BlackRock Multi-Asset Income Portfolio


Security		Par (000)		Value

Asset-Backed Securities — 11.3%
Accredited Mortgage Loan Trust, Series 2004-4, Class M2, (LIBOR USD 1 Month + 1.58%), 2.06%, 01/25/35^(a)	USD		1,335	$	1,153,735
AIG CLO Ltd., Series 2019-2A, Class A, (LIBOR USD 3 Month + 1.36%), 3.23%, 10/25/32^(a)(b)			7,000		6,901,910
AIMCO CLO^(a)(b):
Series 2015-AA, Class BR, (LIBOR USD 3 Month + 1.30%), 2.52%, 01/15/28			1,500		1,364,317
Series 2018-AA, Class A, (LIBOR USD 3 Month + 1.02%), 2.15%, 04/17/31			2,700		2,536,975
Ajax Mortgage Loan Trust^(b):
Series 2018-E, Class A, 4.38%, 06/25/58^(c)			6,147		6,272,687
Series 2018-E, Class B, 5.25%, 06/25/58^(c)(d)			630		504,000
Series 2018-E, Class C, 0.00%, 06/25/58^(c)			1,572		1,076,844
Series 2018-F, Class A, 4.38%, 11/25/58^(c)(d)			6,431		5,723,927
Series 2018-F, Class B, 5.25%, 11/25/58^(c)(d)			719		575,468
Series 2018-F, Class C, 0.00%, 11/25/58			1,699		900,553
Series 2018-G, Class A, 4.38%, 06/25/57^(c)(d)			6,515		5,797,913
Series 2018-G, Class B, 5.25%, 06/25/57^(c)(d)			816		570,850
Series 2018-G, Class C, 5.25%, 06/25/57^(d)			2,084		1,975,873
Series 2019-B, Class A, 3.75%, 01/25/59^(c)			3,529		3,554,552
Series 2019-B, Class B, 5.25%, 01/25/59^(c)(d)			420		294,000
Series 2019-B, Class C, 0.00%, 01/25/59^(d)			1,076		885,470
Allegany Park CLO Ltd., Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.33%), 3.16%, 01/20/33^(a)(b)			4,000		3,784,532
Allegro CLO II-S Ltd., Series 2014-1RA, Class B, (LIBOR USD 3 Month + 2.15%), 3.26%, 10/21/28^(a)(b)			1,300		1,185,690
Allegro CLO VI Ltd.^(a)(b):
Series 2017-2A, Class A, (LIBOR USD 3 Month + 1.13%), 2.26%, 01/17/31			5,350		5,020,864
Series 2017-2A, Class B, (LIBOR USD 3 Month + 1.50%), 2.63%, 01/17/31			1,000		896,186
Allegro CLO VII Ltd., Series 2018-1A, Class A, (LIBOR USD 3 Month + 1.10%), 2.32%, 06/13/31^(a)(b)			1,700		1,605,866
ALM 2020 Ltd., Series 2020-1A, Class A2, (LIBOR USD 3 Month + 1.85%), 3.36%, 10/15/29^(a)(b)			3,500		3,214,707
ALM VII R Ltd.^(a)(b):
Series 2013-7RA, Class A1R, (LIBOR USD 3 Month + 1.41%), 2.63%, 10/15/28			4,175		4,019,883
Series 2013-7RA, Class A2R, (LIBOR USD 3 Month + 2.00%), 3.22%, 10/15/28			1,000		944,071
Series 2013-7RA, Class BR, (LIBOR USD 3 Month + 2.70%), 3.92%, 10/15/28			1,000		948,375
ALM VII R-2 Ltd.^(a)(b):
Series 2013-7R2A, Class A2R2, (LIBOR USD 3 Month + 1.65%), 2.87%, 10/15/27			2,000		1,866,681
Series 2013-7R2A, Class BR2, (LIBOR USD 3 Month + 2.20%), 3.42%, 10/15/27			600		548,867
ALM XVI Ltd., Series 2015-16A, Class CR2, (LIBOR USD 3 Month + 2.70%), 3.92%, 07/15/27^(a)(b)			3,000		2,476,450
American Express Credit Account Master Trust:
Series 2017-5, Class A, (LIBOR USD 1 Month + 0.38%), 1.19%, 02/18/25^(a)			4,110		4,079,196
Series 2017-6, Class A, 2.04%, 05/15/23			2,000		2,011,869
Series 2018-4, Class A, 2.99%, 12/15/23			3,010		3,081,235
Series 2018-6, Class A, 3.06%, 02/15/24			1,535		1,577,730
Series 2019-2, Class A, 2.67%, 11/15/24			1,960		2,031,062
AMMC CLO 16 Ltd., Series 2015-16A, Class AR, (LIBOR USD 3 Month + 1.26%), 2.57%, 04/14/29^(a)(b)			8,000		7,649,706


Security		Par (000)		Value

Asset-Backed Securities (continued)
AMMC CLO 21 Ltd., Series 2017-21A, Class A, (LIBOR USD 3 Month + 1.25%), 3.01%, 11/02/30^(a)(b)	USD		1,750	$	1,666,623
AMMC CLO XII Ltd., Series 2013-12A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.93%, 11/10/30^(a)(b)			2,000		1,879,127
AMSR Trust^(b):
Series 2020-SFR1, Class E, 3.22%, 04/17/37			10,250		8,886,119
Series 2020-SFR1, Class F, 3.57%, 04/17/37			19,850		16,569,118
Series 2020-SFR1, Class G, 4.31%, 04/17/37			7,500		6,067,275
Anchorage Capital CLO 13 LLC, Series 2019-13A, Class A, (LIBOR USD 3 Month + 1.47%), 2.69%, 04/15/32^(a)(b)			10,500		10,129,509
Anchorage Capital CLO 1-R Ltd., Series 2018- 1RA, Class A1, (LIBOR USD 3 Month + 0.99%), 2.30%, 04/13/31^(a)(b)			2,400		2,294,445
Anchorage Capital CLO 3-R Ltd.^(a)(b):
Series 2014-3RA, Class B, (LIBOR USD 3 Month + 1.50%), 2.39%, 01/28/31			3,400		3,137,277
Series 2014-3RA, Class C, (LIBOR USD 3 Month + 1.85%), 2.74%, 01/28/31			1,250		1,108,314
Anchorage Capital CLO 4-R Ltd.^(a)(b):
Series 2014-4RA, Class C, (LIBOR USD 3 Month + 1.85%), 2.74%, 01/28/31			600		543,501
Series 2014-4RA, Class D, (LIBOR USD 3 Month + 2.60%), 3.49%, 01/28/31			2,250		1,712,683
Anchorage Capital CLO 5-R Ltd., Series 2014-5RA, Class C, (LIBOR USD 3 Month + 1.85%), 3.07%, 01/15/30^(a)(b)			1,850		1,660,355
Anchorage Capital CLO 6 Ltd.^(a)(b):
Series 2015-6A, Class AR, (LIBOR USD 3 Month + 1.27%), 2.49%, 07/15/30			4,189		4,010,626
Series 2015-6A, Class CR, (LIBOR USD 3 Month + 2.40%), 3.62%, 07/15/30			1,000		935,000
Anchorage Capital CLO 8 Ltd.^(a)(b):
Series 2016-8A, Class BR, (LIBOR USD 3 Month + 1.60%), 2.49%, 07/28/28			1,400		1,303,251
Series 2016-8A, Class DR, (LIBOR USD 3 Month + 3.00%), 3.89%, 07/28/28			4,000		3,245,031
Anchorage Capital CLO Ltd.^(a)(b):
Series 2013-1A, Class A1R, (LIBOR USD 3 Month + 1.25%), 2.56%, 10/13/30			9,000		8,585,252
Series 2018-10A, Class A1A, (LIBOR USD 3 Month + 1.20%), 2.42%, 10/15/31			7,650		7,249,997
Series 2018-10A, Class B, (LIBOR USD 3 Month + 1.75%), 2.97%, 10/15/31			3,000		2,780,251
Anchorage Capital Europe CLO 2 DAC, Series 2X, Class E, (EURIBOR 3 Month + 5.66%), 5.66%, 05/15/31^(a)EUR			499		392,428
Antares CLO Ltd., Series 2017-2A, Class A, (LIBOR USD 3 Month + 1.53%), 2.67%, 01/20/30^(a)(b)USD			5,000		4,641,342
Apidos CLO XII, Series 2013-12A, Class AR, (LIBOR USD 3 Month + 1.08%), 2.30%, 04/15/31^(a)(b)			2,400		2,244,009
Apidos CLO XV^(a)(b):
Series 2013-15A, Class CRR, (LIBOR USD 3 Month + 1.85%), 2.99%, 04/20/31			7,000		6,172,317
Series 2013-15A, Class DRR, (LIBOR USD 3 Month + 2.70%), 3.84%, 04/20/31			2,000		1,540,232
Apidos CLO XX, Series 2015-20A, Class BRR, (LIBOR USD 3 Month + 1.95%), 3.13%, 07/16/31^(a)(b)			1,750		1,601,421


Security		Par (000)		Value

Asset-Backed Securities (continued)
Apidos CLO XXIX, Series 2018-29A, Class A2, (LIBOR USD 3 Month + 1.55%), 2.54%, 07/25/30^(a)(b)	USD		1,000	$	895,809
Apidos CLO XXV Ltd., Series 2016-25A, Class A1R, (LIBOR USD 3 Month + 1.17%), 2.31%, 10/20/31^(a)(b)			4,500		4,180,728
Apidos CLO XXVII, Series 2017-27A, Class A2, (LIBOR USD 3 Month + 1.70%), 2.83%, 07/17/30^(a)(b)			2,000		1,839,454
Apidos CLO XXX, Series XXXA, Class A1A, (LIBOR USD 3 Month + 1.14%), 2.28%, 10/18/31^(a)(b)			2,000		1,924,434
Aqueduct European CLO DAC, Series 2017-2X, Class E, (EURIBOR 3 Month + 4.40%), 4.40%, 10/15/30^(a)	EUR		219		157,043
Arbour CLO IV DAC, Series 4X, Class E, (EURIBOR 3 Month + 5.60%), 5.60%, 01/15/30^(a)			468		349,242
Ares CLO, Series 2018-50A, Class B, (LIBOR USD 3 Month + 1.70%), 2.92%, 01/15/32^(a)(b)	USD		4,000		3,639,106
Ares LIII CLO Ltd.^(a)(b):
Series 2019-53A, Class C, (LIBOR USD 3 Month + 2.65%), 3.67%, 04/24/31			4,500		4,207,500
Series 2019-53A, Class D, (LIBOR USD 3 Month + 3.75%), 4.77%, 04/24/31			3,000		2,418,055
Ares XL CLO Ltd., Series 2016-40A, Class CR, (LIBOR USD 3 Month + 3.40%), 4.62%, 01/15/29^(a)(b)			1,000		831,160
Ares XLI CLO Ltd., Series 2016-41A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.42%, 01/15/29^(a)(b)			7,250		7,012,909
Ares XLV CLO Ltd., Series 2017-45A, Class D, (LIBOR USD 3 Month + 3.05%), 4.27%, 10/15/30^(a)(b)			1,850		1,472,128
Ares XLVI CLO Ltd., Series 2017-46A, Class SUB, (LIBOR USD 3 Month + 0.00%), 0.00%, 01/15/30^(a)(b)			2,250		1,366,195
Ares XLVII CLO Ltd.^(a)(b):
Series 2018-47A, Class C, (LIBOR USD 3 Month + 1.75%), 2.97%, 04/15/30			800		705,081
Series 2018-47A, Class D, (LIBOR USD 3 Month + 2.70%), 3.92%, 04/15/30			3,500		2,721,981
Series 2018-47A, Class SUB, (LIBOR USD 3 Month + 0.00%), 0.00%, 04/15/30			4,500		2,258,663
Ares XLVIII CLO Ltd., Series 2018-48A, Class C, (LIBOR USD 3 Month + 1.80%), 2.94%, 07/20/30^(a)(b)			1,000		881,252
Ares XXVII CLO Ltd.^(a)(b):
Series 2013-2A, Class CR, (LIBOR USD 3 Month + 2.40%), 3.29%, 07/28/29			1,000		935,000
Series 2013-2A, Class DR, (LIBOR USD 3 Month + 3.75%), 4.64%, 07/28/29			1,500		1,265,527
Ares XXXIIR CLO Ltd., Series 2014-32RA, Class B, (LIBOR USD 3 Month + 1.80%), 3.49%, 05/15/30^(a)(b)			700		615,408
Ares XXXIR CLO Ltd., Series 2014-31RA, Class A2, (LIBOR USD 3 Month + 1.30%), 2.98%, 05/24/30^(a)(b)			1,000		913,723
Ares XXXIV CLO Ltd.^(a)(b):
Series 2015-2A, Class AR2, (LIBOR USD 3 Month + 1.25%), 2.03%, 04/17/33			12,500		12,062,500
Series 2015-2A, Class DR, (LIBOR USD 3 Month + 3.10%), 3.88%, 04/17/33			7,250		5,447,862
Ares XXXVII CLO Ltd.^(a)(b):
Series 2015-4A, Class A1R, (LIBOR USD 3 Month + 1.17%), 2.39%, 10/15/30			3,000		2,842,971


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2015-4A, Class A3R, (LIBOR USD 3 Month + 1.50%), 2.72%, 10/15/30	USD		1,500	$	1,362,724
Series 2015-4A, Class BR, (LIBOR USD 3 Month + 1.80%), 3.02%, 10/15/30			1,017		903,116
Ares XXXVR CLO Ltd.^(a)(b):
Series 2015-35RA, Class A2, (LIBOR USD 3 Month + 1.40%), 2.62%, 07/15/30			1,500		1,383,115
Series 2015-35RA, Class C, (LIBOR USD 3 Month + 1.90%), 3.12%, 07/15/30			1,000		914,801
Series 2015-35RA, Class D, (LIBOR USD 3 Month + 3.00%), 4.22%, 07/15/30			1,000		785,240
Assurant CLO I Ltd.^(a)(b):
Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.25%), 2.39%, 10/20/29			4,000		3,793,281
Series 2017-1A, Class B, (LIBOR USD 3 Month + 1.70%), 2.84%, 10/20/29			3,000		2,682,055
Series 2017-1A, Class C, (LIBOR USD 3 Month + 2.10%), 3.24%, 10/20/29			1,250		1,122,583
Assurant CLO III Ltd., Series 2018-2A, Class A, (LIBOR USD 3 Month + 1.23%), 2.37%, 10/20/31^(a)(b)			2,000		1,891,086
Assurant CLO IV Ltd., Series 2019-1A, Class D, (LIBOR USD 3 Month + 3.85%), 4.99%, 04/20/30^(a)(b)			1,000		831,249
Atlas Senior Loan Fund VII Ltd.^(a)(b):
Series 2016-7A, Class A1R, (LIBOR USD 3 Month + 1.28%), 2.92%, 11/27/31			5,750		5,451,799
Series 2016-7A, Class A2R, (LIBOR USD 3 Month + 1.55%), 3.19%, 11/27/31			5,500		4,989,154
Series 2016-7A, Class B1R, (LIBOR USD 3 Month + 1.80%), 3.44%, 11/27/31			1,700		1,495,052
Atlas Senior Loan Fund X Ltd., Series 2018- 10A, Class B, (LIBOR USD 3 Month + 1.50%), 2.72%, 01/15/31^(a)(b)			1,300		1,120,231
Atlas Senior Loan Fund XI Ltd., Series 2018- 11A, Class A1L, (LIBOR USD 3 Month + 1.10%), 2.09%, 07/26/31^(a)(b)			2,000		1,879,439
Atlas Senior Loan Fund XII Ltd., Series 2018- 12A, Class A1, (LIBOR USD 3 Month + 1.18%), 2.20%, 10/24/31^(a)(b)			1,700		1,599,014
Atrium IX, Series 9A, Class AR, (LIBOR USD 3 Month + 1.24%), 2.85%, 05/28/30^(a)(b)			13,500		12,799,428
Atrium VIII, Series 8A, Class SUB, 0.00%, 10/23/24^(b)(c)			11,500		504,850
Atrium XIV LLC, Series 14A, Class C, (LIBOR USD 3 Month + 1.95%), 3.13%, 08/23/30^(a)(b)			1,000		886,008
Atrium XV^(a)(b):
Series 15A, Class B, (LIBOR USD 3 Month + 1.75%), 2.79%, 01/23/31			1,000		910,070
Series 15A, Class C, (LIBOR USD 3 Month + 2.20%), 3.24%, 01/23/31			500		444,778
Series 15A, Class D, (LIBOR USD 3 Month + 3.00%), 4.04%, 01/23/31			500		402,502
Avoca CLO XV DAC, Series 15X, Class ER, (EURIBOR 3 Month + 4.13%), 4.13%, 04/15/31^(a)	EUR		670		480,293
Avoca CLO XX DAC, Series 20X, Class E, (EURIBOR 3 Month + 5.75%), 5.75%, 07/15/32^(a)			358		238,164
BA Credit Card Trust:
Series 2018-A2, Class A2, 3.00%, 09/15/23	USD		1,890		1,932,150
Series 2018-A3, Class A3, 3.10%, 12/15/23			1,390		1,431,810
Bain Capital Credit CLO Ltd.^(a)(b):
Series 2017-1A, Class A1, (LIBOR USD 3 Month + 1.25%), 2.39%, 07/20/30			4,300		4,154,149


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2019-1A, Class A1A, (LIBOR USD 3 Month + 1.38%), 2.52%, 04/18/32	USD		4,500	$	4,195,037
Barings Euro CLO BV, Series 2018-3X, Class E, (EURIBOR 3 Month + 5.79%), 5.79%, 07/27/31^(a)	EUR		270		182,301
Bear Stearns Asset-Backed Securities I Trust^(a):
Series 2005-HE1, Class M2, (LIBOR USD 1 Month + 1.25%), 1.73%, 01/25/35	USD		1,175		1,124,415
Series 2006-HE7, Class 1A2, (LIBOR USD 1 Month + 0.17%), 0.66%, 09/25/36			1,192		1,409,885
Series 2007-HE1, Class 21A2, (LIBOR USD 1 Month + 0.16%), 0.65%, 01/25/37			1,349		1,308,741
Series 2007-HE2, Class 22A, (LIBOR USD 1 Month + 0.14%), 0.63%, 03/25/37			4,386		4,082,545
Series 2007-HE2, Class 23A, (LIBOR USD 1 Month + 0.14%), 0.63%, 03/25/37			5,675		5,694,310
Series 2007-HE3, Class 2A, (LIBOR USD 1 Month + 0.14%), 0.63%, 04/25/37			6,425		6,541,935
Series 2007-HE5, Class 2A, (LIBOR USD 1 Month + 0.22%), 0.71%, 06/25/47			19,661		18,379,814
Bear Stearns Asset-Backed Securities Trust^(a):
Series 2004-HE3, Class M2, (LIBOR USD 1 Month + 1.73%), 2.21%, 04/25/34			3,692		3,591,999
Series 2005-4, Class M2, (LIBOR USD 1 Month + 1.20%), 1.69%, 01/25/36			789		781,007
Series 2006-1, Class M1, (LIBOR USD 1 Month + 0.50%), 0.99%, 02/25/36			387		384,659
Benefit Street Partners CLO IV Ltd.^(a)(b):
Series 2014-IVA, Class A1RR, (LIBOR USD 3 Month + 1.25%), 2.39%, 01/20/29			8,732		8,432,981
Series 2014-IVA, Class BRR, (LIBOR USD 3 Month + 2.65%), 3.79%, 01/20/29			2,000		1,859,988
Benefit Street Partners CLO VI Ltd., Series 2015-VIA, Class A1R, (LIBOR USD 3 Month + 1.24%), 2.38%, 10/18/29^(a)(b)			10,000		9,676,494
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (LIBOR USD 3 Month + 1.10%), 2.24%, 01/20/31^(a)(b)			1,500		1,434,891
Benefit Street Partners CLO XIX Ltd.^(a)(b):
Series 2019-19A, Class A, (LIBOR USD 3 Month + 1.35%), 3.23%, 01/15/33			7,000		6,591,537
Series 2019-19A, Class B, (LIBOR USD 3 Month + 2.00%), 3.88%, 01/15/33			4,250		3,882,812
Benefit Street Partners CLO XV Ltd.^(a)(b):
Series 2018-15A, Class A1, (LIBOR USD 3 Month + 1.15%), 2.29%, 07/18/31			2,200		2,035,430
Series 2018-15A, Class A2A, (LIBOR USD 3 Month + 1.70%), 2.84%, 07/18/31			1,000		903,234
Bilbao CLO I DAC, Series 1X, Class D, (EURIBOR 3 Month + 4.73%), 4.73%, 07/20/31^(a)	EUR		550		395,319
BlueMountain CLO Ltd., Series 2013-2A, Class A1R, (LIBOR USD 3 Month + 1.18%), 2.28%, 10/22/30^(a)(b)	USD		996		955,521
BMW Floorplan Master Owner Trust, Series 2018-1, Class A1, 3.15%, 05/15/23^(b)			1,230		1,243,285
BMW Vehicle Owner Trust, Series 2019-A, Class A4, 1.95%, 01/26/26			1,225		1,256,364
Bowman Park CLO Ltd., Series 2014-1A, Class AR, (LIBOR USD 3 Month + 1.18%), 2.86%, 11/23/25^(a)(b)			1,451		1,444,444
Cairn CLO IV BV, Series 2014-4X, Class ERR, (EURIBOR 3 Month + 5.88%), 5.88%, 04/30/31^(a)	EUR		200		164,751


Security		Par (000)		Value

Asset-Backed Securities (continued)
Cairn CLO VII BV, Series 2016-7X, Class E, (EURIBOR 3 Month + 6.35%), 6.35%, 01/31/30^(a)	EUR		400	$	322,111
California Street CLO XII Ltd., Series 2013-12A, Class AR, (LIBOR USD 3 Month + 1.03%), 2.25%, 10/15/25^(a)(b)	USD		492		485,229
Canyon CLO Ltd., Series 2018-1A, Class B, (LIBOR USD 3 Month + 1.70%), 2.92%, 07/15/31^(a)(b)			1,000		945,070
Capital One Multi-Asset Execution Trust, Series 2019-A2, Class A2, 1.72%, 08/15/24			2,150		2,193,275
Carbone CLO Ltd., Series 2017-1A, Class A1, (LIBOR USD 3 Month + 1.14%), 2.28%, 01/20/31^(a)(b)			750		723,317
Carlyle Global Market Strategies CLO Ltd.^(a)(b):
Series 2014-2RA, Class A1, (LIBOR USD 3 Month + 1.05%), 2.74%, 05/15/31			1,500		1,389,610
Series 2014-5A, Class A1RR, (LIBOR USD 3 Month + 1.14%), 2.36%, 07/15/31			10,500		9,837,516
Series 2016-1A, Class BR, (LIBOR USD 3 Month + 1.85%), 2.99%, 04/20/27			600		518,174
Carlyle Global Market Strategies Euro CLO Ltd., Series 2014-2X, Class DRR, (EURIBOR 3 Month + 5.70%), 5.70%, 11/17/31^(a)	EUR		384		279,725
CarMax Auto Owner Trust:
Series 2018-1, Class A3, 2.48%, 11/15/22	USD		2,223		2,237,185
Series 2018-4, Class A3, 3.36%, 09/15/23			2,000		2,051,142
Series 2019-3, Class A4, 2.30%, 04/15/25			1,590		1,615,951
Series 2020-2, Class A2A, 1.75%, 01/17/23			1,900		1,903,330
Carrington Mortgage Loan Trust, Series 2006- FRE1, Class A4, (LIBOR USD 1 Month + 0.25%), 0.74%, 04/25/36^(a)			2,876		1,969,646
CarVal CLO II Ltd., Series 2019-1A, Class AN, (LIBOR USD 3 Month + 1.48%), 2.62%, 04/20/32^(a)(b)			3,500		3,327,646
Catskill Park CLO Ltd., Series 2017-1A, Class C, (LIBOR USD 3 Month + 3.70%), 4.84%, 04/20/29^(a)(b)			1,000		833,698
CBAM Ltd.^(a)(b):
Series 2017-1A, Class A1, (LIBOR USD 3 Month + 1.25%), 2.39%, 07/20/30			1,000		964,407
Series 2017-2A, Class C1, (LIBOR USD 3 Month + 2.40%), 3.53%, 10/17/29			1,000		917,762
Series 2017-3A, Class A, (LIBOR USD 3 Month + 1.23%), 2.36%, 10/17/29			10,000		9,453,329
Series 2018-5A, Class B1, (LIBOR USD 3 Month + 1.40%), 2.53%, 04/17/31			2,500		2,237,781
C-BASS Mortgage Loan Trust, Series 2007- CB3, Class A1, 3.65%, 03/25/37^(e)			6,675		3,153,683
Cedar Funding II CLO Ltd., Series 2013-1A, Class A1R, (LIBOR USD 3 Month + 1.23%), 2.23%, 06/09/30^(a)(b)			3,600		3,484,422
Cedar Funding IV CLO Ltd., Series 2014-4A, Class AR, (LIBOR USD 3 Month + 1.23%), 2.27%, 07/23/30^(a)(b)			8,375		8,052,691
Cedar Funding IX CLO Ltd.^(b):
Series 2018-9A, Class A1, (LIBOR USD 3 Month + 0.98%), 2.12%, 04/20/31^(a)			8,900		8,482,513
Series 2018-9A, Class SUB, 0.00%, 04/20/31^(c)			3,950		1,771,970
Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R, (LIBOR USD 3 Month + 1.10%), 2.23%, 07/17/31^(a)(b)			1,750		1,657,090


Security		Par (000)		Value

Asset-Backed Securities (continued)
Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR, (LIBOR USD 3 Month + 1.09%), 2.23%, 10/20/28^(a)(b)	USD		3,500	$	3,345,049
Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1, (LIBOR USD 3 Month + 1.00%), 2.14%, 01/20/31^(a)(b)			7,800		7,449,644
Cedar Funding VIII CLO Ltd.^(a)(b):
Series 2017-8A, Class A1, (LIBOR USD 3 Month + 1.25%), 2.38%, 10/17/30			19,880		19,004,839
Series 2017-8A, Class D, (LIBOR USD 3 Month + 3.25%), 4.38%, 10/17/30			1,895		1,540,530
Cedar Funding X CLO Ltd.^(a)(b):
Series 2019-10A, Class A, (LIBOR USD 3 Month + 1.34%), 2.48%, 10/20/32			12,500		11,696,083
Series 2019-10A, Class D, (LIBOR USD 3 Month + 3.85%), 4.99%, 10/20/32			2,000		1,694,706
Cent CLO 17 Ltd.^(a)(b):
Series C17A, Class A1AR, (LIBOR USD 3 Month + 1.03%), 1.79%, 04/30/31			8,000		7,666,027
Series C17A, Class BR, (LIBOR USD 3 Month + 1.85%), 2.61%, 04/30/31			1,000		901,192
Cent CLO 19 Ltd., Series 2013-19A, Class A1A, (LIBOR USD 3 Month + 1.33%), 2.17%, 10/29/25^(a)(b)			815		808,176
Chase Issuance Trust:
Series 2012-A7, Class A7, 2.16%, 09/15/24			2,425		2,498,895
Series 2020-A1, Class A1, 1.53%, 01/15/25			1,585		1,614,484
Chesapeake Funding II LLC^(b):
Series 2018-2A, Class A1, 3.23%, 08/15/30			693		698,633
Series 2019-1A, Class A1, 2.94%, 04/15/31			1,463		1,465,951
CIFC Funding Ltd.^(a)(b):
Series 2013-2A, Class A1LR, (LIBOR USD 3 Month + 1.21%), 2.35%, 10/18/30			5,000		4,787,228
Series 2013-4A, Class A1RR, (LIBOR USD 3 Month + 1.06%), 2.05%, 04/27/31			7,000		6,682,210
Series 2013-4A, Class A2RR, (LIBOR USD 3 Month + 1.30%), 2.29%, 04/27/31			1,700		1,589,169
Series 2014-2RA, Class A3, (LIBOR USD 3 Month + 1.90%), 2.92%, 04/24/30			500		456,310
Series 2014-3A, Class CR2, (LIBOR USD 3 Month + 2.35%), 3.45%, 10/22/31			1,000		904,241
Series 2014-4RA, Class A1A, (LIBOR USD 3 Month + 1.13%), 2.26%, 10/17/30			4,400		4,246,326
Series 2014-4RA, Class A2, (LIBOR USD 3 Month + 1.65%), 2.78%, 10/17/30			1,000		908,747
Series 2014-4RA, Class B, (LIBOR USD 3 Month + 2.20%), 3.33%, 10/17/30			400		362,061
Series 2014-4RA, Class C, (LIBOR USD 3 Month + 3.20%), 4.33%, 10/17/30			750		606,446
Series 2017-3A, Class A1, (LIBOR USD 3 Month + 1.22%), 2.36%, 07/20/30			3,500		3,403,125
Series 2017-5A, Class B, (LIBOR USD 3 Month + 1.85%), 2.98%, 11/16/30			500		442,646
Series 2018-1A, Class B, (LIBOR USD 3 Month + 1.40%), 2.54%, 04/18/31			1,000		899,175
Series 2018-1A, Class D, (LIBOR USD 3 Month + 2.65%), 3.79%, 04/18/31			2,250		1,747,833
Series 2018-4A, Class A1, (LIBOR USD 3 Month + 1.15%), 2.28%, 10/17/31			2,700		2,549,519
Series 2018-4A, Class B, (LIBOR USD 3 Month + 2.10%), 3.23%, 10/17/31			1,000		897,208
Series 2019-2A, Class A, (LIBOR USD 3 Month + 1.25%), 2.38%, 04/17/30			9,000		8,626,389
Series 2019-5A, Class A1, (LIBOR USD 3 Month + 1.34%), 2.56%, 10/15/32			12,500		11,908,230


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2019-6A, Class A1, (LIBOR USD 3 Month + 1.33%), 2.51%, 01/16/33	USD		8,500	$	8,178,436
Citibank Credit Card Issuance Trust:
Series 2017-A7, Class A7, (LIBOR USD 1 Month + 0.37%), 1.29%, 08/08/24^(a)			2,000		1,991,432
Series 2018-A6, Class A6, 3.21%, 12/07/24			900		954,676
Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3, (LIBOR USD 1 Month + 0.31%), 0.80%, 08/25/36^(a)			2,766		2,114,580
Clear Creek CLO^(a)(b):
Series 2015-1A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.34%, 10/20/30			7,000		6,543,842
Series 2015-1A, Class BR, (LIBOR USD 3 Month + 1.60%), 2.74%, 10/20/30			3,000		2,699,181
Conseco Finance Corp.:
Series 1996-5, Class M1, 8.05%, 07/15/27^(c)			959		948,400
Series 1997-7, Class M1, 7.03%, 07/15/28^(c)			3,637		3,619,659
Series 1998-8, Class A1, 6.28%, 09/01/30			5,040		5,156,243
Conseco Finance Securitizations Corp., Series 2001-4, Class M1, (LIBOR USD 1 Month + 1.75%), 2.73%, 09/01/33^(a)			9,649		9,277,898
Credit Acceptance Auto Loan Trust^(b):
Series 2018-3A, Class A, 3.55%, 08/15/27			1,710		1,716,793
Series 2019-3A, Class A, 2.38%, 11/15/28			620		615,072
Series 2020-1A, Class A, 2.01%, 02/15/29			1,330		1,322,689
Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4, (LIBOR USD 1 Month + 0.34%), 0.83%, 07/25/37^(a)(b)			1,759		1,200,275
CVC Cordatus Loan Fund VIII DAC, Series 8X, Class F, (EURIBOR 3 Month + 7.65%), 4.90%, 04/23/30^(a)	EUR		154		105,824
CWHEQ Revolving Home Equity Loan Trust, Series 2006-G, Class 2A, (LIBOR USD 1 Month + 0.15%), 0.96%, 10/15/36^(a)	USD		926		842,975
Deer Creek CLO Ltd.^(a)(b):
Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.18%), 2.32%, 10/20/30			1,000		938,101
Series 2017-1A, Class B, (LIBOR USD 3 Month + 1.65%), 2.79%, 10/20/30			1,000		915,963
Dewolf Park CLO Ltd., Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.21%), 2.43%, 10/15/30^(a)(b)			3,000		2,816,806
Discover Card Execution Note Trust^(a):
Series 2017-A5, Class A5, (LIBOR USD 1 Month + 0.60%), 1.41%, 12/15/26			2,770		2,758,654
Series 2019-A2, Class A, (LIBOR USD 1 Month + 0.27%), 1.08%, 12/15/23			3,000		2,989,242
Drive Auto Receivables Trust, Series 2019-4, Class A3, 2.16%, 05/15/23			1,010		1,013,931
Dryden 32 Euro CLO BV, Series 2014-32X, Class ER, (EURIBOR 3 Month + 5.29%), 5.29%, 08/15/31^(a)	EUR		460		347,102
Dryden 36 Senior Loan Fund^(a)(b):
Series 2014-36A, Class AR2, (LIBOR USD 3 Month + 1.28%), 2.50%, 04/15/29	USD		7,500		7,253,467
Series 2014-36A, Class DR2, (LIBOR USD 3 Month + 3.70%), 4.92%, 04/15/29			4,000		3,366,499
Dryden 50 Senior Loan Fund^(b):
Series 2017-50A, Class C, (LIBOR USD 3 Month + 2.25%), 3.47%, 07/15/30^(a)			1,000		907,954
Series 2017-50A, Class SUB, 0.00%, 07/15/30^(c)			4,000		1,795,764
Dryden 70 CLO Ltd., Series 2018-70A, Class D, (LIBOR USD 3 Month + 3.75%), 4.93%, 01/16/32^(a)(b)			1,000		808,850


Security		Par (000)		Value

Asset-Backed Securities (continued)
Dryden XXVIII Senior Loan Fund, Series 2013- 28A, Class B1LR, (LIBOR USD 3 Month + 3.15%), 4.84%, 08/15/30^(a)(b)	USD		1,500	$	1,218,883
Elm CLO Ltd.^(a)(b):
Series 2014-1A, Class ARR, (LIBOR USD 3 Month + 1.17%), 2.30%, 01/17/29			1,900		1,814,867
Series 2014-1A, Class CRR, (LIBOR USD 3 Month + 2.35%), 3.48%, 01/17/29			2,250		2,071,328
Elmwood CLO I Ltd., Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.35%), 2.49%, 04/20/30^(a)(b)			2,500		2,391,392
Elmwood CLO II Ltd.^(a)(b):
Series 2019-2A, Class A, (LIBOR USD 3 Month + 1.45%), 2.59%, 04/20/31			9,250		8,925,483
Series 2019-2A, Class B, (LIBOR USD 3 Month + 2.10%), 3.24%, 04/20/31			10,500		9,954,924
Elmwood CLO III Ltd., Series 2019-3A, Class A1, (LIBOR USD 3 Month + 1.37%), 2.59%, 10/15/32^(a)(b)			13,000		12,406,915
Elmwood CLO IV Ltd., Series 2020-1A, Class B, (LIBOR USD 3 Month + 1.70%), 2.88%, 04/15/33^(a)(b)(d)			1,250		1,131,389
Enterprise Fleet Financing LLC^(b):
Series 2017-1, Class A3, 2.60%, 07/20/22 .			608		607,371
Series 2019-2, Class A2, 2.29%, 02/20/25 .			1,200		1,200,452
First Franklin Mortgage Loan Trust^(a):
Series 2006-FF9, Class 2A4, (LIBOR USD 1 Month + 0.25%), 0.74%, 06/25/36			1,450		1,084,842
Series 2006-FF13, Class A1, (LIBOR USD 1 Month + 0.12%), 0.61%, 10/25/36			3,944		2,773,338
Series 2006-FF17, Class A5, (LIBOR USD 1 Month + 0.15%), 0.64%, 12/25/36			4,099		3,450,555
Series 2006-FFH1, Class M1, (LIBOR USD 1 Month + 0.37%), 0.86%, 01/25/36			10,000		9,113,726
Flatiron CLO 17 Ltd.^(a)(b):
Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.25%), 2.94%, 05/15/30			3,000		2,866,027
Series 2017-1A, Class C, (LIBOR USD 3 Month + 2.30%), 3.99%, 05/15/30			1,000		915,164
Flatiron CLO 19 Ltd.^(a)(b):
Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.32%), 3.21%, 11/16/32			3,000		2,857,929
Series 2019-1A, Class C, (LIBOR USD 3 Month + 2.70%), 4.59%, 11/16/32			1,500		1,402,500
Series 2019-1A, Class D, (LIBOR USD 3 Month + 3.90%), 5.79%, 11/16/32			3,500		2,771,798
Ford Credit Auto Lease Trust, Series 2020-A, Class A3, 1.85%, 03/15/23			980		979,281
Ford Credit Auto Owner Trust:
Series 2018-A, Class A3, 3.03%, 11/15/22 .			740		749,310
Series 2019-B, Class A4, 2.24%, 10/15/24 .			970		997,682
Ford Credit Floorplan Master Owner Trust,
Series 2018-3, Class A1, 3.52%, 10/15/23 .			2,000		2,009,444
Ford Credit Floorplan Master Owner Trust A,
Series 2019-4, Class A, 2.44%, 09/15/26			1,590		1,530,888
Galaxy XIX CLO Ltd., Series 2015-19A, Class A1R, (LIBOR USD 3 Month + 1.22%), 2.24%, 07/24/30^(a)(b)			8,578		8,161,952
Galaxy XV CLO Ltd., Series 2013-15A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.42%, 10/15/30^(a)(b)			2,500		2,353,257
Galaxy XVIII CLO Ltd., Series 2018-28A, Class A1, (LIBOR USD 3 Month + 1.10%), 2.32%, 07/15/31^(a)(b)			13,250		12,371,929


Security		Par (000)		Value

Asset-Backed Securities (continued)
Galaxy XX CLO Ltd.^(a)(b):
Series 2015-20A, Class CR, (LIBOR USD 3 Month + 1.75%), 2.89%, 04/20/31	USD		1,000	$	883,073
Series 2015-20A, Class D1R, (LIBOR USD 3 Month + 2.60%), 3.74%, 04/20/31			1,800		1,380,467
Galaxy XXIV CLO Ltd., Series 2017-24A, Class C, (LIBOR USD 3 Month + 1.70%), 2.92%, 01/15/31^(a)(b)			500		435,694
Galaxy XXVII CLO Ltd., Series 2018-27A, Class A, (LIBOR USD 3 Month + 1.02%), 2.71%, 05/16/31^(a)(b)			7,000		6,516,455
Gilbert Park CLO Ltd., Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.19%), 2.41%, 10/15/30^(a)(b)			2,250		2,114,320
GM Financial Consumer Automobile Receivables Trust, Series 2019-3, Class A4, 2.21%, 11/18/24			1,980		1,995,870
GoldenTree Loan Management US CLO 3 Ltd.^(a)(b):
Series 2018-3A, Class AJ, (LIBOR USD 3 Month + 1.30%), 2.44%, 04/20/30			2,000		1,848,791
Series 2018-3A, Class C, (LIBOR USD 3 Month + 1.90%), 3.04%, 04/20/30			500		453,418
GoldenTree Loan Management US CLO 5 Ltd.,
Series 2019-5A, Class A, (LIBOR USD 3 Month + 1.30%), 2.44%, 10/20/32^(a)(b)			7,000		6,614,320
GoldenTree Loan Opportunities IX Ltd.^(a)(b):
Series 2014-9A, Class AR2, (LIBOR USD 3 Month + 1.11%), 1.95%, 10/29/29			6,500		6,222,232
Series 2014-9A, Class BR2, (LIBOR USD 3 Month + 1.60%), 2.44%, 10/29/29			900		814,118
GoldenTree Loan Opportunities X Ltd.^(a)(b):
Series 2015-10A, Class AR, (LIBOR USD 3 Month + 1.12%), 2.26%, 07/20/31			3,300		3,162,465
Series 2015-10A, Class C1R, (LIBOR USD 3 Month + 2.10%), 3.24%, 07/20/31			1,000		902,044
GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2, (LIBOR USD 3 Month + 1.07%), 2.21%, 01/18/31^(a)(b)			2,188		2,127,107
Greene King Finance plc, Series B1, (LIBOR GBP 3 Month + 1.80%), 2.29%, 12/15/34^(a)	GBP		100		114,598
Greenpoint Manufactured Housing, Series 2000-1, Class A4, 8.14%, 03/20/30^(c)	USD		6,963		6,579,742
Greywolf CLO V Ltd., Series 2015-1A, Class A1R, (LIBOR USD 3 Month + 1.16%), 2.15%, 01/27/31^(a)(b)			5,290		5,058,677
Grippen Park CLO Ltd.^(a)(b):
Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.26%), 2.40%, 01/20/30			5,900		5,635,329
Series 2017-1A, Class C, (LIBOR USD 3 Month + 2.30%), 3.44%, 01/20/30			1,000		916,563
GSAA Home Equity Trust:
Series 2005-14, Class 1A2, (LIBOR USD 1 Month + 0.35%), 0.84%, 12/25/35^(a)			1,025		369,642
Series 2006-4, Class 1A1, 3.61%, 03/25/36^(c)			4,018		3,012,273
Series 2006-5, Class 1A1, (LIBOR USD 1 Month + 0.18%), 0.67%, 03/25/36^(a)			4,389		1,852,993
Series 2006-18, Class AF6, 5.68%, 11/25/36^(e)			3,995		1,508,304
GSAMP Trust^(a):
Series 2006-FM3, Class A1, (LIBOR USD 1 Month + 0.14%), 0.63%, 11/25/36			8,331		4,515,087
Series 2006-HE6, Class A4, (LIBOR USD 1 Month + 0.24%), 0.73%, 08/25/36			2,004		1,676,062


Security		Par (000)		Value

Asset-Backed Securities (continued)
GT Loan Financing I Ltd., Series 2013-1A, Class CR, (LIBOR USD 3 Month + 2.10%), 2.99%, 07/28/31^(a)(b)	USD		1,000	$	909,997
Gulf Stream Meridian 1 Ltd.^(a)(b):
Series 2020-IA, Class A1, (LIBOR USD 3 Month + 1.37%), 3.00%, 04/15/33			7,500		7,147,084
Series 2020-IA, Class B, (LIBOR USD 3 Month + 2.00%), 3.63%, 04/15/33			2,000		1,856,751
Halsey Point CLO I Ltd.^(a)(b):
Series 2019-1A, Class A1A1, (LIBOR USD 3 Month + 1.35%), 3.26%, 01/20/33			5,000		4,704,743
Series 2019-1A, Class B1, (LIBOR USD 3 Month + 2.20%), 4.11%, 01/20/33			2,500		2,348,375
Harley-Davidson Motorcycle Trust, Series 2020- A, Class A3, 1.87%, 10/15/24			900		898,097
Harvest CLO XVI DAC, Series 16X, Class ER, (EURIBOR 3 Month + 5.57%), 5.57%, 10/15/31^(a)	EUR		235		169,818
Harvest CLO XXII DAC, Series 22X, Class E, (EURIBOR 3 Month + 6.11%), 6.11%, 01/15/32^(a)			350		236,903
Harvest CLO XXIII DAC, Series 23X, Class E, (EURIBOR 3 Month + 5.33%), 5.33%, 10/20/32^(a)			118		76,150
Highbridge Loan Management Ltd.^(a)(b):
Series 12A-18, Class B, (LIBOR USD 3 Month + 1.85%), 2.99%, 07/18/31	USD		1,000		880,331
Series 6A-2015, Class BR, (LIBOR USD 3 Month + 1.75%), 3.49%, 02/05/31			1,100		983,542
Honda Auto Receivables Owner Trust:
Series 2018-1, Class A4, 2.83%, 05/15/24 .			2,330		2,381,494
Series 2018-2, Class A4, 3.16%, 08/19/24 .			2,000		2,072,265
HPS Loan Management Ltd., Series 8A-2016, Class CR, (LIBOR USD 3 Month + 1.95%), 3.09%, 07/20/30^(a)(b)			1,000		875,873
Invesco Euro CLO III DAC^(a):
Series 3X, Class D, (EURIBOR 3 Month + 4.00%), 4.00%, 07/15/32	EUR		300		261,820
Series 3X, Class F, (EURIBOR 3 Month + 8.07%), 8.07%, 07/15/32			300		228,990
Invitation Homes Trust^(a)(b):
Series 2018-SFR2, Class F, (LIBOR USD 1 Month + 2.25%), 3.06%, 06/17/37	USD		10,228		8,846,307
Series 2018-SFR3, Class A, (LIBOR USD 1 Month + 1.00%), 1.75%, 07/17/37			5,600		5,434,140
Series 2018-SFR3, Class E, (LIBOR USD 1 Month + 2.00%), 2.75%, 07/17/37			5,090		4,609,872
Series 2018-SFR3, Class F, (LIBOR USD 1 Month + 2.25%), 3.00%, 07/17/37			2,096		1,809,007
Series 2018-SFR4, Class A, (LIBOR USD 1 Month + 1.10%), 1.85%, 01/17/38			2,938		2,859,185
JPMorgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7, (LIBOR USD 1 Month + 0.80%), 1.29%, 07/25/36^(a)			2,975		2,359,137
Kayne CLO II Ltd.^(a)(b):
Series 2018-2A, Class A, (LIBOR USD 3 Month + 1.24%), 2.46%, 10/15/31			5,375		5,048,688
Series 2018-2A, Class B, (LIBOR USD 3 Month + 1.90%), 3.12%, 10/15/31			3,750		3,462,290
Kayne CLO III Ltd.^(a)(b):
Series 2019-3A, Class A, (LIBOR USD 3 Month + 1.48%), 2.70%, 04/15/32			15,500		14,669,848
Series 2019-3A, Class B1, (LIBOR USD 3 Month + 2.05%), 3.27%, 04/15/32			4,000		3,709,079
LCM 26 Ltd., Series 26A, Class A1, (LIBOR USD 3 Month + 1.07%), 2.21%, 01/20/31^(a)(b)			5,000		4,764,174


Security		Par (000)		Value

Asset-Backed Securities (continued)
LCM Loan Income Fund I Income Note Issuer Ltd., Series 27A, Class A1, (LIBOR USD 3 Month + 1.08%), 2.26%, 07/16/31^(a)(b)	USD		4,080	$	3,880,817
LCM XX LP, Series 20A, Class AR, (LIBOR USD 3 Month + 1.04%), 2.18%, 10/20/27^(a)(b)			1,400		1,339,911
LCM XXIV Ltd., Series 24A, Class A, (LIBOR USD 3 Month + 1.31%), 2.45%, 03/20/30^(a)(b)			1,500		1,412,076
LCM XXV Ltd., Series 25A, Class B2, (LIBOR USD 3 Month + 1.65%), 2.79%, 07/20/30^(a)(b)			350		309,686
Long Beach Mortgage Loan Trust^(a):
Series 2005-3, Class 1A, (LIBOR USD 1 Month + 0.52%), 1.01%, 08/25/45			2,474		2,205,369
Series 2006-4, Class 1A, (LIBOR USD 1 Month + 0.15%), 0.64%, 05/25/36			29,171		18,211,683
Series 2006-6, Class 2A3, (LIBOR USD 1 Month + 0.15%), 0.64%, 07/25/36			6,972		3,007,069
Series 2006-7, Class 1A, (LIBOR USD 1 Month + 0.16%), 0.64%, 08/25/36			8,255		4,813,812
Series 2006-10, Class 2A3, (LIBOR USD 1 Month + 0.16%), 0.65%, 11/25/36			4,515		1,852,059
Series 2006-10, Class 2A4, (LIBOR USD 1 Month + 0.22%), 0.71%, 11/25/36			4,332		1,808,524
Series 2006-WL3, Class 2A4, (LIBOR USD 1 Month + 0.30%), 0.79%, 01/25/36			2,123		1,690,535
Madison Park Funding XII Ltd., Series 2014- 12A, Class AR, (LIBOR USD 3 Month + 1.26%), 2.40%, 07/20/26^(a)(b)			178		176,931
Madison Park Funding XV Ltd., Series 2014- 15A, Class B1R, (LIBOR USD 3 Month + 2.20%), 3.19%, 01/27/26^(a)(b)			1,450		1,371,198
Madison Park Funding XVIII Ltd., Series 2015- 18A, Class A1R, (LIBOR USD 3 Month + 1.19%), 2.30%, 10/21/30^(a)(b)			12,250		11,788,159
Madison Park Funding XX Ltd., Series 2016- 20A, Class DR, (LIBOR USD 3 Month + 3.00%), 3.99%, 07/27/30^(a)(b)			1,315		1,002,599
Madison Park Funding XXV Ltd., Series 2017- 25A, Class A1, (LIBOR USD 3 Month + 1.18%), 2.17%, 04/25/29^(a)(b)			2,500		2,408,195
Madison Park Funding XXVI Ltd., Series 2017- 26A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.04%, 07/29/30^(a)(b)			3,500		3,385,439
Madison Park Funding XXVII Ltd., Series 2018-27A, Class C, (LIBOR USD 3 Month + 2.60%), 3.74%, 04/20/30^(a)(b)			1,000		760,649
Madison Park Funding XXX Ltd., Series 2018-30A, Class D, (LIBOR USD 3 Month + 2.50%), 3.72%, 04/15/29^(a)(b)			1,500		1,160,092
Madison Park Funding XXXI Ltd.^(a)(b):
Series 2018-31A, Class C, (LIBOR USD 3 Month + 2.15%), 3.19%, 01/23/31			600		549,786
Series 2018-31A, Class D, (LIBOR USD 3 Month + 3.00%), 4.04%, 01/23/31			750		577,438
Marble Point CLO XI Ltd., Series 2017-2A, Class B, (LIBOR USD 3 Month + 1.50%), 2.64%, 12/18/30^(a)(b)			1,500		1,298,188
Mariner CLO 5 Ltd., Series 2018-5A, Class A, (LIBOR USD 3 Month + 1.11%), 2.10%, 04/25/31^(a)(b)			1,550		1,476,779
Mariner CLO 7 Ltd.^(a)(b):
Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.50%), 2.26%, 04/30/32			5,000		4,660,640
Series 2019-1A, Class B, (LIBOR USD 3 Month + 2.00%), 2.76%, 04/30/32			5,000		4,572,256


Security		Par (000)		Value

Asset-Backed Securities (continued)
Mariner CLO LLC, Series 2015-1A, Class CR2, (LIBOR USD 3 Month + 1.90%), 3.04%, 04/20/29^(a)(b)	USD		2,000	$	1,791,327
Mastr Asset-Backed Securities Trust, Series 2006-AM2, Class A4, (LIBOR USD 1 Month + 0.26%), 0.75%, 06/25/36^(a)(b)			3,029		2,596,918
Mercedes-Benz Master Owner Trust, Series 2018-BA, Class A, (LIBOR USD 1 Month + 0.34%), 1.15%, 05/15/23^(a)(b)			2,000		1,951,333
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, (LIBOR USD 1 Month + 0.00%), 2.50%, 04/25/57^(a)(b)			1,117		1,115,200
Milos CLO Ltd., Series 2017-1A, Class AR, (LIBOR USD 3 Month + 1.07%), 2.21%, 10/20/30^(a)(b)			2,300		2,207,245
Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3, 5.92%, 09/25/46^(e)			707		259,991
MP CLO III Ltd., Series 2013-1A, Class AR, (LIBOR USD 3 Month + 1.25%), 2.39%, 10/20/30^(a)(b)			6,250		5,777,867
Navient Private Education Loan Trust, Series 2015-AA, Class A2B, (LIBOR USD 1 Month + 1.20%), 2.01%, 12/15/28^(a)(b)			806		799,039
Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2B, (LIBOR USD 1 Month + 0.92%), 1.73%, 05/15/68^(a)(b)			2,180		2,044,244
Neuberger Berman CLO XVIII Ltd.^(a)(b):
Series 2014-18A, Class BR2, (LIBOR USD 3 Month + 2.15%), 3.26%, 10/21/30			1,500		1,329,854
Series 2014-18A, Class CR2, (LIBOR USD 3 Month + 3.00%), 4.11%, 10/21/30			1,250		947,048
Neuberger Berman CLO XXII Ltd.^(a)(b):
Series 2016-22A, Class BR, (LIBOR USD 3 Month + 1.65%), 2.78%, 10/17/30			800		718,653
Series 2016-22A, Class CR, (LIBOR USD 3 Month + 2.20%), 3.33%, 10/17/30			1,000		886,916
Neuberger Berman CLO XXIII Ltd.^(a)(b):
Series 2016-23A, Class CR, (LIBOR USD 3 Month + 2.15%), 3.28%, 10/17/27			700		638,670
Series 2016-23A, Class DR, (LIBOR USD 3 Month + 2.90%), 4.03%, 10/17/27			600		478,534
Neuberger Berman Loan Advisers CLO Ltd.^(a)(b):
Series 2017-26A, Class A, (LIBOR USD 3 Month + 1.17%), 2.31%, 10/18/30			14,850		14,247,604
Series 2017-26A, Class B, (LIBOR USD 3 Month + 1.50%), 2.64%, 10/18/30			1,500		1,381,912
Series 2018-27A, Class D, (LIBOR USD 3 Month + 2.60%), 3.82%, 01/15/30			1,000		765,987
Newark BSL CLO 1 Ltd., Series 2016-1A, Class A1R, (LIBOR USD 3 Month + 1.10%), 2.09%, 12/21/29^(a)(b)			4,750		3,968,628
Nissan Auto Receivables Owner Trust, Series 2018-C, Class A4, 3.27%, 06/16/25			2,000		2,090,424
Nissan Master Owner Trust Receivables, Series 2017-C, Class A, (LIBOR USD 1 Month + 0.32%), 1.13%, 10/17/22^(a)			1,960		1,949,151
Oak Hill Credit Partners X-R Ltd.^(a)(b):
Series 2014-10RA, Class B, (LIBOR USD 3 Month + 1.75%), 2.89%, 12/12/30			2,150		1,946,848
Series 2014-10RA, Class C, (LIBOR USD 3 Month + 2.20%), 3.34%, 12/12/30			1,300		1,162,696
Oakwood Mortgage Investors, Inc.:
Series 1998-D, Class M1, 7.42%, 01/15/29^(b)			949		949,464
Series 1999-C, Class A2, 7.48%, 08/15/27			4,252		3,918,528
Series 2001-D, Class A3, 5.90%, 09/15/22^(c)			428		304,623
Series 2002-B, Class A4, 7.09%, 06/15/32^(c)			65		65,092


Security		Par (000)		Value

Asset-Backed Securities (continued)
OCP CLO Ltd.^(a)(b):
Series 2014-6A, Class A1R, (LIBOR USD 3 Month + 1.26%), 2.39%, 10/17/30	USD		12,000	$	11,485,076
Series 2014-6A, Class A2R, (LIBOR USD 3 Month + 1.72%), 2.85%, 10/17/30			7,500		6,868,145
Series 2014-6A, Class BR, (LIBOR USD 3 Month + 2.15%), 3.28%, 10/17/30			2,700		2,432,888
Series 2015-8A, Class CR, (LIBOR USD 3 Month + 2.80%), 3.93%, 04/17/27			3,000		2,532,865
Series 2015-9A, Class CR, (LIBOR USD 3 Month + 2.70%), 3.92%, 07/15/27			2,000		1,665,840
Series 2015-10A, Class CR, (LIBOR USD 3 Month + 2.60%), 3.59%, 10/26/27			1,000		881,443
Series 2016-11A, Class A1AR, (LIBOR USD 3 Month + 1.27%), 2.26%, 10/26/30			1,000		967,139
Series 2016-12A, Class CR, (LIBOR USD 3 Month + 3.00%), 4.14%, 10/18/28			1,000		806,309
Series 2019-17A, Class A1, (LIBOR USD 3 Month + 1.33%), 2.47%, 07/20/32			6,500		6,296,757
Series 2019-17A, Class C1, (LIBOR USD 3 Month + 2.55%), 3.69%, 07/20/32			2,500		2,337,500
Series 2019-17A, Class D, (LIBOR USD 3 Month + 3.95%), 5.09%, 07/20/32			1,500		1,200,180
OCP Euro CLO DAC^(a):
Series 2017-2X, Class E, (EURIBOR 3 Month + 5.00%), 5.00%, 01/15/32	EUR		298		222,966
Series 2017-2X, Class F, (EURIBOR 3 Month + 6.40%), 6.40%, 01/15/32			200		115,598
Series 2019-3X, Class E, (EURIBOR 3 Month + 5.75%), 5.75%, 04/20/30			400		319,619
Octagon Investment Partners 26 Ltd.^(a):
Series 2016-1, Class AR, (LIBOR USD 3 Month + 2.85%), 4.07%, 04/20/31	USD		1,250		948,389
Series 2016-1A, Class BR, (LIBOR USD 3 Month + 1.60%), 2.82%, 07/15/30^(b)			6,000		5,398,519
Octagon Investment Partners 27 Ltd., Series 2016-1A, Class CR, (LIBOR USD 3 Month + 2.10%), 3.32%, 07/15/30^(a)(b)			1,500		1,342,844
Octagon Investment Partners 28 Ltd., Series 2016-1A, Class C1R, (LIBOR USD 3 Month + 2.25%), 3.27%, 10/24/30^(a)(b)			4,000		3,615,566
Octagon Investment Partners 30 Ltd.^(a)(b):
Series 2017-1A, Class A1, (LIBOR USD 3 Month + 1.32%), 2.46%, 03/17/30			2,625		2,531,438
Series 2017-1A, Class C, (LIBOR USD 3 Month + 3.50%), 4.64%, 03/17/30			750		629,500
Octagon Investment Partners 31 LLC, Series 2017-1A, Class D, (LIBOR USD 3 Month + 3.70%), 4.84%, 07/20/30^(a)(b)			1,250		1,015,627
Octagon Investment Partners 32 Ltd., Series 2017-1A, Class C, (LIBOR USD 3 Month + 2.25%), 3.47%, 07/15/29^(a)(b)			1,000		913,053
Octagon Investment Partners 34 Ltd., Series 2017-1A, Class B1, (LIBOR USD 3 Month + 1.40%), 2.54%, 01/20/30^(a)(b)			2,000		1,799,304
Octagon Investment Partners 35 Ltd., Series 2018-1A, Class C, (LIBOR USD 3 Month + 2.60%), 3.74%, 01/20/31^(a)(b)			1,000		770,369
Octagon Investment Partners 37 Ltd., Series 2018-2A, Class B, (LIBOR USD 3 Month + 1.75%), 2.74%, 07/25/30^(a)(b)			5,250		4,778,906
Octagon Investment Partners XIV Ltd., Series 2012-1A, Class A1AR, (LIBOR USD 3 Month + 1.17%), 2.39%, 07/15/29^(a)(b)			2,200		2,118,447


Security		Par (000)		Value

Asset-Backed Securities (continued)
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2, (LIBOR USD 3 Month + 1.00%), 1.99%, 01/25/31^(a)(b)	USD		2,000	$	1,929,042
Octagon Investment Partners XXI Ltd., Series 2014-1A, Class A2RR, (LIBOR USD 3 Month + 1.90%), 3.60%, 02/14/31^(a)(b)			2,500		2,251,896
Octagon Loan Funding Ltd.^(a)(b):
Series 2014-1A, Class ARR, (LIBOR USD 3 Month + 1.18%), 2.87%, 11/18/31			23,212		22,192,578
Series 2014-1A, Class BRR, (LIBOR USD 3 Month + 1.70%), 3.39%, 11/18/31			1,500		1,361,360
OHA Credit Funding 3 Ltd.^(a)(b):
Series 2019-3A, Class A1, (LIBOR USD 3 Month + 1.32%), 2.46%, 07/20/32			8,000		7,775,114
Series 2019-3A, Class D, (LIBOR USD 3 Month + 3.55%), 4.69%, 07/20/32			1,250		1,035,136
OHA Credit Funding 4 Ltd.^(a)(b):
Series 2019-4A, Class A1, (LIBOR USD 3 Month + 1.33%), 2.43%, 10/22/32			11,500		10,943,928
Series 2019-4A, Class C, (LIBOR USD 3 Month + 2.65%), 3.75%, 10/22/32			2,000		1,870,000
Series 2019-4A, Class D, (LIBOR USD 3 Month + 3.75%), 4.85%, 10/22/32			2,000		1,566,285
OHA Credit Partners XI Ltd., Series 2015-11A, Class DR, (LIBOR USD 3 Month + 2.95%), 4.09%, 01/20/32^(a)(b)			400		305,469
OHA Credit Partners XII Ltd., Series 2015-12A, Class DR, (LIBOR USD 3 Month + 2.90%), 3.94%, 07/23/30^(a)(b)			1,000		772,405
OHA Credit Partners XIV Ltd.^(a)(b):
Series 2017-14A, Class B, (LIBOR USD 3 Month + 1.50%), 2.61%, 01/21/30			1,000		901,523
Series 2017-14A, Class C, (LIBOR USD 3 Month + 1.80%), 2.91%, 01/21/30			2,000		1,757,459
OHA Loan Funding Ltd., Series 2015-1A, Class A1R2, (LIBOR USD 3 Month + 1.34%), 3.03%, 11/15/32^(a)(b)			23,875		22,553,710
OZLM Funding IV Ltd., Series 2013-4A, Class BR, (LIBOR USD 3 Month + 2.20%), 3.30%, 10/22/30^(a)(b)			1,500		1,359,873
OZLM VI Ltd.^(a)(b):
Series 2014-6A, Class A2AS, (LIBOR USD 3 Month + 1.75%), 2.88%, 04/17/31			1,400		1,276,989
Series 2014-6A, Class B1S, (LIBOR USD 3 Month + 2.10%), 3.23%, 04/17/31			1,000		888,805
OZLM XI Ltd., Series 2015-11A, Class A1R, (LIBOR USD 3 Month + 1.25%), 2.01%, 10/30/30^(a)(b)			8,698		8,160,729
OZLM XIV Ltd., Series 2015-14A, Class A1AR, (LIBOR USD 3 Month + 1.16%), 2.38%, 01/15/29^(a)(b)			7,000		6,680,814
OZLM XIX Ltd., Series 2017-19A, Class A1, (LIBOR USD 3 Month + 1.22%), 2.44%, 11/22/30^(a)(b)			10,000		9,405,982
OZLME BV, Series 1X, Class ER, (EURIBOR 3 Month + 5.90%), 5.90%, 01/18/30^(a)	EUR		238		180,233
OZLME II DAC, Series 2X, Class E, (EURIBOR 3 Month + 4.90%), 4.90%, 10/15/30^(a)			148		101,302
Palmer Square CLO Ltd.^(a)(b):
Series 2013-2A, Class A2RR, (LIBOR USD 3 Month + 1.75%), 2.88%, 10/17/31	USD		1,350		1,226,265
Series 2013-2A, Class AARR, (LIBOR USD 3 Month + 1.20%), 2.33%, 10/17/31			500		475,211
Series 2013-2A, Class BRR, (LIBOR USD 3 Month + 2.20%), 3.33%, 10/17/31			1,300		1,169,274


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2013-2A, Class CRR, (LIBOR USD 3 Month + 3.20%), 4.33%, 10/17/31	USD		1,800	$	1,415,183
Series 2014-1A, Class CR2, (LIBOR USD 3 Month + 2.65%), 3.78%, 01/17/31			500		384,049
Series 2015-1A, Class BR2, (LIBOR USD 3 Month + 2.25%), 3.95%, 05/21/29			1,000		915,184
Series 2015-1A, Class CR2, (LIBOR USD 3 Month + 3.15%), 4.85%, 05/21/29			4,100		3,305,910
Series 2015-2A, Class A1R2, (LIBOR USD 3 Month + 1.10%), 2.24%, 07/20/30			8,000		7,770,621
Series 2015-2A, Class CR2, (LIBOR USD 3 Month + 2.75%), 3.89%, 07/20/30			1,400		1,077,690
Series 2018-1A, Class A1, (LIBOR USD 3 Month + 1.03%), 2.17%, 04/18/31			12,500		12,121,903
Series 2018-1A, Class A2, (LIBOR USD 3 Month + 1.45%), 2.59%, 04/18/31			10,000		9,011,047
Series 2018-1A, Class B, (LIBOR USD 3 Month + 1.75%), 2.89%, 04/18/31			1,000		902,499
Series 2018-2A, Class A1A, (LIBOR USD 3 Month + 1.10%), 2.28%, 07/16/31			8,000		7,715,013
Series 2018-2A, Class A2, (LIBOR USD 3 Month + 1.65%), 2.83%, 07/16/31			1,000		908,760
Series 2019-1A, Class A1, (LIBOR USD 3 Month + 1.34%), 3.27%, 11/14/32			7,000		6,826,007
Series 2019-1A, Class A2, (LIBOR USD 3 Month + 1.85%), 3.78%, 11/14/32			7,000		6,419,206
Series 2019-1A, Class B, (LIBOR USD 3 Month + 2.65%), 4.58%, 11/14/32			2,500		2,337,500
Series 2019-1A, Class C, (LIBOR USD 3 Month + 3.75%), 5.68%, 11/14/32			1,500		1,176,782
Palmer Square Loan Funding Ltd.^(a)(b):
Series 2019-1A, Class A2, (LIBOR USD 3 Month + 1.65%), 2.79%, 04/20/27			7,500		7,042,509
Series 2019-1A, Class C, (LIBOR USD 3 Month + 3.15%), 4.29%, 04/20/27			5,000		4,252,004
Series 2019-3A, Class A2, (LIBOR USD 3 Month + 1.60%), 3.29%, 08/20/27			2,500		2,305,737
Series 2020-2A, Class B, (LIBOR USD 3 Month + 2.25%), 3.36%, 04/20/28			2,000		1,823,531
Park Avenue Institutional Advisers CLO Ltd.^(a)(b):
Series 2016-1A, Class A2R, (LIBOR USD 3 Month + 1.80%), 3.48%, 08/23/31			2,600		2,407,819
Series 2018-1A, Class A1A, (LIBOR USD 3 Month + 1.28%), 2.42%, 10/20/31			2,000		1,938,743
Series 2019-1A, Class C, (LIBOR USD 3 Month + 3.85%), 5.54%, 05/15/32			2,500		1,962,416
PFS Financing Corp., Series 2018-D, Class A, 3.19%, 04/17/23^(b)			3,000		3,004,168
Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1, 3.84%, 12/25/58^(b)(e)			7,549		7,083,747
Progress Residential Trust^(b):
Series 2018-SFR3, Class F, 5.37%, 10/17/35			30,710		28,114,277
Series 2019-SFR2, Class E, 4.14%, 05/17/36			13,495		12,835,050
Series 2019-SFR2, Class F, 4.84%, 05/17/36			5,580		5,062,475
Series 2019-SFR3, Class E, 3.37%, 09/17/36			10,000		9,301,533
Series 2019-SFR3, Class F, 3.87%, 09/17/36			3,000		2,494,971
Series 2019-SFR4, Class E, 3.44%, 10/17/36			12,500		10,897,608
Series 2020-SFR1, Class E, 3.03%, 04/17/37			10,000		9,063,780


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2020-SFR1, Class F, 3.43%, 04/17/37	USD		5,500	$	4,692,083
Series 2020-SFR1, Class G, 4.03%, 04/17/37			3,500		2,760,500
Race Point IX CLO Ltd., Series 2015-9A, Class A1AR, (LIBOR USD 3 Month + 1.21%), 2.43%, 10/15/30^(a)(b)			12,500		11,993,906
Regata XII Funding Ltd.^(a)(b):
Series 2019-1A, Class A1, (LIBOR USD 3 Month + 1.32%), 2.54%, 10/15/32			21,000		20,074,049
Series 2019-1A, Class D, (LIBOR USD 3 Month + 3.75%), 4.97%, 10/15/32			1,000		788,808
Regatta Funding LP^(a)(b):
Series 2013-2A, Class A1R2, (LIBOR USD 3 Month + 1.25%), 2.47%, 01/15/29			6,075		5,893,484
Series 2013-2A, Class A2R2, (LIBOR USD 3 Month + 1.85%), 3.07%, 01/15/29			2,500		2,305,170
Series 2013-2A, Class BR2, (LIBOR USD 3 Month + 2.70%), 3.92%, 01/15/29			5,000		4,679,595
Series 2013-2A, Class CR2, (LIBOR USD 3 Month + 3.70%), 4.92%, 01/15/29			4,500		3,540,497
Regatta IX Funding Ltd.^(a)(b):
Series 2017-1A, Class B, (LIBOR USD 3 Month + 1.80%), 2.93%, 04/17/30			10,000		9,229,212
Series 2017-1A, Class C, (LIBOR USD 3 Month + 2.45%), 3.58%, 04/17/30			1,000		923,619
Series 2017-1A, Class D, (LIBOR USD 3 Month + 3.90%), 5.03%, 04/17/30			750		624,164
Regatta VI Funding Ltd., Series 2016-1A, Class CR, (LIBOR USD 3 Month + 2.05%), 3.19%, 07/20/28^(a)(b)			1,000		912,767
Regatta VII Funding Ltd.^(a)(b):
Series 2016-1A, Class CR, (LIBOR USD 3 Month + 2.00%), 3.12%, 12/20/28			750		676,480
Series 2016-1A, Class DR, (LIBOR USD 3 Month + 2.75%), 3.87%, 12/20/28			1,000		783,961
Regatta VIII Funding Ltd., Series 2017-1A, Class A, (LIBOR USD 3 Month + 1.25%), 2.38%, 10/17/30^(a)(b)			3,500		3,319,122
Regatta X Funding Ltd., Series 2017-3A, Class C, (LIBOR USD 3 Month + 1.80%), 2.93%, 01/17/31^(a)(b)			1,500		1,322,446
Regatta XIII Funding Ltd., Series 2018-2A, Class B, (LIBOR USD 3 Month + 2.10%), 3.32%, 07/15/31^(a)(b)			1,250		1,126,332
Regatta XV Funding Ltd., Series 2018-4A, Class C, (LIBOR USD 3 Month + 3.30%), 4.29%, 10/25/31^(a)(b)			1,000		835,619
Regatta XVI Funding Ltd.^(a)(b):
Series 2019-2A, Class B, (LIBOR USD 3 Month + 2.05%), 3.95%, 01/15/33			6,700		6,224,119
Series 2019-2A, Class D, (LIBOR USD 3 Month + 3.90%), 5.80%, 01/15/33			1,000		786,528
Rockford Tower CLO Ltd.^(a)(b):
Series 2017-3A, Class A, (LIBOR USD 3 Month + 1.19%), 2.33%, 10/20/30			17,000		15,965,108
Series 2018-1A, Class A, (LIBOR USD 3 Month + 1.10%), 2.79%, 05/20/31			7,000		6,510,823
Series 2018-1A, Class B, (LIBOR USD 3 Month + 1.72%), 3.41%, 05/20/31			1,000		907,192
Series 2018-2A, Class A, (LIBOR USD 3 Month + 1.16%), 2.30%, 10/20/31			3,500		3,297,396
Series 2018-2A, Class B, (LIBOR USD 3 Month + 1.80%), 2.94%, 10/20/31			1,125		1,024,744
Series 2018-2A, Class C, (LIBOR USD 3 Month + 2.20%), 3.34%, 10/20/31			700		631,595


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2018-2A, Class D, (LIBOR USD 3 Month + 3.10%), 4.24%, 10/20/31	USD		600	$	466,054
Series 2019-1A, Class A2, (LIBOR USD 3 Month + 1.75%), 2.89%, 04/20/32			3,000		2,820,365
Series 2019-1A, Class B1, (LIBOR USD 3 Month + 2.05%), 3.19%, 04/20/32			3,000		2,754,808
Series 2019-1A, Class C, (LIBOR USD 3 Month + 2.75%), 3.89%, 04/20/32			1,000		935,000
Series 2019-1A, Class D, (LIBOR USD 3 Month + 3.85%), 4.99%, 04/20/32			2,000		1,620,324
Series 2019-2A, Class A, (LIBOR USD 3 Month + 1.33%), 3.02%, 08/20/32			3,000		2,809,557
Series 2019-2A, Class C, (LIBOR USD 3 Month + 2.50%), 4.19%, 08/20/32			1,000		910,883
Rockford Tower Europe CLO DAC, Series 2018-1X, Class E, (EURIBOR 3 Month + 5.36%), 5.36%, 12/20/31^(a)	EUR		300		201,851
RR 3 Ltd., Series 2018-3A, Class A1R2, (LIBOR USD 3 Month + 1.09%), 2.31%, 01/15/30^(a)(b)	USD		4,500		4,275,125
RR 5 Ltd.^(a)(b):
Series 2018-5A, Class B, (LIBOR USD 3 Month + 2.25%), 3.47%, 10/15/31			1,250		1,124,774
Series 2018-5A, Class C, (LIBOR USD 3 Month + 3.10%), 4.32%, 10/15/31			1,200		886,579
RR 6 Ltd., Series 2019-6A, Class A1A, (LIBOR USD 3 Month + 1.25%), 2.47%, 04/15/30^(a)(b)			20,500		19,527,691
RR 7 Ltd., Series 2019-7A, Class A1A, (LIBOR USD 3 Month + 1.35%), 2.57%, 01/15/33^(a)(b)			3,700		3,487,487
RRE 1 Loan Management DAC, Series 1X, Class E, (EURIBOR 3 Month + 5.95%), 5.95%, 04/15/32^(a)	EUR		1,050		765,954
SMB Private Education Loan Trust^(b):
Series 2014-A, Class A2A, 3.05%, 05/15/26	USD		571		576,015
Series 2016-A, Class A2A, 2.70%, 05/15/31			524		523,589
Series 2016-B, Class A2A, 2.43%, 02/17/32			614		607,883
Series 2016-C, Class A2A, 2.34%, 09/15/34			1,294		1,286,403
Series 2018-B, Class A2B, (LIBOR USD 1 Month + 0.72%), 1.53%, 01/15/37^(a)			734		678,726
Series 2018-C, Class A2B, (LIBOR USD 1 Month + 0.75%), 1.56%, 11/15/35^(a)			1,000		973,111
Series 2019-A, Class A2A, 3.44%, 07/15/36			430		436,312
Series 2020-A, Class A2B, (LIBOR USD 1 Month + 0.83%), 1.64%, 09/15/37^(a)			150		138,069
SoFi Professional Loan Program LLC^(b):
Series 2015-D, Class A2, 2.72%, 10/27/36			548		549,628
Series 2016-A, Class A1, (LIBOR USD 1 Month + 1.75%), 2.24%, 08/25/36^(a)			707		699,211
Series 2016-C, Class A2B, 2.36%, 12/27/32			215		213,898
Series 2016-D, Class A2B, 2.34%, 04/25/33			317		319,555
Series 2017-F, Class A2FX, 2.84%, 01/25/41			2,250		2,279,951
Series 2018-A, Class A2B, 2.95%, 02/25/42			1,900		1,882,336
SoFi Professional Loan Program Trust^(b):
Series 2018-C, Class A2FX, 3.59%, 01/25/48			383		387,218
Series 2018-D, Class A2FX, 3.60%, 02/25/48			377		388,336
Sound Point CLO II Ltd., Series 2013-1A,
Class A1R, (LIBOR USD 3 Month + 1.07%), 2.06%, 01/26/31^(a)(b)			3,400		3,197,371
Sound Point CLO XXI Ltd., Series 2018-3A, Class A1A, (LIBOR USD 3 Month + 1.18%), 2.17%, 10/26/31^(a)(b)			6,600		6,178,469
Sound Point CLO XXII Ltd., Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.37%), 2.51%, 01/20/32^(a)(b)			4,000		3,757,452


Security		Par (000)		Value

Asset-Backed Securities (continued)
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A, (LIBOR USD 3 Month + 1.15%), 2.29%, 04/18/31^(a)(b)	USD		6,000	$	5,501,190
Stewart Park CLO Ltd., Series 2015-1A, Class DR, (LIBOR USD 3 Month + 2.60%), 3.82%, 01/15/30^(a)(b)			1,700		1,311,455
Structured Asset Securities Corp. Mortgage Loan Trust^(a):
Series 2006-BC3, Class A1, (LIBOR USD 1 Month + 0.16%), 0.65%, 10/25/36			7,905		5,976,101
Series 2007-MN1A, Class A1, (LIBOR USD 1 Month + 0.23%), 0.72%, 01/25/37^(b)			1,870		1,175,537
Taconic Park CLO Ltd., Series 2016-1A, Class A1R, (LIBOR USD 3 Month + 1.00%), 2.14%, 01/20/29^(a)(b)			575		541,534
TCW CLO AMR Ltd., Series 2019-1A, Class A, (LIBOR USD 3 Month + 1.07%), 2.76%, 02/15/29^(a)(b)			1,000		970,100
TCW CLO Ltd.^(a)(b):
Series 2017-1A, Class CR, (LIBOR USD 3 Month + 2.05%), 2.89%, 07/29/29			5,700		5,155,467
Series 2017-1A, Class DR, (LIBOR USD 3 Month + 3.15%), 3.99%, 07/29/29			6,250		5,044,216
THL Credit Wind River CLO Ltd., Series 2017- 2A, Class A, (LIBOR USD 3 Month + 1.23%), 2.37%, 07/20/30^(a)(b)			10,000		9,411,899
TIAA CLO I Ltd., Series 2016-1A, Class CR, (LIBOR USD 3 Month + 2.35%), 3.49%, 07/20/31^(a)(b)			1,000		868,094
TIAA CLO III Ltd., Series 2017-2A, Class A, (LIBOR USD 3 Month + 1.15%), 2.33%, 01/16/31^(a)(b)			10,000		9,233,155
TIAA CLO IV Ltd., Series 2018-1A, Class A2, (LIBOR USD 3 Month + 1.70%), 2.84%, 01/20/32^(a)(b)			1,000		890,616
TICP CLO IX Ltd.^(a)(b):
Series 2017-9A, Class A, (LIBOR USD 3 Month + 1.14%), 2.28%, 01/20/31			4,750		4,580,580
Series 2017-9A, Class B, (LIBOR USD 3 Month + 1.60%), 2.74%, 01/20/31			1,000		919,808
TICP CLO VI Ltd.^(a)(b):
Series 2016-6A, Class AR, (LIBOR USD 3 Month + 1.20%), 2.42%, 01/15/29			20,900		20,572,821
Series 2016-6A, Class CR, (LIBOR USD 3 Month + 2.30%), 3.52%, 01/15/29			500		459,777
TICP CLO VII Ltd.^(a)(b):
Series 2017-7A, Class BR, (LIBOR USD 3 Month + 1.70%), 3.21%, 04/15/33			2,000		1,760,154
Series 2017-7A, Class CR, (LIBOR USD 3 Month + 2.15%), 3.66%, 04/15/33			5,500		4,887,106
Series 2017-7A, Class DR, (LIBOR USD 3 Month + 3.20%), 4.71%, 04/15/33			4,000		2,930,997
TICP CLO VIII Ltd.^(a)(b):
Series 2017-8A, Class A2, (LIBOR USD 3 Month + 1.65%), 2.79%, 10/20/30			3,000		2,776,378
Series 2017-8A, Class C, (LIBOR USD 3 Month + 3.10%), 4.24%, 10/20/30			1,000		792,108
TICP CLO XI Ltd.^(a)(b):
Series 2018-11A, Class A, (LIBOR USD 3 Month + 1.18%), 2.32%, 10/20/31			17,000		16,135,202
Series 2018-11A, Class C, (LIBOR USD 3 Month + 2.15%), 3.29%, 10/20/31			3,500		3,158,437
Series 2018-11A, Class D, (LIBOR USD 3 Month + 3.05%), 4.19%, 10/20/31			1,100		850,061


Security		Par (000)		Value

Asset-Backed Securities (continued)
TICP CLO XII Ltd.^(a)(b):
Series 2018-12A, Class A, (LIBOR USD 3 Month + 1.11%), 2.33%, 01/15/31	USD		7,800	$	7,467,956
Series 2018-12A, Class C, (LIBOR USD 3 Month + 2.00%), 3.22%, 01/15/31			500		453,327
Series 2018-12A, Class D, (LIBOR USD 3 Month + 2.80%), 4.02%, 01/15/31			1,000		794,666
TICP CLO XIII Ltd.^(a)(b):
Series 2019-13A, Class B, (LIBOR USD 3 Month + 1.85%), 3.07%, 07/15/32			2,250		2,100,789
Series 2019-13A, Class C, (LIBOR USD 3 Month + 2.50%), 3.72%, 07/15/32			1,000		935,000
Series 2019-13A, Class D, (LIBOR USD 3 Month + 3.45%), 4.67%, 07/15/32			1,000		820,485
TICP CLO XIV Ltd.^(a)(b):
Series 2019-14A, Class A1A, (LIBOR USD 3 Month + 1.34%), 2.48%, 10/20/32			7,000		6,839,984
Series 2019-14A, Class B, (LIBOR USD 3 Month + 2.70%), 3.84%, 10/20/32			3,250		3,038,750
Towd Point Mortgage Trust^(b)(c):
Series 2016-3, Class A1, 2.25%, 04/25/56			739		737,483
Series 2016-4, Class A1, 2.25%, 07/25/56			1,497		1,493,162
Toyota Auto Receivables Owner Trust:
Series 2017-C, Class A4, 1.98%, 12/15/22			2,000		2,018,602
Series 2017-D, Class A4, 2.12%, 02/15/23			1,250		1,265,272
Series 2018-B, Class A3, 2.96%, 09/15/22			2,910		2,950,061
Series 2018-C, Class A3, 3.02%, 12/15/22			3,000		3,051,680
Series 2020-A, Class A3, 1.66%, 05/15/24			1,905		1,929,315
Treman Park CLO Ltd., Series 2015-1A, Class DRR, (LIBOR USD 3 Month + 2.65%), 3.79%, 10/20/28^(a)(b)			1,000		804,799
Tricon American Homes Trust^(b):
Series 2017-SFR1, Class D, 3.41%, 09/17/34			3,035		2,915,234
Series 2017-SFR2, Class F, 5.10%, 01/17/36			7,938		7,240,589
Series 2019-SFR1, Class E, 3.40%, 03/17/38			7,000		5,972,897
Verizon Owner Trust, Series 2020-A, Class A1A, 1.85%, 07/22/24			690		697,490
VOLT LXXXVIII LLC, Series 2020-NPL4, Class A1, 2.98%, 03/25/50^(b)(e)			23,313		20,960,633
Voya CLO Ltd.^(a)(b):
Series 2014-1A, Class BR2, (LIBOR USD 3 Month + 1.90%), 3.04%, 04/18/31			1,000		878,292
Series 2014-4A, Class BR2, (LIBOR USD 3 Month + 2.09%), 3.40%, 07/14/31			500		439,029
Series 2017-3A, Class C, (LIBOR USD 3 Month + 3.55%), 4.69%, 07/20/30			900		725,878
Series 2018-3A, Class A1A, (LIBOR USD 3 Month + 1.15%), 2.37%, 10/15/31			3,300		3,158,216
Wachovia Asset Securitization Issuance II LLC Trust, Series 2007-HE1, Class A, (LIBOR USD 1 Month + 0.14%), 0.63%, 07/25/37^(a)(b)			2,923		2,408,468
Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A, (LIBOR USD 1 Month + 0.16%), 0.64%, 10/25/36^(a)			18,366		13,782,970
Webster Park CLO Ltd., Series 2015-1A, Class A1BR, (LIBOR USD 3 Month + 1.35%), 2.49%, 07/20/30^(a)(b)			3,800		3,553,870
York CLO 1 Ltd.^(a)(b):
Series 2014-1A, Class ARR, (LIBOR USD 3 Month + 1.12%), 2.22%, 10/22/29			9,800		9,180,417
Series 2014-1A, Class BRR, (LIBOR USD 3 Month + 1.65%), 2.75%, 10/22/29			2,100		1,919,717


Security		Par (000)		Value

Asset-Backed Securities (continued)
Series 2014-1A, Class CRR, (LIBOR USD 3 Month + 2.10%), 3.20%, 10/22/29	USD		1,800	$	1,635,749
Series 2014-1A, Class DRR, (LIBOR USD 3 Month + 3.01%), 4.11%, 10/22/29			2,800		2,224,054
York CLO-2 Ltd., Series 2015-1A, Class AR, (LIBOR USD 3 Month + 1.15%), 2.25%, 01/22/31^(a)(b)			17,600		16,757,585
York CLO-3 Ltd., Series 2016-1A, Class DR, (LIBOR USD 3 Month + 3.60%), 4.74%, 10/20/29^(a)(b)			2,000		1,650,127
York CLO-7 Ltd., Series 2019-2A, Class A1, (LIBOR USD 3 Month + 1.37%), 3.16%, 01/22/33^(a)(b)			3,000		2,824,203


Total Asset-Backed Securities — 11.3% (Cost: $1,933,995,404)					1,793,554,924


		Shares

Common Stocks — 15.8%

Aerospace & Defense — 0.2%
BAE Systems plc			1,375,529		8,773,721
Boeing Co. (The)			5,792		816,788
General Dynamics Corp.			2,560		334,387
Howmet Aerospace, Inc.			4,186		54,711
Huntington Ingalls Industries, Inc.			1,033		197,727
L3Harris Technologies, Inc.			4,775		924,917
Lockheed Martin Corp.			34,712		13,505,051
Northrop Grumman Corp.			1,699		561,808
Raytheon Technologies Corp.			99,174		6,427,467
Safran SA			55,192		5,131,263
Singapore Technologies Engineering Ltd.			143,000		346,309
Textron, Inc.			2,487		65,557
TransDigm Group, Inc.			546		198,242

					37,337,948

Air Freight & Logistics — 0.1%
CH Robinson Worldwide, Inc.			4,066		288,280
Deutsche Post AG (Registered)			233,947		6,949,909
DSV Panalpina A/S			26,703		2,774,447
Expeditors International of Washington, Inc.			13,090		937,310
FedEx Corp.			2,593		328,715
United Parcel Service, Inc., Class B			7,673		726,326
ZTO Express Cayman, Inc., ADR			8,090		240,758


				12,245,745

Airlines — 0.0%
Alaska Air Group, Inc.			1,332		43,317
American Airlines Group, Inc.^(f)			4,282		51,427
Copa Holdings SA, Class A			83,292		3,682,339
Delta Air Lines, Inc.			6,253		162,015
Japan Airlines Co. Ltd.			800		14,270
Southwest Airlines Co.			5,377		168,031
United Airlines Holdings, Inc.^(g)			2,711		80,192

					4,201,591

Auto Components — 0.0%
Aptiv plc			2,828		196,687
BorgWarner, Inc.			11,777		336,469
Bridgestone Corp.			19,800		616,321
Magna International, Inc.			7,747		301,877

					1,451,354


Security	Shares		Value

Automobiles — 0.1%
Astra International Tbk. PT		21,819,300	$	5,580,646
Bayerische Motoren Werke AG		3,853		226,654
Ferrari NV		125		19,537
Ford Motor Co.		42,348		215,551
Geely Automobile Holdings Ltd.		3,116,000		4,847,009
General Motors Co.		13,932		310,544
Harley-Davidson, Inc.		1,685		36,783
Maruti Suzuki India Ltd.		85,004		6,034,574

				17,271,298

Banks — 1.0%
Absa Group Ltd.		427,980		2,112,147
Abu Dhabi Commercial Bank PJSC		110,017		132,223
Agricultural Bank of China Ltd., Class A		162,000		78,902
Agricultural Bank of China Ltd., Class H		3,853,000		1,602,779
Al Rajhi Bank		116,089		1,764,652
Alinma Bank		106,369		449,724
AMMB Holdings Bhd		221,700		153,132
Arab National Bank		58,825		318,133
Banco de Chile		7,225,024		636,917
Bangkok Bank PCL, NVDR		75,100		238,755
Bank AlBilad		58,494		352,562
Bank Al-Jazira		183,270		581,724
Bank Central Asia Tbk. PT		932,000		1,614,401
Bank Mandiri Persero Tbk. PT		25,760,700		7,657,661
Bank of America Corp.		88,101		2,118,829
Bank of Beijing Co. Ltd., Class A		669,640		468,672
Bank of China Ltd., Class A		1,171,900		573,908
Bank of China Ltd., Class H		17,288,000		6,581,596
Bank of Communications Co. Ltd., Class A		800,800		583,463
Bank of Communications Co. Ltd., Class H		2,434,000		1,542,441
Bank of Jiangsu Co. Ltd., Class A		573,300		486,934
Bank of Shanghai Co. Ltd., Class A		365,000		419,220
Bank of the Philippine Islands		4,981,450		5,721,450
Bank Polska Kasa Opieki SA		134,120		1,701,286
BDO Unibank, Inc.		154,360		303,729
BOC Hong Kong Holdings Ltd.		57,000		174,941
China CITIC Bank Corp. Ltd., Class H		2,423,000		1,183,719
China Construction Bank Corp., Class H		15,370,000		12,336,940
China Everbright Bank Co. Ltd., Class A		147,400		77,274
China Minsheng Banking Corp. Ltd., Class A		401,800		332,625
Chongqing Rural Commercial Bank Co. Ltd., Class H		342,000		149,199
CIMB Group Holdings Bhd		651,900		521,247
Citigroup, Inc.		23,832		1,157,282
Citizens Financial Group, Inc.		216,479		4,846,965
Comerica, Inc.		29,791		1,038,514
Commercial Bank PSQC (The)		116,820		127,686
Commercial International Bank Egypt SAE		1,015,942		4,129,837
Credicorp Ltd.		6,819		1,016,326
CTBC Financial Holding Co. Ltd.		1,430,000		952,941
DBS Group Holdings Ltd.^(f)		492,700		6,936,778
Dubai Islamic Bank PJSC		485,428		484,250
E.Sun Financial Holding Co. Ltd.		1,547,003		1,405,592
Erste Group Bank AG^(g)		160,892		3,486,990
Fifth Third Bancorp.		7,654		143,053
FinecoBank Banca Fineco SpA		449,528		5,008,473
First Abu Dhabi Bank PJSC		248,500		774,904
First Financial Holding Co. Ltd.		1,112,690		819,467
First Republic Bank		1,818		189,599
Grupo Financiero Banorte SAB de CV, Class O		1,536,311		4,205,875
HDFC Bank Ltd.		447,103		5,871,245
HDFC Bank Ltd., ADR		4,778		207,126
Hong Leong Bank Bhd		75,000		231,366
Hong Leong Financial Group Bhd		18,200		55,431


Security	Shares		Value

Banks (continued)
Hua Nan Financial Holdings Co. Ltd.		875,773	$	568,886
Huaxia Bank Co. Ltd., Class A		80,900		74,588
Huntington Bancshares, Inc.		11,215		103,627
Industrial & Commercial Bank of China Ltd., Class A		127,400		92,645
Industrial & Commercial Bank of China Ltd., Class H		15,993,000		10,723,457
Industrial Bank Co. Ltd., Class A		130,852		304,548
Industrial Bank of Korea		14,156		92,218
JPMorgan Chase & Co.		34,111		3,266,469
KeyCorp		10,841		126,298
Komercni banka A/S		39,371		833,671
Krung Thai Bank PCL, NVDR		3,213,600		1,080,290
M&T Bank Corp.		61,861		6,933,381
Malayan Banking Bhd		2,913,700		5,113,713
Masraf Al Rayan QSC		261,370		271,518
Mega Financial Holding Co. Ltd.		927,000		932,497
Metropolitan Bank & Trust Co.		39,550		30,249
Moneta Money Bank A/S^(b)		211,264		438,893
National Commercial Bank		18,364		181,241
Oversea-Chinese Banking Corp. Ltd.		25,900		165,250
People’s United Financial, Inc.		4,768		60,506
PNC Financial Services Group, Inc. (The)		4,774		509,243
Postal Savings Bank of China Co. Ltd., Class H^(b)		667,000		398,568
Public Bank Bhd		318,500		1,210,482
Qatar International Islamic Bank QSC		96,658		210,688
Qatar Islamic Bank SAQ		79,060		333,513
Qatar National Bank QPSC		178,739		836,887
Regions Financial Corp.		10,451		112,348
RHB Bank Bhd		475,800		523,615
Riyad Bank		45,083		203,811
Sberbank of Russia PJSC, ADR		583,737		6,197,213
Shanghai Pudong Development Bank Co. Ltd., Class A		90,833		135,495
Siam Commercial Bank PCL (The), NVDR		84,800		177,112
SinoPac Financial Holdings Co. Ltd.		1,169,000		475,800
SVB Financial Group^(g)		557		107,596
Taishin Financial Holding Co. Ltd.		1,122,513		477,442
Taiwan Business Bank		1,173,700		425,171
Taiwan Cooperative Financial Holding Co. Ltd.		894,050		600,366
Truist Financial Corp.		14,594		544,648
United Overseas Bank Ltd.		331,400		4,735,414
US Bancorp.		197,917		7,223,970
Wells Fargo & Co.		41,723		1,212,053
Zions Bancorp NA		46,162		1,459,181

				155,565,446

Beverages — 0.4%
Ambev SA^(g)		17,892		37,410
Arca Continental SAB de CV		117,920		453,362
Asahi Group Holdings Ltd.		13,300		457,325
Brown-Forman Corp., Class B		1,967		122,347
China Resources Beer Holdings Co. Ltd.		92,000		433,303
Coca-Cola Amatil Ltd.		391,781		2,181,278
Coca-Cola Co. (The)		346,118		15,883,355
Coca-Cola Femsa SAB de CV		362,716		1,451,556
Coca-Cola Femsa SAB de CV, ADR		5,645		233,195
Constellation Brands, Inc., Class A		1,856		305,665
Diageo plc		243,503		8,383,773
Fomento Economico Mexicano SAB de CV		330,540		2,132,786
Fomento Economico Mexicano SAB de CV, ADR		33,045		2,125,785
Fraser & Neave Holdings Bhd		17,200		126,496
Heineken NV		55,923		4,756,803


Security	Shares		Value

Beverages (continued)
Kweichow Moutai Co. Ltd., Class A		800	$	141,995
Molson Coors Beverage Co., Class B		2,035		83,455
Monster Beverage Corp.^(g)		6,665		411,964
PepsiCo, Inc.		95,501		12,633,827
Pernod Ricard SA		38,911		5,941,544
Suntory Beverage & Food Ltd.		6,400		241,013
Tsingtao Brewery Co. Ltd., Class A		6,824		50,474

				58,588,711

Biotechnology — 0.2%
AbbVie, Inc.		179,155		14,726,541
Alexion Pharmaceuticals, Inc.^(g)		2,423		260,400
Amgen, Inc.		19,266		4,608,812
Beijing Tiantan Biological Products Corp. Ltd., Class A		33,037		157,446
Biocon Ltd.		13,528		63,131
Biogen, Inc.^(g)		1,976		586,536
Celltrion, Inc.^(g)		439		75,875
China Biologic Products Holdings, Inc.^(g)		1,836		191,385
Gilead Sciences, Inc.		31,049		2,608,116
Hualan Biological Engineering, Inc., Class A		18,980		103,538
Incyte Corp.^(g)		1,929		188,386
Jinyu Bio-Technology Co. Ltd., Class A		35,700		118,677
Regeneron Pharmaceuticals, Inc.^(g)		1,066		560,588
Vertex Pharmaceuticals, Inc.^(g)		12,960		3,255,552
Walvax Biotechnology Co. Ltd., Class A		781,000		4,416,097

				31,921,080

Building Products — 0.1%
AGC, Inc.		3,900		96,175
Allegion plc		1,871		188,110
AO Smith Corp.		21,027		891,124
Beijing New Building Materials plc, Class A		1,027,470		3,666,350
Carrier Global Corp.^(f)(g)		252,037		4,463,575
Fortune Brands Home & Security, Inc.		1,512		72,879
Johnson Controls International plc		11,520		335,347
Lennox International, Inc.		927		173,052
Masco Corp.		3,127		128,332
Trane Technologies plc		2,610		228,166

				10,243,110

Capital Markets — 0.1%
Ameriprise Financial, Inc.		1,380		158,617
Bank of New York Mellon Corp. (The)		9,477		355,767
Cboe Global Markets, Inc.		1,269		126,113
Charles Schwab Corp. (The)		13,484		508,616
CME Group, Inc.		3,940		702,147
Deutsche Boerse AG		1,651		255,969
E*TRADE Financial Corp.		2,746		111,515
Franklin Resources, Inc.		3,563		67,127
Goldman Sachs Group, Inc. (The)		3,523		646,189
Intercontinental Exchange, Inc.		9,944		889,491
Invesco Ltd.		4,785		41,247
MarketAxess Holdings, Inc.		425		193,379
Moody’s Corp.		1,831		446,581
Morgan Stanley		12,678		499,893
MSCI, Inc.		973		318,171
Nasdaq, Inc.		1,439		157,815
Northern Trust Corp.		2,494		197,425
Raymond James Financial, Inc.		1,568		103,363
S&P Global, Inc.		3,405		997,256
State Street Corp.		4,098		258,338


Security	Shares		Value

Capital Markets (continued)
T. Rowe Price Group, Inc.		2,598	$	300,407

				7,335,426

Chemicals — 0.1%
Air Liquide SA		935		118,796
Air Products & Chemicals, Inc.		2,381		537,106
Albemarle Corp.		1,140		70,030
Asian Paints Ltd.		41,263		962,794
BASF SE		130,378		6,672,291
Celanese Corp.		1,340		111,314
CF Industries Holdings, Inc.		2,359		64,872
Corteva, Inc.		8,396		219,891
Croda International plc		2,839		174,087
Dow, Inc.		8,269		303,390
DuPont de Nemours, Inc.		8,056		378,793
Eastman Chemical Co.		1,480		89,555
Ecolab, Inc.		3,362		650,547
FMC Corp.		1,409		129,487
Givaudan SA (Registered)		22		73,772
International Flavors & Fragrances, Inc.		1,154		151,209
Linde plc		5,862		1,078,549
LyondellBasell Industries NV, Class A		2,789		161,623
Mesaieed Petrochemical Holding Co.		70,782		34,737
Mosaic Co. (The)		3,836		44,152
Petronas Chemicals Group Bhd		39,200		50,742
PhosAgro PJSC, GDR		32,407		390,633
Pidilite Industries Ltd.		20,638		416,060
PPG Industries, Inc.		2,553		231,889
Saudi Basic Industries Corp.		23,209		460,580
Sherwin-Williams Co. (The)		906		485,951
Sika AG (Registered)		30,479		5,041,507
Sinopec Shanghai Petrochemical Co. Ltd., Class H		544,000		147,697
Taiwan Fertilizer Co. Ltd.		26,000		40,070
Yanbu National Petrochemical Co.		23,135		275,662

				19,567,786

Commercial Services & Supplies — 0.0%
Cintas Corp.		918		203,640
Copart, Inc.^(g)		2,240		179,447
Country Garden Services Holdings Co. Ltd.		28,000		129,365
Preston Holdings LLC^(d)(g)		24,388		195,104
Republic Services, Inc.		2,288		179,242
Rollins, Inc.		1,514		60,560
S-1 Corp.		81,077		5,767,760
Waste Management, Inc.		4,305		430,586

				7,145,704

Communications Equipment — 0.1%
Arista Networks, Inc.^(g)		588		128,949
Cisco Systems, Inc.		265,819		11,265,409
F5 Networks, Inc.^(g)		650		90,519
Fiberhome Telecommunication Technologies Co. Ltd., Class A		21,900		97,467
Juniper Networks, Inc.		3,737		80,719
Motorola Solutions, Inc.		1,874		269,500
Sercomm Corp.		153,000		382,323
ZTE Corp., Class H		12,400		34,951

				12,349,837

Construction & Engineering — 0.1%
Bouygues SA		331,790		10,208,577
China Railway Group Ltd., Class H		65,000		38,865
HOCHTIEF AG		3,120		244,144


Security	Shares		Value

Construction & Engineering (continued)
Jacobs Engineering Group, Inc.		1,560	$	129,090
Kajima Corp.		10,900		113,260
Quanta Services, Inc.		1,542		56,067
Shimizu Corp.		6,900		52,993
Taisei Corp.		3,900		121,571
Vinci SA		97,882		8,018,691

				18,983,258

Construction Materials — 0.1%
Anhui Conch Cement Co. Ltd., Class A		15,700		131,160
Anhui Conch Cement Co. Ltd., Class H		1,125,500		8,874,996
Asia Cement Corp.		33,000		48,480
Martin Marietta Materials, Inc.		675		128,405
Siam Cement PCL (The), NVDR		8,400		89,229
Titan Cement International SA^(g)		4,251		58,790
Vulcan Materials Co.		1,469		165,953

				9,497,013

Consumer Finance — 0.1%
American Express Co.		7,420		677,075
Arrow Global Group plc		72,929		92,601
Capital One Financial Corp.		5,027		325,548
Cembra Money Bank AG		29,169		2,773,035
Discover Financial Services		3,586		154,090
Shriram Transport Finance Co. Ltd.		513,024		5,262,423
Synchrony Financial		6,748		133,543

				9,418,315

Containers & Packaging — 0.1%
Amcor plc		17,554		157,459
Amcor plc, CDI		1,486,947		13,550,020
Avery Dennison Corp.		910		100,455
Ball Corp.		3,588		235,337
International Paper Co.		223,882		7,667,958
Packaging Corp. of America		1,023		98,873
Sealed Air Corp.		1,662		47,517
WestRock Co.		3,047		98,083

				21,955,702

Distributors — 0.1%
Genuine Parts Co.		89,424		7,089,535
Jardine Cycle & Carriage Ltd.		5,500		78,199
LKQ Corp.^(g)		3,330		87,079

				7,254,813

Diversified Consumer Services — 0.0%
Benesse Holdings, Inc.		3,100		88,280
H&R Block, Inc.		2,169		36,114
New Oriental Education & Technology Group, Inc., ADR^(g)		5,036		642,896
TAL Education Group, ADR^(g)		5,517		298,966

				1,066,256

Diversified Financial Services — 0.0%
Berkshire Hathaway, Inc., Class B^(g)		21,273		3,985,709
Metro Pacific Investments Corp.		1,868,000		94,179
Yuanta Financial Holding Co. Ltd.		167,000		95,187

				4,175,075

Diversified Telecommunication Services — 0.3%
AT&T, Inc.		79,445		2,420,689
BCE, Inc.		29,958		1,211,492
Bharti Infratel Ltd.		24,853		57,500


Security	Shares		Value

Diversified Telecommunication Services (continued)
CenturyLink, Inc.		10,608	$	112,657
China Telecom Corp. Ltd., Class H		4,254,000		1,469,334
China Tower Corp. Ltd., Class H^(b)		1,000,000		222,544
China Unicom Hong Kong Ltd.		546,000		353,116
Chunghwa Telecom Co. Ltd.		516,000		1,896,509
Elisa OYJ		381		23,153
Emirates Telecommunications Group Co. PJSC		94,080		395,355
Hellenic Telecommunications Organization SA		508,285		6,715,210
HKT Trust & HKT Ltd.^(h)		3,963,000		6,395,177
KT Corp., ADR		55,771		547,113
LG Uplus Corp.^(g)		5,714		62,746
Nippon Telegraph & Telephone Corp.		60,000		1,366,418
Ooredoo QPSC		94,446		164,018
Orange SA		53,884		654,639
PCCW Ltd.		4,307,000		2,638,402
Rostelecom PJSC		63,419		70,043
Saudi Telecom Co.		48,924		1,178,207
Spark New Zealand Ltd.		96,556		261,311
Telecom Italia SpA		827,263		329,937
Telefonica Brasil SA, ADR		160,310		1,346,604
Telefonica Deutschland Holding AG		323,470		920,196
Telekom Malaysia Bhd		157,700		147,189
Telekomunikasi Indonesia Persero Tbk. PT		1,469,000		337,800
Telenor ASA		14,324		219,717
TELUS Corp.		978,132		15,986,568
True Corp. PCL, NVDR		400,600		40,892
Verizon Communications, Inc.		95,252		5,472,227

				53,016,763

Electric Utilities — 0.2%
Alliant Energy Corp.		2,673		129,774
American Electric Power Co., Inc.		5,428		451,121
CEZ A/S		8,726		162,229
Duke Energy Corp.		7,937		671,946
Edison International		3,869		227,149
EDP — Energias de Portugal SA		1,935,259		8,154,934
Enel Chile SA		1,014,665		82,629
Enel SpA		1,444,775		9,868,466
Enerjisa Enerji A/S^(b)		53,569		59,014
Entergy Corp.		2,157		206,015
Equatorial Energia SA		53,669		181,795
Evergy, Inc.		2,469		144,264
Eversource Energy		3,497		282,208
Exelon Corp.		10,703		396,867
FirstEnergy Corp.		5,835		240,810
Iberdrola SA		1,056,932		10,514,135
Inter RAO UES PJSC		2,717,729		182,063
Korea Electric Power Corp.^(g)		3,325		64,986
Manila Electric Co.		18,760		93,669
NextEra Energy, Inc.		5,334		1,232,794
NRG Energy, Inc.		2,734		91,671
OGE Energy Corp.		27,697		873,009
Pinnacle West Capital Corp.		1,214		93,466
Power Assets Holdings Ltd.		157,500		1,055,293
PPL Corp.		8,318		211,444
Southern Co. (The)		11,402		646,836
Tenaga Nasional Bhd		434,100		1,229,156
Xcel Energy, Inc.		5,666		360,131

				37,907,874

Electrical Equipment — 0.1%
AMETEK, Inc.		2,467		206,907
Eaton Corp. plc		4,564		381,094
ElSewedy Electric Co.		107,748		60,803
Emerson Electric Co.		6,647		379,078


Security	Shares		Value

Electrical Equipment (continued)
Legrand SA		7,939	$	532,252
Rockwell Automation, Inc.		1,262		239,124
Schneider Electric SE		109,621		10,130,340
Shanghai Electric Group Co. Ltd., Class H^(g)		274,000		84,213
WEG SA		5,912		43,216

				12,057,027

Electronic Equipment, Instruments & Components — 0.1%
Amphenol Corp., Class A		3,212		283,491
AU Optronics Corp.^(g)		229,000		60,223
AVIC Jonhon Optronic Technology Co. Ltd., Class A		11,800		59,173
CDW Corp.		1,564		173,291
China Railway Signal & Communication Corp. Ltd., Class H^(b)		393,000		194,236
Corning, Inc.		8,438		185,720
Delta Electronics, Inc.		37,000		172,576
FLIR Systems, Inc.		1,465		63,581
Hon Hai Precision Industry Co. Ltd.		2,914,000		7,488,887
IPG Photonics Corp.^(g)		383		49,533
Keysight Technologies, Inc.^(g)		2,027		196,153
Largan Precision Co. Ltd.		1,000		136,313
Samsung SDI Co. Ltd.		31,415		7,421,351
Synnex Technology International Corp.		792,000		1,056,997
TE Connectivity Ltd.		3,630		266,660
WPG Holdings Ltd.		1,278,000		1,664,823
Zebra Technologies Corp., Class A^(g)		618		141,930

				19,614,938

Energy Equipment & Services — 0.0%
Baker Hughes Co.		7,014		97,845
Halliburton Co.		9,510		99,855
Helmerich & Payne, Inc.		1,177		23,269
McDermott International, Inc.^(g)		14,394		634
National Oilwell Varco, Inc.		4,170		52,709
Schlumberger Ltd.		15,134		254,554
TechnipFMC plc		4,535		40,407

				569,273

Entertainment — 0.1%
Activision Blizzard, Inc.		28,001		1,784,504
CD Projekt SA		1,164		101,907
Electronic Arts, Inc.^(g)		24,832		2,837,304
Live Nation Entertainment, Inc.^(g)		1,554		69,728
NCSoft Corp.^(g)		1,892		1,002,475
NetEase, Inc., ADR		1,355		467,421
Netflix, Inc.^(g)		4,766		2,001,005
Take-Two Interactive Software, Inc.^(g)		2,124		257,110
Vivendi SA		11,505		248,659
Walt Disney Co. (The)		19,602		2,119,956
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd., Class A		8,800		44,500

				10,934,569

Equity Real Estate Investment Trusts (REITs) — 2.8%
Alexandria Real Estate Equities, Inc.		163,105		25,622,165
Allied Properties REIT		391,662		12,538,136
American Tower Corp.		4,829		1,149,302
Apartment Investment & Management Co., Class A		1,613		60,762
Assura plc		23,801,351		22,829,145
AvalonBay Communities, Inc.		115,476		18,816,814
Boston Properties, Inc.		155,196		15,081,947
Comforia Residential REIT, Inc.		1,557		4,623,022


Security	Shares		Value

Equity Real Estate Investment Trusts (REITs) (continued)
Community Healthcare Trust, Inc.		89,995	$	3,347,814
Cousins Properties, Inc.		651,828		19,665,651
Cromwell European REIT^(f)		25,319,100		10,882,039
Crown Castle International Corp.		117,752		18,773,201
CyrusOne, Inc.		201,763		14,153,674
Dexus		3,708,177		22,012,953
Digital Realty Trust, Inc.		2,888		431,727
Duke Realty Corp.		4,071		141,264
EPR Properties		390,708		11,494,629
Equinix, Inc.		36,203		24,444,266
Equity Residential		3,867		251,587
Essex Property Trust, Inc.		710		173,311
Extra Space Storage, Inc.		1,389		122,565
Federal Realty Investment Trust		753		62,702
Gecina SA		102,577		13,459,230
Goodman Group		2,073,294		17,658,732
Healthpeak Properties, Inc.		5,483		143,326
Host Hotels & Resorts, Inc.		7,887		97,089
Hudson Pacific Properties, Inc.		374,278		9,199,753
Iron Mountain, Inc.		3,102		75,006
Kenedix Office Investment Corp.		4,489		22,176,539
Kimco Realty Corp.		4,561		49,761
Link REIT		1,172,600		10,452,848
MCUBS MidCity Investment Corp.		12,942		8,982,627
Mid-America Apartment Communities, Inc.		1,276		142,810
NorthWest Healthcare Properties REIT		627,132		4,397,290
Omega Healthcare Investors, Inc.		317,100		9,243,465
Prologis, Inc.		309,233		27,592,861
Public Storage		1,623		300,985
Realty Income Corp.		3,813		209,410
Regency Centers Corp.		1,811		79,521
Sabana Shari’ah Compliant Industrial REIT		12,890,900		2,959,152
SBA Communications Corp.		1,222		354,282
Secure Income REIT plc		1,501,062		5,194,476
Segro plc		1,182,057		12,389,766
Simon Property Group, Inc.		3,324		221,944
SL Green Realty Corp.		891		47,268
Spirit Realty Capital, Inc.		505,064		15,535,769
STAG Industrial, Inc.		305,600		8,022,000
Sun Communities, Inc.		141,412		19,005,773
Target Healthcare REIT plc		7,001,766		9,513,834
UDR, Inc.		3,175		118,967
Ventas, Inc.		4,026		130,241
VEREIT, Inc.		1,541,663		8,448,313
VICI Properties, Inc.		702,110		12,230,756
Vornado Realty Trust		1,711		74,976
Welltower, Inc.		4,379		224,336
Weyerhaeuser Co.		8,050		176,054
XYMAX REIT Investment Corp.		3,295		2,796,741

				448,384,577

Food & Staples Retailing — 0.2%
Atacadao SA		14,541		53,721
BIM Birlesik Magazalar A/S		9,937		78,903
Carrefour SA		12,833		190,586
Cia Brasileira de Distribuicao		179,104		2,201,788
Cia Brasileira de Distribuicao, ADR		57,666		704,102
Clicks Group Ltd.		9,208		114,611
Colruyt SA		2,250		134,846
Costco Wholesale Corp.		14,829		4,493,187
CP ALL PCL, NVDR		824,700		1,802,732
Koninklijke Ahold Delhaize NV		195,702		4,751,716
Kroger Co. (The)		8,844		279,559
Laobaixing Pharmacy Chain JSC, Class A		3,800		40,442
Lawson, Inc.		2,300		119,553


Security	Shares		Value

Food & Staples Retailing (continued)
Loblaw Cos. Ltd.		35,238	$	1,734,116
President Chain Store Corp.		84,000		868,621
Raia Drogasil SA		10,197		197,587
Seven & i Holdings Co. Ltd.		2,300		76,169
SPAR Group Ltd. (The)		3,816		36,373
Sun Art Retail Group Ltd.		190,500		317,160
Sysco Corp.		5,676		319,388
Walgreens Boots Alliance, Inc.		32,878		1,423,289
Wal-Mart de Mexico SAB de CV		2,610,570		6,300,853
Walmart, Inc.		39,919		4,852,154
Wm Morrison Supermarkets plc		298,754		686,589
X5 Retail Group NV, GDR		136,469		4,027,638

				35,805,683

Food Products — 0.3%
Almarai Co. JSC		34,243		446,486
Archer-Daniels-Midland Co.		6,233		231,494
Britannia Industries Ltd.		11,444		478,904
Campbell Soup Co.		1,822		91,063
China Mengniu Dairy Co. Ltd.^(g)		1,473,000		5,216,054
Conagra Brands, Inc.		5,258		175,827
Dali Foods Group Co. Ltd.^(b)		962,500		594,617
Danone SA		743		51,785
Foshan Haitian Flavouring & Food Co. Ltd., Class A		4,644		79,882
General Mills, Inc.		28,421		1,702,134
Gruma SAB de CV, Class B		10,127		95,879
Guangdong Haid Group Co. Ltd., Class A		15,400		93,562
Henan Shuanghui Investment & Development Co. Ltd., Class A^(g)		57,597		326,298
Hershey Co. (The)		27,233		3,606,466
Hormel Foods Corp.		3,127		146,500
Indofood CBP Sukses Makmur Tbk. PT		156,900		103,813
Inner Mongolia Yili Industrial Group Co. Ltd., Class A		33,300		136,039
IOI Corp. Bhd		171,700		161,673
JM Smucker Co. (The)		2,587		297,272
Kellogg Co.		2,687		175,998
Kraft Heinz Co. (The)		6,723		203,909
Kuala Lumpur Kepong Bhd		10,000		48,597
Lamb Weston Holdings, Inc.		1,574		96,581
McCormick & Co., Inc. (Non-Voting)		1,380		216,439
Mondelez International, Inc., Class A		15,631		804,059
Nestle India Ltd.		3,218		763,313
Nestle Malaysia Bhd		20,400		663,937
Nestle SA (Registered)		255,679		27,078,971
PPB Group Bhd		58,000		221,095
QL Resources Bhd		65,500		123,845
Savola Group (The)^(g)		26,607		286,507
Standard Foods Corp.		84,000		189,323
Thai Union Group PCL, NVDR		436,500		176,094
Tingyi Cayman Islands Holding Corp.		146,000		259,165
Tyson Foods, Inc., Class A		3,184		198,013
Uni-President China Holdings Ltd.		209,000		209,823
Uni-President Enterprises Corp.		510,000		1,187,478
Universal Robina Corp.		50,740		125,590
Want Want China Holdings Ltd.		682,000		486,090
Wens Foodstuffs Group Co. Ltd., Class A		49,100		207,993
Wilmar International Ltd.		185,200		466,386

				48,224,954

Gas Utilities — 0.1%
Atmos Energy Corp.		1,343		136,946
Beijing Enterprises Holdings Ltd.		63,500		224,954
China Gas Holdings Ltd.		14,400		52,398


Security	Shares		Value

Gas Utilities (continued)
China Resources Gas Group Ltd.		80,000	$	449,627
ENN Energy Holdings Ltd.		903,500		10,184,670
Infraestructura Energetica Nova SAB de CV		82,313		273,158
Kunlun Energy Co. Ltd.		286,000		186,328
Petronas Gas Bhd		58,600		209,319

				11,717,400

Health Care Equipment & Supplies — 0.3%
Abbott Laboratories		19,276		1,775,127
ABIOMED, Inc.^(g)		490		93,713
Align Technology, Inc.^(g)		785		168,657
Ansell Ltd.		197,410		3,640,674
Baxter International, Inc.		5,601		497,257
Becton Dickinson and Co.		3,799		959,361
Boston Scientific Corp.^(g)		15,177		568,834
Cooper Cos., Inc. (The)		536		153,671
Danaher Corp.		10,771		1,760,628
Dentsply Sirona, Inc.		3,793		160,975
Edwards Lifesciences Corp.^(g)		11,699		2,544,533
Hartalega Holdings Bhd		324,600		573,423
Hologic, Inc.^(g)		18,686		936,169
IDEXX Laboratories, Inc.^(g)		930		258,168
Intuitive Surgical, Inc.^(g)		1,255		641,154
Koninklijke Philips NV		213,828		9,321,298
Lepu Medical Technology Beijing Co. Ltd., Class A		642,281		3,419,134
Medtronic plc		141,740		13,838,076
ResMed, Inc.		2,694		418,432
Shandong Weigao Group Medical Polymer Co. Ltd., Class H		100,000		151,914
Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A		3,700		132,079
Siemens Healthineers AG^(b)		1,091		48,030
STERIS plc		912		129,960
Stryker Corp.		3,495		651,573
Teleflex, Inc.		500		167,700
Top Glove Corp. Bhd		59,600		100,446
Varian Medical Systems, Inc.^(g)		1,741		199,136
Zimmer Biomet Holdings, Inc.		2,219		265,614

				43,575,736

Health Care Providers & Services — 0.2%
Alfresa Holdings Corp.		17,100		340,997
AmerisourceBergen Corp.		25,698		2,304,083
Anthem, Inc.		2,767		776,780
Bangkok Dusit Medical Services PCL, NVDR		1,638,600		1,041,147
Bumrungrad Hospital PCL, NVDR		105,700		380,504
Cardinal Health, Inc.		3,222		159,425
Centene Corp.^(g)		6,307		419,920
China National Medicines Corp. Ltd., Class A		23,567		103,057
Cigna Corp.		4,046		792,126
CVS Health Corp.		20,292		1,248,973
DaVita, Inc.^(g)		1,037		81,933
Fresenius Medical Care AG & Co. KGaA		8,753		685,978
Hapvida Participacoes e Investimentos SA^(b)		13,823		132,640
HCA Healthcare, Inc.		2,873		315,685
Henry Schein, Inc.^(g)		34,372		1,875,336
Humana, Inc.		1,451		554,021
IHH Healthcare Bhd		354,100		430,881
Jointown Pharmaceutical Group Co. Ltd., Class A		57,500		144,455
Laboratory Corp. of America Holdings^(g)		1,056		173,659
McKesson Corp.		1,745		246,481
Mediclinic International plc		895,656		2,856,084
Notre Dame Intermedica Participacoes SA		426,376		4,313,236


Security	Shares		Value

Health Care Providers & Services (continued)
Quest Diagnostics, Inc.		17,226	$	1,896,755
Shanghai Pharmaceuticals Holding Co. Ltd., Class A		27,800		72,317
Shanghai Pharmaceuticals Holding Co. Ltd., Class H		112,700		198,375
Sinopharm Group Co. Ltd., Class H		136,400		367,784
Sonic Healthcare Ltd.		442,350		7,812,010
Suzuken Co. Ltd.		1,200		46,246
Topchoice Medical Corp., Class A^(g)		9,981		171,063
UnitedHealth Group, Inc.		11,313		3,308,713
Universal Health Services, Inc., Class B		878		92,796

				33,343,460

Health Care Technology — 0.0%
Cerner Corp.		11,019		764,608
Veeva Systems, Inc., Class A^(g)		2,305		439,794

				1,204,402

Hotels, Restaurants & Leisure — 0.1%
Carnival Corp.		5,469		86,957
Chipotle Mexican Grill, Inc.^(g)		285		250,387
Compass Group plc		41,962		706,112
Crown Resorts Ltd.		33,366		213,595
Darden Restaurants, Inc.		1,438		106,110
Domino’s Pizza, Inc.		2,562		927,264
Genting Malaysia Bhd		790,400		434,456
Genting Singapore Ltd.		1,047,900		581,447
Hilton Worldwide Holdings, Inc.		3,100		234,701
Jollibee Foods Corp.		67,120		189,625
Kangwon Land, Inc.^(g)		25,173		520,257
Las Vegas Sands Corp.		3,660		175,753
Marriott International, Inc., Class A		2,954		268,637
McDonald’s Corp.		16,080		3,015,965
McDonald’s Holdings Co. Japan Ltd.		1,500		73,344
MGM Resorts International		5,633		94,803
Norwegian Cruise Line Holdings Ltd.^(g)		2,327		38,163
Royal Caribbean Cruises Ltd.		1,857		86,852
Saudi Airlines Catering Co.		7,727		163,829
SJM Holdings Ltd.		3,782,000		3,734,130
Sodexo SA		1,252		100,092
Starbucks Corp.		64,986		4,986,376
Wynn Resorts Ltd.		1,047		89,550
Yum China Holdings, Inc.		21,416		1,037,819
Yum! Brands, Inc.		19,304		1,668,445

				19,784,669

Household Durables — 0.2%
Barratt Developments plc		699,875		4,562,736
Berkeley Group Holdings plc		2,532		132,912
Coway Co. Ltd.		1,477		74,857
DR Horton, Inc.		3,741		176,650
Garmin Ltd.		10,169		825,316
Haier Electronics Group Co. Ltd.		3,058,000		8,422,017
Leggett & Platt, Inc.		1,414		49,674
Lennar Corp., Class A		3,032		151,812
LG Electronics, Inc.		3,343		150,452
Mohawk Industries, Inc.^(g)		647		56,755
Newell Brands, Inc.		4,118		57,158
Nikon Corp.		31,300		291,147
NVR, Inc.^(g)		39		120,900
Persimmon plc		314,406		8,711,015
PulteGroup, Inc.		2,785		78,732
Sekisui House Ltd.		29,600		507,780
Taylor Wimpey plc		3,144,630		5,807,633


Security	Shares		Value

Household Durables (continued)
Whirlpool Corp.		687	$	76,765

				30,254,311

Household Products — 0.2%
Church & Dwight Co., Inc.		2,670		186,873
Clorox Co. (The)		4,751		885,777
Colgate-Palmolive Co.		10,719		753,224
Hindustan Unilever Ltd.		43,656		1,264,083
Kimberly-Clark Corp.		3,719		515,007
Kimberly-Clark de Mexico SAB de CV, Class A^(g)		405,349		572,679
Procter & Gamble Co. (The)		168,471		19,857,677
Reckitt Benckiser Group plc		88,073		7,336,460
Unilever Indonesia Tbk. PT		776,600		430,623

				31,802,403

Independent Power and Renewable Electricity Producers — 0.1%
Aboitiz Power Corp.		75,600		40,799
AES Corp.		7,173		95,042
CGN Power Co. Ltd., Class H^(b)		2,016,000		507,124
China Power International Development Ltd.		772,000		157,230
China Yangtze Power Co. Ltd., Class A		2,754,400		6,760,022
Colbun SA		386,280		56,677
Electricity Generating PCL, NVDR		57,500		503,000
Huadian Power International Corp. Ltd., Class A		356,800		184,300
Huaneng Power International, Inc., Class A		371,400		220,393
Huaneng Power International, Inc., Class H		360,000		135,340
Hubei Energy Group Co. Ltd., Class A		122,000		63,773
SDIC Power Holdings Co. Ltd., Class A		252,181		272,585
Sichuan Chuantou Energy Co. Ltd., Class A		276,440		349,389

				9,345,674

Industrial Conglomerates — 0.1%
3M Co.		7,128		1,082,886
CITIC Ltd.		142,000		147,482
General Electric Co.		94,781		644,511
Honeywell International, Inc.		14,036		1,991,708
Industries Qatar QSC		111,170		213,094
KOC Holding A/S		34,071		74,760
Roper Technologies, Inc.		2,360		804,831
Shanghai Industrial Holdings Ltd.		73,000		124,193
Siemens AG (Registered)		428		39,497
Sime Darby Bhd		304,200		140,907
SK Holdings Co. Ltd.		27,829		4,153,927
SM Investments Corp.		2,900		48,336

				9,466,132

Insurance — 0.6%
Aflac, Inc.		8,000		297,920
Allianz SE (Registered)		76,050		13,995,589
Allstate Corp. (The)		3,529		358,970
American Financial Group, Inc.		13,337		883,443
American International Group, Inc.		9,400		239,042
Aon plc		2,548		439,963
Arthur J Gallagher & Co.		2,011		157,863
Assicurazioni Generali SpA		67,438		962,114
Assurant, Inc.		661		70,225
Aviva plc		178,999		541,316
Bajaj Finserv Ltd.		797		53,654
BB Seguridade Participacoes SA		802,849		3,915,400
Bupa Arabia for Cooperative Insurance Co.		3,976		113,245
Cathay Financial Holding Co. Ltd.		709,000		946,032
China Development Financial Holding Corp.		1,296,000		392,129
China Life Insurance Co. Ltd., Class H		3,080,000		6,568,714


Security	Shares		Value

Insurance (continued)
China Pacific Insurance Group Co. Ltd., Class A		62,550	$	268,306
Chubb Ltd.		4,925		531,949
Cincinnati Financial Corp.		1,641		107,978
Co. for Cooperative Insurance (The)^(g)		2,951		56,606
DB Insurance Co. Ltd.		7,842		286,429
Everest Re Group Ltd.		461		79,813
Fidelity National Financial, Inc.		93,110		2,518,625
Fubon Financial Holding Co. Ltd.		605,000		855,457
Globe Life, Inc.		1,085		89,339
Hannover Rueck SE		34,172		5,444,783
Hartford Financial Services Group, Inc. (The) .		3,907		148,427
Japan Post Holdings Co. Ltd.		267,500		2,139,704
Lincoln National Corp.		2,163		76,722
Loews Corp.		2,773		96,112
Marsh & McLennan Cos., Inc.		5,552		540,376
MetLife, Inc.		20,250		730,620
MS&AD Insurance Group Holdings, Inc.		8,700		250,648
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)		34,541		7,565,326
Phoenix Group Holdings plc		732,526		5,558,645
Ping An Insurance Group Co. of China Ltd., Class H		790,000		8,039,247
Principal Financial Group, Inc.		3,956		144,038
Progressive Corp. (The)		6,410		495,493
Prudential Financial, Inc.		4,486		279,792
Prudential plc		436,966		6,164,462
Qatar Insurance Co. SAQ		72,642		39,538
Sampo OYJ, Class A		193,513		6,414,468
Samsung Fire & Marine Insurance Co. Ltd.		2,276		356,950
SCOR SE		298,722		8,416,404
Travelers Cos., Inc. (The)		2,814		284,805
Unum Group		2,244		39,158
Willis Towers Watson plc		1,394		248,536
WR Berkley Corp.		1,637		88,398
Zurich Insurance Group AG		16,391		5,196,838


			93,489,611

Interactive Media & Services — 0.4%
Alphabet, Inc., Class A^(g)		9,572		12,890,613
Alphabet, Inc., Class C^(g)		6,546		8,828,328
Auto Trader Group plc^(b)		1,106,316		6,368,516
Facebook, Inc., Class A^(g)		61,567		12,603,381
Kakaku.com, Inc.		43,200		881,511
NAVER Corp.		4,453		721,967
Tencent Holdings Ltd.		392,600		20,638,761
TripAdvisor, Inc.		24,138		482,036
Twitter, Inc.^(g)		24,024		689,008


			64,104,121

Internet & Direct Marketing Retail — 0.2%
Alibaba Group Holding Ltd., ADR^(g)		7,118		1,442,605
Amazon.com, Inc.^(g)		9,775		24,183,350
Booking Holdings, Inc.^(g)		822		1,217,028
eBay, Inc.		86,592		3,448,959
Expedia Group, Inc.		1,511		107,251
Meituan Dianping, Class B^(g)		25,700		344,100
Naspers Ltd., Class N		1,960		305,071
Pinduoduo, Inc., ADR^(g)		1,956		92,793

				31,141,157

IT Services — 0.3%
Accenture plc, Class A		10,725		1,986,163
Akamai Technologies, Inc.^(g)		1,783		174,217
Alliance Data Systems Corp.		441		22,081


Security	Shares		Value

IT Services (continued)
Automatic Data Processing, Inc.		16,043	$	2,353,348
Beijing Sinnet Technology Co. Ltd., Class A		14,600		55,478
Booz Allen Hamilton Holding Corp.		36,277		2,664,183
Broadridge Financial Solutions, Inc.		14,864		1,724,224
CGI, Inc., Class A^(g)		76,890		4,903,571
Cognizant Technology Solutions Corp., Class A		5,968		346,263
DXC Technology Co.		2,831		51,326
Fidelity National Information Services, Inc.		6,658		878,124
Fiserv, Inc.^(g)		6,187		637,632
FleetCor Technologies, Inc.^(g)		935		225,569
Gartner, Inc.^(g)		974		115,721
Global Payments, Inc.		3,273		543,383
HCL Technologies Ltd.		118,638		850,860
Infosys Ltd.		369,763		3,456,224
Infosys Ltd., ADR		464,962		4,291,599
International Business Machines Corp.		9,612		1,206,883
Jack Henry & Associates, Inc.		832		136,074
Leidos Holdings, Inc.		1,457		143,966
Mastercard, Inc., Class A		16,565		4,554,878
Mphasis Ltd.		17,789		172,867
NEC Corp.		9,600		368,398
Paychex, Inc.		189,460		12,981,799
PayPal Holdings, Inc.^(g)		16,533		2,033,559
Tata Consultancy Services Ltd.		47,379		1,254,233
Tech Mahindra Ltd.		84,416		607,127
VeriSign, Inc.^(g)		7,688		1,610,559
Visa, Inc., Class A		18,617		3,327,230
Western Union Co. (The)		4,580		87,341
Wipro Ltd.		233,198		592,054

				54,356,934

Leisure Products — 0.1%
Hasbro, Inc.		153,256		11,066,616
Sankyo Co. Ltd.		10,300		282,802

				11,349,418

Life Sciences Tools & Services — 0.1%
Agilent Technologies, Inc.		4,592		352,023
Illumina, Inc.^(g)		1,738		554,474
IQVIA Holdings, Inc.^(g)		1,967		280,475
Lonza Group AG (Registered)^(g)		7,986		3,487,211
Mettler-Toledo International, Inc.^(g)		267		192,224
PerkinElmer, Inc.		1,200		108,636
Samsung Biologics Co. Ltd.^(b)(g)		317		151,425
Thermo Fisher Scientific, Inc.		6,506		2,177,428
Waters Corp.^(g)		1,326		247,962
WuXi AppTec Co. Ltd., Class H^(b)		6,200		87,412

				7,639,270

Machinery — 0.2%
Amada Co. Ltd.		20,800		188,012
Atlas Copco AB, Class A		150,532		5,188,007
Caterpillar, Inc.		6,000		698,280
Cummins, Inc.		1,705		278,767
Deere & Co.		3,458		501,617
Dover Corp.		1,572		147,218
Flowserve Corp.		1,417		39,917
Fortive Corp.		3,323		212,672
IDEX Corp.		2,936		451,058
Illinois Tool Works, Inc.		3,181		516,912
Ingersoll Rand, Inc.^(g)		3,749		109,021
Kone OYJ, Class B		139,056		8,420,416
Otis Worldwide Corp.^(f)(g)		83,071		4,229,145
PACCAR, Inc.		3,743		259,128


Security	Shares		Value

Machinery (continued)
Parker-Hannifin Corp.		1,388	$	219,470
Pentair plc		1,807		62,504
Snap-on, Inc.		8,330		1,085,316
Spirax-Sarco Engineering plc		3,187		348,784
Stanley Black & Decker, Inc.		1,711		188,552
Volvo AB, Class B		609,105		7,805,419
WABCO Holdings, Inc.^(g)		130		17,469
Westinghouse Air Brake Technologies Corp.		1,968		111,035
Xylem, Inc.		4,862		349,578
Zhengzhou Yutong Bus Co. Ltd., Class A		45,770		83,902
Zoomlion Heavy Industry Science and Technology Co. Ltd., Class A		316,460		284,023

				31,796,222

Marine — 0.0%
MISC Bhd		53,400		97,373
Projector SA^(d)(g)		24,388		—

				97,373

Media — 0.1%
Charter Communications, Inc., Class A^(g)		1,704		843,872
Cheil Worldwide, Inc.		4,522		65,998
China South Publishing & Media Group Co. Ltd., Class A		173,701		266,821
Comcast Corp., Class A		110,664		4,164,286
Cyfrowy Polsat SA		20,580		127,243
Dentsu Group, Inc.		3,200		66,828
Discovery, Inc., Class A^(g)		1,699		38,091
Discovery, Inc., Class C^(g)		3,743		76,395
DISH Network Corp., Class A^(g)		3,066		76,696
Fox Corp., Class A		3,830		99,082
Fox Corp., Class B		1,746		44,628
Interpublic Group of Cos., Inc. (The)		4,184		71,044
News Corp., Class A		4,147		41,097
News Corp., Class B		1,309		13,378
Omnicom Group, Inc.		6,938		395,674
Shaw Communications, Inc., Class B		37,796		616,651
ViacomCBS, Inc.		6,324		109,152
WPP plc		75,468		585,566

				7,702,502

Metals & Mining — 0.1%
Alrosa PJSC		80,325		66,529
Anglo American Platinum Ltd.		2,853		149,726
Anglo American plc		6,732		119,889
AngloGold Ashanti Ltd.		12,837		313,353
Baoshan Iron & Steel Co. Ltd., Class A		69,500		47,467
China Steel Corp.		150,000		100,465
Cia de Minas Buenaventura SAA, ADR		10,594		79,349
Eregli Demir ve Celik Fabrikalari TAS		780,050		899,317
Franco-Nevada Corp.		7,047		932,343
Freeport-McMoRan, Inc.		15,678		138,437
Gold Fields Ltd.		25,484		189,693
Highland Gold Mining Ltd.		42,956		126,837
Hochschild Mining plc		107,064		186,787
Newmont Corp.		8,983		534,309
Novolipetsk Steel PJSC		185,643		317,842
Nucor Corp.		3,276		134,938
Rio Tinto plc		16,248		754,210
Shandong Gold Mining Co. Ltd., Class A		89,200		452,305
Shandong Gold Mining Co. Ltd., Class H^(b)		51,000		151,689
Vale SA^(g)		627,983		5,207,112
Wheaton Precious Metals Corp.		47,668		1,811,244
Zhaojin Mining Industry Co. Ltd., Class H		489,500		549,965


Security	Shares		Value

Metals & Mining (continued)
Zhongjin Gold Corp. Ltd., Class A		199,600	$	235,310
Zijin Mining Group Co. Ltd., Class A		573,000		312,275

				13,811,391

Multiline Retail — 0.0%
Canadian Tire Corp. Ltd., Class A		10,797		757,601
Dollar General Corp.		10,173		1,783,327
Dollar Tree, Inc.^(g)		2,557		203,716
Falabella SA		150,683		411,495
Kohl’s Corp.		1,719		31,733
Magazine Luiza SA		9,972		92,130
Nordstrom, Inc.		1,149		21,578
Target Corp.		25,012		2,744,817

				6,046,397

Multi-Utilities — 0.0%
Ameren Corp.		2,731		198,680
CenterPoint Energy, Inc.		5,441		92,660
CMS Energy Corp.		3,075		175,552
Consolidated Edison, Inc.		3,680		289,984
Dominion Energy, Inc.		8,951		690,391
DTE Energy Co.		2,081		215,883
E.ON SE		362,773		3,633,999
NiSource, Inc.		4,034		101,294
Public Service Enterprise Group, Inc.		5,464		277,079
Qatar Electricity & Water Co. QSC		31,180		127,962
Sempra Energy		3,051		377,866
WEC Energy Group, Inc.		3,409		308,685

				6,490,035

Oil, Gas & Consumable Fuels — 1.4%
Apache Corp.		4,063		53,144
Cabot Oil & Gas Corp.		4,521		97,744
Cheniere Energy, Inc.^(g)		196,150		9,158,244
Chevron Corp.		20,575		1,892,900
China Petroleum & Chemical Corp., Class H		1,364,000		679,835
CNOOC Ltd.		1,761,000		1,947,001
CNOOC Ltd., ADR		18,653		2,096,037
Concho Resources, Inc.		2,173		123,253
ConocoPhillips		12,094		509,157
Devon Energy Corp.		4,129		51,489
Diamondback Energy, Inc.		1,759		76,587
Ecopetrol SA, ADR		25,399		265,420
Energy Transfer LP		3,291,373		27,647,533
Enterprise Products Partners LP		1,881,915		33,046,427
EOG Resources, Inc.		6,337		301,071
EQM Midstream Partners LP		206,770		4,164,348
Exxon Mobil Corp.		46,019		2,138,503
Gibson Energy, Inc.		472,479		6,731,031
Hess Corp.		2,797		136,046
HollyFrontier Corp.		1,636		54,053
Kinder Morgan, Inc.		714,176		10,876,901
LUKOIL PJSC		14,517		936,748
Magellan Midstream Partners LP		557,249		22,919,651
Marathon Oil Corp.		8,688		53,171
Marathon Petroleum Corp.		7,064		226,613
MOL Hungarian Oil & Gas plc		24,069		152,377
MPLX LP		1,336,565		24,191,827
Noble Energy, Inc.		5,168		50,698
Novatek PJSC, GDR		200		28,046
Occidental Petroleum Corp.		9,666		160,456
ONEOK, Inc.		60,443		1,809,059
PetroChina Co. Ltd., Class H		992,000		356,318
Petroleo Brasileiro SA^(g)		1,410,722		4,856,418


Security	Shares		Value

Oil, Gas & Consumable Fuels (continued)
Petroleo Brasileiro SA, ADR^(g)		153,966	$	1,063,905
Petronas Dagangan Bhd		31,200		147,179
Petronet LNG Ltd.		2,395,281		7,716,707
Phillips 66		4,814		352,240
Phillips 66 Partners LP		375,862		15,992,928
Pioneer Natural Resources Co.		1,804		161,115
Plains All American Pipeline LP		2,185,795		19,300,570
Qatar Gas Transport Co. Ltd.		8,220,650		5,598,774
Reliance Industries Ltd.		15,417		299,753
Shell Midstream Partners LP		186,963		2,746,487
Targa Resources Corp.		120,307		1,559,179
TC PipeLines LP		131,614		4,409,069
Tupras Turkiye Petrol Rafinerileri A/S		286,526		3,720,855
Valero Energy Corp.		4,472		283,301
Williams Cos., Inc. (The)		364,009		7,050,854

				228,191,022

Personal Products — 0.1%
Beiersdorf AG		315		32,958
Colgate-Palmolive India Ltd.		7,598		146,658
Coty, Inc., Class A		3,163		17,238
Dabur India Ltd.		140,022		905,843
Estee Lauder Cos., Inc. (The), Class A		2,418		426,535
Godrej Consumer Products Ltd.		28,878		207,238
Hengan International Group Co. Ltd.		70,000		622,507
Kao Corp.		700		53,982
L’Oreal SA		1,997		580,610
Marico Ltd.		103,837		394,428
Pola Orbis Holdings, Inc.		9,200		164,178
Unilever NV		4,976		247,801
Unilever plc		367,451		18,920,854

				22,720,830

Pharmaceuticals — 1.0%
Allergan plc		3,575		669,741
Astellas Pharma, Inc.		1,100		18,193
AstraZeneca plc		55,223		5,775,890
Bristol-Myers Squibb Co.		37,520		2,281,591
China Resources Double Crane Pharmaceutical Co. Ltd., Class A		36,700		65,581
Chugai Pharmaceutical Co. Ltd.		1,000		119,202
Cipla Ltd.		12,200		94,948
Dr Reddy’s Laboratories Ltd.		5,255		272,195
Eli Lilly & Co.		11,363		1,757,174
GlaxoSmithKline plc		563,769		11,761,686
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class A		14,500		62,659
Hypera SA		57,883		309,858
Jazz Pharmaceuticals plc^(g)		2,522		278,051
Jiangsu Hengrui Medicine Co. Ltd., Class A		27,310		353,883
Johnson & Johnson		166,237		24,942,199
Livzon Pharmaceutical Group, Inc., Class A		26,900		149,523
Lupin Ltd.		7,499		82,697
Merck & Co., Inc.		66,695		5,291,581
Mylan NV^(g)		5,574		93,476
Novartis AG (Registered)		243,545		20,783,758
Novo Nordisk A/S, Class B		282,586		18,026,168
Orion OYJ, Class B		3,219		163,584
Perrigo Co. plc		1,463		77,978
Pfizer, Inc.		502,647		19,281,539
Richter Gedeon Nyrt		30,663		655,230
Roche Holding AG		39,018		13,511,831
Sanofi		268,468		26,222,281
Shandong Buchang Pharmaceuticals Co. Ltd., Class A		56,800		174,576


Security	Shares		Value

Pharmaceuticals (continued)
Shionogi & Co. Ltd.		2,100	$	115,978
Sun Pharmaceutical Industries Ltd.		25,333		154,504
Taisho Pharmaceutical Holdings Co. Ltd.		400		24,991
UCB SA		375		34,365
Yunnan Baiyao Group Co. Ltd., Class A		19,400		246,283
Zoetis, Inc.		5,160		667,240

				154,520,434

Professional Services — 0.1%
Adecco Group AG (Registered)		5,410		236,746
CoStar Group, Inc.^(g)		102		66,123
Equifax, Inc.		1,399		194,321
IHS Markit Ltd.^(g)		4,334		291,678
ManpowerGroup, Inc.		787		58,427
Nielsen Holdings plc		3,843		56,607
Randstad NV		46,085		1,854,718
RELX plc		539,706		12,230,871
Robert Half International, Inc.		27,294		1,290,187
SGS SA (Registered)		1,563		3,525,661
Verisk Analytics, Inc.		2,243		342,798

				20,148,137

Real Estate Management & Development — 0.7%
Aldar Properties PJSC		79,017		38,571
Aroundtown SA		2,453,884		13,199,134
Barwa Real Estate Co.		185,470		144,611
CBRE Group, Inc., Class A^(g)		3,634		156,008
CK Asset Holdings Ltd.		4,152,500		26,238,593
Daito Trust Construction Co. Ltd.		14,600		1,388,248
Daiwa House Industry Co. Ltd.		4,200		106,429
Emaar Development PJSC		157,196		97,891
Emaar Malls PJSC		130,402		45,443
Entra ASA^(b)		973,397		12,255,877
ESR Cayman Ltd.^(b)(g)		5,764,400		12,619,153
Hang Lung Properties Ltd.		2,493,000		5,333,043
Henderson Land Development Co. Ltd.		44,000		179,327
Huaku Development Co. Ltd.		25,000		76,064
Land & Houses PCL, NVDR		15,878,300		3,587,946
LEG Immobilien AG		54,750		6,285,574
Vonovia SE		505,637		25,003,177
Yuexiu Property Co. Ltd.		322,000		61,222

				106,816,311

Road & Rail — 0.0%
BTS Group Holdings PCL, NVDR		2,704,800		955,633
Central Japan Railway Co.		1,000		157,354
CJ Logistics Corp.^(g)		2,372		288,073
CSX Corp.		8,412		557,127
Daqin Railway Co. Ltd., Class A		741,217		749,279
East Japan Railway Co.		1,800		131,436
Guangshen Railway Co. Ltd., Class A		113,900		37,950
Hankyu Hanshin Holdings, Inc.		1,100		37,634
JB Hunt Transport Services, Inc.		923		93,334
Kansas City Southern		1,087		141,908
Kyushu Railway Co.		1,100		29,593
Norfolk Southern Corp.		2,866		490,373
Old Dominion Freight Line, Inc.		1,092		158,657
Tokyu Corp.		1,300		19,567
Union Pacific Corp.		7,566		1,208,971
West Japan Railway Co.		600		37,079

				5,093,968


Security	Shares		Value

Semiconductors & Semiconductor Equipment — 0.4%
Advanced Micro Devices, Inc.^(g)		12,667	$	663,624
Analog Devices, Inc.		3,992		437,523
Applied Materials, Inc.		74,797		3,715,915
ASML Holding NV		21,650		6,323,651
Broadcom, Inc.		4,330		1,176,115
Elan Microelectronics Corp.		36,000		115,639
GCL System Integration Technology Co. Ltd., Class A^(g)		145,800		51,634
Intel Corp.		71,524		4,290,010
KLA Corp.		1,712		280,922
Lam Research Corp.		2,833		723,208
Maxim Integrated Products, Inc.		33,867		1,862,008
MediaTek, Inc.		32,000		441,870
Microchip Technology, Inc.		2,572		225,642
Micron Technology, Inc.^(g)		12,028		576,021
NVIDIA Corp.		12,943		3,782,980
Powertech Technology, Inc.		685,000		2,290,683
Qorvo, Inc.^(g)		1,273		124,792
QUALCOMM, Inc.		15,060		1,184,770
Realtek Semiconductor Corp.^(g)		25,000		214,083
SK Hynix, Inc.		1,901		130,822
Skyworks Solutions, Inc.		1,855		192,697
Taiwan Semiconductor Manufacturing Co. Ltd.		2,296,000		23,161,589
Taiwan Semiconductor Manufacturing Co. Ltd., ADR		72,347		3,843,796
Texas Instruments, Inc.		88,834		10,310,962
United Microelectronics Corp.		96,000		49,667
Vanguard International Semiconductor Corp.		63,000		146,161
Xilinx, Inc.		2,730		238,602

				66,555,386

Software — 0.3%
Adobe, Inc.^(g)		13,641		4,824,003
ANSYS, Inc.^(g)		1,508		394,840
Autodesk, Inc.^(g)		2,404		449,860
Cadence Design Systems, Inc.^(g)		5,922		480,452
Citrix Systems, Inc.		1,330		192,863
Fortinet, Inc.^(g)		5,059		545,057
Glodon Co. Ltd., Class A		23,200		169,784
Intuit, Inc.		14,375		3,878,519
Kingdee International Software Group Co. Ltd.^(g)		40,000		57,207
Microsoft Corp.		140,121		25,111,084
NortonLifeLock, Inc.		10,810		229,929
Oracle Corp.		23,616		1,250,939
Paycom Software, Inc.^(g)		531		138,602
salesforce.com, Inc.^(g)		18,846		3,052,110
Sangfor Technologies, Inc., Class A		4,700		126,276
ServiceNow, Inc.^(g)		3,323		1,168,167
Synopsys, Inc.^(g)		1,624		255,163
Trend Micro, Inc.		9,000		456,587

				42,781,442

Specialty Retail — 0.2%
ABC-Mart, Inc.		4,000		203,275
Advance Auto Parts, Inc.		771		93,222
AutoZone, Inc.^(g)		262		267,324
Best Buy Co., Inc.		2,504		192,132
CarMax, Inc.^(g)		1,797		132,349
China International Travel Service Corp. Ltd., Class A		11,700		149,431
Gap, Inc. (The)		2,303		18,700
GOME Retail Holdings Ltd.		1,324,000		153,709
HLA Corp. Ltd., Class A		231,833		208,147
Home Depot, Inc. (The)		70,424		15,481,308
Home Product Center PCL, NVDR		1,753,600		732,133


Security	Shares		Value

Specialty Retail (continued)
Jarir Marketing Co.		11,717	$	459,597
JUMBO SA		3,527		55,197
L Brands, Inc.		2,497		29,689
Lowe’s Cos., Inc.		8,380		877,805
Nitori Holdings Co. Ltd.		2,200		337,207
O’Reilly Automotive, Inc.^(g)		825		318,730
Ross Stores, Inc.		3,939		359,867
Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A		84,300		90,318
Shimamura Co. Ltd.		1,100		69,351
Suning.com Co. Ltd., Class A		59,000		69,653
Tiffany & Co.		2,021		255,657
TJX Cos., Inc. (The)		13,322		653,444
Topsports International Holdings Ltd.^(b)		3,876,000		4,899,896
Tractor Supply Co.		3,313		336,038
Ulta Beauty, Inc.^(g)		650		141,648
USS Co. Ltd.		10,900		172,600
Vivo Energy plc^(b)		1,989,984		1,957,487
Yamada Denki Co. Ltd.		4,400		20,865

				28,736,779

Technology Hardware, Storage & Peripherals — 0.3%
Acer, Inc.		172,000		95,227
Advantech Co. Ltd.		96,000		907,996
Apple, Inc.		89,172		26,198,734
Asustek Computer, Inc.		88,000		594,848
Chicony Electronics Co. Ltd.		619,000		1,743,617
Compal Electronics, Inc.^(g)		813,000		518,282
Hewlett Packard Enterprise Co.		14,099		141,836
HP, Inc.		27,800		431,178
King Slide Works Co. Ltd.		14,000		145,595
Lenovo Group Ltd.		690,000		372,736
Lite-On Technology Corp.		2,340,000		3,636,241
NetApp, Inc.		7,001		306,434
Quanta Computer, Inc.		331,000		715,181
Samsung Electronics Co. Ltd.		16,497		678,316
Seagate Technology plc		2,547		127,223
Western Digital Corp.		3,199		147,410
Wistron Corp.		2,377,000		2,229,014
Xerox Holdings Corp.		2,056		37,604

				39,027,472

Textiles, Apparel & Luxury Goods — 0.1%
ANTA Sports Products Ltd.		53,000		451,350
Capri Holdings Ltd.^(g)		1,630		24,857
Cie Financiere Richemont SA (Registered)		54,708		3,103,775
Hanesbrands, Inc.		3,888		38,647
Hermes International		615		449,608
Kering SA		9,584		4,875,427
LVMH Moet Hennessy Louis Vuitton SE		16,652		6,437,546
NIKE, Inc., Class B		20,535		1,790,241
PVH Corp.		797		39,236
Ralph Lauren Corp.		5,096		375,983
Shenzhou International Group Holdings Ltd .		57,500		663,644
Tapestry, Inc.		3,100		46,128
Under Armour, Inc., Class A^(g)		2,023		21,080
Under Armour, Inc., Class C^(g)		2,090		19,374
VF Corp.		3,587		208,405
Yue Yuen Industrial Holdings Ltd.		100,000		159,516

				18,704,817

Thrifts & Mortgage Finance — 0.0%
Housing Development Finance Corp. Ltd.		10,665		269,769


Security	Shares		Value

Tobacco — 0.3%
Altria Group, Inc.		222,217	$	8,722,017
British American Tobacco plc		655,089		25,249,914
Eastern Co. SAE		74,458		57,295
Imperial Brands plc		40,587		853,889
ITC Ltd.		148,631		358,080
Japan Tobacco, Inc.		98,900		1,841,820
KT&G Corp.		21,295		1,421,813
Philip Morris International, Inc.		200,750		14,975,950

				53,480,778

Trading Companies & Distributors — 0.0%
BOC Aviation Ltd.^(b)		509,000		3,480,479
Fastenal Co.		6,196		224,419
MonotaRO Co. Ltd.		1,900		61,050
United Rentals, Inc.^(g)		833		107,040
WW Grainger, Inc.		1,491		410,890

				4,283,878

Transportation Infrastructure — 0.1%
Airports of Thailand PCL, NVDR		571,100		1,089,281
Anhui Expressway Co. Ltd., Class H		66,000		34,016
Grupo Aeroportuario del Pacifico SAB de CV, Class B		672,661		4,175,907
Jiangsu Expressway Co. Ltd., Class H		7,254,000		8,658,848
Kamigumi Co. Ltd.		4,000		70,422
Macquarie Infrastructure Corp.		41,720		1,151,055
Malaysia Airports Holdings Bhd		128,300		155,985
Shenzhen Expressway Co. Ltd., Class H		66,000		75,672
Taiwan High Speed Rail Corp.		75,000		85,658
Westports Holdings Bhd		127,100		108,480
Zhejiang Expressway Co. Ltd., Class H		170,000		128,570

				15,733,894

Water Utilities — 0.0%
Aguas Andinas SA, Class A		306,069		102,646
American Water Works Co., Inc.		2,012		244,841
Guangdong Investment Ltd.		540,000		1,122,372

				1,469,859

Wireless Telecommunication Services — 0.4%
Advanced Info Service PCL, NVDR		140,000		852,725
America Movil SAB de CV		42,056		25,407
Axiata Group Bhd		311,800		284,291
Bharti Airtel Ltd.^(g)		550,618		3,749,778
China Mobile Ltd.		1,407,000		11,310,958
China United Network Communications Ltd., Class A		235,700		172,236
DiGi.Com Bhd		326,100		350,277
Etihad Etisalat Co.^(g)		80,664		595,813
Far EasTone Telecommunications Co. Ltd.		207,000		461,046
Global Telecom Holding SAE^(d)(g)		201,938		62,825
Globe Telecom, Inc.		3,115		135,130
Intouch Holdings PCL, NVDR		261,400		428,326
KDDI Corp.		42,400		1,228,086
Maxis Bhd		127,400		161,872
Mobile Telecommunications Co. Saudi Arabia^(g)		40,813		132,513
Mobile TeleSystems PJSC		787,976		3,408,562
Mobile TeleSystems PJSC, ADR		440,301		3,773,380
NTT DOCOMO, Inc.		173,400		5,110,310
Rogers Communications, Inc., Class B		306,106		12,820,848
SK Telecom Co. Ltd.		6,583		1,144,151
Taiwan Mobile Co. Ltd.		282,000		1,016,078
Tele2 AB, Class B		1,167,047		15,048,631
T-Mobile US, Inc.^(g)		4,207		369,375


Security	Shares		Value

Wireless Telecommunication Services (continued)
Turkcell Iletisim Hizmetleri A/S		108,009	$	215,172
Turkcell Iletisim Hizmetleri A/S, ADR		24,109		119,822
Vodacom Group Ltd.		14,104		93,760
Vodafone Group plc		4,240,117		5,981,428


			69,052,800


Total Common Stocks — 15.8% (Cost: $2,550,290,885)				2,510,197,320


	Par (000)

Corporate Bonds — 31.2%

Aerospace & Defense — 0.9%
Arconic, Inc.:
5.87%, 02/23/22		1,255		1,279,927
5.13%, 10/01/24		2,551		2,453,144
5.90%, 02/01/27		2,650		2,546,332
BAE Systems plc, 3.40%, 04/15/30^(b)		1,443		1,561,952
Boeing Co. (The):
4.88%, 05/01/25		8,260		8,260,000
2.70%, 02/01/27		525		465,916
5.15%, 05/01/30		7,500		7,500,000
3.75%, 02/01/50		150		119,899
5.81%, 05/01/50		13,020		13,020,000
5.93%, 05/01/60		11,910		11,910,000
Bombardier, Inc.^(b):
8.75%, 12/01/21		5,158		4,291,456
5.75%, 03/15/22		3,344		2,508,000
6.13%, 01/15/23		102		72,930
7.50%, 12/01/24		650		431,990
7.50%, 03/15/25		2,871		1,851,795
7.88%, 04/15/27		3,609		2,336,827
BWX Technologies, Inc., 5.38%, 07/15/26^(b)		3,016		3,080,090
F-Brasile SpA, Series XR, 7.38%, 08/15/26^(b)		2,887		1,970,377
General Dynamics Corp., 4.25%, 04/01/50		1,182		1,527,225
Howmet Aerospace, Inc., 6.88%, 05/01/25		2,520		2,569,807
Huntington Ingalls Industries, Inc., 3.84%, 05/01/25^(b)		2,910		3,059,492
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25^(b)		2,560		2,497,024
L3Harris Technologies, Inc., 3.83%, 04/27/25		1,165		1,251,947
Moog, Inc., 4.25%, 12/15/27^(b)		1,005		942,188
Rockwell Collins, Inc.:
3.50%, 03/15/27		750		801,673
4.35%, 04/15/47		1,025		1,238,879
Signature Aviation US Holdings, Inc.^(b):
5.38%, 05/01/26		1,270		1,171,575
4.00%, 03/01/28		2,736		2,325,600
SSL Robotics LLC, 9.75%, 12/31/23^(b)		600		637,200
TransDigm UK Holdings plc, 6.88%, 05/15/26		1,730		1,479,150
TransDigm, Inc.:
6.50%, 07/15/24		500		461,875
8.00%, 12/15/25^(b)		5,616		5,840,640
6.25%, 03/15/26^(b)		35,406		34,653,622
6.38%, 06/15/26		952		814,722
7.50%, 03/15/27		3,005		2,735,452
5.50%, 11/15/27^(b)		2,985		2,522,325
Triumph Group, Inc., 6.25%, 09/15/24^(b)		475		375,250


Security		Par (000)		Value

Aerospace & Defense (continued)
United Technologies Corp.:
3.65%, 08/16/23	USD		90	$	97,267
4.13%, 11/16/28			1,550		1,798,994
4.50%, 06/01/42			1,300		1,653,074
4.05%, 05/04/47			300		367,277
4.63%, 11/16/48			1,025		1,373,859

					137,856,752

Air Freight & Logistics — 0.1%
FedEx Corp.:
3.80%, 05/15/25			2,900		3,106,278
3.10%, 08/05/29			1,825		1,846,630
4.25%, 05/15/30			7,051		7,698,835
4.55%, 04/01/46			300		320,971
XPO Logistics, Inc.^(b):
6.50%, 06/15/22			858		861,432
6.75%, 08/15/24			454		467,438
6.25%, 05/01/25			160		162,000

					14,463,584

Airlines — 0.0%
Avianca Holdings SA, 9.00%, 05/10/23^(b)			3,100		527,000
Delta Air Lines, Inc., 3.40%, 04/19/21			2,000		1,918,317
Southwest Airlines Co., 2.65%, 11/05/20			1,000		996,905

					3,442,222

Auto Components — 0.4%
Adient US LLC^(b):
9.00%, 04/15/25			105		109,462
7.00%, 05/15/26			1,400		1,393,000
Allison Transmission, Inc.^(b):
5.00%, 10/01/24			655		628,800
5.88%, 06/01/29			5,044		4,890,309
American Axle & Manufacturing, Inc.:
6.63%, 10/15/22			318		265,530
6.25%, 04/01/25			490		373,135
6.50%, 04/01/27			350		263,375
Dealer Tire LLC, 8.00%, 02/01/28^(b)			1,988		1,389,115
Faurecia SE, 2.63%, 06/15/25	EUR		300		308,208
Goodyear Tire & Rubber Co. (The), 5.13%, 11/15/23	USD		615		576,194
Icahn Enterprises LP:
6.25%, 02/01/22			660		666,600
6.75%, 02/01/24			6,472		6,488,180
4.75%, 09/15/24			2,616		2,460,400
6.38%, 12/15/25			5,379		5,298,315
6.25%, 05/15/26			7,358		7,230,118
5.25%, 05/15/27			2,504		2,378,825
IHO Verwaltungs GmbH⁽ⁱ⁾:
4.75%, (4.75% Cash or 5.50% PIK), 09/15/26^(b)			600		510,000
3.88%, (3.88% Cash or 4.63% PIK), 05/15/27^(j)	EUR		906		881,642
6.00%, (6.00% Cash or 6.75% PIK), 05/15/27^(b)	USD		200		172,000
Panther BF Aggregator 2 LP:
4.38%, 05/15/26	EUR		2,746		2,775,991
6.25%, 05/15/26^(b)	USD		9,445		9,506,392
8.50%, 05/15/27^(b)			9,909		8,397,878
Schaeffler AG, 1.13%, 03/26/22	EUR		200		210,557
ZF Europe Finance BV:
1.25%, 10/23/23			200		198,738
2.00%, 02/23/26			1,200		1,168,724
2.50%, 10/23/27			900		877,237

					59,418,725


Security		Par (000)		Value

Automobiles — 0.1%
BMW US Capital LLC, 3.80%, 04/06/23^(b)	USD		1,500	$	1,563,781
Ford Motor Co.:
8.50%, 04/21/23			515		507,919
9.00%, 04/22/25			640		623,200
4.35%, 12/08/26			59		46,757
9.63%, 04/22/30			135		134,496
4.75%, 01/15/43			2,544		1,621,800
5.29%, 12/08/46			404		273,965
General Motors Co., 6.25%, 10/02/43			400		350,132
Jaguar Land Rover Automotive plc^(b):
5.63%, 02/01/23			150		122,250
4.50%, 10/01/27			450		277,875
Renault SA, 1.25%, 06/24/25	EUR		200		197,994
Tesla, Inc., 5.30%, 08/15/25^(b)	USD		2,504		2,441,400
Volkswagen Group of America Finance LLC, 2.70%, 09/26/22^(b)			200		200,767


				8,362,336

Banks — 4.8%
AIB Group plc, (EUR Swap Annual 5 Year + 5.70%), 5.25%^(a)(k)	EUR		1,200		1,141,529
Al Ahli Bank of Kuwait KSCP, (USD Swap Semi 5 Year + 4.17%), 7.25%^(a)(k)	USD		630		578,025
Allied Irish Banks plc, (EUR Swap Annual 5 Year + 7.34%), 7.38%^(a)(k)	EUR		7,190		7,806,516
Australia & New Zealand Banking Group Ltd.^(a)(k):
(USD Swap Rate 5 Year + 5.17%), 6.75%^(b)	USD		10,134		10,868,715
(USD Swap Rate 5 Year + 5.17%), 6.75%			2,062		2,211,495
Banco Bilbao Vizcaya Argentaria SA^(a)(k):
(EUR Swap Annual 5 Year + 9.18%), 8.87%	EUR		3,400		3,774,923
(EUR Swap Annual 5 Year + 5.66%), 5.87%			200		204,011
(USD Swap Semi 5 Year + 3.87%), 6.13%	USD		19,000		16,672,500
Banco BPM SpA:
1.75%, 04/24/23	EUR		570		589,680
2.50%, 06/21/24			800		833,840
Banco Bradesco SA, 3.20%, 01/27/25^(b)	USD		3,380		3,195,621
Banco de Sabadell SA^(a):
(EUR Swap Annual 5 Year + 6.41%), 6.50%^(k)	EUR		8,000		6,312,096
(EUR Swap Annual 5 Year + 6.05%), 6.12%^(k)			800		631,864
(EUR Swap Annual 5 Year + 2.20%), 2.00%, 01/17/30			900		735,057
Banco Espirito Santo SA^(g)(l):
4.75%, 01/15/18			1,500		263,004
2.63%, 05/08/18			800		140,269
4.00%, 01/21/19			5,400		946,814
Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26^(b)	USD		5,084		4,872,696
Banco Santander SA:
(EUR Swap Annual 5 Year + 6.80%), 6.75%^(a)(k)	EUR		7,500		8,140,138
(EUR Swap Annual 5 Year + 4.53%), 4.37%^(a)(k)			5,800		5,513,769
3.31%, 06/27/29	USD		1,000		1,042,991
Bancolombia SA, 3.00%, 01/29/25			2,355		2,179,859
Bank Leumi Le-Israel BM, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 1.63%), 3.27%, 01/29/31^(a)(b)			5,188		4,789,173


Security		Par (000)		Value

Banks (continued)
Bank of America Corp.:
2.50%, 10/21/22	USD		920	$	937,416
3.30%, 01/11/23			1,900		1,991,369
(LIBOR USD 3 Month + 0.93%), 2.82%, 07/21/23^(a)			1,015		1,042,654
(LIBOR USD 3 Month + 0.79%), 3.00%, 12/20/23^(a)			5,165		5,337,779
(LIBOR USD 3 Month + 0.94%), 3.86%, 07/23/24^(a)			1,400		1,492,687
Series L, 3.95%, 04/21/25			3,150		3,392,306
4.45%, 03/03/26			3,950		4,359,828
(LIBOR USD 3 Month + 1.04%), 3.42%, 12/20/28^(a)			6,550		7,029,934
(LIBOR USD 3 Month + 1.19%), 2.88%, 10/22/30^(a)			1,950		2,031,680
(SOFR + 2.15%), 2.59%, 04/29/31^(a)			3,915		4,017,414
Series L, 4.75%, 04/21/45			375		456,574
(LIBOR USD 3 Month + 1.99%), 4.44%, 01/20/48^(a)			225		273,515
Bank of East Asia Ltd. (The), (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.26%), 5.87%^(a)(k)			4,755		4,469,700
Bank of Ireland Group plc, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.50%), 4.12%, 09/19/27^(a)			600		572,448
Bankia SA^(a)(k):
(EUR Swap Annual 5 Year + 5.82%), 6.00%	EUR		7,400		6,785,757
(EUR Swap Annual 5 Year + 6.22%), 6.37%			3,600		3,295,111
Barclays plc:
3.20%, 08/10/21	USD		1,310		1,323,936
(USD Swap Semi 5 Year + 6.77%), 7.88%^(a)(k)			10,853		10,744,470
(USD Swap Semi 5 Year + 4.84%), 7.75%^(a)(k)			18,490		17,842,850
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 5.67%), 8.00%^(a)(k)			2,900		2,892,750
4.38%, 09/11/24			1,400		1,444,622
(LIBOR USD 3 Month + 1.61%), 3.93%, 05/07/25^(a)			805		838,811
(U.K. Government Bonds 5 Year Note Generic Bid Yield + 6.02%), 6.37%^(a)(k)	GBP		3,026		3,506,347
5.20%, 05/12/26	USD		400		430,228
4.84%, 05/09/28			2,350		2,472,612
(LIBOR USD 3 Month + 3.05%), 5.09%, 06/20/30^(a)			950		1,030,291
BBVA Bancomer SA, 6.75%, 09/30/22^(b)			1,800		1,867,500
BNP Paribas SA:
(USD Swap Semi 5 Year + 6.31%), 7.63%^(a)(b)(k)			13,792		14,033,360
(EUR Swap Annual 5 Year + 5.23%), 6.12%^(a)(k)	EUR		3,900		4,348,607
(USD Swap Rate 5 Year + 4.15%), 6.63%^(a)(k)	USD		3,000		2,981,250
3.38%, 01/09/25^(b)			1,550		1,616,306
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.94%), 4.50%^(a)(b)(k)			6,785		5,665,475
(USD Swap Semi 5 Year + 1.48%), 4.38%, 03/01/33^(a)(b)			1,450		1,546,193
Burgan Bank SAK, (USD Swap Semi 5 Year + 4.01%), 5.75%^(a)(k)			2,225		1,921,148
CaixaBank SA^(a)(k):
(EUR Swap Annual 5 Year + 6.50%), 6.75%	EUR		6,800		7,004,673
(EUR Swap Annual 5 Year + 4.50%), 5.25%			4,600		4,045,330


Security		Par (000)		Value

Banks (continued)
Capital One Bank USA NA, (SOFR + 0.62%), 2.01%, 01/27/23^(a)	USD		2,480	$	2,454,177
Capital One NA, 2.15%, 09/06/22			2,265		2,257,210
China Construction Bank Corp., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.97%), 4.65%^(a)(k)			1,205		1,209,142
Chong Hing Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.86%), 5.70%^(a)(k)			630		572,709
CIT Group, Inc.:
5.00%, 08/15/22			1,200		1,182,000
5.00%, 08/01/23			4,388		4,294,843
Citigroup, Inc.:
(LIBOR USD 3 Month + 0.72%), 3.14%, 01/24/23^(a)			135		138,163
(LIBOR USD 3 Month + 0.95%), 2.88%, 07/24/23^(a)			1,000		1,023,685
Series U, (SOFR + 3.81%), 5.00%^(a)(k)			22,425		20,391,165
4.45%, 09/29/27			4,825		5,285,500
(LIBOR USD 3 Month + 1.56%), 3.89%, 01/10/28^(a)			1,275		1,377,070
(SOFR + 1.42%), 2.98%, 11/05/30^(a)			1,425		1,460,694
(SOFR + 1.15%), 2.67%, 01/29/31^(a)			1,775		1,785,782
Citizens Bank NA:
3.25%, 02/14/22			1,305		1,334,245
3.70%, 03/29/23			460		481,935
Cooperatieve Rabobank UA:
(EUR Swap Annual 5 Year + 6.70%), 6.62%^(a)(k)	EUR		2,000		2,229,055
3.88%, 02/08/22	USD		3,500		3,645,637
3.88%, 09/26/23^(b)			415		440,625
(EUR Swap Annual 5 Year + 4.10%), 4.62%^(a)(k)	EUR		200		218,484
Credit Agricole SA:
(EUR Swap Annual 5 Year + 5.12%), 6.50%^(a)(k)			6,920		7,580,431
(USD Swap Semi 5 Year + 4.90%), 7.88%^(a)(b)(k)	USD		8,900		9,456,250
2.38%, 01/22/25^(b)			1,550		1,579,693
(USD Swap Semi 5 Year + 6.19%), 8.12%^(a)(b)(k)			26,568		29,490,480
3.25%, 01/14/30^(b)			825		835,168
Credit Suisse Group Funding Guernsey Ltd.:
3.80%, 09/15/22			270		280,580
3.80%, 06/09/23			1,200		1,256,037
Danske Bank A/S^(a):
(LIBOR USD 3 Month + 1.25%), 3.00%, 09/20/22^(b)			1,015		1,017,181
(US Treasury Yield Curve Rate T Note Constant Maturity 7 Year + 4.13%), 7.00%^(k)			24,620		24,066,050
Discover Bank:
3.35%, 02/06/23			885		897,807
2.45%, 09/12/24			250		245,031
(USD Swap Semi 5 Year + 1.73%), 4.68%, 08/09/28^(a)			1,250		1,268,000
DNB Bank ASA^(a)(k):
(USD Swap Semi 5 Year + 5.08%), 6.50%			4,600		4,634,500
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.14%), 4.88%			2,000		1,877,500
Emirates NBD Bank PJSC, (USD Swap Semi 6 Year + 3.66%), 6.13%^(a)(k)			5,235		4,943,803
Erste Group Bank AG^(a)(k):
(EUR Swap Annual 5 Year + 9.02%), 8.87% EUR			3,200		3,615,078
(EUR Swap Annual 5 Year + 6.20%), 6.50%			2,800		3,076,051


Security		Par (000)		Value

Banks (continued)
Fifth Third Bancorp, 2.60%, 06/15/22	USD		700	$	712,818
Fifth Third Bank, 1.80%, 01/30/23			2,050		2,067,447
HSBC Holdings plc:
(USD Swap Rate 5 Year + 5.51%), 6.87%^(a)(k)			13,674		13,708,185
(EUR Swap Annual 5 Year + 4.38%), 5.25%^(a)(k)	EUR		3,600		3,890,815
(LIBOR USD 3 Month + 1.06%), 3.26%, 03/13/23^(a)	USD		2,300		2,358,434
3.60%, 05/25/23			2,500		2,622,591
(LIBOR USD 3 Month + 1.53%), 4.58%, 06/19/29^(a)			1,175		1,328,576
5.25%, 03/14/44			1,000		1,274,640
Huntington National Bank (The):
3.13%, 04/01/22			695		717,007
1.80%, 02/03/23			2,190		2,217,136
Industrial & Commercial Bank of China Ltd., 3.54%, 11/08/27			2,650		2,877,734
ING Groep NV^(a)(k):
(USD Swap Rate 5 Year + 4.20%), 6.75%			14,752		14,456,960
(USD Swap Semi 5 Year + 4.45%), 6.50%			1,000		991,500
Intesa Sanpaolo SpA:
5.02%, 06/26/24^(b)			1,500		1,499,572
5.71%, 01/15/26^(b)			1,000		1,021,717
(EUR Swap Annual 5 Year + 7.19%), 7.75%^(a)(k)	EUR		6,505		7,134,849
Series XR, 4.00%, 09/23/29^(b)	USD		925		909,027
Itau Unibanco Holding SA, 3.25%, 01/24/25^(b)			3,245		3,147,650
JPMorgan Chase & Co.:
3.25%, 09/23/22			600		627,871
(LIBOR USD 3 Month + 0.70%), 3.21%, 04/01/23^(a)			1,300		1,341,077
3.38%, 05/01/23			1,680		1,759,199
(LIBOR USD 3 Month + 0.73%), 3.56%, 04/23/24^(a)			1,335		1,410,538
3.63%, 05/13/24			200		215,568
(LIBOR USD 3 Month + 0.89%), 3.80%, 07/23/24^(a)			940		1,003,589
(SOFR + 1.16%), 2.30%, 10/15/25^(a)			350		357,281
(LIBOR USD 3 Month + 1.34%), 3.78%, 02/01/28^(a)			4,075		4,453,420
(LIBOR USD 3 Month + 1.12%), 4.01%, 04/23/29^(a)			1,900		2,114,744
(LIBOR USD 3 Month + 1.16%), 3.70%, 05/06/30^(a)			3,250		3,593,730
(LIBOR USD 3 Month + 1.36%), 3.88%, 07/24/38^(a)			775		875,555
5.63%, 08/16/43			1,125		1,554,169
4.95%, 06/01/45			2,175		2,758,070
Series W, (LIBOR USD 3 Month + 1.00%), 2.69%, 05/15/47^(a)			26,321		20,363,110
KBC Group NV, (EUR Swap Annual 5 Year + 4.69%), 4.75%^(a)(k)	EUR		5,000		5,451,854
Lloyds Bank plc, 2.25%, 08/14/22	USD		1,500		1,518,214
Lloyds Banking Group plc:
3.00%, 01/11/22			1,000		1,015,942
(USD Swap Semi 5 Year + 4.50%), 7.50%^(a)(k)			3,975		3,935,250
4.58%, 12/10/25			2,750		2,972,842
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.82%), 6.75%^(a)(k)			7,290		7,034,850
Macquarie Bank Ltd., (USD Swap Semi 5 Year + 3.70%), 6.13%^(a)(b)(k)			31,745		30,633,925
Macquarie Group Ltd., (USD Swap Semi 5 Year + 3.70%), 6.13%^(a)(k)			1,680		1,621,200


Security		Par (000)		Value

Banks (continued)
Mitsubishi UFJ Financial Group, Inc.:
3.54%, 07/26/21	USD		685	$	702,117
3.22%, 03/07/22			1,200		1,232,409
2.67%, 07/25/22			395		402,728
3.76%, 07/26/23			815		862,493
Nanyang Commercial Bank Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.21%), 5.00%^(a)(k)			4,045		3,823,215
National Securities Clearing Corp., 1.50%, 04/23/25^(b)			1,534		1,541,886
National Westminster Bank plc^(a)(k):
Series C, (LIBOR USD 3 Month + 0.25%), 1.86%			2,100		1,732,500
Series A, (LIMEAN USD 6 Month + 0.25%), 2.06%			380		313,500
Series B, (LIBOR USD 6 Month + 0.25%), 1.87%			500		412,500
Nordea Bank Abp^(a)(k):
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.11%), 6.63%^(b)			30,525		30,715,781
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.11%), 6.63%			3,392		3,413,200
PNC Financial Services Group, Inc. (The), 2.55%, 01/22/30			1,850		1,893,162
QIIB Tier 1 Sukuk Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.19%), 4.88%^(a)(k)			630		586,294
Royal Bank of Scotland Group plc:
(USD Swap Semi 5 Year + 5.80%), 7.50%^(a)(k)			5,425		5,177,512
(USD Swap Semi 5 Year + 7.60%), 8.62%^(a)(k)			26,358		26,885,160
3.88%, 09/12/23			595		623,953
(LIBOR USD 3 Month + 1.76%), 4.27%, 03/22/25^(a)			1,000		1,059,024
(LIBOR USD 3 Month + 1.87%), 4.44%, 05/08/30^(a)			1,700		1,899,256
Santander Holdings USA, Inc.:
4.45%, 12/03/21			700		720,510
3.70%, 03/28/22			425		430,423
Santander UK Group Holdings plc:
2.88%, 08/05/21			2,500		2,529,769
3.57%, 01/10/23			3,825		3,897,483
(LIBOR USD 3 Month + 1.08%), 3.37%, 01/05/24^(a)			250		256,007
(GBP Swap 5 Year + 5.79%), 6.75%^(a)(k)	GBP		5,825		6,768,002
Santander UK plc:
3.75%, 11/15/21	USD		990		1,016,922
2.10%, 01/13/23			315		317,165
4.00%, 03/13/24			600		646,040
Shinhan Financial Group Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.05%), 5.87%^(a)(k)			3,200		3,293,000
Skandinaviska Enskilda Banken AB:
(USD Swap Semi 5 Year + 3.85%), 5.75%^(a)(k)			4,800		4,791,600
(USD Swap Semi 5 Year + 3.49%), 5.63%^(a)(k)			1,000		991,250
2.20%, 12/12/22^(b)			1,710		1,742,496


Security		Par (000)		Value

Banks (continued)
Societe Generale SA^(a)(k):
(EUR Swap Annual 5 Year + 5.54%), 6.75%	EUR		1,500	$	1,644,387
(USD Swap Semi 5 Year + 6.24%), 7.38%^(b)	USD		3,565		3,480,331
(USD Swap Semi 5 Year + 6.24%), 7.38%			2,200		2,147,750
(USD Swap Semi 5 Year + 4.98%), 7.88%			6,732		6,601,534
(USD Swap Rate 5 Year + 5.87%), 8.00%^(b)			16,275		16,519,125
(USD Swap Rate 5 Year + 5.87%), 8.00%			3,783		3,839,745
Standard Chartered plc, (LIBOR USD 3 Month + 1.21%), 2.82%, 01/30/26^(a)(b)			1,325		1,318,559
Sumitomo Mitsui Financial Group, Inc.:
2.93%, 03/09/21			1,900		1,930,262
2.44%, 10/19/21			595		603,276
2.85%, 01/11/22			930		944,671
2.78%, 07/12/22			2,000		2,044,695
2.78%, 10/18/22			750		770,499
2.35%, 01/15/25			1,675		1,697,775
2.75%, 01/15/30			950		983,269
Svenska Handelsbanken AB, (USD Swap Semi 5 Year + 3.34%), 5.25%^(a)(k)			2,000		1,981,500
TMB Bank PCL, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.26%), 4.90%^(a)(k)			1,260		1,020,600
Truist Bank:
(LIBOR USD 3 Month + 0.50%), 3.53%, 10/26/21^(a)			535		540,683
2.45%, 08/01/22			1,190		1,215,316
1.25%, 03/09/23			2,300		2,295,242
UniCredit SpA^(a):
(EUR Swap Annual 5 Year + 6.10%), 6.75%^(k)	EUR		3,793		3,844,817
(EUR Swap Annual 5 Year + 9.30%), 9.25%^(k)			4,900		5,396,513
(EUR Swap Annual 5 Year + 6.39%), 6.62%^(k)			3,600		3,491,378
(USD Swap Semi 5 Year + 5.18%), 8.00%^(k)	USD		24,210		21,933,727
(EUR Swap Annual 5 Year + 4.93%), 5.38%^(k)	EUR		1,000		893,966
(EURIBOR Swap Rate 5 Year + 7.33%), 7.50%^(k)			1,725		1,837,722
(EURIBOR Swap Rate 5 Year + 4.74%), 4.87%, 02/20/29			600		659,516
Unione di Banche Italiane SpA, (EUR Swap Annual 5 Year + 5.75%), 5.87%, 03/04/29^(a)			300		342,799
US Bancorp, 3.00%, 07/30/29	USD		950		996,926
Wachovia Capital Trust II, (LIBOR USD 3 Month + 0.50%), 1.72%, 01/15/27^(a)			2,055		1,758,124
Wells Fargo & Co.:
3.50%, 03/08/22			3,000		3,109,325
3.07%, 01/24/23			290		297,143
3.75%, 01/24/24			475		506,973
(LIBOR USD 3 Month + 1.31%), 3.58%, 05/22/28^(a)			2,650		2,847,647
4.65%, 11/04/44			1,425		1,671,089
4.40%, 06/14/46			1,225		1,380,505
4.75%, 12/07/46			1,000		1,185,525
(LIBOR USD 3 Month + 4.24%), 5.01%,
04/04/51^(a)			800		1,050,270
Westpac Banking Corp., (USD Swap Rate 5 Year + 2.89%), 5.00%^(a)(k)			15,455		14,969,473
Woori Bank, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.66%), 4.25%^(a)(k)			1,260		1,184,400

					757,552,347


Security		Par (000)		Value

Beverages — 0.3%
Anheuser-Busch Cos. LLC:
4.70%, 02/01/36	USD		5,250	$	5,876,502
4.90%, 02/01/46			2,300		2,653,719
Anheuser-Busch InBev Worldwide, Inc.:
4.15%, 01/23/25			1,100		1,224,738
4.75%, 01/23/29			2,950		3,412,789
3.50%, 06/01/30			8,578		9,190,677
4.44%, 10/06/48			350		380,621
4.75%, 04/15/58			675		759,482
5.80%, 01/23/59			575		758,172
Central American Bottling Corp., 5.75%, 01/31/27^(b)			5,119		5,010,221
Constellation Brands, Inc.:
2.70%, 05/09/22			2,000		2,033,159
2.65%, 11/07/22			2,000		2,038,719
2.88%, 05/01/30			4,241		4,311,193
3.75%, 05/01/50			3,032		3,083,222
Cott Holdings, Inc., 5.50%, 04/01/25^(b)			500		502,500
Diageo Capital plc:
2.00%, 04/29/30			1,960		1,955,831
2.13%, 04/29/32			820		821,779
Embotelladora Andina SA, 3.95%, 01/21/50^(b)			1,545		1,481,269
Keurig Dr Pepper, Inc., 4.06%, 05/25/23			1,470		1,575,869
PepsiCo, Inc., 3.63%, 03/19/50			875		1,055,969
Sunshine Mid BV, 6.50%, 05/15/26	EUR		500		530,939

					48,657,370

Biotechnology — 0.1%
AbbVie, Inc.:
2.50%, 05/14/20	USD		520		520,192
3.38%, 11/14/21			365		376,986
2.15%, 11/19/21^(b)			720		729,248
2.90%, 11/06/22			2,310		2,401,938
2.30%, 11/21/22^(b)			1,960		2,008,760
3.75%, 11/14/23			288		309,937
3.60%, 05/14/25			2,425		2,636,254
2.95%, 11/21/26^(b)			345		364,129
3.20%, 11/21/29^(b)			1,500		1,593,685
4.40%, 11/06/42			1,875		2,186,802
4.88%, 11/14/48			1,350		1,654,959
4.25%, 11/21/49^(b)			350		403,535
Amgen, Inc.:
2.13%, 05/01/20			730		730,000
2.65%, 05/11/22			1,000		1,028,297
Baxalta, Inc., 5.25%, 06/23/45			225		315,872
Biogen, Inc., 3.63%, 09/15/22			600		633,903
Gilead Sciences, Inc.:
2.50%, 09/01/23			650		681,164
4.50%, 02/01/45			1,100		1,418,980
4.75%, 03/01/46			675		911,955
Horizon Therapeutics USA, Inc., 5.50%, 08/01/27^(b)			1,200		1,248,000

					22,154,596

Building Products — 0.1%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27^(b)			3,101		3,046,732
Builders FirstSource, Inc.^(b):
6.75%, 06/01/27			1,202		1,238,060
5.00%, 03/01/30			880		755,128
Carrier Global Corp.^(b):
1.92%, 02/15/23			425		427,661
2.24%, 02/15/25			1,275		1,265,641
CPG Merger Sub LLC, 8.00%, 10/01/21^(b)			1,173		1,141,681
James Hardie International Finance DAC, 5.00%, 01/15/28^(b)			1,000		947,500


Security		Par (000)		Value

Building Products (continued)
JELD-WEN, Inc., 6.25%, 05/15/25^(b)	USD		902	$	912,148
Masonite International Corp., 5.38%, 02/01/28^(b)			2,239		2,132,648
PGT Innovations, Inc., 6.75%, 08/01/26^(b)			310		306,032
Standard Industries, Inc.:
5.50%, 02/15/23^(b)			13		13,000
5.38%, 11/15/24^(b)			2,930		2,937,325
6.00%, 10/15/25^(b)			2,847		2,932,410
2.25%, 11/21/26	EUR		1,219		1,137,312
5.00%, 02/15/27^(b)	USD		350		350,875
4.75%, 01/15/28^(b)			625		611,375
Summit Materials LLC:
6.13%, 07/15/23			400		400,380
6.50%, 03/15/27^(b)			445		440,550

					20,996,458

Capital Markets — 1.2%
AG Issuer LLC, 6.25%, 03/01/28^(b)			270		238,456
Ameriprise Financial, Inc.:
3.00%, 03/22/22			750		774,468
3.00%, 04/02/25			350		369,057
Bank of New York Mellon Corp. (The), 1.85%, 01/27/23			1,020		1,037,945
Brookfield Finance, Inc., 4.35%, 04/15/30			1,479		1,569,899
Credit Suisse AG:
3.00%, 10/29/21			580		594,775
2.80%, 04/08/22			780		798,488
3.63%, 09/09/24			1,600		1,716,333
Credit Suisse Group AG^(a):
(USD Swap Semi 5 Year + 4.60%), 7.50%^(b)(k)			7,320		7,383,025
(USD Swap Semi 5 Year + 4.60%), 7.50%^(k)			700		739,375
(USD Swap Semi 5 Year + 3.46%), 6.25%^(b)(k)			40,534		41,547,350
(USD Swap Semi 5 Year + 3.46%), 6.25%^(k)			600		615,000
(SOFR + 1.56%), 2.59%, 09/11/25^(b)			1,725		1,721,491
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.82%), 6.37%^(b)(k)			9,970		9,820,450
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.29%), 5.10%^(b)(k)			1,080		966,600
Deutsche Bank AG^(a):
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.52%), 6.00%^(k)			8,400		6,090,000
(USD Swap Semi 5 Year + 2.25%), 4.30%, 05/24/28			1,200		1,081,037
(USD Swap Rate 5 Year + 2.55%), 4.88%, 12/01/32			700		627,970
Dresdner Funding Trust I, 8.15%, 06/30/31^(b)			650		819,000
Goldman Sachs Group, Inc. (The):
(LIBOR USD 3 Month + 0.78%), 1.54%, 10/31/22^(a)			280		275,743
3.63%, 01/22/23			1,690		1,772,607
Series Q, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.62%), 5.50%^(a)(k)			12,030		12,225,488
Series R, (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.22%), 4.95%^(a)(k)			6,755		6,248,375
3.75%, 02/25/26			2,725		2,936,307
(LIBOR USD 3 Month + 1.30%), 4.22%, 05/01/29^(a)			2,075		2,303,464
6.75%, 10/01/37			650		887,730
5.15%, 05/22/45			1,125		1,366,939
Guojing Capital BVI Ltd., 3.95%, 12/11/22			1,597		1,633,931


Security		Par (000)		Value

Capital Markets (continued)
Intercontinental Exchange, Inc.:
3.10%, 09/15/27	USD		1,025	$	1,110,587
4.25%, 09/21/48			250		322,182
LPL Holdings, Inc.^(b):
5.75%, 09/15/25			153		150,705
4.63%, 11/15/27			765		730,575
Moody’s Corp.:
2.75%, 12/15/21			185		188,552
2.63%, 01/15/23			255		262,410
Morgan Stanley:
3.13%, 01/23/23			1,400		1,456,189
Series F, 3.88%, 04/29/24			1,300		1,402,209
(SOFR + 1.99%), 2.19%, 04/28/26^(a)			845		855,331
3.95%, 04/23/27			1,625		1,735,754
(LIBOR USD 3 Month + 1.34%), 3.59%, 07/22/28^(a)			3,050		3,307,413
(LIBOR USD 3 Month + 1.63%), 4.43%, 01/23/30^(a)			2,325		2,689,123
(SOFR + 1.14%), 2.70%, 01/22/31^(a)			1,150		1,175,126
(SOFR + 3.12%), 3.62%, 04/01/31^(a)			1,225		1,344,345
MSCI, Inc.^(b):
5.75%, 08/15/25			430		449,178
4.75%, 08/01/26			641		670,024
5.38%, 05/15/27			1,755		1,891,013
4.00%, 11/15/29			838		876,204
3.63%, 09/01/30			1,461		1,479,263
Nasdaq, Inc., 3.25%, 04/28/50			3,323		3,333,342
Pershing Square Holdings Ltd., 5.50%, 07/15/22^(b)			4,100		4,192,250
SURA Asset Management SA, 4.88%, 04/17/24^(b)			4,419		4,510,142
UBS Group AG:
(USD Swap Rate 5 Year + 5.50%), 6.87%^(a)(k)			10,865		10,905,744
(EUR Swap Annual 5 Year + 5.29%), 5.75%^(a)(k)	EUR		4,584		5,186,636
(LIBOR USD 3 Month + 0.95%), 2.86%, 08/15/23^(a)(b)	USD		3,170		3,234,270
(USD Swap Semi 5 Year + 4.34%), 7.00%^(a)(b)(k)			5,325		5,444,812
(USD Swap Semi 5 Year + 4.87%), 7.00%^(a)(k)			18,595		19,943,138
6.87%^(k)			5,176		5,350,690
(LIBOR USD 3 Month + 1.47%), 3.13%, 08/13/30^(a)(b)			1,100		1,146,951

					193,505,461

Chemicals — 0.6%
Air Products and Chemicals, Inc.:
1.50%, 10/15/25			480		484,269
2.05%, 05/15/30			750		762,603
2.80%, 05/15/50			3,345		3,408,812
Ashland LLC, 4.75%, 08/15/22^(e)			93		97,089
Ashland Services BV, 2.00%, 01/30/28	EUR		1,120		1,146,040
Atotech Alpha 2 BV, 8.75%, (8.75% Cash or 9.50% PIK), 06/01/23^(b)(i)	USD		2,725		2,561,943
Atotech Alpha 3 BV, 6.25%, 02/01/25^(b)			10,098		9,591,080
Blue Cube Spinco LLC:
9.75%, 10/15/23			1,783		1,858,777
10.00%, 10/15/25			6,427		6,810,692
Braskem Idesa SAPI, 7.45%, 11/15/29^(b)			1,900		1,389,850
CeramTec BondCo GmbH, 5.25%, 12/15/25	EUR		300		286,346
CF Industries, Inc., 4.95%, 06/01/43	USD		1,075		1,098,510
Chemours Co. (The):
6.63%, 05/15/23			2,341		2,188,835
7.00%, 05/15/25			326		306,342


Security		Par (000)		Value

Chemicals (continued)
CNAC HK Synbridge Co. Ltd., 5.00%, 05/05/20	USD		10,997	$	10,997,533
Consolidated Energy Finance SA, 6.88%, 06/15/25^(b)			350		269,500
CVR Partners LP, 9.25%, 06/15/23^(b)			350		307,639
Dow Chemical Co. (The):
4.38%, 11/15/42			325		347,496
5.55%, 11/30/48			225		285,666
DuPont de Nemours, Inc.:
2.17%, 05/01/23			1,155		1,162,705
5.32%, 11/15/38			375		455,572
5.42%, 11/15/48			250		323,115
Ecolab, Inc.:
2.38%, 08/10/22			200		207,437
4.80%, 03/24/30			1,252		1,539,930
Element Solutions, Inc., 5.88%, 12/01/25^(b)			7,692		7,620,849
FXI Holdings, Inc., 7.88%, 11/01/24^(b)			395		288,350
Gates Global LLC, 6.25%, 01/15/26^(b)			3,043		2,769,465
GCP Applied Technologies, Inc., 5.50%, 04/15/26^(b)			1,931		1,858,588
INEOS Group Holdings SA, 5.63%, 08/01/24^(b)			400		389,000
LYB International Finance III LLC:
2.88%, 05/01/25			1,250		1,264,544
4.20%, 10/15/49			125		127,608
Monitchem HoldCo 2 SA, 9.50%, 09/15/26	EUR		600		609,841
Monitchem HoldCo 3 SA, 5.25%, 03/15/25			807		842,756
NOVA Chemicals Corp., 4.88%, 06/01/24^(b)	USD		311		279,123
OCI NV:
5.00%, 04/15/23	EUR		520		568,132
6.63%, 04/15/23^(b)	USD		200		200,031
3.13%, 11/01/24	EUR		400		425,628
5.25%, 11/01/24^(b)	USD		660		650,205
Olin Corp.:
5.50%, 08/15/22			1,214		1,235,245
5.13%, 09/15/27			500		456,700
Pearl Holding III Ltd., 9.50%, 12/11/22			1,200		513,000
Phosagro OAO, 3.05%, 01/23/25^(b)			4,047		4,001,471
PolyOne Corp., 5.25%, 03/15/23			400		416,000
PQ Corp.^(b):
6.75%, 11/15/22			859		866,516
5.75%, 12/15/25			6,909		6,773,584
Rain CII Carbon LLC, 7.25%, 04/01/25^(b)			400		342,400
Rock International Investment, Inc., 6.63%, 03/27/20^(g)(l)			2,883		1,209,171
Scotts Miracle-Gro Co. (The), 4.50%, 10/15/29			695		677,625
Sherwin-Williams Co. (The):
3.45%, 06/01/27			770		827,625
4.50%, 06/01/47			150		181,337
SPCM SA, 4.88%, 09/15/25^(b)			400		404,000
Syngenta Finance NV, 3.38%, 04/16/26	EUR		422		474,921
Tronox, Inc.^(b):
6.50%, 05/01/25	USD		165		166,031
6.50%, 04/15/26			500		452,500
Valvoline, Inc., 4.25%, 02/15/30^(b)			2,123		2,064,618
W.R. Grace & Co.^(b):
5.13%, 10/01/21			4,502		4,524,510
5.63%, 10/01/24			2,303		2,308,758
Yingde Gases Investment Ltd., 6.25%, 01/19/23^(b)			630		617,400

					94,295,313


Security		Par (000)		Value

Commercial Services & Supplies — 0.5%
AA Bond Co. Ltd., 4.25%, 07/31/20	GBP		290	$	359,760
ADT Security Corp. (The):
6.25%, 10/15/21	USD		925		951,270
3.50%, 07/15/22			902		879,450
4.13%, 06/15/23			737		733,315
4.88%, 07/15/32^(b)			8,259		7,350,510
Allied Universal Holdco LLC^(b):
6.63%, 07/15/26			12,768		13,126,781
9.75%, 07/15/27			4,190		4,231,900
APX Group, Inc.:
7.88%, 12/01/22			3,621		3,459,540
8.50%, 11/01/24^(b)			414		380,880
6.75%, 02/15/27^(b)			235		199,750
Aramark Services, Inc.:
5.00%, 04/01/25^(b)			383		373,425
6.38%, 05/01/25^(b)			1,537		1,598,480
4.75%, 06/01/26			350		334,250
Brink’s Co. (The), 4.63%, 10/15/27^(b)			425		397,375
Cimpress plc, 7.00%, 06/15/26^(b)			155		112,545
Clean Harbors, Inc.^(b):
4.88%, 07/15/27			3,523		3,637,498
5.13%, 07/15/29			250		254,375
Garda World Security Corp.^(b):
4.63%, 02/15/27			2,028		1,951,950
9.50%, 11/01/27			1,436		1,436,000
GFL Environmental, Inc.^(b):
4.25%, 06/01/25			535		537,675
7.00%, 06/01/26			2,252		2,344,557
5.13%, 12/15/26			4,206		4,374,240
8.50%, 05/01/27			3,028		3,304,124
IAA, Inc., 5.50%, 06/15/27^(b)			3,513		3,505,271
Intrum AB:
3.50%, 07/15/26	EUR		952		792,869
3.00%, 09/15/27			500		403,090
KAR Auction Services, Inc., 5.13%, 06/01/25^(b)	USD		1,875		1,596,938
Mobile Mini, Inc., 5.88%, 07/01/24			4,773		4,822,162
Nielsen Co. Luxembourg SARL (The)^(b):
5.50%, 10/01/21			100		98,875
5.00%, 02/01/25			762		735,330
Prime Security Services Borrower LLC^(b):
5.25%, 04/15/24			1,494		1,463,657
5.75%, 04/15/26			5,657		5,573,842
6.25%, 01/15/28			885		785,260
Republic Services, Inc., 2.30%, 03/01/30			600		604,808
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25^(b)			1,068		1,078,680
SPIE SA, 2.63%, 06/18/26	EUR		800		844,271
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26			1,004		1,095,841
Techem Verwaltungsgesellschaft 675 mbH, 2.00%, 07/15/25			700		724,905
Tuspark Forward Ltd., 7.95%, 08/15/21	USD		600		360,000
Verisure Holding AB:
3.50%, 05/15/23	EUR		1,205		1,304,521
(EURIBOR 3 Month + 5.00%), 5.00%, 04/15/25^(a)			346		383,904
Verisure Midholding AB, 5.75%, 12/01/23			929		975,144
Waste Management, Inc., 3.45%, 06/15/29	USD		700		795,312
Waste Pro USA, Inc., 5.50%, 02/15/26^(b)			3,036		3,005,640

					83,279,970

Communications Equipment — 0.1%
CommScope Technologies LLC^(b):
6.00%, 06/15/25			800		711,920
5.00%, 03/15/27			180		154,350


Security		Par (000)		Value

Communications Equipment (continued)
CommScope, Inc.^(b):
5.50%, 03/01/24	USD		3,692	$	3,692,000
5.50%, 06/15/24			325		287,625
6.00%, 03/01/26			1,109		1,111,772
Motorola Solutions, Inc., 4.60%, 05/23/29			1,775		2,015,821
Nokia OYJ:
3.38%, 06/12/22			395		397,963
4.38%, 06/12/27			380		385,700
6.63%, 05/15/39			2,016		2,152,080
ViaSat, Inc.^(b):
5.63%, 09/15/25			500		470,000
5.63%, 04/15/27			6,610		6,510,850

					17,890,081

Construction & Engineering — 0.2%
AECOM:
5.88%, 10/15/24			1,580		1,671,640
5.13%, 03/15/27			1,650		1,673,100
Aeropuertos Argentina 2000 SA, 6.88%, 02/01/27^(b)			1,313		795,703
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29^(b)			1,800		1,476,000
Aldesa Financial Services SA, 7.25%, 04/01/21	EUR		790		831,093
Brand Industrial Services, Inc., 8.50%, 07/15/25^(b)	USD		3,391		2,509,340
China City Construction International Co. Ltd., 5.35%, 07/03/17^(g)(l)	CNY		6,794		52,797
China Singyes Solar Technologies Holdings Ltd., 2.00%, (2.00% Cash or 6.00% PIK), 12/19/22⁽ⁱ⁾	USD		1,547		1,216,423
Delhi International Airport Ltd.:
6.45%, 06/04/29^(b)			945		823,331
6.45%, 06/04/29			2,825		2,461,281
Ferrovial Netherlands BV, (EUR Swap Annual 5 Year + 2.13%), 2.12%^(a)(k)	EUR		1,600		1,566,276
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27	USD		630		500,850
Heathrow Finance plc:
4.75%, 03/01/24	GBP		200		247,054
4.13%, 09/01/29			1,071		1,244,046
Leader Goal International Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.92%), 4.25%^(a)(k)	USD		1,500		1,481,719
Mexico City Airport Trust, 4.25%, 10/31/26^(b)			5,101		4,593,451
Tutor Perini Corp., 6.88%, 05/01/25^(b)			740		582,750
Zhejiang Baron BVI Co. Ltd., 6.80%, 08/27/21			2,995		2,980,025

					26,706,879

Construction Materials — 0.0%
CEMEX Finance LLC, 4.63%, 06/15/24	EUR		300		301,016
Cemex SAB de CV:
3.13%, 03/19/26			800		718,330
Holcim Finance Luxembourg SA, (EURIBOR Swap Rate 5 Year + 3.07%), 3.00%^(a)(k)			450		481,899

					1,501,245

Consumer Finance — 0.7%
AerCap Ireland Capital DAC:
4.50%, 05/15/21	USD		3,483		3,380,480
3.95%, 02/01/22			2,055		1,923,837
3.50%, 05/26/22			500		465,187
2.88%, 08/14/24			350		294,715
3.50%, 01/15/25			650		563,779
Ally Financial, Inc.:
5.75%, 11/20/25			975		999,375
8.00%, 11/01/31			10,996		13,442,610


Security		Par (000)		Value

Consumer Finance (continued)
American Express Co.:
3.70%, 11/05/21	USD		1,700	$	1,754,563
2.75%, 05/20/22			900		922,080
3.40%, 02/27/23			840		879,115
American Honda Finance Corp.:
2.20%, 06/27/22			1,600		1,606,247
1.95%, 05/10/23			590		586,550
Capital One Financial Corp.:
3.45%, 04/30/21			1,800		1,825,793
3.20%, 01/30/23			420		427,616
3.90%, 01/29/24			1,100		1,146,048
3.75%, 04/24/24			400		414,738
Caterpillar Financial Services Corp.:
2.95%, 02/26/22			990		1,020,772
1.95%, 11/18/22			1,930		1,969,407
Credit Acceptance Corp., 6.63%, 03/15/26			1,404		1,263,600
Curo Group Holdings Corp., 8.25%, 09/01/25^(b)			1,175		938,237
FCE Bank plc, 1.62%, 05/11/23	EUR		900		880,557
Ford Motor Credit Co. LLC:
3.20%, 01/15/21	USD		277		267,305
5.88%, 08/02/21			1,779		1,761,210
3.81%, 10/12/21			545		512,300
5.60%, 01/07/22			551		535,847
2.98%, 08/03/22			1,491		1,356,810
3.35%, 11/01/22			3,011		2,709,900
3.09%, 01/09/23			433		389,565
4.14%, 02/15/23			1,178		1,086,705
4.38%, 08/06/23			586		533,260
3.81%, 01/09/24			3,777		3,352,087
3.02%, 03/06/24	EUR		200		194,214
5.58%, 03/18/24	USD		2,500		2,350,000
4.06%, 11/01/24			200		174,000
1.36%, 02/07/25	EUR		200		178,340
4.13%, 08/04/25	USD		3,078		2,613,007
2.33%, 11/25/25	EUR		1,800		1,611,754
4.39%, 01/08/26	USD		2,800		2,439,500
2.39%, 02/17/26	EUR		200		178,213
General Motors Financial Co., Inc.:
4.20%, 03/01/21	USD		440		437,004
3.55%, 04/09/21			2,000		1,969,538
4.20%, 11/06/21			2,595		2,542,802
3.15%, 06/30/22			435		414,472
3.55%, 07/08/22			1,690		1,633,962
3.25%, 01/05/23			6,300		5,983,598
4.00%, 10/06/26			1,550		1,407,652
Series B, (LIBOR USD 3 Month + 3.44%), 6.50%^(a)(k)			4,364		3,534,840
Global Aircraft Leasing Co. Ltd., 6.50%, (6.50%
Cash or 7.25% PIK), 09/15/24^(b)(i)			3,085		1,866,425
goeasy Ltd., 5.38%, 12/01/24^(b)			995		883,062
John Deere Capital Corp.:
3.20%, 01/10/22			460		476,603
2.95%, 04/01/22			820		849,984
1.95%, 06/13/22			1,045		1,066,241
1.20%, 04/06/23			205		206,646
2.60%, 03/07/24			205		214,691
King Talent Management Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.52%), 5.60%^(a)(k)			1,136		969,150
Manappuram Finance Ltd., 5.90%, 01/13/23			630		492,975
Muthoot Finance Ltd., 4.40%, 09/02/23			475		406,125


Security		Par (000)		Value

Consumer Finance (continued)
Navient Corp.:
5.00%, 10/26/20	USD		102	$	100,015
6.63%, 07/26/21			160		159,200
6.50%, 06/15/22			645		624,038
7.25%, 09/25/23			628		601,310
6.13%, 03/25/24			2,821		2,595,320
5.88%, 10/25/24			600		546,000
6.75%, 06/15/26			2,820		2,545,050
5.00%, 03/15/27			1,450		1,220,900
New Lion Bridge Co. Ltd., 9.75%, 10/10/20			945		861,131
PACCAR Financial Corp.:
2.65%, 05/10/22			1,200		1,232,710
1.90%, 02/07/23			505		511,310
Springleaf Finance Corp.:
7.75%, 10/01/21			250		248,750
6.13%, 05/15/22			800		790,000
5.63%, 03/15/23			630		598,500
6.13%, 03/15/24			1,885		1,761,891
6.88%, 03/15/25			3,615		3,418,705
7.13%, 03/15/26			8,474		7,986,745
6.63%, 01/15/28			3,075		2,713,688
5.38%, 11/15/29			649		538,793
Synchrony Financial, 2.85%, 07/25/22			370		359,868
Toyota Motor Credit Corp.:
2.65%, 04/12/22			300		307,528
2.90%, 03/30/23			350		366,867
Voyager Aviation Holdings LLC, 8.50%, 08/15/21^(b)			790		647,800

					115,041,212

Containers & Packaging — 0.5%
ARD Finance SA, 6.50%, (6.50% Cash or 0.00% PIK), 06/30/27^(b)(i)			3,287		3,051,098
Ardagh Packaging Finance plc:
4.25%, 09/15/22^(b)			500		502,650
6.00%, 02/15/25^(b)			2,000		2,001,740
5.25%, 04/30/25^(b)			2,017		2,072,427
2.13%, 08/15/26	EUR		500		526,172
4.13%, 08/15/26^(b)	USD		4,003		3,902,925
4.75%, 07/15/27	GBP		1,268		1,542,028
5.25%, 08/15/27^(b)	USD		1,163		1,129,564
Ball Corp.:
5.00%, 03/15/22			400		419,000
4.00%, 11/15/23			300		310,350
5.25%, 07/01/25			1,163		1,285,115
4.88%, 03/15/26			584		627,800
Berry Global, Inc.:
5.50%, 05/15/22			150		150,036
1.00%, 01/15/25	EUR		230		237,477
4.50%, 02/15/26^(b)	USD		480		473,808
4.88%, 07/15/26^(b)			3,529		3,604,653
Cascades, Inc.^(b):
5.13%, 01/15/26			800		800,000
5.38%, 01/15/28			700		703,150
Crown Americas LLC:
4.50%, 01/15/23			750		768,900
4.75%, 02/01/26			8,826		9,068,715
4.25%, 09/30/26			4,926		4,936,098
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26			368		402,960
Crown European Holdings SA:
0.75%, 02/15/23	EUR		300		314,783
3.38%, 05/15/25			289		330,097
Graphic Packaging International LLC, 3.50%, 03/15/28^(b)	USD		942		892,545
Greif, Inc., 6.50%, 03/01/27^(b)			495		495,000
International Paper Co., 4.35%, 08/15/48			900		1,019,304


Security		Par (000)		Value

Containers & Packaging (continued)
LABL Escrow Issuer LLC, 6.75%, 07/15/26^(b)	USD		2,675	$	2,764,078
Mauser Packaging Solutions Holding Co.:
4.75%, 04/15/24	EUR		661		671,442
5.50%, 04/15/24^(b)	USD		3,999		3,687,878
OI European Group BV, 2.88%, 02/15/25	EUR		566		583,346
Owens-Brockway Glass Container, Inc.^(b):
5.00%, 01/15/22	USD		350		353,500
5.88%, 08/15/23			450		454,500
Plastipak Holdings, Inc., 6.25%, 10/15/25^(b)			350		312,480
Reynolds Group Issuer, Inc.^(b):
(LIBOR USD 3 Month + 3.50%), 4.72%, 07/15/21^(a)			1,838		1,810,430
5.13%, 07/15/23			3,278		3,294,390
7.00%, 07/15/24			2,935		2,945,860
Sealed Air Corp., 5.25%, 04/01/23^(b)			486		500,775
Silgan Holdings, Inc.:
3.25%, 03/15/25	EUR		600		662,362
4.13%, 02/01/28^(b)	USD		225		221,063
2.25%, 06/01/28	EUR		1,127		1,194,885
Trivium Packaging Finance BV^(e):
3.75%, 08/15/26			1,234		1,324,219
5.50%, 08/15/26^(b)	USD		6,430		6,590,750
8.50%, 08/15/27^(b)			8,560		8,945,200
WRKCo, Inc., 3.75%, 03/15/25			1,425		1,505,617

					79,391,170

Distributors — 0.1%
American Builders & Contractors Supply Co., Inc.^(b):
5.88%, 05/15/26			2,451		2,426,490
4.00%, 01/15/28			3,424		3,248,760
Core & Main Holdings LP, 8.63%, (8.63% Cash or 9.38% PIK), 09/15/24^(b)(i)			1,080		1,026,000
Core & Main LP, 6.13%, 08/15/25^(b)			7,968		7,649,280
Matalan Finance plc, 6.75%, 01/31/23	GBP		700		520,050
Performance Food Group, Inc., 5.50%, 10/15/27^(b)	USD		355		337,257
Wolverine Escrow LLC^(b):
8.50%, 11/15/24			1,944		1,365,660
9.00%, 11/15/26			1,422		985,872

					17,559,369

Diversified Consumer Services — 0.1%
Bright Scholar Education Holdings Ltd., 7.45%, 07/31/22			4,210		4,125,800
Carriage Services, Inc., 6.63%, 06/01/26^(b)			1,600		1,577,760
frontdoor, Inc., 6.75%, 08/15/26^(b)			1,973		2,046,987
Graham Holdings Co., 5.75%, 06/01/26^(b)			2,609		2,635,090
Laureate Education, Inc., 8.25%, 05/01/25^(b)	.		592		604,728
Service Corp. International:
4.63%, 12/15/27			833		851,501
5.13%, 06/01/29			3,159		3,285,360
ServiceMaster Co. LLC (The), 5.13%, 11/15/24^(b)			3,185		3,249,337
Sotheby’s, 7.38%, 10/15/27^(b)			3,319		2,794,200

					21,170,763

Diversified Financial Services — 0.4%
Arrow Global Finance plc, 5.13%, 09/15/24	GBP		556		599,329
Cabot Financial Luxembourg II SA, (EURIBOR 3 Month + 6.38%), 6.37%, 06/14/24^(a)	EUR		267		269,290
Cabot Financial Luxembourg SA, 7.50%, 10/01/23	GBP		2,355		2,760,985
CK Hutchison International 16 Ltd., 1.88%, 10/03/21^(b)	USD		905		904,152
Fairstone Financial, Inc., 7.88%, 07/15/24^(b)			1,217		1,156,150


Security		Par (000)		Value

Diversified Financial Services (continued)
Garfunkelux Holdco 3 SA:
7.50%, 08/01/22	EUR		1,470	$	1,304,829
8.50%, 11/01/22	GBP		300		304,169
GE Capital International Funding Co. Unlimited Co.:
2.34%, 11/15/20	USD		493		494,003
4.42%, 11/15/35			1,325		1,380,872
HBOS Capital Funding LP: 6.85%^(k)			5,805		5,791,231
LHC3 plc, 4.13%, (4.13% Cash or 9.00% PIK), 08/15/24⁽ⁱ⁾	EUR		2,056		2,118,965
MDGH — GMTN BV, 2.50%, 11/07/24^(b)	USD		4,865		4,889,325
Motion Finco SARL, 7.00%, 05/15/25	EUR		896		981,882
MPH Acquisition Holdings LLC, 7.13%, 06/01/24^(b)	USD		4,924		4,388,367
National Rural Utilities Cooperative Finance Corp., 1.75%, 01/21/22			2,380		2,410,113
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)			3,375		2,140,425
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26^(b)	EUR		2,815		3,208,211
4.50%, 05/15/26			2,331		2,656,603
6.25%, 05/15/26^(b)	USD		6,464		6,889,654
8.25%, 11/15/26^(b)			5,282		5,730,970
Shell International Finance BV:
2.38%, 04/06/25			605		623,997
2.38%, 11/07/29			650		653,191
4.38%, 05/11/45			350		412,195
Verscend Escrow Corp., 9.75%, 08/15/26^(b)			11,430		11,915,775

					63,984,683

Diversified Telecommunication Services — 1.6%
Altice France Holding SA:
8.00%, 05/15/27^(b)	EUR		500		555,905
8.00%, 05/15/27			1,399		1,555,422
10.50%, 05/15/27^(b)	USD		10,819		11,686,792
4.00%, 02/15/28	EUR		100		93,969
Altice France SA:
2.50%, 01/15/25			817		844,098
7.38%, 05/01/26^(b)	USD		11,432		11,946,440
5.88%, 02/01/27	EUR		1,400		1,589,421
8.13%, 02/01/27^(b)	USD		8,241		8,879,677
5.50%, 01/15/28^(b)			5,133		5,169,444
AT&T, Inc.:
3.88%, 08/15/21			2,000		2,062,619
3.20%, 03/01/22			70		72,587
3.00%, 06/30/22			2,700		2,775,916
2.63%, 12/01/22			416		426,560
4.05%, 12/15/23^(e)			1,000		1,084,428
3.95%, 01/15/25			600		649,973
4.35%, 03/01/29			2,025		2,275,541
4.50%, 05/15/35			1,975		2,211,039
5.35%, 09/01/40			200		240,833
5.15%, 03/15/42			950		1,137,355
5.15%, 11/15/46			925		1,110,431
5.45%, 03/01/47			1,300		1,648,061
4.50%, 03/09/48			525		600,595
Bakrie Telecom Pte. Ltd., 11.50%, 05/07/15^(g)(l)			1,000		10,000


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
CCO Holdings LLC^(b):
4.00%, 03/01/23	USD		165	$	166,171
5.13%, 05/01/23			800		810,248
5.88%, 04/01/24			1,000		1,027,500
5.38%, 05/01/25			400		410,175
5.50%, 05/01/26			800		832,088
5.13%, 05/01/27			5,442		5,650,701
5.88%, 05/01/27			630		656,106
5.00%, 02/01/28			1,891		1,941,466
5.38%, 06/01/29			9,388		9,904,434
4.75%, 03/01/30			5,510		5,604,772
4.50%, 08/15/30			7,924		8,025,427
4.50%, 05/01/32			9,525		9,462,492
CenturyLink, Inc.:
Series T, 5.80%, 03/15/22			1,000		1,023,937
Series W, 6.75%, 12/01/23			1,103		1,152,194
Series Y, 7.50%, 04/01/24			4,198		4,554,830
5.13%, 12/15/26^(b)			7,951		7,533,573
4.00%, 02/15/27^(b)			4,351		4,220,470
Series P, 7.60%, 09/15/39			3,087		3,152,074
Series U, 7.65%, 03/15/42			2,894		2,894,000
Cincinnati Bell, Inc., 7.00%, 07/15/24^(b)			815		824,935
Deutsche Telekom International Finance BV, 8.75%, 06/15/30^(e)			400		591,538
Front Range BidCo, Inc.^(b):
4.00%, 03/01/27			11,119		10,783,540
6.13%, 03/01/28			7,016		6,612,720
Frontier Communications Corp., 8.00%, 04/01/27^(b)(g)(l)			12,539		12,786,018
Intelsat Jackson Holdings SA, 8.00%, 02/15/24^(b)			1,040		1,067,872
Koninklijke KPN NV^(a): (EUR Swap Annual 5 Year + 2.34%), 2.03%^(k)	EUR		1,200		1,253,393
(USD Swap Semi 10 Year + 5.21%), 7.00%, 03/28/73^(b)	USD		200		207,000
Level 3 Financing, Inc.:
5.38%, 08/15/22			1,526		1,529,205
5.38%, 01/15/24			555		559,162
5.38%, 05/01/25			1,147		1,155,144
5.25%, 03/15/26			1,314		1,343,565
4.63%, 09/15/27^(b)			2,587		2,563,199
Metropolitan Light Co. Ltd., 5.50%, 11/21/22^(b)			395		393,519
Network i2i Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.27%), 5.65%^(a)(k)			1,260		1,130,850
Oi SA, 10.00%, (10.00% Cash or 4.00% PIK), 07/27/25⁽ⁱ⁾			1,160		852,238
Qualitytech LP, 4.75%, 11/15/25^(b)			182		183,137
Qwest Corp., 6.75%, 12/01/21			500		523,046
Sable International Finance Ltd., 5.75%, 09/07/27^(b)			1,375		1,368,125
SES GLOBAL Americas Holdings GP, 5.30%, 03/25/44^(b)			300		276,502
Sprint Capital Corp.:
6.88%, 11/15/28			7,140		8,599,059
8.75%, 03/15/32			4,287		6,023,235
TDC A/S, 6.87%, 02/23/23^(e)	GBP		200		259,472
Telecom Argentina SA, 6.50%, 06/15/21^(b)	USD		6,992		6,327,760
Telecom Italia Capital SA:
6.38%, 11/15/33			1,141		1,229,542
6.00%, 09/30/34			5,498		5,695,378
7.20%, 07/18/36			85		95,395
7.72%, 06/04/38			154		178,640
Telecom Italia Finance SA, 7.75%, 01/24/33	EUR		610		933,169


Security		Par (000)		Value

Diversified Telecommunication Services (continued)
Telecom Italia SpA:
1.13%, 03/26/22^(m)	EUR		300	$	316,042
4.00%, 04/11/24			1,478		1,686,685
5.30%, 05/30/24^(b)	USD		2,295		2,384,023
2.75%, 04/15/25	EUR		1,406		1,533,061
3.00%, 09/30/25			300		332,865
Telefonica Emisiones SA, 4.67%, 03/06/38	USD		1,575		1,756,046
Telesat Canada^(b):
4.88%, 06/01/27			3,667		3,611,995
6.50%, 10/15/27			495		465,647
Verizon Communications, Inc.:
2.95%, 03/15/22			1,050		1,092,370
5.15%, 09/15/23			626		711,311
3.88%, 02/08/29			3,455		3,982,940
4.27%, 01/15/36			5,275		6,327,409
3.85%, 11/01/42			500		594,656
4.86%, 08/21/46			1,400		1,899,904
4.52%, 09/15/48			475		626,125
4.00%, 03/22/50			775		965,382
Virgin Media Finance plc^(b):
6.00%, 10/15/24			300		303,750
5.75%, 01/15/25			4,441		4,486,742
Virgin Media Secured Finance plc:
5.50%, 08/15/26^(b)			500		516,075
4.88%, 01/15/27	GBP		945		1,181,301
5.00%, 04/15/27			600		755,700
6.25%, 03/28/29			939		1,234,819
5.50%, 05/15/29^(b)	USD		5,033		5,225,261
Ypso Finance Bis SA, 6.00%, 02/15/28^(b)			2,918		2,654,796

					247,641,027

Electric Utilities — 0.8%
1MDB Energy Ltd., 5.99%, 05/11/22			5,700		5,642,999
AEP Transmission Co. LLC, 3.15%, 09/15/49			525		578,412
Alliant Energy Finance LLC, 3.75%, 06/15/23^(b)			270		286,219
American Electric Power Co., Inc., Series I, 3.65%, 12/01/21			430		444,287
Baltimore Gas & Electric Co., 3.20%, 09/15/49			725		792,185
ContourGlobal Power Holdings SA:
3.38%, 08/01/23	EUR		904		966,992
4.13%, 08/01/25			935		1,004,814
DPL, Inc., 7.25%, 10/15/21	USD		73		73,493
Drax Finco plc, 6.63%, 11/01/25^(b)			450		459,000
DTE Electric Co., Series A, 4.05%, 05/15/48			675		844,096
Duke Energy Carolinas LLC:
3.35%, 05/15/22			1,700		1,777,073
6.05%, 04/15/38			925		1,344,374
3.70%, 12/01/47			750		903,127
3.20%, 08/15/49			1,100		1,237,064
Duke Energy Corp.:
3.95%, 10/15/23			470		504,303
3.75%, 04/15/24			1,160		1,262,185
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.39%), 4.88%^(a)(k)			30,400		30,096,000
Duke Energy Florida LLC:
2.50%, 12/01/29			2,225		2,383,298
3.85%, 11/15/42			300		348,894
Duke Energy Progress LLC, 3.45%, 03/15/29			1,350		1,533,661
Enel Americas SA, 4.00%, 10/25/26			4,668		4,773,030
Eversource Energy:
2.50%, 03/15/21			1,000		1,008,215
2.80%, 05/01/23			690		711,418


Security		Par (000)		Value

Electric Utilities (continued)
Exelon Corp.:
2.45%, 04/15/21	USD		805	$	811,135
3.95%, 06/15/25			1,025		1,132,548
4.70%, 04/15/50			250		321,617
FirstEnergy Corp.:
Series A, 2.85%, 07/15/22			464		473,380
Series B, 3.90%, 07/15/27			1,200		1,320,945
2.65%, 03/01/30			950		965,848
Series C, 4.85%, 07/15/47			425		548,323
Series C, 3.40%, 03/01/50			500		532,462
Florida Power & Light Co.:
3.70%, 12/01/47			875		1,080,606
3.15%, 10/01/49			650		746,568
Greenko Investment Co., 4.88%, 08/16/23			2,238		1,997,415
Huachen Energy Co. Ltd., 6.63%, 05/18/20^(g)(l)			901		354,206
Kallpa Generacion SA, 4.88%, 05/24/26			4,804		4,899,089
MidAmerican Energy Co.:
3.65%, 04/15/29			825		959,090
4.25%, 07/15/49			1,175		1,570,436
Mong Duong Finance Holdings BV, 5.13%, 05/07/29			3,063		2,886,878
Naturgy Finance BV^(a)(k):
(EUR Swap Annual 8 Year + 3.35%), 4.13%	EUR		1,800		2,002,118
(EUR Swap Annual 9 Year + 3.08%), 3.37%			200		218,074
NextEra Energy Capital Holdings, Inc.:
2.90%, 04/01/22	USD		780		805,775
2.75%, 05/01/25			1,490		1,585,564
3.55%, 05/01/27			1,875		2,063,319
2.75%, 11/01/29			675		724,475
NextEra Energy Operating Partners LP^(b):
4.25%, 07/15/24			969		986,248
4.25%, 09/15/24			733		743,995
4.50%, 09/15/27			2,471		2,535,864
Northern States Power Co., 2.90%, 03/01/50			350		383,727
NRG Energy, Inc.:
7.25%, 05/15/26			425		456,875
6.63%, 01/15/27			7,358		7,854,665
5.75%, 01/15/28			14		15,050
5.25%, 06/15/29^(b)			1,139		1,218,730
NV Energy, Inc., 6.25%, 11/15/20			790		811,171
Ohio Power Co., 4.00%, 06/01/49			1,225		1,523,138
Oncor Electric Delivery Co. LLC:
3.75%, 04/01/45			1,000		1,216,176
3.70%, 05/15/50^(b)			1,250		1,557,602
Pampa Energia SA, 7.38%, 07/21/23^(b)			5,795		3,781,237
PPL Electric Utilities Corp., 3.95%, 06/01/47			475		586,190
Progress Energy, Inc., 3.15%, 04/01/22			700		720,347
Public Service Co. of Colorado, Series 34, 3.20%, 03/01/50			600		684,232
Southern California Edison Co.:
Series A, 2.90%, 03/01/21			350		353,225
4.00%, 04/01/47			575		642,609
Series B, 4.88%, 03/01/49			525		660,372
3.65%, 02/01/50			325		353,308
Southern Co. (The), Series B, (LIBOR USD 3 Month + 3.63%), 5.50%, 03/15/57^(a)			7,475		7,526,336
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33			499		462,683
Tampa Electric Co., 4.45%, 06/15/49			375		472,068
Virginia Electric & Power Co.:
4.45%, 02/15/44			875		1,106,785
4.60%, 12/01/48			2,050		2,732,043
3.30%, 12/01/49			500		553,875


Security		Par (000)		Value

Electric Utilities (continued)
Vistra Operations Co. LLC^(b):
5.63%, 02/15/27	USD		944	$	993,560
5.00%, 07/31/27			365		372,263
Wisconsin Electric Power Co., 2.95%, 09/15/21			1,000		1,018,268
Xcel Energy, Inc., 2.40%, 03/15/21			1,000		1,007,952

					130,305,604

Electrical Equipment — 0.0%
Sensata Technologies BV^(b):
4.88%, 10/15/23			175		175,875
5.00%, 10/01/25			4,909		4,882,491

					5,058,366

Electronic Equipment, Instruments & Components — 0.1%
Belden, Inc.:
4.13%, 10/15/26	EUR		1,260		1,317,034
3.88%, 03/15/28			500		520,529
CDW LLC:
5.50%, 12/01/24	USD		4,463		4,753,095
4.13%, 05/01/25			1,947		1,954,301
Ingram Micro, Inc., 5.45%, 12/15/24^(e)			375		358,687
Sensata Technologies, Inc., 4.38%, 02/15/30^(b)			1,020		989,400

					9,893,046

Energy Equipment & Services — 0.1%
Anton Oilfield Services Group:
9.75%, 12/05/20			1,769		1,541,241
7.50%, 12/02/22			1,725		922,875
Apergy Corp., 6.38%, 05/01/26			1,683		1,380,060
Archrock Partners LP^(b):
6.88%, 04/01/27			1,144		858,000
6.25%, 04/01/28			1,000		745,000
Baker Hughes a GE Co. LLC, 2.77%, 12/15/22			410		413,565
Halliburton Co.:
3.50%, 08/01/23			27		26,610
3.80%, 11/15/25			475		458,753
2.92%, 03/01/30			350		281,808
5.00%, 11/15/45			475		385,594
Hilong Holding Ltd., 8.25%, 09/26/22			1,415		925,056
Nabors Industries Ltd.^(b):
7.25%, 01/15/26			1,189		451,820
7.50%, 01/15/28			1,091		436,400
Tervita Corp., 7.63%, 12/01/21^(b)			4,039		2,665,740
Transocean Guardian Ltd., 5.88%, 01/15/24^(b)			192		146,918
Transocean Phoenix 2 Ltd., 7.75%, 10/15/24^(b)			358		314,600
Transocean Pontus Ltd., 6.13%, 08/01/25^(b)			167		135,270
Transocean Proteus Ltd., 6.25%, 12/01/24^(b)			315		266,333
Transocean, Inc.:
8.37%, 12/15/21^(e)			242		84,458
8.00%, 02/01/27^(b)			2,423		962,367
USA Compression Partners LP:
6.88%, 04/01/26			2,974		2,394,070
6.88%, 09/01/27			3,175		2,540,000
Vallourec SA, 6.63%, 10/15/22	EUR		700		399,810

					18,736,348

Entertainment — 0.2%
Banijay Entertainment SASU:
3.50%, 03/01/25			666		689,334
5.38%, 03/01/25^(b)	USD		200		186,000
Lions Gate Capital Holdings LLC^(b):
6.38%, 02/01/24			982		913,604
5.88%, 11/01/24			1,080		996,300
Live Nation Entertainment, Inc.^(b):
4.88%, 11/01/24			1,551		1,375,543
4.75%, 10/15/27			1,065		899,925


Security		Par (000)		Value

Entertainment (continued)
Netflix, Inc.:
5.38%, 02/01/21	USD		317	$	322,547
5.50%, 02/15/22			700		728,000
5.88%, 02/15/25			1,179		1,300,248
3.00%, 06/15/25	EUR		800		888,953
3.63%, 06/15/25^(b)	USD		380		384,750
4.88%, 04/15/28			673		715,689
5.88%, 11/15/28			6,323		7,150,365
3.88%, 11/15/29	EUR		1,180		1,325,431
5.38%, 11/15/29^(b)	USD		2,725		2,992,868
3.63%, 06/15/30	EUR		1,963		2,167,842
4.88%, 06/15/30^(b)	USD		7,488		7,944,019
Pinewood Finance Co. Ltd., 3.25%, 09/30/25	GBP		826		1,033,487
Walt Disney Co. (The), 1.65%, 09/01/22	USD		600		608,323

					32,623,228

Equity Real Estate Investment Trusts (REITs) — 0.8%
Alexandria Real Estate Equities, Inc., 3.95%, 01/15/28			3,145		3,368,888
American Tower Corp.:
3.30%, 02/15/21			2,000		2,023,161
4.70%, 03/15/22			660		700,110
3.50%, 01/31/23			680		718,624
3.00%, 06/15/23			1,500		1,567,469
3.13%, 01/15/27			1,175		1,244,147
3.95%, 03/15/29			925		1,035,349
2.90%, 01/15/30			900		937,367
AvalonBay Communities, Inc.:
3.45%, 06/01/25			1,525		1,626,912
2.30%, 03/01/30			1,725		1,700,006
Boston Properties LP, 2.90%, 03/15/30			975		952,373
Brookfield Property REIT, Inc., 5.75%, 05/15/26^(b)			3,144		2,515,200
CoreCivic, Inc., 4.75%, 10/15/27			1,333		1,119,720
Crown Castle International Corp.:
5.25%, 01/15/23			1,325		1,446,169
3.20%, 09/01/24			400		424,575
3.80%, 02/15/28			1,075		1,185,415
4.30%, 02/15/29			925		1,062,465
3.30%, 07/01/30			4,355		4,669,860
4.15%, 07/01/50			3,964		4,643,029
Duke Realty LP, 3.05%, 03/01/50			1,275		1,191,949
Equinix, Inc.:
2.63%, 11/18/24			760		781,242
2.90%, 11/18/26			625		639,337
3.20%, 11/18/29			1,350		1,410,116
ESH Hospitality, Inc., 5.25%, 05/01/25^(b)			945		888,300
GEO Group, Inc. (The), 5.13%, 04/01/23			2,700		2,261,250
GLP Capital LP:
5.25%, 06/01/25			1,426		1,386,928
5.38%, 04/15/26			217		216,186
HAT Holdings I LLC, 5.25%, 07/15/24^(b)			930		922,932
Iron Mountain UK plc, 3.88%, 11/15/25	GBP		880		1,037,002
Iron Mountain, Inc.:
6.00%, 08/15/23	USD		200		202,000
3.00%, 01/15/25	EUR		1,870		1,946,265
4.88%, 09/15/27^(b)	USD		3,204		3,139,920
5.25%, 03/15/28^(b)			1,050		1,026,375
4.88%, 09/15/29^(b)			445		426,088
iStar, Inc., 4.25%, 08/01/25			700		553,000
Kimco Realty Corp., 3.20%, 05/01/21			960		964,163


Security		Par (000)		Value

Equity Real Estate Investment Trusts (REITs) (continued)
MGM Growth Properties Operating Partnership LP:
5.63%, 05/01/24	USD		3,803	$	3,860,844
4.50%, 09/01/26			1,754		1,696,995
5.75%, 02/01/27			2,046		2,071,575
4.50%, 01/15/28			3,197		3,005,180
Mid-America Apartments LP, 3.60%, 06/01/27			2,225		2,352,437
MPT Operating Partnership LP:
4.00%, 08/19/22	EUR		100		111,712
6.38%, 03/01/24	USD		255		263,336
5.50%, 05/01/24			169		168,155
5.25%, 08/01/26			1,055		1,065,550
5.00%, 10/15/27			6,974		7,113,480
4.63%, 08/01/29			3,030		3,012,971
Prologis LP, 2.25%, 04/15/30			900		902,275
Realty Income Corp., 3.00%, 01/15/27			550		555,314
Ryman Hospitality Properties, Inc., 4.75%, 10/15/27^(b)			3,963		3,457,717
SBA Communications Corp.:
4.00%, 10/01/22			7,900		7,941,870
4.88%, 09/01/24			12,143		12,501,219
3.88%, 02/15/27^(b)			2,929		2,991,241
Simon Property Group LP, 3.25%, 09/13/49			950		787,979
UDR, Inc., 3.20%, 01/15/30			900		929,903
VICI Properties LP^(b):
3.50%, 02/15/25			2,954		2,776,760
4.25%, 12/01/26			4,770		4,457,994
3.75%, 02/15/27			3,497		3,252,210
4.63%, 12/01/29			3,042		2,829,060
4.13%, 08/15/30			8,697		7,914,270

					127,953,939

Food & Staples Retailing — 0.2%
Albertsons Cos., Inc.:
6.63%, 06/15/24			1,286		1,329,403
5.75%, 03/15/25			2,841		2,919,128
7.50%, 03/15/26^(b)			70		76,562
4.63%, 01/15/27^(b)			2,426		2,450,260
5.88%, 02/15/28^(b)			3,403		3,555,114
4.88%, 02/15/30^(b)			2,096		2,124,820
Casino Guichard Perrachon SA^(e):
3.58%, 02/07/25	EUR		300		276,154
4.05%, 08/05/26			300		274,511
Distribuidora Internacional de Alimentacion SA, 1.00%, 04/28/21			400		337,522
Iceland Bondco plc, 4.63%, 03/15/25	GBP		971		1,058,961
Ingles Markets, Inc., 5.75%, 06/15/23	USD		389		389,000
Kroger Co. (The), 4.45%, 02/01/47			450		530,511
Picard Groupe SAS, (EURIBOR 3 Month + 3.00%), 3.00%, 11/30/23^(a)	EUR		1,200		1,242,694
Quatrim SASU, 5.88%, 01/15/24			300		333,229
Sysco Corp.:
2.60%, 06/12/22	USD		1,000		1,006,512
5.65%, 04/01/25			1,389		1,557,603
5.95%, 04/01/30			2,672		3,157,794
6.60%, 04/01/40			2,585		3,117,899
6.60%, 04/01/50			2,501		3,091,417
Walmart, Inc.:
3.70%, 06/26/28			1,125		1,303,042
4.05%, 06/29/48			1,550		2,026,464

					32,158,600

Food Products — 0.5%
Arcor SAIC, 6.00%, 07/06/23^(b)			8,494		6,816,435
Chobani LLC, 7.50%, 04/15/25^(b)			3,068		3,050,574
Darling Ingredients, Inc., 5.25%, 04/15/27^(b)			1,389		1,401,154


Security		Par (000)		Value

Food Products (continued)
General Mills, Inc.:
3.70%, 10/17/23	USD		370	$	401,360
4.70%, 04/17/48			250		333,767
Grupo Bimbo SAB de CV, 4.50%, 01/25/22			4,605		4,697,100
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24			630		615,825
JBS Investments II GmbH, 7.00%, 01/15/26^(b)			350		363,090
JBS USA LUX SA^(b):
5.88%, 07/15/24			911		921,249
5.75%, 06/15/25			10,418		10,404,977
6.75%, 02/15/28			1,906		2,023,939
6.50%, 04/15/29			7,282		7,700,788
5.50%, 01/15/30			1,394		1,411,425
Knight Castle Investments Ltd., 7.99%, 01/23/21			231		120,409
Kraft Heinz Foods Co.:
2.25%, 05/25/28	EUR		500		541,662
3.75%, 04/01/30^(b)	USD		1,600		1,639,564
5.00%, 07/15/35			837		898,555
6.88%, 01/26/39			2,541		3,043,514
4.63%, 10/01/39^(b)			1,024		1,008,909
6.50%, 02/09/40			1,215		1,418,639
5.00%, 06/04/42			3,010		3,057,686
5.20%, 07/15/45			2,486		2,552,279
4.38%, 06/01/46			5,605		5,338,712
4.88%, 10/01/49^(b)			5,286		5,266,420
Lamb Weston Holdings, Inc.^(b):
4.63%, 11/01/24			400		407,800
4.88%, 11/01/26			800		804,000
Mondelez International, Inc.:
2.13%, 04/13/23			120		122,145
1.50%, 05/04/25			905		900,149
Nomad Foods Bondco plc, 3.25%, 05/15/24	EUR		400		438,234
Pilgrim’s Pride Corp.^(b):
5.75%, 03/15/25	USD		3,645		3,681,924
5.88%, 09/30/27			900		910,755
Post Holdings, Inc.^(b):
5.00%, 08/15/26			3,346		3,306,517
5.75%, 03/01/27			1,500		1,535,625
5.63%, 01/15/28			1,342		1,365,485
4.63%, 04/15/30			1,775		1,739,482
Premier Foods Finance plc, 6.25%, 10/15/23	GBP		400		506,470
Sigma Holdco BV, 7.88%, 05/15/26^(b)	USD		200		189,000
Simmons Foods, Inc.^(b):
7.75%, 01/15/24			2,959		3,077,360
5.75%, 11/01/24			385		358,050
TreeHouse Foods, Inc., 6.00%, 02/15/24^(b)			530		540,600

					84,911,628

Gas Utilities — 0.0%
AmeriGas Partners LP:
5.63%, 05/20/24			550		561,000
5.88%, 08/20/26			250		254,550
5.75%, 05/20/27			750		763,125
China Oil & Gas Group Ltd., 5.50%, 01/25/23			630		589,050
ENN Energy Holdings Ltd., 3.25%, 07/24/22			2,155		2,179,244
Suburban Propane Partners LP, 5.88%, 03/01/27			800		762,760
Superior Plus LP, 7.00%, 07/15/26^(b)			300		296,490

					5,406,219

Health Care Equipment & Supplies — 0.1%
Abbott Laboratories:
4.75%, 11/30/36			850		1,111,217
4.90%, 11/30/46			600		844,972


Security		Par (000)		Value

Health Care Equipment & Supplies (continued)
Becton Dickinson and Co.:
3.25%, 11/12/20	USD		927	$	930,431
2.89%, 06/06/22			1,400		1,435,500
3.73%, 12/15/24			1,925		2,078,799
3.70%, 06/06/27			2,175		2,370,352
4.69%, 12/15/44			450		546,815
DH Europe Finance II SARL, 2.05%, 11/15/22			715		725,862
Hill-Rom Holdings, Inc., 4.38%, 09/15/27^(b)			370		374,625
Hologic, Inc.^(b):
4.38%, 10/15/25			1,448		1,454,661
4.63%, 02/01/28			1,469		1,491,035
Medtronic, Inc., 4.38%, 03/15/35			625		794,322
Ortho-Clinical Diagnostics, Inc.^(b):
6.63%, 05/15/22			3,736		3,399,760
7.25%, 02/01/28			5,330		4,852,272
Teleflex, Inc., 4.63%, 11/15/27			634		649,850

					23,060,473

Health Care Providers & Services — 1.0%
Acadia Healthcare Co., Inc.:
5.13%, 07/01/22			689		661,440
5.63%, 02/15/23			758		725,785
Aetna, Inc., 4.75%, 03/15/44			850		1,008,860
AHP Health Partners, Inc., 9.75%, 07/15/26^(b)			2,762		2,734,380
Anthem, Inc.:
2.38%, 01/15/25			505		519,709
4.65%, 01/15/43			650		794,842
3.70%, 09/15/49			1,050		1,139,343
3.13%, 05/15/50			410		409,519
Centene Corp.:
4.75%, 05/15/22			775		782,750
4.75%, 01/15/25			770		793,831
5.25%, 04/01/25^(b)			2,280		2,376,900
5.38%, 06/01/26^(b)			4,601		4,871,539
5.38%, 08/15/26^(b)			3,292		3,506,309
4.25%, 12/15/27^(b)			3,919		4,100,254
4.63%, 12/15/29^(b)			6,218		6,808,710
3.38%, 02/15/30^(b)			3,696		3,723,720
Cigna Corp.:
3.40%, 09/17/21			193		198,570
3.90%, 02/15/22^(b)			1,500		1,562,202
4.13%, 11/15/25			1,200		1,345,414
4.90%, 12/15/48			675		869,085
3.40%, 03/15/50			500		524,631
Community Health Systems, Inc.:
6.25%, 03/31/23			2,230		2,096,200
8.63%, 01/15/24^(b)			3,338		3,254,550
6.63%, 02/15/25^(b)			1,642		1,506,535
8.00%, 03/15/26^(b)			9,223		8,840,983
CVS Health Corp.:
3.50%, 07/20/22			2,370		2,464,990
3.70%, 03/09/23			310		328,478
2.63%, 08/15/24			700		728,781
4.10%, 03/25/25			3,125		3,447,201
4.30%, 03/25/28			3,600		4,082,280
4.78%, 03/25/38			1,425		1,681,998
5.13%, 07/20/45			700		874,960
5.05%, 03/25/48			950		1,203,859
DaVita, Inc., 5.13%, 07/15/24			1,250		1,268,750
Encompass Health Corp., 5.75%, 11/01/24			1,252		1,258,260


Security		Par (000)		Value

Health Care Providers & Services (continued)
HCA, Inc.:
5.88%, 05/01/23	USD		300	$	321,750
5.38%, 02/01/25			3,820		4,107,035
5.88%, 02/15/26			1,000		1,117,800
5.38%, 09/01/26			4,910		5,315,075
5.63%, 09/01/28			2,414		2,674,905
5.88%, 02/01/29			3,756		4,303,625
4.13%, 06/15/29			225		243,405
3.50%, 09/01/30			8,985		8,588,341
5.50%, 06/15/47			1,475		1,782,748
5.25%, 06/15/49			350		417,844
Laboratory Corp. of America Holdings, 4.63%, 11/15/20			310		312,778
LifePoint Health, Inc.^(b):
6.75%, 04/15/25			1,540		1,586,816
4.38%, 02/15/27			1,962		1,844,280
MEDNAX, Inc.^(b):
5.25%, 12/01/23			1,407		1,329,615
6.25%, 01/15/27			1,226		1,110,069
Molina Healthcare, Inc.:
5.38%, 11/15/22^(e)			1,545		1,597,144
4.88%, 06/15/25^(b)			1,552		1,559,760
Polaris Intermediate Corp., 8.50%, (8.50% Cash or 9.25% PIK), 12/01/22^(b)(i)			2,852		2,388,409
Select Medical Corp., 6.25%, 08/15/26^(b)			1,830		1,762,473
Surgery Center Holdings, Inc.^(b):
6.75%, 07/01/25			4,077		3,483,593
10.00%, 04/15/27			1,420		1,313,500
Synlab Bondco plc, (EURIBOR 3 Month + 3.50%), 3.50%, 07/01/22^(a)	EUR		200		210,704
Synlab Unsecured Bondco plc, 8.25%, 07/01/23			682		731,932
Team Health Holdings, Inc., 6.38%, 02/01/25^(b)	USD		432		237,514
Tenet Healthcare Corp.:
8.13%, 04/01/22			4,425		4,459,515
4.63%, 07/15/24			1,132		1,117,261
4.63%, 09/01/24^(b)			4,062		3,980,760
7.50%, 04/01/25^(b)			1,589		1,708,970
5.13%, 05/01/25			990		925,650
4.88%, 01/01/26^(b)			3,316		3,261,949
6.25%, 02/01/27^(b)			3,296		3,245,242
5.13%, 11/01/27^(b)			5,125		5,060,937
UnitedHealth Group, Inc.:
3.50%, 08/15/39			1,600		1,787,637
4.75%, 07/15/45			700		928,307
4.25%, 06/15/48			1,150		1,437,701
4.45%, 12/15/48			825		1,061,507
Vizient, Inc., 6.25%, 05/15/27^(b)			2,319		2,436,573

					152,248,742

Health Care Technology — 0.1%
IQVIA, Inc.:
3.50%, 10/15/24	EUR		800		884,752
3.25%, 03/15/25^(b)			525		578,463
3.25%, 03/15/25			1,690		1,862,098
5.00%, 10/15/26^(b)	USD		1,657		1,706,710
5.00%, 05/15/27^(b)			6,684		6,865,738

					11,897,761

Hotels, Restaurants & Leisure — 0.9%
1011778 BC ULC^(b):
4.25%, 05/15/24			1,535		1,534,524
5.75%, 04/15/25			2,567		2,701,768
5.00%, 10/15/25			7,095		7,130,475
3.88%, 01/15/28			3,660		3,549,871
4.38%, 01/15/28			1,674		1,618,674


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Aramark International Finance SARL, 3.13%, 04/01/25	EUR		1,000	$	988,238
Boyne USA, Inc., 7.25%, 05/01/25^(b)	USD		300		300,000
Carnival Corp.:
3.95%, 10/15/20			445		432,241
11.50%, 04/01/23^(b)			1,380		1,441,884
Cedar Fair LP:
5.50%, 05/01/25^(b)			4,124		4,124,000
5.38%, 04/15/27			380		338,200
Churchill Downs, Inc.^(b):
5.50%, 04/01/27			7,371		7,092,229
4.75%, 01/15/28			3,221		2,998,751
Cirsa Finance International SARL:
7.88%, 12/20/23^(b)			817		662,832
4.75%, 05/22/25	EUR		1,133		968,447
Codere Finance 2 Luxembourg SA:
6.75%, 11/01/21^(g)(l)			200		83,272
7.63%, 11/01/21^(b)	USD		500		188,460
CPUK Finance Ltd.:
4.25%, 08/28/22	GBP		300		334,153
4.88%, 08/28/25			119		129,479
Diamond Resorts International, Inc., 7.75%, 09/01/23^(b)	USD		300		241,662
Eldorado Resorts, Inc.:
6.00%, 04/01/25			610		585,600
6.00%, 09/15/26			220		221,034
Explorer II A/S, 3.38%, 02/24/25	EUR		551		425,085
Fortune Star BVI Ltd.:
6.88%, 01/31/21	USD		945		936,731
5.95%, 01/29/23			630		600,863
6.75%, 07/02/23			9,460		9,182,112
Gamenet Group SpA, (EURIBOR 3 Month + 3.75%), 3.75%, 04/27/23^(a)	EUR		700		663,537
Golden Nugget, Inc., 6.75%, 10/15/24^(b)	USD		6,625		5,167,500
Greene King Finance plc, Series B2, (LIBOR GBP 3 Month + 2.08%), 2.57%, 03/15/36^(a)	GBP		100		94,462
Hilton Domestic Operating Co., Inc.:
4.25%, 09/01/24	USD		2,262		2,194,140
5.38%, 05/01/25^(b)			1,593		1,583,044
5.13%, 05/01/26			3,220		3,179,106
5.75%, 05/01/28^(b)			1,977		1,992,025
4.88%, 01/15/30			4,683		4,472,265
Hilton Worldwide Finance LLC:
4.63%, 04/01/25			1,373		1,345,540
4.88%, 04/01/27			1,175		1,139,280
International Game Technology plc, 6.50%, 02/15/25^(b)			1,000		979,990
Jacobs Entertainment, Inc., 7.88%, 02/01/24^(b)			40		30,300
KFC Holding Co.^(b):
5.00%, 06/01/24			1,000		1,030,500
5.25%, 06/01/26			519		530,677
4.75%, 06/01/27			525		541,900
Las Vegas Sands Corp.:
2.90%, 06/25/25			120		111,848
3.50%, 08/18/26			351		334,008
3.90%, 08/08/29			322		296,216
Marriott International, Inc., Series EE, 5.75%, 05/01/25			2,932		3,064,132
Marriott Ownership Resorts, Inc.:
6.50%, 09/15/26			248		234,980
4.75%, 01/15/28^(b)			325		284,375


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
McDonald’s Corp.:
3.35%, 04/01/23	USD		840	$	893,204
1.45%, 09/01/25			340		339,388
3.60%, 07/01/30			1,374		1,550,381
4.88%, 12/09/45			900		1,125,826
4.45%, 09/01/48			425		520,953
4.20%, 04/01/50			1,290		1,536,354
Melco Resorts Finance Ltd.:
5.25%, 04/26/26			1,260		1,228,500
5.63%, 07/17/27			630		611,100
5.38%, 12/04/29			431		405,140
MGM China Holdings Ltd., 5.88%, 05/15/26			1,260		1,223,775
MGM Resorts International:
7.75%, 03/15/22			4,032		4,101,310
6.00%, 03/15/23			5,725		5,567,562
5.75%, 06/15/25			261		250,563
4.63%, 09/01/26			261		233,595
NH Hotel Group SA, 3.75%, 10/01/23	EUR		463		446,815
Pinnacle Bidco plc, 6.38%, 02/15/25	GBP		239		242,203
Sabre GLBL, Inc.^(b):
5.38%, 04/15/23	USD		430		399,900
5.25%, 11/15/23			305		282,125
Scientific Games International, Inc.^(b):
5.00%, 10/15/25			2,379		2,077,581
8.25%, 03/15/26			3,993		3,014,715
7.00%, 05/15/28			1,055		759,600
7.25%, 11/15/29			475		338,437
Sisal Group SpA, 7.00%, 07/31/23	EUR		935		932,404
Six Flags Entertainment Corp., 4.88%, 07/31/24^(b)	USD		695		611,739
Six Flags Theme Parks, Inc., 7.00%, 07/01/25^(b)			5,168		5,347,846
Starbucks Corp., 3.10%, 03/01/23			845		882,008
Stars Group Holdings BV, 7.00%, 07/15/26^(b)			500		514,000
Studio City Co. Ltd.:
7.25%, 11/30/21^(b)			550		542,781
7.25%, 11/30/21			1,700		1,677,688
Studio City Finance Ltd., 7.25%, 02/11/24			3,360		3,192,000
Vail Resorts, Inc., 6.25%, 05/15/25^(b)			954		983,812
Viking Cruises Ltd., 5.88%, 09/15/27^(b)			405		272,362
VOC Escrow Ltd., 5.00%, 02/15/28^(b)			600		471,420
William Hill plc, 4.75%, 05/01/26	GBP		800		924,473
Wyndham Destinations, Inc.:
5.75%, 04/01/27^(e)	USD		500		437,500
4.63%, 03/01/30^(b)			134		113,900
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(b)			1,424		1,302,960
Wynn Las Vegas LLC^(b):
4.25%, 05/30/23			300		279,750
5.50%, 03/01/25			800		712,000
5.25%, 05/15/27			3,068		2,669,160
Wynn Macau Ltd.:
4.88%, 10/01/24			630		606,375
5.50%, 10/01/27			630		610,903
Wynn Resorts Finance LLC^(b):
7.75%, 04/15/25			1,605		1,633,280
5.13%, 10/01/29			2,591		2,429,063
Yum! Brands, Inc.:
7.75%, 04/01/25^(b)			3,069		3,360,171
4.75%, 01/15/30^(b)			5,135		5,237,700
5.35%, 11/01/43			48		45,600

					141,020,332

Household Durables — 0.3%
Beazer Homes USA, Inc.:
5.88%, 10/15/27			1,200		924,000
7.25%, 10/15/29			660		514,800


Security		Par (000)		Value

Household Durables (continued)
Brookfield Residential Properties, Inc.^(b):
6.25%, 09/15/27	USD		4,823	$	4,413,045
4.88%, 02/15/30			2,684		2,204,101
DR Horton, Inc., 2.55%, 12/01/20			600		598,075
K. Hovnanian Enterprises, Inc., 7.75%, 02/15/26^(b)			2,464		2,291,520
KB Home:
6.88%, 06/15/27			1,225		1,286,250
4.80%, 11/15/29			1,085		1,014,475
Lennar Corp.:
6.63%, 05/01/20			895		895,000
8.38%, 01/15/21			1,156		1,184,900
6.25%, 12/15/21			2,060		2,121,800
4.13%, 01/15/22			425		426,683
4.75%, 11/15/22^(e)			450		459,000
4.88%, 12/15/23			2,383		2,442,575
4.75%, 05/30/25			532		546,614
5.25%, 06/01/26			2,707		2,815,280
4.75%, 11/29/27			1,755		1,798,875
M/I Homes, Inc., 4.95%, 02/01/28^(b)			685		599,375
Mattamy Group Corp.^(b):
5.25%, 12/15/27			520		487,500
4.63%, 03/01/30			2,361		2,090,429
MDC Holdings, Inc., 6.00%, 01/15/43			750		723,750
Meritage Homes Corp., 5.13%, 06/06/27			1,995		1,905,225
PulteGroup, Inc.:
5.50%, 03/01/26			1,485		1,579,669
5.00%, 01/15/27			2,005		2,084,599
7.88%, 06/15/32			135		155,250
6.38%, 05/15/33			3,229		3,423,224
Shea Homes LP, 4.75%, 02/15/28^(b)			1,085		937,169
Taylor Morrison Communities, Inc.^(b):
5.88%, 06/15/27			300		276,000
5.75%, 01/15/28			315		285,075
Tempur Sealy International, Inc., 5.50%, 06/15/26			500		476,520
Toll Brothers Finance Corp., 4.35%, 02/15/28			80		78,800
TopBuild Corp., 5.63%, 05/01/26^(b)			400		392,000
TRI Pointe Group, Inc.:
5.88%, 06/15/24			1,665		1,615,216
5.25%, 06/01/27			2,600		2,353,000
Williams Scotsman International, Inc., 6.88%, 08/15/23^(b)			4,064		4,053,840

					49,453,634

Household Products — 0.1%
Energizer Holdings, Inc.^(b):
6.38%, 07/15/26			1,339		1,392,426
7.75%, 01/15/27			1,016		1,078,484
Procter & Gamble Co. (The):
3.55%, 03/25/40			475		571,358
3.60%, 03/25/50			3,744		4,763,315
Spectrum Brands, Inc.:
5.75%, 07/15/25			4,129		4,118,678
5.00%, 10/01/29^(b)			31		29,605

					11,953,866

Independent Power and Renewable Electricity Producers — 0.2%
AES Corp.:
4.50%, 03/15/23			375		374,145
4.88%, 05/15/23			559		563,081
6.00%, 05/15/26			295		309,750
5.13%, 09/01/27			360		375,300


Security		Par (000)		Value

Independent Power and Renewable Electricity Producers (continued)
Calpine Corp.:
5.50%, 02/01/24	USD		100	$	99,125
5.75%, 01/15/25			2,346		2,334,176
5.25%, 06/01/26^(b)			7,225		7,349,125
4.50%, 02/15/28^(b)			5,143		4,986,653
5.13%, 03/15/28^(b)			10,410		10,149,750
Clearway Energy Operating LLC:
5.75%, 10/15/25			2,054		2,115,415
4.75%, 03/15/28^(b)			2,742		2,789,985
Exelon Generation Co. LLC, 3.40%, 03/15/22			1,400		1,444,246
InterGen NV, 7.00%, 06/30/23^(b)			500		443,750
Listrindo Capital BV, 4.95%, 09/14/26^(b)			630		589,837
Talen Energy Supply LLC^(b):
10.50%, 01/15/26			440		363,031
7.25%, 05/15/27			150		150,000
6.63%, 01/15/28			680		639,744

					35,077,113

Industrial Conglomerates — 0.2%
3M Co.:
3.05%, 04/15/30			1,410		1,539,327
3.70%, 04/15/50			3,814		4,554,199
CITIC Ltd.:
6.80%, 01/17/23			3,000		3,338,437
4.00%, 01/11/28			1,240		1,320,600
General Electric Co.:
4.38%, 09/16/20			500		503,695
4.65%, 10/17/21			2,000		2,077,342
3.15%, 09/07/22			500		511,678
3.63%, 05/01/30			1,529		1,534,668
5.88%, 01/14/38			650		738,695
6.88%, 01/10/39			225		280,087
4.25%, 05/01/40			3,018		3,028,269
4.35%, 05/01/50			2,646		2,666,141
Honeywell International, Inc.:
2.30%, 08/15/24			190		199,244
2.70%, 08/15/29			725		785,581
Roper Technologies, Inc., 3.65%, 09/15/23			350		368,954

					23,446,917

Insurance — 0.4%
Achmea BV, (EURIBOR Swap Rate 5 Year + 4.78%), 4.62%^(a)(k)	EUR		300		313,841
Acrisure LLC, 8.13%, 02/15/24^(b)	USD		945		973,350
Aegon NV, (EUR Swap Annual 5 Year + 5.21%), 5.62%^(a)(k)	EUR		200		219,718
Aflac, Inc., 3.60%, 04/01/30	USD		2,787		3,134,929
Alliant Holdings Intermediate LLC, 6.75%, 10/15/27^(b)			8,185		8,165,356
AmWINS Group, Inc., 7.75%, 07/01/26^(b)			190		195,700
Aon Corp., 3.75%, 05/02/29			550		603,089
Aon plc, 4.60%, 06/14/44			775		929,903
Ardonagh Midco 3 plc, 8.63%, 07/15/23^(b)			954		899,145
Asahi Mutual Life Insurance Co., (USD Swap Semi 5 Year + 4.59%), 6.50%^(a)(k)			4,260		4,359,825
Assicurazioni Generali SpA^(a):
(EURIBOR 3 Month + 4.50%), 4.60%^(k)	EUR		500		564,007
(EURIBOR 3 Month + 5.35%), 5.50%, 10/27/47			3,570		4,378,595
(EURIBOR 3 Month + 5.35%), 5.00%, 06/08/48			200		238,345
Credit Agricole Assurances SA, (EUR Swap Annual 5 Year + 4.35%), 4.50%^(a)(k)			500		598,882
Fidelity & Guaranty Life Holdings, Inc., 5.50%, 05/01/25^(b)	USD		640		676,000


Security		Par (000)		Value

Insurance (continued)
FWD Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.08%), 5.50%^(a)(k)	USD		760	$	699,200
Galaxy Bidco Ltd., 6.50%, 07/31/26	GBP		567		689,142
Genworth Holdings, Inc., 7.63%, 09/24/21	USD		550		522,500
GTCR AP Finance, Inc., 8.00%, 05/15/27^(b)			2,239		2,093,465
Hartford Financial Services Group, Inc. (The), (LIBOR USD 3 Month + 2.13%), 3.82%, 02/12/47^(a)(b)			13,425		10,471,500
Heungkuk Life Insurance Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.47%), 4.48%^(a)(k)			1,721		1,548,900
HUB International Ltd., 7.00%, 05/01/26^(b)			4,865		4,799,079
KDB Life Insurance Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.66%), 7.50%^(a)(k)			3,000		2,715,938
Marsh & McLennan Cos., Inc.:
2.75%, 01/30/22			3,800		3,916,182
3.88%, 03/15/24			1,200		1,305,337
4.38%, 03/15/29			1,150		1,340,118
4.90%, 03/15/49			750		1,022,121
Nationwide Financial Services, Inc., 6.75%, 05/15/37			900		999,604
Pension Insurance Corp. plc, 4.63%, 05/07/31	GBP		275		346,203
Prudential Financial, Inc., 4.35%, 02/25/50	USD		825		943,856
QBE Insurance Group Ltd., (USD Swap Rate 10 Year + 4.40%), 5.87%, 06/17/46^(a)			677		680,714
Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47^(b)			1,075		1,253,617
Travelers Cos., Inc. (The), 2.55%, 04/27/50			410		407,310
Union Life Insurance Co. Ltd., 3.00%, 09/19/21			708		573,480

					62,578,951

Interactive Media & Services — 0.1%
Baidu, Inc.:
2.88%, 07/06/22			750		754,440
3.08%, 04/07/25			650		664,109
Match Group, Inc.^(b):
5.63%, 02/15/29			1,965		2,058,337
4.13%, 08/01/30			2,845		2,759,650
Rackspace Hosting, Inc., 8.63%, 11/15/24^(b)			2,082		2,051,020
Tencent Holdings Ltd., 3.98%, 04/11/29^(b)			1,675		1,887,943
Twitter, Inc., 3.88%, 12/15/27^(b)			964		961,590

					11,137,089

Internet & Direct Marketing Retail — 0.4%
Alibaba Group Holding Ltd.:
3.13%, 11/28/21			1,500		1,526,355
2.80%, 06/06/23			775		795,563
Amazon.com, Inc.:
3.15%, 08/22/27			1,525		1,713,127
3.88%, 08/22/37			1,075		1,309,124
Booking Holdings, Inc.:
4.10%, 04/13/25			10,433		11,081,522
4.50%, 04/13/27			10,249		11,025,462
4.63%, 04/13/30			15,213		16,888,979
eBay, Inc.:
2.75%, 01/30/23			870		897,568
1.90%, 03/11/25			720		716,488
Expedia Group, Inc., 6.25%, 05/01/25^(b)			8,121		8,281,808
Go Daddy Operating Co. LLC, 5.25%, 12/01/27^(b)			1,328		1,364,520
GrubHub Holdings, Inc., 5.50%, 07/01/27^(b)			700		654,500

					56,255,016


Security		Par (000)		Value

IT Services — 0.4%
21Vianet Group, Inc., 7.88%, 10/15/21	USD		4,555	$	4,156,711
Banff Merger Sub, Inc.:
8.38%, 09/01/26	EUR		720		737,726
9.75%, 09/01/26^(b)	USD		8,095		7,265,263
Booz Allen Hamilton, Inc., 5.13%, 05/01/25^(b)			2,037		2,016,630
Cogent Communications Group, Inc., 5.38%, 03/01/22^(b)			675		684,045
Fidelity National Information Services, Inc., 3.00%, 08/15/26			900		955,507
Fiserv, Inc.:
4.75%, 06/15/21			1,000		1,028,687
3.80%, 10/01/23			700		756,675
2.75%, 07/01/24			860		899,778
3.50%, 07/01/29			1,175		1,288,299
4.40%, 07/01/49			575		686,223
Gartner, Inc., 5.13%, 04/01/25^(b)			1,944		2,004,750
Global Payments, Inc.:
3.80%, 04/01/21			165		167,303
3.75%, 06/01/23			475		500,456
3.20%, 08/15/29			1,850		1,904,499
4.15%, 08/15/49			475		511,525
HT Global IT Solutions Holdings Ltd., 7.00%, 07/14/21			485		404,975
International Business Machines Corp.:
2.85%, 05/13/22			2,200		2,287,516
3.00%, 05/15/24			1,250		1,338,454
3.50%, 05/15/29			1,175		1,326,770
4.00%, 06/20/42			525		613,095
4.25%, 05/15/49			2,225		2,734,499
2.95%, 05/15/50			1,350		1,338,809
Mastercard, Inc.:
3.35%, 03/26/30			2,725		3,102,564
3.85%, 03/26/50			2,821		3,518,171
Nexi SpA, 1.75%, 04/24/27^(m)	EUR		1,200		1,322,910
PayPal Holdings, Inc., 2.20%, 09/26/22	USD		1,785		1,816,979
Presidio Holdings, Inc., 4.88%, 02/01/27^(b)			2,077		2,045,845
Science Applications International Corp., 4.88%, 04/01/28^(b)			2,440		2,389,516
Tempo Acquisition LLC^(b):
5.75%, 06/01/25			1,122		1,122,000
6.75%, 06/01/25			6,707		6,505,790
United Group BV:
4.88%, 07/01/24	EUR		866		929,950
(EURIBOR 3 Month + 3.25%), 3.25%, 02/15/26^(a)			487		497,912
3.63%, 02/15/28			830		845,159
VeriSign, Inc.:
4.63%, 05/01/23	USD		500		503,250
5.25%, 04/01/25			350		383,810
4.75%, 07/15/27			2,690		2,865,415
Visa, Inc., 3.65%, 09/15/47			350		426,874
WEX, Inc., 4.75%, 02/01/23^(b)			1,759		1,697,435

					65,581,775

Leisure Products — 0.0%
Mattel, Inc.:
6.75%, 12/31/25^(b)			2,615		2,654,225
5.88%, 12/15/27^(b)			3,488		3,394,522
6.20%, 10/01/40			134		114,067
5.45%, 11/01/41			553		436,870

					6,599,684

Life Sciences Tools & Services — 0.1%
Avantor, Inc.^(b):
6.00%, 10/01/24			9,760		10,291,920
9.00%, 10/01/25			5,073		5,501,669


Security		Par (000)		Value

Life Sciences Tools & Services (continued)
Charles River Laboratories International, Inc.^(b):
5.50%, 04/01/26	USD		2,826	$	2,945,822
4.25%, 05/01/28			1,944		1,961,010
Thermo Fisher Scientific, Inc.:
2.60%, 10/01/29			700		738,942
4.50%, 03/25/30			1,270		1,543,958

					22,983,321

Machinery — 0.3%
Amsted Industries, Inc., 5.63%, 07/01/27^(b)			360		360,396
BCD Acquisition, Inc., 9.63%, 09/15/23^(b)			450		372,937
Caterpillar, Inc.:
2.60%, 04/09/30			4,424		4,689,608
3.25%, 04/09/50			2,842		3,114,959
Colfax Corp.^(b):
6.00%, 02/15/24			1,745		1,771,175
6.38%, 02/15/26			2,665		2,748,148
Deere & Co.:
3.10%, 04/15/30			841		929,876
3.75%, 04/15/50			1,085		1,298,385
EnPro Industries, Inc., 5.75%, 10/15/26			559		545,025
Grinding Media, Inc., 7.38%, 12/15/23^(b)			3,167		3,125,512
Husky III Holding Ltd., 13.00%, (13.00% Cash or 13.75% PIK), 02/15/25^(b)(i)			2,210		2,011,100
IDEX Corp., 3.00%, 05/01/30			350		355,716
Mueller Water Products, Inc., 5.50%, 06/15/26^(b)			2,411		2,467,176
Navistar International Corp.^(b):
9.50%, 05/01/25			475		498,750
6.63%, 11/01/25			3,340		2,864,718
Novafives SAS, 5.00%, 06/15/25	EUR		787		450,363
Otis Worldwide Corp.^(b):
2.06%, 04/05/25	USD		230		234,279
2.57%, 02/15/30			625		629,842
3.36%, 02/15/50			275		281,255
Platin 1426 GmbH, 5.38%, 06/15/23	EUR		288		269,779
RBS Global, Inc., 4.88%, 12/15/25^(b)	USD		4,376		4,266,600
SPX FLOW, Inc.^(b):
5.63%, 08/15/24			1,551		1,562,632
5.88%, 08/15/26			702		709,020
Stevens Holding Co., Inc., 6.13%, 10/01/26^(b)			818		819,800
Terex Corp., 5.63%, 02/01/25^(b)			2,326		2,109,915
Titan Acquisition Ltd., 7.75%, 04/15/26^(b)			3,493		3,257,223
Xylem, Inc., 4.88%, 10/01/21			735		772,653

					42,516,842

Marine — 0.0%
CMA CGM SA, 6.50%, 07/15/22	EUR		700		548,243
Stena AB, 7.00%, 02/01/24^(b)	USD		500		435,000

					983,243

Media — 1.4%
Altice Financing SA:
2.25%, 01/15/25	EUR		1,003		1,026,155
7.50%, 05/15/26^(b)	USD		9,933		10,355,152
3.00%, 01/15/28	EUR		676		677,827
5.00%, 01/15/28^(b)	USD		3,532		3,443,700
AMC Networks, Inc.:
4.75%, 12/15/22			333		329,670
5.00%, 04/01/24			670		649,565
4.75%, 08/01/25			1,561		1,425,739
Block Communications, Inc., 4.88%, 03/01/28^(b)			1,221		1,214,895
Cable Onda SA, 4.50%, 01/30/30^(b)			2,000		1,900,000
Cablevision Systems Corp., 5.88%, 09/15/22			450		468,563


Security		Par (000)		Value

Media (continued)
Charter Communications Operating LLC:
3.58%, 07/23/20	USD		390	$	390,534
4.46%, 07/23/22			2,670		2,812,742
Series USD, 4.50%, 02/01/24			655		709,823
4.91%, 07/23/25			1,250		1,410,816
2.80%, 04/01/31			9,270		9,333,834
6.38%, 10/23/35			2,300		2,953,387
6.48%, 10/23/45			1,850		2,418,400
5.13%, 07/01/49			875		1,041,461
Cinemark USA, Inc., 4.88%, 06/01/23			500		420,000
Clear Channel Worldwide Holdings, Inc.^(b):
9.25%, 02/15/24			3,536		2,943,720
5.13%, 08/15/27			9,498		8,924,321
Comcast Corp.:
3.70%, 04/15/24			1,450		1,588,357
3.15%, 03/01/26			2,725		2,973,012
4.15%, 10/15/28			3,000		3,511,830
2.65%, 02/01/30			1,725		1,838,290
4.60%, 10/15/38			2,050		2,576,477
3.75%, 04/01/40			1,320		1,514,999
4.70%, 10/15/48			1,700		2,229,414
4.00%, 11/01/49			875		1,039,172
4.95%, 10/15/58			550		780,090
CSC Holdings LLC:
5.38%, 07/15/23^(b)			6,820		6,896,725
5.25%, 06/01/24			4,991		5,190,141
7.75%, 07/15/25^(b)			556		579,841
6.63%, 10/15/25^(b)			2,037		2,130,396
10.88%, 10/15/25^(b)			3,124		3,376,888
5.50%, 05/15/26^(b)			1,425		1,478,295
5.50%, 04/15/27^(b)			970		1,008,497
5.38%, 02/01/28^(b)			1,015		1,042,912
6.50%, 02/01/29^(b)			7,172		7,834,693
5.75%, 01/15/30^(b)			3,707		3,854,122
Diamond Sports Group LLC^(b):
5.38%, 08/15/26			4,371		3,321,960
6.63%, 08/15/27			730		399,675
Discovery Communications LLC:
4.90%, 03/11/26			600		658,234
5.00%, 09/20/37			675		743,799
5.20%, 09/20/47			150		170,843
DISH DBS Corp.:
6.75%, 06/01/21			1,476		1,470,096
5.88%, 07/15/22			15,959		16,000,493
5.00%, 03/15/23			230		218,500
5.88%, 11/15/24			2,300		2,212,232
7.75%, 07/01/26			3,882		3,823,770
Entercom Media Corp., 6.50%, 05/01/27^(b)			508		374,650
EW Scripps Co. (The), 5.13%, 05/15/25^(b)			700		593,250
Fox Corp.:
3.67%, 01/25/22			65		67,361
3.05%, 04/07/25			1,075		1,140,867
5.58%, 01/25/49			325		444,076
GCI LLC, 6.88%, 04/15/25			300		309,750
Gray Television, Inc.^(b):
5.13%, 10/15/24			325		318,370
7.00%, 05/15/27			505		507,525
Grupo Televisa SAB, 5.25%, 05/24/49			700		713,942
Interpublic Group of Cos., Inc. (The), 3.75%, 10/01/21			455		467,931
Lamar Media Corp.:
5.00%, 05/01/23			335		335,000
4.00%, 02/15/30^(b)			958		876,570
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27^(b)			2,287		2,377,565


Security		Par (000)		Value

Media (continued)
Liberty Interactive LLC, 8.25%, 02/01/30	USD		43	$	38,012
MDC Partners, Inc., 6.50%, 05/01/24^(b)			1,010		782,750
Meredith Corp., 6.88%, 02/01/26			761		652,177
Midcontinent Communications, 5.38%, 08/15/27^(b)			554		559,983
National CineMedia LLC, 5.88%, 04/15/28^(b)			850		603,500
Nexstar Broadcasting, Inc.^(b):
5.63%, 08/01/24			670		654,925
5.63%, 07/15/27			700		668,500
Outfront Media Capital LLC:
5.63%, 02/15/24			300		297,750
5.00%, 08/15/27^(b)			3,636		3,472,016
Quebecor Media, Inc., 5.75%, 01/15/23			3,380		3,562,283
Radiate Holdco LLC, 6.63%, 02/15/25^(b)			2,097		2,076,030
SES SA:
(EUR Swap Annual 5 Year + 5.40%), 5.62%^(a)(k)	EUR		1,315		1,398,944
5.30%, 04/04/43^(b)	USD		300		276,262
Sinclair Television Group, Inc., 5.63%, 08/01/24^(b)			325		296,472
Sirius XM Radio, Inc.^(b):
4.63%, 05/15/23			350		352,188
4.63%, 07/15/24			762		776,935
5.38%, 04/15/25			795		819,844
5.00%, 08/01/27			2,581		2,644,725
5.50%, 07/01/29			7,306		7,704,907
Summer BC Holdco A SARL, 9.25%, 10/31/27	EUR		901		744,286
Summer BC Holdco B SARL, 5.75%, 10/31/26			2,600		2,519,556
Summer BidCo BV:
9.00%, (9.00% Cash or 9.75% PIK), 11/15/25⁽ⁱ⁾			1,256		1,282,329
TEGNA, Inc.^(b):
5.50%, 09/15/24	USD		175		175,875
4.63%, 03/15/28			1,655		1,483,294
5.00%, 09/15/29			250		221,955
Tele Columbus AG, 3.88%, 05/02/25	EUR		800		733,448
Telenet Finance Luxembourg Notes SARL:
3.50%, 03/01/28			500		560,801
5.50%, 03/01/28^(b)	USD		3,600		3,672,000
Time Warner Cable LLC:
4.13%, 02/15/21			1,000		1,005,427
4.00%, 09/01/21			850		866,033
Univision Communications, Inc.^(b):
5.13%, 05/15/23			793		753,350
5.13%, 02/15/25			4,563		4,004,033
UPC Holding BV, 5.50%, 01/15/28^(b)			400		387,520
UPCB Finance VII Ltd., 3.63%, 06/15/29	EUR		590		637,448
ViacomCBS, Inc.:
4.50%, 03/01/21	USD		80		82,739
3.38%, 03/01/22			19		19,407
2.50%, 02/15/23			225		225,300
4.25%, 09/01/23			200		210,148
3.88%, 04/01/24			905		932,318
(LIBOR USD 3 Month + 3.90%), 5.87%, 02/28/57^(a)			7,320		6,665,592
(LIBOR USD 3 Month + 3.90%), 6.25%, 02/28/57^(a)			7,351		7,203,980
Videotron Ltd.:
5.00%, 07/15/22			450		462,375
5.38%, 06/15/24^(b)			400		424,008
5.13%, 04/15/27^(b)			569		594,605
Virgin Media Receivables Financing Notes I DAC, 5.50%, 09/15/24	GBP		1,141		1,429,473
VZ Vendor Financing BV, 2.50%, 01/31/24	EUR		1,481		1,590,495
WMG Acquisition Corp., 4.13%, 11/01/24			968		1,070,795


Security		Par (000)		Value

Media (continued)
Ziggo Bond Co. BV^(b):
6.00%, 01/15/27	USD		783	$	786,915
5.13%, 02/28/30			1,841		1,813,385
Ziggo BV:
4.25%, 01/15/27	EUR		783		879,502
5.50%, 01/15/27^(b)	USD		4,942		5,027,002
2.88%, 01/15/30	EUR		527		545,750
4.88%, 01/15/30^(b)	USD		1,610		1,591,163

					222,081,424

Metals & Mining — 0.7%
ABJA Investment Co. Pte. Ltd.:
5.95%, 07/31/24			1,260		1,123,763
5.45%, 01/24/28			630		505,518
Alcoa Nederland Holding BV^(b):
6.75%, 09/30/24			500		494,900
7.00%, 09/30/26			450		445,500
Allegheny Technologies, Inc.:
7.88%, 08/15/23^(e)			1,575		1,444,102
5.88%, 12/01/27			420		346,500
Anglo American Capital plc^(b):
4.13%, 04/15/21			204		205,050
5.38%, 04/01/25			4,331		4,659,590
5.63%, 04/01/30			7,000		7,729,604
Arconic Corp.^(b):
6.00%, 05/15/25			4,235		4,282,644
6.13%, 02/15/28			1,986		1,861,875
Barrick North America Finance LLC, 5.75%, 05/01/43			250		352,314
BHP Billiton Finance USA Ltd., 5.00%, 09/30/43			500		686,135
Big River Steel LLC, 7.25%, 09/01/25^(b)			2,626		2,461,875
China Hongqiao Group Ltd., 7.13%, 07/22/22			1,955		1,656,252
Cleveland-Cliffs, Inc.:
5.75%, 03/01/25			905		647,075
7.00%, 03/15/27^(b)			450		274,500
5.88%, 06/01/27			1,350		843,750
Commercial Metals Co.:
5.75%, 04/15/26			342		338,580
5.38%, 07/15/27			104		101,660
Constellium SE:
4.63%, 05/15/21	EUR		280		294,933
5.75%, 05/15/24^(b)	USD		695		670,675
6.63%, 03/01/25^(b)			316		303,360
5.88%, 02/15/26^(b)			8,692		8,018,370
FMG Resources August 2006 Pty. Ltd.^(b):
4.75%, 05/15/22			555		557,498
5.13%, 03/15/23			360		363,384
5.13%, 05/15/24			545		553,011
4.50%, 09/15/27			595		581,315
Freeport-McMoRan, Inc.:
3.55%, 03/01/22			685		690,275
3.88%, 03/15/23			6,605		6,610,284
4.25%, 03/01/30			3,151		2,933,896
5.45%, 03/15/43			15,058		13,656,100
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(b)			4,309		4,422,111
Hudbay Minerals, Inc., 7.63%, 01/15/25^(b)			310		280,395
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22^(b)			396		380,160
JSW Steel Ltd., 5.95%, 04/18/24			630		525,066
Kaiser Aluminum Corp., 4.63%, 03/01/28^(b)			1,034		962,654
Mineral Resources Ltd., 8.13%, 05/01/27^(b)			615		632,681
Newmont Corp.:
3.70%, 03/15/23			220		226,271
2.80%, 10/01/29			1,025		1,051,192
5.45%, 06/09/44			300		393,247


Security		Par (000)		Value

Metals & Mining (continued)
Nexa Resources SA, 5.38%, 05/04/27^(b)	USD		1,900	$	1,711,187
Novelis Corp.^(b):
5.88%, 09/30/26			4,012		3,900,868
4.75%, 01/30/30			6,765		5,940,346
Nucor Corp., 5.20%, 08/01/43			225		281,578
Press Metal Labuan Ltd., 4.80%, 10/30/22			2,400		1,911,750
Southern Copper Corp., 5.88%, 04/23/45			300		338,550
SunCoke Energy Partners LP, 7.50%, 06/15/25^(b)			1,100		838,750
thyssenkrupp AG:
1.88%, 03/06/23	EUR		637		652,850
2.88%, 02/22/24			3,776		3,920,688
2.50%, 02/25/25			100		103,092
United States Steel Corp.:
6.88%, 08/15/25	USD		245		165,375
6.25%, 03/15/26			445		282,931
Vale Overseas Ltd., 6.25%, 08/10/26			2,700		2,945,700
Vedanta Resources Finance II plc:
8.00%, 04/23/23			1,574		574,510
9.25%, 04/23/26			1,574		619,762
Vedanta Resources Ltd.:
8.25%, 06/07/21			697		369,410
7.13%, 05/31/23			10,150		3,717,437

					102,842,849

Mortgage Real Estate Investment Trusts (REITs) — 0.0%
Starwood Property Trust, Inc.:
5.00%, 12/15/21			1,943		1,816,705
4.75%, 03/15/25			350		295,750

					2,112,455

Multiline Retail — 0.0%
B&M European Value Retail SA, 4.13%, 02/01/22	GBP		650		779,474
Dollar General Corp., 3.50%, 04/03/30	USD		1,431		1,571,488
Future Retail Ltd., 5.60%, 01/22/25			1,000		250,000
Golden Eagle Retail Group Ltd., 4.63%, 05/21/23^(b)			630		563,062

					3,164,024

Multi-Utilities — 0.1%
Berkshire Hathaway Energy Co., 3.75%, 11/15/23			825		895,887
CenterPoint Energy, Inc., 3.60%, 11/01/21			465		478,706
Consumers Energy Co., 3.25%, 08/15/46			875		999,693
Dominion Energy, Inc.:
2.58%, 07/01/20^(e)			400		400,123
2.72%, 08/15/21^(e)			365		368,251
Series B, 2.75%, 09/15/22			1,210		1,233,411
DTE Energy Co.:
Series B, 2.60%, 06/15/22			180		182,391
2.25%, 11/01/22			200		203,420
NiSource, Inc.:
3.60%, 05/01/30			1,821		2,031,727
3.95%, 03/30/48			800		909,202
RWE AG, (EUR Swap Annual 5 Year + 2.64%), 2.75%, 04/21/75^(a)	EUR		1,000		1,082,097
Sempra Energy:
3.40%, 02/01/28	USD		1,075		1,131,338
3.80%, 02/01/38			1,025		1,089,653
WEC Energy Group, Inc., 3.10%, 03/08/22			400		412,446

					11,418,345

Oil, Gas & Consumable Fuels — 2.5%
Adani Green Energy UP Ltd., 6.25%, 12/10/24			600		576,750
Aker BP ASA, 5.88%, 03/31/25^(b)			350		327,102
Antero Midstream Partners LP, 5.38%, 09/15/24			450		351,000


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Antero Resources Corp.:
5.38%, 11/01/21	USD		675	$	603,703
5.13%, 12/01/22			605		421,988
Apache Corp., 3.25%, 04/15/22			393		356,280
Ascent Resources Utica Holdings LLC, 10.00%, 04/01/22^(b)			3,767		3,088,940
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24			630		579,600
Berry Petroleum Co. LLC, 7.00%, 02/15/26^(b)			825		383,625
Blue Racer Midstream LLC, 6.13%, 11/15/22^(b)			500		425,000
BP Capital Markets America, Inc.:
3.25%, 05/06/22			2,300		2,367,699
3.19%, 04/06/25			1,675		1,757,710
3.63%, 04/06/30			1,300		1,401,236
Buckeye Partners LP:
4.13%, 03/01/25^(b)			1,092		1,010,100
3.95%, 12/01/26			395		357,475
4.50%, 03/01/28^(b)			646		581,400
5.85%, 11/15/43			972		709,560
5.60%, 10/15/44			777		551,670
Callon Petroleum Co.:
6.25%, 04/15/23			4,268		885,610
6.13%, 10/01/24			176		33,880
8.25%, 07/15/25			652		117,360
6.38%, 07/01/26			1,217		194,720
Calumet Specialty Products Partners LP:
7.75%, 04/15/23			500		392,700
11.00%, 04/15/25^(b)			1,375		1,065,625
Cameron LNG LLC, 3.30%, 01/15/35^(b)			1,025		1,019,006
Canadian Natural Resources Ltd., 2.95%, 01/15/23			75		72,371
Centennial Resource Production LLC, 6.88%, 04/01/27^(b)			844		253,200
Cheniere Corpus Christi Holdings LLC:
5.88%, 03/31/25			550		569,344
5.13%, 06/30/27			2,625		2,620,120
Cheniere Energy Partners LP:
5.25%, 10/01/25			110		105,006
5.63%, 10/01/26			4,020		3,841,512
4.50%, 10/01/29^(b)			2,341		2,159,572
Cimarex Energy Co.:
4.38%, 06/01/24			196		179,860
3.90%, 05/15/27			1,475		1,304,455
CNOOC Finance 2012 Ltd., 5.00%, 05/02/42			5,000		6,364,063
CNX Resources Corp.:
5.88%, 04/15/22			5,486		5,396,852
7.25%, 03/14/27^(b)			994		889,630
Comstock Resources, Inc.:
7.50%, 05/15/25^(b)			3,675		3,050,250
9.75%, 08/15/26			361		312,269
Concho Resources, Inc.:
4.38%, 01/15/25			3,930		3,897,799
4.88%, 10/01/47			225		222,725
Continental Resources, Inc.:
5.00%, 09/15/22			2,840		2,669,600
4.50%, 04/15/23			960		849,000
4.38%, 01/15/28			600		462,000
Crestwood Midstream Partners LP:
6.25%, 04/01/23^(e)			570		416,100
5.75%, 04/01/25			350		252,000
5.63%, 05/01/27^(b)			3,436		2,233,400
CrownRock LP, 5.63%, 10/15/25^(b)			7,346		5,951,068
CVR Energy, Inc.^(b):
5.25%, 02/15/25			1,723		1,412,860
5.75%, 02/15/28			576		487,014


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
DCP Midstream Operating LP:
4.75%, 09/30/21^(b)	USD		600	$	567,000
3.88%, 03/15/23			300		249,000
5.38%, 07/15/25			1,157		934,277
6.45%, 11/03/36^(b)			1,578		919,185
6.75%, 09/15/37^(b)			5,096		3,057,600
(LIBOR USD 3 Month + 3.85%), 5.85%, 05/21/43^(a)(b)			375		172,500
Devon Energy Corp., 5.60%, 07/15/41			400		325,161
Diamondback Energy, Inc.:
2.88%, 12/01/24			1,790		1,628,156
3.50%, 12/01/29			3,682		3,163,664
Enbridge, Inc.:
2.90%, 07/15/22			1,060		1,065,898
4.00%, 10/01/23			500		515,148
3.70%, 07/15/27			1,250		1,262,628
3.13%, 11/15/29			425		407,098
Series 16-A, (LIBOR USD 3 Month + 3.89%), 6.00%, 01/15/77^(a)			13,675		12,239,125
(LIBOR USD 3 Month + 3.64%), 6.25%, 03/01/78^(a)			18,300		16,753,650
Endeavor Energy Resources LP^(b):
5.50%, 01/30/26			1,745		1,544,150
5.75%, 01/30/28			4,939		4,410,527
Energy Transfer Operating LP:
3.60%, 02/01/23			940		914,951
5.88%, 01/15/24			2,250		2,342,793
2.90%, 05/15/25			445		414,214
5.25%, 04/15/29			2,550		2,560,571
3.75%, 05/15/30			272		247,550
5.15%, 03/15/45			1,850		1,642,900
6.00%, 06/15/48			174		163,770
6.25%, 04/15/49			1,825		1,760,307
EnLink Midstream LLC, 5.38%, 06/01/29			680		421,600
EnLink Midstream Partners LP:
4.40%, 04/01/24			1,979		1,246,770
4.15%, 06/01/25			1,083		671,460
4.85%, 07/15/26			39		23,790
5.60%, 04/01/44			1,050		420,000
5.05%, 04/01/45			156		63,180
ENN Clean Energy International Investment Ltd., 7.50%, 02/27/21			200		196,250
EnQuest plc, 7.00%, (7.00% Cash or 7.00% PIK), 04/15/22^(b)(i)(j)			194		65,242
Enterprise Products Operating LLC:
2.80%, 01/31/30			500		491,809
4.85%, 03/15/44			625		674,178
4.80%, 02/01/49			1,675		1,816,439
4.20%, 01/31/50			950		942,254
Series E, (LIBOR USD 3 Month + 3.03%), 5.25%, 08/16/77^(a)			12,587		11,324,524
EOG Resources, Inc.:
4.38%, 04/15/30			300		333,074
4.95%, 04/15/50			125		149,826
EQM Midstream Partners LP, 4.13%, 12/01/26			178		152,635
EQT Corp.:
6.13%, 02/01/25^(e)			1,739		1,656,397
3.90%, 10/01/27			1,683		1,413,720
7.00%, 02/01/30^(e)			1,949		1,841,805
Extraction Oil & Gas, Inc.^(b):
7.38%, 05/15/24			2,776		436,276
5.63%, 02/01/26			3,154		520,410
Exxon Mobil Corp.:
1.57%, 04/15/23			1,060		1,073,550
3.45%, 04/15/51			375		410,167


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Genesis Energy LP:
6.00%, 05/15/23	USD		300	$	264,840
6.50%, 10/01/25			2,663		2,236,920
7.75%, 02/01/28			2,565		2,180,250
Global Partners LP:
7.00%, 06/15/23			700		609,000
7.00%, 08/01/27			485		390,328
GNL Quintero SA, 4.63%, 07/31/29			7,171		7,421,985
Greenko Dutch BV, 5.25%, 07/24/24			630		555,188
Greenko Mauritius Ltd., 6.25%, 02/21/23			930		855,600
Greenko Solar Mauritius Ltd.:
5.55%, 01/29/25			630		555,975
5.95%, 07/29/26			4,630		4,062,825
Hess Corp.:
4.30%, 04/01/27			1,775		1,609,133
5.60%, 02/15/41			1,000		874,751
5.80%, 04/01/47			222		192,544
Hess Midstream Operations LP, 5.63%, 02/15/26^(b)			1,418		1,318,740
Hilcorp Energy I LP^(b):
5.00%, 12/01/24			100		56,500
5.75%, 10/01/25			550		302,500
6.25%, 11/01/28			220		113,850
HPCL-Mittal Energy Ltd.:
5.45%, 10/22/26			1,260		1,086,750
5.25%, 04/28/27			700		594,344
Indigo Natural Resources LLC, 6.88%, 02/15/26^(b)			3,656		3,400,080
Ithaca Energy North Sea plc, 9.38%, 07/15/24^(b)			625		375,000
Jagged Peak Energy LLC, 5.88%, 05/01/26			120		102,000
Kinder Morgan Energy Partners LP:
5.00%, 10/01/21			3,000		3,061,151
4.25%, 09/01/24			500		531,730
6.38%, 03/01/41			425		490,609
5.00%, 03/01/43			575		605,539
5.40%, 09/01/44			850		953,876
Kinder Morgan, Inc., 5.55%, 06/01/45			575		659,946
Laredo Petroleum, Inc., 9.50%, 01/15/25			500		212,500
Magellan Midstream Partners LP, 4.25%, 02/01/21			2,295		2,311,795
Marathon Oil Corp.:
2.80%, 11/01/22			1,850		1,740,754
4.40%, 07/15/27			2,075		1,609,542
Marathon Petroleum Corp.:
4.50%, 05/01/23			3,720		3,726,548
4.70%, 05/01/25			1,110		1,117,593
4.75%, 09/15/44			625		568,065
Matador Resources Co., 5.88%, 09/15/26			2,420		1,210,000
Medco Oak Tree Pte. Ltd., 7.38%, 05/14/26			1,200		732,000
Medco Platinum Road Pte. Ltd., 6.75%, 01/30/25			318		197,160
MEG Energy Corp.^(b):
7.00%, 03/31/24			769		545,990
6.50%, 01/15/25			4,359		3,574,380
7.13%, 02/01/27			2,553		1,761,570
Mongolian Mining Corp., 9.25%, 04/15/24			4,000		2,405,000
MPLX LP:
6.25%, 10/15/22^(b)			292		291,729
6.38%, 05/01/24^(b)			658		671,541
4.25%, 12/01/27^(b)			1,900		1,826,882
4.00%, 03/15/28			425		402,986
5.50%, 02/15/49			1,043		1,034,912


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Murphy Oil Corp.:
4.45%, 12/01/22^(e)	USD		350	$	280,903
6.88%, 08/15/24			400		284,000
5.75%, 08/15/25			612		422,280
5.88%, 12/01/27			680		461,516
5.87%, 12/01/42^(e)			150		87,000
Navios Maritime Acquisition Corp., 8.13%, 11/15/21^(b)			400		260,000
Neerg Energy Ltd., 6.00%, 02/13/22			2,070		1,868,175
Neptune Energy Bondco plc, 6.63%, 05/15/25^(b)			1,568		1,042,720
NGL Energy Partners LP:
7.50%, 11/01/23			1,150		779,125
7.50%, 04/15/26			960		624,000
NGPL PipeCo LLC, 7.77%, 12/15/37^(b)			1,007		1,108,987
Noble Energy, Inc., 4.20%, 10/15/49			1,065		723,477
NuStar Logistics LP:
6.00%, 06/01/26			2,343		2,108,700
5.63%, 04/28/27			600		540,000
Occidental Petroleum Corp.:
Series 1, 4.10%, 02/01/21			2,286		2,183,130
4.85%, 03/15/21			770		739,200
2.60%, 08/13/21			4,983		4,659,105
2.70%, 08/15/22			2,520		2,192,400
2.90%, 08/15/24			2,970		2,227,500
3.50%, 08/15/29			548		378,120
4.50%, 07/15/44			201		121,605
4.40%, 04/15/46			1,504		909,920
4.20%, 03/15/48			1,149		686,527
Ovintiv, Inc., 3.90%, 11/15/21			1,890		1,716,318
Parkland Fuel Corp.^(b):
6.00%, 04/01/26			330		317,625
5.88%, 07/15/27			2,224		2,135,040
Parsley Energy LLC^(b):
5.38%, 01/15/25			1,750		1,570,625
5.25%, 08/15/25			99		87,367
5.63%, 10/15/27			1,358		1,161,090
4.13%, 02/15/28			2,291		1,878,620
PBF Holding Co. LLC:
7.25%, 06/15/25			2,385		1,788,750
6.00%, 02/15/28^(b)			455		323,914
PDC Energy, Inc.:
6.13%, 09/15/24			421		330,485
6.25%, 12/01/25			1,742		1,080,040
5.75%, 05/15/26			1,885		1,437,689
Petrobras Global Finance BV:
4.38%, 05/20/23			2,579		2,501,630
5.30%, 01/27/25			13,605		13,144,573
7.38%, 01/17/27			1,740		1,831,002
7.25%, 03/17/44			6,370		6,331,382
Pioneer Natural Resources Co.:
3.45%, 01/15/21			1,110		1,113,392
4.45%, 01/15/26			475		500,366
Plains All American Pipeline LP, 4.90%, 02/15/45			538		449,961
Puma International Financing SA^(b):
5.13%, 10/06/24			350		252,000
5.00%, 01/24/26			550		393,249
QEP Resources, Inc.:
6.88%, 03/01/21			172		82,560
5.38%, 10/01/22			1,586		547,170
5.25%, 05/01/23			2,656		889,760
5.63%, 03/01/26			2,110		675,200


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Range Resources Corp.:
5.88%, 07/01/22	USD		140	$	119,000
5.00%, 08/15/22			2,283		2,100,360
5.00%, 03/15/23			3,012		2,650,560
ReNew Power Ltd., 6.45%, 09/27/22			3,330		2,897,100
ReNew Power Pvt Ltd., 5.88%, 03/05/27			935		749,169
ReNew Power Synthetic:
6.67%, 03/12/24^(b)			630		541,997
6.67%, 03/12/24			4,300		3,689,937
Repsol International Finance BV^(a):
(EUR Swap Annual 6 Year + 3.56%), 3.87%^(k)	EUR		600		645,162
(EUR Swap Annual 10 Year + 4.20%), 4.50%, 03/25/75			300		325,306
Sabine Pass Liquefaction LLC:
5.75%, 05/15/24	USD		176		183,908
5.63%, 03/01/25			1,525		1,598,186
Saka Energi Indonesia PT, 4.45%, 05/05/24			630		541,013
Santos Finance Ltd., 5.25%, 03/13/29			1,100		1,083,688
Seven Generations Energy Ltd., 5.38%, 09/30/25^(b)			495		394,762
SM Energy Co.:
6.13%, 11/15/22			1,644		657,600
5.00%, 01/15/24			1,539		485,401
5.63%, 06/01/25			1,136		318,080
6.75%, 09/15/26			1,462		398,395
6.63%, 01/15/27			981		274,680
Southwestern Energy Co.:
4.10%, 03/15/22			1,642		1,453,170
6.20%, 01/23/25^(e)			1,540		1,362,900
7.50%, 04/01/26			1,603		1,438,693
7.75%, 10/01/27			350		304,570
Spectra Energy Partners LP, 4.50%, 03/15/45			350		346,179
Sunoco Logistics Partners Operations LP:
5.30%, 04/01/44			685		594,954
5.40%, 10/01/47			481		435,478
Sunoco LP:
4.88%, 01/15/23			1,832		1,777,040
5.50%, 02/15/26			2,874		2,773,410
6.00%, 04/15/27			1,260		1,228,500
5.88%, 03/15/28			436		414,200
Tallgrass Energy Partners LP^(b):
5.50%, 09/15/24			1,493		1,134,680
5.50%, 01/15/28			295		202,075
Targa Resources Partners LP:
5.25%, 05/01/23			500		472,300
4.25%, 11/15/23			1,330		1,200,325
6.75%, 03/15/24			400		378,000
5.13%, 02/01/25			1,692		1,522,800
5.88%, 04/15/26			3,333		2,988,035
5.38%, 02/01/27			1,036		880,600
6.50%, 07/15/27			400		360,000
5.00%, 01/15/28			4,494		3,752,490
6.88%, 01/15/29			4,303		3,946,281
5.50%, 03/01/30^(b)			1,328		1,132,120
TerraForm Power Operating LLC^(b):
4.25%, 01/31/23			1,805		1,849,223
5.00%, 01/31/28			2,297		2,388,880
4.75%, 01/15/30			1,976		2,025,400
TransCanada PipeLines Ltd.:
3.75%, 10/16/23			110		114,450
4.88%, 05/15/48			250		279,767
Transcanada Trust, Series 16-A, (LIBOR USD 3 Month + 4.64%), 5.87%, 08/15/76^(a)			31,704		30,010,848


Security		Par (000)		Value

Oil, Gas & Consumable Fuels (continued)
Valero Energy Corp.:
2.70%, 04/15/23	USD		2,825	$	2,821,001
2.85%, 04/15/25			625		619,940
Viper Energy Partners LP, 5.38%, 11/01/27^(b)			770		689,150
Western Midstream Operating LP:
4.00%, 07/01/22			215		208,013
3.10%, 02/01/25^(e)			681		621,412
3.95%, 06/01/25			884		784,550
4.65%, 07/01/26			691		611,535
4.75%, 08/15/28			455		400,832
4.05%, 02/01/30^(e)			1,197		1,092,263
5.45%, 04/01/44			1,420		1,061,450
5.30%, 03/01/48			2,327		1,751,068
5.50%, 08/15/48			517		380,641
5.25%, 02/01/50^(e)			2,809		2,208,576
Williams Cos., Inc. (The):
7.88%, 09/01/21			41		43,583
3.60%, 03/15/22			1,000		1,011,595
3.70%, 01/15/23			1,395		1,411,684
4.55%, 06/24/24			1,425		1,479,128
WPX Energy, Inc.:
8.25%, 08/01/23			2,610		2,505,600
5.25%, 09/15/24			1,299		1,166,268
5.75%, 06/01/26			1,038		940,740
5.25%, 10/15/27			432		375,840
4.50%, 01/15/30			1,907		1,554,205
Yankuang Group Cayman Ltd., 4.75%, 11/30/20			1,535		1,523,564

					391,454,397

Paper & Forest Products — 0.1%
Georgia-Pacific LLC^(b):
1.75%, 09/30/25			4,360		4,370,214
2.30%, 04/30/30			2,600		2,609,621
Mercer International, Inc., 7.38%, 01/15/25			500		478,950
Norbord, Inc.^(b):
6.25%, 04/15/23			173		170,405
5.75%, 07/15/27			430		391,300
Resolute Forest Products, Inc., 5.88%, 05/15/23			450		371,430
Smurfit Kappa Acquisitions ULC, 2.38%, 02/01/24	EUR		200		222,725
WEPA Hygieneprodukte GmbH, (EURIBOR 3 Month + 2.88%), 2.88%, 12/15/26^(a)			397		416,563

					9,031,208

Personal Products — 0.0%
Avon International Capital plc, 6.50%, 08/15/22^(b)	USD		1,260		1,184,400
Avon International Operations, Inc., 7.88%, 08/15/22^(b)			1,495		1,455,756
Coty, Inc.:
4.00%, 04/15/23	EUR		800		737,595
4.75%, 04/15/26			600		539,158
6.50%, 04/15/26^(b)	USD		500		420,000

					4,336,909

Pharmaceuticals — 0.5%
Allergan Finance LLC, 3.25%, 10/01/22			455		466,802
Allergan Funding SCS:
3.45%, 03/15/22			1,384		1,418,471
4.55%, 03/15/35			450		519,559
Allergan, Inc., 2.80%, 03/15/23			300		305,976
Bausch Health Americas, Inc.^(b):
9.25%, 04/01/26			800		884,000
8.50%, 01/31/27			3,689		4,066,754


Security		Par (000)		Value

Pharmaceuticals (continued)
Bausch Health Cos., Inc.:
6.50%, 03/15/22^(b)	USD		855	$	871,929
4.50%, 05/15/23	EUR		2,765		2,961,607
5.88%, 05/15/23^(b)	USD		386		383,105
7.00%, 03/15/24^(b)			1,130		1,162,036
6.13%, 04/15/25^(b)			3,484		3,527,550
5.50%, 11/01/25^(b)			2,602		2,704,779
9.00%, 12/15/25^(b)			8,734		9,524,427
5.75%, 08/15/27^(b)			2,758		2,908,587
7.00%, 01/15/28^(b)			1,604		1,664,150
5.00%, 01/30/28^(b)			757		726,483
7.25%, 05/30/29^(b)			4,897		5,225,980
5.25%, 01/30/30^(b)			1,304		1,290,973
Bayer AG, (EUR Swap Annual 5 Year + 2.55%), 3.75%, 07/01/74^(a)	EUR		1,000		1,117,767
Bayer US Finance II LLC, 4.25%, 12/15/25^(b)	USD		1,275		1,412,937
Bristol-Myers Squibb Co.^(b):
3.55%, 08/15/22			1,000		1,060,856
2.75%, 02/15/23			65		68,322
3.40%, 07/26/29			1,150		1,315,932
Catalent Pharma Solutions, Inc.:
5.00%, 07/15/27^(b)			4,724		4,818,480
2.38%, 03/01/28	EUR		2,407		2,450,935
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27			786		842,819
Diocle Spa, (EURIBOR 3 Month + 3.88%), 3.87%, 06/30/26^(a)			309		332,556
Elanco Animal Health, Inc., 5.65%, 08/28/28^(e)	USD		881		975,707
Endo DAC^(b):
6.00%, 07/15/23			1,720		1,289,312
5.88%, 10/15/24			880		844,800
Johnson & Johnson, 3.55%, 03/01/36			550		647,495
Jubilant Pharma Ltd., 6.00%, 03/05/24			1,300		1,170,000
Merck & Co., Inc., 3.40%, 03/07/29			1,025		1,182,098
Nidda BondCo GmbH:
5.00%, 09/30/25	EUR		800		826,604
7.25%, 09/30/25			774		826,596
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24			2,034		2,155,047
Par Pharmaceutical, Inc., 7.50%, 04/01/27^(b)	USD		7,999		8,128,984
Pfizer, Inc.:
3.45%, 03/15/29			975		1,124,141
4.30%, 06/15/43			325		413,924
Rossini SARL:
(EURIBOR 3 Month + 3.88%), 3.88%, 10/30/25^(a)	EUR		200		210,841
6.75%, 10/30/25			2,217		2,557,194
Shire Acquisitions Investments Ireland DAC:
2.88%, 09/23/23	USD		1,200		1,247,794
3.20%, 09/23/26			1,925		2,090,644
Takeda Pharmaceutical Co. Ltd.:
4.00%, 11/26/21			1,000		1,043,973
4.40%, 11/26/23			570		625,232
5.00%, 11/26/28			1,175		1,417,196
Teva Pharmaceutical Finance Netherlands II BV:
3.25%, 04/15/22	EUR		200		215,129
6.00%, 01/31/25			200		226,978
4.50%, 03/01/25			200		212,595
1.88%, 03/31/27			300		272,045
1.63%, 10/15/28			300		258,689

					83,996,790


Security		Par (000)		Value

Professional Services — 0.1%
ASGN, Inc., 4.63%, 05/15/28^(b)	USD		1,943	$	1,791,835
Dun & Bradstreet Corp. (The)^(b):
6.88%, 08/15/26			4,126		4,342,615
10.25%, 02/15/27			3,619		3,962,805
Equifax, Inc., 3.10%, 05/15/30			4,194		4,231,575
Intertrust Group BV, 3.38%, 11/15/25	EUR		1,711		1,866,187
Jaguar Holding Co. II, 6.38%, 08/01/23^(b)	USD		4,365		4,419,562

					20,614,579

Real Estate Management & Development — 1.9%
ADLER Real Estate AG:
1.50%, 04/17/22	EUR		200		208,891
1.88%, 04/27/23			600		620,846
3.00%, 04/27/26			700		725,856
Agile Group Holdings Ltd.:
8.50%, 07/18/21	USD		1,758		1,793,160
6.70%, 03/07/22			1,260		1,259,307
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 9.22%), 6.87%^(a)(k)			1,058		960,466
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 11.29%), 7.88%^(a)(k)			944		861,400
Alam Synergy Pte. Ltd., 11.50%, 04/22/21			608		479,637
APL Realty Holdings Pte. Ltd., 5.95%, 06/02/24			600		273,000
Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27			875		832,344
Central China Real Estate Ltd.:
6.88%, 10/23/20			1,750		1,741,250
6.50%, 03/05/21			2,540		2,507,412
6.75%, 11/08/21			2,050		1,993,871
6.88%, 08/08/22			630		603,225
7.25%, 04/24/23			2,430		2,299,387
7.90%, 11/07/23			630		596,925
CFLD Cayman Investment Ltd.:
8.63%, 02/28/21			1,695		1,697,119
6.90%, 01/13/23			945		856,406
8.60%, 04/08/24			1,355		1,218,230
8.05%, 01/13/25			2,000		1,697,500
China Aoyuan Group Ltd.:
4.80%, 02/18/21			3,100		3,057,375
7.50%, 05/10/21			5,030		5,048,712
7.95%, 09/07/21			1,978		1,992,835
8.50%, 01/23/22			1,995		2,034,900
7.95%, 02/19/23			9,092		9,228,380
China Evergrande Group:
6.25%, 06/28/21			630		602,831
9.50%, 04/11/22			630		564,637
11.50%, 01/22/23			2,315		2,080,606
4.25%, 02/14/23^(m)	HKD		80,000		9,180,284
10.00%, 04/11/23	USD		3,295		2,817,225
7.50%, 06/28/23			2,500		1,960,938
12.00%, 01/22/24			4,696		4,120,740
10.50%, 04/11/24			630		527,625
China SCE Group Holdings Ltd.:
8.75%, 01/15/21			630		636,300
7.45%, 04/17/21			3,000		2,985,300
7.25%, 04/19/23			4,830		4,588,500
7.38%, 04/09/24			1,525		1,431,117


Security		Par (000)		Value

Real Estate Management & Development (continued)
CIFI Holdings Group Co. Ltd.:
6.38%, 05/02/20	USD		2,800	$	2,800,000
7.63%, 03/02/21			630		635,513
6.88%, 04/23/21			1,757		1,766,207
5.50%, 01/23/22			2,100		2,071,125
7.63%, 02/28/23			944		969,960
6.55%, 03/28/24			630		623,700
6.45%, 11/07/24			630		615,037
Citycon OYJ, (EUR Swap Annual 5 Year + 4.71%), 4.50%^(a)(k)	EUR		800		643,483
Consus Real Estate AG, 9.63%, 05/15/24			471		467,060
Country Garden Holdings Co. Ltd.:
7.25%, 04/04/21	USD		789		792,945
7.13%, 04/25/22			630		649,732
8.00%, 01/27/24			630		666,923
6.50%, 04/08/24			630		637,481
6.15%, 09/17/25			3,860		3,851,866
5.13%, 01/14/27			630		594,563
DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24	EUR		200		200,731
Easy Tactic Ltd.:
8.75%, 01/10/21	USD		630		624,488
7.00%, 04/25/21			800		768,528
9.13%, 07/28/22			630		591,868
8.13%, 02/27/23			630		567,788
8.63%, 02/27/24			4,785		4,236,220
8.63%, 03/05/24			1,457		1,293,543
8.13%, 07/11/24			4,330		3,706,209
Excel Capital Global Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 9.34%), 7.00%^(a)(k)			4,800		4,873,152
Fantasia Holdings Group Co. Ltd.:
8.38%, 03/08/21			1,730		1,689,453
15.00%, 12/18/21			1,735		1,804,400
11.75%, 04/17/22			1,550		1,536,566
7.95%, 07/05/22			1,650		1,503,562
12.25%, 10/18/22			1,210		1,191,850
Five Point Operating Co. LP, 7.88%, 11/15/25^(b)			4,450		4,299,812
Global Prime Capital Pte. Ltd.:
7.25%, 04/26/21			3,000		2,856,300
5.50%, 10/18/23			630		540,816
Greenland Global Investment Ltd.:
(LIBOR USD 3 Month + 4.85%), 6.08%, 09/26/21^(a)			3,600		3,498,534
7.25%, 03/12/22			630		620,550
5.60%, 11/13/22			630		589,050
Greystar Real Estate Partners LLC, 5.75%, 12/01/25^(b)			1,645		1,513,400
Heimstaden Bostad AB, (EUR Swap Annual 5 Year + 3.67%), 3.25%^(a)(k)	EUR		450		446,078
Hopson Capital International Group Co. Ltd., 6.00%, 02/17/21	USD		3,100		3,041,875
Hopson Development Holdings Ltd., 7.50%, 06/27/22			1,495		1,404,116
Howard Hughes Corp. (The), 5.38%, 03/15/25^(b)			2,779		2,693,796
Hunt Cos., Inc., 6.25%, 02/15/26^(b)			540		459,000
Jababeka International BV:
6.50%, 10/05/23^(b)			867		565,717
6.50%, 10/05/23			1,655		1,079,888
JGC Ventures Pte. Ltd., 10.75%, 08/30/21			2,500		1,996,875
Jingrui Holdings Ltd., 9.45%, 04/23/21			1,200		1,116,000


Security		Par (000)		Value

Real Estate Management & Development (continued)
Kaisa Group Holdings Ltd.:
6.75%, 02/18/21	USD		2,140	$	2,078,475
11.25%, 04/09/22			629		620,941
8.50%, 06/30/22			2,382		2,204,094
11.95%, 10/22/22			1,590		1,550,250
11.50%, 01/30/23			630		603,225
10.88%, 07/23/23			3,130		2,916,769
9.38%, 06/30/24			4,800		4,125,000
Kennedy-Wilson, Inc., 5.88%, 04/01/24			585		559,523
KWG Group Holdings Ltd.:
7.88%, 08/09/21			630		634,528
7.88%, 09/01/23			4,445		4,389,438
7.40%, 03/05/24			944		913,320
Logan Property Holdings Co. Ltd.:
6.88%, 04/24/21			2,000		2,010,820
7.50%, 08/25/22			1,830		1,866,600
6.50%, 07/16/23			5,145		5,136,961
5.75%, 01/14/25			945		907,200
Modern Land China Co. Ltd., 12.85%, 10/25/21			530		514,763
Modernland Overseas Pte. Ltd., 6.95%, 04/13/24			1,296		820,329
New Metro Global Ltd., 6.50%, 04/23/21			3,445		3,415,924
Overseas Chinese Town Asia Holdings Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 7.71%), 4.30%^(a)(k)			6,035		5,997,281
Peach Property Finance GmbH, 3.50%, 02/15/23	EUR		592		628,131
Powerlong Real Estate Holdings Ltd.:
5.95%, 07/19/20	USD		5,163		5,157,424
6.95%, 04/17/21			500		497,885
7.13%, 11/08/22			1,835		1,777,656
Realogy Group LLC^(b):
5.25%, 12/01/21			320		268,800
4.88%, 06/01/23			500		380,190
9.38%, 04/01/27			500		350,000
Redsun Properties Group Ltd.:
11.50%, 03/04/21			3,100		3,032,188
9.95%, 04/11/22			945		871,762
RKPF Overseas 2019 A Ltd.:
7.88%, 02/01/23			1,545		1,552,725
6.70%, 09/30/24			630		603,422
Ronshine China Holdings Ltd.:
11.25%, 08/22/21			1,325		1,371,375
10.50%, 03/01/22			1,150		1,187,734
8.75%, 10/25/22			5,685		5,699,212
8.95%, 01/22/23			4,970		4,968,447
8.10%, 06/09/23			630		613,463
Scenery Journey Ltd.:
11.00%, 11/06/20			7,290		7,283,166
11.50%, 10/24/22			3,240		2,879,550
13.00%, 11/06/22			629		577,107
Seazen Group Ltd.:
6.50%, 09/12/20			1,900		1,893,469
7.50%, 01/22/21			1,500		1,503,281
Shimao Property Holdings Ltd.:
6.38%, 10/15/21			2,150		2,207,089
6.13%, 02/21/24			945		976,894
5.60%, 07/15/26			945		947,953
Shui On Development Holding Ltd.:
(USD Swap Semi 5 Year + 8.81%), 7.50%^(a)^(k)(m)			1,000		992,618
6.25%, 11/28/21			600		591,000
5.75%, 11/12/23			945		888,300
Sino-Ocean Land Treasure Finance II Ltd., 5.95%, 02/04/27			209		213,576


Security		Par (000)		Value

Real Estate Management & Development (continued)
Sino-Ocean Land Treasure IV Ltd., 4.75%, 08/05/29	USD		302	$	278,501
Summit Properties Ltd., 2.00%, 01/31/25	EUR		273		253,125
Sunac China Holdings Ltd.:
6.88%, 08/08/20	USD		1,285		1,285,000
7.88%, 02/15/22			1,230		1,234,855
7.25%, 06/14/22			4,240		4,185,233
7.95%, 10/11/23			630		618,778
7.50%, 02/01/24			926		895,896
Theta Capital Pte. Ltd., 6.75%, 10/31/26			630		429,784
Times China Holdings Ltd.:
7.63%, 02/21/22			2,100		2,126,250
5.75%, 04/26/22			289		282,440
6.75%, 07/16/23			5,197		5,099,556
TLG Finance SARL, (EUR Swap Annual 5 Year + 3.98%), 3.38%^(a)(k)	EUR		1,000		1,021,880
Unique Pub Finance Co. plc (The):
Series A4, 5.66%, 06/30/27	GBP		690		957,476
Series N, 6.46%, 03/30/32^(e)			1,000		1,352,278
VLL International, Inc.:
7.38%, 06/18/22	USD		2,000		2,040,000
5.75%, 11/28/24			2,000		1,846,250
Wanda Group Overseas Ltd., 7.50%, 07/24/22			4,935		4,225,594
Yango Justice International Ltd.:
7.50%, 11/16/20			800		794,500
6.80%, 03/11/21			3,070		2,981,738
10.00%, 02/12/23			200		198,188
9.25%, 04/15/23			630		577,237
Yanlord Land HK Co. Ltd.:
6.75%, 04/23/23			7,230		7,053,769
6.80%, 02/27/24			3,965		3,796,487
Yuzhou Properties Co. Ltd.:
6.38%, 03/06/21			1,392		1,378,205
8.63%, 01/23/22			630		630,000
8.50%, 02/04/23			630		607,950
6.00%, 10/25/23			2,995		2,639,344
8.50%, 02/26/24			5,630		5,214,787
8.38%, 10/30/24			1,630		1,473,622
Zhenro Properties Group Ltd.:
5.60%, 02/28/21			1,260		1,233,225
9.15%, 03/08/22			2,055		2,055,630
8.70%, 08/03/22			4,930		4,831,400
9.15%, 05/06/23			630		615,825

					300,574,958

Road & Rail — 0.2%
Algeco Global Finance plc, 8.00%, 02/15/23^(b)			415		363,125
Avis Budget Car Rental LLC, 5.50%, 04/01/23			73		47,844
Burlington Northern Santa Fe LLC:
4.90%, 04/01/44			800		1,047,328
4.15%, 12/15/48			425		523,501
3.55%, 02/15/50			425		480,305
Capitol Investment Merger Sub 2 LLC, 10.00%, 08/01/24^(b)			508		472,440
CSX Corp.:
3.80%, 03/01/28			1,050		1,172,545
4.30%, 03/01/48			650		794,297
Kapla Holding SAS:
(EURIBOR 3 Month + 3.25%), 3.25%, 12/15/26^(a)	EUR		343		321,375
3.38%, 12/15/26			398		371,816


Security		Par (000)		Value

Road & Rail (continued)
Loxam SAS:
3.50%, 04/15/22	EUR		109	$	110,728
3.50%, 05/03/23			720		731,809
4.25%, 04/15/24			300		305,742
3.25%, 01/14/25			708		694,396
3.75%, 07/15/26			673		678,506
Norfolk Southern Corp.:
2.55%, 11/01/29	USD		1,700		1,765,846
4.15%, 02/28/48			750		895,360
3.05%, 05/15/50			225		224,471
Pacific National Finance Pty. Ltd., 4.75%, 03/22/28			5,000		4,953,500
Penske Truck Leasing Co. LP^(b):
4.25%, 01/17/23			325		339,462
2.70%, 03/14/23			675		677,910
3.45%, 07/01/24			1,600		1,658,301
4.00%, 07/15/25			4,525		4,789,203
Rumo Luxembourg SARL, 5.88%, 01/18/25^(b)			2,900		2,860,125
Ryder System, Inc.:
2.50%, 05/11/20			355		354,969
2.88%, 09/01/20			1,000		1,001,022
2.50%, 09/01/24			1,150		1,127,142
Uber Technologies, Inc.^(b):
7.50%, 11/01/23			1,424		1,427,389
8.00%, 11/01/26			661		677,532
7.50%, 09/15/27			1,151		1,174,135
Union Pacific Corp.:
3.55%, 08/15/39			525		568,045
4.05%, 03/01/46			825		950,600
4.30%, 03/01/49			450		545,185
3.95%, 08/15/59			975		1,105,874
3.84%, 03/20/60^(b)			1,100		1,222,113

					36,433,941

Semiconductors & Semiconductor Equipment — 0.5%
Amkor Technology, Inc., 6.63%, 09/15/27^(b)			1,100		1,130,250
Analog Devices, Inc., 2.95%, 04/01/25			850		886,495
Applied Materials, Inc., 3.30%, 04/01/27			1,200		1,324,631
Broadcom Corp.:
2.65%, 01/15/23			700		713,171
3.63%, 01/15/24			660		689,086
Broadcom, Inc.^(b):
3.13%, 10/15/22			1,600		1,658,077
3.63%, 10/15/24			100		105,392
4.70%, 04/15/25			10,995		12,123,653
4.25%, 04/15/26			1,550		1,661,187
4.75%, 04/15/29			2,125		2,335,733
5.00%, 04/15/30			23,521		26,456,099
Entegris, Inc.^(b):
4.63%, 02/10/26			1,649		1,653,122
4.38%, 04/15/28			1,898		1,900,373
Global A&T Electronics Ltd., 8.50%, 01/12/23.			3,000		2,400,000
Infineon Technologies AG, (EUR Swap Annual 5 Year + 3.39%), 2.88%^(a)(k)	EUR		800		815,312
Intel Corp.:
3.30%, 10/01/21	USD		110		114,173
3.10%, 02/15/60			700		748,782
KLA Corp.:
4.65%, 11/01/24			800		890,757
4.10%, 03/15/29			950		1,076,507
3.30%, 03/01/50			850		831,392
Lam Research Corp.:
4.00%, 03/15/29			925		1,079,649
4.88%, 03/15/49			950		1,293,376
3.13%, 06/15/60			1,115		1,111,666


Security		Par (000)		Value

Semiconductors & Semiconductor Equipment (continued)
NVIDIA Corp.:
2.85%, 04/01/30	USD		1,415	$	1,541,769
3.50%, 04/01/40			1,930		2,169,323
3.50%, 04/01/50			2,410		2,765,439
3.70%, 04/01/60			1,346		1,574,882
NXP BV^(b):
4.13%, 06/01/21			1,098		1,121,682
3.88%, 09/01/22			1,087		1,126,265
2.70%, 05/01/25			315		318,494
3.88%, 06/18/26			400		419,133
3.15%, 05/01/27			745		752,717
4.30%, 06/18/29			1,875		1,989,604
3.40%, 05/01/30			1,190		1,189,613
Qorvo, Inc.:
5.50%, 07/15/26			1,052		1,104,600
4.38%, 10/15/29^(b)			2,679		2,668,954
QUALCOMM, Inc.:
2.90%, 05/20/24			1,300		1,387,354
4.30%, 05/20/47			500		607,100
Sensata Technologies UK Financing Co. plc, 6.25%, 02/15/26^(b)			500		515,000

					84,250,812

Software — 1.1%
ACI Worldwide, Inc., 5.75%, 08/15/26^(b)			180		179,100
Adobe, Inc., 1.70%, 02/01/23			265		271,800
Ascend Learning LLC:
6.88%, 08/01/25^(b)			6,977		6,907,230
Autodesk, Inc., 3.50%, 06/15/27			625		671,403
CA, Inc., 3.60%, 08/15/22			375		380,489
Camelot Finance SA, 4.50%, 11/01/26^(b)			5,938		5,982,535
Castle US Holding Corp., 9.50%, 02/15/28^(b)	.		2,352		2,210,880
CDK Global, Inc.:
5.00%, 10/15/24^(e)			350		362,250
5.88%, 06/15/26			545		570,888
4.88%, 06/01/27			3,745		3,735,637
5.25%, 05/15/29^(b)			1,445		1,473,900
Change Healthcare Holdings LLC, 5.75%, 03/01/25^(b)			6,626		6,478,373
Fair Isaac Corp.^(b):
5.25%, 05/15/26			225		232,312
4.00%, 06/15/28			2,158		2,139,657
Genesys Telecommunications Laboratories, Inc., 10.00%, 11/30/24^(b)			5,674		5,971,885
Infor US, Inc., 6.50%, 05/15/22			8,015		8,022,214
j2 Cloud Services LLC, 6.00%, 07/15/25^(b)			465		469,650
Microsoft Corp.:
3.63%, 12/15/23			800		883,243
3.30%, 02/06/27			2,550		2,877,500
3.45%, 08/08/36			750		873,883
4.10%, 02/06/37			1,200		1,495,226
4.45%, 11/03/45			675		917,474
3.70%, 08/08/46			1,475		1,813,895
NortonLifeLock, Inc., 5.00%, 04/15/25^(b)			1,240		1,247,750
Nuance Communications, Inc., 5.63%, 12/15/26			5,606		5,876,209
Open Text Corp.^(b):
5.88%, 06/01/26			300		315,000
3.88%, 02/15/28			3,955		3,875,900
Open Text Holdings, Inc., 4.13%, 02/15/30^(b)	.		2,427		2,360,743


Security		Par (000)		Value

Software (continued)
Oracle Corp.:
2.40%, 09/15/23	USD		1,000	$	1,046,650
2.50%, 04/01/25			3,300		3,471,849
2.95%, 04/01/30			14,265		15,575,845
3.85%, 07/15/36			1,150		1,325,635
3.60%, 04/01/40			6,940		7,829,214
5.38%, 07/15/40			650		885,585
4.13%, 05/15/45			1,325		1,574,587
4.00%, 07/15/46			350		416,372
4.00%, 11/15/47			950		1,132,762
3.60%, 04/01/50			21,825		24,791,650
3.85%, 04/01/60			7,750		8,979,212
PTC, Inc.:
6.00%, 05/15/24			1,036		1,067,391
3.63%, 02/15/25^(b)			1,490		1,466,905
4.00%, 02/15/28^(b)			1,628		1,595,440
RP Crown Parent LLC, 7.38%, 10/15/24^(b)			2,645		2,598,713
Solera LLC, 10.50%, 03/01/24^(b)			11,746		11,687,270
SS&C Technologies, Inc., 5.50%, 09/30/27^(b)			6,751		6,919,775
Veritas US, Inc., 7.50%, 02/01/23^(b)			924		897,712
VMware, Inc.:
2.30%, 08/21/20			1,900		1,901,708
2.95%, 08/21/22			2,000		2,029,140
4.50%, 05/15/25			3,453		3,641,938
4.70%, 05/15/30			4,825		5,158,117

					174,590,496

Specialty Retail — 0.3%
Baoxin Auto Finance I Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 3 Year + 8.91%), 5.63%^(a)(k)			379		261,036
Douglas GmbH, 6.25%, 07/15/22	EUR		600		525,101
Dufry One BV:
1.00%, 05/04/23^(m)	CHF		200		229,445
2.50%, 10/15/24	EUR		400		360,096
2.00%, 02/15/27			1,470		1,232,447
eG Global Finance plc:
3.63%, 02/07/24			786		753,533
4.38%, 02/07/25			453		424,439
6.75%, 02/07/25^(b)	USD		1,438		1,308,580
6.25%, 10/30/25	EUR		2,401		2,368,022
8.50%, 10/30/25^(b)	USD		2,845		2,773,875
Gap, Inc. (The)^(b):
8.38%, 05/15/23			953		992,502
8.88%, 05/15/27			1,245		1,297,912
Group 1 Automotive, Inc., 5.00%, 06/01/22^(e)			275		261,938
Home Depot, Inc. (The):
2.70%, 04/15/30			1,441		1,542,411
4.20%, 04/01/43			575		685,990
4.50%, 12/06/48			975		1,259,153
3.35%, 04/15/50			1,996		2,210,468
L Brands, Inc.:
5.63%, 02/15/22			504		440,294
5.63%, 10/15/23			325		264,875
7.50%, 06/15/29			600		443,370
6.88%, 11/01/35			3,687		2,715,107
6.75%, 07/01/36			369		265,680
Lowe’s Cos., Inc.:
4.65%, 04/15/42			450		537,104
3.70%, 04/15/46			925		1,006,008
4.55%, 04/05/49			825		1,002,232
Murphy Oil USA, Inc., 4.75%, 09/15/29			1,825		1,879,203
Penske Automotive Group, Inc., 5.50%, 05/15/26			320		292,800


Security		Par (000)		Value

Specialty Retail (continued)
PetSmart, Inc.^(b):
7.13%, 03/15/23	USD		2,152	$	2,060,540
5.88%, 06/01/25			5,830		5,873,725
Sally Holdings LLC, 5.63%, 12/01/25			895		733,542
SRS Distribution, Inc., 8.25%, 07/01/26^(b)			4,649		4,269,177
Staples, Inc., 7.50%, 04/15/26^(b)			6,212		4,907,480
Tendam Brands SAU:
5.00%, 09/15/24	EUR		370		271,613
(EURIBOR 3 Month + 5.25%), 5.25%, 09/15/24^(a)			370		269,121

					45,718,819

Technology Hardware, Storage & Peripherals — 0.2%
Apple, Inc.:
1.80%, 09/11/24	USD		170		176,268
2.20%, 09/11/29			1,800		1,913,978
4.50%, 02/23/36			1,075		1,371,818
3.45%, 02/09/45			225		256,688
3.85%, 08/04/46			1,550		1,894,127
Dell International LLC^(b):
4.42%, 06/15/21			4,450		4,522,264
5.45%, 06/15/23			835		883,749
7.13%, 06/15/24			3,433		3,557,275
5.85%, 07/15/25			4,197		4,565,212
6.02%, 06/15/26			1,775		1,927,588
EMC Corp., 3.38%, 06/01/23			650		646,750
Hewlett Packard Enterprise Co.:
3.60%, 10/15/20^(e)			620		623,918
4.45%, 10/02/23			700		737,059
NCR Corp.:
5.00%, 07/15/22			650		648,375
6.38%, 12/15/23			400		405,000
5.75%, 09/01/27^(b)			1,330		1,333,325
6.13%, 09/01/29^(b)			1,136		1,127,480
Nuoxi Capital Ltd., 7.50%, 01/28/22			664		141,308
Western Digital Corp., 4.75%, 02/15/26			2,017		2,059,216
Xerox Corp.:
3.50%, 08/20/20			1,000		1,000,000
4.80%, 03/01/35			1,315		1,121,037

					30,912,435

Textiles, Apparel & Luxury Goods — 0.2%
European TopSoho SARL, Series SMCP, 4.00%, 09/21/21^(m)	EUR		1,300		668,496
Hanesbrands, Inc., 5.38%, 05/15/25^(b)	USD		763		763,000
Levi Strauss & Co.:
5.00%, 05/01/25^(b)			1,579		1,593,448
3.38%, 03/15/27	EUR		200		219,608
NIKE, Inc.:
2.85%, 03/27/30	USD		5,655		6,137,988
3.25%, 03/27/40			5,622		6,108,356
3.38%, 03/27/50			4,129		4,629,397
Prime Bloom Holdings Ltd., 6.95%, 07/05/22 .			2,783		1,295,486
PVH Corp., 3.63%, 07/15/24	EUR		750		820,523
Under Armour, Inc., 3.25%, 06/15/26	USD		400		360,410
William Carter Co. (The), 5.63%, 03/15/27^(b)			2,360		2,392,474

					24,989,186

Thrifts & Mortgage Finance — 0.1%
BPCE SA, 2.38%, 01/14/25^(b)			1,575		1,567,986
Deutsche Pfandbriefbank AG, 4.60%, 02/22/27	EUR		200		204,749
Freedom Mortgage Corp., 8.25%, 04/15/25^(b)	USD		830		705,500
Ladder Capital Finance Holdings LLLP^(b):
5.25%, 03/15/22			700		577,500
4.25%, 02/01/27			2,959		2,056,505
Mongolian Mortgage Corp. HFC LLC:
9.75%, 01/29/22			3,600		2,813,625


Security		Par (000)		Value

Thrifts & Mortgage Finance (continued)
Nationstar Mortgage Holdings, Inc.^(b):
8.13%, 07/15/23	USD		1,786	$	1,714,560
9.13%, 07/15/26			2,042		1,952,663
6.00%, 01/15/27			3,249		2,771,722
Quicken Loans, Inc., 5.75%, 05/01/25^(b)			825		808,500
Radian Group, Inc.:
4.50%, 10/01/24			650		630,500
4.88%, 03/15/27			1,905		1,670,780

					17,474,590

Tobacco — 0.2%
Altria Group, Inc.:
4.75%, 05/05/21			900		928,631
3.49%, 02/14/22			502		518,995
2.85%, 08/09/22			2,013		2,070,032
3.80%, 02/14/24			690		738,828
5.38%, 01/31/44			500		571,356
5.95%, 02/14/49			1,850		2,320,570
BAT Capital Corp.:
2.76%, 08/15/22			7,399		7,496,648
2.79%, 09/06/24			800		813,968
3.46%, 09/06/29			1,350		1,378,051
4.91%, 04/02/30			2,325		2,617,286
4.39%, 08/15/37			675		691,831
4.54%, 08/15/47			1,000		1,047,109
Philip Morris International, Inc.:
2.50%, 08/22/22			730		754,313
2.50%, 11/02/22			1,900		1,968,969
1.50%, 05/01/25			1,965		1,963,438
Vector Group Ltd., 6.13%, 02/01/25^(b)			3,450		3,346,500

					29,226,525

Trading Companies & Distributors — 0.2%
Air Lease Corp.:
2.50%, 03/01/21			1,300		1,234,342
3.50%, 01/15/22			2,040		1,924,406
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(b)			786		694,628
Fortress Transportation & Infrastructure Investors LLC^(b):
6.75%, 03/15/22			545		492,489
6.50%, 10/01/25			825		676,500
HD Supply, Inc., 5.38%, 10/15/26^(b)			8,886		9,062,831
Herc Holdings, Inc., 5.50%, 07/15/27^(b)			1,261		1,182,062
United Rentals North America, Inc.:
5.50%, 07/15/25			712		720,900
4.63%, 10/15/25			2,502		2,458,215
5.88%, 09/15/26			1,234		1,267,935
5.50%, 05/15/27			4,386		4,429,860
3.88%, 11/15/27			322		314,755
4.88%, 01/15/28			635		636,397
5.25%, 01/15/30			6		6,015
4.00%, 07/15/30			1,241		1,172,745
WESCO Distribution, Inc., 5.38%, 12/15/21			200		197,000

					26,471,080

Transportation Infrastructure — 0.0%
Atlantia SpA:
1.63%, 02/03/25	EUR		500		494,941
1.88%, 07/13/27			200		192,409
Autostrade per l’Italia SpA:
6.25%, 06/09/22	GBP		300		371,139
5.88%, 06/09/24	EUR		1,800		2,112,363
4.38%, 09/16/25			400		455,476


Security		Par (000)		Value

Transportation Infrastructure (continued)
Royal Capital BV^(k):
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 6.42%), 5.50%^(a)	USD		1,000	$	930,685
5.88%			1,014		972,172
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 5.93%), 4.88%^(a)			508		472,984

					6,002,169

Water Utilities — 0.0%
American Water Capital Corp., 3.45%, 05/01/50			1,383		1,534,742


Wireless Telecommunication Services — 0.8%
America Movil SAB de CV:
3.13%, 07/16/22			300		306,094
3.63%, 04/22/29			1,850		1,970,664
4.38%, 04/22/49			850		984,640
C&W Senior Financing DAC^(b):
7.50%, 10/15/26			625		625,138
6.88%, 09/15/27			985		972,687
Comunicaciones Celulares SA, 6.88%, 02/06/24^(b)			1,045		1,045,000
Connect Finco SARL, 6.75%, 10/01/26^(b)			11,009		10,431,027
Gogo Intermediate Holdings LLC, 9.88%, 05/01/24^(b)			1,813		1,486,660
Hughes Satellite Systems Corp.:
5.25%, 08/01/26			3,302		3,483,610
6.63%, 08/01/26			2,035		2,169,310
Matterhorn Telecom SA:
2.63%, 09/15/24	EUR		200		212,827
4.00%, 11/15/27			1,100		1,193,526
Millicom International Cellular SA, 5.13%, 01/15/28^(b)	USD		5,600		5,169,500
Rogers Communications, Inc., 3.70%, 11/15/49			650		698,331
SoftBank Group Corp.:
4.00%, 04/20/23	EUR		2,075		2,239,780
(USD Swap Rate 5 Year + 4.23%), 6.00%^(a)^(k)	USD		700		602,644
4.50%, 04/20/25	EUR		200		211,938
4.75%, 07/30/25			1,783		1,899,950
3.13%, 09/19/25			900		912,295
(USD Swap Rate 5 Year + 4.85%), 6.87%^(a)^(k)	USD		3,900		3,396,900
5.00%, 04/15/28	EUR		1,500		1,590,352
4.00%, 09/19/29			700		690,846
Sprint Communications, Inc., 6.00%, 11/15/22	USD		1,300		1,374,893
Sprint Corp.:
7.25%, 09/15/21			1,050		1,101,187
7.88%, 09/15/23			4,790		5,383,242
7.13%, 06/15/24			2,246		2,521,180
7.63%, 02/15/25			2,042		2,343,195
7.63%, 03/01/26			3,097		3,660,964
Sprint Spectrum Co. LLC, 4.74%, 03/20/25^(b)			240		252,600
Telefonica Europe BV^(a)(k):
(EUR Swap Annual 5 Year + 3.86%), 3.75% EUR			900		982,685
(EUR Swap Annual 10 Year + 4.30%), 5.87%			1,900		2,218,910
(EUR Swap Annual 6 Year + 4.11%), 4.37%			2,000		2,224,575
(EUR Swap Annual 8 Year + 2.97%), 3.88%			700		753,872


Security		Par (000)		Value

Wireless Telecommunication Services (continued)
T-Mobile USA, Inc.:
4.00%, 04/15/22	USD		1,003	$	1,025,567
6.00%, 03/01/23			700		706,755
6.50%, 01/15/24			675		690,120
6.00%, 04/15/24			650		662,740
6.38%, 03/01/25			2,601		2,669,276
3.50%, 04/15/25^(b)			1,250		1,321,775
5.13%, 04/15/25			1,435		1,452,938
6.50%, 01/15/26			1,931		2,039,619
4.50%, 02/01/26			1,187		1,222,966
5.38%, 04/15/27			250		264,403
4.75%, 02/01/28			7,617		7,998,002
3.88%, 04/15/30^(b)			15,870		17,416,214
4.38%, 04/15/40^(b)			475		539,182
4.50%, 04/15/50^(b)			1,205		1,410,332
United States Cellular Corp., 6.70%, 12/15/33			199		208,950
VEON Holdings BV, 4.00%, 04/09/25^(b)			3,128		3,203,072
Vodafone Group plc:
5.25%, 05/30/48			1,025		1,281,369
(EUR Swap Annual 5 Year + 3.43%), 4.20%, 10/03/78^(a)	EUR		1,332		1,493,163
(EUR Swap Annual 5 Year + 2.67%), 3.10%, 01/03/79^(a)			2,600		2,807,748
(USD Swap Semi 5 Year + 4.87%), 7.00%, 04/04/79^(a)	USD		14,595		16,717,762

					130,242,975


Total Corporate Bonds — 31.2% (Cost: $5,151,487,426)					4,958,189,008


Equity-Linked Notes — 14.4%

Aerospace & Defense — 0.3%
JPMorgan Structured Products BV (Lockheed Martin Corp.), 16.01%, 07/17/20^(b)			126		48,936,111


Air Freight & Logistics — 0.1%
Societe Generale SA (FedEx Corp.), 28.33%, 06/23/20			165		20,945,385


Banks — 0.6%
Citigroup Global Markets Holdings, Inc. (Bank of America Corp.), 19.64%, 07/08/20^(b)			2,002		48,097,668
Royal Bank of Canada (JPMorgan Chase & Co.), 18.08%, 07/14/20			496		47,470,498

					95,568,166

Beverages — 0.6%
BNP Paribas SA (Coca-Cola Co. (The)), 16.86%, 07/17/20			1,039		48,099,276
Citigroup Global Markets Holdings, Inc. (PepsiCo, Inc.), 13.27%, 07/23/20^(b)			344		46,148,749

					94,248,025

Chemicals — 0.3%^(b)
Royal Bank of Canada (Air Products and Chemicals, Inc.), 14.43%, 07/08/20			91		20,418,181
UBS AG (Ecolab, Inc.), 0.00%, 07/23/20			102		20,144,545

					40,562,726

Commercial Services & Supplies — 0.1%
Societe Generale SA (Copart, Inc.), 15.23%, 05/19/20			124		10,056,919


Communications Equipment — 0.4%
Merrill Lynch International & Co. (Cisco Systems, Inc.), 14.59%, 05/13/20			1,402		58,803,514


Security		Par (000)		Value

Diversified Financial Services — 0.9%
Merrill Lynch International & Co. (Berkshire Hathaway, Inc.), 10.98%, 05/01/20	USD		225	$	50,928,717
Royal Bank of Canada (Utilities Select Sector SPDR Fund), 17.74%, 05/19/20^(b)			862		48,140,862
Royal Bank of Canada (Vanguard Real Estate ETF), 22.32%, 05/19/20^(b)			678		50,339,851

					149,409,430

Diversified Telecommunication Services — 0.6%
Citigroup Global Markets Holdings, Inc. (Telekom Malaysia Bhd), 18.69%, 07/22/20^(b)			1,597		48,663,236
Nomura Holdings, Inc. (Masmovil Ibercom SA), 0.00%, 07/20/20^(b)			108		4,502,810
Societe Generale SA (Verizon Communications, Inc.), 8.69%, 06/23/20			819		47,290,927

					100,456,973

Electric Utilities — 0.2%
Nomura Holdings, Inc. (NextEra Energy Capital Holdings, Inc.), 16.76%, 07/22/20			143		33,954,035


Electrical Equipment — 0.1%
JPMorgan Structured Products BV (ABB Ltd.), 0.00%, 07/07/20^(b)	CHF		458		8,669,083


Entertainment — 0.0%
Goldman Sachs International (Take-Two Interactive Software, Inc.), 21.77%, 05/13/20	USD		38		4,688,227


Equity Real Estate Investment Trusts (REITs) — 0.5%
BNP Paribas SA (American Tower Corp.), 14.79%, 07/20/20^(b)			134		31,761,981
Nomura Holdings, Inc. (Prologis, Inc.), 18.20%, 07/15/20			533		48,007,405

					79,769,386

Food & Staples Retailing — 0.6%
Goldman Sachs International (Costco Wholesale Corp.), 9.94%, 05/27/20			191		58,055,544
Goldman Sachs International (Kroger Co. (The)), 12.99%, 06/01/20			1,297		41,173,253

					99,228,797

Food Products — 0.4%
BNP Paribas SA (Mondelez International, Inc.), 13.35%, 07/17/20			686		35,264,634
JPMorgan Structured Products BV (Campbell Soup Co.), 22.11%, 06/05/20^(b)			119		6,013,491
JPMorgan Structured Products BV (General Mills, Inc.), 14.60%, 06/23/20^(b)			335		20,197,082
JPMorgan Structured Products BV (JM Smucker Co. (The)), 18.14%, 06/04/20^(b)			39		4,486,466

					65,961,673

Health Care Equipment & Supplies — 0.2%
Royal Bank of Canada (Medtronic plc), 8.28%, 05/20/20^(b)			354		34,736,532


Health Care Providers & Services — 1.7%
Bank of Montreal (Quest Diagnostics, Inc.), 17.12%, 06/11/20^(b)			85		9,081,550
BNP Paribas SA (Anthem, Inc.), 16.75%, 07/20/20^(b)			151		42,392,947
BNP Paribas SA (CVS Health Corp.), 12.79%, 05/08/20			754		46,579,974
Goldman Sachs International (McKesson Corp.), 26.75%, 05/07/20			446		62,314,196
Royal Bank of Canada (UnitedHealth Group, Inc.), 19.68%, 06/03/20^(b)			216		62,965,480


Security		Par (000)		Value

Health Care Providers & Services (continued)
UBS AG (Humana, Inc.), 0.00%, 07/20/20^(b)	USD		112	$	42,477,416

					265,811,563

Hotels, Restaurants & Leisure — 0.8%
Bank of Montreal (Domino’s Pizza, Inc.), 19.49%, 06/11/20^(b)			55		20,199,023
Royal Bank of Canada (McDonald’s Corp.), 13.64%, 07/23/20			253		47,359,435
Royal Bank of Canada (Starbucks Corp.), 18.57%, 07/23/20			621		47,515,340
UBS AG (Yum! Brands, Inc.), 0.00%, 07/20/20^(b)			196		17,138,474

					132,212,272

Household Products — 0.3%
Royal Bank of Canada (Kimberly-Clark Corp.), 11.74%, 07/22/20^(b)			336		46,975,978


Industrial Conglomerates — 0.4%^(b)
Citigroup Global Markets Holdings, Inc. (3M Co.), 14.09%, 07/23/20			299		45,989,228
JPMorgan Structured Products BV (Roper Technologies, Inc.), 0.00%, 07/23/20			25		8,509,611

					54,498,839

Interactive Media & Services — 0.3%
Royal Bank of Canada (Alphabet, Inc.), 10.79%, 07/23/20			35		47,560,349


IT Services — 0.3%
Merrill Lynch International & Co. (Akamai Technologies, Inc.), 15.68%, 07/20/20			87		8,465,085
Nomura Holdings, Inc. (Mastercard, Inc.), 0.00%, 07/16/20^(b)			149		42,163,104

					50,628,189

Life Sciences Tools & Services — 0.3%
Citigroup Global Markets Holdings, Inc. (Thermo Fisher Scientific, Inc.), 12.59%, 07/22/20^(b)			140		47,421,282


Machinery — 0.1%
Goldman Sachs International (Deere & Co.), 26.51%, 05/19/20			146		21,236,992


Oil, Gas & Consumable Fuels — 0.0%
Societe Generale SA (TOTAL SA), 11.20%, 05/04/20	EUR		174		6,445,609


Personal Products — 0.3%
Nomura Holdings, Inc. (Procter & Gamble Hygiene & Health Care Ltd.), 12.76%, 07/17/20	USD		392		47,002,465


Pharmaceuticals — 1.0%^(b)
Bank of Montreal (Eli Lilly and Co.), 16.00%, 06/11/20			295		46,092,638
Citigroup Global Markets Holdings, Inc. (Merck & Co, Inc.), 13.17%, 07/23/20			574		46,077,594
Royal Bank of Canada (Johnson & Johnson), 14.62%, 06/03/20			410		61,599,240

					153,769,472

Professional Services — 0.2%
BNP Paribas SA (TransUnion), 18.36%, 07/17/20			57		4,518,096
JPMorgan Structured Products BV (Equifax, Inc.), 21.42%, 07/17/20^(b)			153		21,117,517

					25,635,613


Security		Par (000)		Value

Road & Rail — 0.0%
Citigroup Global Markets Holdings, Inc. (Knight-Swift Transportation Holdings, Inc.), 20.90%, 07/22/20^(b)	USD		128	$	4,694,594


Semiconductors & Semiconductor Equipment — 1.1%
BNP Paribas SA (Maxim Integrated Products, Inc.), 17.33%, 07/20/20^(b)			149		8,519,731
BNP Paribas SA (QUALCOMM, Inc.), 20.00%, 07/23/20			602		47,433,607
Citigroup Global Markets Holdings, Inc. (Texas Instruments, Inc.), 21.17%, 07/22/20^(b)			426		49,494,888
UBS AG (NVIDIA Corp.), 20.60%, 05/13/20			218		59,912,654

					165,360,880

Software — 1.3%
JPMorgan Structured Products BV (Adobe, Inc.), 11.36%, 06/11/20^(b)			138		48,576,486
Royal Bank of Canada (Microsoft Corp.), 14.40%, 07/17/20			265		47,337,871
Societe Generale SA (Oracle Corp.), 16.86%, 06/19/20			897		47,798,323
Societe Generale SA (salesforce.com, Inc.), 27.09%, 06/04/20			307		48,812,903
Societe Generale SA (Synopsys, Inc.), 10.74%, 05/19/20			78		12,239,300

					204,764,883

Specialty Retail — 0.2%
BNP Paribas SA (O’Reilly Automotive, Inc.), 15.44%, 06/11/20			73		28,308,855
Royal Bank of Canada (Advance Auto Parts, Inc.)^(b):
13.31%, 05/19/20			30		3,652,476
13.33%, 05/20/20			30		3,654,476

					35,615,807

Tobacco — 0.2%
HSBC Bank plc (British American Tobacco plc), 0.00%, 07/17/20	GBP		828		24,294,639


Total Equity-Linked Notes — 14.4% (Cost: $2,260,763,722)					2,279,924,408


Floating Rate Loan Interests — 6.1%^(j)

Aerospace & Defense — 0.1%
Arconic Corp., Term Loan B, (LIBOR USD 1 Month + 2.75%), 3.24%, 03/25/27^(d)	USD		957		947,430
Dynasty Acquisition Co., Inc., Term Loan:
(LIBOR USD 3 Month + 3.50%), 4.95%, 04/06/26			13,190		11,508,232
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (LIBOR USD 3 Month + 5.00%), 6.74%, 11/28/21			2,008		1,663,350
TransDigm, Inc., Term Loan⁽ⁿ⁾:
08/22/24			4,426		3,865,063
12/09/25			5,630		4,914,876

					22,898,951

Airlines — 0.1%
American Airlines, Inc., Term Loan B, (LIBOR USD 1 Month + 2.00%), 2.81%, 12/15/23			3,671		2,811,580
American Airlines, Inc., Term Loan B1, 06/27/25⁽ⁿ⁾			1,718		1,195,510
American Airlines, Inc., Term Loan B23, 04/28/23⁽ⁿ⁾			1,882		1,436,797
Kestrel Bidco, Inc., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.00%, 12/11/26			5,251		4,204,768

					9,648,655


Security		Par (000)		Value

Auto Components — 0.1%
Panther BF Aggregator 2 LP, Term Loan B, (LIBOR USD 1 Month + 3.50%), 3.90%, 04/30/26	USD		9,321	$	8,417,305
Wand Newco 3, Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 4.07%, 02/05/26			2,207		1,955,559

					10,372,864

Automobiles — 0.0%
Dealer Tire LLC, Term Loan B1, (LIBOR USD 1 Month + 4.25%), 4.65%, 12/12/25^(d)			5,517		4,827,084


Building Products — 0.0%
CPG Merger Sub LLC, Term Loan, (LIBOR USD 3 Month + 3.75%), 5.93%, 05/05/24			2,125		1,914,985
Wilsonart LLC, 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.25%), 4.71%, 12/19/23			5,983		5,196,233

					7,111,218

Capital Markets — 0.0%
Fortress Investment Group LLC, Term Loan B, 12/27/22⁽ⁿ⁾			677		648,699
Greenhill & Co., Inc., Term Loan, (LIBOR USD 1 Month + 3.25%), 3.97%, 04/12/24^(d)			1,641		1,493,487
Jefferies Finance LLC, Term Loan, (LIBOR USD 1 Month + 3.25%), 3.69%, 06/03/26			2,301		2,036,124
Travelport Finance (Luxembourg) SA, 1st Lien Term Loan, (LIBOR USD 3 Month + 5.00%), 6.07%, 05/29/26			4,295		2,603,719

					6,782,029

Chemicals — 0.2%
Alpha 3 BV, Term Loan, (LIBOR USD 3 Month + 3.00%), 4.45%, 01/31/24			6,221		5,791,819
Ascend Performance Materials LLC, Term
Loan B, (LIBOR USD 3 Month + 5.25%), 6.70%, 08/14/26^(d)			4,536		4,127,862
Axalta Dupont PC, Term Loan, 06/01/24⁽ⁿ⁾			2,431		2,358,071
Chemours Co. (The), 1st Lien Term Loan, (LIBOR USD 1 Month + 1.75%), 2.16%, 04/03/25			1,490		1,356,335
Ennis-Flint Road Infrastructure Investment, Term Loan, (LIBOR USD 3 Month + 3.50%), 4.50%-5.75%, 06/13/23			1,630		1,373,454
Greenrock Finance, Inc., Term Loan, (LIBOR USD 3 Month + 3.50%), 4.95%, 06/28/24^(d)			797		693,101
Invictus Co., Term Loan B, (LIBOR USD 3 Month + 3.00%), 4.78%, 03/28/25^(d)			954		825,430
IPS Acquisition LLC, Term Loan B2, (LIBOR USD 1 Month + 3.25%), 4.25%, 11/07/24	2,712				2,440,796
Messer Industries GmbH, Term Loan, 03/02/26⁽ⁿ⁾			3,511		3,311,421
Momentive Performance Materials, Inc., Term Loan, (LIBOR USD 1 Month + 3.25%), 3.66%, 05/15/24			995		884,551
OXEA Holding Vier GmbH, Term Loan, 10/14/24⁽ⁿ⁾			3,762		3,357,759

					26,520,599

Commercial Services & Supplies — 0.3%
Advanced Disposal Services, Inc., Term Loan, (LIBOR USD 3 Month + 2.25%), 3.00%, 11/10/23			3,392		3,345,984
Allied Universal Holdco LLC, Term Loan B, 07/10/26⁽ⁿ⁾			8,121		7,536,438
Brand Energy & Infrastructure Services, Inc., Term Loan, 06/21/24⁽ⁿ⁾			5,838		4,920,227
Capri Acquisitions Bidco Ltd., Term Loan, 11/01/24⁽ⁿ⁾			4,963		4,532,564


Security		Par (000)		Value

Commercial Services & Supplies (continued)
Cast & Crew Payroll LLC, 1st Lien Term Loan, 01/16/26⁽ⁿ⁾	USD		3,509	$	2,957,448
Diamond (BC) BV, Term Loan, 09/06/24⁽ⁿ⁾			3,283		2,816,995
KAR Auction Services, Inc., Term Loan B, (LIBOR USD 1 Month + 2.25%), 2.88%, 09/19/26^(d)			964		872,480
Prime Security Services Borrower LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 4.27%, 09/23/26			2,766		2,615,571
Tempo Acquisition LLC, Term Loan, 05/01/24⁽ⁿ⁾			11,478		10,753,895
US Ecology Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 2.50%), 2.90%, 11/02/26^(d)			581		563,129
West Corp., Term Loan:
(LIBOR USD 3 Month + 3.50%), 4.95%, 10/10/24			1,179		913,230
(LIBOR USD 3 Month + 4.00%), 5.45%, 10/10/24			2,908		2,269,832

					44,097,793

Construction & Engineering — 0.0%
Ply Gem, Inc., Term Loan B, (LIBOR USD 1 Month + 3.75%), 4.58%, 04/01/25			576		492,654
SRS Distribution, Inc., Term Loan B, (LIBOR USD 3 Month + 3.00%), 4.07%, 05/23/25			2,875		2,557,044

					3,049,698

Construction Materials — 0.1%
American Builders And Contractors Supply, Term Loan, 01/15/27⁽ⁿ⁾			4,314		4,032,619
Core & Main LP, Term Loan, (LIBOR USD 3 Month + 2.75%), 3.77%-4.33%, 08/01/24			5,721		5,369,129
Forterra Finance LLC, 1st Lien Term Loan, 10/25/23⁽ⁿ⁾			3,522		3,014,155
TAMKO Building Products, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.25%), 3.65%, 05/29/26^(d)			942		890,531

					13,306,434

Containers & Packaging — 0.2%
Berry Global, Inc., Term Loan:
10/01/22⁽ⁿ⁾			2,503		2,434,984
(LIBOR USD 1 Month + 2.00%), 2.83%, 07/01/26			752		716,461
BWAY Holding Co., Term Loan, (LIBOR USD 3 Month + 3.25%), 4.56%, 04/03/24			5,938		5,080,811
Charter NEX US, Inc., 1st Lien Term Loan:
05/16/24⁽ⁿ⁾			4,868		4,593,919
(LIBOR USD 1 Month + 3.50%), 4.49%, 05/16/24			959		916,127
Flex Acquisition Co., Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 4.43%, 12/29/23			3,187		2,972,054
Pregis TopCo LLC, Term Loan, (LIBOR USD 1 Month + 4.00%), 4.40%, 07/31/26			1,374		1,229,911
Reynolds Group Holdings, Inc., 1st Lien Term Loan, 02/05/23⁽ⁿ⁾			9,257		8,807,934

					26,752,201

Diversified Consumer Services — 0.2%
AlixPartners LLP, 1st Lien Term Loan, 04/04/24⁽ⁿ⁾			4,717		4,533,773
Bright Horizons Family Solutions, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.50%, 11/07/23			5,633		5,359,857
Maverick Purchaser Sub, LLC, Term Loan, (LIBOR USD 1 Month + 4.00%), 4.40%, 01/29/27			690		657,225


Security		Par (000)		Value

Diversified Consumer Services (continued)
Research Now, Inc., Term Loan, (LIBOR USD 3 Month + 5.50%), 7.26%, 12/07/24	USD		1,559	$	1,287,250
Sotheby’s, Inc., Term Loan B, (LIBOR USD 1 Month + 5.50%), 6.50%, 01/15/27			6,932		6,135,218
Spin Holdco, Inc., 1st Lien Term Loan B, 11/14/22⁽ⁿ⁾			6,332		5,787,160
TierPoint LLC, Term Loan, (LIBOR USD 1 Month + 3.75%), 4.75%, 05/06/24			1,780		1,592,101
Trugreen Ltd. Partnership, 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.75%), 4.74%, 03/19/26			2,648		2,495,626

					27,848,210

Diversified Financial Services — 0.8%
Advisor Group Holdings, Inc., Term Loan, 07/31/26⁽ⁿ⁾			3,144		2,533,408
Belron Finance LLC, Term Loan B, (LIBOR USD 3 Month + 2.50%), 3.26%, 10/30/26^(d)			2,127		1,999,436
BW Gas & Convenience Holdings LLC, Term Loan, 11/13/26⁽ⁿ⁾			690		617,280
Colorado Plaza, Term Loan, (LIBOR USD 6 Month + 2.90%), 4.58%, 05/15/20^(d)			9,600		7,680,000
Connect Finco SARL, Term Loan B, 12/11/26⁽ⁿ⁾			15,984		14,572,143
Deerfield Dakota Holding, LLC, Term Loan, (LIBOR USD 6 Month + 3.75%), 4.75%, 04/09/27			3,958		3,759,800
Genuine Financial Holdings LLC, Term Loan, (LIBOR USD 1 Month + 3.75%), 4.15%, 07/11/25			2,257		1,703,932
Houston Center, Term Loan, (LIBOR USD 6 Month + 2.10%), 2.25%-2.91%, 12/09/22			35,525		35,525,021
LSTAR Securities Financing, Term Loan, (LIBOR USD 6 Month + 2.00%), 2.99%, 05/02/22^(d)			12,820		12,820,433
Park Avenue Tower, Term Loan, (LIBOR USD 6 Month + 1.00%), 2.71%-5.14%, 03/09/24^(d)			31,329		31,266,318
SMG US Midco 2, Inc., Term Loan, (LIBOR USD 1 Month + 2.50%), 3.12%-3.52%, 01/23/25^(d)			3,039		2,127,011
Spring Education Group, Inc., Term Loan, (LIBOR USD 3 Month + 4.25%), 5.70%, 07/30/25			278		239,987
VICI Properties 1 LLC, Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.42%, 12/22/24			4,817		4,456,525
Ziggo Finance Partnership, Term Loan, (LIBOR USD 1 Month + 2.50%), 3.31%, 04/30/28			2,902		2,702,488

					122,003,782

Diversified Telecommunication Services — 0.2%
Altice Financing SA, Term Loan, (LIBOR USD 1 Month + 2.75%), 3.37%, 01/31/26			2,756		2,535,918
Altice Financing SA, Term Loan B, (LIBOR USD 1 Month + 2.75%), 3.56%, 07/15/25			635		584,717
Altice France SA, Term Loan, (LIBOR USD 1 Month + 4.00%), 4.81%, 08/14/26			4,253		3,937,073
Iridium Satellite LLC, Term Loan, 11/04/26⁽ⁿ⁾			685		675,581
Level 3 Financing, Inc., Term Loan, 03/01/27⁽ⁿ⁾			4,741		4,532,014
MTN Infrastructure TopCo, Inc., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.00%, 11/15/24			3,040		2,795,629
Numericable US LLC, Term Loan, (LIBOR USD 1 Month + 3.69%), 4.50%, 01/31/26			3,185		2,933,238
Zayo Group LLC, Term Loan, 03/09/27⁽ⁿ⁾			19,271		18,061,355

					36,055,525


Security		Par (000)		Value

Electric Utilities — 0.0%
Calpine Corp., Term Loan B, (LIBOR USD 1 Month + 2.00%), 2.40%, 01/15/25	USD		1,617	$	1,548,643
Edgewater Generation LLC, Term Loan, (LIBOR USD 1 Month + 3.75%), 4.15%, 12/13/25			1,639		1,505,546
Vistra Operations Co. LLC, Term Loan B3, 12/31/25⁽ⁿ⁾			5		4,652

					3,058,841

Electrical Equipment — 0.1%
Graftech International Ltd., 1st Lien Term Loan B, (LIBOR USD 1 Month + 3.50%), 4.50%, 02/12/25^(d)			2,215		2,004,755
MH Sub I LLC, 1st Lien Term Loan, 09/13/24⁽ⁿ⁾			5,698		5,260,831

					7,265,586

Energy Equipment & Services — 0.0%
McDermott International, Inc., Term Loan:
(LIBOR USD 3 Month + 9.00%), 10.37%, 10/21/20			704		663,114
(LIBOR USD 6 Month + 9.00%), 10.65%, 10/21/20			803		756,054
(LIBOR USD 3 Month + 4.00%), 7.25%, 05/09/25			2,299		762,443

					2,181,611

Entertainment — 0.0%
Creative Artists Agency LLC, Term Loan, 11/27/26⁽ⁿ⁾			3,043		2,715,754
PCI Gaming Authority, Inc., 1st Lien Term Loan, 05/29/26⁽ⁿ⁾			584		538,486
Renaissance Learning, Inc., Term Loan, (LIBOR USD 3 Month + 3.25%), 4.01%, 05/24/25			88		79,531
William Morris Endeavor Entertainment LLC, Term Loan B, (LIBOR USD 3 Month + 2.75%), 3.16%-4.37%, 05/18/25			3,676		2,720,267

					6,054,038

Equity Real Estate Investment Trusts (REITs) — 0.0%
Claros Mortgage Trust, Inc., Term Loan B, 08/09/26^(d)(n)			1,709		1,529,546
DTZ US Borrower LLC, Term Loan, (LIBOR USD 1 Month + 2.75%), 3.15%, 08/21/25			4,230		3,889,227

					5,418,773

Food & Staples Retailing — 0.1%
H-Food Holdings LLC, Term Loan, (LIBOR USD 1 Month + 3.69%), 4.09%, 05/23/25			1,370		1,255,521
H-Food Incremental, Term Loan, (LIBOR USD 1 Month + 4.00%), 4.40%, 05/23/25			1,560		1,437,833
US Foods, Inc., Term Loan B:
(LIBOR USD 1 Month + 1.75%), 2.74%, 06/27/23			3,860		3,548,002
(LIBOR USD 3 Month + 2.00%), 3.07%, 08/14/26			2,446		2,169,147

					8,410,503

Food Products — 0.2%
1011778 BC ULC, Term Loan B4, (LIBOR USD 1 Month + 1.75%), 2.15%, 11/19/26			4,001		3,742,086
8th Avenue Food & Provisions, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 4.33%, 10/01/25			2,118		2,021,735
B&G Foods, Inc., Term Loan B, (LIBOR USD 1 Month + 2.50%), 2.90%, 10/10/26			263		253,831
Chobani LLC, Term Loan, (LIBOR USD 1 Month + 3.50%), 4.50%, 10/10/23			4,812		4,566,035


Security		Par (000)		Value

Food Products (continued)
Froneri International Ltd., 2nd Lien Term Loan, (LIBOR USD 1 Month + 5.75%), 5.75%, 01/31/28	USD		279	$	262,958
Froneri International Ltd., Term Loan, 01/29/27⁽ⁿ⁾			8,770		8,094,008
Hostess Brands LLC, Term Loan, 08/03/25⁽ⁿ⁾			993		946,520
Nomad Foods Ltd., Term Loan, (LIBOR USD 1 Month + 2.25%), 3.06%, 05/15/24			505		486,245
TMK Hawk Parent Corp., Term Loan, (LIBOR USD 3 Month + 3.50%), 4.58%, 08/28/24			5,213		3,388,426

					23,761,844

Health Care Equipment & Supplies — 0.1%⁽ⁿ⁾
Immucor, Inc., 1st Lien Term Loan, 06/15/21			5,166		4,541,003
Sotera Health Holdings LLC, Term Loan, 11/20/26			12,932		12,395,469

					16,936,472

Health Care Providers & Services — 0.2%
AHP Health Partners, Inc., Term Loan, (LIBOR USD 1 Month + 4.50%), 5.50%, 06/30/25			1,078		995,991
Azalea TopCo, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 3.90%-4.26%, 07/24/26			2,847		2,667,353
CHG Healthcare Services, Inc., Term Loan B, (LIBOR USD 3 Month + 3.00%), 4.07%-4.45%, 06/07/23			2,884		2,725,706
Dentalcorp Perfect Smile ULC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.75%), 4.75%, 05/31/25			854		691,637
Envision Healthcare Corp., Term Loan, (LIBOR USD 1 Month + 3.75%), 4.15%, 10/10/25			3,427		2,341,516
Eyecare Partners LLC, Term Loan, (LIBOR USD 3 Month + 3.75%), 4.82%, 02/18/27			2,356		1,939,707
Gentiva Health Services, Inc., Term Loan B, (LIBOR USD 1 Month + 3.25%), 3.69%, 07/02/25^(d)			3,104		2,917,511
MPH Acquisition Holdings LLC, Term Loan, 06/07/23⁽ⁿ⁾			348		319,624
nThrive, Inc., 1st Lien Term Loan, (LIBOR USD 1 Month + 4.50%), 5.50%, 10/20/22^(d)			2,552		2,041,518
Option Care Health, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 4.50%), 4.90%, 08/06/26			2,747		2,561,685
Ortho-Clinical Diagnostics, Inc., Term Loan B, 06/30/25⁽ⁿ⁾			6,810		6,035,207
Team Health Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 3.75%, 02/06/24			1,791		1,312,022
WCG Purchaser Corp., Term Loan, (LIBOR USD 3 Month + 4.00%), 5.24%, 01/08/27			2,115		1,993,387
Wink Holdco, Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 4.45%, 12/02/24			919		851,774
WP CityMD Bidco LLC, Term Loan, 08/13/26⁽ⁿ⁾			2,487		2,346,378

					31,741,016

Health Care Technology — 0.1%
Athenahealth, Inc., Term Loan B, 02/05/26^(d)(n)			2,319		2,133,791
Change Healthcare Holdings LLC, Term Loan B, (LIBOR USD 1 Month + 2.50%), 3.50%, 03/01/24			5,588		5,371,903

					7,505,694

Hotels, Restaurants & Leisure — 0.3%
Aimbridge Acquisition, Inc., Term Loan B, (LIBOR USD 3 Month + 3.75%), 5.02%, 02/02/26			512		415,192
Aristocrat Leisure Ltd., Term Loan B, (LIBOR USD 3 Month + 1.75%), 2.86%, 10/19/24			964		908,023


Security		Par (000)		Value

Hotels, Restaurants & Leisure (continued)
Boyd Gaming Corp., Term Loan B, (LIBOR USD 3 Month + 2.25%), 2.39%, 09/15/23	USD		1,053	$	974,464
Caesars Resort Collection LLC, Term Loan, (LIBOR USD 1 Month + 2.75%), 3.15%, 12/23/24			6,496		5,467,227
CityCenter Holdings LLC, Term Loan B, 04/18/24⁽ⁿ⁾			3,148		2,764,199
Eldorado Resorts, Inc., Term Loan B, (LIBOR USD 3 Month + 2.25%), 3.25%, 04/17/24			202		190,308
Four Seasons Holdings, Inc., Term Loan F, (LIBOR USD 1 Month + 2.00%), 2.40%, 11/30/23			1,983		1,832,659
Golden Nugget, Inc., 1st Lien Term Loan, 10/04/23⁽ⁿ⁾			2,264		1,806,615
Hilton Washington Dupont Hotel, Term Loan, (LIBOR USD 6 Month + 2.50%), 3.36%, 04/01/24^(d)			14,250		11,400,000
IRB Holding Corp., Term Loan, 02/05/25⁽ⁿ⁾			4,229		3,680,335
KFC Holding Co., Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.47%, 04/03/25			2,955		2,812,245
Landry’s Finance Acquisition Co., Term Loan, 10/04/23⁽ⁿ⁾			312		320,929
Motorcity Casino Hotel, 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.25%), 3.00%, 08/06/21			878		809,559
Playa Resorts Holding BV, 1st Lien Term Loan B, (LIBOR USD 1 Month + 2.75%), 3.75%, 04/29/24			613		490,784
Playtika Holding Corp., Term Loan B, (LIBOR USD 3 Month + 6.00%), 7.07%, 12/10/24			2,321		2,291,955
Scientific Games International, Inc., Term Loan B, 08/14/24⁽ⁿ⁾			1,543		1,271,829
Stars Group Holdings BV, Term Loan, 07/10/25^(d)(n)			3,239		3,214,271
Station Casinos LLC, Term Loan B, (LIBOR USD 1 Month + 2.25%), 2.66%, 02/08/27			2,378		2,090,165
Whatabrands LLC, Term Loan B, (LIBOR USD 1 Month + 2.75%), 3.73%, 07/31/26			2,459		2,262,404
Wyndham Hotels & Resorts, Inc., Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.15%, 05/30/25			985		901,171

					45,904,334

Household Durables — 0.0%
Serta Simmons Bedding LLC, Term Loan:
(LIBOR USD 3 Month + 3.50%), 4.52%-4.64%, 11/08/23			1,158		511,248
(LIBOR USD 3 Month + 8.00%), 9.02%, 11/08/24			317		68,075

					579,323

Household Products — 0.0%
Reynolds Consumer Products LLC, Term Loan, 02/04/27⁽ⁿ⁾			1,393		1,340,108


Independent Power and Renewable Electricity Producers — 0.0%
Calpine Corp., 1st Lien Term Loan B5, (LIBOR USD 1 Month + 2.25%), 2.66%, 01/15/24			2,550		2,459,275
Calpine Corp., Term Loan, 04/05/26⁽ⁿ⁾			1,788		1,719,544

					4,178,819

Industrial Conglomerates — 0.1%
AVSC Holding Corp., 1st Lien Term Loan, (LIBOR USD 3 Month + 3.25%), 4.25%-4.95%, 03/03/25			8,562		5,650,599
Filtration Group Corp., Term Loan B, (LIBOR USD 1 Month + 3.00%), 3.40%, 03/31/25			3,650		3,461,195


Security		Par (000)		Value

Industrial Conglomerates (continued)
Vertiv Group Corp., Term Loan, (LIBOR USD 1 Month + 3.00%), 3.99%, 03/02/27^(d)	USD		9,642	$	9,039,375

					18,151,169

Insurance — 0.3%
Alliant Holdings Intermediate LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 3.97%, 05/09/25			1,250		1,170,474
Alliant Holdings Intermediate LLC, Term Loan, 05/09/25⁽ⁿ⁾			5,184		4,831,088
AmWINS Group, Inc., Term Loan, 01/25/24⁽ⁿ⁾			4,814		4,641,958
AssuredPartners, Inc., Term Loan, 02/12/27⁽ⁿ⁾			2,604		2,427,243
Asurion LLC, 1st Lien Term Loan B6, 11/03/23⁽ⁿ⁾			4,411		4,202,485
Asurion LLC, 2nd Lien Term Loan B2, (LIBOR USD 1 Month + 6.50%), 6.90%, 08/04/25			2,886		2,784,990
Asurion LLC, Term Loan, (LIBOR USD 1 Month + 3.00%), 3.40%, 11/03/24			5,484		5,219,052
Asurion LLC, Term Loan B4, 08/04/22⁽ⁿ⁾			788		757,672
HUB International Ltd., Term Loan B:
(LIBOR USD + 3.00%), 3.87%-4.02%, 04/25/25			1,933		1,806,546
04/25/25⁽ⁿ⁾			4,797		4,586,885
Sedgwick Claims Management Services, Inc., 1st Lien Term Loan, 12/31/25⁽ⁿ⁾			5,272		4,828,817
Sedgwick Claims Management Services, Inc., 1st Lien Term Loan B, (LIBOR USD 1 Month + 4.00%), 4.40%, 09/03/26			2,024		1,885,780
USI, Inc., 1st Lien Term Loan B, 05/16/24⁽ⁿ⁾			7,125		6,694,722
USI, Inc., Term Loan B, (LIBOR USD 1 Month + 4.00%), 4.40%, 12/02/26			259		246,546

					46,084,258

IT Services — 0.7%
Aligned Energy LLC, Term Loan, (LIBOR USD 6 Month + 5.71%), 4.54%-5.71%, 10/09/23^(d)			31,847		31,846,957
Ancestry.com Operations, Inc., Term Loan B:
(LIBOR USD 1 Month + 3.75%), 4.75%, 10/19/23^(d)			5,402		4,916,127
(LIBOR USD 1 Month + 4.25%), 4.66%, 08/27/26			993		857,520
Applied Systems, Inc., Term Loan: 09/19/24⁽ⁿ⁾			4,774		4,563,736
(LIBOR USD 3 Month + 7.00%), 8.45%, 09/19/25			736		699,200
Boxer Parent Co., Inc., Term Loan B, 10/02/25⁽ⁿ⁾			1,115		958,578
Camelot U.S. Acquisition 1 Co., Term Loan B, (LIBOR USD 1 Month + 3.25%), 4.24%-3.65%, 10/30/26			6,372		6,085,517
CCC Information Services, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 3.75%, 04/29/24			6,517		6,174,724
Epicor Software Corp., 1st Lien Term Loan, (LIBOR USD 1 Month + 3.25%), 3.66%, 06/01/22			2,368		2,281,333
Evertec, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 3.90%, 11/27/24			1,050		997,791
Greeneden US Holdings I LLC, Term Loan B, (LIBOR USD 1 Month + 3.25%), 3.65%, 12/01/23			4,441		4,196,895
IG Investments Holdings LLC, Term Loan, 05/23/25⁽ⁿ⁾			2,986		2,499,724
Mitchell International, Inc., 1st Lien Term Loan, 11/29/24⁽ⁿ⁾			2,803		2,436,795
Mitchell International, Inc., 2nd Lien Term Loan, (LIBOR USD 1 Month + 7.25%), 7.65%, 12/01/25			1,077		909,514


Security		Par (000)		Value

IT Services (continued)
Peak 10 Holding Corp., 2nd Lien Term Loan, (LIBOR USD 3 Month + 7.25%), 8.71%, 08/01/25	USD		1,409	$	500,195
Presidio Holdings Inc., Term Loan B, (LIBOR USD 3 Month + 3.50%), 5.28%, 01/22/27			956		899,041
Pug LLC, Term Loan, (LIBOR USD 1 Month + 3.50%), 3.90%, 02/12/27			6,505		5,269,445
Rackspace Hosting, Inc., Term Loan, (LIBOR USD 3 Month + 3.00%), 4.76%, 11/03/23			800		748,381
Solera LLC, Term Loan B1, (LIBOR USD 3 Month + 2.75%), 4.36%, 03/03/23			564		533,250
Sophia LP, 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.25%), 4.70%, 09/30/22			4,747		4,569,043
SS&C Technologies Holdings, Inc., Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.74%, 04/16/25			2,731		2,621,914
SS&C Technologies Holdings, Inc., Term Loan B5, (LIBOR USD 1 Month + 1.75%), 2.15%, 04/16/25			3,048		2,924,596
Trans Union LLC, Term Loan B, 11/16/26⁽ⁿ⁾			5,030		4,810,419
Verscend Holding Corp., Term Loan B, 08/27/25⁽ⁿ⁾			3,861		3,628,099
Vertafore, Inc., Term Loan B, 07/02/25⁽ⁿ⁾			7,283		6,669,379
VS Buyer LLC, Term Loan B, (LIBOR USD 3 Month + 3.25%), 4.86%, 02/28/27			3,742		3,517,480
WEX, Inc., Term Loan, (LIBOR USD 1 Month + 2.25%), 2.65%, 05/15/26			5,874		5,509,610

					111,625,263

Life Sciences Tools & Services — 0.1%
Avantor Funding, Inc., Term Loan, (LIBOR USD 1 Month + 2.25%), 3.25%, 11/21/24			1,586		1,554,606
eResearchTechnology, Inc., Term Loan, (LIBOR USD 1 Month + 4.50%), 5.50%, 02/04/27			5,114		4,786,142
IQVIA, Inc., Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.50%, 03/07/24			2,095		2,007,929

					8,348,677

Machinery — 0.1%
Clark Equipment Co., Term Loan, (LIBOR USD 3 Month + 1.75%), 3.20%, 05/18/24			683		637,573
Gates Global LLC, Term Loan B, 04/01/24⁽ⁿ⁾			2,727		2,503,146
Ingersoll-Rand Services Co., Term Loan, (LIBOR USD 1 Month + 1.75%), 2.15%, 03/01/27			3,347		3,169,609
Terex Corp., Term Loan, (LIBOR USD 1 Month + 2.75%), 3.74%, 01/31/24^(d)			420		398,772
Titan Acquisition Ltd., Term Loan, 03/28/25⁽ⁿ⁾			10,597		9,274,850

					15,983,950

Media — 0.2%
Ascend Learning LLC, Term Loan B, (LIBOR USD 1 Month + 3.00%), 4.00%, 07/12/24			1,254		1,170,719
Charter Communications Operating, Term Loan B1, 04/30/25⁽ⁿ⁾			6,237		6,037,182
Clear Channel Outdoor Holdings, Inc., Term Loan, 08/21/26⁽ⁿ⁾			7,770		6,730,982
CSC Holdings LLC, Term Loan, (LIBOR USD 1 Month + 2.25%), 3.06%, 07/17/25			1,741		1,653,620
CSC Holdings LLC, Term Loan B, (LIBOR USD 1 Month + 2.50%), 3.31%, 04/15/27			3,193		3,033,626
Intelsat Jackson Holdings SA, Term Loan, (LIBOR USD 3 Month + 2.75%), 6.00%, 11/27/23			310		303,626
LCPR Loan Financing LLC, Term Loan, (LIBOR USD 1 Month + 5.00%), 5.81%, 10/15/26			1,523		1,488,733


Security		Par (000)			Value

Media (continued)
Learfield Communications LLC, Term Loan, 12/01/23⁽ⁿ⁾	USD		7,169		$	4,131,052
Lions Gate Capital Holdings LLC, Term Loan, (LIBOR USD 1 Month + 2.25%), 2.65%, 03/24/25			1,827			1,687,008
Midcontinent Communications, Term Loan, (LIBOR USD 1 Month + 1.75%), 2.74%, 08/15/26			1,204			1,156,439
Nexstar Broadcasting, Inc., Term Loan, 09/18/26⁽ⁿ⁾			961			899,380
Nielsen Finance LLC, Term Loan B4, (LIBOR USD 1 Month + 2.00%), 2.86%, 10/04/23			—	^(o)		85
Radiate Holdco LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 3.00%), 3.75%, 02/01/24			3,175			3,031,267
Sinclair Television Group, Inc., Term Loan B, (LIBOR USD 1 Month + 2.25%), 2.66%, 01/03/24			813			752,599
Terrier Media Buyer, Inc., Term Loan, 12/17/26⁽ⁿ⁾			2,712			2,515,055
Trader Corp., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.00%, 09/28/23^(d)			4,660			3,961,250

						38,552,623

Metals & Mining — 0.0%
Ball Metalpack Finco LLC, Term Loan, (LIBOR USD 3 Month + 4.50%), 6.11%, 07/31/25			1,972			1,663,156
Equinox Holdings, Inc., Term Loan B, 03/08/24⁽ⁿ⁾			4,835			3,798,237

						5,461,393

Multiline Retail — 0.0%
Neiman Marcus Group Ltd. LLC, 1st Lien Term Loan, (LIBOR USD 1 Month + 6.00%), 7.50%, 10/25/23			986			364,829


Multi-Utilities — 0.0%
ExGen Renewables IV LLC, Term Loan, (LIBOR USD 3 Month + 3.00%), 4.62%, 11/28/24			3,493			3,351,261


Oil, Gas & Consumable Fuels — 0.0%
California Resources Corp., Term Loan, (LIBOR USD 3 Month + 10.38%), 11.99%, 12/31/21			2,587			92,184
Chesapeake Energy Corp., Term Loan, 06/24/24⁽ⁿ⁾			5,612			1,982,995
CNX Resources Corp., Term Loan, (LIBOR USD 1 Month + 4.50%), 4.91%, 11/28/22			866			519,180
Euro Garages Ltd., Term Loan B, (LIBOR USD 6 Month + 4.00%), 5.07%, 02/07/25			2,206			1,880,839

						4,475,198

Personal Products — 0.0%
Sunshine Luxembourg VII SARL, Term Loan, 10/01/26⁽ⁿ⁾			5,490			5,016,165


Pharmaceuticals — 0.2%
Amneal Pharmaceuticals LLC, Term Loan B18, (LIBOR USD 1 Month + 3.50%), 3.94%, 03/21/25			2,965			2,646,340
Bausch Health Cos., Inc., Term Loan, 06/02/25⁽ⁿ⁾			12,615			12,189,490
Catalent, Inc., Term Loan B, (LIBOR USD 1 Month + 2.25%), 3.25%, 05/18/26			2,979			2,910,689
Elanco Animal Health, Inc., Term Loan B, 02/04/27⁽ⁿ⁾			5,457			5,259,239
Grifols Worldwide Operations Ltd., Term Loan B, (LIBOR USD 3 Month + 2.00%), 2.14%, 11/15/27			3,141			3,036,418


Security		Par (000)		Value

Pharmaceuticals (continued)
Jaguar Holding Co. I, Term Loan, 08/18/22⁽ⁿ⁾	USD		12,475	$	12,212,450

					38,254,626

Professional Services — 0.1%
Dun & Bradstreet Corp. (The), 1st Lien Term Loan B, (LIBOR USD 1 Month + 4.00%), 4.49%, 02/06/26			6,856		6,393,220
STG-Fairway Holdings LLC, Term Loan B, (LIBOR USD 3 Month + 3.50%), 4.57%, 01/31/27			2,672		2,299,042

					8,692,262

Real Estate Management & Development — 0.0%
Forest City Enterprises LP, Term Loan, 12/08/25⁽ⁿ⁾			1,398		1,271,968


Road & Rail — 0.1%
Lineage Logistics LLC, Term Loan, 02/27/25⁽ⁿ⁾			5,573		5,372,158
Uber Technologies, Inc., Term Loan, (LIBOR USD 1 Month + 3.50%), 3.90%, 07/13/23			4,270		4,012,714

					9,384,872

Semiconductors & Semiconductor Equipment — 0.0%
ON Semiconductor Corp., Term Loan B, (LIBOR USD 1 Month + 2.00%), 2.40%, 09/19/26			1,254		1,208,063


Software — 0.6%
Castle US Holding Corp., Term Loan, (LIBOR USD 3 Month + 3.75%), 5.20%, 01/29/27			3,479		2,900,616
Cerence, Inc., Term Loan, (LIBOR USD 1 Month + 6.00%), 7.02%, 10/01/24			1,456		1,325,093
DTI Holdco, Inc., Term Loan, (LIBOR USD 3 Month + 4.75%), 5.75%, 09/29/23			1,738		1,301,374
Ellie Mae, Inc., 1st Lien Term Loan, (LIBOR USD 3 Month + 3.75%), 5.20%, 04/17/26			6,206		5,841,819
Infor US, Inc., Term Loan, (LIBOR USD 1 Month + 2.75%), 3.75%, 02/01/22			11,985		11,755,531
Informatica LLC, Term Loan:
7.13%, 02/25/25^(p)			2,329		2,200,905
02/25/27⁽ⁿ⁾			11,177		10,478,214
Kronos, Inc., 1st Lien Term Loan B, (LIBOR USD 3 Month + 3.00%), 4.76%, 11/01/23			10,268		9,902,153
Kronos, Inc., 2nd Lien Term Loan B, 11/01/24⁽ⁿ⁾			872		832,612
McAfee LLC, Term Loan, 09/30/24⁽ⁿ⁾			5,272		5,032,284
PowerSchool, Inc., 1st Lien Term Loan, 07/31/25^(d)(n)			5,931		5,604,437
Refinitiv US Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 3.25%), 3.65%, 10/01/25			9,225		9,014,463
RP Crown Parent LLC, 1st Lien Term Loan, 10/12/23^(d)(n)			4,517		4,313,527
SolarWinds, Inc., Term Loan B, 02/05/24⁽ⁿ⁾			4,704		4,555,781
SS&C Technologies Holdings, Inc., Term Loan, (LIBOR USD 1 Month + 1.75%), 2.74%, 04/16/25			1,949		1,870,878
TIBCO Software, Inc., 1st Lien Term Loan, 06/30/26⁽ⁿ⁾			7,407		6,925,364
TIBCO Software, Inc., 2nd Lien Term Loan, 03/03/28⁽ⁿ⁾			5,559		5,155,914
Ultimate Software Group, Inc. (The), 1st Lien Term Loan, 05/04/26⁽ⁿ⁾			5,437		5,176,231

					94,187,196

Specialty Retail — 0.1%
Belron Finance US LLC, Term Loan B, (LIBOR USD 3 Month + 2.25%), 3.99%, 11/07/24^(d)			1,569		1,482,599
Belron Finance US LLC, Term Loan B1, (LIBOR USD 3 Month + 2.25%), 3.96%, 11/06/25^(d)			1,327		1,240,932


Security		Par (000)		Value

Specialty Retail (continued)
IAA, Inc., Term Loan, (LIBOR USD 1 Month + 2.25%), 2.69%, 06/28/26	USD		475	$	447,455
MED ParentCo LP, Delayed Draw Term Loan, (LIBOR USD 1 Month + 4.25%), 3.65% - 4.82%, 08/31/26			294		246,897
MED ParentCo LP, Term Loan, (LIBOR USD 1 Month + 4.25%), 4.65%, 07/31/26			1,675		1,407,185
Midas Intermediate Holdco II LLC, Term Loan B, (LIBOR USD 3 Month + 2.75%), 4.02%, 08/18/21^(d)			1,646		1,334,520
PetSmart, Inc., Term Loan, 03/11/22⁽ⁿ⁾			7,896		7,649,574

					13,809,162

Technology Hardware, Storage & Peripherals — 0.0%
Western Digital Corp., 1st Lien Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.77%, 04/29/23			2,265		2,165,639


Trading Companies & Distributors — 0.0%
HD Supply, Inc., Term Loan, 10/17/23⁽ⁿ⁾			4,771		4,583,735


Wireless Telecommunication Services — 0.1%
Digicel International Finance Ltd., Term Loan, (LIBOR USD 3 Month + 3.25%), 4.87%, 05/27/24			2,160		1,751,936
Hargray Communications Group, Inc., Term Loan, (LIBOR USD 1 Month + 3.00%), 4.00%, 05/16/24			1,715		1,618,670
SBA Senior Finance II LLC, 2nd Lien Term Loan B, (LIBOR USD 1 Month + 1.75%), 2.16%, 04/06/25			1,975		1,903,285
T-Mobile USA, Inc., Term Loan, 04/01/27⁽ⁿ⁾			11,005		10,932,257

					16,206,148


Total Floating Rate Loan Interests — 6.1% (Cost: $1,059,282,565)					972,790,462


Foreign Agency Obligations — 0.3%

Chile — 0.0%
Empresa de Transporte de Pasajeros Metro SA, 5.00%, 01/25/47^(b)			3,365		3,523,260


China — 0.0%
Chengdu Xingcheng Investment Group Co. Ltd., 2.50%, 03/20/21	EUR		1,800		1,932,448
China Cinda Asset Management Co. Ltd., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.29%), 4.45%^(a)(k)	USD		630		627,834
China Minmetals Corp., (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.72%), 3.75%^(a)(k)			520		513,338
Guangxi Financial Investment Group Co. Ltd., 5.75%, 01/23/21			1,100		1,020,937
Inner Mongolia High-Grade High Way Construction and Development Co. Ltd., 4.38%, 12/04/20			432		424,220

					4,518,777

Colombia — 0.0%
Ecopetrol SA, 5.38%, 06/26/26			4,642		4,556,413


France — 0.0%
Electricite de France SA^(a)(k):
(EUR Swap Annual 6 Year + 3.44%), 4.00%	EUR		1,800		1,967,338
(EUR Swap Annual 12 Year + 3.04%), 5.00%			200		225,132
(GBP Swap 13 Year + 3.96%), 6.00%	GBP		600		776,920
(EUR Swap Annual 5 Year + 3.20%), 3.00%	EUR		1,000		1,026,045

					3,995,435


Security		Par (000)		Value

India — 0.0%
Power Finance Corp. Ltd., 3.75%, 12/06/27	USD		2,581	$	2,323,707


Indonesia — 0.1%
Perusahaan Listrik Negara PT:
6.15%, 05/21/48			2,900		3,150,125
4.88%, 07/17/49			1,800		1,732,500

					4,882,625

Italy — 0.0%
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25	EUR		1,325		1,233,661


Mexico — 0.1%
Petroleos Mexicanos:
6.88%, 08/04/26	USD		5,900		4,888,150
6.84%, 01/23/30^(b)			5,358		4,197,658

					9,085,808

Pakistan — 0.0%
Third Pakistan International Sukuk Co. Ltd. (The), 5.63%, 12/05/22			630		576,450


Panama — 0.1%
AES Panama SRL, 6.00%, 06/25/22^(b)			8,333		8,231,441


Total Foreign Agency Obligations — 0.3% (Cost: $47,430,551)					42,927,577


Foreign Government Obligations — 1.8%

Bahrain — 0.0%
Kingdom of Bahrain, 7.00%, 01/26/26			4,889		4,875,250


Brazil — 0.1%
Federative Republic of Brazil:
4.88%, 01/22/21			4,643		4,741,664
4.63%, 01/13/28			6,631		6,863,085

					11,604,749

Chile — 0.2%
Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31^(b)			1,175		1,190,545
Republic of Chile:
3.13%, 03/27/25			3,733		3,949,514
3.13%, 01/21/26			4,700		5,015,781
3.24%, 02/06/28			14,208		15,224,760

					25,380,600

Colombia — 0.2%
Republic of Colombia:
4.00%, 02/26/24			6,203		6,274,722
8.13%, 05/21/24			10,300		11,893,281
4.50%, 01/28/26			9,363		9,602,927
3.88%, 04/25/27			2,562		2,527,573
4.50%, 03/15/29			5,872		5,945,400

					36,243,903

Croatia — 0.1%
Republic of Croatia, 6.63%, 07/14/20			7,384		7,431,996


Dominican Republic — 0.0%
Dominican Republic Government Bond:
5.50%, 01/27/25			1,502		1,402,493
6.88%, 01/29/26			3,450		3,296,906

					4,699,399


Security		Par (000)		Value

Egypt — 0.1%
Arab Republic of Egypt:
6.13%, 01/31/22^(b)	USD		1,915	$	1,908,417
6.13%, 01/31/22			1,155		1,151,030
5.88%, 06/11/25			3,568		3,367,300
7.60%, 03/01/29			4,215		3,998,981
6.38%, 04/11/31^(b)	EUR		4,285		3,935,598

					14,361,326

Hungary — 0.0%
Hungary Government Bond, 5.75%, 11/22/23	USD		6,520		7,261,650


Indonesia — 0.1%
Republic of Indonesia:
3.75%, 04/25/22			4,394		4,470,895
4.75%, 01/08/26			6,864		7,430,280
3.50%, 01/11/28			1,220		1,229,150
4.10%, 04/24/28			4,070		4,277,315
4.75%, 02/11/29			1,527		1,673,974

					19,081,614

Israel — 0.0%
State of Israel Government Bond, 2.75%, 07/03/30			4,315		4,526,705


Maldives — 0.0%
Republic of Maldives, 7.00%, 06/07/22			2,585		2,119,700


Mexico — 0.1%
United Mexican States:
3.90%, 04/27/25			815		822,742
4.13%, 01/21/26			648		660,150
4.50%, 04/22/29			290		291,450
4.35%, 01/15/47			8,830		7,797,994

					9,572,336

Mongolia — 0.0%
Government of Mongolia, 8.75%, 03/09/24			1,259		1,185,034


Pakistan — 0.0%
Islamic Republic of Pakistan, 6.88%, 12/05/27			630		544,163


Panama — 0.1%
Republic of Panama:
4.00%, 09/22/24			9,720		10,291,050
3.88%, 03/17/28			1,187		1,279,734
4.50%, 04/01/56			2,640		2,970,000

					14,540,784

Paraguay — 0.0%
Republic of Paraguay:
4.95%, 04/28/31^(b)			1,130		1,158,250
5.40%, 03/30/50^(b)			4,031		3,957,938
5.40%, 03/30/50			2,075		2,037,391

					7,153,579

Peru — 0.1%
Republic of Peru:
7.35%, 07/21/25			5,886		7,368,536
2.39%, 01/23/26			3,358		3,408,370
4.13%, 08/25/27			3,060		3,441,544

					14,218,450


Security		Par (000)		Value

Philippines — 0.1%
Republic of Philippines:
4.20%, 01/21/24	USD		4,039	$	4,340,663
5.50%, 03/30/26			8,685		10,153,308

					14,493,971

Poland — 0.1%
Republic of Poland:
3.00%, 03/17/23			6,700		7,020,344
3.25%, 04/06/26			2,279		2,484,110

					9,504,454

Qatar — 0.1%
State of Qatar:
4.50%, 04/23/28			4,627		5,297,915
4.00%, 03/14/29^(b)			12,805		14,245,562

					19,543,477

Russia — 0.2%
Russian Federation:
4.75%, 05/27/26			14,600		16,176,800
4.25%, 06/23/27			7,000		7,595,000

					23,771,800

Saudi Arabia — 0.1%
Kingdom of Saudi Arabia:
4.00%, 04/17/25			3,327		3,548,246
3.63%, 03/04/28			2,470		2,591,956
4.38%, 04/16/29^(b)			7,447		8,296,423
Saudi Arabian Oil Co.^(b):
2.88%, 04/16/24			590		596,785
3.50%, 04/16/29			3,125		3,144,531

					18,177,941

Sri Lanka — 0.1%
Democratic Socialist Republic of Sri Lanka:
6.25%, 10/04/20			3,585		3,145,837
6.25%, 07/27/21			473		328,144
5.75%, 01/18/22			1,750		1,095,938
6.85%, 03/14/24			2,195		1,288,202
6.35%, 06/28/24			945		557,487
7.85%, 03/14/29			6,145		3,456,009
7.55%, 03/28/30			944		532,180

					10,403,797

Ukraine — 0.0%
Ukraine Government Bond:
8.99%, 02/01/24			3,160		3,090,480
7.75%, 09/01/27			1,112		1,024,152
9.75%, 11/01/28			522		511,560

					4,626,192

Uruguay — 0.0%
Oriental Republic of Uruguay, 4.38%, 10/27/27			4,050		4,411,969


Total Foreign Government Obligations — 1.8% (Cost: $287,573,119)					289,734,839


		Shares

Investment Companies — 5.3%^(f)*
iShares MBS ETF			6,801,422		755,637,984
iShares Short-Term Corporate Bond ETF			1,587,302		85,190,499


Total Investment Companies — 5.3% (Cost: $820,244,805)					840,828,483


Security		Par (000)		Value

Non-Agency Mortgage-Backed Securities — 6.4%

Collateralized Mortgage Obligations — 2.6%
Adjustable Rate Mortgage Trust^(c):
Series 2005-8, Class 2A1, 4.37%, 11/25/35	USD		2,702	$	2,259,195
Series 2005-8, Class 7A2, 1.05%, 11/25/35			1,587		1,437,499
Series 2005-9, Class 5A1, 1.03%, 11/25/35			1,329		1,249,488
Alternative Loan Trust:
Series 2005-16, Class A1, 3.52%, 06/25/35^(c)			558		473,468
Series 2005-36, Class 2A1A, 0.80%, 08/25/35^(c)			1,817		1,463,327
Series 2005-61, Class 1A1, 1.01%, 12/25/35^(c)			302		256,372
Series 2005-63, Class 3A3, 3.64%, 11/25/35^(c)			2,932		2,310,325
Series 2005-63, Class 5A1, 3.71%, 12/25/35^(c)			199		182,883
Series 2005-64CB, Class 1A1, 5.50%, 12/25/35			85		79,631
Series 2005-72, Class A3, 1.09%, 01/25/36^(c)			3,102		2,619,154
Series 2005-76, Class 2A1, 2.87%, 02/25/36^(c)			6,175		5,223,745
Series 2006-11CB, Class 1A5, 6.00%, 05/25/36			871		662,649
Series 2006-15CB, Class A1, 6.50%, 06/25/36			1,299		862,179
Series 2006-20CB, Class A9, 6.00%, 07/25/36			612		409,115
Series 2006-2CB, Class A6, 5.50%, 03/25/36			958		644,011
Series 2006-45T1, Class 1A10, 6.00%, 02/25/37			3,448		2,092,793
Series 2006-45T1, Class 2A2, 6.00%, 02/25/37			2,339		1,740,795
Series 2006-7CB, Class 1A6, 6.00%, 05/25/36			1,038		705,968
Series 2006-9T1, Class A7, 6.00%, 05/25/36			453		304,210
Series 2006-J7, Class 2A1, 2.48%, 11/20/46^(c)			5,603		4,019,204
Series 2006-J8, Class A5, 6.00%, 02/25/37			1,625		1,007,118
Series 2006-OA14, Class 1A1, 3.60%, 11/25/46^(c)			7,825		5,971,489
Series 2006-OA14, Class 2A1, 0.68%, 11/25/46^(c)			6,810		5,541,012
Series 2006-OA14, Class 3A1, 2.72%, 11/25/46^(c)			10,852		8,525,300
Series 2006-OA16, Class A2, 0.68%, 10/25/46^(c)			467		393,209
Series 2006-OA2, Class A1, 0.93%, 05/20/46^(c)			1,963		1,400,666
Series 2006-OA3, Class 2A1, 0.70%, 05/25/36^(c)			11,082		8,984,455
Series 2006-OA8, Class 1A1, 0.68%, 07/25/46^(c)			15,171		11,705,614
Series 2007-12T1, Class A22, 5.75%, 06/25/37			2,320		1,570,526
Series 2007-12T1, Class A5, 6.00%, 06/25/37			515		357,080
Series 2007-15CB, Class A7, 6.00%, 07/25/37			352		289,622
Series 2007-18CB, Class 2A25, 6.00%, 08/25/37			325		278,800
Series 2007-19, Class 1A4, 6.00%, 08/25/37			1,502		1,065,590
Series 2007-19, Class 1A8, 6.00%, 08/25/37			731		518,452
Series 2007-25, Class 1A3, 6.50%, 11/25/37			3,968		2,721,689
Series 2007-9T1, Class 1A1, 6.00%, 05/25/37			608		353,902


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
Series 2007-9T1, Class 2A1, 6.00%, 05/25/37	USD		3,501	$	1,913,602
Series 2007-9T1, Class 2A2, 6.00%, 05/25/37			601		328,475
Series 2007-AL1, Class A1, 0.74%, 06/25/37^(c)			7,717		5,356,962
Series 2007-J1, Class 2A5, 6.00%, 03/25/37			1,719		930,476
Series 2007-OA11, Class A1A, 3.25%, 11/25/47^(c)			2,373		1,920,387
Series 2007-OA3, Class 1A1, 0.63%, 04/25/47^(c)			13,823		11,686,465
Series 2007-OA4, Class A1, 0.66%, 05/25/47^(c)			5,230		4,416,128
Series 2007-OA8, Class 2A1, 0.67%, 06/25/47^(c)			12,340		8,626,222
Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6, 6.00%, 05/25/36			1,361		1,067,766
American Home Mortgage Assets Trust:
Series 2006-3, Class 1A1, 2.84%, 10/25/46^(c)			14,094		12,072,326
Series 2006-3, Class 2A11, 2.81%, 10/25/46^(c)			6,354		4,788,410
Series 2007-3, Class 22A1, 6.25%, 06/25/37^(e)			1,013		882,351
Banc of America Funding Trust^(c):
Series 2006-7, Class T2A3, 5.69%, 10/25/36			566		521,117
Series 2006-D, Class 6A1, 3.53%, 05/20/36			400		356,991
Series 2007-D, Class 1A1, 0.93%, 06/20/47			1,633		1,300,346
Banc of America Mortgage Trust, Series 2004- L, Class 4A1, 3.86%, 01/25/35^(c)			11		9,361
Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1, 0.93%, 04/25/36^(c)			7,383		9,236,612
Bear Stearns Asset-Backed Securities I Trust^(e):
Series 2005-AC9, Class A5, 6.25%, 12/25/35			962		843,658
Series 2006-AC1, Class 1A2, 6.25%, 02/25/36			1,127		930,684
Bear Stearns Mortgage Funding Trust^(c):
Series 2007-AR2, Class A1, 0.66%, 03/25/37			2,116		1,844,596
Series 2007-AR3, Class 1A1, 0.63%, 03/25/37			2,749		2,338,688
Series 2007-AR4, Class 1A1, 0.69%, 09/25/47			3,538		3,152,684
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3, 3.50%, 07/25/49^(b)(c)			553		557,429
CHL Mortgage Pass-Through Trust:
Series 2005-11, Class 4A1, 0.76%, 04/25/35^(c)			1,685		1,546,825
Series 2005-9, Class 1A1, 1.09%, 05/25/35^(c)			3,884		3,041,011
Series 2006-OA4, Class A1, 2.83%, 04/25/46^(c)			3,014		1,252,418
Series 2007-21, Class 1A1, 6.25%, 02/25/38			223		165,302
Series 2007-J2, Class 2A6, 6.00%, 07/25/37			792		470,896
Series 2007-J2, Class 2A8, 6.00%, 07/25/37			1,210		719,064
CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5, 6.00%, 01/25/37			107		101,359
CSMC Mortgage-Backed Trust, Series 2006-8, Class 1A1, 4.50%, 10/25/21			21		19,034
CSMC Series, Series 2008-2R, Class 1A1, 6.00%, 07/25/37^(b)			811		731,144
CSMC Trust^(b)(c):
Series 2011-4R, Class 1A2, 3.08%, 09/27/37			7,152		6,043,175
Series 2018-RPL8, Class A1, 4.12%, 07/25/58			22,107		21,753,302
Series 2019-JR1, Class A1, 4.10%, 09/27/66			5,473		5,138,492


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1, 0.68%, 08/25/47^(c)	USD		15,432	$	11,750,684
First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1, 3.22%, 02/25/37^(c)			1,762		1,253,229
GMACM Mortgage Loan Trust, Series 2005- AR2, Class 4A, 3.57%, 05/25/35^(c)			56		48,430
GreenPoint Mortgage Funding Trust^(c):
Series 2006-AR1, Class GA1B, 0.66%, 02/25/36			5,532		4,922,261
Series 2006-AR2, Class 4A1, 3.87%, 03/25/36			1,942		1,732,401
GSR Mortgage Loan Trust:
Series 2006-4F, Class 1A1, 5.00%, 05/25/36			13		29,454
Series 2006-OA1, Class 1A1, 0.71%, 08/25/46^(c)			28,095		8,993,006
Impac CMB Trust, Series 2005-6, Class 1A1, 0.99%, 10/25/35^(c)			2,324		2,013,352
IndyMac IMSC Mortgage Loan Trust:
Series 2007-F2, Class 1A4, 6.00%, 07/25/37			856		755,876
Series 2007-F2, Class 2A1, 6.50%, 07/25/37			2,260		1,122,015
IndyMac INDX Mortgage Loan Trust^(c):
Series 2007-AR15, Class 1A1, 3.70%, 08/25/37			145		110,302
Series 2007-AR15, Class 2A1, 3.58%, 08/25/37			640		487,376
JPMorgan Trust, Series 2015-3, Class A5, 3.50%, 05/25/45^(b)(c)			788		788,356
Lehman XS Trust, Series 2007-20N, Class A1, 1.64%, 12/25/37^(c)			12,269		10,385,327
LHOME Mortgage Trust^(b):
Series 2019-RTL2, Class A1, 3.84%, 03/25/24			19,000		17,745,595
Series 2019-RTL3, Class A1, 3.87%, 07/25/24			7,000		6,485,366
LSTAR Securities Investment Ltd., Series 2019-3, Class A1, 2.48%, 04/01/24^(b)(c)			16,245		15,670,050
LSTAR Securities Investment Trust^(b)(c):
Series 2019-1, Class A1, 2.68%, 03/01/24			3,169		3,126,583
Series 2019-2, Class A1, 2.48%, 04/01/24			12,407		11,879,147
Merrill Lynch Mortgage Investors Trust^(c):
Series 2005-A9, Class 2A1E, 4.01%, 12/25/35			856		764,907
Series 2006-1, Class 2A1, 3.58%, 02/25/36			466		424,191
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, 09/25/56^(b)(c)			404		409,787
Octagon Investment Partners 26 Ltd., Series 2016-1, Class AR, 3.02%, 04/20/31^(c)			2,250		1,959,541
Prime Mortgage Trust^(b):
Series 2006-DR1, Class 1A2, 6.00%, 05/25/35			7		6,223
Series 2006-DR1, Class 2A1, 5.50%, 05/25/35			534		404,008
RALI Trust, Series 2007-QS4, Class 3A2, 6.00%, 03/25/37			248		209,257
RCO V Mortgage LLC, Series 2019-1, Class A1, 3.72%, 05/24/24^(b)(e)			8,605		7,951,839
Residential Asset Securitization Trust, Series
2006-A15, Class A12, 6.25%, 01/25/37			348		196,786
RFMSI Trust, Series 2007-S7, Class A20, 6.00%, 07/25/37			60		54,565
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1, 3.91%, 04/25/47^(c)			308		192,964


Security		Par (000)		Value

Collateralized Mortgage Obligations (continued)
Structured Asset Mortgage Investments II Trust^(c):
Series 2006-AR2, Class A1, 0.72%, 02/25/36	USD		1,324	$	1,081,796
Series 2006-AR4, Class 3A1, 0.68%, 06/25/36			11,610		9,645,515
Series 2006-AR6, Class 2A1, 0.68%, 07/25/46			13,699		9,877,249
Series 2007-AR4, Class GA4B, 0.67%, 09/25/47			3,411		3,187,508
Toorak Mortgage Corp. Ltd.^(e):
Series 2019-2, Class A1, 3.72%, 09/25/22			12,000		10,889,639
Series 2020-1, Class A1, 2.73%, 03/25/23^(b)			33,000		33,232,831
WaMu Mortgage Pass-Through Certificates Trust^(c):
Series 2007-OA4, Class 1A, 2.64%, 05/25/47			2,218		1,886,916
Series 2007-OA5, Class 1A, 2.62%, 06/25/47			7,908		6,672,562
Series 2007-OA6, Class 1A, 2.68%, 07/25/47			4,279		3,379,009
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust:
Series 2006-8, Class A5, 4.29%, 10/25/36^(e)			1,275		647,248
Series 2006-AR5, Class 1A, 2.85%, 06/25/46^(c)			6,484		4,274,662
Series 2006-AR8, Class 2A, 2.72%, 10/25/46^(c)			6,825		5,399,683
Series 2007-OA1, Class 2A, 2.59%, 12/25/46^(c)			5,775		4,379,072
Series 2007-OA5, Class A1A, 2.71%, 05/25/47^(c)			4,166		3,337,641

					405,508,502

Commercial Mortgage-Backed Securities — 3.7%
245 Park Avenue Trust, Series 2017-245P, Class E, 3.78%, 06/05/37^(b)(c)			9,251		8,478,253
280 Park Avenue Mortgage Trust^(b)(c):
Series 2017-280P, Class A, 1.69%, 09/15/34			975		928,622
Series 2017-280P, Class E, 2.93%, 09/15/34			29,015		26,761,750
AOA Mortgage Trust, Series 2015-1177, Class A, 2.96%, 12/13/29^(b)			1,250		1,248,463
Ashford Hospitality Trust, Series 2018-ASHF, Class D, 2.91%, 04/15/35^(b)(c)			3,467		2,852,553
Atrium Hotel Portfolio Trust^(b)(c):
Series 2017-ATRM, Class D, 2.76%, 12/15/36			11,310		9,129,025
Series 2017-ATRM, Class E, 3.86%, 12/15/36			1,490		1,066,498
Aventura Mall Trust^(b)(c):
Series 2013-AVM, Class A, 3.87%, 12/05/32			2,000		2,024,817
Series 2013-AVM, Class E, 3.87%, 12/05/32			5,635		5,705,143
BAMLL Commercial Mortgage Securities Trust^(b)^(c):
Series 2016-ISQ, Class E, 3.73%, 08/14/34			20,187		16,498,805
Series 2017-SCH, Class CL, 2.31%, 11/15/32			3,225		2,885,859
Series 2017-SCH, Class DL, 2.81%, 11/15/32			3,965		3,469,454
Series 2018-DSNY, Class D, 2.51%, 09/15/34			11,982		9,458,565
BANK, Series 2017-BNK7, Class ASB, 3.27%, 09/15/60			1,300		1,368,937
Barclays Commercial Mortgage Trust, Series 2019-C3, Class C, 4.18%, 05/15/52			3,442		2,616,353


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Bayview Commercial Asset Trust^(b)(c):
Series 2005-2A, Class A1, 0.80%, 08/25/35	USD		4,116	$	3,592,986
Series 2005-3A, Class A1, 0.81%, 11/25/35			954		799,453
Series 2007-1, Class A1, 0.71%, 03/25/37			5,862		5,280,412
Series 2007-3, Class A2, 0.78%, 07/25/37			5,440		4,365,071
Series 2007-4A, Class A1, 0.94%, 09/25/37			1,462		1,118,312
Series 2007-6A, Class A4A, 1.99%, 12/25/37			2,150		1,854,491
Bayview Commercial Mortgage Pass-Through Trust, Series 2006-SP1, Class M3, 1.34%, 04/25/36^(b)(c)			1,499		1,496,587
BBCMS Mortgage Trust^(b)(c):
Series 2018-CHRS, Class E, 4.41%, 08/05/38			1,750		1,158,937
Series 2018-TALL, Class D, 2.26%, 03/15/37			2,000		1,777,518
BBCMS Trust, Series 2015-STP, Class E, 4.43%, 09/10/28^(b)(c)			375		366,306
BB-UBS Trust, Series 2012-SHOW, Class E, 4.16%, 11/05/36^(b)(c)			2,672		2,077,443
Bear Stearns Commercial Mortgage Securities Trust^(c):
Series 2005-PW10, Class B, 5.79%, 12/11/40			4,000		3,999,620
Series 2007-PW18, Class B, 6.69%, 06/11/50^(b)			2,239		2,277,113
Benchmark Mortgage Trust^(c):
Series 2018-B3, Class D, 3.06%, 04/10/51^(b)			1,250		718,399
Series 2018-B7, Class C, 5.02%, 05/15/53			4,770		4,321,849
BWAY Mortgage Trust^(b):
Series 2013-1515, Class D, 3.63%, 03/10/33			3,600		3,349,708
Series 2013-1515, Class E, 3.72%, 03/10/33			2,000		1,787,753
Series 2015-1740, Class E, 4.81%, 01/10/35^(c)			2,000		1,773,333
BX Commercial Mortgage Trust^(b)(c):
Series 2018-IND, Class A, 1.56%, 11/15/35			1,696		1,639,777
Series 2018-IND, Class G, 2.86%, 11/15/35			10,150		9,133,132
Series 2018-IND, Class H, 3.81%, 11/15/35			11,550		10,142,237
Series 2019-XL, Class A, 1.73%, 10/15/36			1,163		1,133,487
Series 2019-XL, Class G, 3.11%, 10/15/36			7,166		6,595,993
Series 2019-XL, Class J, 3.46%, 10/15/36			7,166		6,519,611
BX Trust, Series 2019-ATL, Class A, 1.90%, 10/15/36^(b)(c)			850		772,875
BXP Trust^(b)(c):
Series 2017-CC, Class D, 3.67%, 08/13/37			6,800		6,302,285
Series 2017-CC, Class E, 3.67%, 08/13/37			10,985		7,904,654
CD Mortgage Trust, Series 2016-CD1, Class ASB, 2.62%, 08/10/49			1,155		1,168,321
CFCRE Commercial Mortgage Trust:
Series 2011-C1, Class C, 6.29%, 04/15/44^(b)(c)			3,027		3,072,711
Series 2016-C4, Class C, 5.03%, 05/10/58^(c)			3,330		2,883,675
Series 2016-C7, Class ASB, 3.64%, 12/10/54			1,000		1,059,764
Series 2018-TAN, Class C, 5.29%, 02/15/33^(b)			2,100		1,944,595
CGDBB Commercial Mortgage Trust^(b)(c):
Series 2017-BIOC, Class A, 1.60%, 07/15/32			1,133		1,100,547
Series 2017-BIOC, Class D, 2.41%, 07/15/32			6,596		6,079,823
Series 2017-BIOC, Class E, 2.96%, 07/15/32			4,722		4,099,331
CGMS Commercial Mortgage Trust, Series 2017-B1, Class AAB, 3.24%, 08/15/50			1,125		1,184,887


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Citigroup Commercial Mortgage Trust:
Series 2013-GC11, Class A3, 2.82%, 04/10/46	USD		1,581	$	1,611,567
Series 2014-GC19, Class C, 5.26%, 03/10/47^(c)			2,278		2,091,895
Series 2015-GC27, Class AAB, 2.94%, 02/10/48			1,034		1,056,995
Series 2015-GC27, Class C, 4.57%, 02/10/48^(c)			3,000		2,564,525
Series 2016-C1, Class C, 5.12%, 05/10/49^(c)			2,870		2,726,472
Series 2016-C1, Class D, 5.12%, 05/10/49^(b)^(c)			980		714,300
Series 2016-C2, Class AAB, 2.71%, 08/10/49			930		952,202
Series 2016-GC37, Class C, 5.08%, 04/10/49^(c)			2,640		2,301,495
Series 2016-GC37, Class D, 2.79%, 04/10/49^(b)			3,446		2,110,845
Series 2016-P3, Class C, 5.05%, 04/15/49^(c)			1,271		1,104,420
Series 2016-P5, Class AAB, 2.84%, 10/10/49			1,900		1,955,171
Series 2018-C6, Class C, 5.24%, 11/10/51^(c)			3,976		3,317,115
Commercial Mortgage Trust:
Series 2005-C6, Class F, 5.92%, 06/10/44^(b)^(c)			2,518		2,514,383
Series 2012-LC4, Class A4, 3.29%, 12/10/44			1,355		1,369,115
Series 2013-300P, Class A1, 4.35%, 08/10/30^(b)			960		1,002,237
Series 2013-300P, Class D, 4.54%, 08/10/30^(b)(c)			3,000		2,998,635
Series 2013-CR12, Class A4, 4.05%, 10/10/46			965		1,023,313
Series 2013-CR7, Class ASB, 2.74%, 03/10/46			542		548,229
Series 2013-CR9, Class A4, 4.36%, 07/10/45^(c)			1,550		1,632,107
Series 2013-GAM, Class E, 3.53%, 02/10/28^(b)(c)			5,000		4,823,846
Series 2013-SFS, Class A1, 1.87%, 04/12/35^(b)			328		323,579
Series 2014-CR15, Class ASB, 3.60%, 02/10/47			1,574		1,626,782
Series 2014-CR15, Class C, 4.89%, 02/10/47^(c)			2,050		1,953,281
Series 2014-CR17, Class A5, 3.98%, 05/10/47			1,120		1,194,537
Series 2014-CR18, Class ASB, 3.45%, 07/15/47			1,579		1,614,707
Series 2014-LC15, Class ASB, 3.53%, 04/10/47			1,545		1,587,036
Series 2014-UBS2, Class A5, 3.96%, 03/10/47			1,000		1,058,196
Series 2014-UBS2, Class ASB, 3.47%, 03/10/47			478		489,397
Series 2015-CR23, Class B, 4.18%, 05/10/48^(c)			9,520		9,457,246
Series 2015-CR25, Class C, 4.69%, 08/10/48^(c)			1,024		885,762
Series 2015-CR26, Class A3, 3.36%, 10/10/48			770		809,900
Series 2015-LC19, Class A4, 3.18%, 02/10/48			2,620		2,740,685
Series 2015-LC19, Class C, 4.38%, 02/10/48^(c)			6,513		6,011,526
Series 2015-LC19, Class D, 2.87%, 02/10/48^(b)			2,490		1,669,582


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Series 2015-LC21, Class ASB, 3.42%, 07/10/48	USD		1,045	$	1,081,393
Series 2015-LC21, Class C, 4.49%, 07/10/48^(c)			6,010		5,172,187
Series 2015-PC1, Class ASB, 3.61%, 07/10/50			600		623,045
Series 2016-667M, Class D, 3.28%, 10/10/36^(b)(c)			3,200		2,753,922
Series 2016-CR28, Class A3, 3.50%, 02/10/49			2,415		2,529,625
Series 2016-DC2, Class ASB, 3.55%, 02/10/49			500		523,187
Series 2017-COR2, Class D, 3.00%, 09/10/50^(b)			3,425		2,021,930
Series 2018-HCLV, Class B, 2.21%, 09/15/33^(b)(c)			2,500		2,320,191
CSAIL Commercial Mortgage Trust:
Series 2015-C1, Class A4, 3.51%, 04/15/50			120		127,348
Series 2015-C2, Class ASB, 3.22%, 06/15/57			1,375		1,402,694
Series 2016-C6, Class C, 5.09%, 01/15/49^(c)			3,950		3,428,282
Series 2018-C14, Class D, 5.05%, 11/15/51^(b)(c)			5,030		3,509,969
CSWF, Series 2018-TOP, Class A, 1.81%, 08/15/35^(b)(c)			290		267,431
DBJPM Mortgage Trust, Series 2016-C3, Class D, 3.63%, 08/10/49^(b)(c)			5,845		3,634,704
DBUBS Mortgage Trust^(b)(c):
Series 2017-BRBK, Class E, 3.65%, 10/10/34			10,428		8,739,249
Series 2017-BRBK, Class F, 3.65%, 10/10/34			3,710		2,876,172
Four Times Square Trust Commercial Mortgage Pass-Through Certificates, Series 2006-4TS, Class A, 5.40%, 12/13/28^(b)			1,838		1,864,264
GRACE Mortgage Trust^(b):
Series 2014-GRCE, Class A, 3.37%, 06/10/28			1,500		1,504,529
Series 2014-GRCE, Class F, 3.71%, 06/10/28^(c)			10,256		10,170,797
GS Mortgage Securities Corp. II:
Series 2005-ROCK, Class J, 5.86%, 05/03/32^(b)			1,500		1,251,208
Series 2013-GC10, Class AAB, 2.56%, 02/10/46			1,099		1,106,256
GS Mortgage Securities Corp. Trust^(b):
Series 2012-ALOH, Class A, 3.55%, 04/10/34			863		871,260
Series 2016-RENT, Class C, 4.20%, 02/10/29^(c)			2,550		2,514,970
Series 2017-500K, Class D, 2.11%, 07/15/32^(c)			1,130		1,081,492
Series 2017-500K, Class E, 2.31%, 07/15/32^(c)			1,650		1,572,442
Series 2017-500K, Class F, 2.61%, 07/15/32^(c)			3,000		2,851,275
Series 2017-500K, Class G, 3.31%, 07/15/32^(c)			3,466		3,276,962
Series 2019-SOHO, Class A, 1.71%, 06/15/36^(c)			1,000		954,395
GS Mortgage Securities Trust:
Series 2013-GC12, Class AAB, 2.68%, 06/10/46			1,203		1,213,153
Series 2013-GC16, Class AAB, 3.81%, 11/10/46			1,507		1,559,324


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Series 2014-GC20, Class AAB, 3.66%, 04/10/47	USD		1,656	$	1,708,624
Series 2014-GC22, Class A5, 3.86%, 06/10/47			1,155		1,228,144
Series 2014-GC24, Class AAB, 3.65%, 09/10/47			1,308		1,355,156
Series 2015-GC30, Class A2, 2.73%, 05/10/50			12		12,387
Series 2015-GC32, Class C, 4.57%, 07/10/48^(c)			2,085		1,750,338
Series 2015-GC32, Class D, 3.35%, 07/10/48			2,282		1,155,605
Series 2015-GC34, Class A4, 3.51%, 10/10/48			900		960,492
Series 2015-GS1, Class A3, 3.73%, 11/10/48			1,160		1,256,165
Series 2016-GS3, Class AAB, 2.78%, 10/10/49			2,766		2,836,491
Series 2017-GS7, Class AAB, 3.20%, 08/10/50			490		516,096
Series 2017-GS7, Class D, 3.00%, 08/10/50^(b)			2,749		1,782,875
Series 2017-GS7, Class E, 3.00%, 08/10/50^(b)			1,260		758,156
Harvest Commercial Capital Loan Trust^(b)(c):
Series 2019-1, Class M4, 4.64%, 09/25/46			3,150		2,149,299
Series 2019-1, Class M5, 5.73%, 09/25/46			2,000		1,409,825
JPMBB Commercial Mortgage Securities Trust:
Series 2013-C12, Class A5, 3.66%, 07/15/45			910		946,250
Series 2013-C14, Class ASB, 3.76%, 08/15/46^(c)			1,286		1,321,992
Series 2014-C21, Class A5, 3.77%, 08/15/47			1,335		1,410,120
Series 2014-C25, Class A4A1, 3.41%, 11/15/47			540		566,196
Series 2015-C28, Class ASB, 3.04%, 10/15/48			1,578		1,615,282
Series 2015-C33, Class D1, 4.27%, 12/15/48^(b)(c)			1,898		1,288,940
JPMCC Commercial Mortgage Securities Trust:
Series 2017-JP5, Class C, 4.03%, 03/15/50^(c)			5,137		4,412,112
Series 2017-JP5, Class D, 4.78%, 03/15/50^(b)(c)			7,320		3,833,579
Series 2017-JP6, Class A3, 3.11%, 07/15/50			500		516,948
JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class C, 4.51%, 03/15/50^(c)			1,486		1,228,442
JPMorgan Chase Commercial Mortgage Securities Trust:
Series 2012-C6, Class A3, 3.51%, 05/15/45			1,788		1,827,007
Series 2012-CBX, Class A4, 3.48%, 06/15/45			2,042		2,071,772
Series 2012-HSBC, Class A, 3.09%, 07/05/32^(b)			1,612		1,624,229
Series 2012-HSBC, Class D, 4.67%, 07/05/32^(b)(c)			810		804,969
Series 2013-LC11, Class ASB, 2.55%, 04/15/46			1,341		1,352,141
Series 2014-C20, Class A5, 3.80%, 07/15/47			1,000		1,056,079
Series 2015-JP1, Class D, 4.39%, 01/15/49^(c)			5,750		3,911,804
Series 2015-UES, Class D, 3.74%, 09/05/32^(b)(c)			2,132		2,101,852
Series 2015-UES, Class E, 3.74%, 09/05/32^(b)(c)			3,750		3,665,818
Series 2016-JP2, Class ASB, 2.71%, 08/15/49			2,250		2,298,371


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
Series 2018-WPT, Class FFX, 5.54%, 07/05/33^(b)	USD		2,840	$	2,656,233
Series 2019-OSB, Class E, 3.91%, 06/05/39^(b)(c)			2,800		2,126,852
KNDL Mortgage Trust, Series 2019-KNSQ, Class E, 2.61%, 05/15/36^(b)(c)			12,751		11,734,642
LCCM Mortgage Trust^(b):
Series 2014-909, Class A, 3.39%, 05/15/31			1,545		1,548,615
Series 2014-909, Class E, 4.03%, 05/15/31^(c)			2,500		2,279,683
LSTAR Commercial Mortgage Trust, Series 2017-5, Class C, 4.87%, 03/10/50^(b)(c)			3,375		2,836,041
MAD Mortgage Trust, Series 2017-330M, Class D, 4.11%, 08/15/34^(b)(c)			3,305		3,032,724
Madison Avenue Trust, Series 2013-650M, Class D, 4.17%, 10/12/32^(b)(c)			6,670		6,678,453
Merrill Lynch Mortgage Trust, Series 2005- CIP1, Class D, 6.20%, 07/12/38^(c)			134		135,159
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2013-C10, Class A4, 4.22%, 07/15/46^(c)			1,380		1,452,134
Series 2013-C12, Class A4, 4.26%, 10/15/46^(c)			1,625		1,731,990
Series 2013-C9, Class A4, 3.10%, 05/15/46			1,850		1,894,911
Series 2014-C15, Class A4, 4.05%, 04/15/47			520		550,956
Series 2014-C18, Class A2, 3.19%, 10/15/47			106		105,599
Series 2015-C23, Class D, 4.29%, 07/15/50^(b)(c)			2,800		1,954,427
Series 2015-C25, Class ASB, 3.38%, 10/15/48			1,045		1,086,356
Series 2015-C25, Class D, 3.07%, 10/15/48			3,435		1,987,941
Series 2015-C26, Class D, 3.06%, 10/15/48^(b)			3,232		1,794,261
Series 2017-C33, Class C, 4.56%, 05/15/50^(c)			3,161		2,603,916
Morgan Stanley Capital I Trust:
Series 2006-IQ11, Class C, 6.22%, 10/15/42^(c)			2,670		2,626,342
Series 2014-CPT, Class E, 3.56%, 07/13/29^(b)(c)			950		967,271
Series 2014-CPT, Class F, 3.56%, 07/13/29^(b)^(c)			5,625		5,727,262
Series 2014-CPT, Class G, 3.56%, 07/13/29^(b)(c)			3,392		3,453,666
Series 2014-MP, Class A, 3.47%, 08/11/33^(b)			1,500		1,532,042
Series 2015-MS1, Class D, 4.17%, 05/15/48^(b)(c)			7,725		5,358,223
Series 2017-CLS, Class A, 1.51%, 11/15/34^(b)(c)			2,000		1,932,461
Series 2017-CLS, Class E, 2.76%, 11/15/34^(b)(c)			3,998		3,768,852
Series 2017-CLS, Class F, 3.41%, 11/15/34^(b)^(c)			7,904		7,447,097
Series 2017-H1, Class D, 2.55%, 06/15/50^(b)			7,130		4,099,709
Series 2017-HR2, Class D, 2.73%, 12/15/50			1,570		884,385
Series 2018-H3, Class C, 5.01%, 07/15/51^(c)			2,880		2,368,401
Series 2018-MP, Class E, 4.42%, 07/11/40^(b)^(c)			2,930		2,264,012
Series 2018-SUN, Class F, 3.36%, 07/15/35^(b)(c)			4,040		2,971,834
Series 2019-L2, Class A4, 4.07%, 03/15/52			5,892		6,686,803
Olympic Tower Mortgage Trust, Series 2017- OT, Class E, 4.08%, 05/10/39^(b)(c)			8,300		6,882,231
Prima Capital CRE Securitization Ltd.^(b)(d):
Series 2015-4A, Class C, 4.00%, 08/24/49			3,210		3,297,312
Series 2016-6A, Class C, 4.00%, 08/24/40			16,500		16,495,050


Security		Par (000)		Value

Commercial Mortgage-Backed Securities (continued)
USDC, Series 2018-USDC, Class F, 4.64%, 05/13/38^(b)(c)	USD		2,550	$	1,755,103
Velocity Commercial Capital Loan Trust^(b)(c):
Series 2014-1, Class M6, 8.36%, 09/25/44			3,309		3,011,270
Series 2020-1, Class M2, 2.98%, 02/25/50			3,480		3,065,528
VNDO Mortgage Trust^(b)(c):
Series 2012-6AVE, Class E, 3.45%, 11/15/30			3,000		2,552,232
Series 2013-PENN, Class D, 4.08%, 12/13/29			5,060		4,554,398
Wells Fargo Commercial Mortgage Trust:
Series 2015-NXS3, Class B, 4.69%, 09/15/57^(c)			1,600		1,495,678
Series 2015-NXS4, Class D, 3.83%, 12/15/48^(c)			898		581,727
Series 2015-P2, Class D, 3.24%, 12/15/48^(b)			1,093		697,097
Series 2016-C32, Class ASB, 3.32%, 01/15/59			514		534,273
Series 2016-C37, Class C, 4.64%, 12/15/49^(c)			4,000		3,329,934
Series 2016-LC25, Class C, 4.57%, 12/15/59^(c)			8,320		6,884,962
Series 2016-NXS5, Class B, 5.10%, 01/15/59^(c)			1,875		1,710,293
Series 2016-NXS5, Class D, 5.14%, 01/15/59^(c)			2,750		1,656,300
Series 2016-NXS6, Class C, 4.46%, 11/15/49^(c)			4,783		3,976,881
Series 2017-C39, Class C, 4.12%, 09/15/50			3,268		2,616,060
Series 2017-C39, Class D, 4.50%, 09/15/50^(b)(c)			1,690		1,053,168
Series 2017-C41, Class D, 2.60%, 11/15/50^(b)(c)			787		440,664
Series 2018-BXI, Class E, 2.97%, 12/15/36^(b)^(c)			1,402		1,298,775
Series 2018-C44, Class C, 5.00%, 05/15/51^(c)			2,346		1,933,846
Series 2018-C44, Class D, 3.00%, 05/15/51^(b)			2,150		1,214,661
Series 2018-C45, Class C, 4.73%, 06/15/51			1,158		940,208
WFRBS Commercial Mortgage Trust:
Series 2012-C6, Class A4, 3.44%, 04/15/45			2,347		2,374,756
Series 2013-C12, Class ASB, 2.84%, 03/15/48			1,318		1,334,920
Series 2013-C15, Class A4, 4.15%, 08/15/46^(c)			780		828,896
Series 2014-C20, Class A4, 3.72%, 05/15/47			760		793,370
Series 2014-C20, Class ASB, 3.64%, 05/15/47			1,262		1,299,522
Series 2014-C22, Class C, 3.91%, 09/15/57^(c)			1,300		1,113,433
Series 2014-C24, Class A5, 3.61%, 11/15/47			1,130		1,190,072
Series 2014-C25, Class A5, 3.63%, 11/15/47			1,400		1,465,054
Series 2014-LC14, Class A4, 3.77%, 03/15/47			605		628,150

					592,009,465

Interest Only Commercial Mortgage-Backed Securities — 0.1%^(c)
BBCMS Trust^(b):
Series 2015-SRCH, Class XA, 1.12%, 08/10/35			78,000		4,075,500
Series 2015-SRCH, Class XB, 0.30%, 08/10/35			35,000		472,150
CFCRE Commercial Mortgage Trust, Series 2016-C6, Class XA, 1.28%, 11/10/49			63,456		3,554,481


Security		Par (000)		Value

Interest Only Commercial Mortgage-Backed Securities (continued)
Commercial Mortgage Trust:
Series 2014-UBS5, Class XB2, 0.84%, 09/10/47^(b)	USD		12,675	$	393,432
Series 2015-CR25, Class XA, 0.99%, 08/10/48			13,227		454,882
GS Mortgage Securities Trust, Series 2014-GC20, Class XA, 1.22%, 04/10/47			755		20,030
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA, 0.99%, 09/15/47			6,923		202,934
JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC, 0.75%, 12/15/49^(b)			40,477		1,601,768
LSTAR Commercial Mortgage Trust, Series 2017-5, Class X, 1.15%, 03/10/50^(b)			42,870		1,539,253
Morgan Stanley Bank of America Merrill Lynch Trust:
Series 2014-C15, Class XB, 0.51%, 04/15/47^(b)			80,982		1,036,748
Series 2015-C26, Class XD, 1.49%, 10/15/48^(b)			12,675		819,439
Series 2016-C32, Class XA, 0.86%, 12/15/49			31,881		1,143,467
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD, 1.76%, 03/15/49^(b)			13,600		1,106,224
Natixis Commercial Mortgage Securities Trust^(b):
Series 2017-75B, Class XA, 0.34%, 04/10/37			40,610		610,214
Series 2017-75B, Class XB, 0.11%, 04/10/37			27,000		104,109
VNDO Mortgage Trust, Series 2013-PENN, Class XA, 0.27%, 12/13/29^(b)			121,745		93,744
Wells Fargo Commercial Mortgage Trust:
Series 2016-BNK1, Class XD, 1.40%, 08/15/49^(b)			11,784		750,170
Series 2016-LC25, Class XA, 1.13%, 12/15/59			22,390		918,250
WFRBS Commercial Mortgage Trust:
Series 2014-C20, Class XB, 0.73%, 05/15/47			57,079		1,251,868
Series 2014-LC14, Class XA, 1.38%, 03/15/47			47,189		1,612,374

					21,761,037


Total Non-Agency Mortgage-Backed Securities — 6.4% (Cost: $1,101,345,079)					1,019,279,004


Preferred Securities — 3.0%

Capital Trusts — 2.1%

Banks — 1.0%^(j)(k)
Bank of America Corp.:
Series X, 6.25%			20,485		21,349,467
Series Z, 6.50%			7,382		7,861,830
Series AA, 6.10%			11,538		12,214,127
Citigroup, Inc., Series V, 4.70%			17,710		15,407,700
Fifth Third Bancorp, Series J, 4.58%			11,800		9,853,000
HSBC Holdings plc, 6.37%			2,000		1,947,500
JPMorgan Chase & Co.:
Series V, 4.75%			2,250		1,963,125
Series FF, 5.00%			10,555		9,816,150
Series X, 6.10%			2,015		2,065,375
Series HH, 4.60%			25,816		23,156,952
Lloyds Banking Group plc, 6.66%^(b)			3,000		3,300,000
M&T Bank Corp., Series F, 5.13%			14,800		14,923,284
Postal Savings Bank of China Co. Ltd., 4.50%			1,439		1,446,195
Wells Fargo & Co.:
Series S, 5.90%			31,125		31,591,875


Security		Par (000)		Value

Banks (continued)
Series U, 5.87%	USD		3,330	$	3,554,775

					160,451,355

Capital Markets — 0.5%^(j)
Bank of New York Mellon Corp. (The), Series F, 4.62%^(k)			10,850		10,578,750
Charles Schwab Corp. (The), Series G, 5.38%^(k)			1,615		1,653,356
Goldman Sachs Group, Inc. (The), Series M, 5.38%^(k)			12,395		11,540,613
Morgan Stanley, Series H, 4.83%^(k)			4,057		3,651,300
Northern Trust Corp., Series D, 4.60%^(k)			20,575		19,546,250
State Street Corp., 1.74%, 06/15/47			36,000		28,800,000

					75,770,269

Consumer Finance — 0.4%^(j)(k)
Capital One Financial Corp., Series E, 5.55%			30,363		25,353,105
Discover Financial Services, Series C, 5.50%			10,775		9,109,939
General Motors Financial Co., Inc., Series A, 5.75%			17,997		14,313,104

					48,776,148

Diversified Financial Services — 0.1%
Voya Financial, Inc., Series A, 6.13%^(j)(k)			16,815		16,646,850


Entertainment — 0.0%
NBCUniversal Enterprise, Inc., 5.25%^(b)(k)			146		148,015


Insurance — 0.0%
Progressive Corp. (The), Series B, 5.38%^(j)(k)			9,110		8,830,505


Oil, Gas & Consumable Fuels — 0.1%^(j)(k)
Energy Transfer Operating LP:
Series B, 6.63%			6,875		4,924,631
Series G, 7.13%			16,000		12,510,400
EnLink Midstream Partners LP, Series C, 6.00%			9,499		2,564,730
MPLX LP, Series B, 6.87%			170		122,233
Plains All American Pipeline LP, Series B, 6.13%			3,545		2,376,320

					22,498,314


Total Capital Trusts — 2.1% (Cost: $366,294,445)					333,121,456


		Shares

Preferred Stocks — 0.8%

Banks — 0.2%^(k)
KeyCorp, Series E, 6.13%^(j)			375,000		10,657,500
Truist Bank, 9.00%^(b)(d)			15		1,496,250
US Bancorp, Series F, 6.50%^(j)			442,000		11,938,420

					24,092,170

Capital Markets — 0.2%
Morgan Stanley, Series K, 5.85%^(j)(k)			820,000		21,631,600


Consumer Finance — 0.0%
SLM Corp., Series B, 2.44%^(j)(k)			136,000		5,573,280


Diversified Telecommunication Services — 0.0%
Telefonica Brasil SA (Preference)			208,431		1,765,065


Electric Utilities — 0.0%
Entergy Arkansas LLC:
4.90%			102,000		2,575,500
4.88%			93,168		2,375,784
Entergy Louisiana LLC, 4.88%			32,274		829,765
Entergy Mississippi LLC, 4.90%			94,932		2,457,789
Entergy Texas, Inc., 5.63%			146,739		3,847,497

					12,086,335


Security	Shares		Value

Equity Real Estate Investment Trusts (REITs) — 0.0%
Firstar Realty LLC, 8.88%^(b)(k)		5,000	$	5,450,000


Insurance — 0.1%
Allstate Corp. (The), Series H, 5.10%^(k)		735,000		18,816,000


Oil, Gas & Consumable Fuels — 0.1%
Energy Transfer Operating LP, Series E, 7.60%^(j)(k)		625,000		13,218,750


Technology Hardware, Storage & Peripherals — 0.2%
Samsung Electronics Co. Ltd. (Preference)		622,764		21,588,499


Total Preferred Stocks — 0.8% (Cost: $125,844,328)				124,221,699


Trust Preferreds — 0.1%

Commercial Services & Supplies — 0.1%
ILFC E-Capital Trust I, 3.33%, 12/21/65^(b)(j)		16,872,000		8,098,560


Consumer Finance — 0.0%
ILFC E-Capital Trust II, 3.57%, 12/21/65^(b)(j)		11,944,000		5,942,140


Total Trust Preferreds — 0.1% (Cost: $27,894,929)				14,040,700


Total Preferred Securities — 3.0% (Cost: $520,033,702)				471,383,855


Rights — 0.0%

Pharmaceuticals — 0.0%^(g)
Bristol-Myers Squibb Co., CVR		6,087		27,452


Total Rights — 0.0% (Cost: $12,965)				27,452


	Par (000)

U.S. Government Sponsored Agency Securities — 0.5%

Collateralized Mortgage Obligations — 0.1%
Federal Home Loan Mortgage Corp., Series 4777, Class CB, 3.50%, 10/15/45		2,492		2,586,346
Federal National Mortgage Association:
Series 2013-133, Class NA, 3.00%, 05/25/36		398		415,439
Series 2016-49, Class DA, 3.50%, 10/25/42		620		660,573
Series 2016-76, Class ME, 3.00%, 01/25/46		3,882		4,095,055
Series 2018-21, Class CA, 3.50%, 04/25/45		1,441		1,489,176
Government National Mortgage Association, Series 2013-131, Class PA, 3.50%, 06/16/42		1,737		1,837,549

				11,084,138

Commercial Mortgage-Backed Securities — 0.0%
Federal Home Loan Mortgage Corp., Series KJ05, Class A2, 2.16%, 10/25/21		761		775,307
Federal Home Loan Mortgage Corp. Variable Rate Notes^(c):
Series 2017-SB41, Class A7F, 2.69%, 09/25/24		1,498		1,546,323
Series 2018-K732, Class B, 4.19%, 05/25/25^(b)		1,500		1,528,196
Series 2018-SB52, Class A5F, 3.25%, 05/25/23		766		802,712

				4,652,538


Security		Par (000)		Value

Interest Only Commercial Mortgage-Backed Securities — 0.0%^(c)
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes: Series K055, Class X1, 1.50%, 03/25/26	USD		22,318	$	1,518,491
Series K714, Class X1, 0.89%, 10/25/20			41,516		15,386
Government National Mortgage Association Variable Rate Notes, Series 2017-44, 0.70%, 04/17/51			27,483		1,377,271

					2,911,148

Mortgage-Backed Securities — 0.4%
Federal Home Loan Mortgage Corp.:
3.50%, 07/01/32			2,112		2,278,713
4.00%, 07/01/26-03/01/34			685		739,787
4.50%, 07/01/47-03/01/49			2,007		2,263,801
Federal Home Loan Mortgage Corp. Variable Rate Notes, (LIBOR USD 12 Month + 1.63%), 2.93%, 11/01/45^(a)			1,492		1,531,471
Uniform Mortgage-Backed Securities:
2.50%, 04/01/28-04/01/33			11,656		12,271,751
3.00%, 09/01/28-09/01/32			3,637		3,851,768
3.50%, 06/01/32-04/01/34			3,358		3,604,510
4.00%, 05/01/27-03/01/34			12,165		12,896,888
4.50%, 04/01/24-07/01/49			21,384		23,578,742

					63,017,431


Total U.S. Government Sponsored Agency Securities — 0.5% (Cost: $79,528,010)					81,665,255


U.S. Treasury Obligations — 0.0%
U.S. Treasury Inflation Linked Notes:
0.13%, 10/15/24			4,467		4,569,285
0.25%, 07/15/29			2,311		2,466,242


Total U.S. Treasury Obligations — 0.0% (Cost: $6,896,564)					7,035,527


		Shares

Warrants — 0.0%

Road & Rail — 0.0%
BTS Group Holdings PCL (Issued/exercisable 02/17/20, 1 shares for 1 warrant, Expires 02/16/21, Strike Price THB 14.00)^(g)			17,650		535


Total Warrants — 0.0%					535


Total Long-Term Investments — 96.1% (Cost: $15,818,884,797)					15,267,538,649


		Par (000)

Short-Term Securities — 6.8%

Foreign Government Obligations — 0.0%

Egypt — 0.0%
Arab Republic of Egypt Treasury Bills, 18.50%, 05/26/20^(q)	EGP		81,725		5,150,024


Total Foreign Government Obligations — 0.0% (Cost: $4,902,448)					5,150,024


Security	Shares		Value

Money Market Funds — 6.8%^(r)
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.12%^*		1,070,545,048	$	1,070,545,048
JPMorgan U.S. Treasury Plus Money Market Fund, Agency Class, 0.11%		7,935,241		7,935,241
SL Liquidity Series, LLC, Money Market Series, 0.79%^(s)*		1,807,244		1,808,509


Total Money Market Funds — 6.8% (Cost: $1,080,287,947)				1,080,288,798


Total Short-Term Securities — 6.8% (Cost: $1,085,190,395)				1,085,438,822


Total Options Purchased — 0.0% (Cost: $136,645)				125,280


Total Investments Before Options Written — 102.9% (Cost: $16,904,211,837)				16,353,102,751


Total Options Written — (0.0)% (Premium Received — $69,521)				(66,120	)


Total Investments Net of Options Written — 102.9% (Cost: $16,904,142,316)				16,353,036,631

Liabilities in Excess of Other Assets — (2.9)%				(465,867,624	)


Net Assets — 100.0%			$	15,887,169,007

^(a)	Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.

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 rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

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 Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for 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.

Certain investments of the Fund were fair valued using net asset value (“NAV”) per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

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

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:

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.


Affiliated Issuer	Shares Held at 07/31/19	Shares Purchased	Shares Sold	Shares Held at 04/30/20		Value at 04/30/20		Income			Net Realized Gain (Loss)	^(a)		Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class^(b)	783,040,104	287,504,944	—	1,070,545,048	$	1,070,545,048	$	8,008,342		$	871		$	—
SL Liquidity Series, LLC, Money Market Series^(b)	184,750,442	—	(182,943,198)	1,807,244		1,808,509		571,783	^(c)		18,592			(34,967)
iShares iBoxx $ High Yield Corporate Bond ETF^(d)	8,123,339	—	(8,123,339)	—		—		17,094,478			26,622,789			(19,245,699)
iShares iBoxx $ Investment Grade Corporate Bond ETF^(d)	—	1,970,946	(1,970,946)	—		—		3,133,589			6,672,897			—
iShares MBS ETF	—	9,399,128	(2,597,706)	6,801,422		755,637,984		7,415,406			971,551			20,536,051
iShares Short-Term Corporate Bond ETF	4,485,005	1,587,302	(4,485,005)	1,587,302		85,190,499		1,221,975			4,383,776			(4,313,980)

					$	1,913,182,040	$	37,445,573		$	38,670,476		$	(3,058,595)


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
S&P 500 E-Mini Index		761		06/19/20	$	110,436	$	4,280,919
U.S. Treasury 10 Year Note		1,332		06/19/20		185,231		4,137,239
U.S. Treasury Long Bond		3,404		06/19/20		616,230		46,854,230
U.S. Treasury Ultra Bond		1,115		06/19/20		250,631		(2,178,388)
U.S. Treasury 2 Year Note		208		06/30/20		45,849		32,831

								53,126,831

Short Contracts
Euro-Schatz		8		06/08/20		984		856
EUR Currency		2,269		06/15/20		310,910		9,125,187
GBP Currency		2,588		06/15/20		203,837		5,297,318
JPY Currency		502		06/15/20		58,565		1,686,262
EURO STOXX 50 Index		7,574		06/19/20		239,620		(2,935,409)
MSCI Emerging Markets E-Mini Index		6,401		06/19/20		289,933		(23,019,175)
U.S. Treasury 10 Year Ultra Note		7		06/19/20		1,099		(18,678)
U.S. Treasury 5 Year Note		4,002		06/30/20		502,188		(314,556)

								(10,178,195)

							$	42,948,636


Currency Purchased		Currency Sold		Counterparty	Settlement Date	Unrealized Appreciation (Depreciation)
EUR	2,702,000	USD	2,934,502	Morgan Stanley & Co. International plc	05/05/20	$	26,535
USD	2,985,183	EUR	2,702,000	UBS AG	05/05/20		24,146
EUR	780,000	USD	841,340	Bank of America NA	05/15/20		13,595
EUR	2,070,000	USD	2,249,740	Bank of New York	05/15/20		19,126
EUR	1,280,000	USD	1,387,509	Barclays Bank plc	05/15/20		15,461
EUR	960,000	USD	1,041,360	Deutsche Bank AG	05/15/20		10,868
EUR	1,990,000	USD	2,158,270	HSBC Bank plc	05/15/20		22,910
GBP	310,000	USD	383,259	Bank of America NA	05/15/20		7,200
USD	3,815,074	TRY	24,550,000	HSBC Bank plc	06/11/20		333,699
HKD	12,768,270	USD	1,644,230	Bank of America NA	06/16/20		1,745
USD	3,051,389	EUR	2,719,814	Bank of America NA	06/16/20		68,241
USD	1,020,285	HKD	7,914,570	UBS AG	06/16/20		7
EUR	6,432,200	USD	7,034,364	HSBC Bank plc	06/17/20		20,765
USD	6,176,041	EUR	5,553,000	Morgan Stanley & Co. International plc	06/17/20		85,259

							649,557

USD	205,671	CHF	200,000	UBS AG	05/15/20		(1,590)
USD	281,271,011	EUR	257,560,000	Bank of America NA	05/15/20		(1,032,891)
USD	75,852	EUR	70,000	Citibank NA	05/15/20		(872)
USD	3,207,543	EUR	2,940,000	Deutsche Bank AG	05/15/20		(14,904)
USD	2,659,062	EUR	2,460,000	JPMorgan Chase Bank NA	05/15/20		(37,270)
USD	1,723,707	EUR	1,590,000	Morgan Stanley & Co. International plc	05/15/20		(19,045)
USD	3,720,218	EUR	3,420,000	Natwest Markets plc	05/15/20		(28,343)
USD	1,055,525	EUR	970,000	UBS AG	05/15/20		(7,664)
USD	74,095	GBP	60,000	Bank of America NA	05/15/20		(1,478)
USD	31,199,816	GBP	24,970,000	Deutsche Bank AG	05/15/20		(250,964)
USD	387,536	GBP	310,000	HSBC Bank plc	05/15/20		(2,923)
USD	434,403	GBP	350,000	JPMorgan Chase Bank NA	05/15/20		(6,437)
USD	432,038	GBP	350,000	UBS AG	05/15/20		(8,802)
USD	2,936,236	EUR	2,702,000	Morgan Stanley & Co. International plc	06/03/20		(26,507)
USD	9,790,831	HKD	76,083,078	Bank of America NA	06/16/20		(17,145)
USD	6,897,667	EUR	6,318,000	State Street Bank and Trust Co.	06/17/20		(32,202)

							(1,489,037)

Net Unrealized Depreciation						$	(839,480)


Description	Number of Contracts		Expiration Date		Exercise Price		Notional Amount (000)		Value
Call
S&P 500 Index		42		09/18/20	USD	3,500.00	USD	12,232	$	(34,440)
S&P 500 Index		24		12/18/20	USD	3,600.00	USD	6,990		(31,680)

									$	(66,120)


Reference Obligation/Index	Financing Rate Paid by the Fund			Payment Frequency		Termination Date	Notional Amount (000)		Value	Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
CDX.NA.HY.34.V1		5.00	%		Quarterly	06/20/25	USD	506,560	$23,432,300	$	23,316,042	$	116,258


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	$	(69,315)	$	(3,347)	$	(65,968)
Standard Chartered Bank		1.00		Quarterly	Morgan Stanley & Co. International plc	12/20/20	EUR	840		(5,882)		2,435		(8,317)
Altice Finco SA		5.00		Quarterly	Credit Suisse International	12/20/24	EUR	980		(60,587)		(124,428)		63,841
Altice Finco SA		5.00		Quarterly	Credit Suisse International	12/20/24	EUR	750		(46,367)		(78,439)		32,072
SES SA		1.00	%	Quarterly	Credit Suisse International	06/20/25	EUR	491		8,672		12,083		(3,411)
SES SA		1.00		Quarterly	Credit Suisse International	06/20/25	EUR	469		8,290		12,722		(4,432)

									$	(165,189)	$	(178,974)	$	13,785


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)
Casino Guichard Perrachon SA	1.00	%	Quarterly	Barclays Bank plc	06/20/23	NR		EUR	455		$	(66,778)	$	(37,471)	$	(29,307)
Casino Guichard Perrachon SA	1.00		Quarterly	Barclays Bank plc	06/20/23	NR		EUR	100			(14,677)		(8,415)		(6,262)
Casino Guichard Perrachon SA	1.00		Quarterly	Barclays Bank plc	06/20/23	NR		EUR	215			(31,562)		(18,288)		(13,274)
Casino Guichard Perrachon SA	1.00		Quarterly	Citibank NA	06/20/23	NR		EUR	13			(1,885)		(1,219)		(666)
Casino Guichard Perrachon SA	1.00		Quarterly	Citibank NA	06/20/23	NR		EUR	91			(13,301)		(8,290)		(5,011)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank NA	06/20/23	NR		EUR	91			(13,314)		(8,298)		(5,016)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank NA	06/20/23	NR		EUR	54			(7,988)		(4,660)		(3,328)
Casino Guichard Perrachon SA	1.00		Quarterly	JPMorgan Chase Bank NA	06/20/23	NR		EUR	36			(5,326)		(3,107)		(2,219)
Altice Luxembourg SA	5.00		Quarterly	Citibank NA	12/20/24	NR		EUR	190			85		20,659		(20,574)
Garfunkelux Holdco 2 SA	5.00		Quarterly	Credit Suisse International	12/20/24	B-		EUR	390			(106,344)		22,407		(128,751)
Garfunkelux Holdco 2 SA	5.00		Quarterly	Credit Suisse International	12/20/24	B-		EUR	250			(68,169)		(3,108)		(65,061)
Garfunkelux Holdco 2 SA	5.00		Quarterly	Credit Suisse International	12/20/24	B-		EUR	220			(59,989)		7,250		(67,239)
Garfunkelux Holdco 2 SA	5.00		Quarterly	Credit Suisse International	12/20/24	B-		EUR	710			(193,600)		—		(193,600)
Intrum AB	5.00		Quarterly	Credit Suisse International	12/20/24	BB		EUR	480			(101,044)		14,898		(115,942)
Tesco plc	1.00		Quarterly	Barclays Bank plc	12/20/25	BBB-		EUR	300			(869)		(7,235)		6,366
Tesco plc	1.00		Quarterly	Morgan Stanley & Co. International plc Credit Suisse	12/20/28	BBB-		EUR	1,420			(66,408)		(124,949)		58,541
CMBX.NA.9.A	2.00		Monthly	International	09/17/58	A		USD	3,750			(376,446)		(109,830)		(266,616)
				Morgan Stanley & Co.
CMBX.NA.9.BBB-	3.00		Monthly	International plc	09/17/58	BBB-		USD	3,750			(1,027,355)		(367,279)		(660,076)

											$	(2,154,970)	$	(636,935)	$	(1,518,035)


Currency

CHF		Swiss Franc

CNY		Chinese Yuan

EGP		Egyptian Pound

EUR		Euro

GBP		British Pound

HKD		Hong Kong Dollar

JPY		Japanese Yen

THB		Thai Baht

TRY		Turkish Lira

USD		United States Dollar

Portfolio Abbreviations

ADR		American Depositary Receipts

CDI		Crest Depository Interests

CLO		Collateralized Loan Obligation

CSMC		Credit Suisse Mortgage Capital

CVR		Contingent Value Rights

DAC		Designated Activity Company

ETF		Exchange-Traded Fund

EURIBOR		Euro Interbank Offered Rate

GDR		Global Depositary Receipts

LIBOR		London Interbank Offered Rate

MSCI		Morgan Stanley Capital International

NVDR		Non-Voting Depository Receipts

OTC		Over-the-counter

PCL		Public Company Limited

PIK		Payment-In-Kind

PJSC		Public Joint Stock Company

REIT		Real Estate Investment Trust

S&P		Standard & Poor’s

SOFR		Secured Overnight Financing Rate


	Level 1		Level 2		Level 3		Total
Assets:
Investments:
Long-Term Investments:
Asset-Backed Securities	$	—	$	1,776,096,034	$	17,458,890	$	1,793,554,924
Common Stocks:
Aerospace & Defense		23,086,655		14,251,293		—		37,337,948
Air Freight & Logistics		2,521,389		9,724,356		—		12,245,745
Airlines		4,187,321		14,270		—		4,201,591
Auto Components		835,033		616,321		—		1,451,354
Automobiles		562,878		16,708,420		—		17,271,298
Banks		37,219,806		118,345,640		—		155,565,446
Beverages		40,631,510		17,957,201		—		58,588,711
Biotechnology		26,986,316		4,934,764		—		31,921,080
Building Products		6,480,585		3,762,525		—		10,243,110
Capital Markets		7,079,457		255,969		—		7,335,426
Chemicals		4,743,095		14,824,691		—		19,567,786
Commercial Services & Supplies		1,053,475		5,897,125		195,104		7,145,704
Communications Equipment		11,835,096		514,741		—		12,349,837
Construction & Engineering		185,157		18,798,101		—		18,983,258
Construction Materials		353,148		9,143,865		—		9,497,013
Consumer Finance		1,290,256		8,128,059		—		9,418,315
Containers & Packaging		8,405,682		13,550,020		—		21,955,702
Distributors		7,176,614		78,199		—		7,254,813
Diversified Consumer Services		977,976		88,280		—		1,066,256
Diversified Financial Services		3,985,709		189,366		—		4,175,075
Diversified Telecommunication Services		27,097,350		25,919,413		—		53,016,763
Electric Utilities		6,582,943		31,324,931		—		37,907,874
Electrical Equipment		1,249,419		10,807,608		—		12,057,027
Electronic Equipment, Instruments & Components		1,360,359		18,254,579		—		19,614,938
Energy Equipment & Services		568,639		634		—		569,273
Entertainment		9,537,028		1,397,541		—		10,934,569
Equity Real Estate Investment Trusts (REITs)		282,453,473		165,931,104		—		448,384,577
Food & Staples Retailing		22,674,355		13,131,328		—		35,805,683


	Asset- Backed Securities		Common Stocks		Corporate Bonds		Floating Rate Loan Interests		Non-Agency Mortgage- Backed Securities		Preferred Securities		Unfunded Floating Rate Loan Interests		Total
Investments:
Assets:
Opening balance, as of July 31, 2019	$	44,384,839	$	132,671	$	688,350	$	151,953,207	$	38,593,120	$	1,608,971	$	—	$	237,361,158
Transfers into level 3		1,058,767		65,790		—		105,600,040		—		—		—		106,724,597
Transfers out of level 3		(25,098,090)		—		(688,350)		(23,550,723)		(19,000,000)		—		—		(68,337,163)
Accrued discounts/premiums		6,618		—		—		73,469		—		—		—		80,087
Net realized gain (loss)		4,322		1,029		—		(1,254,897)		—		—		—		(1,249,546)
Net change in unrealized appreciation (depreciation)^(a)		(2,207,788)		66,573		—		(10,734,208)		199,242		(112,721)		59,139		(12,729,763)
Purchases		1,250,001		58,992		—		76,895,518		—		—		—		78,204,511
Sales		(1,939,779)		(67,126)		—		(138,468,786)		—		—		—		(140,475,691)

Closing balance, as of April 30, 2020	$	17,458,890	$	257,929	$	—	$	160,513,620	$	19,792,362	$	1,496,250	$	59,139	$	199,578,190

Net change in unrealized appreciation (depreciation) on investments still held at April 30, 2020^(a)	$	(2,207,788)	$	66,573	$	—	$	(10,664,379)	$	199,242	$	(112,721)	$	59,139	$	(12,659,934)