03/01/28			211		214,570
Smiths Group PLC, 3.63%, 10/12/22^(b)			360		375,444
Spirit AeroSystems, Inc., 5.50%, 01/15/25^(b)			121		127,957
TransDigm, Inc. 8.00%, 12/15/25^(b)			468		509,652
6.25%, 03/15/26^(b)			3,574		3,789,155
6.38%, 06/15/26			131		135,421
4.63%, 01/15/29^(b)			212		209,043
Triumph Group, Inc., 8.88%, 06/01/24^(b)			685		770,762

					15,740,469

Airlines — 1.2%
American Airlines Pass-Through Trust
Series 2013-2, Class A, 4.95%, 01/15/23			1,989		1,988,819
Series 2015-2, Class A, 4.00%, 03/22/29			1,145		1,092,314
Series 2015-2, Class AA, 3.60%, 03/22/29			1,145		1,152,562
American Airlines, Inc., 11.75%, 07/15/25^(b)			120		148,439
American Airlines, Inc./AAdvantage Loyalty IP Ltd. ^(b)5.50%, 04/20/26			282		293,475
5.75%, 04/20/29			468		498,240
Avianca Holdings SA, (10.50% Cash or 12.00% PIK), 12.25%, 11/10/21^(b)(f)			88		89,218


Security		Par (000)		Value

Airlines (continued)
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28^(b)	USD		92	$	100,040
Gol Finance SA, 7.00%, 01/31/25^(b)			200		162,875
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)			168		178,517
Latam Finance Ltd., 6.88%, 04/11/24^(b)(g)(h)			257		212,025
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27^(b)			801		878,096
United Airlines Pass-Through Trust
Series 2020-1, Class A, 5.88%, 10/15/27			410		454,394
Series 2020-1, Class B, 4.88%, 01/15/26			35		36,313
Series A, Class A, 4.30%, 02/15/27			2,712		2,816,329

					10,101,656

Auto Components — 0.5%
Aptiv PLC, 4.40%, 10/01/46.			465		497,166
Clarios Global LP, 6.75%, 05/15/25^(b)			171		182,919
Clarios Global LP/Clarios US Finance Co. 4.38%, 05/15/26	EUR		100		121,374
6.25%, 05/15/26^(b)	USD		732		777,413
8.50%, 05/15/27^(b)			1,534		1,650,968
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28^(b)			227		239,485
GoodYear Tire + Rubber Co., 5.63%, 04/30/33			217		217,000
ZF Finance GmbH, 3.75%, 09/21/28	EUR		100		127,821

					3,814,146

Automobiles — 1.2%
Allison Transmission, Inc. ^(b)5.88%, 06/01/29	USD		413		451,543
3.75%, 01/30/31			171		165,656
Asbury Automotive Group, Inc. 4.50%, 03/01/28			18		18,413
4.75%, 03/01/30			84		86,772
Carvana Co., 5.50%, 04/15/27^(b)			197		198,034
FCE Bank PLC, 1.62%, 05/11/23	EUR		100		118,875
Ford Motor Co. 0.00%, 03/15/26^(b)(i)(j)	USD		150		151,500
4.35%, 12/08/26			7		7,376
4.75%, 01/15/43			2,000		2,014,800
5.29%, 12/08/46			19		19,974
Ford Motor Credit Co. LLC 3.35%, 11/01/22			314		320,343
3.81%, 01/09/24			400		412,500
4.69%, 06/09/25			200		212,265
5.13%, 06/16/25			330		356,400
4.13%, 08/04/25			279		291,813
4.39%, 01/08/26			400		420,428
3.82%, 11/02/27			200		202,250
2.90%, 02/16/28			200		192,150
General Motors Co., 6.25%, 10/02/43			2,506		3,209,399
General Motors Financial Co., Inc., 4.25%, 05/15/23			807		862,388
Group 1 Automotive, Inc., 4.00%, 08/15/28^(b)			30		29,813
Ken Garff Automotive LLC, 4.88%, 09/15/28^(b)			82		81,918
Navistar International Corp., 6.63%, 11/01/25^(b)			174		180,530
Penske Automotive Group, Inc. 3.50%, 09/01/25			45		45,975
5.50%, 05/15/26			22		22,639
Tesla, Inc., 5.30%, 08/15/25^(b)			238		246,949
Wabash National Corp., 5.50%, 10/01/25^(b)			176		179,960

					10,500,663


Security		Par (000)		Value

Banks — 2.0%
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25	EUR		100	$	119,885
Banco Bilbao Vizcaya Argentaria SA, (5 year USD Swap + 3.87%), 6.13%^(a)(k)	USD		2,200		2,303,400
Bancolombia SA, (5 year CMT + 2.94%), 4.63%, 12/18/29^(a)			200		201,500
Bangkok Bank PCL^(a)
(5 year CMT + 1.90%), 3.73%, 09/25/34			288		289,980
(5 year CMT + 4.73%), 5.00%^(k)			400		420,375
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31^(a)(b)			281		285,917
Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26			252		254,520
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%^(a)(k)			518		534,026
Bank of East Asia Ltd., (5 year CMT + 5.53%), 5.83%^(a)(k)			250		268,047
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25			200		203,063
Cooperatieve Rabobank UA, 3.95%, 11/09/22			1,500		1,579,367
Intesa Sanpaolo SpA, 5.02%, 06/26/24^(b)			3,151		3,441,869
Itau Unibanco Holding SA, 5.13%, 05/13/23^(b)			200		211,130
Krung Thai Bank PCL/Cayman Islands, (5 year CMT + 3.53%), 4.40%^(a)(k)			252		252,630
Santander Holdings USA, Inc., 4.50%, 07/17/25			2,000		2,214,672
Santander UK Group Holdings PLC, 2.88%, 08/05/21 .			1,250		1,260,451
Standard Chartered PLC, (5 year USD ICE Swap + 1.97%), 4.87%, 03/15/33^(a)(b)			500		539,062
Unione di Banche Italiane SpA, (5 year EUR Swap + 5.75%), 5.88%, 03/04/29^(a)	EUR		100		132,043
Wells Fargo & Co. 3.90%, 05/01/45	USD		2,250		2,464,194
(5 year CMT + 3.45%), 3.90%^(a)(k)			245		247,426

					17,223,557

Beverages — 1.2%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev
Worldwide, Inc., 4.90%, 02/01/46			4,600		5,494,902
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(f)			701		736,050
Ardagh Metal Packaging Finance USA LLC/Ardagh
Metal Packaging Finance PLC, 4.00%, 09/01/29^(b).			606		605,012
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. ^(b)
5.25%, 04/30/25			244		256,440
5.25%, 08/15/27			442		450,875
Ball Corp., 5.25%, 07/01/25			12		13,560
Central American Bottling Corp., 5.75%, 01/31/27^(b)			222		235,043
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			23		27,686
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(b)			431		436,926
Silgan Holdings, Inc., 4.13%, 02/01/28			7		7,191
Trivium Packaging Finance BV ^(b)5.50%, 08/15/26			628		658,615
8.50%, 08/15/27			738		800,878

					9,723,178

Biotechnology — 0.5%
Amgen, Inc., 4.40%, 05/01/45			2,250		2,604,930


Security		Par (000)		Value

Biotechnology (continued)
Baxalta, Inc., 5.25%, 06/23/45	USD		500	$	644,664
Emergent BioSolutions, Inc., 3.88%, 08/15/28^(b)			51		49,852
Gilead Sciences, Inc., 4.80%, 04/01/44			1,000		1,202,212

					4,501,658

Building Materials — 0.3%
Boise Cascade Co., 4.88%, 07/01/30^(b)			74		77,515
Cemex SAB de CV, 5.45%, 11/19/29			200		217,600
Cornerstone Building Brands, Inc., 6.13%, 01/15/29^(b)			359		382,335
CP Atlas Buyer, Inc., 7.00%, 12/01/28^(b)			180		189,189
Forterra Finance LLC/FRTA Finance Corp., 6.50%, 07/15/25^(b)			408		438,600
Griffon Corp., 5.75%, 03/01/28			59		62,761
Jeld-Wen, Inc. ^(b)6.25%, 05/15/25			98		104,125
4.63%, 12/15/25			37		37,463
4.88%, 12/15/27			11		11,375
Masonite International Corp. ^(b)5.75%, 09/15/26			52		54,080
5.38%, 02/01/28			17		18,041
SRM Escrow Issuer LLC, 6.00%, 11/01/28^(b)			282		295,536
Standard Industries, Inc. ^(b)5.00%, 02/15/27			119		124,057
4.75%, 01/15/28			54		55,976
4.38%, 07/15/30			249		251,241
3.38%, 01/15/31			18		17,055
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29^(b)			117		122,119

					2,459,068

Building Products — 0.6%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27^(b)			248		259,797
BCPE Ulysses Intermediate, Inc., (7.75% Cash or 8.50% PIK), 7.75%, 04/01/27^(b)(f)			92		95,450
Foundation Building Materials, Inc., 6.00%, 03/01/29^(b)			141		139,238
Home Depot, Inc., 5.88%, 12/16/36			1,660		2,286,569
LBM Acquisition LLC, 6.25%, 01/15/29^(b)			249		256,470
Lowe’s Cos., Inc., 4.38%, 09/15/45			1,000		1,128,537
Specialty Building Products Holdings LLC/SBP
Finance Corp., 6.38%, 09/30/26^(b)			242		249,865
SRS Distribution, Inc., 8.25%, 07/01/26^(b)			371		389,086
White Cap Buyer LLC, 6.88%, 10/15/28^(b)			311		330,186
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26^(b)(f)			142		148,035

					5,283,233

Capital Markets — 2.2%
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%^(a)(k)			5,195		5,106,685
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)			172		180,330
FMR LLC, 4.95%, 02/01/33^(b)			2,300		2,811,544
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 4.75%, 09/15/24			112		116,305
6.38%, 12/15/25			83		85,697
6.25%, 05/15/26			57		59,708
5.25%, 05/15/27			232		239,540
4.38%, 02/01/29^(b)			134		130,946


Security		Par (000)		Value

Capital Markets (continued)
Intercorp Peru Ltd., 3.88%, 08/15/29^(b)	USD		200	$	205,375
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24^(f)	EUR		100		119,029
NFP Corp., 6.88%, 08/15/28^(b)	USD		324		336,150
Northern Trust Corp., 3.95%, 10/30/25^(l)			8,000		8,924,068
Raymond James Financial, Inc., 4.95%, 07/15/46			400		490,279
RP Escrow Issuer LLC, 5.25%, 12/15/25^(b)			104		107,770

					18,913,426

Chemicals — 0.5%
Air Liquide Finance SA, 3.50%, 09/27/46^(b)			360		382,363
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			198		193,090
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27^(b)			150		156,795
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			219		248,565
Element Solutions, Inc., 3.88%, 09/01/28^(b)			831		819,989
Equate Petrochemical BV, 4.25%, 11/03/26^(b)			206		224,411
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)			101		103,899
HB Fuller Co., 4.25%, 10/15/28			66		67,060
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)			226		254,318
Ingevity Corp., 3.88%, 11/01/28^(b)			57		55,290
Minerals Technologies, Inc., 5.00%, 07/01/28^(b)			114		117,562
Monitchem HoldCo 3 SA, 5.25%, 03/15/25	EUR		100		120,642
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		41		42,845
Orbia Advance Corp. SAB de CV ^(b)4.00%, 10/04/27			200		217,062
5.50%, 01/15/48			200		226,250
PQ Corp., 5.75%, 12/15/25^(b)			309		316,725
Scotts Miracle-Gro Co., 4.00%, 04/01/31^(b)			177		174,522
Valvoline, Inc., 3.63%, 06/15/31^(b)			1		968
WESCO Distribution, Inc.^(b)7.13%, 06/15/25			234		255,879
7.25%, 06/15/28			252		281,332
WR Grace & Co-Conn, 5.63%, 10/01/24^(b)			21		23,047

					4,282,614

Commercial Services & Supplies — 0.2%
ADT Security Corp., 4.88%, 07/15/32^(b)			227		230,689
APX Group, Inc. 7.88%, 12/01/22			80		80,300
8.50%, 11/01/24			82		85,075
ASGN, Inc., 4.63%, 05/15/28^(b)			62		63,964
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29^(b)			71		73,444
Fortress Transportation & Infrastructure Investors LLC, 6.50%, 10/01/25^(b)			50		52,250
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			178		189,428
Intertrust Group BV, 3.38%, 11/15/25	EUR		100		120,202
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)(d)	USD		207		212,340
Prime Security Services Borrower LLC/Prime Finance, Inc. ^(b)5.25%, 04/15/24			49		52,266
5.75%, 04/15/26			78		84,400
3.38%, 08/31/27			105		101,850
6.25%, 01/15/28			3		3,123


Security		Par (000)		Value

Commercial Services & Supplies (continued)
United Rentals North America, Inc. 4.88%, 01/15/28	USD		55	$	57,935
5.25%, 01/15/30			40		43,412

					1,450,678

Communications Equipment — 0.3%
Avaya, Inc., 6.13%, 09/15/28^(b)			445		472,397
CommScope Technologies LLC^(b)6.00%, 06/15/25			243		247,872
5.00%, 03/15/27			276		273,414
CommScope, Inc.^(b)5.50%, 03/01/24			349		359,906
6.00%, 03/01/26			140		147,516
8.25%, 03/01/27			130		139,100
7.13%, 07/01/28			130		138,070
Nokia OYJ 4.38%, 06/12/27			31		32,860
6.63%, 05/15/39			88		108,289
ViaSat, Inc.^(b)5.63%, 04/15/27			155		162,582
6.50%, 07/15/28			434		457,028

					2,539,034

Construction & Engineering — 0.6%
Arcosa, Inc., 4.38%, 04/15/29^(b)			237		241,444
frontdoor, Inc., 6.75%, 08/15/26^(b)			135		143,606
ITR Concession Co. LLC, 4.20%, 07/15/25^(b)			4,000		4,296,354
KBR, Inc., 4.75%, 09/30/28^(b)			124		125,953
SPIE SA, 2.63%, 06/18/26	EUR		100		120,788

					4,928,145

Construction Materials^(b)— 0.3%
American Builders & Contractors Supply Co., Inc., 4.00%, 01/15/28	USD		75		75,000
Core & Main LP, 6.13%, 08/15/25			1,089		1,117,684
H&E Equipment Services, Inc., 3.88%, 12/15/28			61		59,323
IAA, Inc., 5.50%, 06/15/27			12		12,585
Picasso Finance Sub, Inc., 6.13%, 06/15/25			304		323,000
Williams Scotsman International, Inc., 4.63%, 08/15/28			162		165,037
Winnebago Industries, Inc., 6.25%, 07/15/28			92		98,555
Wolverine Escrow LLC 8.50%, 11/15/24			162		161,595
9.00%, 11/15/26			144		143,863

					2,156,642

Consumer Discretionary — 0.4%
Carnival Corp. ^(b)5.75%, 03/01/27			758		777,897
9.88%, 08/01/27			116		136,577
Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer Inc., 5.00%, 02/01/26^(b)			94		95,645
Life Time, Inc. ^(b)5.75%, 01/15/26			226		232,509
8.00%, 04/15/26			128		131,840
NCL Corp. Ltd., 5.88%, 03/15/26^(b)			114		115,140
NCL Finance Ltd., 6.13%, 03/15/28^(b)			389		396,294
Nielsen Finance LLC/Nielsen Finance Co.^(b)5.63%, 10/01/28			318		334,298
5.88%, 10/01/30			160		173,400


Security		Par (000)		Value

Consumer Discretionary (continued)
Royal Caribbean Cruises Ltd. ^(b)10.88%, 06/01/23.	USD		61	$	70,168
9.13%, 06/15/23			103		113,499
11.50%, 06/01/25			137		159,776
5.50%, 04/01/28			324		325,620
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26	EUR		100		121,668
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)	USD		91		91,937

					3,276,268

Consumer Finance — 0.9%
Capital One Financial Corp., 4.75%, 07/15/21			1,935		1,958,931
Moody’s Corp., 4.50%, 09/01/22			1,800		1,885,409
MPH Acquisition Holdings LLC, 5.75%, 11/01/28^(b)			486		473,850
Muthoot Finance Ltd. 6.13%, 10/31/22^(b)			247		255,954
4.40%, 09/02/23			400		405,750
Navient Corp. 7.25%, 09/25/23			46		49,787
6.13%, 03/25/24			67		70,936
5.88%, 10/25/24			39		40,954
5.00%, 03/15/27			173		173,433
OneMain Finance Corp. 6.88%, 03/15/25			68		77,345
7.13%, 03/15/26			248		286,031
6.63%, 01/15/28			141		159,797
5.38%, 11/15/29			36		38,295
Sabre GLBL, Inc. ^(b)9.25%, 04/15/25			153		182,452
7.38%, 09/01/25			168		183,338
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			180		186,750
Verscend Escrow Corp., 9.75%, 08/15/26^(b)			1,279		1,371,369

					7,800,381

Containers & Packaging — 0.3%
Celulosa Arauco y Constitucion SA, 4.20%, 01/29/30			200		215,562
Graphic Packaging International LLC ^(b)4.75%, 07/15/27			53		57,903
3.50%, 03/15/28			11		10,945
Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC, 6.00%, 09/15/28^(b)			108		111,510
International Paper Co., 6.00%, 11/15/41			870		1,180,094
Intertape Polymer Group, Inc., 7.00%, 10/15/26^(b)			119		125,173
Klabin Austria GmbH, 3.20%, 01/12/31^(b)			200		190,000
LABL Escrow Issuer LLC ^(b)6.75%, 07/15/26			166		177,828
10.50%, 07/15/27			234		260,582
Sealed Air Corp., 4.00%, 12/01/27^(b)			49		50,164
Suzano Austria GmbH, 3.75%, 01/15/31			80		82,592

					2,462,353

Diversified Consumer Services — 0.4%
Allied Universal Holdco LLC/Allied Universal Finance Corp. ^(b)6.63%, 07/15/26			1,442		1,529,212
9.75%, 07/15/27			417		457,533
Ascend Learning LLC, 6.88%, 08/01/25			461		472,525
Garda World Security Corp. ^(b)4.63%, 02/15/27			191		191,000
9.50%, 11/01/27			128		141,679


Security		Par (000)		Value

Diversified Consumer Services (continued)
Graham Holdings Co., 5.75%, 06/01/26^(b)	USD		27	$	28,218
Laureate Education, Inc., 8.25%, 05/01/25^(b)			50		52,250
Rekeep SpA, 7.25%, 02/01/26	EUR		100		125,303
Service Corp. International, 3.38%, 08/15/30	USD		62		60,515
Sotheby’s, 7.38%, 10/15/27^(b)			265		286,560

					3,344,795

Diversified Financial Services — 4.3%
Arrow Global Finance PLC, 5.13%, 09/15/24	GBP		100		139,026
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)	USD		200		186,937
Bank of America Corp., 3.25%, 10/21/27			4,000		4,300,334
Barclays PLC, 3.65%, 03/16/25			4,320		4,643,008
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%^(a)(b)(k)			2,000		1,987,500
Central Garden & Pet Co., 4.13%, 10/15/30			127		128,270
Citigroup, Inc.^(a)(k)
(5 year CMT + 3.42%), 3.88%			3,160		3,145,243
Series W, (5 year CMT + 3.60%), 4.00%			105		106,024
Credit Agricole SA, (5 year USD Swap + 4.90%), 7.88%^(a)(b)(k)			1,000		1,121,250
Credit Suisse Group AG, (5 year CMT + 3.55%), 4.50%^(a)(b)(k)			200		187,500
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25	GBP		100		142,447
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24^(b)(f)	USD		217		207,473
Goldman Sachs Group, Inc. 3.75%, 05/22/25^(l)			8,965		9,786,593
Series R, (5 year CMT + 3.22%), 4.95%^(a)(k)			465		491,877
HSBC Holdings PLC 6.10%, 01/14/42			610		841,998
(5 year CMT + 3.25%), 4.70%^(a)(k)			275		270,875
(5 year USD ICE Swap + 4.37%), 6.38%^(a)(k)			1,750		1,928,500
Intercontinental Exchange, Inc., 4.00%, 10/15/23			470		509,052
Intrum AB, 3.00%, 09/15/27	EUR		100		113,645
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. ^(b)5.25%, 03/15/22	USD		17		17,128
4.25%, 02/01/27			212		208,820
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%^(a)(k)			595		669,381
Manappuram Finance Ltd., 5.90%, 01/13/23			400		413,625
Morgan Stanley 4.00%, 07/23/25			905		1,004,328
3.13%, 07/27/26			2,000		2,152,560
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)			200		202,037
Shriram Transport Finance Co. Ltd. 5.95%, 10/24/22			200		204,875
5.10%, 07/16/23			489		496,793
Spectrum Brands, Inc. ^(b)5.00%, 10/01/29			79		83,345
5.50%, 07/15/30			104		111,280
3.88%, 03/15/31			66		64,598
UBS Group AG, (5 year CMT + 3.31%), 4.38%^(a)(b)(k)			200		197,300
United Wholesale Mortgage LLC, 5.50%, 04/15/29^(b)			111		111,000

					36,174,622

Diversified Telecommunication Services — 4.0%
AT&T, Inc. 6.10%, 07/15/40			830		1,064,525
6.38%, 03/01/41			520		711,046


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
AT&T, Inc. (continued) 5.15%, 03/15/42	USD		2,400	$	2,898,723
4.75%, 05/15/46			2,710		3,117,879
Axtel SAB de CV, 6.38%, 11/14/24^(b)			200		208,813
Cincinnati Bell, Inc.^(b)7.00%, 07/15/24			144		148,500
8.00%, 10/15/25			45		47,865
Consolidated Communications, Inc., 6.50%, 10/01/28^(b)			468		505,501
Frontier Communications Corp.^(b)5.88%, 10/15/27			311		329,660
5.00%, 05/01/28			561		571,311
6.75%, 05/01/29			303		319,574
Level 3 Financing, Inc. ^(b)4.25%, 07/01/28			262		264,963
3.75%, 07/15/29			171		167,349
Lumen Technologies, Inc. 5.13%, 12/15/26^(b)			521		548,811
4.00%, 02/15/27^(b)			121		123,593
4.50%, 01/15/29^(b)			366		356,960
Series P, 7.60%, 09/15/39			148		169,460
Series U, 7.65%, 03/15/42			225		255,937
Series W, 6.75%, 12/01/23			74		81,686
Series Y, 7.50%, 04/01/24			219		245,466
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25^(f)			163		170,335
SoftBank Group Corp., 5.00%, 04/15/28	EUR		100		132,222
Sprint Capital Corp. 6.88%, 11/15/28	USD		811		1,022,647
8.75%, 03/15/32			359		530,871
Switch Ltd., 3.75%, 09/15/28^(b)			234		230,424
Telecom Italia Capital SA 6.38%, 11/15/33			131		154,195
6.00%, 09/30/34			337		382,209
7.20%, 07/18/36			60		75,722
7.72%, 06/04/38			79		105,366
Telecom Italia SpA 5.30%, 05/30/24^(b)			200		216,615
3.00%, 09/30/25	EUR		100		125,667
1.63%, 01/18/29			100		114,572
Verizon Communications, Inc. 6.40%, 02/15/38	USD		5,700		7,449,773
6.55%, 09/15/43^(l)			6,751		9,978,196
Zayo Group Holdings, Inc. ^(b)4.00%, 03/01/27			516		506,970
6.13%, 03/01/28			848		870,260

					34,203,666

Education — 0.0%
Bright Scholar Education Holdings Ltd., 7.45%, 07/31/22			289		299,747


Electric Utilities — 3.3%
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		522,745
Duke Energy Carolinas LLC 6.10%, 06/01/37			640		851,620
6.00%, 01/15/38			1,675		2,247,192
4.25%, 12/15/41			750		855,761
Duke Energy Florida LLC 6.35%, 09/15/37			2,775		3,872,916
6.40%, 06/15/38			770		1,093,857


Security		Par (000)		Value

Electric Utilities (continued)
E.ON International Finance BV, 6.65%, 04/30/38^(b)	USD		3,100	$	4,300,557
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(b)			201		201,754
Energuate Trust, 5.88%, 05/03/27^(b)			201		212,075
FirstEnergy Corp.
2.65%, 03/01/30			17		16,166
Series B, 4.40%, 07/15/27			91		97,825
Series B, 2.25%, 09/01/30			14		12,985
Series C, 5.35%, 07/15/47			342		384,125
Series C, 3.40%, 03/01/50			105		91,875
FirstEnergy Transmission LLC^(b)
5.45%, 07/15/44			233		269,199
4.55%, 04/01/49			109		114,946
NextEra Energy Operating Partners LP, 4.25%, 09/15/24^(b)			3		3,165
Ohio Power Co., Series D, 6.60%, 03/01/33			3,000		4,010,790
PacifiCorp, 6.25%, 10/15/37			1,225		1,663,699
PG&E Corp., 5.25%, 07/01/30			157		166,420
Pike Corp., 5.50%, 09/01/28^(b)			113		114,978
Public Power Corp SA, 3.88%, 03/30/26	EUR		100		119,050
Southern California Edison Co., 5.63%, 02/01/36	USD		1,300		1,616,793
Virginia Electric & Power Co., Series A, 6.00%, 05/15/37			3,920		5,257,865

					28,098,358

Electrical Equipment^(b)— 0.0%
Gates Global LLC/Gates Corp., 6.25%, 01/15/26			212		222,070
GrafTech Finance, Inc., 4.63%, 12/15/28			91		91,683

					313,753

Electronic Equipment, Instruments & Components — 0.4%
BWX Technologies, Inc.^(b)
5.38%, 07/15/26			136		140,420
4.13%, 06/30/28			169		171,112
CDW LLC/CDW Finance Corp., 3.25%, 02/15/29			147		145,163
Corning, Inc., 4.38%, 11/15/57			2,000		2,184,324
Energizer Holdings, Inc.^(b)
4.75%, 06/15/28			172		177,375
4.38%, 03/31/29			13		13,046
Itron, Inc., 5.00%, 01/15/26^(b)			18		18,441
Xerox Corp., 4.80%, 03/01/35			122		122,056

					2,971,937

Energy Equipment & Services — 0.3%
Anton Oilfield Services Group/Hong Kong, 7.50%,
12/02/22			200		187,625
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			227		236,647
6.25%, 04/01/28			447		454,063
ChampionX Corp., 6.38%, 05/01/26			146		152,935
Halliburton Co., 5.00%, 11/15/45			500		557,427
Pioneer Energy Services Corp.^(b)(c)(f)
(11.00% Cash or 11.00% PIK), 11.00%, 05/15/25			219		218,640
(5.00% PIK), 5.00%, 11/15/25⁽ⁱ⁾			155		155,504
TechnipFMC PLC, 6.50%, 02/01/26^(b)			216		226,010
USA Compression Partners LP/USA Compression
Finance Corp.
6.88%, 04/01/26			237		243,073
6.88%, 09/01/27			413		425,390

					2,857,314


Security		Par (000)		Value

Environmental, Maintenance, & Security Service — 0.2%
Clean Harbors, Inc., 5.13%, 07/15/29^(b)	USD		109	$	115,718
Covanta Holding Corp., 5.00%, 09/01/30			93		93,930
GFL Environmental, Inc.^(b)
4.25%, 06/01/25			98		100,940
3.75%, 08/01/25			177		179,655
5.13%, 12/15/26			361		380,404
8.50%, 05/01/27			140		154,175
4.00%, 08/01/28			225		217,687
3.50%, 09/01/28			131		127,070
Stericycle, Inc., 3.88%, 01/15/29^(b)			108		106,650
Tervita Corp., 11.00%, 12/01/25^(b)			128		145,280
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)			318		325,552

					1,947,061

Equity Real Estate Investment Trusts (REITs) — 1.3%
ERP Operating LP, 4.50%, 06/01/45			1,155		1,344,620
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27^(b)			144		140,360
Healthpeak Properties, Inc., 4.00%, 06/01/25			2,000		2,210,701
Iron Mountain, Inc.^(b)
5.25%, 03/15/28			77		79,984
5.25%, 07/15/30			356		367,321
5.63%, 07/15/32			289		302,005
LMIRT Capital Pte Ltd., 7.25%, 06/19/24			250		255,234
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.
5.63%, 05/01/24			123		132,024
4.63%, 06/15/25^(b)			256		270,003
4.50%, 09/01/26			198		207,225
5.75%, 02/01/27			16		17,639
4.50%, 01/15/28			205		212,114
3.88%, 02/15/29^(b)			208		207,194
MPT Operating Partnership LP/MPT Finance Corp.
5.00%, 10/15/27			28		29,456
4.63%, 08/01/29			376		395,563
3.50%, 03/15/31			610		598,605
RHP Hotel Properties LP/RHP Finance Corp.
4.75%, 10/15/27			304		311,181
4.50%, 02/15/29^(b)			121		121,480
Simon Property Group LP, 4.75%, 03/15/42			1,670		1,928,729
Starwood Property Trust, Inc., 5.00%, 12/15/21			77		78,059
Trust Fibra Uno, 6.95%, 01/30/44			476		552,309
Ventas Realty LP, 4.13%, 01/15/26			870		974,926

					10,736,732

Food & Staples Retailing — 0.8%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons
LP/Albertsons LLC^(b)
3.25%, 03/15/26			200		199,234
7.50%, 03/15/26			65		71,800
4.63%, 01/15/27			215		222,836
5.88%, 02/15/28			219		233,509
4.88%, 02/15/30			95		97,660
Cydsa SAB de CV, 6.25%, 10/04/27^(b)			319		334,152
Grupo KUO SAB de CV, 5.75%, 07/07/27^(b)			200		209,812
Health & Happiness H&H International Holdings Ltd.,
5.63%, 10/24/24			200		208,500
Kraft Heinz Foods Co.
4.25%, 03/01/31			681		749,738
5.00%, 07/15/35			85		97,831
6.88%, 01/26/39			160		220,413


Security		Par (000)		Value

Food & Staples Retailing (continued)
Kraft Heinz Foods Co. (continued) 4.63%, 10/01/39	USD		53	$	57,262
6.50%, 02/09/40			110		143,649
5.00%, 06/04/42			86		96,785
5.20%, 07/15/45			95		109,873
4.38%, 06/01/46			275		287,476
4.88%, 10/01/49			600		672,968
5.50%, 06/01/50			800		979,361
Lamb Weston Holdings, Inc., 4.88%, 05/15/28^(b)			53		57,229
Post Holdings, Inc. ^(b)4.63%, 04/15/30			117		117,293
4.50%, 09/15/31			153		151,317
U.S. Foods, Inc., 4.75%, 02/15/29^(b)			203		203,000
Walgreens Boots Alliance, Inc., 4.80%, 11/18/44			1,000		1,107,253

					6,628,951

Food Products — 0.2%
Aramark Services, Inc. 5.00%, 04/01/25^(b)			138		141,277
6.38%, 05/01/25^(b)			164		173,840
4.75%, 06/01/26			154		158,312
5.00%, 02/01/28^(b)			163		169,153
Chobani LLC/Chobani Finance Corp., Inc.^(b)7.50%, 04/15/25			262		272,729
4.63%, 11/15/28			162		165,240
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%^(a)(b)(k)			200		211,500
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28^(b)			93		101,603
JBS USA LUX SA/JBS USA Food Co./JBS USA
Finance, Inc., 6.50%, 04/15/29^(b)			86		97,137
MHP Lux SA, 6.25%, 09/19/29^(b)			400		396,500
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29^(b)			193		194,693

					2,081,984

Gas Utilities — 0.0%
Superior Plus LP/Superior General Partner, Inc., 4.50%, 03/15/29^(b)			90		90,918


Health Care Equipment & Supplies — 0.3%
Avantor Funding, Inc., 4.63%, 07/15/28^(b)			462		482,494
Hologic, Inc., 3.25%, 02/15/29^(b)			25		24,687
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA ^(b)7.38%, 06/01/25			240		258,024
7.25%, 02/01/28			721		789,971
Thermo Fisher Scientific, Inc., 5.30%, 02/01/44			1,000		1,322,372

					2,877,548

Health Care Providers & Services — 1.8%
Acadia Healthcare Co., Inc. ^(b)5.50%, 07/01/28			66		69,482
5.00%, 04/15/29			114		118,300
AdaptHealth LLC ^(b)6.13%, 08/01/28			98		103,880
4.63%, 08/01/29			73		72,635
Aetna, Inc., 4.50%, 05/15/42			575		655,099
AHP Health Partners, Inc., 9.75%, 07/15/26^(b)			351		380,396
Anthem, Inc. 2.75%, 10/15/42⁽ⁱ⁾			86		430,972


Security		Par (000)		Value

Health Care Providers & Services (continued)
Anthem, Inc. (continued) 4.38%, 12/01/47	USD		1,000	$	1,151,860
Centene Corp. 4.25%, 12/15/27			264		277,695
4.63%, 12/15/29			858		928,618
3.00%, 10/15/30			400		399,336
2.50%, 03/01/31			551		526,216
CHS/Community Health Systems, Inc. ^(b)8.13%, 06/30/24			144		151,063
6.63%, 02/15/25			386		407,473
8.00%, 03/15/26			1,093		1,181,861
5.63%, 03/15/27			433		453,567
6.00%, 01/15/29			356		376,470
DaVita, Inc., 4.63%, 06/01/30^(b)			103		104,943
Encompass Health Corp. 4.75%, 02/01/30			136		139,903
4.63%, 04/01/31			68		70,380
HCA, Inc. 5.63%, 09/01/28			103		118,450
5.88%, 02/01/29			126		146,790
3.50%, 09/01/30			597		602,056
5.50%, 06/15/47			1,090		1,355,736
Legacy LifePoint Health LLC ^(b)6.75%, 04/15/25			130		138,125
4.38%, 02/15/27			65		63,700
LifePoint Health, Inc., 5.38%, 01/15/29^(b)			302		297,470
ModivCare, Inc., 5.88%, 11/15/25^(b)			48		50,520
Molina Healthcare, Inc. ^(b)4.38%, 06/15/28			146		150,228
3.88%, 11/15/30			189		194,434
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		815,585
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			118		125,965
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			68		73,610
Surgery Center Holdings, Inc. ^(b)6.75%, 07/01/25			378		386,392
10.00%, 04/15/27			475		523,687
Tenet Healthcare Corp. ^(b)4.63%, 09/01/24			98		100,818
7.50%, 04/01/25			119		128,481
4.88%, 01/01/26			720		748,627
6.25%, 02/01/27			40		42,235
5.13%, 11/01/27			478		499,845
4.63%, 06/15/28			55		56,374
6.13%, 10/01/28			290		302,688

					14,921,965

Health Care Technology — 0.2%
Catalent Pharma Solutions, Inc. 2.38%, 03/01/28	EUR		100		116,708
3.13%, 02/15/29^(b)	USD		123		118,080
Change Healthcare Holdings LLC/Change Healthcare
Finance, Inc., 5.75%, 03/01/25^(b)			518		528,023
Charles River Laboratories International, Inc. ^(b)4.25%, 05/01/28			67		69,010
4.00%, 03/15/31			66		67,092
IQVIA, Inc. ^(b)5.00%, 10/15/26			280		290,850
5.00%, 05/15/27			266		280,842
Mednax, Inc., 6.25%, 01/15/27^(b)			169		180,712


Security		Par (000)		Value

Health Care Technology (continued)
Syneos Health, Inc., 3.63%, 01/15/29^(b)	USD		216	$	210,060
Synlab Bondco PLC, (3 mo. EURIBOR + 4.75%), 4.75%, 07/01/25^(a)	EUR		100		118,813

					1,980,190

Hotels, Restaurants & Leisure — 2.1%
1011778 BC ULC/New Red Finance, Inc. ^(b)5.75%, 04/15/25	USD		82		87,125
3.88%, 01/15/28			163		164,751
4.38%, 01/15/28			215		216,015
Accor SA, (5 year EUR Swap + 4.56%), 4.38%^(a)(k)	EUR		100		120,946
Boyd Gaming Corp. 8.63%, 06/01/25^(b)	USD		65		72,280
6.38%, 04/01/26			99		102,218
6.00%, 08/15/26			68		70,800
4.75%, 12/01/27			121		123,327
Boyne USA, Inc., 7.25%, 05/01/25^(b)			120		124,740
Caesars Entertainment, Inc. ^(b)6.25%, 07/01/25			986		1,051,091
8.13%, 07/01/27			944		1,040,991
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)			205		216,336
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25^(b)			379		398,913
Champion Path Holdings Ltd. 4.50%, 01/27/26			200		207,937
4.85%, 01/27/28			200		208,910
Churchill Downs, Inc. ^(b)5.50%, 04/01/27			33		34,492
4.75%, 01/15/28			243		251,319
Corvias Campus Living USG LLC, 5.30%, 07/01/50^(c).			5,650		3,834,622
Fortune Star BVI Ltd. 5.95%, 01/29/23			200		204,625
6.75%, 07/02/23			250		261,953
5.95%, 10/19/25			400		418,000
5.05%, 01/27/27			200		200,560
Golden Nugget, Inc., 6.75%, 10/15/24^(b)			696		703,774
Hilton Domestic Operating Co., Inc. 5.38%, 05/01/25^(b)			39		41,106
4.88%, 01/15/30			254		269,443
4.00%, 05/01/31^(b)			184		184,000
Hilton Worldwide Finance LLC/Hilton Worldwide
Finance Corp., 4.88%, 04/01/27			44		45,925
Marriott Ownership Resorts, Inc./ILG LLC, 6.50%, 09/15/26			24		25,065
McDonald’s Corp., 3.70%, 02/15/42			1,750		1,826,802
Melco Resorts Finance Ltd., 5.25%, 04/26/26			250		257,891
Merlin Entertainments PLC, 5.75%, 06/15/26^(b)			200		211,500
MGM China Holdings Ltd., 5.88%, 05/15/26			450		471,094
MGM Resorts International 7.75%, 03/15/22			19		20,015
6.00%, 03/15/23			71		76,059
Powdr Corp., 6.00%, 08/01/25^(b)			267		281,378
Scientific Games International, Inc. 8.63%, 07/01/25^(b)			136		147,859
5.00%, 10/15/25^(b)			319		330,388
3.38%, 02/15/26	EUR		100		117,153
8.25%, 03/15/26^(b)	USD		203		217,717
7.00%, 05/15/28^(b)			100		106,861


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Scientific Games International, Inc. (continued)
7.25%, 11/15/29^(b)	USD		96	$	104,160
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)			508		549,275
Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25	GBP		100		145,442
Studio City Finance Ltd., 6.00%, 07/15/25	USD		300		315,949
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			105		111,956
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28^(b)			104		105,196
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.,
5.25%, 05/15/27^(b)			125		130,891
Wynn Macau Ltd.
4.88%, 10/01/24			200		202,562
5.50%, 01/15/26			317		329,680
5.50%, 10/01/27			200		207,750
Wynn Resorts Finance LLC/Wynn Resorts Capital
Corp.^(b)
7.75%, 04/15/25			163		176,706
5.13%, 10/01/29			493		504,585
Yum! Brands, Inc.
4.75%, 01/15/30^(b)			2		2,115
3.63%, 03/15/31			62		59,598
5.35%, 11/01/43			44		46,420

					17,738,266

Household Durables — 0.3%
Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp., 4.88%, 02/15/30^(b)			202		202,125
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			158		169,455
Controladora Mabe SA de CV, 5.60%, 10/23/28^(b)			215		249,937
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			206		220,420
Lennar Corp., 4.75%, 05/30/25			2		2,228
Mattamy Group Corp., 4.63%, 03/01/30^(b)			159		157,932
Meritage Homes Corp., 5.13%, 06/06/27			35		38,413
Modern Land China Co. Ltd., 9.80%, 04/11/23			200		191,000
NCR Corp.^(b)
5.75%, 09/01/27			108		114,277
5.00%, 10/01/28			73		73,730
5.13%, 04/15/29^(d)			117		117,878
6.13%, 09/01/29			57		60,349
5.25%, 10/01/30			74		74,934
Taylor Morrison Communities, Inc.^(b)
5.88%, 06/15/27			119		131,495
5.13%, 08/01/30			37		39,312
Tempur Sealy International, Inc.
5.50%, 06/15/26			67		69,429
4.00%, 04/15/29^(b)			208		206,960
Toll Brothers Finance Corp., 4.35%, 02/15/28			8		8,650
Tri Pointe Homes, Inc., 5.25%, 06/01/27			28		29,960

					2,158,484

Household Products — 0.0%
Kronos Acquisition Holdings, Inc./KIK Custom Products, Inc., 5.00%, 12/31/26^(b)			48		48,000


Independent Power and Renewable Electricity Producers — 0.4%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24			200		220,187
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24			200		211,437
Calpine Corp.^(b)
5.25%, 06/01/26			10		10,283
4.50%, 02/15/28			69		69,580
5.13%, 03/15/28			879		883,087
4.63%, 02/01/29			117		113,992


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers (continued)
Calpine Corp.^(b)(continued)
5.00%, 02/01/31	USD		168	$	163,968
3.75%, 03/01/31			4		3,812
Clearway Energy Operating LLC, 4.75%, 03/15/28^(b)			84		87,393
Greenko Dutch BV
5.25%, 07/24/24			200		207,375
3.85%, 03/29/26			200		200,688
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26			200		213,375
India Green Energy Holdings, 5.38%, 04/29/24			250		259,687
NRG Energy, Inc.^(b)
5.25%, 06/15/29			137		146,590
3.63%, 02/15/31			230		224,250
ReNew Power Pvt Ltd., 5.88%, 03/05/27			306		324,647
ReNew Power Synthetic, 6.67%, 03/12/24			200		210,125
TerraForm Power Operating LLC, 4.75%, 01/15/30^(b)			121		125,636

					3,676,112

Insurance — 3.5%
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^(b)
4.25%, 10/15/27			749		749,936
6.75%, 10/15/27			1,126		1,198,481
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25			1,495		1,603,947
Allstate Corp.^(a)
(3 mo. LIBOR US + 2.12%), 6.50%, 05/15/67			4,100		5,258,250
Series B, (3 mo. LIBOR US + 2.94%), 5.75%, 08/15/53			2,000		2,115,000
AmWINS Group, Inc., 7.75%, 07/01/26^(b)			67		71,690
Aon PLC
3.88%, 12/15/25			1,445		1,596,736
4.60%, 06/14/44			500		594,793
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%^(a)(k)			333		356,974
Assicurazioni Generali SpA, (3 mo. EURIBOR + 5.35%), 5.50%, 10/27/47^(a)	EUR		100		143,363
AssuredPartners, Inc., 5.63%, 01/15/29^(b)	USD		177		180,363
Five Corners Funding Trust, 4.42%, 11/15/23^(b)			2,050		2,248,779
Galaxy Bidco Ltd., 6.50%, 07/31/26	GBP		100		145,897
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)	USD		185		198,644
HUB International Ltd., 7.00%, 05/01/26^(b)			415		430,940
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(b)			2,000		2,754,390
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, (3 mo. EURIBOR + 3.50%), 6.00%, 05/26/41^(a)	EUR		400		472,844
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(b)	USD		720		776,689
Prudential Financial, Inc.
5.90%, 03/17/36			500		629,414
5.70%, 12/14/36			1,625		2,193,404
Teachers Insurance & Annuity Association of America,
4.27%, 05/15/47^(b)			700		786,814
Unipol Gruppo SpA, 3.25%, 09/23/30	EUR		100		124,035
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%),
5.65%, 05/15/53^(a)	USD		4,500		4,813,301

					29,444,684

Interactive Media & Services — 0.2%
21Vianet Group, Inc., 7.88%, 10/15/21			200		203,500
Arches Buyer, Inc., 4.25%, 06/01/28^(b)			73		72,869
Cablevision Lightpath LLC^(b)
3.88%, 09/15/27			220		217,800


Security		Par (000)		Value

Interactive Media & Services (continued) Cablevision Lightpath LLC ^(b)(continued)
5.63%, 09/15/28	USD		419	$	425,159
Netflix, Inc. 5.88%, 11/15/28			121		146,358
6.38%, 05/15/29			23		28,520
5.38%, 11/15/29^(b)			386		456,464
3.63%, 06/15/30	EUR		100		137,089
4.88%, 06/15/30^(b)	USD		2		2,303
Northwest Fiber LLC/Northwest Fiber Finance Sub,
Inc., 6.00%, 02/15/28^(b)			166		165,585
Twitter, Inc., 3.88%, 12/15/27^(b)			129		135,255

					1,990,902

Internet Software & Services^(b)— 0.3%
Booking Holdings, Inc., 0.75%, 05/01/25⁽ⁱ⁾			324		476,280
Go Daddy Operating Co. LLC/GD Finance Co., Inc. 5.25%, 12/01/27			27		28,552
3.50%, 03/01/29			84		82,530
Match Group Holdings II LLC, 4.13%, 08/01/30			36		36,101
Uber Technologies, Inc. 7.50%, 05/15/25			604		651,819
0.00%, 12/15/25^(i)(j)			462		485,389
8.00%, 11/01/26			283		306,347
7.50%, 09/15/27			517		571,068
6.25%, 01/15/28			133		144,864

					2,782,950

IT Services — 0.6%
Austin BidCo, Inc., 7.13%, 12/15/28^(b)			48		48,840
Banff Merger Sub, Inc., 9.75%, 09/01/26^(b)			880		937,200
Booz Allen Hamilton, Inc., 3.88%, 09/01/28^(b)			190		190,998
Camelot Finance SA, 4.50%, 11/01/26^(b)			207		214,021
Castle US Holding Corp., 9.50%, 02/15/28^(b)			202		206,040
Dun & Bradstreet Corp. ^(b)6.88%, 08/15/26			162		172,967
10.25%, 02/15/27			131		146,229
Fair Isaac Corp., 4.00%, 06/15/28^(b)			107		109,734
Fidelity National Information Services, Inc., 4.50%, 08/15/46			1,000		1,148,988
Gartner, Inc. ^(b)4.50%, 07/01/28			199		205,219
3.75%, 10/01/30			175		173,553
Presidio Holdings, Inc., 4.88%, 02/01/27^(b)			181		185,529
Rackspace Technology Global, Inc., 5.38%, 12/01/28^(b)			284		288,778
Science Applications International Corp., 4.88%, 04/01/28^(b)			173		178,839
Tempo Acquisition LLC/Tempo Acquisition Finance Corp. ^(b)5.75%, 06/01/25			168		177,450
6.75%, 06/01/25			575		587,578
Twilio, Inc., 3.88%, 03/15/31			86		87,837
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			169		165,743

					5,225,543

Leisure Products — 0.0%
Mattel, Inc. 6.75%, 12/31/25^(b)			57		59,933
5.88%, 12/15/27^(b)			77		84,532


Security		Par (000)		Value

Leisure Products (continued)
Mattel, Inc. (continued) 3.75%, 04/01/29^(b)	USD		69	$	69,431
6.20%, 10/01/40			86		100,835
5.45%, 11/01/41			70		76,475

					391,206

Machinery — 0.3%
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28^(b)			71		70,379
Colfax Corp., 6.38%, 02/15/26^(b)(m)			79		84,036
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(f)			226		245,775
Platin 1426 GmbH, 5.38%, 06/15/23	EUR		100		118,234
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(b)	USD		114		116,314
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)			90		96,525
Terex Corp. ^(b)5.63%, 02/01/25			147		151,135
5.00%, 05/15/29^(d)			201		208,075
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(b)			434		450,796
Vertical Holdco GmbH, 7.63%, 07/15/28^(b)			200		215,050
Vertical Midco GmbH, 4.38%, 07/15/27	EUR		100		123,157
Vertical US Newco, Inc., 5.25%, 07/15/27^(b)	USD		266		278,469

					2,157,945

Media — 5.4%
Altice Financing SA 7.50%, 05/15/26^(b)			402		420,090
3.00%, 01/15/28	EUR		100		112,132
5.00%, 01/15/28^(b)	USD		239		235,997
Altice France Holding SA^(b)10.50%, 05/15/27.			1,288		1,448,639
6.00%, 02/15/28			257		253,220
AMC Networks, Inc. 5.00%, 04/01/24			2		2,025
4.75%, 08/01/25			135		138,486
4.25%, 02/15/29			83		80,718
Bell Canada, 3.65%, 03/17/51			335		338,657
Block Communications, Inc., 4.88%, 03/01/28^(b)			87		88,610
Cable One, Inc.^(b)1.13%, 03/15/28⁽ⁱ⁾			422		425,165
4.00%, 11/15/30			66		65,287
CCO Holdings LLC/CCO Holdings Capital Corp. ^(b)5.88%, 05/01/27			18		18,576
5.00%, 02/01/28			189		199,896
5.38%, 06/01/29			155		166,238
4.75%, 03/01/30			132		136,785
4.50%, 08/15/30			607		618,654
4.25%, 02/01/31			419		419,930
4.50%, 05/01/32			682		690,525
Charter Communications Operating LLC/Charter Communications Operating Capital 4.91%, 07/23/25			4,700		5,328,140
4.80%, 03/01/50			1,000		1,072,715
Clear Channel International BV, 6.63%, 08/01/25^(b)			256		267,548
Clear Channel Outdoor Holdings, Inc., 7.75%, 04/15/28^(b)			328		324,392
Clear Channel Worldwide Holdings, Inc. 9.25%, 02/15/24			200		208,060


Security		Par (000)		Value

Media (continued) Clear Channel Worldwide Holdings, Inc. (continued)
5.13%, 08/15/27^(b)	USD		993	$	998,710
Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22			2,600		2,981,256
Comcast Corp. 6.45%, 03/15/37			790		1,120,593
4.60%, 08/15/45			2,000		2,417,958
4.70%, 10/15/48			3,000		3,706,931
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26^(b)			1,493		1,589,657
CSC Holdings LLC 5.25%, 06/01/24			166		179,072
5.75%, 01/15/30^(b)			443		466,588
4.63%, 12/01/30^(b)			897		882,303
Diamond Sports Group LLC/Diamond Sports Finance
Co., 5.38%, 08/15/26^(b)			366		263,520
Discovery Communications LLC 3.25%, 04/01/23			1,850		1,932,780
3.45%, 03/15/25			210		225,429
DISH DBS Corp. 6.75%, 06/01/21			443		446,544
5.88%, 07/15/22			124		129,518
5.00%, 03/15/23			284		296,283
7.75%, 07/01/26			614		677,693
DISH Network Corp. ⁽ⁱ⁾2.38%, 03/15/24			210		201,862
3.38%, 08/15/26			259		248,977
Entercom Media Corp., 6.50%, 05/01/27^(b)			173		178,839
GCI LLC, 4.75%, 10/15/28^(b)			61		62,449
Hughes Satellite Systems Corp., 5.25%, 08/01/26			70		77,034
iHeartCommunications, Inc. 6.38%, 05/01/26			91		96,963
5.25%, 08/15/27^(b)			66		67,888
4.75%, 01/15/28^(b)			50		50,375
LCPR Senior Secured Financing DAC, 5.13%, 07/15/29^(b)			449		456,911
Liberty Broadband Corp.^(b)(i)1.25%, 09/30/50			339		331,542
2.75%, 09/30/50			556		561,788
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(f)			221		221,066
Lions Gate Capital Holdings LLC ^(b)6.38%, 02/01/24			16		16,510
5.88%, 11/01/24			109		112,202
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)			200		210,500
Live Nation Entertainment, Inc. 2.50%, 03/15/23⁽ⁱ⁾			320		447,008
4.88%, 11/01/24^(b)			21		21,372
2.00%, 02/15/25⁽ⁱ⁾			107		118,503
6.50%, 05/15/27^(b)			695		771,450
4.75%, 10/15/27^(b)			176		177,320
3.75%, 01/15/28^(b)			126		124,268
Lorca Telecom Bondco SA, 4.00%, 09/18/27	EUR		100		120,191
Meredith Corp., 6.88%, 02/01/26	USD		18		18,512
Midcontinent Communications/Midcontinent Finance
Corp., 5.38%, 08/15/27^(b)			108		112,288
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%^(a)(k)			648		684,247


Security		Par (000)		Value

Media (continued)
Outfront Media Capital LLC/Outfront Media Capital Corp. (b)
5.00%, 08/15/27	USD		233	$	235,330
4.25%, 01/15/29			81		77,980
Qualitytech LP/QTS Finance Corp., 3.88%, 10/01/28^(b)			129		128,355
Radiate Holdco LLC/Radiate Finance, Inc. ^(b)4.50%, 09/15/26			389		393,376
6.50%, 09/15/28			1,050		1,108,747
Sable International Finance Ltd. 5.75%, 09/07/27			202		211,847
5.75%, 09/07/27^(b)			200		210,750
Scripps Escrow II, Inc.^(b)3.88%, 01/15/29			11		10,808
5.38%, 01/15/31			113		112,153
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)			182		175,402
Sirius XM Radio, Inc.^(b)5.00%, 08/01/27			63		66,090
5.50%, 07/01/29			159		171,919
4.13%, 07/01/30			249		249,286
Summer BC Holdco B Sarl, 5.75%, 10/31/26	EUR		100		123,368
TCI Communications, Inc., 7.88%, 02/15/26	USD		610		792,729
TEGNA, Inc., 5.50%, 09/15/24^(b)			19		19,309
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(b)			200		210,000
Telesat Canada/Telesat LLC, 4.88%, 06/01/27^(b)			165		165,000
Terrier Media Buyer, Inc., 8.88%, 12/15/27^(b)			622		669,303
Univision Communications, Inc., 5.13%, 02/15/25^(b)			52		52,650
UPCB Finance VII Ltd., 3.63%, 06/15/29	EUR		100		118,443
ViacomCBS, Inc., 5.85%, 09/01/43	USD		645		823,799
Videotron Ltd., 5.13%, 04/15/27^(b)			130		137,394
Virgin Media Secured Finance PLC, 5.50%, 05/15/29^(b)			400		424,500
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28^(b)			507		515,872
VTR Comunicaciones SpA, 4.38%, 04/15/29^(b)			200		200,800
Walt Disney Co., 7.63%, 11/30/28			385		525,646
WMG Acquisition Corp. ^(b)5.50%, 04/15/26			11		11,309
3.88%, 07/15/30			37		37,357
Ziggo Bond Co. BV ^(b)6.00%, 01/15/27			150		156,375
5.13%, 02/28/30			200		204,500
Ziggo BV, 5.50%, 01/15/27^(b)			249		259,271

					45,465,053

Metals & Mining — 1.0%
ABJA Investment Co. Pte Ltd. 5.95%, 07/31/24			450		485,297
5.45%, 01/24/28			200		205,950
Allegheny Technologies, Inc., 7.88%, 08/15/23			82		88,945
Arconic Corp. ^(b)6.00%, 05/15/25			87		93,767
6.13%, 02/15/28			233		248,145
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29^(b)			835		909,481
Constellium SE ^(b)5.88%, 02/15/26			269		277,204
5.63%, 06/15/28			250		263,812
3.75%, 04/15/29			341		326,023


Security		Par (000)		Value

Metals & Mining (continued)
Freeport-McMoRan, Inc. 4.38%, 08/01/28	USD		217	$	230,183
5.45%, 03/15/43			547		658,041
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(b)			200		216,813
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(b)			164		167,600
JSW Steel Ltd., 5.95%, 04/18/24			200		212,563
Kaiser Aluminum Corp. ^(b)6.50%, 05/01/25			68		72,060
4.63%, 03/01/28			38		38,895
Mongolian Mining Corp/Energy Resources LLC, 9.25%, 04/15/24^(b)			200		187,375
New Gold, Inc.^(b)6.38%, 05/15/25			13		13,390
7.50%, 07/15/27			470		486,779
Nexa Resources SA, 5.38%, 05/04/27^(b)			299		324,490
Novelis Corp.^(b)5.88%, 09/30/26			149		155,519
4.75%, 01/30/30			646		665,832
Periama Holdings LLC, 5.95%, 04/19/26			400		422,000
Rio Tinto Finance USA PLC, 4.75%, 03/22/42			400		496,662
thyssenkrupp AG, 2.88%, 02/22/24	EUR		51		60,901
Vale Overseas Ltd. 6.25%, 08/10/26	USD		133		157,705
3.75%, 07/08/30			120		124,788
Vedanta Resources Finance II PLC 8.00%, 04/23/23			313		285,725
13.88%, 01/21/24			400		431,625
8.95%, 03/11/25			200		191,100

					8,498,670

Multi-line Retail^(b)— 0.0%
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26			268		273,360
Nordstrom, Inc., 8.75%, 05/15/25			91		102,991

					376,351

Multi-Utilities — 0.2%
KeySpan Gas East Corp., 5.82%, 04/01/41^(b)			1,010		1,313,509


Offshore Drilling & Other Services — 0.0%
Entegris, Inc., 4.38%, 04/15/28^(b)			113		116,520


Oil, Gas & Consumable Fuels — 7.3%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)			557		576,495
Antero Midstream Partners LP/Antero Midstream
Finance Corp. ^(b)7.88%, 05/15/26			139		149,497
5.75%, 03/01/27			55		55,012
Antero Resources Corp., 7.63%, 02/01/29^(b)			254		270,510
Apache Corp. 4.88%, 11/15/27			141		144,525
4.38%, 10/15/28			8		7,976
5.10%, 09/01/40			160		156,400
5.25%, 02/01/42			25		24,625
4.75%, 04/15/43			230		213,325
4.25%, 01/15/44			125		112,499
5.35%, 07/01/49			48		45,840
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 9.00%, 11/01/27^(b)			384		487,680


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34^(j)	USD		148	$	108,448
Blue Racer Midstream LLC/Blue Racer Finance
Corp., 7.63%, 12/15/25^(b)			112		120,705
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)			250		251,950
Buckeye Partners LP 4.13%, 03/01/25^(b)			179		182,632
4.50%, 03/01/28^(b)			208		208,520
5.85%, 11/15/43			94		91,308
5.60%, 10/15/44			119		114,776
Burlington Resources LLC, 5.95%, 10/15/36			685		917,967
Callon Petroleum Co., 9.00%, 04/01/25^(b)			587		595,441
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31⁽ⁱ⁾	EUR		100		112,893
Cenovus Energy, Inc. 4.25%, 04/15/27	USD		400		432,606
5.40%, 06/15/47			76		84,613
Centennial Resource Production LLC 6.88%, 04/01/27^(b)			171		152,190
3.25%, 04/01/28⁽ⁱ⁾			295		282,108
Cheniere Energy Partners LP 5.63%, 10/01/26			72		75,290
4.50%, 10/01/29			354		367,105
4.00%, 03/01/31^(b)			417		424,297
Cheniere Energy, Inc., 4.63%, 10/15/28^(b)			874		907,684
Chesapeake Energy Corp. ^(b)5.50%, 02/01/26			38		39,554
5.88%, 02/01/29			119		126,140
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			298		295,765
CNX Resources Corp. ^(b)2.25%, 05/01/26⁽ⁱ⁾			196		264,855
7.25%, 03/14/27			48		51,557
6.00%, 01/15/29			211		219,267
Colgate Energy Partners III LLC, 7.75%, 02/15/26^(b)			181		177,418
Comstock Resources, Inc. 7.50%, 05/15/25^(b)			102		105,825
9.75%, 08/15/26			56		60,900
6.75%, 03/01/29^(b)			344		352,600
ConocoPhillips, 6.50%, 02/01/39			600		856,372
Continental Resources, Inc. 5.00%, 09/15/22			105		105,084
4.50%, 04/15/23			20		20,714
5.75%, 01/15/31^(b)			151		170,609
4.90%, 06/01/44			157		157,003
Crestwood Midstream Partners LP/Crestwood
Midstream Finance Corp. 6.25%, 04/01/23			11		11,002
5.63%, 05/01/27^(b)			158		155,235
6.00%, 02/01/29^(b)			138		135,930
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(b)			735		749,862
DCP Midstream Operating LP ^(b)6.45%, 11/03/36			148		165,390
6.75%, 09/15/37			222		247,808
Devon Energy Corp. 5.85%, 12/15/25			1,000		1,166,025
4.75%, 05/15/42			300		318,273
Double Eagle III Midco 1 LLC/Double Eagle Finance Corp., 7.75%, 12/15/25^(b)			467		498,625
Dycom Industries, Inc., 4.50%, 04/15/29^(b)			69		69,173
eG Global Finance PLC 6.75%, 02/07/25^(b)			441		450,922


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
eG Global Finance PLC (continued)
6.25%, 10/30/25	EUR		142	$	169,504
8.50%, 10/30/25^(b)	USD		200		212,944
Enbridge, Inc.^(a)
(3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78			1,935		2,025,756
Series 20-A, (5 year CMT + 5.31%), 5.75%, 07/15/80			950		1,016,500
Endeavor Energy Resources LP/EER Finance, Inc. ^(b)6.63%, 07/15/25			128		136,799
5.50%, 01/30/26			463		480,501
5.75%, 01/30/28			239		252,460
Energy Transfer LP, 3.90%, 07/15/26			310		333,717
Energy Transfer Operating LP 4.05%, 03/15/25			500		540,247
4.75%, 01/15/26			1,250		1,387,934
5.30%, 04/15/47			540		569,908
EnLink Midstream LLC 5.63%, 01/15/28^(b)			116		112,170
5.38%, 06/01/29			50		46,750
EnLink Midstream Partners LP 4.40%, 04/01/24			144		145,152
4.15%, 06/01/25			10		9,777
4.85%, 07/15/26			67		64,724
5.60%, 04/01/44			135		112,050
5.05%, 04/01/45			22		17,018
Enterprise Products Operating LLC, 6.13%, 10/15/39 .			1,400		1,831,836
EOG Resources, Inc., 5.10%, 01/15/36			200		236,823
EQM Midstream Partners LP 6.00%, 07/01/25^(b)			176		189,420
4.13%, 12/01/26			68		67,490
6.50%, 07/01/27^(b)			245		266,376
4.50%, 01/15/29^(b)			159		154,939
4.75%, 01/15/31^(b)			544		527,680
EQT Corp. 1.75%, 05/01/26^(b)(i)			288		423,014
3.90%, 10/01/27			162		165,240
8.50%, 02/01/30			102		130,081
Genesis Energy LP/Genesis Energy Finance Corp. 5.63%, 06/15/24			102		99,705
6.50%, 10/01/25			29		28,427
7.75%, 02/01/28			75		75,023
Geopark Ltd., 6.50%, 09/21/24			200		207,313
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27			200		190,688
Great Western Petroleum LLC/Great Western
Finance Corp., 12.00%, 09/01/25^(b)			121		107,690
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			232		249,330
Hess Corp., 4.30%, 04/01/27			1,100		1,198,825
Hess Midstream Operations LP, 5.63%, 02/15/26^(b)			95		97,850
Hilcorp Energy I LP/Hilcorp Finance Co. ^(b)5.75%, 02/01/29			196		197,715
6.00%, 02/01/31			99		100,485
Hilong Holding Ltd., 8.25%, 09/26/22^(g)(h)			200		151,938
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26			200		209,250
Impulsora Pipeline LLC, 6.05%, 01/01/43^(c)			1,701		1,643,136
Indigo Natural Resources LLC, 5.38%, 02/01/29^(b)			309		304,430
Kinder Morgan, Inc. 4.30%, 06/01/25			1,750		1,954,254
5.05%, 02/15/46			1,750		1,978,214
Leviathan Bond Ltd., 5.75%, 06/30/23^(b)			175		182,983
Marathon Petroleum Corp., 6.50%, 03/01/41			2,049		2,724,035


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Matador Resources Co., 5.88%, 09/15/26	USD		671	$	653,386
Medco Bell Pte Ltd., 6.38%, 01/30/27			250		252,031
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26			288		306,270
MEG Energy Corp. ^(b)6.50%, 01/15/25			634		654,890
7.13%, 02/01/27			70		73,325
5.88%, 02/01/29			93		93,233
MPLX LP, 4.25%, 12/01/27			250		281,044
Murphy Oil Corp. 5.75%, 08/15/25			82		81,984
6.38%, 12/01/42			18		16,380
Murphy Oil USA, Inc., 4.75%, 09/15/29			95		99,750
New Enterprise Stone & Lime Co., Inc., 6.25%, 03/15/26^(b)			53		54,325
New Fortress Energy, Inc. ^(b)6.75%, 09/15/25			794		815,756
6.50%, 09/30/26			702		707,265
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)			244		250,710
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)			138		183,041
Northern Oil and Gas, Inc., 8.13%, 03/01/28^(b)			323		321,143
NuStar Logistics LP 6.00%, 06/01/26			99		106,730
6.38%, 10/01/30			17		18,381
Occidental Petroleum Corp. 2.70%, 08/15/22			207		207,078
2.70%, 02/15/23			94		93,786
6.95%, 07/01/24			43		47,183
2.90%, 08/15/24			308		304,624
5.50%, 12/01/25			90		95,175
3.40%, 04/15/26			46		44,666
3.20%, 08/15/26			13		12,474
3.00%, 02/15/27			3		2,823
8.88%, 07/15/30			22		27,742
6.13%, 01/01/31			319		352,240
4.30%, 08/15/39			323		273,907
6.20%, 03/15/40			614		630,885
4.50%, 07/15/44			284		242,076
4.63%, 06/15/45			337		294,909
6.60%, 03/15/46			18		19,172
4.40%, 04/15/46			294		251,793
4.10%, 02/15/47			44		35,256
4.20%, 03/15/48			199		161,707
4.40%, 08/15/49			71		59,375
Oil and Gas Holding Co., 7.63%, 11/07/24			200		222,563
Ovintiv Exploration, Inc. 5.75%, 01/30/22			59		60,933
5.38%, 01/01/26			22		24,245
Ovintiv, Inc. 7.38%, 11/01/31			52		66,144
6.50%, 08/15/34			72		87,168
Parsley Energy LLC/Parsley Finance Corp. ^(b)5.63%, 10/15/27			195		211,331
4.13%, 02/15/28			192		203,280
PBF Holding Co. LLC/PBF Finance Corp., 9.25%, 05/15/25^(b)			404		412,464
PDC Energy, Inc. 1.13%, 09/15/21⁽ⁱ⁾			150		148,688
6.13%, 09/15/24			117		120,057
6.25%, 12/01/25			34		34,170
5.75%, 05/15/26			164		170,109


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Pertamina Persero PT, 3.65%, 07/30/29	USD		239	$	250,054
Petrobras Global Finance BV 5.30%, 01/27/25			178		195,355
8.75%, 05/23/26			222		277,078
6.00%, 01/27/28			18		19,733
5.60%, 01/03/31			309		325,686
Petroleos Mexicanos 6.35%, 02/12/48			101		83,199
6.95%, 01/28/60			310		264,662
Pioneer Natural Resources Co., 0.25%, 05/15/25^(b)(i)			386		604,476
Puma International Financing SA, 5.13%, 10/06/24^(b).			200		199,938
Range Resources Corp, 9.25%, 02/01/26			42		45,634
Range Resources Corp. 5.88%, 07/01/22			30		30,150
5.00%, 08/15/22			170		173,009
5.00%, 03/15/23^(l)			122		123,983
4.88%, 05/15/25			10		9,900
8.25%, 01/15/29^(b)			123		131,610
Rattler Midstream LP, 5.63%, 07/15/25^(b)			159		166,015
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26			1,750		2,050,068
Saudi Arabian Oil Co., 2.25%, 11/24/30^(b)			220		211,101
SM Energy Co. 6.13%, 11/15/22			12		11,832
5.00%, 01/15/24			242		227,601
10.00%, 01/15/25^(b)			600		675,000
Southwestern Energy Co. 4.10%, 03/15/22			153		153,000
7.50%, 04/01/26			22		23,276
8.38%, 09/15/28			52		57,070
Stoneway Capital Corp., 10.00%, 03/01/27^(b)(g)(h)			469		184,810
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		1,336,191
Sunoco Logistics Partners Operations LP 5.30%, 04/01/44			212		223,339
5.40%, 10/01/47			92		99,341
Sunoco LP/Sunoco Finance Corp. 5.50%, 02/15/26			21		21,573
6.00%, 04/15/27			38		39,758
5.88%, 03/15/28			4		4,187
4.50%, 05/15/29^(b)			80		79,700
Tallgrass Energy Partners LP/Tallgrass Energy
Finance Corp., 5.50%, 09/15/24^(b)			158		160,370
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 5.88%, 04/15/26			111		116,203
5.38%, 02/01/27			2		2,074
6.50%, 07/15/27			105		114,101
5.00%, 01/15/28			133		138,486
6.88%, 01/15/29			349		384,493
5.50%, 03/01/30			230		241,500
4.88%, 02/01/31^(b)			61		61,808
Teine Energy Ltd., 6.88%, 04/15/29^(b)(d)			119		120,440
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		564,323
Transocean, Inc., 11.50%, 01/30/27^(b)			81		69,475
Vine Energy Holdings LLC, 6.75%, 04/15/29^(b)			376		376,000
Vine Oil & Gas LP/Vine Oil & Gas Finance Corp., 8.75%, 04/15/23^(b)			39		41,516
Viper Energy Partners LP, 5.38%, 11/01/27^(b)			114		118,560
Western Midstream Operating LP 3.95%, 06/01/25			118		121,187
4.75%, 08/15/28			25		26,125


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Western Midstream Operating LP (continued)
5.45%, 04/01/44	USD		229	$	234,840
5.30%, 03/01/48			193		193,683
5.50%, 08/15/48			58		57,079
6.50%, 02/01/50			622		672,537
Williams Cos., Inc. 3.90%, 01/15/25			1,150		1,245,334
4.00%, 09/15/25			750		822,370

					62,043,426

Personal Products — 0.0%
Edgewell Personal Care Co., 5.50%, 06/01/28^(b)			77		81,312


Pharmaceuticals — 2.3%
AbbVie, Inc. 5.00%, 12/15/21			758		773,115
3.80%, 03/15/25			3,250		3,550,754
3.60%, 05/14/25			870		947,801
3.20%, 05/14/26			500		540,158
4.55%, 03/15/35			2,140		2,485,141
4.45%, 05/14/46			2,095		2,413,793
Bausch Health Americas, Inc., 8.50%, 01/31/27^(b)			628		696,687
Bausch Health Cos., Inc.^(b)9.00%, 12/15/25			106		115,166
5.75%, 08/15/27			134		144,218
7.00%, 01/15/28			146		158,490
5.00%, 01/30/28			132		133,650
5.00%, 02/15/29			348		345,607
6.25%, 02/15/29			357		379,477
7.25%, 05/30/29			274		305,852
5.25%, 01/30/30			24		24,125
5.25%, 02/15/31			194		193,073
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27	EUR		100		118,795
CVS Health Corp. 5.13%, 07/20/45	USD		700		856,976
5.05%, 03/25/48			1,221		1,498,948
Elanco Animal Health, Inc., 5.90%, 08/28/28			6		6,803
Endo Dac/Endo Finance LLC/Endo Finco, Inc. ^(b)9.50%, 07/31/27			514		558,332
6.00%, 06/30/28			188		152,280
Endo Luxembourg Finance Co. I Sarl/Endo US, Inc., 6.13%, 04/01/29^(b)			326		328,852
Jaguar Holding Co. II/PPD Development LP^(b)4.63%, 06/15/25			324		338,029
5.00%, 06/15/28			271		282,246
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24	EUR		100		117,856
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25^(b)	USD		150		160,500
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)			625		662,906
Prestige Brands, Inc., 3.75%, 04/01/31^(b)			101		96,329
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25	EUR		100		129,107
Teva Pharmaceutical Finance Netherlands III BV, 7.13%, 01/31/25	USD		200		219,940
Utah Acquisition Sub, Inc., 3.95%, 06/15/26			750		826,118

					19,561,124


Security		Par (000)		Value

Producer Durables: Miscellaneous — 0.5%
Oracle Corp. 5.38%, 07/15/40	USD		3,025	$	3,710,170
4.00%, 11/15/47			400		413,080

					4,123,250

Real Estate Management & Development — 3.6%
Adler Real Estate AG, 3.00%, 04/27/26	EUR		100		122,530
Agile Group Holdings Ltd. 5.75%, 01/02/25	USD		200		204,438
6.05%, 10/13/25			450		465,328
(5 year CMT + 11.29%), 7.88%^(a)(k)			200		206,750
Central China Real Estate Ltd. 6.88%, 08/08/22			200		194,938
7.65%, 08/27/23			252		233,100
CFLD Cayman Investment Ltd. ^(g)(h)8.63%, 02/28/21			200		76,438
6.90%, 01/13/23			200		73,938
8.60%, 04/08/24			200		73,938
China Aoyuan Group Ltd. 7.50%, 05/10/21			200		199,994
6.35%, 02/08/24			296		296,647
5.98%, 08/18/25			489		479,067
6.20%, 03/24/26			450		431,016
China Evergrande Group 8.25%, 03/23/22			400		381,252
9.50%, 04/11/22			400		384,250
11.50%, 01/22/23			450		423,281
12.00%, 01/22/24			250		231,641
China SCE Group Holdings Ltd. 7.25%, 04/19/23			200		205,812
7.38%, 04/09/24			200		205,688
5.95%, 09/29/24			288		285,120
7.00%, 05/02/25			441		446,512
CIFI Holdings Group Co. Ltd. 6.55%, 03/28/24			200		212,250
6.45%, 11/07/24			200		212,562
5.95%, 10/20/25			500		531,406
Consus Real Estate AG, 9.63%, 05/15/24	EUR		100		123,620
Country Garden Holdings Co. Ltd. 6.50%, 04/08/24	USD		200		213,875
6.15%, 09/17/25			200		221,687
5.13%, 01/14/27			200		212,187
Easy Tactic Ltd. 9.13%, 07/28/22			200		199,313
5.88%, 02/13/23			288		265,712
8.13%, 02/27/23			200		191,000
11.75%, 08/02/23			200		203,438
8.63%, 02/27/24			200		185,500
Fantasia Holdings Group Co. Ltd. 11.75%, 04/17/22			200		203,840
10.88%, 01/09/23			307		305,753
11.88%, 06/01/23			400		394,750
9.25%, 07/28/23			300		276,562
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(b)			150		156,769
Global Prime Capital Pte Ltd. 5.50%, 10/18/23			200		203,188
5.95%, 01/23/25			200		207,000
Greenland Global Investment Ltd. 6.75%, 06/25/22			200		184,375
5.60%, 11/13/22			200		177,625


Security	Par (000)		Value

Real Estate Management & Development (continued)
Hopson Development Holdings Ltd., 7.50%, 06/27/22 . USD		431	$	440,024
Howard Hughes Corp. ^(b)5.38%, 08/01/28		107		112,484
4.13%, 02/01/29		98		95,817
4.38%, 02/01/31		147		143,968
Kaisa Group Holdings Ltd. 11.95%, 10/22/22		200		209,812
11.50%, 01/30/23		400		413,375
10.88%, 07/23/23		434		450,546
9.75%, 09/28/23		288		293,040
11.95%, 11/12/23		259		272,031
9.38%, 06/30/24		300		288,375
KWG Group Holdings Ltd. 7.88%, 08/09/21		200		202,938
7.88%, 09/01/23		200		206,250
7.40%, 03/05/24		200		209,687
5.88%, 11/10/24		400		404,875
Logan Group Co. Ltd. 6.50%, 07/16/23		200		205,000
6.90%, 06/09/24		200		211,812
5.75%, 01/14/25		200		209,937
4.50%, 01/13/28		328		318,160
MAF Sukuk Ltd., 4.64%, 05/14/29		200		221,562
New Metro Global Ltd. 6.80%, 08/05/23		400		419,750
4.50%, 05/02/26		400		390,500
Powerlong Real Estate Holdings Ltd., 7.13%, 11/08/22		200		208,437
Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 01/15/29^(b)		173		170,621
Redsun Properties Group Ltd. 9.95%, 04/11/22		200		206,812
9.70%, 04/16/23		432		446,850
7.30%, 01/13/25		200		192,938
RKPF Overseas Ltd.
Series 2019-A, 6.70%, 09/30/24		513		545,383
Series 2019-A, 6.00%, 09/04/25		288		298,710
Series 2020-A, 5.20%, 01/12/26		400		404,375
Ronshine China Holdings Ltd. 11.25%, 08/22/21		200		202,500
10.50%, 03/01/22		200		204,375
8.95%, 01/22/23		200		200,563
7.35%, 12/15/23		433		409,456
Scenery Journey Ltd. 11.50%, 10/24/22		419		383,123
13.00%, 11/06/22		400		372,750
12.00%, 10/24/23		330		290,812
Seazen Group Ltd. 6.45%, 06/11/22		200		205,438
6.00%, 08/12/24		400		422,000
Shimao Group Holdings Ltd. 5.60%, 07/15/26		200		216,125
3.45%, 01/11/31		200		190,188
Shui On Development Holding Ltd. 5.75%, 11/12/23		200		205,438
5.50%, 03/03/25		482		486,067
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%^(a)(k)		200		173,750
Sunac China Holdings Ltd. 7.95%, 10/11/23		200		211,250
7.50%, 02/01/24		200		210,437


Security		Par (000)		Value

Real Estate Management & Development (continued)
Sunac China Holdings Ltd. (continued)
6.65%, 08/03/24	USD		360	$	369,225
6.50%, 01/10/25			400		405,375
7.00%, 07/09/25			450		461,109
Theta Capital Pte Ltd., 8.13%, 01/22/25			200		204,313
Times China Holdings Ltd.
6.75%, 07/16/23			513		532,879
6.75%, 07/08/25			200		209,875
6.20%, 03/22/26			611		619,210
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27	GBP		745		1,088,617
Wanda Group Overseas Ltd., 7.50%, 07/24/22	USD		200		178,688
Wanda Properties International Co. Ltd., 7.25%, 01/29/24			200		195,750
Yango Justice International Ltd.
10.00%, 02/12/23			400		410,625
7.50%, 04/15/24			450		438,750
Yanlord Land HK Co. Ltd., 6.80%, 02/27/24			200		209,937
Yuzhou Group Holdings Co. Ltd.
8.50%, 02/04/23			200		189,100
8.50%, 02/26/24			400		361,000
8.38%, 10/30/24			400		359,000
7.70%, 02/20/25			263		227,100
7.38%, 01/13/26			200		170,000
6.35%, 01/13/27			200		166,400
Zhenro Properties Group Ltd.
8.35%, 03/10/24			288		296,280
7.88%, 04/14/24			600		604,500

					30,780,164

Road & Rail — 0.9%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40			1,890		2,529,830
CSX Corp., 4.75%, 05/30/42			350		422,274
Danaos Corp., 8.50%, 03/01/28^(b)			100		106,875
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(b)			2,599		3,030,729
Norfolk Southern Corp., 4.15%, 02/28/48			1,300		1,448,662

					7,538,370

Semiconductors & Semiconductor Equipment — 0.8%
Analog Devices, Inc., 3.90%, 12/15/25			470		520,670
Broadcom Corp./Broadcom Cayman Finance Ltd.,
3.88%, 01/15/27			2,850		3,094,830
Broadcom, Inc., 3.46%, 09/15/26			735		788,257
Microchip Technology, Inc.
0.13%, 11/15/24⁽ⁱ⁾			220		258,912
1.63%, 02/15/25⁽ⁱ⁾			53		183,214
4.25%, 09/01/25^(b)			346		361,483
ON Semiconductor Corp.
1.63%, 10/15/23⁽ⁱ⁾			197		408,406
3.88%, 09/01/28^(b)			191		196,472
QUALCOMM, Inc., 4.65%, 05/20/35			250		305,081
Sensata Technologies BV^(b)
5.00%, 10/01/25			279		308,295
4.00%, 04/15/29			200		203,606
Sensata Technologies, Inc., 4.38%, 02/15/30^(b)			134		140,365
Synaptics, Inc., 4.00%, 06/15/29^(b)			129		128,007

					6,897,598

Software — 1.3%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)			433		456,815
ANGI Group LLC, 3.88%, 08/15/28^(b)			174		174,000


Security		Par (000)		Value

Software (continued)
Black Knight InfoServ LLC, 3.63%, 09/01/28^(b)	USD		255	$	250,566
Boxer Parent Co., Inc.
6.50%, 10/02/25	EUR		100		124,799
7.13%, 10/02/25^(b)	USD		263		282,067
9.13%, 03/01/26^(b)			467		497,112
BY Crown Parent LLC, 7.38%, 10/15/24^(b)			461		468,491
BY Crown Parent LLC/BY Bond Finance, Inc., 4.25%, 01/31/26^(b)			411		426,795
CDK Global, Inc., 4.88%, 06/01/27			5		5,224
Crowdstrike Holdings, Inc., 3.00%, 02/15/29			35		34,220
Microsoft Corp., 3.50%, 11/15/42			4,000		4,395,619
MSCI, Inc.^(b)
4.00%, 11/15/29			51		52,451
3.63%, 09/01/30			104		105,752
Nuance Communications, Inc., 5.63%, 12/15/26			35		36,706
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)			83		84,136
Playtika Holding Corp., 4.25%, 03/15/29^(b)			199		196,055
PTC, Inc., 4.00%, 02/15/28^(b)			126		127,890
Rocket Software, Inc., 6.50%, 02/15/29^(b)			277		279,493
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24^(b).			1,120		1,157,072
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)			777		827,544
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)			657		682,393

					10,665,200

Specialty Retail — 0.3%
Gap, Inc., 8.88%, 05/15/27^(b)			107		124,923
L Brands, Inc.
6.88%, 07/01/25^(b)			186		206,683
6.88%, 11/01/35			215		256,235
6.75%, 07/01/36			49		57,820
PetSmart, Inc./PetSmart Finance Corp.^(b)
4.75%, 02/15/28			271		277,155
7.75%, 02/15/29			1,003		1,085,697
Staples, Inc., 7.50%, 04/15/26^(b)			480		506,280
Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.25%, 09/15/24^(a)	EUR		100		110,380

					2,625,173

Technology Hardware, Storage & Peripherals — 0.6%
Apple, Inc., 4.65%, 02/23/46	USD		2,400		2,984,171
Hewlett Packard Enterprise Co., 4.90%, 10/15/25			1,500		1,710,587

					4,694,758

Textiles, Apparel & Luxury Goods^(b)— 0.0%
Crocs, Inc., 4.25%, 03/15/29			106		103,352
Hanesbrands, Inc., 5.38%, 05/15/25			29		30,686
Levi Strauss & Co., 3.50%, 03/01/31			75		72,375

					206,413

Thrifts & Mortgage Finance^(b)— 0.1%
Home Point Capital, Inc., 5.00%, 02/01/26			195		193,050
Nationstar Mortgage Holdings, Inc.
6.00%, 01/15/27			205		212,687
5.50%, 08/15/28			169		169,684
5.13%, 12/15/30			92		90,735
PennyMac Financial Services, Inc., 4.25%, 02/15/29			34		32,513

					698,669

Tobacco — 0.9%
Altria Group, Inc.
5.38%, 01/31/44			2,000		2,331,102


Security		Par (000)		Value

Tobacco (continued)
Altria Group, Inc. (continued) 3.88%, 09/16/46	USD		1,250	$	1,212,822
Reynolds American, Inc. 4.45%, 06/12/25			635		704,621
7.00%, 08/04/41			1,000		1,293,766
5.85%, 08/15/45			1,500		1,768,087

					7,310,398

Transportation — 0.0%
Autostrade per l’Italia SpA, 2.00%, 12/04/28	EUR		100		119,987


Transportation Infrastructure — 0.4%
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)	USD		200		207,312
Atlantia SpA, 1.88%, 02/12/28	EUR		100		118,467
FedEx Corp., 4.75%, 11/15/45	USD		1,250		1,463,547
I 595 Express LLC, 3.31%, 12/31/31^(c)			751		788,661
Simpar Europe SA, 5.20%, 01/26/31^(b)			200		195,875
Transurban Finance Co. Pty Ltd., 4.13%, 02/02/26^(b)			580		646,073

					3,419,935

Utilities — 1.3%
AES Panama Generation Holdings SRL, 4.38%, 05/31/30^(b)			200		206,928
Centrais Eletricas Brasileiras SA, 4.63%, 02/04/30^(b)			237		236,491
Electricite de France SA ^(b)5.60%, 01/27/40			2,800		3,540,340
(10 year USD Swap + 3.71%), 5.25%^(a)(k)			4,200		4,420,500
Genneia SA, 8.75%, 01/20/22^(b)			347		308,613
Inkia Energy Ltd., 5.88%, 11/09/27^(b)			200		210,000
Mong Doung Finacial Holdings BV, 5.13%, 05/07/29			576		577,260
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28^(b)			214		217,478
Solaris Midstream Holdings LLC, 7.63%, 04/01/26^(b)(d)			72		73,620
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38^(b)			215		234,081
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33			236		263,308
Thames Water Kemble Finance PLC, 4.63%, 05/19/26	GBP		168		234,374
Vistra Operations Co. LLC, 5.63%, 02/15/27^(b)	USD		87		90,426

					10,613,419

Wireless Telecommunication Services — 1.3%
Altice France SA ^(b)7.38%, 05/01/26			581		604,298
8.13%, 02/01/27			478		523,936
5.50%, 01/15/28			391		400,673
Crown Castle International Corp., 3.10%, 11/15/29			1,000		1,032,199
Gogo Intermediate Holdings LLC/Gogo Finance Co., Inc., 9.88%, 05/01/24^(b)			125		131,563
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			210		223,388
Matterhorn Telecom SA, 4.00%, 11/15/27	EUR		100		119,135
Millicom International Cellular SA, 4.50%, 04/27/31^(b)	USD		200		208,000
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		3,374,344
SBA Communications Corp. 4.88%, 09/01/24			86		88,311
3.88%, 02/15/27			477		487,589
Sprint Corp., 7.63%, 03/01/26			349		427,420
T-Mobile USA, Inc. 4.50%, 02/01/26			27		27,624
2.88%, 02/15/31			298		288,017


Security		Par (000)		Value

Wireless Telecommunication Services (continued)
T-Mobile USA, Inc. (continued) 3.50%, 04/15/31	USD		275	$	277,062
4.50%, 04/15/50^(b)			500		561,445
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29^(b)			403		397,962
VICI Properties LP/VICI Note Co., Inc.^(b)3.50%, 02/15/25			92		93,668
4.25%, 12/01/26			317		324,318
3.75%, 02/15/27			277		277,000
4.63%, 12/01/29			320		331,955
4.13%, 08/15/30			353		356,071
VTR Comunicaciones SpA, 5.13%, 01/15/28^(b)			200		208,725

					10,764,703


Total Corporate Bonds — 68.5% (Cost: $534,508,475)					580,214,804


Floating Rate Loan Interests^(a)

Aerospace & Defense — 0.1%
Peraton Holding Corp. ⁽ⁿ⁾2nd Lien Term Loan B1, 02/23/29^(c)			195		197,925
Delayed Draw Term Loan B, 02/01/28			353		353,280
Term Loan B, 02/01/28			201		200,738
Spirit Aerosystems, Inc., 2020 Term Loan B, (1 mo. LIBOR + 5.25%, 0.75% Floor), 6.00%, 01/15/25			126		126,052

					877,995

Airlines — 0.1%
AAdvantage Loyalty IP Ltd., 2021 Term Loan, 04/20/28⁽ⁿ⁾			405		414,536
JetBlue Airways Corp., Term Loan, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/17/24			36		36,414
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/20/27			117		124,185
SkyMiles IP Ltd., 2020 Skymiles Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/20/27			201		210,849

					785,984

Auto Components — 0.0%
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.36%, 04/30/26			169		166,956


Building Products — 0.0%
CP Atlas Buyer, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/23/27			63		62,538
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24			66		65,789

					128,327

Capital Markets — 0.0%
Jefferies Finance LLC, 2019 Term Loan, (1 mo. LIBOR + 3.00%), 3.13%, 06/03/26			145		143,354


Chemicals — 0.1%
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26			253		256,264
Atotech BV, 2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 03/18/28			312		310,830
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.61%, 06/30/27			183		181,553


Security		Par (000)		Value

Chemicals (continued)
Invictus US LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%), 6.86%, 03/30/26	USD		33	$	33,222
Klockner-Pentaplast of America, Inc., 2021 Term Loan B, 5.25%, 02/09/26			67		66,749
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.36%, 05/15/24			123		120,747

					969,365

Commercial Services & Supplies — 0.2%
Asurion LLC, 2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.36%, 12/23/26.			49		48,308
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.36%, 12/12/25.			48		48,406
Diamond (BC) BV, USD Term Loan, (1 mo. LIBOR + 3.00%), 3.11%, 09/06/24			426		423,804
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 05/30/25			60		60,028
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.38%, 09/19/26			34		33,304
Verscend Holding Corp. 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 4.61%, 08/27/25			698		697,739
2021 Term Loan B, 08/27/25⁽ⁿ⁾			59		58,468

					1,370,057

Construction & Engineering — 0.2%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 06/21/24			1,126		1,107,565
SRS Distribution, Inc., 2019 Incremental Term Loan B, (1 mo. LIBOR + 4.25%), 4.36%, 05/23/25			94		93,567

					1,201,132

Construction Materials — 0.0%
Forterra Finance LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/25/23			60		59,795


Containers & Packaging — 0.1%
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 3.44%, 04/03/24			239		234,051
Charter NEX US, Inc., 2020 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 12/01/27			131		131,134

					365,185

Diversified Consumer Services — 0.0%
Amentum Government Services Holdings LLC, Term Loan B, (1 mo. LIBOR + 3.50%), 3.61%, 01/31/27			42		41,234
Ascend Learning LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 07/12/24			59		58,485
TruGreen Limited Partnership, 2020 2nd Lien Term Loan, (3 mo. LIBOR + 8.50%, 0.75% Floor), 9.25%, 11/02/28^(c)			106		109,180

					208,899

Diversified Financial Services — 0.2%
Applecaramel Buyer LLC, Term Loan B, (6 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 10/19/27			356		355,217
Delta TopCo, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			276		275,761
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 02/16/28^(c)			97		96,151


Security		Par (000)		Value

Diversified Financial Services (continued)
LBM Acquisition LLC
Delayed Draw Term Loan, 12/18/27⁽ⁿ⁾	USD		6	$	5,748
Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/18/27			26		25,866
Milano Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27			515		512,136
Veritas US, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.00%, 09/01/25			605		607,067

					1,877,946

Diversified Telecommunication Services — 0.2%
Frontier Communications Corp., 2020 DIP Exit Term Loan, (1 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 10/08/21			198		197,174
Intelsat Jackson Holdings SA 2017 Term Loan B3, (PRIME + 4.75%), 8.00%, 11/27/23.			123		125,251
2017 Term Loan B4, (PRIME + 5.50%), 8.75%, 01/02/24			198		201,959
2017 Term Loan B5, (Fixed), 8.63%, 01/02/24			1,071		1,090,900
Northwest Fiber LLC, 2021 Term Loan, (3 mo. LIBOR + 3.75%), 3.93%, 04/30/27			126		126,030

					1,741,314

Entertainment — 0.0%
MSG National Properties LLC, Term Loan, (3 mo. LIBOR + 6.25%, 0.75% Floor), 7.00%, 11/12/25^(c)			257		263,789


Health Care Equipment & Supplies — 0.0%
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.36%, 06/30/25			52		51,743


Health Care Providers & Services — 0.1%
AHP Health Partners, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 06/30/25			201		200,737
Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.00%, 01/08/27			120		120,055
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.86%, 10/10/25			405		348,341
Gentiva Health Services, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.75%), 2.88%, 07/02/25			93		92,712
RegionalCare Hospital Partners Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 3.86%, 11/16/25			76		76,255
Sotera Health Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 12/13/26			254		253,048
Surgery Center Holdings, Inc., 2020 Incremental Term Loan, (1 mo. LIBOR + 8.00%, 1.00% Floor), 9.00%, 09/03/24			12		12,110

					1,103,258

Health Care Services — 0.0%
Azalea Topco, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 3.71%, 07/25/26.			106		104,665


Health Care Technology — 0.0%
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.45%, 02/11/26			83		83,069


Hotels, Restaurants & Leisure — 0.1%
Caesars Resort Collection LLC, 2020 Term Loan B1, (1 mo. LIBOR + 4.50%), 4.61%, 07/20/25			117		116,728


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Golden Nugget LLC, 2017 Incremental Term Loan B, (2 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 10/04/23	USD		260	$	255,759
IRB Holding Corp, 2020 Fourth Amendment Incremental Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/15/27			247		246,220
Life Time Fitness, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 12/16/24			163		162,177

					780,884

Independent Power and Renewable Electricity Producers — 0.0%
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.11%, 08/12/26			27		26,549


Industrial Conglomerates — 0.0%
PSAV Holdings LLC, 2018 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 8.25%, 09/01/25			313		230,815
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23			109		109,721

					340,536

Insurance — 0.1%
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 09/01/27			124		124,167
Sedgwick Claims Management Services, Inc. 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.36%, 12/31/25			392		386,143
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.86%, 09/03/26			142		140,548
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26			106		106,286

					757,144

Interactive Media & Services — 0.0%
Camelot U.S. Acquisition 1 Co., 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/31/26			80		79,720
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26			110		111,650

					191,370

Internet & Direct Marketing Retail — 0.0%
CNT Holdings I Corp., 2020 Term Loan, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/08/27			155		154,564


IT Services — 0.1%
Banff Merger Sub, Inc., 2021 USD Term Loan, (1 mo. LIBOR + 3.75%), 3.86%, 10/02/25			179		178,429
Greeneden US Holdings II LLC, 2020 USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27			179		178,613
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.61%, 02/13/27			111		107,248

					464,290


Security		Par (000)		Value

Life Sciences Tools & Services — 0.0%
Parexel International Corp., Term Loan B, (1 mo. LIBOR + 2.75%), 2.86%, 09/27/24	USD		223	$	219,827


Machinery — 0.1%
MHI Holdings LLC, Term Loan B, (1 mo. LIBOR + 5.00%), 5.11%, 09/21/26			270		270,178
Titan Acquisition Ltd., 2018 Term Loan B, (6 mo. LIBOR + 3.00%), 3.27%, 03/28/25			813		795,562

					1,065,740

Media — 0.2%
A-L Parent LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23			47		42,755
Altice Financing SA, 2017 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.86%, 07/15/25			23		22,701
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.20%, 08/14/26			107		107,161
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.71%, 08/21/26			492		471,777
Connect Finco Sarl, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/12/26			108		107,636
MH Sub I LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.36%, 02/23/29			35		35,175
Radiate Holdco LLC, 2020 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 09/25/26			24		23,819
Terrier Media Buyer, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.61%, 12/17/26			101		100,184
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.11%, 03/09/27			387		383,212

					1,294,420

Oil, Gas & Consumable Fuels — 0.2%
Ascent Resources Utica LLC, 2020 Fixed 2nd Lien Term Loan, (Fixed), 10.00%, 11/01/25			1,046		1,156,024
Citgo Holding, Inc., 2019 Term Loan B, (3 mo. LIBOR + 7.00%, 1.00% Floor), 8.00%, 08/01/23			157		150,272
McDermott Technology Americas, Inc., 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.11%, 06/30/24^(c)			8		6,600

					1,312,896

Pharmaceuticals — 0.1%
Endo Luxembourg Finance Company I S.a r.l., 2021 Term Loan, 03/10/28⁽ⁿ⁾			390		385,415


Professional Services — 0.0%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 3.25%), 3.36%, 02/06/26.			287		285,154


Software — 0.3%
Barracuda Networks, Inc., 2020 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 10/30/28			121		122,703
By Crown Parent LLC, Term Loan B1, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 01/31/26			34		34,159
Castle US Holding Corp., USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.95%, 01/29/27			136		134,160


Security		Par (000)		Value

Software (continued)
Cypress Intermediate Holdings III, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 04/29/24	USD		30	$	29,848
Epicor Software Corp. 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28			62		63,938
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/31/27			169		168,507
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.93%, 03/11/28			97		96,212
Informatica LLC 2020 USD 2nd Lien Term Loan, (Fixed), 7.13%, 02/25/25			278		283,735
2020 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.36%, 02/25/27			130		128,588
Mitchell International, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.36%, 11/29/24			88		86,354
Omnitracs, Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 8.00%), 8.11%, 10/01/28^(c)			35		35,044
Planview Parent, Inc., 2nd Lien Term Loan, (1 Week LIBOR + 7.25%, 0.75% Floor), 8.00%, 12/17/28			103		102,485
Project Alpha Intermediate Holding, Inc., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.11%, 04/26/24			123		122,232
RealPage, Inc, Term Loan, 02/17/28⁽ⁿ⁾			220		218,869
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.36%, 05/30/25			9		9,275
Sabre GLBL, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/17/27			59		59,405
Sophia LP, 2020 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/07/27			412		411,453
Tempo Acquisition LLC, 2020 Extended Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 11/02/26			21		20,599
Tibco Software, Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.36%, 03/04/28			189		190,820
Ultimate Software Group, Inc. 2021 Incremental Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 05/03/26			122		122,386
Term Loan B, (1 mo. LIBOR + 3.75%), 3.86%, 05/03/26			146		146,265

					2,587,037

Specialty Retail — 0.1%
PetSmart, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/12/28			389		388,105
Sotheby’s, Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 01/15/27			207		208,118

					596,223

Trading Companies & Distributors — 0.0%
Foundation Building Materials Holding Company LLC 2021 Delayed Draw Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/10/28			25		25,036
2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/10/28			44		43,291

					68,327


Security		Par (000)		Value

Wireless Telecommunication Services — 0.0%
Xplornet Communications, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.75%), 4.86%, 06/10/27	USD		306	$	305,791


Total Floating Rate Loan Interests — 2.6% (Cost: $22,197,816)					22,339,000


Foreign Agency Obligations

Bahrain — 0.1%
Bahrain Government International Bond, 6.75%, 09/20/29			200		217,375
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25			200		231,188

					448,563

Canada — 0.9%
CDP Financial, Inc., 5.60%, 11/25/39^(b)(l)			5,890		7,846,547


Colombia — 0.1%
Colombia Government International Bond 4.50%, 01/28/26			600		658,125
3.88%, 04/25/27			268		286,509

					944,634

Dominican Republic — 0.1%
Dominican Republic International Bond 5.95%, 01/25/27			230		257,888
4.50%, 01/30/30^(b)			226		227,059
4.88%, 09/23/32^(b)			150		151,500
6.40%, 06/05/49			150		157,078

					793,525

Egypt — 0.1%
Egypt Government International Bond 5.58%, 02/21/23^(b)			200		208,188
5.88%, 06/11/25			410		432,037
8.50%, 01/31/47^(b)			400		396,750

					1,036,975

Iceland — 0.4%
Iceland Government International Bond, 5.88%, 05/11/22			3,555		3,723,805


Indonesia — 0.1%
Indonesia Government International Bond, 4.10%, 04/24/28			600		663,563


Italy — 0.4%
Republic of Italy Government International Bond, 5.38%, 06/15/33			2,925		3,561,122


Mexico — 0.1%
Mexico Government International Bond, 2.66%, 05/24/31			496		470,425


Mongolia — 0.0%
Mongolia Government International Bond, 8.75%, 03/09/24			250		287,500


Morocco — 0.0%
Morocco Government International Bond, 3.00%, 12/15/32^(b)			221		206,911


Oman — 0.0%
Oman Government International Bond, 6.50%, 03/08/47			228		214,890


Security		Par (000)		Value

Pakistan — 0.1%
Pakistan Government International Bond 6.00%, 04/08/26	USD		200	$	203,250
7.38%, 04/08/31			200		204,000

					407,250

Panama — 0.1%
Panama Government International Bond 3.16%, 01/23/30			212		220,347
4.50%, 04/16/50			200		219,938

					440,285

Paraguay — 0.0%
Paraguay Government International Bond, 5.40%, 03/30/50^(b)			200		223,750


Peru — 0.1%
Peruvian Government International Bond 1.86%, 12/01/32			257		234,352
5.63%, 11/18/50			139		184,522

					418,874

Portugal — 0.5%
Portugal Government International Bond, 5.13%, 10/15/24^(b)			3,970		4,537,400


Qatar — 0.1%
Qatar Government International Bond 4.00%, 03/14/29^(b)			240		272,400
4.40%, 04/16/50			200		232,000

					504,400

Romania — 0.0%
Romanian Government International Bond, 3.00%, 02/14/31^(b)			220		220,206


Russia — 0.1%
Russian Foreign Bond - Eurobond 4.75%, 05/27/26			200		223,875
4.25%, 06/23/27			200		218,900

					442,775

Saudi Arabia — 0.0%
Saudi Government International Bond, 4.50%, 04/17/30			278		320,048


Sri Lanka — 0.2%
Sri Lanka Government International Bond 5.75%, 04/18/23			271		184,365
6.85%, 03/14/24			432		275,265
6.35%, 06/28/24			600		383,062
7.85%, 03/14/29			200		122,250
7.55%, 03/28/30			500		305,000

					1,269,942

Ukraine — 0.1%
Ukraine Government International Bond 7.75%, 09/01/23			100		107,819
7.75%, 09/01/25			385		417,340
7.25%, 03/15/33^(b)			400		397,750

					922,909


Security		Par (000)		Value

Uruguay — 0.0%
Uruguay Government International Bond, 4.98%, 04/20/55	USD		162	$	197,731


Total Foreign Agency Obligations — 3.6% (Cost: $27,628,334)					30,104,030


Municipal Bonds

California — 0.8%
East Bay Municipal Utility District Water System Revenue, RB, BAB, 5.87%, 06/01/40			1,900		2,618,086
State of California, GO, BAB
7.55%, 04/01/39			280		453,628
7.63%, 03/01/40			1,720		2,766,586
University of California, RB, BAB, 5.95%, 05/15/45			885		1,214,335

					7,052,635

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, BAB, 7.06%, 04/01/57^(m)			1,950		2,721,791


Illinois — 0.3%
State of Illinois, GO, 5.10%, 06/01/33			2,000		2,250,900


Indiana — 0.4%
Indianapolis Local Public Improvement Bond Bank, RB, Series B-2, 6.12%, 01/15/40			2,535		3,471,429


New Jersey — 0.1%
State of New Jersey, GO
Series A, 4.00%, 06/01/30			250		303,512
Series A, 4.00%, 06/01/31			190		232,604
Series A, 4.00%, 06/01/32			180		221,524

					757,640

New York — 1.2%
Metropolitan Transportation Authority, RB, BAB, 7.34%, 11/15/39			1,295		2,019,345
New York City Industrial Development Agency, Refunding RB (AGM), 3.19%, 03/01/40			165		160,034
Class A, (AGM), 3.00%, 01/01/46			50		51,743
New York City Transitional Finance Authority Future Tax Secured Revenue RB, 4.00%, 02/01/41			1,000		1,168,450
New York City Water & Sewer System, Refunding RB, BAB, 5.72%, 06/15/42			1,390		1,961,512
New York State Dormitory Authority, RB, BAB
Series D, 5.60%, 03/15/40			1,900		2,533,745
Series F, 5.63%, 03/15/39			1,100		1,407,604
Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29			780		1,013,735

					10,316,168


Total Municipal Bonds — 3.1% (Cost: $20,802,952)					26,570,563


Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 1.2%
Alternative Loan Trust
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35			616		614,684
Series 2006-OA21, Class A1, (1 mo. LIBOR US + 0.19%), 0.30%, 03/20/47^(a)			550		464,169


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
Alternative Loan Trust (continued)
Series 2007-OA10, Class 2A1, (1 mo. LIBOR US + 0.25%), 0.36%, 09/25/47^(a)	USD		5,670	$	4,794,517
Banc of America Funding Trust, Series 2007-2, Class 1A2, 6.00%, 03/25/37.			324		291,121
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 5A1, 3.47%, 06/19/35^(a)			160		158,292
GSR Mortgage Loan Trust
Series 2006-4F, Class 1A1, 5.00%, 05/25/36			7		39,230
Series 2007-4F, Class 3A1, 6.00%, 07/25/37			99		85,161
JP Morgan Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 08/25/36			48		27,622
Merrill Lynch Mortgage Investors Trust, Series 2006- A3, Class 3A1, 3.01%, 05/25/36^(a)			235		205,854
STAR Trust, Series 2021-1, Class M1, 2.36%, 05/25/65^(a)(b)(c)			2,050		2,049,998
Visio Trust, Series 2020-1R, Class M1, 2.93%, 11/25/55^(b)			1,790		1,813,833
WaMu Mortgage Pass-Through Certificates, Series 2007-OA4, Class 1A, (12 mo. MTA + 0.77%), 1.03%, 05/25/47^(a)			120		116,000

					10,660,481

Commercial Mortgage-Backed Securities — 4.4%
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33^(a)(b)			4,170		4,432,139
Bayview Commercial Asset Trust, Series 2007-2A, Class A1, (1 mo. LIBOR US + 0.27%), 0.38%, 07/25/37^(a)(b)			988		935,736
CD Mortgage Trust, Series 2006-CD3, Class AM, 5.65%, 10/15/48			590		605,252
Citigroup Commercial Mortgage Trust^(a)
Series 2013-GC15, Class B, 5.18%, 09/10/46			7,183		7,753,741
Series 2020-420K, Class D, 3.31%, 11/10/42^(b)			270		256,122
COMM Mortgage Trust^(a)
Series 2015-CR22, Class C, 4.11%, 03/10/48			5,000		5,321,537
Series 2015-LC19, Class C, 4.24%, 02/10/48			3,500		3,739,031
Commercial Mortgage Trust, Series 2013-CR11, Class B, 5.11%, 08/10/50^(a)			7,000		7,555,848
CSAIL Commercial Mortgage Trust, Series 2015-C1, Class C, 4.26%, 04/15/50^(a)			1,000		982,771
CSMC-FACT, Series 2020-FACT, Class D, (1 mo. LIBOR US + 3.71%), 3.82%, 10/15/37^(a)(b)			900		910,480
GS Mortgage Securities Corp. Trust, Series 2020- TWN3, Class D, (1 mo. LIBOR US + 3.70%), 3.81%, 11/15/37^(a)(b)			1,500		1,517,286
Morgan Stanley Capital I Trust, Series 2014-CPT, Class G, 3.45%, 07/13/29^(a)(b)			3,200		3,199,588

					37,209,531


Total Non-Agency Mortgage-Backed Securities — 5.6% (Cost: $45,677,834)					47,870,012


Preferred Securities

Capital Trusts — 5.1%

Banks^(a)— 1.2%
Bank of East Asia Ltd., 5.88%^(k)			500		533,594


Security		Par (000)		Value

Banks (continued)
Bankia SA, 6.38%^(k)	EUR		200	$	254,621
BBVA Bancomer SA, 5.13%, 01/18/33	USD		271		278,537
CIT Group, Inc., Series A, 5.80%^(k)			163		168,501
Kasikornbank PCL, 5.28%^(k)			600		630,938
Nanyang Commercial Bank Ltd., 5.00%^(k)			200		204,938
Nordea Bank Abp, 6.13%^(b)(k)			2,960		3,219,059
Rizal Commercial Banking Corp., 6.50%^(k)			200		207,375
TMB Bank PCL, 4.90%^(k)			250		250,781
Wells Fargo & Co.^(k)
Series S, 5.90%			3,390		3,602,723
Series U, 5.88%			256		281,856

					9,632,923

Diversified Financial Services^(a)(k)— 3.1%
Bank of America Corp.
Series AA, 6.10%.			7		7,770
Series DD, 6.30%			45		51,750
Series FF, 5.88%			3,500		3,817,345
Series X, 6.25%			1,050		1,162,140
Series Z, 6.50%			87		97,440
BNP Paribas SA, 4.50%^(b)			200		197,400
Citigroup, Inc., Series Q, 4.29%			161		161,048
Credit Suisse Group AG, 6.38%^(b)			300		319,500
HSBC Holdings PLC 6.50%			1,090		1,222,163
6.00%			435		476,216
JPMorgan Chase & Co.
Series FF, 5.00%			3,027		3,129,161
Series HH, 4.60%			165		166,856
Series I, 3.68%			3,581		3,574,733
Series R, 6.00%			70		73,377
Series V, 3.56%			3,640		3,623,620
Lloyds Banking Group PLC, 7.50%			1,750		1,999,375
Morgan Stanley, Series H, 3.85%			3,030		3,034,529
Natwest Group PLC 6.00%			1,575		1,728,090
8.63%			200		204,750
Societe Generale SA, 7.88%^(b)			1,000		1,108,900
Woori Bank, 4.25%			250		261,250

					26,417,413

Diversified Telecommunication Services — 0.0%
Telefonica Europe BV, 5.88%^(a)(k)	EUR		100		131,342


Electric Utilities — 0.4%
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(a)	USD		2,750		3,132,946


Insurance — 0.4%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(k)			200		201,687
MetLife, Inc., 6.40%, 12/15/36			2,554		3,205,391

					3,407,078

Real Estate Management & Development — 0.0%
Aroundtown SA, 3.38%^(a)(k)	EUR		100		122,047


Utilities — 0.0%
Electricite de France SA, 3.38%^(a)(k)			200		249,785


Security		Par (000)		Value

Wireless Telecommunication Services — 0.0%
Vodafone Group PLC, 3.10%, 01/03/79^(a)	EUR		100	$	122,186


Total Capital Trusts — 5.1%					43,215,720


		Shares

Preferred Stocks — 0.5%^(a)(k)

Capital Markets — 0.5%
Goldman Sachs Group, Inc., Series J, 5.50%			92,000		2,485,840
Morgan Stanley, Series K, 5.85%			66,567		1,895,828

					4,381,668


Thrifts & Mortgage Finance — 0.0%
Federal National Mortgage Association, Series S, 8.25%			10,000		55,500


Total Preferred Stocks — 0.5%.					4,437,168


Trust Preferred — 0.1%

Diversified Financial Services — 0.1%
Citigroup Capital XIII, 6.58%, 10/30/40^(a)			29,583		795,783


Total Preferred Securities — 5.7% (Cost: $46,172,681)					48,448,671


		Par (000)

U.S. Government Sponsored Agency Securities

Agency Obligations — 1.6%
Federal Home Loan Bank^(l)
5.25%, 12/09/22	USD		1,375		1,492,199
5.37%, 09/09/24			4,025		4,699,283
Federal National Mortgage Association, 5.63%, 07/15/37^(l)			1,600		2,355,710
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30^(j)			6,055		5,072,255

					13,619,447

Collateralized Mortgage Obligations — 2.3%
Fannie Mae, Series 2015-47, Class GL, 3.50%, 07/25/45			1,636		1,804,742
Freddie Mac
Series 4350, Class DY, 4.00%, 06/15/44			2,830		3,147,973
Series 4398, Class ZX, 4.00%, 09/15/54			9,949		11,349,388
Series 4549, Class TZ, 4.00%, 11/15/45			3,031		3,399,492
Uniform Mortgage-Backed Securities, Series 1254, Class Z, 8.50%, 04/15/22			2		51

					19,701,646

Interest Only Collateralized Mortgage Obligations — 0.3%
Ginnie Mae Mortgage-Backed Securities^(a)
Series 2009-116, Class KS, (1 mo. LIBOR US + 6.47%), 6.35%, 12/16/39			963		152,795
Series 2009-78, Class SD, (1 mo. LIBOR US + 6.20%), 6.09%, 09/20/32			1,603		3,244


Security		Par (000)			Value

Interest Only Collateralized Mortgage Obligations (continued)
Ginnie Mae Mortgage-Backed Securities^(a)(continued)
Series 2011-52, Class NS, (1 mo. LIBOR US + 6.67%), 6.55%, 04/16/41	USD		8,086		$	1,562,823
Uniform Mortgage-Backed Securities
Series 094, Class 2, 9.50%, 08/25/21			—	^(o)		—
Series 1991-099, Class L, 930.00%, 08/25/21			—	^(o)		—
Series 1991-139, Class PT, 648.35%, 10/25/21			—	^(o)		—
Series 1997-50, Class SI, (1 mo. LIBOR US + 9.20%), 1.20%, 04/25/23^(a)			6			50
Series 2012-47, Class NI, 4.50%, 04/25/42			2,417			449,544
Series 2012-96, Class DI, 4.00%, 02/25/27			990			17,825

						2,186,281

Mortgage-Backed Securities — 8.0%
Fannie Mae Mortgage-Backed Securities, 2.00%, 03/01/51^(l)			8,978			8,967,450
Ginnie Mae Mortgage-Backed Securities, 5.50%, 08/15/33			29			31,791
Uniform Mortgage-Backed Securities ^(l)3.00%, 04/01/33 - 09/01/43			11,384			12,074,436
5.00%, 08/01/34			901			1,043,162
5.50%, 06/01/38			469			551,628
6.00%, 12/01/38			381			454,949
4.50%, 07/01/41 - 07/01/55			10,592			12,029,405
4.00%, 12/01/41 - 04/01/56			18,291			20,260,917
3.50%, 07/01/49 - 08/01/49			11,986			12,855,009

						68,268,747

Principal Only Collateralized Mortgage Obligations^(j)— 0.0%
Uniform Mortgage-Backed Securities
Series 1993-51, Class E, 0.00%, 02/25/23			1			1,221
Series 1993-70, Class A, 0.00%, 05/25/23			—	^(o)		259
Series 203, Class 1, 0.00%, 02/25/23			1			369
Series 228, Class 1, 0.00%, 06/25/23			—	^(o)		226

						2,075


Total U.S. Government Sponsored Agency Securities — 12.2% (Cost: $95,242,031)						103,778,196


U.S. Treasury Obligations
U.S. Treasury Bonds ^(l)3.00%, 11/15/44			61,400			68,451,406
2.50%, 02/15/46			66,500			67,778,047
2.75%, 11/15/47			2,000			2,138,359
1.88%, 02/15/51			22,500			19,968,750
U.S. Treasury Note, 0.13%, 08/31/22^(l)(p)			21,300			21,300,000
U.S. Treasury Notes ^(l)0.13%, 03/31/23			39,000			38,974,102
2.75%, 04/30/23 - 08/31/25^(p)			19,300			20,827,156
7.50%, 11/15/24			8,200			10,265,055
3.00%, 09/30/25			2,400			2,634,844
2.88%, 08/15/28			1,000			1,099,922
3.13%, 11/15/28			3,000			3,354,961
0.63%, 08/15/30			7,000			6,343,750


Security		Par (000)		Value

U.S. Treasury Obligations (continued)
2.75%, 04/30/23 - 08/31/25^(p)	USD		19,300	$	20,827,156
0.88%, 11/15/30			25,000		23,121,094
1.13%, 02/15/31			10,000		9,448,437


Total U.S. Treasury Obligations — 34.9% (Cost: $288,313,082)					295,705,883


		Shares

Warrants

Oil, Gas & Consumable Fuels — 0.0%
SM Energy Co. (Expires 06/30/23)^(h)			7,761		126,970


Total Warrants — 0.0% (Cost: $33,290)					126,970


Total Long-Term Investments — 144.8% (Cost: $1,153,109,659)					1,227,843,016


Short-Term Securities

Money Market Funds — 1.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%^(q)(r)			8,936,063		8,936,063


		Par (000)

U.S. Treasury Obligations — 0.3%
U.S. Treasury Notes, 2.75%, 09/15/21^(l)	USD		2,800		2,834,563


Total Short-Term Securities — 1.4% (Cost: $11,730,709)					11,770,626


Options Purchased — 2.2% (Cost: $7,672,462)					18,335,096


Total Investments Before Options Written — 148.4% (Cost: $1,172,512,830)					1,257,948,738


Options Written — (1.6)% (Premiums Received: $(12,041,311))					(13,900,035	)


Total Investments, Net of Options Written — 146.8% (Cost: $1,160,471,519)					1,244,048,703


Liabilities in Excess of Other Assets — (46.8)%					(396,413,462	)


Net Assets — 100.0%				$	847,635,241

^(a)	Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(b)	Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

^(c)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

^(d)	When-issued security.

^(e)	Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value of $92,114, representing less than 0.05% of its net assets as of period end, and an original cost of $32,642.

^(f)	Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

^(g)	Issuer filed for bankruptcy and/or is in default.

^(h)	Non-income producing security.

⁽ⁱ⁾	Convertible security.

^(j)	Zero-coupon bond.

^(k)	Perpetual security with no stated maturity date.

^(l)	All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

^(m)	All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written.

⁽ⁿ⁾	Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate.

^(o)	Amount is less than 500.

^(p)	All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.

^(q)	Affiliate of the Trust.

^(r)	Annualized 7-day yield as of period end.

For Trust compliance purposes, the Trust’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Call (continued)

10-Year Interest Rate Swap, 02/24/49

3-Month
LIBOR,
0.19%

Quarterly

2.86%

Semi-Annual

JPMorgan Chase Bank N.A.

02/22/39

2.86

USD

933

72,230

10-Year Interest Rate Swap, 08/09/50

3-Month
LIBOR,
0.19%

Quarterly

0.91%

Semi-Annual

Morgan Stanley & Co. International PLC

08/07/40

0.91

USD

730

20,109

1,632,227

Put

20-Year Interest Rate Swap, 04/18/41

0.78%

Semi-Annual

6-Month JPY
LIBOR,
(0.04%)

Semi-Annual

JPMorgan Chase Bank N.A.

04/16/21

0.78

JPY

105,700

—

10-Year Interest Rate Swap, 06/09/31

3.80%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

06/07/21

3.80

USD

3,780

200

10-Year Interest Rate Swap, 08/29/31

1.20%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

08/27/21

1.20

USD

182,200

12,363,862

10-Year Interest Rate Swap, 01/13/32

1.25%

Semi-Annual

6-Month JPY
LIBOR,
(0.04%)

Semi-Annual

Credit Suisse International

01/11/22

1.25

JPY

250,000

10-Year Interest Rate Swap, 02/24/32

1.55%

Semi-Annual

6-Month JPY
LIBOR,
(0.04%)

Semi-Annual

Credit Suisse International

02/22/22

1.55

JPY

250,000

10-Year Interest Rate Swap, 03/18/32

1.60%

Semi-Annual

6-Month JPY
LIBOR,
(0.04%)

Semi-Annual

JPMorgan Chase Bank N.A.

03/16/22

1.60

JPY

250,000

10-Year Interest Rate Swap, 04/06/32

1.45%

Semi-Annual

6-Month JPY
LIBOR,
(0.04%)

Semi-Annual

JPMorgan Chase Bank N.A.

04/04/22

1.45

JPY

250,000

15-Year Interest Rate Swap, 05/05/37

3.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Goldman Sachs Bank USA

05/03/22

3.25

USD

4,050

35,633

10-Year Interest Rate Swap, 05/11/32

2.85%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Nomura International PLC

05/09/22

2.85

USD

4,750

128,372

10-Year Interest Rate Swap, 08/04/32

2.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

08/02/22

2.25

USD

4,160

115,899

10-Year Interest Rate Swap, 08/10/32

2.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

08/08/22

2.25

USD

4,270

120,403

10-Year Interest Rate Swap, 03/09/34

2.98%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

03/07/24

2.98

USD

3,510

98,598

10-Year Interest Rate Swap, 03/14/34

2.95%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

03/12/24

2.95

USD

3,510

101,650

10-Year Interest Rate Swap, 06/15/34

2.50%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

06/13/24

2.50

USD

3,950

187,599

10-Year Interest Rate Swap, 06/22/34

2.50%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

06/20/24

2.50

USD

3,950

188,419

1-Year Interest Rate Swap, 02/26/26

1.60%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

02/24/25

1.60

USD

22,120

184,276

1-Year Interest Rate Swap, 02/26/26

1.62%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

02/24/25

1.62

USD

55,360

453,532

10-Year Interest Rate Swap, 02/27/35

1.49%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Citibank N.A.

02/25/25

1.49

USD

2,570

285,205

1-Year Interest Rate Swap, 03/06/26

1.71%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

03/04/25

1.71

USD

41,880

325,939

10-Year Interest Rate Swap, 05/02/35

0.89%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

04/30/25

0.89

USD

1,640

255,683

10-Year Interest Rate Swap, 06/06/35

1.28%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Goldman Sachs Bank USA

06/04/25

1.28

USD

1,120

142,718

10-Year Interest Rate Swap, 06/07/35

1.43%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

UBS AG

06/05/25

1.43

USD

1,120

131,357

10-Year Interest Rate Swap, 08/09/35

0.91%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

08/07/25

0.91

USD

620

96,443

10-Year Interest Rate Swap, 08/09/35

0.91%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

08/07/25

0.91

USD

1,930

300,219

10-Year Interest Rate Swap, 04/14/37

3.00%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

04/12/27

3.00

USD

2,590

118,077

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Put (continued)

10-Year Interest Rate Swap, 01/12/39

3.04%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Nomura International PLC

01/10/29

3.04

USD

1,000

46,837

10-Year Interest Rate Swap, 01/13/39

3.04%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

01/11/29

3.04

USD

1,000

46,958

10-Year Interest Rate Swap, 01/31/39

3.08%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

01/29/29

3.08

USD

1,020

46,446

10-Year Interest Rate Swap, 08/09/40.

20-Year Interest Rate Swap, 08/11/53

1.05%
4.00%

Semi-Annual Annual

3-Month
LIBOR,
0.19%
6-Month
EURIBOR,
(0.51%)

Quarterly Semi-Annual

Morgan Stanley & Co. International PLC Barclays Bank PLC

08/07/30
08/09/33

1.05
4.00

USD
EUR

1,210
2,410

172,194
35,645

10-Year Interest Rate Swap, 04/29/48

2.99%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

04/27/38

2.98

USD

910

39,539

10-Year Interest Rate Swap, 02/24/49

2.86%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

02/22/39

2.86

USD

933

42,787

10-Year Interest Rate Swap, 08/09/50

0.91%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

08/07/40

0.91

USD

730

83,439

16,147,980

17,780,207

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Call

10-Year Interest Rate Swap, 04/18/31

0.72%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

04/16/21

0.72

USD

1,155

—

10-Year Interest Rate Swap, 04/21/31

0.74%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Morgan Stanley & Co. International PLC

04/19/21

0.74

USD

3,820

—

10-Year Interest Rate Swap, 06/04/31

0.75%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

06/02/21

0.75

USD

4,800

(226)

10-Year Interest Rate Swap, 06/27/31

0.74%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

06/25/21

0.74

USD

2,450

(341)

10-Year Interest Rate Swap, 07/01/31

0.72%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

BNP Paribas S.A.

06/29/21

0.72

USD

2,450

(354)

10-Year Interest Rate Swap, 08/07/31

0.75%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

08/05/21

0.75

USD

1,195

(484)

10-Year Interest Rate Swap, 08/29/31

0.60%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

08/27/21

0.60

USD

182,200

(66,075)

10-Year Interest Rate Swap, 10/02/31

0.90%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

09/30/21

0.90

USD

3,280

(3,877)

10-Year Interest Rate Swap, 01/22/32

1.04%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

01/20/22

1.04

USD

27,950

(91,902)

10-Year Interest Rate Swap, 01/29/32

1.00%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

01/27/22

1.00

USD

3,880

(11,964)

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Call (continued)

10-Year Interest Rate Swap, 01/29/32

1.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

01/27/22

1.25

USD

3,560

(19,486)

10-Year Interest Rate Swap, 02/20/32

1.62%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

02/18/22

1.62

USD

3,350

(44,120)

10-Year Interest Rate Swap, 02/24/32

1.42%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

02/22/22

1.41

USD

14,020

(118,867)

2-Year Interest Rate Swap, 02/25/24

0.41%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Goldman Sachs Bank USA

02/23/22

0.41

USD

38,130

(54,640)

2-Year Interest Rate Swap, 03/03/24

0.51%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

03/01/22

0.51

USD

33,910

(74,948)

2-Year Interest Rate Swap, 03/04/24

0.49%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

03/02/22

0.49

USD

50,670

(102,019)

2-Year Interest Rate Swap, 03/05/24

0.52%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Citibank N.A.

03/03/22

0.52

USD

17,280

(39,350)

2-Year Interest Rate Swap, 03/23/24

0.56%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

03/21/22

0.56

USD

17,280

(45,509)

2-Year Interest Rate Swap, 03/25/24

0.57%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

03/23/22

0.57

USD

33,470

(89,979)

10-Year Interest Rate Swap, 05/04/32

0.74%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

05/02/22

0.74

USD

2,540

(5,996)

10-Year Interest Rate Swap, 08/10/32

0.72%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

08/08/22

0.72

USD

485

(1,449)

10-Year Interest Rate Swap, 10/13/32

1.06%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Deutsche Bank AG

10/11/22

1.06

USD

2,780

(16,992)

10-Year Interest Rate Swap, 12/17/32

1.23%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

12/15/22

1.23

USD

5,120

(43,636)

10-Year Interest Rate Swap, 12/18/32

1.23%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Goldman Sachs Bank USA

12/16/22

1.23

USD

2,560

(22,103)

10-Year Interest Rate Swap, 12/18/32

1.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Goldman Sachs Bank USA

12/16/22

1.24

USD

2,560

(22,556)

10-Year Interest Rate Swap, 01/01/32

1.25%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Citibank N.A.

12/30/22

1.25

USD

2,820

(25,486)

10-Year Interest Rate Swap, 01/11/33

1.44%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

01/09/23

1.44

USD

5,090

(62,212)

10-Year Interest Rate Swap, 01/14/33

1.57%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

01/12/23

1.57

USD

2,630

(39,444)

10-Year Interest Rate Swap, 03/03/33

2.01%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Bank of America N.A.

03/01/23

2.01

USD

5,170

(148,305)

10-Year Interest Rate Swap, 03/04/33

1.98%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

JPMorgan Chase Bank N.A.

03/02/23

1.97

USD

2,600

(71,016)

10-Year Interest Rate Swap, 03/04/33

1.98%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

BNP Paribas S.A.

03/02/23

1.98

USD

2,600

(71,694)

10-Year Interest Rate Swap, 03/05/33

2.03%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Societe Generale

03/03/23

2.02

USD

1,300

(37,975)

10-Year Interest Rate Swap, 03/14/39

3.05%

Semi-Annual

3-Month
LIBOR,
0.19%

Quarterly

Barclays Bank PLC

03/12/29

3.05

USD

2,840

(223,547)

(1,556,552)

Put

2-Year Interest Rate Swap, 04/10/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.12%

Annual

Barclays Bank PLC

04/08/21

0.12

EUR

28,360

—

2-Year Interest Rate Swap, 04/14/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.10%

Annual

Citibank N.A.

04/12/21

0.10

EUR

14,250

—

2-Year Interest Rate Swap, 04/14/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.16%

Annual

Goldman Sachs Bank USA

04/12/21

0.16

EUR

14,250

—

10-Year Interest Rate Swap, 04/18/31

3-Month
LIBOR,
0.19%

Quarterly

0.72%

Semi-Annual

Bank of America N.A.

04/16/21

0.72

USD

1,155

(116,085)

10-Year Interest Rate Swap, 04/21/31

3-Month
LIBOR,
0.19%

Quarterly

0.74%

Semi-Annual

Morgan Stanley & Co. International PLC

04/19/21

0.74

USD

3,820

(374,986)

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Put (continued)

10-Year Interest Rate Swap, 04/21/31

6-Month
EURIBOR,
(0.51%)

Semi-Annual

2.15%

Annual

JPMorgan Chase Bank N.A.

04/19/21

2.15

EUR

4,400

—

2-Year Interest Rate Swap, 04/21/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.15%

Annual

Morgan Stanley & Co. International PLC

04/19/21

0.15

EUR

14,050

—

10-Year Interest Rate Swap, 05/06/31

6-Month
EURIBOR,
(0.51%)

Semi-Annual

2.00%

Annual

Barclays Bank PLC

05/04/21

2.00

EUR

2,700

—

1-Year Interest Rate Swap, 05/19/22

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.11%

Annual

Barclays Bank PLC

05/17/21

0.11

EUR

9,299

—

1-Year Interest Rate Swap, 05/19/22

3-Month
LIBOR,
0.19%

Quarterly

2.35%

Semi-Annual

Citibank N.A.

05/17/21

2.35

USD

45,470

—

1-Year Interest Rate Swap, 05/29/22

3-Month
LIBOR,
0.19%

Quarterly

2.15%

Semi-Annual

Barclays Bank PLC

05/27/21

2.15

USD

62,210

(1)

2-Year Interest Rate Swap, 06/02/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.08%

Annual

Morgan Stanley & Co. International PLC

05/31/21

0.08

EUR

6,270

(2)

10-Year Interest Rate Swap, 06/03/31

3-Month
LIBOR,
0.19%

Quarterly

1.00%

Semi-Annual

Bank of America N.A.

06/01/21

1.00

USD

10,670

(818,000)

1-Year Interest Rate Swap, 06/03/22

3-Month
LIBOR,
0.19%

Quarterly

2.40%

Semi-Annual

Morgan Stanley & Co. International PLC

06/01/21

2.40

USD

77,400

(1)

10-Year Interest Rate Swap, 06/04/31

3-Month
LIBOR,
0.19%

Quarterly

0.75%

Semi-Annual

Deutsche Bank AG

06/02/21

0.75

USD

4,800

(482,604)

10-Year Interest Rate Swap, 06/09/31

3-Month
LIBOR,
0.19%

Quarterly

3.87%

Semi-Annual

Barclays Bank PLC

06/07/21

3.87

USD

8,000

(198)

2-Year Interest Rate Swap, 06/12/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.05%

Annual

Barclays Bank PLC

06/10/21

0.05

EUR

9,800

(8)

10-Year Interest Rate Swap, 06/13/31

3-Month
LIBOR,
0.19%

Quarterly

1.05%

Semi-Annual

Bank of America N.A.

06/11/21

1.05

USD

2,390

(174,206)

2-Year Interest Rate Swap, 06/16/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Barclays Bank PLC

06/14/21

—

EUR

4,310

(7)

2-Year Interest Rate Swap, 06/16/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Bank of America N.A.

06/14/21

—

EUR

4,430

(7)

2-Year Interest Rate Swap, 06/20/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Goldman Sachs Bank USA

06/18/21

—

EUR

4,460

(9)

2-Year Interest Rate Swap, 06/23/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Citibank N.A.

06/21/21

—

EUR

5,200

(12)

10-Year Interest Rate Swap, 06/27/31

3-Month
LIBOR,
0.19%

Quarterly

0.74%

Semi-Annual

Bank of America N.A.

06/25/21

0.74

USD

2,450

(251,268)

6-Month

2-Year Interest Rate Swap, 06/27/23

EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Nomura International PLC

06/25/21

—

EUR

4,880

(14)

10-Year Interest Rate Swap, 07/01/31

3-Month
LIBOR,
0.19%

Quarterly

0.72%

Semi-Annual

BNP Paribas S.A.

06/29/21

0.72

USD

2,450

(257,728)

2-Year Interest Rate Swap, 07/03/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Barclays Bank PLC

07/01/21

—

EUR

5,230

(19)

2-Year Interest Rate Swap, 07/04/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

(0.05%)

Annual

Barclays Bank PLC

07/02/21

(0.05)

EUR

5,120

(28)

2-Year Interest Rate Swap, 07/21/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

0.00%

Annual

Barclays Bank PLC

07/19/21

—

EUR

5,270

(42)

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Put (continued)

10-Year Interest Rate Swap, 08/07/31

3-Month
LIBOR,
0.19%

Quarterly

0.95%

Semi-Annual

Deutsche Bank AG

08/05/21

0.95

USD

2,390

(206,069)

2-Year Interest Rate Swap, 08/11/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

(0.25%)

Annual

Barclays Bank PLC

08/09/21

(0.25)

EUR

30,000

(2,483)

2-Year Interest Rate Swap, 08/11/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

(0.15%)

Annual

Barclays Bank PLC

08/09/21

(0.15)

EUR

12,480

(498)

2-Year Interest Rate Swap, 08/11/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

(0.15%)

Annual

Barclays Bank PLC

08/09/21

(0.15)

EUR

6,990

(279)

2-Year Interest Rate Swap, 09/05/23

6-Month
EURIBOR,
(0.51%)

Semi-Annual

(0.25%)

Annual

Barclays Bank PLC

09/03/21

(0.25)

EUR

22,950

(2,923)

5-Year Interest Rate Swap, 09/05/26

3-Month
LIBOR,
0.19%

Quarterly

0.60%

Semi-Annual

Deutsche Bank AG

09/03/21

0.60

USD

10,390

(326,776)

10-Year Interest Rate Swap, 10/02/31

3-Month
LIBOR,
0.19%

Quarterly

1.45%

Semi-Annual

Bank of America N.A.

09/30/21

1.45

USD

6,560

(316,205)

10-Year Interest Rate Swap, 01/12/32

3-Month
LIBOR,
0.19%

Quarterly

1.15%

Semi-Annual

Bank of America N.A.

01/10/22

1.15

USD

1,400

(112,540)

10-Year Interest Rate Swap, 01/22/32

3-Month
LIBOR,
0.19%,
0.19%

Quarterly

1.54%

Semi-Annual

Bank of America N.A.

01/20/22

1.54

USD

27,950

(1,432,984)

10-Year Interest Rate Swap, 01/29/32

3-Month
LIBOR,
0.19%

Quarterly

1.25%

Semi-Annual

Bank of America N.A.

01/27/22

1.25

USD

3,560

(262,270)

10-Year Interest Rate Swap, 01/29/32

3-Month
LIBOR,
0.19%

Quarterly

1.50%

Semi-Annual

Deutsche Bank AG

01/27/22

1.50

USD

3,880

(211,410)

10-Year Interest Rate Swap, 02/09/32

3-Month
LIBOR,
0.19%

Quarterly

0.68%

Semi-Annual

Deutsche Bank AG

02/07/22

0.68

USD

2,870

(353,370)

10-Year Interest Rate Swap, 02/20/32

3-Month
LIBOR,
0.19%

Quarterly

1.62%

Semi-Annual

Bank of America N.A.

02/18/22

1.62

USD

3,350

(161,365)

10-Year Interest Rate Swap, 02/24/32

3-Month
LIBOR,
0.19%,
0.19%

Quarterly

1.92%

Semi-Annual

Barclays Bank PLC

02/22/22

1.91

USD

14,020

(443,487)

2-Year Interest Rate Swap, 02/27/24

3-Month
LIBOR,
0.19%

Quarterly

0.75%

Semi-Annual

Deutsche Bank AG

02/25/22

0.75

USD

38,130

(90,209)

10-Year Interest Rate Swap, 03/02/32

3-Month
LIBOR,
0.19%

Quarterly

1.60%

Semi-Annual

Deutsche Bank AG

02/28/22

1.60

USD

2,840

(142,507)

2-Year Interest Rate Swap, 03/03/24

3-Month
LIBOR,
0.19%

Quarterly

0.51%

Semi-Annual

Deutsche Bank AG

03/01/22

0.51

USD

33,910

(149,782)

2-Year Interest Rate Swap, 03/04/24

3-Month
LIBOR,
0.19%

Quarterly

0.49%

Semi-Annual

JPMorgan Chase Bank N.A.

03/02/22

0.49

USD

50,670

(237,300)

10-Year Interest Rate Swap, 03/05/32

3-Month
LIBOR,
0.19%

Quarterly

1.60%

Semi-Annual

Deutsche Bank AG

03/03/22

1.60

USD

2,840

(143,469)

2-Year Interest Rate Swap,

3-Month

03/05/24

LIBOR,
0.19%

Quarterly

0.52%

Semi-Annual

Citibank N.A.

03/03/22

0.52

USD

17,280

(75,459)

10-Year Interest Rate Swap, 03/06/32

3-Month
LIBOR,
0.19%

Quarterly

1.60%

Semi-Annual

Deutsche Bank AG

03/04/22

1.60

USD

4,485

(226,806)

10-Year Interest Rate Swap, 03/06/32

3-Month
LIBOR,
0.19%

Quarterly

1.60%

Semi-Annual

Barclays Bank PLC

03/04/22

1.60

USD

2,818

(142,506)

2-Year Interest Rate Swap, 03/23/24

3-Month
LIBOR,
0.19%

Quarterly

0.56%

Semi-Annual

Deutsche Bank AG

03/21/22

0.56

USD

17,280

(75,069)

2-Year Interest Rate Swap, 03/25/24

3-Month
LIBOR,
0.19%

Quarterly

0.57%

Semi-Annual

Deutsche Bank AG

03/23/22

0.57

USD

33,470

(144,136)

10-Year Interest Rate Swap, 05/04/32

3-Month
LIBOR,
0.19%

Quarterly

0.74%

Semi-Annual

Deutsche Bank AG

05/02/22

0.74

USD

2,540

(313,744)

5-Year Interest Rate Swap, 05/05/27

3-Month
LIBOR,
0.19%

Quarterly

3.25%

Semi-Annual

Goldman Sachs Bank USA

05/03/22

3.25

USD

10,130

(16,749)

10-Year Interest Rate Swap, 05/11/32

3-Month
LIBOR,
0.19%

Quarterly

2.75%

Semi-Annual

Nomura International PLC

05/09/22

2.75

USD

10,350

(112,419)

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Put (continued)

10-Year Interest Rate Swap, 08/04/32

3-Month
LIBOR,
0.19%

Quarterly

2.75%

Semi-Annual

JPMorgan Chase Bank N.A.

08/02/22

2.75

USD

4,160

(58,744)

10-Year Interest Rate Swap, 08/04/32

3-Month
LIBOR,
0.19%

Quarterly

3.25%

Semi-Annual

JPMorgan Chase Bank N.A.

08/02/22

3.25

USD

4,160

(30,087)

10-Year Interest Rate Swap, 08/10/32

3-Month
LIBOR,
0.19%

Quarterly

0.72%

Semi-Annual

Deutsche Bank AG

08/08/22

0.72

USD

485

(64,056)

10-Year Interest Rate Swap, 08/10/32

3-Month
LIBOR,
0.19%

Quarterly

2.75%

Semi-Annual

Barclays Bank PLC

08/08/22

2.75

USD

4,270

(61,270)

10-Year Interest Rate Swap, 08/10/32

3-Month
LIBOR,
0.19%

Quarterly

3.25%

Semi-Annual

Barclays Bank PLC

08/08/22

3.25

USD

4,270

(31,482)

10-Year Interest Rate Swap, 10/13/32

3-Month
LIBOR,
0.19%

Quarterly

1.06%

Semi-Annual

Deutsche Bank AG

10/11/22

1.06

USD

2,780

(296,856)

10-Year Interest Rate Swap, 12/17/32

3-Month
LIBOR,
0.19%

Quarterly

1.23%

Semi-Annual

Barclays Bank PLC

12/15/22

1.23

USD

5,120

(502,916)

10-Year Interest Rate Swap, 12/18/32

3-Month
LIBOR,
0.19%

Quarterly

1.23%

Semi-Annual

Goldman Sachs Bank USA

12/16/22

1.23

USD

2,560

(250,039)

10-Year Interest Rate Swap, 12/18/32

3-Month
LIBOR,
0.19%

Quarterly

1.25%

Semi-Annual

Goldman Sachs Bank USA

12/16/22

1.24

USD

2,560

(247,560)

10-Year Interest Rate Swap, 01/01/32

3-Month
LIBOR,
0.19%

Quarterly

1.25%

Semi-Annual

Citibank N.A.

12/30/22

1.25

USD

2,820

(273,270)

10-Year Interest Rate Swap, 01/11/33

3-Month
LIBOR,
0.19%

Quarterly

1.44%

Semi-Annual

Barclays Bank PLC

01/09/23

1.44

USD

5,090

(425,787)

10-Year Interest Rate Swap, 01/14/33

3-Month
LIBOR,
0.19%

Quarterly

1.57%

Semi-Annual

JPMorgan Chase Bank N.A.

01/12/23

1.57

USD

2,630

(196,459)

10-Year Interest Rate Swap, 03/03/33

3-Month
LIBOR,
0.19%

Quarterly

2.01%

Semi-Annual

Bank of America N.A.

03/01/23

2.01

USD

5,170

(261,985)

10-Year Interest Rate Swap, 03/04/33

3-Month
LIBOR,
0.19%

Quarterly

1.98%

Semi-Annual

JPMorgan Chase Bank N.A.

03/02/23

1.97

USD

2,600

(136,964)

10-Year Interest Rate Swap, 03/04/33

3-Month
LIBOR,
0.19%

Quarterly

1.98%

Semi-Annual

BNP Paribas S.A.

03/02/23

1.98

USD

2,600

(135,981)

10-Year Interest Rate Swap, 03/05/33

3-Month
LIBOR,
0.19%

Quarterly

2.03%

Semi-Annual

Societe Generale

03/03/23

2.02

USD

1,300

(65,076)

10-Year Interest Rate Swap, 06/15/34

3-Month
LIBOR,
0.19%

Quarterly

3.00%

Semi-Annual

Morgan Stanley & Co. International PLC

06/13/24

3.00

USD

3,950

(118,454)

10-Year Interest Rate Swap, 06/15/34

3-Month
LIBOR,
0.19%

Quarterly

3.50%

Semi-Annual

Morgan Stanley & Co. International PLC

06/13/24

3.50

USD

3,950

(73,346)

10-Year Interest Rate Swap, 06/22/34

3-Month
LIBOR,
0.19%

Quarterly

3.00%

Semi-Annual

Morgan Stanley & Co. International PLC

06/20/24

3.00

USD

3,950

(119,127)

10-Year Interest Rate Swap, 06/22/34

3-Month
LIBOR,
0.19%

Quarterly

3.50%

Semi-Annual

Morgan Stanley & Co. International PLC

06/20/24

3.50

USD

3,950

(73,854)

10-Year Interest Rate Swap, 08/22/34

3-Month
LIBOR,
0.19%

Quarterly

2.25%

Semi-Annual

Morgan Stanley & Co. International PLC

08/20/24

2.25

USD

4,410

(268,768)

10-Year Interest Rate Swap, 03/14/39

3-Month
LIBOR,
0.19%

Quarterly

3.05%

Semi-Annual

Barclays Bank PLC

03/12/29

3.05

USD

2,840

(132,519)

(12,002,639)

(13,559,191)


Paid by the Trust		Received by the Trust		Effective			Termination		Notional					Upfront Premium Paid		Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Date			Date		Amount (000)		Value			(Received)		(Depreciation)
3-Month LIBOR, 0.19%	Quarterly	0.23%	Semi-Annual		N/A			10/21/22	USD	1,380	$	744		$	13	$	731
3-Month LIBOR, 0.19%	Quarterly	1.07%	Semi-Annual		N/A			03/01/23	USD	3,350		53,666			38		53,628
3-Month LIBOR, 0.19%	Quarterly	1.10%	Semi-Annual		N/A			03/01/23	USD	13,390		222,128			152		221,976
3-Month LIBOR, 0.19%	Quarterly	0.88%	Semi-Annual		N/A			03/02/23	USD	6,665		82,085			76		82,009
3-Month LIBOR, 0.19%	Quarterly	0.88%	Semi-Annual		N/A			03/02/23	USD	6,700		82,048			76		81,972
3-Month LIBOR, 0.19%	Quarterly	0.90%	Semi-Annual		N/A			03/02/23	USD	2,230		28,467			25		28,442
3-Month LIBOR, 0.19%	Quarterly	0.98%	Semi-Annual		N/A			03/02/23	USD	3,360		47,928			38		47,890
3-Month LIBOR, 0.19%	Quarterly	0.99%	Semi-Annual		N/A			03/02/23	USD	3,360		48,498			38		48,460
3-Month LIBOR, 0.19%	Quarterly	0.25%	Semi-Annual		07/08/22	^(a)		07/10/23	USD	5,380		(11,141	)		58		(11,199	)
1.61%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		11/01/21	^(a)		11/01/23	USD	3,260		(74,607	)		38		(74,645	)
0.40%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		11/22/22	^(a)		11/22/23	USD	2,280		6,801			25		6,776
3-Month LIBOR, 0.19%	Quarterly	0.45%	Semi-Annual		N/A			11/12/25	USD	4,330		(91,759	)		59		(91,818	)
3-Month LIBOR, 0.19%	Quarterly	0.48%	Semi-Annual		N/A			01/21/26	USD	7,710		(185,453	)		100		(185,553	)
1.54%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		02/25/2⁵	^(a)		02/25/26	USD	7,420		37,623			80		37,543
1.71%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		03/06/25	^(a)		03/06/26	USD	3,630		12,622			39		12,583
1.35%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		03/22/22	^(a)		03/22/27	USD	2,225		12,657			30		12,627
3-Month LIBOR, 0.19%	Quarterly	1.37%	Semi-Annual		03/22/22	^(a)		03/22/27	USD	3,810		(18,045	)		51		(18,096	)
3-Month LIBOR, 0.19%	Quarterly	1.33%	Semi-Annual		03/29/22	^(a)		03/30/27	USD	1,607		(10,835	)		22		(10,857	)
3-Month LIBOR, 0.19%	Quarterly	1.40%	Semi-Annual		03/30/22	^(a)		03/30/27	USD	1,585		(5,950	)		21		(5,971	)
0.65%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		04/20/22	^(a)		04/20/27	USD	530		21,876			7		21,869
0.50%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			08/19/27	USD	1,310		67,226			17		67,209
0.84%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/15/27	USD	7,990		270,721			117		270,604
6-Month JPY LIBOR, (0.04%)	Semi-Annual	0.37%	Semi-Annual		N/A			01/31/28	JPY	181,730		35,809			20		35,789
1.27%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		02/15/28	USD	7,600		91,469			111		91,358
6-Month JPY LIBOR, (0.04%)	Semi-Annual	0.36%	Semi-Annual		N/A			07/31/28	JPY	113,000		22,550			13		22,537
0.19%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			01/04/29	JPY	100,000		(8,036	)		12		(8,048	)
0.19%	Annual	6-Month EURIBOR, (0.51%)	Semi-Annual		N/A			01/16/30	EUR	1,600		(37,227	)		298		(37,525	)
1.31%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/27/30	USD	2,770		80,745			40		80,705
0.68%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			09/16/30	USD	2,760		257,636			41		257,595
0.67%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			10/09/30	USD	1,360		126,028			20		126,008
0.53%	Quarterly	3-Month LIBOR, 0.19%	Quarterly		N/A			10/21/30	USD	101		8,562			—		8,562
3-Month LIBOR, 0.19%	Quarterly	0.56%	Quarterly		N/A			10/21/30	USD	101		(8,788	)		—		(8,788	)
0.90%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			10/28/30	USD	1,300		93,960			20		93,940
0.90%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			10/28/30	USD	1,300		94,207			20		94,187
0.65%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/04/30	USD	2,740		263,267			43		263,224
0.90%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/05/30	USD	2,240		162,862			37		162,825
0.95%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/12/30	USD	2,010		137,185			33		137,152
0.96%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/12/30	USD	2,270		153,527			37		153,490
1.78%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		11/15/30	USD	5,670		379			92		287
0.95%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			12/04/30	USD	1,620		112,626			26		112,600
0.96%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			12/11/30	USD	1,630		112,218			26		112,192
0.93%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			12/18/30	USD	1,200		86,760			19		86,741
0.95%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			12/30/30	USD	690		48,915			11		48,904
0.97%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			12/30/30	USD	1,150		79,594			18		79,576
1.02%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/08/31	USD	1,790		118,199			28		118,171
1.04%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/08/31	USD	1,790		114,973			28		114,945
1.05%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	1,000		62,668			16		62,652
1.09%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	1,780		106,397			28		106,369
1.09%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	1,790		106,012			28		105,984
1.10%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	895		52,199			14		52,185
1.12%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	630		35,475			10		35,465
1.13%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	895		49,950			14		49,936
1.13%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	1,800		100,846			29		100,817
1.15%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/13/31	USD	897		48,453			14		48,439
1.18%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/14/31	USD	1,030		52,034			16		52,018
1.18%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/14/31	USD	895		45,257			14		45,243
1.19%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/14/31	USD	1,790		89,919			28		89,891
1.19%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			01/14/31	USD	895		45,087			14		45,073
1.16%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/04/31	USD	500		26,813			8		26,805
1.17%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/04/31	USD	1,800		96,032			29		96,003
1.18%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/04/31	USD	1,340		70,347			21		70,326


Paid by the Trust		Received by the Trust		Effective			Termination		Notional					Upfront Premium Paid			Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Date			Date		Amount (000)		Value			(Received)			(Depreciation)
1.23%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/10/31	USD	1,800	$	85,938		$	29		$	85,909
1.39%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/18/31	USD	145		4,757			2			4,755
1.41%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/18/31	USD	895		27,880			14			27,866
1.51%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			02/26/31	USD	1,790		40,264			29			40,235
1.59%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/03/31	USD	1,780		26,307			29			26,278
1.57%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	1,790		30,747			29			30,718
1.64%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	895		9,824			14			9,810
1.65%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	895		9,019			14			9,005
1.66%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	1,240		11,399			20			11,379
1.68%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	895		6,028			14			6,014
1.69%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	895		5,690			14			5,676
1.70%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	1,790		8,501			29			8,472
2.79%	Semi- Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/10/31	USD	5,266		(515,279	)		85			(515,364	)
1.58%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/12/31	USD	640		10,621			10			10,611
1.66%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/17/31	USD	885		8,044			14			8,030
1.68%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/19/31	USD	885		6,769			14			6,755
1.76%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/24/31	USD	880		237			14			223
1.77%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/24/31	USD	880		(1,012	)		14			(1,026	)
1.78%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/24/31	USD	885		(1,185	)		14			(1,199	)
1.80%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			04/01/31	USD	890		(2,858	)		14			(2,872	)
1.81%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			04/01/31	USD	1,290		(4,446	)		21			(4,467	)
3-Month LIBOR, 0.19%	Quarterly	0.75%	Semi-Annual		04/07/21	^(a)		04/07/31	USD	210		(20,290	)		3			(20,293	)
1.78%	Semi- Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			04/07/31	USD	900		(971	)		15			(986	)
1.78%	Semi- Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			04/07/31	USD	1,630		(1,552	)		26			(1,578	)
1.79%	Semi- Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			04/07/31	USD	1,630		(2,935	)		776			(3,711	)
3-Month LIBOR, 0.19%	Quarterly	0.87%	Semi-Annual		04/09/21	^(a)		04/09/31	USD	1,240		(105,890	)		20			(105,910	)
3-Month LIBOR, 0.19%	Quarterly	2.45%	Semi-Annual		05/18/21	^(a)		05/19/31	USD	860		52,376			13			52,363
0.76%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/03/21	^(a)		06/03/31	USD	3,648		361,246			58			361,188
3-Month LIBOR, 0.19%	Quarterly	2.10%	Semi-Annual		06/22/21	^(a)		06/23/31	USD	430		11,200			7			11,193
3-Month LIBOR, 0.19%	Quarterly	1.19%	Semi-Annual		07/23/21	^(a)		07/23/31	USD	1,240		(76,309	)		20			(76,329	)
3-Month LIBOR, 0.19%	Quarterly	1.17%	Semi-Annual		07/28/21	^(a)		07/28/31	USD	30		(1,926	)		1			(1,927	)
3-Month LIBOR, 0.19%	Quarterly	1.18%	Semi-Annual		07/28/21	^(a)		07/28/31	USD	1,640		(103,527	)		27			(103,554	)
3-Month LIBOR, 0.19%	Quarterly	1.58%	Semi-Annual		08/25/21	^(a)		08/26/31	USD	23,450		(638,829	)		379			(639,208	)
0.86%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		10/04/21	^(a)		10/06/31	USD	290		28,299			5			28,294
0.52%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		11/30/21	^(a)		11/28/31	JPY	95,000		(28,269	)		16			(28,285	)
0.80%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		02/08/22	(^a)		02/09/32	USD	60		6,632			1			6,631
1.65%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		02/22/22	^(a)		02/23/32	USD	3,520		111,886			57			111,829
0.77%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		05/06/22	^(a)		05/06/32	USD	2,650		314,000			42			313,958
0.85%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		08/15/22	^(a)		08/16/32	USD	16,460		1,927,468			68,203			1,859,265
0.36%	Semi- Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			02/06/34	JPY	30,720		(4,138	)		4			(4,142	)
0.34%	Semi- Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			02/08/34	JPY	50,250		(5,651	)		8			(5,659	)
0.34%	Semi- Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			03/14/34	JPY	24,760		(2,608	)		4			(2,612	)
2.33%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/24/24	^(a)		06/26/34	USD	310		4,291			5			4,286
1.65%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		08/22/24	^(a)		08/22/34	USD	1,355		102,551			21			102,530
6-Month JPY LIBOR, (0.04%)	Semi-Annual	0.14%	Semi-Annual		N/A			06/12/35	JPY	250,000		(46,529	)		42			(46,571	)
0.16%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			07/09/35	JPY	107,580		16,735			18			16,717
6-Month JPY LIBOR, (0.04%)	Semi-Annual	0.13%	Semi-Annual		N/A			09/18/35	JPY	50,000		(10,662	)		9			(10,671	)
6-Month JPY LIBOR, (0.04%)	Semi-Annual	0.13%	Semi-Annual		N/A			09/18/35	JPY	50,000		(10,646	)		9			(10,655	)
0.66%	Semi Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			12/06/38	JPY	40,000		(18,345	)		8			(18,353	)
0.62%	Semi- Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			12/14/38	JPY	25,000		(9,798	)		5			(9,803	)
0.41%	Semi- Annual	6-Month JPY LIBOR, (0.04%)	Semi- Annual		N/A			04/04/39	JPY	26,190		(1,481	)		5			(1,486	)
2.82%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		04/04/29	^(a)		04/04/39	USD	1,560		(21,139	)		24			(21,163	)
0.33%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			06/10/39	JPY	27,540		2,450			6			2,444
0.30%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			06/17/39	JPY	25,860		3,805			5			3,800
0.17%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			08/08/39	JPY	22,870		8,436			5			8,431
1.01%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		04/02/30	^(a)		04/03/40	USD	4,100		517,386			66			517,320
0.23%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		N/A			12/24/40	JPY	23,180		7,891			5			7,886
0.72%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		03/21/24	^(a)		03/22/44	JPY	19,000		(5,152	)		4			(5,156	)
0.20%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		08/28/24	^(a)		08/30/44	JPY	12,720		8,377			3			8,374
0.37%	Semi-Annual	6-Month JPY LIBOR, (0.04%)	Semi-Annual		01/30/25	^(a)		01/30/45	JPY	20,250		7,904			5			7,899
1.89%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		02/15/47	USD	2,300		149,855			(2,636	)		152,491


Paid by the Trust		Received by the Trust		Effective			Termination		Notional					Upfront Premium Paid		Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Date			Date		Amount (000)		Value			(Received)		(Depreciation)
2.00%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		02/15/47	USD	2,440	$	102,293		$	53	$	102,240
2.02%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		02/15/47	USD	2,530		95,284			55		95,229
2.07%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		06/30/21	^(a)		02/15/47	USD	2,530		69,505			55		69,450
3-Month LIBOR, 0.19%	Quarterly	2.11%	Semi-Annual		06/30/21	^(a)		02/15/47	USD	2,480		(47,781	)		53		(47,834	)
3.02%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		12/08/38	^(a)		12/08/48	USD	400		(16,626	)		6		(16,632	)
2.38%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		07/05/39	^(a)		07/06/49	USD	620		(963	)		10		(973	)
1.71%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		08/16/39	^(a)		08/16/49	USD	600		24,243			9		24,234
1.78%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		08/16/39	^(a)		08/16/49	USD	500		17,839			8		17,831
1.67%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		08/17/39	^(a)		08/17/49	USD	460		19,815			7		19,808
1.25%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			03/07/50	USD	460		97,249			10		97,239
1.10%	Semi-Annual	3-Month LIBOR, 0.19%	Quarterly		N/A			11/25/50	USD	750		184,082			17		184,065
3-Month LIBOR, 0.19%	Quarterly	1.93%	Semi-Annual		12/01/26	^(a)		12/01/56	USD	110		(11,128	)		2		(11,130	)

											$	6,559,407		$	70,412	$	6,488,995

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable

inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Trust’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Trust’s investments categorized in the fair value hierarchy. The breakdown of the Trust’s investments into major categories is disclosed in the Schedule of Investments above.

The Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $403,751,642 are categorized as Level 2 within the fair value hierarchy.

A reconciliation of Level 3 financial instruments is presented when the Trust had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) to determine the value of certain of the Fund’s Level 3 investments as of period end. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of $1,234,818. A significant change in the third party information could result in a significantly lower or higher value of such Level 3 investments.


Affiliated Issuer	Value at 12/31/20		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 03/31/21		Shares Held at 03/31/21		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	8,065,454	$	870,609	^(a)	$	—	$	—	$	—	$	8,936,063		8,936,063	$	625	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
10-Year U.S. Ultra Note		116		06/21/21	$	16,668	$	(416,312	)
U.S. Ultra Bond		284		06/21/21		51,466		(1,119,476	)
5-Year U.S. Treasury Note		162		06/30/21		19,991		(88,642	)

								(1,624,430	)

Short Contracts
10-Year U.S. Treasury Note.		465		06/21/21		60,886		789,846
Long U.S. Treasury Bond		30		06/21/21		4,638		183,985
2-Year U.S. Treasury Note		1,645		06/30/21		363,095		191,545

								1,165,376

							$	(459,054	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
AUD	8,100,000	NZD	8,766,681	JPMorgan Chase Bank N.A.		06/16/21	$	32,633
MXN	136,629,753	EUR	5,330,000	Barclays Bank PLC		06/16/21		373,063
NZD	9,036,970	AUD	8,290,000	Bank of America N.A.		06/16/21		11,746
NZD	8,832,444	AUD	8,100,000	JPMorgan Chase Bank N.A.		06/16/21		13,288
USD	133,877	CAD	167,000	BNP Paribas S.A.		06/16/21		976
USD	112,099	EUR	94,000	Bank of America N.A.		06/16/21		1,700
USD	116,656	EUR	98,000	Morgan Stanley & Co. International PLC		06/16/21		1,559
USD	5,802,515	EUR	4,860,000	State Street Bank and Trust Co.		06/16/21		94,660
USD	925,013	GBP	662,000	Royal Bank of Canada		06/16/21		12,184
USD	5,533,253	GBP	3,960,000	Westpac Banking Corp.		06/16/21		72,826

								614,635

AUD	8,290,000	NZD	9,044,054	JPMorgan Chase Bank N.A.		06/16/21		(16,693	)
EUR	5,330,000	MXN	132,728,726	Citibank N.A.		06/16/21		(183,681	)

								(200,374	)

							$	414,261


Description	Number of Contracts		Expiration Date		Exercise Price			Notional Amount (000)			Value
Call
10-Year U.S. Treasury Note		32		05/21/21		USD	134.00		USD	4,194	$	(4,500	)

Put
90-Day Euro Future		229		09/10/21		USD	99.38		USD	22,665		(253,331	)
90-Day Euro Future		229		09/10/21		USD	99.75		USD	22,815		(83,013	)

												(336,344	)

											$	(340,844	)


Reference Obligation/Index	Financing Rate Paid by the Trust			Payment Frequency		Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CDX.NA.HY.35.V1		5.00	%		Quarterly		12/20/25		USD	2,870	$	(265,196	)	$	(249,480	)	$	(15,716	)
CDX.NA.HY.36.V1		5.00			Quarterly		06/20/26		USD	5,910		(535,309	)		(502,796	)		(32,513	)
CDX.NA.IG.36.V1		1.00			Quarterly		06/20/26		USD	48,380		(1,144,467	)		(1,046,696	)		(97,771	)

											$	(1,944,972	)	$	(1,798,972	)	$	(146,000	)


Reference Obligation/Index	Financing Rate Received by the Trust		Payment Frequency	Counterparty	Termination Date	Credit Rating^(a)	Notional Amount (000)^(b)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Adler Real Estate AG	5.00	%	Quarterly	Morgan Stanley & Co. International PLC	12/20/25	BB+	EUR	10	$	1,698		$	1,626		$	72
Virgin Media Finance PLC	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/25	B	EUR	10		1,340			1,255			85
CMBX.NA.8	3.00		Monthly	Barclays Bank PLC	10/17/57	NR	USD	5,000		(779,679	)		(493,542	)		(286,137	)
CMBX.NA.8	3.00		Monthly	Credit Suisse International	10/17/57	NR	USD	2,500		(389,840	)		(244,136	)		(145,704	)
CMBX.NA.8	3.00		Monthly	Morgan Stanley & Co. International PLC	10/17/57	NR	USD	5,550		(865,445	)		(718,690	)		(146,755	)
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	NR	USD	2,153		(236,427	)		(239,688	)		3,261
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	NR	USD	5,000		(548,649	)		(529,099	)		(19,550	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	NR	USD	5,000		(548,649	)		(529,099	)		(19,550	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	NR	USD	5,000		(548,649	)		(523,320	)		(25,329	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	NR	USD	5,000		(548,648	)		(529,048	)		(19,600	)

									$	(4,462,948	)	$	(3,803,741	)	$	(659,207	)


	Level 1		Level 2		Level 3		Total
Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	70,778,827	$	1,810,802	$	72,589,629
Common Stocks		—		92,114		3,144		95,258
Corporate Bonds
Aerospace & Defense		—		15,740,469		—		15,740,469
Airlines		—		10,101,656		—		10,101,656
Auto Components		—		3,814,146		—		3,814,146
Automobiles		—		10,500,663		—		10,500,663
Banks		—		17,223,557		—		17,223,557
Beverages		—		9,723,178		—		9,723,178
Biotechnology		—		4,501,658		—		4,501,658
Building Materials		—		2,459,068		—		2,459,068
Building Products		—		5,283,233		—		5,283,233
Capital Markets		—		18,913,426		—		18,913,426
Chemicals		—		4,282,614		—		4,282,614
Commercial Services & Supplies		—		1,450,678		—		1,450,678
Communications Equipment		—		2,539,034		—		2,539,034
Construction & Engineering		—		4,928,145		—		4,928,145
Construction Materials		—		2,156,642		—		2,156,642
Consumer Discretionary		—		3,276,268		—		3,276,268
Consumer Finance		—		7,800,381		—		7,800,381
Containers & Packaging		—		2,462,353		—		2,462,353
Diversified Consumer Services		—		3,344,795		—		3,344,795
Diversified Financial Services		—		36,174,622		—		36,174,622
Diversified Telecommunication Services		—		34,203,666		—		34,203,666
Education		—		299,747		—		299,747
Electric Utilities		—		28,098,358		—		28,098,358
Electrical Equipment		—		313,753		—		313,753
Electronic Equipment, Instruments & Components		—		2,971,937		—		2,971,937
Energy Equipment & Services		—		2,483,170		374,144		2,857,314
Environmental, Maintenance, & Security Service		—		1,947,061		—		1,947,061
Equity Real Estate Investment Trusts (REITs)		—		10,736,732		—		10,736,732
Food & Staples Retailing		—		6,628,951		—		6,628,951
Food Products		—		2,081,984		—		2,081,984
Gas Utilities		—		90,918		—		90,918
Health Care Equipment & Supplies		—		2,877,548		—		2,877,548
Health Care Providers & Services		—		14,921,965		—		14,921,965
Health Care Technology		—		1,980,190		—		1,980,190
Hotels, Restaurants & Leisure		—		13,903,644		3,834,622		17,738,266
Household Durables		—		2,158,484		—		2,158,484
Household Products		—		48,000		—		48,000
Independent Power and Renewable Electricity Producers		—		3,676,112		—		3,676,112
Insurance		—		29,444,684		—		29,444,684
Interactive Media & Services		—		1,990,902		—		1,990,902
Internet Software & Services		—		2,782,950		—		2,782,950
IT Services		—		5,225,543		—		5,225,543
Leisure Products		—		391,206		—		391,206
Machinery		—		2,157,945		—		2,157,945
Media		—		45,465,053		—		45,465,053
Metals & Mining		—		8,498,670		—		8,498,670
Multi-line Retail		—		376,351		—		376,351
Multi-Utilities		—		1,313,509		—		1,313,509
Offshore Drilling & Other Services		—		116,520		—		116,520
Oil, Gas & Consumable Fuels		112,893		60,287,397		1,643,136		62,043,426


	Asset-Backed Securities			Common Stocks			Corporate Bonds			Floating Rate Loan Interests			Non-Agency Mortgage-Backed Securities		Total

Assets
Opening balance, as of December 31, 2020	$	27,859		$	21,047		$	7,038,030		$	617,454		$	—	$	7,704,390
Transfers into Level 3.		1,286,514			—			—			34,475			—		1,320,989
Transfers out of Level 3		—			—			—			(245,481	)		—		(245,481	)
Accrued discounts/premiums		(25,716	)		—			3,717			442			—		(21,557	)
Net realized gain (loss)		—			—			—			18			—		18
Net change in unrealized appreciation (depreciation)^(a)		22145			(17,903	)		(355,784	)		13,593			—		(337,949	)
Purchases		500000			—			3,004			288,833			2,049,998		2,841,835
Sales		—			—			(48,404	)		(645	)		—		(49,049	)

Closing balance, as of March 31, 2021	$	1,810,802		$	3,144		$	6,640,563		$	708,689		$	2,049,998	$	11,213,196

Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2021^(a)	$	22,145		$	(17,903	)	$	(355,784	)	$	13,593		$	—	$	(337,949	)


	Value		Valuation Approach		Unobservable Inputs		Range of Unobservable Inputs Utilized^(a)		Weighted Average of Unobservable Inputs Based on Fair Value

Assets

Common Stocks	$	3,144		Market		EBITDA Multiple		3.00x		-
Asset Backed Securities		1,284,673		Income		Discount Rate		5%		-
Non-Agency Mortgage-Backed Securities		2,049,998		Market		Transaction Price		-		-
Corporate Bonds		6,640,563		Income		Discount Rate		11%		-
						Credit Spread		130 - 693		560
				Market		EBITDA Multiple		3.00x		-

	$	9,978,378



AUD		Australian Dollar

CAD		Canadian Dollar

EUR		Euro

GBP		British Pound

JPY		Japanese Yen

MXN		Mexican Peso

NZD		New Zealand Dollar

USD		United States Dollar



AGM		Assured Guaranty Municipal Corp.

BAB		Build America Bond

CD		Certificate of Deposit

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

DAC		Designated Activity Company

DIP		Debtor-In-Possession

EURIBOR		Euro Interbank Offered Rate

GO		General Obligation Bonds

LIBOR		London Interbank Offered Rate

MSCI		Morgan Stanley Capital International

PCL		Public Company Limited

PIK		Payment-in-Kind

RB		Revenue Bond

SAB		Special Assessment Bonds


SCHEDULE OF INVESTMENTS		1


SCHEDULE OF INVESTMENTS		3


SCHEDULE OF INVESTMENTS		5


SCHEDULE OF INVESTMENTS		7