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%), 2.65%, 04/20/30	USD		500	$	497,539
Series 2019-4A, Class DR, (3 mo. LIBOR US + 3.65%), 3.90%, 04/20/30			600		588,104
AGL CLO 3 Ltd., Series 2020-3A, Class D, (3 mo. LIBOR US + 3.30%), 3.54%, 01/15/33^(a)(b)			250		248,928
ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 6.24%, 10/15/29^(a)(b)			285		272,892
Anchorage Capital CLO Ltd.^(a)(b)
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.89%, 10/13/30			380		377,954
Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.20%), 3.44%, 10/13/30			720		719,320
Apidos CLO XXII, 2015-22A, (3 mo. LIBOR US + 2.95%), 3.20%, 04/20/31^(a)(b)			250		243,756
ASSURANT CLO I Ltd., Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.15%), 2.40%, 10/20/34^(a)(b)			500		494,841
Bain Capital Credit CLO Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 3.36%, 07/24/34^(a)(b)			250		244,247
Ballyrock CLO Ltd., Series 2016-1A, Class DR2, (3 mo. LIBOR US + 3.15%), 3.39%, 10/15/28^(a)(b)			250		248,878
Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1, (3 mo. LIBOR US + 3.20%), 3.29%, 01/19/35^(a)(b)			250		248,040
Birch Grove CLO Ltd., Series 19A, Class DR, (3 mo. LIBOR US + 3.35%), 4.18%, 06/15/31^(a)(b)			1,000		997,287
Buttermilk Park CLO Ltd., (3 mo. LIBOR US + 3.10%), 3.34%, 10/15/31^(a)(b)			250		242,450
Canyon Capital CLO Ltd.^(a)(b)
Series 2016-1A, Class CR, (3 mo. LIBOR US + 1.90%), 2.14%, 07/15/31			250		246,376
Series 2021-2A, Class D, (3 mo. LIBOR US + 3.35%), 3.59%, 04/15/34			500		499,995
Carlyle Global Market Strategies CLO Ltd., Series 2013- 1A, Class CR, (3 mo. LIBOR US + 3.35%), 3.74%, 08/14/30^(a)(b)			1,000		986,384
CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 6.01%, 07/16/31^(a)(b)			500		461,927
CarVal CLO II Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.20%), 3.45%, 04/20/32^(a)(b)			500		495,837
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.69%, 07/20/32^(a)(b)			500		475,406
CarVal CLO VC Ltd., Series 2021-2A, Class D, (3 mo. LIBOR US + 3.25%), 3.41%, 10/15/34^(a)(b)			250		248,315
CBAM Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 2.40%), 2.65%, 07/20/30^(a)(b)			350		347,475
Cedar Funding IX CLO Ltd., Series 2018-9A, Class D, (3 mo. LIBOR US + 2.60%), 2.85%, 04/20/31^(a)(b)			250		242,334
CIFC Funding Ltd.^(a)(b)
Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.55%), 3.79%, 07/16/30			500		489,608
Series 2014-2RA, Class B1, (3 mo. LIBOR US + 2.80%), 3.06%, 04/24/30			750		738,227
Series 2014-3A, Class BR2, (3 mo. LIBOR US + 1.80%), 2.06%, 10/22/31			250		248,643
Series 2015-1A, Class ARR, (3 mo. LIBOR US + 1.11%), 1.37%, 01/22/31			1,000		993,504
Series 2020-1A, Class DR, (3 mo. LIBOR US + 3.10%), 3.34%, 07/15/36			500		489,648


Security		Par (000)		Value

Asset-Backed Securities (continued)
Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01%, 02/15/29^(b)	USD		1,735	$	1,735,091
CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A, (1 mo. LIBOR US + 0.14%), 0.54%, 01/15/37^(a)			1,413		1,338,881
Dryden 50 Senior Loan Fund, Series 2017-50A, Class B, (3 mo. LIBOR US + 1.65%), 1.89%, 07/15/30^(a)(b)			250		248,084
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.89%, 04/18/31^(a)(b)			1,250		1,212,401
Dryden 78 CLO Ltd., Series 2020-78A, Class D, (3 mo. LIBOR US + 3.00%), 3.24%, 04/17/33^(a)(b)			250		246,641
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 3.66%, 08/15/30^(a)(b)			1,000		996,904
Eaton Vance Clo Ltd., Series 2015-1A, Class A2R, (3 mo. LIBOR US + 1.25%), 1.50%, 01/20/30^(a)(b)			1,000		996,647
EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B, 3.50%, 11/25/50^(b)			110		101,789
Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 7.52%, 04/20/32^(a)(b)			500		480,802
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.25%, 10/20/34^(a)(b)			436		432,512
Fairstone Financial Issuance Trust I, Series 2020-1A, Class C, 5.16%, 10/20/39^(b) CAD			170		134,349
Galaxy XX CLO Ltd., Series 2015-20A, Class CR, (3 mo. LIBOR US + 1.75%), 2.00%, 04/20/31^(a)(b) USD			250		245,250
Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.85%, 10/20/29^(a)(b)			1,750		1,739,732
Generate CLO 4 Ltd., Series 2016-2A, Class DR, (3 mo. LIBOR US + 3.15%), 3.40%, 04/20/32^(a)(b)			1,500		1,460,371
Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 3.75%, 01/22/35^(a)(b)			750		743,879
Goldentree Loan Management U.S. CLO 3 Ltd., Series 2018-3A, Class B1, (3 mo. LIBOR US + 1.55%), 1.80%, 04/20/30^(a)(b)			250		247,950
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2, (3 mo. LIBOR US + 1.60%), 1.90%, 10/29/29^(a)(b)			1,500		1,489,891
Goldentree Loan Opportunities X Ltd., Series 2015-10A, Class DR, (3 mo. LIBOR US + 3.05%), 3.30%, 07/20/31^(a)(b)			250		246,111
Golub Capital Partners CLO 55B Ltd., Series 2021-55A, Class E, (3 mo. LIBOR US + 6.56%), 6.81%, 07/20/34^(a)(b)			250		247,676
Grippen Park CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.30%), 3.55%, 01/20/30^(a)(b)			250		248,088
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 6.69%, 04/15/33^(a)(b)			500		493,874
Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 3.84%, 07/18/29^(a)(b)			1,000		970,393
Lending Funding Trust, Series 2020-2A, Class C, 4.30%, 04/21/31^(b)			240		240,094
Litigation Fee Residual Funding Trust, 4.00%, 10/30/27^(c)			1,278		1,239,559
Long Beach Mortgage Loan Trust, Series 2006-8, Class 2A4, (1 mo. LIBOR US + 0.48%), 0.94%, 09/25/36^(a)			6,373		2,291,885


Security		Par (000)		Value

Asset-Backed Securities (continued)
Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR, (3 mo. LIBOR US + 2.00%), 2.27%, 07/27/31^(a)(b)	USD		600	$	597,155
Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R, (3 mo. LIBOR US + 1.65%), 1.91%, 04/25/29^(a)(b)			250		248,469
Madison Park Funding XXXIV Ltd., Series 2019-34A, Class DR, (3 mo. LIBOR US + 3.35%), 3.61%, 04/25/32^(a)(b)			250		248,975
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C, (3 mo. LIBOR US + 1.90%), 2.14%, 07/17/34^(a)(b)			250		244,748
Marble Point CLO XVII Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 3.75%), 4.00%, 04/20/33^(a)(b)			250		241,231
Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1, (3 mo. LIBOR US + 3.65%), 3.74%, 01/22/35^(a)(b)			250		248,593
Mariner Finance Issuance Trust^(b)
Series 2021-AA, Class C, 2.96%, 03/20/36			190		171,098
Series 2021-AA, Class D, 3.83%, 03/20/36			180		164,994
Navient Private Education Refi Loan Trust^(b)
Series 2021-DA, Class C, 3.48%, 04/15/60			770		720,452
Series 2021-DA, Class D, 4.00%, 04/15/60			440		409,987
Nelnet Student Loan Trust^(b)
Series 2021-A, Class D, 4.93%, 04/20/62			460		433,520
Series 2021-BA, Class B, 2.68%, 04/20/62			1,983		1,814,303
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR, (3 mo. LIBOR US + 1.65%), 1.89%, 10/17/30^(a)(b)			250		247,920
Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class CR, (3 mo. LIBOR US + 1.80%), 2.05%, 07/20/31^(a)(b)			1,162		1,146,845
OCP CLO Ltd.^(a)(b)
(Update Replacements.xls: TSFR3M + 1.75%), 2.02%, 01/15/33			250		249,564
Series 2017-13A, Class A1AR, (3 mo. LIBOR US + 0.96%), 1.20%, 07/15/30			1,000		991,882
Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 3.29%, 07/15/34^(a)(b)			250		247,291
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3 mo. LIBOR US + 2.75%), 3.01%, 01/22/30^(a)(b)			500		487,071
OneMain Financial Issuance Trust, Series 2020-1A, Class A, 3.84%, 05/14/32^(b)			2,000		2,015,467
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.39%, 10/17/29^(a)(b)			875		852,363
OZLM XXI Ltd., Series 2017-21A, Class C, (3 mo. LIBOR US + 2.67%), 2.92%, 01/20/31^(a)(b)			1,000		955,692
Palmer Square CLO Ltd., Series 2015-2A, Class CR2, (3 mo. LIBOR US + 2.75%), 3.00%, 07/20/30^(a)(b)			250		244,385
Palmer Square Loan Funding Ltd.^(a)(b)
Series 2019-2A, Class B, (3 mo. LIBOR US + 2.25%), 2.50%, 04/20/27			1,000		998,000
Series 2019-3A, Class B, (3 mo. LIBOR US + 2.10%), 2.58%, 08/20/27			1,750		1,748,967
Series 2019-3A, Class C, (3 mo. LIBOR US + 3.40%), 3.88%, 08/20/27			750		748,809
Series 2019-4A, Class C, (3 mo. LIBOR US + 3.25%), 3.51%, 10/24/27			250		249,751


Security		Par (000)		Value

Asset-Backed Securities (continued)
Palmer Square Loan Funding Ltd.^(a)(b)(continued)
Series 2020-1A, Class C, (3 mo. LIBOR US + 2.50%), 2.98%, 02/20/28	USD		250	$	249,543
Park Avenue Institutional Advisers CLO Ltd, Series 2017- 1A, Class DR, (3 mo. LIBOR US + 6.81%), 7.20%, 02/14/34^(a)(b)			1,300		1,245,700
PPM CLO 2 Ltd., Series 2019-2A, Class DR, (3 mo. LIBOR US + 3.40%), 3.65%, 04/16/32^(a)(b)			250		248,510
Prodigy Finance CM2021-1 DAC, Series 2021-1A, Class C, (1 mo. LIBOR US + 3.75%), 4.21%, 07/25/51^(a)(b)			250		250,340
Rad CLO 3 Ltd., Series 2019-3A, Class DR, (3 mo. LIBOR US + 2.75%), 2.99%, 04/15/32^(a)(b)			400		388,687
Regatta XI Funding Ltd., Series 2018-1A, Class D, (3 mo. LIBOR US + 2.85%), 3.09%, 07/17/31^(a)(b)			370		362,877
Republic Finance Issuance Trust, Series 2020-A, Class C, 4.05%, 11/20/30^(b)			240		233,829
Romark CLO Ltd., Series 2017-1A, Class B, (3 mo. LIBOR US + 2.15%), 2.41%, 10/23/30^(a)(b)			500		494,931
Shackleton CLO Ltd., Series 2015-7RA, Class C, (3 mo. LIBOR US + 2.35%), 2.59%, 07/15/31^(a)(b)			250		246,564
SLM Private Education Loan Trust, Series 2014-A, Class B, 3.50%, 11/15/44^(b)			241		240,989
SMB Private Education Loan Trust^(b)
Series 2021-C, Class C, 3.00%, 01/15/53			190		181,166
Series 2021-C, Class D, 3.93%, 01/15/53			160		151,110
Sterling Coofs Trust^(b)(c)
Series 2004-1, Class A, 2.36%, 04/15/29			973		9,734
Series 2004-2, Class Note, 2.08%, 03/30/30			905		9,051
Structured Asset Securities Corp. Pass-Through
Certificates, Series 2002-AL1, Class A2, 3.45%, 02/25/32			108		100,410
TCW CLO Ltd., Series 2020-1A, Class DRR, (3 mo. LIBOR US + 3.40%), 3.65%, 04/20/34^(a)(b)			250		243,318
TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 3.31%, 04/26/28^(a)(b)			500		499,034
TICP CLO IX Ltd., Series 2017-9A, Class D, (3 mo. LIBOR US + 2.90%), 3.15%, 01/20/31^(a)(b)			500		492,120
TICP CLO V Ltd., Series 2016-5A, Class ER, (3 mo. LIBOR US + 5.75%), 5.99%, 07/17/31^(a)(b)			537		509,021
TICP CLO X Ltd., Series 2018-10A, Class E, (3 mo. LIBOR US + 5.50%), 5.75%, 04/20/31^(a)(b)			250		235,057
TICP CLO XV Ltd., Series 2020-15A, Class D, (3 mo. LIBOR US + 3.15%), 3.40%, 04/20/33^(a)(b)			250		249,997
TRESTLES CLO Ltd.^(a)(b)
Series 2017-1A, Class B1R, (3 mo. LIBOR US + 1.75%), 2.01%, 04/25/32			1,750		1,707,952
Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.90%), 3.16%, 04/25/32			250		244,839
Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 3.38%, 10/25/34^(a)(b)			500		490,492
Trimaran CAVU Ltd., Series 2019-2A, Class C, (3 mo. LIBOR US + 4.72%), 4.96%, 11/26/32^(a)(b)			500		497,221
Unique Pub Finance Co. PLC^(d)
Series M, 7.40%, 03/28/24	GBP		2,071		2,825,389
Series N, 6.46%, 03/30/32			100		154,355
Voya CLO Ltd., Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.25%), 1.49%, 07/15/31^(a)(b)	USD		1,000		989,764


Security		Par (000)		Value

Asset-Backed Securities (continued)
Whitebox Clo I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 3.31%, 07/24/32^(a)(b)	USD		500	$	489,487
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 3.61%, 10/24/34^(a)(b)			500		489,343
Whitebox CLO III Ltd.^(a)(b)
Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 3.47%, 10/15/34			250		247,152
Series 2021-3A, Class E, (3 mo. LIBOR US + 6.85%), 6.97%, 10/15/34			250		247,647
York CLO 1 Ltd., Series 2014-1A, Class CRR, (3 mo. LIBOR US + 2.10%), 2.36%, 10/22/29^(a)(b)			250		248,884


Total Asset-Backed Securities — 8.6% (Cost: $65,634,225)					64,218,814


Corporate Bonds

Advertising Agencies — 0.1%
Interpublic Group of Cos., Inc., 5.40%, 10/01/48			500		594,799


Aerospace & Defense — 1.9%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			30		30,075
Boeing Co., 3.20%, 03/01/29^(e)			1,175		1,119,691
Bombardier, Inc.^(b)
7.50%, 12/01/24			101		104,283
7.50%, 03/15/25			22		22,112
7.13%, 06/15/26			393		385,140
7.88%, 04/15/27			352		344,648
6.00%, 02/15/28			306		286,795
7.45%, 05/01/34			100		101,500
Eaton Corp., 4.15%, 11/02/42			500		519,682
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26^(b)			200		180,000
General Electric Co., 6.15%, 08/07/37			2,150		2,552,889
Lockheed Martin Corp., 4.09%, 09/15/52			1,410		1,548,987
Raytheon Technologies Corp., 2.25%, 07/01/30^(e)			2,000		1,852,506
Rolls-Royce PLC, 5.75%, 10/15/27^(b)			600		615,840
Spirit AeroSystems, Inc.^(b)
5.50%, 01/15/25			105		105,263
7.50%, 04/15/25			22		22,793
TransDigm, Inc. 8.00%, 12/15/25^(b)			130		135,951
6.25%, 03/15/26^(b)			2,869		2,945,430
6.38%, 06/15/26			60		60,542
7.50%, 03/15/27			71		73,130
4.63%, 01/15/29			249		232,808
4.88%, 05/01/29			203		190,266
Triumph Group, Inc., 8.88%, 06/01/24^(b)			527		556,617


					13,986,948

Airlines — 1.2%
Air Canada, 3.88%, 08/15/26^(b)			255		240,656
American Airlines Pass-Through Trust
Series 2013-2, Class A, 4.95%, 07/15/24^(e)			810		807,254
Series 2015-2, Class A, 4.00%, 03/22/29			1,074		989,233
Series 2015-2, Class AA, 3.60%, 03/22/29			1,074		1,043,423
American Airlines, Inc., 11.75%, 07/15/25^(b)			214		249,843
American Airlines, Inc./AAdvantage Loyalty IP Ltd.^(b)
5.50%, 04/20/26			494		497,614
5.75%, 04/20/29			613		610,759
Avianca Midco 2 Ltd., 9.00%, 12/01/28^(b)			150		144,013
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28^(b)			92		92,705


Security		Par (000)		Value

Airlines (continued)
Deutsche Lufthansa AG, 2.88%, 05/16/27^(d)	EUR		100	$	102,724
Gol Finance SA, 7.00%, 01/31/25^(b) USD			200		163,750
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26^(b)			168		168,096
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27^(b)			454		473,295
United Airlines Pass-Through Trust
Series 2020-1, Class A, 5.88%, 10/15/27			223		230,972
Series 2020-1, Class B, 4.88%, 07/15/27			30		29,845
Series A, Class A, 4.30%, 02/15/27			2,512		2,508,597
United Airlines, Inc.^(b)
4.38%, 04/15/26			310		304,939
4.63%, 04/15/29			439		417,467


					9,075,185

Auto Components — 0.5%
Aptiv PLC, 4.40%, 10/01/46.			465		450,640
Clarios Global LP, 6.75%, 05/15/25^(b)			154		159,472
Clarios Global LP/Clarios U.S. Finance Co.^(b)
6.25%, 05/15/26			627		645,026
8.50%, 05/15/27			1,696		1,759,600
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26^(d)	EUR		100		109,242
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28^(b)	USD		211		211,528
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29^(b)			75		65,210
Goodyear Tire & Rubber Co.
5.00%, 07/15/29^(b)			88		81,977
5.25%, 07/15/31^(b)			107		98,943
5.63%, 04/30/33			208		191,360
ZF Finance GmbH, 3.75%, 09/21/28^(d)	EUR		100		104,956


					3,877,954

Automobiles — 1.2%
Allison Transmission, Inc.^(b)
5.88%, 06/01/29	USD		139		141,706
3.75%, 01/30/31			174		157,844
Asbury Automotive Group, Inc.
4.50%, 03/01/28			18		17,291
4.75%, 03/01/30			84		79,275
5.00%, 02/15/32^(b)			106		98,531
Carvana Co.^(b)
5.50%, 04/15/27			173		154,402
4.88%, 09/01/29			151		124,701
Constellation Automotive Financing PLC, 4.88%, 07/15/27^(d)	GBP		100		119,871
Ford Motor Co. 4.35%, 12/08/26	USD		7		7,043
3.25%, 02/12/32			420		375,115
4.75%, 01/15/43			2,000		1,816,520
5.29%, 12/08/46			19		18,442
Ford Motor Credit Co. LLC 4.69%, 06/09/25			200		201,432
4.13%, 08/04/25			279		278,686
4.39%, 01/08/26			200		199,482
2.70%, 08/10/26			200		186,002
4.27%, 01/09/27			200		197,252
4.13%, 08/17/27			200		195,490
3.82%, 11/02/27			200		189,500
2.90%, 02/16/28			200		180,750
General Motors Co., 6.25%, 10/02/43			2,506		2,841,309
General Motors Financial Co., Inc., 4.25%, 05/15/23			807		816,825
Group 1 Automotive, Inc., 4.00%, 08/15/28^(b)			30		27,938


Security		Par (000)		Value

Automobiles (continued)
Ken Garff Automotive LLC, 4.88%, 09/15/28^(b) USD			82	$	77,080
LCM Investments Holdings II LLC, 4.88%, 05/01/29^(b)			182		171,895
Lithia Motors, Inc., 3.88%, 06/01/29^(b)			89		84,126
MajorDrive Holdings IV LLC, 6.38%, 06/01/29^(b)			120		106,200
Penske Automotive Group, Inc.
3.50%, 09/01/25			29		28,782
3.75%, 06/15/29^(b)			46		41,150
RCI Banque SA, (5 year EUR Swap + 2.85%), 2.63%, 02/18/30^(a)(d)	EUR		100		103,877
Sonic Automotive, Inc., 4.63%, 11/15/29^(b)	USD		40		36,000
Wabash National Corp., 4.50%, 10/15/28^(b)			149		134,100


					9,208,617

Banks — 1.6%
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25^(d)	EUR		100		103,988
Banco Bilbao Vizcaya Argentaria SA, (5 year USD Swap + 3.87%), 6.13%^(a)(f)	USD		2,200		2,136,750
Bangkok Bank PCL
(5 year CMT + 1.90%), 3.73%, 09/25/34^(a)(d)			288		268,524
(5 year CMT + 4.73%), 5.00%			400		390,700
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31^(a)(b)(d)			281		263,086
Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26^(d)			252		239,428
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%^(a)(d)(f)			518		518,000
Bank of East Asia Ltd., (5 year CMT + 5.53%), 5.83%^(a)(d)(f)			250		248,125
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25^(d)			200		193,022
Grupo Aval Ltd., 4.38%, 02/04/30^(b)			200		173,196
Intesa Sanpaolo SpA, 5.02%, 06/26/24^(b)			3,151		3,175,715
Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%^(a)(d)(f)			252		235,935
NBK Tier 1 Ltd., 3.63%^(a)(b)(f)			209		195,284
Standard Chartered PLC, (5 year USD ICE Swap + 1.97%), 4.87%, 03/15/33^(a)(b)			500		498,979
SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%^(a)(f)			1,275		1,179,375
Wells Fargo & Co.
3.90%, 05/01/45			2,250		2,249,531
(5 year CMT + 3.45%), 3.90%^(a)(f)			245		234,845


					12,304,483

Beverages — 1.1%
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46^(e)			4,600		5,115,866
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27^(b)(g)			301		275,227
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29^(b)			606		546,097
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.25%, 08/15/27^(b)			442		408,574
Ball Corp.
5.25%, 07/01/25			12		12,714
2.88%, 08/15/30			25		22,414
3.13%, 09/15/31			254		227,000
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			23		25,954
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24^(b)			431		429,288


Security		Par (000)		Value

Beverages (continued)
Silgan Holdings, Inc., 4.13%, 02/01/28	USD		7	$	6,720
Trivium Packaging Finance BV^(b)
5.50%, 08/15/26			205		204,155
8.50%, 08/15/27			738		734,310


					8,008,319

Biotechnology — 0.2%
Baxalta, Inc., 5.25%, 06/23/45			500		573,982
Cidron Aida Finco Sarl, 5.00%, 04/01/28^(d)	EUR		100		103,591
Gilead Sciences, Inc., 4.80%, 04/01/44	USD		1,000		1,099,295


					1,776,868

Building Materials^(b)— 0.2%
Cornerstone Building Brands, Inc., 6.13%, 01/15/29			321		297,904
CP Atlas Buyer, Inc., 7.00%, 12/01/28			220		187,581
Jeld-Wen, Inc. 6.25%, 05/15/25			98		100,976
4.63%, 12/15/25			37		35,612
4.88%, 12/15/27			11		10,533
Masonite International Corp.
Class C, 5.38%, 02/01/28			17		17,128
Class C, 3.50%, 02/15/30			145		130,319
New Enterprise Stone & Lime Co., Inc.
5.25%, 07/15/28			55		52,876
9.75%, 07/15/28			26		26,228
SRM Escrow Issuer LLC, 6.00%, 11/01/28			330		325,466
Standard Industries, Inc. 4.75%, 01/15/28			54		51,637
4.38%, 07/15/30			373		341,651
3.38%, 01/15/31			11		9,625
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29			117		115,537
Victors Merger Corp., 6.38%, 05/15/29			107		87,589


					1,790,662

Building Products — 0.7%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27^(b)			248		248,355
Beacon Roofing Supply, Inc., 4.13%, 05/15/29^(b)			68		62,819
Foundation Building Materials, Inc., 6.00%, 03/01/29^(b)			115		103,500
GYP Holdings III Corp., 4.63%, 05/01/29^(b)			159		147,236
Home Depot, Inc., 5.88%, 12/16/36			1,660		2,102,588
LBM Acquisition LLC, 6.25%, 01/15/29^(b)			326		305,351
Lowe’s Cos., Inc., 4.38%, 09/15/45			1,000		1,029,374
Patrick Industries, Inc., 4.75%, 05/01/29^(b)			43		36,980
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26^(b)			157		159,638
SRS Distribution, Inc.^(b)4.63%, 07/01/28			293		279,876
6.13%, 07/01/29			265		244,462
6.00%, 12/01/29			278		257,150
White Cap Buyer LLC, 6.88%, 10/15/28^(b)			264		250,164
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26^(b)(g)			142		139,515


					5,367,008

Capital Markets — 2.4%
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%^(a)(e)(f)			5,195		4,665,733
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29^(b)			129		121,260
FMR LLC, 4.95%, 02/01/33^(b)			2,300		2,529,546
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 4.75%, 09/15/24			112		112,510


Security		Par (000)		Value

Capital Markets (continued)
Icahn Enterprises LP/Icahn Enterprises Finance Corp. (continued)
6.25%, 05/15/26	USD		57	$	58,140
5.25%, 05/15/27			286		280,687
4.38%, 02/01/29			134		122,945
Intercorp Peru Ltd., 3.88%, 08/15/29^(b)			200		181,925
Kane Bidco Ltd., 6.50%, 02/15/27^(d)	GBP		100		127,771
NFP Corp.^(b)
4.88%, 08/15/28	USD		293		279,815
6.88%, 08/15/28			625		596,875
Northern Trust Corp., 3.95%, 10/30/25^(e)			8,000		8,199,716
Raymond James Financial, Inc., 4.95%, 07/15/46			400		447,896


					17,724,819

Chemicals — 0.8%
Air Liquide Finance SA, 3.50%, 09/27/46^(b)			360		361,518
Ashland LLC, 3.38%, 09/01/31^(b)			221		195,033
Axalta Coating Systems LLC, 3.38%, 02/15/29^(b)			498		437,842
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			219		239,531
Diamond (BC) B.V., 4.63%, 10/01/29^(b)			204		183,090
Element Solutions, Inc., 3.88%, 09/01/28^(b)			674		629,347
Equate Petrochemical BV, 2.63%, 04/28/28^(b)			200		184,750
EverArc Escrow Sarl, 5.00%, 10/30/29^(b)			372		339,915
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)			101		102,263
HB Fuller Co., 4.25%, 10/15/28			66		61,789
Herens Holdco Sarl, 4.75%, 05/15/28^(b)			200		179,346
Herens Midco Sarl, 5.25%, 05/15/29^(d)	EUR		100		94,452
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28^(b)	USD		241		244,012
Ingevity Corp., 3.88%, 11/01/28^(b)			57		51,518
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26^(b)(g)			155		150,350
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29^(b)			76		70,707
Lune Holdings Sarl, 5.63%, 11/15/28^(d)	EUR		100		98,884
Minerals Technologies, Inc., 5.00%, 07/01/28^(b)	USD		114		108,585
Monitchem HoldCo 3 SA, 5.25%, 03/15/25^(d)	EUR		100		108,412
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		41		41,461
Sasol Financing USA LLC, 6.50%, 09/27/28			200		203,000
SCIH Salt Holdings, Inc., 6.63%, 05/01/29^(b)(e)			86		77,198
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26^(b)			200		184,000
Scotts Miracle-Gro Co.
4.00%, 04/01/31			161		140,390
4.38%, 02/01/32			18		15,941
Sherwin-Williams Co., 4.50%, 06/01/47			350		370,677
Valvoline, Inc., 3.63%, 06/15/31^(b)			1		864
WESCO Distribution, Inc.^(b)
7.13%, 06/15/25			117		121,717
7.25%, 06/15/28			252		267,658
WR Grace Holdings LLC^(b)
5.63%, 10/01/24			21		21,277
5.63%, 08/15/29			904		845,330


					6,130,857

Commercial Services & Supplies — 0.3%
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26^(b)			200		193,000
APX Group, Inc., 5.75%, 07/15/29^(b)			181		165,132


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29^(b)	USD		71	$	69,950
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28^(d)	EUR		100		105,862
EC Finance PLC, 3.00%, 10/15/26^(d)			100		108,421
Fortress Transportation & Infrastructure Investors LLC^(b)
6.50%, 10/01/25	USD		50		49,625
5.50%, 05/01/28			194		176,375
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			133		134,862
Hertz Corp.^(b)
4.63%, 12/01/26			85		79,375
5.00%, 12/01/29			136		123,080
Metis Merger Sub LLC, 6.50%, 05/15/29^(b)			145		136,452
NESCO Holdings II, Inc., 5.50%, 04/15/29^(b)			146		143,445
PECF USS Intermediate Holding III Corp., 8.00%, 11/15/29^(b)			150		144,750
Prime Security Services Borrower LLC/Prime Finance, Inc.^(b)
5.75%, 04/15/26			78		79,574
6.25%, 01/15/28			3		2,936
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29^(b)			400		387,000
United Rentals North America, Inc., 5.25%, 01/15/30			40		41,250


					2,141,089

Communications Equipment — 0.2%
Avaya, Inc., 6.13%, 09/15/28^(b)			275		271,197
Ciena Corp., 4.00%, 01/31/30^(b)			71		68,338
CommScope Technologies LLC, 6.00%, 06/15/25^(b)			59		55,880
CommScope, Inc.^(b)
8.25%, 03/01/27			221		214,923
7.13%, 07/01/28			249		224,940
4.75%, 09/01/29			317		291,960
Nokia OYJ
4.38%, 06/12/27			31		31,445
6.63%, 05/15/39			88		104,830
ViaSat, Inc.^(b)
5.63%, 09/15/25			129		125,990
6.50%, 07/15/28			35		33,600
Viavi Solutions, Inc., 3.75%, 10/01/29^(b)			228		213,960


					1,637,063

Construction & Engineering — 0.5%
ITR Concession Co. LLC, 4.20%, 07/15/25^(b)			4,000		4,041,505


Construction Materials^(b)— 0.1%
American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/28			75		72,052
3.88%, 11/15/29			32		29,840
BCPE Empire Holdings, Inc., 7.63%, 05/01/27			74		69,723
H&E Equipment Services, Inc., 3.88%, 12/15/28			37		34,687
IAA, Inc., 5.50%, 06/15/27			12		12,030
Picasso Finance Sub, Inc., 6.13%, 06/15/25			175		177,844
Thor Industries, Inc., 4.00%, 10/15/29			114		100,080
Williams Scotsman International, Inc., 4.63%, 08/15/28			146		142,350
Winnebago Industries, Inc., 6.25%, 07/15/28			92		93,035


					731,641

Consumer Discretionary — 0.7%
APi Escrow Corp., 4.75%, 10/15/29^(b)			68		63,155
APi Group DE, Inc., 4.13%, 07/15/29^(b)			89		82,022
Carnival Corp.^(b)10.50%, 02/01/26			605		672,705


Security		Par (000)		Value

Consumer Discretionary (continued)
Carnival Corp.^(b)(continued) 5.75%, 03/01/27	USD		571	$	544,543
9.88%, 08/01/27			258		285,172
4.00%, 08/01/28			805		748,650
6.00%, 05/01/29			423		398,610
CoreLogic, Inc., 4.50%, 05/01/28^(b)			357		336,580
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26^(b)			60		57,600
Life Time, Inc.^(b)
5.75%, 01/15/26			174		173,824
8.00%, 04/15/26			118		117,812
Lindblad Expeditions LLC, 6.75%, 02/15/27^(b)			119		119,297
NCL Corp. Ltd.^(b)5.88%, 03/15/26			167		158,677
7.75%, 02/15/29			74		74,514
NCL Finance Ltd., 6.13%, 03/15/28^(b)			368		341,263
Nielsen Finance LLC/Nielsen Finance Co.^(b)5.63%, 10/01/28			208		209,498
5.88%, 10/01/30			125		125,312
Royal Caribbean Cruises Ltd.^(b)10.88%, 06/01/23			45		47,884
9.13%, 06/15/23			103		107,249
11.50%, 06/01/25			82		90,106
5.50%, 08/31/26			77		74,829
5.38%, 07/15/27			257		246,920
5.50%, 04/01/28			283		269,787
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26^(d)	EUR		88		97,162
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29^(b)	USD		124		113,181


					5,556,352

Consumer Finance — 0.6%
American Express Co., (5 year CMT + 2.85%), 3.55%^(a)(f)			500		455,650
Block, Inc., 3.50%, 06/01/31^(b)			494		452,010
Ford Motor Co., 0.00%, 03/15/26^(h)(i)(j)			150		177,300
HealthEquity, Inc., 4.50%, 10/01/29^(b)			273		258,667
MPH Acquisition Holdings LLC, 5.50%, 09/01/28^(b)			165		158,171
Muthoot Finance Ltd. 6.13%, 10/31/22^(b)			247		248,744
4.40%, 09/02/23^(d)			400		399,000
Navient Corp. 7.25%, 09/25/23			28		29,085
6.13%, 03/25/24			51		51,893
5.88%, 10/25/24			39		39,785
5.50%, 03/15/29			184		171,350
OneMain Finance Corp. 7.13%, 03/15/26			49		52,376
3.50%, 01/15/27			206		190,550
6.63%, 01/15/28			141		147,697
5.38%, 11/15/29			59		57,323
4.00%, 09/15/30			91		80,308
Sabre Global, Inc.^(b)9.25%, 04/15/25			137		151,883
7.38%, 09/01/25			64		66,831
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26^(b)			192		186,720


Security		Par (000)		Value

Consumer Finance (continued)
SLM Corp., 3.13%, 11/02/26	USD		117	$	108,518
Verscend Escrow Corp., 9.75%, 08/15/26^(b)			1,279		1,330,160


					4,814,021

Containers & Packaging — 0.2%
Graphic Packaging International LLC^(b)4.75%, 07/15/27			53		53,530
3.50%, 03/15/28			11		10,340
International Paper Co., 6.00%, 11/15/41			870		1,035,842
Intertape Polymer Group, Inc., 4.38%, 06/15/29^(b)			91		93,730
Klabin Austria GmbH, 3.20%, 01/12/31^(b)			200		173,250
LABL, Inc., 5.88%, 11/01/28^(b)			176		165,000
Sealed Air Corp., 4.00%, 12/01/27^(b)			49		47,775
Suzano Austria GmbH, 3.75%, 01/15/31			80		74,920


					1,654,387

Diversified Consumer Services — 0.6%
Allied Universal Holdco LLC/Allied Universal Finance Corp.^(b)6.63%, 07/15/26			748		756,849
9.75%, 07/15/27			200		206,724
6.00%, 06/01/29			939		828,353
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28^(b)			1,241		1,165,787
Clarivate Science Holdings Corp.^(b)3.88%, 07/01/28			275		262,287
4.88%, 07/01/29			387		364,093
Garda World Security Corp.^(b)4.63%, 02/15/27			175		167,729
9.50%, 11/01/27			107		109,675
Graham Holdings Co., 5.75%, 06/01/26^(b)			27		27,727
Rekeep SpA, 7.25%, 02/01/26^(d)	EUR		100		115,050
Service Corp. International, 4.00%, 05/15/31	USD		394		366,550
Sotheby’s, 7.38%, 10/15/27^(b)			265		271,384


					4,642,208

Diversified Financial Services — 4.7%
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28^(b)			272		249,900
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)			200		190,000
Bank of America Corp., 3.25%, 10/21/27^(e)			4,000		3,981,270
Barclays PLC, 3.65%, 03/16/25^(e)			4,320		4,327,998
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%^(a)(b)(f)			2,000		1,785,020
Castlelake Aviation Finance DAC, 5.00%, 04/15/27^(b)			50		44,625
Central Garden & Pet Co. 4.13%, 10/15/30			173		156,132
4.13%, 04/30/31^(b)			132		118,800
Citigroup, Inc.^(a)(f)
(5 year CMT + 3.42%), 3.88%			3,160		2,978,300
Series W, (5 year CMT + 3.60%), 4.00%			105		100,800
Series Y, (5 year CMT + 3.00%), 4.15%			335		313,853
Clydesdale Acquisition Holdings, Inc.^(b)6.63%, 04/15/29			256		258,880
8.75%, 04/15/30			217		204,251
Credit Agricole SA, (5 year USD Swap + 4.90%), 7.88%^(a)(b)(f)			1,000		1,053,750
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25^(d)	GBP		100		130,380
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24^(b)(g)	USD		217		197,073


Security		Par (000)		Value

Diversified Financial Services (continued)
Goldman Sachs Group, Inc. 3.75%, 05/22/25	USD		8,965	$	9,099,928
Series R, (5 year CMT + 3.22%), 4.95%^(a)(f)			465		464,116
HSBC Holdings PLC 6.10%, 01/14/42			610		771,179
(5 year CMT + 3.25%), 4.70%^(a)(f)			275		246,469
(5 year USD ICE Swap + 4.37%), 6.38%^(a)(f)			1,750		1,810,672
Intercontinental Exchange, Inc., 4.00%, 10/15/23			470		479,086
Intrum AB, 3.00%, 09/15/27^(d)	EUR		100		101,614
ION Trading Technologies Sarl, 5.75%, 05/15/28^(b)	USD		200		192,750
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28^(b)			220		210,646
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.^(b)
4.25%, 02/01/27			78		74,752
4.75%, 06/15/29			93		87,711
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%^(a)(f)			595		624,917
Manappuram Finance Ltd., 5.90%, 01/13/23^(d)			400		399,500
Morgan Stanley 4.00%, 07/23/25			905		926,300
3.13%, 07/27/26			2,000		1,982,741
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)			200		149,287
Shriram Transport Finance Co. Ltd.^(d)5.95%, 10/24/22			200		200,500
5.10%, 07/16/23			489		489,000
Spectrum Brands, Inc.^(b)5.00%, 10/01/29			79		74,317
5.50%, 07/15/30			104		99,840
3.88%, 03/15/31			15		13,233
UBS Group AG, (5 year CMT + 3.31%), 4.38%^(a)(b)(f)			200		180,500


					34,770,090

Diversified Telecommunication Services — 3.2%
AT&T, Inc. 6.10%, 07/15/40			830		1,004,163
6.38%, 03/01/41			520		673,117
5.15%, 03/15/42			2,400		2,697,006
4.75%, 05/15/46			2,710		2,943,284
3.65%, 06/01/51			350		318,491
Consolidated Communications, Inc., 6.50%, 10/01/28^(b)			206		189,808
Level 3 Financing, Inc.^(b)4.25%, 07/01/28			130		119,341
3.63%, 01/15/29			127		111,125
3.75%, 07/15/29			109		96,599
Lumen Technologies, Inc. 5.13%, 12/15/26^(b)			300		285,750
4.00%, 02/15/27^(b)			51		47,498
4.50%, 01/15/29^(b)			240		206,399
5.38%, 06/15/29^(b)			339		301,922
Series P, 7.60%, 09/15/39			31		29,772
Series U, 7.65%, 03/15/42			167		161,155
Series W, 6.75%, 12/01/23			74		76,839
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25^(g)			148		111,555
SoftBank Group Corp., 5.00%, 04/15/28^(d)	EUR		100		105,059
Sprint Capital Corp. 6.88%, 11/15/28	USD		977		1,132,040
8.75%, 03/15/32			516		695,052


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Switch Ltd.^(b)
3.75%, 09/15/28	USD		210	$	203,646
4.13%, 06/15/29			430		423,013
Telecom Italia Capital SA
6.38%, 11/15/33			131		125,201
6.00%, 09/30/34			337		316,804
7.20%, 07/18/36			60		58,350
7.72%, 06/04/38			79		80,565
Telecom Italia SpA^(d)
3.00%, 09/30/25	EUR		100		109,535
1.63%, 01/18/29			200		186,467
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30^(b)	USD		95		85,500
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28^(b)			175		165,158
Verizon Communications, Inc., 6.55%, 09/15/43^(e)			6,751		9,393,842
Zayo Group Holdings, Inc.^(b)
4.00%, 03/01/27			743		683,731
6.13%, 03/01/28			1,090		975,550


					24,113,337

Education — 0.1%
Grand Canyon University, 5.13%, 10/01/28			702		685,994


Electric Utilities — 3.5%
Cleveland Electric Illuminating Co., 5.95%, 12/15/36			434		500,733
Duke Energy Carolinas LLC
6.10%, 06/01/37			640		758,229
6.00%, 01/15/38			1,675		2,063,613
Duke Energy Florida LLC
6.35%, 09/15/37			2,775		3,549,842
6.40%, 06/15/38			770		1,001,886
E.ON International Finance BV, 6.65%, 04/30/38^(b)			3,100		3,845,426
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29^(b)			201		177,925
FirstEnergy Corp.
2.65%, 03/01/30			180		163,421
Series B, 2.25%, 09/01/30			14		12,390
Series C, 7.38%, 11/15/31			29		35,768
Series C, 3.40%, 03/01/50			543		457,364
FirstEnergy Transmission LLC^(b)
5.45%, 07/15/44			313		341,233
4.55%, 04/01/49			109		104,138
NextEra Energy Operating Partners LP, 4.25%, 09/15/24^(b)			3		3,023
Ohio Power Co., Series D, 6.60%, 03/01/33			3,000		3,761,481
Oncor Electric Delivery Co. LLC, 2.75%, 05/15/30^(e)			1,150		1,095,976
PacifiCorp, 6.25%, 10/15/37			1,225		1,517,670
PG&E Corp., 5.25%, 07/01/30			116		112,508
Public Power Corp. SA, 3.88%, 03/30/26^(d)	EUR		100		105,463
Southern California Edison Co., 5.63%, 02/01/36	USD		1,300		1,457,816
Virginia Electric & Power Co., Series A, 6.00%, 05/15/37^(e)			3,920		4,792,525


					25,858,430

Electrical Equipment^(b)— 0.0%
Gates Global LLC/Gates Corp., 6.25%, 01/15/26			212		212,198
GrafTech Finance, Inc., 4.63%, 12/15/28			91		84,623


					296,821

Electronic Equipment, Instruments & Components — 0.4%
BWX Technologies, Inc.^(b)
4.13%, 06/30/28			181		174,227
4.13%, 04/15/29			24		23,100


Security		Par (000)		Value

Electronic Equipment, Instruments & Components (continued)
Corning, Inc., 4.38%, 11/15/57	USD		2,000	$	2,021,225
Energizer Holdings, Inc.^(b)
4.75%, 06/15/28			57		51,772
4.38%, 03/31/29			13		11,381
Imola Merger Corp., 4.75%, 05/15/29^(b)			163		156,962
Vertiv Group Corp., 4.13%, 11/15/28^(b)			447		407,939
Xerox Corp., 4.80%, 03/01/35			37		32,042


					2,878,648

Energy Equipment & Services — 0.3%
Archrock Partners LP/Archrock Partners Finance Corp.^(b)
6.88%, 04/01/27			227		229,547
6.25%, 04/01/28			447		440,559
ChampionX Corp., 6.38%, 05/01/26			49		49,980
Halliburton Co., 5.00%, 11/15/45			500		542,139
USA Compression Partners LP/USA Compression Finance Corp.
6.88%, 04/01/26			204		205,836
6.88%, 09/01/27			295		296,133
Vallourec SA, 8.50%, 06/30/26^(d)	EUR		17		19,237
Weatherford International Ltd.^(b)
6.50%, 09/15/28	USD		9		9,303
8.63%, 04/30/30			140		142,149


					1,934,883

Environmental, Maintenance & Security Service — 0.2%
Clean Harbors, Inc., 5.13%, 07/15/29^(b)			109		109,409
Covanta Holding Corp.
4.88%, 12/01/29^(b)			131		125,066
5.00%, 09/01/30			108		102,330
GFL Environmental, Inc.^(b)
4.25%, 06/01/25			98		97,383
3.75%, 08/01/25			18		17,671
5.13%, 12/15/26			103		103,875
4.00%, 08/01/28			272		250,240
3.50%, 09/01/28			131		122,989
4.75%, 06/15/29			177		168,371
4.38%, 08/15/29			68		62,815
Stericycle, Inc., 3.88%, 01/15/29^(b)			92		85,560
Tervita Corp., 11.00%, 12/01/25^(b)			77		87,213
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)			342		323,217


					1,656,139

Equity Real Estate Investment Trusts (REITs) — 1.6%
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50			550		542,575
American Tower Corp., 2.10%, 06/15/30^(e)			1,700		1,482,586
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27^(b)			120		111,998
Crown Castle International Corp., 2.90%, 04/01/41			350		289,716
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28^(b)			110		103,699
ERP Operating LP, 4.50%, 06/01/45			1,155		1,257,468
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27^(b)			95		87,398
Healthpeak Properties, Inc., 4.00%, 06/01/25			2,000		2,033,088
Iron Mountain, Inc.^(b)
5.25%, 07/15/30			134		131,320
5.63%, 07/15/32			179		176,365
LMIRT Capital Pte. Ltd., 7.25%, 06/19/24^(d)			250		247,500
MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer, Inc.
5.63%, 05/01/24			42		43,238


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer, Inc. (continued)
4.63%, 06/15/25^(b)	USD		145	$	146,088
4.50%, 09/01/26			198		198,990
5.75%, 02/01/27			16		16,900
4.50%, 01/15/28			205		206,538
3.88%, 02/15/29^(b)			208		204,360
MPT Operating Partnership LP/MPT Finance Corp.
5.00%, 10/15/27			28		28,473
4.63%, 08/01/29			400		396,000
3.50%, 03/15/31			642		596,233
RHP Hotel Properties LP/RHP Finance Corp.
4.75%, 10/15/27			280		269,441
4.50%, 02/15/29^(b)			4		3,760
RLJ Lodging Trust LP^(b)
3.75%, 07/01/26			76		72,200
4.00%, 09/15/29			66		61,041
Simon Property Group LP, 4.75%, 03/15/42			1,670		1,785,796
Trust Fibra Uno, 6.95%, 01/30/44^(d)			200		211,850
Ventas Realty LP, 4.13%, 01/15/26			870		889,840


					11,594,461

Food & Staples Retailing — 0.4%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC^(b)
3.25%, 03/15/26			94		88,832
7.50%, 03/15/26			65		68,656
4.63%, 01/15/27			104		100,538
5.88%, 02/15/28			219		218,259
4.88%, 02/15/30			95		92,506
Bellis Acquisition Co. PLC, 3.25%, 02/16/26^(d)	GBP		100		121,205
Cydsa SAB de CV, 6.25%, 10/04/27^(b)	USD		319		304,645
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24^(d)			200		179,537
Kraft Heinz Foods Co.
6.50%, 02/09/40			110		131,175
4.88%, 10/01/49			266		280,266
5.50%, 06/01/50			565		641,574
Lamb Weston Holdings, Inc.^(b)
4.88%, 05/15/28			53		53,000
4.13%, 01/31/30			112		104,590
4.38%, 01/31/32			108		100,896
Ocado Group PLC, 3.88%, 10/08/26^(d)	GBP		100		116,910
Performance Food Group, Inc., 4.25%, 08/01/29^(b)	USD		212		193,185
Post Holdings, Inc.^(b)
5.50%, 12/15/29			22		21,168
4.63%, 04/15/30			47		42,321
4.50%, 09/15/31			28		24,808
U.S. Foods, Inc., 4.75%, 02/15/29^(b)			187		178,351


					3,062,422

Food Products — 0.3%
Aramark Services, Inc., 5.00%, 04/01/25^(b)			46		46,088
BRF SA, 4.88%, 01/24/30^(d)			200		190,025
Chobani LLC/Chobani Finance Corp, Inc., 7.50%, 04/15/25^(b)			501		484,367
Chobani LLC/Chobani Finance Corp., Inc., 4.63%, 11/15/28^(b)			162		149,445
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%^(a)(b)(f)			200		202,500


Security		Par (000)		Value

Food Products (continued)
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/31^(b)	USD		296	$	274,758
Pilgrim’s Pride Corp.^(b)4.25%, 04/15/31			17		15,725
3.50%, 03/01/32			377		329,115
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc., 4.63%, 03/01/29^(b)			177		165,938


					1,857,961

Gas Utilities — 0.0%
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31^(b)			62		58,125


Health Care Equipment & Supplies — 0.4%
Avantor Funding, Inc.^(b)4.63%, 07/15/28			308		304,612
3.88%, 11/01/29			178		167,320
Embecta Corp.^(b)5.00%, 02/15/30			67		63,195
6.75%, 02/15/30			104		104,260
Hologic, Inc., 3.25%, 02/15/29^(b)			15		14,006
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA^(b)
7.38%, 06/01/25			240		247,200
7.25%, 02/01/28			761		783,830
Thermo Fisher Scientific, Inc., 5.30%, 02/01/44			1,000		1,220,144


					2,904,567

Health Care Providers & Services — 2.0%
Acadia Healthcare Co., Inc.^(b)5.50%, 07/01/28			66		66,330
5.00%, 04/15/29			91		89,839
AdaptHealth LLC^(b)6.13%, 08/01/28			49		48,632
5.13%, 03/01/30			34		31,578
Aetna, Inc., 4.50%, 05/15/42			575		598,533
AHP Health Partners, Inc., 5.75%, 07/15/29^(b)			219		203,670
Anthem, Inc. 2.75%, 10/15/42^(h)			86		600,134
4.38%, 12/01/47			1,000		1,070,832
3.60%, 03/15/51			600		573,616
Cano Health LLC, 6.25%, 10/01/28^(b)			85		81,600
Centene Corp. 4.25%, 12/15/27			66		66,247
2.45%, 07/15/28			417		381,013
4.63%, 12/15/29			666		671,388
3.00%, 10/15/30			498		457,398
2.50%, 03/01/31			807		712,202
2.63%, 08/01/31			330		293,700
CHS/Community Health Systems, Inc.^(b)8.00%, 03/15/26			931		969,562
5.63%, 03/15/27			419		426,724
6.00%, 01/15/29			332		335,468
6.13%, 04/01/30			203		188,885
DaVita, Inc., 4.63%, 06/01/30^(b)			7		6,537
Encompass Health Corp. 4.50%, 02/01/28			31		30,380
4.75%, 02/01/30			260		249,600
4.63%, 04/01/31			141		131,982
HCA, Inc. 5.63%, 09/01/28			209		225,981
5.88%, 02/01/29			126		137,743


Security		Par (000)		Value

Health Care Providers & Services (continued)
HCA, Inc. (continued) 3.50%, 09/01/30	USD		496	$	479,168
5.50%, 06/15/47			1,090		1,229,955
Legacy LifePoint Health LLC^(b)6.75%, 04/15/25			130		134,320
4.38%, 02/15/27			65		62,796
LifePoint Health, Inc., 5.38%, 01/15/29^(b)			253		239,055
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29^(b)			65		60,594
ModivCare, Inc., 5.88%, 11/15/25^(b)			48		48,465
Molina Healthcare, Inc.^(b)4.38%, 06/15/28			123		121,723
3.88%, 11/15/30			152		145,920
3.88%, 05/15/32			134		127,427
Mozart Debt Merger Sub, Inc., 5.25%, 10/01/29^(b)			907		843,211
Northwell Healthcare, Inc., 4.26%, 11/01/47			725		731,077
Owens & Minor, Inc., 6.63%, 04/01/30^(b)			96		98,785
Prime Healthcare Services, Inc., 7.25%, 11/01/25^(b)			195		199,873
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26^(b)			68		71,131
Surgery Center Holdings, Inc.^(b)6.75%, 07/01/25			378		376,582
10.00%, 04/15/27			475		498,750
Tenet Healthcare Corp.^(b)4.63%, 09/01/24			98		98,671
4.88%, 01/01/26			311		313,721
6.25%, 02/01/27			13		13,346
5.13%, 11/01/27			350		351,647
4.63%, 06/15/28			55		53,969
6.13%, 10/01/28			122		123,982
4.25%, 06/01/29			84		80,535


					15,154,277

Health Care Technology — 0.3%
Catalent Pharma Solutions, Inc.^(b)3.13%, 02/15/29			98		89,074
3.50%, 04/01/30			266		242,725
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25^(b)			518		518,000
Charles River Laboratories International, Inc.^(b)4.25%, 05/01/28			67		65,492
3.75%, 03/15/29			23		21,693
4.00%, 03/15/31			66		61,958
Chrome Bidco SASU, 3.50%, 05/31/28^(d)	EUR		100		105,691
IQVIA, Inc.^(b)5.00%, 10/15/26	USD		280		284,900
5.00%, 05/15/27			266		268,938
Minerva Merger Sub, Inc., 6.50%, 02/15/30^(b)			371		359,916
Syneos Health, Inc., 3.63%, 01/15/29^(b)			243		224,471


					2,242,858

Hotels, Restaurants & Leisure — 2.2%
1011778 BC ULC/New Red Finance, Inc.^(b)3.88%, 01/15/28			289		273,838
4.38%, 01/15/28			138		132,480
4.00%, 10/15/30			26		23,453
Accor SA, (5 year EUR Swap + 4.56%), 4.38%^(a)(d)(f)	EUR		100		111,045
Affinity Gaming, 6.88%, 12/15/27^(b)	USD		23		22,368
Airbnb, Inc., 0.00%, 03/15/26^(b)(h)(i)(j)			383		370,243
Boyd Gaming Corp. 8.63%, 06/01/25^(b)			32		33,612
4.75%, 12/01/27			121		120,395
4.75%, 06/15/31^(b)			219		211,061


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Boyne USA, Inc., 4.75%, 05/15/29^(b)	USD		200	$	192,000
Caesars Entertainment, Inc.^(b)
6.25%, 07/01/25			652		673,151
8.13%, 07/01/27			665		712,518
4.63%, 10/15/29			417		389,895
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25^(b)			80		81,647
CDI Escrow Issuer, Inc., 5.75%, 04/01/30^(b)			378		381,780
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25^(b)			355		364,555
Champion Path Holdings Ltd.^(d)
4.50%, 01/27/26			200		170,000
4.85%, 01/27/28			400		318,325
Churchill Downs, Inc., 4.75%, 01/15/28^(b)			146		141,620
Corvias Campus Living, 5.30%, 07/01/50^(c)			5,620		3,594,384
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.^(b)
4.63%, 01/15/29			153		144,967
6.75%, 01/15/30			387		356,028
Food Service Project SA, 5.50%, 01/21/27^(d)	EUR		100		108,286
Fortune Star BVI Ltd.^(d)
5.95%, 01/29/23	USD		200		193,750
6.75%, 07/02/23			250		243,875
5.00%, 05/18/26			200		167,000
5.05%, 01/27/27			200		167,000
Hilton Domestic Operating Co., Inc.
5.38%, 05/01/25^(b)			39		39,854
4.88%, 01/15/30			215		214,515
4.00%, 05/01/31^(b)			184		173,650
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27			44		44,297
McDonald’s Corp., 3.70%, 02/15/42			1,750		1,686,681
Melco Resorts Finance Ltd., 5.25%, 04/26/26^(d)			250		225,000
Merlin Entertainments Ltd., 5.75%, 06/15/26^(b)			200		197,450
MGM China Holdings Ltd., 5.88%, 05/15/26^(d)			450		411,272
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29^(b)			159		146,576
Penn National Gaming, Inc., 4.13%, 07/01/29^(b)			50		44,760
Powdr Corp., 6.00%, 08/01/25^(b)			240		245,400
Premier Entertainment Sub LLC/Premier Entertainment
Finance Corp.^(b)
5.63%, 09/01/29			63		54,145
5.88%, 09/01/31			79		67,438
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26^(b)			121		116,221
Scientific Games International, Inc.
8.63%, 07/01/25^(b)			136		142,970
3.38%, 02/15/26^(d)	EUR		100		112,037
8.25%, 03/15/26^(b)	USD		203		211,374
7.00%, 05/15/28^(b)			100		103,650
7.25%, 11/15/29^(b)			96		100,560
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)			298		311,037
Station Casinos LLC, 4.63%, 12/01/31^(b)			187		171,049
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 07/31/25^(d)	GBP		100		133,664
Studio City Finance Ltd., 6.00%, 07/15/25^(d)	USD		300		271,500
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			105		108,452
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28^(b)			104		100,100


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27^(b)	USD		125	$	120,937
Wynn Macau Ltd.^(d)
4.88%, 10/01/24			200		182,000
5.50%, 01/15/26			317		283,715
5.50%, 10/01/27			200		170,000
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.^(b)
7.75%, 04/15/25			163		169,139
5.13%, 10/01/29			393		369,911
Yum! Brands, Inc.
4.75%, 01/15/30^(b)			2		1,961
3.63%, 03/15/31			62		56,534
5.35%, 11/01/43			44		42,790


					16,529,915

Household Durables — 0.3%
Ashton Woods USA LLC/Ashton Woods Finance Co.^(b)
4.63%, 08/01/29			68		59,964
4.63%, 04/01/30			98		85,375
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC^(b)
5.00%, 06/15/29			141		128,029
4.88%, 02/15/30			178		159,188
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25^(b)			173		177,758
Controladora Mabe SA de CV, 5.60%, 10/23/28^(b)			215		228,996
Forestar Group, Inc., 3.85%, 05/15/26^(b)			70		65,275
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			206		212,695
Mattamy Group Corp., 4.63%, 03/01/30^(b)			135		126,807
Meritage Homes Corp., 5.13%, 06/06/27			35		35,348
NCR Corp.^(b)
5.00%, 10/01/28			73		69,898
5.13%, 04/15/29			91		87,482
6.13%, 09/01/29			57		57,143
Newell Brands, Inc., 5.75%, 04/01/46			75		78,375
SWF Escrow Issuer Corp., 6.50%, 10/01/29^(b)			187		161,605
Taylor Morrison Communities, Inc.^(b)
5.88%, 06/15/27			119		123,760
5.13%, 08/01/30			37		36,168
Tempur Sealy International, Inc.^(b)
4.00%, 04/15/29			183		166,223
3.88%, 10/15/31			186		159,495
Toll Brothers Finance Corp., 4.35%, 02/15/28			8		8,037
Tri Pointe Homes, Inc., 5.25%, 06/01/27			28		27,802


					2,255,423

Household Products — 0.0%
Energizer Holdings, Inc., 6.50%, 12/31/27^(b)			80		79,200


Independent Power and Renewable Electricity Producers — 0.5%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energ, 6.25%, 12/10/24^(d)			200		204,037
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24^(d)			200		204,412
Calpine Corp.^(b)
4.50%, 02/15/28			35		34,142
5.13%, 03/15/28			611		582,026
4.63%, 02/01/29			46		42,320
5.00%, 02/01/31			22		20,020
3.75%, 03/01/31			4		3,581
Clearway Energy Operating LLC^(b)
4.75%, 03/15/28			84		84,364
3.75%, 01/15/32			177		162,840


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers (continued)
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27^(b)	USD		197	$	188,374
Greenko Dutch BV, 3.85%, 03/29/26^(d)			388		366,175
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26^(d)			200		201,500
India Green Energy Holdings
5.38%, 04/29/24^(b)			250		251,900
5.38%, 04/29/24^(d)			250		251,900
Investment Energy Resources Ltd., 6.25%, 04/26/29^(b)			200		202,000
NRG Energy, Inc.^(b)
5.25%, 06/15/29			47		45,930
3.63%, 02/15/31			183		160,965
3.88%, 02/15/32			164		144,320
ReNew Power Pvt Ltd., 5.88%, 03/05/27^(d)			306		299,360
ReNew Power Synthetic, 6.67%, 03/12/24^(d)			200		203,038
TerraForm Power Operating LLC, 4.75%, 01/15/30^(b)			121		118,011


					3,771,215

Industrial Conglomerates — 0.0%
Metalloinvest Finance DAC, 3.38%, 10/22/28^(b)			216		43,200


Insurance — 3.3%
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29^(b)			140		129,448
Alliant Holdings Intermediate LLC/Alliant Holdings Co- Issuer^(b)
4.25%, 10/15/27			749		720,441
6.75%, 10/15/27			1,126		1,112,420
5.88%, 11/01/29			855		821,869
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25			1,495		1,524,536
Allstate Corp.^(a)
(3 mo. LIBOR US + 2.12%), 6.50%, 05/15/67			1,750		2,106,878
Series B, (3 mo. LIBOR US + 2.94%), 5.75%, 08/15/53			2,000		1,990,000
AmWINS Group, Inc., 4.88%, 06/30/29^(b)			164		157,443
Aon Global Ltd.
3.88%, 12/15/25			1,445		1,475,381
4.60%, 06/14/44			500		524,457
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%^(a)(d)(f)			333		341,458
BroadStreet Partners, Inc., 5.88%, 04/15/29^(b)			33		30,773
Five Corners Funding Trust, 4.42%, 11/15/23^(b)			2,050		2,095,185
Galaxy Bidco Ltd., 6.50%, 07/31/26^(d)	GBP		100		129,066
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)	USD		161		162,876
HUB International Ltd.^(b)
7.00%, 05/01/26			415		419,795
5.63%, 12/01/29			35		33,425
Liberty Mutual Group, Inc., 6.50%, 05/01/42^(b)			2,000		2,570,279
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32^(a)(b)			720		709,052
Prudential Financial, Inc.
5.90%, 03/17/36			500		598,632
5.70%, 12/14/36			1,625		1,935,186
Ryan Specialty Group LLC, 4.38%, 02/01/30^(b)			92		86,940
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(b)			700		739,544
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53^(a)(e)			4,500		4,522,590


					24,937,674

Interactive Media & Services — 0.2%
Arches Buyer, Inc., 4.25%, 06/01/28^(b)			73		68,099


Security		Par (000)		Value

Interactive Media & Services (continued)
Cablevision Lightpath LLC^(b)
3.88%, 09/15/27	USD		220	$	205,700
5.63%, 09/15/28			400		365,000
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.^(b)
4.75%, 04/30/27			205		194,647
6.00%, 02/15/28			147		129,037
Twitter, Inc.^(b)
3.88%, 12/15/27			206		200,077
5.00%, 03/01/30			181		180,095
United Group BV, 5.25%, 02/01/30^(d)	EUR		100		103,310


					1,445,965

Internet Software & Services — 0.4%
ANGI Group LLC, 3.88%, 08/15/28^(b)	USD		174		147,402
Booking Holdings, Inc., 0.75%, 05/01/25^(h)			256		369,408
Go Daddy Operating Co. LLC/GD Finance Co., Inc.^(b)
5.25%, 12/01/27			27		27,123
3.50%, 03/01/29			84		77,236
Match Group Holdings II LLC^(b)
4.13%, 08/01/30			20		18,741
3.63%, 10/01/31			73		65,294
Uber Technologies, Inc.
0.00%, 12/15/25^(h)(i)(j)			1,068		955,860
8.00%, 11/01/26^(b)			132		140,276
7.50%, 09/15/27^(b)			412		439,299
6.25%, 01/15/28^(b)			133		137,514
4.50%, 08/15/29^(b)			316		296,250
Zillow Group, Inc., 1.38%, 09/01/26^(h)			37		48,956


					2,723,359

IT Services — 0.9%
Ahead DB Holdings LLC, 6.63%, 05/01/28^(b)			74		66,113
Booz Allen Hamilton, Inc.^(b)
3.88%, 09/01/28			190		183,405
4.00%, 07/01/29			255		248,992
CA Magnum Holdings, 5.38%, 10/31/26^(b)			258		251,550
Camelot Finance SA, 4.50%, 11/01/26^(b)			81		78,772
Castle U.S. Holding Corp., 9.50%, 02/15/28^(b)			107		106,221
Dun & Bradstreet Corp., 5.00%, 12/15/29^(b)			319		299,860
Fair Isaac Corp., 4.00%, 06/15/28^(b)			240		232,349
Fidelity National Information Services, Inc., 4.50%, 08/15/46			1,000		1,035,484
Fiserv, Inc., 4.40%, 07/01/49			500		516,274
Gartner, Inc.^(b)
4.50%, 07/01/28			199		198,253
3.63%, 06/15/29			137		128,437
3.75%, 10/01/30			99		92,936
International Business Machines Corp., 1.95%, 05/15/30^(e)			2,000		1,819,701
KBR, Inc., 4.75%, 09/30/28^(b)			124		120,893
Rackspace Technology Global, Inc., 5.38%, 12/01/28^(b)(e)			42		36,441
Science Applications International Corp., 4.88%, 04/01/28^(b)			63		62,076
Shift4 Payments, Inc., 0.00%, 12/15/25^(h)(i)(j)			236		247,092
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25^(b)			168		169,470


Security		Par (000)		Value

IT Services (continued)
Twilio, Inc., 3.88%, 03/15/31	USD		239	$	222,155
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29^(b)			263		240,389


					6,356,863

Leisure Products — 0.1%
Mattel, Inc.
5.88%, 12/15/27^(b)			77		80,550
3.75%, 04/01/29^(b)			69		66,393
6.20%, 10/01/40			223		256,522
5.45%, 11/01/41			149		158,611


					562,076

Machinery — 0.3%
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28^(b)			71		66,740
Colfax Corp., 6.38%, 02/15/26^(b)			79		81,492
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25^(b)(g)			241		250,640
Madison IAQ LLC^(b)
4.13%, 06/30/28			36		33,179
5.88%, 06/30/29			243		218,092
Mueller Water Products, Inc., 4.00%, 06/15/29^(b)			94		89,040
OT Merger Corp., 7.88%, 10/15/29^(b)			78		67,470
Schenck Process Holding GmbH/Darmstadt, 5.38%, 06/15/23^(d)	EUR		100		109,242
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)	USD		90		92,946
Terex Corp., 5.00%, 05/15/29^(b)			205		196,486
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26^(b)			491		487,894
TK Elevator Holdco GmbH, 7.63%, 07/15/28^(b)			200		198,250
TK Elevator Midco GmbH, 4.38%, 07/15/27^(d)	EUR		100		109,131
TK Elevator US Newco Inc., 5.25%, 07/15/27^(b)	USD		266		263,082


					2,263,684

Media — 6.0%
Altice Financing SA
3.00%, 01/15/28^(d)	EUR		100		97,361
5.00%, 01/15/28^(b)	USD		239		214,228
5.75%, 08/15/29^(b)			730		663,632
Altice France Holding SA^(b)
10.50%, 05/15/27			1,288		1,347,898
6.00%, 02/15/28			257		221,663
AMC Entertainment Holdings, Inc.^(b)
7.50%, 02/15/29			156		151,594
(10.00% Cash or 12.00% PIK), 10.00%, 06/15/26^(g)			251		224,924
AMC Networks, Inc.
5.00%, 04/01/24			2		1,995
4.75%, 08/01/25			135		134,521
4.25%, 02/15/29			83		77,455
Bell Telephone Co. of Canada or Bell Canada, 3.65%, 03/17/51			335		319,320
Block Communications, Inc., 4.88%, 03/01/28^(b)			87		83,955
Cable One, Inc.
1.13%, 03/15/28^(h)			694		620,436
4.00%, 11/15/30^(b)			50		46,111
CCO Holdings LLC/CCO Holdings Capital Corp.
5.00%, 02/01/28^(b)			189		187,016
5.38%, 06/01/29^(b)			49		49,000
4.75%, 03/01/30^(b)			180		172,843
4.50%, 08/15/30^(b)			340		319,019
4.25%, 02/01/31^(b)			459		416,542


Security		Par (000)		Value

Media (continued)
CCO Holdings LLC/CCO Holdings Capital Corp. (continued)
4.75%, 02/01/32^(b)	USD		163	$	151,792
4.50%, 05/01/32			180		164,646
4.50%, 06/01/33^(b)			199		178,603
4.25%, 01/15/34^(b)			625		542,809
Charter Communications Operating LLC/Charter Communications Operating Capital
4.91%, 07/23/25^(e)			4,700		4,873,952
5.38%, 05/01/47			1,100		1,126,280
4.80%, 03/01/50			1,000		949,909
Clear Channel International BV, 6.63%, 08/01/25^(b)			256		260,480
Clear Channel Outdoor Holdings, Inc.^(b)
7.75%, 04/15/28			450		452,353
7.50%, 06/01/29			639		637,629
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27^(b)			607		600,438
Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22			2,600		2,720,642
Comcast Corp.
6.45%, 03/15/37			790		1,030,347
4.60%, 08/15/45			2,000		2,195,259
4.70%, 10/15/48			3,000		3,382,925
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26^(b)			1,493		1,518,963
CSC Holdings LLC
5.25%, 06/01/24			166		166,210
5.75%, 01/15/30^(b)			443		394,270
4.13%, 12/01/30^(b)			200		175,373
4.63%, 12/01/30^(b)			254		212,418
4.50%, 11/15/31^(b)			316		283,221
5.00%, 11/15/31^(b)			200		167,572
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27^(b)			299		294,141
Discovery Communications LLC
3.25%, 04/01/23			1,850		1,851,465
3.45%, 03/15/25			210		207,978
DISH DBS Corp.
7.75%, 07/01/26			343		340,770
5.25%, 12/01/26^(b)			830		790,575
5.75%, 12/01/28^(b)			640		605,600
5.13%, 06/01/29			101		86,011
DISH Network Corp., 3.38%, 08/15/26^(h)			209		187,996
Frontier Communications Holdings LLC^(b)
5.88%, 10/15/27			272		270,178
5.00%, 05/01/28			671		644,160
6.75%, 05/01/29			249		239,040
6.00%, 01/15/30			299		276,575
GCI LLC, 4.75%, 10/15/28^(b)			61		59,552
iHeartCommunications, Inc.
6.38%, 05/01/26			91		93,880
8.38%, 05/01/27			24		24,470
5.25%, 08/15/27^(b)			66		65,258
4.75%, 01/15/28^(b)			50		47,750
Iliad Holding SASU^(b)
6.50%, 10/15/26			329		329,888
7.00%, 10/15/28			402		402,595
Kaixo Bondco Telecom SA, 5.13%, 09/30/29^(d)	EUR		100		103,575
LCPR Senior Secured Financing DAC, 5.13%, 07/15/29^(b)	USD		449		428,658


Security		Par (000)		Value

Media (continued)
Liberty Broadband Corp.^(b)(h)
1.25%, 09/30/50	USD		279	$	267,143
2.75%, 09/30/50			537		529,629
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23^(b)(g)			257		178,875
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29^(b)			382		368,152
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)			200		189,500
Live Nation Entertainment, Inc.^(b)
4.88%, 11/01/24			21		21,084
6.50%, 05/15/27			400		426,008
4.75%, 10/15/27			106		103,350
3.75%, 01/15/28			52		48,874
Lorca Telecom Bondco SA, 4.00%, 09/18/27^(d)	EUR		100		106,477
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27^(b)	USD		108		108,450
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%^(a)(d)(f)			648		644,274
Outfront Media Capital LLC/Outfront Media Capital Corp.^(b)
5.00%, 08/15/27			103		100,691
4.25%, 01/15/29			80		74,420
4.63%, 03/15/30			10		9,413
Paramount Global, 5.85%, 09/01/43			645		743,151
Radiate Holdco LLC/Radiate Finance, Inc.^(b)
4.50%, 09/15/26			321		309,765
6.50%, 09/15/28			1,089		1,029,786
Sable International Finance Ltd.
5.75%, 09/07/27^(b)			200		201,390
5.75%, 09/07/27^(d)			200		201,390
Scripps Escrow II, Inc., 3.88%, 01/15/29^(b)			11		10,222
Sinclair Television Group, Inc., 4.13%, 12/01/30^(b)			133		118,592
Sirius XM Radio, Inc.^(b)
3.13%, 09/01/26			331		312,952
4.00%, 07/15/28			131		124,450
4.13%, 07/01/30			91		85,191
3.88%, 09/01/31			314		285,740
Stagwell Global LLC, 5.63%, 08/15/29^(b)			69		65,093
Summer BC Holdco B Sarl, 5.75%, 10/31/26^(d)	EUR		100		112,049
TCI Communications, Inc., 7.88%, 02/15/26	USD		610		711,463
Tele Columbus AG, 3.88%, 05/02/25^(d)	EUR		100		102,496
Terrier Media Buyer, Inc., 8.88%, 12/15/27^(b)	USD		563		572,852
Univision Communications, Inc., 5.13%, 02/15/25^(b)			52		52,044
UPC Broadband Finco BV, 4.88%, 07/15/31^(b)			303		284,478
UPCB Finance VII Ltd., 3.63%, 06/15/29^(d)	EUR		100		108,159
Videotron Ltd., 3.63%, 06/15/29^(b)	USD		178		165,040
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28^(b)			307		294,720
VTR Comunicaciones SpA, 4.38%, 04/15/29^(b)			200		182,000
VZ Secured Financing BV, 3.50%, 01/15/32^(d)	EUR		100		101,554
Walt Disney Co., 7.63%, 11/30/28	USD		385		477,758
WMG Acquisition Corp., 3.88%, 07/15/30^(b)			37		35,243
Ziggo Bond Co. BV, 6.00%, 01/15/27^(b)			150		150,938


					44,900,575

Metals & Mining — 0.9%
ABJA Investment Co. Pte. Ltd.^(d)
5.95%, 07/31/24			450		468,562
5.45%, 01/24/28			200		206,000
Allegheny Technologies, Inc.
4.88%, 10/01/29			68		64,443


Security		Par (000)		Value

Metals & Mining (continued)
Allegheny Technologies, Inc. (continued)
5.13%, 10/01/31	USD		77	$	72,205
Arconic Corp.^(b)
6.00%, 05/15/25			87		89,001
6.13%, 02/15/28			233		233,784
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29^(b)			668		700,879
Carpenter Technology Corp., 7.63%, 03/15/30			104		106,487
Commercial Metals Co.
4.13%, 01/15/30			48		44,820
4.38%, 03/15/32			51		47,366
Constellium SE^(b)
5.63%, 06/15/28			250		251,052
3.75%, 04/15/29			341		306,047
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(b)			200		203,600
JSW Steel Ltd., 5.95%, 04/18/24^(d)			200		202,500
Kaiser Aluminum Corp.^(b)
4.63%, 03/01/28			119		111,784
4.50%, 06/01/31			71		64,013
Mongolian Mining Corp./Energy Resources LLC, 9.25%, 04/15/24^(b)			200		143,788
New Gold, Inc.^(b)
6.38%, 05/15/25			13		12,968
7.50%, 07/15/27			470		487,625
Nexa Resources SA, 5.38%, 05/04/27^(b)			299		303,485
Novelis Corp.^(b)
3.25%, 11/15/26			304		290,405
4.75%, 01/30/30			359		348,541
3.88%, 08/15/31			326		298,179
Periama Holdings LLC, 5.95%, 04/19/26^(d)			400		405,800
Rio Tinto Finance USA PLC, 4.75%, 03/22/42			400		457,347
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29^(b)			82		76,465
thyssenkrupp AG, 2.88%, 02/22/24^(d)	EUR		51		56,261
U.S. Steel Corp., 6.88%, 03/01/29.	USD		331		344,240
Vedanta Resources Finance II PLC^(d)
13.88%, 01/21/24			400		418,500
8.95%, 03/11/25			200		194,000


					7,010,147

Multiline Retail — 0.1%
Bath & Body Works, Inc.
6.88%, 11/01/35			215		221,450
6.75%, 07/01/36			49		49,901
7.60%, 07/15/37			42		43,575
Macy’s Retail Holdings LLC^(b)
5.88%, 03/15/30			33		32,555
6.13%, 03/15/32			33		32,587
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26^(b)			252		258,804


					638,872

Multi-Utilities — 0.2%
KeySpan Gas East Corp., 5.82%, 04/01/41^(b)			1,010		1,161,022


Offshore Drilling & Other Services — 0.1%
Entegris, Inc., 4.38%, 04/15/28^(b)			49		47,408
KLA Corp., 3.30%, 03/01/50			500		470,960


					518,368


Security		Par (000)		Value

Oil, Gas & Consumable Fuels — 7.4%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26^(b)	USD		483	$	501,209
Antero Midstream Partners LP/Antero Midstream Finance Corp.^(b)
5.75%, 03/01/27			153		155,814
5.75%, 01/15/28			39		39,829
5.38%, 06/15/29			140		139,857
Antero Resources Corp.^(b)
7.63%, 02/01/29			169		182,677
5.38%, 03/01/30			30		30,638
Apache Corp.
4.25%, 01/15/30			153		154,226
5.10%, 09/01/40			287		289,152
5.25%, 02/01/42			25		24,875
5.35%, 07/01/49			86		82,775
Arcosa, Inc., 4.38%, 04/15/29^(b)			238		225,802
Ascent Resources Utica Holdings LLC/ARU Finance Corp.^(b)
9.00%, 11/01/27			570		780,900
5.88%, 06/30/29			72		71,142
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34^(d)(i)(j)			144		104,190
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)			123		114,400
Buckeye Partners LP
4.13%, 03/01/25^(b)			179		176,528
5.85%, 11/15/43			94		80,129
5.60%, 10/15/44			119		99,757
Burlington Resources LLC, 5.95%, 10/15/36			685		831,124
Callon Petroleum Co.
6.13%, 10/01/24			85		84,575
9.00%, 04/01/25^(b)			687		728,220
6.38%, 07/01/26			29		28,837
8.00%, 08/01/28^(b)(e)			418		440,643
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31^(d)	EUR		100		95,313
Cenovus Energy, Inc.
4.25%, 04/15/27	USD		400		412,747
5.40%, 06/15/47			76		85,572
Centennial Resource Production LLC
6.88%, 04/01/27^(b)			31		31,158
3.25%, 04/01/28^(h)			322		487,571
Cheniere Energy Partners LP
4.50%, 10/01/29			371		372,855
4.00%, 03/01/31			337		326,684
3.25%, 01/31/32^(b)			484		440,096
Cheniere Energy, Inc., 4.63%, 10/15/28			976		979,270
Chesapeake Energy Corp.^(b)
5.88%, 02/01/29			28		28,910
6.75%, 04/15/29			350		370,697
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			298		300,980
Civitas Resources, Inc., 5.00%, 10/15/26^(b)			60		59,477
CNX Midstream Partners LP, 4.75%, 04/15/30^(b)			63		58,998
CNX Resources Corp.
2.25%, 05/01/26^(h)			337		583,515
6.00%, 01/15/29^(b)			60		60,600
Colgate Energy Partners III LLC^(b)
7.75%, 02/15/26			181		192,948
5.88%, 07/01/29			238		245,366
Comstock Resources, Inc.^(b)
7.50%, 05/15/25			102		103,530
6.75%, 03/01/29			441		454,927
5.88%, 01/15/30			296		291,649


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
ConocoPhillips, 6.50%, 02/01/39	USD		600	$	802,283
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31^(b)			750		736,800
Crescent Energy Finance LLC, 7.25%, 05/01/26^(b)			457		459,130
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.^(b)
5.63%, 05/01/27			26		25,762
6.00%, 02/01/29			19		18,929
8.00%, 04/01/29			59		62,975
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25^(b)			557		567,714
DCP Midstream Operating LP
6.45%, 11/03/36^(b)			148		170,533
6.75%, 09/15/37^(b)			185		216,912
5.60%, 04/01/44			2		2,102
Devon Energy Corp.
5.85%, 12/15/25			1,000		1,082,250
4.75%, 05/15/42			300		317,015
DT Midstream, Inc.^(b)
4.13%, 06/15/29			276		264,630
4.38%, 06/15/31			366		350,445
Dycom Industries, Inc., 4.50%, 04/15/29^(b)			69		65,033
Ecopetrol SA, 4.63%, 11/02/31			130		117,650
eG Global Finance PLC
6.75%, 02/07/25^(b)			441		439,897
6.25%, 10/30/25^(d)	EUR		142		156,441
8.50%, 10/30/25^(b)	USD		200		204,750
Enbridge, Inc.^(a)
(3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78			1,935		2,003,076
Series 20-A, (5 year CMT + 5.31%), 5.75%, 07/15/80			950		983,250
Endeavor Energy Resources LP/EER Finance, Inc.^(b)
6.63%, 07/15/25			128		132,800
5.75%, 01/30/28			239		247,066
Energy Transfer LP
4.05%, 03/15/25			500		507,087
4.75%, 01/15/26			1,250		1,298,999
3.90%, 07/15/26			310		311,664
5.30%, 04/15/47			540		554,924
Series H, (5 year CMT + 5.69%), 6.50%^(a)(f)			433		425,552
EnLink Midstream LLC
5.63%, 01/15/28^(b)			134		136,680
5.38%, 06/01/29			95		94,763
EnLink Midstream Partners LP
4.40%, 04/01/24			144		145,880
4.15%, 06/01/25			10		9,965
4.85%, 07/15/26			67		67,000
5.60%, 04/01/44			155		133,688
5.05%, 04/01/45			22		17,765
5.45%, 06/01/47			42		35,385
Enterprise Products Operating LLC, 6.13%, 10/15/39			1,400		1,687,681
EOG Resources, Inc., 5.10%, 01/15/36			200		223,255
EQM Midstream Partners LP
6.00%, 07/01/25^(b)			176		179,528
4.13%, 12/01/26			68		65,282
6.50%, 07/01/27^(b)			245		255,912
4.50%, 01/15/29^(b)			89		83,215
4.75%, 01/15/31^(b)			544		508,640
EQT Corp., 1.75%, 05/01/26^(h)			288		682,560
Genesis Energy LP/Genesis Energy Finance Corp.
6.50%, 10/01/25			29		28,603
7.75%, 02/01/28			75		75,398


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27^(d)	USD		200	$	182,538
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25^(b)			130		144,950
Gulfport Energy Corp., 8.00%, 05/17/26			25		25,717
Harvest Midstream I LP, 7.50%, 09/01/28^(b)			40		40,855
Hess Corp., 4.30%, 04/01/27			1,100		1,128,691
Hess Midstream Operations LP, 4.25%, 02/15/30^(b)			162		152,863
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, 11/01/28^(b)			22		22,110
Hilong Holding Ltd., 9.75%, 11/18/24^(d)			207		128,340
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26^(d)			200		193,500
HTA Group Ltd., 7.00%, 12/18/25^(b)			200		197,625
IHS Holding Ltd., 6.25%, 11/29/28^(b)			200		186,500
Impulsora Pipeline, 6.05%, 12/31/42^(c)			1,658		1,455,369
ITT Holdings LLC, 6.50%, 08/01/29^(b)			232		214,303
Kinder Morgan, Inc., 5.05%, 02/15/46			1,400		1,484,172
Leviathan Bond Ltd., 5.75%, 06/30/23^(b)(d)			131		132,348
Marathon Petroleum Corp., 6.50%, 03/01/41			1,150		1,416,972
Matador Resources Co., 5.88%, 09/15/26			830		845,189
Medco Bell Pte. Ltd., 6.38%, 01/30/27^(d)			250		242,500
Medco Oak Tree Pte. Ltd., 7.38%, 05/14/26^(d)			288		290,880
MEG Energy Corp., 6.50%, 01/15/25^(b)			215		218,494
MPLX LP, 4.25%, 12/01/27			250		258,191
Murphy Oil Corp.
5.75%, 08/15/25			42		42,800
5.88%, 12/01/27			40		40,700
6.38%, 12/01/42			18		17,252
Murphy Oil USA, Inc., 4.75%, 09/15/29			95		94,199
Nabors Industries Ltd.^(b)
7.25%, 01/15/26			37		37,000
7.50%, 01/15/28			94		91,650
Nabors Industries, Inc., 7.38%, 05/15/27^(b)			166		172,433
New Fortress Energy, Inc.^(b)
6.75%, 09/15/25			462		464,730
6.50%, 09/30/26			663		656,881
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26^(b)			115		113,124
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)			138		173,194
Northern Oil and Gas, Inc., 8.13%, 03/01/28^(b)			495		515,701
NuStar Logistics LP
6.00%, 06/01/26			99		100,113
6.38%, 10/01/30			17		17,230
Occidental Petroleum Corp.
6.95%, 07/01/24			43		46,171
5.50%, 12/01/25			66		69,452
5.55%, 03/15/26			24		25,440
8.88%, 07/15/30			57		73,103
6.63%, 09/01/30			358		410,805
6.20%, 03/15/40			637		707,070
4.50%, 07/15/44			44		42,048
6.60%, 03/15/46			25		29,375
4.40%, 04/15/46			25		23,750
4.40%, 08/15/49			25		23,500
Oil and Gas Holding Co., 7.63%, 11/07/24^(d)			200		210,500
OQ SAOC, 5.13%, 05/06/28^(b)			200		197,412
PDC Energy, Inc.
6.13%, 09/15/24			58		58,710
5.75%, 05/15/26			164		166,253


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Pertamina Persero PT, 3.65%, 07/30/29^(d)	USD		239	$	236,586
Petroleos Mexicanos
6.50%, 03/13/27			255		257,996
5.95%, 01/28/31			219		201,907
6.70%, 02/16/32			130		123,500
6.38%, 01/23/45			119		94,580
6.75%, 09/21/47			235		188,693
7.69%, 01/23/50			214		186,180
Pioneer Natural Resources Co., 0.25%, 05/15/25^(h)			191		453,529
Puma International Financing SA, 5.13%, 10/06/24^(b)			200		190,000
Range Resources Corp.
5.88%, 07/01/22			30		30,000
5.00%, 08/15/22			170		170,000
5.00%, 03/15/23			122		122,854
4.88%, 05/15/25			10		10,122
4.75%, 02/15/30^(b)			75		74,489
Rockcliff Energy II LLC, 5.50%, 10/15/29^(b)			230		230,213
Sabine Pass Liquefaction LLC, 5.88%, 06/30/26			1,750		1,891,882
SM Energy Co.
10.00%, 01/15/25^(b)			607		662,638
5.63%, 06/01/25			38		37,953
6.75%, 09/15/26			67		68,894
6.63%, 01/15/27			22		22,554
6.50%, 07/15/28			88		90,810
Southwestern Energy Co.
5.38%, 02/01/29			308		311,850
4.75%, 02/01/32			109		108,864
Stoneway Capital Corp., 10.00%, 03/01/27^(b)(k)(l)			469		130,335
Suncor Energy, Inc., 6.50%, 06/15/38			1,000		1,260,556
Sunoco LP/Sunoco Finance Corp.
6.00%, 04/15/27			38		38,713
5.88%, 03/15/28			4		4,040
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.^(b)
6.00%, 03/01/27			29		28,889
6.00%, 12/31/30			20		19,407
6.00%, 09/01/31			71		68,355
Tap Rock Resources LLC, 7.00%, 10/01/26^(b)			503		520,665
TransCanada PipeLines Ltd., 4.63%, 03/01/34			500		533,526
Transocean, Inc., 11.50%, 01/30/27^(b)			81		83,633
Venture Global Calcasieu Pass LLC^(b)
3.88%, 08/15/29			545		529,811
4.13%, 08/15/31			476		467,027
3.88%, 11/01/33			939		897,919
Vivo Energy Investments BV, 5.13%, 09/24/27^(b)			200		198,000
Western Midstream Operating LP
4.75%, 08/15/28			25		25,803
4.55%, 02/01/30			54		53,730
5.45%, 04/01/44			229		232,151
5.30%, 03/01/48			79		78,210
5.50%, 08/15/48			69		68,138
5.75%, 02/01/50			678		661,050
Williams Cos., Inc.
3.90%, 01/15/25			1,150		1,166,204
4.00%, 09/15/25			750		763,083


					55,485,073


Security		Par (000)		Value

Personal Products — 0.0%
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 4.75%, 01/15/29^(b)	USD		101	$	94,245


Pharmaceuticals — 2.4%
AbbVie, Inc.
3.80%, 03/15/25			3,250		3,310,393
3.60%, 05/14/25			870		881,423
3.20%, 05/14/26			500		501,344
4.55%, 03/15/35			2,140		2,297,302
4.45%, 05/14/46			2,095		2,226,113
Bausch Health Americas, Inc., 8.50%, 01/31/27^(b)			482		480,684
Bausch Health Cos., Inc.^(b)
9.00%, 12/15/25^(m)			80		82,886
6.13%, 02/01/27			91		91,577
7.00%, 01/15/28			5		4,476
4.88%, 06/01/28			42		40,215
5.00%, 02/15/29			115		89,586
6.25%, 02/15/29			230		188,600
7.25%, 05/30/29			159		135,616
5.25%, 02/15/31			15		11,675
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27^(d)	EUR		100		107,583
CVS Health Corp.
5.13%, 07/20/45	USD		700		790,167
5.05%, 03/25/48			1,821		2,062,266
Elanco Animal Health, Inc., 6.40%, 08/28/28			6		6,435
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27^(b)(e)			466		408,915
Endo Luxembourg Finance Co. I SARL/Endo U.S., Inc., 6.13%, 04/01/29^(b)			326		297,475
Gruenenthal GmbH, 4.13%, 05/15/28^(d)	EUR		100		107,583
Jazz Securities DAC, 4.38%, 01/15/29^(b)	USD		200		193,750
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24^(d)	EUR		100		105,923
Option Care Health, Inc., 4.38%, 10/31/29^(b)	USD		90		84,375
Organon and Co./Organon Foreign Debt Co-Issuer BV^(b)
4.13%, 04/30/28			598		569,718
5.13%, 04/30/31			387		373,455
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25^(b)			164		150,880
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)			538		502,035
PRA Health Sciences, Inc., 2.88%, 07/15/26^(b)			400		380,624
Prestige Brands, Inc., 3.75%, 04/01/31^(b)			101		90,143
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25	EUR		100		115,589
Teva Pharmaceutical Finance Netherlands III BV, 7.13%, 01/31/25	USD		200		209,140
Utah Acquisition Sub, Inc., 3.95%, 06/15/26			750		744,251


					17,642,197

Real Estate Management & Development — 1.3%
Adler Group SA, 2.75%, 11/13/26^(d)	EUR		100		92,283
Agile Group Holdings Ltd., 6.05%, 10/13/25^(d)	USD		450		144,000
China Aoyuan Group Ltd.^(d)(k)(l)
5.98%, 08/18/25			489		78,240
6.20%, 03/24/26			450		72,000
China Evergrande Group^(k)(l)
8.25%, 03/23/22			400		52,000
9.50%, 04/11/22^(d)			400		50,000
11.50%, 01/22/23^(d)			450		56,250
12.00%, 01/22/24^(d)			250		31,250
China SCE Group Holdings Ltd.^(d)
7.38%, 04/09/24			200		110,538


Security		Par (000)		Value

Real Estate Management & Development (continued)
China SCE Group Holdings Ltd.^(d)(continued)
5.95%, 09/29/24	USD		288	$	181,440
7.00%, 05/02/25			230		119,931
CIFI Holdings Group Co. Ltd.^(d)
6.45%, 11/07/24			200		176,000
5.95%, 10/20/25			500		407,500
Country Garden Holdings Co. Ltd.^(d)
6.50%, 04/08/24			200		164,000
6.15%, 09/17/25			200		153,000
5.13%, 01/14/27			200		139,000
DIC Asset AG, 2.25%, 09/22/26^(d)	EUR		100		96,797
Easy Tactic Ltd.^(d)
5.88%, 02/13/23	USD		288		63,360
8.13%, 02/27/23			200		43,000
11.75%, 08/02/23			200		43,000
8.63%, 02/27/24			200		42,000
Fantasia Holdings Group Co. Ltd.^(d)(k)(l)
11.75%, 04/17/22			200		27,000
10.88%, 01/09/23			307		41,445
11.88%, 06/01/23			400		56,000
9.25%, 07/28/23			300		42,994
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25^(b)			150		153,495
Global Prime Capital Pte. Ltd.^(d)
5.50%, 10/18/23			200		195,412
5.95%, 01/23/25			200		190,000
Howard Hughes Corp.^(b)
5.38%, 08/01/28			19		19,076
4.13%, 02/01/29			74		69,431
4.38%, 02/01/31			80		75,200
Kaisa Group Holdings Ltd.^(d)(k)(l)
11.95%, 10/22/22			200		39,000
11.50%, 01/30/23			400		76,000
10.88%, 07/23/23			434		84,847
9.75%, 09/28/23			288		53,964
11.95%, 11/12/23			259		50,505
11.70%, 11/11/25			300		55,369
Kennedy-Wilson, Inc., 4.75%, 02/01/30			92		87,484
KWG Group Holdings Ltd., 5.88%, 11/10/24^(d)			200		76,000
Logan Group Co. Ltd., 4.50%, 01/13/28^(d)			328		65,600
MAF Sukuk Ltd.^(d)
4.64%, 05/14/29			200		207,287
3.93%, 02/28/30			200		199,162
Modern Land China Co. Ltd., 9.80%, 04/11/23^(d)(k)(l)			200		36,000
New Metro Global Ltd., 4.50%, 05/02/26^(d)			200		128,000
Powerlong Real Estate Holdings Ltd.^(d)
7.13%, 11/08/22			200		98,000
6.95%, 07/23/23			200		78,000
6.25%, 08/10/24			450		171,000
Realogy Group LLC/Realogy Co.-Issuer Corp.^(b)
5.75%, 01/15/29			180		169,650
5.25%, 04/15/30			91		83,720
RKPF Overseas 2019 A Ltd., Series 2019-A, 6.00%, 09/04/25^(d)			288		224,640
RKPF Overseas 2020 A Ltd., Series 2020-A, 5.20%, 01/12/26^(d)			400		308,000
Ronshine China Holdings Ltd., 7.35%, 12/15/23^(d)			433		73,610
Scenery Journey Ltd.^(d)(k)(l)
11.50%, 10/24/22			419		37,710
13.00%, 11/06/22			400		36,000


Security		Par (000)		Value

Real Estate Management & Development (continued)
Scenery Journey Ltd.^(d)(k)(l)(continued)
12.00%, 10/24/23	USD		330	$	29,700
Seazen Group Ltd., 6.00%, 08/12/24^(d)			400		272,000
Shimao Group Holdings Ltd.^(d)
5.60%, 07/15/26			200		52,500
3.45%, 01/11/31			200		50,000
Shui On Development Holding Ltd.^(d)
5.75%, 11/12/23			200		191,000
5.50%, 03/03/25			482		441,030
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%^(a)(d)(f)			200		127,787
Starwood Property Trust, Inc., 4.38%, 01/15/27^(b)			52		50,440
Sunac China Holdings Ltd.^(d)
6.65%, 08/03/24			360		88,200
6.50%, 01/10/25			400		98,000
Theta Capital Pte. Ltd., 8.13%, 01/22/25^(d)			200		201,000
Times China Holdings Ltd., 6.20%, 03/22/26^(d)			611		226,070
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27^(d)	GBP		654		927,709
Wanda Group Overseas Ltd., 7.50%, 07/24/22^(d)	USD		200		190,000
Wanda Properties International Co. Ltd., 7.25%, 01/29/24^(d)			200		174,000
Wanda Properties Overseas Ltd., 6.88%, 07/23/23^(d)			200		177,000
Yango Justice International Ltd.^(k)(l)
10.25%, 09/15/22			200		10,000
7.50%, 04/15/24^(d)			450		22,500
Yanlord Land HK Co. Ltd.^(d)
6.75%, 04/23/23			250		242,500
6.80%, 02/27/24			200		190,000
Yuzhou Group Holdings Co. Ltd.^(d)(k)(l)
8.38%, 10/30/24			200		26,100
7.70%, 02/20/25			263		36,820
7.38%, 01/13/26			200		26,100
6.35%, 01/13/27			200		28,000
Zhenro Properties Group Ltd.^(d)
8.35%, 03/10/24			288		31,680
7.88%, 04/14/24			200		22,000


					9,557,326

Road & Rail — 1.1%
Burlington Northern Santa Fe LLC, 5.75%, 05/01/40			1,890		2,355,232
CSX Corp., 4.75%, 05/30/42			350		387,725
Danaos Corp., 8.50%, 03/01/28^(b)			100		107,000
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34^(b)			2,468		2,643,938
Norfolk Southern Corp.
4.15%, 02/28/48			1,300		1,357,647
3.16%, 05/15/55			400		357,257
Seaspan Corp., 5.50%, 08/01/29^(b)			230		215,338
Union Pacific Corp., 3.84%, 03/20/60			800		802,782


					8,226,919

Semiconductors & Semiconductor Equipment — 0.7%
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27			2,850		2,869,052
Broadcom, Inc., 3.46%, 09/15/26			735		732,679
Microchip Technology, Inc.^(h)
0.13%, 11/15/24			220		249,603
1.63%, 02/15/25			53		168,109
ON Semiconductor Corp., 3.88%, 09/01/28^(b)			166		158,530
QUALCOMM, Inc., 4.65%, 05/20/35			250		278,916


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
Sensata Technologies BV^(b)
5.00%, 10/01/25	USD		70	$	70,963
4.00%, 04/15/29			275		261,863
Sensata Technologies, Inc.^(b)
4.38%, 02/15/30			320		306,030
3.75%, 02/15/31			13		12,025
Synaptics, Inc., 4.00%, 06/15/29^(b)			129		121,582


					5,229,352

Software — 1.7%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)			262		267,895
Black Knight InfoServ LLC, 3.63%, 09/01/28^(b)			255		241,663
Boxer Parent Co., Inc.
6.50%, 10/02/25^(d)	EUR		100		111,538
7.13%, 10/02/25^(b)	USD		174		180,358
9.13%, 03/01/26^(b)			467		481,010
Condor Merger Sub, Inc., 7.38%, 02/15/30^(b)			274		262,832
Crowdstrike Holdings, Inc., 3.00%, 02/15/29			60		55,050
Elastic NV, 4.13%, 07/15/29^(b)			254		236,210
Helios Software Holdings, Inc./ION Corp. Solutions Finance SARL, 4.63%, 05/01/28^(b)			200		183,762
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32^(b)			156		146,250
Microsoft Corp., 3.50%, 11/15/42			4,000		4,092,339
MicroStrategy, Inc., 6.13%, 06/15/28^(b)(e)			292		284,125
MSCI, Inc.^(b)
4.00%, 11/15/29			51		49,530
3.63%, 09/01/30			81		75,928
3.88%, 02/15/31			14		13,274
3.63%, 11/01/31			87		81,889
3.25%, 08/15/33			124		111,453
Open Text Corp., 3.88%, 12/01/29^(b)			106		100,700
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)			83		78,700
Oracle Corp.
5.38%, 07/15/40			3,025		3,191,757
4.00%, 11/15/47			400		353,748
3.60%, 04/01/50			1,250		1,036,703
Playtika Holding Corp., 4.25%, 03/15/29^(b)			306		282,285
PTC, Inc., 4.00%, 02/15/28^(b)			35		34,099
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)			421		424,164
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25^(b)			328		311,175


					12,688,437

Specialty Retail — 0.3%
Arko Corp., 5.13%, 11/15/29^(b)			123		111,930
National Vision Holdings, Inc., 2.50%, 05/15/25^(h)			165		253,275
PetSmart, Inc./PetSmart Finance Corp.^(b)
4.75%, 02/15/28			271		261,896
7.75%, 02/15/29			1,003		1,035,598
Staples, Inc.^(b)
7.50%, 04/15/26			486		471,957
10.75%, 04/15/27			118		105,020
Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.25%, 09/15/24^(a)(d)	EUR		100		109,786


					2,349,462

Technology Hardware, Storage & Peripherals — 0.4%
Apple, Inc., 4.65%, 02/23/46	USD		2,400		2,839,815
II-VI, Inc., 5.00%, 12/15/29^(b)			233		227,757


					3,067,572


Security		Par (000)		Value

Textiles, Apparel & Luxury Goods^(b)— 0.1%
Crocs, Inc.
4.25%, 03/15/29	USD		106	$	93,810
4.13%, 08/15/31			154		130,130
Kontoor Brands, Inc., 4.13%, 11/15/29			67		61,305
Levi Strauss & Co., 3.50%, 03/01/31			75		68,682
Wolverine World Wide, Inc., 4.00%, 08/15/29			69		61,237


					415,164

Thrifts & Mortgage Finance^(b)— 0.0%
Home Point Capital, Inc., 5.00%, 02/01/26			126		103,233
Nationstar Mortgage Holdings, Inc.
6.00%, 01/15/27			33		33,581
5.13%, 12/15/30			69		63,825
5.75%, 11/15/31			66		62,945
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26			90		82,633


					346,217

Tobacco — 0.9%
Altria Group, Inc.
5.38%, 01/31/44			2,000		2,067,166
3.88%, 09/16/46			1,250		1,058,429
Reynolds American, Inc.
4.45%, 06/12/25			635		648,373
7.00%, 08/04/41			1,000		1,146,135
5.85%, 08/15/45			1,500		1,543,390


					6,463,493

Transportation — 0.0%
Autostrade per l’Italia SpA, 2.00%, 12/04/28^(d)	EUR		100		107,598


Transportation Infrastructure — 0.5%
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61^(b)	USD		200		182,350
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			200		193,375
DP World Salaam, (5 year CMT + 5.75%), 6.00%^(a)(d)(f)			200		206,938
FedEx Corp., 4.75%, 11/15/45			1,250		1,333,370
i-595 Express LLC, 3.31%, 12/31/31^(c)			727		719,603
Mexico City Airport Trust, 5.50%, 07/31/47^(d)			200		176,750
Simpar Europe SA, 5.20%, 01/26/31^(b)			200		178,500
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26^(b)			580		596,348


					3,587,234

Utilities — 1.3%
Centrais Eletricas Brasileiras SA, 4.63%, 02/04/30^(b)			237		221,595
Consensus Cloud Solutions, Inc.^(b)
6.00%, 10/15/26			48		47,640
6.50%, 10/15/28			45		44,715
Electricite de France SA^(b)
5.60%, 01/27/40			2,800		3,119,262
(10 year USD Swap + 3.71%), 5.25%^(a)(f)			4,200		4,189,500
FEL Energy VI Sarl, 5.75%, 12/01/40			193		172,979
Genneia SA, 8.75%, 09/02/27^(b)			246		232,481
India Cleantech Energy, 4.70%, 08/10/26^(b)			244		226,339
Inkia Energy Ltd., 5.88%, 11/09/27^(b)			200		192,412
Mong Duong Finance Holdings BV, 5.13%, 05/07/29^(d)			576		515,448
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28^(b)			144		141,669
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38^(b)			215		213,226


Security		Par (000)		Value

Utilities (continued)
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33^(d)	USD		218	$	229,960
Thames Water Kemble Finance PLC, 4.63%, 05/19/26^(d)	GBP		168		212,682
Vistra Operations Co. LLC, 4.38%, 05/01/29^(b)	USD		154		145,530


					9,905,438

Wireless Telecommunication Services — 1.4%
Altice France SA^(b)
5.13%, 07/15/29			744		666,810
5.50%, 10/15/29			321		288,027
Crown Castle International Corp., 3.10%, 11/15/29			1,000		947,519
Kenbourne Invest SA, 6.88%, 11/26/24^(b)			210		205,826
Millicom International Cellular SA, 4.50%, 04/27/31^(b)			200		185,826
Rogers Communications, Inc., 7.50%, 08/15/38			2,325		3,157,772
SBA Communications Corp., 3.88%, 02/15/27			318		310,185
Sprint Corp., 7.63%, 03/01/26			255		287,847
T-Mobile USA, Inc.
2.63%, 02/15/29			308		281,121
2.88%, 02/15/31			240		216,223
3.50%, 04/15/31			255		239,950
3.50%, 04/15/31^(b)			245		230,540
4.50%, 04/15/50			500		505,828
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29^(b)			303		282,502
VICI Properties LP/VICI Note Co., Inc.^(b)
4.25%, 12/01/26			169		168,290
3.75%, 02/15/27			229		222,702
4.63%, 12/01/29			320		319,200
4.13%, 08/15/30			366		353,322
Vmed O2 U.K. Financing I PLC
4.50%, 07/15/31^(d)	GBP		100		120,560
4.75%, 07/15/31^(b)	USD		452		426,010
Vodafone Group PLC, 4.25%, 09/17/50			700		697,673


					10,113,733


Total Corporate Bonds — 67.5% (Cost: $513,323,999)					504,610,816


Floating Rate Loan Interests^(a)

Aerospace & Defense — 0.2%
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, 11/16/28⁽ⁿ⁾			52		51,372
Peraton Corp.
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29			189		187,462
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28			804		797,257
Spirit Aerosystems, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 01/15/25			137		136,029


					1,172,120

Air Freight & Logistics — 0.1%
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/06/28			77		75,906
PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%), 4.76%, 12/17/28			583		577,274


					653,180


Security		Par (000)		Value

Airlines — 0.2%
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28	USD		433	$	437,783
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/11/28			237		234,530
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/20/27			140		145,616
SkyMiles IP Ltd., 2020 Skymiles Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/20/27			201		207,249
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28			435		428,817


					1,453,995

Auto Components — 0.0%
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/30/26			148		145,527


Banks — 0.1%
Directv Financing LLC, Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 08/02/27			686		684,240


Beverages — 0.0%
Naked Juice LLC
Delayed Draw Term Loan, (SOFR + 3.25%), 3.75%, 01/24/29			8		8,055
Term Loan, (SOFR + 3.25%), 3.32%, 01/24/29			151		139,610


					147,665

Building Products — 0.0%
CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 11/23/27			62		60,517
CPG International, Inc., 2017 Term Loan, (1 Week LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24			66		65,246
Griffon Corp., Term Loan B, (SOFR + 2.75%), 3.27%, 01/24/29			62		61,283


					187,046

Capital Markets — 0.1%
AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.50%), 7.00%, 08/02/29^(c)			122		120,716
Deerfield Dakota Holding LLC
2020 USD Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 04/09/27			105		104,135
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28^(c)			145		144,638


					369,489

Chemicals — 0.1%
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26			250		249,467
Atotech BV, 2021 USD Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 03/18/28			310		305,247
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 06/30/27			—		1
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.70%, 05/15/24			122		119,974
New Arclin U.S. Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 09/30/28			111		107,839
W.R. Grace & Co.-Conn., 2021 Term Loan B, (3 mo. LIBOR + 3.75%), 4.81%, 09/22/28			212		210,343


					992,871


Security		Par (000)		Value

Commercial Services & Supplies — 0.1%
Asurion LLC, 2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.71%, 12/23/26	USD		48	$	47,055
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.71%, 12/12/25			48		47,598
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.75%, 09/19/26^(c)			34		33,344
Propulsion BC Finco SARL, Term Loan, 02/10/29⁽ⁿ⁾			138		137,225
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.46%, 08/27/25			811		806,781


					1,072,003

Communications Equipment — 0.0%
ViaSat, Inc., Term Loan, (3 mo. LIBOR + 4.50%), 5.00%, 03/04/29			262		260,483


Construction & Engineering — 0.2%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.26%, 06/21/24			1,341		1,276,711


Construction Materials — 0.0%
Smyrna Ready Mix Concrete LLC, 04/02/29^(c)(n)			66		65,010


Containers & Packaging — 0.1%
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.48%, 04/03/24			320		315,360
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			130		128,850


					444,210

Diversified Consumer Services — 0.1%
Amentum Government Services Holdings LLC
2022 Term Loan, (SOFR + 4.00%), 4.50%, 02/15/29			94		92,942
Term Loan B, (1 mo. LIBOR + 3.50%), 3.96%, 01/29/27			41		40,680
Ascend Learning, LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 12/10/29			83		82,378
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%), 5.00%, 01/15/27			113		112,952
TruGreen LP, 2020 2nd Lien Term Loan, (3 mo. LIBOR + 8.50%, 0.75% Floor), 9.51%, 11/02/28^(c)			106		106,265


					435,217

Diversified Financial Services — 0.3%
Advisor Group, Inc., 2021 Term Loan, 07/31/26⁽ⁿ⁾			41		40,386
AqGen Island Holdings, Inc., Term Loan, 08/02/28^(c)(n)			97		95,911
Clydesdale Acquisition Holdings, Inc., 4.33%, 03/30/29			112		110,133
Delta TopCo, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27			274		269,529
EP Purchaser LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.50%), 4.51%, 11/06/28			102		101,249
Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 10/01/27^(c)			647		645,562
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 02/16/28			66		64,989
KKR Apple Bidco LLC
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 09/21/29			18		17,854
2021 Term Loan, (1 mo. LIBOR + 3.00%), 3.50%, 09/23/28			111		109,148
LBM Acquisition LLC, Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.21%, 12/18/27			31		30,727


Security		Par (000)		Value

Diversified Financial Services (continued)
Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 09/25/26	USD		39	$	38,528
Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.01%, 09/01/25			349		325,191
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 10/19/27			352		347,983


					2,197,190

Diversified Telecommunication Services — 0.1%
Cincinnati Bell, Inc., 2021 Term Loan B2, (SOFR + 3.25%), 4.05%, 11/22/28			58		56,940
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.81%, 05/01/28			196		192,752
Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (SOFR + 4.25%), 4.92%, 02/01/29.			250		245,914


					495,606

Electrical Equipment — 0.0%
II-VI, Inc., 2021 Bridge Term Loan B, 12/01/28^(c)(n)			96		95,525


Entertainment — 0.0%
MSG National Properties LLC, Term Loan, (3 mo. LIBOR + 6.25%, 0.75% Floor), 7.00%, 11/12/25^(c)			255		253,501


Food Products — 0.0%
Naked Juice LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.00%), 6.65%, 01/24/30			20		19,900


Gas Utilities — 0.0%
Freeport LNG Investments, LLLP, Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 12/21/28			174		172,571


Health Care Equipment & Supplies — 0.0%
Embecta Corp., Term Loan B, 03/30/29⁽ⁿ⁾			3		3,573
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.23%, 06/30/25			52		51,617


					55,190

Health Care Providers & Services — 0.1%
Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.01%, 01/08/27			119		118,238
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.20%, 10/10/25			401		265,136
Quorum Health Corp., 2020 Term Loan, (3 mo. LIBOR + 6.50%, 1.00% Floor), 7.50%, 04/29/25^(c)			116		102,293
RegionalCare Hospital Partners Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 4.20%, 11/16/25			76		75,940


					561,607

Health Care Services — 0.0%
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.00%), 7.50%, 11/01/29			78		74,880


Health Care Technology — 0.2%
Athenahealth, Inc., 2022 Term Loan B, (SOFR + 3.50%), 4.00%, 02/15/29			1,216		1,201,630
Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 06/04/28			291		288,237


					1,489,867


Security		Par (000)		Value

Hotels, Restaurants & Leisure — 0.1%
Fertitta Entertainment LLC, 2022 Term Loan B, (SOFR + 4.00%), 4.50%, 01/27/29	USD		397	$	394,484
IRB Holding Corp., 2022 Term Loan B, (SOFR + 3.00%, 0.75% Floor), 3.75%, 12/15/27			246		243,267
Life Time Fitness, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 12/15/24			52		52,140
Raptor Acquisition Corp., 2021 Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.93%, 11/01/26			38		37,656


					727,547

Household Durables — 0.0%
Solis IV BV, USD Term Loan B1, (3 mo. LIBOR + 3.50%), 4.00%, 02/26/29			147		143,876
Springs Windows Fashions LLC, 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/06/28			216		208,935


					352,811

Independent Power and Renewable Electricity Producers — 0.0%
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.46%, 08/12/26			27		26,179


Industrial Conglomerates — 0.1%
AVSC Holding Corp., 2018 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 8.25%, 09/01/25			313		264,459
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23			109		109,447


					373,906

Insurance — 0.1%
Alliant Holdings Intermediate LLC, 2021 Term Loan B4, (1 mo. LIBOR + 3.50%), 4.00%, 11/06/27			150		149,097
AssuredPartners, Inc., 2022 Term Loan, (SOFR + 3.50%), 4.00%, 02/12/27			140		138,250
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 09/01/27			123		122,099
Sedgwick Claims Management Services, Inc.
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 12/31/25			92		91,204
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 4.21%, 09/03/26			140		138,946
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26			52		51,519


					691,115

Interactive Media & Services — 0.0%
Camelot U.S. Acquisition 1 Co., 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/31/26			79		78,161
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26			109		106,178


					184,339

Internet & Direct Marketing Retail — 0.0%
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 11/08/27			153		152,459


IT Services — 0.1%
Banff Merger Sub, Inc.
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 5.50%), 6.00%, 02/27/26			279		275,931


Security		Par (000)			Value

IT Services (continued)
Banff Merger Sub, Inc. (continued)
2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 4.21%, 10/02/25	USD		245		$	243,192
Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27			234			233,734
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 02/13/27			110			107,815


						860,672

Machinery — 0.2%
Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 10/21/28			154			151,315
Madison IAQ LLC, Term Loan, (6 mo. LIBOR + 3.25%), 4.52%, 06/21/28			—	^(o)		164
MHI Holdings LLC, Term Loan B, (1 mo. LIBOR + 5.00%), 5.46%, 09/20/26			267			265,799
SPX Flow, Inc., 03/16/29⁽ⁿ⁾			256			249,173
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.01%, 03/28/25			924			903,032


						1,569,483

Media — 0.2%
A-L Parent LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23			46			43,722
Altice Financing SA, 2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 2.99%, 07/15/25			23			22,325
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.51%, 08/14/26			106			104,353
AMC Entertainment Holdings, Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.00%), 3.35%, 04/22/26			156			138,418
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.80%, 08/21/26			592			581,253
Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/12/26			107			105,978
MH Sub I LLC
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 09/13/24			120			118,566
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 09/15/24			207			204,858
2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.71%, 02/23/29			35			34,606
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 03/09/27			387			375,874


						1,729,953

Metals & Mining — 0.0%
Grinding Media, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.80%, 10/12/28			64			62,964


Oil, Gas & Consumable Fuels^(c)— 0.2%
Ascent Resources - Utica, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25			1,319			1,408,278
Lealand Finance Co. BV, 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 06/28/24			9			5,012


						1,413,290


Security		Par (000)		Value

Pharmaceuticals — 0.1%
Endo Luxembourg Finance Co. I SARL, 2021 Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 03/25/28	USD		386	$	360,618


Professional Services — 0.1%
Dun & Bradstreet Corp.
2022 Incremental Term Loan B2, (SOFR + 3.25%), 3.56%, 01/18/29^(c)			123		121,770
Term Loan, (1 mo. LIBOR + 3.25%), 3.70%, 02/06/26			284		281,076


					402,846

Real Estate Management & Development — 0.0%
Chamberlain Group, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 4.51%, 11/03/28			249		246,051


Software — 0.7%
Barracuda Networks, Inc., 2020 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 10/30/28			121		119,987
Cloudera, Inc.
2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%), 6.50%, 10/08/29^(c)			180		176,850
2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 10/08/28			515		507,919
Digicel International Finance Ltd., 2017 Term Loan B, (6 mo. LIBOR + 3.25%), 3.50%, 05/27/24			377		358,352
Epicor Software Corp.
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28			62		63,162
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/31/27			167		165,901
Helios Software Holdings, Inc., 2021 USD Term Loan B, (6 mo. LIBOR + 3.75%), 5.25%, 03/11/28			80		79,518
Magenta Buyer LLC
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28			570		564,851
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 0.75% Floor), 9.00%, 07/27/29			280		276,850
McAfee LLC, 2022 USD Term Loan B, (3 mo. LIBOR + 4.00%), 4.50%, 03/01/29			744		737,490
Planview Parent, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 8.26%, 12/18/28^(c)			103		101,970
Proofpoint, Inc.
1st Lien Term Loan, (3 mo. LIBOR + 3.25%), 3.76%, 08/31/28			164		161,658
2nd Lien Term Loan, (3 mo. LIBOR + 6.25%), 6.76%, 08/31/29			242		240,563
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.75%, 04/22/28			219		216,142
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.71%, 05/30/25			9		9,299
Sabre Global, Inc.
2021 Term Loan B1, (1 mo. LIBOR + 3.50%), 4.00%, 12/17/27			68		66,849
2021 Term Loan B2, (1 mo. LIBOR + 3.50%), 4.00%, 12/17/27			108		106,563
Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.25%), 4.26%, 10/07/27			517		511,303
Sovos Compliance LLC, 2021 Term Loan, (1 mo. LIBOR + 4.50%), 5.00%, 08/11/28			101		100,711


Security		Par (000)		Value

Software (continued)
Tempo Acquisition LLC, 2022 Term Loan B, (SOFR + 3.00%), 3.50%, 08/31/28	USD		—	$	1
Tibco Software Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.71%, 03/04/28			189		188,331
Ultimate Software Group, Inc.
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%), 5.75%, 05/03/27			280		277,066
2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 05/04/26			235		233,045
Term Loan B, (3 mo. LIBOR + 3.75%), 4.76%, 05/03/26			145		144,329


					5,408,710

Specialty Retail — 0.1%
PetSmart, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28			387		385,441
Staples, Inc., 7 Year Term Loan, (3 mo. LIBOR + 5.00%), 5.32%, 04/16/26			96		90,542


					475,983

Textiles, Apparel & Luxury Goods — 0.1%
Crocs, Inc., Term Loan B, (SOFR + 3.50%), 3.50%, 02/17/29			607		591,176


Trading Companies & Distributors — 0.0%
Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 01/31/28			68		67,232
SRS Distribution, Inc., 2022 Incremental Term Loan, (SOFR + 3.50%), 4.00%, 06/04/28			177		174,523


					241,755

Wireless Telecommunication Services — 0.0%
MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/02/28			14		13,829


Total Floating Rate Loan Interests — 4.1% (Cost: $31,010,110)					30,661,290


Foreign Agency Obligations

Argentina — 0.0%
Argentine Republic Government International Bond, 2.50%, 07/09/41^(p)			302		106,592


Bahrain — 0.0%
Bahrain Government International Bond, 6.75%, 09/20/29^(d)			200		210,725


Canada — 1.0%
CDP Financial, Inc., 5.60%, 11/25/39^(b)(e)			5,890		7,660,855


Chile — 0.0%
Chile Government International Bond, 4.34%, 03/07/42			200		205,400


Colombia — 0.1%
Colombia Government International Bond
4.50%, 01/28/26			300		299,962
3.88%, 04/25/27			200		192,538
3.13%, 04/15/31			430		363,834


					856,334


Security		Par (000)		Value

Dominican Republic — 0.2%
Dominican Republic International Bond
5.95%, 01/25/27^(d)	USD		330	$	332,475
5.50%, 02/22/29^(b)			160		158,030
4.50%, 01/30/30^(b)			376		345,285
4.88%, 09/23/32^(b)			300		271,838
6.40%, 06/05/49^(d)			150		140,231


					1,247,859

Egypt — 0.0%
Egypt Government International Bond, 7.50%, 02/16/61^(b)			219		173,558


Guatemala — 0.1%
Guatemala Government Bond^(b)
5.38%, 04/24/32			200		209,162
4.65%, 10/07/41			200		185,663


					394,825

Iceland — 0.5%
Iceland Government International Bond, 5.88%, 05/11/22^(d)			3,555		3,570,858


Indonesia — 0.0%
Indonesia Government International Bond, 4.10%, 04/24/28			300		318,525


Italy — 0.4%
Republic of Italy Government International Bond, 5.38%, 06/15/33			2,925		3,307,622


Ivory Coast — 0.0%
Ivory Coast Government International Bond, 6.38%, 03/03/28^(d)			200		203,038


Mexico — 0.1%
Mexico Government International Bond
3.75%, 01/11/28			200		203,700
2.66%, 05/24/31			269		245,059


					448,759

Mongolia — 0.0%
Mongolia Government International Bond, 5.13%, 04/07/26^(d)			250		246,277


Morocco — 0.1%
Morocco Government International Bond^(b)
3.00%, 12/15/32			221		190,612
4.00%, 12/15/50			200		159,750


					350,362

Nigeria — 0.0%
Nigeria Government International Bond, 7.88%, 02/16/32^(d)			200		187,750


Oman — 0.1%
Oman Government International Bond^(d)
6.50%, 03/08/47			228		223,440
6.75%, 01/17/48			200		199,250


					422,690

Pakistan — 0.1%
Pakistan Government International Bond^(d)
6.00%, 04/08/26			200		156,022


Security		Par (000)		Value

Pakistan (continued)
Pakistan Government International Bond^(d)(continued)
7.38%, 04/08/31	USD		200	$	147,022
Pakistan Water & Power Development Authority, 7.50%, 06/04/31^(d)			200		129,522


					432,566

Panama — 0.1%
Panama Government International Bond
3.16%, 01/23/30			453		442,751
4.50%, 04/16/50			200		198,350


					641,101

Paraguay — 0.1%
Paraguay Government International Bond^(b)
4.95%, 04/28/31			200		209,412
5.40%, 03/30/50			200		201,163


					410,575

Peru — 0.1%
Peruvian Government International Bond
2.78%, 01/23/31			126		118,857
1.86%, 12/01/32			171		146,451
3.00%, 01/15/34			106		99,322


					364,630

Portugal — 0.6%
Portugal Government International Bond, 5.13%, 10/15/24^(b)			3,970		4,194,130


Qatar — 0.0%
Qatar Government International Bond, 4.00%, 03/14/29^(b)			240		256,200


Romania — 0.0%
Romanian Government International Bond, 3.00%, 02/14/31^(b)			130		120,413


Russia — 0.0%
Russian Foreign Bond - Eurobond, 4.25%, 06/23/27^(d)			200		46,000


Saudi Arabia — 0.1%
Saudi Government International Bond^(d)
4.50%, 04/17/30			278		303,715
2.25%, 02/02/33			222		203,685


					507,400

South Africa — 0.0%
Republic of South Africa Government International Bond
5.65%, 09/27/47			200		174,225
5.75%, 09/30/49			200		174,412


					348,637

Sri Lanka — 0.1%
Sri Lanka Government International Bond^(d)
6.85%, 03/14/24			432		211,728
6.35%, 06/28/24			600		294,066
7.85%, 03/14/29			200		94,522


					600,316


Security		Par (000)		Value

Ukraine — 0.0%
Ukraine Government International Bond
7.75%, 09/01/25^(d)	USD		385	$	163,625
7.25%, 03/15/33^(b)			200		82,500


					246,125

Uruguay — 0.0%
Uruguay Government International Bond, 4.98%, 04/20/55			83		96,358


Total Foreign Agency Obligations — 3.8% (Cost: $27,713,120)					28,176,480


Municipal Bonds

California — 0.9%
East Bay Municipal Utility District Water System Revenue, RB, BAB, 5.87%, 06/01/40			1,900		2,456,554
State of California, GO, BAB
7.55%, 04/01/39			280		416,235
7.63%, 03/01/40			1,720		2,525,995
University of California, RB, BAB, 5.95%, 05/15/45			885		1,100,293


					6,499,077

Georgia — 0.3%
Municipal Electric Authority of Georgia, Refunding RB, BAB, 7.06%, 04/01/57^(m)			1,929		2,569,549


Illinois — 0.3%
State of Illinois, GO, 5.10%, 06/01/33			2,000		2,124,608


Indiana — 0.4%
Indianapolis Local Public Improvement Bond Bank, RB, BAB, Series B-2, 6.12%, 01/15/40			2,535		3,104,518


New Jersey — 0.1%
State of New Jersey, GO
Series A, 4.00%, 06/01/30			250		270,475
Series A, 4.00%, 06/01/31			190		206,630
Series A, 4.00%, 06/01/32			180		196,190


					673,295

New York — 1.3%
Metropolitan Transportation Authority, RB, BAB, 7.34%, 11/15/39			1,295		1,906,301
New York City Industrial Development Agency, Refunding RB
(AGM), 3.19%, 03/01/40			165		152,688
Class A, (AGM), 3.00%, 01/01/46			50		43,617
New York City Transitional Finance Authority Future Tax Secured Revenue, RB, Series E-1, 4.00%, 02/01/41			1,000		1,059,266
New York City Water & Sewer System, Refunding RB, BAB, 5.72%, 06/15/42			1,390		1,802,182
New York State Dormitory Authority, RB, BAB
Series D, 5.60%, 03/15/40			1,900		2,342,753
Series F, 5.63%, 03/15/39			1,100		1,288,054
Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29			780		925,835


					9,520,696


Total Municipal Bonds — 3.3% (Cost: $20,722,935)					24,491,743


Security		Par (000)		Value

Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 3.5%
Alternative Loan Trust
Series 2005-64CB, Class 1A15, 5.50%, 12/25/35	USD		481	$	466,494
Series 2006-OA21, Class A1, (1 mo. LIBOR US + 0.19%), 0.64%, 03/20/47^(a)			445		376,688
Series 2007-OA10, Class 2A1, (1 mo. LIBOR US + 0.50%), 0.96%, 09/25/47^(a)			4,576		3,713,188
Banc of America Funding Trust, Series 2007-2, Class 1A2, 6.00%, 03/25/37			254		233,454
COLT Mortgage Loan Trust^(a)(b)
Series 2020-2, Class M1, 5.25%, 03/25/65			3,050		3,054,401
Series 2020-3, Class M1, 3.36%, 04/27/65			3,820		3,807,985
Deephaven Residential Mortgage Trust, 4.30%, 03/25/67^(a)(b)			331		330,944
Ellington Financial Mortgage Trust, Series 2020-1, Class M1, 5.24%, 05/25/65^(a)(b)			1,500		1,504,857
GMACM Mortgage Loan Trust, Series 2005-AR3, Class 5A1, 2.79%, 06/19/35^(a)			137		133,405
GS Mortgage-Backed Securities Corp. Trust, 2.50%, 06/25/52^(a)(b)			1,194		1,100,675
GSR Mortgage Loan Trust, Series 2007-4F, Class 3A1, 6.00%, 07/25/37			85		69,662
J.P. Morgan Mortgage Trust, 3.00%, 09/25/52^(a)(b)			850		798,203
JP Morgan Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 08/25/36			42		21,387
Mello Mortgage Capital Acceptance, 3.00%, 04/25/52^(a)(b)			860		828,153
Merrill Lynch Mortgage Investors Trust, Series 2006-A3, Class 3A1, 2.73%, 05/25/36^(a)			187		155,892
MFA Trust, Series 2021-NQM1, Class M1, 2.31%, 04/25/65^(a)(b)			2,750		2,657,160
OBX Trust, 3.00%, 02/25/52^(a)(b)			774		736,994
RCKT Mortgage Trust, 3.00%, 02/25/52^(a)(b)			1,149		1,090,411
STAR Trust, Series 2021-1, Class M1, 2.36%, 05/25/65^(a)(b)			2,050		1,970,926
Starwood Mortgage Residential Trust, Series 2020-3, Class M1, 3.54%, 04/25/65^(a)(b)			2,000		1,955,938
Verus Securitization Trust, 4.13%, 02/25/67^(b)(p)			988		986,611


					25,993,428

Commercial Mortgage-Backed Securities^(a)— 4.3%
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33^(b)			4,170		4,075,035
Bayview Commercial Asset Trust, Series 2007-2A, Class A1, (1 mo. LIBOR US + 0.27%), 0.73%, 07/25/37^(b)			785		738,601
Citigroup Commercial Mortgage Trust
Series 2013-GC15, Class B, 5.18%, 09/10/46			7,183		7,287,365
Series 2020-420K, Class D, 3.31%, 11/10/42^(b)			270		238,970
COMM Mortgage Trust
Series 2015-CR22, Class C, 4.11%, 03/10/48			5,000		4,921,622
Series 2015-LC19, Class C, 4.23%, 02/10/48			3,500		3,459,423
Commercial Mortgage Trust, Series 2013-CR11, Class B, 5.11%, 08/10/50			7,000		7,133,220
Credit Suisse Mortgage Capital Certificates Trust, Series 2020-FACT, Class D, (1 mo. LIBOR US + 3.71%), 4.11%, 10/15/37^(b)			900		897,447


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Extended Stay America Trust, Series 2021-ESH, Class D, (1 mo. LIBOR US + 2.25%), 2.65%, 07/15/38^(b)	USD		825	$	812,494
GS Mortgage Securities Corp. Trust, Series 2020-TWN3, Class D, (1 mo. LIBOR US + 3.70%), 4.10%, 11/15/37^(b)			1,500		1,497,587
Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-1A, Class B, (1 mo. LIBOR US + 1.00%), 1.46%, 04/25/31^(b)			1,366		1,343,933


					32,405,697


Total Non-Agency Mortgage-Backed Securities — 7.8% (Cost: $59,340,274)					58,399,125


Preferred Securities

Capital Trusts — 6.4%

Automobiles — 0.0%
Volkswagen International Finance NV, 4.38%, 12/31/49	EUR		100		110,167


Banks^(a)(f)— 1.9%
Banco Davivienda SA, 6.65%^(b)	USD		200		183,225
Banco Mercantil del Norte SA, 6.75%^(b)			200		194,850
Bank of East Asia Ltd., 5.88%^(d)			500		498,062
Industrial & Commercial Bank of China Ltd., 3.20%^(d)			250		244,063
ING Groep NV, 3.88%			2,000		1,740,000
Kasikornbank PCL, 5.28%^(d)			600		583,612
Nanyang Commercial Bank Ltd., 5.00%^(d)			200		199,875
Nordea Bank Abp, 6.13%^(b)			2,960		3,066,886
Rizal Commercial Banking Corp., 6.50%^(d)			200		190,100
SVB Financial Group, Series C, 4.00%			2,000		1,850,000
TMBThanachart Bank PCL, 4.90%^(d)			250		239,578
U.S. Bancorp, 3.70%			1,900		1,719,500
Wells Fargo & Co., Series S, 5.90%^(e)			3,390		3,415,425


					14,125,176

Capital Markets — 0.4%
Bank of New York Mellon Corp., Series I, 3.75%^(a)(f)			2,845		2,629,918


Diversified Financial Services^(a)(f)— 3.3%
Bank of America Corp.
Series AA, 6.10%			7		7,301
Series FF, 5.88%^(e)			3,500		3,534,300
Series X, 6.25%			1,050		1,085,385
Barclays PLC, 4.38%			310		273,033
Credit Agricole S.A., 4.75%^(b)			400		362,972
Credit Suisse Group AG, 6.38%^(b)			300		296,121
HSBC Holdings PLC
6.50%			1,090		1,109,075
6.00%			435		442,613
JPMorgan Chase & Co.
Series FF, 5.00%			3,027		3,016,935
Series HH, 4.60%			165		159,019
Series I, 3.77%^(e)			3,581		3,581,000
Series R, 6.00%			70		70,875
Series V, 4.29%^(e)			3,640		3,626,350
Lloyds Banking Group PLC, 7.50%			1,750		1,860,101
Natwest Group PLC, 6.00%			1,575		1,608,311
Societe Generale SA, 7.88%^(b)			1,000		1,045,000


Security		Par (000)		Value

Diversified Financial Services (continued)
UBS Group AG, 3.88%^(b)	USD		2,000	$	1,841,900
Woori Bank, 4.25%^(d)			250		244,031


					24,164,322

Electric Utilities^(a)— 0.4%
Edison International, Series B, 5.00%^(f)			115		107,927
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79			2,750		2,822,549


					2,930,476

Independent Power and Renewable Electricity Producers — 0.0%
Vistra Corp., 7.00%^(a)(b)(f)			162		157,748


Insurance — 0.4%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(d)(f)			200		199,038
MetLife, Inc., 6.40%, 12/15/36			2,554		2,750,147


					2,949,185

Real Estate Management & Development — 0.0%
Aroundtown SA, 3.38%^(a)(d)(f)	EUR		100		108,551


Utilities — 0.0%
Electricite de France SA, 3.38%^(a)(d)(f)			200		198,848


Wireless Telecommunication Services — 0.0%
Vodafone Group PLC, 3.10%, 01/03/79^(a)(d)			100		111,392


					47,485,783


		Shares

Preferred Stocks — 0.5%^(a)(f)

Capital Markets — 0.5%
Goldman Sachs Group, Inc., Series J, 5.50%			92,000		2,343,240
Morgan Stanley, Series K, 5.85%			66,567		1,740,727


					4,083,967

Thrifts & Mortgage Finance — 0.0%
Fannie Mae, Series S, 8.25%			10,000		32,200


					4,116,167


Trust Preferred — 0.1%

Diversified Financial Services — 0.1%
Citigroup Capital XIII, 6.67%, 10/30/40^(a)			29,583		810,574


					810,574


Total Preferred Securities — 7.0%
(Cost: $53,897,091)					52,412,524


		Par (000)

U.S. Government Sponsored Agency Securities

Agency Obligations — 2.2%
Dominican Republic International Bond, 6.00%, 02/22/33^(b)	USD		150		145,997
Fannie Mae Mortgage-Backed Securities, 3.50%, 09/01/34 - 02/01/35			3,271		3,353,774
Federal Home Loan Bank^(e)
5.25%, 12/09/22			1,375		1,410,243
5.37%, 09/09/24			4,025		4,298,294


Security		Par (000)			Value

Agency Obligations (continued)
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30^(i)(j)	USD		6,055		$	4,904,130
Romanian Government International Bond, 3.63%, 03/27/32^(b)			188			177,895
Uniform Mortgage-Backed Securities, 5.63%, 07/15/37^(e)			1,600			2,147,776


						16,438,109

Collateralized Mortgage Obligations — 2.4%
Fannie Mae REMICS, Series 2015-47, Class GL, 3.50%, 07/25/45			1,636			1,709,506
Freddie Mac REMICS
Series 1254, Class Z, 8.50%, 04/15/22			—			—
Series 4350, Class DY, 4.00%, 06/15/44			2,171			2,250,690
Series 4398, Class ZX, 4.00%, 09/15/54			10,354			11,029,687
Series 4549, Class TZ, 4.00%, 11/15/45			3,156			3,302,297


						18,292,180

Interest Only Collateralized Mortgage Obligations — 0.2%
Fannie Mae REMICS
Series 1997-50, Class SI, (1 mo. LIBOR US + 9.20%), 1.20%, 04/25/23^(a)			2			7
Series 2012-47, Class NI, 4.50%, 04/25/42			1,344			260,556
Series 2012-96, Class DI, 4.00%, 02/25/27			133			427
Government National Mortgage Association^(a)
Series 2009-116, Class KS, (1 mo. LIBOR US + 6.47%), 6.04%, 12/16/39			746			93,044
Series 2011-52, Class NS, (1 mo. LIBOR US + 6.67%), 6.24%, 04/16/41			6,496			829,423


						1,183,457

Mortgage-Backed Securities — 16.6%
Fannie Mae Mortgage-Backed Securities^(e)
4.00%, 01/02/49 - 01/04/56			3,577			3,749,333
4.50%, 01/07/55			3,652			3,904,091
Freddie Mac Mortgage-Backed Securities^(e)
3.00%, 01/04/33			2,156			2,179,575
4.50%, 01/03/47			706			751,126
Ginnie Mae Mortgage-Backed Securities, 5.50%, 08/15/33			27			28,859
Uniform Mortgage-Backed Securities^(e)
5.00%, 08/01/34			680			735,023
5.50%, 01/06/38			325			355,854
6.00%, 01/12/38			279			311,555
4.50%, 01/07/41 - 01/04/42			3,619			3,846,350
4.00%, 01/12/41 - 01/11/47			9,972			10,350,936
3.00%, 01/09/43 - 05/12/52^(q)			20,504			20,149,608
3.50%, 01/07/49 - 01/08/49			7,775			7,852,556
2.00%, 01/03/51 - 01/06/51			20,205			18,799,045
2.50%, 10/01/51 - 01/01/52			53,244			51,113,197


						124,127,108

Principal Only Collateralized Mortgage Obligations⁽ⁱ⁾— 0.0%
Fannie Mae Interest Strip
Series 203, Class 1, 0.00%, 02/25/23			—	^(o)		112
Series 228, Class 1, 0.00%, 06/25/23			—	^(o)		68


Security	Par (000)			Value


Principal Only Collateralized Mortgage Obligations (continued)
Fannie Mae REMICS
Series 1993-51, Class E, 0.00%, 02/25/23	USD	1		$	372
Series 1993-70, Class A, 0.00%, 05/25/23		—	^(o)		97


					649


Total U.S. Government Sponsored Agency Securities — 21.4%
(Cost: $163,204,409)					160,041,503


U.S. Treasury Obligations
U.S. Treasury Bonds^(e)
1.88%, 02/15/41 - 02/15/51		29,800			26,105,477
3.00%, 11/15/44		61,400			65,064,813
2.50%, 02/15/46		66,500			65,107,656
2.75%, 11/15/47		2,000			2,075,156
U.S. Treasury Notes^(e)
0.13%, 08/31/22 - 03/31/23^(r)		74,300			73,403,222
2.75%, 04/30/23 - 08/31/25		19,300			19,450,419
3.00%, 09/30/25		2,400			2,437,031
2.88%, 08/15/28		1,000			1,024,648
3.13%, 11/15/28		3,000			3,123,633
1.13%, 02/15/31		19,000			17,155,664


Total U.S. Treasury Obligations — 36.8%
(Cost: $276,370,790)					274,947,719


Total Long-Term Investments — 160.3%
(Cost: $1,211,216,953)					1,197,960,014


	Shares

Short-Term Securities

Money Market Funds — 0.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%^(s)(t)		469,700			469,700


Total Short-Term Securities — 0.1% (Cost: $469,700)					469,700


Options Purchased — 0.4% (Cost: $2,935,557)					3,305,725


Total Investments Before TBA Sale Commitments and Options Written — 160.8%
(Cost: $1,214,622,210)					1,201,735,439


	Par (000)


TBA Sale Commitments

Mortgage-Backed Securities — (1.0)%
Uniform Mortgage-Backed Securities, 3.00%, 04/13/22^(q)		USD	(7,500)		(7,335,937	)


Total TBA Sale Commitments — (1.0)% (Proceeds: $(7,332,568))					(7,335,937	)


Options Written — (1.0)% (Premiums Received: $(3,768,096))					(7,585,297	)


Total Investments, Net of TBA Sale Commitments and Options Written — 158.8% (Cost: $1,203,521,546)					1,186,814,205

Liabilities in Excess of Other Assets — (58.8)%					(439,671,092	)


Net Assets — 100.0%				$ 747,143,113

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

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

^(g)	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.

^(h)	Convertible security.

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

^(j)	Zero-coupon bond.

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

^(l)	Non-income producing security.

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

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

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

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

^(s)	Affiliate of the Trust.

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

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

Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

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 reporting purposes. As of period end, reverse repurchase agreements of $462,530,026 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 12/31/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 03/31/22	Shares Held at 03/31/22	Income	Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	25,976,159	$	—	$	(25,506,459	)^(a)	$	—	$	—	$469,700	469,700	$ 626	$ —



Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)

Long Contracts
10-Year U.S. Ultra Long Treasury Note		453		06/21/22	$	61,353	$	(1,677,659	)
Ultra U.S. Treasury Bond		223		06/21/22		39,471		(1,543,524	)


								(3,221,183	)

Short Contracts
10-Year U.S. Treasury Note		567		06/21/22		69,599		1,746,642
U.S. Long Bond		66		06/21/22		9,910		379,737
2-Year U.S. Treasury Note		335		06/30/22		70,952		896,814
5-Year U.S. Treasury Note		146		06/30/22		16,725		280,745
90-Day Eurodollar.		53		12/16/24		12,886		171,280
								3,475,218


							$	254,035



Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)

EUR	246,510		USD	271,892	Bank of America N.A.		06/15/22	$	1,546
EUR	417,730		USD	460,740	Barclays Bank PLC		06/15/22		2,623
USD	60,401		EUR	54,000	Royal Bank of Canada		06/15/22		502
USD	531,660		EUR	477,000	State Street Bank and Trust Co.		06/15/22		2,554
									7,225


USD	231,564		AUD	319,006	State Street Bank and Trust Co.		06/15/22		(7,436	)

USD	175,698		CAD	223,574	Bank of America N.A.		06/15/22		(3,107	)
USD	79,221		CAD	101,000	Morgan Stanley & Co. International PLC		06/15/22		(1,554	)
USD	5,447,947		EUR	4,951,000	BNP Paribas SA		06/15/22		(43,889	)
USD	1,382,672		GBP	1,060,000	Bank of America N.A.		06/15/22		(9,393	)
USD	435,609		GBP	332,882	State Street Bank and Trust Co.		06/15/22		(1,555	)
USD	3,715,253		GBP	2,848,000	Toronto-Dominion Bank		06/15/22		(24,937	)


									(91,871	)


								$	(84,646	)


	Paid by the Trust				Received by the Trust				Expiration		Exercise					Notional
Description	Rate		Frequency		Rate		Frequency	Counterparty	Date		Rate			Amount (000)				Value

Call (continued)
2-Year Interest Rate Swap, 02/19/25		1.39%		Semi-Annual		1-Day SOFR, 0.33%	Quarterly	Morgan Stanley & Co. International PLC		02/17/23		1.39	%		USD		10,330	$	(17,993	)
10-Year Interest Rate Swap, 03/03/33		2.01%		Semi-Annual		3-Month LIBOR, 0.96%	Quarterly	Bank of America N.A.		03/01/23		2.01			USD		3,880		(69,444	)

																			(482,822	)

Put
2-Year Interest Rate Swap, 04/03/24		3-Month LIBOR, 0.96%		Quarterly		0.61%	Semi-Annual	JPMorgan Chase Bank N.A.		04/01/22		0.61			USD		35,400		(1,332,690	)
2-Year Interest Rate Swap, 04/08/24		3-Month LIBOR, 0.96%		Quarterly		0.74%	Semi-Annual	JPMorgan Chase Bank N.A.		04/06/22		0.74			USD		25,870		(910,523	)
10-Year Interest Rate Swap, 08/05/32		1-Day SOFR, 0.33%		Quarterly		1.95%	Semi-Annual	Deutsche Bank AG		08/03/22		1.95			USD		1,580		(53,583	)
10-Year Interest Rate Swap, 08/10/32		1-Day SOFR, 0.33%		Quarterly		2.05%	Semi-Annual	Barclays Bank PLC		08/08/22		2.05			USD		1,580		(45,639	)
10-Year Interest Rate Swap, 09/03/32		3-Month LIBOR, 0.96%		Quarterly		1.53%	Semi-Annual	Morgan Stanley & Co. International PLC		09/01/22		1.53			USD		5,407		(458,170	)
10-Year Interest Rate Swap, 10/09/32		3-Month LIBOR, 0.96%		Quarterly		1.80%	Semi-Annual	Deutsche Bank AG		10/07/22		1.80			USD		3,580		(232,473	)
10-Year Interest Rate Swap, 10/15/32		3-Month LIBOR, 0.96%		Quarterly		1.80%	Semi-Annual	Deutsche Bank AG		10/13/22		1.80			USD		1,790		(117,380	)
10-Year Interest Rate Swap, 11/17/32		3-Month LIBOR, 0.96%		Quarterly		1.85%	Semi-Annual	Bank of America N.A.		11/15/22		1.85			USD		5,422		(343,164	)
10-Year Interest Rate Swap, 12/07/32		1-Day SOFR, 0.33%		Quarterly		1.45%	Semi-Annual	JPMorgan Chase Bank N.A.		12/05/22		1.45			USD		678		(50,184	)
10-Year Interest Rate Swap, 12/15/32		1-Day SOFR, 0.33%		Quarterly		1.43%	Semi-Annual	Morgan Stanley & Co. International PLC		12/13/22		1.43			USD		4,338		(327,813	)
10-Year Interest Rate Swap, 12/17/32		1-Day SOFR, 0.33%		Quarterly		1.42%	Semi-Annual	JPMorgan Chase Bank N.A.		12/15/22		1.42			USD		4,337		(331,381	)
10-Year Interest Rate Swap, 12/18/32		3-Month LIBOR, 0.96%		Quarterly		1.23%	Semi-Annual	Goldman Sachs Bank USA		12/16/22		1.23			USD		2,560		(284,384	)
10-Year Interest Rate Swap, 12/18/32		3-Month LIBOR, 0.96%		Quarterly		1.25%	Semi-Annual	Goldman Sachs Bank USA		12/16/22		1.25			USD		2,560		(281,778	)
10-Year Interest Rate Swap, 01/01/33		3-Month LIBOR, 0.96%		Quarterly		1.25%	Semi-Annual	Citibank N.A.		12/30/22		1.25			USD		2,820		(308,816	)
2-Year Interest Rate Swap, 01/12/25		1-Day SOFR, 0.33%		Quarterly		1.75%	Semi-Annual	Deutsche Bank AG		01/10/23		1.75			USD		20,035		(430,588	)
2-Year Interest Rate Swap, 01/14/25		1-Day SOFR, 0.33%		Quarterly		1.75%	Semi-Annual	Barclays Bank PLC		01/12/23		1.75			USD		20,035		(430,230	)
2-Year Interest Rate Swap, 02/17/25		1-Day SOFR, 0.33%		Quarterly		2.25%	Semi-Annual	Deutsche Bank AG		02/15/23		2.25			USD		18,610		(278,848	)
2-Year Interest Rate Swap, 02/19/25		1-Day SOFR, 0.33%		Quarterly		2.39%	Semi-Annual	Morgan Stanley & Co. International PLC		02/17/23		2.39			USD		15,495		(206,870	)
10-Year Interest Rate Swap, 03/03/33		3-Month LIBOR, 0.96%		Quarterly		2.01%	Semi-Annual	Bank of America N.A.		03/01/23		2.01			USD		3,880		(219,046	)
10-Year Interest Rate Swap, 06/15/34		3-Month LIBOR, 0.96%		Quarterly		3.00%	Semi-Annual	Morgan Stanley & Co. International PLC		06/13/24		3.00			USD		1,970		(55,802	)
10-Year Interest Rate Swap, 06/15/34		3-Month LIBOR, 0.96%		Quarterly		3.50%	Semi-Annual	Morgan Stanley & Co. International PLC		06/13/24		3.50			USD		1,970		(36,178	)
10-Year Interest Rate Swap, 06/22/34		3-Month LIBOR, 0.96%		Quarterly		3.00%	Semi-Annual	Morgan Stanley & Co. International PLC		06/20/24		3.00			USD		3,950		(112,350	)
10-Year Interest Rate Swap, 06/22/34		3-Month LIBOR, 0.96%		Quarterly		3.50%	Semi-Annual	Morgan Stanley & Co. International PLC		06/20/24		3.50			USD		3,950		(72,972	)
10-Year Interest Rate Swap, 08/22/34		3-Month LIBOR, 0.96%		Quarterly		2.25%	Semi-Annual	Morgan Stanley & Co. International PLC		08/20/24		2.25			USD		3,310		(179,597	)


																			(7,100,459	)


																		$	(7,583,281	)



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.38.V1		5.00	%	Quarterly		06/20/27	USD 6,490	$(367,484)	$	(297,639	)	$	(69,845	)
CDX.NA.IG.38.V1		1.00		Quarterly		06/20/27	USD 22,630	(370,227)		(344,442	)		(25,785	)


								$(737,711)	$	(642,081	)	$	(95,630	)



															Upfront
															Premium			Unrealized
Paid by the Trust		Received by the Trust		Effective			Termination			Notional					Paid			Appreciation
Rate	Frequency	Rate	Frequency	Date			Date	Amount (000)				Value			(Received)			(Depreciation)

1-Day SOFR, 0.33%	Annual	0.81%	Annual		N/A		03/01/23		USD		3,350	$	(21,537	)	$	(10,108	)	$	(11,429	)
1-Day SOFR, 0.33%	Annual	0.84%	Annual		N/A		03/01/23		USD		13,390		(82,260	)		(36,904	)		(45,356	)
1-Day SOFR, 0.33%	Annual	0.62%	Annual		N/A		03/02/23		USD		6,665		(55,665	)		(31,631	)		(24,034	)
1-Day SOFR, 0.33%	Annual	0.62%	Annual		N/A		03/02/23		USD		6,700		(56,192	)		(32,013	)		(24,179	)
1-Day SOFR, 0.33%	Annual	0.64%	Annual		N/A		03/02/23		USD		2,230		(18,122	)		(10,122	)		(8,000	)
1-Day SOFR, 0.33%	Annual	0.72%	Annual		N/A		03/02/23		USD		3,360		(24,780	)		(12,933	)		(11,847	)
1-Day SOFR, 0.33%	Annual	0.73%	Annual		N/A		03/02/23		USD		3,360		(24,493	)		(12,670	)		(11,823	)
1-Day SOFR, 0.33%	Quarterly	(0.01%)	Quarterly		07/08/22	^(a)	07/08/23		USD		5,380		(120,636	)		(88,646	)		(31,990	)
0.40%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		11/22/22	^(a)	11/22/23		USD		2,280		57,003			40,954			16,049
1-Day SOFR, 0.33%	Annual	0.24%	Annual		N/A		12/08/23		USD		12,260		(384,407	)		(269,272	)		(115,135	)
1-Day SOFR, 0.33%	Annual	0.19%	Annual		N/A		12/14/23		USD		14,430		(473,238	)		(333,492	)		(139,746	)
1-Day SOFR, 0.33%	Annual	0.25%	Annual		N/A		01/12/24		USD		38,450		(1,299,635	)		(906,123	)		(393,512	)
1-Day SOFR, 0.33%	Annual	0.24%	Annual		N/A		01/21/24		USD		10,190		(353,535	)		(246,703	)		(106,832	)
1-Day SOFR, 0.33%	Annual	0.25%	Annual		N/A		03/04/24		USD		21,900		(823,190	)		(571,928	)		(251,262	)
1-Day SOFR, 0.33%	Annual	0.49%	Annual		N/A		03/04/24		USD		29,490		(967,505	)		(633,789	)		(333,716	)
3-Month LIBOR, 0.96%	Quarterly	0.52%	Semi- Annual		N/A		03/07/24		USD		12,960		(478,073	)		(337,719	)		(140,354	)
1.41%	Annual	1-Day SOFR, 0.33%	Annual		N/A		03/08/24		USD		490		7,324			1,969			5,355
3-Month LIBOR, 0.96%	Quarterly	0.56%	Semi- Annual		N/A		03/23/24		USD		12,960		(492,052	)		57			(492,109	)
3-Month LIBOR, 0.96%	Quarterly	0.57%	Semi- Annual		N/A		03/25/24		USD		25,100		(950,426	)		110			(950,536	)
1.10%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/04/22	^(a)	04/04/24		USD		1,585		44,409			27,497			16,912
1.47%	Annual	1-Day SOFR, 0.33%	Annual		04/06/22	^(a)	04/06/24		USD		31,670		495,880			134,447			361,433
0.99%	Annual	1-Day SOFR, 0.33%	Annual		04/07/22	^(a)	04/07/24		USD		6,220		156,605			86,067			70,538
0.99%	Annual	1-Day SOFR, 0.33%	Annual		04/07/22	^(a)	04/07/24		USD		6,220		156,851			86,314			70,537
0.65%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/11/22	^(a)	04/11/24		USD		8,600		319,230			227,461			91,769
0.66%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/11/22	^(a)	04/11/24		USD		4,470		164,922			117,218			47,704
0.68%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/12/22	^(a)	04/12/24		USD		11,080		405,811			287,437			118,374
0.69%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/12/22	^(a)	04/12/24		USD		8,590		312,620			220,836			91,784
0.73%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)	04/14/24		USD		7,470		267,486			187,363			80,123
0.79%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)	04/14/24		USD		8,530		295,283			203,727			91,556
0.80%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/14/22	^(a)	04/14/24		USD		8,530		293,833			202,268			91,565
0.76%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/19/22	^(a)	04/19/24		USD		6,090		215,308			149,713			65,595
0.76%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/19/22	^(a)	04/19/24		USD		6,090		215,170			149,575			65,595
0.81%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/20/22	^(a)	04/20/24		USD		4,290		148,419			101,981			46,438
0.81%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/20/22	^(a)	04/20/24		USD		4,290		147,866			101,424			46,442
0.85%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/20/22	^(a)	04/20/24		USD		4,205		142,118			96,578			45,540
0.92%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/20/22	^(a)	04/20/24		USD		4,280		138,827			92,438			46,389
0.91%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/25/22	^(a)	04/25/24		USD		8,560		279,931			186,876			93,055
0.94%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/25/22	^(a)	04/25/24		USD		8,553		274,364			181,351			93,013
1.00%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		04/29/22	^(a)	04/29/24		USD		4,290		134,108			87,074			47,034
1.01%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/03/22	^(a)	05/03/24		USD		12,995		406,443			263,354			143,089
1.02%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/03/22	^(a)	05/03/24		USD		12,995		403,786			260,679			143,107
1.05%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/12/22	^(a)	05/12/24		USD		8,700		268,945			171,418			97,527
1.11%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		05/16/22	^(a)	05/16/24		USD		4,740		141,853			88,413			53,440
1.22%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/07/22	^(a)	06/07/24		USD		4,335		125,094			73,922			51,172
1.25%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/07/22	^(a)	06/07/24		USD		4,335		122,736			71,547			51,189
1.01%	Annual	1-Day SOFR, 0.33%	Annual		06/09/22	^(a)	06/09/24		USD		4,320		122,739			68,461			54,278
1.27%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/17/22	^(a)	06/17/24		USD		15		427			246			181
1.28%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/17/22	^(a)	06/17/24		USD		3,235		91,735			52,684			39,051
0.73%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		06/21/22	^(a)	06/21/24		USD		4,790		187,652			129,691			57,961
1-Day SOFR, 0.33%	Annual	2.50%	Annual		07/05/22	^(a)	07/05/24		USD		7,300		(3,184	)		32			(3,216	)



Paid by the Trust			Received by the Trust			Effective Date			Termination Date		Notional Amount (000)						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)

1.97%		Annual	1-Day SOFR, 0.33%		Annual		N/A			03/21/27		USD	13,060	$	164,566		$	120		$	164,446
1-Day SOFR, 0.33%		Annual	2.13%		Annual		N/A			03/25/27		USD	1,110		(5,361	)		10			(5,371	)
1-Day SOFR, 0.33%		Annual	2.13%		Annual		N/A			03/25/27		USD	1,110		(5,335	)		10			(5,345	)
1-Day SOFR, 0.33%		Annual	2.29%		Annual		03/31/22	^(a)		03/31/27		USD	560		1,432			5			1,427
1-Day SOFR, 0.33%		Annual	2.30%		Annual		03/31/22	^(a)		03/31/27		USD	560		1,472			5			1,467
1-Day SOFR, 0.33%		Annual	2.35%		Annual		03/31/22	^(a)		03/31/27		USD	1,120		5,974			10			5,964
0.65%		Semi-Annual	3-Month LIBOR, 0.96%		Quarterly		04/20/22	^(a)		04/20/27		USD	530		47,072			35,675			11,397
3-Month LIBOR, 0.96%		Quarterly	1.63%		Semi-Annual		05/26/22	^(a)		05/26/27		USD	6,990		(306,771	)		(150,592	)		(156,179	)
3-Month LIBOR, 0.96%		Quarterly	1.63%		Semi-Annual		05/26/22	^(a)		05/26/27		USD	1,748		(77,061	)		(38,022	)		(39,039	)
1-Day SOFR, 0.33%		Annual	1.23%		Annual		06/14/22	^(a)		06/14/27		USD	880		(44,570	)		(24,803	)		(19,767	)
1-Day SOFR, 0.33%		Annual	1.25%		Annual		07/05/22	^(a)		07/05/27		USD	1,295		(65,244	)		(36,240	)		(29,004	)
3-Month LIBOR, 0.96%		Quarterly	1.35%		Semi-Annual		07/08/22	^(a)		07/08/27		USD	6,540		(383,018	)		(235,340	)		(147,678	)
3-Month LIBOR, 0.96%		Quarterly	1.19%		Semi-Annual		07/19/22	^(a)		07/19/27		USD	40		(2,649	)		(1,751	)		(898	)
3-Month LIBOR, 0.96%		Quarterly	1.48%		Semi-Annual		08/01/22	^(a)		08/01/27		USD	5,330		(281,296	)		(160,630	)		(120,666	)
3-Month LIBOR, 0.96%		Quarterly	1.49%		Semi-Annual		08/01/22	^(a)		08/01/27		USD	5,330		(278,808	)		(158,102	)		(120,706	)
1.50%		Annual	1-Day SOFR, 0.33%		Annual		09/06/22	^(a)		09/06/27		USD	2,460		96,529			41,984			54,545
1.62%		Annual	1-Day SOFR, 0.33%		Annual		09/07/22	^(a)		09/07/27		USD	1,215		41,170			14,128			27,042
1-Day SOFR, 0.33%		Annual	2.03%		Annual		09/16/22	^(a)		09/16/27		USD	2,350		(33,696	)		22			(33,718	)
1-Day SOFR, 0.33%		Annual	1.99%		Annual		09/19/22	^(a)		09/19/27		USD	1,188		(19,736	)		11			(19,747	)
1-Day SOFR, 0.33%		Annual	2.00%		Annual		09/19/22	^(a)		09/19/27		USD	1,188		(19,095	)		11			(19,106	)
1-Day SOFR, 0.33%		Annual	2.01%		Annual		09/19/22	^(a)		09/19/27		USD	1,187		(18,438	)		11			(18,449	)
2.09%		Annual	1-Day SOFR, 0.33%		Annual		09/20/22	^(a)		09/20/27		USD	4,460		53,002			41			52,961
2.44%		Annual	1-Day SOFR, 0.33%		Annual		09/30/22	^(a)		09/30/27		USD	460		(2,137	)		4			(2,141	)
2.48%		Annual	1-Day SOFR, 0.33%		Annual		09/30/22	^(a)		09/30/27		USD	4,140		(26,990	)		38			(27,028	)
3-Month LIBOR, 0.96%		Quarterly	1.68%		Semi-Annual		11/21/22	^(a)		11/21/27		USD	20		(886	)		(448	)		(438	)
2.34%		Annual	1-Day SOFR, 0.33%		Annual		01/04/23	^(a)		01/04/28		USD	850		(92	)		8			(100	)
1-Day SOFR, 0.33%		Annual	1.90%		Annual		02/14/23	^(a)		02/14/28		USD	1,250		(24,406	)		813			(25,219	)
2.31%		Annual	1-Day SOFR, 0.33%		Annual		03/28/23	^(a)		03/28/28		USD	3,830		247			35			212
3-Month LIBOR, 0.96%		Quarterly	1.05%		Semi - Annual		N/A			05/15/28		USD	1,650		(127,957	)		(94,788	)		(33,169	)
1.78%		Annual	1-Day SOFR, 0.33%		Annual		06/30/22	^(a)		02/15/29		USD	10,390		283,238			40,937			242,301
1-Day SOFR, 0.33%		Annual	2.07%		Annual		06/30/22	^(a)		02/15/29		USD	4,720		(44,660	)		61			(44,721	)
3-Month LIBOR, 0.96%		Quarterly	1.18%		Semi - Annual		N/A			07/28/31		USD	1,640		(167,426	)		(129,310	)		(38,116	)
1.43%		Semi-Annual	3-Month LIBOR, 0.96%		Quarterly		N/A			09/21/31		USD	2,705		227,783			159,275			68,508
1.39%		Semi-Annual	3-Month LIBOR, 0.96%		Quarterly		N/A			09/22/31		USD	2,265		198,114			140,830			57,284
1.52%		Semi-Annual	3-Month LIBOR, 0.96%		Quarterly		N/A			09/24/31		USD	5,730		438,436			291,817			146,619
3-Month LIBOR, 0.96%		Quarterly	1.59%		Semi-Annual		N/A			10/12/31		USD	26,700		(1,697,258	)		(1,195,994	)		(501,264	)
1.78%		Semi-Annual	3-Month LIBOR, 0.96%		Quarterly		N/A			10/18/31		USD	3,040		144,098			87,933			56,165
1-Day SOFR, 0.33%		Annual	1.63%		Annual		06/30/22	^(a)		11/15/31		USD	4,110		(185,118	)		(87,864	)		(97,254	)
1-Day SOFR, 0.33%		Annual	1.80%		Annual		06/30/22	^(a)		11/15/31		USD	3,940		(119,504	)		24			(119,528	)
1-Day SOFR, 0.33%		Annual	1.82%		Annual		06/30/22	^(a)		11/15/31		USD	7,510		(219,489	)		(39,370	)		(180,119	)
2.05%		Annual	1-Day SOFR, 0.33%		Annual		06/30/22	^(a)		11/15/31		USD	3,910		35,671			63			35,608
2.09%		Annual	1-Day SOFR, 0.33%		Annual		06/30/22	^(a)		11/15/31		USD	5,570		33,769			90			33,679
2.12%		Annual	1-Day SOFR, 0.33%		Annual		06/30/22	^(a)		11/15/31		USD	2,230		7,736			36			7,700
1.48%		Annual	1-Day SOFR, 0.33%		Annual		N/A			11/26/31		USD	1,920		97,890			60,515			37,375
1-Day SOFR, 0.33%		Annual	1.19%		Annual		N/A			12/07/31		USD	587		(45,795	)		(33,874	)		(11,921	)
1-Day SOFR, 0.33%		Annual	1.24%		Annual		N/A			12/07/31		USD	1,780		(130,457	)		(94,437	)		(36,020	)
1.46%		Annual	1-Day SOFR, 0.33%		Annual		N/A			01/06/32		USD	730		39,622			24,219			15,403
1.61%		Annual	1-Day SOFR, 0.33%		Annual		N/A			01/11/32		USD	1,290		53,767			26,365			27,402
3-Month LIBOR, 0.96%		Quarterly	1.60%		Semi - Annual		N/A			03/02/32		USD	2,130		(151,269	)		(97,970	)		(53,299	)
1-Day SOFR, 0.33%		Annual	1.67%		Annual		N/A			03/02/32		USD	620		(23,884	)		(9,332	)		(14,552	)
1-Day SOFR, 0.33%		Annual	1.68%		Annual		N/A			03/02/32		USD	620		(23,155	)		(8,595	)		(14,560	)
1-Day SOFR, 0.33%		Annual	1.51%		Annual		N/A			03/03/32		USD	1,250		(66,410	)		(37,228	)		(29,182	)
1-Day SOFR, 0.33%		Annual	1.54%		Annual		N/A			03/03/32		USD	1,240		(63,077	)		(34,096	)		(28,981	)
1-Day SOFR, 0.33%		Annual	1.57%		Annual		N/A			03/03/32		USD	1,240		(59,266	)		(30,240	)		(29,026	)
1.74%		Annual	1-Day SOFR, 0.33%		Annual		N/A			03/04/32		USD	610		19,788			5,370			14,418
1.75%		Annual	1-Day SOFR, 0.33%		Annual		N/A			03/04/32		USD	610		19,070			4,644			14,426
1-Day SOFR, 0.33%		Annual	1.55%		Annual		N/A			03/08/32		USD	615		(30,447	)		(15,932	)		(14,515	)
1-Day SOFR, 0.33%		Annual	1.60%		Annual		N/A			03/08/32		USD	615		(27,668	)		(13,117	)		(14,551	)
1-Day SOFR, 0.33%		Annual	1.61%		Annual		N/A			03/08/32		USD	615		(27,113	)		(12,554	)		(14,559	)
1-Day SOFR, 0.33%		Annual	1.59%		Annual		N/A			03/09/32		USD	780		(36,402	)		(17,931	)		(18,471	)
1.67%		Annual	1-Day SOFR, 0.33%		Annual		N/A			03/10/32		USD	830		32,293			12,513			19,780


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	B		EUR	10	$	(69	)	$	1,299		$	(1,368	)
Virgin Media Finance PLC	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/25	B		EUR	10		1,101			1,005			96
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R		EUR	10		2			882			(880	)
Adler Real Estate AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	06/20/26	N/R		EUR	10		1			990			(989	)
CMA CGM SA	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/26	BB-		EUR	10		817			417			400
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Bank of America N.A.	12/20/26	B+		EUR	10		(123	)		(411	)		288
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Barclays Bank PLC	12/20/26	B+		EUR	5		(62	)		209			(271	)
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Credit Suisse International	12/20/26	B+		EUR	5		(60	)		215			(275	)
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Credit Suisse International	12/20/26	B+		EUR	25		(307	)		1,010			(1,317	)
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Morgan Stanley & Co. International PLC	12/20/26	B+		EUR	25		(307	)		1,197			(1,504	)
K&S AG	5.00		Quarterly	JPMorgan Chase Bank N.A.	12/20/26	B+		EUR	10		1,509			847			662
CMBX.NA.8	3.00		Monthly	Barclays Bank PLC	10/17/57	N/R		USD	5,000		(646,936	)		(485,247	)		(161,689	)
CMBX.NA.8	3.00		Monthly	Credit Suisse International	10/17/57	N/R		USD	2,500		(323,468	)		(240,066	)		(83,402	)
CMBX.NA.8	3.00		Monthly	Morgan Stanley & Co. International PLC	10/17/57	N/R		USD	5,550		(718,097	)		(705,848	)		(12,249	)
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R		USD	5,000		(507,543	)		(520,842	)		13,299
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R		USD	2,500		(253,771	)		(260,421	)		6,650
CMBX.NA.9	3.00		Monthly	Credit Suisse International	09/17/58	N/R		USD	5,000		(507,542	)		(520,792	)		13,250
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	2,153		(218,548	)		(234,982	)		16,434


										$	(3,173,403	)	$	(2,960,538	)	$	(212,865	)



	Level 1		Level 2		Level 3		Total

Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	62,960,470	$	1,258,344	$	64,218,814
Corporate Bonds
Advertising Agencies		—		594,799		—		594,799
Aerospace & Defense		—		13,986,948		—		13,986,948
Airlines		—		9,075,185		—		9,075,185
Auto Components		—		3,877,954		—		3,877,954
Automobiles		—		9,208,617		—		9,208,617
Banks		—		12,304,483		—		12,304,483
Beverages		—		8,008,319		—		8,008,319
Biotechnology		—		1,776,868		—		1,776,868
Building Materials		—		1,790,662		—		1,790,662
Building Products		—		5,367,008		—		5,367,008
Capital Markets		—		17,724,819		—		17,724,819
Chemicals		—		6,130,857		—		6,130,857
Commercial Services & Supplies		—		2,141,089		—		2,141,089
Communications Equipment		—		1,637,063		—		1,637,063
Construction & Engineering		—		4,041,505		—		4,041,505
Construction Materials		—		731,641		—		731,641
Consumer Discretionary		—		5,556,352		—		5,556,352
Consumer Finance		—		4,814,021		—		4,814,021
Containers & Packaging		—		1,654,387		—		1,654,387
Diversified Consumer Services		—		4,642,208		—		4,642,208
Diversified Financial Services		—		34,770,090		—		34,770,090
Diversified Telecommunication Services		—		24,113,337		—		24,113,337
Education		—		685,994		—		685,994
Electric Utilities		—		25,858,430		—		25,858,430
Electrical Equipment		—		296,821		—		296,821
Electronic Equipment, Instruments & Components		—		2,878,648		—		2,878,648
Energy Equipment & Services		—		1,934,883		—		1,934,883
Environmental, Maintenance & Security Service		—		1,656,139		—		1,656,139
Equity Real Estate Investment Trusts (REITs)		—		11,594,461		—		11,594,461
Food & Staples Retailing		—		3,062,422		—		3,062,422
Food Products		—		1,857,961		—		1,857,961
Gas Utilities		—		58,125		—		58,125
Health Care Equipment & Supplies		—		2,904,567		—		2,904,567
Health Care Providers & Services		—		15,154,277		—		15,154,277
Health Care Technology		—		2,242,858		—		2,242,858
Hotels, Restaurants & Leisure		—		12,935,531		3,594,384		16,529,915
Household Durables		—		2,255,423		—		2,255,423
Household Products		—		79,200		—		79,200
Independent Power and Renewable Electricity Producers		—		3,771,215		—		3,771,215
Industrial Conglomerates		—		43,200		—		43,200
Insurance		—		24,937,674		—		24,937,674
Interactive Media & Services		—		1,445,965		—		1,445,965
Internet Software & Services		—		2,723,359		—		2,723,359
IT Services		—		6,356,863		—		6,356,863
Leisure Products		—		562,076		—		562,076
Machinery		—		2,263,684		—		2,263,684
Media		—		44,900,575		—		44,900,575
Metals & Mining		—		7,010,147		—		7,010,147
Multiline Retail		—		638,872		—		638,872
Multi-Utilities		—		1,161,022		—		1,161,022
Offshore Drilling & Other Services		—		518,368		—		518,368
Oil, Gas & Consumable Fuels		95,313		53,934,391		1,455,369		55,485,073
Personal Products		—		94,245		—		94,245
Pharmaceuticals		—		17,642,197		—		17,642,197
Real Estate Management & Development		—		9,557,326		—		9,557,326
Road & Rail		—		8,226,919		—		8,226,919




	Asset-Backed Securities			Corporate Bonds		Floating Rate Loan Interests			Total


Assets
Opening balance, as of December 31, 2021	$	2,843,303		$	6,314,241	$	580,932		$	9,738,476
Transfers into Level 3		—			—		2,636,242			2,636,242
Transfers out of Level 3		(1,539,188	)		—		—			(1,539,188	)
Accrued discounts/premiums		(24,066	)		—		(4,057	)		(28,123	)
Net realized gain (loss)		402			—		189			591




	Asset-Backed Securities			Corporate Bonds			Floating Rate Loan Interests			Total


Net change in unrealized appreciation (depreciation)^(a)	$	7,551		$	(499,392	)	$	(37,509	)	$	(529,350	)
Purchases		—			—			388,619			388,619
Sales		(29,658	)		(45,493	)		(87,771	)		(162,922	)


Closing balance, as of March 31, 2022	$	1,258,344		$	5,769,356		$	3,476,645		$	10,504,345


Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2022^(a)	$	7,551		$	(499,392	)	$	(37,509	)	$	(529,350	)


Currency Abbreviation

AUD		Australian Dollar

CAD		Canadian Dollar

EUR		Euro

GBP		British Pound

USD		United States Dollar

Portfolio Abbreviation

AGM		Assured Guaranty Municipal Corp.

BAB		Build America Bond

CDI		CREST Depository Interest

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

DAC		Designated Activity Company

DIP		Debtor-In-Possession

EURIBOR		Euro Interbank Offered Rate

GO		General Obligation Bonds

LIBOR		London Interbank Offered Rate

PCL		Public Company Limited

PIK		Payment-in-Kind

RB		Revenue Bond

REIT		Real Estate Investment Trust

SOFR		Secured Overnight Financing Rate

TBA		To-Be-Announced