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%), 2.53%, 04/20/30	USD		500	$	498,955
Series 2019-4A, Class DR, (3 mo. LIBOR US + 3.65%), 3.78%, 04/20/30			600		600,256
AGL CLO Ltd., Series 2020-3A, Class D, (3 mo. LIBOR US + 3.30%), 3.43%, 01/15/33^(a)(b)			250		250,036
Anchorage Capital CLO Ltd.^(a)(b)
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.78%, 10/13/30			380		379,829
Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.20%), 3.33%, 10/13/30			720		720,079
Series 2016-8A, Class DR, (3 mo. LIBOR US + 3.00%), 3.13%, 07/28/28			1,000		1,000,066
Apidos CLO XXII, 2015-22A, (3 mo. LIBOR US + 2.95%), 3.08%, 04/20/31^(a)(b)			250		249,253
Assurant CLO Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 2.10%), 2.23%, 10/20/29^(a)(b)			500		499,244
Ballyrock CLO Ltd., Series 2016-1A, Class DR2, (3 mo. LIBOR US + 3.15%), 3.28%, 10/15/28^(a)(b)			250		250,026
Battalion CLO VII Ltd., Series 2014-7A, Class CRR, (3 mo. LIBOR US + 2.93%), 3.06%, 07/17/28^(a)(b)			500		500,434
Beechwood Park CLO Ltd., Series 2019-1A, Class B2A, (3 mo. LIBOR US + 1.75%), 1.88%, 01/17/33^(a)(b)			500		500,231
BlueMountain CLO XXVI Ltd.^(a)(b)
Series 2019-26A, Class D1, (3 mo. LIBOR US + 4.25%), 4.38%, 10/20/32			250		250,194
Series 2019-26A, Class E, (3 mo. LIBOR US + 7.70%), 7.83%, 10/20/32			250		251,075
Buttermilk Park CLO Ltd., (3 mo. LIBOR US + 3.10%), 3.23%, 10/15/31^(a)(b)			250		250,020
Canyon Capital CLO Ltd.^(a)(b)
Series 2016-1A, Class CR, (3 mo. LIBOR US + 1.90%), 2.03%, 07/15/31			250		249,336
Series 2021-2A, Class D, (3 mo. LIBOR US + 3.35%), 3.51%, 04/15/34			500		500,750
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.35%), 3.47%, 08/14/30^(a)(b)			1,000		1,000,362
CarVal CLO II Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.20%), 3.33%, 04/20/32^(a)(b)			500		501,739
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.57%, 07/20/32^(a)(b)			500		493,778
CarVal CLO Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 5.90%, 07/16/31^(a)(b)			500		486,445
CBAM Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 2.40%), 2.53%, 07/20/30^(a)(b)			350		349,103
CIFC Funding Ltd.^(a)(b)
Series 2014-2RA, Class B1, (3 mo. LIBOR US + 2.80%), 2.93%, 04/24/30			750		750,000
Series 2014-3A, Class BR2, (3 mo. LIBOR US + 1.80%), 1.94%, 10/22/31			250		250,031
Series 2014-4RA, Class A1A, (3 mo. LIBOR US + 1.13%), 1.26%, 10/17/30			1,000		999,824
Series 2015-1A, Class ARR, (3 mo. LIBOR US + 1.11%), 1.25%, 01/22/31			1,000		999,721
Series 2015-5A, Class A1R, (3 mo. LIBOR US + 0.86%), 0.99%, 10/25/27			816		815,695


Security		Par (000)		Value

Asset-Backed Securities (continued)
CIFC Funding Ltd.^(a)(b)(continued)
Series 2020-1A, Class DR, (3 mo. LIBOR US + 3.10%), 3.21%, 07/15/36	USD		500	$	499,997
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01%, 02/15/29^(b)			2,000		2,028,076
Cumberland Park CLO Ltd., Series 2015-2A, Class DR, (3 mo. LIBOR US + 2.70%), 2.83%, 07/20/28^(a)(b)			250		250,318
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A, (1 mo. LIBOR US + 0.14%), 0.22%, 01/15/37^(a)			1,648		1,579,180
Dryden 50 Senior Loan Fund, Series 2017-50A, Class B, (3 mo. LIBOR US + 1.65%), 1.78%, 07/15/30^(a)(b)			250		250,101
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.78%, 04/18/31^(a)(b)			1,250		1,227,752
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 3.27%, 08/15/30^(a)(b)			1,000		1,000,311
Eaton Vance Clo Ltd., Series 2015-1A, Class A2R, (3 mo. LIBOR US + 1.25%), 1.38%, 01/20/30^(a)(b)			1,000		1,000,067
EDvestinU Private Education Loan Issue No 3 LLC, Series 2021-A, Class B, 3.50%, 11/25/50^(b)			110		110,422
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 7.13%, 10/15/32^(a)(b)			1,500		1,500,000
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.12%, 10/20/34^(a)(b)			436		434,255
Fairstone Financial Issuance Trust I, Series 2020-1A, Class C, 5.16%, 10/20/39^(b)	CAD		170		139,103
Galaxy XX CLO Ltd., Series 2015-20A, Class CR, (3 mo. LIBOR US + 1.75%), 1.88%, 04/20/31^(a)(b)	USD		250		248,083
Goldentree Loan Management US Clo 3 Ltd., Series 2018-3A, Class B1, (3 mo. LIBOR US + 1.55%), 1.68%, 04/20/30^(a)(b)			250		249,999
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2, (3 mo. LIBOR US + 1.60%), 1.73%, 10/29/29^(a)(b)			1,500		1,500,058
Grippen Park CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.30%), 3.43%, 01/20/30^(a)(b)			250		250,055
Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 3.73%, 07/18/29^(a)(b)			1,000		992,653
Kayne CLO III Ltd., Series 2019-3A, Class DR, (3 mo. LIBOR US + 2.75%), 2.88%, 04/15/32^(a)(b)			400		399,997
Lending Funding Trust, Series 2020-2A, Class C, 4.30%, 04/21/31^(b)			240		250,683
Litigation Fee Residual Funding Trust, 4.00%, 10/30/27^(c)			1,308		1,289,642
Long Beach Mortgage Loan Trust, Series 2006-8, Class 2A4, (1 mo. LIBOR US + 0.48%), 0.57%, 09/25/36^(a)			6,615		2,633,310
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 6.53%, 01/20/29^(a)(b)			250		248,824
Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR, (3 mo. LIBOR US + 2.00%), 2.13%, 07/27/31^(a)(b)			600		599,996
Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.78%, 04/25/29^(a)(b)			250		249,999


Security		Par (000)		Value

Asset-Backed Securities (continued)
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C, (3 mo. LIBOR US + 1.90%), 2.03%, 07/17/34^(a)(b)	USD		250	$	249,390
Marble Point CLO XVII Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 3.75%), 3.88%, 04/20/33^(a)(b)			250		250,344
Mariner Finance Issuance Trust^(b)
Series 2021-AA, Class C, 2.96%, 03/20/36			190		192,087
Series 2021-AA, Class D, 3.83%, 03/20/36			180		184,412
Navient Private Education Refi Loan Trust^(b)(c)
Series 2021-DA, Class C, 3.48%, 04/15/60			770		770,000
Series 2021-DA, Class D, 4.00%, 04/15/60			440		427,680
Nelnet Student Loan Trust^(b)
Series 2021-A, Class D, 4.93%, 04/20/62			460		466,503
Series 2021-BA, Class B, 2.68%, 04/20/62			1,983		1,983,957
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR, (3 mo. LIBOR US + 1.65%), 1.78%, 10/17/30^(a)(b)			250		249,999
Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class CR, (3 mo. LIBOR US + 1.80%), 1.93%, 07/20/31^(a)(b)			1,162		1,159,173
OCP CLO 2017-13 Ltd., Series 2017-13A, Class A1AR, (3 mo. LIBOR US + 0.96%), 1.08%, 07/15/30^(a)(b)(c)			1,000		1,000,000
OCP CLO Ltd., Series 2015-9A, Class BR, (3 mo. LIBOR US + 1.75%), 1.88%, 07/15/27^(a)(b)			250		249,719
Octagon Investment Partners 48 Ltd.^(a)(b)
Series 2020-3A, Class C, (3 mo. LIBOR US + 2.55%), 2.68%, 10/20/31			1,250		1,250,270
Series 2020-3A, Class D, (3 mo. LIBOR US + 4.00%), 4.13%, 10/20/31			250		250,251
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3 mo. LIBOR US + 2.75%), 2.89%, 01/22/30^(a)(b)			500		495,000
OneMain Financial Issuance Trust, Series 2020-1A, Class A, 3.84%, 05/14/32^(b)			2,000		2,067,191
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.28%, 10/17/29^(a)(b)			875		870,644
OZLM XXI Ltd., Series 2017-21A, Class C, (3 mo. LIBOR US + 2.67%), 2.80%, 01/20/31^(a)(b)			1,000		971,439
Palmer Square CLO Ltd.^(a)(b)
Series 2015-2A, Class CR2, (3 mo. LIBOR US + 2.75%), 2.88%, 07/20/30			250		249,750
Series 2018-3A, Class B, (3 mo. LIBOR US + 1.90%), 2.02%, 08/15/26			500		500,104
Palmer Square Loan Funding Ltd.^(a)(b)
Series 2018-5A, Class D, (3 mo. LIBOR US + 4.25%), 4.38%, 01/20/27			1,000		999,031
Series 2019-2A, Class B, (3 mo. LIBOR US + 2.25%), 2.38%, 04/20/27			1,000		1,000,354
Series 2019-3A, Class B, (3 mo. LIBOR US + 2.10%), 2.23%, 08/20/27			1,750		1,752,623
Series 2019-3A, Class C, (3 mo. LIBOR US + 3.40%), 3.53%, 08/20/27			750		750,544
Series 2019-4A, Class C, (3 mo. LIBOR US + 3.25%), 3.38%, 10/24/27			250		250,060
Series 2020-1A, Class C, (3 mo. LIBOR US + 2.50%), 2.63%, 02/20/28			250		250,308


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%), 6.93%, 02/14/34^(a)(b)	USD		1,300	$	1,267,485
PPM CLO 2 Ltd., Series 2019-2A, Class DR, (3 mo. LIBOR US + 3.40%), 3.53%, 04/16/32^(a)(b)			250		250,064
Prodigy Finance DAC, Series 2021-1A, Class C, (1 mo. LIBOR US + 3.75%), 3.84%, 07/25/51^(a)(b)			250		251,793
Regatta XI Funding Ltd., Series 2018-1A, Class D, (3 mo. LIBOR US + 2.85%), 2.98%, 07/17/31^(a)(b)			370		368,891
Republic Finance Issuance Trust, Series 2020-A, Class C, 4.05%, 11/20/30^(b)			240		247,485
Romark CLO III Ltd., Series 2019-3A, Class C, (3 mo. LIBOR US + 3.90%), 4.03%, 07/15/32^(a)(b)			250		250,042
Romark CLO Ltd., Series 2017-1A, Class B, (3 mo. LIBOR US + 2.15%), 2.29%, 10/23/30^(a)(b)			500		499,243
Shackleton CLO Ltd., Series 2015-7RA, Class C, (3 mo. LIBOR US + 2.35%), 2.48%, 07/15/31^(a)(b)			250		250,184
SLM Private Education Loan Trust, Series 2014-A, Class B, 3.50%, 11/15/44^(b)			425		425,439
SMB Private Education Loan Trust^(b)(c)
Series 2021-C, Class C, 3.00%, 01/15/53			190		190,000
Series 2021-C, Class D, 3.93%, 01/15/53			160		160,000
Sterling Coofs Trust^(b)(c)
Series 2004-1, Class A, 2.36%, 04/15/29			1,181		11,814
Series 2004-2, Class Note, 2.08%, 03/30/30			1,047		10,472
Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A2, 3.45%, 02/25/32			139		133,056
TCW CLO Ltd., Series 2020-1A, Class DRR, (3 mo. LIBOR US + 3.40%), 3.58%, 04/20/34^(a)(b)			250		248,251
TICP CLO IX Ltd., Series 2017-9A, Class D, (3 mo. LIBOR US + 2.90%), 3.03%, 01/20/31^(a)(b)			250		249,997
TICP CLO V Ltd., Series 2016-5A, Class ER, (3 mo. LIBOR US + 5.75%), 5.87%, 07/17/31^(a)(b)			537		521,715
TICP CLO VIII Ltd., Class B, (3 mo. LIBOR US + 2.15%), 2.28%, 10/20/30^(a)(b)			500		500,015
TICP CLO X Ltd., Series 2018-10A, Class E, (3 mo. LIBOR US + 5.50%), 5.63%, 04/20/31^(a)(b)			250		244,907
TRESTLES CLO Ltd.^(a)(b)
Series 2017-1A, Class B1R, (3 mo. LIBOR US + 1.75%), 1.88%, 04/25/32			1,750		1,743,877
Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.90%), 3.03%, 04/25/32			250		249,066
Trimaran CAVU Ltd., Series 2019-2A, Class C, (3 mo. LIBOR US + 4.72%), 4.85%, 11/26/32^(a)(b)			500		501,853
Unique Pub Finance Co. PLC^(d)
Series M, 7.40%, 03/28/24	GBP		2,544		3,623,230
Series N, 6.46%, 03/30/32			100		161,656
Voya CLO Ltd.^(a)(b)
Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.25%), 1.38%, 07/15/31	USD		1,000		997,768
Series 2019-3A, Class C, (3 mo. LIBOR US + 2.60%), 2.73%, 10/17/32			1,500		1,500,640
Whitebox Clo I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 3.15%, 07/24/32^(a)(b)			500		500,004
York CLO 1 Ltd., Series 2014-1A, Class CRR, (3 mo. LIBOR US + 2.10%), 2.24%, 10/22/29^(a)(b)			250		249,748


Security		Par (000)		Value

Asset-Backed Securities (continued)
York Clo Ltd., Series 2016-2A, Class DR, (3 mo. LIBOR US + 3.15%), 3.28%, 04/20/32^(a)(b)	USD		1,500	$	1,500,200
York Clo-3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.73%, 10/20/29^(a)(b)			1,750		1,750,691


Total Asset-Backed Securities — 8.2% (Cost: $70,052,313)					70,229,782


		Shares

Common Stocks

Energy Equipment & Services — 0.0%
Pioneer Energy Services Corp.			542		8,434


Oil, Gas & Consumable Fuels — 0.0%
Extraction Oil & Gas, Inc., (Acquired 03/05/21, Cost: $32,643)^(e)			2,622		148,012
SM Energy Co.			3,348		88,320

					236,332


Total Common Stocks — 0.0% (Cost: $54,239)					244,766


		Par (000)

Corporate Bonds

Advertising Agencies — 0.1%
Interpublic Group of Cos., Inc., 5.40%, 10/01/48	USD		500		673,107


Aerospace & Defense — 1.7%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			30		31,306
Bombardier, Inc.^(b)
7.50%, 12/01/24			126		131,040
7.50%, 03/15/25			25		25,531
7.13%, 06/15/26			432		453,600
7.88%, 04/15/27			237		245,704
6.00%, 02/15/28			237		239,666
7.45%, 05/01/34			100		116,875
Eaton Corp., 4.15%, 11/02/42			500		588,481
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26^(b)			200		206,000
General Electric Co.
6.15%, 08/07/37			2,150		2,965,367
6.88%, 01/10/39			18		26,826
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(b)			371		384,449
Lockheed Martin Corp., 4.09%, 09/15/52			1,410		1,725,437
Raytheon Technologies Corp., 6.13%, 07/15/38			1,450		2,041,286
Rolls-Royce PLC, 5.75%, 10/15/27^(b)			600		663,000
Smiths Group PLC, 3.63%, 10/12/22^(b)			360		371,739
Spirit AeroSystems, Inc., 5.50%, 01/15/25^(b)			121		127,957
TransDigm, Inc.
8.00%, 12/15/25^(b)			468		499,005
6.25%, 03/15/26^(b)			2,917		3,040,972
6.38%, 06/15/26			60		61,900
7.50%, 03/15/27			71		74,372
4.63%, 01/15/29			184		183,679


Security		Par (000)		Value

Aerospace & Defense (continued)
TransDigm, Inc. (continued)
4.88%, 05/01/29	USD		203	$	203,378
Triumph Group, Inc., 8.88%, 06/01/24^(b)			575		632,500

					15,040,070

Airlines — 1.1%
Air Canada, 3.88%, 08/15/26^(b)			281		283,543
American Airlines Pass-Through Trust
Series 2013-2, Class A, 4.95%, 07/15/24			859		878,007
Series 2015-2, Class A, 4.00%, 09/22/27			1,109		1,079,363
Series 2015-2, Class AA, 3.60%, 03/22/29			1,109		1,148,608
American Airlines, Inc., 11.75%, 07/15/25^(b)			159		196,763
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(b)
5.50%, 04/20/26			494		519,223
5.75%, 04/20/29			539		581,230
Avianca Holdings SA, Series IAI, (9.00% PIK), 9.00%, 03/31/22^(b)(f)			146		145,130
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28^(b)			92		102,580
Gol Finance SA, 7.00%, 01/31/25^(b)			200		189,475
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)			168		175,770
Latam Finance Ltd., 6.88%, 04/11/24^(b)(g)(h)			257		231,669
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27^(b)			454		493,689
United Airlines Pass-Through Trust
Series 2020-1, Class A, 5.88%, 10/15/27			389		435,911
Series 2020-1, Class B, 4.88%, 07/15/27			33		34,626
Series A, Class A, 4.30%, 08/15/25			2,612		2,803,682
United Airlines, Inc.^(b)
4.38%, 04/15/26			310		318,138
4.63%, 04/15/29			281		290,399

					9,907,806

Auto Components — 0.5%
Aptiv PLC, 4.40%, 10/01/46			465		552,749
Clarios Global LP, 6.75%, 05/15/25^(b)			154		162,470
Clarios Global LP/Clarios US Finance Co.
4.38%, 05/15/26^(d)	EUR		100		119,746
6.25%, 05/15/26^(b)	USD		659		692,378
8.50%, 05/15/27^(b)			1,587		1,688,171
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28^(b)			227		237,650
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29^(b)(i)			75		75,000
Goodyear Tire & Rubber Co.
5.00%, 07/15/29^(b)			88		93,390
5.25%, 07/15/31^(b)			215		228,975
5.63%, 04/30/33			217		236,530
ZF Finance GmbH, 3.75%, 09/21/28^(d)	EUR		100		126,260

					4,213,319

Automobiles — 1.1%
Allison Transmission, Inc.^(b)
5.88%, 06/01/29	USD		139		151,239
3.75%, 01/30/31			190		184,775
Asbury Automotive Group, Inc.
4.50%, 03/01/28			18		18,473
4.75%, 03/01/30			84		87,675
Carvana Co.^(b)
5.50%, 04/15/27			197		201,078
4.88%, 09/01/29			151		149,535


Security		Par (000)		Value

Automobiles (continued)
Constellation Automotive Financing PLC, 4.88%, 07/15/27^(d)	GBP		100	$	133,676
Ford Motor Co.
0.00%, 03/15/26^(b)(j)(k)	USD		150		161,719
4.35%, 12/08/26			7		7,455
4.75%, 01/15/43			2,000		2,096,260
5.29%, 12/08/46			19		21,161
Ford Motor Credit Co. LLC
4.69%, 06/09/25			200		214,000
4.13%, 08/04/25			279		295,042
4.39%, 01/08/26			200		213,250
2.70%, 08/10/26			200		200,400
3.82%, 11/02/27			200		207,500
2.90%, 02/16/28			200		199,750
General Motors Co., 6.25%, 10/02/43			2,506		3,375,450
General Motors Financial Co., Inc., 4.25%, 05/15/23			807		852,548
Group 1 Automotive, Inc., 4.00%, 08/15/28^(b)			30		30,525
Ken Garff Automotive LLC, 4.88%, 09/15/28^(b)			82		84,255
LCM Investments Holdings II LLC, 4.88%, 05/01/29^(b)			198		203,161
Lithia Motors, Inc., 3.88%, 06/01/29^(b)			89		92,378
MajorDrive Holdings IV LLC, 6.38%, 06/01/29^(b)			70		67,653
Penske Automotive Group, Inc.
3.50%, 09/01/25			45		46,294
3.75%, 06/15/29			46		46,259
Wabash National Corp.^(b)
5.50%, 10/01/25			176		178,446
4.50%, 10/15/28⁽ⁱ⁾			149		148,814

					9,668,771

Banks — 1.6%
American Finance Trust, Inc./American Finance Operating Partner LP, 4.50%, 09/30/28^(b)(i)			44		44,000
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25^(d)	EUR		100		118,438
Banco Bilbao Vizcaya Argentaria SA, (5 year USD Swap + 3.87%), 6.13%^(a)(l)	USD		2,200		2,389,750
Bangkok Bank PCL^(a)(d)
(5 year CMT + 1.90%), 3.73%, 09/25/34			288		292,817
(5 year CMT + 4.73%), 5.00%^(l)			400		415,950
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31^(a)(b)(d)			281		286,356
Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26^(d)			252		257,698
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%^(a)(d)(l)			518		536,259
Bank of East Asia Ltd., (5 year CMT + 5.53%), 5.83%^(a)(d)(l)			250		261,250
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25^(d)			200		203,772
Cooperatieve Rabobank UA, 3.95%, 11/09/22			1,500		1,557,050
Intesa Sanpaolo SpA
5.02%, 06/26/24^(b)			3,151		3,401,927
(5 year EUR Swap + 5.75%), 5.88%, 03/04/29^(a)(d)	EUR		100		129,582
Itau Unibanco Holding SA/Cayman Island, 5.13%, 05/13/23^(b)	USD		200		209,325
Krung Thai Bank PCL/Cayman Islands, (5 year CMT + 3.53%), 4.40%^(a)(d)(l)			252		251,370


Security		Par (000)		Value

Banks (continued)
Standard Chartered PLC, (5 year USD ICE Swap + 1.97%), 4.87%, 03/15/33^(a)(b)	USD		500	$	550,467
Wells Fargo & Co.
3.90%, 05/01/45			2,250		2,618,526
(5 year CMT + 3.45%), 3.90%^(a)(l)			245		252,656

					13,777,193

Beverages — 1.1%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46^(m)			4,600		5,654,388
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(f)			701		744,707
Ardagh Metal Packaging Finance USA LLC/Ardagh
Metal Packaging Finance PLC, 4.00%, 09/01/29^(b)			606		612,818
Ardagh Packaging Finance PLC/Ardagh Holdings
USA, Inc., 5.25%, 08/15/27^(b)			442		449,958
Ball Corp.
5.25%, 07/01/25			12		13,395
3.13%, 09/15/31			279		275,534
Central American Bottling Corp., 5.75%, 01/31/27^(b)			222		227,800
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			23		28,405
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(b)			431		434,771
Silgan Holdings, Inc., 4.13%, 02/01/28			7		7,193
Trivium Packaging Finance BV^(b)
5.50%, 08/15/26			205		214,699
8.50%, 08/15/27			738		792,427

					9,456,095

Biotechnology — 0.2%
Baxalta, Inc., 5.25%, 06/23/45			500		667,418
Emergent BioSolutions, Inc., 3.88%, 08/15/28^(b)			51		49,597
Gilead Sciences, Inc., 4.80%, 04/01/44			1,000		1,258,521
HCRX Investments Holdco LP, 4.50%, 08/01/29^(b)			89		89,445

					2,064,981

Building Materials — 0.3%
APi Group DE, Inc., 4.13%, 07/15/29^(b)			89		87,207
Cornerstone Building Brands, Inc., 6.13%, 01/15/29^(b)			337		358,223
CP Atlas Buyer, Inc., 7.00%, 12/01/28^(b)			180		180,450
Forterra Finance LLC/FRTA Finance Corp., 6.50%, 07/15/25^(b)			232		248,240
Griffon Corp., 5.75%, 03/01/28			44		46,200
Jeld-Wen, Inc.^(b)
6.25%, 05/15/25			98		103,390
4.63%, 12/15/25			37		37,567
4.88%, 12/15/27			11		11,462
Masonite International Corp.^(b)
3.50%, 02/15/30			145		143,912
Class C, 5.38%, 02/01/28			17		17,901
New Enterprise Stone & Lime Co., Inc.^(b)
6.25%, 03/15/26			53		54,802
9.75%, 07/15/28⁽ⁱ⁾			26		28,275
Patrick Industries, Inc., 4.75%, 05/01/29^(b)			43		43,860
SRM Escrow Issuer LLC, 6.00%, 11/01/28^(b)			327		346,211
Standard Industries, Inc.^(b)
4.75%, 01/15/28			54		56,025
4.38%, 07/15/30			249		253,980


Security		Par (000)		Value

Building Materials (continued)
Standard Industries, Inc.^(b)(continued)
3.38%, 01/15/31	USD		13	$	12,372
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29^(b)			117		122,850
Victors Merger Corp., 6.38%, 05/15/29^(b)			107		102,453

					2,255,380

Building Products — 0.7%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27^(b)			248		258,912
BCPE Ulysses Intermediate, Inc., (7.75% Cash or 8.50% PIK), 7.75%, 04/01/27^(b)(f)			39		38,707
Beacon Roofing Supply, Inc., 4.13%, 05/15/29^(b)			68		67,575
Foundation Building Materials, Inc., 6.00%, 03/01/29^(b)			131		128,380
GYP Holdings III Corp., 4.63%, 05/01/29^(b)			159		160,789
Home Depot, Inc., 5.88%, 12/16/36			1,660		2,341,423
LBM Acquisition LLC, 6.25%, 01/15/29^(b)			326		325,837
Lowe’s Cos., Inc., 4.38%, 09/15/45			1,000		1,192,506
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29^(b)(i)			76		76,000
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26^(b)			195		204,750
SRS Distribution, Inc.^(b)
4.63%, 07/01/28			293		298,919
6.13%, 07/01/29			233		239,990
White Cap Buyer LLC, 6.88%, 10/15/28^(b)			277		292,235
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26^(b)(f)			142		146,615

					5,772,638

Capital Markets — 2.3%
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%^(a)(l)			5,195		5,358,643
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)			145		151,706
FMR LLC, 4.95%, 02/01/33^(b)			2,300		2,869,291
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
4.75%, 09/15/24			112		116,480
6.25%, 05/15/26			57		59,565
5.25%, 05/15/27			363		376,613
4.38%, 02/01/29			134		133,833
Intercorp Peru Ltd., 3.88%, 08/15/29^(b)			200		194,750
NFP Corp.^(b)
4.88%, 08/15/28⁽ⁱ⁾			293		297,981
6.88%, 08/15/28			324		330,820
Northern Trust Corp., 3.95%, 10/30/25^(m)			8,000		8,932,602
Raymond James Financial, Inc., 4.95%, 07/15/46			400		516,670
RP Escrow Issuer LLC, 5.25%, 12/15/25^(b)			104		106,990

					19,445,944

Chemicals — 0.6%
Air Liquide Finance SA, 3.50%, 09/27/46^(b)			360		408,235
Ashland LLC, 3.38%, 09/01/31^(b)			237		239,074
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			198		192,555
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			219		250,796
Diamond (BC) BV, 4.63%, 10/01/29^(b)			177		179,655
Element Solutions, Inc., 3.88%, 09/01/28^(b)			611		617,110
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)			101		103,273
HB Fuller Co., 4.25%, 10/15/28			66		67,155
Herens Holdco Sarl, 4.75%, 05/15/28^(b)			200		201,000


Security		Par (000)		Value

Chemicals (continued)
Herens Midco Sarl, 5.25%, 05/15/29^(d)	EUR		100	$	112,360
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)	USD		226		249,165
Ingevity Corp., 3.88%, 11/01/28^(b)			57		56,858
Minerals Technologies, Inc., 5.00%, 07/01/28^(b)			114		118,275
Monitchem HoldCo 3 SA, 5.25%, 03/15/25^(d)	EUR		100		118,730
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		41		42,845
Orbia Advance Corp. SAB de CV, 5.50%, 01/15/48^(b)			200		234,788
SCIH Salt Holdings, Inc.^(b)
4.88%, 05/01/28			172		172,860
6.63%, 05/01/29			121		116,160
Scotts Miracle-Gro Co.^(b)
4.00%, 04/01/31			177		176,667
4.38%, 02/01/32			18		18,146
Sherwin-Williams Co., 4.50%, 06/01/47			350		424,264
Valvoline, Inc., 3.63%, 06/15/31^(b)			1		988
WESCO Distribution, Inc.^(b)
7.13%, 06/15/25			117		124,854
7.25%, 06/15/28			252		279,090
WR Grace Holdings LLC^(b)
5.63%, 10/01/24			21		22,995
5.63%, 08/15/29			637		656,116

					5,184,014

Commercial Services & Supplies — 0.2%
ADT Security Corp., 4.88%, 07/15/32^(b)			145		146,269
APX Group, Inc., 5.75%, 07/15/29^(b)			181		178,656
ASGN, Inc., 4.63%, 05/15/28^(b)			62		64,170
Avis Budget Car Rental LLC/Avis Budget Finance,
Inc., 5.38%, 03/01/29^(b)			71		75,040
EC Finance PLC, 3.00%, 10/15/26^(d)(i)	EUR		100		116,484
Fortress Transportation & Infrastructure Investors LLC^(b)
6.50%, 10/01/25	USD		50		51,469
5.50%, 05/01/28			210		211,412
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			178		186,762
Intertrust Group BV, 3.38%, 11/15/25^(d)	EUR		100		117,810
Metis Merger Sub LLC, 6.50%, 05/15/29^(b)	USD		145		141,013
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)			162		168,026
Prime Security Services Borrower LLC/Prime
Finance, Inc.^(b)
5.75%, 04/15/26			78		84,377
3.38%, 08/31/27			26		24,944
6.25%, 01/15/28			3		3,101
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29^(b)			200		205,750
United Rentals North America, Inc., 5.25%, 01/15/30			40		43,800

					1,819,083

Communications Equipment — 0.2%
Avaya, Inc., 6.13%, 09/15/28^(b)			400		420,588
CommScope Technologies LLC, 6.00%, 06/15/25^(b)			5		5,063
CommScope, Inc.^(b)
8.25%, 03/01/27			130		136,074
7.13%, 07/01/28			273		278,588
4.75%, 09/01/29			341		340,574
Nokia OYJ
4.38%, 06/12/27			31		34,022
6.63%, 05/15/39			88		120,120


Security		Par (000)		Value

Communications Equipment (continued)
ViaSat, Inc., 6.50%, 07/15/28^(b)	USD		216	$	227,496
Viavi Solutions, Inc., 3.75%, 10/01/29^(b)			197		197,433

					1,759,958

Construction & Engineering — 0.5%
ITR Concession Co. LLC, 4.20%, 07/15/25^(b)			4,000		4,251,545


Construction Materials^(b)— 0.1%
American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/28			75		76,594
3.88%, 11/15/29			32		31,910
BCPE Empire Holdings, Inc., 7.63%, 05/01/27			74		73,630
H&E Equipment Services, Inc., 3.88%, 12/15/28			37		36,856
IAA, Inc., 5.50%, 06/15/27			12		12,540
New Enterprise Stone & Lime Co., Inc., 5.25%, 07/15/28⁽ⁱ⁾			55		55,619
Picasso Finance Sub, Inc., 6.13%, 06/15/25			175		185,043
Williams Scotsman International, Inc., 4.63%, 08/15/28			162		168,757
Winnebago Industries, Inc., 6.25%, 07/15/28			92		98,900
Wolverine Escrow LLC, 9.00%, 11/15/26			32		29,560

					769,409

Consumer Discretionary — 0.5%
Carnival Corp.^(b)
10.50%, 02/01/26			523		606,785
5.75%, 03/01/27			416		430,040
9.88%, 08/01/27			156		180,041
4.00%, 08/01/28			664		670,640
CoreLogic, Inc., 4.50%, 05/01/28^(b)			240		238,500
Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc., 5.00%, 02/01/26^(b)			60		61,500
Life Time, Inc.^(b)
5.75%, 01/15/26			174		180,090
8.00%, 04/15/26			118		125,080
NCL Corp. Ltd., 5.88%, 03/15/26^(b)			159		162,975
NCL Finance Ltd., 6.13%, 03/15/28^(b)			344		356,900
Nielsen Finance LLC/Nielsen Finance Co.^(b)
5.63%, 10/01/28			208		215,800
5.88%, 10/01/30			149		156,878
4.75%, 07/15/31			37		35,992
Royal Caribbean Cruises Ltd.^(b)
10.88%, 06/01/23			61		68,320
9.13%, 06/15/23			103		111,941
11.50%, 06/01/25			82		93,562
5.50%, 08/31/26			53		54,481
5.50%, 04/01/28			288		294,569
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26^(d)	EUR		88		104,843
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)	USD		124		124,000
WASH Multifamily Acquisition, Inc., 5.75%, 04/15/26^(b)			46		48,034

					4,320,971

Consumer Finance — 0.8%
American Express Co., (5 year CMT + 2.85%), 3.55%^(a)(l)			500		509,425
HealthEquity, Inc., 4.50%, 10/01/29^(b)(i)			192		194,880
MoneyGram International, Inc., 5.38%, 08/01/26^(b)			72		73,080
Moody’s Corp., 4.50%, 09/01/22			1,800		1,847,969
MPH Acquisition Holdings LLC, 5.50%, 09/01/28^(b)			220		219,395


Security		Par (000)		Value

Consumer Finance (continued)
Muthoot Finance Ltd.
6.13%, 10/31/22^(b)	USD		247	$	254,456
4.40%, 09/02/23^(d)			400		406,200
Navient Corp.
7.25%, 09/25/23			46		50,164
6.13%, 03/25/24			67		71,740
5.88%, 10/25/24			39		41,633
5.00%, 03/15/27			58		59,740
OneMain Finance Corp.
7.13%, 03/15/26			49		56,779
3.50%, 01/15/27			206		206,093
6.63%, 01/15/28			141		162,150
5.38%, 11/15/29			36		39,019
Sabre GLBL, Inc.^(b)
9.25%, 04/15/25			153		176,836
7.38%, 09/01/25			64		68,211
Shift4 Payments Inc., 0.00%, 12/15/25^(b)(j)(k)			236		283,472
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			192		200,400
Square, Inc., 3.50%, 06/01/31^(b)			421		431,832
Verscend Escrow Corp., 9.75%, 08/15/26^(b)			1,279		1,347,746

					6,701,220

Containers & Packaging — 0.2%
Celulosa Arauco y Constitucion SA, 4.20%, 01/29/30^(d)			200		215,225
Graphic Packaging International LLC^(b)
4.75%, 07/15/27			53		57,373
3.50%, 03/15/28			11		11,165
International Paper Co., 6.00%, 11/15/41			870		1,216,338
Intertape Polymer Group, Inc., 4.38%, 06/15/29^(b)			91		92,512
Klabin Austria GmbH, 3.20%, 01/12/31^(b)			200		191,000
LABL, Inc., 10.50%, 07/15/27^(b)			161		173,477
Sealed Air Corp., 4.00%, 12/01/27^(b)			49		52,180
Suzano Austria GmbH
3.75%, 01/15/31			80		81,980
3.13%, 01/15/32			105		101,207

					2,192,457

Diversified Consumer Services — 0.6%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(b)
6.63%, 07/15/26			787		832,079
9.75%, 07/15/27			417		453,686
6.00%, 06/01/29			441		435,174
Allied Universal Holdco LLC/Allied Universal Finance
Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28			1,041		1,038,649
Ascend Learning LLC, 6.88%, 08/01/25			461		469,241
Clarivate Science Holdings Corp.^(b)
3.88%, 07/01/28			265		265,000
4.88%, 07/01/29			348		348,679
Garda World Security Corp.^(b)
4.63%, 02/15/27			191		191,000
9.50%, 11/01/27			107		115,811
Graham Holdings Co., 5.75%, 06/01/26^(b)			27		28,196
Rekeep SpA, 7.25%, 02/01/26^(d)	EUR		100		124,872
Service Corp. International, 4.00%, 05/15/31	USD		448		463,120
Sotheby’s, 7.38%, 10/15/27^(b)			265		280,238

					5,045,745

Diversified Financial Services — 4.3%
Acuris Finance US, Inc./Acuris Finance SARL, 5.00%, 05/01/28^(b)			272		270,640


Security		Par (000)		Value

Diversified Financial Services (continued)
Arrow Global Finance PLC, 5.13%, 09/15/24^(d)	GBP		100	$	134,740
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)	USD		200		196,938
Bank of America Corp., 3.25%, 10/21/27^(m)			4,000		4,319,036
Barclays PLC, 3.65%, 03/16/25^(m)			4,320		4,642,075
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%^(a)(b)(l)			2,000		2,042,500
Central Garden & Pet Co.
4.13%, 10/15/30			127		129,858
4.13%, 04/30/31^(b)			132		134,049
Citigroup, Inc.^(a)(l)
(5 year CMT + 3.42%), 3.88%			3,160		3,227,150
Series W, (5 year CMT + 3.60%), 4.00%			105		108,801
Coinbase Global, Inc.^(b)
3.38%, 10/01/28			204		196,009
3.63%, 10/01/31			197		187,273
Credit Agricole SA, (5 year USD Swap + 4.90%), 7.88%^(a)(b)(l)			1,000		1,113,790
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25^(d)	GBP		100		140,747
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24^(b)(f)	USD		217		213,113
Goldman Sachs Group, Inc.
3.75%, 05/22/25^(m)			8,965		9,715,101
Series R, (5 year CMT + 3.22%), 4.95%^(a)(l)			465		492,900
HSBC Holdings PLC
6.10%, 01/14/42			610		876,886
(5 year CMT + 3.25%), 4.70%^(a)(l)			275		278,781
(5 year USD ICE Swap + 4.37%), 6.38%^(a)(l)			1,750		1,909,985
Intercontinental Exchange, Inc., 4.00%, 10/15/23			470		502,590
Intrum AB, 3.00%, 09/15/27^(d)	EUR		100		115,269
ION Trading Technologies Sarl, 5.75%, 05/15/28^(b)	USD		200		203,925
Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, 08/15/28^(b)			220		223,025
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(b)
4.25%, 02/01/27			94		93,060
4.75%, 06/15/29			93		92,344
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%^(a)(l)			595		684,577
Manappuram Finance Ltd., 5.90%, 01/13/23^(d)			400		410,575
Morgan Stanley
4.00%, 07/23/25			905		997,040
3.13%, 07/27/26			2,000		2,152,564
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)			200		201,100
Shriram Transport Finance Co. Ltd.^(d)
5.95%, 10/24/22			200		203,225
5.10%, 07/16/23			489		497,038
Spectrum Brands, Inc.^(b)
5.00%, 10/01/29			79		84,925
5.50%, 07/15/30			104		115,180
3.88%, 03/15/31			31		31,323
UBS Group AG, (5 year CMT + 3.31%), 4.38%^(a)(b)(l)			200		202,040

					37,140,172

Diversified Telecommunication Services — 4.0%
AT&T, Inc.
6.10%, 07/15/40			830		1,101,885
6.38%, 03/01/41			520		736,435
5.15%, 03/15/42			2,400		2,974,204
4.75%, 05/15/46			2,710		3,241,557
3.65%, 06/01/51			350		356,646
Axtel SAB de CV, 6.38%, 11/14/24^(b)			200		206,037


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Cincinnati Bell, Inc.^(b)
7.00%, 07/15/24	USD		144	$	146,553
8.00%, 10/15/25			45		46,899
Consolidated Communications, Inc., 6.50%, 10/01/28^(b)			333		361,721
Level 3 Financing, Inc.^(b)
4.25%, 07/01/28			152		153,175
3.75%, 07/15/29			125		120,810
Lumen Technologies, Inc.
5.13%, 12/15/26^(b)			426		441,975
4.50%, 01/15/29^(b)			202		195,734
5.38%, 06/15/29^(b)			339		345,902
Series P, 7.60%, 09/15/39			75		84,000
Series U, 7.65%, 03/15/42			225		252,000
Series W, 6.75%, 12/01/23			74		81,123
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25^(f)			157		146,991
Sprint Capital Corp.
6.88%, 11/15/28			928		1,187,840
8.75%, 03/15/32			480		717,053
Switch Ltd.^(b)
3.75%, 09/15/28			234		237,510
4.13%, 06/15/29			271		278,114
Telecom Italia Capital SA
6.38%, 11/15/33			131		152,445
6.00%, 09/30/34			337		378,282
7.20%, 07/18/36			60		73,500
7.72%, 06/04/38			79		101,120
Telecom Italia SpA^(d)
3.00%, 09/30/25	EUR		100		122,949
1.63%, 01/18/29			100		113,373
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30^(b)(i)	USD		95		94,169
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28^(b)			237		242,036
Verizon Communications, Inc.
6.40%, 02/15/38			5,700		7,921,425
6.55%, 09/15/43^(m)			6,751		10,517,257
Zayo Group Holdings, Inc.^(b)
4.00%, 03/01/27			629		626,000
6.13%, 03/01/28			848		859,685

					34,616,405

Electric Utilities — 3.3%
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		577,536
Duke Energy Carolinas LLC
6.10%, 06/01/37			640		875,435
6.00%, 01/15/38			1,675		2,328,915
Duke Energy Florida LLC
6.35%, 09/15/37			2,775		4,012,794
6.40%, 06/15/38			770		1,123,729
E.ON International Finance BV, 6.65%, 04/30/38^(b)			3,100		4,519,103
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(b)			201		199,769
Energuate Trust, 5.88%, 05/03/27^(b)			201		208,010
FirstEnergy Corp.
2.65%, 03/01/30			110		109,450
Series B, 4.40%, 07/15/27			91		99,843
Series B, 2.25%, 09/01/30			14		13,510
Series C, 7.38%, 11/15/31			29		39,616
Series C, 5.35%, 07/15/47			342		417,026
Series C, 3.40%, 03/01/50			376		361,471


Security		Par (000)		Value

Electric Utilities (continued)
FirstEnergy Transmission LLC^(b)
5.45%, 07/15/44	USD		254	$	323,735
4.55%, 04/01/49			109		127,573
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		4,064,076
PacifiCorp, 6.25%, 10/15/37			1,225		1,729,372
PG&E Corp., 5.25%, 07/01/30			132		135,135
Public Power Corp SA, 3.88%, 03/30/26^(d)	EUR		100		120,758
Southern California Edison Co., 5.63%, 02/01/36	USD		1,300		1,637,323
Virginia Electric & Power Co., Series A, 6.00%, 05/15/37			3,920		5,423,079

					28,450,423

Electrical Equipment^(b)— 0.0%
Gates Global LLC/Gates Corp., 6.25%, 01/15/26			212		219,950
GrafTech Finance, Inc., 4.63%, 12/15/28			91		93,389

					313,339

Electronic Equipment, Instruments & Components — 0.4%
Belden, Inc., 3.38%, 07/15/31^(d)	EUR		100		120,175
BWX Technologies, Inc., 4.13%, 06/30/28^(b)	USD		169		173,436
CDW LLC/CDW Finance Corp., 3.25%, 02/15/29			54		55,350
Corning, Inc., 4.38%, 11/15/57			2,000		2,398,940
Energizer Holdings, Inc.^(b)
4.75%, 06/15/28			57		57,983
4.38%, 03/31/29			13		12,902
Imola Merger Corp., 4.75%, 05/15/29^(b)			187		193,455
Xerox Corp., 4.80%, 03/01/35			122		122,024

					3,134,265

Energy Equipment & Services — 0.3%
Anton Oilfield Services Group/Hong Kong, 7.50%, 12/02/22^(d)			200		198,537
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			227		238,350
6.25%, 04/01/28			447		462,299
ChampionX Corp., 6.38%, 05/01/26			70		72,800
Halliburton Co., 5.00%, 11/15/45			500		599,055
Pioneer Energy Services Corp.^(b)(c)(f)
(11.00% Cash or 11.00% PIK), 11.00%, 05/15/25			213		235,517
(5.00% PIK), 5.00%, 11/15/25^(j)			159		186,089
USA Compression Partners LP/USA Compression Finance Corp.
6.88%, 04/01/26			215		223,858
6.88%, 09/01/27			413		437,202
Vallourec SA, 8.50%, 06/30/26^(d)	EUR		17		20,157

					2,673,864

Entertainment — 0.0%
SWF Escrow Issuer Corp., 6.50%, 10/01/29^(b)(i)	USD		152		148,094


Environmental, Maintenance, & Security Service — 0.2%
Clean Harbors, Inc., 5.13%, 07/15/29^(b)			109		119,355
Covanta Holding Corp., 5.00%, 09/01/30			93		93,930
GFL Environmental, Inc.^(b)
4.25%, 06/01/25			98		101,062
3.75%, 08/01/25			18		18,518
5.13%, 12/15/26			135		141,765
4.00%, 08/01/28			272		269,960
3.50%, 09/01/28			131		131,819
4.75%, 06/15/29			223		229,132


Security		Par (000)		Value

Environmental, Maintenance, & Security Service (continued)
GFL Environmental, Inc.^(b)(continued)
4.38%, 08/15/29	USD		92	$	92,920
Stericycle, Inc., 3.88%, 01/15/29^(b)			108		108,660
Tervita Corp., 11.00%, 12/01/25^(b)(n)			82		92,784
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)			318		321,180

					1,721,085

Equity Real Estate Investment Trusts (REITs) — 1.4%
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50			550		636,663
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27^(b)			120		118,800
Crown Castle International Corp., 2.90%, 04/01/41			350		337,371
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28^(b)			110		114,125
ERP Operating LP, 4.50%, 06/01/45			1,155		1,455,475
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27^(b)			95		94,330
Healthpeak Properties, Inc., 4.00%, 06/01/25			2,000		2,184,008
Iron Mountain, Inc.^(b)
5.25%, 03/15/28			77		80,465
5.25%, 07/15/30			150		159,185
5.63%, 07/15/32			179		191,977
LMIRT Capital Pte Ltd., 7.25%, 06/19/24^(d)			250		259,656
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.
5.63%, 05/01/24			42		45,675
4.63%, 06/15/25^(b)			145		156,238
4.50%, 09/01/26			198		215,325
5.75%, 02/01/27			16		18,400
4.50%, 01/15/28			205		223,962
3.88%, 02/15/29^(b)			208		221,520
MPT Operating Partnership LP/MPT Finance Corp.
5.00%, 10/15/27			28		29,505
4.63%, 08/01/29			376		403,448
3.50%, 03/15/31			619		631,380
RHP Hotel Properties LP/RHP Finance Corp.
4.75%, 10/15/27			304		314,631
4.50%, 02/15/29^(b)			4		4,008
RLJ Lodging Trust LP^(b)
3.75%, 07/01/26			92		92,460
4.00%, 09/15/29			66		65,897
Simon Property Group LP, 4.75%, 03/15/42			1,670		2,050,671
Starwood Property Trust, Inc., 5.00%, 12/15/21			33		33,066
Trust Fibra Uno, 6.95%, 01/30/44^(d)			476		587,354
Ventas Realty LP, 4.13%, 01/15/26			870		961,050

					11,686,645

Food & Staples Retailing — 0.6%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^(b)
3.25%, 03/15/26			94		95,410
7.50%, 03/15/26			65		70,200
4.63%, 01/15/27			104		109,100
5.88%, 02/15/28			219		233,235
4.88%, 02/15/30			95		102,363
Cydsa SAB de CV, 6.25%, 10/04/27^(b)			319		331,122
Grupo KUO SAB de CV, 5.75%, 07/07/27^(b)			200		205,662
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24^(d)			200		204,850


Security		Par (000)		Value

Food & Staples Retailing (continued)
Kraft Heinz Foods Co.
4.25%, 03/01/31	USD		309	$	349,331
5.00%, 07/15/35			85		104,530
6.88%, 01/26/39			160		236,213
4.63%, 10/01/39			53		61,771
6.50%, 02/09/40			110		156,200
5.00%, 06/04/42			86		105,465
5.20%, 07/15/45			95		118,992
4.38%, 06/01/46			275		312,900
4.88%, 10/01/49			600		730,257
5.50%, 06/01/50			877		1,157,088
Lamb Weston Holdings, Inc., 4.88%, 05/15/28^(b)			53		58,260
Ocado Group PLC, 3.88%, 10/08/26^(d)(i)	GBP		100		134,740
Performance Food Group, Inc., 4.25%, 08/01/29^(b)	USD		228		228,570
Post Holdings, Inc.^(b)
4.63%, 04/15/30			47		47,363
4.50%, 09/15/31			153		151,184
US Foods, Inc., 4.75%, 02/15/29^(b)			203		208,329

					5,513,135

Food Products^(b)— 0.3%
Aramark Services, Inc.
5.00%, 04/01/25			46		47,079
5.00%, 02/01/28			163		167,483
Chobani LLC/Chobani Finance Corp., Inc.
7.50%, 04/15/25			262		272,611
4.63%, 11/15/28			162		167,265
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%),
5.95%^(a)(l)			200		209,475
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28			93		100,603
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
6.50%, 04/15/29			196		219,030
3.75%, 12/01/31			296		307,997
MHP Lux SA, 6.25%, 09/19/29			400		405,180
Pilgrim’s Pride Corp., 3.50%, 03/01/32			348		353,872
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29			193		194,447

					2,445,042

Gas Utilities — 0.0%
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31^(b)			90		93,375


Health Care Equipment & Supplies — 0.3%
Avantor Funding, Inc., 4.63%, 07/15/28^(b)			308		324,170
Hologic, Inc., 3.25%, 02/15/29^(b)			25		25,012
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA^(b)
7.38%, 06/01/25			240		253,200
7.25%, 02/01/28			721		771,560
Thermo Fisher Scientific, Inc., 5.30%, 02/01/44			1,000		1,376,389

					2,750,331

Health Care Providers & Services — 1.9%
Acadia Healthcare Co., Inc.^(b)
5.50%, 07/01/28			66		69,379
5.00%, 04/15/29			91		94,754
AdaptHealth LLC^(b)
6.13%, 08/01/28			98		104,125
4.63%, 08/01/29			73		72,945


Security		Par (000)		Value

Health Care Providers & Services (continued)
AdaptHealth LLC^(b)(continued)
5.13%, 03/01/30	USD		68	$	68,034
Aetna, Inc., 4.50%, 05/15/42			575		687,100
AHP Health Partners, Inc., 5.75%, 07/15/29^(b)			185		186,850
Anthem, Inc.
2.75%, 10/15/42^(j)			86		453,917
4.38%, 12/01/47			1,000		1,206,445
3.60%, 03/15/51			600		655,491
Cano Health LLC, 6.25%, 10/01/28^(b)			61		61,610
Centene Corp.
4.25%, 12/15/27			66		69,079
2.45%, 07/15/28			417		419,085
4.63%, 12/15/29			666		725,807
3.00%, 10/15/30			498		510,450
2.50%, 03/01/31			807		795,904
2.63%, 08/01/31			285		283,073
CHS/Community Health Systems, Inc.^(b)
6.63%, 02/15/25			386		403,852
8.00%, 03/15/26			1,093		1,159,099
5.63%, 03/15/27			419		438,747
6.00%, 01/15/29			332		351,920
6.13%, 04/01/30			203		197,260
DaVita, Inc., 4.63%, 06/01/30^(b)			7		7,200
Encompass Health Corp.
4.50%, 02/01/28			31		32,008
4.75%, 02/01/30			260		273,455
4.63%, 04/01/31			141		148,198
HCA, Inc.
5.63%, 09/01/28			103		122,539
5.88%, 02/01/29			126		151,413
3.50%, 09/01/30			597		632,456
5.50%, 06/15/47			1,090		1,413,463
Legacy LifePoint Health LLC^(b)
6.75%, 04/15/25			130		136,610
4.38%, 02/15/27			65		64,838
LifePoint Health, Inc., 5.38%, 01/15/29^(b)			302		293,695
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29^(b)			113		117,130
ModivCare, Inc., 5.88%, 11/15/25^(b)			48		50,760
Molina Healthcare, Inc.^(b)
4.38%, 06/15/28			146		151,895
3.88%, 11/15/30			189		197,505
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		848,362
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			211		226,297
RegionalCare Hospital Partners Holdings,
Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			68		71,825
Surgery Center Holdings, Inc.^(b)
6.75%, 07/01/25			378		384,615
10.00%, 04/15/27			475		513,000
Tenet Healthcare Corp.^(b)
4.63%, 09/01/24			98		100,205
7.50%, 04/01/25			119		126,289
4.88%, 01/01/26			489		506,076
6.25%, 02/01/27			13		13,488
5.13%, 11/01/27			350		364,875
4.63%, 06/15/28			55		56,989
6.13%, 10/01/28			266		279,426
4.25%, 06/01/29			202		205,030

					16,504,568

Health Care Technology — 0.2%
Catalent Pharma Solutions, Inc. 2.38%, 03/01/28^(d)	EUR		100		117,159


Security		Par (000)		Value

Health Care Technology (continued)
Catalent Pharma Solutions, Inc. (continued)
3.13%, 02/15/29^(b)	USD		123	$	120,780
3.50%, 04/01/30^(b)			314		314,000
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(b)			518		521,885
Charles River Laboratories International, Inc.^(b)
4.25%, 05/01/28			67		69,536
3.75%, 03/15/29			23		23,489
4.00%, 03/15/31			66		69,150
IQVIA, Inc.^(b)
5.00%, 10/15/26			280		286,964
5.00%, 05/15/27			266		276,289
MEDNAX, Inc., 6.25%, 01/15/27^(b)			85		89,356
Syneos Health, Inc., 3.63%, 01/15/29^(b)			216		215,395

					2,104,003

Hotels, Restaurants & Leisure — 2.1%
1011778 BC ULC/New Red Finance, Inc.^(b)
3.88%, 01/15/28			289		291,847
4.38%, 01/15/28			170		172,586
Accor SA, (5 year EUR Swap + 4.56%), 4.38%^(a)(d)(l)	EUR		100		119,515
Affinity Gaming, 6.88%, 12/15/27^(b)	USD		23		24,190
Boyd Gaming Corp.
8.63%, 06/01/25^(b)			65		70,444
4.75%, 12/01/27			121		124,713
4.75%, 06/15/31^(b)			254		261,937
Boyne USA, Inc., 4.75%, 05/15/29^(b)			166		171,395
Caesars Entertainment, Inc.^(b)
6.25%, 07/01/25			652		686,398
8.13%, 07/01/27			910		1,023,045
4.63%, 10/15/29			262		265,275
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)			96		101,206
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25^(b)			379		393,686
Champion Path Holdings Ltd.^(d)
4.50%, 01/27/26			200		204,000
4.85%, 01/27/28			400		404,825
Churchill Downs, Inc., 4.75%, 01/15/28^(b)			122		127,642
Corvias Campus Living USG LLC, 5.30%, 07/01/50^(c)			5,637		3,924,395
Everi Holdings, Inc., 5.00%, 07/15/29^(b)			35		35,864
Fortune Star BVI Ltd.^(d)
5.95%, 01/29/23			200		202,975
6.75%, 07/02/23			250		258,484
5.95%, 10/19/25			400		407,000
5.00%, 05/18/26			400		395,000
5.05%, 01/27/27			200		195,500
Golden Nugget, Inc., 6.75%, 10/15/24^(b)			462		462,601
Hilton Domestic Operating Co., Inc.
5.38%, 05/01/25^(b)			39		40,755
4.88%, 01/15/30			254		272,481
4.00%, 05/01/31^(b)			184		186,760
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27			44		45,486
McDonald’s Corp., 3.70%, 02/15/42			1,750		1,922,834
Melco Resorts Finance Ltd., 5.25%, 04/26/26^(d)			250		251,375
Merlin Entertainments Ltd., 5.75%, 06/15/26^(b)			200		206,500
MGM China Holdings Ltd., 5.88%, 05/15/26^(d)			450		459,647
MGM Resorts International, 7.75%, 03/15/22			19		19,523


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29^(b)	USD		175	$	178,281
Penn National Gaming, Inc., 4.13%, 07/01/29^(b)			61		60,292
Powdr Corp., 6.00%, 08/01/25^(b)(n)			240		252,000
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.^(b)
5.63%, 09/01/29			79		79,790
5.88%, 09/01/31			79		79,813
Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, 11/01/26^(b)			121		123,571
Scientific Games International, Inc.
8.63%, 07/01/25^(b)			136		147,279
3.38%, 02/15/26^(d)	EUR		100		116,715
8.25%, 03/15/26^(b)	USD		203		215,434
7.00%, 05/15/28^(b)			100		107,875
7.25%, 11/15/29^(b)			96		107,869
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)			402		428,130
Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25^(d)	GBP		100		141,612
Studio City Finance Ltd., 6.00%, 07/15/25^(d)	USD		300		297,000
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			105		111,038
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28^(b)			104		108,569
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(b)(m)			125		126,248
Wynn Macau Ltd.^(d)
4.88%, 10/01/24			200		193,475
5.50%, 01/15/26			317		306,301
5.50%, 10/01/27			200		192,000
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.^(b)
7.75%, 04/15/25			163		171,968
5.13%, 10/01/29			419		422,142
Yum! Brands, Inc.
4.75%, 01/15/30^(b)			2		2,168
3.63%, 03/15/31			62		62,331
5.35%, 11/01/43			44		48,400

					17,810,185

Household Durables — 0.3%
Ashton Woods USA LLC/Ashton Woods Finance Co.^(b)
4.63%, 08/01/29			68		68,662
4.63%, 04/01/30			68		68,383
Brookfield Residential Properties, Inc./Brookfield Residential US LLC^(b)
5.00%, 06/15/29			141		144,180
4.88%, 02/15/30			202		206,040
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			173		183,030
Controladora Mabe SA de CV, 5.60%, 10/23/28^(b)			215		249,373
Forestar Group, Inc., 3.85%, 05/15/26^(b)			70		69,913
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			206		216,300
KB Home, 4.00%, 06/15/31			65		66,706
Mattamy Group Corp., 4.63%, 03/01/30^(b)			135		137,950
Meritage Homes Corp., 5.13%, 06/06/27			35		38,981
NCR Corp.^(b)
5.00%, 10/01/28			73		74,592
5.13%, 04/15/29			107		110,344
6.13%, 09/01/29			57		61,845
5.25%, 10/01/30			74		77,591
Newell Brands, Inc., 6.00%, 04/01/46			75		96,937


Security		Par (000)		Value

Household Durables (continued)
Taylor Morrison Communities, Inc.^(b)
5.88%, 06/15/27	USD		119	$	135,660
5.13%, 08/01/30			37		39,822
Tempur Sealy International, Inc.^(b)
4.00%, 04/15/29			183		188,490
3.88%, 10/15/31			186		186,232
Toll Brothers Finance Corp., 4.35%, 02/15/28			8		8,760
Tri Pointe Homes, Inc., 5.25%, 06/01/27			28		30,240

					2,460,031

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^(d)			200		216,788
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24^(d)			200		210,350
Calpine Corp.^(b)
4.50%, 02/15/28			35		35,700
5.13%, 03/15/28			650		658,277
4.63%, 02/01/29			70		68,950
5.00%, 02/01/31			46		46,000
3.75%, 03/01/31			4		3,850
Clearway Energy Operating LLC^(b)
4.75%, 03/15/28			84		88,922
3.75%, 01/15/32⁽ⁱ⁾			177		176,779
Greenko Dutch BV, 3.85%, 03/29/26^(d)			394		400,353
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26^(d)			200		211,225
India Green Energy Holdings, 5.38%, 04/29/24^(d)			250		259,375
NRG Energy, Inc.^(b)
5.25%, 06/15/29			47		49,996
3.63%, 02/15/31			215		211,184
3.88%, 02/15/32			239		236,311
ReNew Power Pvt Ltd., 5.88%, 03/05/27^(d)			306		320,879
ReNew Power Synthetic, 6.67%, 03/12/24^(d)			200		208,288
TerraForm Power Operating LLC, 4.75%, 01/15/30^(b)			121		126,596

					3,529,823

Insurance — 3.1%
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29^(b)			156		154,020
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer^(b)
4.25%, 10/15/27			749		756,490
6.75%, 10/15/27			1,126		1,165,410
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25			1,495		1,627,000
Allstate Corp.^(a)
(3 mo. LIBOR US + 2.12%), 6.50%, 05/15/67	1,750				2,358,125
Series B, (3 mo. LIBOR US + 2.94%), 5.75%, 08/15/53	2,000				2,164,500
AmWINS Group, Inc., 4.88%, 06/30/29^(b)	180				182,529
Aon PLC
3.88%, 12/15/25	1,445				1,595,210
4.60%, 06/14/44	500				623,203
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%^(a)(d)(l)	333				357,975
AssuredPartners, Inc., 5.63%, 01/15/29^(b)	177				178,097
BroadStreet Partners, Inc., 5.88%, 04/15/29^(b)	130				129,512
Five Corners Funding Trust, 4.42%, 11/15/23^(b)	2,050				2,213,661
Galaxy Bidco Ltd., 6.50%, 07/31/26^(d) GBP	100				140,822
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b) USD	185				195,175
HUB International Ltd., 7.00%, 05/01/26^(b)	415				429,006


Security		Par (000)		Value

Insurance (continued)
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(b)	USD		2,000	$	2,824,448
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(b)			720		786,714
Prudential Financial, Inc.
5.90%, 03/17/36			500		633,347
5.70%, 12/14/36			1,625		2,187,112
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(b)			700		845,819
Unipol Gruppo SpA, 3.25%, 09/23/30^(d)	EUR		100		134,606
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53^(a)	USD		4,500		4,747,500

					26,430,281

Interactive Media & Services — 0.2%
21Vianet Group, Inc., 7.88%, 10/15/21^(d)			200		199,680
Arches Buyer, Inc., 4.25%, 06/01/28^(b)			73		74,014
Cablevision Lightpath LLC^(b)
3.88%, 09/15/27			220		215,897
5.63%, 09/15/28			200		200,725
Netflix, Inc.
5.88%, 11/15/28			121		148,273
6.38%, 05/15/29			23		29,095
5.38%, 11/15/29^(b)			386		467,542
4.88%, 06/15/30^(b)			2		2,355
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.^(b)
4.75%, 04/30/27			158		158,000
6.00%, 02/15/28			166		165,117
Twitter, Inc., 3.88%, 12/15/27^(b)			195		208,163

					1,868,861

Internet Software & Services — 0.4%
Airbnb, Inc., 0.00%, 03/15/26^(b)(j)(k)			383		376,297
ANGI Group LLC, 3.88%, 08/15/28^(b)			174		173,130
Booking Holdings, Inc., 0.75%, 05/01/25^(j)			256		375,936
Go Daddy Operating Co. LLC/GD Finance Co., Inc.^(b)
5.25%, 12/01/27			27		28,148
3.50%, 03/01/29			84		83,265
Match Group Holdings II LLC^(b)
4.13%, 08/01/30			36		37,485
3.63%, 10/01/31⁽ⁱ⁾			73		72,133
Uber Technologies, Inc.^(b)
7.50%, 05/15/25			44		46,904
0.00%, 12/15/25^(j)(k)			1,068		1,038,769
8.00%, 11/01/26			132		139,508
7.50%, 09/15/27			412		449,852
6.25%, 01/15/28			133		142,641
4.50%, 08/15/29			316		318,173
Zillow Group, Inc., 1.38%, 09/01/26^(j)			37		77,885

					3,360,126

IT Services — 0.5%
Ahead DB Holdings LLC, 6.63%, 05/01/28^(b)			74		74,555
Austin BidCo, Inc., 7.13%, 12/15/28^(b)			48		48,360
Booz Allen Hamilton, Inc.^(b)
3.88%, 09/01/28			190		194,773
4.00%, 07/01/29			279		285,975
Camelot Finance SA, 4.50%, 11/01/26^(b)			97		100,759
Castle US Holding Corp., 9.50%, 02/15/28^(b)			171		178,695
Dun & Bradstreet Corp.^(b)
6.88%, 08/15/26			162		169,897
10.25%, 02/15/27			131		140,825


Security		Par (000)		Value

IT Services (continued)
Fair Isaac Corp., 4.00%, 06/15/28^(b)	USD		107	$	109,675
Fidelity National Information Services, Inc., 4.50%, 08/15/46			1,000		1,213,438
Fiserv, Inc., 4.40%, 07/01/49			500		598,672
Gartner, Inc.^(b)
4.50%, 07/01/28			199		208,950
3.63%, 06/15/29			209		210,588
3.75%, 10/01/30			99		101,891
KBR, Inc., 4.75%, 09/30/28^(b)			124		125,550
Rackspace Technology Global, Inc., 5.38%, 12/01/28^(b)(m)			157		154,253
Science Applications International Corp., 4.88%, 04/01/28^(b)			63		65,107
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25^(b)			168		176,400
Twilio, Inc., 3.88%, 03/15/31			237		242,643
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			263		261,685

					4,662,691

Leisure Products — 0.1%
Mattel, Inc.
5.88%, 12/15/27^(b)			77		83,449
3.75%, 04/01/29^(b)			69		71,932
6.20%, 10/01/40			166		213,310
5.45%, 11/01/41			95		112,575

					481,266

Machinery — 0.3%
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28^(b)			71		72,813
Colfax Corp., 6.38%, 02/15/26^(b)			79		83,084
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(f)			241		256,062
Madison IAQ LLC^(b)
4.13%, 06/30/28			36		36,000
5.88%, 06/30/29			296		298,220
Mueller Water Products, Inc., 4.00%, 06/15/29^(b)			94		97,309
Platin 1426 GmbH, 5.38%, 06/15/23^(d)	EUR		100		116,704
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25^(b)	USD		4		4,098
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)			90		97,087
Terex Corp., 5.00%, 05/15/29^(b)			201		208,286
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26^(b)			434		443,429
TK Elevator Midco GmbH, 4.38%, 07/15/27^(d)	EUR		100		120,904
TK Elevator US Newco Inc., 5.25%, 07/15/27^(b)	USD		266		278,761
Vertical Holdco GmbH, 7.63%, 07/15/28^(b)			200		213,750

					2,326,507

Media — 5.5%
Altice Financing SA
3.00%, 01/15/28^(d)	EUR		100		109,035
5.00%, 01/15/28^(b)	USD		239		230,450
5.75%, 08/15/29^(b)(i)			730		707,100
Altice France Holding SA^(b)
10.50%, 05/15/27			1,088		1,189,837
6.00%, 02/15/28			257		246,842
AMC Networks, Inc.
5.00%, 04/01/24			2		2,023
4.75%, 08/01/25			135		138,375
4.25%, 02/15/29			83		82,585
Bell Canada, 3.65%, 03/17/51			335		363,889


Security		Par (000)		Value

Media (continued)
Block Communications, Inc., 4.88%, 03/01/28^(b)	USD		87	$	88,958
Cable One, Inc., 1.13%, 03/15/28^(b)(j)			694		704,153
CCO Holdings LLC/CCO Holdings Capital Corp.
5.00%, 02/01/28^(b)			189		197,297
5.38%, 06/01/29^(b)			49		52,920
4.75%, 03/01/30^(b)			132		138,003
4.50%, 08/15/30^(b)			380		392,054
4.25%, 02/01/31^(b)			419		426,270
4.50%, 05/01/32			435		448,050
4.50%, 06/01/33^(b)			199		202,526
4.25%, 01/15/34^(b)			693		686,503
Charter Communications Operating LLC/Charter Communications Operating Capital
4.91%, 07/23/25			4,700		5,285,735
5.38%, 05/01/47			1,100		1,317,025
4.80%, 03/01/50			1,000		1,122,205
Clear Channel International BV, 6.63%, 08/01/25^(b)			256		266,560
Clear Channel Outdoor Holdings, Inc.^(b)
7.75%, 04/15/28			372		391,530
7.50%, 06/01/29			514		534,560
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27^(b)			764		790,595
Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22			2,600		2,865,187
Comcast Corp.
6.45%, 03/15/37			790		1,160,011
4.60%, 08/15/45			2,000		2,504,847
4.70%, 10/15/48			3,000		3,831,252
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26^(b)			1,493		1,562,051
CSC Holdings LLC
5.25%, 06/01/24			166		177,816
5.75%, 01/15/30^(b)			443		450,409
4.63%, 12/01/30^(b)			454		430,381
4.50%, 11/15/31^(b)			316		312,050
5.00%, 11/15/31^(b)			200		191,690
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 5.88%, 08/15/27^(b)			275		287,031
Discovery Communications LLC
3.25%, 04/01/23			1,850		1,908,878
3.45%, 03/15/25			210		224,404
DISH DBS Corp.
5.00%, 03/15/23			111		115,024
7.75%, 07/01/26			513		579,292
5.13%, 06/01/29			388		380,159
DISH Network Corp.^(j)
2.38%, 03/15/24			210		204,619
3.38%, 08/15/26			623		647,608
Frontier Communications Holdings LLC^(b)
5.88%, 10/15/27			311		330,437
5.00%, 05/01/28			561		589,050
6.75%, 05/01/29			294		309,802
GCI LLC, 4.75%, 10/15/28^(b)			61		64,038
Hughes Satellite Systems Corp., 5.25%, 08/01/26			70		78,925
iHeartCommunications, Inc.
6.38%, 05/01/26			91		96,406
8.38%, 05/01/27			24		25,294
5.25%, 08/15/27^(b)			66		68,578
4.75%, 01/15/28^(b)			50		51,525


Security		Par (000)		Value

Media (continued)
LCPR Senior Secured Financing DAC, 5.13%, 07/15/29^(b)	USD		449	$	462,448
Liberty Broadband Corp.^(b)(j)
1.25%, 09/30/50			279		283,324
2.75%, 09/30/50			537		566,881
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(f)			239		231,721
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29^(b)			96		99,242
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)			200		206,000
Live Nation Entertainment, Inc.^(b)
4.88%, 11/01/24			21		21,235
6.50%, 05/15/27			452		497,200
4.75%, 10/15/27			61		61,990
3.75%, 01/15/28			126		125,252
Lorca Telecom Bondco SA, 4.00%, 09/18/27^(d)	EUR		100		116,427
Midas OpCo Holdings LLC, 5.63%, 08/15/29^(b)	USD		69		71,398
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(b)			108		112,375
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%^(a)(d)(l)			648		689,431
News Corp., 3.88%, 05/15/29^(b)			84		86,310
Outfront Media Capital LLC/Outfront Media Capital Corp.^(b)
5.00%, 08/15/27			103		105,642
4.25%, 01/15/29			81		80,283
Radiate Holdco LLC/Radiate Finance, Inc.^(b)
4.50%, 09/15/26			273		281,873
6.50%, 09/15/28			1,050		1,070,643
Sable International Finance Ltd.
5.75%, 09/07/27^(d)			202		212,100
5.75%, 09/07/27^(b)			200		210,000
Scripps Escrow II, Inc., 3.88%, 01/15/29^(b)			11		11,038
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)			159		155,423
Sirius XM Radio, Inc.^(b)
3.13%, 09/01/26			331		335,551
4.00%, 07/15/28			321		326,417
4.13%, 07/01/30			91		91,422
3.88%, 09/01/31			455		444,478
Summer BC Holdco B Sarl, 5.75%, 10/31/26^(d)	EUR		100		121,337
TCI Communications, Inc., 7.88%, 02/15/26	USD		610		777,375
TEGNA, Inc., 5.50%, 09/15/24^(b)			19		19,213
Telesat Canada/Telesat LLC, 4.88%, 06/01/27^(b)			86		79,120
Terrier Media Buyer, Inc., 8.88%, 12/15/27^(b)			587		620,682
Univision Communications, Inc., 5.13%, 02/15/25^(b)			52		52,759
UPC Broadband Finco BV, 4.88%, 07/15/31^(b)			303		310,230
UPCB Finance VII Ltd., 3.63%, 06/15/29^(d)	EUR		100		118,876
ViacomCBS, Inc., 5.85%, 09/01/43	USD		645		878,991
Videotron Ltd., 3.63%, 06/15/29^(b)			244		247,355
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28^(b)			307		317,085
VTR Comunicaciones SpA, 4.38%, 04/15/29^(b)			200		205,000
Walt Disney Co., 7.63%, 11/30/28			385		526,843
WMG Acquisition Corp., 3.88%, 07/15/30^(b)			37		38,480
Ziggo Bond Co. BV, 6.00%, 01/15/27^(b)			150		155,072
Ziggo BV, 5.50%, 01/15/27^(b)			249		257,404

					47,243,770

Metals & Mining — 1.0%
ABJA Investment Co. Pte Ltd.^(d)
5.95%, 07/31/24			450		486,084


Security		Par (000)		Value

Metals & Mining (continued)
ABJA Investment Co. Pte Ltd.^(d)(continued)
5.45%, 01/24/28	USD		200	$	217,558
Allegheny Technologies, Inc.
7.88%, 08/15/23			82		92,250
4.88%, 10/01/29			68		68,255
5.13%, 10/01/31			77		77,593
Arconic Corp.^(b)
6.00%, 05/15/25			87		91,369
6.13%, 02/15/28			233		246,985
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29^(b)			668		722,275
Constellium SE^(b)
5.63%, 06/15/28			250		262,649
3.75%, 04/15/29			341		332,107
Freeport-McMoRan, Inc.
5.40%, 11/14/34			22		26,427
5.45%, 03/15/43			667		821,244
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(b)			200		214,787
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23^(b)			164		167,198
JSW Steel Ltd., 5.95%, 04/18/24^(d)			200		211,412
Kaiser Aluminum Corp.^(b)
4.63%, 03/01/28			38		39,235
4.50%, 06/01/31			87		89,175
Mongolian Mining Corp/Energy Resources LLC, 9.25%, 04/15/24^(b)			200		179,500
New Gold, Inc.^(b)
6.38%, 05/15/25			13		13,390
7.50%, 07/15/27			470		483,574
Nexa Resources SA, 5.38%, 05/04/27^(b)			299		312,698
Novelis Corp.^(b)
3.25%, 11/15/26			304		308,311
4.75%, 01/30/30			540		568,458
3.88%, 08/15/31			406		401,554
Periama Holdings LLC, 5.95%, 04/19/26^(d)			400		428,200
Rio Tinto Finance USA PLC, 4.75%, 03/22/42			400		512,640
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29^(b)(i)			82		84,050
thyssenkrupp AG, 2.88%, 02/22/24^(d)	EUR		51		60,553
Vale Overseas Ltd.
6.25%, 08/10/26	USD		133		157,512
3.75%, 07/08/30			120		123,864
Vedanta Resources Finance II PLC
8.00%, 04/23/23^(d)			313		303,962
13.88%, 01/21/24^(d)			400		429,500
8.95%, 03/11/25^(b)			200		199,500
8.95%, 03/11/25^(d)			200		199,500

					8,933,369

Multi-line Retail — 0.1%
Bath & Body Works, Inc.
6.88%, 11/01/35			215		269,825
6.75%, 07/01/36			49		60,760
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26^(b)			268		284,415

					615,000

Multi-Utilities — 0.2%
KeySpan Gas East Corp., 5.82%, 04/01/41^(b)			1,010		1,337,859


Security		Par (000)		Value

Offshore Drilling & Other Services — 0.1%
Entegris, Inc.^(b)
4.38%, 04/15/28	USD		113	$	118,368
3.63%, 05/01/29			66		67,329
KLA Corp., 3.30%, 03/01/50			500		526,067

					711,764

Oil, Gas & Consumable Fuels — 7.0%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)			557		601,560
Antero Midstream Partners LP/Antero Midstream Finance Corp.^(b)
7.88%, 05/15/26			139		151,990
5.75%, 03/01/27			153		158,057
5.75%, 01/15/28			39		40,414
5.38%, 06/15/29			140		144,200
Antero Resources Corp.^(b)
7.63%, 02/01/29			254		283,972
5.38%, 03/01/30			30		31,595
Apache Corp.
4.25%, 01/15/30			125		134,690
5.10%, 09/01/40			319		357,274
5.25%, 02/01/42			25		27,438
5.35%, 07/01/49			48		53,314
Arcosa, Inc., 4.38%, 04/15/29^(b)			254		257,175
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(b)
9.00%, 11/01/27			384		526,080
8.25%, 12/31/28			9		9,810
5.88%, 06/30/29			286		292,213
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34^(d)(k)			146		110,862
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)			194		194,727
Buckeye Partners LP
4.13%, 03/01/25^(b)			179		185,491
5.85%, 11/15/43			94		94,085
5.60%, 10/15/44			119		115,727
Burlington Resources LLC, 5.95%, 10/15/36			685		936,402
Callon Petroleum Co.
6.13%, 10/01/24			85		83,532
9.00%, 04/01/25^(b)			645		697,442
8.00%, 08/01/28^(b)			380		375,250
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31^(d)(j)	EUR		100		113,816
Cenovus Energy, Inc.
4.25%, 04/15/27	USD		400		444,602
5.40%, 06/15/47			76		93,241
Centennial Resource Production LLC
6.88%, 04/01/27^(b)			171		174,204
3.25%, 04/01/28^(j)			322		422,076
Cheniere Energy Partners LP
4.50%, 10/01/29			354		376,348
4.00%, 03/01/31^(b)			455		476,476
3.25%, 01/31/32^(b)			331		332,092
Cheniere Energy, Inc., 4.63%, 10/15/28			976		1,028,460
Chesapeake Energy Corp., 5.88%, 02/01/29^(b)			28		29,917
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			298		300,235
CNX Midstream Partners LP, 4.75%, 04/15/30^(b)			63		63,975
CNX Resources Corp.
2.25%, 05/01/26^(j)			337		419,565
6.00%, 01/15/29^(b)			44		46,530


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Colgate Energy Partners III LLC^(b)
7.75%, 02/15/26	USD		181	$	190,502
5.88%, 07/01/29			200		201,500
Comstock Resources, Inc.^(b)
7.50%, 05/15/25			102		106,037
6.75%, 03/01/29			454		490,320
5.88%, 01/15/30			200		208,000
ConocoPhillips, 6.50%, 02/01/39			600		874,915
Continental Resources, Inc.
4.50%, 04/15/23			20		20,725
4.90%, 06/01/44			131		146,720
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31^(b)			250		265,887
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(b)			557		570,062
DCP Midstream Operating LP
6.45%, 11/03/36^(b)			148		183,902
6.75%, 09/15/37^(b)			222		286,380
5.60%, 04/01/44			2		2,330
Devon Energy Corp.
5.85%, 12/15/25			1,000		1,157,054
4.75%, 05/15/42			300		342,380
DT Midstream, Inc.^(b)
4.13%, 06/15/29			293		297,120
4.38%, 06/15/31			379		390,370
Dycom Industries, Inc., 4.50%, 04/15/29^(b)			69		69,292
eG Global Finance PLC
6.75%, 02/07/25^(b)			441		450,922
6.25%, 10/30/25^(d)	EUR		142		168,022
8.50%, 10/30/25^(b)	USD		200		208,250
Enbridge, Inc.^(a)
(3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78			1,935		2,156,545
Series 20-A, (5 year CMT + 5.31%), 5.75%, 07/15/80			950		1,073,452
Endeavor Energy Resources LP/EER Finance, Inc.^(b)
6.63%, 07/15/25			128		134,880
5.50%, 01/30/26			463		482,631
5.75%, 01/30/28			239		251,547
Energy Transfer LP
4.05%, 03/15/25			500		539,366
4.75%, 01/15/26			1,250		1,397,048
3.90%, 07/15/26			310		338,439
5.30%, 04/15/47			540		632,604
Series H, (5 year CMT + 5.69%), 6.50%^(a)(l)			433		450,913
EnLink Midstream LLC
5.63%, 01/15/28^(b)			116		123,510
5.38%, 06/01/29			50		52,899
EnLink Midstream Partners LP
4.40%, 04/01/24			144		149,676
4.15%, 06/01/25			10		10,305
4.85%, 07/15/26			67		70,330
5.60%, 04/01/44			135		128,925
5.05%, 04/01/45			22		20,075
Enterprise Products Operating LLC, 6.13%, 10/15/39			1,400		1,929,717
EOG Resources, Inc., 5.10%, 01/15/36			200		245,814
EQM Midstream Partners LP
6.00%, 07/01/25^(b)			176		192,931
4.13%, 12/01/26			68		69,850
6.50%, 07/01/27^(b)			245		275,564
4.50%, 01/15/29^(b)			89		92,337


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
EQM Midstream Partners LP (continued)
4.75%, 01/15/31^(b)	USD		544	$	565,771
EQT Corp.
1.75%, 05/01/26^(j)			288		454,032
3.13%, 05/15/26^(b)			120		123,014
3.90%, 10/01/27			162		175,321
5.00%, 01/15/29			23		25,897
7.50%, 02/01/30			116		149,315
3.63%, 05/15/31^(b)			34		35,428
Genesis Energy LP/Genesis Energy Finance Corp.
6.50%, 10/01/25			29		28,855
7.75%, 02/01/28			75		74,929
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27^(d)			200		191,037
Great Western Petroleum LLC/Great Western
Finance Corp., 12.00%, 09/01/25^(b)			130		131,987
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			40		42,606
Hess Corp., 4.30%, 04/01/27			1,100		1,221,726
Hess Midstream Operations LP, 4.25%, 02/15/30^(b)			172		173,935
Hilong Holding Ltd., 9.75%, 11/18/24^(d)			207		182,160
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26^(d)			200		207,600
Impulsora Pipeline LLC, 6.05%, 12/31/42^(a)(c)			1,681		1,631,018
Independence Energy Finance LLC, 7.25%, 05/01/26^(b)			318		327,448
ITT Holdings LLC, 6.50%, 08/01/29^(b)			232		234,030
Kinder Morgan, Inc., 5.05%, 02/15/46			1,400		1,692,858
Leviathan Bond Ltd., 5.75%, 06/30/23^(b)(d)			131		136,198
Marathon Petroleum Corp., 6.50%, 03/01/41			1,150		1,591,312
Matador Resources Co., 5.88%, 09/15/26			896		926,195
Medco Bell Pte Ltd., 6.38%, 01/30/27^(d)			250		251,094
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26^(d)			288		306,324
MEG Energy Corp., 6.50%, 01/15/25^(b)			497		511,398
MPLX LP, 4.25%, 12/01/27			250		280,902
Murphy Oil Corp.
5.75%, 08/15/25			82		84,642
6.38%, 12/01/42			18		18,137
Murphy Oil USA, Inc., 4.75%, 09/15/29			95		100,581
New Fortress Energy, Inc.^(b)
6.75%, 09/15/25			766		737,275
6.50%, 09/30/26			868		830,025
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)			137		139,569
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)			138		197,770
Northern Oil and Gas, Inc., 8.13%, 03/01/28^(b)			393		419,822
NuStar Logistics LP
6.00%, 06/01/26			99		106,920
6.38%, 10/01/30			17		18,700
Occidental Petroleum Corp.
6.95%, 07/01/24			43		48,590
5.50%, 12/01/25			66		73,095
5.55%, 03/15/26			24		26,640
3.00%, 02/15/27			3		2,998
8.88%, 07/15/30			22		29,885
6.13%, 01/01/31			319		382,952
4.30%, 08/15/39			323		318,568
6.20%, 03/15/40			614		723,108
4.50%, 07/15/44			328		329,578
4.63%, 06/15/45			293		299,592
6.60%, 03/15/46			18		22,590
4.40%, 04/15/46			294		293,221
4.10%, 02/15/47			44		41,840


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Occidental Petroleum Corp. (continued)
4.20%, 03/15/48	USD		199	$	190,542
4.40%, 08/15/49			71		69,669
Oil and Gas Holding Co., 7.63%, 11/07/24^(d)			200		218,690
OQ SAOC, 5.13%, 05/06/28^(b)			200		201,750
Ovintiv Exploration, Inc., 5.38%, 01/01/26			22		24,875
Ovintiv, Inc.
7.38%, 11/01/31			52		70,536
6.50%, 08/15/34			33		44,506
PDC Energy, Inc.
6.13%, 09/15/24			117		118,755
6.25%, 12/01/25			34		34,510
5.75%, 05/15/26			164		170,765
Pertamina Persero PT, 3.65%, 07/30/29^(d)			239		255,252
Petrobras Global Finance BV
5.30%, 01/27/25			178		198,371
8.75%, 05/23/26			222		280,330
6.00%, 01/27/28			18		20,225
Petroleos Mexicanos
6.50%, 03/13/27			255		267,750
6.35%, 02/12/48			101		86,254
Pioneer Natural Resources Co., 0.25%, 05/15/25^(j)			191		308,274
Puma International Financing SA, 5.13%, 10/06/24^(b)			200		200,750
Range Resources Corp.
5.88%, 07/01/22			30		30,488
5.00%, 08/15/22			170		173,028
5.00%, 03/15/23			122		126,575
4.88%, 05/15/25			10		10,558
9.25%, 02/01/26			42		45,782
Rockcliff Energy II LLC, 5.50%, 10/15/29^(b)(i)			137		139,055
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26			1,750		2,059,570
Saudi Arabian Oil Co., 2.25%, 11/24/30^(b)			220		214,390
SM Energy Co.
10.00%, 01/15/25^(b)			600		669,228
5.63%, 06/01/25			38		38,218
6.75%, 09/15/26			67		68,426
6.50%, 07/15/28			58		60,049
Southwestern Energy Co.
4.10%, 03/15/22			153		153,382
8.38%, 09/15/28			52		58,902
5.38%, 02/01/29^(b)			363		388,341
Stoneway Capital Corp., 10.00%, 03/01/27^(b)(g)(h)			469		119,687
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		1,389,317
Sunoco LP/Sunoco Finance Corp.
6.00%, 04/15/27			38		39,567
5.88%, 03/15/28			4		4,220
Tap Rock Resources LLC, 7.00%, 10/01/26^(b)			397		406,429
Targa Resources Partners LP/Targa Resources Partners Finance Corp.
5.88%, 04/15/26			111		115,926
5.38%, 02/01/27			2		2,072
6.50%, 07/15/27			105		113,214
6.88%, 01/15/29			142		159,107
5.50%, 03/01/30			255		278,827
4.88%, 02/01/31			184		198,490
4.00%, 01/15/32^(b)			119		122,981
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		588,966
Transocean, Inc., 11.50%, 01/30/27^(b)			81		83,430
Venture Global Calcasieu Pass LLC^(b)
3.88%, 08/15/29			528		543,866
4.13%, 08/15/31			472		492,060


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Vine Energy Holdings LLC, 6.75%, 04/15/29^(b)	USD		397	$	428,514
Western Midstream Operating LP
4.75%, 08/15/28			25		27,257
5.45%, 04/01/44			229		263,039
5.30%, 03/01/48			154		177,485
5.50%, 08/15/48			58		67,860
6.50%, 02/01/50			635		747,255
Williams Cos., Inc.
3.90%, 01/15/25			1,150		1,242,537
4.00%, 09/15/25			750		821,900

					59,985,175

Personal Products — 0.0%
Edgewell Personal Care Co., 5.50%, 06/01/28^(b)			77		81,322


Pharmaceuticals — 2.4%
AbbVie, Inc.
3.80%, 03/15/25			3,250		3,529,021
3.60%, 05/14/25			870		941,122
3.20%, 05/14/26			500		539,449
4.55%, 03/15/35			2,140		2,564,599
4.45%, 05/14/46			2,095		2,524,562
Bausch Health Americas, Inc., 8.50%, 01/31/27^(b)			525		559,230
Bausch Health Cos., Inc.^(b)
9.00%, 12/15/25			106		111,880
5.75%, 08/15/27			134		140,365
7.00%, 01/15/28			29		29,716
5.00%, 01/30/28			132		125,231
4.88%, 06/01/28			95		98,444
5.00%, 02/15/29			279		259,819
6.25%, 02/15/29			357		353,259
7.25%, 05/30/29			159		162,951
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27^(d)	.EUR		100		117,138
CVS Health Corp.
5.13%, 07/20/45	USD		700		902,110
5.05%, 03/25/48			1,821		2,343,995
Elanco Animal Health, Inc., 5.90%, 08/28/28			6		7,020
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27^(b)(m)			420		420,932
Endo Luxembourg Finance Co. I Sarl/Endo US, Inc., 6.13%, 04/01/29^(b)			326		326,000
Gruenenthal GmbH, 4.13%, 05/15/28^(d)	EUR		100		121,363
Jaguar Holding Co. II/PPD Development LP^(b)
4.63%, 06/15/25	USD		69		71,674
5.00%, 06/15/28			271		291,688
Jazz Securities DAC, 4.38%, 01/15/29^(b)			200		207,260
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24^(d)	.EUR		100		115,024
Organon & Co./Organon Foreign Debt Co-Issuer BV^(b)
4.13%, 04/30/28	USD		598		609,960
5.13%, 04/30/31			387		406,485
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25^(b)			180		186,966
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)			536		546,050
PRA Health Sciences, Inc., 2.88%, 07/15/26^(b)			400		404,000
Prestige Brands, Inc., 3.75%, 04/01/31^(b)			101		97,465
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25	EUR		100		125,196


Security		Par (000)		Value

Pharmaceuticals (continued)
Teva Pharmaceutical Finance Netherlands III BV, 7.13%, 01/31/25	USD		200	$	217,475
Utah Acquisition Sub, Inc., 3.95%, 06/15/26			750		826,199

					20,283,648

Producer Durables: Miscellaneous — 0.6%
Oracle Corp.
5.38%, 07/15/40			3,025		3,811,394
4.00%, 11/15/47			400		427,149
3.60%, 04/01/50			1,250		1,251,498

					5,490,041

Professional Services^(b)— 0.1%
Mozart Debt Merger Sub, Inc.
3.88%, 04/01/29			322		322,000
5.25%, 10/01/29			698		698,000

					1,020,000

Real Estate Management & Development — 2.8%
Adler Group SA, 2.75%, 11/13/26^(d)	EUR		100		99,039
Agile Group Holdings Ltd.^(d)
5.75%, 01/02/25	USD		200		187,500
6.05%, 10/13/25			450		421,875
(5 year CMT + 11.29%), 7.88%^(a)(l)			200		181,000
Central China Real Estate Ltd.^(d)
6.88%, 08/08/22			200		144,000
7.65%, 08/27/23			252		158,760
CFLD Cayman Investment Ltd.^(d)(g)(h)
8.63%, 02/28/21			200		80,000
6.90%, 01/13/23			200		87,000
8.60%, 04/08/24			200		82,350
China Aoyuan Group Ltd.^(d)
6.35%, 02/08/24			296		251,008
5.98%, 08/18/25			489		376,530
6.20%, 03/24/26			450		342,000
China Evergrande Group^(d)(g)(h)
8.25%, 03/23/22			400		103,500
9.50%, 04/11/22			400		99,500
11.50%, 01/22/23			450		108,000
12.00%, 01/22/24			250		59,375
China SCE Group Holdings Ltd.^(d)
7.25%, 04/19/23			200		194,350
7.38%, 04/09/24			200		192,000
5.95%, 09/29/24			288		264,960
7.00%, 05/02/25			441		412,335
CIFI Holdings Group Co. Ltd.^(d)
6.55%, 03/28/24			200		200,750
6.45%, 11/07/24			200		199,500
5.95%, 10/20/25			500		495,000
Country Garden Holdings Co. Ltd.^(d)
6.50%, 04/08/24			200		203,350
6.15%, 09/17/25			200		209,000
5.13%, 01/14/27			200		202,287
DIC Asset AG, 2.25%, 09/22/26^(d)	EUR		100		113,860
Easy Tactic Ltd.^(d)
9.13%, 07/28/22	USD		200		157,400
5.88%, 02/13/23			288		208,800
8.13%, 02/27/23			200		145,000
11.75%, 08/02/23			200		145,000
8.63%, 02/27/24			200		133,000
Fantasia Holdings Group Co. Ltd.^(d) 11.75%, 04/17/22			200		78,000


Security		Par (000)		Value

Real Estate Management & Development (continued)
Fantasia Holdings Group Co. Ltd.^(d)(continued)
10.88%, 01/09/23	USD		307	$	95,170
11.88%, 06/01/23			400		124,000
9.25%, 07/28/23			300		95,250
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(b)			150		156,750
Global Prime Capital Pte Ltd.^(d)
5.50%, 10/18/23			200		203,287
5.95%, 01/23/25			200		206,100
Howard Hughes Corp.^(b)
5.38%, 08/01/28			19		20,021
4.13%, 02/01/29			74		74,093
4.38%, 02/01/31			123		123,727
Kaisa Group Holdings Ltd.^(d)
11.95%, 10/22/22			200		169,760
11.50%, 01/30/23			400		337,700
10.88%, 07/23/23			434		356,911
9.75%, 09/28/23			288		226,800
11.95%, 11/12/23			259		212,380
11.70%, 11/11/25			300		228,750
Kennedy-Wilson, Inc., 4.75%, 02/01/30			92		93,403
KWG Group Holdings Ltd.^(d)
7.88%, 09/01/23			200		193,000
7.40%, 03/05/24			200		193,000
5.88%, 11/10/24			400		364,000
Logan Group Co. Ltd.^(d)
6.50%, 07/16/23			200		199,350
6.90%, 06/09/24			200		200,788
5.75%, 01/14/25			200		198,500
4.50%, 01/13/28			328		300,940
MAF Sukuk Ltd., 4.64%, 05/14/29^(d)			200		227,162
Modern Land China Co. Ltd., 9.80%, 04/11/23^(d)			200		166,000
New Metro Global Ltd.^(d)
6.80%, 08/05/23			400		395,575
4.50%, 05/02/26			400		367,000
Powerlong Real Estate Holdings Ltd., 7.13%, 11/08/22^(d)			200		199,163
Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 01/15/29^(b)			196		203,303
Redsun Properties Group Ltd.^(d)
9.95%, 04/11/22			200		193,600
9.70%, 04/16/23			432		396,360
7.30%, 01/13/25			200		165,750
RKPF Overseas Ltd.^(d)
Series 2019-A, 6.70%, 09/30/24			513		509,152
Series 2019-A, 6.00%, 09/04/25			288		277,920
Series 2020-A, 5.20%, 01/12/26			400		369,500
Ronshine China Holdings Ltd.^(d)
10.50%, 03/01/22			200		165,538
8.95%, 01/22/23			200		146,000
7.35%, 12/15/23			433		322,585
Scenery Journey Ltd.^(d)(g)
11.50%, 10/24/22			419		74,373
13.00%, 11/06/22			400		69,075
12.00%, 10/24/23			330		61,050
Seazen Group Ltd.^(d)
6.45%, 06/11/22			200		197,000
6.00%, 08/12/24			400		386,000
Shimao Group Holdings Ltd.^(d)
5.60%, 07/15/26			200		197,913


Security		Par (000)		Value

Real Estate Management & Development (continued)
Shimao Group Holdings Ltd.^(d)(continued)
3.45%, 01/11/31	USD		200	$	178,750
Shui On Development Holding Ltd.^(d)
5.75%, 11/12/23			200		198,500
5.50%, 03/03/25			482		468,745
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%^(a)(d)(l)			200		168,000
Sunac China Holdings Ltd.^(d)
7.95%, 10/11/23			200		163,000
7.50%, 02/01/24			200		162,500
6.65%, 08/03/24			360		288,000
6.50%, 01/10/25			400		324,000
7.00%, 07/09/25			450		358,875
Theta Capital Pte Ltd., 8.13%, 01/22/25^(d)			200		207,725
Times China Holdings Ltd.^(d)
6.75%, 07/16/23			513		497,065
6.75%, 07/08/25			200		183,000
6.20%, 03/22/26			611		551,427
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27^(d)	GBP		697		1,063,669
Wanda Group Overseas Ltd., 7.50%, 07/24/22^(d)	USD		200		188,000
Wanda Properties International Co. Ltd., 7.25%, 01/29/24^(d)			200		193,000
Wanda Properties Overseas Ltd., 6.88%, 07/23/23^(d)			200		193,038
Yango Justice International Ltd.^(d)
10.00%, 02/12/23			400		372,000
7.50%, 04/15/24			450		346,500
Yanlord Land HK Co. Ltd., 6.80%, 02/27/24^(d)			200		199,500
Yuzhou Group Holdings Co. Ltd.^(d)
8.50%, 02/04/23			200		170,350
8.50%, 02/26/24			400		314,000
8.38%, 10/30/24			400		307,000
7.70%, 02/20/25			263		188,045
7.38%, 01/13/26			200		134,000
6.35%, 01/13/27			200		128,000
Zhenro Properties Group Ltd.^(d)
8.35%, 03/10/24			288		275,094
7.88%, 04/14/24			600		541,612

					24,163,123

Road & Rail — 1.1%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40			1,890		2,649,133
CSX Corp., 4.75%, 05/30/42			350		441,224
Danaos Corp., 8.50%, 03/01/28^(b)			100		110,500
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(b)			2,534		2,962,655
Norfolk Southern Corp.
4.15%, 02/28/48			1,300		1,536,684
3.16%, 05/15/55			400		400,369
Seaspan Corp., 5.50%, 08/01/29^(b)			246		251,122
Union Pacific Corp., 3.84%, 03/20/60			800		917,832

					9,269,519

Semiconductors & Semiconductor Equipment — 0.8%
Analog Devices, Inc., 3.90%, 12/15/25			470		521,593
Atkore, Inc., 4.25%, 06/01/31^(b)			112		115,360
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27			2,850		3,131,922
Broadcom, Inc., 3.46%, 09/15/26			735		794,145
Microchip Technology, Inc.
0.13%, 11/15/24^(j)			220		248,698
1.63%, 02/15/25^(j)			53		179,736
4.25%, 09/01/25			197		206,009


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
ON Semiconductor Corp., 3.88%, 09/01/28^(b)	USD		191	$	197,207
QUALCOMM, Inc., 4.65%, 05/20/35			250		311,338
Sensata Technologies BV^(b)
5.00%, 10/01/25			70		77,087
4.00%, 04/15/29			275		279,936
Sensata Technologies, Inc.^(b)
4.38%, 02/15/30			286		307,725
3.75%, 02/15/31			13		13,089
Synaptics, Inc., 4.00%, 06/15/29^(b)			129		131,976

					6,515,821

Software — 1.1%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)			433		452,485
Black Knight InfoServ LLC, 3.63%, 09/01/28^(b)			255		256,275
Boxer Parent Co., Inc.
6.50%, 10/02/25^(d)	EUR		100		121,616
7.13%, 10/02/25^(b)	USD		174		185,719
9.13%, 03/01/26^(b)			467		489,677
CDK Global, Inc., 4.88%, 06/01/27			5		5,236
Crowdstrike Holdings, Inc., 3.00%, 02/15/29			163		162,454
Elastic NV, 4.13%, 07/15/29^(b)			254		255,270
Helios Software Holdings, Inc./ION Corporate Solutions Finance Sarl, 4.63%, 05/01/28^(b)			200		197,000
Microsoft Corp., 3.50%, 11/15/42			4,000		4,603,380
MicroStrategy, Inc., 6.13%, 06/15/28^(b)			217		219,170
MSCI, Inc.^(b)
4.00%, 11/15/29			51		53,994
3.63%, 09/01/30			81		83,734
3.88%, 02/15/31			43		45,096
3.63%, 11/01/31			87		90,530
3.25%, 08/15/33			124		125,421
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)			83		85,282
Playtika Holding Corp., 4.25%, 03/15/29^(b)			280		280,893
PTC, Inc., 4.00%, 02/15/28^(b)			35		35,919
Rocket Software, Inc., 6.50%, 02/15/29^(b)			277		274,230
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)			494		521,631
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)			657		683,280

					9,228,292

Specialty Retail — 0.3%
National Vision Holdings, Inc., 2.50%, 05/15/25^(j)			165		316,839
PetSmart, Inc./PetSmart Finance Corp.^(b)
4.75%, 02/15/28			271		278,452
7.75%, 02/15/29			1,003		1,094,524
Staples, Inc.^(b)
7.50%, 04/15/26			455		461,472
10.75%, 04/15/27			134		130,483
Tendam Brands SAU, (3 mo. Euribor + 5.25%), 5.25%, 09/15/24^(a)(d)	EUR		100		115,105

					2,396,875

Technology Hardware, Storage & Peripherals — 0.4%
Apple, Inc., 4.65%, 02/23/46	USD		2,400		3,123,372


Textiles, Apparel & Luxury Goods^(b)— 0.0%
Crocs, Inc.
4.25%, 03/15/29			106		109,081
4.13%, 08/15/31			133		133,997
Hanesbrands, Inc., 5.38%, 05/15/25			29		30,360


Security		Par (000)		Value

Textiles, Apparel & Luxury Goods (continued)
Levi Strauss & Co., 3.50%, 03/01/31	USD		75	$	75,750
Wolverine World Wide, Inc., 4.00%, 08/15/29			69		69,690

					418,878

Thrifts & Mortgage Finance^(b)— 0.1%
Home Point Capital, Inc., 5.00%, 02/01/26			142		128,726
Nationstar Mortgage Holdings, Inc.
6.00%, 01/15/27			94		98,399
5.50%, 08/15/28			92		94,760
5.13%, 12/15/30			92		92,203
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.⁽ⁱ⁾
2.88%, 10/15/26			128		125,082
4.00%, 10/15/33			129		128,032

					667,202

Tobacco — 0.9%
Altria Group, Inc.
5.38%, 01/31/44			2,000		2,354,450
3.88%, 09/16/46			1,250		1,217,462
Reynolds American, Inc.
4.45%, 06/12/25			635		700,037
7.00%, 08/04/41			1,000		1,316,153
5.85%, 08/15/45			1,500		1,799,785

					7,387,887

Transportation — 0.0%
Autostrade per l’Italia SpA, 2.00%, 12/04/28^(d)	EUR		100		121,570


Transportation Infrastructure — 0.4%
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61^(b)	USD		200		209,788
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			200		208,788
FedEx Corp., 4.75%, 11/15/45			1,250		1,523,781
I 595 Express LLC, 3.31%, 12/31/31^(c)			740		778,167
Simpar Europe SA, 5.20%, 01/26/31^(b)			200		198,790
Transurban Finance Co. Pty Ltd., 4.13%, 02/02/26^(b)			580		640,648

					3,559,962

Utilities — 1.2%
Centrais Eletricas Brasileiras SA, 4.63%, 02/04/30^(b)			237		235,459
Consensus Cloud Solutions, Inc.^(b)(i)
6.00%, 10/15/26			48		49,320
6.50%, 10/15/28			45		46,699
Electricite de France SA^(b)
5.60%, 01/27/40			2,800		3,735,447
(10 year USD Swap + 3.71%), 5.25%^(a)(l)			4,200		4,357,500
Genneia SA, 8.75%, 09/02/27^(b)			246		235,776
Inkia Energy Ltd., 5.88%, 11/09/27^(b)			200		206,680
Mong Doung Finacial Holdings BV, 5.13%, 05/07/29^(d)			576		573,414
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28^(b)			144		150,120
Solaris Midstream Holdings LLC, 7.63%, 04/01/26^(b)			72		77,159
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38^(b)			215		240,034
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33^(d)			231		264,014
Thames Water Kemble Finance PLC, 4.63%, 05/19/26^(d)	GBP		168		235,834
Vistra Operations Co. LLC, 4.38%, 05/01/29^(b)	USD		154		154,944

					10,562,400


Security		Par (000)		Value

Wireless Telecommunication Services — 1.4%
Altice France SA^(b)
7.38%, 05/01/26	USD		200	$	207,520
8.13%, 02/01/27			211		227,036
5.13%, 07/15/29			944		925,568
5.50%, 10/15/29⁽ⁱ⁾			321		317,752
Crown Castle International Corp., 3.10%, 11/15/29			1,000		1,050,613
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			210		220,868
Matterhorn Telecom SA, 4.00%, 11/15/27^(d)	EUR		100		118,525
Millicom International Cellular SA, 4.50%, 04/27/31^(b)	USD		200		210,000
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		3,536,678
SBA Communications Corp.
4.88%, 09/01/24			86		87,438
3.88%, 02/15/27			367		380,304
Sprint Corp., 7.63%, 03/01/26			255		308,990
T-Mobile USA, Inc.
2.63%, 02/15/29			308		311,252
2.88%, 02/15/31			348		350,958
3.50%, 04/15/31			255		268,932
3.50%, 04/15/31^(b)			245		258,385
4.50%, 04/15/50			500		582,884
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29^(b)			308		316,829
VICI Properties LP/VICI Note Co., Inc.^(b)
4.25%, 12/01/26			169		176,492
3.75%, 02/15/27			277		286,695
4.63%, 12/01/29			320		344,000
4.13%, 08/15/30			366		387,960
Vmed O2 UK Financing I PLC
4.50%, 07/15/31^(d)	GBP		100		137,435
4.75%, 07/15/31^(b)	USD		452		461,799
Vodafone Group PLC, 4.25%, 09/17/50			700		806,685

					12,281,598


Total Corporate Bonds — 66.5% (Cost: $525,773,819)					571,942,670


Floating Rate Loan Interests^(a)

Aerospace & Defense — 0.1%
Peraton Holding Corp.
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29			195		198,656
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28			575		574,740
Spirit Aerosystems, Inc., 2020 Term Loan B, (1 mo. LIBOR + 5.25%, 0.75% Floor), 6.00%, 01/15/25			125		125,420

					898,816

Air Freight & Logistics — 0.0%
AIT Worldwide Logistics, Inc, 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 03/31/28			48		48,120


Airlines — 0.2%
AAdvantage Loyalty IP Ltd./American Airlines, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28			417		430,936
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/11/28			237		237,789


Security		Par (000)		Value

Airlines (continued)
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/21/27	USD		117	$	124,240
SkyMiles IP Ltd., 2020 Skymiles Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/20/27			201		213,651
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28			437		439,487

					1,446,103

Auto Components — 0.0%
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/30/26			148		146,818


Banks — 0.0%
Directv Financing LLC, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/22/27			339		339,105


Building Products — 0.1%
CP Atlas Buyer, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/23/27			63		62,450
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24			66		65,860
Standard Industries, Inc., 2021 Term Loan B, 09/22/28^(o)			323		323,174

					451,484

Capital Markets — 0.0%
AQGEN Ascensus, Inc., 2021 2nd Lien Term Loan, (2 mo. LIBOR + 6.50%, 0.50% Floor), 7.00%, 08/02/29^(c)			90		89,100
Deerfield Dakota Holding LLC, 2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28			145		149,350

					238,450

Chemicals — 0.2%
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26			252		254,677
Atotech BV, 2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 03/18/28			311		310,766
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 06/30/27			173		172,556
Invictus Technical Solutions LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%), 6.83%, 03/30/26			34		33,434
Klockner-Pentaplast of America, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.75%, 0.50% Floor), 5.25%, 02/12/26			67		66,790
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.34%, 05/15/24			122		122,004
New Arclin U.S. Holding Corp.^(o)
2021 Delayed Draw Term Loan, 09/30/28			16		16,187
2021 Term Loan, 09/30/28			111		110,884
WR Grace & Co., 2021 Term Loan B, 09/22/28^(o)			213		213,667

					1,300,965

Commercial Services & Supplies — 0.1%
Asurion LLC, 2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.33%, 12/23/26			48		47,659
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.33%, 12/12/25			48		48,122


Security		Par (000)		Value

Commercial Services & Supplies (continued)
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 05/30/25	USD		60	$	59,802
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.38%, 09/19/26^(c)			34		33,008
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.08%, 08/27/25			755		755,797

					944,388

Construction & Engineering — 0.2%
Brand Industrial Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 06/21/24⁽ⁱ⁾			1,247		1,235,140


Construction Materials — 0.0%
Forterra Finance LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/25/23			59		58,826


Containers & Packaging — 0.1%
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/03/24			299		292,579
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			130		130,540

					423,119

Diversified Consumer Services — 0.0%
Amentum Government Services Holdings LLC, Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 01/29/27			41		41,371
Ascend Learning LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 07/12/24			59		58,437
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 5.00%, 01/15/27			114		113,946
TruGreen Limited Partnership, 2020 2nd Lien Term Loan, (3 mo. LIBOR + 8.50%), 9.50%, 11/02/28^(c)			106		107,325

					321,079

Diversified Financial Services — 0.2%
Delta TopCo, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			276		275,857
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 Week LIBOR + 4.00%, 0.50% Floor), 4.50%, 02/16/28			66		65,853
KKR Apple Bidco LLC^(o)
2021 2nd Lien Term Loan, 07/13/29			18		18,259
2021 Term Loan, 09/22/28			72		71,897
LBM Acquisition LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27			31		31,306
Milano Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27			513		513,398
Sovos Compliance, LLC, 2021 Term Loan, (3 mo. LIBOR + 4.50%), 5.00%, 08/11/28			101		101,828
Veritas US, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.00%, 09/01/25			555		556,897
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 10/19/27			354		355,127

					1,990,422

Diversified Telecommunication Services — 0.2%
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 05/01/28			198		197,073
Intelsat Jackson Holdings SA 2017 Term Loan B3, (PRIME + 4.75%), 8.00%, 11/27/23			123		124,766


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Intelsat Jackson Holdings SA (continued)
2017 Term Loan B4, (PRIME + 5.50%), 8.75%, 01/02/24	USD		198	$	200,953
2017 Term Loan B5, (Fixed + 8.62%), 8.63%, 01/02/24			1,070		1,085,665
Northwest Fiber LLC, 2021 Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 04/30/27			126		125,578

					1,734,035

Entertainment — 0.0%
MSG National Properties LLC, Term Loan, (3 mo. LIBOR + 6.25%, 0.75% Floor), 7.00%, 11/12/25^(c)			256		261,826


Health Care Equipment & Supplies — 0.0%
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/25			52		51,795


Health Care Providers & Services — 0.1%
Da Vinci Purchaser Corp., 2019 Term Loan, (1 mo. LIBOR + 4.00%, 1.00% Floor), 5.00%, 01/08/27			119		119,899
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 10/10/25			403		357,466
Gentiva Health Services, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.75%), 2.88%, 07/02/25			82		79,566
LifePoint Health, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 11/16/25			76		76,331
Quorum Health Corp., 2020 Term Loan, (3 mo. LIBOR + 7.00%, 1.00% Floor), 8.00%, 04/29/25			116		115,658
Sotera Health Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 12/11/26			254		253,154

					1,002,074

Health Care Services — 0.0%
Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 3.63%, 07/24/26			105		104,410
Medical Solutions LLC, 2021 2nd Lien Term Loan, 10/01/29^(o)			92		91,080

					195,490

Health Care Technology — 0.0%
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.38%, 02/11/26			83		82,750
Polaris Newco LLC, USD Term Loan B, (6 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 06/02/28			254		254,478

					337,228

Hotels, Restaurants & Leisure — 0.1%
Caesars Resort Collection LLC, 2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 3.58%, 07/21/25			116		116,038
Golden Nugget LLC, 2017 Incremental Term Loan B, (2 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 10/04/23			258		257,281
Great Canadian Gaming Corp., Term Loan, 11/01/26^(o)			38		38,105
IRB Holding Corp., 2020 Fourth Amendment Incremental Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/15/27			246		246,448
Life Time Fitness, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 12/16/24			162		162,881

					820,753

Household Durables — 0.0%
Springs Windows Fashions LLC, 2021 Term Loan B, 10/06/28^(o)			184		182,506


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers — 0.0%
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.08%, 08/12/26	USD		27	$	26,390


Industrial Conglomerates — 0.1%
PSAV Holdings Corp., 2018 2nd Lien Term Loan, (6 mo. LIBOR + 7.25%, 1.00% Floor), 8.25%, 09/01/25			313		242,551
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23			109		110,918

					353,469

Insurance — 0.1%
Alliant Holdings Intermediate LLC, 2020 Term Loan B3, (1 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/05/27			93		93,592
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%), 3.75%, 09/01/27			124		123,626
Sedgwick Claims Management Services, Inc.
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 12/31/25			390		386,518
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 09/03/26			141		140,321
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26			52		52,477

					796,534

Interactive Media & Services — 0.0%
Camelot Finance SA, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/30/26			79		79,574
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26			110		110,362

					189,936

Internet & Direct Marketing Retail — 0.0%
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/08/27			154		154,322


IT Services — 0.1%
Banff Merger Sub Inc, 2021 USD 2nd Lien Term Loan, 02/27/26^(c)(o)			279		282,139
Banff Merger Sub, Inc., 2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 3.88%, 10/02/25			246		244,614
Greeneden US Holdings II LLC, 2020 USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27			178		178,394
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 02/12/27			111		108,181

					813,328

Life Sciences Tools & Services — 0.1%
ICON Luxembourg Sarl
LUX Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28			264		264,911
US Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28			66		66,226
Parexel International Corp., Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 09/27/24			223		222,384

					553,521


Security		Par (000)		Value

Machinery — 0.1%
Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 06/21/28	USD		67	$	66,721
MHI Holdings LLC, Term Loan B, (1 mo. LIBOR + 5.00%), 5.08%, 09/21/26			268		269,418
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 3.17%, 03/28/25			809		793,735

					1,129,874

Media — 0.2%
Altice Financing SA, 2017 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.88%, 07/15/25			23		22,688
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.12%, 08/14/26			107		106,541
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.63%, 08/21/26			489		478,797
Connect Finco Sarl, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/11/26			108		107,579
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23			46		44,376
MH Sub I LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.34%, 02/12/29			35		35,492
Radiate Holdco LLC, 2020 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 09/25/26			24		23,690
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/09/27			387		382,996

					1,202,159

Metals & Mining — 0.0%
Grinding Media Inc., 2021 Term Loan B, 09/22/28^(c)(o)			64		64,080


Oil, Gas & Consumable Fuels — 0.2%
Ascent Resources Utica LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25			1,133		1,238,729
Citgo Holding, Inc., 2019 Term Loan B, (3 mo. LIBOR + 7.00%, 1.00% Floor), 8.00%, 08/01/23			156		153,639
McDermott Technology Americas, Inc., 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/24^(c)			8		4,595

					1,396,963

Pharmaceuticals — 0.1%
Endo Luxembourg Finance Co. I Sarl, 2021 Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 03/27/28			388		378,586


Professional Services — 0.0%
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 3.25%), 3.34%, 02/06/26			285		285,152


Software — 0.5%
Barracuda Networks, Inc., 2020 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 10/30/28			121		122,062
Castle US Holding Corp., USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 01/29/27			135		134,085
Cloudera, Inc.^(o)
2021 2nd Lien Term Loan, 08/10/29^(c)			180		179,100
2021 Term Loan, 08/10/28			515		514,037
Epicor Software Corp.
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28			62		63,628


Security		Par (000)		Value

Software (continued)
Epicor Software Corp. (continued)
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/30/27	USD		168	$	168,201
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 03/11/28			80		80,251
Informatica LLC
2020 USD 2nd Lien Term Loan, (Fixed + 7.12%), 7.13%, 02/25/25			278		281,614
2020 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 02/25/27			129		128,551
Magenta Buyer LLC
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28			536		535,834
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%), 9.00%, 07/27/29^(c)			280		279,650
Mitchell International, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.33%, 11/29/24			87		87,225
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%), 4.09%, 04/26/24			122		121,969
Proof Point, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 6.25%, 0.50% Floor), 6.75%, 08/31/29^(c)			242		244,420
Proofpoint, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 08/31/28			164		163,098
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 04/24/28			220		219,243
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.33%, 05/30/25			10		9,386
Sabre GLBL, Inc.
2021 Term Loan B1, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 12/17/27			108		107,692
2021 Term Loan B2, (1 mo. LIBOR + 3.50%), 4.00%, 12/17/27			173		171,234
Sophia LP, 2020 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/07/27			410		411,267
Tempo Acquisition LLC, 2020 Extended Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 11/02/26			21		20,542
Tibco Software, Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.34%, 03/03/28			189		190,796
Ultimate Software Group, Inc.
2021 Incremental Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 05/04/26			122		121,934
Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 05/04/26			146		145,978

					4,604,282

Specialty Retail — 0.1%
PetSmart, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28			389		389,556
Staples, Inc., 7 Year Term Loan, (3 mo. LIBOR + 5.00%), 5.13%, 04/16/26			96		91,857

					481,413


Security		Par (000)		Value

Trading Companies & Distributors — 0.0%
Foundation Building Materials Holding Company LLC, 2021 Term Loan, (3 mo. LIBOR + 7.00%, 1.00% Floor), 3.75%, 02/03/28	USD		69	$	68,358


Wireless Telecommunication Services — 0.0%
Xplornet Communications, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.75%), 4.84%, 06/10/27			304		304,108


Total Floating Rate Loan Interests — 3.2% (Cost: $27,028,027)					27,231,017


Foreign Agency Obligations

Argentina — 0.0%
Argentine Republic Government International Bond, 3.50%, 07/09/41^(p)			317		115,547


Bahrain — 0.1%
Bahrain Government International Bond, 6.75%, 09/20/29^(d)			200		214,225
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25^(d)			200		228,000

					442,225

Canada — 1.0%
CDP Financial, Inc., 5.60%, 11/25/39^(b)(m)			5,890		8,296,909


Colombia — 0.1%
Colombia Government International Bond
4.50%, 01/28/26			600		642,488
3.88%, 04/25/27			268		277,849
3.13%, 04/15/31			230		215,021

					1,135,358

Dominican Republic — 0.1%
Dominican Republic International Bond
5.95%, 01/25/27^(d)			230		258,175
4.50%, 01/30/30^(b)			226		229,291
4.88%, 09/23/32^(b)			150		153,028
6.40%, 06/05/49^(d)			150		158,841

					799,335

Egypt — 0.1%
Egypt Government International Bond
5.58%, 02/21/23^(b)			200		205,270
5.88%, 06/11/25^(d)			410		422,259
8.50%, 01/31/47^(b)			400		383,000

					1,010,529

Ghana — 0.1%
Ghana Government International Bond, 7.75%, 04/07/29^(b)			330		313,500


Iceland — 0.4%
Iceland Government International Bond, 5.88%, 05/11/22^(d)			3,555		3,647,914


Indonesia — 0.1%
Indonesia Government International Bond, 4.10%, 04/24/28			600		673,237


Security		Par (000)		Value

Italy — 0.4%
Republic of Italy Government International Bond, 5.38%, 06/15/33	USD		2,925	$	3,673,170


Mexico — 0.0%
Mexico Government International Bond, 2.66%, 05/24/31			269		259,467


Mongolia — 0.0%
Mongolia Government International Bond, 5.13%, 04/07/26^(d)			250		261,903


Morocco — 0.0%
Morocco Government International Bond, 3.00%, 12/15/32^(b)			221		209,674


Oman — 0.0%
Oman Government International Bond, 6.50%, 03/08/47^(d)			228		219,279


Pakistan — 0.1%
Pakistan Government International Bond^(d)
6.00%, 04/08/26			200		198,022
7.38%, 04/08/31			200		199,272
Pakistan Water & Power Development Authority, 7.50%, 06/04/31^(d)			200		197,820

					595,114

Panama — 0.1%
Panama Government International Bond
3.16%, 01/23/30			212		218,532
4.50%, 04/16/50			200		217,163

					435,695

Paraguay — 0.0%
Paraguay Government International Bond, 5.40%, 03/30/50^(b)			200		229,225


Peru — 0.1%
Peruvian Government International Bond
1.86%, 12/01/32			171		155,322
5.63%, 11/18/50			139		188,588

					343,910

Portugal — 0.5%
Portugal Government International Bond, 5.13%, 10/15/24^(b)			3,970		4,472,069


Qatar — 0.0%
Qatar Government International Bond, 4.00%, 03/14/29^(b)			240		272,640


Romania — 0.0%
Romanian Government International Bond, 3.00%, 02/14/31^(b)			220		224,235


Russia — 0.0%
Russian Foreign Bond - Eurobond, 4.25%, 06/23/27^(d)			200		222,900


Saudi Arabia — 0.1%
Saudi Government International Bond, 4.50%, 04/17/30^(d)			278		325,260


Sri Lanka — 0.1%
Sri Lanka Government International Bond^(d) 6.85%, 03/14/24			432		274,401


Security		Par (000)		Value

Sri Lanka (continued)
Sri Lanka Government International Bond^(d)(continued)
6.35%, 06/28/24	USD		600	$	382,612
7.85%, 03/14/29			200		121,725

					778,738

Ukraine — 0.1%
Ukraine Government International Bond
7.75%, 09/01/23^(d)			100		106,900
7.75%, 09/01/25^(d)			385		418,495
7.25%, 03/15/33^(b)			400		403,450

					928,845

Uruguay — 0.0%
Uruguay Government International Bond, 4.98%, 04/20/55			162		202,212


Total Foreign Agency Obligations — 3.5% (Cost: $27,105,213)					30,088,890


Municipal Bonds

California — 0.9%
East Bay Municipal Utility District Water System Revenue, RB, BAB, 5.87%, 06/01/40			1,900		2,709,932
State of California, GO, BAB
7.55%, 04/01/39			280		471,318
7.63%, 03/01/40			1,720		2,874,688
University of California, RB, BAB, 5.95%, 05/15/45			885		1,261,028

					7,316,966

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, BAB, 7.06%, 04/01/57			1,950		2,855,190


Illinois — 0.3%
State of Illinois, GO, 5.10%, 06/01/33			2,000		2,331,780


Indiana — 0.4%
Indianapolis Local Public Improvement Bond Bank, RB, Series B-2, 6.12%, 01/15/40			2,535		3,537,364


New Jersey — 0.1%
State of New Jersey, GO
Series A, 4.00%, 06/01/30			250		304,570
Series A, 4.00%, 06/01/31			190		234,173
Series A, 4.00%, 06/01/32			180		223,803

					762,546

New York — 1.2%
Metropolitan Transportation Authority, RB, BAB, 7.34%, 11/15/39			1,295		2,092,953
New York City Industrial Development Agency, Refunding RB
(AGM), 3.19%, 03/01/40			165		168,569
Class A, (AGM), 3.00%, 01/01/46			50		52,351
New York City Transitional Finance Authority Future Tax Secured Revenue, RB, Series E-1, 4.00%, 02/01/41			1,000		1,176,170
New York City Water & Sewer System, Refunding RB, BAB, 5.72%, 06/15/42			1,390		2,064,386
New York State Dormitory Authority, RB, BAB Series D, 5.60%, 03/15/40			1,900		2,567,926


Security		Par (000)		Value

New York (continued)
New York State Dormitory Authority, RB, BAB (continued)
Series F, 5.63%, 03/15/39	USD		1,100	$	1,422,377
Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29			780		1,016,403

					10,561,135


Total Municipal Bonds — 3.2% (Cost: $20,774,354)					27,364,981


Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 2.4%
Alternative Loan Trust
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35			535		542,022
Series 2006-OA21, Class A1, (1 mo. LIBOR US + 0.19%), 0.28%, 03/20/47^(a)			493		425,675
Series 2007-OA10, Class 2A1, (1 mo. LIBOR US + 0.25%), 0.34%, 09/25/47^(a)			4,987		4,039,363
Banc of America Funding Trust, Series 2007-2, Class 1A2, 6.00%, 03/25/37			271		245,834
COLT Mortgage Loan Trust^(a)(b)
Series 2020-2, Class M1, 5.25%, 03/25/65			3,050		3,122,769
Series 2020-3, Class M1, 3.36%, 04/27/65			3,820		3,875,309
Ellington Financial Mortgage Trust, Series 2020-1, Class M1, 5.24%, 05/25/65^(a)(b)			1,500		1,555,882
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 5A1, 2.79%, 06/19/35^(a)			139		138,897
GSR Mortgage Loan Trust, Series 2007-4F, Class 3A1, 6.00%, 07/25/37			91		77,501
JP Morgan Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 08/25/36			45		25,207
Merrill Lynch Mortgage Investors Trust, Series 2006- A3, Class 3A1, 2.69%, 05/25/36^(a)			196		167,345
MFA Trust, Series 2021-NQM1, Class M1, 2.31%, 04/25/65^(a)(b)			2,750		2,745,643
STAR Trust, Series 2021-1, Class M1, 2.36%, 05/25/65^(a)(b)			2,050		2,043,675
Starwood Mortgage Residential Trust, Series 2020-3, Class M1, 3.54%, 04/25/65^(a)(b)			2,000		2,034,107
WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 1A, (12 mo. MTA + 0.77%), 0.86%, 05/25/47^(a)			110		107,372

					21,146,601

Commercial Mortgage-Backed Securities^(a)— 4.0%
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33^(b)			4,170		4,419,734
Bayview Commercial Asset Trust, Series 2007-2A, Class A1, (1 mo. LIBOR US + 0.27%), 0.36%, 07/25/37^(b)			873		840,273
Citigroup Commercial Mortgage Trust
Series 2013-GC15, Class B, 5.35%, 09/10/46			7,183		7,656,816
Series 2020-420K, Class D, 3.42%, 11/10/42^(b)			270		263,639
COMM Mortgage Trust
Series 2015-CR22, Class C, 4.24%, 03/10/48			5,000		5,291,758
Series 2015-LC19, Class C, 4.37%, 02/10/48			3,500		3,725,413
Commercial Mortgage Trust, Series 2013-CR11, Class B, 5.28%, 08/10/50			7,000		7,508,591


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
CSMC-FACT, Series 2020-FACT, Class D, (1 mo. LIBOR US + 3.71%), 3.79%, 10/15/37^(b)	USD		900	$	908,958
Extended Stay America Trust, Series 2021-ESH, Class D, (1 mo. LIBOR US + 2.25%), 2.33%, 07/15/38^(b)			826		835,940
GS Mortgage Securities Corp. Trust, Series 2020- TWN3, Class D, (1 mo. LIBOR US + 3.70%), 3.78%, 11/15/37^(b)			1,500		1,518,503
Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-1A, Class B, (1 mo. LIBOR US + 1.00%), 1.09%, 04/25/31^(b)			1,366		1,344,619

					34,314,244


Total Non-Agency Mortgage-Backed Securities — 6.4% (Cost: $54,004,491)					55,460,845


Preferred Securities

Capital Trusts — 5.8%
Banks^(a)— 1.6%
Bank of East Asia Ltd., 5.88%^(d)(l)			500		516,875
BBVA Bancomer SA, 5.13%, 01/18/33^(d)			271		281,501
CaixaBank SA, 6.38%^(d)(l)	EUR		200		250,165
CIT Group, Inc., Series A, 5.80%^(l)	USD		163		166,464
Industrial & Commercial Bank of China Ltd., 3.20%^(d)(l)			250		250,625
ING Groep NV, 3.88%^(l)			2,000		1,939,800
Kasikornbank PCL, 5.28%^(d)(l)			600		627,862
Nanyang Commercial Bank Ltd., 5.00%^(d)(l)			200		201,938
Nordea Bank Abp, 6.13%^(b)(l)			2,960		3,237,500
Rizal Commercial Banking Corp., 6.50%^(d)(l)			200		211,537
SVB Financial Group, Series C, 4.00%^(l)			2,000		2,050,000
TMBThanachart Bank PCL, 4.90%^(d)(l)			250		252,391
Wells Fargo & Co., Series S, 5.90%^(l)			3,390		3,648,487

					13,635,145

Building Materials — 0.0%
Cemex SAB de CV, 5.13%^(a)(b)(l)			200		202,500


Diversified Financial Services^(a)(l)— 3.3%
Bank of America Corp.
Series AA, 6.10%			7		7,806
Series FF, 5.88%			3,500		3,994,725
Series X, 6.25%			1,050		1,155,000
Barclays PLC, 4.38%			310		309,783
Credit Suisse Group AG, 6.38%^(b)			300		329,250
HSBC Holdings PLC
6.50%			1,090		1,227,841
6.00%			435		476,869
JPMorgan Chase & Co.
Series FF, 5.00%			3,027		3,159,431
Series HH, 4.60%			165		168,713
Series I, 3.60%			3,581		3,600,597
Series R, 6.00%			70		73,850
Series V, 3.45%			3,640		3,653,650
Lloyds Banking Group PLC, 7.50%			1,750		2,030,190
Morgan Stanley, Series H, 3.74%			3,030		3,057,270
Natwest Group PLC, 6.00%			1,575		1,762,630
Societe Generale SA, 7.88%^(b)			1,000		1,101,990


Security		Par (000)		Value

Diversified Financial Services (continued)
UBS Group AG, 3.88%^(b)	USD		2,000	$	1,999,780
Woori Bank, 4.25%^(d)			250		259,812

					28,369,187

Diversified Telecommunication Services — 0.0%
Telefonica Europe BV, 5.88%^(a)(d)(l)	EUR		100		128,432


Electric Utilities — 0.4%
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79^(a)	USD		2,750		3,225,749


Insurance — 0.4%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(d)(l)			200		202,662
MetLife, Inc., 6.40%, 12/15/66			2,554		3,280,238

					3,482,900

Real Estate Management & Development — 0.0%
Aroundtown SA, 3.38%^(a)(d)(l)	EUR		100		121,192


Utilities — 0.1%
Electricite de France SA, 3.38%^(a)(d)(l)			200		243,557


Wireless Telecommunication Services — 0.0%
Vodafone Group PLC, 3.10%, 01/03/79^(a)(d)			100		120,273


Total Capital Trusts — 5.8%					49,528,935


		Shares

Preferred Stocks — 0.5%

Capital Markets^(a)(h)— 0.5%
Goldman Sachs Group, Inc., Series J, 5.50%			92,000		2,495,040
Morgan Stanley, Series K, 5.85%			66,567		1,972,380

					4,467,420

Thrifts & Mortgage Finance — 0.0%
Fannie Mae, Series S			10,000		26,000


Total Preferred Stocks — 0.5%				4,493,420


Trust Preferred — 0.1%

Diversified Financial Services — 0.1%
Citigroup Capital XIII, 6.50%, 10/30/40^(a)			29,583		820,928


Total Preferred Securities — 6.4% (Cost: $51,960,418)					54,843,283


		Par (000)

U.S. Government Sponsored Agency Securities

Agency Obligations — 1.6%
Fannie Mae, 5.63%, 07/15/37^(m)	USD		1,600		2,386,857
Federal Home Loan Bank^(m)
5.25%, 12/09/22			1,375		1,458,710
5.37%, 09/09/24			4,025		4,591,606
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30^(k)			6,055		5,248,775

					13,685,948

Collateralized Mortgage Obligations — 2.3%
Uniform Mortgage-Backed Securities
Series 1254, Class Z, 8.50%, 04/15/22			1		9
Series 2015-47, Class GL, 3.50%, 07/25/45			1,636		1,833,503


Security		Par (000)			Value

Collateralized Mortgage Obligations (continued)
Uniform Mortgage-Backed Securities (continued)
Series 4350, Class DY, 4.00%, 06/15/44	USD		2,469		$	2,701,173
Series 4398, Class ZX, 4.00%, 09/15/54			10,149			11,710,169
Series 4549, Class TZ, 4.00%, 11/15/45			3,093			3,429,727

						19,674,581

Interest Only Collateralized Mortgage Obligations — 0.2%
Ginnie Mae Mortgage-Backed Securities^(a)
Series 2009-116, Class KS, (1 mo. LIBOR US + 6.47%), 6.39%, 12/16/39			840			132,231
Series 2011-52, Class NS, (1 mo. LIBOR US + 6.67%), 6.59%, 04/16/41			7,309			1,357,929
Uniform Mortgage-Backed Securities
Series 1997-50, Class SI, (1 mo. LIBOR US + 9.20%), 1.20%, 04/25/23^(a)			3			19
Series 2012-47, Class NI, 4.50%, 04/25/42			1,615			281,493
Series 2012-96, Class DI, 4.00%, 02/25/27			520			6,178

						1,777,850

Mortgage-Backed Securities — 15.4%
Ginnie Mae Mortgage-Backed Securities, 5.50%, 08/15/33^(m)			28			31,037
Uniform Mortgage-Backed Securities
2.50%, 10/14/21 - 11/01/51^(q)			59,800			61,641,836
3.00%, 04/01/33 - 09/01/43^(m)			9,061			9,637,933
5.00%, 08/01/34^(m)			769			874,562
5.50%, 06/01/38^(m)			408			475,694
6.00%, 12/01/38^(m)			320			378,655
4.50%, 07/01/41 - 07/01/55^(m)			9,047			10,170,323
4.00%, 12/01/41 - 04/01/56^(m)			15,565			17,333,583
3.50%, 07/01/49 - 08/01/49^(m)			9,491			10,263,691
2.00%, 03/01/51 - 06/01/51^(m)			21,357			21,430,922

						132,238,236

Principal Only Collateralized Mortgage Obligations^(r)— 0.0%
Uniform Mortgage-Backed Securities
Series 1993-51, Class E, 0.00%, 02/25/23			1			778
Series 1993-70, Class A, 0.00%, 05/25/23			—	^(s)		170
Series 203, Class 1, 0.00%, 02/25/23			1			235
Series 228, Class 1, 0.00%, 06/25/23			—	^(s)		161

						1,344


Total U.S. Government Sponsored Agency Securities — 19.5% (Cost: $159,600,474)						167,377,959


U.S. Treasury Obligations
U.S. Treasury Bonds^(m)
1.88%, 02/15/41 - 02/15/51			29,800			28,515,219
3.00%, 11/15/44			61,400			72,089,836
2.50%, 02/15/46			66,500			71,918,711
2.75%, 11/15/47			2,000			2,272,344
U.S. Treasury Notes^(m)
0.13%, 08/31/22 - 03/31/23^(t)			74,300			74,253,234
2.75%, 04/30/23 - 08/31/25^(t)			19,300			20,619,043
3.00%, 09/30/25			2,400			2,608,969
2.88%, 08/15/28			1,000			1,104,648


Security		Par (000)			Value

U.S. Treasury Obligations (continued)
U.S. Treasury Notes^(m)(continued)
3.13%, 11/15/28	USD		3,000		$	3,370,547
1.13%, 02/15/31			19,000			18,403,281


Total U.S. Treasury Obligations — 34.3% (Cost: $276,358,003)						295,155,832


Total Long-Term Investments — 151.2% (Cost: $1,212,711,351)						1,299,940,025


		Shares

Short-Term Securities

Money Market Funds — 2.2%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%^(u)(v)			19,428,725			19,428,725


Total Short-Term Securities — 2.2% (Cost: $19,428,725)						19,428,725


Options Purchased — 0.8% (Cost: $8,175,847)						6,988,485


Total Investments Before TBA Sale Commitments and Options Written — 154.2% (Cost: $1,240,315,923)						1,326,357,235


		Par (000)

TBA Sale Commitments

Mortgage-Backed Securities — (0.9)%
Uniform Mortgage-Backed Securities, 2.50%, 10/14/51^(q)	USD		(7,800	)		(8,042,227	)


Total TBA Sale Commitments — (0.9)% (Proceeds: $(8,034,172))						(8,042,227	)


Options Written — (0.6)% (Premiums Received: $(7,121,964))						(5,570,373	)


Total Investments, Net of TBA Sale Commitments and Options Written — 152.7% (Cost: $1,225,159,787)						1,312,744,635
Liabilities in Excess of Other Assets — (52.7)%					(453,061,914)


Net Assets — 100.0%					$859,682,721

^(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)	This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

^(e)	Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value of $148,012, representing less than 0.05% of its net assets as of period end, and an original cost of $32,643.

^(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⁾	When-issued security.

^(j)	Convertible security.

^(k)	Zero-coupon bond.

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

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

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

^(o)	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.

^(p)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

^(q)	Represents or includes a TBA transaction.

^(r)	Rates are discount rates or a range of discount rates as of period end.

^(s)	Rounds to less than 1,000.

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

^(u)	Affiliate of the Trust.

^(v)	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 September 30, 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, 04/09/36

3-Month
LIBOR,
0.13%

Quarterly

2.60%

Semi-Annual

Deutsche Bank AG

04/07/26

2.60

USD

3,560

288,047

10-Year Interest Rate Swap, 06/29/38^(a)

3-Month
LIBOR,
0.13%

Quarterly

3.05%

Semi-Annual

Deutsche Bank AG

06/27/28

3.05

USD

3,125

131,532

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

3-Month
LIBOR,
0.13%

Quarterly

3.04%

Semi-Annual

Nomura International PLC

01/10/29

3.04

USD

1,000

108,886

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

3-Month
LIBOR,
0.13%

Quarterly

3.04%

Semi-Annual

Morgan Stanley & Co. International PLC

01/11/29

3.04

USD

1,000

108,712

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

3-Month
LIBOR,
0.13%

Quarterly

3.08%

Semi-Annual

Barclays Bank PLC

01/29/29

3.08

USD

1,020

113,832

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

3-Month
LIBOR,
0.13%

Quarterly

1.05%

Semi-Annual

Morgan Stanley & Co. International PLC

08/07/30

1.05

USD

1,210

33,152

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

3-Month
LIBOR,
0.13%

Quarterly

2.99%

Semi-Annual

JPMorgan Chase Bank N.A.

04/27/38

2.98

USD

910

98,537

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

3-Month
LIBOR,
0.13%

Quarterly

2.86%

Semi-Annual

JPMorgan Chase Bank N.A.

02/22/39

2.86

USD

933

95,132

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

3-Month
LIBOR,
0.13%

Quarterly

0.91%

Semi-Annual

Morgan Stanley & Co. International PLC

08/07/40

0.91

USD

730

25,733

3,071,274

Put

5-Year Interest Rate Swap, 11/17/26

(0.15%)

Annual

6-Month
EURIBOR,
(0.53%)

Semi-Annual

Barclays Bank PLC

11/15/21

(0.15)

EUR

12,150

26,710

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

—

5-Year Interest Rate Swap, 03/30/27

1.31%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Barclays Bank PLC

03/28/22

1.31

USD

13,310

101,278

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

—

5-Year Interest Rate Swap, 04/07/27

1.53%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

JPMorgan Chase Bank N.A.

04/05/22

1.53

USD

6,960

32,789

5-Year Interest Rate Swap, 04/10/27

1.39%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

04/08/22

1.39

USD

13,700

92,406

10-Year Interest Rate Swap, 04/23/32

1.90%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Deutsche Bank AG

04/21/22

1.90

USD

46,450

546,293

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

3.25%

Quarterly

3-Month
LIBOR,
0.13%

Semi-Annual

Goldman Sachs Bank USA

05/03/22

3.25

USD

8,100

5,200

30-Year Interest Rate Swap, 05/11/52

2.85%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Nomura International PLC

05/09/22

2.85

USD

4,750

23,916

5-Year Interest Rate Swap, 07/17/27

1.25%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Bank of America N.A.

07/15/22

1.25

USD

16,670

233,558

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

2.25%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

JPMorgan Chase Bank N.A.

08/02/22

2.25

USD

4,160

39,411

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

2.25%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Barclays Bank PLC

08/08/22

2.25

USD

4,270

41,462

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

2.98%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Barclays Bank PLC

03/07/24

2.98

USD

3,510

48,580

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

2.95%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Barclays Bank PLC

03/12/24

2.95

USD

3,510

50,306

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

2.50%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

06/13/24

2.50

USD

3,950

100,775

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

2.50%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

06/20/24

2.50

USD

3,950

101,381

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, 06/26/34

1.97%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Goldman Sachs Bank USA

06/24/24

1.97

USD

2,455

107,564

10-Year Interest Rate Swap, 06/30/34

2.00%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Goldman Sachs Bank USA

06/28/24

2.00

USD

2,455

104,794

10-Year Interest Rate Swap, 07/24/34

1.68%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Goldman Sachs Bank USA

07/22/24

1.67

USD

3,090

181,441

10-Year Interest Rate Swap, 08/04/34

1.68%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Wells Fargo Bank, National Association

08/02/24

1.68

USD

3,100

182,267

10-Year Interest Rate Swap, 08/07/34

1.80%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Deutsche Bank AG

08/05/24

1.80

USD

6,130

323,358

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

1.49%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Citibank N.A.

02/25/25

1.49

USD

2,570

190,996

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

0.89%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Deutsche Bank AG

04/30/25

0.89

USD

1,640

189,475

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

1.28%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Goldman Sachs Bank USA

06/04/25

1.28

USD

1,120

99,786

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

1.43%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

UBS AG

06/05/25

1.43

USD

1,120

89,673

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

0.91%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

08/07/25

0.91

USD

620

71,575

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

0.91%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

08/07/25

0.91

USD

1,930

222,807

10-Year Interest Rate Swap, 04/09/36

2.60%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Deutsche Bank AG

04/07/26

2.60

USD

3,560

122,165

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

3.00%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

JPMorgan Chase Bank N.A.

04/12/27

3.00

USD

2,590

73,631

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

3.04%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Nomura International PLC

01/10/29

3.04

USD

1,000

31,758

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

3.04%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

01/11/29

3.04

USD

1,000

31,849

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

3.08%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Barclays Bank PLC

01/29/29

3.08

USD

1,020

31,555

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

1.05%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

08/07/30

1.05

USD

1,210

139,584

6-Month

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

4.00%

Annual

EURIBOR,
(0.53%)

Semi-Annual

Barclays Bank PLC

08/09/33

4.00

EUR

2,410

31,723

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

2.99%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

JPMorgan Chase Bank N.A.

04/27/38

2.98

USD

910

33,538

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

2.86%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

JPMorgan Chase Bank N.A.

02/22/39

2.86

USD

933

36,602

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

0.91%

Semi-Annual

3-Month
LIBOR,
0.13%

Quarterly

Morgan Stanley & Co. International PLC

08/07/40

0.91

USD

730

76,355

3,816,561

6,887,835

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, 10/16/31

1.78%

Semi-Annual

3-Month

LIBOR, 0.13%

Quarterly

Goldman Sachs Bank USA

10/14/21

1.78%

USD

3,040

$ (68,842)

10-Year Interest Rate Swap, 11/06/31

1.00%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

11/04/21

1.00

USD

6,130

(552)

10-Year Interest Rate Swap, 11/14/31

1.30%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

11/12/21

1.30

USD

6,320

(11,292)

2-Year Interest Rate Swap, 01/12/24

0.51%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Morgan Stanley & Co. International PLC

01/10/22

0.51

USD

38,450

(61,203)

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

1.00%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

01/27/22

1.00

USD

3,880

(6,481)

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

1.25%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Bank of America N.A.

01/27/22

1.25

USD

3,560

(16,173)

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

1.62%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Bank of America N.A.

02/18/22

1.62

USD

3,350

(59,805)

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

0.41%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Goldman Sachs Bank USA

02/23/22

0.41

USD

38,130

(25,365)

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

0.51%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

03/01/22

0.51

USD

33,910

(49,467)

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

0.49%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

JPMorgan Chase Bank N.A.

03/02/22

0.49

USD

25,335

(31,744)

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

0.52%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Citibank N.A.

03/03/22

0.52

USD

17,280

(26,579)

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

0.56%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

03/21/22

0.56

USD

17,280

(34,007)

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

0.57%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

03/23/22

0.57

USD

33,470

(68,151)

10-Year Interest Rate Swap, 04/23/32

1.25%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

04/21/22

1.25

USD

46,450

(319,640)

5-Year Interest Rate Swap, 04/24/27

0.90%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Bank of America N.A.

04/22/22

0.90

USD

9,610

(26,059)

5-Year Interest Rate Swap, 04/30/27

0.90%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Bank of America N.A.

04/28/22

0.90

USD

28,830

(79,023)

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

0.74%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

05/02/22

0.74

USD

2,540

(3,816)

10-Year Interest Rate Swap, 06/09/32

1.40%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

JPMorgan Chase Bank N.A.

06/07/22

1.40

USD

4,475

(53,594)

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

0.72%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

08/08/22

0.72

USD

485

(1,120)

10-Year Interest Rate Swap, 09/03/32

1.53%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Morgan Stanley & Co. International PLC

09/01/22

1.52

USD

7,210

(129,069)

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

1.06%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

10/11/22

1.06

USD

2,780

(18,300)

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

1.23%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Goldman Sachs Bank USA

12/16/22

1.23

USD

2,560

(27,630)

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

1.25%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Goldman Sachs Bank USA

12/16/22

1.24

USD

2,560

(28,366)

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

1.25%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Citibank N.A.

12/30/22

1.25

USD

2,820

(32,428)

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

1.44%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Barclays Bank PLC

01/09/23

1.44

USD

5,090

(85,448)

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

2.01%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Bank of America N.A.

03/01/23

2.01

USD

5,170

(224,862)

30-Year Interest Rate Swap, 09/19/54

1.85%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Deutsche Bank AG

09/17/24

1.85

USD

1,700

(155,656)

30-Year Interest Rate Swap, 10/02/54

2.00%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Barclays Bank PLC

09/30/24

2.00

USD

1,170

(127,762)

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

3.05%

Semi-Annual

3-Month LIBOR, 0.13%

Quarterly

Barclays Bank PLC

03/12/29

3.05

USD

2,840

(310,962)

(2,083,396)

Paid by the Trust

Received by the Trust

Expiration

Exercise

Notional

Description

Rate

Frequency

Rate

Frequency

Counterparty

Date

Rate

Amount (000)

Value

Put

10-Year Interest Rate Swap, 10/16/31

3-Month
LIBOR, 0.13%

Quarterly

1.78%

Semi-Annual

Goldman Sachs Bank USA

10/14/21

1.77

USD

3,040

(974)

10-Year Interest Rate Swap, 11/14/31

3-Month
LIBOR, 0.13%

Quarterly

1.50%

Semi-Annual

Deutsche Bank AG

11/12/21

1.50

USD

6,320

(76,263)

2-Year Interest Rate Swap, 12/08/23

3-Month
LIBOR, 0.13%

Quarterly

0.50%

Semi-Annual

Barclays Bank PLC

12/06/21

0.50

USD

14,380

(9,481)

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

3-Month
LIBOR, 0.13%

Quarterly

0.45%

Semi-Annual

Deutsche Bank AG

12/10/21

0.45

USD

14,430

(16,323)

2-Year Interest Rate Swap, 01/12/24

3-Month
LIBOR, 0.13%

Quarterly

0.51%

Semi-Annual

Morgan Stanley & Co. International PLC

01/10/22

0.51

USD

38,450

(51,487)

2-Year Interest Rate Swap, 01/21/24

3-Month
LIBOR, 0.13%

Quarterly

0.50%

Semi-Annual

Deutsche Bank AG

01/19/22

0.50

USD

10,190

(16,534)

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

3-Month
LIBOR, 0.13%

Quarterly

1.25%

Semi-Annual

Bank of America N.A.

01/27/22

1.25

USD

3,560

(133,774)

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

3-Month
LIBOR, 0.13%

Quarterly

1.50%

Semi-Annual

Deutsche Bank AG

01/27/22

1.50

USD

3,880

(80,824)

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

3-Month
LIBOR, 0.13%

Quarterly

1.62%

Semi-Annual

Bank of America N.A.

02/18/22

1.62

USD

3,350

(56,731)

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

3-Month
LIBOR, 0.13%

Quarterly

0.75%

Semi-Annual

Deutsche Bank AG

02/25/22

0.75

USD

38,130

(36,282)

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

3-Month
LIBOR, 0.13%

Quarterly

1.60%

Semi-Annual

Deutsche Bank AG

02/28/22

1.60

USD

2,840

(52,889)

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

3-Month
LIBOR, 0.13%

Quarterly

0.51%

Semi-Annual

Deutsche Bank AG

03/01/22

0.51

USD

33,910

(87,844)

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

3-Month
LIBOR, 0.13%

Quarterly

0.49%

Semi-Annual

JPMorgan Chase Bank N.A.

03/02/22

0.49

USD

25,335

(72,143)

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

3-Month
LIBOR, 0.13%

Quarterly

0.52%

Semi-Annual

Citibank N.A.

03/03/22

0.52

USD

17,280

(44,119)

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

3-Month
LIBOR, 0.13%

Quarterly

0.56%

Semi-Annual

Deutsche Bank AG

03/21/22

0.56

USD

17,280

(45,071)

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

3-Month
LIBOR, 0.13%

Quarterly

0.57%

Semi-Annual

Deutsche Bank AG

03/23/22

0.57

USD

33,470

(86,597)

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

3-Month
LIBOR, 0.13%

Quarterly

0.74%

Semi-Annual

Deutsche Bank AG

05/02/22

0.74

USD

2,540

(221,512)

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

3-Month
LIBOR, 0.13%

Quarterly

3.25%

Semi-Annual

Goldman Sachs Bank USA

05/03/22

3.25

USD

20,260

(2,466)

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

3-Month
LIBOR, 0.13%

Quarterly

2.75%

Semi-Annual

Nomura International PLC

05/09/22

2.75

USD

10,350

(22,367)

10-Year Interest Rate Swap, 06/09/32

3-Month
LIBOR, 0.13%

Quarterly

2.40%

Semi-Annual

JPMorgan Chase Bank N.A.

06/07/22

2.40

USD

4,475

(23,992)

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

3-Month
LIBOR, 0.13%

Quarterly

2.75%

Semi-Annual

JPMorgan Chase Bank N.A.

08/02/22

2.75

USD

4,160

(16,315)

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

3-Month
LIBOR, 0.13%

Quarterly

3.25%

Semi-Annual

JPMorgan Chase Bank N.A.

08/02/22

3.25

USD

4,160

(7,220)

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

3-Month
LIBOR, 0.13%

Quarterly

0.72%

Semi-Annual

Deutsche Bank AG

08/08/22

0.72

USD

485

(46,094)

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

3-Month
LIBOR, 0.13%

Quarterly

2.75%

Semi-Annual

Barclays Bank PLC

08/08/22

2.75

USD

4,270

(17,277)

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

3-Month
LIBOR, 0.13%

Quarterly

3.25%

Semi-Annual

Barclays Bank PLC

08/08/22

3.25

USD

4,270

(7,679)

10-Year Interest Rate Swap, 09/03/32

3-Month
LIBOR, 0.13%

Quarterly

1.53%

Semi-Annual

Morgan Stanley & Co. International PLC

09/01/22

1.52

USD

7,210

(260,675)

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

3-Month
LIBOR, 0.13%

Quarterly

1.06%

Semi-Annual

Deutsche Bank AG

10/11/22

1.06

USD

2,780

(193,926)

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

3-Month
LIBOR, 0.13%

Quarterly

1.23%

Semi-Annual

Goldman Sachs Bank USA

12/16/22

1.23

USD

2,560

(157,090)

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

3-Month
LIBOR, 0.13%

Quarterly

1.25%

Semi-Annual

Goldman Sachs Bank USA

12/16/22

1.24

USD

2,560

(154,842)

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

3-Month
LIBOR, 0.13%

Quarterly

1.25%

Semi-Annual

Citibank N.A.

12/30/22

1.25

USD

2,820

(171,164)

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, 01/11/33

3-Month
LIBOR, 0.13%

Quarterly

1.44%

Semi-Annual

Barclays Bank PLC

01/09/23

1.44

USD

5,090

(250,291)

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

3-Month LIBOR,
0.13%

Quarterly

2.01%

Semi-Annual

Bank of America N.A.

03/01/23

2.01

USD

5,170

(128,635)

10-Year Interest Rate Swap, 05/17/33

6-Month
EURIBOR, (0.53%)

Semi-Annual

0.70%

Annual

Barclays Bank PLC

05/15/23

0.70

EUR

6,070

(101,127)

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

3-Month LIBOR,
0.13%

Quarterly

3.00%

Semi-Annual

Morgan Stanley & Co. International PLC

06/13/24

3.00

USD

3,950

(60,321)

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

3-Month LIBOR,
0.13%

Quarterly

3.50%

Semi-Annual

Morgan Stanley & Co. International PLC

06/13/24

3.50

USD

3,950

(36,563)

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

3-Month LIBOR,
0.13%

Quarterly

3.00%

Semi-Annual

Morgan Stanley & Co. International PLC

06/20/24

3.00

USD

3,950

(60,780)

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

3-Month LIBOR,
0.13%

Quarterly

3.50%

Semi-Annual

Morgan Stanley & Co. International PLC

06/20/24

3.50

USD

3,950

(36,892)

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

3-Month LIBOR,
0.13%

Quarterly

2.25%

Semi-Annual

Morgan Stanley & Co. International PLC

08/20/24

2.25

USD

4,410

(152,607)

30-Year Interest Rate Swap, 09/19/54

3-Month LIBOR,
0.13%

Quarterly

1.85%

Semi-Annual

Deutsche Bank AG

09/17/24

1.85

USD

1,700

(201,033)

30-Year Interest Rate Swap, 10/02/54

3-Month LIBOR,
0.13%

Quarterly

2.00%

Semi-Annual

Barclays Bank PLC

09/30/24

2.00

USD

1,170

(118,256)

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

3-Month LIBOR,
0.13%

Quarterly

3.05%

Semi-Annual

Barclays Bank PLC

03/12/29

3.05

USD

2,840

(90,455)

(3,406,915)

(5,490,311)


Paid by the Trust		Received by the Trust		Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
3-Month LIBOR, 0.13%	Quarterly	1.07%	Semi-Annual		N/A			03/01/23	USD	3,350	$	42,234		$	28	$	42,206
3-Month LIBOR, 0.13%	Quarterly	1.10%	Semi-Annual		N/A			03/01/23	USD	13,390		174,543			113		174,430
3-Month LIBOR, 0.13%	Quarterly	0.88%	Semi-Annual		N/A			03/02/23	USD	6,665		65,414			56		65,358
3-Month LIBOR, 0.13%	Quarterly	0.88%	Semi-Annual		N/A			03/02/23	USD	6,700		65,407			57		65,350
3-Month LIBOR, 0.13%	Quarterly	0.90%	Semi-Annual		N/A			03/02/23	USD	2,230		22,640			19		22,621
3-Month LIBOR, 0.13%	Quarterly	0.98%	Semi-Annual		N/A			03/02/23	USD	3,360		37,896			28		37,868
3-Month LIBOR, 0.13%	Quarterly	0.99%	Semi-Annual		N/A			03/02/23	USD	3,360		38,325			28		38,297
3-Month LIBOR, 0.13%	Quarterly	0.25%	Semi-Annual		07/08/22	^(a)		07/08/23	USD	5,380		(10,076	)		58		(10,134	)
1.61%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		11/01/21	^(a)		11/01/23	USD	2,090		(50,064	)		25		(50,089	)
0.40%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		11/22/22	^(a)		11/22/23	USD	2,280		6,151			25		6,126
0.52%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		12/30/21	^(a)		12/30/23	USD	1,250		(989	)		15		(1,004	)
3-Month LIBOR, 0.13%	Quarterly	0.44%	Semi-Annual		01/25/22	^(a)		01/25/24	USD	2,560		(3,810	)		30		(3,840	)
3-Month LIBOR, 0.13%	Quarterly	0.38%	Semi-Annual		02/07/22	^(a)		02/07/24	USD	8,860		(26,565	)		105		(26,670	)
3-Month LIBOR, 0.13%	Quarterly	0.40%	Semi-Annual		02/08/22	^(a)		02/08/24	USD	10,070		(26,914	)		120		(27,034	)
3-Month LIBOR, 0.13%	Quarterly	0.45%	Semi-Annual		03/01/22	^(a)		03/01/24	USD	5,850		(13,505	)		70		(13,575	)
0.56%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/24/22	^(a)		03/24/24	USD	8,790		5,821			104		5,717
0.60%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/25/22	^(a)		03/25/24	USD	4,410		(541	)		52		(593	)


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)
0.61%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/28/22	^(a)		03/28/24	USD	5,960	$	(869	)	$	71	$	(940	)
0.63%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/29/22	^(a)		03/29/24	USD	4,380		(2,917	)		52		(2,969	)
0.64%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/29/22	^(a)		03/29/24	USD	7,560		(5,677	)		90		(5,767	)
3-Month LIBOR, 0.13%	Quarterly	0.63%	Semi- Annual		03/30/22	^(a)		03/30/24	USD	8,700		5,291			103		5,188
0.65%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/30/22	^(a)		03/30/24	USD	4,370		(4,198	)		52		(4,250	)
0.62%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/31/22	^(a)		03/31/24	USD	2,630		(1,034	)		31		(1,065	)
0.63%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/31/22	^(a)		03/31/24	USD	4,690		(2,518	)		56		(2,574	)
0.73%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		06/21/22	^(a)		06/21/24	USD	4,790		642			57		585
0.74%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/12/22	^(a)		08/12/24	USD	10,580		16,445			126		16,319
0.78%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/15/22	^(a)		08/15/24	USD	5,755		5,022			68		4,954
3-Month LIBOR, 0.13%	Quarterly	0.45%	Semi- Annual		N/A			11/12/25	USD	4,330		(75,659	)		48		(75,707	)
3-Month LIBOR, 0.13%	Quarterly	0.48%	Semi- Annual		N/A			01/21/26	USD	7,710		(151,489	)		90		(151,579	)
3-Month LIBOR, 0.13%	Quarterly	0.93%	Semi- Annual		N/A			09/17/26	USD	9,710		(63,057	)		129		(63,186	)
6-Month EURIBOR, (0.53%)	Semi-Annual	(0.15%)	Annual		11/16/21	^(a)		11/16/26	EUR	6,070		9,829			113		9,716
3-Month LIBOR, 0.13%	Quarterly	1.28%	Semi- Annual		03/31/22	^(a)		03/31/27	USD	3,860		4,533			52		4,481
0.65%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		04/20/22	^(a)		04/20/27	USD	530		16,065			7		16,058
1.29%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		04/20/22	^(a)		04/20/27	USD	3,520		(2,363	)		48		(2,411	)
3-Month LIBOR, 0.13%	Quarterly	1.19%	Semi- Annual		07/19/22	^(a)		07/19/27	USD	2,570		(21,483	)		34		(21,517	)
3-Month LIBOR, 0.13%	Quarterly	1.22%	Semi- Annual		08/16/22	^(a)		08/16/27	USD	1,790		(14,394	)		24		(14,418	)
0.50%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			08/19/27	USD	1,310		52,384			16		52,368
0.84%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			11/15/27	USD	7,990		162,108			108		162,000
1.27%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			02/15/28	USD	7,600		(13,933	)		107		(14,040	)
3-Month LIBOR, 0.13%	Quarterly	1.05%	Semi- Annual		09/30/21	^(a)		05/15/28	USD	16,420		(254,018	)		238		(254,256	)
1.16%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			02/04/31	USD	500		14,820			8		14,812
2.79%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			03/10/31	USD	5,266		(609,264	)		81		(609,345	)
1.58%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			03/12/31	USD	640		(3,871	)		10		(3,881	)
3-Month LIBOR, 0.13%	Annual	1.11%	Annual		12/31/21	^(a)		05/15/31	USD	5,780		(96,653	)		93		(96,746	)
3-Month LIBOR, 0.13%	Quarterly	2.45%	Semi- Annual		N/A			05/18/31	USD	860		79,759			13		79,746
3-Month LIBOR, 0.13%	Quarterly	2.10%	Semi- Annual		N/A			06/22/31	USD	430		24,885			7		24,878
3-Month LIBOR, 0.13%	Quarterly	1.18%	Semi- Annual		N/A			07/28/31	USD	1,640		(53,017	)		26		(53,043	)
1.14%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/10/31	USD	510		6,453			8		6,445
3-Month LIBOR, 0.13%	Annual	1.12%	Annual		N/A			09/14/31	USD	290		(4,335	)		5		(4,340	)
3-Month LIBOR, 0.13%	Annual	1.08%	Annual		N/A			09/16/31	USD	905		(16,597	)		14		(16,611	)
1.12%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/20/31	USD	180		2,624			3		2,621
1.15%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/20/31	USD	905		10,843			14		10,829
1.15%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/20/31	USD	905		11,238			14		11,224
1.19%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/21/31	USD	1,210		9,832			19		9,813
1.20%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/21/31	USD	850		6,329			14		6,315
3-Month LIBOR, 0.13%	Quarterly	1.40%	Semi- Annual		N/A			09/21/31	USD	5,410		(76,717	)		86		(76,803	)
1.43%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			09/21/31	USD	2,705		30,906			43		30,863
3-Month LIBOR, 0.13%	Annual	1.12%	Annual		N/A			09/22/31	USD	910		(13,317	)		15		(13,332	)
1.39%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			09/22/31	USD	2,705		40,765			43		40,722
3-Month LIBOR, 0.13%	Annual	1.11%	Annual		N/A			09/24/31	USD	1,810		(28,396	)		29		(28,425	)
3-Month LIBOR, 0.13%	Annual	1.12%	Annual		N/A			09/24/31	USD	905		(14,025	)		14		(14,039	)
3-Month LIBOR, 0.13%	Annual	1.14%	Annual		N/A			09/24/31	USD	750		(10,182	)		12		(10,194	)
1.52%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			09/24/31	USD	5,730		16,346			92		16,254
1.14%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/27/31	USD	900		11,771			14		11,757
1.21%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/27/31	USD	900		5,807			14		5,793
1.24%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/27/31	USD	900		3,732			14		3,718
1.25%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/28/31	USD	900		2,408			14		2,394
1.26%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/28/31	USD	900		1,406			14		1,392
1.29%	Annual	3-Month LIBOR, 0.13%	Annual		N/A			09/29/31	USD	900		(1,303	)		14		(1,317	)
1.34%	Annual	3-Month LIBOR, 0.13%	Annual		09/30/21	^(a)		09/30/31	USD	900		(5,323	)		14		(5,337	)
1.32%	Annual	3-Month LIBOR, 0.13%	Annual		10/01/21	^(a)		10/01/31	USD	970		(3,482	)		16		(3,498	)
1.32%	Annual	3-Month LIBOR, 0.13%	Annual		10/01/21	^(a)		10/01/31	USD	900		(3,742	)		14		(3,756	)
1.61%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		03/28/22	^(a)		03/28/32	USD	26,000		115,013			416		114,597
0.77%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		05/06/22	^(a)		05/06/32	USD	2,650		226,732			42		226,690
0.85%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/15/22	^(a)		08/15/32	USD	9,220		766,534			38,204		728,330
0.44%	Annual	6-Month EURIBOR, (0.53%)	Semi- Annual		05/16/23	^(a)		05/16/33	EUR	2,140		(19,013	)		47		(19,060	)
2.33%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		06/24/24	^(a)		06/24/34	USD	310		(8,999	)		5		(9,004	)
3-Month LIBOR, 0.13%	Quarterly	1.67%	Semi- Annual		08/06/24	^(a)		08/06/34	USD	2,450		(76,898	)		39		(76,937	)


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)
1.65%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/22/24	^(a)		08/22/34	USD	1,355	$	45,994		$	21		$	45,973
2.82%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		04/04/29	^(a)		04/04/39	USD	1,560		(86,544	)		24			(86,568	)
1.01%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		04/02/30	^(a)		04/02/40	USD	4,100		384,320			66			384,254
3-Month LIBOR, 0.13%	Annual	1.43%	Annual		12/31/21	^(a)		02/15/47	USD	2,680		(79,272	)		57			(79,329	)
1.45%	Annual	3-Month LIBOR, 0.13%	Annual		12/31/21	^(a)		02/15/47	USD	10,780		278,447			(33,068	)		311,515
3.02%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		12/08/38	^(a)		12/08/48	USD	400		(28,817	)		6			(28,823	)
2.38%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		07/05/39	^(a)		07/05/49	USD	620		(17,077	)		10			(17,087	)
1.71%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/16/39	^(a)		08/16/49	USD	600		11,240			9			11,231
1.78%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/16/39	^(a)		08/16/49	USD	500		6,768			8			6,760
1.67%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		08/17/39	^(a)		08/17/49	USD	460		9,971			7			9,964
1.25%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			03/06/50	USD	460		64,536			10			64,526
1.10%	Semi-Annual	3-Month LIBOR, 0.13%	Quarterly		N/A			11/25/50	USD	750		130,801			17			130,784
3-Month LIBOR, 0.13%	Quarterly	1.93%	Semi-Annual		12/01/26	^(a)		12/01/56	USD	110		(1,589	)		2			(1,591	)

											$	1,046,524		$	9,366		$	1,037,158


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	$	(737	)	$	1,458		$	(2,195	)
Virgin Media Finance PLC	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/25	B	EUR	10		1,391			1,126			265
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR	10		(718	)		979			(1,697	)
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R	EUR	10		(718	)		1,100			(1,818	)
Trust Fibrauno	1.00		Quarterly	Citibank N.A.	06/20/26	N/R	USD	228		(15,390	)		(24,012	)		8,622
Trust Fibrauno	1.00		Quarterly	Citibank N.A.	06/20/26	N/R	USD	63		(4,253	)		(6,648	)		2,395
CMBX.NA.8	3.00		Monthly	Barclays Bank PLC	10/17/57	N/R	USD	5,000		(646,451	)		(489,439	)		(157,012	)
CMBX.NA.8	3.00		Monthly	Credit Suisse International	10/17/57	N/R	USD	2,500		(323,225	)		(242,122	)		(81,103	)
CMBX.NA.8	3.00		Monthly	Morgan Stanley & Co. International PLC	10/17/57	N/R	USD	5,550		(717,560	)		(712,333	)		(5,227	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R	USD	5,000		(383,909	)		(525,016	)		141,107
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R	USD	2,500		(191,955	)		(262,508	)		70,553
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R	USD	5,000		(383,909	)		(524,966	)		141,057
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R	USD	2,153		(165,312	)		(237,355	)		72,043

									$	(2,832,746	)	$	(3,019,736	)	$	186,990

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 financial instruments categorized in the fair value hierarchy. The breakdown of the Trust’s financial instruments 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 $408,576,190 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:


Affiliated Issuer	Value at 12/31/20		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 09/30/21		Shares Held at 09/30/21		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	8,065,454	$	11,363,271	^(a)	$	—	$	—	$	—	$	19,428,725		19,428,725	$	1,492	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
Euro Bund		6		12/08/21	$	1,180	$	(19,952	)
Euro OAT		27		12/08/21		5,190		(93,260	)
10-Year U.S. Ultra Long Treasury Note		557		12/21/21		80,904		(1,371,614	)
Ultra U.S. Treasury Bond		206		12/21/21		39,359		(1,084,667	)
2-Year U.S. Treasury Note		129		12/31/21		28,387		(12,257	)
5-Year U.S. Treasury Note		79		12/31/21		9,697		7,302
90-Day Eurodollar		532		12/18/23		131,477		(201,522	)

								(2,775,970	)

Short Contracts
10-Year U.S. Treasury Note		907		12/21/21		119,370		1,424,060
U.S. Long Bond		18		12/21/21		2,866		56,954
90-Day Eurodollar		605		12/16/24		148,822		341,219

								1,822,233

							$	(953,737	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
USD	227,189	CAD	286,000	Bank of America N.A.		12/15/21	$	1,391
USD	2,699,478	EUR	2,276,000	Bank of America N.A.		12/15/21		59,171
USD	2,695,981	EUR	2,276,000	BNP Paribas SA		12/15/21		55,675
USD	97,359	EUR	83,000	Morgan Stanley & Co. International PLC		12/15/21		1,074
USD	1,091,668	GBP	788,000	Natwest Markets PLC		12/15/21		29,808
USD	5,020,563	GBP	3,624,000	Natwest Markets PLC		12/15/21		137,087

								284,206

USD	131,781	GBP	98,000	Bank of America N.A.		12/15/21		(277	)

							$	283,929


Description	Number of Contracts		Expiration Date		Exercise Price			Notional Amount (000)			Value
Call
10-Year U.S. Treasury Note Future		61		11/26/21		USD	136.00		USD	8,035	$	(1,906	)

Put
10-Year U.S. Treasury Note Future		122		11/26/21		USD	131.00		USD	16,070		(78,156	)

											$	(80,062	)


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.37.V1		5.00	%		Quarterly		12/20/26		USD	10,330	$	(973,819	)	$	(995,090)	$	21,271
CDX.NA.IG.37.V1		1.00			Quarterly		12/20/26		USD	50,350		(1,216,935	)		(1,187,301)		(29,634	)

											$	(2,190,754	)	$	(2,182,391)	$	(8,363	)


	Level 1		Level 2		Level 3		Total
Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	66,370,174	$	3,859,608	$	70,229,782
Common Stocks
Energy Equipment & Services		—		8,434		—		8,434
Oil, Gas & Consumable Fuels		88,320		148,012		—		236,332
Corporate Bonds
Advertising Agencies		—		673,107		—		673,107
Aerospace & Defense		—		15,040,070		—		15,040,070
Airlines		—		9,907,806		—		9,907,806
Auto Components		—		4,213,319		—		4,213,319
Automobiles		—		9,668,771		—		9,668,771
Banks		—		13,777,193		—		13,777,193
Beverages		—		9,456,095		—		9,456,095
Biotechnology		—		2,064,981		—		2,064,981
Building Materials		—		2,255,380		—		2,255,380
Building Products		—		5,772,638		—		5,772,638
Capital Markets		—		19,445,944		—		19,445,944
Chemicals		—		5,184,014		—		5,184,014
Commercial Services & Supplies		—		1,819,083		—		1,819,083
Communications Equipment		—		1,759,958		—		1,759,958
Construction & Engineering		—		4,251,545		—		4,251,545
Construction Materials		—		769,409		—		769,409
Consumer Discretionary		—		4,320,971		—		4,320,971
Consumer Finance		—		6,701,220		—		6,701,220
Containers & Packaging		—		2,192,457		—		2,192,457
Diversified Consumer Services		—		5,045,745		—		5,045,745
Diversified Financial Services		—		37,140,172		—		37,140,172
Diversified Telecommunication Services		—		34,616,405		—		34,616,405
Electric Utilities		—		28,450,423		—		28,450,423
Electrical Equipment		—		313,339		—		313,339
Electronic Equipment, Instruments & Components		—		3,134,265		—		3,134,265
Energy Equipment & Services		—		2,252,258		421,606		2,673,864
Entertainment		—		148,094		—		148,094
Environmental, Maintenance, & Security Service		—		1,721,085		—		1,721,085
Equity Real Estate Investment Trusts (REITs)		—		11,686,645		—		11,686,645
Food & Staples Retailing		—		5,513,135		—		5,513,135
Food Products		—		2,445,042		—		2,445,042
Gas Utilities		—		93,375		—		93,375
Health Care Equipment & Supplies		—		2,750,331		—		2,750,331
Health Care Providers & Services		—		16,504,568		—		16,504,568
Health Care Technology		—		2,104,003		—		2,104,003
Hotels, Restaurants & Leisure		—		13,885,790		3,924,395		17,810,185
Household Durables		—		2,460,031		—		2,460,031
Independent Power and Renewable Electricity Producers		—		3,529,823		—		3,529,823
Insurance		—		26,430,281		—		26,430,281


	Asset-Backed Securities			Common Stocks			Corporate Bonds			Floating Rate Loan Interests			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			—			—			—			1,286,514
Transfers out of Level 3		—			(21,047	)		—			(211,965	)		(233,012	)
Accrued discounts/premiums		(70,706	)		—			11,631			1,272			(57,803	)
Net realized gain (loss)		—			—			1,003			52			1,055
Net change in unrealized appreciation (depreciation)^(a)		68,457			—			(200,342	)		13,199			(118,686	)
Purchases		2,547,484			—			6,891			1,127,425			3,681,800
Sales		—			—			(102,027	)		(2,194	)		(104,221	)

Closing balance, as of September 30, 2021	$	3,859,608		$	—		$	6,755,186		$	1,545,243		$	12,160,037

Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2021^(a)	$	68,457		$	—		$	(200,342	)	$	13,199		$	(118,686	)



CAD		Canadian Dollar

EUR		Euro

GBP		British Pound

JPY		Japanese Yen

USD		United States Dollar



MSCI		Morgan Stanley Capital International

PCL		Public Company Limited

PIK		Payment-in-Kind

RB		Revenue Bond

REIT		Real Estate Investment Trust

SAB		Special Assessment Bonds

TBA		To-Be-Announced



AGM		Assured Guaranty Municipal Corp.

BAB		Build America Bond

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

CR		Custodian Receipt

DAC		Designated Activity Company

DIP		Debtor-In-Possession

EURIBOR		Euro Interbank Offered Rate

GO		General Obligation Bonds

LIBOR		London Interbank Offered Rate