BlackRock Funds II

Name and address of agent for service: John M. Perlowski, Chief Executive Officer, BlackRock Funds II, 55 East 52^ndStreet, New York, NY 10055


Security		Par (000)		Value
Asset-Backed Securities — 9.6%
Allegro CLO VI Ltd., Series 2017-2A, Class D, 4.48%, 01/17/31^(a)(b)	USD		555	$	555,451
ALM VI Ltd., Series 2012-6A, Class CRR, 4.92%, 07/15/26^(a)(b)			500		500,736
ALM XII Ltd.^(a)(b):
Series 2015-12A, Class BR, 4.40%, 04/16/27			500		499,956
Series 2015-12A, Class C1R, 5.55%, 04/16/27			500		500,723
ALM XVI Ltd., Series 2015-16A, Class C1R, 5.55%, 07/15/27^(a)(b)			1,000		1,001,495
ALM XVII Ltd., Series 2015-17A, Class C1, 6.50%, 01/15/28^(a)(b)			250		250,940
AMMC CLO 15 Ltd., Series 2014-15A, Class D, 6.26%, 12/09/26^(a)(b)			1,000		1,008,769
AMMC CLO 18 Ltd., Series 2016-18A, Class D, 6.94%, 05/26/28^(a)(b)			700		703,768
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, 4.96%, 01/28/31^(a)(b)			250		249,098
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR, 5.05%, 10/15/27^(a)(b)			250		248,403
Apidos CLO XVI, Series 2013-16A, Class CR, 5.36%, 01/19/25^(a)(b)			250		250,442
Apidos CLO XX, Series 2015-20A, Class C, 6.05%, 01/16/27^(a)(b)			500		500,738
Ares XLIV CLO Ltd., Series 2017-44A, Class D, 8.90%, 10/15/29^(a)(b)			500		506,106
Ares XLV CLO Ltd., Series 2017-45A, Class D, 4.58%, 10/15/30^(a)(b)			500		500,277
Ares XLVI CLO Ltd., Series 2017-46A, Class SUB, 0.00%, 01/15/30^(a)(b)			750		729,854
Ares XLVII CLO Ltd.^(a)(b)(c):
Series 2018-47A, Class D, 5.05%, 04/15/30			500		499,250
Series 2018-47A, Class SUB, 0.00%, 04/15/30			500		425,000
Ares XXVII CLO Ltd.^(a)(b):
Series 2013-2A, Class CR, 4.76%, 07/28/29			500		505,732
Series 2013-2A, Class DR, 6.11%, 07/28/29			500		505,129
Ares XXVIII CLO Ltd., Series 2013-3A, Class DR, 5.60%, 10/17/24^(a)(b)			500		500,369
Ares XXXIIR CLO Ltd., Series 2014-32RA, Class C, 5.26%, 05/15/30^(a)(b)(c)			500		496,875
Atlas Senior Loan Fund X Ltd., Series 2018-10A, Class D, 5.10%, 01/15/31^(a)(b)			550		543,535
Atrium X, Series 10A, Class DR, 5.35%, 07/16/25^(a)(b)			750		750,574
Atrium XI, Series 11A, Class DR, 5.51%, 10/23/25^(a)(b)			1,000		1,001,344
Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2, 3.62%, 04/25/34^(a)			144		148,840
Benefit Street Partners CLO XII Ltd.^(a)(b):
Series 2017-12A, Class C, 5.40%, 10/15/30			500		498,831
Series 2017-12A, Class D, 8.76%, 10/15/30			500		503,328
Carlyle Global Market Strategies CLO Ltd.^(a)(b):
Series 2013-1A, Class CR, 5.18%, 08/14/30			500		501,999
Series 2013-4A, Class DRR, 4.37%, 01/15/31			450		447,269
Series 2014-3A, Class D1, 7.47%, 07/27/26			640		642,050
Series 2015-1A, Class DR, 5.36%, 04/20/27			475		475,391
Series 2015-1A, Class E1, 7.66%, 04/20/27			1,500		1,509,923
Series 2015-4A, Class SBB1, 10.86%, 10/20/27^(c)			423		426,903
Series 2016-1A, Class D, 9.96%, 04/20/27			750		751,970
Carrington Mortgage Loan Trust^(a):
Series 2006-NC3, Class A4, 2.14%, 08/25/36			300		194,456
Series 2006-NC5, Class A3, 2.05%, 01/25/37			240		171,836
Catskill Park CLO Ltd., Series 2017-1A, Class C, 6.06%, 04/20/29^(a)(b)			250		252,453
CBAM Ltd., Series 2017-3A, Class E1, 8.85%, 10/17/29^(a)(b)			500		503,994


Security		Par (000)		Value
Asset-Backed Securities (continued)
Cedar Funding IV CLO Ltd., Series 2014-4A, Class DR, 6.01%, 07/23/30^(a)(b)	USD		500	$	503,693
Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB, 0.00%, 04/20/31^(a)(b)			1,000		891,244
Cedar Funding VIII CLO Ltd., Series 2017-8A, Class E, 8.70%, 10/17/30^(a)(b)			525		528,093
Cent CLO 17 Ltd., Series C17A, Class CR, 5.15%, 04/30/31^(a)(b)(c)			500		499,750
CIFC Funding Ltd.^(a)(b):
Series 2014-3A, Class DR, 5.51%, 07/22/26			500		500,661
Series 2014-4A, Class D, 5.75%, 10/17/26			1,000		1,002,172
Series 2017-1A, Class D, 5.86%, 04/23/29			500		503,950
Series 2018-1A, Class D, 4.81%, 04/18/31			500		494,983
Conseco Finance Corp., Series 1998-8, Class A1, 6.28%, 09/01/30			459		479,311
CWHEQ Revolving Home Equity Loan Trust, Series 2006-G, Class 2A, 2.05%, 10/15/36^(a)			191		178,953
Dewolf Park CLO Ltd., Series 2017-1A, Class E, 8.55%, 10/15/30^(a)(b)			500		503,623
Dryden 37 Senior Loan Fund, Series 2015-37A, Class ER, 6.87%, 01/15/31^(a)(b)			368		351,739
Dryden 40 Senior Loan Fund, Series 2015-40A, Class E, 7.79%, 08/15/28^(a)(b)			750		750,824
Dryden 50 Senior Loan Fund^(a)(b):
Series 2017-50A, Class E, 8.61%, 07/15/30			500		505,008
Series 2017-50A, Class SUB, 0.00%, 07/15/30			1,000		840,605
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, 4.99%, 08/15/30^(a)(b)			500		499,579
Gilbert Park CLO Ltd., Series 2017-1A, Class E, 8.75%, 10/15/30^(a)(b)			500		505,048
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class D, 5.86%, 10/29/26^(a)(b)			750		751,839
Greenwood Park CLO Ltd.^(a)(b)(c):
Series 2018-1A, Class D, 4.53%, 04/15/31			650		645,125
Series 2018-1A, Class E, 6.98%, 04/15/31			270		257,850
Highbridge Loan Management Ltd.^(a)(b):
Series 2013-2A, Class DR, 8.96%, 10/20/29			500		504,749
Series 5A-2015, Class C1R, 4.46%, 01/29/26			500		500,692
Series 5A-2015, Class D1R, 5.66%, 01/29/26			500		500,849
Series 6A-2015, Class CR, 4.34%, 02/05/31			500		490,398
Invitation Homes Trust, Series 2015-SFR3, Class E, 5.65%, 08/17/32^(a)(b)			400		402,500
Long Beach Mortgage Loan Trust^(a):
Series 2006-2, Class 2A3, 2.09%, 03/25/46			368		174,870
Series 2006-3, Class 2A3, 2.08%, 05/25/46			296		128,531
Series 2006-3, Class 2A4, 2.17%, 05/25/46			270		118,532
Series 2006-4, Class 1A, 2.05%, 05/25/36			542		366,454
Madison Park Funding XVI Ltd., Series 2015-16A, Class D, 7.86%, 04/20/26^(a)(b)			500		501,589
Madison Park Funding XXVII Ltd., Series 2018-27A, Class C, 4.65%, 04/20/30^(a)(b)(c)			500		494,650
MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4, 2.18%, 05/25/37^(a)			650		541,938
MP CLO VI Ltd., Series 2014-2A, Class DR, 5.85%, 01/15/27^(a)(b)			1,000		1,001,964
Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class CR, 6.08%, 11/14/27^(a)(b)			250		252,062
Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class E, 9.10%, 10/17/27^(a)(b)			500		506,593
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class D, 5.61%, 10/18/29^(a)(b)			500		500,854


Security		Par (000)		Value
Asset-Backed Securities (continued)
Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1, 7.42%, 01/15/29^(b)	USD		432	$	438,209
Octagon Investment Partners 26 Ltd., Series 2016-1A, Class E, 10.20%, 04/15/27^(a)(b)			750		751,346
Octagon Investment Partners 31 LLC, Series 2017-1A, Class E, 8.66%, 07/20/30^(a)(b)			250		252,660
Octagon Investment Partners 32 Ltd., Series 2017-1A, Class E, 8.55%, 07/15/29^(a)(b)			500		504,639
Octagon Investment Partners 33 Ltd., Series 2017-1A, Class C, 5.11%, 01/20/31^(a)(b)			500		497,788
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class C, 4.35%, 01/20/31^(a)(b)			400		397,254
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class DR2, 4.48%, 01/25/31^(a)(b)			500		498,168
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, 5.11%, 01/22/30^(a)(b)			500		497,288
OZLM Funding Ltd., Series 2012-1A, Class CR2, 5.96%, 07/23/29^(a)(b)			1,000		1,008,273
OZLM VI Ltd., Series 2014-6A, Class B1S, 3.96%, 04/17/31^(a)(b)(c)			1,490		1,490,000
OZLM XI Ltd., Series 2015-11A, Class CR, 5.96%, 10/30/30^(a)(b)			500		504,902
OZLM XIX Ltd., Series 2017-19A, Class C, 5.45%, 11/22/30^(a)(b)			250		250,390
Palmer Square CLO Ltd.^(a)(b):
Series 2013-2A, Class CR, 5.95%, 10/17/27			500		502,596
Series 2015-1A, Class CR, 5.39%, 05/21/29			500		501,945
Series 2018-1A, Class C, 4.68%, 04/18/31^(c)			500		500,000
Series 2018-1A, Class D, 7.33%, 04/18/31^(c)			500		500,000
Progress Residential Trust, Series 2015-SFR3, Class F, 6.64%, 11/12/32^(b)			500		519,816
Rockford Tower CLO Ltd., Series 2018-1A, Class D, 0.00%, 05/20/31^(a)(b)			250		250,000
Stewart Park CLO Ltd., Series 2015-1A, Class DR, 4.95%, 01/15/30^(a)(b)			650		644,602
Voya CLO Ltd., Series 2015-2A, Class D, 5.76%, 07/23/27^(a)(b)			1,000		1,003,616
Westcott Park CLO Ltd., Series 2016-1A, Class E, 9.56%, 07/20/28^(a)(b)			500		508,844
York CLO-2 Ltd., Series 2015-1A, Class ER, 8.01%, 01/22/31^(a)(b)			250		248,859
York CLO-3 Ltd.^(a)(b):
Series 2016-1A, Class DR, 5.96%, 10/20/29			500		502,803
Series 2016-1A, Class ER, 8.76%, 10/20/29			500		503,312
York CLO-4 Ltd., Series 2016-2A, Class D, 6.46%, 01/20/30^(a)(b)			500		510,960

Total Asset-Backed Securities — 9.6% (Cost: $51,592,248)					52,233,352


		Shares
Common Stocks — 10.2%

Equity Real Estate Investment Trusts (REITs) — 4.3%
Alexandria Real Estate Equities, Inc.			6,437		801,857
Assura plc			1,500,846		1,230,561
AvalonBay Communities, Inc.			7,286		1,187,618
Boston Properties, Inc.			7,785		945,177
British Land Co. plc (The)			90,455		835,344
Community Healthcare Trust, Inc.			10,215		260,483
EPR Properties			24,519		1,349,035
Equinix, Inc.			2,255		948,881


Security	Shares		Value
Equity Real Estate Investment Trusts (REITs) (continued)
Goodman Group		122,149	$	831,046
Highwoods Properties, Inc.		10,361		456,091
Ichigo Hotel REIT Investment Corp.		230		282,580
Ichigo Office REIT Investment		358		265,563
Ingenia Communities Group		247,426		495,808
Invincible Investment Corp.		622		277,656
Japan Rental Housing Investments, Inc.		806		626,943
Kenedix Residential Next Investment Corp.		66		97,322
Kenedix Retail REIT Corp.		260		550,331
Liberty Property Trust		27,265		1,140,222
Link REIT		32,000		282,820
National Storage REIT		722,587		867,545
PRS REIT plc (The)^(d)		268,017		374,514
Ramco-Gershenson Properties Trust		78,011		932,231
Sabra Health Care REIT, Inc.		70,520		1,291,221
Scentre Group		265,440		802,296
Secure Income REIT plc		78,824		422,131
Simon Property Group, Inc.^(d)		6,612		1,033,720
Spirit Realty Capital, Inc.		86,221		694,079
Target Healthcare REIT Ltd.		339,551		516,543
Tritax Big Box REIT plc		463,405		954,979
Unibail-Rodamco SE		4,254		1,021,257
VEREIT, Inc.		104,764		712,395
Westfield Corp.		141,999		981,239

				23,469,488
Oil, Gas & Consumable Fuels — 5.1%
Andeavor Logistics LP		14,637		621,194
Antero Midstream Partners LP		27,069		725,720
Boardwalk Pipeline Partners LP		28,964		329,321
BP Midstream Partners LP		34,915		662,338
Delek Logistics Partners LP		8,264		250,812
Dominion Energy Midstream Partners LP		15,513		224,938
Energy Transfer Equity LP		26,955		425,889
Energy Transfer Partners LP		156,120		2,813,282
EnLink Midstream Partners LP		23,311		340,341
Enterprise Products Partners LP		131,960		3,541,806
EQT Midstream Partners LP		18,061		1,016,112
Genesis Energy LP		41,620		871,939
Magellan Midstream Partners LP		44,997		2,962,153
MPLX LP		82,681		2,921,120
ONEOK, Inc.		26,403		1,589,989
Phillips 66 Partners LP		8,617		427,231
Plains All American Pipeline LP		110,317		2,593,553
Shell Midstream Partners LP		25,826		557,583
Targa Resources Corp.		13,223		621,084
Valero Energy Partners LP		11,039		435,268
Western Gas Partners LP		31,656		1,521,387
Williams Cos., Inc. (The)		24,053		618,884
Williams Partners LP		44,863		1,633,013

				27,704,957
Real Estate Management & Development — 0.8%
Aroundtown SA		117,205		938,041
Atrium European Real Estate Ltd.		34,089		165,381
Entra ASA^(b)		47,455		650,818
First Capital Realty, Inc.		86,388		1,350,370
Vonovia SE		17,672		885,453

				3,990,063
Total Common Stocks — 10.2% (Cost: $57,826,519)				55,164,508


Security		Par (000)		Value
Corporate Bonds — 17.0%

Airlines — 0.1%
Avianca Holdings SA, 8.38%, 05/10/20	USD		400	$	407,000
Latam Finance Ltd., 6.88%, 04/11/24^(b)			200		205,780

					612,780
Auto Components — 0.0%
Weichai International Hong Kong Energy Group Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.08%), 3.75%^(e)(f)			200		188,236

Banks — 6.3%
Australia & New Zealand Banking Group Ltd., (USD Swap Rate 5 Year + 5.17%), 6.75%^(b)(e)(f)			320		341,200
Banco Bilbao Vizcaya Argentaria SA, (USD Swap Semi 5 Year + 3.87%), 6.13%^(e)(f)			1,800		1,739,790
Barclays plc, (USD Swap Semi 5 Year + 6.77%), 7.88%^(e)(f)			1,659		1,769,655
BNP Paribas SA^(b)(e)(f):
(USD Swap Semi 5 Year + 6.31%), 7.63%			704		758,384
(USD Swap Semi 5 Year + 4.92%), 6.75%			1,825		1,913,969
(USD Swap Semi 5 Year + 2.84%), 5.13%			700		656,250
Busan Bank Co. Ltd., 3.63%, 07/25/26			200		183,720
Credit Agricole SA^(b)(e)(f):
(USD Swap Semi 5 Year + 4.90%), 7.88%			350		379,750
(USD Swap Semi 5 Year + 6.19%), 8.12%			975		1,107,844
Danske Bank A/S, (USD Swap Semi 7 Year + 3.90%), 6.13%^(e)(f)			449		454,613
Gilex Holding Sarl, 8.50%, 05/02/23^(b)			183		184,372
HSBC Holdings plc^(e)(f):
(USD Swap Rate 5 Year + 5.51%), 6.87%			581		615,860
(USD Swap Rate 5 Year + 4.37%), 6.38%			1,475		1,519,250
(USD Swap Rate 5 Year + 3.75%), 6.00%			2,137		2,110,715
(USD Swap Rate 5 Year + 3.61%), 6.50%			920		933,901
Intesa Sanpaolo SpA, (USD Swap Semi 5 Year + 5.46%), 7.70%^(b)(e)(f)			1,299		1,373,693
Inversiones Atlantida SA, 8.25%, 07/28/22^(b)			400		418,500
Series WJPMorgan Chase & Co., (LIBOR USD 3 Month + 1.00%), 2.84%, 05/15/47^(f)			2,557		2,297,465
Macquarie Bank Ltd.^(e)(f):
(USD Swap Semi 5 Year + 3.70%), 6.13%^(b)			1,704		1,640,100
(USD Swap Semi 5 Year + 3.70%), 6.13%			200		192,500
Noor Sukuk Co. Ltd., 4.47%, 04/24/23			200		199,016
Philippine National Bank, 4.25%, 04/27/23			200		198,235
Popular, Inc., 7.00%, 07/01/19			220		223,850
Postal Savings Bank of China Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.63%), 4.50%^(e)(f)			200		189,000
Rizal Commercial Banking Corp., 4.13%, 03/16/23			200		197,483
Royal Bank of Scotland Group plc^(e)(f):
(USD Swap Semi 5 Year + 7.60%), 8.62%			2,111		2,311,545
(USD Swap Semi 5 Year + 5.72%), 8.00%			897		981,094
Santander UK plc, 5.00%, 11/07/23(b)			400		410,590
Societe Generale SA^(b)(e)(f):
(USD Swap Semi 5 Year + 6.24%), 7.38%			376		398,560
(USD Swap Rate 5 Year + 5.87%), 8.00%			2,325		2,574,938
(USD Swap Semi 5 Year + 3.93%), 6.75%			775		769,187
Standard Chartered plc, (USD Swap Semi 5 Year + 6.30%), 7.50%^(b)(e)(f)			1,560		1,647,750
Union Bank of the Philippines, 3.37%, 11/29/22			200		191,980
United Overseas Bank Ltd., (USD Swap Semi 5 Year + 1.79%), 3.88%^(e)(f)			200		189,420


Security		Par (000)		Value
Banks (continued)
Westpac Banking Corp., (USD Swap Rate 5 Year + 2.89%), 5.00%^(e)(f)	USD		2,600	$	2,370,825
Wing Lung Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 1.75%), 3.75%, 11/22/27^(f)			200		192,287
Woori Bank, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.35%), 5.25%^(e)(f)			400		392,370
Yes Bank Ifsc Banking Unit Branch, 3.75%, 02/06/23			200		193,871

					34,223,532
Beverages — 0.1%
Central American Bottling Corp., 5.75%, 01/31/27^(b)			381		390,296

Capital Markets — 1.9%
CCTI Ltd., 3.63%, 08/08/22			200		191,377
China Cinda Finance 2015 I Ltd., 4.25%, 04/23/25			450		437,978
Credit Suisse AG, 6.50%, 08/08/23^(b)			200		216,500
Credit Suisse Group AG, (USD Swap Semi 5 Year + 3.46%), 6.25%^(b)(e)(f)			1,928		1,974,342
Deutsche Bank AG^(f):
(USD Swap Semi 5 Year + 5.00%), 7.50%^(e)			200		199,500
(USD Swap Semi 5 Year + 2.25%), 4.30%, 05/24/28			1,261		1,202,431
Guojing Capital BVI Ltd., 3.95%, 12/11/22			200		192,241
Huarong Finance 2017 Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 7.77%), 4.50%^(e)(f)			200		195,115
Huarong Finance II Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.71%), 2.88%^(e)(f)			400		373,758
Huarong Universe Investment Holding Ltd., 1.63%, 12/05/22	EUR		125		148,080
Hubei Science & Technology Investment Group Hong Kong Ltd., 4.38%, 03/05/21	USD		200		198,836
Macquarie Group Ltd., (LIBOR USD 3 Month + 1.02%), 3.19%, 11/28/23^(f)			98		93,945
State Street Corp., (LIBOR USD 3 Month + 1.00%), 3.12%, 06/15/47^(f)			3,396		3,078,474
UBS Group AG^(e)(f):
(USD Swap Rate 5 Year + 5.50%), 6.87%			875		918,750
(USD Swap Semi 5 Year + 4.87%), 7.00%			402		430,090
(USD Swap Semi 5 Year + 4.59%), 6.87%			240		252,600

					10,104,017
Chemicals — 0.5%
CNAC HK Finbridge Co. Ltd.:
4.13%, 03/14/21			200		199,797
4.63%, 03/14/23			200		200,109
4.88%, 03/14/25			200		198,053
CNAC HK Synbridge Co. Ltd., 5.00%, 05/05/20			218		222,633
Cydsa SAB de CV, 6.25%, 10/04/27^(b)			849		816,101
Mexichem SAB de CV, 5.50%, 01/15/48^(b)			453		412,796
Pearl Holding III Ltd., 9.50%, 12/11/22			200		197,486
Petkim Petrokimya Holding A/S, 5.88%, 01/26/23^(b)			264		252,817
Rock International Investment, Inc., 6.63%, 03/27/20			200		177,882
UPL Corp. Ltd., 4.50%, 03/08/28			200		193,494

					2,871,168
Commercial Services & Supplies — 0.2%
ILFC E-Capital Trust I, 4.64%, 12/21/65^(a)(b)			896		862,400

Communications Equipment — 0.1%
Proven Glory Capital Ltd.:



Security		Par (000)		Value
Communications Equipment (continued)
3.25%, 02/21/22	USD		225	$	215,035
4.00%, 02/21/27			200		186,717

					401,752
Construction & Engineering — 0.2%
Aeropuertos Argentina 2000 SA, 6.88%, 02/01/27^(b)			451		469,265
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			600		645,750
Leader Goal International Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.92%), 4.25%^(e)(f)			200		194,239

					1,309,254
Consumer Finance — 0.4%
CDBL Funding 1:
3.00%, 04/24/23			200		188,439
3.50%, 10/24/27			200		180,106
Credivalores-Crediservicios SAS, 9.75%, 07/27/22^(b)			400		406,000
Docuformas SAPI de CV, 9.25%, 10/11/22^(b)			200		188,000
ICBCIL Finance Co. Ltd., 3.38%, 04/05/22			215		208,838
ILFC E-Capital Trust II, (LIBOR 3 Month + 1.80%, 14.50% Cap), 4.89%, 12/21/65^(b)(f)			397		382,112
King Talent Management Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.52%), 5.60%^(e)(f)			200		191,755
New Lion Bridge Co. Ltd., 9.75%, 10/10/20			200		200,500
Tarjeta Naranja SA, (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.50%, 15.00% Floor), 26.00%, 04/11/22^(b)(f)			302		227,557

					2,173,307
Distributors — 0.0%
Hongkong Xiangyu Investment Co. Ltd., 4.50%, 01/30/23			200		193,115

Diversified Financial Services — 0.0%
Azure Orbit IV International Finance Ltd., 3.75%, 01/25/23			200		193,837

Diversified Telecommunication Services — 0.0%
WTT Investment Ltd., 5.50%, 11/21/22			200		195,048

Electric Utilities — 1.0%
AES Argentina Generacion SA, 7.75%, 02/02/24^(b)			451		469,270
Celeo Redes Operacion Chile SA, 5.20%, 06/22/47^(b)			200		200,200
Emera, Inc., (LIBOR USD 3 Month + 5.44%), 6.75%, 06/15/76^(f)			375		405,750
Energuate Trust, 5.88%, 05/03/27^(b)			200		197,000
Generacion Mediterranea SA, 9.63%, 07/27/23^(b)			301		327,337
Genneia SA, 8.75%, 01/20/22^(b)			1,039		1,115,626
Greenko Investment Co., 4.88%, 08/16/23			400		375,976
Huachen Energy Co. Ltd., 6.63%, 05/18/20			200		181,400
Majapahit Holding BV, 7.88%, 06/29/37			200		256,760
Minejesa Capital BV, 4.63%, 08/10/30			250		236,802
Pampa Energia SA, 7.50%, 01/24/27^(b)			450		457,875
Series BSouthern Co. (The), (LIBOR USD 3 Month + 3.63%), 5.50%, 03/15/57^(f)			175		180,782
Stoneway Capital Corp., 10.00%, 03/01/27^(b)			844		899,105

					5,303,883
Energy Equipment & Services — 0.0%
Oil and Gas Holding Co. BSCC (The), 7.50%, 10/25/27			200		194,180

Equity Real Estate Investment Trusts (REITs) — 0.1%
Emirates Reit Sukuk Ltd., 5.13%, 12/12/22			200		195,740
Trust F/1401, 6.95%, 01/30/44			600		610,500

					806,240



Security		Par (000)		Value
Food Products — 0.6%
Arcor SAIC, 6.00%, 07/06/23^(b)	USD		217	$	224,595
China Huiyuan Juice Group Ltd., 6.50%, 08/16/20			200		167,038
Grupo Bimbo SAB de CV, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.28%), 5.95%^(b)(e)(f)			400		400,360
MARB BondCo plc, 6.88%, 01/19/25^(b)			1,699		1,597,060
Minerva Luxembourg SA, 6.50%, 09/20/26^(b)			400		378,000
SSMS Plantation Holdings Pte. Ltd., 7.75%, 01/23/23			290		281,903

					3,048,956
Gas Utilities — 0.0%
ENN Energy Holdings Ltd., 3.25%, 07/24/22			200		192,515

Hotels, Restaurants & Leisure — 0.1%
Gohl Capital Ltd., 4.25%, 01/24/27			255		245,393
Studio City Co. Ltd., 7.25%, 11/30/21			200		208,250

					453,643
Independent Power and Renewable Electricity Producers — 0.0%
Emirates Semb Corp. Water & Power Co. PJSC, 4.45%, 08/01/35			225		218,475

Industrial Conglomerates — 0.1%
Cia Latinoamericana de Infraestructura & Servicios SA, 9.50%, 07/20/23^(b)			426		440,441
CITIC Ltd., 4.00%, 01/11/28			200		187,022

					627,463
Insurance — 0.5%
Ambac Assurance Corp., 5.10%, 06/07/20^(b)			4		4,723
Ambac LSNI LLC, (LIBOR USD 3 Month + 5.00%, 6.00% Floor), 6.81%, 02/12/23^(b)(f)			17		17,307
Dai-ichi Life Insurance Co. Ltd. (The), (LIBOR USD 3 Month + 3.66%), 4.00%^(e)(f)			200		190,000
FWD Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.08%), 5.50%^(e)(f)			200		193,500
Heungkuk Life Insurance Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.47%), 4.48%, 11/09/47^(f)			200		185,450
Liberty Mutual Group, Inc.^(b):
(LIBOR USD 3 Month + 2.91%), 5.03%, 03/15/37^(f)			125		123,125
7.80%, 03/15/37			625		756,250
Meiji Yasuda Life Insurance Co., (USD Swap Rate 5 Year + 3.15%), 5.10%, 04/26/48^(f)			200		204,114
Nationwide Financial Services, Inc., 6.75%, 05/15/37			175		195,125
Nippon Life Insurance Co., (USD Swap Rate 5 Year + 3.75%), 4.70%, 01/20/46^(f)			200		200,500
Sumitomo Life Insurance Co., (LIBOR USD 3 Month + 2.99%), 4.00%, 09/14/77^(f)			200		188,366
Union Life Insurance Co. Ltd., 3.00%, 09/19/21			400		375,594

					2,634,054
Internet & Direct Marketing Retail — 0.1%
JD.com, Inc., 3.88%, 04/29/26			500		473,246

Leisure Products — 0.1%
Universal Entertainment Corp., 8.50% ( 8.50% Cash or 8.50% PIK), 08/24/20^(b)(g)			260		264,480

Media — 0.3%
Cablevision SA, 6.50%, 06/15/21^(b)			256		265,920
Viacom, Inc.^(f):
(LIBOR USD 3 Month + 3.90%), 5.88%, 02/28/57			450		454,500
(LIBOR USD 3 Month + 3.90%), 6.25%, 02/28/57			480		486,720
Vrio Finco 1 LLC, 6.25%, 04/04/23^(b)			673		678,048

					1,885,188



Security		Par (000)		Value
Metals & Mining — 0.6%
Bukit Makmur Mandiri Utama PT, 7.75%, 02/13/22	USD		425	$	443,115
China Hongqiao Group Ltd., 6.85%, 04/22/19			200		200,743
Chinalco Capital Holdings Ltd., 4.25%, 04/21/22			200		194,177
Energy Resources LLC, 8.00%, 09/30/22^(f)			34		34,195
HeSteel Hong Kong Co. Ltd., 4.25%, 04/07/20			200		196,952
JSW Steel Ltd., 5.25%, 04/13/22			400		397,073
Newcastle Coal Infrastructure Group Pty. Ltd., 4.40%, 09/29/27			100		94,361
Nexa Resources SA, 5.38%, 05/04/27^(b)			443		444,107
Shandong Iron And Steel Xinheng International Co. Ltd., 6.50%, 06/14/21			200		194,015
Vale Overseas Ltd., 6.25%, 08/10/26			273		301,092
Vedanta Resources plc, 7.13%, 05/31/23			600		612,000

					3,111,830
Multi-Utilities — 0.1%
Integrys Holding, Inc., (LIBOR USD 3 Month + 2.12%), 4.13%, 12/01/66^(f)			552		550,620

Oil, Gas & Consumable Fuels — 1.8%
BPRL International Singapore Pte. Ltd., 4.38%, 01/18/27			275		266,514
Buckeye Partners LP, (LIBOR USD 3 Month + 4.02%), 6.38%, 01/22/78^(f)			275		268,240
Enbridge, Inc.^(f):
Series 16-A(LIBOR USD 3 Month + 3.89%), 6.00%, 01/15/77			1,550		1,505,437
(LIBOR USD 3 Month + 3.42%), 5.50%, 07/15/77			775		720,750
(LIBOR USD 3 Month + 3.64%), 6.25%, 03/01/78			865		843,999
Geopark Ltd., 6.50%, 09/21/24^(b)			200		199,000
Gran Tierra Energy International Holdings Ltd., 6.25%, 02/15/25^(b)			200		190,500
Greenko Dutch BV, 5.25%, 07/24/24			200		193,000
Medco Straits Services Pte. Ltd., 8.50%, 08/17/22			200		210,974
Petrobras Global Finance BV:
6.13%, 01/17/22			418		441,324
8.75%, 05/23/26			381		446,246
6.00%, 01/27/28^(b)			275		268,084
PTTEP Treasury Center Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.72%), 4.60%^(e)(f)			200		195,577
Santos Finance Ltd., 4.13%, 09/14/27			200		194,700
TransCanada PipeLines Ltd., (LIBOR USD 3 Month + 2.21%), 4.05%, 05/15/67^(f)			850		817,079
Transcanada Trust^(f):
Series 16-A(LIBOR USD 3 Month + 4.64%), 5.87%, 08/15/76			1,496		1,540,880
(LIBOR USD 3 Month + 3.21%), 5.30%, 03/15/77			525		511,403
Transportadora de Gas del Sur SA, 6.75%, 05/02/25^(b)			305		304,390
Yancoal International Resources Development Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.30%), 5.75%^(e)(f)			200		198,845
Yankuang Group Cayman Ltd., 4.75%, 11/30/20			200		190,966

					9,507,908
Real Estate Management & Development — 1.2%
Agile Group Holdings Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 9.22%), 6.87%^(e)(f)			200		194,734
APL Realty Holdings Pte. Ltd., 5.95%, 06/02/24			200		176,002
Central China Real Estate Ltd., 6.88%, 10/23/20			200		197,900
China Aoyuan Property Group Ltd., 10.88%, 05/26/18			200		200,600
China Evergrande Group, 8.75%, 06/28/25			200		191,997
CIFI Holdings Group Co. Ltd.:
6.38%, 05/02/20			400		397,800
6.88%, 04/23/21			200		198,691
Easy Tactic Ltd., 7.00%, 04/25/21			200		198,971



Security		Par (000)		Value
Real Estate Management & Development (continued)
Fantasia Holdings Group Co. Ltd., 7.25%, 02/13/19	USD		200	$	201,485
Global Prime Capital Pte. Ltd., 7.25%, 04/26/21			200		201,767
Golden Wheel Tiandi Holdings Co. Ltd., 7.00%, 01/18/21			200		196,938
Jababeka International BV, 6.50%, 10/05/23			400		372,853
Jiayuan International Group Ltd., 8.25%, 11/14/18			200		200,499
Jingrui Holdings Ltd., 9.45%, 04/23/21			200		198,800
Kaisa Group Holdings Ltd.:
7.25%, 06/30/20			200		189,293
8.50%, 06/30/22			200		174,149
9.38%, 06/30/24			200		172,099
KWG Property Holding Ltd., 8.98%, 01/14/19			300		306,339
Mirvac Group Finance Ltd., 3.63%, 03/18/27			200		187,384
Modernland Overseas Pte. Ltd., 6.95%, 04/13/24			200		189,474
New Metro Global Ltd., 6.50%, 04/23/21			200		197,185
Overseas Chinese Town Asia Holdings Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 7.71%), 4.30%^(e)(f)			200		194,986
Redco Group, 6.38%, 02/27/19			200		199,150
Ronshine China Holdings Ltd., 6.95%, 12/08/19			200		195,473
Sun Hung Kai Properties Capital Market Ltd., 4.45%^(e)			200		174,516
Times China Holdings Ltd.:
6.25%, 01/23/20			200		200,342
6.25%, 01/17/21			200		194,800
Vanke Real Estate Hong Kong Co. Ltd., 3.98%, 11/09/27			200		185,439
Yanlord Land HK Co. Ltd., 6.75%, 04/23/23			400		400,971

					6,290,637
Road & Rail — 0.2%
Asciano Finance Ltd., 4.75%, 03/22/28			200		194,918
Rumo Luxembourg Sarl, 7.38%, 02/09/24^(b)			600		636,900

					831,818
Specialty Retail — 0.1%
Baoxin Auto Finance I Ltd.:
6.63%, 04/02/19			200		199,982
(US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.91%), 5.62%^(e)(f)			200		187,019

					387,001
Textiles, Apparel & Luxury Goods — 0.1%
361 Degrees International Ltd., 7.25%, 06/03/21			200		202,847
Prime Bloom Holdings Ltd., 6.95%, 07/05/22			200		173,000

					375,847
Transportation Infrastructure — 0.1%
HPHT Finance 17 Ltd., 2.75%, 09/11/22			200		189,936
Royal Capital BV, 5.88%^(e)			200		194,976

					384,912
Wireless Telecommunication Services — 0.1%
Banglalink Digital Communications Ltd., 8.63%, 05/06/19			200		203,000
Digicel Group Ltd., 8.25%, 09/30/20^(b)			200		178,750
SoftBank Group Corp., (USD Swap Rate 5 Year + 4.85%), 6.87%^(e)(f)			300		276,750

					658,500
Total Corporate Bonds — 17.0% (Cost: $92,705,094)					91,920,138


Equity-Linked Notes — 25.7%

Aerospace & Defense — 0.9%
BNP Paribas SA (United Technologies Corp.), 9.60%, 07/24/18^(b)			14		1,695,015
Deutsche Bank AG (Airbus SE), 15.39%, 06/22/18	EUR		13		1,503,930



Security		Par (000)		Value
Aerospace & Defense (continued)
JPMorgan Structured Products BV (Raytheon Co.), 10.58%, 06/14/18^(b)	USD		7	$	1,471,643

					4,670,588
Air Freight & Logistics — 0.6%
JPMorgan Structured Products BV (United Parcel Service, Inc.), 10.92%, 06/14/18^(b)			13		1,506,843
Merrill Lynch International & Co. (FedEx Corp.), 10.07%, 05/03/18			7		1,829,937

					3,336,780
Airlines — 0.9%
BNP Paribas SA (Delta Air Lines, Inc.), 13.97%, 07/05/18^(b)			32		1,702,303
Credit Suisse AG (Deutsche Lufthansa AG), 27.00%, 06/22/18	EUR		51		1,510,760
Credit Suisse AG (Southwest Airlines Co.), 15.50%, 06/14/18	USD		28		1,502,588

					4,715,651
Automobiles — 0.6%
Credit Suisse AG (Daimler AG), 9.00%, 06/22/18	EUR		19		1,504,748
Credit Suisse AG (General Motors Co.), 16.50%, 06/14/18	USD		40		1,471,176

					2,975,924
Banks — 1.7%
Credit Suisse AG (First Horizon National Corp.), 9.30%, 05/29/18			80		1,475,380
Goldman Sachs International (Citizens Financial Group, Inc.):
13.31%, 06/12/18			18		749,524
13.65%, 06/13/18			18		749,343
Jefferies LLC (Bank of America Corp.), 12.20%, 07/12/18			58		1,757,591
Royal Bank of Canada (Citigroup, Inc.), 12.39%, 05/29/18^(b)			21		1,465,983
Royal Bank of Canada (First Republic Bank), 7.89%, 05/29/18^(b)			17		1,533,930
Royal Bank of Canada (JPMorgan Chase & Co.), 9.76%, 05/29/18^(b)			14		1,496,220

					9,227,971
Beverages — 0.6%
Nomura Bank International plc (Molson Coors Brewing Co.):
10.26%, 05/02/18			23		1,652,467
13.30%, 05/02/18			20		1,444,438

					3,096,905
Biotechnology — 0.6%
BNP Paribas SA (Amgen, Inc.), 15.59%, 06/11/18			9		1,509,507
Canadian Imperial Bank of Commerce (AbbVie, Inc.), 13.59%, 06/14/18			15		1,485,328

					2,994,835
Capital Markets — 1.6%
Nomura Bank International plc (Charles Schwab Corp. (The)):
13.10%, 07/12/18			17		905,938
13.11%, 07/13/18			17		906,144
Nomura Bank International plc (E*TRADE Financial Corp.):
13.41%, 07/16/18			15		887,653
13.43%, 07/17/18			15		887,458
Royal Bank of Canada (S&P Global, Inc.), 12.43%, 06/11/18			9		1,751,298
Societe Generale SA (Bank of New York Mellon Corp. (The)), 10.41%, 07/17/18			31		1,731,000
Toronto-Dominion Bank (The) (Goldman Sachs Group, Inc. (The)), 11.84%, 07/13/18			7		1,669,639

					8,739,130



Security		Par (000)		Value
Chemicals — 0.6%
Credit Suisse AG (Covestro AG), 13.90%, 06/22/18	EUR		16	$	1,506,204
Nomura Bank International plc (Praxair, Inc.):
12.77%, 07/23/18	USD		6		877,849
12.75%, 07/24/18			6		877,849

					3,261,902
Communications Equipment — 0.3%
Canadian Imperial Bank of Commerce (Cisco Systems, Inc.), 14.39%, 05/16/18			40		1,755,635

Consumer Finance — 0.6%
Credit Suisse AG (American Express Co.), 11.00%, 06/05/18			18		1,757,958
Deutsche Bank AG (Synchrony Financial):
15.35%, 06/12/18			21		718,060
15.37%, 06/13/18			21		718,054

					3,194,072
Diversified Financial Services — 0.6%
Citigroup, Inc. (Voya Financial, Inc.), 14.59%, 05/02/18			35		1,837,110
Deutsche Bank AG (Regions Financial Corp.):
15.90%, 06/12/18 - 06/13/18			81		1,510,596

					3,347,706
Diversified Telecommunication Services — 0.6%
Credit Suisse AG (Vivendi SA), 24.20%, 05/04/18	EUR		67		1,756,909
Royal Bank of Canada (Verizon Communications, Inc.), 10.10%, 07/24/18^(b)	USD		35		1,744,776

					3,501,685
Food & Staples Retailing — 0.3%
HSBC Bank plc (Sysco Corp.), 12.59%, 05/08/18			25		1,534,515

Health Care Equipment & Supplies — 2.0%
Credit Suisse AG (Danaher Corp.), 8.00%, 06/05/18			18		1,782,818
Credit Suisse AG (Koninklijke Philips NV), 20.20%, 06/22/18	EUR		35		1,499,491
Deutsche Bank AG (Edwards Lifesciences Corp.), 11.01%, 06/11/18	USD		12		1,507,766
Goldman Sachs International (Stryker Corp.):
10.29%, 06/11/18			5		870,127
10.29%, 06/12/18			5		870,126
Royal Bank of Canada (Abbott Laboratories), 11.11%, 06/01/18^(b)			25		1,478,530
Royal Bank of Canada (Boston Scientific Corp.), 10.38%, 06/11/18^(b)			51		1,498,126
Royal Bank of Canada (Intuitive Surgical, Inc.), 11.69%, 06/01/18^(b)			3		1,424,232

					10,931,216
Health Care Providers & Services — 1.5%
BNP Paribas SA (Humana, Inc.), 13.12%, 05/01/18			5		1,565,612
BNP Paribas SA (UnitedHealth Group, Inc.), 9.00%, 07/13/18^(b)			7		1,753,107
Merrill Lynch International & Co. (Cigna Corp.), 14.91%, 05/03/18			11		1,808,883
Royal Bank of Canada (Anthem, Inc.), 11.44%, 06/11/18^(b)			6		1,520,024
Societe Generale SA (McKesson Corp.), 12.55%, 05/03/18			10		1,547,104

					8,194,730
Hotels, Restaurants & Leisure — 2.0%
BNP Paribas SA (Carnival Corp.), 14.79%, 05/30/18^(a)(b)			23		1,487,088
BNP Paribas SA (Domino’s Pizza, Inc.), 12.69%, 06/22/18			6		1,501,947
Credit Suisse AG (Hilton Worldwide Holdings, Inc.), 9.60%, 06/14/18			19		1,470,385
Credit Suisse AG (Las Vegas Sands Corp.), 10.80%, 06/14/18			21		1,517,007



Security		Par (000)		Value
Hotels, Restaurants & Leisure (continued)
Nomura Bank International plc (McDonald’s Corp.), 13.38%, 06/11/18	USD		11	$	1,749,961
Royal Bank of Canada (Marriott International, Inc.), 14.94%, 05/08/18^(b)			13		1,746,771
Royal Bank of Canada (Royal Caribbean Cruises Ltd.), 12.93%, 06/22/18^(b)			13		1,471,260

					10,944,419
Household Durables — 0.3%
Canadian Imperial Bank of Commerce (DR Horton, Inc.), 16.35%, 06/14/18			33		1,483,709

Household Products — 0.3%
Nomura Bank International plc (Colgate-Palmolive Co.), 8.77%, 06/22/18			23		1,505,044

Industrial Conglomerates — 0.3%
Goldman Sachs International (Honeywell International, Inc.), 9.15%, 06/12/18			10		1,461,280

Insurance — 0.3%
Societe Generale SA (General Electric Co.), 15.95%, 07/17/18			120		1,653,682

IT Services — 0.3%
Goldman Sachs International (Cognizant Technology Solutions Corp.), 10.14%, 05/01/18			21		1,697,861

Machinery — 1.2%
BNP Paribas SA (Caterpillar, Inc.), 11.73%, 07/24/18^(b)			11		1,622,391
BNP Paribas SA (Parker-Hannifin Corp.):
12.70%, 05/01/18			10		1,609,487
10.91%, 07/30/18			5		873,038
10.88%, 07/31/18			5		873,038
Merrill Lynch International & Co. (Cummins, Inc.), 16.11%, 05/01/18			11		1,767,635

					6,745,589
Multiline Retail — 0.7%
Canadian Imperial Bank of Commerce (Target Corp.):
13.13%, 05/03/18			25		1,819,006
20.80%, 05/18/18			22		1,569,032
Societe Generale SA (Dollar Tree, Inc.), 13.50%, 05/18/18			5		510,277

					3,898,315
Multi-Utilities — 0.3%
Credit Suisse AG (DTE Energy Co.), 8.60%, 05/04/18	EUR		108		1,772,562

Oil, Gas & Consumable Fuels — 0.8%
Credit Suisse AG (Royal Dutch Shell plc), 14.10%, 06/22/18	GBP		43		1,502,713
Deutsche Bank AG (Eni SpA), 20.10%, 06/22/18	EUR		77		1,506,244
Royal Bank of Canada (Chevron Corp.), 11.63%, 06/22/18^(b)	USD		12		1,491,467

					4,500,424
Pharmaceuticals — 0.9%^(b)
JPMorgan Structured Products BV (Bristol-Myers Squibb Co.), 13.15%, 06/14/18			29		1,517,777
JPMorgan Structured Products BV (Perrigo Co. plc):
17.55%, 05/25/18			9		701,806
17.60%, 05/29/18			9		701,534
Royal Bank of Canada (Zoetis, Inc.), 8.54%, 05/02/18			21		1,759,004

					4,680,121
Professional Services — 0.3%
Credit Suisse AG (Adecco Group AG), 25.60%, 05/04/18	CHF		24		1,573,001



Security		Par (000)		Value
Road & Rail — 1.2%
BNP Paribas SA (Union Pacific Corp.), 12.83%, 06/22/18	USD		11	$	1,513,756
Canadian Imperial Bank of Commerce (JB Hunt Transport Services, Inc.):
10.18%, 07/13/18			7		872,554
10.07%, 07/16/18			7		872,789
Merrill Lynch International & Co. (CSX Corp.), 15.23%, 06/01/18			25		1,473,325
Societe Generale SA (Kansas City Southern):
14.50%, 07/16/18			8		819,170
14.49%, 07/17/18			8		818,621

					6,370,215
Semiconductors & Semiconductor Equipment — 0.3%
BNP Paribas SA (Texas Instruments, Inc.), 13.92%, 06/11/18			15		1,503,573

Software — 1.1%
Credit Suisse AG (SAP SE), 14.40%, 06/22/18	EUR		14		1,500,454
HSBC Bank plc (salesforce.com, Inc.), 13.95%, 05/16/18	USD		13		1,529,030
Nomura Bank International plc (VMware, Inc.):
25.51%, 05/29/18			6		856,925
25.65%, 05/30/18			6		856,815
Royal Bank of Canada (Microsoft Corp.), 11.95%, 06/22/18^(b)			16		1,480,464

					6,223,688
Specialty Retail — 0.4%
Canadian Imperial Bank of Commerce (Home Depot, Inc. (The)), 12.77%, 05/08/18			10		1,790,187
Societe Generale SA (Burlington Stores, Inc.), 15.27%, 05/18/18			4		520,011

					2,310,198
Textiles, Apparel & Luxury Goods — 1.0%
Deutsche Bank AG (Kering SA), 8.65%, 05/04/18	EUR		4		1,781,907
JPMorgan Structured Products BV (adidas AG):
16.14%, 06/05/18^(b)	USD		9		1,744,992
12.57%, 07/16/18			4		859,983
12.58%, 07/17/18			4		859,715

					5,246,597
Total Equity-Linked Notes — 25.7% (Cost: $140,253,930)					139,049,523


Foreign Agency Obligations — 0.9%

Argentina — 0.2%
YPF SA:
(Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 4.00%, 18.00% Floor), 26.56%, 07/07/20^(f)			1,138		859,268
8.50%, 07/28/25			426		465,192

					1,324,460
China — 0.2%
Chengdu Xingcheng Investment Group Co. Ltd., 2.50%, 03/20/21	EUR		100		120,686
China Minmetals Corp.^(e)(f):
(US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 6.07%), 4.45%	USD		300		296,895
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.72%), 3.75%			200		188,003
Guangxi Financial Investment Group Co. Ltd., 5.75%, 01/23/21			200		193,300
Wuhan Metro Group Co. Ltd., 2.38%, 11/08/19			200		195,628
Wuhan State-Owned Asset Management Ltd. Co., 3.80%, 12/18/20			200		196,784

					1,191,296



Security		Par (000)		Value
India — 0.1%
Indian Railway Finance Corp. Ltd., 3.84%, 12/13/27	USD		200	$	187,846
Power Finance Corp. Ltd., 3.75%, 12/06/27			200		182,920
Rural Electrification Corp. Ltd., 4.63%, 03/22/28			200		196,276

					567,042
Indonesia — 0.2%
Jasa Marga Persero Tbk. PT, 7.50%, 12/11/20	IDR		2,000,000		142,103
Pertamina Persero PT, 6.45%, 05/30/44	USD		200		220,745
Perusahaan Penerbit SBSN Indonesia III:
4.33%, 05/28/25			200		199,800
4.40%, 03/01/28			200		197,760
Wijaya Karya Persero Tbk. PT, 7.70%, 01/31/21	IDR		2,000,000		144,474

					904,882
Mexico — 0.0%
Petroleos Mexicanos:
6.50%, 03/13/27	USD		212		219,549
5.35%, 02/12/28^(b)			147		139,856

					359,405
South Korea — 0.1%
Export-Import Bank of Korea, 3.00%, 11/01/22			200		193,848
Korea Housing Finance Corp., 3.00%, 10/31/22			250		242,421

					436,269
Sri Lanka — 0.1%
SriLankan Airlines Ltd., 5.30%, 06/27/19			400		398,352

Total Foreign Agency Obligations — 0.9% (Cost: $5,505,688)					5,181,706


Foreign Government Obligations — 3.7%

Argentina — 0.4%
Republic of Argentina:
6.88%, 04/22/21			345		362,078
5.63%, 01/26/22			476		480,046
6.88%, 01/26/27			1,113		1,108,559
5.88%, 01/11/28			185		169,460

					2,120,143
Bahrain — 0.1%
Kingdom of Bahrain:
6.75%, 09/20/29^(b)			200		184,320
6.75%, 09/20/29			225		207,360

					391,680
Brazil — 0.3%
Federative Republic of Brazil^(h):
0.00%, 07/01/18	BRL		1,000		282,539
0.00%, 01/01/19			4,539		1,244,522

					1,527,061
Colombia — 0.0%
Republic of Colombia, 4.38%, 07/12/21	USD		200		205,000

Egypt — 0.4%
Arab Republic of Egypt:
0.00%, 11/13/18^(h)	EGP		15,300		793,583
5.75%, 04/29/20	USD		1,001		1,026,189
8.50%, 01/31/47^(b)			400		428,543

					2,248,315
Indonesia — 0.6%
Republic of Indonesia:
7.88%, 04/15/19	IDR		14,518,000		1,070,132



Security		Par (000)		Value
Indonesia (continued)
11.00%, 11/15/20	IDR		6,319,000	$	502,793
3.75%, 04/25/22	USD		419		417,592
4.75%, 01/08/26			203		209,341
8.38%, 09/15/26	IDR		7,283,000		566,150
3.50%, 01/11/28	USD		200		187,391
4.35%, 01/11/48			200		185,936

					3,139,335
Lebanon — 0.1%
Lebanese Republic, 6.85%, 03/23/27			430		391,034

Maldives — 0.0%
Republic of Maldives, 7.00%, 06/07/22			200		194,477

Mexico — 0.1%
United Mexican States:
8.00%, 06/11/20	MXN		3,500		189,705
7.50%, 06/03/27			5,700		304,929

					494,634
Pakistan — 0.1%
Islamic Republic of Pakistan:
8.25%, 04/15/24	USD		200		207,831
6.88%, 12/05/27			200		187,059

					394,890
Qatar — 0.0%
State of Qatar, 5.10%, 04/23/48			200		198,230

Russia — 0.4%
Russian Federation:
6.40%, 05/27/20	RUB		31,803		503,828
4.25%, 06/23/27	USD		400		390,377
7.05%, 01/19/28	RUB		73,388		1,158,405

					2,052,610
South Africa — 0.4%
Republic of South Africa:
5.50%, 03/09/20	USD		463		479,129
5.88%, 05/30/22			1,438		1,532,385

					2,011,514
Sri Lanka — 0.1%
Republic of Sri Lanka:
5.88%, 07/25/22			200		201,632
5.75%, 04/18/23			200		198,735
6.75%, 04/18/28			200		199,022

					599,389
Turkey — 0.6%
Republic of Turkey:
8.50%, 07/10/19	TRY		429		99,723
10.50%, 01/15/20			1,083		253,813
7.00%, 06/05/20	USD		399		421,346
5.63%, 03/30/21			330		340,326
11.00%, 03/02/22	TRY		1,301		299,460
5.13%, 03/25/22	USD		991		1,001,950
6.25%, 09/26/22			861		905,137
7.38%, 02/05/25			214		234,529

					3,556,284
United Arab Emirates — 0.1%
Government of United Arab Emirates, 4.13%, 10/11/47			400		365,285

Total Foreign Government Obligations — 3.7% (Cost: $20,578,945)					19,889,881


Security		Shares		Value
Investment Companies — 25.0%
BlackRock Allocation Target Shares- BATS, Series A^(m)			3,919,500	$	39,704,536
BlackRock Floating Rate Income Portfolio, Class K^(m)			3,602,751		36,712,030
iShares 0-5 Year High Yield Corporate Bond ETF^(m)			346,077		16,199,865
iShares Core High Dividend ETF^(m)			40,293		3,403,147
iShares Emerging Markets Dividend ETF^(m)			16,531		685,871
iShares iBoxx $ High Yield Corporate Bond ETF^(i)(m)			410,386		35,170,080
WisdomTree Emerging Markets High Dividend Fund			80,150		3,712,548

Total Investment Companies — 25.0% (Cost: $136,356,925)					135,588,077


		Par (000)
Non-Agency Mortgage-Backed Securities — 5.0%

Collateralized Mortgage Obligations — 1.1%
Alternative Loan Trust^(a):
Series 2005-16, Class A1, 3.02%, 06/25/35	USD		86		79,927
Series 2005-72, Class A3, 2.20%, 01/25/36			153		125,178
Series 2006-OA14, Class 1A1, 3.11%, 11/25/46			142		121,765
Series 2006-OA6, Class 1A2, 2.11%, 07/25/46			137		134,510
Series 2006-OA8, Class 1A1, 2.09%, 07/25/46			355		330,577
Series 2007-OA3, Class 1A1, 2.04%, 04/25/47			359		313,498
American Home Mortgage Assets Trust, Series 2006-5, Class A1, 2.30%, 11/25/46^(a)			1,144		632,662
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes^(a):
Series 2017-DNA3, Class M2, 4.40%, 03/25/30			580		601,569
Series 2018-DNA1, Class B1, 5.05%, 07/25/30			300		289,507
Federal National Mortgage Association^(a):
Series 2016-C06, Class 1M2, 6.15%, 04/25/29			164		186,779
Series 2017-C01, Class 1B1, 7.65%, 07/25/29			189		222,490
Series 2017-C03, Class 1M2, 4.90%, 10/25/29			112		119,196
Series 2017-C04, Class 2M2, 4.75%, 11/25/29			164		171,456
Series 2017-C05, Class 1B1, 5.50%, 01/25/30			185		187,878
Series 2017-C05, Class 1M2, 4.10%, 01/25/30			169		171,918
Series 2017-C07, Class 1B1, 5.90%, 05/25/30			95		98,805
Series 2018-C02, Class 2M2, 4.10%, 08/25/30			1,000		1,012,195
Impac CMB Trust, Series 2005-6, Class 1A1, 2.40%, 10/25/35^(a)			411		380,421
Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1, 2.24%, 06/25/35^(a)(b)			96		92,618
Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1, 2.09%, 07/25/46^(a)			132		112,026
Washington Mutual Mortgage Pass-Through Certificates, Series 2006-4, Class 3A1, 6.50%, 05/25/36^(j)			736		637,120

					6,022,095
Commercial Mortgage-Backed Securities — 3.8%
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 4.02%, 09/15/34^(a)(b)			630		630,021
Ashford Hospitality Trust, Series 2018-ASHF, Class D, 4.10%, 04/15/35^(a)(b)			500		500,000
Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class E, 4.95%, 12/15/36^(a)(b)			350		350,000
Aventura Mall Trust, Series 2013-AVM, Class E, 3.87%, 12/05/32^(a)(b)			700		697,434
BAMLL Commercial Mortgage Securities Trust^(a)(b):
Series 2013-DSNY, Class F, 5.40%, 09/15/26			700		699,044
Series 2016-ISQ, Class E, 3.73%, 08/14/34^(c)			700		628,250
Banc of America Commercial Mortgage Trust, Series 2007-1, Class AMFX, 5.48%, 01/15/49^(a)			134		135,923


Security		Par (000)		Value
Collateralized Mortgage Obligations (continued)
BBCMS Trust, Series 2015-STP, Class E, 4.43%, 09/10/28^(a)(b)	USD		200	$	191,671
BWAY Mortgage Trust^(a)(b):
Series 2013-1515, Class F, 4.06%, 03/10/33			700		663,671
Series 2015-1740, Class E, 4.81%, 01/10/35			500		473,256
CGBAM Commercial Mortgage Trust, Series 2015-SMRT, Class E, 3.91%, 04/10/28^(a)(b)			410		406,941
Commercial Mortgage Trust:
Series 2015-CR23, Class D, 4.39%, 05/10/48^(a)			1,000		814,980
Series 2015-CR23, Class E, 3.23%, 05/10/48^(b)			320		206,431
Series 2015-CR25, Class D, 3.95%, 08/10/48^(a)			110		89,286
Series 2015-LC19, Class D, 2.87%, 02/10/48^(b)			400		328,439
Series 2015-LC21, Class C, 4.45%, 07/10/48^(a)			700		674,298
Series 2017-COR2, Class D, 3.00%, 09/10/50^(b)			700		562,702
Series 2017-DLTA, Class F, 4.48%, 08/15/35^(a)(b)			640		631,590
Core Industrial Trust, Series 2015-CALW, Class G, 3.98%, 02/10/34^(a)(b)			600		568,638
DBJPM Mortgage Trust, Series 2016-C3, Class D, 3.63%, 09/10/49^(a)(b)			700		578,929
DBUBS Mortgage Trust, Series 2017-BRBK, Class F, 3.65%, 10/10/34^(a)(b)(c)			420		378,681
GAHR Commercial Mortgage Trust^(a)(b):
Series 2015-NRF, Class EFX, 3.49%, 12/15/34			485		479,732
Series 2015-NRF, Class FFX, 3.49%, 12/15/34			350		343,470
GRACE Mortgage Trust, Series 2014-GRCE, Class F, 3.71%, 06/10/28^(a)(b)			500		488,623
GS Mortgage Securities Corp. Trust, Series 2017-500K, Class G, 4.40%, 07/15/32^(a)(b)			130		130,448
GS Mortgage Securities Trust:
Series 2014-GC22, Class D, 4.80%, 06/10/47^(a)(b)			290		245,208
Series 2015-GC32, Class D, 3.35%, 07/10/48			1,000		806,185
Series 2017-GS7, Class E, 3.00%, 08/10/50^(b)			560		444,776
JPMorgan Chase Commercial Mortgage Securities^(a):
Series 2003-PM1A, Class G, 6.34%, 08/12/40^(b)(c)			269		272,514
Series 2015-JP1, Class D, 4.40%, 01/15/49			500		465,638
Series 2015-JP1, Class E, 4.40%, 01/15/49^(b)			711		616,143
Series 2015-UES, Class E, 3.74%, 09/05/32^(b)			500		491,968
Series 2017-MAUI, Class F, 5.65%, 07/15/34^(b)			700		703,504
LCCM Mortgage Trust, Series 2014-909, Class E, 4.03%, 05/15/31^(a)(b)			150		143,370
Lone Star Portfolio Trust, Series 2015-LSP, Class E, 7.50%, 09/15/28^(a)(b)			597		602,320
MAD Mortgage Trust, Series 2017-330M, Class E, 4.17%, 08/15/34^(a)(b)			270		256,114
Merrill Lynch Mortgage Trust, Series 2005-CIP1, Class D, 5.79%, 07/12/38^(a)			165		160,141
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2015-C25, Class D, 3.07%, 10/15/48			700		575,670
Series 2015-C26, Class D, 3.06%, 10/15/48^(b)			500		398,797
Morgan Stanley Capital I, Series 2017-HR2, Class D, 2.73%, 12/15/50			250		196,510
Morgan Stanley Capital I Trust^(a)(b):


Security		Par (000)		Value
Collateralized Mortgage Obligations (continued)
Series 2014-CPT, Class G, 3.56%, 07/13/29	USD		700	$	673,870
Series 2015-MS1, Class D, 4.16%, 05/15/48			700		593,236
Morgan Stanley Capital I, Inc., Series 2017-JWDR, Class E, 4.95%, 11/15/34^(a)(b)			380		382,268
Wells Fargo Commercial Mortgage Trust:
Series 2015-C27, Class D, 3.77%, 02/15/48^(b)			500		398,581
Series 2015-NXS4, Class D, 3.75%, 12/15/48^(a)			350		304,360
WFCM_18-C44:
Series 2018-C44, Class C, 1.00%, 05/14/51^(a)			170		169,158
Series 2018-C44, Class D, 3.00%, 05/14/51^(b)			240		185,970

					20,738,759
Interest Only Commercial Mortgage-Backed Securities — 0.1%^(a)
Commercial Mortgage Trust, Series 2014-CR15, Class XA, 1.34%, 02/10/47			1,176		40,920
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD, 1.50%, 10/15/48^(b)			4,650		394,227

					435,147

Total Non-Agency Mortgage-Backed Securities — 5.0% (Cost: $26,846,402)					27,196,001


Preferred Securities — 4.7%

Capital Trusts — 4.1%^(e)
Banks — 1.7%
Bank of America Corp.^(a):
Series X, 6.25%			1,518		1,582,515
Series FF, 5.87%			675		673,650
Citigroup, Inc.^(a):
5.90%			180		183,938
Series M, 6.30%			525		536,681
Series P, 5.95%			706		714,825
Citizens Financial Group, Inc., 5.50%			75		76,875
Fifth Third Bancorp, Series J, 4.90%			650		653,250
JPMorgan Chase & Co.^(a):
Series Q, 5.15%			387		383,130
Series R, 6.00%			475		483,161
Series X, 6.10%			600		621,750
M&T Bank Corp., Series F, 5.13%			625		622,250
SunTrust Banks, Inc.^(a):
Series G, 5.05%			830		818,629
Series H, 5.13%			1,150		1,101,125
Wells Fargo & Co., Series S, 5.90%			833		847,578

					9,299,357
Capital Markets — 0.6%
Bank of New York Mellon Corp. (The), Series F, 4.62%			1,175		1,130,937
Goldman Sachs Group, Inc. (The)^(a):
Series M, 5.38%			390		398,775
Series P, 5.00%			1,200		1,152,768
Series O, 5.30%			145		143,550
Northern Trust Corp., Series D, 4.60%			700		682,500

					3,508,530
Consumer Finance — 0.4%
Discover Financial Services, Series C, 5.50%			575		563,500
General Motors Financial Co., Inc., Series A, 5.75%			1,550		1,528,300

					2,091,800
Insurance — 0.4%
Progressive Corp. (The), Series B, 5.37%			335		336,256
XLIT Ltd., Series E, 4.81%			1,385		1,383,269

					1,719,525


Security		Par (000)		Value
Oil, Gas & Consumable Fuels — 1.0%
Andeavor Logistics LP, Series A, 6.87%	USD		2,275	$	2,312,537
EnLink Midstream Partners LP, Series C, 6.00%			1,600		1,500,000
Plains All American Pipeline LP, Series B, 6.13%			1,550		1,507,375

					5,319,912
Total Capital Trusts — 4.1% (Cost: $22,053,792)					21,939,124


		Shares
Preferred Stocks — 0.4%

Capital Markets — 0.4%
Morgan Stanley, Series K, 5.85%^(a)(e)			83,000		2,128,950

Consumer Finance — 0.0%
SLM Corp., Series B, 3.82%^(a)(e)			3,500		248,500

Total Preferred Stocks — 0.4% (Cost: $2,351,704)					2,377,450

Trust Preferreds — 0.2%
Banks — 0.2%
KeyCorp, Series E, 6.13%^(e)			32,500		881,725
Electric Utilities — 0.0%
Entergy Arkansas, Inc., 4.88%, 09/01/66			1,210		29,294
Entergy Louisiana LLC, 4.88%, 09/01/66			4,525		109,686
Entergy Mississippi, Inc., 4.90%, 10/01/66			401		9,680
Entergy Texas, Inc., 5.63%, 06/01/64			4,716		119,551
Total Trust Preferreds — 0.2% (Cost: $1,075,600)					1,149,936

Total Preferred Securities — 4.7% (Cost: $25,481,096)					25,466,510

Total Long-Term Investments — 101.8% (Cost: $557,146,847)					551,689,696


		Par (000)
Short- Term Securities — 13.2%

Foreign Government Obligations — 0.0%
Egypt — 0.0%
Arab Republic of Egypt Treasury Bills, 0.00%, 10/16/18^(h)	EGP		325		17,066

Total Foreign Government Obligations — 0.0% (Cost: $17,139)					17,066


		Shares
Money Market Funds — 13.2%^(k)(m)
BlackRock Liquidity Funds, T-Fund, Institutional Class, 1.56%			41,416,282		41,416,282
SL Liquidity Series LLC, Money Market Series, 1.99%^(l)			30,047,568		30,047,568

Total Money Market Funds — 13.2% (Cost: $71,463,847)					71,463,850

Total Short-Term Securities — 13.2% (Cost: $71,480,986)					71,480,916

Total Investments — 115.0% (Cost: $628,627,833)					623,170,612

Liabilities in Excess of Other Assets — (15.0)%					(81,288,767	)

Net Assets — 100.0%				$	541,881,845

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

Various inputs are used in determining the fair value of investments and derivative 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 BlackRock Global Valuation Methodologies Committee (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. Level 3 investments may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated by the Global Valuation Committee in the absence of market information.

Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy. In accordance with the Fund’s policy, transfers between different levels of the fair value hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investments and derivative financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of investments and derivative financial instruments, refer to the Fund’s most recent financial statements as contained in its semi-annual report.

The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy:

During the period ended April 30, 2018, there were no transfers between Level 1 and Level 2.

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

The Fund’s investments that are categorized as Level 3 were valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of such Level 3 investments.


Security	Par (000)			Value
Asset-Backed Securities — 9.7%
Accredited Mortgage Loan Trust, Series 2004-4, Class M2, 3.47%, 01/25/35^(a)		USD	1,875	$	1,799,611
Accunia European CLO I BV, Series 1X, Class E, 7.00%, 07/15/29^(a)		EUR	400		487,274
Adagio V CLO DAC, Series V-X, Class E, 6.70%, 10/15/29^(a)			165		202,727
Allegro CLO II Ltd., Series 2014-1A, Class CR, 6.21%, 01/21/27^(a)(b)		USD	500		500,992
Allegro CLO VI Ltd.^(a)(b):
Series 2017-2A, Class A, 2.86%, 01/17/31			5,350		5,370,890
Series 2017-2A, Class B, 3.23%, 01/17/31			1,000		1,003,569
Series 2017-2A, Class D, 4.48%, 01/17/31			1,580		1,581,283
ALM V Ltd.^(a)(b):
Series 2012-5A, Class A1R3, 2.64%, 10/18/27			15,000		15,022,939
Series 2012-5A, Class A2R3, 2.98%, 10/18/27			7,000		7,010,300
ALM VII Ltd.^(a)(b):
Series 2012-7A, Class A1R, 3.83%, 10/15/28			18,000		18,211,800
Series 2012-7A, Class CR, 6.20%, 10/15/28			3,750		3,770,387
ALM VII R Ltd.^(a)(b):
Series 2013-7RA, Class A1R, 3.76%, 10/15/28			4,175		4,205,727
Series 2013-7RA, Class A2R, 4.35%, 10/15/28			1,000		1,004,913
Series 2013-7RA, Class BR, 5.05%, 10/15/28			1,000		1,015,026
ALM VII R-2 Ltd.^(a)(b):
Series 2013-7R2A, Class BR, 5.10%, 10/15/27			1,500		1,509,582
Series 2013-7R2A, Class CR, 6.45%, 10/15/27			1,000		1,006,611
ALM VIII Ltd.^(a)(b):
Series 2013-8A, Class A1R, 3.84%, 10/15/28			13,250		13,312,116
Series 2013-8A, Class CR, 6.30%, 10/15/28			2,250		2,263,290
ALM XII Ltd.^(a)(b):
Series 2015-12A, Class A1R, 3.40%, 04/16/27			4,000		4,006,689
Series 2015-12A, Class C2R, 5.55%, 04/16/27			1,500		1,502,169
ALM XIX Ltd., Series 2016-19A, Class C, 6.70%, 07/15/28^(a)(b)			2,000		2,026,195
ALM XVI Ltd.^(a)(b):
Series 2015-16A, Class C1R, 5.55%, 07/15/27			4,000		4,005,979
Series 2015-16A, Class D, 7.70%, 07/15/27			1,750		1,752,461
ALM XVII Ltd., Series 2015-17A, Class C1, 6.50%, 01/15/28^(a)(b)			1,000		1,003,762
ALM XVIII Ltd., Series 2016-18A, Class D, 9.95%, 07/15/27^(a)(b)			500		503,567
American Express Credit Account Master Trust, Series 2017-5, Class A, 2.28%, 02/18/25^(a)			2,740		2,753,942
AmeriCredit Automobile Receivables Trust:
Series 2014-3, Class D, 3.13%, 10/08/20			1,980		1,985,301
Series 2016-3, Class A3, 1.46%, 05/10/21			2,450		2,433,957
Series 2017-2, Class A3, 1.98%, 12/20/21			460		455,215
AMMC CLO 15 Ltd., Series 2014-15A, Class D, 6.26%, 12/09/26^(a)(b)			1,350		1,361,838


Security	Par (000)			Value
Asset-Backed Securities (continued)
AMMC CLO 18 Ltd., Series 2016-18A, Class D, 6.94%, 05/26/28^(a)(b)		USD	1,500	$	1,508,073
AMMC CLO 19 Ltd., Series 2016-19A, Class E, 9.35%, 10/15/28^(a)(b)			1,000		1,011,976
AMMC CLO 21 Ltd., Series 2017-21A, Class A, 3.03%, 11/02/30^(a)(b)			1,750		1,758,443
AMMC CLO XII Ltd., Series 2013-12A, Class AR, 3.01%, 11/10/30^(a)(b)			2,000		2,008,234
Amortizing Residential Collateral Trust, Series 2002-BC8, Class A1, 2.70%, 11/25/32^(a)			4,438		4,387,425
AMSR Trust^(a)(b):
Series 2016-SFR1, Class D, 4.30%, 11/17/33			5,045		5,069,944
Series 2016-SFR1, Class E, 5.05%, 11/17/33			9,525		9,648,917
Anchorage Capital CLO 1-R Ltd., Series 2018-1RA, Class A1, 3.33%, 04/13/31^(a)(b)			2,400		2,395,218
Anchorage Capital CLO 3-R Ltd.^(a)(b):
Series 2014-3RA, Class B, 3.86%, 01/28/31			3,400		3,398,074
Series 2014-3RA, Class C, 4.21%, 01/28/31			1,250		1,241,325
Series 2014-3RA, Class D, 4.96%, 01/28/31			1,000		996,385
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, 4.96%, 01/28/31^(a)(b)			2,250		2,241,879
Anchorage Capital CLO 5-R Ltd., Series 2014-5RA, Class C, 4.20%, 01/15/30^(a)(b)			1,850		1,837,192
Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class CR, 4.75%, 07/15/30^(a)(b)			1,000		1,002,553
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR, 3.31%, 10/15/27^(a)(b)			10,000		10,013,608
Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class D, 6.56%, 07/28/28^(a)(b)			4,000		4,019,895
Anchorage Capital CLO 9 Ltd.^(a)(b):
Series 2016-9A, Class D, 6.35%, 01/15/29			1,350		1,361,063
Series 2016-9A, Class E, 9.60%, 01/15/29			1,000		1,014,941
Anchorage Capital CLO Ltd., Series 2013-1A, Class A1R, 3.59%, 10/13/30^(a)(b)			4,000		4,023,121
Annisa CLO Ltd., Series 2016-2A, Class E, 9.61%, 07/20/28^(a)(b)			500		504,538
Antares CLO Ltd., Series 2017-2A, Class A, 3.10%, 01/20/30^(a)(b)			5,000		4,994,088
Apidos CLO XII, Series 2013-12A, Class AR, 3.12%, 04/15/31^(a)(b)			2,400		2,406,445
Apidos CLO XV^(a)(b)(c):
Series 2013-15A, Class A1RR, 3.37%, 04/20/31			5,000		4,997,200
Series 2013-15A, Class CRR, 4.21%, 04/20/31			1,000		1,000,000
Series 2013-15A, Class DRR, 5.06%, 04/20/31			1,000		1,000,000
Apidos CLO XVIII, Series 2014-18A, Class A1R, 3.48%, 07/22/26^(a)(b)			6,500		6,509,424
Apidos CLO XX^(a)(b):
Series 2015-20A, Class A1R, 3.68%, 01/16/27			7,750		7,755,740
Series 2015-20A, Class BR, 4.95%, 01/16/27			1,750		1,753,024
Apidos CLO XXI, Series 2015-21A, Class A1, 3.79%, 07/18/27^(a)(b)			4,375		4,384,630
Apidos CLO XXII, Series 2015-22A, Class D, 8.36%, 10/20/27^(a)(b)			1,000		1,010,940
Apidos CLO XXIII, Series 2015-23A, Class D2, 8.30%, 01/15/27^(a)(b)			1,000		1,001,312
Apidos CLO XXV, Series 2016-25A, Class A1, 3.82%, 10/20/28^(a)(b)			17,000		17,058,007
Aqueduct European CLO DAC, Series 2017-2X, Class E, 4.40%, 10/15/30^(a)		EUR	219		252,777
Arbor Realty Commercial Real Estate Notes Ltd.^(a)(b):
Series 2016-FL1A, Class A, 3.60%, 09/15/26		USD	990		995,180
Series 2017-FL1, Class A, 3.20%, 04/15/27			2,080		2,091,114


Security	Par (000)			Value
Asset-Backed Securities (continued)
Arbour CLO IV DAC, Series 4X, Class E, 5.60%, 01/15/30^(a)		EUR	468	$	575,652
Ares European CLO VIII BV, Series 8X, Class E, 6.35%, 02/17/30^(a)			400		499,565
Ares XL CLO Ltd., Series 2016-40A, Class C, 6.05%, 10/15/27^(a)(b)		USD	2,250		2,260,517
Ares XLI CLO Ltd.^(a)(b):
Series 2016-41A, Class A, 3.76%, 01/15/29			950		957,114
Series 2016-41A, Class D, 6.55%, 01/15/29			900		912,033
Ares XLII CLO Ltd., Series 2017-42A, Class D, 5.81%, 01/22/28^(a)(b)			1,000		1,007,367
Ares XLV CLO Ltd., Series 2017-45A, Class D, 4.58%, 10/15/30^(a)(b)			1,500		1,500,831
Ares XLVI CLO Ltd., Series 2017-46A, Class SUB, 0.00%, 01/15/30^(a)(b)			2,250		2,189,561
Ares XLVII CLO Ltd.^(a)(b):
Series 2018-47A, Class B, 3.80%, 04/15/30^(c)			1,400		1,395,800
Series 2018-47A, Class C, 4.10%, 04/15/30^(c)			800		797,600
Series 2018-47A, Class D, 5.05%, 04/15/30^(c)			3,500		3,494,750
Series 2018-47A, Class E, 7.85%, 04/15/30			1,000		984,092
Series 2018-47A, Class SUB, 0.00%, 04/15/30^(c)			4,500		3,825,000
Ares XXVII CLO Ltd., Series 2013-2A, Class DR, 6.11%, 07/28/29^(a)(b)			1,000		1,010,259
Ares XXVIII CLO Ltd., Series 2013-3A, Class DR, 5.60%, 10/17/24^(a)(b)			700		700,517
Ares XXXIII CLO Ltd., Series 2015-1A, Class CR, 6.22%, 12/05/25^(a)(b)			1,000		1,012,747
Ares XXXIIR CLO Ltd.^(a)(b):
Series 2014-32RA, Class A2A, 3.91%, 05/15/30^(c)			1,000		1,000,000
Series 2014-32RA, Class B, 4.16%, 05/15/30^(c)			700		700,000
Series 2014-32RA, Class C, 5.26%, 05/15/30^(c)			500		496,875
Series 2014-32RA, Class D, 8.21%, 05/15/30			1,000		999,939
Ares XXXVII CLO Ltd.^(a)(b):
Series 2015-4A, Class A1R, 3.52%, 10/15/30			3,000		3,017,739
Series 2015-4A, Class A3R, 3.85%, 10/15/30			1,500		1,497,596
Series 2015-4A, Class DR, 8.50%, 10/15/30			4,000		4,026,068
Atlas Senior Loan Fund VII Ltd., Series 2016-7A, Class D, 5.88%, 11/30/28^(a)(b)			1,500		1,510,091
Atlas Senior Loan Fund X Ltd.^(a)(b):
Series 2018-10A, Class B, 3.85%, 01/15/31			1,300		1,303,509
Series 2018-10A, Class D, 5.10%, 01/15/31			2,000		1,976,492
Atrium VIII^(a)(b):
Series 8A, Class ER, 9.61%, 10/23/24			1,750		1,780,343
Series 8A, Class SUB, 0.00%, 10/23/24			11,500		8,072,770
Atrium X, Series 10A, Class DR, 5.35%, 07/16/25^(a)(b)			1,000		1,000,766
Aurium CLO II DAC, Series 2X, Class E, 5.95%, 07/13/29^(a)		EUR	578		702,458
Avoca CLO XV DAC, Series 15X, Class ER, 4.13%, 04/15/31^(a)			670		767,484
Avoca CLO XVII Designated Activity Co., Series 17X, Class E, 5.95%, 01/15/30^(a)			271		335,688
BA Credit Card Trust, Series 2018-A1, Class A1, 2.70%, 07/17/23		USD	4,000		3,974,694
Babson CLO Ltd^(a)(b):
Series 2015-IA, Class AR, 3.35%, 01/20/31			15,000		15,034,977
Series 2016-1A, Class E, 8.91%, 04/23/27			2,450		2,456,562
Series 2016-2A, Class E, 9.26%, 07/20/28			1,000		1,015,508
Bear Stearns Asset-Backed Securities I Trust^(a)^(b):
Series 2005-HE1, Class M2, 3.14%, 01/25/35			2,110		2,079,088
Series 2006-EC2, Class M2, 2.32%, 02/25/36			5,801		5,690,997
Series 2006-HE7, Class 1A2, 2.07%, 09/25/36			1,683		1,868,086
Series 2007-HE1, Class 21A2, 2.06%, 01/25/37			1,933		1,891,380
Series 2007-HE2, Class 22A, 2.04%, 03/25/37			5,446		5,247,373


Security	Par (000)			Value
Asset-Backed Securities (continued)
Series 2007-HE2, Class 23A, 2.04%, 03/25/37		USD	7,531	$	7,441,735
Series 2007-HE3, Class 2A, 2.04%, 04/25/37			8,152		8,591,915
Series 2007-HE5, Class 2A, 2.12%, 06/25/47^(c)			24,573		23,027,829
Bear Stearns Asset-Backed Securities Trust^(a)^(b):
Series 2004-HE3, Class M2, 3.62%, 04/25/34			5,200		5,380,203
Series 2005-4, Class M2, 3.10%, 01/25/36			2,523		2,485,551
Series 2006-1, Class M1, 2.40%, 02/25/36			1,184		1,180,857
Benefit Street Partners CLO IV Ltd.^(a)(b):
Series 2014-IVA, Class A1R, 3.85%, 01/20/29			1,790		1,797,607
Series 2014-IVA, Class A2R, 4.41%, 01/20/29			2,500		2,516,617
Benefit Street Partners CLO IX Ltd., Series 2016-9A, Class E, 9.03%, 07/20/28^(a)(b)			500		503,812
Benefit Street Partners CLO VI Ltd., Series 2015-VIA, Class A1R, 3.60%, 10/18/29^(a)(b)			10,000		10,055,974
Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A2, 4.35%, 01/15/29^(a)(b)			2,000		2,012,363
Benefit Street Partners CLO XII Ltd.^(a)(b):
Series 2017-12A, Class C, 5.40%, 10/15/30			1,500		1,496,493
Series 2017-12A, Class D, 8.76%, 10/15/30			1,500		1,509,985
Betony CLO Ltd., Series 2015-1A, Class CR, 5.20%, 04/15/27^(a)(b)			1,000		1,003,036
Bilbao CLO I DAC, Series 1X, Class D, 0.00%, 07/20/31^(a)		EUR	550		642,262
Birchwood Park CLO Ltd., Series 2014-1A, Class D1, 5.80%, 07/15/26^(a)(b)		USD	1,500		1,501,806
BlueMountain CLO Ltd.^(a)(b):
Series 2012-2A, Class AR, 3.30%, 11/20/28			22,700		22,754,677
Series 2013-1A, Class A1R, 3.76%, 01/20/29			1,350		1,356,438
Series 2013-2A, Class A1R, 3.54%, 10/22/30			1,000		1,006,124
Series 2013-4A, Class DR, 5.50%, 04/15/25			1,000		1,001,271
Series 2014-1A, Class A1R, 3.62%, 04/30/26			2,744		2,747,290
Series 2014-4A, Class A1R, 3.33%, 11/30/26			7,500		7,500,881
Series 2016-2A, Class D, 8.88%, 08/20/28			1,000		1,008,112
Bowman Park CLO Ltd.^(a)(b):
Series 2014-1A, Class AR, 3.10%, 11/23/25			3,500		3,506,459
Series 2014-1A, Class D2R, 5.27%, 11/23/25			500		500,437
BSPRT Issuer Ltd., Series 2017-FL1, Class A, 3.25%, 06/15/27^(a)(b)			1,400		1,403,896
Burnham Park CLO Ltd.^(a)(b):
Series 2016-1A, Class A, 3.79%, 10/20/29			12,000		12,064,121
Series 2016-1A, Class D, 6.21%, 10/20/29			1,000		1,006,748
Cabela’s Credit Card Master Note Trust, Series 2015-1A, Class A1, 2.26%, 03/15/23			1,400		1,382,184
Cadogan Square CLO VII BV, Series 7X, Class E, 6.00%, 05/25/29^(a)		EUR	200		241,607
Cairn CLO VII BV, Series 2016-7X, Class E, 6.35%, 01/31/30^(a)			400		494,994
Canyon Capital CLO Ltd.^(a)(b):
Series 2006-1A, Class A1, 2.37%, 12/15/20		USD	1,766		1,765,770
Series 2016-1A, Class C, 5.90%, 04/15/28			2,750		2,768,984
Series 2016-1A, Class E, 9.85%, 04/15/28			1,000		1,006,890
Series 2016-2A, Class E, 9.10%, 10/15/28			1,000		1,010,630
Capital One Multi-Asset Execution Trust, Series 2017-A1, Class A1, 2.00%, 01/17/23			2,655		2,613,843
Carlyle Global Market Strategies CLO Ltd.^(a)(b):
Series 2012-3A, Class BR, 4.85%, 10/14/28			2,000		2,010,733
Series 2012-4A, Class BR, 4.26%, 01/20/29			7,250		7,291,162
Series 2012-4A, Class C1R, 4.96%, 01/20/29			1,500		1,516,702
Series 2013-1A, Class CR, 5.18%, 08/14/30			1,500		1,505,996
Series 2013-4A, Class DRR, 4.37%, 01/15/31			1,000		993,932
Series 2014-3A, Class A1AR, 3.52%, 07/27/26			1,100		1,101,175
Series 2015-1A, Class E1, 7.66%, 04/20/27			1,000		1,006,616
Series 2015-2A, Class A1, 3.84%, 04/27/27			6,000		6,003,150


Security	Par (000)				Value
Asset-Backed Securities (continued)
Series 2015-4A, Class D, 8.46%, 10/20/27		USD	1,000		$	1,011,454
Series 2016-1A, Class C, 7.26%, 04/20/27			1,250			1,253,077
Series 2016-1A, Class D, 9.96%, 04/20/27			1,000			1,002,626
Carlyle Global Market Strategies Euro CLO DAC, Series 2016-1X, Class D, 6.50%, 05/17/29^(a)		EUR	400			483,739
Carlyle US CLO Ltd., Series 2017-2A, Class C, 6.06%, 07/20/31^(a)(b)		USD	1,000			1,005,968
CarMax Auto Owner Trust:
Series 2015-3, Class A4, 1.98%, 02/16/21			2,000			1,980,133
Series 2018-1, Class A3, 2.48%, 11/15/22			2,820			2,790,047
Carrington Mortgage Loan Trust^(a)^(b):
Series 2006-FRE1, Class A4, 2.15%, 04/25/36			2,876			2,324,619
Series 2006-NC2, Class A3, 2.05%, 06/25/36			—	^(d)		—
Series 2006-NC5, Class A3, 2.05%, 01/25/37			4,000			2,863,931
Series 2007-HE1, Class A2, 2.05%, 06/25/37			4,068			4,031,863
Catskill Park CLO Ltd., Series 2017-1A, Class C, 6.06%, 04/20/29^(a)(b)			1,000			1,009,812
CBAM Ltd.^(a)(b):
Series 2017-3A, Class A, 3.58%, 10/17/29			10,000			10,060,045
Series 2018-5A, Class A, 3.32%, 04/17/31^(c)			4,500			4,500,000
C-BASS Mortgage Loan Trust, Series 2007-CB3, Class A1, 3.87%, 03/25/37^(e)			7,612			4,273,815
C-BASS Trust, Series 2006-CB6, Class A23, 2.05%, 07/25/36^(a)			—	^(d)		—
Cedar Funding II CLO Ltd., Series 2013-1A, Class A1R, 3.29%, 06/09/30^(a)(b)			3,600			3,621,431
Cedar Funding IV CLO Ltd.^(a)(b):
Series 2014-4A, Class AR, 3.59%, 07/23/30			8,375			8,416,439
Series 2014-4A, Class DR, 6.01%, 07/23/30			2,000			2,014,770
Cedar Funding IX CLO Ltd.^(a)(b):
Series 2018-9A, Class A1, 3.22%, 04/20/31			8,900			8,884,252
Series 2018-9A, Class SUB, 0.00%, 04/20/31			3,950			3,520,415
Cedar Funding V CLO Ltd., Series 2016-5A, Class C, 5.45%, 07/17/28^(a)(b)			2,000			2,011,050
Cedar Funding VI CLO Ltd., Series 2016-6A, Class B, 3.67%, 10/20/28^(a)(b)			1,750			1,756,571
Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1, 3.03%, 01/20/31^(a)(b)			7,800			7,795,059
Cedar Funding VIII CLO Ltd.^(a)(b):
Series 2017-8A, Class A1, 3.60%, 10/17/30			7,500			7,562,224
Series 2017-8A, Class E, 8.70%, 10/17/30			1,000			1,005,892
Cent CLO 17 Ltd.^(a)(b)(c):
Series C17A, Class A1AR, 3.39%, 04/30/31			8,000			7,996,000
Series C17A, Class A2R, 3.96%, 04/30/31			1,750			1,749,125
Series C17A, Class BR, 4.20%, 04/30/31			1,000			999,500
Series C17A, Class CR, 5.15%, 04/30/31			1,000			999,500
Series C17A, Class DR, 8.36%, 04/30/31			1,000			999,500
Cent CLO 19 Ltd., Series 2013-19A, Class A1A, 3.69%, 10/29/25^(a)(b)			2,006			2,009,654
Cent CLO 24 Ltd., Series 2015-24A, Class D2, 9.13%, 10/15/26^(a)(b)			1,000			1,009,766
Chesapeake Funding II LLC^(b):
Series 2016-1A, Class A1, 2.11%, 03/15/28			—	^(d)		—
Series 2017-3A, Class A1, 1.91%, 08/15/29			1,612			1,593,394
CIFC Funding Ltd.^(a)(b):
Series 2013-2A, Class A1LR, 3.57%, 10/18/30			5,000			5,022,663
Series 2014-2A, Class A3LR, 4.19%, 05/24/26			1,000			999,541
Series 2014-3A, Class B1R, 3.86%, 07/22/26			1,000			1,002,290
Series 2014-3A, Class DR, 5.51%, 07/22/26			1,000			1,001,322
Series 2014-4A, Class A1R, 3.73%, 10/17/26			3,500			3,504,433
Series 2014-5A, Class CR, 5.05%, 01/17/27			1,000			1,001,390
Series 2014-V, 3.75%, 01/17/27			16,250			16,271,210
Series 2015-4A, Class C1, 6.16%, 10/20/27			1,100			1,107,211


Security	Par (000)			Value
Asset-Backed Securities (continued)
Series 2016-1A, Class A, 3.84%, 10/21/28		USD	1,750	$	1,758,297
Series 2016-1A, Class E, 9.11%, 10/21/28			1,000		1,010,398
Series 2018-1A, Class B, 3.56%, 04/18/31			1,000		991,613
Series 2018-1A, Class D, 4.81%, 04/18/31			1,000		989,967
Citibank Credit Card Issuance Trust:
Series 2017-A3, Class A3, 1.92%, 04/07/22			1,095		1,076,350
Series 2017-A7, Class A7, 2.27%, 08/08/24^(a)			4,000		4,011,184
Series 2018-A1, Class A1, 2.49%, 01/20/23			4,000		3,952,333
Clear Creek CLO Ltd.^(a)(b):
Series 2015-1A, Class AR, 3.56%, 10/20/30			7,000		7,039,242
Series 2015-1A, Class BR, 3.96%, 10/20/30			2,000		1,991,961
CNH Equipment Trust, Series 2016-C, Class A3, 1.44%, 12/15/21			4,450		4,379,540
Cole Park CLO Ltd., Series 2015-1A, Class E, 8.46%, 10/20/28^(a)(b)			1,000		1,005,658
Colony American Homes^(a)(b):
Series 2015-1A, Class D, 4.05%, 07/17/32			3,675		3,674,990
Series 2015-1A, Class E, 4.90%, 07/17/32			12,772		12,810,008
Colony Starwood Homes Trust^(a)(b):
Series 2016-1A, Class D, 5.00%, 07/17/33			14,540		14,603,447
Series 2016-1A, Class E, 6.05%, 07/17/33			20,520		21,094,901
Series 2016-2A, Class D, 4.25%, 12/17/33			11,450		11,562,676
Series 2016-2A, Class E, 5.25%, 12/17/33			13,195		13,428,547
Conseco Finance Corp.:
Series 1996-5, Class M1, 8.05%, 07/15/27^(a)			1,492		1,487,942
Series 1997-7, Class M1, 7.03%, 07/15/28^(a)			5,100		5,066,928
Series 1998-8, Class A1, 6.28%, 09/01/30			8,759		9,145,506
Conseco Finance Securitizations Corp., Series 2001-4, Class M1, 3.63%, 09/01/33^(a)			10,530		10,338,290
Credit Acceptance Auto Loan Trust, Series 2016-3A, Class A, 2.15%, 04/15/24^(b)			7,480		7,414,113
Credit-Based Asset Servicing & Securitization LLC^(a)(b):
Series 2007-CB6, Class A4, 2.24%, 07/25/37			2,160		1,444,681
Series 2007-RP1, Class A, 2.21%, 05/25/46			7,377		6,500,946
Cumberland Park CLO Ltd., Series 2015-2A, Class ER, 8.01%, 07/20/28^(a)(b)(c)			1,833		1,833,000
CVC Cordatus Loan Fund VIII DAC^(a)^(b):
Series 8X, Class E, 5.70%, 04/23/30		EUR	300		371,180
Series 8X, Class F, 4.90%, 04/23/30			154		184,285
CWHEQ Revolving Home Equity Loan Trust, Series 2006-G, Class 2A, 2.05%, 10/15/36^(a)		USD	1,527		1,431,624
Dewolf Park CLO Ltd., Series 2017-1A, Class A, 3.56%, 10/15/30^(a)(b)			3,000		3,008,647
Discover Card Execution Note Trust, Series 2017-A5, Class A5, 2.50%, 12/15/26^(a)			2,265		2,279,213
Dryden 34 Senior Loan Fund, Series 2014-34A, Class AR, 3.51%, 10/15/26^(a)(b)			1,445		1,446,900
Dryden 37 Senior Loan Fund, Series 2015-37A, Class ER, 6.87%, 01/15/31^(a)(b)			1,000		957,114
Dryden 41 Senior Loan Fund^(a)(b):
Series 2015-41A, Class AR, 3.32%, 04/15/31			4,000		3,996,811
Series 2015-41A, Class DR, 4.95%, 04/15/31			1,000		1,000,918
Dryden 50 Senior Loan Fund^(a)(b):
Series 2017-50A, Class A1, 3.57%, 07/15/30			6,000		6,017,872
Series 2017-50A, Class C, 4.60%, 07/15/30			1,500		1,510,487
Series 2017-50A, Class SUB, 0.00%, 07/15/30			4,000		3,362,420
Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, 4.99%, 08/15/30^(a)(b)			1,500		1,498,737
Elevation CLO Ltd., Series 2013-1A, Class CR, 6.52%, 11/15/28^(a)(b)			1,200		1,212,644
Enterprise Fleet Financing LLC^(b):
Series 2016-2, Class A3, 2.04%, 02/22/22			1,480		1,458,870
Series 2017-1, Class A2, 2.13%, 07/20/22			850		845,854


Security	Par (000)			Value
Asset-Backed Securities (continued)
Series 2017-1, Class A3, 2.60%, 07/20/22		USD	650	$	645,023
Series 2017-3, Class A3, 2.36%, 05/20/23			1,380		1,354,837
Euro-Galaxy V CLO BV, Series 2016-5X, Class E, 6.30%, 11/10/30^(a)		EUR	300		367,829
First Franklin Mortgage Loan Trust^(a)^(b):
Series 2006-FF5, Class 2A3, 2.06%, 04/25/36		USD	4,177		3,952,640
Series 2006-FF17, Class A5, 2.05%, 12/25/36			4,957		4,465,871
Series 2006-FFH1, Class M1, 2.27%, 01/25/36			10,000		9,755,564
Ford Credit Floorplan Master Owner Trust A, Series 2013-2, Class A, 2.09%, 03/15/22^(b)			5,900		5,806,150
Galaxy XIV CLO Ltd., Series 2012-14A, Class DR, 6.14%, 11/15/26^(a)(b)			4,365		4,378,631
Galaxy XIX CLO Ltd., Series 2015-19A, Class A1R, 3.58%, 07/24/30^(a)(b)			22,078		22,204,361
Galaxy XV CLO Ltd., Series 2013-15A, Class AR, 3.55%, 10/15/30^(a)(b)			2,500		2,512,366
Galaxy XVII CLO Ltd., Series 2014-17A, Class AR, 3.75%, 07/15/26^(a)(b)			6,500		6,511,365
Galaxy XX CLO Ltd.^(a)(b):
Series 2015-20A, Class CR, 4.11%, 04/20/31			1,000		992,609
Series 2015-20A, Class D1R, 4.96%, 04/20/31			1,800		1,785,305
Galaxy XXI CLO Ltd., Series 2015-21A, Class AR, 3.38%, 04/20/31^(a)(b)			2,700		2,699,453
Galaxy XXVII CLO Ltd.^(a)(b):
Series 2018-27A, Class A, 3.37%, 05/16/31			7,000		6,999,810
Series 2018-27A, Class B1, 3.90%, 05/16/31^(c)			3,250		3,246,750
GMACM Home Equity Loan Trust^(a)^(b):
Series 2006-HE4, Class A1, 2.08%, 12/25/36			7,520		7,304,246
Series 2006-HE4, Class A2, 2.08%, 12/25/36			1,456		1,414,475
Goldentree Loan Management US CLO 3 Ltd.^(a)(b):
Series 2018-3A, Class AJ, 0.00%, 04/20/30			2,000		2,000,000
Series 2018-3A, Class C, 0.00%, 04/20/30			500		500,000
GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class AR, 3.73%, 10/29/26^(a)(b)			14,750		14,780,792
GoldenTree Loan Opportunities VII Ltd., Series 2013-7A, Class D, 5.66%, 04/25/25^(a)(b)			1,500		1,502,763
Goldentree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2, 3.43%, 01/18/31^(a)(b)			2,188		2,190,701
Goldentree Loan Opportunities XII Ltd., Series 2016-12X, Class A2, 4.51%, 04/21/27^(a)			7,750		7,784,052
GoldentTree Loan Management US CLO 1 Ltd.^(a)(b):
Series 2017-1A, Class C, 4.56%, 04/20/29			2,000		2,003,731
Series 2017-1A, Class D, 5.71%, 04/20/29			750		753,325
Greenpoint Manufactured Housing^(a)^(b):
Series 1999-1, Class A5, 6.77%, 08/15/29			7,220		7,104,162
Series 2000-1, Class A4, 8.14%, 03/20/30			8,611		8,875,681
Greenwood Park CLO Ltd., Series 2018-1A, Class D, 4.53%, 04/15/31^(a)(b)(c)			1,400		1,389,500
Greystone Commercial Real Estate Notes Ltd., Series 2017-FL1A, Class A, 3.45%, 03/15/27^(a)(b)(c)			2,400		2,399,760
Greywolf CLO V Ltd., Series 2015-1A, Class CR, 5.36%, 01/27/31^(a)(b)			1,000		992,493
Grippen Park CLO Ltd.^(a)(b):
Series 2017-1A, Class A, 3.62%, 01/20/30			2,000		2,010,924
Series 2017-1A, Class C, 4.66%, 01/20/30			1,000		1,002,696
GSAA Home Equity Trust, Series 2006-18, Class AF6, 5.68%, 11/25/36^(e)			4,497		2,301,710
GSAMP Trust, Series 2006-HE6, Class A4, 2.14%, 08/25/36^(a)			2,379		2,023,646
Harvest CLO XVI DAC, Series 16X, Class E, 6.40%, 10/15/29^(a)		EUR	235		288,532


Security	Par (000)			Value
Asset-Backed Securities (continued)
Highbridge Loan Management Ltd.^(a)(b):
Series 4A-2014, Class A2R, 3.86%, 01/28/30		USD	3,000	$	3,011,447
Series 4A-2014, Class BR, 4.21%, 01/28/30			1,000		997,116
Series 5A-2015, Class C2R, 4.46%, 01/29/26			500		501,223
Series 5A-2015, Class D1R, 5.66%, 01/29/26			1,250		1,252,124
Series 5A-2015, Class D2R, 5.66%, 01/29/26			500		500,850
Series 6A-2015, Class A1R, 2.84%, 02/05/31			2,400		2,402,993
Series 6A-2015, Class BR, 3.59%, 02/05/31			1,100		1,091,200
Series 6A-2015, Class CR, 4.34%, 02/05/31			2,250		2,206,789
Series 7A-2015, Class CR, 4.00%, 03/15/27			1,050		1,046,026
Series 7A-2015, Class DR, 4.70%, 03/15/27			1,000		1,000,086
Series 8A-2016, Class D, 7.21%, 04/20/27			1,000		1,002,448
Series 8A-2016, Class E, 10.26%, 04/20/27			1,000		1,002,689
Honda Auto Receivables Owner Trust:
Series 2016-4, Class A4, 1.36%, 01/18/23			2,760		2,689,085
Series 2017-1, Class A4, 2.05%, 06/21/23			6,180		6,066,227
Series 2017-4, Class A4, 2.21%, 03/21/24			2,190		2,151,443
Series 2018-1I, Class A4, 2.78%, 05/15/24			2,330		2,319,514
HPS Loan Management Ltd., Series 9A-2016, Class D2, 8.81%, 07/19/27^(a)(b)			1,300		1,309,224
Hyundai Floorplan Master Owner Trust, Series 2016-1A, Class A2, 1.81%, 03/15/21^(b)			420		416,840
Invitation Homes Trust^(a)(b):
Series 2015-SFR1, Class D, 4.90%, 03/17/32			2,230		2,229,991
Series 2015-SFR3, Class D, 4.65%, 08/17/32			25,825		25,904,030
Series 2015-SFR3, Class E, 5.65%, 08/17/32			6,777		6,819,356
Series 2018-SFR2, Class E, 3.90%, 06/17/37			6,290		6,309,185
Series 2018-SFR2, Class F, 4.15%, 06/17/37			22,010		22,076,560
JPMorgan Mortgage Acquisition Trust^(e):
Series 2006-WF1, Class A3A, 5.83%, 07/25/36			3,873		1,969,034
Series 2006-WF1, Class A5, 6.41%, 07/25/36			4,862		2,469,760
LCM 26 Ltd., Series 26A, Class A1, 3.00%, 01/20/31^(a)(b)			4,500		4,509,978
LCM XV LP, Series 15A, Class CR, 3.14%, 07/20/30^(a)(b)			1,500		1,510,242
LCM XVII LP, Series 17A, Class D, 5.85%, 10/15/26^(a)(b)			1,000		1,000,573
LCM XVIII LP, Series 18A, Class C1, 5.51%, 04/20/27^(a)(b)			1,500		1,501,475
LCM XXI LP, Series 21A, Class D, 7.46%, 04/20/28^(a)(b)			2,000		2,002,229
Long Beach Mortgage Loan Trust^(a)^(b):
Series 2005-3, Class 1A, 2.42%, 08/25/45			2,814		2,733,506
Series 2006-1, Class 1A, 2.12%, 02/25/36			13,818		13,382,918
Series 2006-2, Class 2A3, 2.09%, 03/25/46			16,478		7,840,025
Series 2006-4, Class 1A, 2.05%, 05/25/36			33,285		22,500,246
Series 2006-6, Class 2A3, 2.05%, 07/25/36			7,505		3,912,069
Series 2006-10, Class 2A3, 2.06%, 11/25/36			5,026		2,308,895
Series 2006-10, Class 2A4, 2.12%, 11/25/36			4,821		2,234,142
Madison Park Funding X Ltd.^(a)(b):
Series 2012-10A, Class AR, 3.81%, 01/20/29			12,500		12,574,580
Series 2012-10A, Class DR, 6.56%, 01/20/29			2,370		2,401,937
Series 2012-10A, Class ER, 9.98%, 01/20/29			1,000		1,026,781
Madison Park Funding XII Ltd., Series 2014-12A, Class AR, 3.62%, 07/20/26^(a)(b)			750		750,667
Madison Park Funding XIII Ltd., Series 2014-13A, Class DR2, 5.21%, 04/19/30^(a)(b)(c)			1,000		1,000,000
Madison Park Funding XIV Ltd., Series 2014-14A, Class A1R, 3.48%, 07/20/26^(a)(b)			3,000		3,006,114
Madison Park Funding XV Ltd., Series 2014-15A, Class B1R, 4.57%, 01/27/26^(a)(b)			1,450		1,453,335
Madison Park Funding XVI Ltd., Series 2015-16A, Class D, 7.86%, 04/20/26^(a)(b)			500		501,589
Madison Park Funding XVIII Ltd., Series 2015-18A, Class A1R, 3.55%, 10/21/30^(a)(b)			7,500		7,547,362
Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR, 3.56%, 07/29/30^(a)(b)			3,500		3,522,908


Security	Par (000)			Value
Asset-Backed Securities (continued)
Madison Park Funding XXVII Ltd.^(a)(b)(c):
Series 2018-27A, Class B, 3.85%, 04/20/30		USD	1,000	$	1,000,800
Series 2018-27A, Class C, 4.65%, 04/20/30			1,000		989,300
Madison Park Funding XXX Ltd., Series 2018-30A, Class D, 4.84%, 04/15/29^(a)(b)(c)			1,500		1,500,000
Marble Point CLO XI Ltd.^(a)(b):
Series 2017-2A, Class A, 3.54%, 12/18/30			8,000		8,011,192
Series 2017-2A, Class B, 3.86%, 12/18/30			1,500		1,505,697
MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4, 2.16%, 06/25/36^(a)(b)			3,831		3,071,740
Mill Creek II CLO Ltd.^(a)(b):
Series 2016-1A, Class C, 5.71%, 04/20/28			1,000		1,001,765
Series 2016-1A, Class D, 7.21%, 04/20/28			1,000		1,002,433
Series 2016-1A, Class E, 10.11%, 04/20/28			1,000		1,002,660
Morgan Stanley IXIS Real Estate Capital Trust, Series 2006-2, Class AFPT, 1.97%, 11/25/36^(a)			8,931		4,518,324
Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3, 5.92%, 09/25/46^(e)			787		369,883
MP CLO III Ltd., Series 2013-1A, Class AR, 3.61%, 10/20/30^(a)(b)			8,250		8,283,397
MP CLO VI Ltd.^(a)(b):
Series 2014-2A, Class AR, 3.55%, 01/15/27			6,000		6,003,876
Series 2014-2A, Class DR, 5.85%, 01/15/27			1,250		1,252,455
MP CLO VIII Ltd., Series 2015-2A, Class A1, 3.86%, 10/28/27^(a)(b)			12,500		12,509,987
Navient Private Education Loan Trust, Series 2015-AA, Class A2B, 3.10%, 12/15/28^(a)(b)			1,534		1,564,789
Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class DR, 6.01%, 04/22/29^(a)(b)			750		755,531
Neuberger Berman CLO XVIII Ltd.^(a)(b):
Series 2014-18A, Class BR, 4.38%, 11/14/27			1,500		1,507,593
Series 2014-18A, Class CR, 6.08%, 11/14/27			1,250		1,260,310
Neuberger Berman CLO XXII Ltd.^(a)(b):
Series 2016-22A, Class D, 6.20%, 10/17/27			3,000		3,018,344
Series 2016-22A, Class E, 9.10%, 10/17/27			2,000		2,026,374
Neuberger Berman CLO XXIII Ltd., Series 2016-23A, Class E, 8.93%, 10/17/27^(a)(b)			1,750		1,771,612
Neuberger Berman Loan Advisers CLO 26^(a)(b):
Series 2017-26A, Class A, 3.53%, 10/18/30			6,000		6,028,821
Series 2017-26A, Class B, 3.86%, 10/18/30			1,500		1,499,703
Neuberger Berman Loan Advisers CLO 27 Ltd., Series 2018-27A, Class D, 4.62%, 01/15/30^(a)(b)			1,000		989,994
Neuberger Berman Loan Advisers CLO 28 Ltd., Series 2018-28A, Class D, 0.00%, 04/20/30^(a)(b)			500		500,000
Nissan Auto Receivables Owner Trust:
Series 2017-C, Class A3, 2.12%, 04/18/22			2,560		2,523,140
Series 2018-A, Class A3, 2.65%, 05/16/22			3,040		3,026,795
Nissan Master Owner Trust Receivables, Series 2016-A, Class A2, 1.54%, 06/15/21			2,930		2,890,931
Oak Hill Credit Partners X Ltd., Series 2014-10A, Class AR, 3.49%, 07/20/26^(a)(b)			8,000		8,020,718
Oak Hill Credit Partners XII Ltd., Series 2015-12A, Class C2, 5.61%, 01/23/27^(a)(b)			1,850		1,853,470
Oaktree CLO Ltd., Series 2014-2A, Class A1AR, 3.58%, 10/20/26^(a)(b)			1,000		1,002,526
Oakwood Mortgage Investors, Inc.:
Series 1998-D, Class M1, 7.42%, 01/15/29^(b)			1,252		1,270,805
Series 1999-C, Class A2, 7.48%, 08/15/27			5,841		5,757,771
Series 2001-D, Class A3, 5.90%, 09/15/22^(a)			525		429,764
Series 2002-B, Class A4, 7.09%, 06/15/32^(a)			102		110,306
OCP CLO Ltd.^(a)(b):
Series 2012-2A, Class A1R, 3.30%, 11/22/25			4,500		4,507,793
Series 2012-2A, Class DR, 6.37%, 11/22/25			1,000		1,009,708


Security	Par (000)			Value
Asset-Backed Securities (continued)
Series 2015-8A, Class CR, 5.15%, 04/17/27		USD	1,000	$	994,988
Series 2016-11A, Class A1AR, 3.63%, 10/26/30			1,000		1,005,444
Series 2016-12A, Class A1, 3.93%, 10/18/28			4,250		4,264,247
OCP Euro CLO DAC^(a)^(b):
Series 2017-2X, Class E, 5.00%, 01/15/32		EUR	298		357,742
Series 2017-2X, Class F, 6.40%, 01/15/32			200		233,205
OCP Euro DAC, Series 2017-1X, Class E, 5.35%, 06/18/30^(a)			400		485,865
Octagon Investment Partners 26 Ltd.^(a)(b):
Series 2016-1A, Class C, 5.70%, 04/15/27		USD	2,250		2,252,666
Series 2016-1A, Class D, 7.30%, 04/15/27			1,250		1,252,495
Series 2016-1A, Class E, 10.20%, 04/15/27			875		876,570
Octagon Investment Partners 27 Ltd., Series 2016-1A, Class E, 9.45%, 07/15/27^(a)(b)			1,250		1,258,756
Octagon Investment Partners 32 Ltd., Series 2017-1A, Class C, 4.60%, 07/15/29^(a)(b)			1,000		1,008,411
Octagon Investment Partners 34 Ltd., Series 2017-1A, Class B1, 3.76%, 01/20/30^(a)(b)			2,000		2,003,999
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class C, 4.35%, 01/20/31^(a)(b)			1,000		993,134
Octagon Investment Partners XVII Ltd.^(a)(b):
Series 2013-1A, Class A1R2, 2.98%, 01/25/31			2,000		2,002,108
Series 2013-1A, Class BR2, 3.38%, 01/25/31			1,000		998,012
Series 2013-1A, Class ER2, 6.98%, 01/25/31			500		479,119
Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, 5.11%, 01/22/30^(a)(b)			1,750		1,740,509
OHA Credit Partners VIII Ltd., Series 2013-8A, Class A, 3.48%, 04/20/25^(a)(b)			897		899,407
OHA Credit Partners XIV Ltd., Series 2017-14A, Class B, 3.86%, 01/21/30^(a)(b)			1,000		1,006,597
OHA Loan Funding Ltd., Series 2015-1A, Class AR, 3.25%, 08/15/29^(a)(b)			1,000		1,015,827
OZLM Funding IV Ltd., Series 2013-4A, Class BR, 4.56%, 10/22/30^(a)(b)			1,500		1,505,965
OZLM VI Ltd.^(a)(b):
Series 2014-6A, Class A2AS, 4.10%, 04/17/31			1,400		1,399,533
Series 2014-6A, Class B1S, 4.45%, 04/17/31			1,000		999,317
Series 2014-6A, Class CS, 5.48%, 04/17/31			1,200		1,195,189
OZLM XI Ltd.^(a)(b):
Series 2015-11A, Class A1R, 3.61%, 10/30/30			8,750		8,813,759
Series 2015-11A, Class CR, 5.96%, 10/30/30			1,100		1,110,783
OZLM XII Ltd.^(a)(b):
Series 2015-12A, Class A1, 3.81%, 04/30/27			2,750		2,752,605
Series 2015-12A, Class A2, 4.36%, 04/30/27			2,500		2,504,085
OZLM XIII Ltd., Series 2015-13A, Class C, 6.86%, 07/30/27^(a)(b)			1,000		1,006,542
OZLM XIV Ltd., Series 2015-14A, Class C, 6.70%, 01/15/29^(a)(b)			950		951,777
OZLM XIX Ltd.^(a)(b):
Series 2017-19A, Class A1, 3.57%, 11/22/30			10,000		10,056,864
Series 2017-19A, Class C, 5.45%, 11/22/30			1,000		1,001,559
OZLM XX Ltd.^(a)(b):
Series 2018-20A, Class B, 4.31%, 04/20/31			1,500		1,500,000
Series 2018-20A, Class C, 5.31%, 04/20/31			1,500		1,500,000
OZLME BV, Series 1X, Class E, 6.45%, 01/18/30^(a)		EUR	238		295,469
OZLME II DAC, Series 2X, Class E, 4.90%, 10/15/30^(a)			148		178,296
Palmer Square CLO Ltd.^(a)(b):
Series 2014-1A, Class CR2, 5.00%, 01/17/31		USD	500		494,112
Series 2014-1A, Class DR2, 8.05%, 01/17/31			1,500		1,493,840
Series 2018-1A, Class A1, 3.21%, 04/18/31^(c)			12,500		12,505,000
Series 2018-1A, Class A2, 3.63%, 04/18/31^(c)			3,000		3,000,000
Series 2018-1A, Class B, 3.93%, 04/18/31^(c)			1,000		1,000,000
Series 2018-1A, Class C, 4.68%, 04/18/31^(c)			1,000		1,000,000


Security	Par (000)				Value
Asset-Backed Securities (continued)
Series 2018-1A, Class D, 7.33%, 04/18/31^(c)		USD	1,000		$	1,000,000
PFS Financing Corp.^(b):
Series 2016-BA, Class A, 1.87%, 10/15/21			830			816,966
Series 2018-B, Class A, 2.89%, 02/15/23			1,540			1,525,380
Progress Residential Trust^(b):
Series 2015-SFR3, Class F, 6.64%, 11/12/32			1,625			1,689,401
Series 2016-SFR1, Class E, 5.75%, 09/17/33^(a)			4,640			4,695,837
Series 2016-SFR2, Class D, 4.40%, 01/17/34^(a)			17,135			17,311,873
Series 2016-SFR2, Class E, 5.45%, 01/17/34^(a)			15,575			15,838,766
Race Point IX CLO Ltd., Series 2015-9A, Class A1AR, 3.56%, 10/15/30^(a)(b)			8,000			8,052,336
Regatta V Funding Ltd., Series 2014-1A, Class A1AR, 3.52%, 10/25/26^(a)(b)			2,500			2,504,356
Rockford Tower CLO Ltd.^(a)(b):
Series 2017-2A, Class C, 4.65%, 10/15/29			1,000			1,009,420
Series 2017-3A, Class A, 2.86%, 10/20/30			13,500			13,500,649
Series 2017-3A, Class E, 7.42%, 10/20/30			1,180			1,174,940
Series 2018-1A, Class A, 0.00%, 05/20/31			7,000			7,000,000
Series 2018-1A, Class B, 0.00%, 05/20/31			1,000			1,000,000
Series 2018-1A, Class D, 0.00%, 05/20/31			500			500,000
RR 3 Ltd., Series 2018-3A, Class A1R2, 3.44%, 01/15/30^(a)(b)			4,500			4,521,136
Santander Drive Auto Receivables Trust:
Series 2014-4, Class D, 3.10%, 11/16/20			2,000			2,004,616
Series 2016-3, Class A3, 1.50%, 08/17/20			—	^(d)		—
SLM Private Education Loan Trust^(b):
Series 2011-B, Class A2, 3.74%, 02/15/29			559			561,875
Series 2012-E, Class A2A, 2.09%, 06/15/45			—	^(d)		—
Series 2013-A, Class A2A, 1.77%, 05/17/27			265			263,894
Series 2013-B, Class A2A, 1.85%, 06/17/30			558			553,759
Series 2013-B, Class A2B, 3.00%, 06/17/30^(a)			997			1,001,781
SMB Private Education Loan Trust^(b):
Series 2014-A, Class A2A, 3.05%, 05/15/26			3,008			3,003,324
Series 2015-C, Class A2B, 3.30%, 07/15/27^(a)			1,782			1,808,562
Series 2016-A, Class A2A, 2.70%, 05/15/31			919			898,322
Series 2016-B, Class A2A, 2.43%, 02/17/32			1,074			1,041,918
Series 2016-C, Class A2A, 2.34%, 09/15/34			4,030			3,885,748
Series 2017-A, Class A2B, 2.80%, 09/15/34^(a)			2,550			2,581,006
SoFi Professional Loan Program LLC^(b):
Series 2015-D, Class A2, 2.72%, 10/27/36			1,169			1,153,382
Series 2016-A, Class A1, 3.65%, 08/25/36^(a)			1,919			1,981,566
Series 2016-C, Class A2B, 2.36%, 12/27/32			430			416,211
Series 2016-D, Class A2A, 1.53%, 04/25/33			454			451,781
Series 2016-D, Class A2B, 2.34%, 04/25/33			570			551,180
Series 2017-F, Class A2FX, 2.84%, 01/25/41			2,250			2,191,793
Series 2018-A, Class A2A, 2.39%, 02/25/42			1,369			1,359,620
Sound Point CLO II Ltd., Series 2013-1A, Class A1R, 3.43%, 01/26/31^(a)(b)			3,400			3,401,277
Sound Point CLO VII Ltd., Series 2014-3A, Class AR, 3.66%, 01/23/27^(a)(b)			4,250			4,255,553
Sound Point CLO XII Ltd., Series 2016-2A, Class D, 6.61%, 10/20/28^(a)(b)			1,000			1,008,851
Sound Point CLO XV Ltd., Series 2017-1A, Class E, 8.32%, 01/23/29^(a)(b)			1,000			1,005,463
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A, 3.65%, 04/18/31^(a)(b)(c)			6,000			6,000,000
Stanwich Mortgage Loan Co., Series 2016-NPA1, Class NOTE, 3.84%, 10/16/46^(a)(b)			9,058			9,049,395
Stewart Park CLO Ltd., Series 2015-1A, Class DR, 4.95%, 01/15/30^(a)(b)			1,700			1,685,883
Symphony CLO XII Ltd.^(a)(b):
Series 2013-12A, Class AR, 3.38%, 10/15/25			984			986,262
Series 2013-12A, Class DR, 5.60%, 10/15/25			1,500			1,502,910


Security	Par (000)			Value
Asset-Backed Securities (continued)
Symphony CLO XVI Ltd., Series 2015-16A, Class E, 7.80%, 07/15/28^(a)(b)		USD	1,000	$	992,337
Symphony CLO XVIII Ltd., Series 2016-18A, Class D, 6.36%, 01/23/28^(a)(b)			1,000		1,013,195
TCI-Cent CLO Ltd., Series 2016-1A, Class A2, 4.57%, 12/21/29^(a)(b)			4,000		4,022,996
THL Credit Wind River CLO Ltd.^(a)(b):
Series 2017-1A, Class A, 3.70%, 04/18/29			1,500		1,506,350
Series 2017-2A, Class A, 3.59%, 07/20/30			10,000		10,052,000
Tiaa CLO III Ltd., Series 2017-2A, Class A, 3.50%, 01/16/31^(a)(b)			10,000		10,041,313
Towd Point Mortgage Trust^(a)(b):
Series 2016-3, Class A1, 2.25%, 04/25/56			1,411		1,383,553
Series 2016-4, Class A1, 2.25%, 07/25/56			2,646		2,583,510
Toyota Auto Receivables Owner Trust:
Series 2017-C, Class A4, 1.98%, 12/15/22			8,585		8,375,546
Series 2017-D, Class A4, 2.12%, 02/15/23			1,250		1,220,020
Treman Park CLO Ltd.^(a)(b):
Series 2015-1A, Class AR, 3.73%, 04/20/27			4,000		4,005,421
Series 2015-1A, Class D, 6.22%, 04/20/27			1,000		1,003,896
Unique Pub Finance Co. plc (The), Series A4, 5.66%, 06/30/27		GBP	870		1,328,571
USAA Auto Owner Trust, Series 2016-1, Class A4, 1.39%, 11/15/21		USD	2,616		2,575,323
Venture XXIV CLO Ltd., Series 2016-24A, Class A1P, 3.92%, 10/20/28^(a)(b)			3,750		3,769,687
Venture XXVI CLO Ltd., Series 2017-26A, Class D, 6.61%, 01/20/29^(a)(b)			1,000		1,016,163
Vibrant CLO III Ltd.^(a)(b):
Series 2015-3A, Class A1R, 3.84%, 04/20/26			4,380		4,388,888
Series 2015-3A, Class A2R, 4.41%, 04/20/26			1,000		1,001,945
Vibrant CLO V Ltd., Series 2016-5A, Class C, 5.16%, 01/20/29^(a)(b)			1,000		1,007,006
Vibrant CLO VII Ltd., Series 2017-7A, Class D, 8.96%, 09/15/30^(a)(b)			500		504,737
Voya CLO Ltd.^(a)(b):
Series 2013-3A, Class A2R, 3.86%, 01/18/26			750		750,629
Series 2014-1A, Class BR2, 4.26%, 04/18/31			1,000		1,000,015
Series 2014-1A, Class CR2, 5.16%, 04/18/31			1,000		999,926
Series 2015-2A, Class D, 5.76%, 07/23/27			1,750		1,756,329
Series 2016-2A, Class D, 9.31%, 07/19/28			1,500		1,510,388
Series 2016-3A, Class C, 6.21%, 10/18/27			1,500		1,509,975
Series 2016-3A, Class D, 9.21%, 10/18/27			1,000		1,015,141
Series 2017-3A, Class C, 5.91%, 07/20/30			900		907,533
Series 2018-1A, Class C, 4.94%, 04/19/31^(c)			2,000		2,000,000
Wachovia Asset Securitization Issuance II LLC Trust, Series 2007-HE1, Class A, 2.04%, 07/25/37^(a)(b)			4,321		4,037,365
Washington Mutural Asset-Backed Certificates Trust, Series 2006-HE5, Class 1A, 2.05%, 10/25/36^(a)			21,672		18,361,844
Webster Park CLO Ltd.^(a)(b):
Series 2015-1A, Class B1, 5.46%, 01/20/27			4,300		4,306,840
Series 2015-1A, Class C, 6.41%, 01/20/27			4,600		4,609,660
Series 2015-1A, Class D, 8.46%, 01/20/27			2,250		2,253,260
Wellfleet CLO Ltd., Series 2017-1A, Class A1, 3.68%, 04/20/29^(a)(b)			2,000		2,011,730
Westcott Park CLO Ltd.^(a)(b):
Series 2016-1A, Class D, 6.71%, 07/20/28			500		508,152
Series 2016-1A, Class E, 9.56%, 07/20/28			1,000		1,017,688
Wheels SPV 2 LLC, Series 2016-1A, Class A2, 1.59%, 05/20/25^(b)			224		223,091
WVUE, Series 2015-1A, Class A, 7.50%, 09/25/20^(b)(e)			746		746,683


Security	Par (000)				Value
Asset-Backed Securities (continued)
York CLO 1 Ltd.^(a)(b):
Series 2014-1A, Class CR, 4.71%, 01/22/27		USD		1,300	$	1,302,844
Series 2014-1A, Class DR, 5.76%, 01/22/27				2,800		2,804,752
York CLO-2 Ltd.^(a)(b):
Series 2015-1A, Class AR, 3.51%, 01/22/31				16,000		16,094,323
Series 2015-1A, Class BR, 3.81%, 01/22/31				1,000		998,691
York CLO-3 Ltd.^(a)(b):
Series 2016-1A, Class DR, 5.96%, 10/20/29				2,000		2,011,211
Series 2016-1A, Class ER, 8.76%, 10/20/29				2,750		2,768,217
York CLO-4 Ltd., Series 2016-2A, Class D, 6.46%, 01/20/30^(a)(b)				1,750		1,788,361

Total Asset-Backed Securities — 9.7% (Cost: $1,565,389,227)						1,589,500,141


			Shares

Common Stocks — 18.0%

Aerospace & Defense — 0.1%
Boeing Co. (The)				11,782		3,930,004
United Technologies Corp.				88,558		10,640,244

						14,570,248
Air Freight & Logistics — 0.3%
bpost SA				237,969		5,221,538
Cia de Distribucion Integral Logista Holdings SA				250,532		5,634,310
Deutsche Post AG (Registered)				577,761		25,077,399
Royal Mail plc				213,614		1,703,563
United Parcel Service, Inc., Class B				46,927		5,326,214

						42,963,024
Airlines — 0.1%
Deutsche Lufthansa AG (Registered)				85,051		2,472,027
InterGlobe Aviation Ltd.^(b)				295,779		6,198,665

						8,670,692
Auto Components — 0.0%
Aptiv plc				990		83,734
Lear Corp.				2,872		536,978
Magna International, Inc.				6,697		395,524
Nokian Renkaat OYJ				69,232		2,770,102

						3,786,338
Automobiles — 0.2%
Bayerische Motoren Werke AG				142,588		15,853,209
Daimler AG (Registered)				200,765		15,783,771
Ford Otomotiv Sanayi A/S				21,460		295,433
Hero MotoCorp Ltd.				103,217		5,755,085

						37,687,498
Banks — 1.2%
Bank Mandiri Persero Tbk. PT				15,106,400		7,652,217
Bank of China Ltd., Class H				18,068,000		9,807,874
Bank of Montreal				26,141		1,985,287
Bank of Nova Scotia (The)				75,270		4,626,589
China Construction Bank Corp., Class H				5,729,000		6,002,039
Citigroup, Inc.				442		30,175
Citizens Financial Group, Inc.				123,119		5,108,207
Credicorp Ltd.				2,633		612,146
CTBC Financial Holding Co. Ltd.				1,128,000		804,448
Danske Bank A/S				346,907		12,073,103
DBS Group Holdings Ltd.				380,400		8,776,622
Erste Group Bank AG^(f)				223,117		10,910,794
FinecoBank Banca Fineco SpA				754,307		8,982,121
First Financial Holding Co. Ltd.				914,000		628,382
Grupo Financiero Banorte SAB de CV, Class O				1,438,996		8,999,279
Hang Seng Bank Ltd.				10,700		271,030


Security	Shares		Value
Banks (continued)
HDFC Bank Ltd.		350,673	$	10,521,143
Hua Nan Financial Holdings Co. Ltd.		63,000		38,098
IndusInd Bank Ltd.		349,607		9,898,696
Industrial & Commercial Bank of China Ltd., Class H		17,696,000		15,534,994
Itau Unibanco Holding SA, ADR		688,242		10,000,156
KBC Group NV		3,223		280,208
M&T Bank Corp.		47,265		8,614,991
Mega Financial Holding Co. Ltd.		66,000		58,265
Moneta Money Bank A/S^(b)		208,987		751,196
Royal Bank of Canada		36,431		2,770,453
Shinhan Financial Group Co. Ltd.		286,217		12,744,289
Siam Commercial Bank PCL (The), NVDR		1,848,000		7,654,655
Skandinaviska Enskilda Banken AB, Class A		92,161		865,210
Svenska Handelsbanken AB, Class A		555,153		6,191,213
Swedbank AB, Class A		108,570		2,358,496
TCS Group Holding plc, GDR		275,942		5,684,405
United Overseas Bank Ltd.		347,500		7,868,870
US Bancorp		150,900		7,612,905
Wells Fargo & Co.		148,654		7,724,062

				204,442,618
Beverages — 0.4%
Anheuser-Busch InBev SA		37,626		3,737,528
Coca-Cola Co. (The)		307,203		13,274,242
Diageo plc		426,379		15,210,939
Dr Pepper Snapple Group, Inc.		29,916		3,588,723
Heineken NV		67,940		7,152,411
PepsiCo, Inc.		180,774		18,247,328

				61,211,171
Biotechnology — 0.1%
AbbVie, Inc.		118,004		11,393,286

Capital Markets — 0.1%
CME Group, Inc.		846		133,397
Daiwa Securities Group, Inc.		3,000		18,404
Deutsche Boerse AG		59,174		7,958,258
IG Group Holdings plc		500,965		5,720,272
Intercontinental Exchange, Inc.		17,917		1,298,266
TP ICAP plc		589,177		3,816,588

				18,945,185
Chemicals — 0.2%
Air Products & Chemicals, Inc.		13,474		2,186,696
BASF SE		68,932		7,171,925
Givaudan SA (Registered)		4,027		8,964,301
Koninklijke DSM NV		15,094		1,560,007
PTT Global Chemical PCL, NVDR		60,500		186,982
Sika AG		521		3,780,495
Solvay SA		38,929		5,413,873

				29,264,279
Commercial Services & Supplies — 0.1%
Dai Nippon Printing Co. Ltd.		12,400		267,000
Loomis AB, Class B		196,608		7,159,841
SPIE SA		13,859		313,587
Toppan Printing Co. Ltd.		67,000		560,266
Waste Management, Inc.		69,093		5,616,570

				13,917,264
Communications Equipment — 0.2%
Cisco Systems, Inc.		367,742		16,287,293
Motorola Solutions, Inc.		7,178		788,360
Nokia OYJ		3,259,053		19,555,028

				36,630,681


Security	Shares		Value
Construction & Engineering — 0.3%
Bouygues SA		364,549	$	18,593,873
HOCHTIEF AG		34,237		6,247,141
Larsen & Toubro Ltd.		478,842		10,019,306
Skanska AB, Class B		202,699		3,947,686
Vinci SA		96,768		9,675,223

				48,483,229
Construction Materials — 0.1%
Anhui Conch Cement Co. Ltd., Class H		1,727,000		10,779,038

Containers & Packaging — 0.2%
Amcor Ltd.		1,330,041		13,706,038
DS Smith plc		1,106,064		7,923,308
International Paper Co.		184,697		9,522,977

				31,152,323
Distributors — 0.1%
Genuine Parts Co.		149,238		13,180,700
Jardine Cycle & Carriage Ltd.		303,800		7,816,418

				20,997,118
Diversified Financial Services — 0.0%
Challenger Ltd.		11,281		91,207

Diversified Telecommunication Services — 0.5%
BCE, Inc.		194,643		8,260,522
Elisa OYJ		84,790		3,747,930
HKT Trust & HKT Ltd.		1,817,000		2,390,601
Nippon Telegraph & Telephone Corp.		98,400		4,669,590
PCCW Ltd.		1,941,000		1,199,833
Proximus SADP		84,654		2,594,152
Swisscom AG (Registered)		15,409		7,390,658
Telefonica SA		1,562,928		15,926,998
Telia Co. AB		1,537,567		7,570,537
TELUS Corp.		737,752		26,402,667

				80,153,488
Electric Utilities — 0.5%
CLP Holdings Ltd.		63,500		659,389
EDP - Energias de Portugal SA		1,414,061		5,246,118
Endesa SA		190,601		4,444,857
Enel SpA		2,550,168		16,177,557
Fortum OYJ		263,913		6,070,740
Iberdrola SA		2,211,220		17,083,769
Inter RAO UES PJSC		131,985,699		8,380,420
OGE Energy Corp.		39,249		1,290,115
Pinnacle West Capital Corp.		47,845		3,851,522
PPL Corp.		182,825		5,320,207
Red Electrica Corp. SA		256,587		5,344,816
SSE plc		267,294		5,072,867
Terna Rete Elettrica Nazionale SpA		831,118		4,988,311
Westar Energy, Inc.		38,005		2,059,111

				85,989,799
Electrical Equipment — 0.0%
Eaton Corp. plc		16,028		1,202,581

Electronic Equipment, Instruments & Components — 0.1%
Amphenol Corp., Class A		48,624		4,070,315
Corning, Inc.		113,513		3,067,121
Hexagon AB, Class B		80,297		4,636,263
Hon Hai Precision Industry Co. Ltd.		459,655		1,278,476
Merry Electronics Co. Ltd.		133,000		612,461
TE Connectivity Ltd.		54,469		4,997,531

				18,662,167
Equity Real Estate Investment Trusts (REITs) — 1.7%
Alexandria Real Estate Equities, Inc.		73,302		9,131,230
Assura plc		17,093,494		14,015,154


Security	Shares		Value
Equity Real Estate Investment Trusts (REITs) (continued)
AvalonBay Communities, Inc.		82,992	$	13,527,696
Boston Properties, Inc.		88,645		10,762,389
British Land Co. plc (The)		1,030,216		9,513,954
Community Healthcare Trust, Inc.		116,372		2,967,486
EPR Properties		279,217		15,362,519
Equinix, Inc.		25,684		10,807,570
Goodman Group		1,390,971		9,463,528
Highwoods Properties, Inc.		118,189		5,202,680
Ichigo Hotel REIT Investment Corp.		2,624		3,223,874
Ichigo Office REIT Investment		4,075		3,022,816
Ingenia Communities Group^(f)		2,818,013		5,646,916
Invincible Investment Corp.		7,090		3,164,920
Japan Rental Housing Investments, Inc.		9,183		7,142,949
Kenedix Residential Next Investment Corp.		743		1,095,606
Kenedix Retail REIT Corp.		2,961		6,267,422
Klepierre SA		17,432		713,470
Liberty Property Trust		310,497		12,984,985
Link REIT		366,000		3,234,755
National Storage REIT		8,228,435		9,879,139
PLA Administradora Industrial S de RL de CV		4,066,550		6,514,464
PRS REIT plc (The)^(f)		3,052,363		4,265,221
Ramco-Gershenson Properties Trust		888,309		10,615,293
RioCan REIT		4,703		85,529
Sabra Health Care REIT, Inc.		802,947		14,701,960
Scentre Group		3,023,162		9,137,546
Secure Income REIT plc		897,602		4,806,985
Simon Property Group, Inc.		80,416		12,572,237
Spirit Realty Capital, Inc.		981,905		7,904,335
Stockland		16,248		50,505
Target Healthcare REIT Ltd.		3,864,606		5,879,045
Tritax Big Box REIT plc		5,272,595		10,865,692
Unibail-Rodamco SE		52,418		12,583,982
Ventas, Inc.		90,418		4,649,294
VEREIT, Inc.		1,195,326		8,128,217
Westfield Corp.		1,617,014		11,173,857

				281,065,220
Food & Staples Retailing — 0.1%
Koninklijke Ahold Delhaize NV		100,070		2,414,138
Seven & i Holdings Co. Ltd.		17,200		757,846
Shoprite Holdings Ltd.		482,589		9,601,504
Walgreens Boots Alliance, Inc.		7,101		471,862
Wal-Mart de Mexico SAB de CV		1,696,800		4,717,857
Walmart, Inc.		50,981		4,509,779
Wm Morrison Supermarkets plc		118,303		394,560

				22,867,546
Food Products — 0.1%
Barry Callebaut AG (Registered)		121		217,229
Conagra Brands, Inc.		41,308		1,531,288
Marine Harvest ASA		211,743		4,609,195
Nestle Malaysia Bhd.		30,900		1,085,444
Nestle SA (Registered)		165,316		12,807,046
Orkla ASA		47,287		437,650
Uni-President Enterprises Corp.		65,000		156,433
WH Group Ltd.^(b)		56,500		58,493
Wilmar International Ltd.		283,400		693,318

				21,596,096
Gas Utilities — 0.0%
Gas Natural SDG SA		208,624		5,258,920
Hong Kong & China Gas Co. Ltd.		22,000		45,968
UGI Corp.		4,456		215,626

				5,520,514


Security	Shares		Value
Health Care Equipment & Supplies — 0.1%
Ansell Ltd.		298,461	$	5,831,319
Baxter International, Inc.		8,930		620,635
Danaher Corp.		52,311		5,247,840
Medtronic plc		88,849		7,119,470
Sonova Holding AG (Registered)		245		40,374

				18,859,638
Health Care Providers & Services — 0.1%
Aetna, Inc.		2,925		523,721
AmerisourceBergen Corp.		29,387		2,661,874
Express Scripts Holding Co.^(f)		5,080		384,556
Fresenius Medical Care AG & Co. KGaA		51,445		5,220,169
Notre Dame Intermedica Participacoes SA^(f)		376,338		2,185,064
Quest Diagnostics, Inc.		18,110		1,832,732
Sonic Healthcare Ltd.		444,512		7,881,303

				20,689,419
Hotels, Restaurants & Leisure — 0.1%
Carnival Corp.		132,088		8,329,469
Carnival plc		19,305		1,254,735
Compass Group plc		18,964		406,831
Darden Restaurants, Inc.		9,998		928,414
InterContinental Hotels Group plc		11,491		724,984
Las Vegas Sands Corp.		43,157		3,164,703
McDonald’s Corp.		48,577		8,133,733
Melco Resorts & Entertainment Ltd., ADR		10,501		327,736
Tabcorp Holdings Ltd.		17,099		56,227

				23,326,832
Household Durables — 0.1%
Barratt Developments plc		90,117		691,023
DR Horton, Inc.		40,745		1,798,484
Electrolux AB		61,616		1,621,529
Husqvarna AB, Class B		3,574		34,374
MRV Engenharia e Participacoes SA		1,993,380		8,501,113
Persimmon plc		60,155		2,247,116
Taylor Wimpey plc		557,308		1,467,692
Toll Brothers, Inc.		53,491		2,255,181

				18,616,512
Household Products — 0.1%
Essity AB, Class B		103,246		2,618,852
Procter & Gamble Co. (The)		259,926		18,803,047

				21,421,899
Independent Power and Renewable Electricity Producers — 0.1%
Engie Brasil Energia SA		3,400		36,153
Glow Energy PCL, NVDR		30,700		83,626
NTPC Ltd.		3,451,604		8,883,026

				9,002,805
Industrial Conglomerates — 0.1%
3M Co.		30,083		5,847,834
Honeywell International, Inc.		5,704		825,255
Industries Qatar QSC		65,240		2,002,302
Jardine Matheson Holdings Ltd.		33,400		2,022,495
Turkiye Sise ve Cam Fabrikalari A/S		74,590		82,887

				10,780,773
Insurance — 1.3%
Allianz SE (Registered)		137,399		32,498,147
AXA SA		558,613		15,975,581
BB Seguridade Participacoes SA		622,082		4,885,098
CNP Assurances^(f)		101,437		2,598,181
Direct Line Insurance Group plc		1,454,744		7,474,893
Gjensidige Forsikring ASA		118,876		1,881,602
Hannover Rueck SE		35,882		5,039,471
Legal & General Group plc		6,026		22,319


Security	Shares		Value
Insurance (continued)
Mapfre SA		655,016	$	2,272,240
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)		106,580		24,392,159
Old Mutual plc		2,491,168		8,582,250
Powszechny Zaklad Ubezpieczen SA		852,586		10,364,899
Prudential Financial, Inc.		82,692		8,791,813
Sampo OYJ, Class A		630,753		34,112,171
SCOR SE		335,503		13,605,695
Swiss Re AG		175,847		16,752,822
Tryg A/S		71,851		1,700,616
UnipolSai Assicurazioni SpA		586,357		1,575,811
Zurich Insurance Group AG^(f)		75,136		24,001,109

				216,526,877
Internet & Direct Marketing Retail — 0.0%
Amazon.com, Inc.^(f)		4,181		6,547,990

Internet Software & Services — 0.1%
Facebook, Inc., Class A^(f)		9,105		1,566,060
NetEase, Inc., ADR		30,852		7,931,124
Tencent Holdings Ltd.		85,800		4,218,179

				13,715,363
IT Services — 0.0%
Amadeus IT Group SA		39,616		2,890,377
CGI Group, Inc., Class A^(f)		4,926		285,443
Fidelity National Information Services, Inc.		657		62,395
Paychex, Inc.		17,890		1,083,597
Total System Services, Inc.		1,169		98,266
Western Union Co. (The)		24,253		478,997

				4,899,075
Life Sciences Tools & Services — 0.0%
Agilent Technologies, Inc.		79,246		5,209,632

Machinery — 0.3%
Atlas Copco AB, Class A		315,681		12,345,129
Illinois Tool Works, Inc.		28,320		4,022,007
Ingersoll-Rand plc		19,519		1,637,449
Kone OYJ, Class B		350,821		17,423,671
Metso OYJ		66,982		2,380,564
Spirax-Sarco Engineering plc		67,729		5,368,867
Volvo AB, Class B		73,988		1,253,829
Wartsila OYJ Abp		335,370		7,120,687

				51,552,203
Media — 0.1%
Astro Malaysia Holdings Bhd.		107,100		51,868
Comcast Corp., Class A		36,668		1,151,009
Eutelsat Communications SA		103,519		2,241,912
Media Nusantara Citra Tbk. PT		46,160,851		4,367,118
ProSiebenSat.1 Media SE		138,659		5,030,281
Time Warner, Inc.		6,983		661,988
Walt Disney Co. (The)		23,269		2,334,579
WPP plc		94,787		1,626,557

				17,465,312
Metals & Mining — 0.1%
Ferrexpo plc		1,925,694		6,234,800
POSCO		35,365		12,185,394
Rio Tinto plc		4,158		226,636

				18,646,830
Multiline Retail — 0.1%
Canadian Tire Corp. Ltd., Class A		399		54,377
Dollar General Corp.		14,644		1,413,585
Kohl’s Corp.		59,693		3,708,129
Target Corp.		56,003		4,065,818

				9,241,909


Security	Shares		Value
Multi-Utilities — 0.1%
Ameren Corp.		2,901	$	170,057
Dominion Energy, Inc.		17,383		1,157,012
Engie SA		666,105		11,684,474
Innogy SE^(b)		82,702		3,633,941

				16,645,484
Oil, Gas & Consumable Fuels — 4.2%
Andeavor Logistics LP		316,015		13,411,677
Antero Midstream Partners LP		546,943		14,663,542
Bharat Petroleum Corp. Ltd.		1,228,558		7,105,286
Boardwalk Pipeline Partners LP		624,190		7,097,040
BP Midstream Partners LP		697,914		13,239,429
China Petroleum & Chemical Corp., Class H		2,920,000		2,843,670
CNOOC Ltd.		8,085,000		13,677,506
Delek Logistics Partners LP		178,395		5,414,288
Dominion Energy Midstream Partners LP		406,243		5,890,524
Enagas SA		126,568		3,678,824
Energy Transfer Partners LP		3,908,561		70,432,269
EnLink Midstream Partners LP		503,450		7,350,370
Enterprise Products Partners LP		2,845,546		76,374,455
EQT Midstream Partners LP		374,186		21,051,704
Genesis Energy LP		897,697		18,806,752
LUKOIL PJSC, ADR		121,904		8,032,255
Magellan Midstream Partners LP		970,382		63,880,247
MPLX LP		1,783,089		62,996,534
Novatek PJSC, GDR		66,561		8,453,584
ONEOK, Inc.		569,306		34,283,607
Phillips 66 Partners LP		163,999		8,131,070
Plains All American Pipeline LP		2,380,020		55,954,270
PTT PCL, NVDR		4,711,000		8,401,301
Qatar Gas Transport Co. Ltd.		1,217,059		4,910,353
Royal Dutch Shell plc, Class B		298,381		10,651,863
Santos Ltd.		16,438		75,710
Shell Midstream Partners LP		676,851		14,613,213
Snam SpA		1,369,941		6,577,197
Targa Resources Corp.		284,984		13,385,699
Thai Oil PCL, NVDR		197,200		587,053
TOTAL SA		304,021		19,108,253
Valero Energy Partners LP		211,910		8,355,611
Western Gas Partners LP		682,734		32,812,196
Williams Cos., Inc. (The)		243,262		6,259,131
Williams Partners LP		1,175,249		42,779,064

				691,285,547
Paper & Forest Products — 0.1%
UPM-Kymmene OYJ		317,117		11,315,248

Personal Products — 0.2%
Hengan International Group Co. Ltd.		51,000		453,561
Unilever plc		549,381		30,815,912

				31,269,473
Pharmaceuticals — 1.3%
AstraZeneca plc		264,312		18,502,467
Bristol-Myers Squibb Co.		66,384		3,460,598
Eli Lilly & Co.		64,451		5,225,043
GlaxoSmithKline plc		499,850		10,025,575
Hypera SA		939,608		8,429,972
Johnson & Johnson		241,590		30,558,719
Merck & Co., Inc.		170,044		10,010,490
Novartis AG (Registered)		449,747		34,618,968
Novo Nordisk A/S, Class B		300,032		14,109,889
Orion OYJ, Class B		61,838		1,875,589
Pfizer, Inc.		343,110		12,561,257
Richter Gedeon Nyrt		422,487		8,531,098
Roche Holding AG		23,305		5,178,079


Security	Shares		Value
Pharmaceuticals (continued)
Sanofi		565,216	$	44,687,290
Zoetis, Inc.		15,639		1,305,544

				209,080,578
Professional Services — 0.1%
Adecco Group AG (Registered)		13,200		874,173
SGS SA (Registered)		2,612		6,343,630

				7,217,803
Real Estate Management & Development — 0.4%
Aroundtown SA		1,334,743		10,682,505
Atrium European Real Estate Ltd.		388,213		1,883,397
Daito Trust Construction Co. Ltd.		1,400		233,611
Entra ASA^(b)		540,479		7,412,359
First Capital Realty, Inc.		983,809		15,378,361
Land & Houses PCL		2,632,900		916,429
Land & Houses PCL, NVDR		20,797,900		7,239,091
LEG Immobilien AG		68,060		7,847,535
Swiss Prime Site AG (Registered)^(f)		42,634		3,994,548
Vonovia SE		201,253		10,083,755

				65,671,591
Semiconductors & Semiconductor Equipment — 0.4%
Maxim Integrated Products, Inc.		73,673		4,015,179
MediaTek, Inc.		847,000		9,633,444
Nanya Technology Corp.		3,364,000		10,471,734
NXP Semiconductors NV^(f)		3,039		318,791
Phison Electronics Corp.		25,000		226,321
Powertech Technology, Inc.		182,000		520,998
QUALCOMM, Inc.		36,931		1,883,850
Silergy Corp.		306,000		6,399,089
Taiwan Semiconductor Manufacturing Co. Ltd.		2,907,000		22,143,614
Taiwan Semiconductor Manufacturing Co. Ltd., ADR		343,484		13,206,960
Texas Instruments, Inc.		36,143		3,665,985

				72,485,965
Software — 0.1%
CDK Global, Inc.		19,639		1,281,249
Check Point Software Technologies Ltd.^(f)		32,145		3,102,314
Microsoft Corp.		64,116		5,996,128
Synopsys, Inc.^(f)		62,908		5,379,263

				15,758,954
Specialty Retail — 0.2%
Hennes & Mauritz AB, Class B		564,482		9,700,277
Home Depot, Inc. (The)		8,875		1,640,100
Home Product Center PCL, NVDR		1,400,800		662,749
Industria de Diseno Textil SA		196,808		6,100,694
Lowe’s Cos., Inc.		65,985		5,439,144
Mr Price Group Ltd.		320,780		7,039,151
Nitori Holdings Co. Ltd.		29,200		4,924,136

				35,506,251
Technology Hardware, Storage & Peripherals — 0.1%
Canon, Inc.		180,400		6,205,614
Chicony Electronics Co. Ltd.		347,589		856,364
Lite-On Technology Corp.		60,157		79,384

				7,141,362
Textiles, Apparel & Luxury Goods — 0.1%
ANTA Sports Products Ltd.		1,020,000		5,820,318
Gildan Activewear, Inc.		18,400		535,971
LVMH Moet Hennessy Louis Vuitton SE		5,188		1,805,487
VF Corp.		13,857		1,120,615
Yue Yuen Industrial Holdings Ltd.		32,500		92,104

				9,374,495
Thrifts & Mortgage Finance — 0.1%
Indiabulls Housing Finance Ltd.		418,103		8,147,921


Security		Shares		Value
Tobacco — 0.7%
Altria Group, Inc.			489,688	$	27,476,394
British American Tobacco plc			651,429		35,729,259
Imperial Brands plc			733,162		26,232,278
Japan Tobacco, Inc.			380,900		10,239,050
Philip Morris International, Inc.			149,717		12,276,794

					111,953,775
Trading Companies & Distributors — 0.0%
Ferguson plc			16,468		1,260,578

Transportation Infrastructure — 0.2%
Atlantia SpA			623,626		20,641,937
DP World Ltd.			323,254		7,192,401
Grupo Aeroportuario del Pacifico SAB de CV, Class B			533,936		5,546,616
Jiangsu Expressway Co. Ltd., Class H			4,750,000		6,512,837

					39,893,791
Water Utilities — 0.0%
Severn Trent plc			12,790		340,569

Wireless Telecommunication Services — 0.3%
America Movil SAB de CV, ADR, Class L			441,744		8,167,846
China Mobile Ltd.			745,500		7,102,003
Far EasTone Telecommunications Co. Ltd.			3,197,402		8,459,455
Mobile TeleSystems PJSC, ADR			756,490		7,943,145
Rogers Communications, Inc., Class B			370,144		17,472,976
Tele2 AB, Class B			53,026		687,319
Vodafone Group plc			174,614		509,561

					50,342,305
Total Common Stocks — 18.0% (Cost: $2,760,121,702)					2,963,237,369


		Par (000)
Corporate Bonds — 30.4%

Aerospace & Defense — 0.5%
Arconic, Inc.:
6.15%, 08/15/20	USD		1,980		2,074,050
5.40%, 04/15/21			1,000		1,030,000
5.87%, 02/23/22			2,840		2,971,350
5.13%, 10/01/24			6,886		6,982,852
5.90%, 02/01/27			864		892,620
6.75%, 01/15/28			365		396,481
5.95%, 02/01/37			1,521		1,535,738
BBA US Holdings, Inc., 5.38%, 05/01/26^(b)			1,466		1,474,180
Boeing Co. (The):
2.80%, 03/01/27			2,000		1,884,116
3.55%, 03/01/38			1,146		1,108,613
5.88%, 02/15/40			845		1,071,250
Bombardier, Inc.^(b):
7.75%, 03/15/20			1,212		1,293,810
8.75%, 12/01/21			2,961		3,295,090
5.75%, 03/15/22			5,970		5,984,925
6.00%, 10/15/22			1,033		1,027,835
6.13%, 01/15/23			2,549		2,564,931
7.50%, 12/01/24			3,928		4,134,220
7.50%, 03/15/25			6,544		6,805,760
General Dynamics Corp., 2.63%, 11/15/27			1,000		917,780
KLX, Inc., 5.88%, 12/01/22^(b)			8,848		9,235,100
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(b)			1,000		1,038,550
Northrop Grumman Corp., 2.08%, 10/15/20			660		644,029
Precision Castparts Corp., 4.20%, 06/15/35			400		407,070
Raytheon Co., 4.70%, 12/15/41			645		722,621


Security		Par (000)		Value
Aerospace & Defense (continued)
TransDigm, Inc.:
5.50%, 10/15/20	USD		500	$	502,500
6.00%, 07/15/22			4,311		4,364,888
6.50%, 07/15/24			900		915,187
6.50%, 05/15/25			4,343		4,419,003
6.38%, 06/15/26			3,034		3,049,170
United Technologies Corp.:
2.80%, 05/04/24			1,625		1,528,732
4.50%, 06/01/42			1,000		987,021
4.15%, 05/15/45			750		704,974
3.75%, 11/01/46			2,000		1,745,925

					77,710,371
Air Freight & Logistics — 0.0%
CEVA Group plc, 6.00% ( 6.00% Cash or 9.00% PIK), 09/01/20^(b)(g)			75		77,625
United Parcel Service, Inc.:
6.20%, 01/15/38			455		577,485
3.75%, 11/15/47			1,000		934,750
XPO Logistics, Inc.^(b):
6.50%, 06/15/22			3,637		3,755,203
6.13%, 09/01/23			3,075		3,182,625

					8,527,688
Airlines — 0.1%
American Airlines Group, Inc.^(b):
5.50%, 10/01/19			410		417,175
4.63%, 03/01/20			1,042		1,049,815
American Airlines Pass-Through Trust, 3.38%, 05/01/27			1,280		1,231,645
Avianca Holdings SA, 8.38%, 05/10/20			7,095		7,219,162
Delta Air Lines, Inc., 3.63%, 03/15/22			1,725		1,709,420
United Airlines Pass-Through Trust:
3.75%, 09/03/26			832		824,922
3.50%, 03/01/30			500		487,177
Virgin Australia Pass-Through Trust^(b):
7.13%, 10/23/18			274		277,145
5.00%, 10/23/23			662		676,914

					13,893,375
Auto Components — 0.2%
Adient Global Holdings Ltd.:
3.50%, 08/15/24	EUR		730		892,523
4.88%, 08/15/26^(b)	USD		600		561,000
Adler Pelzer Holding GmbH, 4.13%, 04/01/24	EUR		515		634,943
Allison Transmission, Inc., 5.00%, 10/01/24^(b)	USD		655		643,341
American Axle & Manufacturing, Inc.:
6.63%, 10/15/22			500		516,875
6.25%, 04/01/25			490		489,853
6.50%, 04/01/27			350		348,145
Delphi Technologies plc, 5.00%, 10/01/25^(b)			550		529,031
Faurecia SA, 3.63%, 06/15/23	EUR		398		503,454
Gestamp Funding Luxembourg SA, 3.50%, 05/15/23			200		250,372
GKN Holdings plc, 3.38%, 05/12/32	GBP		200		280,354
Goodyear Dunlop Tires Europe BV, 3.75%, 12/15/23	EUR		490		611,230
Goodyear Tire & Rubber Co. (The):
5.13%, 11/15/23	USD		615		611,925
5.00%, 05/31/26			585		557,212
4.88%, 03/15/27			510		477,488
Grupo-Antolin Irausa SA, 3.25%, 04/30/24	EUR		541		667,925
Icahn Enterprises LP:
6.00%, 08/01/20	USD		1,656		1,691,190
5.88%, 02/01/22			1,000		1,011,250
6.25%, 02/01/22			1,720		1,754,400


Security		Par (000)		Value
Auto Components (continued)
6.75%, 02/01/24	USD		3,445	$	3,522,513
6.38%, 12/15/25			1,190		1,192,975
IHO Verwaltungs GmbH^(g):
2.75% ( 2.75% Cash or 3.50% PIK), 09/15/21	EUR		845		1,039,402
4.12% ( 4.12% Cash or 4.88% PIK), 09/15/21^(b)	USD		300		300,877
3.25% ( 3.25% Cash or 4.00% PIK), 09/15/23	EUR		1,355		1,687,236
4.50% ( 4.50% Cash or 5.25% PIK), 09/15/23^(b)	USD		300		294,750
3.75% ( 3.75% Cash or 4.50% PIK), 09/15/26	EUR		525		665,690
4.75% ( 4.75% Cash or 5.50% PIK), 09/15/26^(b)	USD		600		574,500
LKQ Italia Bondco SpA, 3.88%, 04/01/24	EUR		400		509,607
Schaeffler Finance BV, 4.75%, 05/15/23^(b)	USD		3,590		3,648,338
Tenneco, Inc., 5.00%, 07/15/26			350		327,250
Weichai International Hong Kong Energy Group Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.08%), 3.75%^(h)(i)			1,013		953,414
ZF North America Capital, Inc.:
2.75%, 04/27/23	EUR		1,900		2,474,783
4.75%, 04/29/25^(b)	USD		399		406,481

					30,630,327
Automobiles — 0.1%
BMW US Capital LLC, 1.85%, 09/15/21^(b)			450		429,082
Daimler Finance North America LLC:
2.25%, 09/03/19^(b)			1,450		1,437,281
8.50%, 01/18/31			350		499,468
Fiat Chrysler Automobiles NV:
4.50%, 04/15/20			1,060		1,072,243
5.25%, 04/15/23			1,000		1,038,750
3.75%, 03/29/24	EUR		790		1,055,277
Fiat Chrysler Finance Europe SA, 4.75%, 07/15/22			557		763,614
Hyundai Capital America, 2.55%, 04/03/20^(b)	USD		815		801,075
Jaguar Land Rover Automotive plc:
4.25%, 11/15/19^(b)			200		201,500
3.50%, 03/15/20^(b)			850		848,555
5.63%, 02/01/23^(b)			150		151,687
2.20%, 01/15/24	EUR		300		358,585
4.50%, 10/01/27^(b)	USD		450		405,000
Nissan Motor Acceptance Corp., 2.15%, 07/13/20^(b)			1,000		976,182
Tesla, Inc., 5.30%, 08/15/25^(b)			1,990		1,761,150
TML Holdings Pte. Ltd., 5.75%, 05/07/21			423		432,370
Volvo Car AB, 2.00%, 01/24/25	EUR		800		963,839

					13,195,658
Banks — 7.5%
ABN AMRO Bank NV^(h)(i):
(EUR Swap Annual 5 Year + 5.45%), 5.75%			5,100		6,713,048
(EUR Swap Annual 5 Year + 3.90%), 4.75%			1,700		2,134,216
Allied Irish Banks plc⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 7.34%), 7.38%^(h)			4,990		6,764,100
(EUR Swap Annual 5 Year + 3.95%), 4.13%, 11/26/25			1,580		2,045,384
Alpha Bank AE, 2.50%, 02/05/23			750		903,981
Australia & New Zealand Banking Group Ltd.:
2.05%, 09/23/19	USD		2,200		2,174,468
2.25%, 11/09/20			1,340		1,310,085
2.55%, 11/23/21			3,000		2,917,942
(USD Swap Rate 5 Year + 5.17%), 6.75%^(b)(h)(i)			8,634		9,206,002
(USD Swap Rate 5 Year + 5.17%), 6.75%^(h)(i)			2,062		2,198,608
Banco Bilbao Vizcaya Argentaria SA^(h)(i):
(EUR Swap Annual 5 Year + 6.16%), 7.00%	EUR		2,200		2,762,457
(EUR Swap Annual 5 Year + 9.18%), 8.88%			1,400		1,985,001
(USD Swap Semi 5 Year + 3.87%), 6.13%	USD		42,000		40,595,100


Security		Par (000)		Value
Banks (continued)
Banco BPM SpA:
4.25%, 01/30/19	EUR		300	$	373,157
2.75%, 07/27/20			1,300		1,635,617
1.75%, 04/24/23			570		688,462
Banco Espirito Santo SA^(f)(j):
2.63%, 05/08/17			800		270,503
4.75%, 01/15/18			1,500		507,192
4.00%, 01/21/19			5,400		1,825,891
Banco Santander SA:
(EUR Swap Annual 5 Year + 5.41%), 6.25%^(h)(i)			4,800		6,006,602
(EUR Swap Annual 5 Year + 6.80%), 6.75%^(h)(i)			2,400		3,285,880
(EUR Swap Annual 5 Year + 4.10%), 4.75%^(h)(i)			400		483,040
4.38%, 04/12/28	USD		1,200		1,188,406
Bank of America Corp.:
5.49%, 03/15/19			700		715,406
(LIBOR 3 Month + 0.37%), 2.74%, 01/23/22⁽ⁱ⁾			2,755		2,709,670
2.50%, 10/21/22			920		879,622
(LIBOR 3 Month + 1.16%), 3.12%, 01/20/23⁽ⁱ⁾			1,120		1,102,487
(LIBOR 3 Month + 1.02%), 2.88%, 04/24/23⁽ⁱ⁾			830		807,429
(LIBOR 3 Month + 0.93%), 2.82%, 07/21/23⁽ⁱ⁾			1,715		1,658,760
(LIBOR 3 Month + 0.81%), 3.37%, 01/23/26⁽ⁱ⁾			1,000		963,256
3.50%, 04/19/26			1,300		1,255,372
3.25%, 10/21/27			1,000		931,294
(LIBOR 3 Month + 1.81%), 4.24%, 04/24/38⁽ⁱ⁾			2,000		1,955,947
(LIBOR 3 Month + 1.99%), 4.44%, 01/20/48⁽ⁱ⁾			700		701,493
Bank of America NA, 6.00%, 10/15/36			900		1,096,419
Bank of East Asia Ltd. (The)^(h)(i):
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.83%), 5.50%			2,303		2,291,266
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.68%), 5.63%			874		863,805
Bank of Ireland⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 6.96%), 7.38%^(h)	EUR		4,440		5,951,236
(EUR Swap Annual 5 Year + 3.55%), 4.25%, 06/11/24			1,664		2,087,312
Bank of Ireland Group plc, (U.K. Government Bonds 5 Year Note Generic Bid Yield + 2.70%), 3.12%, 09/19/27⁽ⁱ⁾	GBP		190		257,973
Bank of Montreal:
1.50%, 07/18/19	USD		4,200		4,135,976
1.75%, 09/11/19			1,100		1,084,489
Bank of Nova Scotia (The):
1.65%, 06/14/19			2,335		2,305,261
2.45%, 03/22/21			3,200		3,133,744
Bankia SA⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 5.82%), 6.00%^(h)	EUR		6,000		7,625,994
(EUR Swap Annual 5 Year + 3.17%), 4.00%, 05/22/24			900		1,124,880
(EUR Swap Annual 5 Year + 3.35%), 3.38%, 03/15/27			300		384,286
Barclays Bank plc, 2.65%, 01/11/21	USD		1,560		1,533,448
Barclays plc:
(EUR Swap Annual 5 Year + 5.88%), 6.50%^(h)(i)	EUR		2,800		3,593,171
(USD Swap Semi 5 Year + 6.77%), 7.88%^(h)(i)	USD		42,146		44,957,138
3.68%, 01/10/23			1,595		1,573,497
(GBP Swap 5 Year + 6.46%), 7.25%^(h)(i)	GBP		825		1,229,416
4.38%, 09/11/24	USD		3,325		3,244,803
(EUR Swap Annual 5 Year + 2.45%), 2.63%, 11/11/25⁽ⁱ⁾	EUR		400		499,613
5.20%, 05/12/26	USD		600		599,663
BB&T Corp., 2.63%, 06/29/20			885		876,968


Security		Par (000)		Value
Banks (continued)
BNP Paribas SA:
2.38%, 05/21/20	USD		1,000	$	989,229
(USD Swap Semi 5 Year + 6.31%), 7.63%^(b)(h)(i)			13,792		14,857,432
(USD Swap Semi 5 Year + 4.92%), 6.75%^(b)(h)(i)			14,142		14,831,422
(EUR Swap Annual 5 Year + 5.23%), 6.12%^(h)(i)	EUR		2,190		3,005,030
3.80%, 01/10/24^(b)	USD		770		762,601
(USD Swap Semi 5 Year + 2.84%), 5.13%^(b)(h)(i)			25,225		23,648,438
Busan Bank Co. Ltd., 3.63%, 07/25/26			2,950		2,709,876
CaixaBank SA⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 4.50%), 5.25%^(h)	EUR		1,600		1,901,431
(EUR Swap Annual 5 Year + 3.35%), 3.50%, 02/15/27			300		389,205
(EUR Swap Annual 5 Year + 2.35%), 2.75%, 07/14/28			700		881,023
China Construction Bank Corp., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.97%), 4.65%^(h)(i)	USD		1,205		1,188,492
Chong Hing Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.03%), 3.88%, 07/26/27⁽ⁱ⁾			1,405		1,351,621
CIT Group, Inc.:
3.88%, 02/19/19			250		251,160
5.38%, 05/15/20			2,790		2,880,675
4.13%, 03/09/21			345		345,362
5.00%, 08/15/22			1,200		1,227,000
5.00%, 08/01/23			6,027		6,132,472
5.25%, 03/07/25			1,075		1,097,844
Citibank NA, 2.10%, 06/12/20			1,370		1,344,065
Citigroup, Inc.:
2.05%, 12/07/18			900		897,346
2.50%, 07/29/19			1,100		1,095,341
2.45%, 01/10/20			1,305		1,293,477
2.75%, 04/25/22			3,105		3,018,443
Citizens Bank NA:
2.50%, 03/14/19			1,044		1,042,077
2.55%, 05/13/21			345		337,550
3.70%, 03/29/23			760		758,525
Commonwealth Bank of Australia, 2.30%, 09/06/19			730		724,123
Cooperatieve Rabobank UA:
(EUR Swap Annual 5 Year + 5.25%), 5.50%^(h)(i)	EUR		4,760		6,219,561
4.50%, 01/11/21	USD		430		444,359
2.50%, 01/19/21			2,072		2,036,609
3.13%, 04/26/21			825		822,626
(EUR Swap Annual 5 Year + 6.70%), 6.62%^(h)(i)	EUR		4,200		5,788,481
2.75%, 01/10/22	USD		5,000		4,890,040
3.88%, 02/08/22			820		833,404
4.38%, 08/04/25			2,700		2,687,906
5.25%, 05/24/41			540		629,185
Credit Agricole SA:
(LIBOR 3 Month + 6.98%), 8.37%^(b)(h)(i)			850		904,187
(EUR Swap Annual 5 Year + 5.12%), 6.50%^(h)(i)	EUR		6,920		9,405,211
3.75%, 04/24/23^(b)	USD		250		247,962
(USD Swap Semi 5 Year + 4.90%), 7.88%^(b)(h)(i)			9,075		9,846,375
(USD Swap Semi 5 Year + 6.19%), 8.12%^(b)(h)(i)			29,118		33,085,328
Credit Suisse Group Funding Guernsey Ltd., 4.88%, 05/15/45			300		310,139
Dah Sing Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.55%), 4.25%, 11/30/26⁽ⁱ⁾			880		872,960
Danske Bank A/S^(h)(i):
(EUR Swap Annual 6 Year + 4.64%), 5.75%	EUR		400		518,061
(EUR Swap Annual 5 Year + 5.47%), 5.88%			6,240		8,420,836
(USD Swap Semi 7 Year + 3.90%), 6.13%	USD		19,590		19,834,875
Discover Bank, 3.35%, 02/06/23			905		886,043


Security		Par (000)		Value
Banks (continued)
DNB Bank ASA^(h)(i):
(USD Swap Semi 5 Year + 4.08%), 5.75%	USD		1,000	$	1,012,660
(USD Swap Semi 5 Year + 5.08%), 6.50%			5,000		5,232,500
DNB Boligkreditt A/S, 2.00%, 05/28/20^(b)			4,500		4,412,124
Erste Group Bank AG^(h)(i):
(EUR Swap Annual 5 Year + 9.02%), 8.88%	EUR		3,200		4,680,657
(EUR Swap Annual 5 Year + 6.20%), 6.50%			1,600		2,208,266
Fifth Third Bancorp, 2.60%, 06/15/22	USD		500		483,107
Fifth Third Bank, 2.25%, 06/14/21			500		486,175
Hongkong & Shanghai Banking Corp. Ltd. (The), (LIBOR 3 Month + 0.00%), 2.56%^(h)(i)			900		782,991
HSBC Bank USA NA:
4.88%, 08/24/20			670		691,990
7.00%, 01/15/39			500		688,239
HSBC Holdings plc:
3.40%, 03/08/21			1,525		1,529,111
5.10%, 04/05/21			1,000		1,050,226
2.95%, 05/25/21			2,810		2,778,332
(USD Swap Rate 5 Year + 5.51%), 6.87%^(h)(i)			28,124		29,811,440
(EUR Swap Annual 5 Year + 4.38%), 5.25%^(h)(i)	EUR		3,600		4,788,878
(LIBOR 3 Month + 1.06%), 3.26%, 03/13/23⁽ⁱ⁾	USD		2,660		2,617,163
(USD Swap Rate 5 Year + 3.45%), 6.25%^(h)(i)			1,600		1,622,016
3.60%, 05/25/23			1,200		1,197,847
(LIBOR 3 Month + 0.92%), 3.03%, 11/22/23⁽ⁱ⁾			590		573,516
(USD Swap Rate 5 Year + 3.71%), 6.38%^(h)(i)			2,000		2,047,000
(USD Swap Rate 5 Year + 4.37%), 6.38%^(h)(i)			10,330		10,639,900
4.38%, 11/23/26			240		237,932
(USD Swap Rate 5 Year + 3.75%), 6.00%^(h)(i)			59,977		59,239,283
(USD Swap Rate 5 Year + 3.61%), 6.50%^(h)(i)			30,915		31,382,126
6.50%, 05/02/36			600		730,411
6.50%, 09/15/37			2,000		2,454,271
6.80%, 06/01/38			430		547,004
6.10%, 01/14/42			400		512,110
5.25%, 03/14/44			670		717,993
Huntington National Bank (The):
2.38%, 03/10/20			1,095		1,080,460
2.88%, 08/20/20			1,510		1,502,179
ICICI Bank Ltd., 4.00%, 03/18/26			1,019		968,944
IKB Deutsche Industriebank AG, (EUR Swap Annual 5 Year + 3.62%), 4.00%, 01/31/28⁽ⁱ⁾	EUR		300		364,062
Industrial & Commercial Bank of China Asia Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.14%), 4.25%^(h)(i)	USD		2,250		2,144,774
Industrial & Commercial Bank of China Ltd., 3.54%, 11/08/27			2,650		2,493,480
ING Groep NV:
(USD Swap Semi 5 Year + 4.45%), 6.00%^(h)(i)			1,500		1,531,800
3.15%, 03/29/22			1,420		1,398,236
(USD Swap Semi 5 Year + 4.45%), 6.50%^(h)(i)			3,070		3,159,951
Intesa Sanpaolo SpA:
(EUR Swap Annual 5 Year + 6.88%), 7.00%^(h)(i)	EUR		5,500		7,285,005
3.38%, 01/12/23^(b)	USD		405		392,365
6.63%, 09/13/23	EUR		858		1,282,460
5.02%, 06/26/24^(b)	USD		1,500		1,468,237
(USD Swap Semi 5 Year + 5.46%), 7.70%^(b)(h)(i)			40,706		43,046,595
5.71%, 01/15/26^(b)			1,000		1,003,498
(EUR Swap Annual 5 Year + 7.19%), 7.75%^(h)(i)	EUR		200		296,164
JPMorgan Chase & Co.:
2.25%, 01/23/20	USD		1,000		988,554
4.95%, 03/25/20			1,000		1,035,471
2.75%, 06/23/20			1,940		1,927,182
2.55%, 10/29/20			300		295,660
2.55%, 03/01/21			3,900		3,825,980


Security		Par (000)		Value
Banks (continued)
2.40%, 06/07/21	USD		1,200	$	1,168,906
4.35%, 08/15/21			1,380		1,426,184
2.97%, 01/15/23			2,490		2,425,609
(LIBOR 3 Month + 0.94%), 2.78%, 04/25/23⁽ⁱ⁾			1,460		1,419,059
2.70%, 05/18/23			1,200		1,150,059
3.88%, 02/01/24			855		859,794
(LIBOR 3 Month + 0.73%), 3.56%, 04/23/24⁽ⁱ⁾			1,230		1,222,836
3.13%, 01/23/25			750		714,905
3.30%, 04/01/26			1,500		1,427,761
2.95%, 10/01/26			1,300		1,203,196
(LIBOR 3 Month + 1.34%), 3.78%, 02/01/28⁽ⁱ⁾			800		776,422
6.40%, 05/15/38			270		339,418
5.40%, 01/06/42			550		626,152
4.85%, 02/01/44			300		319,335
(LIBOR 3 Month + 1.00%), 2.84%, 05/15/47⁽ⁱ⁾			37,555		33,743,167
(LIBOR 3 Month + 1.58%), 4.26%, 02/22/48⁽ⁱ⁾			800		770,480
(LIBOR 3 Month + 1.38%), 3.96%, 11/15/48⁽ⁱ⁾			600		548,430
KBC Group NV, (EUR Swap Annual 5 Year + 4.76%), 5.63%^(h)(i)	EUR		5,411		6,746,741
KeyBank NA:
1.60%, 08/22/19	USD		520		511,537
2.25%, 03/16/20			2,395		2,361,371
2.40%, 06/09/22			1,200		1,155,616
Lloyds Banking Group plc:
3.00%, 01/11/22			750		735,800
4.50%, 11/04/24			1,205		1,205,582
(LIBOR 3 Month + 1.21%), 3.57%, 11/07/28⁽ⁱ⁾			1,410		1,313,454
Macquarie Bank Ltd.^(h)(i):
(USD Swap Semi 5 Year + 3.70%), 6.13%^(b)			45,445		43,740,812
(USD Swap Semi 5 Year + 3.70%), 6.13%			6,284		6,048,350
Manufacturers & Traders Trust Co., 3.40%, 08/17/27			480		462,790
Mitsubishi UFJ Financial Group, Inc.:
2.95%, 03/01/21			1,492		1,478,362
3.00%, 02/22/22			455		447,600
2.67%, 07/25/22			995		961,895
3.78%, 03/02/25			1,400		1,393,370
3.68%, 02/22/27			2,000		1,964,705
Mitsubishi UFJ Trust & Banking Corp., 2.45%, 10/16/19^(b)			1,465		1,452,572
Mizuho Bank Ltd., 2.65%, 09/25/19^(b)			1,020		1,014,706
Mizuho Financial Group, Inc.:
2.95%, 02/28/22			1,315		1,284,466
2.60%, 09/11/22			2,000		1,913,463
Nanyang Commercial Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.21%), 5.00%^(h)(i)			2,500		2,387,490
National Australia Bank Ltd.:
2.40%, 12/07/21^(b)			7,500		7,286,627
2.88%, 04/12/23			1,600		1,550,912
2.50%, 07/12/26			1,000		904,417
National Bank of Canada, 2.15%, 06/12/20			2,000		1,961,406
National Bank of Greece SA, 2.75%, 10/19/20	EUR		810		1,000,650
National Westminster Bank plc, (LIBOR 3 Month + 0.25%), 2.25%^(h)(i)	USD		2,100		1,878,450
Noor Sukuk Co. Ltd., 4.47%, 04/24/23			1,800		1,791,144
Nordea Bank AB:
(USD Swap Rate 5 Year + 3.56%), 5.50%^(b)(h)(i)			4,710		4,739,437
1.63%, 09/30/19^(b)			835		819,162
2.50%, 09/17/20^(b)			250		246,150
(EUR Swap Annual 5 Year + 3.00%), 3.50%^(h)(i)	EUR		575		675,310
Philippine National Bank, 4.25%, 04/27/23	USD		1,500		1,486,763
Popular, Inc., 7.00%, 07/01/19			13,171		13,401,493


Security		Par (000)		Value
Banks (continued)
Postal Savings Bank of China Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.63%), 4.50%^(h)(i)	USD		4,200	$	3,969,000
Rizal Commercial Banking Corp.:
3.45%, 02/02/21			2,100		2,067,975
4.13%, 03/16/23			1,600		1,579,867
Royal Bank of Scotland Group plc:
(USD Swap Semi 5 Year + 5.80%), 7.50%^(h)(i)			2,300		2,415,575
(USD Swap Semi 5 Year + 7.60%), 8.62%^(h)(i)			55,313		60,567,735
6.13%, 12/15/22			1,750		1,855,463
6.10%, 06/10/23			750		797,241
6.00%, 12/19/23			1,400		1,486,942
5.13%, 05/28/24			1,650		1,675,700
(USD Swap Semi 5 Year + 5.72%), 8.00%^(h)(i)			19,796		21,651,875
(LIBOR 3 Month + 2.50%), 7.65%^(h)(i)			500		627,500
Santander Holdings USA, Inc., 3.70%, 03/28/22			825		817,747
Santander UK Group Holdings plc:
3.57%, 01/10/23			1,080		1,058,096
(LIBOR 3 Month + 1.08%), 3.37%, 01/05/24⁽ⁱ⁾			250		242,734
(GBP Swap 5 Year + 5.79%), 6.75%^(h)(i)	GBP		1,825		2,728,621
Santander UK plc:
3.05%, 08/23/18	USD		1,000		1,001,505
2.50%, 01/05/21			590		578,706
5.00%, 11/07/23^(b)			11,225		11,522,182
Skandinaviska Enskilda Banken AB:
2.30%, 03/11/20			2,300		2,268,203
(USD Swap Semi 5 Year + 3.85%), 5.75%^(h)(i)			4,800		4,848,000
(USD Swap Semi 5 Year + 3.49%), 5.63%^(h)(i)			1,000		1,000,204
Societe Generale SA^(h)(i):
(LIBOR GBP 3 Month + 3.40%), 8.88%	GBP		300		415,323
(USD Swap Semi 5 Year + 6.39%), 8.25%	USD		2,120		2,175,650
(USD Swap Semi 5 Year + 6.24%), 7.38%^(b)			17,475		18,523,500
(USD Swap Semi 5 Year + 4.98%), 7.88%^(b)			8,100		8,778,375
(USD Swap Rate 5 Year + 5.87%), 8.00%^(b)			47,050		52,107,875
Standard Chartered plc, (USD Swap Semi 5 Year + 6.30%), 7.50%^(b)(h)(i)			35,220		37,201,125
Sumitomo Mitsui Banking Corp.:
2.50%, 07/19/18			1,750		1,750,174
1.76%, 10/19/18			405		403,553
2.25%, 07/11/19			5,000		4,960,635
Sumitomo Mitsui Financial Group, Inc.:
2.93%, 03/09/21			1,900		1,882,339
2.44%, 10/19/21			1,095		1,060,378
2.85%, 01/11/22			3,930		3,841,075
2.78%, 10/18/22			2,400		2,313,694
3.45%, 01/11/27			1,500		1,446,407
3.54%, 01/17/28			1,000		969,219
SunTrust Bank, 2.45%, 08/01/22			1,590		1,526,786
Svenska Handelsbanken AB:
1.50%, 09/06/19			2,700		2,649,235
2.40%, 10/01/20			2,000		1,964,777
(USD Swap Semi 5 Year + 3.34%), 5.25%^(h)(i)			2,500		2,500,000
Swedbank AB^(h)(i):
(USD Swap Semi 5 Year + 3.77%), 5.50%			4,200		4,236,750
(USD Swap Semi 5 Year + 4.11%), 6.00%			800		817,968
Toronto-Dominion Bank (The), 2.13%, 04/07/21			3,160		3,066,936
UBS Group Funding Switzerland AG:
2.65%, 02/01/22^(b)			500		482,033
(USD Swap Semi 5 Year + 2.43%), 5.00%^(h)(i)			4,225		3,871,156
(LIBOR 3 Month + 0.95%), 2.86%, 08/15/23^(b)(i)			570		546,668
UniCredit SpA:
(EUR Swap Annual 5 Year + 6.10%), 6.75%^(h)(i)	EUR		3,300		4,299,312
(EUR Swap Annual 5 Year + 9.30%), 9.25%^(h)(i)			4,900		7,078,498


Security		Par (000)		Value
Banks (continued)
6.95%, 10/31/22	EUR		944	$	1,396,947
(EUR Swap Annual 5 Year + 4.10%), 5.75%, 10/28/25⁽ⁱ⁾			995		1,328,243
(EUR Swap Annual 5 Year + 4.32%), 4.38%, 01/03/27⁽ⁱ⁾			290		380,686
(USD Swap Rate 5 Year + 3.70%), 5.86%, 06/19/32^(b)(i)	USD		700		700,035
Union Bank of the Philippines, 3.37%, 11/29/22			2,110		2,025,391
United Overseas Bank Ltd.⁽ⁱ⁾:
(USD Swap Semi 5 Year + 1.79%), 3.88%^(h)			1,993		1,887,574
(USD Swap Semi 5 Year + 1.65%), 2.88%, 03/08/27			1,300		1,243,069
US Bancorp:
2.63%, 01/24/22			2,500		2,449,848
2.38%, 07/22/26			2,000		1,793,693
US Bank NA, 2.13%, 10/28/19			1,105		1,094,116
Wells Fargo & Co.:
2.60%, 07/22/20			2,396		2,370,962
2.50%, 03/04/21			1,540		1,508,647
3.50%, 03/08/22			1,200		1,199,246
2.63%, 07/22/22			2,550		2,453,955
3.07%, 01/24/23			490		476,915
4.48%, 01/16/24			800		813,262
(LIBOR 3 Month + 1.31%), 3.58%, 05/22/28⁽ⁱ⁾			175		166,900
5.38%, 02/07/35			540		607,371
5.38%, 11/02/43			350		375,784
5.61%, 01/15/44			700		774,957
4.65%, 11/04/44			460		443,344
3.90%, 05/01/45			950		877,254
4.90%, 11/17/45			175		177,452
4.40%, 06/14/46			100		93,809
4.75%, 12/07/46			1,000		986,688
Wells Fargo Bank NA, 2.15%, 12/06/19			2,200		2,175,516
Westpac Banking Corp.:
1.65%, 05/13/19			930		918,761
1.60%, 08/19/19			2,520		2,480,070
2.15%, 03/06/20			5,000		4,921,784
2.60%, 11/23/20			3,000		2,959,418
2.85%, 05/13/26			3,000		2,782,120
(USD Swap Rate 5 Year + 2.89%), 5.00%^(h)(i)			56,660		51,665,743
Wing Lung Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 1.75%), 3.75%, 11/22/27⁽ⁱ⁾			2,535		2,437,240
Woori Bank:
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.31%), 4.50%^(h)(i)			2,497		2,424,857
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.35%), 5.25%^(h)(i)			4,875		4,782,009
4.75%, 04/30/24			5,800		5,863,353
Yes Bank Ifsc Banking Unit Branch, 3.75%, 02/06/23			2,700		2,617,259

					1,228,146,875
Beverages — 0.2%
Anheuser-Busch InBev Finance, Inc.:
2.65%, 02/01/21			5,770		5,703,057
4.70%, 02/01/36			2,500		2,575,103
4.90%, 02/01/46			2,115		2,194,218
Anheuser-Busch InBev Worldwide, Inc.:
2.50%, 07/15/22			825		798,324
3.50%, 01/12/24			365		363,220
4.38%, 04/15/38			460		454,574
4.44%, 10/06/48			671		646,293
Brown-Forman Corp., 4.00%, 04/15/38			700		697,099
Central American Bottling Corp., 5.75%, 01/31/27^(b)			6,794		6,959,774
Coca-Cola Co. (The):
2.88%, 10/27/25			1,500		1,434,038
2.90%, 05/25/27			400		380,030


Security		Par (000)		Value
Beverages (continued)
Cott Holdings, Inc., 5.50%, 04/01/25^(b)	USD		500	$	496,250
Diageo Investment Corp.:
2.88%, 05/11/22			500		491,984
7.45%, 04/15/35			350		497,471
PepsiCo, Inc.:
2.25%, 05/02/22			2,800		2,709,148
3.60%, 08/13/42			575		541,456
4.45%, 04/14/46			370		386,460
3.45%, 10/06/46			2,300		2,062,009

					29,390,508
Biotechnology — 0.1%
AbbVie, Inc.:
2.30%, 05/14/21			355		345,022
2.90%, 11/06/22			360		350,464
Amgen, Inc.:
2.20%, 05/22/19			750		746,408
2.20%, 05/11/20			1,185		1,165,815
Gilead Sciences, Inc.:
1.95%, 03/01/22			5,000		4,768,759
2.50%, 09/01/23			2,195		2,098,458
2.95%, 03/01/27			3,000		2,804,852
4.15%, 03/01/47			1,000		952,388
Grifols SA, 3.20%, 05/01/25	EUR		300		364,997

					13,597,163
Building Products — 0.1%
Builders FirstSource, Inc., 5.63%, 09/01/24^(b)	USD		490		487,550
CIMPOR Financial Operations BV, 5.75%, 07/17/24^(b)			500		468,125
CPG Merger Sub LLC, 8.00%, 10/01/21^(b)			965		989,125
Griffon Corp., 5.25%, 03/01/22			475		474,858
Masonite International Corp., 5.63%, 03/15/23^(b)			3,447		3,550,410
St. Marys Cement, Inc., 5.75%, 01/28/27^(b)			300		305,745
Standard Industries, Inc.^(b):
5.50%, 02/15/23			2,301		2,375,782
5.38%, 11/15/24			1,348		1,365,692
6.00%, 10/15/25			750		778,125
5.00%, 02/15/27			350		337,369
4.75%, 01/15/28			625		582,813
Summit Materials LLC, 6.13%, 07/15/23			400		408,880
Titan Global Finance plc:
3.50%, 06/17/21	EUR		175		222,082
2.38%, 11/16/24			576		679,788
USG Corp., 4.88%, 06/01/27^(b)	USD		1,775		1,775,000

					14,801,344
Capital Markets — 2.2%
Bank of New York Mellon Corp. (The):
2.15%, 02/24/20			750		740,090
2.05%, 05/03/21			1,145		1,110,191
2.60%, 02/07/22			4,000		3,907,222
2.95%, 01/29/23			1,200		1,176,153
3.50%, 04/28/23			580		580,720
(LIBOR 3 Month + 0.63%), 2.66%, 05/16/23⁽ⁱ⁾			140		135,571
3.30%, 08/23/29			1,500		1,387,745
Blackstone CQP Holdco LP^(b):
6.50%, 03/20/21			6,149		6,179,745
6.00%, 08/18/21			1,008		1,010,520
CCTI Ltd., 3.63%, 08/08/22			3,765		3,602,672
Charles Schwab Corp. (The), 3.20%, 03/02/27			1,500		1,436,722
China Cinda Finance 2015 I Ltd., 4.25%, 04/23/25			5,980		5,820,238
China Cinda Finance 2017 I Ltd.:
3.88%, 02/08/23			855		839,119
4.40%, 03/09/27			1,700		1,622,832


Security		Par (000)		Value
Capital Markets (continued)
CME Group, Inc., 5.30%, 09/15/43	USD		1,400	$	1,687,607
Credit Suisse AG:
2.30%, 05/28/19			6,921		6,889,679
5.30%, 08/13/19			750		772,025
3.00%, 10/29/21			580		574,067
6.50%, 08/08/23^(b)			6,850		7,415,125
Credit Suisse Group AG:
3.57%, 01/09/23^(b)			865		853,143
(USD Swap Semi 5 Year + 3.46%), 6.25%^(b)(h)(i)			70,409		72,101,351
(USD Swap Semi 5 Year + 3.46%), 6.25%^(h)(i)			600		614,421
Credit Suisse USA, Inc., 7.13%, 07/15/32			350		455,949
Deutsche Bank AG:
3.15%, 01/22/21			1,795		1,763,006
4.50%, 04/01/25			1,000		969,232
(USD Swap Semi 5 Year + 5.00%), 7.50%^(h)(i)			4,100		4,089,750
(USD Swap Semi 5 Year + 2.25%), 4.30%, 05/24/28⁽ⁱ⁾			44,266		42,209,998
(USD Swap Rate 5 Year + 2.55%), 4.88%, 12/01/32⁽ⁱ⁾			700		644,490
Dresdner Funding Trust I, 8.15%, 06/30/31^(b)			650		826,878
E*TRADE Financial Corp., 2.95%, 08/24/22			520		503,883
Eagle Holding Co. II LLC, 7.63% ( 7.63% Cash or 8.38% PIK), 05/15/22^(b)(g)			1,186		1,200,825
Eaton Vance Corp., 3.50%, 04/06/27			1,000		974,827
Goldman Sachs Group, Inc. (The):
7.50%, 02/15/19			1,000		1,037,601
2.55%, 10/23/19			1,630		1,622,123
2.30%, 12/13/19			1,785		1,768,203
2.60%, 04/23/20			4,000		3,964,127
2.60%, 12/27/20			1,145		1,128,072
2.88%, 02/25/21			640		632,207
5.25%, 07/27/21			1,450		1,533,847
2.35%, 11/15/21			745		718,988
3.00%, 04/26/22			2,900		2,834,216
(LIBOR 3 Month + 0.82%), 2.88%, 10/31/22⁽ⁱ⁾			460		448,603
(LIBOR 3 Month + 0.78%), 3.14%, 10/31/22⁽ⁱ⁾			325		326,220
3.85%, 07/08/24			680		676,287
3.50%, 01/23/25			750		724,806
3.75%, 05/22/25			2,395		2,341,330
3.75%, 02/25/26			1,605		1,555,299
3.85%, 01/26/27			1,255		1,211,729
6.13%, 02/15/33			970		1,132,468
4.75%, 10/21/45			1,207		1,227,936
Guojing Capital BVI Ltd., 3.95%, 12/11/22			3,197		3,072,972
Huarong Finance 2017 Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 7.77%), 4.50%^(h)(i)			2,942		2,870,139
Huarong Finance II Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.71%), 2.88%^(h)(i)			2,350		2,195,831
Huarong Universe Investment Holding Ltd., 1.63%, 12/05/22	EUR		1,675		1,984,274
Hubei Science & Technology Investment Group Hong Kong Ltd., 4.38%, 03/05/21	USD		985		979,268
Intercontinental Exchange, Inc.:
2.35%, 09/15/22			2,000		1,907,726
3.75%, 12/01/25			2,115		2,118,208
Lions Gate Capital Holdings LLC, 5.88%, 11/01/24^(b)			2,421		2,478,499
LPL Holdings, Inc., 5.75%, 09/15/25^(b)			853		827,410
Macquarie Group Ltd., (LIBOR 3 Month + 1.02%), 3.19%, 11/28/23⁽ⁱ⁾			1,908		1,829,047
Moody’s Corp.:
2.75%, 07/15/19			2,195		2,185,848
2.75%, 12/15/21			185		180,838
2.63%, 01/15/23			755		723,285


Security		Par (000)		Value
Capital Markets (continued)
Morgan Stanley:
2.45%, 02/01/19	USD		1,020	$	1,018,839
2.65%, 01/27/20			4,000		3,975,723
5.75%, 01/25/21			1,370		1,456,382
2.50%, 04/21/21			810		791,527
2.63%, 11/17/21			6,190		6,027,316
(LIBOR 3 Month + 0.93%), 3.29%, 07/22/22⁽ⁱ⁾			1,745		1,765,923
(LIBOR 3 Month + 0.85%), 3.74%, 04/24/24⁽ⁱ⁾			575		574,320
3.88%, 04/29/24			1,860		1,857,816
4.00%, 07/23/25			1,365		1,360,925
3.88%, 01/27/26			2,000		1,971,182
3.13%, 07/27/26			585		544,687
3.63%, 01/20/27			1,400		1,350,253
6.38%, 07/24/42			340		427,971
4.30%, 01/27/45			1,515		1,466,336
MSCI, Inc.^(b):
5.25%, 11/15/24			630		642,600
5.75%, 08/15/25			430		449,221
4.75%, 08/01/26			345		341,843
Pershing Square Holdings Ltd., 5.50%, 07/15/22^(b)			4,100		4,123,575
State Street Corp., (LIBOR 3 Month + 1.00%), 3.12%, 06/15/47⁽ⁱ⁾			54,606		49,500,339
SUAM Finance BV, 4.88%, 04/17/24^(b)			8,838		9,064,695
TD Ameritrade Holding Corp.:
3.63%, 04/01/25			1,500		1,494,665
3.30%, 04/01/27			500		482,846
UBS AG, 2.38%, 08/14/19			5,485		5,454,699
UBS Group AG^(h)(i):
(USD Swap Semi 5 Year + 5.46%), 7.13%			2,900		3,018,076
(USD Swap Rate 5 Year + 5.50%), 6.87%			19,590		20,569,500
(EUR Swap Annual 5 Year + 5.29%), 5.75%	EUR		2,984		4,032,984
(USD Swap Semi 5 Year + 4.87%), 7.00%	USD		14,196		15,187,960
(USD Swap Semi 5 Year + 4.59%), 6.87%			5,176		5,447,740

					366,733,146
Chemicals — 0.8%
Alpha 3 BV, 6.25%, 02/01/25^(b)			4,290		4,343,625
Ashland LLC, 4.75%, 08/15/22			825		832,219
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25	EUR		665		845,039
Axalta Coating Systems LLC, 4.88%, 08/15/24^(b)	USD		1,214		1,223,105
Blue Cube Spinco, Inc.:
9.75%, 10/15/23			1,384		1,591,600
10.00%, 10/15/25			5,297		6,210,732
CF Industries, Inc.:
7.13%, 05/01/20			946		1,008,672
3.45%, 06/01/23			650		617,500
5.15%, 03/15/34			1,005		918,319
4.95%, 06/01/43			500		418,750
5.38%, 03/15/44			500		437,990
Chemours Co. (The):
6.13%, 05/15/23	EUR		357		451,052
6.63%, 05/15/23	USD		1,124		1,181,605
7.00%, 05/15/25			2,247		2,418,333
5.38%, 05/15/27			2,670		2,643,300
CNAC HK Finbridge Co. Ltd.:
4.13%, 03/14/21			2,952		2,949,001
4.63%, 03/14/23			3,815		3,817,075
4.88%, 03/14/25			2,538		2,513,295
CNAC HK Synbridge Co. Ltd., 5.00%, 05/05/20			10,997		11,230,686
Consolidated Energy Finance SA, 6.88%, 06/15/25^(b)			350		364,000
CVR Partners LP, 9.25%, 06/15/23^(b)			350		360,062
Dow Chemical Co. (The), 4.25%, 11/15/20			555		568,366
Eastman Chemical Co., 2.70%, 01/15/20			750		745,569


Security		Par (000)		Value
Chemicals (continued)
EI du Pont de Nemours & Co., 4.15%, 02/15/43	USD		400	$	379,447
FXI Holdings, Inc., 7.88%, 11/01/24^(b)			395		390,062
Gates Global LLC, 6.00%, 07/15/22^(b)			2,529		2,560,613
Hexion, Inc.:
6.63%, 04/15/20			172		161,465
10.38%, 02/01/22^(b)			948		921,930
Huntsman International LLC:
4.88%, 11/15/20			3,145		3,203,969
5.13%, 11/15/22			1,580		1,638,934
INEOS Finance plc, 4.00%, 05/01/23	EUR		1,361		1,676,595
INEOS Group Holdings SA:
5.38%, 08/01/24			600		765,190
5.63%, 08/01/24^(b)	USD		400		404,000
INVISTA Finance LLC, 4.25%, 10/15/19^(b)			200		200,250
Koppers, Inc., 6.00%, 02/15/25^(b)			1,716		1,746,030
Kronos International, Inc., 3.75%, 09/15/25	EUR		397		487,328
LyondellBasell Industries NV, 5.00%, 04/15/19	USD		650		659,386
Momentive Performance Materials USA LLC, 8.88%, 10/15/20^(c)(f)(j)			450		—
Momentive Performance Materials, Inc., 3.88%, 10/24/21			6,685		7,052,675
Monsanto Co.:
3.38%, 07/15/24			1,000		970,292
4.20%, 07/15/34			695		679,170
4.40%, 07/15/44			335		315,728
4.70%, 07/15/64			150		141,312
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)			1,208		1,168,740
Olin Corp.:
5.13%, 09/15/27			500		490,000
5.00%, 02/01/30			811		772,478
Pearl Holding III Ltd., 9.50%, 12/11/22			1,200		1,184,915
Platform Specialty Products Corp.^(b):
6.50%, 02/01/22			10,083		10,335,075
5.88%, 12/01/25			5,220		5,089,500
PolyOne Corp., 5.25%, 03/15/23			400		409,500
PQ Corp.^(b):
6.75%, 11/15/22			1,466		1,550,295
5.75%, 12/15/25			2,880		2,851,200
Praxair, Inc., 3.55%, 11/07/42			200		187,588
PSPC Escrow Corp., 6.00%, 02/01/23	EUR		1,360		1,707,947
Rain CII Carbon LLC, 7.25%, 04/01/25^(b)	USD		400		412,000
Rayonier AM Products, Inc., 5.50%, 06/01/24^(b)			400		387,000
Rock International Investment, Inc., 6.63%, 03/27/20			3,100		2,757,177
Sinochem Offshore Capital Co. Ltd., 3.25%, 04/29/19			19,847		19,807,593
Solvay Finance SA^(h)(i):
(EUR Swap Annual 5 Year + 4.89%), 5.12%	EUR		897		1,205,892
(EUR Swap Annual 5 Year + 3.70%), 5.42%			172		240,940
SPCM SA, 4.88%, 09/15/25^(b)	USD		400		387,380
Trinseo Materials Operating SCA, 5.38%, 09/01/25^(b)			400		394,000
Tronox Finance plc, 5.75%, 10/01/25^(b)			209		203,253
Tronox, Inc., 6.50%, 04/15/26^(b)			500		496,250
UPL Corp. Ltd., 4.50%, 03/08/28			3,000		2,902,413
W.R. Grace & Co. Conn., 5.13%, 10/01/21^(b)			4,592		4,717,316

					131,702,723
Commercial Services & Supplies — 0.5%
AA Bond Co. Ltd.:
4.25%, 07/31/20	GBP		140		199,552
2.88%, 01/31/22			140		190,128
ADT Corp. (The):
6.25%, 10/15/21	USD		1,575		1,641,937
3.50%, 07/15/22			1,743		1,628,616
4.13%, 06/15/23			3,597		3,365,461
4.88%, 07/15/32^(b)			3,541		2,930,178


Security		Par (000)		Value
Commercial Services & Supplies (continued)
Algeco Global Finance plc, 8.00%, 02/15/23^(b)	USD		4,715	$	4,815,194
APTIM Corp., 7.75%, 06/15/25^(b)			450		392,625
APX Group, Inc.:
6.38%, 12/01/19			391		389,045
8.75%, 12/01/20			2,187		2,156,929
7.88%, 12/01/22			4,190		4,221,425
Aramark Services, Inc.:
5.13%, 01/15/24			1,041		1,059,217
5.00%, 04/01/25^(b)			506		509,163
4.75%, 06/01/26			350		339,500
5.00%, 02/01/28^(b)			1,848		1,799,490
Brink’s Co. (The), 4.63%, 10/15/27^(b)			425		391,000
Clean Harbors, Inc., 5.13%, 06/01/21			450		452,812
Cleveland Clinic Foundation (The), 4.86%, 01/01/2114			125		129,931
Elis SA, 1.88%, 02/15/23	EUR		200		241,520
GFL Environmental, Inc., 9.88%, 02/01/21^(b)	USD		350		367,938
Harland Clarke Holdings Corp., 8.38%, 08/15/22^(b)			565		577,712
ILFC E-Capital Trust I, 4.64%, 12/21/65^(i)(b)			25,372		24,420,550
Intrum Justitia AB:
2.75%, 07/15/22	EUR		769		919,465
3.13%, 07/15/24			140		165,875
KAR Auction Services, Inc., 5.13%, 06/01/25^(b)	USD		2,024		1,963,280
Mobile Mini, Inc., 5.88%, 07/01/24			2,140		2,209,550
Multi-Color Corp., 4.88%, 11/01/25^(b)			420		391,650
Nielsen Co. Luxembourg SARL (The)^(b):
5.50%, 10/01/21			100		101,500
5.00%, 02/01/25			492		484,620
Nielsen Finance LLC:
4.50%, 10/01/20			600		600,774
5.00%, 04/15/22^(b)			1,850		1,864,060
Paprec Holding SA:
(EURIBOR 3 Month + 3.50%), 3.50%, 03/31/25⁽ⁱ⁾	EUR		145		177,335
4.00%, 03/31/25			361		440,848
Prime Security Services Borrower LLC, 9.25%, 05/15/23^(b)	USD		11,444		12,273,690
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(b)			485		482,575
SPIE SA, 3.13%, 03/22/24	EUR		300		365,975
Tervita Escrow Corp., 7.63%, 12/01/21^(b)	USD		1,533		1,563,660
Verisure Holding AB, 6.00%, 11/01/22	EUR		376		477,582
Verisure Midholding AB, 5.75%, 12/01/23			450		539,366
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)	USD		1,207		1,194,568
West Corp., 8.50%, 10/15/25^(b)			825		796,125

					79,232,421
Communications Equipment — 0.1%
Cisco Systems, Inc., 5.90%, 02/15/39			970		1,228,885
CommScope Technologies LLC^(b):
6.00%, 06/15/25			2,105		2,162,887
5.00%, 03/15/27			975		933,563
CommScope, Inc.^(b):
5.00%, 06/15/21			450		453,375
5.50%, 06/15/24			3,083		3,136,952
Gogo Intermediate Holdings LLC, 12.50%, 07/01/22(b)			390		433,388
Juniper Networks, Inc., 3.13%, 02/26/19			1,500		1,502,346
Nokia OYJ:
5.38%, 05/15/19			214		218,291
3.38%, 06/12/22			395		381,373
4.38%, 06/12/27			380		352,450
6.63%, 05/15/39			2,049		2,136,082
Plantronics, Inc., 5.50%, 05/31/23(b)			375		375,000
Proven Glory Capital Ltd.:
3.25%, 02/21/22			5,000		4,778,545
4.00%, 02/21/27			2,775		2,590,704


Security		Par (000)		Value
Communications Equipment (continued)
Telefonaktiebolaget LM Ericsson, 4.13%, 05/15/22	USD		725	$	717,875
ViaSat, Inc., 5.63%, 09/15/25^(b)			500		477,500

					21,879,216
Construction & Engineering — 0.1%
AECOM:
5.88%, 10/15/24			475		494,641
5.13%, 03/15/27			800		768,760
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)			2,224		2,296,280
Chalieco Hong Kong Corp. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.29%), 5.70%^(h)(i)			1,459		1,467,087
Chang Development International Ltd., 3.63%, 01/20/20			1,900		1,867,155
China City Construction International Co. Ltd., 5.35%, 07/03/17^(f)(j)	CNY		6,794		748,259
China Singyes Solar Technologies Holdings Ltd., 7.95%, 02/15/19	USD		1,815		1,707,915
CRCC Yupeng Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 7.25%), 3.95%^(h)(i)			1,000		995,674
Engility Corp., 8.88%, 09/01/24			657		683,280
Leader Goal International Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.92%), 4.25%^(h)(i)			2,200		2,136,629
Mexico City Airport Trust, 4.25%, 10/31/26^(b)			7,105		6,657,802
OCI NV:
5.00%, 04/15/23	EUR		520		639,201
6.63%, 04/15/23^(b)	USD		200		202,800
Tutor Perini Corp., 6.88%, 05/01/25^(b)			994		1,018,552
Weekley Homes LLC, 6.63%, 08/15/25^(b)			301		291,970
WFS Global Holding SAS, 9.50%, 07/15/22	EUR		676		865,726

					22,841,731
Construction Materials — 0.0%
Buzzi Unicem SpA, 2.13%, 04/28/23			400		505,895

Consumer Finance — 0.8%
AerCap Ireland Capital DAC:
4.63%, 10/30/20	USD		2,320		2,379,697
4.50%, 05/15/21			683		698,942
3.50%, 05/26/22			790		775,937
Ally Financial, Inc.:
3.75%, 11/18/19			750		751,958
8.00%, 03/15/20			400		431,000
4.13%, 03/30/20			1,920		1,929,600
4.25%, 04/15/21			400		402,000
5.13%, 09/30/24			3,535		3,614,537
4.63%, 03/30/25			2,000		1,980,000
5.75%, 11/20/25			975		1,007,906
8.00%, 11/01/31			12,119		14,727,009
American Express Co.:
2.50%, 08/01/22			2,690		2,580,885
4.05%, 12/03/42			500		487,801
American Express Credit Corp.:
2.20%, 03/03/20			2,000		1,974,784
2.60%, 09/14/20			3,000		2,970,207
2.25%, 05/05/21			2,000		1,948,948
American Honda Finance Corp., 2.90%, 02/16/24			2,000		1,938,876
Capital One Financial Corp.:
3.05%, 03/09/22			455		445,015
3.20%, 01/30/23			420		407,650
Caterpillar Financial Services Corp.:
1.70%, 08/09/21			3,000		2,863,057
2.55%, 11/29/22			2,000		1,930,745
3.25%, 12/01/24			1,800		1,767,018


Security		Par (000)		Value
Consumer Finance (continued)
CDBL Funding 1:
3.00%, 04/24/23	USD		2,830	$	2,666,409
4.25%, 12/02/24			3,800		3,763,349
3.50%, 10/24/27			2,370		2,134,254
Ford Motor Credit Co. LLC:
5.00%, 05/15/18			1,500		1,501,410
2.26%, 03/28/19			330		327,819
2.02%, 05/03/19			1,885		1,865,300
1.90%, 08/12/19			3,010		2,962,857
2.68%, 01/09/20			715		709,055
3.20%, 01/15/21			330		327,071
4.14%, 02/15/23			545		545,000
General Motors Financial Co., Inc.:
2.40%, 05/09/19			2,245		2,239,181
2.35%, 10/04/19			1,300		1,286,383
3.20%, 07/13/20			2,121		2,114,695
3.20%, 07/06/21			1,360		1,343,168
3.15%, 06/30/22			435		423,208
HSBC USA, Inc.:
2.38%, 11/13/19			800		791,601
2.35%, 03/05/20			1,000		987,815
5.00%, 09/27/20			380		393,593
Hyundai Capital Services, Inc., 3.00%, 08/29/22			3,400		3,266,690
ICBCIL Finance Co. Ltd., 3.38%, 04/05/22			4,925		4,783,850
ILFC E-Capital Trust II, (LIBOR 3 Month + 1.80%, 14.50% Cap), 4.89%, 12/21/65^(b)(i)			11,944		11,496,100
John Deere Capital Corp.:
2.35%, 01/08/21			420		412,545
2.15%, 09/08/22			595		566,388
2.65%, 06/24/24			755		716,693
3.45%, 03/13/25			1,000		989,830
3.05%, 01/06/28			500		472,102
King Talent Management Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.52%), 5.60%^(h)(i)			1,700		1,629,918
Lincoln Finance Ltd., 6.88%, 04/15/21	EUR		200		249,671
Navient Corp.:
5.50%, 01/15/19	USD		800		811,200
4.88%, 06/17/19			800		807,000
8.00%, 03/25/20			875		931,875
5.00%, 10/26/20			1,070		1,075,350
5.88%, 03/25/21			800		819,000
6.63%, 07/26/21			555		576,589
7.25%, 01/25/22			475		502,313
6.50%, 06/15/22			1,602		1,646,055
5.50%, 01/25/23			4,341		4,274,583
7.25%, 09/25/23			1,250		1,306,250
6.13%, 03/25/24			813		814,016
5.88%, 10/25/24			1,034		1,013,320
6.75%, 06/25/25			778		785,780
5.63%, 08/01/33			895		769,700
New Lion Bridge Co. Ltd., 9.75%, 10/10/20			945		947,362
OneMain Financial Holdings LLC, 7.25%, 12/15/21^(b)			1,132		1,171,620
Springleaf Finance Corp.:
5.25%, 12/15/19			600		607,488
8.25%, 12/15/20			645		711,293
7.75%, 10/01/21			250		272,188
6.13%, 05/15/22			800		819,000
5.63%, 03/15/23			2,354		2,330,460
6.88%, 03/15/25			2,468		2,492,680
Tarjeta Naranja SA, (Argentina Deposit Rates Badlar Private Banks ARS 30 to 35 Days + 3.50%), 26.00%, 04/11/22^(b)(i)			3,865		2,912,277


Security		Par (000)		Value
Consumer Finance (continued)
Toyota Motor Credit Corp.:
2.60%, 01/11/22	USD		3,000	$	2,937,045
3.20%, 01/11/27			1,000		966,588
3.05%, 01/11/28			500		474,996

					131,755,555
Containers & Packaging — 0.4%
ARD Finance SA, 6.63% (6.63% Cash or 7.38% PIK), 09/15/23^(g)	EUR		300		380,847
Ardagh Packaging Finance plc:
6.00%, 06/30/21^(b)	USD		2,803		2,852,080
4.25%, 09/15/22^(b)			500		496,875
4.13%, 05/15/23	EUR		394		497,695
4.63%, 05/15/23^(b)	USD		3,182		3,189,955
2.75%, 03/15/24	EUR		902		1,103,688
6.75%, 05/15/24			558		734,271
7.25%, 05/15/24^(b)	USD		4,208		4,439,440
6.00%, 02/15/25^(b)			10,624		10,743,520
4.75%, 07/15/27	GBP		620		833,282
Ball Corp.:
4.38%, 12/15/20	USD		675		685,969
5.00%, 03/15/22			400		414,500
4.00%, 11/15/23			390		382,200
4.38%, 12/15/23	EUR		615		839,890
5.25%, 07/01/25	USD		1,050		1,081,500
4.88%, 03/15/26			550		548,625
Berry Global, Inc.:
5.50%, 05/15/22			150		153,844
5.13%, 07/15/23			600		603,750
4.50%, 02/15/26^(b)			852		813,660
BWAY Holding Co.^(b):
5.50%, 04/15/24			4,516		4,538,580
7.25%, 04/15/25			1,266		1,299,486
Crown Americas LLC:
4.50%, 01/15/23			750		737,812
4.75%, 02/01/26^(b)			4,015		3,874,475
4.25%, 09/30/26			354		327,893
Crown European Holdings SA:
2.25%, 02/01/23^(b)	EUR		100		121,951
3.38%, 05/15/25			289		360,583
Horizon Holdings I SAS, 7.25%, 08/01/23			975		1,231,470
Horizon Parent Holdings Sarl, 8.25% (8.25% Cash or 9.00% PIK), 02/15/22^(g)			625		794,374
JH-Holding Finance SA, 8.25% (8.25% Cash or 10.00% PIK), 12/01/22^(g)			394		497,122
Kleopatra Holdings 1 SCA, 8.50% (8.50% Cash or 9.25% PIK), 06/30/23^(g)			110		109,424
OI European Group BV, 3.13%, 11/15/24			291		359,437
Owens-Brockway Glass Container, Inc.^(b):
5.00%, 01/15/22	USD		350		354,812
5.88%, 08/15/23			450		460,125
Plastipak Holdings, Inc., 6.25%, 10/15/25^(b)			350		339,500
Reynolds Group Issuer, Inc.:
5.75%, 10/15/20			2,951		2,973,065
6.87%, 02/15/21			296		300,363
(LIBOR 3 Month + 3.50%), 5.85%, 07/15/21^(b)(i)			1,984		2,011,280
5.13%, 07/15/23^(b)			1,186		1,193,413
7.00%, 07/15/24^(b)			3,673		3,824,511
Sealed Air Corp.:
4.88%, 12/01/22^(b)			850		862,750
5.25%, 04/01/23^(b)			470		481,750
4.50%, 09/15/23	EUR		287		390,721
Signode Industrial Group Lux SA, 6.38%, 05/01/22^(b)	USD		841		867,828
Silgan Holdings, Inc., 3.25%, 03/15/25	EUR		410		505,537


Security		Par (000)		Value
Containers & Packaging (continued)
Verallia Packaging SASU, 5.13%, 08/01/22	EUR		775	$	967,018
WestRock Co., 3.75%, 03/15/25^(b)	USD		360		353,836

					60,934,707
Distributors — 0.0%
American Builders & Contractors Supply Co., Inc., 5.63%, 04/15/21^(b)			19		19,214
American Tire Distributors, Inc., 10.25%, 03/01/22^(b)			844		445,210
Autodis SA:
(EURIBOR 3 Month + 4.38%), 4.38%, 05/01/22⁽ⁱ⁾	EUR		175		213,422
4.38%, 05/01/22			275		339,838
Hongkong Xiangyu Investment Co. Ltd., 4.50%, 01/30/23	USD		1,570		1,515,951
LKQ Corp., 4.75%, 05/15/23			400		396,620

					2,930,255
Diversified Consumer Services — 0.1%
Board of Trustees of The Leland Stanford Junior University (The), 3.65%, 05/01/48			1,243		1,236,134
Cognita Financing plc, 7.75%, 08/15/21	GBP		1,232		1,751,217
George Washington University (The), 4.13%, 09/15/48	USD		650		644,349
Laureate Education, Inc., 8.25%, 05/01/25^(b)			995		1,069,625
Massachusetts Institute of Technology, 4.68%, 07/01/2114			340		368,930
Northwestern University, 3.66%, 12/01/57			483		467,369
Princeton University, 5.70%, 03/01/39			150		191,330
Service Corp. International:
5.38%, 05/15/24			550		565,262
4.63%, 12/15/27			400		391,120
ServiceMaster Co. LLC (The), 5.13%, 11/15/24^(b)			1,680		1,636,320
University of Southern California, 3.84%, 10/01/47			1,025		1,016,965

					9,338,621
Diversified Financial Services — 0.4%
AIG Global Funding, 1.95%, 10/18/19^(b)			1,755		1,729,589
Arrow Global Finance plc:
5.13%, 09/15/24	GBP		575		787,556
(EURIBOR 3 Month + 2.88%), 2.88%, 04/01/25⁽ⁱ⁾	EUR		424		503,000
(EURIBOR 3 Month + 3.75%), 3.75%, 03/01/26⁽ⁱ⁾			232		278,062
Azure Orbit IV International Finance Ltd., 3.75%, 01/25/23	USD		4,000		3,876,744
Banca IFIS SpA:
2.00%, 04/24/23	EUR		400		477,923
(EUR Swap Annual 5 Year + 4.25%), 4.50%, 10/17/27⁽ⁱ⁾			675		826,362
Berkshire Hathaway, Inc.:
3.13%, 03/15/26	USD		1,180		1,136,892
4.50%, 02/11/43			2,180		2,317,678
Cabot Financial Luxembourg SA:
6.50%, 04/01/21	GBP		200		279,037
7.50%, 10/01/23			340		496,790
CK Hutchison International 16 Ltd., 1.88%, 10/03/21^(b)	USD		905		860,067
FBM Finance, Inc., 8.25%, 08/15/21^(b)			855		899,888
Garfunkelux Holdco 3 SA, (EURIBOR 3 Month + 4.50%), 4.50%, 09/01/23⁽ⁱ⁾	EUR		330		377,387
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35	USD		2,625		2,513,786
Gilbert Park CLO Ltd., (LIBOR USD 3 Month + 1.19%), 3.54%, 10/15/30⁽ⁱ⁾			2,250		2,261,658
HBOS Capital Funding LP, 6.85%^(h)			5,130		5,195,151
Hutchison Whampoa International 14 Ltd., 3.63%, 10/31/24			7,000		6,880,874
Iron Mountain UK plc, 3.88%, 11/15/25	GBP		320		419,050
Jefferies Finance LLC^(b):
7.38%, 04/01/20	USD		1,915		1,931,756


Security		Par (000)		Value
Diversified Financial Services (continued)
6.88%, 04/15/22	USD		1,151	$	1,148,123
LHC3 plc, 4.12% (4.12% Cash or 9.00% PIK), 08/15/24^(g)	EUR		1,056		1,289,393
Mercury Bondco plc^(g):
7.13% (7.13% Cash or 7.88% PIK), 05/30/21			1,000		1,248,465
8.25% (8.25% Cash or 9.00% PIK), 05/30/21			989		1,245,740
National Rural Utilities Cooperative Finance Corp.:
10.38%, 11/01/18	USD		500		519,017
2.40%, 04/25/22			1,200		1,157,913
3.05%, 04/25/27			1,400		1,325,173
Nationstar Mortgage LLC, 6.50%, 07/01/21			375		379,687
ORIX Corp.:
2.90%, 07/18/22			415		401,703
3.25%, 12/04/24			1,460		1,395,589
ProGroup AG:
5.13%, 05/01/22	EUR		881		1,091,163
(EURIBOR 3 Month + 2.50%), 2.50%, 03/31/24⁽ⁱ⁾			263		319,584
Shell International Finance BV:
4.13%, 05/11/35	USD		2,950		3,011,038
6.38%, 12/15/38			560		736,455
4.00%, 05/10/46			2,000		1,955,613
Siemens Financieringsmaatschappij NV, 2.70%, 03/16/22^(b)			540		528,717
Synchrony Bank, 3.00%, 06/15/22			340		326,950
Tempo Acquisition LLC, 6.75%, 06/01/25^(b)			3,182		3,150,180
Travelport Corporate Finance plc, 6.00%, 03/15/26^(b)			1,280		1,308,800
Vantiv LLC^(b):
3.88%, 11/15/25	GBP		648		876,490
4.38%, 11/15/25	USD		1,221		1,166,055
VFH Parent LLC, 6.75%, 06/15/22^(b)			355		368,206
Voya Financial, Inc., (LIBOR USD 3 Month + 3.58%), 5.65%, 05/15/53⁽ⁱ⁾			500		509,500

					59,508,804
Diversified Telecommunication Services — 1.0%
Altice France SA:
5.38%, 05/15/22	EUR		1,448		1,787,959
6.00%, 05/15/22	USD		200		197,124
6.00%, 05/15/22^(b)			6,216		6,126,614
6.25%, 05/15/24^(b)			1,000		952,500
7.38%, 05/01/26^(b)			10,827		10,488,656
AT&T, Inc.:
3.20%, 03/01/22			490		484,172
3.60%, 02/17/23			1,905		1,895,076
Bakrie Telecom Pte. Ltd., 11.50%, 05/07/15^(f)(j)			1,000		26,250
CCO Holdings LLC:
5.25%, 03/15/21			450		455,063
5.25%, 09/30/22			800		812,500
5.13%, 02/15/23			1,000		1,004,500
4.00%, 03/01/23^(b)			2,146		2,070,890
5.13%, 05/01/23^(b)			800		803,760
5.75%, 01/15/24			425		428,995
5.88%, 04/01/24^(b)			1,000		1,013,900
5.38%, 05/01/25^(b)			1,200		1,179,750
5.75%, 02/15/26^(b)			1,500		1,488,750
5.50%, 05/01/26^(b)			800		778,960
5.13%, 05/01/27^(b)			18,170		17,024,745
5.88%, 05/01/27^(b)			630		615,825
5.00%, 02/01/28^(b)			2,482		2,291,829
Cellnex Telecom SA, 2.38%, 01/16/24	EUR		200		245,275


Security		Par (000)		Value
Diversified Telecommunication Services (continued)
CenturyLink, Inc.:
5.63%, 04/01/20	USD		590	$	598,112
6.45%, 06/15/21			3,995		4,082,391
5.80%, 03/15/22			1,544		1,536,280
6.75%, 12/01/23			1,953		1,938,353
7.50%, 04/01/24			900		918,000
5.63%, 04/01/25			4,043		3,719,560
7.60%, 09/15/39			1,135		959,075
7.65%, 03/15/42			1,697		1,433,965
Cincinnati Bell, Inc., 7.00%, 07/15/24^(b)			2,512		2,304,509
Consolidated Communications, Inc., 6.50%, 10/01/22			350		322,000
eircom Finance DAC, 4.50%, 05/31/22	EUR		625		772,864
Embarq Corp., 8.00%, 06/01/36	USD		1,406		1,335,531
Frontier Communications Corp.:
7.13%, 03/15/19			55		54,725
8.75%, 04/15/22			200		166,500
10.50%, 09/15/22			1,975		1,737,407
7.13%, 01/15/23			2,102		1,502,930
7.63%, 04/15/24			950		624,625
6.88%, 01/15/25			3,956		2,423,050
11.00%, 09/15/25			8,600		6,600,500
8.50%, 04/01/26^(b)			2,670		2,596,575
9.00%, 08/15/31			450		275,625
Intelsat Jackson Holdings SA:
5.50%, 08/01/23			1,973		1,657,320
8.00%, 02/15/24^(b)			1,040		1,098,500
9.75%, 07/15/25^(b)			2,156		2,115,575
Koninklijke KPN NV⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 5.20%), 6.12%^(h)	EUR		893		1,101,466
(GBP Swap 5 Year + 5.51%), 6.88%, 03/14/73	GBP		410		609,603
(USD Swap Semi 10 Year + 5.33%), 7.00%, 03/28/73^(b)	USD		200		216,250
Level 3 Financing, Inc.:
6.13%, 01/15/21			25		25,313
5.38%, 08/15/22			2,691		2,704,455
5.63%, 02/01/23			2,755		2,792,881
5.13%, 05/01/23			3,829		3,790,710
5.38%, 01/15/24			3,157		3,125,430
5.38%, 05/01/25			3,064		3,017,121
5.25%, 03/15/26			2,282		2,207,150
Level 3 Parent LLC, 5.75%, 12/01/22			400		403,000
OTE plc, 3.50%, 07/09/20	EUR		886		1,128,694
Qwest Corp.:
6.75%, 12/01/21	USD		500		537,690
6.88%, 09/15/33			500		474,716
Sable International Finance Ltd., 6.88%, 08/01/22^(b)			545		572,931
Sprint Capital Corp.:
6.90%, 05/01/19			1,295		1,333,850
6.88%, 11/15/28			1,050		1,071,000
8.75%, 03/15/32			6,359		7,285,029
Telecom Italia Capital SA:
7.00%, 06/04/18			725		727,335
7.18%, 06/18/19			225		233,719
6.38%, 11/15/33			1,565		1,700,998
6.00%, 09/30/34			10,383		10,746,405
7.20%, 07/18/36			2,015		2,312,212
7.72%, 06/04/38			216		260,280
Telecom Italia Finance SA, 7.75%, 01/24/33	EUR		527		955,205
Telecom Italia SpA:
1.13%, 03/26/22^(k)			900		1,067,820
5.88%, 05/19/23	GBP		700		1,103,409
3.63%, 01/19/24	EUR		1,000		1,340,593


Security		Par (000)		Value
Diversified Telecommunication Services (continued)
5.30%, 05/30/24^(b)	USD		2,740	$	2,790,690
3.00%, 09/30/25	EUR		200		257,050
2.38%, 10/12/27			240		287,888
Telesat Canada, 8.88%, 11/15/24^(b)	USD		1,477		1,617,315
Verizon Communications, Inc., 2.95%, 03/15/22			2,740		2,689,149
Virgin Media Finance plc:
6.38%, 04/15/23^(b)			400		403,000
6.00%, 10/15/24^(b)			300		294,000
4.50%, 01/15/25	EUR		274		336,661
5.75%, 01/15/25^(b)	USD		5,986		5,671,735
Virgin Media Secured Finance plc:
5.13%, 01/15/25	GBP		200		281,158
5.25%, 01/15/26^(b)	USD		2,465		2,347,912
5.50%, 08/15/26^(b)			500		481,250
4.88%, 01/15/27	GBP		945		1,277,533
6.25%, 03/28/29			1,043		1,514,936
Windstream Services LLC:
7.75%, 10/15/20	USD		500		428,750
6.38%, 08/01/23			450		263,250
8.75%, 12/15/24^(b)			511		305,323
8.63%, 10/31/25^(b)			450		412,875
WTT Investment Ltd.:
5.50%, 11/21/22^(b)			500		487,619
5.50%, 11/21/22			834		813,348

					168,753,772
Electric Utilities — 0.7%
1MDB Energy Ltd., 5.99%, 05/11/22			8,700		9,121,097
Adani Transmission Ltd., 4.00%, 08/03/26			1,606		1,481,580
AEP Transmission Co. LLC, 3.75%, 12/01/47^(b)			600		564,411
Alabama Power Co., 4.30%, 01/02/46			700		727,855
American Electric Power Co., Inc., 2.95%, 12/15/22			390		380,332
Arizona Public Service Co.:
2.95%, 09/15/27			600		563,252
4.70%, 01/15/44			250		267,160
4.35%, 11/15/45			400		413,976
CenterPoint Energy Houston Electric LLC:
2.40%, 09/01/26			1,300		1,186,648
3.95%, 03/01/48			370		366,754
Commonwealth Edison Co.:
2.95%, 08/15/27			800		758,909
4.35%, 11/15/45			1,000		1,042,691
ContourGlobal Power Holdings SA, 5.13%, 06/15/21	EUR		300		373,148
DPL, Inc., 7.25%, 10/15/21	USD		356		387,186
DTE Electric Co.:
4.30%, 07/01/44			250		261,676
3.70%, 03/15/45			320		303,931
3.75%, 08/15/47			400		381,769
Duke Energy Carolinas LLC:
6.05%, 04/15/38			805		1,019,077
3.70%, 12/01/47			1,000		948,759
Duke Energy Corp.:
3.55%, 09/15/21			1,000		1,006,372
2.40%, 08/15/22			615		586,659
Duke Energy Florida LLC, 3.40%, 10/01/46			2,000		1,788,687
Duke Energy Progress LLC:
4.10%, 05/15/42			515		518,874
4.15%, 12/01/44			500		508,191
4.20%, 08/15/45			750		769,072
Emera, Inc., (LIBOR USD 3 Month + 5.44%), 6.75%, 06/15/76⁽ⁱ⁾			6,725		7,276,450
Enel Americas SA, 4.00%, 10/25/26			7,217		6,973,426
Enel SpA⁽ⁱ⁾:
(EUR Swap Annual 5 Year + 5.24%), 6.50%, 01/10/74	EUR		716		901,864


Security		Par (000)		Value
Electric Utilities (continued)
(EUR Swap Annual 5 Year + 3.65%), 5.00%, 01/15/75	EUR		360	$	466,752
(GBP Swap 5 Year + 5.66%), 7.75%, 09/10/75	GBP		195		303,356
Entergy Arkansas, Inc., 3.50%, 04/01/26	USD		1,000		988,127
Entergy Louisiana LLC, 3.12%, 09/01/27			1,600		1,525,417
Eversource Energy, 2.75%, 03/15/22			195		189,904
Exelon Corp., 2.45%, 04/15/21			1,105		1,073,400
FirstEnergy Corp., 2.85%, 07/15/22			664		639,588
Florida Power & Light Co., 3.80%, 12/15/42			1,475		1,442,012
Gas Natural Fenosa Finance BV, (EUR Swap Annual 8 Year + 3.35%), 4.13%^(h)(i)	EUR		1,600		2,076,879
Georgia Power Co.:
2.00%, 09/08/20	USD		900		878,234
2.85%, 05/15/22			670		654,675
5.95%, 02/01/39			470		570,410
4.30%, 03/15/42			500		500,539
Greenko Investment Co., 4.88%, 08/16/23			3,036		2,853,655
Gulf Power Co., 3.30%, 05/30/27			1,600		1,534,905
Huachen Energy Co. Ltd., 6.63%, 05/18/20			1,600		1,451,200
ITC Holdings Corp., 2.70%, 11/15/22^(b)			390		373,644
Kallpa Generacion SA, 4.88%, 05/24/26			11,645		11,645,000
MidAmerican Energy Co., 6.75%, 12/30/31			575		738,092
Minejesa Capital BV, 4.63%, 08/10/30			2,825		2,675,865
NextEra Energy Capital Holdings, Inc.:
1.65%, 09/01/18			740		737,521
2.30%, 04/01/19			895		891,429
NextEra Energy Operating Partners LP^(b):
4.25%, 09/15/24			1,153		1,112,645
4.50%, 09/15/27			400		373,000
Northern States Power Co., 4.13%, 05/15/44			530		541,829
NSTAR Electric Co.:
3.20%, 05/15/27			2,400		2,309,124
4.40%, 03/01/44			250		262,288
Oklahoma Gas & Electric Co.:
3.90%, 05/01/43			250		237,225
4.15%, 04/01/47			200		203,495
Oncor Electric Delivery Co. LLC:
2.95%, 04/01/25			750		718,502
5.30%, 06/01/42			500		594,574
Pacific Gas & Electric Co.:
6.05%, 03/01/34			1,585		1,862,022
5.80%, 03/01/37			250		284,179
4.75%, 02/15/44			295		298,130
4.00%, 12/01/46			1,000		914,363
3.95%, 12/01/47^(b)			500		452,412
PacifiCorp:
2.95%, 06/01/23			300		294,712
6.35%, 07/15/38			310		404,886
Pampa Energia SA, 7.38%, 07/21/23^(b)			5,795		6,055,775
PECO Energy Co., 5.95%, 10/01/36			865		1,074,567
Potomac Electric Power Co., 4.15%, 03/15/43			1,050		1,062,483
PPL Electric Utilities Corp.:
4.15%, 10/01/45			500		513,050
3.95%, 06/01/47			700		691,803
Public Service Co. of Colorado:
4.30%, 03/15/44			450		468,203
3.80%, 06/15/47			500		482,350
Public Service Electric & Gas Co., 3.00%, 05/15/27			3,300		3,129,916
Sierra Pacific Power Co., 2.60%, 05/01/26			2,100		1,943,300
Southern California Edison Co.:
6.05%, 03/15/39			1,665		2,107,940
4.65%, 10/01/43			300		323,918
4.00%, 04/01/47			300		295,931


Security		Par (000)		Value
Electric Utilities (continued)
Southern Co. (The), (LIBOR USD 3 Month + 3.63%), 5.50%, 03/15/57⁽ⁱ⁾	USD		4,425	$	4,571,196
Southwestern Public Service Co., 3.70%, 08/15/47			700		659,382
SPIC 2016 US dollar Bond Co. Ltd., 3.88%, 12/06/26			1,125		1,094,159
Union Electric Co., 2.95%, 06/15/27			1,500		1,415,293
Virginia Electric & Power Co.:
2.95%, 01/15/22			965		951,831
8.88%, 11/15/38			400		646,594
4.65%, 08/15/43			450		483,468
4.20%, 05/15/45			500		502,164
3.80%, 09/15/47			800		749,137
Viridian Group FinanceCo plc:
4.75%, 09/15/24	GBP		100		130,309
4.00%, 09/15/25	EUR		100		114,611
Westar Energy, Inc., 5.10%, 07/15/20	USD		500		520,514
Wisconsin Electric Power Co., 2.95%, 09/15/21			1,000		993,151
Yunnan Energy Investment Overseas Finance Co. Ltd., 4.25%, 11/14/22			1,075		1,026,319

					117,961,160
Electrical Equipment — 0.1%
ABB Finance USA, Inc., 3.80%, 04/03/28			1,240		1,246,169
General Cable Corp., 5.75%, 10/01/22			425		436,369
Hubbell, Inc., 3.15%, 08/15/27			800		752,683
Orano SA, 4.88%, 09/23/24	EUR		1,000		1,322,262
Sensata Technologies BV^(b):
4.88%, 10/15/23	USD		175		176,422
5.00%, 10/01/25			5,014		5,001,465
Senvion Holding GmbH, 3.88%, 10/25/22	EUR		516		569,091
Vertiv Group Corp., 9.25%, 10/15/24^(b)	USD		4,991		5,040,910

					14,545,371
Electronic Equipment, Instruments & Components — 0.1%
Amphenol Corp.:
2.55%, 01/30/19			1,000		998,845
2.20%, 04/01/20			1,030		1,014,177
Belden, Inc., 4.13%, 10/15/26	EUR		320		405,812
CDW LLC:
5.00%, 09/01/23	USD		4,681		4,775,088
5.50%, 12/01/24			4,193		4,342,439
5.00%, 09/01/25			375		373,575
Flex Ltd., 4.63%, 02/15/20			1,500		1,528,816
Ingram Micro, Inc., 5.45%, 12/15/24			375		364,370
Tsinghua Unic Ltd., 5.38%, 01/31/23			804		777,468
Tyco Electronics Group SA:
3.70%, 02/15/26			1,110		1,103,408
3.13%, 08/15/27			395		373,524

					16,057,522
Energy Equipment & Services — 0.3%
Anton Oilfield Services Group, 9.75%, 12/05/20			800		839,749
Baker Hughes a GE Co. LLC, 2.77%, 12/15/22			540		524,587
Diamond Offshore Drilling, Inc.:
7.88%, 08/15/25			930		954,412
5.70%, 10/15/39			325		253,500
4.88%, 11/01/43			500		360,000
Ensco Jersey Finance Ltd., 3.00%, 01/31/24^(k)			1,024		868,093
Ensco plc:
4.50%, 10/01/24			525		427,219
5.20%, 03/15/25			570		468,112
7.75%, 02/01/26			2,309		2,176,233
5.75%, 10/01/44			700		486,500
Halliburton Co., 2.00%, 08/01/18			500		499,048
Hilong Holding Ltd., 7.25%, 06/22/20			1,580		1,566,268
McDermott Escrow 1, Inc., 10.63%, 05/01/24^(b)			425		429,292


Security		Par (000)		Value
Energy Equipment & Services (continued)
McDermott International, Inc., 8.00%, 05/01/21^(b)	USD		300	$	306,000
Nabors Industries, Inc.:
5.00%, 09/15/20			500		503,750
4.63%, 09/15/21			500		488,750
5.50%, 01/15/23			425		416,275
0.75%, 01/15/24^(k)			1,215		949,218
5.75%, 02/01/25^(b)			1,220		1,155,950
Noble Holding International Ltd.:
7.75%, 01/15/24			882		826,875
7.95%, 04/01/25			223		199,585
7.88%, 02/01/26^(b)			4,273		4,305,047
Oceaneering International, Inc., 4.65%, 11/15/24			400		383,438
Oil and Gas Holding Co. BSCC (The), 7.50%, 10/25/27			950		922,355
Parker Drilling Co., 7.50%, 08/01/20			784		740,880
Precision Drilling Corp.:
6.50%, 12/15/21			419		427,380
5.25%, 11/15/24			300		282,660
7.13%, 01/15/26^(b)			178		179,780
Rowan Cos., Inc.:
4.88%, 06/01/22			1,055		975,875
4.75%, 01/15/24			1,179		1,010,993
7.38%, 06/15/25			2,274		2,200,095
Schlumberger Holdings Corp., 3.00%, 12/21/20^(b)			340		338,116
SESI LLC:
7.13%, 12/15/21			525		534,188
7.75%, 09/15/24^(b)			1,695		1,754,325
Transocean Phoenix 2 Ltd., 7.75%, 10/15/24^(b)			468		500,786
Transocean Proteus Ltd., 6.25%, 12/01/24^(b)			405		416,138
Transocean, Inc.:
5.80%, 10/15/22			4,614		4,521,720
9.00%, 07/15/23^(b)			5,244		5,657,227
7.50%, 01/15/26^(b)			773		780,730
7.50%, 04/15/31			500		462,500
6.80%, 03/15/38			992		833,280
Trinidad Drilling Ltd., 6.63%, 02/15/25^(b)			1,400		1,342,250
Unit Corp., 6.63%, 05/15/21			500		500,000
USA Compression Partners LP, 6.88%, 04/01/26^(b)			3,087		3,148,740
Weatherford International Ltd.:
7.75%, 06/15/21			4,495		4,427,575
8.25%, 06/15/23			1,236		1,161,840
9.88%, 02/15/24			440		423,500
6.50%, 08/01/36			804		611,040
7.00%, 03/15/38			595		467,075
5.95%, 04/15/42			141		102,225

					54,111,174
Equity Real Estate Investment Trusts (REITs) — 0.4%
American Tower Corp., 2.80%, 06/01/20			1,009		1,000,578
AvalonBay Communities, Inc., 4.15%, 07/01/47			500		485,968
CBL & Associates LP, 5.95%, 12/15/26			400		320,774
CoreCivic, Inc., 4.75%, 10/15/27			3,080		2,879,800
Crown Castle International Corp., 3.20%, 09/01/24			1,370		1,302,311
CyrusOne LP:
5.00%, 03/15/24			3,089		3,096,722
5.38%, 03/15/27			1,126		1,126,000
Emirates Reit Sukuk Ltd., 5.13%, 12/12/22			1,200		1,174,440
Equinix, Inc.:
5.38%, 01/01/22			857		883,781
5.38%, 04/01/23			2,385		2,450,587
2.88%, 03/15/24	EUR		711		854,998
5.75%, 01/01/25	USD		400		415,000
2.88%, 10/01/25	EUR		782		916,957
5.88%, 01/15/26	USD		4,965		5,138,775


Security		Par (000)		Value
Equity Real Estate Investment Trusts (REITs) (continued)
5.38%, 05/15/27	USD		855	$	869,963
ERP Operating LP:
4.75%, 07/15/20			730		752,455
2.85%, 11/01/26			1,385		1,282,522
3.50%, 03/01/28			1,300		1,249,002
ESH Hospitality, Inc., 5.25%, 05/01/25^(b)			2,445		2,389,987
GEO Group, Inc. (The):
5.13%, 04/01/23			83		81,962
5.88%, 10/15/24			1,362		1,355,190
6.00%, 04/15/26			195		192,134
Iron Mountain, Inc.:
4.38%, 06/01/21^(b)			300		300,000
6.00%, 08/15/23			200		206,000
5.75%, 08/15/24			850		836,910
3.00%, 01/15/25	EUR		970		1,158,780
4.88%, 09/15/27^(b)	USD		700		658,875
5.25%, 03/15/28^(b)			575		541,219
iStar, Inc., 5.00%, 07/01/19			725		725,000
MGM Growth Properties Operating Partnership LP:
5.63%, 05/01/24			8,437		8,605,909
4.50%, 09/01/26			2,349		2,208,060
MPT Operating Partnership LP:
6.38%, 03/01/24			255		266,475
5.25%, 08/01/26			355		344,350
5.00%, 10/15/27			1,015		961,712
Public Storage:
2.37%, 09/15/22			2,500		2,394,547
3.09%, 09/15/27			1,500		1,414,172
Realty Income Corp., 3.25%, 10/15/22			790		775,023
SBA Communications Corp.:
4.88%, 07/15/22			350		350,875
4.00%, 10/01/22^(b)			6,204		5,909,310
4.88%, 09/01/24			2,310		2,220,488
Simon Property Group LP, 4.25%, 11/30/46			500		482,525
Uniti Group LP:
6.00%, 04/15/23^(b)			440		430,100
8.25%, 10/15/23			1,015		971,862

					61,982,098
Food & Staples Retailing — 0.1%
Albertsons Cos. LLC:
6.63%, 06/15/24			1,406		1,309,337
5.75%, 03/15/25			2,028		1,766,895
Alimentation Couche-Tard, Inc., 2.70%, 07/26/22^(b)			955		917,444
Casino Guichard Perrachon SA:
4.56%, 01/25/23	EUR		600		783,389
4.50%, 03/07/24			800		1,021,378
Costco Wholesale Corp., 2.75%, 05/18/24	USD		1,600		1,547,591
CVS Health Corp., 3.70%, 03/09/23			1,990		1,979,231
Ingles Markets, Inc., 5.75%, 06/15/23			500		498,750
Picard Groupe SAS, (EURIBOR 3 Month + 3.00%), 3.00%, 11/30/23⁽ⁱ⁾	EUR		260		312,628
Rite Aid Corp.:
6.75%, 06/15/21	USD		550		560,312
6.13%, 04/01/23^(b)			2,145		2,174,494
Tesco plc:
5.00%, 03/24/23	GBP		200		306,779
5.50%, 01/13/33			20		32,538
6.15%, 11/15/37^(b)	USD		700		749,239
US Foods, Inc., 5.88%, 06/15/24^(b)			400		407,000
Walgreens Boots Alliance, Inc., 2.70%, 11/18/19			720		717,502
Walmart, Inc., 3.63%, 12/15/47			805		755,845

					15,840,352


Security		Par (000)		Value
Food Products — 0.3%
Arcor SAIC, 6.00%, 07/06/23^(b)	USD		8,494	$	8,791,290
B&G Foods, Inc.:
4.63%, 06/01/21			475		469,509
5.25%, 04/01/25			980		896,700
Bestfoods, 6.63%, 04/15/28			125		154,110
China Huiyuan Juice Group Ltd., 6.50%, 08/16/20			749		625,557
Chobani LLC, 7.50%, 04/15/25^(b)			896		900,480
Dean Foods Co., 6.50%, 03/15/23^(b)			500		479,375
General Mills, Inc.:
3.20%, 04/16/21			335		334,864
3.70%, 10/17/23			285		284,254
Grupo Bimbo SAB de CV, 4.50%, 01/25/22			6,813		6,970,289
JBS USA LUX SA^(b):
7.25%, 06/01/21			1,200		1,209,000
5.88%, 07/15/24			1,274		1,235,780
5.75%, 06/15/25			2,899		2,724,190
6.75%, 02/15/28			5,072		4,869,120
Kraft Heinz Foods Co., 2.80%, 07/02/20			585		580,742
Lamb Weston Holdings, Inc.^(b):
4.63%, 11/01/24			400		396,500
4.88%, 11/01/26			800		793,000
Mead Johnson Nutrition Co., 4.13%, 11/15/25			1,000		1,016,619
Pilgrim’s Pride Corp.^(b):
5.75%, 03/15/25			4,091		3,998,952
5.88%, 09/30/27			1,441		1,376,155
Post Holdings, Inc.^(b):
5.50%, 03/01/25			1,870		1,837,275
5.00%, 08/15/26			6,541		6,132,187
5.75%, 03/01/27			2,755		2,697,283
5.63%, 01/15/28			787		751,585
Sigma Holdco BV, 7.88%, 05/15/26^(b)			200		200,500
Simmons Foods, Inc., 5.75%, 11/01/24^(b)			385		327,889
SSMS Plantation Holdings Pte. Ltd., 7.75%, 01/23/23			2,210		2,148,295
TreeHouse Foods, Inc., 6.00%, 02/15/24^(b)			530		527,350
Tyson Foods, Inc., 2.25%, 08/23/21			790		760,222
Unilever Capital Corp., 2.60%, 05/05/24			2,000		1,904,480
Wm Wrigley Jr Co., 3.38%, 10/21/20^(b)			924		929,130

					56,322,682
Gas Utilities — 0.0%
AmeriGas Partners LP:
5.63%, 05/20/24			550		547,250
5.50%, 05/20/25			500		491,250
5.88%, 08/20/26			500		496,250
5.75%, 05/20/27			350		336,875
Atmos Energy Corp.:
4.15%, 01/15/43			395		397,536
4.13%, 10/15/44			270		274,277
Dominion Energy Gas Holdings LLC, 4.60%, 12/15/44			450		459,366
ENN Energy Holdings Ltd., 3.25%, 07/24/22			2,155		2,074,354
Ferrellgas LP:
6.50%, 05/01/21			100		95,750
6.75%, 06/15/23			200		180,750
Piedmont Natural Gas Co., Inc., 3.64%, 11/01/46			300		274,215
Southern California Gas Co., 3.15%, 09/15/24			800		783,180
Suburban Propane Partners LP, 5.50%, 06/01/24			350		336,875

					6,747,928
Health Care Equipment & Supplies — 0.3%
Abbott Laboratories:
2.35%, 11/22/19			759		752,386
2.90%, 11/30/21			1,255		1,237,533
Avantor, Inc.:
4.75%, 10/01/24	EUR		535		645,446
6.00%, 10/01/24^(b)	USD		12,931		12,995,655


Security		Par (000)		Value
Health Care Equipment & Supplies (continued)
Becton Dickinson and Co., 2.40%, 06/05/20	USD		1,005	$	985,091
Danaher Corp., 3.35%, 09/15/25			2,000		1,982,470
DJO Finance LLC, 8.13%, 06/15/21^(b)			4,146		4,151,183
Hologic, Inc., 4.38%, 10/15/25^(b)			700		673,750
Kinetic Concepts, Inc., 7.88%, 02/15/21^(b)			450		466,380
Mallinckrodt International Finance SA:
4.88%, 04/15/20^(b)			1,179		1,125,945
5.75%, 08/01/22^(b)			651		541,957
4.75%, 04/15/23			350		249,046
5.63%, 10/15/23^(b)			2,650		2,073,625
5.50%, 04/15/25^(b)			6,980		5,248,088
Medtronic, Inc.:
3.15%, 03/15/22			5,000		4,988,711
3.50%, 03/15/25			2,000		1,980,189
4.38%, 03/15/35			1,997		2,070,186
4.63%, 03/15/45			500		528,440
Ortho-Clinical Diagnostics, Inc., 6.63%, 05/15/22^(b)			4,310		4,266,900
Sotera Health Holdings LLC, 6.50%, 05/15/23^(b)			113		113,000
Stryker Corp., 2.00%, 03/08/19			400		397,861
Teleflex, Inc., 4.63%, 11/15/27			350		334,250

					47,808,092
Health Care Providers & Services — 0.9%
Acadia Healthcare Co., Inc.:
5.63%, 02/15/23			1,514		1,529,594
6.50%, 03/01/24			240		248,400
Aetna, Inc.:
2.20%, 03/15/19			1,000		994,978
2.75%, 11/15/22			1,450		1,396,346
2.80%, 06/15/23			4,220		4,028,875
6.75%, 12/15/37			550		710,163
3.88%, 08/15/47			370		330,483
AHS Hospital Corp., 5.02%, 07/01/45			127		143,809
Air Medical Group Holdings, Inc., 6.38%, 05/15/23^(b)			226		216,395
Anthem, Inc.:
2.30%, 07/15/18			1,000		999,688
2.50%, 11/21/20			770		757,084
Ascension Health, 3.95%, 11/15/46			500		488,608
Centene Corp.:
5.63%, 02/15/21			2,922		2,998,702
4.75%, 05/15/22			775		782,750
6.13%, 02/15/24			1,415		1,482,213
4.75%, 01/15/25			770		748,825
Community Health Systems, Inc.:
8.00%, 11/15/19			800		728,000
5.13%, 08/01/21			675		621,844
6.25%, 03/31/23			3,562		3,250,325
Constantin Investissement 3 SASU:
5.38%, 04/15/25	EUR		234		267,875
DaVita, Inc.:
5.75%, 08/15/22	USD		1,000		1,024,375
5.13%, 07/15/24			3,194		3,094,187
5.00%, 05/01/25			1,075		1,018,778
Encompass Health Corp., 5.75%, 11/01/24			2,078		2,114,365
Envision Healthcare Corp.:
5.13%, 07/01/22^(b)			7,177		7,087,288
5.63%, 07/15/22			725		726,812
6.25%, 12/01/24^(b)			480		499,200
Hackensack Meridian Health, Inc., 4.21%, 07/01/48			300		298,298
HCA Healthcare, Inc., 6.25%, 02/15/21			125		131,406
HCA, Inc.:
3.75%, 03/15/19			1,100		1,102,750
4.25%, 10/15/19			300		302,250
6.50%, 02/15/20			1,425		1,489,125


Security		Par (000)		Value
Health Care Providers & Services (continued)
7.50%, 02/15/22	USD		2,000	$	2,200,000
5.88%, 03/15/22			1,787		1,883,051
4.75%, 05/01/23			4,761		4,796,279
5.88%, 05/01/23			1,234		1,286,445
5.00%, 03/15/24			9,433		9,539,121
5.38%, 02/01/25			2,837		2,822,815
5.25%, 04/15/25			7,468		7,561,350
5.88%, 02/15/26			2,700		2,733,750
5.25%, 06/15/26			2,522		2,534,610
4.50%, 02/15/27			2,804		2,684,830
5.50%, 06/15/47			5,484		5,182,380
Kaiser Foundation Hospitals, 3.15%, 05/01/27			1,986		1,901,635
Kindred Healthcare, Inc.:
8.00%, 01/15/20			500		535,625
6.38%, 04/15/22			600		615,750
8.75%, 01/15/23			350		374,937
Laboratory Corp. of America Holdings, 2.63%, 02/01/20			1,000		990,884
LifePoint Health, Inc.:
5.50%, 12/01/21			800		802,000
5.88%, 12/01/23			330		325,875
MEDNAX, Inc., 5.25%, 12/01/23^(b)			505		501,212
Memorial Sloan-Kettering Cancer Center, 4.20%, 07/01/55			200		201,923
Molina Healthcare, Inc., 5.38%, 11/15/22			530		530,000
Mount Sinai Hospitals Group, Inc., 3.98%, 07/01/48			281		270,297
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(b)			1,871		1,908,420
Northwell Healthcare, Inc., 4.26%, 11/01/47			181		174,422
NVA Holdings, Inc., 6.88%, 04/01/26^(b)			1,283		1,292,622
Polaris Intermediate Corp., 8.50% (8.50% Cash or 9.25% PIK), 12/01/22^(b)(g)			3,270		3,319,050
RegionalCare Hospital Partners Holdings, Inc., 8.25%, 05/01/23^(b)			1,103		1,157,819
Select Medical Corp., 6.38%, 06/01/21			500		506,250
Stanford Health Care, 3.80%, 11/15/48			222		214,583
Surgery Center Holdings, Inc.^(b):
8.88%, 04/15/21			590		606,225
6.75%, 07/01/25			1,016		960,120
Synlab Bondco plc, 6.25%, 07/01/22	EUR		1,339		1,678,211
Synlab Unsecured Bondco plc, 8.25%, 07/01/23			582		751,037
Team Health Holdings, Inc., 6.38%, 02/01/25^(b)	USD		1,815		1,579,050
Tenet Healthcare Corp.:
4.75%, 06/01/20			356		357,780
6.00%, 10/01/20			2,738		2,825,753
4.50%, 04/01/21			600		594,750
4.38%, 10/01/21			700		689,500
7.50%, 01/01/22^(b)			2,629		2,770,309
8.13%, 04/01/22			8,860		9,225,475
6.75%, 06/15/23			195		191,709
4.63%, 07/15/24^(b)			2,823		2,724,477
5.13%, 05/01/25^(b)			1,385		1,346,913
Unilabs Subholding AB, 5.75%, 05/15/25	EUR		313		374,158
UnitedHealth Group, Inc.:
3.35%, 07/15/22	USD		6,200		6,208,841
4.63%, 07/15/35			400		427,544
5.95%, 02/15/41			765		949,946
4.25%, 03/15/43			410		410,415
4.75%, 07/15/45			1,925		2,076,702
4.20%, 01/15/47			1,500		1,488,712
3.75%, 10/15/47			350		323,699
Universal Hospital Services, Inc., 7.63%, 08/15/20			500		503,750
Vizient, Inc., 10.38%, 03/01/24^(b)			1,042		1,154,015
WellCare Health Plans, Inc., 5.25%, 04/01/25			810		814,131

					141,494,948


Security		Par (000)		Value
Health Care Technology — 0.0%
IQVIA, Inc.:
4.88%, 05/15/23^(b)	USD		550	$	556,875
3.25%, 03/15/25	EUR		690		845,751
3.25%, 03/15/25^(b)			525		643,506
5.00%, 10/15/26^(b)	USD		700		690,375

					2,736,507
Hotels, Restaurants & Leisure — 0.7%
1011778 BC ULC^(b):
4.63%, 01/15/22			950		952,375
4.25%, 05/15/24			3,710		3,529,138
5.00%, 10/15/25			11,617		11,177,761
Boyd Gaming Corp.:
6.88%, 05/15/23			500		525,000
6.38%, 04/01/26			530		554,894
Burger King France SAS:
(EURIBOR 3 Month + 5.25%), 5.25%, 05/01/23⁽ⁱ⁾	EUR		531		649,803
6.00%, 05/01/24			562		729,639
Caesars Resort Collection LLC, 5.25%, 10/15/25^(b)	USD		3,555		3,395,025
Cedar Fair LP, 5.38%, 04/15/27^(b)			380		378,100
Churchill Downs, Inc., 4.75%, 01/15/28^(b)			1,175		1,107,437
Cirsa Funding Luxembourg SA:
5.75%, 05/15/21	EUR		200		248,718
5.88%, 05/15/23			580		721,574
Codere Finance 2 Luxembourg SA:
6.75%, 11/01/21			449		567,534
7.63%, 11/01/21^(b)	USD		420		428,484
CPUK Finance Ltd.:
4.25%, 08/28/22	GBP		474		655,863
4.88%, 08/28/25			425		588,548
Diamond Resorts International, Inc., 7.75%, 09/01/23^(b)	USD		300		323,250
EI Group plc, 6.38%, 02/15/22	GBP		150		214,761
Eldorado Resorts, Inc., 6.00%, 04/01/25	USD		610		604,662
Gamenet Group SpA, (EURIBOR 3 Month + 3.75%), 3.75%, 04/27/23⁽ⁱ⁾	EUR		276		333,598
GLP Capital LP:
4.88%, 11/01/20	USD		1,025		1,047,755
5.38%, 11/01/23			250		258,437
5.38%, 04/15/26			1,435		1,445,763
Gohl Capital Ltd., 4.25%, 01/24/27			3,149		3,030,365
Golden Nugget, Inc., 6.75%, 10/15/24^(b)			2,569		2,607,535
Hilton Domestic Operating Co., Inc.:
4.25%, 09/01/24			2,138		2,054,511
5.13%, 05/01/26^(b)			5,330		5,330,000
Hilton Worldwide Finance LLC:
4.63%, 04/01/25			844		818,511
4.88%, 04/01/27			425		411,188
International Game Technology plc:
5.63%, 02/15/20^(b)			200		204,750
6.25%, 02/15/22^(b)			500		524,687
4.75%, 02/15/23	EUR		791		1,048,001
6.50%, 02/15/25^(b)	USD		1,150		1,226,188
IRB Holding Corp., 6.75%, 02/15/26^(b)			420		405,300
Jack Ohio Finance LLC, 6.75%, 11/15/21^(b)			600		619,500
KFC Holding Co.^(b):
5.00%, 06/01/24			1,000		1,000,000
5.25%, 06/01/26			1,317		1,323,585
4.75%, 06/01/27			1,465		1,399,075
Ladbrokes Group Finance plc, 5.13%, 09/08/23	GBP		230		336,874
Marriott International, Inc., 3.13%, 10/15/21	USD		480		475,970
MGM Resorts International:
8.63%, 02/01/19			700		725,179
5.25%, 03/31/20			1,776		1,815,960
6.75%, 10/01/20			6,191		6,577,937


Security		Par (000)		Value
Hotels, Restaurants & Leisure (continued)
6.63%, 12/15/21	USD		6,000	$	6,420,000
7.75%, 03/15/22			4,707		5,224,770
6.00%, 03/15/23			950		993,938
4.63%, 09/01/26			340		321,725
NCL Corp. Ltd., 4.75%, 12/15/21^(b)			404		410,060
NH Hotel Group SA, 3.75%, 10/01/23	EUR		515		652,955
Pinnacle Bidco plc, 6.38%, 02/15/25	GBP		441		617,112
Pinnacle Entertainment, Inc., 5.63%, 05/01/24	USD		550		574,750
Pizzaexpress Financing 2 plc, 6.63%, 08/01/21	GBP		310		399,879
Punch Taverns Finance B Ltd., 7.37%, 09/30/21			53		80,234
Sabre GLBL, Inc.^(b):
5.38%, 04/15/23	USD		430		434,171
5.25%, 11/15/23			305		307,669
Scientific Games International, Inc.:
10.00%, 12/01/22			7,158		7,714,892
5.00%, 10/15/25^(b)			2,562		2,474,764
3.38%, 02/15/26	EUR		200		233,857
5.50%, 02/15/26			256		295,621
Silversea Cruise Finance Ltd., 7.25%, 02/01/25^(b)	USD		405		428,409
Sisal Group SpA, 7.00%, 07/31/23	EUR		430		550,914
Six Flags Entertainment Corp.^(b):
4.88%, 07/31/24	USD		7,185		7,021,182
5.50%, 04/15/27			1,738		1,724,965
Snaitech SpA:
(EURIBOR 3 Month + 6.00%), 6.00%, 11/07/21⁽ⁱ⁾	EUR		470		574,667
6.38%, 11/07/21			340		435,219
Starbucks Corp.:
3.50%, 03/01/28	USD		1,200		1,184,740
4.30%, 06/15/45			1,000		1,032,585
Station Casinos LLC, 5.00%, 10/01/25^(b)			3,809		3,647,117
Stonegate Pub Co. Financing plc:
4.88%, 03/15/22	GBP		345		470,449
(LIBOR GBP 3 Month + 4.38%), 4.98%, 03/15/22⁽ⁱ⁾			275		376,605
Studio City Co. Ltd.:
7.25%, 11/30/21^(b)	USD		550		572,687
7.25%, 11/30/21			1,700		1,770,125
Unique Pub Finance Co. plc (The), 6.46%, 03/30/32	GBP		500		668,413
Viking Cruises Ltd.^(b):
6.25%, 05/15/25	USD		330		331,650
5.88%, 09/15/27			3,154		3,043,610
VOC Escrow Ltd., 5.00%, 02/15/28^(b)			600		580,500
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(b)			1,009		1,016,567
Wyndham Worldwide Corp.:
4.15%, 04/01/24			452		448,925
5.10%, 10/01/25			172		177,979
4.50%, 04/01/27			121		119,750
Wynn Las Vegas LLC^(b):
4.25%, 05/30/23			300		287,250
5.50%, 03/01/25			1,300		1,294,020
5.25%, 05/15/27			625		604,875
Wynn Macau Ltd., 5.50%, 10/01/27^(b)			958		929,270

					118,822,105
Household Durables — 0.2%
Beazer Homes USA, Inc., 8.75%, 03/15/22			505		543,632
Brookfield Residential Properties, Inc.^(b):
6.50%, 12/15/20			700		708,750
6.13%, 07/01/22			150		152,625
K. Hovnanian Enterprises, Inc., 10.00%, 07/15/22^(b)			3,114		3,335,872
Lennar Corp.:
4.50%, 06/15/19			450		453,375
4.50%, 11/15/19			205		207,306
6.63%, 05/01/20^(b)			2,600		2,730,000
8.38%, 01/15/21^(b)			1,516		1,678,970


Security		Par (000)		Value
Household Durables (continued)
4.75%, 04/01/21	USD		680	$	689,173
6.25%, 12/15/21^(b)			2,705		2,852,084
4.13%, 01/15/22			1,315		1,310,069
5.38%, 10/01/22^(b)			1,514		1,566,990
4.75%, 11/15/22			450		450,481
4.88%, 12/15/23			2,040		2,045,100
4.50%, 04/30/24			475		463,125
4.75%, 05/30/25			375		364,688
5.25%, 06/01/26^(b)			361		352,878
4.75%, 11/29/27^(b)			2,350		2,214,875
Mattamy Group Corp., 6.50%, 10/01/25^(b)			1,591		1,587,023
MDC Holdings, Inc., 6.00%, 01/15/43			350		325,500
Meritage Homes Corp., 5.13%, 06/06/27			320		303,600
PulteGroup, Inc.:
4.25%, 03/01/21			550		552,805
5.50%, 03/01/26			1,648		1,674,698
5.00%, 01/15/27			400		389,600
6.38%, 05/15/33			1,895		1,973,642
Springs Industries, Inc., 6.25%, 06/01/21			1,140		1,155,675
Taylor Morrison Communities, Inc., 5.25%, 04/15/21^(b)			100		100,750
Tempur Sealy International, Inc., 5.50%, 06/15/26			1,196		1,133,210
TRI Pointe Group, Inc.:
5.88%, 06/15/24			350		354,813
5.25%, 06/01/27			790		750,500

					32,421,809
Household Products — 0.1%
Diamond BC BV, 5.63%, 08/15/25	EUR		758		874,673
Energizer Holdings, Inc., 5.50%, 06/15/25^(b)	USD		480		476,400
HRG Group, Inc., 7.75%, 01/15/22			700		721,000
Kimberly-Clark Corp., 3.90%, 05/04/47			400		391,124
Procter & Gamble Co. (The):
2.45%, 11/03/26			4,700		4,335,992
5.55%, 03/05/37			45		55,879
Spectrum Brands, Inc.:
6.63%, 11/15/22			5,300		5,485,500
5.75%, 07/15/25			3,677		3,673,507

					16,014,075
Independent Power and Renewable Electricity Producers — 0.3%
AES Corp.:
4.00%, 03/15/21			350		351,855
4.50%, 03/15/23			1,144		1,149,720
4.88%, 05/15/23			1,126		1,133,037
5.50%, 04/15/25			998		1,020,455
6.00%, 05/15/26			1,638		1,711,710
5.13%, 09/01/27			5,573		5,656,595
Calpine Corp.:
6.00%, 01/15/22^(b)			525		536,812
5.38%, 01/15/23			1,598		1,532,083
5.88%, 01/15/24^(b)			2,328		2,341,095
5.50%, 02/01/24			100		91,750
5.75%, 01/15/25			1,450		1,330,520
5.25%, 06/01/26^(b)			8,291		7,933,451
Emirates Semb Corp. Water & Power Co. PJSC, 4.45%, 08/01/35			2,225		2,160,475
Exelon Generation Co. LLC, 5.20%, 10/01/19			730		747,813
GCL New Energy Holdings Ltd., 7.10%, 01/30/21			1,855		1,766,335
InterGen NV, 7.00%, 06/30/23^(b)			500		498,750
NRG Energy, Inc.:
6.25%, 07/15/22			675		691,875
6.25%, 05/01/24			1,144		1,182,610
7.25%, 05/15/26			425		453,215
6.63%, 01/15/27			8,637		8,885,314
5.75%, 01/15/28^(b)			1,818		1,799,820


Security		Par (000)		Value
Independent Power and Renewable Electricity Producers (continued)
NRG Yield Operating LLC, 5.38%, 08/15/24	USD		505	$	506,262
Southern Power Co., 1.95%, 12/15/19			1,120		1,098,530
Talen Energy Supply LLC:
4.60%, 12/15/21			600		510,000
6.50%, 06/01/25			961		699,128
10.50%, 01/15/26^(b)			440		383,350
Vistra Energy Corp.:
7.38%, 11/01/22			3,394		3,576,427
5.88%, 06/01/23			300		306,750
7.63%, 11/01/24			1,193		1,282,475
8.00%, 01/15/25^(b)			1,805		1,956,169
8.13%, 01/30/26^(b)			1,512		1,657,530

					54,951,911
Industrial Conglomerates — 0.1%
3M Co.:
3.88%, 06/15/44			750		735,198
3.13%, 09/19/46			500		430,408
CITIC Ltd.:
6.80%, 01/17/23			3,000		3,323,229
4.00%, 01/11/28			2,440		2,281,666
General Electric Co.:
3.10%, 01/09/23			3,000		2,938,279
6.75%, 03/15/32			187		229,613
6.15%, 08/07/37			215		250,684
5.88%, 01/14/38			1,001		1,136,514
6.88%, 01/10/39			152		193,416
Honeywell International, Inc., 2.50%, 11/01/26			4,286		3,924,371
Roper Technologies, Inc., 2.80%, 12/15/21			375		366,594

					15,809,972
Insurance — 0.4%
Aflac, Inc.:
3.63%, 06/15/23			900		907,926
4.00%, 10/15/46			990		942,521
AIA Group Ltd., 2.25%, 03/11/19^(b)			780		773,501
Alliant Holdings Intermediate LLC, 8.25%, 08/01/23^(b)			5,359		5,556,640
Allstate Corp. (The), 4.50%, 06/15/43			960		999,311
American Equity Investment Life Holding Co., 5.00%, 06/15/27			350		347,370
American International Group, Inc., 2.30%, 07/16/19			1,000		991,577
Ardonagh Midco 3 plc:
8.38%, 07/15/23	GBP		900		1,292,854
8.63%, 07/15/23^(b)	USD		3,850		3,965,500
Assicurazioni Generali SpA⁽ⁱ⁾:
(LIBOR GBP 3 Month + 2.20%), 6.42%^(h)	GBP		200		296,663
(EURIBOR 3 Month + 7.11%), 7.75%, 12/12/42	EUR		400		607,431
(EURIBOR 3 Month + 5.35%), 5.50%, 10/27/47			2,820		3,947,550
AXA Equitable Holdings, Inc., 3.90%, 04/20/23^(b)	USD		135		134,540
AXIS Specialty Finance plc, 2.65%, 04/01/19			1,361		1,356,420
Berkshire Hathaway Finance Corp., 5.75%, 01/15/40			250		304,833
BNP Paribas Cardif SA, (EURIBOR 3 Month + 3.93%), 4.03%^(h)(i)	EUR		100		130,776
China Reinsurance Finance Corp. Ltd., 3.38%, 03/09/22	USD		2,378		2,279,499
Chubb Corp. (The), 6.50%, 05/15/38			505		669,714
Chubb INA Holdings, Inc.:
2.70%, 03/13/23			940		909,988
3.35%, 05/15/24			590		582,489
CNO Financial Group, Inc., 5.25%, 05/30/25			370		372,775
Credit Agricole Assurances SA, (EUR Swap Annual 5 Year + 4.35%), 4.50%^(h)(i)	EUR		500		663,612
Dai-ichi Life Insurance Co. Ltd. (The), (LIBOR USD 3 Month + 3.66%), 4.00%^(h)(i)	USD		1,100		1,045,000
Fidelity & Guaranty Life Holdings, Inc., 5.50%, 05/01/25^(b)			190		188,993


Security		Par (000)		Value
Insurance (continued)
FWD Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.08%), 5.50%^(h)(i)	USD		760	$	735,300
Genworth Holdings, Inc., 7.63%, 09/24/21			550		517,000
Groupama SA:
(EURIBOR 3 Month + 5.77%), 6.37%^(h)(i)	EUR		300		424,773
6.00%, 01/23/27			300		444,699
Hartford Financial Services Group, Inc. (The), 5.50%, 03/30/20	USD		1,150		1,198,056
Heungkuk Life Insurance Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.47%), 4.48%, 11/09/47⁽ⁱ⁾			1,091		1,011,631
HUB International Ltd.^(b):
7.88%, 10/01/21			2,309		2,406,440
7.00%, 05/01/26			2,838		2,841,547
Liberty Mutual Group, Inc.^(b):
(LIBOR 3 Month + 2.91%), 5.03%, 03/15/37⁽ⁱ⁾			2,150		2,117,750
7.80%, 03/15/37			2,957		3,577,970
Manulife Financial Corp., 5.38%, 03/04/46			500		571,124
Marsh & McLennan Cos., Inc.:
2.35%, 03/06/20			1,725		1,700,290
3.30%, 03/14/23			1,880		1,855,860
4.35%, 01/30/47			675		676,041
4.20%, 03/01/48			295		287,941
Meiji Yasuda Life Insurance Co., (USD Swap Rate 5 Year + 3.15%), 5.10%, 04/26/48⁽ⁱ⁾			2,100		2,143,192
MetLife, Inc.:
3.12%, 12/15/22			3,000		2,948,970
6.38%, 06/15/34			720		887,427
4.88%, 11/13/43			220		233,123
4.05%, 03/01/45			1,300		1,224,322
Nationwide Financial Services, Inc., 6.75%, 05/15/37			900		1,003,500
NFP Corp., 6.88%, 07/15/25^(b)			392		384,160
Nippon Life Insurance Co.⁽ⁱ⁾:
(USD Swap Rate 5 Year + 3.75%), 4.70%, 01/20/46			812		814,030
(USD Swap Rate 5 Year + 2.88%), 4.00%, 09/19/47			288		274,046
NN Group NV, (EURIBOR 3 Month + 3.90%), 4.38%^(h)(i)	EUR		350		458,022
Pricoa Global Funding I, 2.45%, 09/21/22^(b)	USD		790		758,446
Progressive Corp. (The):
6.25%, 12/01/32			520		635,628
4.13%, 04/15/47			700		692,248
Prudential Financial, Inc.:
5.38%, 06/21/20			750		783,864
4.60%, 05/15/44			1,000		1,032,868
QBE Insurance Group Ltd., (USD Swap Semi 10 Year + 4.40%), 5.87%, 06/17/46⁽ⁱ⁾			677		685,716
Sumitomo Life Insurance Co., (LIBOR USD 3 Month + 2.99%), 4.00%, 09/14/77⁽ⁱ⁾			1,100		1,036,015
Travelers Cos., Inc. (The):
4.30%, 08/25/45			500		507,340
3.75%, 05/15/46			600		563,104
4.00%, 05/30/47			412		401,693
4.05%, 03/07/48			580		570,160
Union Life Insurance Co. Ltd., 3.00%, 09/19/21			708		664,801
USIS Merger Sub, Inc., 6.88%, 05/01/25^(b)			354		354,000
Willis North America, Inc., 3.60%, 05/15/24			720		698,176

					69,388,756
Internet & Direct Marketing Retail — 0.1%
Amazon.com, Inc., 4.05%, 08/22/47^(b)			2,700		2,670,734
Netflix, Inc.:
5.38%, 02/01/21			410		423,325
5.50%, 02/15/22			2,047		2,123,762
5.88%, 02/15/25			650		667,680
4.38%, 11/15/26			1,450		1,355,301


Security		Par (000)		Value
Internet & Direct Marketing Retail (continued)
3.63%, 05/15/27	EUR		516	$	619,188
4.88%, 04/15/28^(b)	USD		3,140		2,963,375
5.88%, 11/15/28^(b)			3,509		3,500,228
Shop Direct Funding plc, 7.75%, 11/15/22	GBP		860		1,010,008

					15,333,601
Internet Software & Services — 0.2%
Alibaba Group Holding Ltd.:
2.50%, 11/28/19	USD		1,185		1,175,834
3.13%, 11/28/21			500		496,573
2.80%, 06/06/23			245		235,412
3.60%, 11/28/24			500		491,698
4.50%, 11/28/34			600		609,091
4.00%, 12/06/37			2,000		1,883,676
4.20%, 12/06/47			250		235,262
Alphabet, Inc., 2.00%, 08/15/26			1,800		1,609,535
Baidu, Inc.:
2.75%, 06/09/19			550		547,019
3.00%, 06/30/20			1,000		989,500
2.88%, 07/06/22			1,015		976,723
3.88%, 09/29/23			550		545,431
3.63%, 07/06/27			600		564,978
GTT Communications, Inc., 7.88%, 12/31/24^(b)			1,050		1,073,625
Rackspace Hosting, Inc., 8.63%, 11/15/24^(b)			5,133		5,203,579
United Group BV:
4.38%, 07/01/22	EUR		427		527,253
4.88%, 07/01/24			475		586,454
VeriSign, Inc.:
4.63%, 05/01/23	USD		500		501,250
5.25%, 04/01/25			350		359,187
4.75%, 07/15/27			390		373,913
Zayo Group LLC:
6.00%, 04/01/23			5,911		6,088,330
6.38%, 05/15/25			817		845,758
5.75%, 01/15/27^(b)			6,844		6,795,271
ZPG plc, 3.75%, 07/15/23	GBP		507		674,359

					33,389,711
IT Services — 0.3%
Automatic Data Processing, Inc., 3.38%, 09/15/25	USD		2,080		2,065,427
Conduent Finance, Inc., 10.50%, 12/15/24^(b)			400		472,800
Exela Intermediate LLC, 10.00%, 07/15/23^(b)			700		700,875
Fidelity National Information Services, Inc., 2.25%, 08/15/21			715		689,488
First Data Corp.^(b):
5.38%, 08/15/23			945		963,711
7.00%, 12/01/23			8,122		8,498,698
5.00%, 01/15/24			1,245		1,254,337
5.75%, 01/15/24			13,783		13,955,288
Gartner, Inc., 5.13%, 04/01/25^(b)			1,359		1,361,990
HT Global IT Solutions Holdings Ltd., 7.00%, 07/14/21			485		499,103
International Business Machines Corp.:
3.63%, 02/12/24			560		561,232
5.88%, 11/29/32			435		530,709
4.70%, 02/19/46			600		657,356
Mastercard, Inc.:
3.38%, 04/01/24			2,250		2,253,565
2.95%, 11/21/26			1,140		1,091,411
3.80%, 11/21/46			1,250		1,244,029
Visa, Inc.:
2.80%, 12/14/22			440		432,456
4.15%, 12/14/35			1,275		1,326,881
4.30%, 12/14/45			2,090		2,172,871
WEX, Inc., 4.75%, 02/01/23^(b)			3,089		3,108,306

					43,840,533


Security		Par (000)		Value
Leisure Products — 0.1%^(b)
Mattel, Inc., 6.75%, 12/31/25	USD		1,892	$	1,842,051
Universal Entertainment Corp., 8.50% (8.50% Cash or 8.50% PIK), 08/24/20^(g)			8,308		8,463,351

					10,305,402
Life Sciences Tools & Services — 0.0%
Charles River Laboratories International, Inc., 5.50%, 04/01/26^(b)			899		914,463

Machinery — 0.3%
Amsted Industries, Inc., 5.00%, 03/15/22^(b)			500		499,065
BCD Acquisition, Inc., 9.63%, 09/15/23^(b)			450		488,250
BlueLine Rental Finance Corp., 9.25%, 03/15/24^(b)			8,815		9,374,312
Colfax Corp., 3.25%, 05/15/25	EUR		622		758,038
Deere & Co., 5.38%, 10/16/29	USD		695		796,087
Fortive Corp., 1.80%, 06/15/19			520		513,149
Grinding Media, Inc., 7.38%, 12/15/23^(b)			4,414		4,662,287
Illinois Tool Works, Inc.:
3.50%, 03/01/24			2,526		2,547,445
3.90%, 09/01/42			500		499,679
Novelis Corp.^(b):
6.25%, 08/15/24			6,463		6,584,181
5.88%, 09/30/26			9,951		9,876,368
Parker-Hannifin Corp., 4.10%, 03/01/47			1,000		993,584
Platin 1426 GmbH, 5.38%, 06/15/23	EUR		654		783,097
RBS Global, Inc., 4.88%, 12/15/25^(b)	USD		1,353		1,305,645
Snap-on, Inc.:
3.25%, 03/01/27			1,250		1,206,505
4.10%, 03/01/48			315		316,589
SPX FLOW, Inc.^(b):
5.63%, 08/15/24			1,510		1,528,875
5.88%, 08/15/26			920		938,400
Terex Corp., 5.63%, 02/01/25^(b)			4,050		4,029,750
Titan Acquisition Ltd., 7.75%, 04/15/26^(b)			3,620		3,606,425
Xylem, Inc., 4.88%, 10/01/21			1,135		1,188,098

					52,495,829
Marine — 0.0%
Stena AB, 7.00%, 02/01/24^(b)			500		469,750

Media — 1.4%
Acosta, Inc., 7.75%, 10/01/22^(b)			1,072		637,840
Altice Financing SA^(b):
6.63%, 02/15/23			2,900		2,900,000
7.50%, 05/15/26			6,756		6,654,660
Altice Finco SA, 8.13%, 01/15/24^(b)			604		619,855
Altice Luxembourg SA:
7.25%, 05/15/22	EUR		1,604		1,919,209
7.75%, 05/15/22^(b)	USD		7,280		6,952,400
6.25%, 02/15/25	EUR		410		478,655
7.63%, 02/15/25^(b)	USD		1,000		901,250
Altice US Finance I Corp.^(b):
5.38%, 07/15/23			8,926		8,937,157
5.50%, 05/15/26			1,250		1,221,875
AMC Entertainment Holdings, Inc.:
5.75%, 06/15/25			500		485,000
5.88%, 11/15/26			320		311,600
AMC Networks, Inc.:
4.75%, 12/15/22			500		502,500
5.00%, 04/01/24			1,815		1,774,162
4.75%, 08/01/25			2,981		2,831,950
Block Communications, Inc., 6.88%, 02/15/25^(b)			350		351,750
Cablevision SA, 6.50%, 06/15/21^(b)			8,527		8,857,421
Cablevision Systems Corp.:
8.00%, 04/15/20			3,480		3,688,800


Security		Par (000)		Value
Media (continued)
5.88%, 09/15/22	USD		450	$	443,250
Cequel Communications Holdings I LLC^(b):
5.13%, 12/15/21			5,956		5,889,467
7.75%, 07/15/25			1,273		1,336,650
7.50%, 04/01/28			2,081		2,109,614
Charter Communications Operating LLC:
4.46%, 07/23/22			1,470		1,498,712
4.91%, 07/23/25			1,215		1,234,528
Cinemark USA, Inc., 4.88%, 06/01/23			500		493,750
Clear Channel International BV, 8.75%, 12/15/20^(b)			1,578		1,645,065
Clear Channel Worldwide Holdings, Inc.:
7.63%, 03/15/20			4,892		4,904,230
6.50%, 11/15/22			17,953		18,366,154
Comcast Corp.:
1.63%, 01/15/22			3,000		2,827,480
4.20%, 08/15/34			1,050		1,034,692
4.40%, 08/15/35			250		252,037
3.20%, 07/15/36			3,000		2,579,539
4.60%, 08/15/45			850		856,440
3.40%, 07/15/46			2,000		1,661,757
3.97%, 11/01/47			1,397		1,279,315
CSC Holdings LLC:
6.75%, 11/15/21			1,000		1,052,500
10.13%, 01/15/23^(b)			3,625		4,019,219
5.25%, 06/01/24			1,097		1,027,752
6.63%, 10/15/25^(b)			3,729		3,845,531
10.88%, 10/15/25^(b)			7,657		8,977,832
5.50%, 04/15/27^(b)			970		931,006
5.38%, 02/01/28^(b)			815		762,025
DISH DBS Corp.:
7.88%, 09/01/19			1,150		1,191,687
5.13%, 05/01/20			225		223,875
6.75%, 06/01/21			700		696,500
5.88%, 07/15/22			2,879		2,647,960
5.00%, 03/15/23			754		653,153
5.88%, 11/15/24			4,059		3,455,224
7.75%, 07/01/26			7,282		6,622,069
Gray Television, Inc.^(b):
5.13%, 10/15/24			325		309,969
5.88%, 07/15/26			521		501,462
Lamar Media Corp.:
5.00%, 05/01/23			335		337,512
5.38%, 01/15/24			400		409,000
Liberty Interactive LLC, 8.25%, 02/01/30			350		376,250
Live Nation Entertainment, Inc., 4.88%, 11/01/24^(b)			538		526,567
MDC Partners, Inc., 6.50%, 05/01/24^(b)			1,713		1,685,164
Meredith Corp., 6.88%, 02/01/26^(b)			1,724		1,743,309
Midcontinent Communications, 6.88%, 08/15/23^(b)			1,172		1,230,600
NBCUniversal Media LLC:
4.38%, 04/01/21			890		920,815
4.45%, 01/15/43			350		342,456
Nexstar Broadcasting, Inc., 5.63%, 08/01/24^(b)			670		659,950
Omnicom Group, Inc., 4.45%, 08/15/20			780		800,792
Outfront Media Capital LLC:
5.25%, 02/15/22			500		507,500
5.63%, 02/15/24			300		303,195
Quebecor Media, Inc., 5.75%, 01/15/23			1,550		1,588,750
Radiate Holdco LLC, 6.63%, 02/15/25^(b)			854		792,085
Sinclair Television Group, Inc.:
5.38%, 04/01/21			600		606,000
6.13%, 10/01/22			100		102,875
5.63%, 08/01/24^(b)			325		321,750


Security		Par (000)		Value
Media (continued)
Sirius XM Radio, Inc.^(b):
3.88%, 08/01/22	USD		625	$	606,250
4.63%, 05/15/23			350		345,625
6.00%, 07/15/24			1,200		1,233,240
5.38%, 04/15/25			795		791,025
5.38%, 07/15/26			580		569,850
5.00%, 08/01/27			6,768		6,446,520
Sky plc, 2.63%, 09/16/19^(b)			1,640		1,630,845
TEGNA, Inc.:
5.13%, 10/15/19			154		155,155
5.13%, 07/15/20			150		150,750
6.38%, 10/15/23			700		722,750
5.50%, 09/15/24^(b)			425		432,437
Tele Columbus AG, 3.88%, 05/02/25	EUR		382		459,573
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28^(b)	USD		2,200		2,101,000
Telenet Finance VI Luxembourg SCA, 4.88%, 07/15/27	EUR		739		966,174
Time Warner Cable LLC:
8.75%, 02/14/19	USD		460		480,235
8.25%, 04/01/19			300		314,336
Time Warner, Inc., 4.70%, 01/15/21			540		559,032
Townsquare Media, Inc., 6.50%, 04/01/23^(b)			1,340		1,253,168
Tribune Media Co., 5.88%, 07/15/22			858		868,725
Unitymedia GmbH:
6.13%, 01/15/25^(b)			600		630,000
3.75%, 01/15/27	EUR		458		586,266
Unitymedia Hessen GmbH & Co. KG:
5.00%, 01/15/25^(b)	USD		980		1,002,050
3.50%, 01/15/27	EUR		244		312,334
6.25%, 01/15/29			1,927		2,641,196
Univision Communications, Inc.^(b):
5.13%, 05/15/23	USD		680		646,000
5.13%, 02/15/25			3,546		3,280,050
UPC Holding BV, 5.50%, 01/15/28^(b)			400		370,000
UPCB Finance IV Ltd.:
5.38%, 01/15/25^(b)			1,322		1,292,255
4.00%, 01/15/27	EUR		958		1,195,891
UPCB Finance VII Ltd., 3.63%, 06/15/29			500		598,879
Viacom, Inc.⁽ⁱ⁾:
(LIBOR USD 3 Month + 3.90%), 5.88%, 02/28/57	USD		9,075		9,165,750
(LIBOR USD 3 Month + 3.90%), 6.25%, 02/28/57			17,700		17,947,800
Videotron Ltd.:
5.00%, 07/15/22			450		459,563
5.38%, 06/15/24^(b)			400		411,000
5.13%, 04/15/27^(b)			2,903		2,844,940
Virgin Media Receivables Financing Notes I DAC, 5.50%, 09/15/24	GBP		1,141		1,555,108
Virgin Media Receivables Financing Notes II DAC, 5.75%, 04/15/23			375		522,716
Vue International Bidco plc, 7.88%, 07/15/20			800		1,115,457
Walt Disney Co. (The), 1.85%, 07/30/26	USD		2,000		1,759,104
WMG Acquisition Corp., 4.13%, 11/01/24	EUR		425		538,840
Ziggo Bond Co. BV, 7.13%, 05/15/24			1,249		1,628,956
Ziggo Bond Finance BV:
4.63%, 01/15/25			452		552,762
5.88%, 01/15/25^(b)	USD		2,881		2,722,545
6.00%, 01/15/27^(b)			400		374,000
Ziggo Secured Finance BV, 5.50%, 01/15/27^(b)			1,901		1,791,693

					224,642,943
Metals & Mining — 0.9%
ABJA Investment Co. Pte. Ltd., 5.95%, 07/31/24			1,523		1,524,447
Alcoa Nederland Holding BV^(b):
6.75%, 09/30/24			500		536,255


Security		Par (000)		Value
Metals & Mining (continued)
7.00%, 09/30/26	USD		885	$	964,650
Aleris International, Inc., 9.50%, 04/01/21^(b)			510		531,675
Allegheny Technologies, Inc.:
5.95%, 01/15/21			497		504,455
7.87%, 08/15/23			350		379,242
Anglo American Capital plc, 4.13%, 04/15/21^(b)			204		205,689
ArcelorMittal:
5.50%, 08/05/20			300		310,875
5.75%, 03/01/21			700		733,250
6.50%, 02/25/22			500		538,750
6.13%, 06/01/25			500		541,250
7.25%, 10/15/39			800		948,000
7.00%, 03/01/41			450		517,500
Big River Steel LLC, 7.25%, 09/01/25^(b)			1,338		1,394,865
BlueScope Steel Finance Ltd., 6.50%, 05/15/21^(b)			325		335,562
Bukit Makmur Mandiri Utama PT, 7.75%, 02/13/22			3,500		3,649,184
China Hongqiao Group Ltd., 6.85%, 04/22/19			1,265		1,269,697
Chinalco Capital Holdings Ltd., 4.25%, 04/21/22			2,890		2,805,863
Cleveland-Cliffs, Inc.:
4.88%, 01/15/24^(b)			890		867,750
5.75%, 03/01/25			820		790,792
Constellium NV:
4.63%, 05/15/21	EUR		420		512,213
5.75%, 05/15/24^(b)	USD		666		654,345
6.63%, 03/01/25^(b)			890		902,238
4.25%, 02/15/26	EUR		379		462,646
5.88%, 02/15/26^(b)	USD		4,059		3,998,115
Eldorado Gold Corp., 6.13%, 12/15/20^(b)			375		346,875
Energy Resources LLC, 8.00%, 09/30/22⁽ⁱ⁾			288		290,658
FMG Resources August 2006 Pty. Ltd.^(b):
4.75%, 05/15/22			555		550,282
5.13%, 03/15/23			360		358,200
5.13%, 05/15/24			545		538,188
Freeport-McMoRan, Inc.:
3.10%, 03/15/20			4,154		4,102,075
4.00%, 11/14/21			1,650		1,641,750
3.55%, 03/01/22			9,202		8,879,930
6.88%, 02/15/23			500		536,250
3.88%, 03/15/23			8,907		8,539,586
4.55%, 11/14/24			600		579,000
5.40%, 11/14/34			1,341		1,237,073
5.45%, 03/15/43			12,267		11,162,970
HeSteel Hong Kong Co. Ltd., 4.25%, 04/07/20			2,644		2,603,703
Hudbay Minerals, Inc., 7.63%, 01/15/25^(b)			410		434,600
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22^(b)			714		790,755
JSW Steel Ltd., 5.25%, 04/13/22			2,600		2,580,973
Minmetals Bounteous Finance BVI Ltd.:
4.75%, 07/30/25			2,900		2,900,484
4.20%, 07/27/26			1,700		1,634,987
New Gold, Inc., 6.25%, 11/15/22^(b)			350		357,000
Newcastle Coal Infrastructure Group Pty. Ltd., 4.40%, 09/29/27			1,750		1,651,326
Newmont Mining Corp., 3.50%, 03/15/22			722		718,536
Northwest Acquisitions ULC, 7.13%, 11/01/22^(b)			395		402,229
Nyrstar Netherlands Holdings BV, 6.88%, 03/15/24	EUR		961		1,190,503
Ovako AB, 5.00%, 10/05/22			600		742,525
Press Metal Labuan Ltd., 4.80%, 10/30/22	USD		1,950		1,862,833
Rio Tinto Finance USA Ltd., 5.20%, 11/02/40			1,600		1,847,094
Rio Tinto Finance USA plc, 4.13%, 08/21/42			94		94,197
Shandong Iron And Steel Xinheng International Co. Ltd., 6.50%, 06/14/21			418		405,492
Southern Copper Corp., 5.38%, 04/16/20			13,515		14,057,706


Security		Par (000)		Value
Metals & Mining (continued)
Steel Dynamics, Inc.:
5.13%, 10/01/21	USD		4,695	$	4,778,571
5.50%, 10/01/24			275		282,563
4.13%, 09/15/25			943		899,980
5.00%, 12/15/26			1,210		1,197,900
SunCoke Energy Partners LP, 7.50%, 06/15/25^(b)			500		513,750
Teck Resources Ltd.:
4.75%, 01/15/22			1,340		1,360,100
3.75%, 02/01/23			6,493		6,279,900
8.50%, 06/01/24^(b)			7,315		8,165,369
6.13%, 10/01/35			450		478,125
6.25%, 07/15/41			650		689,000
5.20%, 03/01/42			2,521		2,363,437
5.40%, 02/01/43			2,247		2,151,502
thyssenkrupp AG:
2.75%, 03/08/21	EUR		200		254,852
1.38%, 03/03/22			1,125		1,375,277
2.50%, 02/25/25			200		254,211
United States Steel Corp.:
6.88%, 08/15/25	USD		1,349		1,375,980
6.25%, 03/15/26			1,844		1,830,170
Vale Overseas Ltd., 4.38%, 01/11/22			378		381,629
Vedanta Resources plc:
8.25%, 06/07/21			2,808		3,015,230
7.13%, 05/31/23			4,150		4,233,000

					140,797,634
Mortgage Real Estate Investment Trusts (REITs) — 0.0%
Starwood Property Trust, Inc.:
3.63%, 02/01/21^(b)	USD		350		343,875
5.00%, 12/15/21			1,907		1,929,827
4.75%, 03/15/25^(b)			810		779,625

					3,053,327
Multiline Retail — 0.0%
B&M European Value Retail SA, 4.13%, 02/01/22	GBP		350		493,881
Dollar Tree, Inc., 5.75%, 03/01/23	USD		2,755		2,874,016
JC Penney Corp., Inc.:
8.13%, 10/01/19			27		28,350
5.88%, 07/01/23^(b)			315		303,093
6.38%, 10/15/36			1,163		726,875
7.63%, 03/01/97			300		190,500
Neiman Marcus Group Ltd. LLC, 8.00%, 10/15/21^(b)			2,080		1,404,000
Target Corp., 4.00%, 07/01/42			500		479,929

					6,500,644
Multi-Utilities — 0.2%
Abu Dhabi National Energy Co. PJSC, 3.63%, 01/12/23			1,700		1,658,812
Ameren Illinois Co., 3.70%, 12/01/47			500		475,789
Berkshire Hathaway Energy Co.:
2.38%, 01/15/21^(b)			380		372,417
6.13%, 04/01/36			731		916,207
4.50%, 02/01/45			1,750		1,809,698
3.80%, 07/15/48^(b)			500		467,278
CenterPoint Energy, Inc., 2.50%, 09/01/22			395		378,529
Consolidated Edison Co. of New York, Inc.:
6.75%, 04/01/38			400		536,859
4.50%, 12/01/45			1,650		1,742,063
3.88%, 06/15/47			700		669,952
4.63%, 12/01/54			250		266,397
Dominion Energy, Inc., 2.58%, 07/01/20			400		393,792
Integrys Holding, Inc., (LIBOR USD 3 Month + 2.12%), 4.13%, 12/01/66⁽ⁱ⁾			17,845		17,800,388
Puget Sound Energy, Inc.:
5.80%, 03/15/40			250		307,868


Security		Par (000)		Value
Multi-Utilities (continued)
5.64%, 04/15/41	USD		250	$	305,187
RWE AG, (EUR Swap Annual 5 Year + 2.64%), 2.75%, 04/21/75⁽ⁱ⁾	EUR		400		497,531
San Diego Gas & Electric Co., 3.75%, 06/01/47	USD		700		676,192
Sempra Energy:
(LIBOR USD 3 Month + 0.50%), 2.85%, 01/15/21⁽ⁱ⁾			1,110		1,111,878
3.40%, 02/01/28			1,190		1,123,971

					31,510,808
Oil, Gas & Consumable Fuels — 3.0%
ABM Investama Tbk. PT, 7.13%, 08/01/22			310		303,287
Aker BP ASA, 5.88%, 03/31/25^(b)			1,607		1,667,262
Alta Mesa Holdings LP, 7.88%, 12/15/24			830		859,050
Andeavor Logistics LP:
6.25%, 10/15/22			292		304,775
3.50%, 12/01/22			360		354,158
Antero Midstream Partners LP, 5.38%, 09/15/24			1,560		1,552,200
Antero Resources Corp.:
5.38%, 11/01/21			675		682,796
5.13%, 12/01/22			1,292		1,298,460
5.63%, 06/01/23			1,530		1,562,513
5.00%, 03/01/25			400		398,500
Apache Corp., 3.25%, 04/15/22			1,345		1,327,475
Ascent Resources Utica Holdings LLC, 10.00%, 04/01/22^(b)			1,055		1,134,125
Blue Racer Midstream LLC, 6.13%, 11/15/22^(b)			500		512,500
BP Capital Markets plc:
2.52%, 01/15/20			275		273,592
4.50%, 10/01/20			825		854,022
4.74%, 03/11/21			715		747,511
3.06%, 03/17/22			3,000		2,980,767
2.52%, 09/19/22			1,165		1,126,532
3.02%, 01/16/27			2,000		1,888,076
3.72%, 11/28/28			200		199,244
BPRL International Singapore Pte. Ltd., 4.38%, 01/18/27			3,875		3,755,425
Buckeye Partners LP, (LIBOR 3 Month + 4.02%), 6.38%, 01/22/78⁽ⁱ⁾			8,825		8,608,077
California Resources Corp., 8.00%, 12/15/22^(b)			4,450		3,827,000
Calumet Specialty Products Partners LP, 6.50%, 04/15/21			1,218		1,202,775
Capital Stage Finance BV, (EUR Swap Annual 5 Year + 1.10%), 5.25%^(h)(i)(k)	EUR		200		263,740
Carrizo Oil & Gas, Inc.:
6.25%, 04/15/23	USD		3,413		3,498,325
8.25%, 07/15/25			294		315,318
Cheniere Corpus Christi Holdings LLC:
7.00%, 06/30/24			2,919		3,192,686
5.88%, 03/31/25			6,247		6,440,407
5.13%, 06/30/27			5,989		5,839,275
Cheniere Energy Partners LP, 5.25%, 10/01/25^(b)			5,028		4,914,870
Chesapeake Energy Corp., 8.00%, 12/15/22^(b)			5,970		6,328,200
CNOOC Finance 2012 Ltd., 5.00%, 05/02/42			5,000		5,289,810
CNX Resources Corp.:
5.88%, 04/15/22			23,653		23,771,265
8.00%, 04/01/23			90		94,725
ConocoPhillips, 6.50%, 02/01/39			745		973,599
ConocoPhillips Co.:
4.95%, 03/15/26			1,400		1,510,386
4.30%, 11/15/44			1,200		1,240,377
5.95%, 03/15/46			600		765,571
CONSOL Energy, Inc., 11.00%, 11/15/25^(b)			746		783,300
Continental Resources, Inc.:
5.00%, 09/15/22			1,500		1,524,375
4.50%, 04/15/23			1,150		1,164,375


Security		Par (000)		Value
Oil, Gas & Consumable Fuels (continued)
3.80%, 06/01/24	USD		650	$	633,750
4.38%, 01/15/28^(b)			1,077		1,058,826
4.90%, 06/01/44			1,798		1,762,040
Corral Petroleum Holdings AB, 11.75% ( 11.75% Cash or 13.25% PIK), 05/15/21^(i)(g)	EUR		150		193,945
Covey Park Energy LLC, 7.50%, 05/15/25^(b)	USD		3,197		3,212,985
Crestwood Midstream Partners LP:
6.25%, 04/01/23			690		700,350
5.75%, 04/01/25			350		347,375
CrownRock LP, 5.63%, 10/15/25^(b)			4,783		4,723,212
CVR Refining LLC, 6.50%, 11/01/22			350		357,000
DCP Midstream Operating LP:
5.35%, 03/15/20^(b)			350		360,231
4.75%, 09/30/21^(b)			600		606,750
3.88%, 03/15/23			300		289,500
6.45%, 11/03/36^(b)			601		640,816
6.75%, 09/15/37^(b)			1,735		1,880,306
(LIBOR USD 3 Month + 3.85%), 5.85%, 05/21/43^(b)(i)			375		356,250
DEA Finance SA, 7.50%, 10/15/22	EUR		500		653,312
Denbury Resources, Inc., 9.25%, 03/31/22^(b)	USD		2,516		2,626,075
Devon Energy Corp., 4.00%, 07/15/21			1,110		1,126,523
Diamondback Energy, Inc.:
4.75%, 11/01/24			108		107,428
5.38%, 05/31/25			765		774,562
Eclipse Resources Corp., 8.88%, 07/15/23			320		300,800
Enbridge Energy Partners LP, 4.38%, 10/15/20			1,710		1,743,699
Enbridge, Inc.:
2.90%, 07/15/22			1,210		1,168,500
(LIBOR USD 3 Month + 3.89%), 6.00%, 01/15/77⁽ⁱ⁾			36,600		35,547,750
(LIBOR USD 3 Month + 3.42%), 5.50%, 07/15/77⁽ⁱ⁾			5,175		4,812,750
(LIBOR USD 3 Month + 3.64%), 6.25%, 03/01/78⁽ⁱ⁾			27,250		26,588,395
Endeavor Energy Resources LP^(b):
5.50%, 01/30/26			637		640,185
5.75%, 01/30/28			360		361,800
Energy Transfer Equity LP:
7.50%, 10/15/20			991		1,061,609
4.25%, 03/15/23			3,098		2,989,570
5.88%, 01/15/24			1,570		1,603,362
5.50%, 06/01/27			1,834		1,834,000
Energy Transfer Partners LP, 3.60%, 02/01/23			640		622,168
Enterprise Products Operating LLC, 2.55%, 10/15/19			1,000		993,516
EOG Resources, Inc., 2.45%, 04/01/20			1,720		1,698,100
EP Energy LLC:
9.38%, 05/01/20			55		52,250
9.38%, 05/01/24^(b)			1,766		1,350,990
8.00%, 11/29/24^(b)			4,064		4,206,240
Eterna Capital Pte. Ltd., 8.00% ( 8.00% Cash or 8.00% PIK), 12/11/22^(g)			225		220,181
Extraction Oil & Gas, Inc.^(b):
7.38%, 05/15/24			280		292,600
5.63%, 02/01/26			1,657		1,611,930
Exxon Mobil Corp.:
3.18%, 03/15/24			465		463,468
4.11%, 03/01/46			1,645		1,683,511
Genesis Energy LP:
6.75%, 08/01/22			500		507,500
6.50%, 10/01/25			801		786,982
GNL Quintero SA, 4.63%, 07/31/29			10,344		10,289,177
Greenko Dutch BV, 5.25%, 07/24/24			4,525		4,366,625
Gulfport Energy Corp.:
6.63%, 05/01/23			1,012		1,017,060
6.00%, 10/15/24			2,456		2,333,200
6.38%, 05/15/25			951		912,665


Security		Par (000)		Value
Oil, Gas & Consumable Fuels (continued)
Halcon Resources Corp.:
6.75%, 02/15/25	USD		1,916	$	1,913,605
6.75%, 02/15/25^(b)			199		197,756
Hess Infrastructure Partners LP, 5.63%, 02/15/26^(b)			1,833		1,851,330
Hilcorp Energy I LP^(b):
5.00%, 12/01/24			100		97,250
5.75%, 10/01/25			550		544,500
Hindustan Petroleum Corp. Ltd., 4.00%, 07/12/27			1,377		1,293,811
Holly Energy Partners LP, 6.00%, 08/01/24^(b)			350		350,875
Indigo Natural Resources LLC, 6.88%, 02/15/26^(b)			1,060		1,017,600
Jagged Peak Energy LLC, 5.88%, 05/01/26^(b)			696		698,610
Jonah Energy LLC, 7.25%, 10/15/25^(b)			425		340,000
Kinder Morgan Energy Partners LP, 5.00%, 10/01/21			450		466,826
Kinder Morgan, Inc.:
3.05%, 12/01/19			785		782,480
3.15%, 01/15/23			780		753,986
Matador Resources Co., 6.88%, 04/15/23			180		188,100
Medco Platinum Road Pte. Ltd., 6.75%, 01/30/25			975		931,785
Medco Straits Services Pte. Ltd., 8.50%, 08/17/22			3,250		3,428,321
MEG Energy Corp.^(b):
6.38%, 01/30/23			1,497		1,351,042
7.00%, 03/31/24			2,641		2,370,298
6.50%, 01/15/25			2,489		2,489,498
Moss Creek Resources Holdings, Inc., 7.50%, 01/15/26^(b)			475		477,375
Murphy Oil Corp.:
4.00%, 06/01/22			400		391,000
4.45%, 12/01/22			1,029		1,004,561
6.88%, 08/15/24			400		423,500
5.75%, 08/15/25			588		586,530
5.88%, 12/01/42			285		257,925
Navios Maritime Acquisition Corp., 8.13%, 11/15/21^(b)			400		324,000
Newfield Exploration Co.:
5.75%, 01/30/22			600		630,000
5.63%, 07/01/24			847		897,820
5.38%, 01/01/26			2,401		2,488,036
NGL Energy Partners LP:
5.13%, 07/15/19			1,285		1,285,000
6.88%, 10/15/21			770		770,962
7.50%, 11/01/23			550		548,625
NGPL PipeCo LLC^(b):
4.38%, 08/15/22			2,253		2,241,735
4.88%, 08/15/27			510		495,337
7.77%, 12/15/37			3,992		4,810,360
NuStar Logistics LP, 5.63%, 04/28/27			400		378,876
Oasis Petroleum, Inc.:
6.50%, 11/01/21			607		622,175
6.88%, 03/15/22			600		618,000
6.88%, 01/15/23			2,895		2,970,994
6.25%, 05/01/26^(b)			125		125,000
Occidental Petroleum Corp.:
4.10%, 02/01/21			1,005		1,031,498
2.60%, 04/15/22			975		951,320
4.63%, 06/15/45			125		131,652
4.40%, 04/15/46			1,445		1,485,984
Oil India International Pte. Ltd., 4.00%, 04/21/27			272		255,492
Origin Energy Finance Ltd., (EUR Swap Annual 5 Year + 3.67%), 4.00%, 09/16/74⁽ⁱ⁾	EUR		950		1,193,109
Parkland Fuel Corp., 6.00%, 04/01/26^(b)	USD		330		330,000
Parsley Energy LLC^(b):
5.38%, 01/15/25			1,838		1,842,595
5.63%, 10/15/27			1,314		1,330,425


Security		Par (000)		Value
Oil, Gas & Consumable Fuels (continued)
PBF Holding Co. LLC, 7.25%, 06/15/25	USD		1,390	$	1,442,125
PDC Energy, Inc.:
6.13%, 09/15/24			316		323,900
5.75%, 05/15/26^(b)			786		791,895
Peabody Energy Corp.^(b):
6.00%, 03/31/22			335		344,112
6.38%, 03/31/25			335		349,238
Petrobras Global Finance BV:
8.38%, 05/23/21			798		899,186
6.13%, 01/17/22			13,355		14,100,209
4.38%, 05/20/23			16,355		15,946,125
Pioneer Natural Resources Co.:
7.50%, 01/15/20			120		128,517
3.45%, 01/15/21			810		813,603
PTTEP Treasury Center Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.72%), 4.60%(h)(i)			1,600		1,564,613
Puma International Financing SA^(b):
5.13%, 10/06/24			350		343,602
5.00%, 01/24/26			550		515,410
QEP Resources, Inc.:
6.88%, 03/01/21			111		119,325
5.38%, 10/01/22			1,627		1,627,000
5.25%, 05/01/23			400		390,000
5.63%, 03/01/26			1,328		1,271,560
Range Resources Corp.:
5.88%, 07/01/22			1,975		1,999,688
5.00%, 08/15/22			1,290		1,267,425
5.00%, 03/15/23			1,000		962,000
4.88%, 05/15/25			2,605		2,411,253
Repsol International Finance BV⁽ⁱ⁾:
(EUR Swap Annual 6 Year + 3.56%), 3.88%^(h)	EUR		500		647,059
(EUR Swap Annual 10 Year + 4.20%), 4.50%, 03/25/75			1,225		1,623,631
Resolute Energy Corp.:
8.50%, 05/01/20	USD		2,413		2,413,000
8.50%, 05/01/20^(b)			225		225,000
Rockies Express Pipeline LLC^(b):
6.85%, 07/15/18			471		472,766
6.00%, 01/15/19			524		533,170
5.63%, 04/15/20			2,860		2,960,987
6.88%, 04/15/40			3,672		4,241,160
RSP Permian, Inc., 6.63%, 10/01/22			538		560,865
Sabine Pass Liquefaction LLC, 5.62%, 02/01/21			635		666,534
Sable Permian Resources Land LLC, 13.00%, 11/30/20^(b)			375		428,437
Sanchez Energy Corp.:
7.75%, 06/15/21			6,055		5,616,013
6.13%, 01/15/23			1,650		1,191,630
7.25%, 02/15/23^(b)			793		800,930
Santos Finance Ltd., 4.13%, 09/14/27			792		771,010
Seven Generations Energy Ltd.^(b):
6.75%, 05/01/23			471		488,662
6.88%, 06/30/23			2,497		2,596,880
5.38%, 09/30/25			1,540		1,497,650
SM Energy Co.:
6.13%, 11/15/22			350		353,500
6.50%, 01/01/23			578		579,445
5.00%, 01/15/24			1,166		1,110,615
5.63%, 06/01/25			2,775		2,677,875
6.75%, 09/15/26			586		596,255
Southern Star Central Corp., 5.13%, 07/15/22^(b)			184		187,220


Security		Par (000)		Value
Oil, Gas & Consumable Fuels (continued)
Southwestern Energy Co.:
4.10%, 03/15/22	USD		800	$	778,000
6.45%, 01/23/25			1,470		1,440,600
7.50%, 04/01/26			2,384		2,449,560
7.75%, 10/01/27			849		876,593
SRC Energy, Inc., 6.25%, 12/01/25^(b)			400		404,000
Summit Midstream Holdings LLC, 5.75%, 04/15/25			314		299,550
Sunoco LP^(b):
4.88%, 01/15/23			2,645		2,603,923
5.50%, 02/15/26			580		559,700
5.88%, 03/15/28			571		554,584
Tallgrass Energy Partners LP^(b):
5.50%, 09/15/24			1,031		1,046,465
5.50%, 01/15/28			3,408		3,399,480
Targa Resources Partners LP:
4.13%, 11/15/19			750		754,252
5.25%, 05/01/23			500		498,750
4.25%, 11/15/23			1,590		1,502,550
6.75%, 03/15/24			400		418,000
5.13%, 02/01/25			620		601,400
5.88%, 04/15/26^(b)			2,207		2,190,889
5.38%, 02/01/27			275		263,313
5.00%, 01/15/28^(b)			550		508,750
TerraForm Power Operating LLC^(b):
4.25%, 01/31/23			1,200		1,146,000
5.00%, 01/31/28			1,354		1,259,220
Texas Eastern Transmission LP, 2.80%, 10/15/22^(b)			1,070		1,018,578
Total Capital Canada Ltd., 2.75%, 07/15/23			1,500		1,450,817
TransCanada PipeLines Ltd.:
3.80%, 10/01/20			615		624,441
2.50%, 08/01/22			225		216,500
4.88%, 01/15/26			3,000		3,191,198
4.63%, 03/01/34			835		855,204
6.10%, 06/01/40			200		240,344
Transcanada Trust⁽ⁱ⁾:
(LIBOR USD 3 Month + 4.64%), 5.87%, 08/15/76			31,129		32,062,870
(LIBOR USD 3 Month + 3.21%), 5.30%, 03/15/77			29,450		28,687,245
Tullow Oil plc^(b):
6.25%, 04/15/22			500		507,500
7.00%, 03/01/25			400		405,520
Ultra Resources, Inc.^(b):
6.88%, 04/15/22			465		341,775
7.13%, 04/15/25			350		233,406
Whiting Petroleum Corp.:
1.25%, 04/01/20^(k)			2,580		2,457,463
5.75%, 03/15/21			600		614,250
6.63%, 01/15/26^(b)			1,908		1,955,700
Williams Cos., Inc. (The):
3.70%, 01/15/23			550		531,960
4.55%, 06/24/24			1,722		1,715,543
8.75%, 03/15/32			771		1,015,792
5.75%, 06/24/44			8,213		8,562,053
WPX Energy, Inc.:
6.00%, 01/15/22			1,399		1,458,458
8.25%, 08/01/23			799		906,865
5.25%, 09/15/24			3,470		3,496,025
Yancoal International Resources Development Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.30%), 5.75%^(h)(i)			1,495		1,486,363
Yankuang Group Cayman Ltd., 4.75%, 11/30/20			1,535		1,465,667

					491,678,300


Security		Par (000)		Value
Paper & Forest Products — 0.0%
Mercer International, Inc., 6.50%, 02/01/24	USD		494	$	513,760
Norbord, Inc.^(b):
5.38%, 12/01/20			2,437		2,516,202
6.25%, 04/15/23			284		300,600
Resolute Forest Products, Inc., 5.88%, 05/15/23			450		454,500
Sappi Papier Holding GmbH, 4.00%, 04/01/23	EUR		300		375,684
Stora Enso OYJ, 2.50%, 06/07/27			350		432,314

					4,593,060
Personal Products — 0.0%
Avon International Operations, Inc., 7.88%, 08/15/22^(b)	USD		345		351,900
Coty, Inc.:
4.00%, 04/15/23	EUR		470		573,441
6.50%, 04/15/26^(b)	USD		425		413,312
Edgewell Personal Care Co., 4.70%, 05/19/21			750		743,437
Estee Lauder Cos., Inc. (The), 4.15%, 03/15/47			500		513,211
First Quality Finance Co., Inc., 4.63%, 05/15/21^(b)			400		396,000

					2,991,301
Pharmaceuticals — 0.5%
Allergan Funding SCS:
2.45%, 06/15/19			1,000		992,998
3.00%, 03/12/20			1,000		993,234
3.45%, 03/15/22			1,500		1,474,897
AstraZeneca plc:
1.95%, 09/18/19			1,000		988,186
3.38%, 11/16/25			2,000		1,943,714
4.38%, 11/16/45			600		599,925
Bayer US Finance LLC, 2.38%, 10/08/19^(b)			835		826,939
Bristol-Myers Squibb Co., 4.50%, 03/01/44			750		804,531
Catalent Pharma Solutions, Inc., 4.75%, 12/15/24	EUR		200		253,463
Eli Lilly & Co.:
3.10%, 05/15/27	USD		940		903,743
3.70%, 03/01/45			960		920,810
3.95%, 05/15/47			305		305,130
Endo Dac, 6.00%, 07/15/23^(b)			546		397,215
Endo Finance LLC, 7.25%, 01/15/22^(b)			990		839,025
GlaxoSmithKline Capital, Inc., 6.38%, 05/15/38			585		760,084
inVentiv Group Holdings, Inc., 7.50%, 10/01/24^(b)			1,040		1,105,000
Johnson & Johnson:
2.63%, 01/15/25			820		784,829
4.38%, 12/05/33			705		753,883
3.55%, 03/01/36			270		262,439
3.63%, 03/03/37			875		853,882
3.70%, 03/01/46			2,340		2,261,811
Merck & Co., Inc.:
2.75%, 02/10/25			1,600		1,530,091
4.15%, 05/18/43			995		1,015,634
3.70%, 02/10/45			500		475,645
Mylan NV, 2.50%, 06/07/19			830		823,728
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24	EUR		450		535,350
Novartis Capital Corp.:
3.40%, 05/06/24	USD		2,100		2,092,588
3.10%, 05/17/27			3,400		3,258,826
4.40%, 05/06/44			765		823,952
Pfizer, Inc.:
3.00%, 12/15/26			2,000		1,915,588
4.00%, 12/15/36			1,000		1,006,830
7.20%, 03/15/39			1,305		1,839,337
4.13%, 12/15/46			1,100		1,093,769
Shire Acquisitions Investments Ireland DAC, 2.40%, 09/23/21			2,660		2,551,788


Security		Par (000)		Value
Pharmaceuticals (continued)
Teva Pharmaceutical Finance Netherlands II BV, 3.25%, 04/15/22	EUR		100	$	122,716
Teva Pharmaceutical Finance Netherlands III BV, 1.70%, 07/19/19	USD		1,629		1,582,649
Valeant Pharmaceuticals International, Inc.:
7.50%, 07/15/21^(b)			3,114		3,164,602
6.75%, 08/15/21^(b)			854		859,338
5.63%, 12/01/21^(b)			3,308		3,200,490
6.50%, 03/15/22^(b)			2,161		2,242,038
7.25%, 07/15/22^(b)			91		91,787
5.50%, 03/01/23^(b)			4,559		4,114,497
4.50%, 05/15/23	EUR		275		301,707
5.88%, 05/15/23^(b)	USD		9,069		8,332,144
7.00%, 03/15/24^(b)			3,682		3,884,510
6.13%, 04/15/25^(b)			5,902		5,323,427
5.50%, 11/01/25^(b)			3,832		3,812,840
9.00%, 12/15/25^(b)			800		810,000
9.25%, 04/01/26^(b)			800		816,000

					76,647,609
Professional Services — 0.1%
Booz Allen Hamilton, Inc., 5.13%, 05/01/25^(b)			1,440		1,422,000
IHS Markit Ltd.^(b):
5.00%, 11/01/22			500		517,500
4.75%, 02/15/25			1,390		1,397,089
4.00%, 03/01/26			757		725,077
Jaguar Holding Co. II, 6.38%, 08/01/23^(b)			5,180		5,244,750
La Financiere Atalian SAS:
4.00%, 05/15/24	EUR		747		876,143
5.13%, 05/15/25			880		1,074,643
6.63%, 05/15/25	GBP		276		384,339

					11,641,541
Real Estate Management & Development — 0.5%
ADLER Real Estate AG:
4.75%, 04/08/20	EUR		283		355,284
1.88%, 04/27/23			500		594,619
2.13%, 02/06/24			590		699,697
3.00%, 04/27/26			700		842,937
Agile Group Holdings Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 9.22%), 6.87%^(h)(i)	USD		1,700		1,655,242
Akelius Residential Property AB, (EUR Swap Annual 5 Year + 3.49%), 3.88%, 10/05/78⁽ⁱ⁾	EUR		200		244,539
APL Realty Holdings Pte. Ltd., 5.95%, 06/02/24	USD		3,300		2,904,036
Aroundtown SA, 1.50%, 01/18/21^(k)	EUR		200		311,863
AT Securities BV, (USD Swap Semi 5 Year + 3.55%), 5.25%^(h)(i)	USD		750		727,500
ATF Netherlands BV, (EUR Swap Annual 5 Year + 4.38%), 3.75%^(h)(i)	EUR		300		375,079
Central China Real Estate Ltd., 6.88%, 10/23/20	USD		1,900		1,880,050
CFLD Cayman Investment Ltd., 6.50%, 12/21/20			547		500,505
China Aoyuan Property Group Ltd., 10.88%, 05/26/18			900		902,700
China Evergrande Group:
6.25%, 06/28/21			702		675,575
7.50%, 06/28/23			1,759		1,654,426
8.75%, 06/28/25			2,791		2,679,313
CIFI Holdings Group Co. Ltd.:
6.38%, 05/02/20			2,800		2,784,600
6.88%, 04/23/21			2,160		2,145,861
Easy Tactic Ltd., 7.00%, 04/25/21			900		895,369
Fantasia Holdings Group Co. Ltd.:
7.25%, 02/13/19			995		1,002,388
10.75%, 01/22/20			3,600		3,683,160
7.95%, 07/05/22			1,650		1,550,379


Security		Par (000)		Value
Real Estate Management & Development (continued)
Fastighets AB Balder, (EUR Swap Annual 5 Year + 2.90%), 3.00%, 03/07/78⁽ⁱ⁾	EUR		200	$	236,533
Five Point Operating Co. LP, 7.88%, 11/15/25^(b)	USD		360		369,000
Future Land Development Holdings Ltd., 5.00%, 02/16/20			1,025		1,004,346
Global Prime Capital Pte. Ltd., 7.25%, 04/26/21			1,200		1,210,602
Golden Wheel Tiandi Holdings Co. Ltd., 7.00%, 01/18/21			1,800		1,772,446
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(b)			1,708		1,690,920
Guorui Properties Ltd., 7.00%, 03/21/20			1,850		1,766,361
Howard Hughes Corp. (The), 5.38%, 03/15/25^(b)			1,066		1,063,335
Hunt Cos., Inc., 6.25%, 02/15/26^(b)			540		515,700
Jababeka International BV:
6.50%, 10/05/23^(b)			867		808,159
6.50%, 10/05/23			2,555		2,381,597
Jiayuan International Group Ltd., 8.25%, 11/14/18			615		616,535
Jingrui Holdings Ltd., 9.45%, 04/23/21			1,200		1,192,800
Kaisa Group Holdings Ltd.:
7.25%, 06/30/20			260		246,081
8.50%, 06/30/22			2,446		2,129,837
9.38%, 06/30/24			300		258,149
Kennedy-Wilson, Inc., 5.88%, 04/01/24			585		576,225
Longfor Properties Co. Ltd., 4.50%, 01/16/28			1,525		1,408,891
Mirvac Group Finance Ltd., 3.63%, 03/18/27			2,195		2,056,544
Modernland Overseas Pte. Ltd., 6.95%, 04/13/24			896		848,843
New Metro Global Ltd.:
6.50%, 04/23/21			883		870,570
5.00%, 08/08/22			1,332		1,220,305
Oceanwide Holdings International 2017 Co. Ltd., 7.75%, 07/27/20			1,036		978,795
Overseas Chinese Town Asia Holdings Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 7.71%), 4.30%^(h)(i)			6,035		5,883,690
Realogy Group LLC^(b):
4.50%, 04/15/19			852		860,690
5.25%, 12/01/21			320		324,000
4.88%, 06/01/23			860		831,233
Redco Group:
7.00%, 11/14/18			530		532,913
6.38%, 02/27/19			1,395		1,389,071
RESIDOMO Sro, 3.38%, 10/15/24	EUR		805		978,923
Ronshine China Holdings Ltd., 6.95%, 12/08/19	USD		2,100		2,052,469
Shui On Development Holding Ltd., (USD Swap Semi 5 Year + 8.81%), 7.50%^(h)(i)(k)			1,000		1,043,750
Sino-Ocean Land Treasure Finance I Ltd., 6.00%, 07/30/24			626		659,202
Sino-Ocean Land Treasure Finance II Ltd., 5.95%, 02/04/27			209		220,133
Summit Germany Ltd., 2.00%, 01/31/25	EUR		273		320,146
Sun Hung Kai Properties Capital Market Ltd.:
4.45%^(h)	USD		2,190		1,910,948
4.50%, 02/14/22			680		700,952
Sunac China Holdings Ltd., 6.88%, 08/08/20			1,340		1,331,382
Times China Holdings Ltd.:
6.25%, 01/23/20			2,207		2,210,778
6.25%, 01/17/21			1,520		1,480,480
5.75%, 04/26/22			289		269,383
Vanke Real Estate Hong Kong Co. Ltd., 3.98%, 11/09/27			2,435		2,257,717
VLL International, Inc.:
7.38%, 06/18/22			1,500		1,597,920
5.75%, 11/28/24			790		774,063
WeWork Cos., Inc., 7.88%, 05/01/25^(b)			200		194,250
Xinyuan Real Estate Co. Ltd.:
8.13%, 08/30/19			500		497,470


Security		Par (000)		Value
Real Estate Management & Development (continued)
9.88%, 03/19/20	USD		737	$	740,584
Yanlord Land HK Co. Ltd., 6.75%, 04/23/23			4,000		4,009,712

					87,359,555
Road & Rail — 0.2%
Asciano Finance Ltd., 4.75%, 03/22/28			2,500		2,436,475
Ashtead Capital, Inc.^(b):
5.63%, 10/01/24			200		206,000
4.13%, 08/15/25			555		527,250
4.38%, 08/15/27			310		292,562
Avis Budget Car Rental LLC:
5.13%, 06/01/22^(b)			300		298,500
5.50%, 04/01/23			500		495,000
Avis Budget Finance plc, 4.13%, 11/15/24	EUR		481		593,809
Avolon Holdings Funding Ltd., 5.50%, 01/15/23^(b)	USD		350		349,125
Burlington Northern Santa Fe LLC:
3.05%, 09/01/22			750		743,715
3.65%, 09/01/25			750		754,299
6.15%, 05/01/37			750		948,593
4.45%, 03/15/43			500		519,121
4.15%, 04/01/45			500		501,208
3.90%, 08/01/46			1,165		1,117,215
4.13%, 06/15/47			600		602,289
4.05%, 06/15/48			100		98,473
Canadian National Railway Co., 6.20%, 06/01/36			400		507,277
CSX Corp., 3.70%, 10/30/20			450		456,325
EC Finance plc, 2.38%, 11/15/22	EUR		369		447,400
ERAC USA Finance LLC, 2.60%, 12/01/21^(b)	USD		860		834,287
Europcar Groupe SA:
5.75%, 06/15/22	EUR		200		249,611
4.13%, 11/15/24			709		852,472
Herc Rentals, Inc.^(b):
7.50%, 06/01/22			2,961		3,138,660
7.75%, 06/01/24			712		768,604
Hertz Corp. (The):
5.88%, 10/15/20			500		493,750
7.63%, 06/01/22^(b)			2,721		2,772,019
6.25%, 10/15/22			350		329,280
5.50%, 10/15/24^(b)			625		523,437
Hertz Holdings Netherlands BV, 5.50%, 03/30/23	EUR		885		1,075,299
Loxam SAS:
3.50%, 04/15/22			109		136,588
3.50%, 05/03/23			720		897,782
4.25%, 04/15/24			225		287,401
Park Aerospace Holdings Ltd.^(b):
3.63%, 03/15/21	USD		170		164,050
5.25%, 08/15/22			1,296		1,287,900
4.50%, 03/15/23			705		675,038
5.50%, 02/15/24			885		859,556
Penske Truck Leasing Co. LP^(b):
2.50%, 06/15/19			1,300		1,292,387
3.30%, 04/01/21			910		904,697
Ryder System, Inc.:
2.45%, 11/15/18			420		419,778
2.65%, 03/02/20			1,000		991,131
2.50%, 05/11/20			355		350,399
Union Pacific Corp.:
2.75%, 03/01/26			3,000		2,821,603
3.60%, 09/15/37			370		348,712
4.15%, 01/15/45			450		446,285
3.80%, 10/01/51			860		794,725

					35,610,087


Security		Par (000)		Value
Semiconductors & Semiconductor Equipment — 0.2%
Amkor Technology, Inc., 6.38%, 10/01/22	USD		375	$	384,844
Analog Devices, Inc., 2.50%, 12/05/21			500		484,540
Applied Materials, Inc.:
3.90%, 10/01/25			3,470		3,528,369
4.35%, 04/01/47			250		257,891
Broadcom Corp.:
2.38%, 01/15/20			1,600		1,577,215
2.20%, 01/15/21			1,000		966,894
3.00%, 01/15/22			1,552		1,513,112
Entegris, Inc., 4.63%, 02/10/26^(b)			900		868,500
Global A&T Electronics Ltd., 8.50%, 01/12/23			1,026		1,026,374
Intel Corp.:
2.45%, 07/29/20			2,065		2,052,034
2.88%, 05/11/24			2,800		2,709,917
2.60%, 05/19/26			1,000		928,944
4.10%, 05/19/46			1,000		1,004,107
4.10%, 05/11/47			400		400,369
3.73%, 12/08/47^(b)			636		595,473
Lam Research Corp., 2.80%, 06/15/21			1,855		1,827,569
Micron Technology, Inc.:
5.25%, 01/15/24^(b)			350		364,175
5.50%, 02/01/25			902		938,080
Microsemi Corp., 9.13%, 04/15/23^(b)			78		85,995
NVIDIA Corp., 3.20%, 09/16/26			687		656,565
NXP BV^(b):
4.13%, 06/15/20			1,670		1,678,350
4.13%, 06/01/21			2,428		2,434,070
4.63%, 06/15/22			930		936,975
3.88%, 09/01/22			1,127		1,103,051
4.63%, 06/01/23			943		949,483
Qorvo, Inc., 7.00%, 12/01/25			400		434,500
QUALCOMM, Inc.:
3.00%, 05/20/22			3,300		3,217,124
2.60%, 01/30/23			1,200		1,134,639
2.90%, 05/20/24			625		587,056
3.25%, 05/20/27			1,000		920,315
4.65%, 05/20/35			400		396,849
4.80%, 05/20/45			450		440,209
Sensata Technologies UK Financing Co. plc, 6.25%, 02/15/26^(b)			500		519,800
Texas Instruments, Inc.:
2.63%, 05/15/24			410		391,083
2.90%, 11/03/27			1,225		1,149,015
4.15%, 05/15/48			400		398,224
Xilinx, Inc.:
2.13%, 03/15/19			300		298,861
2.95%, 06/01/24			440		418,039

					39,578,610
Software — 0.5%
Adobe Systems, Inc., 3.25%, 02/01/25			2,000		1,968,293
BMC Software Finance, Inc., 8.13%, 07/15/21^(b)			1,017		1,014,457
CA, Inc., 3.60%, 08/15/22			575		574,887
CDK Global, Inc.:
5.00%, 10/15/24			350		355,250
4.88%, 06/01/27			1,391		1,335,360
Change Healthcare Holdings LLC, 5.75%, 03/01/25^(b)			3,712		3,628,480
Genesys Telecommunications Laboratories, Inc., 10.00%, 11/30/24^(b)			3,453		3,815,565
Infor US, Inc.:
5.75%, 08/15/20^(b)			325		331,500
6.50%, 05/15/22			12,140		12,322,100
Informatica LLC, 7.13%, 07/15/23^(b)			3,770		3,770,000


Security		Par (000)		Value
Software (continued)
j2 Cloud Services LLC, 6.00%, 07/15/25^(b)	USD		465	$	479,531
Microsoft Corp.:
2.88%, 02/06/24			2,390		2,329,529
3.50%, 02/12/35			500		486,208
4.10%, 02/06/37			2,615		2,715,213
3.50%, 11/15/42			605		567,522
3.75%, 02/12/45			350		336,586
4.45%, 11/03/45			1,285		1,373,923
3.70%, 08/08/46			575		551,690
4.25%, 02/06/47			300		314,813
3.95%, 08/08/56			500		489,053
Nuance Communications, Inc.:
5.38%, 08/15/20^(b)			213		214,065
6.00%, 07/01/24			3,045		3,113,513
5.63%, 12/15/26			500		499,375
Open Text Corp.^(b):
5.63%, 01/15/23			565		585,481
5.88%, 06/01/26			635		660,210
Oracle Corp.:
2.80%, 07/08/21			855		851,037
1.90%, 09/15/21			1,500		1,447,709
2.50%, 10/15/22			1,145		1,111,698
2.40%, 09/15/23			5,000		4,767,954
4.30%, 07/08/34			500		519,987
3.80%, 11/15/37			600		580,831
5.38%, 07/15/40			495		575,708
4.00%, 07/15/46			2,500		2,417,858
PTC, Inc., 6.00%, 05/15/24			1,045		1,094,638
RP Crown Parent LLC, 7.38%, 10/15/24^(b)			589		611,087
Solera LLC, 10.50%, 03/01/24^(b)			12,996		14,458,050
Symantec Corp.:
4.20%, 09/15/20			500		505,736
5.00%, 04/15/25^(b)			1,457		1,463,678
TIBCO Software, Inc., 11.38%, 12/01/21^(b)			6,229		6,781,824
Veritas US, Inc.^(b):
7.50%, 02/01/23			565		545,225
10.50%, 02/01/24			1,988		1,719,620

					83,285,244
Specialty Retail — 0.2%
Asbury Automotive Group, Inc., 6.00%, 12/15/24			5,429		5,415,428
Baoxin Auto Finance I Ltd.:
6.63%, 04/02/19			1,500		1,499,869
(US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.91%), 5.62%(h)(i)			2,935		2,744,498
Gap, Inc. (The), 5.95%, 04/12/21			800		842,058
Group 1 Automotive, Inc.:
5.00%, 06/01/22			275		275,770
5.25%, 12/15/23^(b)			286		282,425
Home Depot, Inc. (The):
2.13%, 09/15/26			1,000		892,082
5.88%, 12/16/36			935		1,171,239
5.95%, 04/01/41			750		946,080
4.25%, 04/01/46			1,700		1,727,550
IT Ltd., 6.25%, 05/15/18	CNY		24,100		3,787,828
L Brands, Inc.:
6.63%, 04/01/21	USD		850		903,125
5.63%, 02/15/22			750		778,200
5.63%, 10/15/23			325		337,594
5.25%, 02/01/28			335		313,644
6.88%, 11/01/35			1,645		1,546,300
6.75%, 07/01/36			934		875,625
Lowe’s Cos., Inc.:
3.10%, 05/03/27			3,500		3,328,174


Security		Par (000)		Value
Specialty Retail (continued)
3.70%, 04/15/46	USD		1,000	$	906,788
Masaria Investments SAU, 5.00%, 09/15/24	EUR		420		510,996
Penske Automotive Group, Inc.:
5.75%, 10/01/22	USD		350		359,406
5.50%, 05/15/26			320		310,400
Sally Holdings LLC, 5.63%, 12/01/25			620		606,050
Staples, Inc., 8.50%, 09/15/25^(b)			1,772		1,656,820
TJX Cos., Inc. (The), 2.25%, 09/15/26			2,000		1,783,458

					33,801,407
Technology Hardware, Storage & Peripherals — 0.2%
Apple, Inc.:
2.50%, 02/09/22			5,000		4,900,725
2.40%, 05/03/23			705		677,396
3.00%, 02/09/24			5,435		5,319,289
2.85%, 05/11/24			1,525		1,479,235
3.20%, 05/13/25			950		928,589
4.50%, 02/23/36			500		535,389
4.65%, 02/23/46			640		684,827
4.25%, 02/09/47			2,370		2,408,937
Dell International LLC^(b):
4.42%, 06/15/21			448		456,377
5.88%, 06/15/21			1,415		1,455,802
7.13%, 06/15/24			4,158		4,428,270
6.02%, 06/15/26			1,125		1,193,110
8.35%, 07/15/46			335		412,484
Dell, Inc., 5.88%, 06/15/19			375		383,438
EMC Corp.:
2.65%, 06/01/20			1,550		1,505,204
3.38%, 06/01/23			650		606,617
NCR Corp.:
4.63%, 02/15/21			100		100,030
5.00%, 07/15/22			650		645,125
6.38%, 12/15/23			400		414,000
NetApp, Inc., 2.00%, 09/27/19			1,480		1,460,553
Western Digital Corp., 4.75%, 02/15/26			6,039		5,948,415
Xerox Corp.:
3.50%, 08/20/20			1,085		1,082,227
3.63%, 03/15/23			516		500,111

					37,526,150
Textiles, Apparel & Luxury Goods — 0.1%
361 Degrees International Ltd., 7.25%, 06/03/21			3,235		3,281,057
Eagle Intermediate Global Holding BV, 7.50%, 05/01/25^(b)			155		158,875
Hanesbrands, Inc.^(b):
4.63%, 05/15/24			575		554,875
4.88%, 05/15/26			675		648,000
Levi Strauss & Co., 3.38%, 03/15/27	EUR		375		463,605
NIKE, Inc.:
2.38%, 11/01/26	USD		2,000		1,827,367
3.63%, 05/01/43			250		233,822
Prime Bloom Holdings Ltd., 6.95%, 07/05/22			3,583		3,099,295
PVH Corp., 3.13%, 12/15/27	EUR		1,050		1,255,495
SMCP Group SAS, 5.88%, 05/01/23			150		193,649
Under Armour, Inc., 3.25%, 06/15/26	USD		400		355,413

					12,071,453
Thrifts & Mortgage Finance — 0.1%
BPCE SA:
2.75%, 01/11/23^(b)			1,335		1,279,747
3.38%, 12/02/26			1,000		952,140
Deutsche Pfandbriefbank AG, 4.60%, 02/22/27	EUR		1,700		2,210,796
Freedom Mortgage Corp., 8.25%, 04/15/25^(b)	USD		180		180,000


Security		Par (000)		Value
Thrifts & Mortgage Finance (continued)
Jerrold Finco plc:
6.25%, 09/15/21	GBP		390	$	551,410
6.13%, 01/15/24			2,124		2,934,892
Ladder Capital Finance Holdings LLLP^(b):
5.25%, 03/15/22	USD		814		814,000
5.25%, 10/01/25			630		600,075
Quicken Loans, Inc.^(b):
5.75%, 05/01/25			825		808,500
5.25%, 01/15/28			725		661,562

					10,993,122
Tobacco — 0.1%
Altria Group, Inc.:
2.63%, 01/14/20			1,750		1,739,888
4.00%, 01/31/24			700		708,705
5.38%, 01/31/44			1,050		1,148,038
3.88%, 09/16/46			880		778,358
BAT Capital Corp.^(b):
2.30%, 08/14/20			955		934,353
2.76%, 08/15/22			750		721,538
BAT International Finance plc, 2.75%, 06/15/20^(b)			2,000		1,978,435
Philip Morris International, Inc.:
1.88%, 02/25/21			145		140,076
2.38%, 08/17/22			1,600		1,533,992
2.63%, 03/06/23			1,480		1,421,878
2.13%, 05/10/23			400		373,231
6.38%, 05/16/38			925		1,164,485
4.25%, 11/10/44			1,425		1,390,209
Reynolds American, Inc.:
2.30%, 06/12/18			2,500		2,499,487
3.25%, 06/12/20			2,121		2,122,248
Vector Group Ltd., 6.13%, 02/01/25^(b)			575		570,469

					19,225,390
Trading Companies & Distributors — 0.3%
Ahern Rentals, Inc., 7.38%, 05/15/23^(b)			435		419,775
Air Lease Corp.:
2.50%, 03/01/21			490		477,065
2.63%, 07/01/22			1,670		1,601,346
Aircastle Ltd.:
6.25%, 12/01/19			100		103,875
5.13%, 03/15/21			675		692,719
5.50%, 02/15/22			5,550		5,799,750
5.00%, 04/01/23			350		359,187
4.13%, 05/01/24			980		960,400
Aviation Capital Group LLC, 2.88%, 01/20/22^(b)			540		524,858
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(b)			4,286		4,050,270
Darling Global Finance BV, 4.75%, 05/30/22	EUR		416		514,971
GATX Corp., 2.50%, 03/15/19	USD		1,240		1,236,759
H&E Equipment Services, Inc., 5.63%, 09/01/25			630		633,150
HD Supply, Inc., 5.75%, 04/15/24^(b)			11,537		12,113,850
Rexel SA:
3.50%, 06/15/19	EUR		877		1,098,780
2.63%, 06/15/24			565		692,521
United Rentals North America, Inc.:
4.63%, 07/15/23	USD		2,232		2,265,480
5.75%, 11/15/24			2,132		2,201,290
5.50%, 07/15/25			619		634,475
4.63%, 10/15/25			3,216		3,119,552
5.88%, 09/15/26			3,581		3,733,193
5.50%, 05/15/27			3,731		3,712,345
4.88%, 01/15/28			1,180		1,118,050
WESCO Distribution, Inc., 5.38%, 12/15/21			200		203,000

					48,266,661


Security		Par (000)		Value
Transportation Infrastructure — 0.1%
Adani Ports & Special Economic Zone Ltd.:
3.95%, 01/19/22^(b)	USD		2,000	$	1,971,084
4.00%, 07/30/27			892		821,645
HPHT Finance 17 Ltd., 2.75%, 09/11/22			2,035		1,932,595
ICTSI Treasury BV, 4.63%, 01/16/23			1,900		1,911,875
Royal Capital BV^(h):
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.42%), 5.50%⁽ⁱ⁾			1,000		1,007,350
5.88%			1,800		1,754,788
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 5.93%), 4.88%⁽ⁱ⁾			508		496,570
Shenzhen Expressway Co. Ltd., 2.88%, 07/18/21			650		627,823

					10,523,730
Water Utilities — 0.0%
American Water Capital Corp.:
2.95%, 09/01/27			1,775		1,663,431
4.00%, 12/01/46			225		222,439
3.75%, 09/01/47			600		559,402
Core & Main LP, 6.13%, 08/15/25^(b)			1,420		1,391,600

					3,836,872
Wireless Telecommunication Services — 0.6%
America Movil SAB de CV, 6.13%, 03/30/40			700		823,248
C&W Senior Financing DAC, 6.88%, 09/15/27^(b)			525		520,275
Digicel Group Ltd.^(b):
8.25%, 09/30/20			1,995		1,783,031
7.13%, 04/01/22			1,947		1,583,340
Digicel Ltd., 6.00%, 04/15/21^(b)			5,846		5,561,007
Hughes Satellite Systems Corp.:
6.50%, 06/15/19			732		753,960
7.63%, 06/15/21			1,020		1,093,950
5.25%, 08/01/26			5,067		4,952,992
6.63%, 08/01/26			535		530,988
Inmarsat Finance plc, 4.88%, 05/15/22^(b)			625		603,125
Matterhorn Telecom SA:
3.88%, 05/01/22	EUR		842		1,029,509
4.00%, 11/15/27			665		764,781
Oztel Holdings SPC Ltd., 5.63%, 10/24/23	USD		875		868,438
SmarTone Finance Ltd., 3.88%, 04/08/23			8,350		8,192,310
SoftBank Group Corp.:
4.50%, 04/15/20^(b)			1,600		1,642,000
4.00%, 04/20/23	EUR		975		1,197,791
4.75%, 09/19/24	USD		650		609,090
4.75%, 07/30/25	EUR		653		799,823
(USD Swap Rate 5 Year + 4.85%), 6.87%^(h)⁽ⁱ⁾	USD		3,900		3,597,750
Sprint Communications, Inc.:
7.00%, 03/01/20^(b)			4,555		4,794,137
7.00%, 08/15/20			700		737,709
6.00%, 11/15/22			1,300		1,327,625
Sprint Corp.:
7.25%, 09/15/21			1,050		1,114,312
7.88%, 09/15/23			6,382		6,844,695
7.13%, 06/15/24			13,701		14,197,661
7.63%, 02/15/25			6,160		6,483,400
7.63%, 03/01/26			3,213		3,385,699
Sprint Spectrum Co. LLC^(b):
3.36%, 09/20/21			1,313		1,307,736
4.74%, 03/20/25			325		328,250
Telefonica Europe BV^(h)(i):
(EUR Swap Annual 5 Year + 5.04%), 6.50%	EUR		500		618,306
(EUR Swap Annual 5 Year + 3.81%), 4.20%			2,700		3,432,186
(GBP Swap 5 Year + 4.46%), 6.75%	GBP		400		601,631
(EUR Swap Annual 8 Year + 5.59%), 7.63%	EUR		500		725,985


Security		Par (000)		Value
Wireless Telecommunication Services (continued)
(EUR Swap Annual 5 Year + 3.86%), 3.75%	EUR		300	$	380,251
(EUR Swap Annual 5 Year + 2.33%), 2.63%			600		714,847
(EUR Swap Annual 10 Year + 4.30%), 5.88%			100		138,377
T-Mobile USA, Inc.:
4.00%, 04/15/22	USD		700		700,000
6.00%, 03/01/23			700		725,375
6.50%, 01/15/24			675		707,063
6.00%, 04/15/24			650		680,875
6.38%, 03/01/25			3,339		3,505,950
5.13%, 04/15/25			1,040		1,047,800
6.50%, 01/15/26			1,455		1,546,403
4.50%, 02/01/26			3,356		3,230,150
5.38%, 04/15/27			650		657,312
4.75%, 02/01/28			1,168		1,123,966
United States Cellular Corp., 6.70%, 12/15/33			199		209,448
Wind Tre SpA:
2.63%, 01/20/23	EUR		330		362,184
3.13%, 01/20/25			380		404,005
5.00%, 01/20/26^(b)	USD		1,450		1,217,130

					100,157,876
Total Corporate Bonds — 30.4%
(Cost: $5,001,327,777)					5,002,069,230


Equity-Linked Notes — 12.2%

Aerospace & Defense — 0.3%
BNP Paribas SA (United Technologies Corp.), 9.60%, 07/24/18^(b)			320		38,744,369
Deutsche Bank AG (Airbus SE), 15.39%, 06/22/18	EUR		62		7,218,583

					45,962,952
Air Freight & Logistics — 0.4%
JPMorgan Structured Products BV (United Parcel Service, Inc.), 10.92%, 06/14/18^(b)	USD		239		27,122,487
Merrill Lynch International & Co. (FedEx Corp.), 10.07%, 05/03/18			161		39,734,221

					66,856,708
Airlines — 0.4%
BNP Paribas SA (Delta Air Lines, Inc.), 13.97%, 07/05/18^(b)			736		38,910,327
Credit Suisse AG (Deutsche Lufthansa AG), 27.00%, 06/22/18	EUR		153		4,532,310
Credit Suisse AG (Southwest Airlines Co.), 15.50%, 06/14/18	USD		302		16,027,317

					59,469,954
Automobiles — 0.3%
Credit Suisse AG (Daimler AG), 9.00%, 06/22/18	EUR		203		16,051,018
Credit Suisse AG (General Motors Co.), 16.50%, 06/14/18	USD		716		26,481,379

					42,532,397
Banks — 0.9%
Deutsche Bank AG (Edwards Lifesciences Corp.), 11.01%, 06/11/18			78		10,052,075
Goldman Sachs International (Citizens Financial Group, Inc.):
13.31%, 06/12/18			192		7,994,919
13.65%, 06/13/18			192		7,992,997
Jefferies LLC (Bank of America Corp.), 12.20%, 07/12/18			1,336		40,173,174
Royal Bank of Canada (Citigroup, Inc.), 12.39%, 05/29/18^(b)^(k)			570		39,093,159


Security		Par (000)		Value
Banks (continued)
Royal Bank of Canada (JPMorgan Chase & Co.), 9.76%, 05/29/18^(b)(k)	USD		365	$	39,898,205

					145,204,529
Beverages — 0.1%
Nomura Bank International plc (Molson Coors Brewing Co.):
10.26%, 05/02/18			60		4,249,202
13.30%, 05/02/18			135		9,629,440

					13,878,642
Biotechnology — 0.5%
BNP Paribas SA (Amgen, Inc.), 15.59%, 06/11/18			231		40,252,001
Canadian Imperial Bank of Commerce (AbbVie, Inc.), 13.59%, 06/14/18			409		39,608,067

					79,860,068
Capital Markets — 0.9%
Nomura Bank International plc (Charles Schwab Corp. (The)):
13.10%, 07/12/18			380		20,707,388
13.11%, 07/13/18			380		20,712,099
Nomura Bank International plc (E*TRADE Financial Corp.):
13.41%, 07/16/18			226		13,695,127
13.43%, 07/17/18			226		13,692,106
Royal Bank of Canada (S&P Global, Inc.), 12.43%, 06/11/18			85		16,011,377
Societe Generale SA (Bank of New York Mellon Corp. (The)), 10.41%, 07/17/18			485		26,706,999
Toronto-Dominion Bank (The) (Goldman Sachs Group, Inc. (The)), 11.84%, 07/13/18			157		38,163,177

					149,688,273
Chemicals — 0.2%
Nomura Bank International plc (Praxair, Inc.):
12.77%, 07/23/18			95		14,547,257
12.75%, 07/24/18			95		14,547,256

					29,094,513
Communications Equipment — 0.2%
Canadian Imperial Bank of Commerce (Cisco Systems, Inc.), 14.39%, 05/16/18			909		40,128,814

Consumer Finance — 0.3%
Credit Suisse AG (American Express Co.), 11.00%, 06/05/18			265		26,368,974
Deutsche Bank AG (Synchrony Financial):
15.35%, 06/12/18			228		7,659,244
15.37%, 06/13/18			228		7,659,170

					41,687,388
Diversified Financial Services — 0.1%
Citigroup, Inc. (Voya Financial, Inc.), 14.59%, 05/02/18			90		4,723,975
Deutsche Bank AG (Regions Financial Corp.):
15.90%, 06/12/18 - 06/13/18			859		16,113,201

					20,837,176
Diversified Telecommunication Services — 0.3%
Credit Suisse AG (Vivendi SA), 24.20%, 05/04/18	EUR		171		4,517,793
Royal Bank of Canada (Verizon Communications, Inc.), 10.10%, 07/24/18^(b)(k)	USD		808		39,880,059

					44,397,852
Food & Staples Retailing — 0.1%
HSBC Bank plc (Sysco Corp.), 12.59%, 05/08/18			164		10,230,081


Security		Par (000)		Value
Health Care Equipment & Supplies — 0.6%
Credit Suisse AG (Danaher Corp.), 8.00%, 06/05/18	USD		71	$	7,131,273
Credit Suisse AG (Koninklijke Philips NV), 20.20%, 06/22/18	EUR		105		4,498,472
Goldman Sachs International (Stryker Corp.):
10.29%, 06/11/18	USD		85		14,420,503
10.29%, 06/12/18			85		14,420,502
Royal Bank of Canada (Abbott Laboratories), 11.11%, 06/01/18^(b)(k)			455		26,613,067
Royal Bank of Canada (Boston Scientific Corp.), 10.38%, 06/11/18^(b)(k)			443		12,983,806
Royal Bank of Canada (Intuitive Surgical, Inc.), 11.69%, 06/01/18^(b)(k)			58		25,637,960

					105,705,583
Health Care Providers & Services — 1.0%
BNP Paribas SA (Humana, Inc.), 13.12%, 05/01/18			145		41,747,934
BNP Paribas SA (UnitedHealth Group, Inc.), 9.00%, 07/13/18^(b)			169		40,072,639
Merrill Lynch International & Co. (Cigna Corp.), 14.91%, 05/03/18			228		39,278,245
Royal Bank of Canada (Anthem, Inc.), 11.44%, 06/11/18^(b)(k)			115		27,358,759
Societe Generale SA (McKesson Corp.), 12.55%, 05/03/18			102		15,986,428

					164,444,005
Hotels, Restaurants & Leisure — 1.0%
BNP Paribas SA (Carnival Corp.), 14.79%, 05/30/18^(b)			250		15,862,567
BNP Paribas SA (Domino’s Pizza, Inc.), 12.69%, 06/22/18			12		3,004,143
Credit Suisse AG (Hilton Worldwide Holdings, Inc.), 9.60%, 06/14/18			493		39,210,721
Credit Suisse AG (Las Vegas Sands Corp.), 10.80%, 06/14/18			220		16,181,699
JPMorgan Structured Products BV (Raytheon Co.), 10.58%, 06/14/18^(b)			128		26,487,920
Nomura Bank International plc (McDonald’s Corp.), 13.38%, 06/11/18			241		39,998,710
Royal Bank of Canada (Marriott International, Inc.), 14.94%, 05/08/18^(b)(k)			117		15,970,105
Royal Bank of Canada (Royal Caribbean Cruises Ltd.), 12.93%, 06/22/18^(b)(k)			27		2,942,520

					159,658,385
Household Durables — 0.0%
Canadian Imperial Bank of Commerce (DR Horton, Inc.), 16.35%, 06/14/18			160		7,121,715

Household Products — 0.0%
Nomura Bank International plc (Colgate-Palmolive Co.), 8.77%, 06/22/18			108		7,224,304

Industrial Conglomerates — 0.2%
Goldman Sachs International (Honeywell International, Inc.), 9.15%, 06/12/18			181		26,303,329

Insurance — 0.2%
Societe Generale SA (General Electric Co.), 15.95%, 07/17/18			2,738		37,798,482

IT Services — 0.3%
Goldman Sachs International (Cognizant Technology Solutions Corp.), 10.14%, 05/01/18			190		15,523,464
JPMorgan Structured Products BV (adidas AG):
16.14%, 06/05/18^(b)			34		6,979,762
12.57%, 07/16/18			65		13,268,167


Security		Par (000)		Value
IT Services (continued)
12.58%, 07/17/18	USD		65	$	13,264,025

					49,035,418
Machinery — 0.7%
BNP Paribas SA (Caterpillar, Inc.), 11.73%, 07/24/18^(b)			253		37,084,823
BNP Paribas SA (Parker-Hannifin Corp.):
12.70%, 05/01/18			151		24,831,289
10.91%, 07/30/18			88		14,466,898
10.88%, 07/31/18			88		14,466,898
Merrill Lynch International & Co. (Cummins, Inc.), 16.11%, 05/01/18			138		22,221,647

					113,071,555
Multiline Retail — 0.6%
Canadian Imperial Bank of Commerce (Target Corp.):
13.13%, 05/03/18			544		39,497,999
20.80%, 05/18/18			396		28,243,081
Societe Generale SA (Dollar Tree, Inc.), 13.50%, 05/18/18			288		27,555,370

					95,296,450
Multi-Utilities — 0.1%
Credit Suisse AG (DTE Energy Co.), 8.60%, 05/04/18	EUR		985		16,206,346

Oil, Gas & Consumable Fuels — 0.4%
Credit Suisse AG (Royal Dutch Shell plc), 14.10%, 06/22/18	GBP		207		7,213,005
Deutsche Bank AG (Eni SpA), 20.10%, 06/22/18	EUR		824		16,066,681
Royal Bank of Canada (Chevron Corp.), 11.63%, 06/22/18^(b)(k)	USD		317		39,771,790

					63,051,476
Pharmaceuticals — 0.4%^(b)
JPMorgan Structured Products BV (Bristol-Myers Squibb Co.), 13.15%, 06/14/18			776		40,474,177
JPMorgan Structured Products BV (Perrigo Co. plc):
17.55%, 05/25/18			95		7,485,485
17.60%, 05/29/18			95		7,482,586
Royal Bank of Canada (Zoetis, Inc.), 8.54%, 05/02/18^(k)			193		16,082,486

					71,524,734
Road & Rail — 0.6%
BNP Paribas SA (Union Pacific Corp.), 12.83%, 06/22/18			300		40,368,213
Canadian Imperial Bank of Commerce (JB Hunt Transport Services, Inc.):
10.18%, 07/13/18			68		7,978,057
10.07%, 07/16/18			68		7,980,204
Merrill Lynch International & Co. (CSX Corp.), 15.23%, 06/01/18			444		26,519,854
Societe Generale SA (Kansas City Southern):
14.50%, 07/16/18			72		7,489,078
14.49%, 07/17/18			72		7,484,065

					97,819,471
Semiconductors & Semiconductor Equipment — 0.2%
BNP Paribas SA (Texas Instruments, Inc.), 13.92%, 06/11/18			391		40,094,776

Software — 0.6%
Credit Suisse AG (SAP SE), 14.40%, 06/22/18	EUR		144		16,004,655
HSBC Bank plc (salesforce.com, Inc.), 13.95%, 05/16/18	USD		84		10,193,452
Nomura Bank International plc (VMware, Inc.):
25.51%, 05/29/18			147		19,585,413
25.65%, 05/30/18			147		19,582,883
Royal Bank of Canada (Microsoft Corp.), 11.95%, 06/22/18^(b)(k)			419		39,480,250

					104,846,653


Security		Par (000)		Value
Specialty Retail — 0.3%
Canadian Imperial Bank of Commerce (Home Depot, Inc. (The)), 12.77%, 05/08/18	USD		221	$	40,917,637
Societe Generale SA (Burlington Stores, Inc.), 15.27%, 05/18/18			57		7,487,459

					48,405,096
Textiles, Apparel & Luxury Goods — 0.0%
Deutsche Bank AG (Kering SA), 8.65%, 05/04/18	EUR		9		4,581,769

Total Equity-Linked Notes — 12.2%
(Cost: $2,016,947,297)					2,002,018,894


Floating Rate Loan Interests — 5.8%^(l)

Aerospace & Defense — 0.1%
Engility Corp., Term Loan B1, (LIBOR USD 1 Month + 2.25%), 4.15%, 08/12/20	USD		318		317,753
Engility Corp., Term Loan B2, (LIBOR USD 1 Month + 2.75%), 4.65% - 6.50%, 08/14/23			839		838,815
StandardAero Aviation Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 3.75%), 5.65%, 07/07/22			632		636,397
TransDigm, Inc., Term Loan, 06/09/23^(m)			5,026		5,046,423
WP CPP Holdings LLC, Term Loan B, 03/16/25^(c)(m)			485		486,213

					7,325,601
Airlines — 0.0%
Northwest Airlines, Inc., Term Loan:
(LIBOR USD 6 Month + 1.23%), 3.30% , 09/10/18			46		45,432

					45,432
Auto Components — 0.0%
EOC Group, Inc., 1st Lien Term Loan^(c):
(LIBOR USD 6 Month + 3.25%), 0.15% - 5.15%, 03/15/25			5		5,327
(LIBOR USD 1 Month + 3.25%), 5.15% , 03/15/25			1,114		1,112,339

					1,117,666
Automobiles — 0.0%
CH Holdings Corp., Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 02/01/24			1,437		1,444,887
Dealer Tire LLC, Term loan B, (LIBOR USD 3 Month + 3.25%), 5.56% - 5.75%, 12/22/21^(c)			124		123,753

					1,568,640
Building Products — 0.0%
CPG International, Inc., Term Loan, (LIBOR USD 3 Month + 3.75%), 5.59%, 05/05/24			2,917		2,936,592
Wilsonart LLC, 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.56%, 12/19/23			1,978		1,988,967

					4,925,559
Capital Markets — 0.0%
Clipper Acquisitions Corp., Term Loan, (LIBOR USD 3 Month + 2.00%), 4.02%, 12/27/24			843		846,748
CNT Holdings III Corp., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.16%, 01/22/23			463		450,061
Deerfield Holdings Corp., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.55%, 02/13/25			650		650,539
Fortress Investment LLC, 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.75%), 4.65%, 12/27/22			1,617		1,633,625
RPI Finance Trust, Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.30%, 03/27/23			2,982		2,994,698

					6,575,671


Security		Par (000)		Value
Chemicals — 0.1%
Alpha 3 BV, Term Loan, (LIBOR USD 3 Month + 3.00%), 5.30%, 01/31/24	USD		1,146	$	1,153,789
Ascend Performance Materials Operations LLC, 1st Lien Term Loan B, (LIBOR USD 1 Month + 5.25%), 7.13%, 08/12/22			2,186		2,191,138
Axalta Dupont PC, Term Loan, 06/01/24^(m)			4,166		4,180,192
Eaglepicher Technologies LLC, Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 02/23/25			1,645		1,647,056
Greenrock Finance, Inc., Term Loan, (LIBOR USD 3 Month + 3.50%), 5.80%, 06/28/24			813		818,718
Invictus Co., Term Loan B, 03/28/25^(m)			1,943		1,957,842
IPS Acquisition LLC, Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 11/07/24			1,365		1,375,238
Oxea Corp., Term Loan, (LIBOR USD 3 Month + 3.50%), 5.88%, 10/14/24			4,596		4,598,801
Platform Specialty Corp., Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 06/07/20			1,821		1,828,725
Platform Specialty Corp., Term Loan B6, (LIBOR USD 1 Month + 3.00%), 4.90%, 06/07/23			521		524,160
PQ Corp., Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 02/08/25			2,040		2,049,954

					22,325,613
Commercial Services & Supplies — 0.2%
Access CIG LLC, Term Loan, (LIBOR USD 1 Month + 3.75%), 5.65%, 02/27/25			590		595,262
Access CIG, LLC, Term Loan, (LIBOR USD 6 Month + 3.75%), 2.98% - 5.65%, 02/27/25			44		44,547
Advanced Disposal Services, Inc., Term Loan, (LIBOR USD 3 Month + 2.25%), 4.00%, 11/10/23			3,612		3,633,390
Brand Energy & Infrastructure Services, Inc., Term Loan, (LIBOR USD 3 Month + 4.25%), 6.55% - 6.61%, 06/21/24			6,895		6,958,342
Camelot Finance LP, Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 10/03/23			2,783		2,800,730
Cast & Crew Payroll LLC, Term Loan, (LIBOR USD 3 Month + 2.75%), 5.06%, 09/27/24			961		960,719
CPA Global Ltd., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.61%, 11/01/24			1,666		1,665,125
Garda World Security Corp., Term Loan, (LIBOR USD 3 Month + 3.50%), 5.51%, 05/24/24			1,033		1,043,126
KAR Auction Services, Inc., Term Loan B5, (LIBOR USD 3 Month + 2.50%), 4.81%, 03/09/23			1,053		1,057,126
Prime Security Services Borrower LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 05/02/22			3,308		3,327,164
Prometric, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 01/29/25			495		499,539
ServiceMaster Co. LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 11/08/23			3,015		3,033,841
West Corp., Term Loan:
(LIBOR USD 1 Month + 3.50%), 5.40% , 10/10/24			1,200		1,200,564
(LIBOR USD 1 Month + 4.00%), 5.90% , 10/10/24			3,034		3,056,211
Wrangler Buyer Corp., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 09/27/24			3,039		3,051,472

					32,927,158
Communications Equipment — 0.0%
Avaya, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 4.75%), 6.65%, 12/15/24			3,042		3,073,346
Commscope, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 12/29/22			362		363,286

					3,436,632


Security		Par (000)			Value
Construction & Engineering — 0.0%
AECOM Ltd., Term Loan B, (LIBOR USD 1 Month + 1.75%), 3.65%, 02/21/25	USD		870		$	872,175
Ply Gem, Inc., Term Loan B, 04/01/25^(m)			1,755			1,770,603

						2,642,778
Construction Materials — 0.2%
ABC Supply Co., Inc., Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 10/31/23			3,887			3,891,815
HD Supply Waterworks Ltd., 1st Lien Term Loan, (LIBOR USD 3 Month + 3.00%), 5.01% - 5.21%, 08/01/24^(c)			1,413			1,419,965
Tower 46 Office, Term Loan, (LIBOR USD 3 Month + 2.13%), 3.55% - 4.02%, 11/01/23^(c)			20,000			20,000,000

						25,311,780
Containers & Packaging — 0.1%
Anchor Glass Container Corp., 1st Lien Term Loan, (LIBOR USD 1 Month + 2.75%), 4.64% - 4.65%, 12/07/23			—	^(d)		—
Berry Global, Inc., Term Loan Q, (LIBOR USD 1 Month + 2.00%), 3.90% - 3.90%, 10/01/22			5,050			5,080,284
BWAY Holding Co., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.27% - 5.59%, 04/03/24			4,903			4,928,347
Charter Nex U.S., Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 05/16/24			1,687			1,689,781
Plastipak Holdings, Inc., 1st Lien Term Loan, (LIBOR USD 3 Month + 1.75%), 6.50%, 10/14/24			1,174			1,178,139
ProAmpac PG Borrower LLC, Term Loan, 11/20/23^(m)			200			201,400
Reynolds Group Holdings, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 02/05/23			4,019			4,044,008

						17,121,959
Distributors — 0.0%
Avantor, Inc., Term Loan, (LIBOR USD 1 Month + 4.00%), 5.90%, 11/21/24			3,640			3,678,242

Diversified Consumer Services — 0.2%
AlixPartners LLP, Term Loan, (LIBOR USD 3 Month + 2.75%), 5.05%, 04/04/24			3,153			3,166,456
Allied Universal Holdco LLC, 2nd Lien Term Loan, (LIBOR USD 1 Month + 8.50%), 10.40%, 07/28/23			565			555,819
Allied Universal Holdco LLC, Term Loan, (LIBOR USD 3 Month + 3.75%), 6.05%, 07/28/22			1,457			1,427,545
Bright Horizons Family Horizons, 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 11/07/23			5,749			5,789,546
Equian Buyer Corp., Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 05/20/24			2,035			2,045,903
Research Now, Inc., Term Loan, (LIBOR USD 3 Month + 5.50%), 7.86%, 12/07/24			1,591			1,555,215
Spin Holdco, Inc., 1st Lien Term Loan B, (LIBOR USD 6 Month + 3.25%), 5.08%, 11/14/22			2,274			2,289,438
SterlingBackcheck, Initial Term Loan, (LIBOR USD 1 Month + 3.50%), 5.40%, 06/19/24^(c)			2,669			2,672,118
TierPoint LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.75%), 5.65%, 05/06/24			2,633			2,542,802
Trugreen Ltd., Term Loan, (LIBOR USD 1 Month + 4.00%), 5.90%, 04/13/23			269			270,834
U.S. Security Associates, Inc., Term Loan, (LIBOR USD 6 Month + 3.50%), 5.80%, 07/14/23			3,267			3,288,826
Weight Watchers International, Inc., Term Loan B, (LIBOR USD 3 Month + 4.75%), 6.64% - 7.06%, 11/29/24			3,886			3,929,746

						29,534,248
Diversified Financial Services — 0.3%
Avolon Sarl, 1st Lient Term Loan B2, (LIBOR USD 1 Month + 2.25%), 4.15%, 03/21/22			1,031			1,032,128
EURO Garage, Term Loan B, 06/30/25^(m)			3,235			3,233,383


Security		Par (000)		Value
Diversified Financial Services (continued)
Lstar 18-1 Securities Financing, Term Loan, (LIBOR USD 1 Month + 2.00%), 0.00%, 04/01/21^(c)	USD		25,000	$	24,912,500
Peak 10, Inc., 2nd Lien Term Loan, (LIBOR USD 3 Month + 7.25%), 9.02%, 08/01/25			1,954		1,962,793
VICI Properties, Inc., Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 12/20/24			7,019		7,042,917
Zigg Secured Finance BV, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 04/15/25			1,440		1,432,656

					39,616,377
Diversified Telecommunication Services — 0.3%
Altice Financing SA, Term Loan, (LIBOR USD 3 Month + 2.75%), 5.10%, 01/31/26			4,344		4,282,193
Altice Financing SA, Term Loan B, (LIBOR USD 3 Month + 2.75%), 5.10%, 07/15/25			648		641,458
Centurylink, Inc., Term Loan:
(LIBOR USD 1 Month + 2.75%), 4.65% , 11/01/22			3,999		3,984,377
(LIBOR USD 1 Month + 2.75%), 4.65% , 01/31/25			18,075		17,795,988
Frontier Communications Corp., Term Loan,
(LIBOR USD 1 Month + 2.75%), 4.66%, 03/31/21			1,547		1,520,557
Level 3 Financing, Inc., Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 02/22/24			10,190		10,232,492
Lumos Networks Operators, Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 11/15/24			2,494		2,504,629
Securus Technologies Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 4.50%), 6.40%, 11/01/24			752		761,773
SFR Group SA, Term Loan, (LIBOR USD 3 Month + 3.00%), 5.35%, 01/31/26			3,251		3,199,370
Telesat Canada, Term Loan B4, (LIBOR USD 3 Month + 3.00%), 5.31%, 11/17/23			1,992		1,998,451

					46,921,288
Electric Utilities — 0.0%
Nautilus Power LLC, 1st Lien Term Loan B, 05/16/24^(m)			2,596		2,627,781

Electrical Equipment — 0.1%
Compass Power Generation LLC, Term Loan, (LIBOR USD 3 Month + 3.75%), 6.05%, 12/20/24			1,546		1,561,107
Convergint Technologies LLC, 1st Lien Term Loan, (LIBOR USD 3 Month + 3.00%), 5.30%, 02/03/25^(c)			730		728,828
Dell International LLC, Term Loan, (LIBOR USD 1 Month + 2.00%), 3.91%, 09/07/23			2,450		2,457,196
EXC Holdings Corp., Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.16%, 12/02/24			1,087		1,091,352
Graftech Finance, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.50%), 5.40%, 02/12/25^(c)			2,290		2,298,588
Internet Brands, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.75%), 5.65%, 09/13/24			1,027		1,026,987
WESCO Distribution, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 12/12/19^(c)			61		60,739
WireCo WorldGroup, Inc., Term Loan, (LIBOR USD 3 Month + 5.50%), 7.48%, 09/29/23			936		941,018

					10,165,815
Energy Equipment & Services — 0.0%
McDermott International, Inc., Term Loan B, 04/04/25^(m)			4,526		4,490,156
Weatherford International Ltd., Term Loan, (LIBOR USD 1 Month + 2.30%), 4.21%, 07/13/20			1,071		1,057,098

					5,547,254
Equity Real Estate Investment Trusts (REITs) — 0.0%
Capital Automotive LP, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.41%, 03/25/24			952		954,953
GEO Group, Inc. (The), Term Loan, (LIBOR USD 1 Month + 2.25%), 4.13%, 03/22/24			2,262		2,264,978

					3,219,931


Security		Par (000)		Value
Food & Staples Retailing — 0.1%
BJ’s Wholesale Club, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 5.39%, 02/03/24	USD		3,076	$	3,087,456
Sigma Bidco, Term Loan B, 03/07/25^(m)			1,535		1,538,454
U.S. Foods, Inc., Term Loan B, (LIBOR USD 1 Month + 2.50%), 4.40%, 06/27/23			3,940		3,973,489

					8,599,399
Food Products — 0.2%
1011778 BC ULC, Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 02/16/24			8,071		8,090,954
Albertson’s LLC, Term Loan B4, (LIBOR USD 1 Month + 2.75%), 4.65%, 08/25/21			972		961,869
CH Guenther & Son, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 03/31/25^(c)			850		854,250
Chobani LLC, Term Loan, (LIBOR USD 1 Month + 3.50%), 5.40%, 10/10/23			2,372		2,380,667
Dole Food Co., Inc., Term Loan, (LIBOR USD 3 Month + 2.00%), 4.63% - 6.75%, 04/06/24			1,271		1,275,802
Hostess Brands LLC, Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 08/03/22			7,269		7,321,770
JBS USA LLC, 1st Lien Term Loan, (LIBOR USD 3 Month + 2.50%), 4.68%, 10/30/22			3,148		3,143,603
Nomad Foods Ltd., Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 05/15/24			520		520,650
Pinnacle Foods Finance LLC, Term Loan B, (LIBOR USD 1 Month + 1.75%), 3.64%, 02/02/24			2,277		2,292,106
Trimark Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 5.40%, 08/28/24			709		713,276

					27,554,947
Health Care Equipment & Supplies — 0.1%
Auris Luxembourg SA, Term Loan B7, (LIBOR USD 3 Month + 3.00%), 5.30%, 01/17/22			3,276		3,291,469
DJO Finance LLC, 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.25%), 5.15% - 5.56%, 06/08/20			7,748		7,779,404
Immucor, Inc., 1st Lien Term Loan B, (LIBOR USD 3 Month + 5.00%), 7.30%, 06/15/21			2,516		2,569,539

					13,640,412
Health Care Providers & Services — 0.2%
CHG Healthcare Services, Inc., Term Loan B, (LIBOR USD 3 Month + 3.00%), 5.06% - 5.36%, 06/07/23			3,616		3,644,518
Community Health Systems, Inc., 1st Lien Term Loan G, (LIBOR USD 3 Month + 3.00%), 4.98%, 12/31/19			549		539,638
Concentra, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.53%, 06/01/22			2,428		2,448,225
Cotiviti Corp., Term Loan B, (LIBOR USD 3 Month + 2.25%), 4.56%, 09/28/23^(c)			2,818		2,832,252
DaVita Healthcare Partner, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.75%), 4.65%, 06/24/21			3,002		3,025,139
Diplomat Pharmacy, Inc., Term Loan, (LIBOR USD 1 Month + 4.50%), 6.41%, 12/20/24			963		970,034
Envision Healthcare Corp., Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.91%, 12/01/23			4,042		4,054,793
HC Group Holdings III, Inc., Term Loan, (LIBOR USD 1 Month + 5.00%), 6.90%, 04/07/22^(c)			1,268		1,281,759
HCA, Inc., Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 03/13/25			1,380		1,393,993
MultiPlan, Inc., Term Loan, (LIBOR USD 3 Month + 2.75%), 5.05%, 06/07/23			2,811		2,824,633
nThrive, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 4.50%), 6.40%, 10/20/22			2,457		2,469,769
Ortho-Clinical Diagnostics, Inc., Term Loan B, (LIBOR USD 1 Month + 3.75%), 5.65%, 06/30/21			5,995		6,032,742


Security		Par (000)			Value
Health Care Providers & Services (continued)
PetVet Delayed Draw, 1st Lien Term Loan, 01/31/25^(m)	USD		—	^(d)	$	—
Team Health Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 02/06/24			2,401			2,322,967
Vizient, Inc., Term Loan B, (LIBOR USD 1 Month + 2.75%), 4.65%, 02/13/23			640			643,030

						34,483,492
Health Care Technology — 0.1%
Change Healthcare Holdings LLC, Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 03/01/24			3,668			3,682,029
IQVIA, Inc., Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.30%, 03/07/24			4,641			4,667,929
Press Ganey Holdings, Inc., 1st Lien Term Loan, 10/23/23^(m)			2,238			2,252,199

						10,602,157
Hotels, Restaurants & Leisure — 0.5%
Aristocrat International, Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.36%, 10/19/24			1,796			1,804,478
Boyd Gaming Corp., Term Loan B, (LIBOR USD 3 Month + 2.50%), 4.24%, 09/15/23			2,310			2,321,049
Caesars Resort Collection LLC, Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 12/23/24			4,312			4,345,744
Casa Del Mar, Term Loan, (LIBOR USD 3 Month + 2.37%), 3.80%, 06/09/24^(c)			20,000			20,000,000
CCM Merger LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 08/06/21			1,162			1,168,433
CEC Entertainment, Inc., Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 02/12/21			648			579,159
CityCenter Holdings LLC, Term Loan B, (LIBOR USD 1 Month + 2.50%), 4.40%, 04/18/24			2,999			3,012,149
Crown Finance US, Inc., Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 02/28/25			1,327			1,324,930
Four Seaons Holding, Inc., Term Loan F, (LIBOR USD 1 Month + 2.00%), 3.90%, 11/30/23			341			342,817
GVC Holdings plc, Term Loan B2, 03/15/24^(m)			1,210			1,211,004
Hilton Fort Lauderdale Marina, Term Loan, (LIBOR USD 3 Month + 6.00%), 7.48%, 07/09/19^(c)			3,500			3,465,000
Hilton Worldwide Finance LLC, 1st Lien Term Loan B2, (LIBOR USD 1 Month + 1.75%), 3.65%, 10/25/23			2,645			2,666,259
IRB Holding Corp., Term Loan B, (LIBOR USD 3 Month + 3.25%), 5.13% - 5.25%, 02/05/25			2,048			2,069,449
KFC Holding Co., Term Loan B, (LIBOR USD 1 Month + 1.75%), 3.64%, 04/03/25			3,016			3,033,473
La Quinta Intermediate Holdings, Term Loan B, (LIBOR USD 3 Month + 3.00%), 5.35%, 04/14/21			1,569			1,570,110
Lakeland Tours LLC, Term Loan B, (LIBOR USD 3 Month + 4.00%), 6.12%, 12/16/24			1,294			1,306,649
MGM Growth Properties LLC, Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 04/25/23			5,641			5,669,903
Playa Hotels & Resorts NV, 1st Lien Term Lon B, (LIBOR USD 1 Month + 3.25%), 5.15%, 04/29/24			2,376			2,388,950
Scientific Games Corp., Term Loan B, (LIBOR USD 3 Month + 2.75%), 4.65% - 4.74%, 08/14/24			4,277			4,302,170
Sky Betting & Gaming Ltd., Term Loan, 08/23/24^(m)			998			999,166
Starwood Austin, Term Loan, (LIBOR USD 3 Month + 1.55%), 3.80%, 11/01/24^(c)			18,000			18,000,000
Wyndham Hotels & Resorts, Inc., Term Loan B, 03/28/25^(m)			2,505			2,523,487

						84,104,379
Household Durables — 0.0%
Serta Simmons Bedding LLC, Term Loan, (LIBOR USD 3 Month + 3.50%), 5.29% - 5.81%, 11/08/23			3,419			3,084,318


Security		Par (000)		Value
Household Durables (continued)
Serta Simmons Holdings, Term Loan, (LIBOR USD 3 Month + 8.00%), 10.33%, 11/08/24	USD		2,377	$	1,883,773

					4,968,091
Household Products — 0.1%
Prestige Brands, Inc., Term Loan, (LIBOR USD 1 Month + 2.00%), 3.65% - 3.88%, 01/26/24			2,310		2,322,012
Spectrum Brands, Inc., Term Loan B, (LIBOR USD 3 Month + 2.00%), 3.79% - 4.06%, 06/23/22			4,121		4,111,482
Varsity Brands, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 5.40%, 12/16/24			653		658,099

					7,091,593
Independent Power and Renewable Electricity Producers — 0.0%
Calpine Construction Finance Co. LP, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 01/15/25			1,279		1,280,414
Dynegy, Inc., Term Loan C, (LIBOR USD 1 Month + 2.50%), 4.40%, 02/07/24			4,562		4,589,654

					5,870,068
Industrial Conglomerates — 0.1%
Accudyne Industries LLC, Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 08/18/24			4,124		4,149,474
Cortes NP, Term Loan B, (LIBOR USD 1 Month + 4.00%), 5.89%, 11/30/23			5,829		5,818,814
Filtration Group Corp., Term Loan B, (LIBOR USD 6 Month + 3.00%), 5.30%, 03/29/25			5,955		6,008,357
PSAV Holdings LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.14% - 5.26%, 02/21/25			1,160		1,161,090
Rexnord Corp., Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 08/21/24			1,681		1,691,994
Uber Technologies, Inc., Term Loan, (LIBOR USD 1 Month + 4.00%), 5.89%, 03/14/25			1,585		1,598,203

					20,427,932
Insurance — 0.2%
Alliant Holdings Intermediate LLC, Term Loan B, 08/12/22^(m)			3,341		3,358,441
AmWINS Group, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.64% - 4.65%, 01/25/24			2,049		2,061,111
AssuredPartners, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 5.15% - 5.15%, 10/22/24			1,865		1,871,831
Asurion LLC, 1st Lien Term Loan B6, (LIBOR USD 1 Month + 2.75%), 4.65%, 11/03/23			3,506		3,530,334
Asurion LLC, 2nd Lien Term Loan B-2, (LIBOR USD 1 Month + 6.00%), 7.90%, 08/04/25			1,222		1,254,994
Hub International Ltd., Term Loan, 04/25/25^(m)			3,215		3,233,743
Sedgwick Claims Management Services, 1st Lien Term Loan, 03/01/21^(m)			4,263		4,263,882
Sedgwick Claims Management Services, 2nd Lien Term Loan, 02/28/22^(m)			3,280		3,304,600
USI, Inc., 1st Lien Term Loan B, 05/16/24^(m)			2,330		2,337,558
Wink Holdco, Inc., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 12/02/24			938		933,843

					26,150,337
Internet Software & Services — 0.1%
Aptean, Inc., 1st Lien Term Loan, 12/20/22^(m)			810		811,012
Deck Chassis Acquisition, Inc., Term Loan, (LIBOR USD 1 Month + 6.00%), 7.90%, 06/15/23^(c)			865		877,975
GTT Communications, Inc., 1st Lien Term Loan, 04/25/25^(m)			1,340		1,328,275
Rackspace Hosting, Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 4.79%, 11/03/23			4,247		4,234,295

					7,251,557


Security		Par (000)		Value
IT Services — 0.5%
Applied Systems, Inc., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.55%, 09/19/24	USD		2,620	$	2,642,534
BMC Software Finance, Inc., Term Loan, 09/10/22^(m)			1,893		1,899,415
CCC Information Services, Inc., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.91%, 04/29/24			2,050		2,059,330
First Data Corp., 1st Lien Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 04/26/24			21,495		21,567,695
Flexera Software LLC, Term Loan, (LIBOR USD 1 Month + 3.25%), 5.16%, 02/26/25			775		778,100
Go Daddy Operating Co. LLC, Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 02/15/24			4,225		4,243,872
Greeneden U.S. Holdings I LLC, Term Loan B, 12/01/23^(m)			1,343		1,351,018
Hyland Software, Inc., Term Loan, (LIBOR USD 3 Month + 2.25%), 5.14%, 07/01/22			1,636		1,649,686
IG Investments Holdings LLC, Term Loan, (LIBOR USD 3 Month + 3.50%), 5.80%, 10/31/21			3,235		3,263,137
Information Resources, Inc., 1st Lien Term, (LIBOR USD 3 Month + 4.25%), 6.19%, 01/18/24			1,361		1,371,881
Learning Care Group, Inc., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.14% - 5.61%, 03/13/25^(c)			705		708,525
Mitchell International, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 11/29/24			5,081		5,077,881
Mitchell International, Inc., 2nd Lien Term Loan, (LIBOR USD 1 Month + 7.25%), 9.15%, 12/01/25			1,590		1,591,590
Peak 10, Inc., Term Loan, (LIBOR USD 3 Month + 3.50%), 5.80%, 08/01/24			1,677		1,673,641
Sabre GLBL, Inc., Term Loan, (LIBOR USD 1 Month + 2.00%), 3.90%, 02/22/24			2,459		2,467,434
Solera LLC, Term Loan B1, (LIBOR USD 1 Month + 2.75%), 4.65%, 03/03/23			2,545		2,553,317
Sophia LP, 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.25%), 5.55%, 09/30/22			2,503		2,514,496
Tempo Acquisition LLC, Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 05/01/24			3,265		3,283,023
TKC Holdings Inc., Term Loan, (LIBOR USD 1 Month + 4.25%), 6.16%, 02/01/23			2,708		2,729,236
TransUnion LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 2.00%), 3.90%, 04/10/23			6,031		6,041,158
Veritas U.S., Inc., Term Loan B1, (LIBOR USD 3 Month + 4.50%), 6.80%, 01/27/23			287		282,435
Vertafore, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 06/30/23			4,182		4,213,384
Wex, Inc., Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 06/30/23			4,568		4,595,448

					78,558,236
Life Sciences Tools & Services — 0.0%
Albany Molecular Research, Inc., Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 08/30/24			959		965,136
PAREXEL International Corp., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 09/27/24			953		955,886

					1,921,022
Machinery — 0.1%
Doosan Infracore International, Inc., Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.30%, 05/18/24			1,286		1,287,698
Gardner Denver, Inc., Term Loan B, (LIBOR USD 3 Month + 2.75%), 5.05%, 07/30/24			1,278		1,284,834
Gates Global LLC, Term Loan, (LIBOR USD 3 Month + 2.75%), 5.05%, 04/01/24			2,578		2,591,966
Generac Power Systems, Inc., Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.31%, 05/31/23			1,005		1,009,148


Security		Par (000)			Value
Machinery (continued)
Hayward Industries, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.50%), 5.40%, 08/05/24	USD		1,131		$	1,137,629
Pike Corp., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.50%), 5.41%, 03/12/25			1,346			1,362,357
Titan Acquisition Ltd., Term Loan, (LIBOR USD 3 Month + 3.00%), 5.06%, 03/28/25			3,915			3,917,662

						12,591,294
Media — 0.4%
Advantage Sales & Marketing, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 07/23/21			—	^(d)		—
A-L Parent LLC, Term Loan^(c):
12/01/23^(m)			1,824			1,837,975
(LIBOR USD 1 Month + 3.25%), 5.16% , 12/01/23			250			252,575
Altice U.S. Finance Co., Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 07/28/25			3,044			3,039,466
Ascend Learning LLC, Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 07/12/24			1,280			1,283,849
Cablevision CSC Holdings, Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 07/17/25			5,279			5,260,460
CBS Radio, Inc., Term Loan, (LIBOR USD 3 Month + 2.75%), 4.62%, 11/18/24			1,812			1,818,477
Charter Communications Operating LLC, Term Loan:
(LIBOR USD 1 Month + 1.50%), 3.41% , 03/31/23			3,501			3,499,641
(LIBOR USD 1 Month + 2.00%), 3.91% , 04/30/25			14,117			14,172,399
Creative Artists Agency LLC, Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 02/15/24			2,459			2,474,306
CSC Holdings LLC, Term Loan B, (LIBOR USD 1 Month + 2.50%), 4.40%, 01/12/26			2,185			2,185,000
DHX Media Ltd., Term Loan, (LIBOR USD 1 Month + 3.75%), 5.65%, 12/29/23			1,077			1,082,247
Houghton Mifflin, 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 05/28/21			834			769,808
Intelsat Jackson Holdings SA, Term Loan, (LIBOR USD 3 Month + 4.50%), 6.46%, 01/02/24			2,326			2,407,647
Mission Broadcasting, Inc., Term Loan, (LIBOR USD 1 Month + 2.50%), 4.39%, 01/17/24			205			205,828
Nexstar Broadcasting, Inc., Term Loan B, (LIBOR USD 1 Month + 2.50%), 4.39%, 01/17/24			1,596			1,602,811
Radiate Holdco LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 02/01/24			1,465			1,448,951
Sinclair Television Group, Inc., Term Loan, 12/12/24^(m)			1,439			1,445,001
Stars Group Holdings, Term Loan B, (LIBOR USD 6 Month + 3.00%), 5.32%, 04/06/25			3,901			3,913,380
Telenet Financing LLC, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 03/01/26			5,910			5,934,408
Trader Corp., Term Loan, (LIBOR USD 3 Month + 3.00%), 5.29%, 09/28/23			1,828			1,827,687
Tribune Media Co., 1st Lien Term Loan B1, (LIBOR USD 1 Month + 3.00%), 4.90%, 01/26/24			4,773			4,778,763
Unitymedia Finance LLC, 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 09/30/25			3,465			3,458,936
Univision Communications, Inc., Term Loan C5, (LIBOR USD 1 Month + 2.75%), 4.65%, 03/15/24			—	^(d)		—
Virgin Media LLC, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 01/15/26			7,314			7,345,231

						72,044,846
Mortgage Real Estate Investment Trusts (REITs) — 0.1%
Chimera Special Holding LLC, 2nd Lien Term Loan, (LIBOR USD 3 Month + 0.00%), 3.89%, 10/06/19			11,319			11,318,975
Chimera Special Holding LLC, Term Loan, (LIBOR USD 1 Month + 1.89%), 3.89%, 10/06/19^(c)			9,690			9,690,146

						21,009,121


Security		Par (000)		Value
Multiline Retail — 0.1%
Academy Ltd., Term Loan B, (LIBOR USD 3 Month + 4.00%), 5.89% - 6.02%, 07/01/22	USD		2,570	$	2,029,268
Evergreen AcqCo 1 LP, Term Loan C, (LIBOR USD 3 Month + 3.75%), 5.81% - 6.11%, 07/09/19			268		258,789
Harbor Freight Tools USA, Inc., Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40%, 08/18/23			2,007		2,015,632
Hudsons Bay Co., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 09/30/22			3,464		3,280,890
Leslie’s Poolmart, Inc., Term Loan B, (LIBOR USD 1 Month + 3.50%), 5.40%, 08/16/23			327		330,055
Neiman Marcus Group LLC, Term Loan, (LIBOR USD 1 Month + 3.25%), 5.14%, 10/25/20			1,251		1,099,454

					9,014,088
Multi-Utilities — 0.0%
ExGen Renewables I LLC, Term Loan, (LIBOR USD 3 Month + 3.00%), 4.99%, 11/28/24			918		924,014
USIC Holdings, Inc., Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.80%, 12/08/23			1,344		1,348,147

					2,272,161
Oil, Gas & Consumable Fuels — 0.1%
BCP Raptor LLC, 1st Lien Term Loan, (LIBOR USD 3 Month + 4.25%), 6.31%, 06/24/24			2,233		2,252,665
California Resources Corp., Term Loan, (LIBOR USD 1 Month + 4.75%), 6.65%, 12/31/22			2,602		2,654,847
California Resources, Term Loan, (LIBOR USD 1 Month + 10.38%), 12.27%, 12/31/21			2,765		3,103,712
Chesapeake Energy Corp., Term Loan, (LIBOR USD 3 Month + 7.50%), 9.44%, 08/23/21			5,161		5,457,455
CONSOL Energy, Inc., Term Loan, (LIBOR USD 3 Month + 6.00%), 7.99%, 11/28/22			1,062		1,088,887
Lucid Energy Group II LLC, Term Loan, (LIBOR USD 1 Month + 3.00%), 4.90%, 01/30/25^(c)			2,155		2,152,306
Medallion Midland Acquisition LLC, Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 10/30/24^(c)			1,676		1,677,895
MEG Energy Corp., Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.81%, 12/31/23			580		582,624
Oryx Southern Delaware Holdings LLC, Term Loan, (LIBOR USD 1 Month + 3.25%), 5.15%, 02/28/25			1,430		1,431,787
Ultra Resources, Inc., Term Loan, 04/12/24^(m)			816		762,811
Vine Oil & Gas LP, Term Loan B, (LIBOR USD 1 Month + 6.88%), 8.78%, 11/25/21			1,570		1,573,925

					22,738,914
Paper & Forest Products — 0.0%
Flex Acquisition Co., Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 5.31%, 12/29/23			1,812		1,820,469

Personal Products — 0.1%
Alphabet Holding Co, Inc., Term Loan:
(LIBOR USD 1 Month + 3.50%), 5.40% , 09/26/24			4,885		4,213,701
(LIBOR USD 1 Month + 7.75%), 9.65% , 09/26/25			4,457		3,461,618

					7,675,319
Pharmaceuticals — 0.2%
Akorn, Inc., Term Loan, (LIBOR USD 1 Month + 4.25%), 6.19%, 04/16/21^(c)			2,731		2,676,215
Amneal Pharmaceuticals LLC, Term Loan B18, 03/21/25^(m)			4,240		4,255,900
Catalent Pharma Solutions, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 05/20/24			5,460		5,481,569
Endo Pharmaceuticals, Inc., Term Loan B, 04/29/24^(m)			2,429		2,414,228
Grifols Worldwide Operations Ltd., Term Loan, (LIBOR USD 3 Month + 2.25%), 3.99%, 01/31/25			7,452		7,489,398


Security		Par (000)		Value
Pharmaceuticals (continued)
Jaguar Holding Co. II, Term Loan, (LIBOR USD 1 Month + 2.50%), 4.40% - 4.80%, 08/18/22	USD		7,055	$	7,091,407
NVA Holdings, Inc., Term Loan B3, (LIBOR USD 3 Month + 2.75%), 5.05%, 02/02/25			713		715,887
Valeant Pharmaceuticals International, Inc., 1st Lien Term Loan BF1, (LIBOR USD 1 Month + 3.50%), 5.39%, 04/01/22			3,904		3,945,624

					34,070,228
Professional Services — 0.0%
DTI Holdco, Inc., Term Loan, (LIBOR USD 3 Month + 4.75%), 6.71%, 09/29/23			1,774		1,778,447
ON Assignment, Inc., Term Loan B, 04/02/25^(m)			1,040		1,044,428

					2,822,875
Real Estate Management & Development — 0.5%
Deerwood Park Office, Term Loan, (LIBOR USD 3 Month + 5.50%), 6.90%, 10/04/21^(c)			12,000		11,940,000
ESH Hospitality, Inc., Term Loan B1, (LIBOR USD 1 Month + 2.25%), 4.15%, 08/30/23			3,897		3,913,797
Houston Center, Term Loan, 12/09/22^(m)			46,000		46,000,000
Realogy Group LLC, Term Loan, (LIBOR USD 1 Month + 2.25%), 4.15%, 02/28/25			5,334		5,361,238
Riata Corporate Park, Term Loan, (LIBOR USD 3 Month + 5.30%), 6.78%, 06/09/22^(c)			20,000		20,000,000

					87,215,035
Road & Rail — 0.0%
Gruden Acquisition, Inc., 1st Lien Term Loan, (LIBOR USD 3 Month + 5.50%), 7.80%, 08/18/22			1,040		1,049,022
Pods, Inc., Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 12/06/24			1,836		1,849,544

					2,898,566
Semiconductors & Semiconductor Equipment — 0.0%
Cavium, Inc., Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.15%, 08/16/22^(c)			990		994,563
Microsemi Corp., 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 01/15/23			1,149		1,151,069
ON Semiconductor Corp., 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.00%), 3.90%, 03/31/23			990		995,379
Versum Materials, Inc., Term Loan B, (LIBOR USD 3 Month + 2.00%), 4.30%, 09/29/23			1,054		1,059,884

					4,200,895
Software — 0.2%
Barracuda Networks, Inc., Term Loan, (LIBOR USD 6 Month + 1.81%), 5.06%, 02/12/25			1,310		1,313,681
Infor U.S., Inc., Term Loan, 02/01/22^(m)			3,594		3,608,268
Informatica LLC, Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 08/05/22			2,923		2,942,146
Kronos, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.88%, 11/01/23			4,485		4,522,726
MA Financeco LLC, Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 06/21/24			348		346,924
McAfee LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 4.50%), 6.40%, 09/30/24			1,313		1,329,607
McAfee LLC, Term Loan, 09/29/25^(m)			1,829		1,848,478
Qlik Technologies, Inc., 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.99%, 04/26/24			2,397		2,387,872
Solar Winds Holdings, Inc., Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.90%, 02/05/24			5,357		5,387,804
SS&C Technologies Holdings, Inc., Term Loan B1, (LIBOR USD 1 Month + 2.25%), 4.15%, 07/08/22			1,754		1,767,692
SS&C Technologies Holdings, Inc., Term Loan B2, (LIBOR USD 1 Month + 2.25%), 4.15%, 07/08/22			20		20,144


Security		Par (000)		Value
Software (continued)
SS&C Technologies, Inc., Term Loan, 04/16/25^(m)	USD		2,564	$	2,579,875
SS&C Technologies, Inc., Term Loan B, 04/16/25^(m)			6,930		6,972,970
TIBCO Software, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 5.41%, 12/04/20			3,138		3,155,009

					38,183,196
Specialty Retail — 0.1%
Belron Finance US LLC, Term Loan B, (LIBOR USD 3 Month + 2.50%), 4.29%, 11/07/24			1,601		1,607,664
Michaels Stores, Inc., Term Loan B, (LIBOR USD 1 Month + 2.75%), 4.64% - 4.65%, 01/30/23			1,972		1,983,056
National Vision Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 11/20/24			410		412,921
Optiv Security, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 5.13%, 02/01/24			4,349		4,210,727
Party City Holdings, Inc., 1st Lien Term Loan, (LIBOR USD 3 Month + 2.75%), 4.66% - 5.28%, 08/19/22			1,664		1,673,787
Staples, Inc., Term Loan, (LIBOR USD 3 Month + 4.00%), 5.79%, 09/12/24			975		963,611

					10,851,766
Technology Hardware, Storage & Peripherals — 0.0%
Almonde, Inc., 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.48%, 06/13/24			2,488		2,484,963
Almonde, Inc., 2nd Lien Term Loan, 06/13/25^(m)			490		484,071
Seattle Escrow Borrower, Term Loan, (LIBOR USD 1 Month + 2.75%), 4.65%, 06/21/24			2,351		2,342,864

					5,311,898
Trading Companies & Distributors — 0.1%
Beacon Roofing Supply, Inc., Term Loan B, (LIBOR USD 1 Month + 2.25%), 4.13%, 01/02/25			3,640		3,659,511
HD Supply, Inc., Term Loan B3, (LIBOR USD 3 Month + 2.25%), 4.55%, 08/13/21			3,008		3,026,399
Nexeo Solutions LLC, Term Loan B, (LIBOR USD 3 Month + 3.25%), 5.23% - 5.61%, 06/09/23			334		337,007

					7,022,917
Transportation Infrastructure — 0.0%
Ceva Group plc, Term Loan, (LIBOR USD 3 Month - 0.10%), 2.21%, 03/19/21^(c)			985		979,337
Ceva Intercompany BV, Term Loan, (LIBOR USD 3 Month + 5.50%), 7.86%, 03/19/21			996		988,821
Ceva Logistics Canada ULC, Canadian Term Loan, (LIBOR USD 3 Month + 5.50%), 7.86%, 03/19/21			176		175,054
Ceva Logistics U.S. Holdings, Inc., Term Loan B, (LIBOR USD 3 Month + 5.50%), 7.86%, 03/19/21			1,372		1,361,538

					3,504,750
Water Utilities — 0.0%
Culligan Holding, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.25%), 5.15%, 12/13/23			514		516,268

Wireless Telecommunication Services — 0.0%
Digicel International Finance Ltd., Term Loan, (LIBOR USD 3 Month + 3.25%), 5.61%, 05/27/24			2,562		2,556,797
Sprint Communications, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 2.50%), 4.44%, 02/02/24			2,678		2,684,589

					5,241,386
Total Floating Rate Loan Interests — 5.8% (Cost: $947,386,965)					948,865,039


Security		Par (000)		Value
Foreign Agency Obligations — 0.6%

Argentina — 0.1%
YPF SA:
8.88%, 12/19/18^(b)	USD		11,052	$	11,369,745
8.75%, 04/04/24^(b)			4,770		5,255,348
8.75%, 04/04/24			340		374,595

					16,999,688
Bahrain — 0.0%
CBB International Sukuk Co. 7SPC, 6.88%, 10/05/25^(b)			1,172		1,169,656

Belgium — 0.0%
Belfius Bank SA/NV, (EURIBOR 6 Month + 2.94%), 3.63%^(h)(i)	EUR		3,200		3,540,683

Chile — 0.0%
Empresa de Transporte de Pasajeros Metro SA, 5.00%, 01/25/47^(b)	USD		6,730		6,830,950

China — 0.1%
Chengdu Xingcheng Investment Group Co. Ltd., 2.50%, 03/20/21	EUR		1,800		2,172,358
China Minmetals Corp.^(h)(i):
(US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 6.07%), 4.45%	USD		2,329		2,304,895
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.72%), 3.75%			520		488,807
Guangxi Financial Investment Group Co. Ltd., 5.75%, 01/23/21			1,100		1,063,150
Inner Mongolia High-Grade High Way Construction and Development Co. Ltd., 4.38%, 12/04/20			432		419,433
Nanjing Yangzi State-owned Assets Investment Group Co. Ltd., 4.50%, 12/05/27			715		679,218
Wuhan State-Owned Asset Management Ltd. Co., 3.80%, 12/18/20			729		717,276

					7,845,137
India — 0.1%
Indian Railway Finance Corp. Ltd., 3.84%, 12/13/27			2,275		2,136,751
NTPC Ltd., 5.63%, 07/14/21			2,590		2,725,369
Power Finance Corp. Ltd., 3.75%, 12/06/27			2,700		2,469,417
Rural Electrification Corp. Ltd.:
3.88%, 07/07/27			714		664,689
4.63%, 03/22/28			3,100		3,042,275

					11,038,501
Indonesia — 0.1%
Jasa Marga Persero Tbk. PT, 7.50%, 12/11/20	IDR		16,000,000		1,136,819
Pertamina Persero PT:
5.63%, 05/20/43	USD		3,218		3,201,385
6.45%, 05/30/44			1,851		2,042,999
Perusahaan Penerbit SBSN Indonesia III:
4.35%, 09/10/24			2,300		2,316,560
4.33%, 05/28/25			1,500		1,498,500
4.40%, 03/01/28			3,175		3,139,440
Wijaya Karya Persero Tbk. PT, 7.70%, 01/31/21	IDR		13,240,000		956,421

					14,292,124
Mexico — 0.1%
Petroleos Mexicanos:
5.50%, 01/21/21			17,816		18,386,112
5.38%, 03/13/22			110		113,883
5.35%, 02/12/28^(b)			3,024		2,877,034

					21,377,029


Security		Par (000)		Value
Panama — 0.1%
AES Panama SRL, 6.00%, 06/25/22^(b)	USD		8,333	$	8,603,822

South Korea — 0.0%
Export-Import Bank of Korea, 3.00%, 11/01/22			3,700		3,586,184
Korea Housing Finance Corp., 3.00%, 10/31/22			1,491		1,445,799

					5,031,983
Sri Lanka — 0.0%
SriLankan Airlines Ltd., 5.30%, 06/27/19			3,500		3,485,580

Total Foreign Agency Obligations — 0.6% (Cost: $101,910,785)					100,215,153


Foreign Government Obligations — 2.8%

Argentina — 0.5%
Republic of Argentina:
9.00%, 11/29/18			21,746		22,213,539
6.25%, 04/22/19			2,622		2,669,196
8.00%, 10/08/20			141		148,937
6.88%, 04/22/21			38,793		40,713,253
5.63%, 01/26/22			6,517		6,572,395
8.75%, 05/07/24			319		353,447
5.88%, 01/11/28			2,411		2,208,476

					74,879,243
Bahrain — 0.0%
Kingdom of Bahrain:
6.75%, 09/20/29^(b)			950		875,520
6.75%, 09/20/29			4,500		4,147,200
6.00%, 09/19/44^(b)			470		377,590
7.50%, 09/20/47			350		316,165

					5,716,475
Brazil — 0.2%
Federative Republic of Brazil:
0.00%, 07/01/18⁽ⁿ⁾	BRL		38,500		10,877,755
0.00%, 01/01/19⁽ⁿ⁾			5,000		1,370,921
4.88%, 01/22/21	USD		12,256		12,660,448

					24,909,124
Colombia — 0.1%
Republic of Colombia, 4.38%, 07/12/21			19,828		20,323,700

Croatia — 0.1%
Republic of Croatia, 6.63%, 07/14/20			19,384		20,663,344

Egypt — 0.2%
Arab Republic of Egypt:
0.00%, 09/04/18⁽ⁿ⁾	EGP		99,000		5,296,385
0.00%, 11/13/18⁽ⁿ⁾			29,775		1,544,376
5.75%, 04/29/20	USD		7,158		7,338,124
6.13%, 01/31/22^(b)			4,664		4,786,197
6.13%, 01/31/22			12,427		12,752,587
5.58%, 02/21/23^(b)			3,970		3,983,895

					35,701,564
Greece — 0.0%
Hellenic Republic of Greece:
3.50%, 01/30/23	EUR		243		301,375
3.75%, 01/30/28			328		393,900
3.90%, 01/30/33			343		392,693
4.00%, 01/30/37			274		306,191
4.20%, 01/30/42			268		300,378

					1,694,537


Security		Par (000)		Value
India — 0.1%
Republic of India:
6.35%, 01/02/20	INR		771,680	$	11,377,481
8.27%, 06/09/20			307,720		4,690,494

					16,067,975
Indonesia — 0.5%
Republic of Indonesia:
7.88%, 04/15/19	IDR		327,401,000		24,132,954
5.88%, 03/13/20	USD		37,227		39,073,646
3.75%, 04/25/22			4,394		4,379,236
4.75%, 01/08/26			549		566,149
3.85%, 07/18/27			6,765		6,519,816
3.50%, 01/11/28			4,900		4,591,070
4.75%, 07/18/47			2,125		2,057,610
4.35%, 01/11/48			2,175		2,022,056

					83,342,537
Maldives — 0.0%
Republic of Maldives, 7.00%, 06/07/22			2,800		2,722,678

Mongolia — 0.0%
Government of Mongolia, 7.50%, 06/30/18	CNY		10,000		1,547,050

Pakistan — 0.0%
Islamic Republic of Pakistan, 6.88%, 12/05/27	USD		900		841,766

Panama — 0.1%
Republic of Panama, 5.20%, 01/30/20			11,332		11,768,282

Qatar — 0.0%
State of Qatar, 5.10%, 04/23/48			1,775		1,759,291

Russia — 0.2%
Russian Federation:
5.00%, 04/29/20^(b)			4,700		4,805,722
5.00%, 04/29/20			12,700		12,985,674
6.40%, 05/27/20	RUB		160,120		2,536,645
4.75%, 05/27/26	USD		3,400		3,453,754
5.63%, 04/04/42			3,000		3,144,000

					26,925,795
Saudi Arabia — 0.0%
Kingdom of Saudi Arabia, 4.50%, 04/17/30^(b)			3,050		3,008,520

South Africa — 0.2%
Republic of South Africa:
5.50%, 03/09/20			15,985		16,541,853
5.88%, 05/30/22			12,410		13,224,543
4.67%, 01/17/24			3,295		3,279,250

					33,045,646
Sri Lanka — 0.3%
Republic of Sri Lanka:
6.00%, 01/14/19			13,112		13,266,984
5.13%, 04/11/19			19,841		19,964,589
6.25%, 10/04/20			3,585		3,701,462
6.25%, 07/27/21			473		486,812
5.75%, 01/18/22			1,750		1,762,969
5.75%, 04/18/23			2,650		2,633,242
6.85%, 11/03/25			2,500		2,553,390
6.75%, 04/18/28			5,100		5,075,061

					49,444,509
Turkey — 0.3%
Republic of Turkey:
7.00%, 06/05/20			6,150		6,494,425
5.63%, 03/30/21			25,733		26,538,237
6.25%, 09/26/22			6,095		6,407,442

					39,440,104


Security		Par (000)		Value
United Arab Emirates — 0.0%
Emirate of Abu Dhabi, 4.13%, 10/11/47	USD		5,800	$	5,296,630

Vietnam — 0.0%
Republic of Vietnam, 4.80%, 11/19/24			930		945,119

Total Foreign Government Obligations — 2.8% (Cost: $466,837,024)					460,043,889



	Shares
Investment Companies — 3.2%
iShares iBoxx $ High Yield Corporate Bond ETF^(q)		4,984,424	$	427,165,137

SPDR Bloomberg Barclays High Yield Bond ETF		3,020,000		108,327,400

Total Investment Companies — 3.2% (Cost: $540,738,801)				535,492,537



		Per (000)
Non-Agency Mortgage-Backed Securities — 9.8%

Collateralized Mortgage Obligations — 4.1%
Adjustable Rate Mortgage Trust^(a):
Series 2005-8, Class 2A1, 3.78%, 11/25/35	USD		4,151		$	3,815,670
Series 2005-8, Class 7A2, 2.46%, 11/25/35			2,638			2,561,491
Series 2005-9, Class 5A1, 2.44%, 11/25/35			2,214			2,197,747
Ajax Mortgage Loan Trust, Series 2016-A, Class A, 4.25%, 08/25/64^(b)(e)			2,336			2,350,027
Alternative Loan Trust:
Series 2005-16, Class A1, 3.02%, 06/25/35^(a)			808			751,319
Series 2005-36, Class 2A1A, 2.21%, 08/25/35^(a)			2,747			2,334,859
Series 2005-56, Class 1A1, 2.63%, 11/25/35^(a)			4,533			4,480,147
Series 2005-56, Class 4A1, 2.21%, 11/25/35^(a)			—	^(d)		—
Series 2005-61, Class 1A1, 2.42%, 12/25/35^(a)			401			386,669
Series 2005-61, Class 2A1, 2.18%, 12/25/35^(a)			4,391			4,186,175
Series 2005-63, Class 3A3, 3.42%, 11/25/35^(a)			4,509			4,057,655
Series 2005-63, Class 5A1, 3.44%, 12/25/35^(a)			546			499,370
Series 2005-64CB, Class 1A1, 5.50%, 12/25/35			127			126,097
Series 2005-72, Class A1, 2.17%, 01/25/36^(a)			4,361			4,186,527
Series 2005-72, Class A3, 2.20%, 01/25/36^(a)			4,242			3,467,807
Series 2005-76, Class 2A1, 2.38%, 02/25/36^(a)			7,857			7,116,356
Series 2006-11CB, Class 1A5, 6.00%, 05/25/36			1,178			1,004,426
Series 2006-15CB, Class A1, 6.50%, 06/25/36			1,573			1,223,283
Series 2006-20CB, Class A9, 6.00%, 07/25/36			768			584,442
Series 2006-2CB, Class A6, 5.50%, 03/25/36			1,290			1,001,191
Series 2006-45T1, Class 1A10, 6.00%, 02/25/37			3,896			2,791,709
Series 2006-45T1, Class 2A2, 6.00%, 02/25/37			3,134			2,688,304
Series 2006-7CB, Class 1A6, 6.00%, 05/25/36			1,327			1,074,543
Series 2006-9T1, Class A7, 6.00%, 05/25/36			614			474,765
Series 2006-J7, Class 2A1, 2.28%, 11/20/46^(a)			7,264			4,959,251
Series 2006-J8, Class A5, 6.00%, 02/25/37			1,877			1,341,500
Series 2006-OA14, Class 1A1, 3.11%, 11/25/46^(a)			10,632			9,132,381
Series 2006-OA14, Class 2A1, 2.09%, 11/25/46^(a)			9,505			8,347,649
Series 2006-OA14, Class 3A1, 2.23%, 11/25/46^(a)(c)			14,489			12,161,558
Series 2006-OA16, Class A2, 2.09%, 10/25/46^(a)			631			600,990
Series 2006-OA2, Class A1, 2.11%, 05/20/46^(a)			2,483			2,067,346
Series 2006-OA22, Class A1, 2.06%, 02/25/47^(a)			—	^(d)		—
Series 2006-OA3, Class 2A1, 2.11%, 05/25/36^(a)			16,131			13,824,355
Series 2006-OA6, Class 1A2, 2.11%, 07/25/46^(a)			12,102			11,913,774
Series 2006-OA8, Class 1A1, 2.09%, 07/25/46^(a)			21,632			20,161,888
Series 2007-12T1, Class A22, 5.75%, 06/25/37			2,872			2,235,843
Series 2007-12T1, Class A5, 6.00%, 06/25/37			637			508,641
Series 2007-15CB, Class A7, 6.00%, 07/25/37			434			391,319
Series 2007-18CB, Class 2A25, 6.00%, 08/25/37			435			390,143
Series 2007-19, Class 1A4, 6.00%, 08/25/37			1,886			1,530,170
Series 2007-19, Class 1A8, 6.00%, 08/25/37			917			744,489
Series 2007-25, Class 1A3, 6.50%, 11/25/37			4,688			3,562,352
Series 2007-9T1, Class 1A1, 6.00%, 05/25/37			801			593,819


Security		Par (000)		Value
Collateralized Mortgage Obligations (continued)
Series 2007-9T1, Class 2A1, 6.00%, 05/25/37	USD		4,434	$	3,236,432
Series 2007-9T1, Class 2A2, 6.00%, 05/25/37			761		568,973
Series 2007-AL1, Class A1, 2.15%, 06/25/37^(a)			9,933		7,539,489
Series 2007-J1, Class 2A5, 6.00%, 03/25/37			2,056		1,342,711
Series 2007-OA11, Class A1A, 2.76%, 11/25/47^(a)			3,937		3,322,560
Series 2007-OA3, Class 1A1, 2.04%, 04/25/47^(a)			17,358		15,137,456
Series 2007-OA4, Class A1, 2.07%, 05/25/47^(a)			6,981		6,288,651
Series 2007-OA7, Class A1B, 2.04%, 05/25/47^(a)			1,184		1,144,656
Series 2007-OA8, Class 2A1, 2.08%, 06/25/47^(a)			17,336		13,682,920
Series 2007-OH3, Class A1A, 2.19%, 09/25/47^(a)			5,858		5,225,755
Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6, 6.00%, 05/25/36			1,840		1,528,210
American Home Mortgage Assets Trust:
Series 2006-3, Class 1A1, 2.35%, 10/25/46^(a)			20,266		19,177,693
Series 2006-3, Class 2A11, 2.32%, 10/25/46^(a)			7,920		7,229,857
Series 2007-3, Class 22A1, 6.25%, 06/25/37^(e)			1,489		1,312,736
Banc of America Funding Trust^(a):
Series 2006-7, Class T2A3, 5.69%, 10/25/36			908		834,952
Series 2006-D, Class 6A1, 3.83%, 05/20/36			606		557,226
Series 2007-D, Class 1A1, 2.11%, 06/20/47			2,749		2,431,274
Banc of America Mortgage Trust, Series 2004-L, Class 4A1, 3.70%, 01/25/35^(a)			19		19,374
Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1, 2.34%, 04/25/36^(a)			10,673		11,389,095
Bear Stearns Asset-Backed Securities I Trust^(e):
Series 2005-AC9, Class A5, 6.25%, 12/25/35			1,340		1,317,516
Series 2006-AC1, Class 1A2, 6.25%, 02/25/36			1,348		1,200,304
Bear Stearns Mortgage Funding Trust^(a):
Series 2007-AR2, Class A1, 2.07%, 03/25/37			2,703		2,418,202
Series 2007-AR3, Class 1A1, 2.04%, 03/25/37			3,477		3,283,224
Series 2007-AR4, Class 1A1, 2.10%, 09/25/47			4,604		4,299,916
CHL Mortgage Pass-Through Trust:
Series 2005-11, Class 4A1, 2.17%, 04/25/35^(a)			2,892		2,870,849
Series 2005-9, Class 1A1, 2.50%, 05/25/35^(a)			5,210		4,818,491
Series 2006-OA4, Class A1, 2.34%, 04/25/46^(a)			3,338		1,739,295
Series 2007-21, Class 1A1, 6.25%, 02/25/38			273		229,168
Series 2007-J2, Class 2A6, 6.00%, 07/25/37			993		734,043
Series 2007-J2, Class 2A8, 6.00%, 07/25/37			1,517		1,120,892
CIM Trust, Series 2017-6, Class A1, 3.02%, 06/25/57^(a)(b)			14,152		13,852,935
CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5, 6.00%, 01/25/37			145		134,976
CSMC Mortgage-Backed Trust, Series 2006-8, Class 1A1, 4.50%, 10/25/21			82		76,442
CSMC Trust, Series 2008-2R, Class 1A1, 6.00%, 07/25/37^(b)			1,194		1,113,541
Deutsche Alt-A Securities Mortgage Loan Trust^(a):
Series 2007-OA4, Class 1A1A, 2.09%, 08/25/47			2,643		2,502,006
Series 2007-OA4, Class 3A1, 2.09%, 08/25/47			19,325		17,220,208
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes^(a):
Series 2016-DNA2, Class M3, 6.55%, 10/25/28			3,295		3,775,506
Series 2016-DNA3, Class M3, 6.90%, 12/25/28			7,730		9,057,968
Series 2016-DNA4, Class M3, 5.70%, 03/25/29			13,973		15,704,711
Series 2017-DNA1, Class M2, 5.15%, 07/25/29			4,695		5,081,817
Series 2017-DNA2, Class M2, 5.35%, 10/25/29			2,886		3,161,345
Series 2017-DNA3, Class B1, 6.35%, 03/25/30			3,115		3,369,316
Series 2017-DNA3, Class M2, 4.40%, 03/25/30			24,630		25,545,938
Series 2018-DNA1, Class B1, 5.05%, 07/25/30			10,365		10,002,479
Series 2018-DNA1, Class M2, 3.70%, 07/25/30			14,135		14,071,319
Series 2018-HQA1, Class M2, 4.20%, 09/25/30			4,725		4,794,630
Series 2018-SPI1, Class M1, 3.75%, 02/25/48^(b)			4,683		4,674,768


Security		Par (000)		Value
Collateralized Mortgage Obligations (continued)
Federal National Mortgage Association^(a):
Series 2016-C04, Class 1M2, 6.15%, 01/25/29	USD		5,479	$	6,237,278
Series 2016-C06, Class 1M2, 6.15%, 04/25/29			8,706		9,909,343
Series 2017-C01, Class 1B1, 7.65%, 07/25/29			8,182		9,615,252
Series 2017-C01, Class 1M2, 5.45%, 07/25/29			1,952		2,133,840
Series 2017-C02, Class 2M1, 3.05%, 09/25/29			1,865		1,876,046
Series 2017-C03, Class 1B1, 6.75%, 10/25/29			1,565		1,728,749
Series 2017-C03, Class 1M2, 4.90%, 10/25/29			9,362		9,959,908
Series 2017-C04, Class 2M2, 4.75%, 11/25/29			4,738		4,964,124
Series 2017-C05, Class 1B1, 5.50%, 01/25/30			8,763		8,899,325
Series 2017-C05, Class 1M2, 4.10%, 01/25/30			9,444		9,604,484
Series 2017-C07, Class 1B1, 5.90%, 05/25/30			3,850		4,004,192
Series 2018-C01, Class 1B1, 5.45%, 07/25/30			18,495		18,511,594
Series 2018-C01, Class 1M2, 4.15%, 07/25/30			18,495		18,928,534
First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1, 2.90%, 02/25/37^(a)			2,554		1,941,983
GMACM Mortgage Loan Trust, Series 2005-AR2, Class 4A, 3.86%, 05/25/35^(a)			79		74,988
GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B, 2.07%, 02/25/36^(a)			7,367		6,901,715
GSR Mortgage Loan Trust, Series 2006-4F, Class 1A1, 5.00%, 05/25/36			27		45,938
Impac CMB Trust, Series 2005-6, Class 1A1, 2.40%, 10/25/35^(a)			3,189		2,948,258
IndyMac IMSC Mortgage Loan Trust:
Series 2007-F2, Class 1A4, 6.00%, 07/25/37			1,130		1,040,442
Series 2007-F2, Class 2A1, 6.50%, 07/25/37			2,263		1,456,407
IndyMac INDX Mortgage Loan Trust^(a):
Series 2005-AR14, Class 2A1A, 2.20%, 07/25/35			4,448		4,214,810
Series 2007-AR15, Class 1A1, 3.56%, 08/25/37			189		166,003
Series 2007-AR15, Class 2A1, 3.55%, 08/25/37			864		748,667
JPMorgan Mortgage Trust^(a)(b):
Series 2016-2, Class A1, 2.70%, 06/25/46			2,184		2,171,044
Series 2017-1, Class A4, 3.50%, 01/25/47			2,994		2,982,094
JPMorgan Trust, Series 2015-3, Class A5, 3.50%, 05/25/45^(a)(b)			1,781		1,772,893
Lehman XS Trust, Series 2007-20N, Class A1, 3.05%, 12/25/37^(a)			17,210		17,072,060
LSTAR Securities Investment Ltd., Series 2017-9, Class A, 3.44%, 12/01/22^(a)(b)			4,339		4,339,057
LSTAR Securities Investment Ltd. LLC, Series 2017-8, Class A, 3.54%, 11/01/22^(a)(b)			8,908		8,844,323
Merrill Lynch Mortgage Investors Trust^(a):
Series 2005-A9, Class 2A1E, 3.62%, 12/25/35			1,443		1,408,997
Series 2006-1, Class 2A1, 3.33%, 02/25/36			738		740,625
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, 04/25/57^(a)(b)			2,318		2,272,143
Morgan Stanley Resecuritization Trust, Series 2015-R4, Class 4B1, 3.47%, 08/26/47^(a)(b)(c)			10,022		10,072,393
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, 09/25/56^(a)(b)			622		615,343
Prime Mortgage Trust^(b):
Series 2006-DR1, Class 1A2, 6.00%, 05/25/35			60		56,666
Series 2006-DR1, Class 2A1, 5.50%, 05/25/35			672		485,502
RALI Trust:
Series 2007-QH1, Class A1, 2.06%, 02/25/37^(a)			4,576		4,171,508
Series 2007-QS4, Class 3A2, 6.00%, 03/25/37			326		300,750
Residential Asset Securitization Trust, Series 2006-A15, Class A12, 6.25%, 01/25/37			399		274,623
RFMSI Trust, Series 2007-S7, Class A20, 6.00%, 07/25/37			85		80,639
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1, 3.84%, 04/25/47^(a)			435		346,951


Security		Par (000)		Value
Collateralized Mortgage Obligations (continued)
Structured Asset Mortgage Investments II Trust^(a):
Series 2005-AR3, Class 1A1, 2.44%, 08/25/35	USD		2,649	$	2,542,075
Series 2006-AR2, Class A1, 2.13%, 02/25/36			1,852		1,754,150
Series 2006-AR4, Class 3A1, 2.09%, 06/25/36^(c)			14,389		12,518,723
Series 2006-AR6, Class 2A1, 2.09%, 07/25/46			19,878		16,922,873
Series 2007-AR4, Class GA4B, 2.08%, 09/25/47			4,630		4,382,773
WaMu Mortgage Pass-Through Trust^(a):
Series 2007-OA4, Class 1A, 2.15%, 05/25/47			3,165		3,013,412
Series 2007-OA5, Class 1A, 2.13%, 06/25/47			10,706		10,520,698
Series 2007-OA6, Class 1A, 2.09%, 07/25/47			5,638		5,145,927
Washington Mutual Mortgage Pass-Through Certificates:
Series 2006-8, Class A5, 4.53%, 10/25/36^(e)			1,482		930,530
Series 2006-AR5, Class 1A, 2.36%, 06/25/46^(a)			8,568		6,252,755
Series 2007-OA1, Class 2A, 2.10%, 12/25/46^(a)			7,749		6,127,653
Series 2007-OA5, Class A1A, 2.22%, 05/25/47^(a)			5,208		4,548,097

					666,549,029

Commercial Mortgage-Backed Securities — 5.3%
245 Park Avenue Trust, Series 2017-245P, Class E, 3.78%, 06/05/37^(a)(b)			19,050		17,131,770
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 4.02%, 09/15/34^(a)(b)			29,015		29,015,972
AOA Mortgage Trust, Series 2015-1177, Class A, 2.96%, 12/13/29^(b)			2,750		2,709,761
Ashford Hospitality Trust, Series 2018-ASHF, Class D, 4.10%, 04/15/35^(a)(b)			4,500		4,500,000
Asset Securitization Corp., Series 1997-D5, Class B2, 6.93%, 02/14/43			636		648,231
Atrium Hotel Portfolio Trust^(a)(b):
Series 2017-ATRM, Class D, 3.85%, 12/15/36			11,310		11,310,007
Series 2017-ATRM, Class E, 4.95%, 12/15/36			3,910		3,910,002
Aventura Mall Trust^(a)(b):
Series 2013-AVM, Class A, 3.87%, 12/05/32			4,250		4,313,516
Series 2013-AVM, Class E, 3.87%, 12/05/32			5,635		5,614,567
BAMLL Commercial Mortgage Securities Trust^(a)(b):
Series 2013-DSMZ, Class M, 7.59%, 09/15/18			10,000		9,999,900
Series 2013-DSNY, Class E, 4.50%, 09/15/26			560		559,945
Series 2013-DSNY, Class F, 5.40%, 09/15/26			5,744		5,736,152
Series 2015-200P, Class F, 3.72%, 04/14/33			5,991		5,575,029
Series 2016-ISQ, Class E, 3.73%, 08/14/34^(c)			23,440		21,037,400
Series 2017-SCH, Class CL, 3.40%, 11/15/32			3,225		3,225,000
Series 2017-SCH, Class DL, 3.90%, 11/15/32			3,965		3,965,000
Banc of America Commercial Mortgage Trust, Series 2007-1, Class AMFX, 5.48%, 01/15/49^(a)			966		978,647
Bayview Commercial Asset Trust^(a)(b):
Series 2005-2A, Class A1, 2.21%, 08/25/35			5,605		5,320,323
Series 2005-3A, Class A1, 2.22%, 11/25/35			1,351		1,298,642
Series 2006-3A, Class A1, 2.15%, 10/25/36			4,781		4,554,542
Series 2007-1, Class A1, 2.12%, 03/25/37			8,215		7,836,204
Series 2007-3, Class A2, 2.19%, 07/25/37			7,284		6,807,981
Bayview Commercial Mortgage Pass-Through Trust, Series 2006-SP1, Class M3, 2.47%, 04/25/36^(a)(b)			5,625		5,600,151
BBCMS Mortgage Trust, Series 2018-TALL, Class D, 3.35%, 03/15/37^(a)(b)			2,000		1,987,475
BBCMS Trust, Series 2015-STP, Class E, 4.43%, 09/10/28^(a)(b)			375		359,383
BB-UBS Trust, Series 2012-SHOW, Class E, 4.16%, 11/05/36^(a)(b)			2,672		2,507,301
Bear Stearns Commercial Mortgage Securities Trust^(a):
Series 2004-T16, Class G, 5.32%, 02/13/46^(b)			2,817		2,833,857
Series 2005-PW10, Class B, 5.79%, 12/11/40			4,000		4,108,002
BENCHMARK Mortgage Trust, Series 2018-B3, Class D, 3.06%, 04/10/51^(b)			3,330		2,735,353


Security		Par (000)		Value
Commercial Mortgage-Backed Securities (continued)
BHMS Mortgage Trust, Series 2014-ATLS, Class BFX, 4.24%, 07/05/33^(b)	USD		7,415	$	7,432,668
BWAY Mortgage Trust^(b):
Series 2013-1515, Class D, 3.63%, 03/10/33			3,600		3,481,235
Series 2013-1515, Class E, 3.72%, 03/10/33			2,000		1,918,802
Series 2013-1515, Class F, 4.06%, 03/10/33^(a)			11,155		10,576,073
Series 2015-1740, Class E, 4.81%, 01/10/35^(a)			2,000		1,893,024
BXP Trust^(a)(b):
Series 2017-CC, Class D, 3.67%, 08/13/37			6,800		6,370,172
Series 2017-CC, Class E, 3.67%, 08/13/37^(c)			14,220		12,295,892
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class D, 4.50%, 10/15/34^(a)(b)			2,550		2,571,213
CCRESG Commercial Mortgage Trust, Series 2016-HEAT, Class D, 5.67%, 04/10/29^(a)(b)			3,040		2,997,360
CFCRE Commercial Mortgage Trust:
Series 2011-C1, Class C, 6.28%, 04/15/44^(a)(b)			3,027		3,180,374
Series 2016-C4, Class C, 5.04%, 05/10/58^(a)			3,330		3,368,493
Series 2018-TAN, Class C, 5.29%, 02/15/33^(b)			2,100		2,144,689
CGBAM Commercial Mortgage Trust^(b):
Series 2015-SMRT, Class B, 3.21%, 04/10/28			415		410,934
Series 2015-SMRT, Class E, 3.91%, 04/10/28^(a)			2,550		2,530,974
Series 2015-SMRT, Class F, 3.91%, 04/10/28^(a)			800		790,827
CGDB Commercial Mortgage Trust, Series 2017-BIO, Class D, 3.60%, 05/15/30^(a)(b)			375		375,236
CGDBB Commercial Mortgage Trust^(a)(b):
Series 2017-BIOC, Class A, 2.69%, 07/15/32			1,740		1,746,541
Series 2017-BIOC, Class D, 3.50%, 07/15/32			7,220		7,224,515
Series 2017-BIOC, Class E, 4.05%, 07/15/32			10,420		10,420,010
Citigroup Commercial Mortgage Trust:
Series 2014-GC19, Class C, 5.06%, 03/10/47^(a)			2,278		2,315,904
Series 2015-GC27, Class C, 4.58%, 02/10/48^(a)			3,000		2,918,870
Series 2016-C1, Class C, 5.12%, 05/10/49^(a)			2,870		2,909,424
Series 2016-GC37, Class AS, 3.57%, 04/10/49			2,640		2,678,928
Series 2016-GC37, Class D, 2.79%, 04/10/49^(b)			4,176		3,200,732
Series 2016-P3, Class C, 5.00%, 04/15/49^(a)			1,271		1,294,551
Series 2016-P6, Class C, 4.43%, 12/10/49^(a)			2,400		2,339,976
Series 2016-SMPL, Class D, 3.52%, 09/10/31^(b)			1,730		1,698,900
Series 2016-SMPL, Class E, 4.51%, 09/10/31^(b)			3,080		3,044,907
CLNS Trust^(a)(b):
Series 2017-IKPR, Class A, 2.70%, 06/11/32			1,080		1,081,008
Series 2017-IKPR, Class E, 5.40%, 06/11/32			3,980		4,007,395
Commercial Mortgage Trust:
Series 2005-C6, Class F, 5.85%, 06/10/44^(a)(b)			3,466		3,523,426
Series 2012-LC4, Class A4, 3.29%, 12/10/44			1,435		1,433,956
Series 2013-300P, Class D, 4.54%, 08/10/30^(a)(b)			3,000		3,022,354
Series 2013-CR7, Class ASB, 2.74%, 03/10/46			956		949,210
Series 2013-SFS, Class A1, 1.87%, 04/12/35^(b)			531		510,812
Series 2014-CR15, Class ASB, 3.60%, 02/10/47			4,208		4,252,356
Series 2014-CR15, Class C, 4.91%, 02/10/47^(a)			2,050		2,075,741
Series 2014-CR18, Class ASB, 3.45%, 07/15/47			3,000		3,022,116
Series 2014-CR21, Class A2, 3.10%, 12/10/47			3,280		3,290,478
Series 2014-FL5, Class A, 3.27%, 10/15/31^(a)(b)			24		23,557
Series 2014-FL5, Class HFL1, 5.15%, 07/15/31^(a)(b)(c)			3,261		3,180,786
Series 2014-FL5, Class HFL2, 6.05%, 07/15/31^(a)(b)(c)			1,590		1,590,994
Series 2014-LC15, Class ASB, 3.53%, 04/10/47			3,500		3,532,238
Series 2014-PAT, Class E, 5.05%, 08/13/27^(a)(b)			1,000		1,010,875
Series 2014-PAT, Class F, 4.34%, 08/13/27^(a)(b)			2,000		1,992,444
Series 2014-PAT, Class G, 3.49%, 08/13/27^(a)(b)			1,040		1,025,463
Series 2014-TWC, Class C, 3.75%, 02/13/32^(a)(b)			8,000		8,025,071
Series 2014-TWC, Class E, 5.15%, 02/13/32^(a)(b)			1,910		1,932,706
Series 2015-CR22, Class C, 4.26%, 03/10/48^(a)			1,635		1,587,709
Series 2015-CR23, Class B, 4.18%, 05/10/48^(a)			9,520		9,499,027
Series 2015-CR23, Class CMC, 3.81%, 05/10/48^(a)(b)			7,688		7,651,233


Security		Par (000)			Value
Commercial Mortgage-Backed Securities (continued)
Series 2015-CR23, Class CMD, 3.81%, 05/10/48^(a)(b)	USD		18,170		$	17,963,616
Series 2015-CR23, Class CME, 3.81%, 05/10/48^(a)(b)			2,180			2,135,921
Series 2015-CR23, Class D, 4.39%, 05/10/48^(a)			4,650			3,789,655
Series 2015-CR23, Class E, 3.23%, 05/10/48^(b)			1,470			948,291
Series 2015-CR25, Class C, 4.70%, 08/10/48^(a)			1,024			1,007,177
Series 2015-CR25, Class D, 3.95%, 08/10/48^(a)			1,929			1,565,756
Series 2015-LC19, Class C, 4.40%, 02/10/48^(a)			8,623			8,512,321
Series 2015-LC19, Class D, 2.87%, 02/10/48^(b)			3,762			3,088,972
Series 2015-LC21, Class C, 4.45%, 07/10/48^(a)			6,010			5,789,325
Series 2015-PC1, Class ASB, 3.61%, 07/10/50			1,600			1,611,146
Series 2016-667M, Class D, 3.28%, 10/10/36^(a)(b)			3,200			2,950,402
Series 2017-COR2, Class D, 3.00%, 09/10/50^(b)			3,425			2,753,220
Series 2017-DLTA, Class E, 3.86%, 08/15/35^(a)(b)			5,222			5,161,790
Series 2017-DLTA, Class F, 4.48%, 08/15/35^(a)(b)			4,204			4,148,760
Core Industrial Trust^(b):
Series 2015-CALW, Class G, 3.98%, 02/10/34^(a)			6,060			5,743,246
Series 2015-TEXW, Class A, 3.08%, 02/10/34			2,564			2,548,244
Series 2015-TEXW, Class D, 3.98%, 02/10/34^(a)			1,500			1,499,797
Series 2015-TEXW, Class E, 3.98%, 02/10/34^(a)			3,570			3,504,876
Series 2015-TEXW, Class F, 3.98%, 02/10/34^(a)			10,400			9,998,542
Series 2015-WEST, Class E, 4.37%, 02/10/37^(a)			6,400			6,241,754
Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C3, Class C, 4.95%, 07/15/37^(a)			1,060			1,085,511
Credit Suisse Mortgage Capital Certificates, Series 2015-GLPB, Class A, 3.64%, 11/15/34^(b)			3,995			4,038,397
CSAIL Commercial Mortgage Trust:
Series 2015-C2, Class ASB, 3.22%, 06/15/57			1,440			1,423,036
Series 2016-C6, Class C, 4.91%, 01/15/49^(a)			3,950			4,004,240
CSMC Trust, Series 2017-CHOP, Class E, 5.20%, 07/15/32^(a)(b)			7,237			7,280,282
DBJPM Mortgage Trust, Series 2016-C3, Class D, 3.63%, 09/10/49^(a)(b)			8,736			7,225,034
DBUBS Mortgage Trust^(a)(b)(c):
Series 2017-BRBK, Class E, 3.65%, 10/10/34			20,429			19,336,762
Series 2017-BRBK, Class F, 3.65%, 10/10/34			3,710			3,345,016
Four Times Square Trust Commercial Mortgage Pass-Through Certificates, Series 2006-4TS, Class A, 5.40%, 12/13/28^(b)			2,711			2,848,186
GAHR Commercial Mortgage Trust^(b):
Series 2015-NRF, Class AFX, 3.23%, 12/15/34			2,195			2,196,707
Series 2015-NRF, Class EFX, 3.49%, 12/15/34^(a)			7,373			7,292,905
Series 2015-NRF, Class FFX, 3.49%, 12/15/34^(a)			3,432			3,367,970
GRACE Mortgage Trust^(b):
Series 2014-GRCE, Class A, 3.37%, 06/10/28			5,200			5,225,107
Series 2014-GRCE, Class F, 3.71%, 06/10/28^(a)			21,685			21,191,573
GS Mortgage Securities Corp. II:
Series 2005-ROCK, Class J, 5.86%, 05/03/32^(b)			1,500			1,670,297
Series 2013-GC10, Class AAB, 2.56%, 02/10/46			1,902			1,878,744
Series 2013-KING, Class C, 3.55%, 12/10/27^(a)(b)			5,600			5,574,525
Series 2013-KING, Class D, 3.55%, 12/10/27^(a)(b)			3,750			3,713,446
Series 2013-KING, Class E, 3.55%, 12/10/27^(a)(b)			11,600			11,385,023
Series 2015-GC30, Class A2, 2.73%, 05/10/50			2,000			1,982,209
GS Mortgage Securities Corp. Trust^(a)(b):
Series 2016-RENT, Class C, 4.20%, 02/10/29			2,550			2,567,747
Series 2017-500K, Class D, 3.20%, 07/15/32			1,130			1,131,767
Series 2017-500K, Class E, 3.40%, 07/15/32			1,550			1,553,396
Series 2017-500K, Class F, 3.70%, 07/15/32			1,060			1,062,988
Series 2017-500K, Class G, 4.40%, 07/15/32			580			581,997
GS Mortgage Securities Trust:
Series 2012-GCJ7, Class A4, 3.38%, 05/10/45			—	^(d)		—
Series 2013-GC12, Class AAB, 2.68%, 06/10/46			3,340			3,310,926
Series 2013-GC16, Class AAB, 3.81%, 11/10/46			2,700			2,747,713
Series 2014-GC20, Class AAB, 3.66%, 04/10/47			3,395			3,435,122


Security		Par (000)		Value
Commercial Mortgage-Backed Securities (continued)
Series 2014-GC22, Class D, 4.80%, 06/10/47^(a)(b)	USD		2,145	$	1,813,690
Series 2014-GC24, Class AAB, 3.65%, 09/10/47			4,490		4,548,092
Series 2015-GC32, Class C, 4.56%, 07/10/48^(a)			2,085		2,054,177
Series 2015-GC32, Class D, 3.35%, 07/10/48			10,120		8,158,594
Series 2017-GS7, Class D, 3.00%, 08/10/50^(b)			2,749		2,253,071
Series 2017-GS7, Class E, 3.00%, 08/10/50^(b)			1,260		1,000,746
Hilton Orlando Trust, Series 2018-ORL, Class E, 4.55%, 12/15/34^(a)(b)			4,340		4,361,710
Hospitality Mortgage Trust, Series 2017-HIT, Class A, 2.75%, 05/08/30^(a)(b)			790		791,234
JPMBB Commercial Mortgage Securities Trust^(a):
Series 2013-C14, Class ASB, 3.76%, 08/15/46			3,950		4,009,142
Series 2015-C33, Class D1, 4.27%, 12/15/48^(b)			1,898		1,768,158
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D, 4.80%, 03/15/50^(a)(b)			7,320		6,972,610
JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class D, 4.73%, 03/15/50^(a)(b)			2,170		2,030,030
JPMorgan Chase Commercial Mortgage Securities:
Series 2003-PM1A, Class G, 6.34%, 08/12/40^(a)(b)(c)			3,830		3,883,319
Series 2009-IWST, Class A2, 5.63%, 12/05/27^(b)			4,318		4,484,104
Series 2012-C6, Class A3, 3.51%, 05/15/45			2,459		2,472,240
Series 2012-CBX, Class A4, 3.48%, 06/15/45			6,150		6,178,001
Series 2012-HSBC, Class A, 3.09%, 07/05/32^(b)			2,678		2,658,548
Series 2013-LC11, Class ASB, 2.55%, 04/15/46			3,644		3,597,081
Series 2014-CBM, Class E, 5.75%, 10/15/29^(a)(b)			4,700		4,699,995
Series 2015-JP1, Class D, 4.40%, 01/15/49^(a)			5,750		5,354,834
Series 2015-JP1, Class E, 4.40%, 01/15/49^(a)(b)			1,560		1,351,876
Series 2015-UES, Class D, 3.74%, 09/05/32^(a)(b)			2,630		2,617,039
Series 2015-UES, Class E, 3.74%, 09/05/32^(a)(b)			3,750		3,689,761
Series 2017-MAUI, Class D, 3.85%, 07/15/34^(a)(b)			1,480		1,485,092
Series 2017-MAUI, Class E, 4.85%, 07/15/34^(a)(b)			7,780		7,809,209
Series 2017-MAUI, Class F, 5.65%, 07/15/34^(a)(b)			2,100		2,110,513
LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class AM, 6.11%, 07/15/40^(a)			375		374,780
LCCM Mortgage Trust, Series 2014-909, Class E, 4.03%, 05/15/31^(a)(b)			2,500		2,389,491
Lone Star Portfolio Trust^(a)(b):
Series 2015-LSP, Class D, 5.90%, 09/15/28			2,450		2,467,331
Series 2015-LSP, Class E, 7.50%, 09/15/28			12,170		12,272,706
LSTAR Commercial Mortgage Trust, Series 2017-5, Class C, 4.87%, 03/10/50^(a)(b)			3,375		2,968,761
MAD Mortgage Trust^(a)(b):
Series 2017-330M, Class D, 4.11%, 08/15/34			3,305		3,223,154
Series 2017-330M, Class E, 4.17%, 08/15/34			7,050		6,687,418
Madison Avenue Trust, Series 2013-650M, Class D, 4.17%, 10/12/32^(a)(b)			6,670		6,669,388
Merrill Lynch Mortgage Trust, Series 2005-CIP1, Class D, 5.79%, 07/12/38^(a)			1,459		1,419,432
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2014-C18, Class A2, 3.19%, 10/15/47			5,150		5,171,268
Series 2014-C19, Class A2, 3.10%, 12/15/47			5,000		5,016,354
Series 2015-C23, Class A2, 2.98%, 07/15/50			4,500		4,491,411
Series 2015-C23, Class D, 4.27%, 07/15/50^(a)(b)			2,800		2,437,448
Series 2015-C25, Class D, 3.07%, 10/15/48			10,847		8,920,416
Series 2015-C26, Class D, 3.06%, 10/15/48^(b)			3,612		2,880,911
Series 2017-C33, Class C, 4.56%, 05/15/50^(a)			3,161		3,156,999
Morgan Stanley Capital I, Series 2017-HR2, Class D, 2.73%, 12/15/50			1,570		1,234,083
Morgan Stanley Capital I Trust:
Series 2006-IQ11, Class C, 6.37%, 10/15/42^(a)			2,670		2,774,035
Series 2014-CPT, Class E, 3.56%, 07/13/29^(a)(b)			950		929,591
Series 2014-CPT, Class F, 3.56%, 07/13/29^(a)(b)			11,250		10,965,866
Series 2014-CPT, Class G, 3.56%, 07/13/29^(a)(b)			3,392		3,265,381


Security		Par (000)			Value
Commercial Mortgage-Backed Securities (continued)
Series 2014-MP, Class A, 3.47%, 08/11/33^(b)	USD		1,500		$	1,499,390
Series 2015-MS1, Class D, 4.16%, 05/15/48^(a)(b)			7,725			6,546,779
Series 2015-XLF2, Class AFSB, 4.65%, 08/15/26^(a)(b)			3,000			3,000,000
Series 2017-CLS, Class F, 4.50%, 11/15/34^(a)(b)			7,904			7,928,831
Series 2017-H1, Class D, 2.55%, 06/15/50^(b)			7,130			5,470,920
Series 2017-PRME, Class D, 5.30%, 02/15/34^(a)(b)			2,520			2,519,977
Morgan Stanley Capital I, Inc.^(a)(b):
Series 2017-JWDR, Class D, 3.85%, 11/15/34			2,290			2,300,070
Series 2017-JWDR, Class E, 4.95%, 11/15/34			3,350			3,369,995
Olympic Tower Mortgage Trust, Series 2017-OT, Class E, 4.08%, 05/10/39^(a)(b)			10,640			10,006,851
RAIT Trust^(a)(b):
Series 2017-FL7, Class A, 2.85%, 06/15/37			952			952,641
Series 2017-FL7, Class C, 4.40%, 06/15/37			990			989,997
Resource Capital Corp. Ltd.^(a)(b):
Series 2015-CRE4, Class B, 4.90%, 08/15/32			3,478			3,443,455
Series 2017-CRE5, Class B, 3.90%, 07/15/34			2,086			2,086,295
RSO Repo SPE Trust, 5.25%, 09/15/20^(a)(c)			9,483			9,483,183
Velocity Commercial Capital Loan Trust, Series 2014-1, Class M6, 8.23%, 09/25/44^(a)(b)(c)			3,309			3,441,360
VNDO Mortgage Trust^(b):
Series 2012-6AVE, Class E, 3.45%, 11/15/30^(a)			3,000			2,860,680
Series 2013-PENN, Class A, 3.81%, 12/13/29			4,575			4,625,601
Series 2013-PENN, Class D, 4.08%, 12/13/29^(a)			5,060			5,048,975
Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class AM, 6.21%, 02/15/51^(a)			1,298			1,330,736
Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class A, 3.25%, 06/15/29^(a)(b)			410			410,274
Wells Fargo Commercial Mortgage Trust:
Series 2015-C27, Class D, 3.77%, 02/15/48^(b)			3,750			2,989,356
Series 2015-NXS3, Class B, 4.64%, 09/15/57^(a)			1,600			1,610,976
Series 2015-NXS4, Class D, 3.75%, 12/15/48^(a)			2,090			1,817,466
Series 2015-P2, Class D, 3.24%, 12/15/48^(b)			1,093			841,571
Series 2016-C34, Class C, 5.20%, 06/15/49^(a)			1,980			2,011,549
Series 2016-C37, Class C, 4.64%, 12/15/49^(a)			4,000			3,979,082
Series 2016-LC25, Class C, 4.58%, 12/15/59^(a)			8,320			7,932,924
Series 2016-NXS5, Class D, 5.04%, 01/15/59^(a)			2,750			2,639,280
Series 2016-NXS6, Class C, 4.45%, 11/15/49^(a)			4,783			4,695,702
Series 2017-C39, Class C, 4.12%, 09/15/50			1,690			1,621,735
Series 2017-C39, Class D, 4.50%, 09/15/50^(a)(b)			1,690			1,537,619
Series 2018-BXI, Class E, 4.05%, 12/15/36^(a)(b)			1,510			1,505,699
WFCM_18-C44:
Series 2018-C44, Class C, 1.00%, 05/14/51^(a)			1,570			1,562,222
Series 2018-C44, Class D, 3.00%, 05/14/51^(b)			2,150			1,665,986
WFRBS Commercial Mortgage Trust:
Series 2012-C6, Class A4, 3.44%, 04/15/45			4,390			4,412,270
Series 2013-C12, Class ASB, 2.84%, 03/15/48			4,931			4,904,429
Series 2014-C20, Class ASB, 3.64%, 05/15/47			1,550			1,567,652
Series 2014-C22, Class C, 3.91%, 09/15/57^(a)			1,300			1,229,529

						879,661,876
Interest Only Commercial Mortgage-Backed Securities — 0.4%^(a)
BBCMS Trust^(b):
Series 2015-SRCH, Class XA, 1.12%, 08/10/35			78,000			5,326,620
Series 2015-SRCH, Class XB, 0.30%, 08/10/35			35,000			583,800
CFCRE Commercial Mortgage Trust:
Series 2016-C4, Class XA, 1.91%, 05/10/58			18,415			1,847,109
Series 2016-C6, Class XA, 1.34%, 11/10/49			65,380			4,873,761
Citigroup Commercial Mortgage Trust:
Series 2014-GC19, Class XA, 1.35%, 03/10/47			18,349			888,870
Series 2016-P3, Class XA, 1.87%, 04/15/49			20,477			1,960,257
Commercial Mortgage Pass-Through Certificates, Series 2014-CR14, Class XA, 0.92%, 02/10/47			—	^(d)		—


Security		Par (000)		Value
Interest Only Commercial Mortgage-Backed Securities (continued)
Commercial Mortgage Trust:
Series 2014-CR15, Class XA, 1.34%, 02/10/47	USD		47,710	$	1,660,225
Series 2014-UBS5, Class XB2, 0.84%, 09/10/47^(b)			12,675		535,012
Series 2015-CR25, Class XA, 1.09%, 08/10/48			65,476		3,367,073
CSAIL Commercial Mortgage Trust, Series 2016-C5, Class XA, 1.19%, 11/15/48			17,358		904,160
GS Mortgage Securities Corp. II, Series 2013-KING, Class XA, 0.84%, 12/10/27^(b)			36,489		358,301
GS Mortgage Securities Trust, Series 2014-GC20, Class XA, 1.17%, 04/10/47			991		44,953
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA, 1.06%, 09/15/47			14,033		604,066
JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC, 0.75%, 12/15/49^(b)			40,477		2,041,660
JPMorgan Chase Commercial Mortgage Securities:
Series 2016-JP4, Class XA, 0.95%, 12/15/49^(c)			24,379		1,062,766
Series 2016-WPT, Class XCP, 1.20%, 10/15/18^(b)			97,333		531,438
LSTAR Commercial Mortgage Trust, Series 2017-5, Class X, 1.39%, 03/10/50^(b)			52,544		2,663,929
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2014-C15, Class XB, 0.49%, 04/15/47^(b)			80,982		1,582,728
Series 2015-C22, Class XA, 1.27%, 04/15/48			28,353		1,522,361
Series 2015-C26, Class XA, 1.25%, 10/15/48			43,171		2,544,724
Series 2015-C26, Class XD, 1.50%, 10/15/48^(b)			12,675		1,074,587
Series 2016-C28, Class XA, 1.43%, 01/15/49			19,740		1,388,527
Series 2016-C31, Class XA, 1.59%, 11/15/49			51,215		4,398,649
Series 2016-C32, Class XA, 0.91%, 12/15/49			32,652		1,588,609
Morgan Stanley Capital I Trust:
Series 2016-BNK2, Class XA, 1.24%, 11/15/49			52,199		3,375,628
Series 2016-UBS9, Class XD, 1.69%, 03/15/49^(b)(c)			13,600		1,327,632
Natixis Commercial Mortgage Securities Trust^(b):
Series 2017-75B, Class XA, 0.34%, 04/09/37			40,610		754,806
Series 2017-75B, Class XB, 0.11%, 04/09/37			27,000		128,887
VNDO Mortgage Trust, Series 2013-PENN, Class XA, 0.27%, 12/13/29^(b)			121,745		551,505
Wells Fargo Commercial Mortgage Trust:
Series 2016-BNK1, Class XD, 1.41%, 08/15/49^(b)			11,784		946,491
Series 2016-C33, Class XA, 1.96%, 03/15/59			36,401		3,449,491
Series 2016-LC25, Class XA, 1.23%, 12/15/59			69,530		4,140,904
WFRBS Commercial Mortgage Trust:
Series 2013-C14, Class XA, 0.92%, 06/15/46			38,849		1,166,883
Series 2014-C20, Class XB, 0.75%, 05/15/47			57,079		1,838,608
Series 2014-LC14, Class XA, 1.46%, 03/15/47			61,309		2,834,699

					63,869,719
Total Non-Agency Mortgage-Backed Securities — 9.8% (Cost: $1,570,695,700)					1,610,080,624


	Shares
Participation Notes — 0.1%

Capital Markets — 0.1%
Deutsche Bank AG/London (Deutsche Bank AG, Class ), due 11/29/2024 – 02/01/2028^(f)		3,067,500	$	18,555,084

				18,555,084

Total Participation Notes — 0.1% (Cost: $21,545,402)				18,555,084


Security		Par (000)		Value
Preferred Securities — 4.0%

Capital Trusts — 3.3%^(h)

Banks — 1.6%^(a)(h)
Bank of America Corp.
Series X, 6.25%	USD		36,885	$	38,452,612
Series AA, 6.10%			2,000		2,072,500
Series FF, 5.87%			18,200		18,163,600
Citigroup, Inc.
Series N, 5.80%			3,000		3,093,750
5.90%			6,839		6,988,603
Series M, 6.30%			8,600		8,791,350
Series P, 5.95%			23,541		23,835,263
Citizens Financial Group, Inc., 5.50%			5,500		5,637,500
Fifth Third Bancorp, Series J, 4.90%			14,175		14,245,875
JPMorgan Chase & Co.
Series V, 5.00%			3,000		3,042,000
Series Q, 5.15%			13,796		13,658,040
Series R, 6.00%			10,000		10,171,800
Series X, 6.10%			3,000		3,108,750
Lloyds Banking Group plc, 6.66%^(b)			3,000		3,247,500
M&T Bank Corp., Series F, 5.13%			14,800		14,734,880
SunTrust Banks, Inc.
Series G, 5.05%			30,245		29,830,643
Series H, 5.13%			16,825		16,109,938
Wells Fargo & Co.
Series S, 5.90%			25,859		26,311,533
Series U, 5.88%			2,000		2,070,000

					243,566,137
Capital Markets — 0.7%^(a)
Bank of New York Mellon Corp. (The), Series F, 4.62%			29,850		28,730,625
Goldman Sachs Group, Inc. (The)
Series M, 5.38%			12,395		12,673,888
Series P, 5.00%			47,460		45,591,974
Series O, 5.30%			4,315		4,271,850
Morgan Stanley, Series H, 5.45%			2,000		2,032,500
Northern Trust Corp., Series D, 4.60%			17,700		17,257,500

					110,558,337
Consumer Finance — 0.3%^(a)
Capital One Financial Corp., Series E, 5.55%			1,198		1,233,940
Discover Financial Services, Series C, 5.50%			24,300		23,814,000
General Motors Financial Co., Inc., Series A, 5.75%			39,825		39,267,450

					64,315,390
Insurance — 0.1%^(a)
Progressive Corp. (The), Series B, 5.37%			9,110		9,144,163
XLIT Ltd., Series E, 4.81%			18,160		18,137,300

					27,281,463
Media — 0.0%
NBCUniversal Enterprise, Inc., 5.25%^(b)			146		150,015

Oil, Gas & Consumable Fuels — 0.6%^(a)
Andeavor Logistics LP, Series A, 6.87%			47,097		47,874,100
EnLink Midstream Partners LP, Series C, 6.00%			9,900		9,281,250
Plains All American Pipeline LP, Series B, 6.13%			33,500		32,578,750

					89,734,100
Total Capital Trusts — 3.3% (Cost: $539,623,732)					535,605,442


Security	Shares		Value

Preferred Stocks — 0.7%

Automobiles — 0.0%
Bayerische Motoren Werke AG (Preference), 4.75%		24,664	$	2,381,272

Banks — 0.1%^(a)
GMAC Capital Trust I, Series 2, 7.62%		182,724		4,858,631
KeyCorp, Series E, 6.13%^(h)		375,000		10,173,750

				15,032,381
Capital Markets — 0.3%
Morgan Stanley, Series K, 5.85%^(a)(h)		1,995,000		51,171,750

Consumer Finance — 0.1%
SLM Corp., Series B, 3.82%^(a)(h)		122,000		8,662,000

Electric Utilities — 0.0%
Entergy Arkansas, Inc.:
4.90%, 12/01/52^(f)		102,000		2,454,120
4.88%, 09/01/66		93,168		2,255,597
Entergy Louisiana LLC, 4.88%		32,274		782,322
Entergy Mississippi, Inc., 4.90%		94,932		2,291,658
Entergy Texas, Inc., 5.63%		146,739		3,719,834

				11,503,531
Equity Real Estate Investment Trusts (REITs) — 0.0%^(b)^(f)(h)
Firstar Realty LLC, 8.88%		5,000		5,900,000
Suntrust Real Estate Investment Corp., 9.00%^(c)		15		1,684,381

				7,584,381
Technology Hardware, Storage & Peripherals — 0.2%
Samsung Electronics Co. Ltd. (Preference), 1.36%		13,580		27,018,866

Total Preferred Stocks — 0.7% (Cost: $115,997,965)				123,354,181


Total Preferred Securities — 4.0% (Cost: $655,621,697)				658,959,623


		Par (000)
U.S. Government Sponsored Agency Securities — 0.6%

Collateralized Mortgage Obligations — 0.1%
Federal Home Loan Mortgage Corp.:
Series 4482, Class DH, 3.00%, 06/15/42	USD		1,029	1,028,269
Series 4459, Class BN, 3.00%, 08/15/43			1,837	1,802,737
Series 4493, Class PA, 3.00%, 02/15/44			1,387	1,379,412
Series 4274, Class PN, 3.50%, 10/15/35			974	986,144
Series 4390, Class CA, 3.50%, 06/15/50			1,095	1,102,386
Series 4494, Class KA, 3.75%, 10/15/42			1,688	1,720,912
Federal National Mortgage Association:
Series 2013-133, 3.00%, 05/25/36			568	566,180
Series 2016-76, Class ME, 3.00%, 01/25/46			5,095	5,002,578
Series 2016-49, Class DA, 3.50%, 10/25/42			876	879,584
Government National Mortgage Association, Series 2013-131, Class PA, 3.50%, 06/16/42			2,831	2,863,595

				17,331,797
Commercial Mortgage-Backed Securities — 0.0%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates:
Series KJ05, Class A2, 2.16%, 10/25/21			1,316	1,279,535
Series KIR2, Class A1, 2.75%, 03/25/27			3,659	3,585,274
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2013-KF02, Class B, (LIBOR USD 1 Month + 3.00%), 4.88%, 12/25/45^(b)(i)			328	328,075

				5,192,884


Security		Par (000)		Value
Interest Only Commercial Mortgage-Backed Securities — 0.0%^(a)
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes
Series K714, Class X1, 0.81%, 10/25/20	USD		55,977		757,483
Series KW01, Class X1, 1.12%, 01/25/26			5,427		323,980
Series K055, Class X1, 1.50%, 03/25/26			22,643		1,996,288
Federal National Mortgage Association ACES Variable Rate Notes, Series 2013-M5, Class X2, 2.30%, 01/25/22			2,459		105,160

					3,182,911
Mortgage-Backed Securities — 0.5%
Federal Home Loan Mortgage Corp.:
2.50%, 11/01/27 - 08/01/32			9,081		8,864,037
3.50%, 07/01/32 - 06/01/35			5,285		5,349,020
4.00%, 07/01/26 - 03/01/29			3,355		3,497,411
Federal Home Loan Mortgage Corp. Variable Rate Notes, (LIBOR USD 12 Month + 1.63%, 7.94% Cap), 2.93%, 11/01/45⁽ⁱ⁾			3,704		3,686,271
Federal National Mortgage Association:
2.50%, 12/01/27 - 12/01/32			29,377		28,650,807
3.00%, 09/01/28 - 09/01/32			19,353		19,236,260
3.50%, 06/01/32			1,697		1,720,781
4.00%, 05/01/27			1,347		1,382,495
4.50%, 04/01/24 - 11/01/26			940		973,344

					73,360,426
Total U.S. Government Sponsored Agency Securities — 0.6% (Cost: $102,095,084)					99,068,018


Total Long-Term Investments — 97.2% (Cost: $15,750,617,461)					15,988,105,601


	Shares
Short-Term Securities — 10.7%^(o)

BlackRock Liquidity Funds, T-Fund, Institutional Class, 1.56%^(q)		1,184,233,560		1,184,233,560
JPMorgan US Treasury Plus Money Market Fund, Agency Class, 1.52%		30,746,952		30,746,952
SL Liquidity Series LLC, Money Market Series, 1.99%^(p)(q)		542,018,478		542,018,478


Total Short-Term Securities — 10.7% (Cost: $1,756,960,364)				1,756,998,990


Total Investments — 107.9% (Cost: $17,507,577,825)				17,745,104,591


Liabilities in Excess of Other Assets — (7.9)%			(1,298,327,215)

Net Assets — 100.0%			$	16,446,777,376

^(a)	Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

^(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)	Amount is less than $500.

^(e)	Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end.

^(f)	Non-income producing security.

^(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)	Perpetual security with no stated maturity date.

The following reference rates, and their values as of period end, are used for security descriptions

The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy:

During the period ended April 30, 2018, there were no transfers between Level 1 and Level 2.

A reconciliation of Level 3 investments is presented when the Fund 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:

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


Futures Contracts
Description	Number of Contracts	Expiration Date	Notional Amount (000)		Value/Unrealized Appreciation(Depreciation)
Long Contracts
DAX Index	7	06/15/18	$	2,665	$	63,473
EURO STOXX 50 Index	1,039	06/15/18		43,588		1,549,107
MSCI Emerging Markets E-Mini Index	344	06/15/18		19,818		(988,398	)
S&P 500 E-Mini Index	463	06/15/18		61,278		(585,617	)
U.S. Treasury 10 Year Note	67	06/20/18		8,015		8,288
U.S. Treasury Long Bond	35	06/20/18		5,035		56,650
U.S. Treasury 2 Year Note	296	06/29/18		62,766		(156,568	)
U.S. Treasury 5 Year Note	214	06/29/18		24,291		(134,013	)

					$	(187,078	)

Short Contracts
Euro-Bobl	1	06/07/18		158	$	(623	)
Euro-Schatz	1	06/07/18		135		(68	)
EUR Currency	71	06/18/18		10,759		239,485
JPY Currency	24	06/18/18		2,753		89,222
U.S. Treasury 10 Year Ultra Note	16	06/20/18		2,046		7,521
U.S. Treasury Ultra Bond	7	06/20/18		1,100		(23,010	)

					$	312,527

					$	125,449


Reference Obligation/Index	Financing Rate Paid by the Fund			Payment Frequency		Counterparty	Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Australia & New Zealand Banking Group Ltd.		1.00	%		Quarterly	JP Morgan Chase Bank NA		12/20/20		USD	120	$	(2,436	)	$	(412	)	$	(2,024	)
Australia & New Zealand Banking Group Ltd.		1.00	%		Quarterly	JP Morgan Chase Bank NA		12/20/20		USD	80		(1,608	)		(292	)		(1,316	)
Standard Chartered Bank		1.00	%		Quarterly	BNP Paribas SA		12/20/20		EUR	40		(1,118	)		512			(1,630	)
Standard Chartered Bank		1.00	%		Quarterly	BNP Paribas SA		12/20/20		EUR	20		(559	)		272			(831	)
Standard Chartered Bank		1.00	%		Quarterly	Morgan Stanley & Co. International plc		12/20/20		EUR	10		(280	)		139			(419	)
Republic of Indonesia		1.00	%		Quarterly	Citibank NA		06/20/23		USD	220		287			102			185

												$	(5,714	)	$	321		$	(6,035	)


AUD		Australian Dollar
BRL		Brazilian Real
CAD		Canadian Dollar
CHF		Swiss Franc
EGP		Egyptian Pound
EUR		Euro
GBP		British Pound
HKD		Hong Kong Dollar
IDR		Indonesian Rupiah
JPY		Japanese Yen
MXN		Mexican Peso
NOK		Norwegian Krone
RUB		New Russian Ruble
TRY		Turkish Lira
USD		United States Dollar

Portfolio Abbreviations

CLO		Collateralized Loan Obligation
ETF		Exchange-Traded Fund
LIBOR		London Interbank Offered Rate
PIK		Pay-In-Kind
PJSC		Public Joint Stock Company
REIT		Real Estate Investment Trust
REMIC		Real Estate Mortgage Investment Conduit
S&P		Standard & Poor’s


	Asset-Backed Securities			Equity-Linked Notes			Non-Agency Mortgage- Backed Securities			U.S. Government Sponsored Agency Securities			Total
Investments:
Assets:
Opening Balance, as of July 31, 2017	$	2,725,000		$	2,487,569		$	620,060		$	184,537		$	6,017,166
Transfers into Level 3		478,315			—			—			—			478,315
Transfers out of Level 3		(2,725,000	)		—			—			(184,537	)		(2,909,537	)
Accrued discounts/premiums		205			—			17			—			222
Net realized gain (loss)		3,646			25,559			(6,038	)		—			23,167
Net change in unrealized appreciation (depreciation)^(a)		(38,162	)		14,428			(48,723	)		—			(72,457	)
Purchases		5,844,375			—			748,104			—			6,592,479
Sales		(52,976	)		(2,527,556	)		(33,975	)		—			(2,614,507	)

Closing Balance, as of April 30, 2018	$	6,235,403		$	—		$	1,279,445		$	—		$	7,514,848

Net change in unrealized appreciation (depreciation) on investments still held at April 30, 2018^(a)	$	(38,162	)	$	—		$	(48,723	)	$	—		$	(86,885	)


Affiliate	Shares Held at 07/31/17		Shares Purchased			Shares Sold			Shares Held at 04/30/18		Value at 04/30/2018		Income			Net Realized Gain (Loss)^(a)			Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	19,500,525	$	1,915,757	^(b)	$	—		$	41,416,282	$	41,416,282	$	144,565		$	63		$	—
SL Liquidity Series, LLC, Money Market Series		5,703,187		24,344,381	^(b)		—			30,047,568		30,047,568		172,379	^(c)		300			573
BlackRock Allocation Target Shares - BATS, Series A		1,947,076		1,972,424			—			3,919,500		39,704,536		784,504			139,558			(34,787	)
BlackRock Floating Rate Income Portfolio, Class K		2,602,764		4,466,843			(3,466,856	)		3,602,751		36,712,030		604,042			(87,839	)		156,926
BlackRock High Yield Portfolio, Class K		455,141		502,652			(957,793	)		—		—		47,478			18,762			4,546
iShares 0-5 Year High Yield Corporate Bond ETF		—		346,077			—			346,077		16,199,865		310,405			—			(150,426	)
iShares Core High Dividend ETF		40,293		—			—			40,293		3,403,147		92,940			—			(84,486	)
iShares Core S&P 500 ETF		—		80,906			(80,906	)		—		—		—			(597,318	)		—
iShares Emerging Markets Dividend ETF		16,531		—			—			16,531		685,871		25,078			—			34,991
iShares iBoxx $ High Yield Corporate Bond ETF		138,376		272,010			—			410,386		35,170,080		877,373			—			(798,186	)
iShares U.S. Preferred Stock ETF		246,997		—			(246,997	)		—		—		43,657			100,157			223,876

Total											$	203,339,379	$	3,102,421		$	(426,317	)	$	(646,973	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
ARS	3,971,940	USD	193,000	Citibank NA		05/02/18	$	612
USD	193,626	ARS	3,971,940	Citibank NA		05/02/18		14
USD	386,000	ARS	7,913,000	Deutsche Bank AG		05/02/18		282
USD	277,712	EUR	224,823	JP Morgan Chase Bank NA		05/15/18		5,956

								6,864

ARS	7,913,000	USD	385,873	Deutsche Bank AG		05/02/18		(155	)
USD	294,634	IDR	4,129,300,316	JP Morgan Chase Bank NA		06/08/18		(730	)

								(885	)

Net Unrealized Appreciation							$	5,979


	Level 1			Level 2			Level 3		Total
Assets:
Investments:
Long-Term Investments:
Asset-Backed Securities	$	—		$	45,997,949		$	6,235,403	$	52,233,352
Common Stocks:
Equity Real Estate Investment Trusts (REITs)		13,163,520			10,305,968			—		23,469,488
Oil, Gas & Consumable Fuels		27,704,957			—			—		27,704,957
Real Estate Management & Development		1,350,370			2,639,693			—		3,990,063
Corporate Bonds^(a)		—			91,920,138			—		91,920,138
Equity-Linked Notes(a)		—			139,049,523			—		139,049,523
Foreign Agency Obligations		—			5,181,706			—		5,181,706
Foreign Government Obligations		—			19,889,881			—		19,889,881
Investment Companies		135,588,077			—			—		135,588,077
Non-Agency Mortgage-Backed Securities		—			25,916,556			1,279,445		27,196,001
Preferred Securities:
Banks		881,725			9,299,357			—		10,181,082
Capital Markets		2,128,950			3,508,530			—		5,637,480
Consumer Finance		248,500			2,091,800			—		2,340,300
Electric Utilities		268,211			—			—		268,211
Insurance		—			1,719,525			—		1,719,525
Oil, Gas & Consumable Fuels		—			5,319,912			—		5,319,912
Short-Term Securities:
Foreign Government Obligations		—			17,066			—		17,066
Money Market Funds		41,416,282			—			—		41,416,282

Subtotal	$	222,750,592		$	362,857,604		$	7,514,848	$	593,123,044

Investments valued at NAV^(b)									$	30,047,568
Total Investments									$	623,170,612

Derivative Financial Instruments^(c)
Assets:
Credit contracts	$	—		$	185		$	—	$	185
Equity contracts		1,612,580			—			—		1,612,580
Foreign currency exchange contracts		328,707			6,864			—		335,571
Interest rate contracts		72,459			—			—		72,459
Liabilities:
Credit contracts		—			(6,220	)		—		(6,220	)
Equity contracts		(1,574,015	)		—			—		(1,574,015	)
Foreign currency exchange contracts		—			(885	)		—		(885	)
Interest rate contracts		(314,282	)		—			—		(314,282	)

Total	$	125,449		$	(56	)	$	—	$	125,393


Affiliates	Shares Held at 07/31/17	Shares Purchased		Shares Sold		Shares Held at 04/30/18		Value at 04/30/18		Income			Net Realized Gain (Loss)	^(a)		Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class	554,118,392	630,115,168	^(b)	—		1,184,233,560	$	1,184,233,560	$	3,679,382		$	1,681		$	—
SL Liquidity Series LLC, Money Market Series	273,826,979	268,191,499	^(b)	—		542,018,478		542,018,478		2,571,719	^(c)		(47,635	)		14,346
iShares iBoxx $ High Yield Corporate Bond ETF	6,244,352	965,870		(2,225,798	)	4,984,424		427,165,137		15,360,972			(3,645,044	)		(14,556,736	)

							$	2,153,417,175	$	21,612,073		$	(3,690,998	)	$	(14,542,390	)


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
MSCI Emerging Markets E-Mini Index		176		06/15/18	$	10,139	$	(485,818	)
STOXX 600 Banks Index		10		06/15/18		106		(230	)
U.S. Treasury 10 Year Note		1,706		06/20/18		204,080		211,032
U.S. Treasury 2 Year Note		9,910		06/29/18		2,101,385		(4,471,954	)
U.S. Treasury 5 Year Note		8,333		06/29/18		945,861		(4,474,392	)
90-Day Eurodollar		350		12/17/18		85,186		(127,316	)

								(9,348,678	)

Short Contracts
Euro-Bobl		21		06/07/18		3,322		(11,271	)
Euro-Bund		43		06/07/18		8,243		(88,286	)
Euro-Schatz		23		06/07/18		3,108		(1,556	)
EURO STOXX 50 Index		457		06/15/18		19,172		(759,212	)
S&P 500 E-Mini Index		1,313		06/15/18		173,776		1,411,402
EUR Currency		4,345		06/18/18		658,430		15,079,014
JPY Currency		516		06/18/18		59,198		1,918,278
U.S. Treasury 10 Year Ultra Note		1,154		06/20/18		147,586		502,978
U.S. Treasury Long Bond		774		06/20/18		111,335		(940,132	)
U.S. Treasury Ultra Bond		510		06/20/18		80,134		(1,491,393	)
Long Gilt		6		06/27/18		1,010		(6,561	)
90-Day Eurodollar		350		12/16/19		84,901		143,934

								15,757,195

							$	6,408,517


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
USD	2,155,356	BRL	7,480,035	JP Morgan Chase Bank NA		05/02/18	$	20,155
USD	479,094	CHF	473,616	Bank of America NA		05/02/18		1,177
USD	379,130	EUR	307,000	UBS AG		05/02/18		8,397
USD	17,935	IDR	249,197,049	JP Morgan Chase Bank NA		05/02/18		24
USD	68,320	IDR	949,784,918	Nomura International plc		05/02/18		51
USD	115,854	SEK	1,005,984	JP Morgan Chase Bank NA		05/02/18		971
USD	599	ZAR	7,113	JP Morgan Chase Bank NA		05/04/18		28
USD	6,837,446	CNY	42,982,921	Barclays Bank plc		05/15/18		45,437
USD	4,288,716	EUR	3,471,814	Morgan Stanley & Co. International plc		05/15/18		92,144
USD	1,485,128	EUR	1,194,071	Citibank NA		05/16/18		41,677
ARS	74,725,000	USD	3,500,000	JP Morgan Chase Bank NA		05/21/18		71,610
USD	306,474,878	EUR	248,200,000	Bank of New York		05/23/18		6,275,035
USD	739,389	EUR	600,000	JP Morgan Chase Bank NA		05/23/18		13,685
USD	34,938,370	GBP	24,820,000	Bank of America NA		05/23/18		734,382
USD	2,692,987	IDR	37,289,792,400	JP Morgan Chase Bank NA		05/25/18		21,099
USD	251,833	EUR	208,000	UBS AG		06/04/18		18
USD	572	ZAR	7,113	Citibank NA		08/03/18		8

								7,325,898

USD	282,885	QAR	1,037,085	JP Morgan Chase Bank NA		05/01/18		(1,950	)
CHF	115,192	USD	116,552	JP Morgan Chase Bank NA		05/02/18		(313	)
EUR	395,983	USD	479,386	Bank of America NA		05/02/18		(1,198	)
SGD	2,732,136	USD	2,063,079	HSBC Bank plc		05/02/18		(2,645	)
USD	906,730	QAR	3,321,921	JP Morgan Chase Bank NA		05/03/18		(5,631	)
ZAR	7,113	USD	579	Citibank NA		05/04/18		(8	)
CNY	4,294,699	USD	685,436	HSBC Bank plc		05/15/18		(6,802	)
EUR	1,130,000	USD	1,387,078	Goldman Sachs International		05/23/18		(20,335	)
EUR	770,000	USD	939,644	JP Morgan Chase Bank NA		05/23/18		(8,323	)
IDR	920,000,000	USD	65,879	Barclays Bank plc		06/08/18		(72	)
USD	2,224,666	IDR	31,178,687,325	UBS AG		06/08/18		(5,515	)

								(52,792	)

Net Unrealized Appreciation							$	7,273,106


Reference Obligation/Index	Financing Rate Received by the Fund		Payment Frequency	Termination Date	Credit Rating ^(a)		Notional Amount (000)	^(b)		Value		Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
CDX.NA.HY.30.V1	5.00	%	Quarterly	06/20/23	B+	USD	30,000		$	2,249,950	$	2,101,199	$	148,751
ITRAXX.EUROPE.CROSSOVER.29.V1	5.00		Quarterly	06/20/23	B+	EUR	2,650			359,508		342,687		16,821

									$	2,609,458	$	2,443,886	$	165,572


Reference Obligation/Index	Financing Rate Paid by the Fund			Payment Frequency		Counterparty	Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Australia & New Zealand Banking Group Ltd.		1.00	%		Quarterly	Barclays Bank plc		12/20/20		USD	10,000	$	(202,174	)	$	(13,815	)	$	(188,359	)
Standard Chartered Bank		1.00			Quarterly	Morgan Stanley & Co. International plc		12/20/20		EUR	840		(23,489	)		11,654			(35,143	)
Century Link, Inc.		1.00			Quarterly	Goldman Sachs International		12/20/22		USD	1,615		156,689			203,545			(46,856	)
Frontier Communications Corp.		5.00			Quarterly	Barclays Bank plc		06/20/23		USD	1,199		380,307			412,175			(31,868	)
Kingdom of Bahrain		1.00			Quarterly	JP Morgan Chase Bank NA		06/20/23		USD	325		27,036			22,802			4,234
Republic of Indonesia		1.00			Quarterly	Citibank NA		06/20/23		USD	5,340		6,985			2,474			4,511

												$	345,354		$	638,835		$	(293,481	)


Reference Obligation/Index	Financing Rate Received by the Fund		Payment Frequency	Counterparty	Termination Date	Credit Rating ^(a)		Notional Amount (000)	^(b)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Jaguar Land Rover Automotive PLC	5.00	%	Quarterly	Credit Suisse International	06/20/22	BB+	EUR	260		$	40,985		$	42,450		$	(1,465	)
Saipem Finance International BV	5.00		Quarterly	Credit Suisse International	06/20/22	BB+	EUR	300			54,014			18,146			35,868
Casino Guichard Perrachon SA	1.00		Quarterly	JP Morgan Chase Bank NA	12/20/22	BB+	EUR	300			(24,299	)		(12,161	)		(12,138	)
Fiat Chrysler Automobilies NV	5.00		Quarterly	Citibank NA	12/20/22	BB+	EUR	200			42,273			40,263			2,010
Jaguar Land Rover Automotive PLC	5.00		Quarterly	Barclays Bank plc	12/20/22	BB+	EUR	300			47,685			56,472			(8,787	)
Telecom Italia SpA	1.00		Quarterly	Citibank NA	12/20/22	BB+	EUR	330			(2,337	)		(6,381	)		4,044
Deutsche Bank AG	1.00		Quarterly	Goldman Sachs International	06/20/23	NR	EUR	700			(4,812	)		(6,032	)		1,220
Intrum Justitia AB	5.00		Quarterly	Credit Suisse International	06/20/23	BB+	EUR	200			25,057			20,663			4,394
Intrum Justitia AB	5.00		Quarterly	Credit Suisse International	06/20/23	BB+	EUR	75			9,450			9,229			221
Intrum Justitia AB	5.00		Quarterly	Credit Suisse International	06/20/23	BB+	EUR	350			43,850			38,321			5,529
CMBX.NA.9.A	2.00		Monthly	Credit Suisse International	09/17/58	NR	USD	3,750			(108,165	)		(115,561	)		7,396
CMBX.NA.9.BBB-	3.00		Monthly	Morgan Stanley & Co. International plc	09/17/58	NR	USD	3,750			(418,188	)		(386,431	)		(31,757	)

										$	(294,487	)	$	(301,022	)	$	6,535


Reference index	Reference rate
3 month LIBOR	London Interbank Offered Rate	2.35%


Currency Abbreviations

ARS		Argentine Peso
BRL		Brazilian Real
CHF		Swiss Franc
CNY		Chinese Yuan
EGP		Egyptian Pound
EUR		Euro
GBP		British Pound
IDR		Indonesian Rupiah
INR		Indian Rupee
QAR		Qatari Riyal
RUB		New Russian Ruble
SEK		Swedish Krona
SGD		Singapore Dollar
USD		United States Dollar
ZAR		South African Rand

Portfolio Abbreviations

ADR		American Depositary Receipts
CLO		Collateralized Loan Obligation
DAC		Designated Activity Company
ETF		Exchange-Traded Fund
EURIBOR		Euro Interbank Offered Rate
GDR		Global Depositary Receipts
LIBOR		London Interbank Offered Rate
NVDR		Non-Voting Depository Receipts
OTC		Over-the-counter
PIK		Pay-In-Kind
PJSC		Public Joint Stock Company
REIT		Real Estate Investment Trust
S&P		Standard & Poor’s


	Asset- Backed Securities			Equity-Linked Notes			Floating Rate Loan Interests			Non-Agency Mortgage- Backed Securities			Preferred Stocks			Unfunded Floating Rate Loan Interests			U.S. Government Sponsored Agency Securities			Total
Investments:
Assets:
Opening Balance, as of July 31, 2017	$	21,687,046		$	60,971,593		$	136,082,542		$	55,647,570		$	1,740,661		$	—		$	8,741,093		$	284,870,505
Transfers into Level 3		24,207,855			—			5,146,031			32,383,406			—			—			—			61,737,292
Transfers out of Level 3		(15,037,046	)		—			(6,756,128	)		(12,015,521	)		—			—			(8,741,093	)		(42,549,788	)
Accrued discounts/premiums		2,039			—			15,315			52,825			—			—			—			70,179
Net realized gain (loss)		269,130			878,249			513,719			3,986,372			—			—			—			5,647,470
Net change in unrealized appreciation (depreciation)^(a)		646,429			271,714			64,752			(4,346,289	)		(56,280	)		(96	)		—			(3,419,770	)
Purchases		73,564,575			—			106,556,398			52,656,888			—			—			—			232,777,861
Sales		(6,497,239	)		(62,121,556	)		(87,581,486	)		(13,627,467	)		—			—			—			(169,827,748	)

Closing Balance, as of April 30, 2018	$	98,842,789		$	—		$	154,041,143		$	114,737,784		$	1,684,381		$	(96	)	$	—		$	369,306,001

Net change in unrealized appreciation (depreciation) on investments still held at April 30, 2018^(a)	$	646,429		$	—		$	157,877		$	(4,335,276	)	$	(56,280	)	$	(96	)	$	—		$	(3,474,785	)



By:		/s/ John M. Perlowski
		John M. Perlowski
		Chief Executive Officer (principal executive officer) of
		BlackRock Funds II


By:		/s/ Neal J. Andrews
		Neal J. Andrews
		Chief Financial Officer (principal financial officer) of
		BlackRock Funds II