The Markets in Review

Dear Shareholder,

The 12-month reporting period as of August 31, 2022 saw the emergence of significant challenges that disrupted the economic recovery and strong financial markets of 2021. The U.S. economy shrank in the first half of 2022, ending the run of robust growth that followed the reopening of global economies and the development of COVID-19 vaccines. Changes in consumer spending patterns and a tight labor market led to elevated inflation, which reached a 40-year high. Moreover, while the foremost effect of Russia’s invasion of Ukraine has been a severe humanitarian crisis, the ongoing war continued to present challenges for both investors and policymakers.

Equity prices fell as interest rates rose, particularly weighing on relatively high-valuation growth stocks and economically sensitive small-capitalization stocks. While both large- and small-capitalization U.S. stocks fell, declines for small-capitalization U.S. stocks were steeper. Both emerging market stocks and international equities from developed markets fell significantly, pressured by rising interest rates and a strengthening U.S. dollar.

The 10-year U.S. Treasury yield (which is inversely related to bond prices) rose notably during the reporting period as investors reacted to higher inflation and attempted to anticipate its impact on future interest rate changes. The corporate bond market also faced inflationary headwinds, and increasing uncertainty led to higher corporate bond spreads (the difference in yield between U.S. Treasuries and similarly-dated corporate bonds).

The U.S. Federal Reserve (the “Fed”), acknowledging that inflation is growing faster than expected, raised interest rates four times while indicating that additional rate hikes were likely. Furthermore, the Fed wound down its bond-buying programs and began to reduce its balance sheet. As investors attempted to assess the Fed’s future trajectory, the Fed’s statements late in the reporting period led markets to believe that additional tightening is likely in the near term.

The horrific war in Ukraine has significantly clouded the outlook for the global economy, leading to major volatility in energy and metals markets. Sanctions on Russia, Europe’s top energy supplier, and general wartime disruption have magnified supply problems for key commodities. We believe elevated energy prices will continue to exacerbate inflationary pressure while also constraining economic growth. Combating inflation without stifling a recovery, while buffering against ongoing supply and price shocks, will be an especially challenging environment for setting effective monetary policy. Despite the likelihood of more rate increases on the horizon, we believe the Fed will ultimately err on the side of protecting employment, even at the expense of higher inflation. In the meantime, however, we are likely to see a period of slowing growth paired with relatively high inflation.

In this environment, while we favor an overweight to equities in the long-term, the market’s concerns over excessive rate hikes from central banks moderate our outlook. Furthermore, the energy shock and a deteriorating economic backdrop in China and Europe are likely to challenge corporate earnings, so we are underweight equities overall in the near term. We take the opposite view on credit, where higher spreads provide near-term opportunities, while the likelihood of higher inflation leads us to take an underweight stance on credit in the long term. We believe that investment-grade corporates, U.K. gilts, local-currency emerging market debt, and inflation-protected bonds (particularly in Europe) offer strong opportunities for a six- to twelve-month horizon.

Overall, our view is that investors need to think globally, extend their scope across a broad array of asset classes, and be nimble as market conditions change. We encourage you to talk with your financial advisor and visit iShares.com for further insight about investing in today’s markets.

LOGO

Rob Kapito

President, BlackRock, Inc.

LOGO

Rob Kapito

President, BlackRock, Inc.


Total Returns as of August 31, 2022

	6-Month			12-Month
U.S. large cap equities (S&P 500^® Index)		(8.84	)%		(11.23	)%

U.S. small cap equities (Russell 2000^® Index)		(9.31	)		(17.88	)

International equities (MSCI Europe, Australasia, Far East Index)		(13.97	)		(19.80	)

Emerging market equities (MSCI Emerging Markets Index)		(13.30	)		(21.80	)

3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)		0.36			0.39

U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)		(9.71	)		(13.27	)

U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)		(7.76	)		(11.52	)

Tax-exempt municipal bonds (Bloomberg Municipal Bond Index)		(5.72	)		(8.63	)

U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)		(7.78	)		(10.61	)

Past performance is not an indication of future results. Index performance is shown for illustrative purposes only. You cannot invest directly in an index.

The iShares Core U.S. Aggregate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of the total U.S. investment-grade bond market, as represented by the Bloomberg U.S. Aggregate Bond Index (the “Index”). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

Past performance is not an indication of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” for more information.

Past performance is not an indication of future results. Financial markets have experienced extreme volatility and trading in many instruments has been disrupted. These circumstances may continue for an extended period of time and may continue to affect adversely the value and liquidity of the Fund’s investments. As a result, current performance may be lower or higher than the performance data quoted. Performance data current to the most recent month-end is available at iShares.com. Performance results assume reinvestment of all dividends and capital gain distributions and do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. The investment return and principal value of shares will vary with changes in market conditions. Shares may be worth more or less than their original cost when they are redeemed or sold in the market. Performance for certain funds may reflect a waiver of a portion of investment advisory fees. Without such a waiver, performance would have been lower.

Net asset value or “NAV” is the value of one share of a fund as calculated in accordance with the standard formula for valuing mutual fund shares. Beginning August 10, 2020, the price used to calculate market return (“Market Price”) is the closing price. Prior to August 10, 2020, Market Price was determined using the midpoint between the highest bid and the lowest ask on the primary stock exchange on which shares of a fund are listed for trading, as of the time that such fund’s NAV is calculated. Market and NAV returns assume that dividends and capital gain distributions have been reinvested at Market Price and NAV, respectively.

An index is a statistical composite that tracks a specified financial market or sector. Unlike a fund, an index does not actually hold a portfolio of securities and therefore does not incur the expenses incurred by a fund. These expenses negatively impact fund performance. Also, market returns do not include brokerage commissions that may be payable on secondary market transactions. If brokerage commissions were included, market returns would be lower.

Shareholders of the Fund may incur the following charges: (1) transactional expenses, including brokerage commissions on purchases and sales of fund shares and (2) ongoing expenses, including management fees and other fund expenses. The expense example shown (which is based on a hypothetical investment of $1,000 invested at the beginning of the period and held through the end of the period) is intended to assist shareholders both in calculating expenses based on an investment in the Fund and in comparing these expenses with similar costs of investing in other funds.

The expense example provides information about actual account values and actual expenses. Annualized expense ratios reflect contractual and voluntary fee waivers, if any. In order to estimate the expenses a shareholder paid during the period covered by this report, shareholders can divide their account value by $1,000 and then multiply the result by the number under the heading entitled “Expenses Paid During the Period.”

The expense example also provides information about hypothetical account values and hypothetical expenses based on a fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses. In order to assist shareholders in comparing the ongoing expenses of investing in the Fund and other funds, compare the 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

The expenses shown in the expense example are intended to highlight shareholders’ ongoing costs only and do not reflect any transactional expenses, such as brokerage commissions and other fees paid on purchases and sales of fund shares. Therefore, the hypothetical example is useful in comparing ongoing expenses only and will not help shareholders determine the relative total expenses of owning different funds. If these transactional expenses were included, shareholder expenses would have been higher.


Security	Par (000)		Value

Asset-Backed Securities
American Express Credit Account Master Trust
3.75%, 08/16/27	$	9,330	$	9,286,006
Class A, 0.90%, 11/15/26		70,000		65,639,751
AmeriCredit Automobile Receivables Trust Series 2021-1, Class B, 0.68%, 10/19/26 (Call 11/18/23)		11,050		10,587,449
BA Credit Card Trust
Series 2020-A1, Class A1, 0.34%, 05/15/26		9,450		9,009,254
Series 2021-A1, Class A1, 0.44%, 09/15/26		23,870		22,571,726
BMW Vehicle Lease Trust
1.23%, 05/27/25 (Call 04/25/24)		6,500		6,205,185
Series 2022-1, Class A3, 1.10%, 03/25/25 (Call 03/25/24)		16,740		16,197,816
Capital One Multi-Asset Execution Trust
Class A2, 1.39%, 07/15/30		11,000		9,511,454
Series 2021-A1, Class A1, 0.55%, 07/15/26		20,000		18,811,140
CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 (Call 10/15/24)		7,490		7,167,319
Carmax Auto Owner Trust 2021-1 Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 03/15/24)		7,025		6,841,737
Discover Card Execution Note Trust
3.56%, 07/15/27		18,000		17,831,376
Series 2022-A1, Class A1, 1.96%, 02/15/27		6,900		6,582,572
Exeter Automobile Receivables Trust Series 2021-2, Class D, 1.40%, 04/15/27 (Call 06/15/24)		3,261		3,036,608
GM Financial Automobile Leasing Trust Series 2020-2, Class A4, 1.01%, 07/22/24 (Call 11/20/22)		3,480		3,468,601
GM Financial Consumer Automobile Receivables Trust
1.26%, 11/16/26 (Call 12/16/24)		14,000		13,418,645
1.51%, 04/17/28 (Call 05/16/25)		2,940		2,757,343
Louisiana Local Government Environmental Facilities & Community Development Auth4.28%, 02/01/36		1,560		1,537,642
Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 (Call 09/15/23)		13,720		13,244,992
Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24)		28,690		27,022,690
Volkswagen Auto Lease Trust 2020-A Series 2020-A, Class A3, 0.39%, 01/22/24 (Call 03/20/23)		1,657		1,643,791


Total Asset-Backed Securities — 0.3% (Cost: $286,648,699)				272,373,097


Collaterized Mortgage Obligations

Mortgage-Backed Securities — 1.1%
Bank
Series 2018-BN15, Class A4, 4.41%, 11/15/61 (Call 11/15/28)^(a)		5,000		4,976,962
Series 2019-BN21, Class A5, 2.85%, 10/17/52 (Call 10/15/29)		15,310		13,818,365
Series 2020, Class A5, 2.65%, 01/15/63 (Call 02/15/30)		6,500		5,763,116
Series 2020-BN27, Class A5, 2.14%, 04/15/63 (Call 04/15/30)		23,610		20,140,523
Series 2020-BN29, Class A4, 2.00%, 11/15/53 (Call 12/15/30)		5,760		4,794,912
Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class ASB, 3.37%, 02/15/50 (Call 02/15/27)		2,108		2,052,296
Barclays Commercial Mortgage Trust, Series 2019-C4, Class A5, 2.92%, 08/15/52 (Call 08/15/29)		8,750		7,925,786


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
BBCMS Mortgage Trust
Series 2017-C1, Class A4, 3.67%, 02/15/50 (Call 02/15/27)	$	18,450	$	17,803,951
Series 2020-C6, Class A4, 2.64%, 02/15/53 (Call 02/15/30)		10,000		8,817,472
Series 2020-C7, Class A5, 2.04%, 04/15/53 (Call 04/15/30)		16,670		14,116,241
Series 2021-C11, CLASS A5, 2.32%, 09/15/54		1,965		1,654,969
BBCMS Trust, Series 2021-C10, Class A5, 2.49%, 07/15/54 (Call 07/15/31)		18,590		15,971,857
Benchmark Mortgage Trust
Series 2018-B2, Class A5, 3.88%, 02/15/51 (Call 02/15/28)^(a)		10,616		10,297,381
Series 2018-B3, Class A5, 4.03%, 04/10/51 (Call 04/10/28)		7,000		6,836,021
Series 2018-B5, Class A4, 4.21%, 07/15/51 (Call 08/15/28)		6,150		6,051,125
Series 2018-B7, Class A4, 4.51%, 05/15/53 (Call 11/15/28)^(a)		10,093		10,091,270
Series 2018-B8, Class A5, 4.23%, 01/15/52 (Call 12/15/28)		17,000		16,736,740
Series 2019-B11, Class A4, 3.28%, 05/15/52 (Call 06/15/29)		20,650		19,259,355
Series 2019-B11, Class A5, 3.54%, 05/15/52 (Call 06/15/29)		20,000		18,887,483
Series 2020-B19, Class B, 2.35%, 09/15/53 (Call 10/15/30)		2,700		2,148,818
Series 2020-B21, Class A4, 1.70%, 12/17/53 (Call 12/15/30)		7,000		5,748,384
Series 2020-B21, Class A5, 1.98%, 12/17/53 (Call 12/15/30)		8,616		7,148,093
Series 2020-B23, Class A5, 2.07%, 02/15/54 (Call 02/15/31)		25,000		20,824,711
Citigroup Commercial Mortgage Trust
Series 2013-GC17, Class A4, 4.13%, 11/10/46 (Call 11/10/23)		10,000		9,944,667
Series 2014-GC25, Class AAB, 3.37%, 10/10/47 (Call 10/10/24)		4,282		4,221,082
Series 2014-GC25, Class AS, 4.02%, 10/10/47 (Call 10/10/24)		5,209		5,060,303
Series 2015-GC27, Class AAB, 2.94%, 02/10/48 (Call 01/10/25)		4,965		4,878,256
Series 2016-GC37, Class A4, 3.31%, 04/10/49 (Call 03/10/26)		17,730		17,003,636
Series 2016-P5, Class A4, 2.94%, 10/10/49 (Call 10/10/26)		11,400		10,735,926
Series 2017-P7, Class A4, 3.71%, 04/14/50 (Call 04/14/27)		13,900		13,417,413
Series 2018-B2, Class A4, 4.01%, 03/10/51 (Call 03/10/28)		20,020		19,529,745
COMM Mortgage Trust
Series 2013-CR12, Class A4, 4.05%, 10/10/46 (Call 11/10/23)		8,900		8,832,466
Series 2014-CR16, Class A4, 4.05%, 04/10/47 (Call 04/10/24)		2,800		2,771,349
Series 2014-CR18, Class AM, 4.10%, 07/15/47 (Call 07/15/24)		10,000		9,763,493
Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 01/10/29)		5,784		5,640,684


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2014-UBS2, Class A4, 3.69%, 03/10/47 (Call 03/10/24)	$	4,761	$	4,705,202
Series 2014-UBS2, Class A5, 3.96%, 03/10/47 (Call 03/10/24)		9,700		9,615,963
Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 06/10/24)		12,887		12,721,740
Series 2014-UBS4, Class A5, 3.69%, 08/10/47 (Call 07/10/29)		12,920		12,711,134
Series 2015-CR22, Class A5, 3.31%, 03/10/48 (Call 03/10/25)		3,000		2,911,680
Series 2015-CR24, Class A5, 3.70%, 08/10/48 (Call 06/10/26)		16,990		16,552,472
Series 2015-DC1, Class A5, 3.35%, 02/10/48 (Call 02/10/25)		2,750		2,670,055
Series 2015-DC1, Class C, 4.44%, 02/10/48 (Call 02/10/25)^(a)		3,000		2,849,974
Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 01/10/26)		15,500		15,166,535
Series 2015-LC23, Class A2, 3.22%, 10/10/48		3,359		3,257,845
Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 06/10/25)		9,650		9,483,016
Series 2016-CR28, Class A4, 3.76%, 02/10/49 (Call 01/10/26)		8,000		7,791,517
Series 2016-DC2, Class A5, 3.77%, 02/10/49 (Call 02/10/26)		4,000		3,897,035
CSAIL Commercial Mortgage Trust
Series 2015-C2, Class A4, 3.50%, 06/15/57 (Call 05/15/25)		10,000		9,725,109
Series 2015-C4, Class A4, 3.81%, 11/15/48		17,519		17,089,621
Series 2016-C7, Class A5, 3.50%, 11/15/49 (Call 11/15/26)		5,200		5,000,839
Series 2018-CX11, Class A5, 4.03%, 04/15/51 (Call 04/15/28)^(a)		27,000		26,350,491
Series 2019-C18, Class A4, 2.97%, 12/15/52 (Call 12/15/29)		10,000		9,030,290
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 (Call 08/10/26)		1,000		940,061
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/51 (Call 07/10/28)^(a)		3,000		2,940,738
GS Mortgage Securities Trust
Series 2013-GC16, Class A4, 4.27%, 11/10/46 (Call 11/10/23)		10,000		9,948,597
Series 2014-GC24, Class A4, 3.67%, 09/10/47 (Call 09/10/24)		19,444		19,187,773
Series 2014-GC24, Class A5, 3.93%, 09/10/47 (Call 09/10/24)		6,000		5,904,434
Series 2015-GS1, Class A3, 3.73%, 11/10/48 (Call 11/10/25)		10,000		9,706,201
Series 2017-GS7, Class A3, 3.17%, 08/10/50 (Call 08/10/27)		13,000		12,250,735
Series 2018-GS9, Class A4, 3.99%, 03/10/51 (Call 03/10/28)^(a)		3,000		2,921,277
Series 2019-GC38, Class A4, 3.97%, 02/10/52 (Call 02/10/29)		2,500		2,419,645
JPMBB Commercial Mortgage Securities Trust
Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 03/15/26)		7,000		6,894,904
Series 2014-C23, Class A5, 3.93%, 09/15/47 (Call 02/15/26)		9,660		9,534,728


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2014-C24, Class A5, 3.64%, 11/15/47 (Call 10/15/25)	$	16,995	$	16,646,617
Series 2014-C25, Class B, 4.35%, 11/15/47 (Call 11/15/24)^(a)		3,800		3,620,578
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 (Call 06/15/24)		9,000		8,880,184
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C10, Class AS, 4.20%, 07/15/46 (Call 06/15/28)^(a)		8,166		8,043,188
Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 04/15/25)		5,000		4,833,480
Series 2015-C23, Class A4, 3.72%, 07/15/50 (Call 06/15/25)		1,850		1,809,298
Series 2015-C24, Class A4, 3.73%, 05/15/48 (Call 08/15/25)		7,275		7,097,112
Series 2015-C27, Class A4, 3.75%, 12/15/47 (Call 11/15/25)		17,025		16,588,178
Series 2016-C28, Class A4, 3.54%, 01/15/49 (Call 02/15/28)		16,420		15,850,339
Series 2016-C28, Class AS, 3.95%, 01/15/49 (Call 02/15/28)		2,000		1,859,812
Series 2016-C32, Class A3, 3.46%, 12/15/49 (Call 01/15/27)		9,522		9,111,229
Morgan Stanley Capital I Trust
Series 2015-UBS8, Class A4, 3.81%, 12/15/48 (Call 12/15/25)		3,500		3,385,479
Series 2017-H1, Class A5, 3.53%, 06/15/50 (Call 06/15/27)		12,000		11,486,428
Series 2018, Class A3, 4.14%, 10/15/51 (Call 10/15/28)		21,700		21,207,616
Series 2018-H3, Class A4, 3.91%, 07/15/51 (Call 07/15/28)		700		679,795
Series 2019-H6, Class A4, 3.42%, 06/15/52 (Call 06/15/29)		7,660		7,123,288
Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29)		720		644,080
Series 2020-L4, Class A3, 2.70%, 02/15/53 (Call 02/15/30)		20,000		17,634,368
Series 2021-L7, Class A5, 2.57%, 10/15/54 (Call 10/15/31)		10,430		8,925,744
UBS Commercial Mortgage Trust, Series 2018-C08, Class A4, 3.98%, 02/15/51 (Call 02/15/28)		18,150		17,667,687
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.53%, 05/10/63 (Call 09/10/22)		772		772,633
Wells Fargo Commercial Mortgage Trust Class A4, 2.34%, 08/15/54 (Call 07/15/31)		4,600		3,870,410
Series 2014-LC16, Class A5, 3.82%, 08/15/50 (Call 07/15/24)		15,200		14,981,376
Series 2014-LC18, Class ASB, 3.24%, 12/15/47 (Call 01/15/25)		7,700		7,572,857
Series 2015-C27, Class A5, 3.45%, 02/15/48 (Call 03/15/25)		8,500		8,262,252
Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25)		5,000		4,892,606
Series 2015-SG1, Class A4, 3.79%, 09/15/48 (Call 08/15/25)		10,856		10,562,614
Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 04/15/30)		6,480		5,618,629


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2020-C58, Class A4, 2.10%, 07/15/53 (Call 12/15/30)	$	17,680	$	14,658,479
Series 2021-C59, Class A5, 2.63%, 04/15/54 (Call 04/15/31)		5,200		4,492,923
WFRBS Commercial Mortgage Trust, Series 2012-C10, Class A3, 2.88%, 12/15/45 (Call 12/15/22)		20,245		20,176,343

				886,800,084


Total Collaterized Mortgage Obligations — 1.1% (Cost: $967,025,404)				886,800,084


Corporate Bonds & Notes

Advertising — 0.0%
Interpublic Group of Companies Inc. (The)
2.40%, 03/01/31 (Call 12/01/30)		2,213		1,763,318
3.38%, 03/01/41 (Call 09/01/40)		1,916		1,371,166
4.65%, 10/01/28 (Call 07/01/28)		916		890,865
4.75%, 03/30/30 (Call 12/30/29)		2,683		2,577,505
5.40%, 10/01/48 (Call 04/01/48)		1,500		1,444,275
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)^(b)		3,002		2,518,708
2.60%, 08/01/31 (Call 05/01/31)^(b)		2,639		2,203,750
4.20%, 06/01/30 (Call 03/01/30)^(b)		1,906		1,812,206
Omnicom Group Inc./Omnicom Capital Inc.
3.60%, 04/15/26 (Call 01/15/26)		6,070		5,933,364
3.65%, 11/01/24 (Call 08/01/24)		1,900		1,880,050
WPP Finance 2010, 3.75%, 09/19/24		2,436		2,398,023

				24,793,230

Aerospace & Defense — 0.4%
Boeing Co. (The)
1.43%, 02/04/24 (Call 09/12/22)		6,205		5,949,602
1.95%, 02/01/24		403		389,858
2.20%, 02/04/26 (Call 02/04/23)		7,000		6,407,450
2.25%, 06/15/26 (Call 03/15/26)		3,774		3,433,774
2.60%, 10/30/25 (Call 07/30/25)		3,088		2,898,366
2.70%, 02/01/27 (Call 12/01/26)		7,280		6,602,305
2.75%, 02/01/26 (Call 01/01/26)		495		463,864
2.80%, 03/01/24 (Call 02/01/24)^(b)		2,342		2,288,040
2.80%, 03/01/27 (Call 12/01/26)^(b)		2,440		2,217,179
2.85%, 10/30/24 (Call 07/30/24)		2,281		2,204,039
2.95%, 02/01/30 (Call 11/01/29)		5,554		4,754,946
3.10%, 05/01/26 (Call 03/01/26)^(b)		4,946		4,674,613
3.20%, 03/01/29 (Call 12/01/28)		3,561		3,156,862
3.25%, 02/01/28 (Call 12/01/27)		635		575,818
3.25%, 03/01/28 (Call 12/01/27)		3,084		2,810,665
3.25%, 02/01/35 (Call 11/01/34)		2,779		2,145,277
3.38%, 06/15/46 (Call 12/15/45)		1,048		717,314
3.45%, 11/01/28 (Call 08/01/28)^(b)		2,733		2,490,091
3.50%, 03/01/39 (Call 09/01/38)		2,179		1,610,564
3.55%, 03/01/38 (Call 09/01/37)		1,973		1,476,633
3.60%, 05/01/34 (Call 02/01/34)		2,836		2,304,534
3.63%, 02/01/31 (Call 11/01/30)		402		356,715
3.63%, 03/01/48 (Call 09/01/47)		1,440		990,374
3.65%, 03/01/47 (Call 09/01/46)		1,316		923,569
3.75%, 02/01/50 (Call 08/01/49)		4,693		3,362,816
3.83%, 03/01/59 (Call 09/01/58)		1,501		1,029,491
3.85%, 11/01/48 (Call 05/01/48)		1,944		1,382,767
3.90%, 05/01/49 (Call 11/01/48)		3,271		2,366,994
3.95%, 08/01/59 (Call 02/01/59)		3,688		2,573,118


Security	Par (000)		Value

Aerospace & Defense (continued)
4.88%, 05/01/25 (Call 04/01/25)	$	11,552	$	11,592,316
5.04%, 05/01/27 (Call 03/01/27)		6,919		6,898,105
5.15%, 05/01/30 (Call 02/01/30)		12,333		12,134,809
5.71%, 05/01/40 (Call 11/01/39)		6,492		6,211,091
5.81%, 05/01/50 (Call 11/01/49)		17,178		16,476,966
5.88%, 02/15/40		2,238		2,187,555
5.93%, 05/01/60 (Call 11/01/59)		10,517		10,042,052
6.13%, 02/15/33^(b)		1,513		1,569,314
6.63%, 02/15/38^(b)		1,759		1,848,041
6.88%, 03/15/39		2,770		2,965,894
General Dynamics Corp.
1.15%, 06/01/26 (Call 05/01/26)		2,365		2,132,237
2.13%, 08/15/26 (Call 05/15/26)^(b)		4,058		3,807,946
2.25%, 06/01/31 (Call 03/01/31)		1,400		1,215,046
2.38%, 11/15/24 (Call 09/15/24)^(b)		866		840,522
2.63%, 11/15/27 (Call 08/15/27)		2,409		2,236,997
2.85%, 06/01/41 (Call 12/01/40)		2,715		2,134,289
3.25%, 04/01/25 (Call 03/01/25)		2,954		2,909,897
3.50%, 05/15/25 (Call 03/15/25)^(b)		2,567		2,551,675
3.50%, 04/01/27 (Call 02/01/27)		852		833,622
3.60%, 11/15/42 (Call 05/15/42)^(b)		723		631,360
3.63%, 04/01/30 (Call 01/01/30)^(b)		4,017		3,877,128
3.75%, 05/15/28 (Call 02/15/28)^(b)		3,803		3,739,224
4.25%, 04/01/40 (Call 10/01/39)		1,869		1,800,482
4.25%, 04/01/50 (Call 10/01/49)^(b)		2,855		2,738,173
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)^(b)		3,085		2,454,364
2.90%, 12/15/29 (Call 09/15/29)		1,956		1,729,456
3.83%, 04/27/25 (Call 01/27/25)		2,426		2,382,138
3.85%, 12/15/26 (Call 09/15/26)		3,474		3,378,361
3.95%, 05/28/24 (Call 02/28/24)		1,430		1,419,918
4.40%, 06/15/28 (Call 03/15/28)		6,302		6,196,301
4.85%, 04/27/35 (Call 10/27/34)^(b)		1,916		1,893,698
5.05%, 04/27/45 (Call 10/27/44)		1,050		1,018,479
6.15%, 12/15/40		1,580		1,721,963
Lockheed Martin Corp.
1.85%, 06/15/30 (Call 03/15/30)		1,600		1,377,248
2.80%, 06/15/50 (Call 12/15/49)		3,110		2,318,132
3.55%, 01/15/26 (Call 10/15/25)^(b)		3,438		3,411,287
3.60%, 03/01/35 (Call 09/01/34)^(b)		2,088		1,930,565
3.80%, 03/01/45 (Call 09/01/44)		4,030		3,555,991
3.90%, 06/15/32 (Call 03/15/32)^(b)		1,950		1,912,540
4.07%, 12/15/42^(b)		2,013		1,871,426
4.09%, 09/15/52 (Call 03/15/52)		5,691		5,291,207
4.15%, 06/15/53 (Call 12/15/52)		4,090		3,818,547
4.30%, 06/15/62 (Call 12/15/61)		3,640		3,378,357
4.50%, 05/15/36 (Call 11/15/35)		1,960		1,956,296
4.70%, 05/15/46 (Call 11/15/45)		4,009		4,047,607
5.72%, 06/01/40^(b)		697		765,167
Series B, 6.15%, 09/01/36		2,020		2,320,980
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		5,779		5,630,191
3.20%, 02/01/27 (Call 11/01/26)		2,566		2,464,720
3.25%, 01/15/28 (Call 10/15/27)		7,588		7,205,489
3.85%, 04/15/45 (Call 10/15/44)		1,694		1,441,458
4.03%, 10/15/47 (Call 04/15/47)		7,521		6,636,530
4.40%, 05/01/30 (Call 02/01/30)^(b)		472		472,160
4.75%, 06/01/43		3,434		3,320,918
5.05%, 11/15/40^(b)		1,188		1,188,226
5.15%, 05/01/40 (Call 11/01/39)		1,850		1,885,039


Security	Par (000)		Value

Aerospace & Defense (continued)
5.25%, 05/01/50 (Call 11/01/49)	$	3,493	$	3,673,379
Raytheon Technologies Corp.
1.90%, 09/01/31 (Call 06/01/31)		3,071		2,481,276
2.25%, 07/01/30 (Call 04/01/30)		5,030		4,296,676
2.38%, 03/15/32 (Call 12/15/31)		4,842		4,066,021
2.65%, 11/01/26 (Call 08/01/26)^(b)		525		495,563
2.82%, 09/01/51 (Call 03/01/51)		2,429		1,687,912
3.03%, 03/15/52 (Call 09/15/51)		4,795		3,494,021
3.13%, 05/04/27 (Call 02/04/27)		4,833		4,614,597
3.13%, 07/01/50 (Call 01/01/50)		3,720		2,769,800
3.20%, 03/15/24 (Call 01/15/24)^(b)		4,075		4,037,265
3.50%, 03/15/27 (Call 12/15/26)		4,605		4,467,449
3.70%, 12/15/23 (Call 09/15/23)		1,643		1,642,113
3.75%, 11/01/46 (Call 05/01/46)		4,759		3,962,058
3.95%, 08/16/25 (Call 06/16/25)^(b)		6,656		6,655,468
4.05%, 05/04/47 (Call 11/04/46)		3,368		2,947,034
4.13%, 11/16/28 (Call 08/16/28)		7,884		7,697,228
4.15%, 05/15/45 (Call 11/16/44)		2,170		1,908,602
4.35%, 04/15/47 (Call 10/15/46)		3,488		3,165,081
4.45%, 11/16/38 (Call 05/16/38)		3,270		3,090,804
4.50%, 06/01/42^(b)		11,997		11,367,277
4.63%, 11/16/48 (Call 05/16/48)		6,203		5,922,624
4.70%, 12/15/41		2,085		1,986,171
4.80%, 12/15/43 (Call 06/15/43)		2,392		2,304,501
4.88%, 10/15/40		919		905,123
6.05%, 06/01/36		115		127,482
6.13%, 07/15/38		285		317,088
7.20%, 08/15/27^(b)		2,003		2,261,968
7.50%, 09/15/29		205		238,302
Teledyne Technologies Inc.
0.95%, 04/01/24 (Call 10/03/22)		1,585		1,496,573
1.60%, 04/01/26 (Call 03/01/26)^(b)		840		753,623
2.25%, 04/01/28 (Call 02/01/28)		675		585,232
2.75%, 04/01/31 (Call 01/01/31)		1,715		1,426,829

				363,172,278

Agriculture — 0.3%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		4,290		4,078,975
2.45%, 02/04/32 (Call 11/04/31)		6,070		4,586,795
2.63%, 09/16/26 (Call 06/16/26)^(b)		3,025		2,824,805
3.40%, 05/06/30 (Call 02/06/30)		2,964		2,565,283
3.40%, 02/04/41 (Call 08/04/40)		5,032		3,396,197
3.70%, 02/04/51 (Call 08/04/50)		5,097		3,318,606
3.80%, 02/14/24 (Call 01/14/24)		345		342,982
3.88%, 09/16/46 (Call 03/16/46)		3,967		2,726,916
4.00%, 01/31/24^(b)		210		209,987
4.00%, 02/04/61 (Call 08/04/60)		3,225		2,189,581
4.25%, 08/09/42		3,721		2,760,908
4.40%, 02/14/26 (Call 12/14/25)^(b)		3,406		3,391,422
4.45%, 05/06/50 (Call 11/06/49)		2,398		1,758,813
4.50%, 05/02/43		2,858		2,169,994
4.80%, 02/14/29 (Call 11/14/28)^(b)		3,394		3,286,037
5.38%, 01/31/44^(b)		6,337		5,599,373
5.80%, 02/14/39 (Call 08/14/38)^(b)		7,422		6,885,241
5.95%, 02/14/49 (Call 08/14/48)		5,932		5,323,792
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		5,850		5,570,604
2.70%, 09/15/51 (Call 03/15/51)		1,035		776,012
2.90%, 03/01/32 (Call 12/01/31)^(b)		1,765		1,595,895
3.25%, 03/27/30 (Call 12/27/29)		2,816		2,649,096


Security	Par (000)		Value

Agriculture (continued)
3.75%, 09/15/47 (Call 03/15/47)^(b)	$	1,529	$	1,372,859
4.02%, 04/16/43		842		764,241
4.50%, 03/15/49 (Call 09/15/48)		3,969		3,995,473
4.54%, 03/26/42^(b)		1,252		1,225,232
5.38%, 09/15/35		536		581,742
5.94%, 10/01/32		522		586,994
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		1,850		1,555,147
2.73%, 03/25/31 (Call 12/25/30)		4,103		3,282,851
2.79%, 09/06/24 (Call 08/06/24)		3,693		3,576,707
3.22%, 08/15/24 (Call 06/15/24)		9,227		9,012,934
3.22%, 09/06/26 (Call 07/06/26)^(b)		6,363		5,930,189
3.46%, 09/06/29 (Call 06/06/29)		2,037		1,756,138
3.56%, 08/15/27 (Call 05/15/27)		9,492		8,724,667
3.73%, 09/25/40 (Call 03/25/40)		1,728		1,203,569
3.98%, 09/25/50 (Call 03/25/50)		2,336		1,580,421
4.39%, 08/15/37 (Call 02/15/37)		8,599		6,804,819
4.54%, 08/15/47 (Call 02/15/47)		8,826		6,448,982
4.70%, 04/02/27 (Call 02/02/27)		2,664		2,594,523
4.74%, 03/16/32 (Call 12/16/31)		3,050		2,745,000
4.76%, 09/06/49 (Call 03/06/49)		3,773		2,852,803
4.91%, 04/02/30 (Call 01/02/30)		3,668		3,454,779
5.28%, 04/02/50 (Call 10/02/49)		2,177		1,742,645
5.65%, 03/16/52 (Call 09/16/51)^(b)		2,340		1,996,933
BAT International Finance PLC
1.67%, 03/25/26 (Call 02/25/26)		2,853		2,542,451
4.45%, 03/16/28 (Call 02/16/28)		3,150		2,981,947
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		2,780		2,580,730
2.75%, 05/14/31 (Call 02/14/31)		4,130		3,461,807
3.25%, 08/15/26 (Call 05/15/26)		3,228		3,102,624
3.75%, 09/25/27 (Call 06/25/27)^(b)		3,393		3,287,410
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		1,769		1,571,332
1.50%, 05/01/25 (Call 04/01/25)^(b)		3,071		2,879,800
1.75%, 11/01/30 (Call 08/01/30)^(b)		843		652,221
2.10%, 05/01/30 (Call 02/01/30)		1,918		1,544,585
2.75%, 02/25/26 (Call 11/25/25)		3,970		3,767,609
2.88%, 05/01/24 (Call 04/01/24)		4,238		4,171,506
3.13%, 08/17/27 (Call 05/17/27)		2,415		2,282,730
3.13%, 03/02/28 (Call 12/02/27)^(b)		2,136		1,962,429
3.25%, 11/10/24^(b)		3,637		3,584,373
3.38%, 08/11/25 (Call 05/11/25)		2,618		2,575,929
3.38%, 08/15/29 (Call 05/15/29)^(b)		4,896		4,417,073
3.60%, 11/15/23^(b)		2,193		2,187,912
3.88%, 08/21/42		3,156		2,394,236
4.13%, 03/04/43		1,844		1,437,048
4.25%, 11/10/44		1,884		1,489,792
4.38%, 11/15/41		3,197		2,637,461
4.50%, 03/20/42		3,340		2,752,527
4.88%, 11/15/43		3,285		2,846,321
6.38%, 05/16/38		3,788		3,927,512
Reynolds American Inc.
4.45%, 06/12/25 (Call 03/12/25)		9,145		9,063,244
4.85%, 09/15/23		1,900		1,910,070
5.70%, 08/15/35 (Call 02/15/35)		2,101		1,931,470
5.85%, 08/15/45 (Call 02/15/45)		6,418		5,480,844
6.15%, 09/15/43		2,441		2,221,774
7.25%, 06/15/37^(b)		2,280		2,349,563

				231,793,292


Security	Par (000)		Value

Airlines — 0.1%
American Airlines Pass Through Trust
Series 2015-2, Class AA, 3.60%, 03/22/29	$	1,263	$	1,166,906
Series 2016-1, Class AA, 3.58%, 07/15/29		1,075		979,002
Series 2016-2, Class AA, 3.20%, 12/15/29		1,192		1,063,776
Series 2016-3, Class AA, 3.00%, 04/15/30		527		474,272
Series 2017-1, Class AA, 3.65%, 02/15/29		1,803		1,654,974
Series 2017-2, Class AA, 3.35%, 04/15/31		1,366		1,219,193
Series 2019-1, Class AA, 3.15%, 08/15/33^(b)		1,606		1,416,990
Series A, Class A, 2.88%, 01/11/36		4,530		3,789,254
Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26		1,583		1,506,424
Delta Air Lines Pass Through Trust
Series 2019-1, Class AA, 3.20%, 10/25/25^(b)		510		491,288
Series 2020, Class AA, 2.00%, 12/10/29^(b)		5,577		4,887,429
JetBlue Pass Through Trust
Series 1A, Class A, 4.00%, 05/15/34		2,128		1,941,675
Series 2019-1, Class AA, 2.75%, 11/15/33^(b)		1,526		1,300,261
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		1,318		1,107,357
3.00%, 11/15/26 (Call 08/15/26)		1,690		1,592,436
3.45%, 11/16/27 (Call 08/16/27)		1,663		1,568,708
5.13%, 06/15/27 (Call 04/15/27)		7,222		7,369,762
5.25%, 05/04/25 (Call 04/04/25)		6,159		6,318,888
United Airlines Pass Through Trust
Series 2012-1 A, Class A, 4.15%, 10/11/25		1,573		1,511,692
Series 2013-1, Class A, 4.30%, 02/15/27		905		853,430
Series 2014-1, Class A, 4.00%, 10/11/27		3,901		3,615,701
Series 2014-2, Class A, 3.75%, 03/03/28		3,937		3,646,766
Series 2016-1, Class AA, 3.10%, 01/07/30		2,766		2,489,625
Series 2016-2, Class AA, 2.88%, 04/07/30		1,879		1,658,904
Series 2018-1, Class AA, 3.50%, 09/01/31		3,481		3,108,542
Series 2019, Class AA, 4.15%, 02/25/33		406		373,228
Series 2019-2, Class AA, 2.70%, 11/01/33^(b)		2,836		2,388,470
Series 2020-1, Class A, 5.88%, 04/15/29^(b)		3,543		3,517,304
Series 2020-1, Class B, 4.88%, 07/15/27		2,471		2,333,977

				65,346,234

Apparel — 0.1%
NIKE Inc.
2.38%, 11/01/26 (Call 08/01/26)		1,753		1,661,897
2.40%, 03/27/25 (Call 02/27/25)		6,946		6,725,256
2.75%, 03/27/27 (Call 01/27/27)		6,058		5,792,599
2.85%, 03/27/30 (Call 12/27/29)		6,440		5,910,568
3.25%, 03/27/40 (Call 09/27/39)^(b)		1,965		1,666,615
3.38%, 11/01/46 (Call 05/01/46)		3,895		3,265,568
3.38%, 03/27/50 (Call 09/27/49)^(b)		3,517		2,936,554
3.63%, 05/01/43 (Call 11/01/42)		1,179		1,039,088
3.88%, 11/01/45 (Call 05/01/45)^(b)		4,003		3,626,758
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		2,318		2,305,877
Ralph Lauren Corp.
2.95%, 06/15/30 (Call 03/15/30)		1,979		1,763,051
3.75%, 09/15/25 (Call 07/15/25)^(b)		3,750		3,715,387
Tapestry Inc.
3.05%, 03/15/32 (Call 12/15/31)		1,628		1,298,070
4.13%, 07/15/27 (Call 04/15/27)^(b)		476		455,089
4.25%, 04/01/25 (Call 01/01/25)		15		14,985
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)^(b)		3,819		3,644,319
2.80%, 04/23/27 (Call 02/23/27)^(b)		3,679		3,438,614


Security	Par (000)		Value

Apparel (continued)
2.95%, 04/23/30 (Call 01/23/30)	$	3,094	$	2,689,924

				51,950,219

Auto Manufacturers — 0.4%
American Honda Finance Corp.
0.55%, 07/12/24^(b)		442		416,276
0.65%, 09/08/23		1,451		1,408,399
0.75%, 08/09/24^(b)		1,280		1,206,669
1.00%, 09/10/25^(b)		574		524,693
1.20%, 07/08/25^(b)		765		708,727
1.30%, 09/09/26^(b)		2,415		2,175,746
1.50%, 01/13/25		3,385		3,203,699
1.80%, 01/13/31^(b)		982		807,086
2.00%, 03/24/28		1,370		1,216,875
2.15%, 09/10/24		2,693		2,604,346
2.25%, 01/12/29		3,270		2,875,246
2.30%, 09/09/26		2,256		2,105,074
2.35%, 01/08/27^(b)		1,826		1,693,378
2.40%, 06/27/24^(b)		4,090		3,989,345
2.90%, 02/16/24		3,483		3,437,721
3.50%, 02/15/28^(b)		3,561		3,428,210
3.55%, 01/12/24^(b)		4,545		4,529,911
3.63%, 10/10/23^(b)		3,843		3,836,697
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		2,245		2,057,991
1.50%, 09/01/30 (Call 06/01/30)^(b)		1,669		1,360,285
2.60%, 09/01/50 (Call 03/01/50)^(b)		3,870		2,684,812
3.65%, 10/01/23 (Call 07/01/23)		3,851		3,850,230
4.88%, 10/01/43 (Call 04/01/43)^(b)		1,346		1,352,447
General Motors Co.
4.00%, 04/01/25		2,399		2,361,216
4.20%, 10/01/27 (Call 07/01/27)^(b)		2,783		2,673,656
4.88%, 10/02/23		6,830		6,863,057
5.00%, 10/01/28 (Call 07/01/28)^(b)		3,185		3,091,202
5.00%, 04/01/35^(b)		2,973		2,670,408
5.15%, 04/01/38 (Call 10/01/37)		3,395		2,986,242
5.20%, 04/01/45		3,987		3,385,441
5.40%, 10/02/23		4,309		4,352,392
5.40%, 10/15/29 (Call 08/15/29)		1,955		1,906,868
5.40%, 04/01/48 (Call 10/01/47)		3,849		3,386,889
5.60%, 10/15/32 (Call 07/15/32)		4,010		3,843,826
5.95%, 04/01/49 (Call 10/01/48)^(b)		4,277		3,972,093
6.13%, 10/01/25 (Call 09/01/25)		7,696		7,925,649
6.25%, 10/02/43		1,890		1,806,292
6.60%, 04/01/36 (Call 10/01/35)		4,510		4,562,722
6.75%, 04/01/46 (Call 10/01/45)		4,087		4,096,237
6.80%, 10/01/27 (Call 08/01/27)		4,151		4,405,000
General Motors Financial Co. Inc.
1.05%, 03/08/24		3,004		2,853,049
1.20%, 10/15/24		3,520		3,290,602
1.25%, 01/08/26 (Call 12/08/25)		1,450		1,279,813
1.50%, 06/10/26 (Call 05/10/26)		5,280		4,638,638
2.35%, 02/26/27 (Call 01/26/27)		4,215		3,742,541
2.35%, 01/08/31 (Call 10/08/30)		1,245		964,937
2.40%, 04/10/28 (Call 02/10/28)		3,210		2,718,164
2.40%, 10/15/28 (Call 08/15/28)		4,080		3,397,090
2.70%, 08/20/27 (Call 06/20/27)^(b)		1,009		896,910
2.70%, 06/10/31 (Call 03/10/31)		4,075		3,226,096
2.75%, 06/20/25 (Call 05/20/25)		5,914		5,594,467
2.90%, 02/26/25 (Call 01/26/25)		6,191		5,924,416
3.10%, 01/12/32 (Call 10/12/31)		1,955		1,581,184


Security	Par (000)		Value

Auto Manufacturers (continued)
3.50%, 11/07/24 (Call 09/07/24)^(b)	$	4,710	$	4,614,717
3.60%, 06/21/30 (Call 03/21/30)^(b)		1,911		1,652,499
3.80%, 04/07/25		125		121,878
3.85%, 01/05/28 (Call 10/05/27)		2,329		2,139,745
3.95%, 04/13/24 (Call 02/13/24)		3,218		3,193,897
4.00%, 01/15/25 (Call 10/15/24)		2,565		2,530,398
4.00%, 10/06/26 (Call 07/06/26)^(b)		3,541		3,406,725
4.30%, 07/13/25 (Call 04/13/25)^(b)		2,908		2,864,409
4.30%, 04/06/29 (Call 02/06/29)		50		46,157
4.35%, 04/09/25 (Call 02/09/25)		2,492		2,462,246
4.35%, 01/17/27 (Call 10/17/26)		4,989		4,816,031
5.00%, 04/09/27 (Call 03/09/27)		4,930		4,860,536
5.10%, 01/17/24 (Call 12/17/23)		6,910		6,971,430
5.25%, 03/01/26 (Call 12/01/25)		4,590		4,614,602
5.65%, 01/17/29 (Call 10/17/28)		2,449		2,438,665
Honda Motor Co. Ltd.
2.27%, 03/10/25 (Call 02/10/25)^(b)		180		172,683
2.53%, 03/10/27 (Call 02/10/27)^(b)		430		401,689
2.97%, 03/10/32 (Call 12/10/31)		3,620		3,256,009
Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31		5,969		7,545,473
PACCAR Financial Corp.
0.35%, 02/02/24^(b)		560		533,887
0.50%, 08/09/24		619		580,560
0.90%, 11/08/24		170		159,571
1.10%, 05/11/26		2,204		1,994,620
1.80%, 02/06/25		986		939,737
2.00%, 02/04/27^(b)		1,200		1,109,148
2.15%, 08/15/24		1,688		1,634,946
2.85%, 04/07/25		25		24,341
3.15%, 06/13/24^(b)		885		876,513
3.55%, 08/11/25		1,475		1,461,518
Toyota Motor Corp.
0.68%, 03/25/24 (Call 02/25/24)		4,675		4,460,324
1.34%, 03/25/26 (Call 02/25/26)^(b)		2,980		2,728,160
2.36%, 07/02/24		2,607		2,544,197
2.36%, 03/25/31 (Call 12/25/30)^(b)		1,295		1,133,397
2.76%, 07/02/29		1,098		1,006,086
3.67%, 07/20/28		1,790		1,756,527
Toyota Motor Credit Corp.
0.45%, 01/11/24^(b)		320		306,394
0.50%, 06/18/24^(b)		5,100		4,818,429
0.63%, 09/13/24		3,665		3,442,498
0.80%, 10/16/25		555		504,839
0.80%, 01/09/26		215		194,450
1.13%, 06/18/26^(b)		8,314		7,517,103
1.15%, 08/13/27^(b)		1,978		1,722,601
1.45%, 01/13/25		2,655		2,509,692
1.65%, 01/10/31^(b)		1,216		991,830
1.80%, 02/13/25^(b)		2,903		2,761,159
1.90%, 01/13/27		2,200		2,022,306
1.90%, 04/06/28		3,484		3,099,297
1.90%, 09/12/31^(b)		4,200		3,475,626
2.00%, 10/07/24		1,983		1,912,385
2.15%, 02/13/30		3,825		3,317,537
2.25%, 10/18/23^(b)		3,855		3,797,638
2.40%, 01/13/32		200		171,222
2.50%, 03/22/24		50		49,105
2.90%, 04/17/24^(b)		1,947		1,922,370
3.00%, 04/01/25		5,178		5,061,443


Security	Par (000)		Value

Auto Manufacturers (continued)
3.05%, 03/22/27^(b)	$	5,260	$	5,044,445
3.05%, 01/11/28^(b)		2,335		2,228,384
3.20%, 01/11/27		4,577		4,430,033
3.35%, 01/08/24^(b)		3,124		3,111,254
3.38%, 04/01/30		1,564		1,476,275
3.40%, 04/14/25		3,600		3,555,108
3.45%, 09/20/23		4,896		4,883,711
3.65%, 08/18/25		2,925		2,897,008
3.65%, 01/08/29		2,105		2,038,250
3.95%, 06/30/25		3,085		3,081,792
4.45%, 06/29/29		3,460		3,482,628

				322,751,093

Auto Parts & Equipment — 0.0%
Aptiv PLC
3.10%, 12/01/51 (Call 06/01/51)		5,240		3,272,170
4.35%, 03/15/29 (Call 12/15/28)		1,000		937,740
4.40%, 10/01/46 (Call 04/01/46)		1,447		1,136,503
5.40%, 03/15/49 (Call 09/15/48)^(b)		1,912		1,686,556
Aptiv PLC/Aptiv Corp.
2.40%, 02/18/25 (Call 02/18/23)		800		761,672
3.25%, 03/01/32 (Call 12/01/31)^(b)		3,245		2,736,573
4.15%, 05/01/52 (Call 11/01/51)		3,625		2,686,488
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		2,428		2,210,039
3.38%, 03/15/25 (Call 12/15/24)		504		494,439
4.38%, 03/15/45 (Call 09/15/44)^(b)		2,010		1,616,583
Lear Corp.
2.60%, 01/15/32 (Call 10/15/31)^(b)		1,725		1,337,686
3.50%, 05/30/30 (Call 02/28/30)^(b)		1,230		1,069,952
3.55%, 01/15/52 (Call 07/15/51)		955		622,641
3.80%, 09/15/27 (Call 06/15/27)		1,684		1,587,894
4.25%, 05/15/29 (Call 02/15/29)		2,260		2,072,465
5.25%, 05/15/49 (Call 11/15/48)^(b)		1,340		1,159,422
Magna International Inc.
2.45%, 06/15/30 (Call 03/15/30)^(b)		728		621,763
3.63%, 06/15/24 (Call 03/15/24)^(b)		4,885		4,846,213
4.15%, 10/01/25 (Call 07/01/25)		1,934		1,926,109

				32,782,908

Banks — 5.5%
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25		3,744		3,707,009
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		5,790		5,591,056
1.13%, 09/18/25		4,025		3,647,495
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26)^(a)		3,650		3,149,549
1.85%, 03/25/26		4,101		3,649,726
2.71%, 06/27/24		7,105		6,893,839
2.75%, 05/28/25		7,929		7,462,933
2.75%, 12/03/30		1,718		1,328,598
2.96%, 03/25/31		3,615		2,950,346
3.23%, 11/22/32 (Call 11/22/31)^(a)		4,180		3,187,292
3.31%, 06/27/29^(b)		4,449		4,015,756
3.49%, 05/28/30		4,555		3,915,296
3.50%, 03/24/25^(b)		200		195,430
3.80%, 02/23/28		1,571		1,438,360
3.89%, 05/24/24		4,475		4,433,427
4.18%, 03/24/28 (Call 03/24/27)^(a)		3,400		3,199,468
4.25%, 04/11/27		4,365		4,197,471


Security	Par (000)		Value

Banks (continued)
4.38%, 04/12/28	$	2,831	$	2,670,935
5.18%, 11/19/25		6,083		6,022,657
5.29%, 08/18/27		2,200		2,155,230
Bank of America Corp.
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		10,485		10,063,188
0.98%, 04/22/25 (Call 04/22/24), (SOFR + 0.690%)^(a)		8,928		8,421,068
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		1,823		1,692,838
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(a)		9,890		8,844,825
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(a)		9,168		8,329,586
1.53%, 12/06/25 (Call 12/06/24), (SOFR + 0.650%)^(a)		7,029		6,558,127
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(a)		18,098		16,061,975
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(a)		3,225		3,100,547
1.90%, 07/23/31 (Call 07/23/30), (SOFR + 1.530%)^(a)		3,455		2,730,141
1.92%, 10/24/31 (Call 10/24/30), (SOFR + 1.370%)^(a)		11,371		9,003,672
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)		4,619		4,319,920
2.09%, 06/14/29 (Call 06/14/28), (SOFR + 1.060%)^(a)		7,175		6,104,562
2.30%, 07/21/32 (Call 07/21/31), (SOFR + 1.220%)^(a)		7,935		6,338,716
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		10,191		9,728,227
2.48%, 09/21/36 (Call 09/21/31)^(a)		8,295		6,416,265
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(a)		13,260		11,131,637
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(a)		9,157		8,301,278
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)^(a)		9,865		8,084,663
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(a)		12,694		10,715,767
2.68%, 06/19/41 (Call 06/19/40), (SOFR + 1.930%)^(a)		15,132		10,857,664
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.320%)^(a)		13,314		11,060,472
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 1.880%)^(a)		3,064		2,079,935
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(a)		7,693		6,684,063
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)^(a)		13,670		11,535,293
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)^(a)		5,870		4,098,962
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		5,429		5,260,375
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(a)		9,770		8,695,593
3.25%, 10/21/27 (Call 10/21/26)^(b)		10,830		10,220,379
3.31%, 04/22/42 (Call 04/22/41), (SOFR + 1.580%)^(a)		12,265		9,599,815


Security	Par (000)		Value

Banks (continued)
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)	$	4,764	$	4,608,646
3.38%, 04/02/26 (Call 04/02/25), (SOFR + 1.330%)^(a)		6,840		6,606,893
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(a)		17,637		16,367,665
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(a)		7,254		7,133,148
3.50%, 04/19/26		11,681		11,386,405
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)		12,072		11,504,737
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(a)		8,391		7,898,113
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(a)		8,494		8,067,176
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(a)		10,403		9,955,047
3.84%, 04/25/25 (Call 04/25/24), (SOFR + 1.110%)^(a)		6,280		6,216,823
3.85%, 03/08/37 (Call 03/08/32)^(a)		850		735,182
3.88%, 08/01/25		2,073		2,068,709
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.19%)^(a)		4,090		3,458,177
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(a)		9,120		8,604,173
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(a)		9,673		9,063,504
4.00%, 04/01/24		6,558		6,570,591
4.00%, 01/22/25		10,160		10,075,367
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)^(a)		3,149		2,749,171
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 3.150%)^(a)		15,858		13,580,791
4.13%, 01/22/24		4,421		4,438,772
4.20%, 08/26/24		8,942		8,935,562
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)^(a)		6,464		5,838,802
4.25%, 10/22/26		8,965		8,829,718
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(a)		12,449		11,945,189
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)^(a)		10,286		9,221,605
4.38%, 04/27/28 (Call 04/27/27), (SOFR + 1.580%)^(a)		4,816		4,699,645
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)^(a)		7,675		7,031,221
4.45%, 03/03/26		7,398		7,368,112
4.57%, 04/27/33 (Call 04/27/32), (SOFR + 1.830%)^(a)		8,150		7,794,741
4.83%, 07/22/26 (Call 07/22/25)^(a)(b)		11,820		11,837,848
4.88%, 04/01/44^(b)		1,698		1,632,474
4.95%, 07/22/28 (Call 07/22/27)^(a)		12,505		12,491,244
5.00%, 01/21/44		5,465		5,308,646
5.02%, 07/22/33 (Call 07/22/32)^(a)		13,655		13,545,760
5.88%, 02/07/42		6,077		6,625,814
6.11%, 01/29/37		8,407		8,905,619
6.22%, 09/15/26^(b)		2,379		2,499,544
7.75%, 05/14/38^(b)		6,329		7,813,720
Series L, 3.95%, 04/21/25		10,728		10,614,283
Series L, 4.18%, 11/25/27 (Call 11/25/26)		8,911		8,696,869


Security	Par (000)		Value

Banks (continued)
Series L, 4.75%, 04/21/45^(b)	$	2,707	$	2,452,380
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(a)		10,810		9,662,951
Series N, 2.65%, 03/11/32 (Call 03/11/31), (SOFR + 1.220%)^(a)		9,445		7,841,711
Series N, 3.48%, 03/13/52 (Call 03/13/51), (SOFR + 1.650%)^(a)		4,715		3,650,589
Bank of America N.A., 6.00%, 10/15/36		6,123		6,589,450
Bank of Montreal
0.40%, 09/15/23^(b)		570		550,170
0.45%, 12/08/23^(b)		366		350,961
0.63%, 07/09/24		2,206		2,075,206
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(a)		565		503,562
1.25%, 09/15/26		5,760		5,136,192
1.50%, 01/10/25^(b)		685		644,599
1.85%, 05/01/25^(b)		5,452		5,138,346
2.15%, 03/08/24^(b)		3,710		3,614,801
2.50%, 06/28/24^(b)		1,618		1,578,035
2.65%, 03/08/27^(b)		3,620		3,367,758
3.09%, 01/10/37 (Call 01/10/32)^(a)		400		322,324
3.70%, 06/07/25		75		74,009
3.80%, 12/15/32 (Call 12/15/27)^(a)		4,891		4,464,554
4.34%, 10/05/28 (Call 10/05/23)^(a)		4,579		4,561,279
Series E, 3.30%, 02/05/24		8,480		8,403,341
Bank of New York Mellon Corp.
3.43%, 06/13/25 (Call 06/13/24)^(a)(b)		1,810		1,788,099
3.99%, 06/13/28 (Call 06/13/27)^(a)		1,827		1,789,291
4.29%, 06/13/33 (Call 06/13/32)^(a)		1,857		1,810,278
4.41%, 07/24/26 (Call 07/24/25)^(a)(b)		1,853		1,861,616
4.60%, 07/26/30 (Call 07/26/29)^(a)		655		654,974
Bank of New York Mellon Corp. (The)
0.35%, 12/07/23 (Call 11/07/23)		490		470,282
0.50%, 04/26/24 (Call 03/26/24)^(b)		2,371		2,251,881
0.75%, 01/28/26 (Call 12/28/25)^(b)		416		375,340
1.05%, 10/15/26 (Call 09/15/26)^(b)		1,786		1,588,433
1.60%, 04/24/25 (Call 03/24/25)		2,171		2,044,300
1.65%, 07/14/28 (Call 05/14/28)^(b)		2,495		2,157,252
1.65%, 01/28/31 (Call 10/28/30)		952		769,340
1.80%, 07/28/31 (Call 04/28/31)^(b)		2,440		1,966,347
2.05%, 01/26/27 (Call 12/26/26)^(b)		2,495		2,294,078
2.10%, 10/24/24		4,083		3,953,242
2.45%, 08/17/26 (Call 05/17/26)		2,981		2,805,598
2.50%, 01/26/32 (Call 10/26/31)^(b)		2,035		1,721,997
2.80%, 05/04/26 (Call 02/04/26)		3,627		3,498,169
3.00%, 10/30/28 (Call 07/30/28)		2,337		2,139,944
3.25%, 09/11/24 (Call 08/11/24)^(b)		2,552		2,532,809
3.25%, 05/16/27 (Call 02/16/27)^(b)		3,612		3,496,019
3.30%, 08/23/29 (Call 05/23/29)		2,359		2,197,291
3.35%, 04/25/25 (Call 03/25/25)^(b)		3,715		3,662,879
3.40%, 05/15/24 (Call 04/15/24)		3,397		3,379,302
3.40%, 01/29/28 (Call 10/29/27)		3,724		3,559,511
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(a)		3,236		3,106,592
3.85%, 04/28/28^(b)		2,805		2,752,883
3.85%, 04/26/29 (Call 02/26/29)		1,795		1,723,828
3.95%, 11/18/25 (Call 10/18/25)^(b)		2,444		2,440,163
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		2,715		2,714,756
Series G, 3.00%, 02/24/25 (Call 01/24/25)		3,216		3,153,996
Series J, 0.85%, 10/25/24 (Call 09/25/24)		2,302		2,160,496


Security	Par (000)		Value

Banks (continued)
Series J, 1.90%, 01/25/29 (Call 11/25/28)	$	2,233	$	1,919,241
Bank of Nova Scotia (The)
0.40%, 09/15/23		140		135,036
0.55%, 09/15/23^(b)		1,150		1,111,038
0.65%, 07/31/24		3,395		3,179,044
0.70%, 04/15/24^(b)		1,566		1,484,913
1.05%, 03/02/26^(b)		1,265		1,134,629
1.30%, 06/11/25^(b)		4,842		4,477,155
1.30%, 09/15/26		4,390		3,896,696
1.35%, 06/24/26		4,240		3,804,382
1.45%, 01/10/25^(b)		5,290		4,971,066
1.95%, 02/02/27		2,740		2,466,548
2.15%, 08/01/31		896		733,690
2.20%, 02/03/25		5,709		5,440,106
2.44%, 03/11/24^(b)		30		29,322
2.45%, 02/02/32		2,100		1,746,255
2.70%, 08/03/26^(b)		5,501		5,180,952
2.95%, 03/11/27		355		333,547
3.40%, 02/11/24		5,946		5,899,086
3.45%, 04/11/25		3,725		3,643,273
4.50%, 12/16/25		5,117		5,102,314
4.59%, 05/04/37 (Call 02/04/32)^(a)		4,475		4,041,328
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (SOFR + 2.090%)^(a)(b)		1,050		940,065
BankUnited Inc.
4.88%, 11/17/25 (Call 08/17/25)		1,156		1,152,567
5.13%, 06/11/30 (Call 03/11/30)		1,454		1,404,113
Barclays Bank PLC, 3.75%, 05/15/24^(b)		665		660,777
Barclays PLC
1.01%, 12/10/24 (Call 12/10/23)^(a)		862		817,271
2.28%, 11/24/27 (Call 11/24/26)^(a)		6,683		5,870,347
2.65%, 06/24/31 (Call 06/24/30), (SOFR + 1.900%)^(a)		1,666		1,326,586
2.67%, 03/10/32 (Call 03/10/31)^(a)		1,235		966,103
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)^(a)(b)		3,695		3,459,222
2.89%, 11/24/32 (Call 11/24/31)^(a)		4,350		3,407,703
3.33%, 11/24/42 (Call 11/24/41)^(a)(b)		5,000		3,600,650
3.56%, 09/23/35 (Call 09/23/30)^(a)		3,545		2,857,660
3.65%, 03/16/25		9,303		9,037,864
3.81%, 03/10/42 (Call 03/10/41)^(a)(b)		350		254,212
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(a)		7,122		6,965,102
4.34%, 01/10/28 (Call 01/10/27)		4,810		4,556,753
4.38%, 09/11/24		6,843		6,763,963
4.38%, 01/12/26		10,472		10,257,848
4.84%, 05/09/28 (Call 05/07/27)		7,088		6,710,493
4.95%, 01/10/47		6,162		5,620,175
4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)^(a)		6,415		6,128,634
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)^(a)		4,725		4,414,851
5.20%, 05/12/26		7,208		7,137,362
5.25%, 08/17/45		5,244		4,918,243
5.30%, 08/09/26		4,005		3,972,880
5.50%, 08/09/28		5,240		5,155,060
5.75%, 08/09/33		1,290		1,263,452
BNP Paribas SA, 4.25%, 10/15/24		4,631		4,615,301
BPCE SA 3.38%, 12/02/26		3,622		3,449,629


Security	Par (000)		Value

Banks (continued)
4.00%, 04/15/24	$	3,332	$	3,314,940
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)^(a)(b)		750		728,813
Canadian Imperial Bank of Commerce
0.50%, 12/14/23^(b)		4,560		4,369,939
0.95%, 10/23/25^(b)		3,293		2,994,490
1.00%, 10/18/24^(b)		4,030		3,769,460
1.25%, 06/22/26		4,630		4,139,220
2.25%, 01/28/25^(b)		3,395		3,237,132
3.10%, 04/02/24^(b)		4,788		4,721,255
3.30%, 04/07/25		325		316,755
3.45%, 04/07/27^(b)		25		23,975
3.50%, 09/13/23		6,342		6,323,798
3.60%, 04/07/32 (Call 03/07/32)		175		159,763
3.95%, 08/04/25		2,895		2,861,215
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23)		8,167		8,156,873
Citigroup Inc.
0.78%, 10/30/24 (Call 10/30/23), (SOFR + 0.686%)^(a)		1,961		1,880,481
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		4,300		4,049,654
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(a)		9,730		8,581,082
1.28%, 11/03/25 (Call 11/03/24), (SOFR + 0.528%)^(a)		1,800		1,674,936
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(a)		9,555		8,427,606
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(a)		3,275		3,077,649
2.52%, 11/03/32 (Call 11/03/31), (SOFR + 1.177%)^(a)		2,280		1,837,634
2.56%, 05/01/32 (Call 05/01/31), (SOFR + 1.167%)^(a)		10,935		8,964,076
2.57%, 06/03/31 (Call 06/03/30), (SOFR + 2.107%)^(a)		12,655		10,579,453
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)		9,247		7,844,138
2.90%, 11/03/42 (Call 11/03/41), (SOFR + 1.379%)^(a)		2,310		1,682,396
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(a)		3,717		3,237,135
3.06%, 01/25/33 (Call 01/25/32), (SOFR + 1.351%)^(a)(b)		7,440		6,303,242
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(a)		5,530		5,120,061
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		14,617		14,032,028
3.20%, 10/21/26 (Call 07/21/26)		10,360		9,866,139
3.29%, 03/17/26 (Call 03/17/25), (SOFR + 1.528%)^(a)		3,990		3,849,033
3.30%, 04/27/25		5,597		5,464,015
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		12,617		12,363,020
3.40%, 05/01/26		8,060		7,785,718
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(a)		8,748		8,143,951
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(a)(b)		9,165		8,596,862
3.70%, 01/12/26		7,719		7,540,151
3.75%, 06/16/24^(b)		4,745		4,741,299


Security	Par (000)		Value

Banks (continued)
3.79%, 03/17/33 (Call 03/17/32), (SOFR + 1.939%)^(a)	$	4,265	$	3,836,965
3.88%, 10/25/23		1,873		1,880,192
3.88%, 03/26/25		5,953		5,879,183
3.88%, 01/24/39 (Call 01/24/38), (3 mo. LIBOR US + 1.168%)^(a)		2,131		1,852,713
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)		10,357		9,931,431
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(a)		9,309		8,697,771
4.00%, 08/05/24		2,918		2,906,474
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(a)		7,571		7,202,974
4.13%, 07/25/28		7,539		7,189,266
4.14%, 05/24/25 (Call 05/24/24), (SOFR + 1.372%)^(a)		5,400		5,363,658
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)^(a)(b)		2,045		1,835,858
4.30%, 11/20/26		4,918		4,856,132
4.40%, 06/10/25		3,745		3,730,282
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(a)		13,319		12,672,363
4.45%, 09/29/27		13,852		13,512,626
4.60%, 03/09/26^(b)		6,990		6,980,983
4.65%, 07/30/45		4,935		4,568,428
4.65%, 07/23/48 (Call 06/23/48)^(b)		7,948		7,484,314
4.66%, 05/24/28 (Call 05/24/27), (SOFR + 1.887%)^(a)		2,505		2,474,113
4.75%, 05/18/46		7,833		7,053,695
4.91%, 05/24/33 (Call 05/24/32)^(a)		2,675		2,626,128
5.30%, 05/06/44		4,250		4,135,165
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)^(a)(b)		2,052		2,049,989
5.50%, 09/13/25		7,148		7,335,063
5.88%, 02/22/33^(b)		1,242		1,280,403
5.88%, 01/30/42		4,419		4,695,895
6.00%, 10/31/33^(b)		5,452		5,688,181
6.13%, 08/25/36		1,138		1,201,876
6.63%, 01/15/28^(b)		1,182		1,285,059
6.63%, 06/15/32		3,845		4,174,170
6.68%, 09/13/43		4,444		5,017,987
8.13%, 07/15/39^(b)		7,383		9,682,657
Citizens Bank N.A./Providence RI
2.25%, 04/28/25 (Call 03/28/25)		1,588		1,503,487
3.75%, 02/18/26 (Call 11/18/25)		2,384		2,334,651
Citizens Bank NA
4.12%, 05/23/25 (Call 05/23/24)^(a)(b)		1,810		1,790,941
4.58%, 08/09/28		1,810		1,789,113
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 11/06/29)		1,046		877,887
2.64%, 09/30/32 (Call 07/02/32)^(b)		2,002		1,585,204
2.85%, 07/27/26 (Call 04/27/26)		3,115		2,950,030
3.25%, 04/30/30 (Call 01/30/30)		2,708		2,377,570
4.30%, 12/03/25 (Call 11/03/25)		640		632,570
5.64%, 05/21/37 (Call 05/21/32)^(a)		1,385		1,351,995
Comerica Bank
2.50%, 07/23/24		2,776		2,693,109
4.00%, 07/27/25		1,200		1,184,124
Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28)		2,786		2,692,753


Security	Par (000)		Value

Banks (continued)
Cooperatieve Rabobank U.A.
3.75%, 07/21/26	$	5,643	$	5,383,704
4.38%, 08/04/25		5,537		5,448,851
5.25%, 05/24/41		3,441		3,744,083
5.25%, 08/04/45^(b)		4,530		4,399,989
5.75%, 12/01/43		4,675		4,855,081
Cooperatieve Rabobank U.A./NY
0.38%, 01/12/24		874		831,594
1.38%, 01/10/25		2,190		2,054,505
3.38%, 05/21/25		3,297		3,227,829
Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 09/28/22)		250		235,348
Credit Suisse AG, 5.00%, 07/09/27		4,435		4,307,316
Credit Suisse AG/New York NY
0.50%, 02/02/24		1,510		1,422,073
1.25%, 08/07/26		3,430		2,959,233
2.95%, 04/09/25		6,291		5,969,719
3.63%, 09/09/24		11,884		11,600,210
3.70%, 02/21/25		6,951		6,725,510
Credit Suisse Group AG
3.75%, 03/26/25		7,266		6,950,292
4.55%, 04/17/26		4,534		4,345,839
4.88%, 05/15/45		6,203		5,001,789
Deutsche Bank AG
4.10%, 01/13/26^(b)		3,354		3,271,324
6.12%, 07/14/26 (Call 07/14/25)^(a)		2,905		2,906,307
Deutsche Bank AG/London, 3.70%, 05/30/24^(b)		4,565		4,499,903
Deutsche Bank AG/New York NY
0.90%, 05/28/24		2,930		2,754,200
1.45%, 04/01/25 (Call 04/01/24), (SOFR + 1.131%)^(a)		2,917		2,720,190
1.69%, 03/19/26		3,435		3,096,137
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)^(a)		4,231		3,727,257
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(a)		7,869		7,583,513
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(a)		5,800		4,930,522
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		6,450		5,490,562
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)^(a)		1,511		1,176,570
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(a)(b)		6,144		5,044,101
3.70%, 05/30/24		2,716		2,670,914
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)		4,375		4,191,337
4.10%, 01/13/26^(b)		2,593		2,523,456
Series E, 0.96%, 11/08/23		1,460		1,401,483
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		3,230		3,104,418
2.70%, 02/06/30 (Call 11/06/29)		2,288		1,906,705
3.45%, 07/27/26 (Call 04/27/26)		4,720		4,472,200
4.25%, 03/13/26		1,660		1,621,604
4.65%, 09/13/28 (Call 06/13/28)		3,424		3,292,758
Fifth Third Bancorp.
1.71%, 11/01/27 (Call 11/01/26), (SOFR + 0.685%)^(a)(b)		2,995		2,684,658
2.38%, 01/28/25 (Call 12/28/24)^(b)		4,167		3,983,569
2.55%, 05/05/27 (Call 04/05/27)		3,684		3,392,301


Security	Par (000)		Value

Banks (continued)
3.65%, 01/25/24 (Call 12/25/23)	$	5,941	$	5,904,166
4.06%, 04/25/28 (Call 04/25/27)^(a)		2,295		2,237,556
4.30%, 01/16/24 (Call 12/16/23)		3,195		3,198,515
4.34%, 04/25/33 (Call 04/25/32)^(a)		2,451		2,326,563
4.77%, 07/28/30 (Call 07/28/29)^(a)(b)		2,720		2,707,162
8.25%, 03/01/38^(b)		3,250		4,194,547
Fifth Third Bank NA
2.25%, 02/01/27 (Call 01/01/27)		3,501		3,224,001
3.85%, 03/15/26 (Call 02/15/26)		3,226		3,138,221
3.95%, 07/28/25 (Call 06/28/25)^(b)		3,547		3,535,898
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)^(a)(b)		502		475,138
First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30)^(b)		2,123		2,154,357
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)		450		440,289
First Republic Bank/CA
4.38%, 08/01/46 (Call 02/01/46)		1,540		1,317,316
4.63%, 02/13/47 (Call 08/13/46)		1,443		1,277,113
First-Citizens Bank & Trust Co.
2.97%, 09/27/25 (Call 09/27/24), (SOFR + 1.715%)^(a)		1,659		1,583,930
6.13%, 03/09/28		1,580		1,620,622
FNB Corp., 5.15%, 08/25/25		20		20,009
Goldman Sachs Capital I, 6.35%, 02/15/34		5,370		5,624,431
Goldman Sachs Group Inc. (The)
0.66%, 09/10/24 (Call 09/10/23), (SOFR + 0.505%)^(a)(b)		4,439		4,253,494
0.86%, 02/12/26 (Call 02/12/25), (SOFR + 0.609%)^(a)		2,620		2,382,864
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)^(a)		6,940		6,647,271
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(a)		2,392		2,120,891
1.22%, 12/06/23 (Call 12/06/22)		500		483,230
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		7,300		6,493,277
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)		10,685		9,377,049
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		7,640		7,338,908
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(a)		12,290		10,903,688
1.99%, 01/27/32 (Call 01/27/31), (SOFR + 1.090%)^(a)		9,255		7,307,748
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(a)		7,652		6,175,394
2.60%, 02/07/30 (Call 11/07/29)		7,346		6,289,498
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(a)		13,595		11,198,473
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(a)		6,650		6,032,614
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)^(a)		8,850		7,275,231
2.91%, 07/21/42 (Call 07/21/41), (SOFR + 1.472%)^(a)		7,275		5,304,275
3.00%, 03/15/24		4,295		4,224,304
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)^(a)		11,900		10,126,781
3.21%, 04/22/42 (Call 04/22/41), (SOFR + 1.513%)^(a)		9,418		7,250,259


Security	Par (000)		Value

Banks (continued)
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)	$	9,292	$	9,051,337
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)^(a)		3,895		3,071,753
3.50%, 01/23/25 (Call 10/23/24)		5,421		5,315,128
3.50%, 04/01/25 (Call 03/01/25)		13,735		13,431,182
3.50%, 11/16/26 (Call 11/16/25)		11,453		10,999,805
3.62%, 03/15/28 (Call 03/15/27), (SOFR + 1.846%)^(a)		3,440		3,253,930
3.63%, 02/20/24 (Call 01/20/24)^(b)		7,207		7,159,866
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(a)		10,117		9,557,631
3.75%, 05/22/25 (Call 02/22/25)		9,700		9,531,414
3.75%, 02/25/26 (Call 11/25/25)		8,543		8,367,441
3.80%, 03/15/30 (Call 12/15/29)		9,342		8,653,775
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(a)		7,474		7,013,377
3.85%, 07/08/24 (Call 04/08/24)^(b)		12,130		12,084,876
3.85%, 01/26/27 (Call 01/26/26)		11,931		11,563,048
4.00%, 03/03/24		11,017		11,011,161
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)^(a)		6,322		5,516,198
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(a)		8,491		8,116,207
4.25%, 10/21/25		6,969		6,889,414
4.39%, 06/15/27 (Call 06/15/26)^(a)		3,460		3,396,786
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)^(a)		3,394		3,096,889
4.48%, 08/23/28		8,060		7,875,023
4.75%, 10/21/45 (Call 04/21/45)^(b)		5,449		5,107,239
4.80%, 07/08/44 (Call 01/08/44)		8,354		8,003,633
5.15%, 05/22/45		8,747		8,289,882
5.95%, 01/15/27		4,054		4,225,606
6.13%, 02/15/33		3,268		3,555,388
6.25%, 02/01/41		4,140		4,606,412
6.45%, 05/01/36		4,166		4,486,824
6.75%, 10/01/37		20,020		22,200,779
HSBC Bank USA N.A., 7.00%, 01/15/39		2,050		2,358,013
HSBC Bank USA N.A./New York NY 5.63%, 08/15/35		935		930,437
5.88%, 11/01/34^(b)		1,130		1,136,012
HSBC Holdings PLC
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)^(a)		3,920		3,657,438
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)^(a)		3,788		3,617,464
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)^(a)		1,875		1,633,706
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)^(a)		9,298		8,475,778
2.01%, 09/22/28 (Call 09/22/27), (SOFR + 1.732%)^(a)		2,135		1,800,189
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)^(a)		2,610		2,397,468
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)^(a)		2,750		2,277,055
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(a)		5,250		4,626,510
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)^(a)		6,133		4,849,240


Security	Par (000)		Value

Banks (continued)
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)	$	8,629	$	8,189,525
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(a)		7,745		6,153,402
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)^(a)		3,133		2,588,516
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)^(a)		6,945		5,522,178
3.00%, 03/10/26 (Call 03/10/25), (SOFR + 1.430%)^(a)		3,570		3,382,646
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(a)		9,910		9,720,521
3.90%, 05/25/26		8,794		8,549,966
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(a)		9,785		8,842,117
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)^(a)		8,761		8,239,983
4.18%, 12/09/25 (Call 12/09/24)^(a)		3,990		3,911,596
4.25%, 03/14/24		9,457		9,423,049
4.25%, 08/18/25		6,796		6,677,342
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(a)		9,719		9,443,078
4.30%, 03/08/26		11,357		11,223,782
4.38%, 11/23/26		6,601		6,459,739
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)^(a)		14,282		13,479,066
4.76%, 06/09/28 (Call 06/09/27)^(a)		10,700		10,307,845
4.76%, 03/29/33 (Call 03/29/32), (SOFR + 2.530%)^(a)		5,965		5,324,299
4.95%, 03/31/30		10,735		10,451,167
5.21%, 08/11/28		200		195,214
5.25%, 03/14/44		3,244		2,982,015
5.40%, 08/11/33		5,700		5,418,648
6.10%, 01/14/42^(b)		3,157		3,451,990
6.50%, 05/02/36		7,437		7,799,702
6.50%, 09/15/37		8,962		9,355,342
6.80%, 06/01/38		5,787		6,237,171
7.63%, 05/17/32		3,314		3,759,700
HSBC USA Inc.
3.50%, 06/23/24^(b)		2,223		2,191,700
3.75%, 05/24/24		6,900		6,853,908
Huntington Bancshares Inc.
2.49%, 08/15/36 (Call 08/15/31)^(a)		2,025		1,533,371
4.44%, 08/04/28 (Call 08/04/27)^(a)		1,365		1,337,004
5.02%, 05/17/33 (Call 05/17/32)^(a)		1,564		1,546,593
Huntington Bancshares Inc./OH
2.55%, 02/04/30 (Call 11/04/29)		2,677		2,288,407
2.63%, 08/06/24 (Call 07/06/24)		3,867		3,756,210
4.00%, 05/15/25 (Call 04/15/25)		1,756		1,739,775
Huntington National Bank (The) 3.55%, 10/06/23 (Call 09/06/23)		3,556		3,542,203
4.55%, 05/17/28 (Call 05/17/27)^(a)(b)		1,460		1,450,306
Industrial & Commercial Bank of China Ltd./New York NY, 3.54%, 11/08/27		3,530		3,452,093
ING Groep NV
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)^(a)		2,638		2,340,328
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)^(a)		2,510		2,075,368
3.55%, 04/09/24		4,303		4,254,419


Security	Par (000)		Value

Banks (continued)
3.87%, 03/28/26 (Call 03/28/25), (SOFR + 1.640%)^(a)	$	50	$	48,740
3.95%, 03/29/27		7,892		7,574,584
4.02%, 03/28/28 (Call 03/28/27), (SOFR + 1.830%)^(a)		250		237,080
4.05%, 04/09/29		4,505		4,224,474
4.10%, 10/02/23		5,451		5,449,692
4.25%, 03/28/33 (Call 03/28/32), (SOFR + 2.070%)^(a)		2,335		2,153,571
4.55%, 10/02/28		4,106		3,974,690
Intesa Sanpaolo SpA, 5.25%, 01/12/24		200		200,180
JPMorgan Chase & Co.
0.56%, 02/16/25 (Call 02/16/24), (SOFR + 0.420%)^(a)(b)		1,960		1,851,965
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)^(a)(b)		1,335		1,283,349
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)^(a)		11,121		10,357,766
0.82%, 06/01/25 (Call 06/01/24), (SOFR + 0.540%)^(a)		8,065		7,552,953
0.97%, 06/23/25 (Call 06/23/24), (SOFR + 0.580%)^(a)		11,058		10,358,803
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(a)		1,308		1,151,602
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)(b)		2,042		1,815,399
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(a)		6,505		5,702,543
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)^(a)		10,200		9,515,274
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		2,466		2,203,272
1.76%, 11/19/31 (Call 11/19/30), (SOFR + 1.105%)^(a)		2,240		1,761,290
1.95%, 02/04/32 (Call 02/04/31), (SOFR + 1.065%)^(a)		3,690		2,926,355
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(a)		8,005		7,484,995
2.07%, 06/01/29 (Call 06/01/28), (SOFR + 1.015%)^(a)		8,451		7,228,563
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)		12,232		11,445,727
2.18%, 06/01/28 (Call 06/01/27), (SOFR + 1.890%)^(a)		6,995		6,205,964
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)^(a)		6,301		6,013,737
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(a)		13,111		11,091,644
2.53%, 11/19/41 (Call 11/19/40), (SOFR + 1.510%)^(a)		1,205		840,921
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(a)		8,180		6,739,829
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)^(a)		4,874		4,032,065
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(a)		2,065		1,961,275
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(a)		6,366		5,513,402
2.95%, 10/01/26 (Call 07/01/26)		12,078		11,481,468


Security	Par (000)		Value

Banks (continued)
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(a)	$	2,729	$	2,524,789
2.96%, 05/13/31 (Call 05/13/30), (SOFR + 2.515%)^(a)		3,671		3,164,475
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(a)		9,400		7,988,308
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)^(a)		8,721		6,729,211
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)^(a)		10,890		7,894,052
3.13%, 01/23/25 (Call 10/23/24)^(b)		8,161		8,035,076
3.16%, 04/22/42 (Call 04/22/41), (SOFR + 2.460%)^(a)		3,730		2,891,272
3.20%, 06/15/26 (Call 03/15/26)		6,422		6,180,725
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		7,432		7,289,157
3.30%, 04/01/26 (Call 01/01/26)		9,826		9,503,707
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)^(a)		9,180		6,929,707
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(a)		9,676		8,964,620
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(a)(b)		5,730		5,398,921
3.63%, 05/13/24^(b)		7,379		7,360,700
3.63%, 12/01/27 (Call 12/01/26)		7,221		6,901,110
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(a)		9,901		9,123,672
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		11,916		11,434,474
3.85%, 06/14/25 (Call 06/14/24)^(a)		6,200		6,135,334
3.88%, 02/01/24		8,637		8,669,043
3.88%, 09/10/24		11,901		11,851,968
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)^(a)(b)		9,776		8,598,285
3.90%, 07/15/25 (Call 04/15/25)		10,435		10,388,877
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)^(a)		8,483		7,083,305
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		9,747		9,483,734
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)^(a)		7,611		6,372,843
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(a)		4,704		4,456,146
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		6,996		6,959,621
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)^(a)		7,141		6,126,264
4.08%, 04/26/26 (Call 04/26/25), (SOFR + 1.320%)^(a)		10,885		10,742,515
4.13%, 12/15/26		10,006		9,891,431
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(a)		10,177		9,728,194
4.25%, 10/01/27		3,633		3,595,289
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)^(a)		9,054		7,975,035
4.32%, 04/26/28 (Call 04/26/27), (SOFR + 1.560%)^(a)		11,340		11,080,881
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(a)		9,361		9,058,452


Security	Par (000)		Value

Banks (continued)
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(a)	$	12,220	$	11,861,832
4.57%, 06/14/30 (Call 06/14/29)^(a)		8,150		7,929,053
4.59%, 04/26/33 (Call 04/26/32), (SOFR + 1.800%)^(a)		5,530		5,343,971
4.85%, 07/25/28 (Call 07/25/27)^(a)		5,160		5,154,272
4.85%, 02/01/44		5,044		5,008,642
4.91%, 07/25/33 (Call 07/25/32)^(a)		15,795		15,657,899
4.95%, 06/01/45^(b)		3,751		3,590,270
5.40%, 01/06/42		6,803		7,004,301
5.50%, 10/15/40^(b)		6,579		6,883,147
5.60%, 07/15/41		7,810		8,257,122
5.63%, 08/16/43		6,092		6,362,789
6.40%, 05/15/38		6,537		7,442,897
7.63%, 10/15/26		3,703		4,155,692
7.75%, 07/15/25^(b)		980		1,070,229
8.00%, 04/29/27		4,813		5,532,784
8.75%, 09/01/30		1,284		1,556,760
KeyBank N.A./Cleveland OH
3.30%, 06/01/25		905		881,597
3.40%, 05/20/26		2,212		2,113,035
3.90%, 04/13/29		2,890		2,646,489
4.15%, 08/08/25		600		595,422
4.90%, 08/08/32		1,910		1,823,171
KeyCorp.
2.25%, 04/06/27		3,121		2,807,745
2.55%, 10/01/29		3,106		2,660,724
3.88%, 05/23/25 (Call 05/23/24)^(a)		1,035		1,026,140
4.10%, 04/30/28		3,976		3,861,014
4.15%, 10/29/25^(b)		2,009		1,989,526
4.79%, 06/01/33 (Call 06/01/32)^(a)		2,330		2,260,030
KfW
0.00%, 04/18/36^(c)		9,255		5,741,432
0.00%, 06/29/37^(c)		13,341		7,924,687
0.25%, 10/19/23		2,976		2,866,989
0.25%, 03/08/24		2,975		2,830,683
0.38%, 07/18/25		8,340		7,611,418
0.50%, 09/20/24		515		484,213
0.63%, 01/22/26		6,040		5,478,220
0.75%, 09/30/30		4,039		3,295,905
1.00%, 10/01/26		1,490		1,347,690
1.25%, 01/31/25		10,280		9,726,525
1.38%, 08/05/24		11,595		11,127,953
1.63%, 05/10/24^(d)		10		9,684
1.75%, 09/14/29		9,382		8,433,667
2.00%, 05/02/25		6,937		6,658,479
2.50%, 11/20/24		25,800		25,224,402
2.63%, 02/28/24		17,060		16,830,543
2.88%, 04/03/28		8,387		8,132,790
3.00%, 05/20/27		330		323,321
3.13%, 06/10/25		50		49,366
Korea Development Bank (The)
0.40%, 03/09/24^(b)		660		626,525
0.75%, 01/25/25		1,865		1,726,915
0.80%, 07/19/26^(b)		1,735		1,542,085
1.00%, 09/09/26		2,000		1,785,400
1.63%, 01/19/31		1,990		1,654,605
2.00%, 09/12/26		925		859,741
2.00%, 10/25/31		3,075		2,593,148
2.13%, 10/01/24		1,602		1,546,363


Security	Par (000)		Value

Banks (continued)
2.25%, 02/24/27	$	350	$	325,672
3.00%, 01/13/26^(b)		3,550		3,452,375
3.25%, 02/19/24		1,335		1,323,439
3.38%, 09/16/25		2,670		2,617,428
3.75%, 01/22/24^(b)		4,295		4,289,545
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		835		759,382
0.88%, 09/03/30		1,710		1,408,955
1.75%, 07/27/26		5,185		4,846,782
2.00%, 01/13/25		8,817		8,506,553
2.38%, 06/10/25^(b)		3,515		3,400,059
3.13%, 11/14/23		1,405		1,397,539
Series 37, 2.50%, 11/15/27^(b)		2,717		2,586,285
Series 40, 0.50%, 05/27/25		7,840		7,211,154
Lloyds Banking Group PLC
1.00%, 08/11/33		600		570,258
1.63%, 05/11/27 (Call 05/11/26)^(a)		1,195		1,057,121
2.44%, 02/05/26 (Call 02/05/25)^(a)		4,197		3,949,461
3.37%, 12/14/46 (Call 09/14/41)^(a)		2,027		1,407,610
3.51%, 03/18/26 (Call 03/18/25)^(a)(b)		4,265		4,109,370
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)		4,082		3,773,360
3.75%, 01/11/27		4,759		4,539,800
3.75%, 03/18/28 (Call 03/18/27)^(a)		5,835		5,506,956
3.87%, 07/09/25 (Call 07/09/24)^(a)(b)		3,197		3,135,266
3.90%, 03/12/24		2,739		2,726,017
4.34%, 01/09/48		5,539		4,476,952
4.38%, 03/22/28		2,073		1,998,227
4.45%, 05/08/25		5,097		5,055,612
4.50%, 11/04/24		1,995		1,984,267
4.55%, 08/16/28		6,740		6,526,275
4.58%, 12/10/25		5,133		5,028,287
4.65%, 03/24/26		5,631		5,505,091
4.72%, 08/11/26		1,400		1,381,492
5.30%, 12/01/45		3,214		2,920,465
M&T Bank Corp.
4.00%, 07/15/24 (Call 04/16/24)^(b)		344		342,445
4.55%, 08/16/28		1,810		1,810,145
Manufacturers & Traders Trust Co.
2.90%, 02/06/25 (Call 01/06/25)		2,977		2,889,149
3.40%, 08/17/27		2,900		2,724,579
Mitsubishi UFJ Financial Group Inc.
0.85%, 09/15/24 (Call 09/15/23)^(a)		685		660,662
0.95%, 07/19/25 (Call 07/19/24)^(a)		1,810		1,688,350
0.96%, 10/11/25 (Call 10/11/24)^(a)(b)		2,890		2,673,048
1.41%, 07/17/25		2,324		2,132,177
1.54%, 07/20/27 (Call 07/20/26)^(a)		1,350		1,191,807
1.64%, 10/13/27 (Call 10/13/26)^(a)		2,960		2,603,882
2.05%, 07/17/30		1,320		1,076,658
2.19%, 02/25/25		7,119		6,745,181
2.31%, 07/20/32 (Call 07/20/31)^(a)		1,697		1,371,549
2.34%, 01/19/28 (Call 01/19/27)^(a)		2,890		2,597,966
2.49%, 10/13/32 (Call 10/13/31)^(a)		1,489		1,214,696
2.53%, 09/13/23^(b)		1,054		1,038,717
2.56%, 02/25/30		4,300		3,679,123
2.76%, 09/13/26		2,605		2,427,469
2.80%, 07/18/24		6,621		6,439,452
2.85%, 01/19/33 (Call 01/19/32)^(a)		2,635		2,210,185
3.20%, 07/18/29^(b)		7,469		6,771,171
3.29%, 07/25/27		3,712		3,496,815


Security	Par (000)		Value

Banks (continued)
3.41%, 03/07/24	$	6,724	$	6,658,038
3.68%, 02/22/27		3,619		3,487,775
3.74%, 03/07/29		6,729		6,341,342
3.75%, 07/18/39^(b)		5,950		5,148,475
3.78%, 03/02/25		4,886		4,825,707
3.84%, 04/17/26 (Call 04/17/25)^(a)		2,750		2,690,325
3.85%, 03/01/26		2,879		2,811,401
3.96%, 03/02/28^(b)		4,943		4,760,999
4.05%, 09/11/28^(b)		4,456		4,279,097
4.08%, 04/19/28 (Call 04/19/27)^(a)		2,720		2,627,194
4.15%, 03/07/39^(b)		2,551		2,322,507
4.29%, 07/26/38^(b)		2,847		2,660,094
4.32%, 04/19/33 (Call 04/19/32)^(a)		2,755		2,614,220
4.79%, 07/18/25 (Call 07/18/24)^(a)		4,385		4,399,646
5.02%, 07/20/28 (Call 07/20/27)^(a)		5,540		5,566,869
5.13%, 07/20/33 (Call 07/20/32)^(a)		5,500		5,523,210
Mizuho Financial Group Inc.
0.85%, 09/08/24 (Call 09/08/23), (SOFR + 0.872%)^(a)		1,095		1,053,708
1.23%, 05/22/27 (Call 05/22/26)^(a)		2,325		2,027,726
1.55%, 07/09/27 (Call 07/09/26)^(a)		2,635		2,311,606
1.98%, 09/08/31 (Call 09/08/30), (SOFR + 1.532%)^(a)		1,150		908,569
2.17%, 05/22/32 (Call 05/22/31)^(a)		573		451,518
2.20%, 07/10/31 (Call 07/10/30), (SOFR + 1.772%)^(a)		4,000		3,216,600
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)^(a)		3,481		3,230,055
2.26%, 07/09/32 (Call 07/09/31)^(a)(b)		2,075		1,643,836
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(a)		2,298		2,191,924
2.56%, 09/13/31		3,800		2,994,970
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)^(a)
		2,140		1,778,083
2.65%, 05/22/26 (Call 05/22/25)^(a)		3,270		3,073,408
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)		3,042		2,926,647
2.84%, 09/13/26		2,357		2,181,380
2.87%, 09/13/30 (Call 09/13/29), (SOFR + 1.572%)^(a)		2,250		1,942,830
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)^(a)		2,548		2,245,731
3.17%, 09/11/27		4,168		3,844,063
3.26%, 05/22/30 (Call 05/22/29)^(a)		2,175		1,931,444
3.66%, 02/28/27		2,472		2,356,014
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(a)		3,368		3,342,605
4.02%, 03/05/28^(b)		3,940		3,756,002
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)^(a)		3,865		3,670,204
Morgan Stanley
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.509%)^(a)		4,355		4,129,411
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(a)		13,090		12,240,721
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(a)		10,884		9,639,741
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)^(a)		12,325		11,450,664


Security	Par (000)		Value

Banks (continued)
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)	$	10,144	$	8,988,091
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)^(a)		3,956		3,528,159
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(a)		7,070		5,569,958
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)^(a)		14,370		11,352,013
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		12,979		12,188,838
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(a)		9,409		7,587,982
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		6,515		5,921,940
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(a)		14,403		11,139,136
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)^(a)		8,125		6,662,581
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)^(a)		5,160		4,912,217
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(a)		13,702		11,863,329
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		10,099		9,765,834
2.80%, 01/25/52 (Call 01/25/51), (SOFR + 1.430%)^(a)		5,360		3,640,244
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(a)(b)		3,280		2,797,578
3.13%, 07/27/26		10,072		9,596,199
3.22%, 04/22/42 (Call 04/22/41), (SOFR + 1.485%)^(a)		2,554		1,993,755
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(a)		10,407		9,830,660
3.62%, 04/17/25 (Call 04/17/24), (SOFR + 1.160%)^(a)(b)		6,280		6,192,708
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(a)		3,404		3,122,591
3.63%, 01/20/27		10,165		9,872,756
3.70%, 10/23/24		11,523		11,451,212
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(a)		10,559		9,941,404
3.88%, 01/27/26		11,777		11,618,599
3.95%, 04/23/27		5,690		5,514,976
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)^(a)		8,460		7,546,151
4.00%, 07/23/25		7,728		7,686,501
4.21%, 04/20/28 (Call 04/20/27), (SOFR + 1.610%)^(a)		3,270		3,183,476
4.30%, 01/27/45		7,044		6,295,998
4.35%, 09/08/26		9,554		9,444,416
4.38%, 01/22/47		8,990		8,183,777
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(a)(b)		9,868		9,610,149
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 0.408%)^(a)		4,892		4,562,328
4.68%, 07/17/26 (Call 07/17/25)^(a)		6,995		7,001,855
4.89%, 07/20/33 (Call 07/20/32)^(a)		2,810		2,797,917
5.00%, 11/24/25		7,811		7,934,492
5.30%, 04/20/37 (Call 04/20/32)^(a)		3,955		3,798,263


Security	Par (000)		Value

Banks (continued)
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)^(a)	$	6,070	$	6,554,082
6.25%, 08/09/26		4,591		4,879,682
6.38%, 07/24/42^(b)		8,017		9,176,900
7.25%, 04/01/32		6,459		7,637,186
Series F, 3.88%, 04/29/24		8,435		8,419,480
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		2,748		2,540,416
National Australia Bank Ltd./New York
2.50%, 07/12/26		5,766		5,418,426
3.38%, 01/14/26^(b)		3,789		3,689,349
3.50%, 06/09/25		275		270,795
National Bank of Canada
0.55%, 11/15/24 (Call 11/15/23)^(a)(b)		900		858,393
0.75%, 08/06/24^(b)		4,675		4,364,019
3.75%, 06/09/25 (Call 06/09/24)^(a)		1,810		1,783,122
Natwest Group PLC
3.03%, 11/28/35 (Call 08/28/30)^(a)(b)		2,680		2,099,030
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)^(a)
		6,547		6,285,120
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(a)
		6,957		6,752,464
NatWest Group PLC
1.64%, 06/14/27 (Call 06/14/26)^(a)		3,755		3,282,095
3.07%, 05/22/28 (Call 05/22/27)^(a)		4,857		4,390,631
3.75%, 11/01/29 (Call 11/01/24)^(a)		2,945		2,797,161
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		7,263		7,176,280
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)^(a)		2,409		2,248,898
4.80%, 04/05/26		6,693		6,655,787
5.52%, 09/30/28 (Call 09/30/27)^(a)		2,000		2,001,900
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)^(b)		2,186		1,846,733
3.15%, 05/03/29 (Call 02/03/29)		3,397		3,175,312
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)^(a)(b)		2,306		2,149,169
3.65%, 08/03/28 (Call 05/03/28)^(b)		465		452,822
3.95%, 10/30/25		4,296		4,278,988
4.00%, 05/10/27 (Call 04/10/27)		4,255		4,240,576
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		2,740		2,484,413
0.50%, 09/16/24		661		621,366
0.50%, 02/02/26		300		270,024
1.50%, 02/12/25		7,875		7,487,156
2.88%, 05/23/25		125		122,574
3.13%, 11/07/23		321		319,328
PNC Bank NA
2.70%, 10/22/29		3,072		2,677,524
2.95%, 02/23/25 (Call 01/24/25)		2,226		2,165,965
3.10%, 10/25/27 (Call 09/25/27)		4,043		3,843,074
3.25%, 06/01/25 (Call 05/02/25)^(b)		3,467		3,393,118
3.25%, 01/22/28 (Call 12/23/27)		2,969		2,815,829
3.30%, 10/30/24 (Call 09/30/24)^(b)		1,936		1,904,811
3.88%, 04/10/25 (Call 03/10/25)		3,061		3,024,146
4.05%, 07/26/28		3,569		3,447,119
4.20%, 11/01/25 (Call 10/02/25)		2,263		2,246,480
2.50%, 08/27/24 (Call 07/27/24)		3,713		3,610,261
PNC Financial Services Group Inc. (The) 1.15%, 08/13/26 (Call 07/13/26)		3,146		2,820,200


Security	Par (000)		Value

Banks (continued)
2.20%, 11/01/24 (Call 10/02/24)	$	2,412	$	2,331,801
2.31%, 04/23/32 (Call 04/23/31), (SOFR + 0.979%)^(a)(b)		3,238		2,721,086
2.55%, 01/22/30 (Call 10/24/29)		7,697		6,757,812
2.60%, 07/23/26 (Call 05/23/26)^(b)		2,736		2,587,873
3.15%, 05/19/27 (Call 04/19/27)^(b)		3,282		3,142,252
3.45%, 04/23/29 (Call 01/23/29)		4,975		4,709,633
3.50%, 01/23/24 (Call 12/23/23)		3,106		3,095,874
3.90%, 04/29/24 (Call 03/29/24)		3,785		3,785,492
Regions Bank/Birmingham AL, 6.45%, 06/26/37		1,595		1,777,643
Regions Financial Corp. 1.80%, 08/12/28 (Call 06/12/28)		3,280		2,823,982
2.25%, 05/18/25 (Call 04/18/25)^(b)		3,180		3,028,696
7.38%, 12/10/37^(b)		1,108		1,304,227
Royal Bank of Canada
0.43%, 01/19/24		1,810		1,727,917
0.50%, 10/26/23		1,330		1,282,559
0.65%, 07/29/24		4,788		4,495,740
0.75%, 10/07/24^(b)		5,982		5,579,651
0.88%, 01/20/26		3,054		2,736,445
1.15%, 06/10/25^(b)		3,781		3,485,439
1.15%, 07/14/26		4,827		4,303,222
1.20%, 04/27/26		5,160		4,638,737
1.40%, 11/02/26		5,035		4,479,639
1.60%, 01/21/25		1,275		1,203,689
2.05%, 01/21/27^(b)		1,140		1,040,068
2.25%, 11/01/24		7,100		6,830,271
2.30%, 11/03/31		5,430		4,523,787
2.55%, 07/16/24		4,731		4,603,121
3.38%, 04/14/25		1,630		1,601,002
3.63%, 05/04/27^(b)		1,745		1,683,768
3.70%, 10/05/23		7,028		7,027,157
3.88%, 05/04/32^(b)		1,810		1,710,070
3.97%, 07/26/24		3,430		3,422,077
4.24%, 08/03/27		6,296		6,207,982
4.65%, 01/27/26		6,149		6,185,894
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(a)		2,440		2,121,678
3.24%, 10/05/26 (Call 08/05/26)		4,229		3,936,142
3.45%, 06/02/25 (Call 05/02/25)		3,749		3,585,206
3.50%, 06/07/24 (Call 05/07/24)		4,732		4,646,162
4.40%, 07/13/27 (Call 04/14/27)		4,233		4,076,083
4.50%, 07/17/25 (Call 04/17/25)		5,191		5,139,713
Santander UK Group Holdings PLC
1.09%, 03/15/25 (Call 03/15/24), (SOFR + 0.787%)^(a)		1,420		1,329,006
1.53%, 08/21/26 (Call 08/21/25)^(a)		4,354		3,890,865
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)^(a)		4,197		3,638,715
2.47%, 01/11/28 (Call 01/11/27), (SOFR + 1.220%)^(a)		1,780		1,559,814
2.90%, 03/15/32 (Call 03/15/31), (SOFR + 1.475%)^(a)		1,395		1,123,868
3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)^(a)		5,338		4,884,110
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(a)		2,186		2,174,764
Santander UK PLC, 4.00%, 03/13/24		3,587		3,583,377


Security	Par (000)		Value

Banks (continued)
Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)^(a)	$	971	$	917,440
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)^(a)		2,825		2,544,619
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)^(a)(b)		335		315,336
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(a)		2,100		1,924,524
2.20%, 03/03/31		430		357,807
2.35%, 11/01/25 (Call 11/01/24), (SOFR + 0.940%)^(a)(b)		2,684		2,591,402
2.40%, 01/24/30^(b)		3,373		2,965,204
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)^(a)		1,580		1,345,939
2.65%, 05/19/26		3,236		3,113,809
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)^(a)		3,339		3,210,582
3.15%, 03/30/31 (Call 03/30/30), (SOFR + 2.650%)^(a)		1,596		1,450,365
3.30%, 12/16/24^(b)		3,362		3,332,986
3.55%, 08/18/25		3,882		3,847,916
3.70%, 11/20/23		5,017		5,023,773
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		3,574		3,565,279
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)^(a)		1,088		1,063,901
4.16%, 08/04/33		685		661,950
4.42%, 05/13/33 (Call 05/13/32)^(a)(b)		330		325,525
Sumitomo Mitsui Banking Corp.
3.40%, 07/11/24		2,120		2,082,497
3.65%, 07/23/25^(b)		3,800		3,701,466
3.95%, 01/10/24		3,370		3,359,587
Sumitomo Mitsui Financial Group Inc.
0.95%, 01/12/26		350		311,437
1.40%, 09/17/26^(b)		5,665		4,998,286
1.47%, 07/08/25		1,464		1,347,246
1.71%, 01/12/31^(b)		3,080		2,389,372
1.90%, 09/17/28		5,345		4,486,219
2.13%, 07/08/30		2,840		2,328,005
2.14%, 09/23/30		2,421		1,927,140
2.17%, 01/14/27		836		754,925
2.22%, 09/17/31^(b)		2,720		2,197,026
2.30%, 01/12/41		650		440,018
2.35%, 01/15/25		1,644		1,565,680
2.45%, 09/27/24		2,951		2,829,094
2.47%, 01/14/29^(b)		1,555		1,342,400
2.63%, 07/14/26		8,108		7,550,007
2.70%, 07/16/24		9,665		9,374,857
2.72%, 09/27/29		1,126		977,458
2.75%, 01/15/30		4,280		3,701,601
2.93%, 09/17/41		3,140		2,278,196
3.01%, 10/19/26		5,223		4,916,201
3.04%, 07/16/29		10,570		9,383,306
3.05%, 01/14/42^(b)		2,085		1,575,134
3.20%, 09/17/29		1,581		1,396,118
3.35%, 10/18/27		3,164		2,971,344
3.36%, 07/12/27		2,606		2,459,595
3.45%, 01/11/27		2,757		2,626,566
3.54%, 01/17/28		3,846		3,642,431


Security	Par (000)		Value

Banks (continued)
3.78%, 03/09/26	$	6,204	$	6,055,476
3.94%, 10/16/23^(b)		3,347		3,345,795
3.94%, 07/19/28		3,794		3,611,584
4.31%, 10/16/28^(b)		3,437		3,347,810
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		1,695		1,504,007
1.80%, 02/02/31 (Call 11/02/30)		3,053		2,302,206
2.10%, 05/15/28 (Call 03/15/28)^(b)		746		632,220
3.13%, 06/05/30 (Call 03/05/30)		2,769		2,370,236
3.50%, 01/29/25^(b)		2,897		2,815,884
4.35%, 04/29/28 (Call 04/29/27)^(a)		3,380		3,263,998
4.57%, 04/29/33 (Call 04/29/32)^(a)(b)		2,790		2,599,415
Svenska Handelsbanken AB, 3.90%, 11/20/23^(b)		5,079		5,083,825
Synchrony Bank
5.40%, 08/22/25		2,400		2,396,160
5.63%, 08/23/27		4,060		4,028,697
Synovus Financial Corp., 5.20%, 08/11/25		20		19,958
Toronto-Dominion Bank (The) 0.45%, 09/11/23		1,781		1,720,125
0.55%, 03/04/24		4,380		4,164,504
0.70%, 09/10/24		4,810		4,499,755
0.75%, 09/11/25		965		871,607
0.75%, 01/06/26		6,140		5,485,108
1.15%, 06/12/25		2,185		2,014,789
1.20%, 06/03/26^(b)		6,025		5,388,157
1.25%, 12/13/24		3,158		2,967,162
1.25%, 09/10/26		6,008		5,335,705
1.35%, 10/31/26 (Call 10/31/22)		75		65,849
1.45%, 01/10/25^(b)		4,300		4,062,941
1.95%, 01/12/27		3,775		3,420,112
2.00%, 09/10/31		4,013		3,255,426
2.35%, 03/08/24		4,465		4,359,403
2.45%, 01/12/32		2,965		2,472,543
2.65%, 06/12/24		4,585		4,477,207
2.80%, 03/10/27		3,870		3,629,441
3.20%, 03/10/32		3,715		3,300,889
3.25%, 03/11/24		5,991		5,924,979
3.63%, 09/15/31 (Call 09/15/26)^(a)		6,042		5,739,960
3.77%, 06/06/25		4,060		4,011,808
4.11%, 06/08/27		3,585		3,548,469
4.46%, 06/08/32		1,530		1,500,884
Truist Bank
1.50%, 03/10/25 (Call 02/10/25)		2,148		2,013,900
2.15%, 12/06/24 (Call 11/05/24)		5,351		5,133,161
2.25%, 03/11/30 (Call 12/11/29)		3,355		2,801,861
2.64%, 09/17/29 (Call 09/17/24)^(a)		3,645		3,452,945
3.20%, 04/01/24 (Call 03/01/24)		4,351		4,306,185
3.30%, 05/15/26 (Call 04/15/26)		4,814		4,629,239
3.63%, 09/16/25 (Call 08/16/25)		6,294		6,161,197
3.80%, 10/30/26 (Call 09/30/26)		2,026		1,977,842
4.05%, 11/03/25 (Call 09/03/25)^(b)		2,800		2,795,352
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)^(b)		3,447		2,959,387
1.20%, 08/05/25 (Call 07/03/25)		2,654		2,438,575
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(a)		1,335		1,200,686
1.89%, 06/07/29 (Call 06/07/28), (SOFR + 0.862%)^(a)		4,170		3,577,151
1.95%, 06/05/30 (Call 03/05/30)		550		456,434
2.50%, 08/01/24 (Call 07/01/24)^(b)		4,628		4,506,515


Security	Par (000)		Value

Banks (continued)
2.85%, 10/26/24 (Call 09/26/24)^(b)	$	4,509	$	4,430,679
3.70%, 06/05/25 (Call 05/05/25)^(b)		3,624		3,584,788
3.75%, 12/06/23 (Call 11/06/23)		4,953		4,960,330
3.88%, 03/19/29 (Call 02/16/29)^(b)		2,961		2,801,195
4.00%, 05/01/25 (Call 03/01/25)^(b)		2,867		2,859,316
4.12%, 06/06/28 (Call 06/06/27)^(a)(b)		3,295		3,235,196
4.26%, 07/28/26 (Call 07/28/25)^(a)		3,796		3,791,635
4.92%, 07/28/33 (Call 07/28/32)^(a)		3,820		3,670,027
U.S. Bancorp.
1.38%, 07/22/30 (Call 04/22/30)		1,541		1,231,814
1.45%, 05/12/25 (Call 04/11/25)^(b)		5,941		5,569,925
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)^(a)		3,040		2,778,560
2.40%, 07/30/24 (Call 06/28/24)		5,273		5,145,973
2.49%, 11/03/36 (Call 11/03/31)^(a)		3,605		2,906,639
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)^(a)		2,020		1,738,008
3.00%, 07/30/29 (Call 04/30/29)		1,923		1,730,104
3.10%, 04/27/26 (Call 03/27/26)^(b)		3,748		3,607,338
3.38%, 02/05/24 (Call 01/05/24)		5,018		4,993,964
3.60%, 09/11/24 (Call 08/11/24)		4,895		4,873,217
3.70%, 01/30/24 (Call 12/29/23)^(b)		3,434		3,436,575
3.90%, 04/26/28 (Call 03/24/28)		4,374		4,298,548
3.95%, 11/17/25 (Call 10/17/25)^(b)		2,526		2,528,526
4.55%, 07/22/28 (Call 07/22/27)^(a)		5,325		5,342,626
4.97%, 07/22/33 (Call 07/22/32)^(a)		5,310		5,263,006
Series V, 2.38%, 07/22/26 (Call 06/22/26)^(b)		5,062		4,770,733
Series X, 3.15%, 04/27/27 (Call 03/27/27)^(b)		4,752		4,575,463
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		2,503		2,397,999
2.80%, 01/27/25 (Call 12/27/24)^(b)		4,807		4,685,719
Valley National Bancorp., 3.00%, 06/15/31
(Call 06/15/26), (SOFR + 2.360%)^(a)(b)		440		393,325
Wachovia Corp.
5.50%, 08/01/35		6,201		6,267,227
7.57%, 08/01/26^(b)(e)		355		386,865
Webster Financial Corp., 4.10%, 03/25/29
(Call 12/25/28)^(b)		1,610		1,507,057
Wells Fargo & Co.
0.81%, 05/19/25 (Call 05/19/24), (SOFR + 0.510%)^(a)		4,137		3,881,209
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)^(a)		11,143		10,471,411
2.19%, 04/30/26 (Call 04/30/25), (SOFR + 2.000%)^(a)		8,001		7,487,896
2.39%, 06/02/28 (Call 06/02/27), (SOFR + 2.100%)^(a)		8,581		7,675,876
2.41%, 10/30/25 (Call 10/30/24), (SOFR + 1.087%)^(a)		11,025		10,530,639
2.57%, 02/11/31 (Call 02/11/30), (SOFR + 1.262%)^(a)		11,145		9,490,636
2.88%, 10/30/30 (Call 10/30/29), (SOFR + 1.432%)^(a)		12,921		11,330,037
3.00%, 02/19/25		9,467		9,214,610
3.00%, 04/22/26		12,505		11,893,631
3.00%, 10/23/26		13,543		12,778,091
3.07%, 04/30/41 (Call 04/30/40), (SOFR + 2.530%)^(a)		13,655		10,482,534
3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)^(a)		10,293		9,693,844


Security	Par (000)		Value

Banks (continued)
3.30%, 09/09/24	$	9,524	$	9,411,236
3.35%, 03/02/33 (Call 03/02/32), (SOFR + 1.500%)^(a)		8,460		7,378,051
3.53%, 03/24/28 (Call 03/24/27), (SOFR + 1.510%)^(a)		8,540		8,064,664
3.55%, 09/29/25^(b)		9,630		9,458,490
3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)^(a)		13,624		12,848,658
3.75%, 01/24/24 (Call 12/22/23)		6,412		6,395,778
3.90%, 05/01/45		8,336		6,979,399
3.91%, 04/25/26 (Call 04/25/25), (SOFR + 1.320%)^(a)		8,905		8,722,626
4.10%, 06/03/26		8,367		8,215,641
4.15%, 01/24/29 (Call 10/24/28)		6,397		6,195,622
4.30%, 07/22/27		5,896		5,791,877
4.40%, 06/14/46		7,897		6,897,872
4.48%, 01/16/24		4,886		4,909,013
4.48%, 04/04/31 (Call 04/04/30), (SOFR + 4.032%)^(a)		7,104		6,835,966
4.54%, 08/15/26		2,780		2,760,651
4.61%, 04/25/53 (Call 04/25/52)^(a)		10,120		9,330,944
4.65%, 11/04/44		7,943		7,187,144
4.75%, 12/07/46		7,180		6,552,324
4.81%, 07/25/28 (Call 07/25/27)^(a)		5,465		5,436,090
4.90%, 07/25/33 (Call 07/25/32)^(a)		12,815		12,627,132
4.90%, 11/17/45		7,503		6,957,982
5.01%, 04/04/51 (Call 04/04/50), (SOFR + 4.502%)^(a)		16,346		16,139,387
5.38%, 02/07/35^(b)		645		661,976
5.38%, 11/02/43		5,058		5,042,421
5.61%, 01/15/44		9,173		9,276,655
5.95%, 12/01/86		1,730		1,742,093
Series B, 7.95%, 11/15/29^(b)		279		321,015
Wells Fargo Bank N.A.
5.85%, 02/01/37		2,166		2,296,003
5.95%, 08/26/36		2,342		2,484,885
6.60%, 01/15/38		2,905		3,345,834
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)^(a)		1,620		1,432,355
Westpac Banking Corp.
1.02%, 11/18/24		3,365		3,173,767
1.15%, 06/03/26		5,645		5,062,775
1.95%, 11/20/28		4,905		4,268,478
2.15%, 06/03/31^(b)		5,385		4,537,563
2.35%, 02/19/25^(b)		4,422		4,252,903
2.65%, 01/16/30^(b)		4,374		3,898,109
2.67%, 11/15/35 (Call 11/15/30)^(a)		854		675,181
2.70%, 08/19/26		3,951		3,737,251
2.85%, 05/13/26^(b)		5,795		5,534,167
2.89%, 02/04/30 (Call 02/04/25)^(a)		5,723		5,381,108
2.96%, 11/16/40		2,346		1,671,619
3.02%, 11/18/36 (Call 11/18/31)^(a)		3,565		2,840,449
3.13%, 11/18/41		2,159		1,560,223
3.30%, 02/26/24^(b)		5,669		5,644,453
3.35%, 03/08/27		3,905		3,768,091
3.40%, 01/25/28^(b)		4,275		4,087,498
3.74%, 08/26/25		50		49,533
4.11%, 07/24/34 (Call 07/24/29)^(a)		6,621		5,970,288
4.32%, 11/23/31 (Call 11/23/26)^(a)		5,128		4,879,087
4.42%, 07/24/39		4,527		3,989,871


Security	Par (000)		Value

Banks (continued)
5.41%, 08/10/33	$	1,000	$	967,800
Wintrust Financial Corp., 4.85%, 06/06/29		480		467,261
Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29)		1,538		1,306,223

				4,546,631,162

Beverages — 0.5%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.

3.65%, 02/01/26 (Call 11/01/25)		12,924		12,711,012
4.70%, 02/01/36 (Call 08/01/35)		18,657		17,972,848
4.90%, 02/01/46 (Call 08/01/45)		30,596		29,052,126
Anheuser-Busch InBev Finance Inc.
4.00%, 01/17/43^(b)		2,320		1,938,198
4.63%, 02/01/44		3,533		3,234,179
4.70%, 02/01/36 (Call 08/01/35)^(b)		3,281		3,171,546
4.90%, 02/01/46 (Call 08/01/45)^(b)		4,434		4,150,845
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		2,066		1,944,788
3.75%, 07/15/42		3,494		2,887,896
4.00%, 04/13/28 (Call 01/13/28)		9,529		9,411,698
4.35%, 06/01/40 (Call 12/01/39)^(b)		3,669		3,338,166
4.38%, 04/15/38 (Call 10/15/37)		3,653		3,388,523
4.44%, 10/06/48 (Call 04/06/48)		6,167		5,492,515
4.50%, 06/01/50 (Call 12/01/49)^(b)		6,846		6,210,760
4.60%, 04/15/48 (Call 10/15/47)^(b)		5,481		4,984,312
4.60%, 06/01/60 (Call 12/01/59)		2,048		1,826,263
4.75%, 01/23/29 (Call 10/23/28)		12,842		13,101,280
4.75%, 04/15/58 (Call 10/15/57)		5,722		5,226,532
4.90%, 01/23/31 (Call 10/23/30)		2,694		2,770,941
4.95%, 01/15/42^(b)		4,682		4,560,643
5.45%, 01/23/39 (Call 07/23/38)		7,525		7,721,101
5.55%, 01/23/49 (Call 07/23/48)		14,120		14,674,492
5.80%, 01/23/59 (Call 07/23/58)		7,421		7,922,882
5.88%, 06/15/35		620		659,209
8.00%, 11/15/39		2,555		3,262,301
8.20%, 01/15/39		4,526		5,865,062
Brown-Forman Corp.
3.50%, 04/15/25 (Call 02/15/25)^(b)		205		202,743
4.00%, 04/15/38 (Call 10/15/37)		741		670,850
4.50%, 07/15/45 (Call 01/15/45)		1,490		1,391,735
Coca-Cola Co. (The)
1.00%, 03/15/28^(b)		1,654		1,428,014
1.38%, 03/15/31		1,545		1,258,789
1.45%, 06/01/27		1,512		1,368,163
1.50%, 03/05/28^(b)		1,895		1,693,637
1.65%, 06/01/30		3,974		3,354,811
1.75%, 09/06/24^(b)		4,653		4,511,968
2.00%, 03/05/31		2,224		1,904,923
2.13%, 09/06/29		5,058		4,507,538
2.25%, 01/05/32		8,460		7,354,786
2.50%, 06/01/40^(b)		2,818		2,185,669
2.50%, 03/15/51		4,750		3,379,387
2.60%, 06/01/50		4,964		3,651,965
2.75%, 06/01/60		3,881		2,768,278
2.88%, 05/05/41		5,720		4,654,478
2.90%, 05/25/27^(b)		3,273		3,158,903
3.00%, 03/05/51^(b)		2,505		1,962,968
3.38%, 03/25/27		2,117		2,092,019
3.45%, 03/25/30		5,623		5,416,861
4.20%, 03/25/50		843		820,804


Security	Par (000)		Value

Beverages (continued)
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)	$	3,222	$	3,163,585
Coca-Cola Femsa SAB de CV
1.85%, 09/01/32 (Call 06/01/32)^(b)		1,830		1,436,459
2.75%, 01/22/30 (Call 10/22/29)^(b)		2,438		2,194,493
5.25%, 11/26/43		2,803		2,825,340
Constellation Brands Inc.
2.25%, 08/01/31 (Call 05/01/31)^(b)		350		284,963
2.88%, 05/01/30 (Call 02/01/30)		1,465		1,272,924
3.15%, 08/01/29 (Call 05/01/29)		3,827		3,441,353
3.50%, 05/09/27 (Call 02/09/27)		1,980		1,893,454
3.60%, 05/09/24		1,820		1,805,695
3.60%, 02/15/28 (Call 11/15/27)^(b)		1,550		1,472,640
3.70%, 12/06/26 (Call 09/06/26)		2,430		2,353,771
3.75%, 05/01/50 (Call 11/01/49)		2,085		1,659,785
4.10%, 02/15/48 (Call 08/15/47)^(b)		1,531		1,284,417
4.35%, 05/09/27 (Call 04/09/27)^(b)		1,925		1,911,082
4.40%, 11/15/25 (Call 09/15/25)^(b)		2,114		2,118,545
4.50%, 05/09/47 (Call 11/09/46)^(b)		2,320		2,060,531
4.65%, 11/15/28 (Call 08/15/28)^(b)		2,492		2,474,581
4.75%, 11/15/24		3,028		3,066,001
4.75%, 12/01/25^(b)		1,887		1,913,871
4.75%, 05/09/32 (Call 02/09/32)^(b)		375		369,435
5.25%, 11/15/48 (Call 05/15/48)		2,475		2,420,723
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		3,016		2,795,530
2.00%, 04/29/30 (Call 01/29/30)		3,926		3,361,559
2.13%, 10/24/24 (Call 09/24/24)		4,020		3,878,456
2.13%, 04/29/32 (Call 01/29/32)^(b)		4,275		3,554,406
2.38%, 10/24/29 (Call 07/24/29)		2,010		1,782,770
3.50%, 09/18/23 (Call 08/18/23)^(b)		1,787		1,781,675
3.88%, 05/18/28 (Call 02/18/28)		1,426		1,417,173
3.88%, 04/29/43 (Call 10/29/42)		2,117		1,876,297
5.88%, 09/30/36		2,459		2,739,449
Diageo Investment Corp.
4.25%, 05/11/42		722		673,583
7.45%, 04/15/35^(b)		1,985		2,507,412
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/50 (Call 07/16/49)		9,157		7,077,537
4.38%, 05/10/43		801		702,333
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 10/03/22)		3,929		3,736,479
2.25%, 03/15/31 (Call 12/15/30)		2,938		2,417,416
2.55%, 09/15/26 (Call 06/15/26)^(b)		1,948		1,821,458
3.13%, 12/15/23 (Call 10/15/23)		3,464		3,430,572
3.20%, 05/01/30 (Call 02/01/30)		1,034		928,418
3.35%, 03/15/51 (Call 09/15/50)		2,460		1,793,291
3.40%, 11/15/25 (Call 08/15/25)^(b)		3,204		3,129,475
3.43%, 06/15/27 (Call 03/15/27)^(b)		2,288		2,187,076
3.80%, 05/01/50 (Call 11/01/49)		1,625		1,265,729
3.95%, 04/15/29 (Call 02/15/29)		3,445		3,278,193
4.05%, 04/15/32 (Call 01/15/32)^(b)		2,545		2,373,289
4.42%, 05/25/25 (Call 03/25/25)		850		852,771
4.42%, 12/15/46 (Call 06/15/46)		1,524		1,330,162
4.50%, 11/15/45 (Call 05/15/45)^(b)		3,035		2,682,910
4.50%, 04/15/52 (Call 10/15/51)		1,050		913,595
4.60%, 05/25/28 (Call 02/25/28)		100		100,361
5.09%, 05/25/48 (Call 11/25/47)		50		48,157
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		3,881		3,638,748


Security	Par (000)		Value

Beverages (continued)
4.20%, 07/15/46 (Call 01/15/46)	$	6,407	$	5,254,893
5.00%, 05/01/42		4,107		3,787,147
PepsiCo Inc.
0.40%, 10/07/23		3,126		3,018,903
1.40%, 02/25/31 (Call 11/25/30)		2,780		2,271,760
1.63%, 05/01/30 (Call 02/01/30)		5,453		4,602,387
1.95%, 10/21/31 (Call 07/21/31)^(b)		5,375		4,551,496
2.25%, 03/19/25 (Call 02/19/25)		6,436		6,207,651
2.38%, 10/06/26 (Call 07/06/26)		4,469		4,241,036
2.63%, 03/19/27 (Call 01/19/27)		2,503		2,375,472
2.63%, 07/29/29 (Call 04/29/29)		5,608		5,137,713
2.63%, 10/21/41 (Call 04/21/41)		3,900		3,060,603
2.75%, 04/30/25 (Call 01/30/25)^(b)		1,876		1,829,757
2.75%, 03/19/30 (Call 12/19/29)		6,713		6,145,751
2.75%, 10/21/51 (Call 04/21/51)		3,300		2,498,100
2.85%, 02/24/26 (Call 11/24/25)^(b)		3,030		2,950,917
2.88%, 10/15/49 (Call 04/15/49)		3,382		2,639,076
3.00%, 10/15/27 (Call 07/15/27)^(b)		5,331		5,151,185
3.38%, 07/29/49 (Call 01/29/49)		2,010		1,698,269
3.45%, 10/06/46 (Call 04/06/46)		3,479		3,031,044
3.50%, 07/17/25 (Call 04/17/25)^(b)		3,471		3,454,166
3.60%, 03/01/24 (Call 12/01/23)^(b)		4,702		4,704,586
3.60%, 02/18/28 (Call 01/18/28)		2,930		2,875,297
3.60%, 08/13/42^(b)		460		406,626
3.63%, 03/19/50 (Call 09/19/49)		3,349		2,992,800
3.88%, 03/19/60 (Call 09/19/59)		230		217,826
3.90%, 07/18/32 (Call 04/18/32)		6,095		5,970,418
4.00%, 03/05/42^(b)		740		696,266
4.00%, 05/02/47 (Call 11/02/46)^(b)		1,035		974,059
4.20%, 07/18/52 (Call 01/18/52)		1,155		1,131,484
4.25%, 10/22/44 (Call 04/22/44)		100		94,876
4.45%, 04/14/46 (Call 10/14/45)		900		909,621
4.88%, 11/01/40		515		535,842
7.00%, 03/01/29		2,135		2,492,527

				446,628,889

Biotechnology — 0.3%
Amgen Inc.
1.65%, 08/15/28 (Call 06/15/28)^(b)		7,390		6,385,847
1.90%, 02/21/25 (Call 01/21/25)		2,038		1,940,787
2.00%, 01/15/32 (Call 10/15/31)		5,215		4,238,283
2.20%, 02/21/27 (Call 12/21/26)		2,257		2,075,131
2.30%, 02/25/31 (Call 11/25/30)^(b)		6,921		5,862,156
2.45%, 02/21/30 (Call 11/21/29)		2,052		1,796,526
2.60%, 08/19/26 (Call 05/19/26)^(b)		5,394		5,107,363
2.77%, 09/01/53 (Call 03/01/53)		5,759		3,825,358
2.80%, 08/15/41 (Call 02/15/41)		5,850		4,390,483
3.00%, 02/22/29 (Call 12/22/28)^(b)		510		468,950
3.00%, 01/15/52 (Call 07/15/51)		8,065		5,683,647
3.13%, 05/01/25 (Call 02/01/25)^(b)		5,277		5,171,143
3.15%, 02/21/40 (Call 08/21/39)		6,107		4,833,263
3.20%, 11/02/27 (Call 08/02/27)^(b)		2,597		2,483,511
3.35%, 02/22/32 (Call 11/22/31)^(b)		2,536		2,297,210
3.38%, 02/21/50 (Call 08/21/49)		6,015		4,563,520
3.63%, 05/22/24 (Call 02/22/24)^(b)		6,525		6,498,182
4.05%, 08/18/29		5,005		4,869,014
4.20%, 03/01/33		4,820		4,655,831
4.20%, 02/22/52 (Call 08/22/51)		1,610		1,403,389
4.40%, 05/01/45 (Call 11/01/44)		9,279		8,353,049
4.40%, 02/22/62 (Call 08/22/61)		2,220		1,925,206
4.56%, 06/15/48 (Call 12/15/47)		7,509		6,937,415


Security	Par (000)		Value

Biotechnology (continued)
4.66%, 06/15/51 (Call 12/15/50)^(b)	$	8,890	$	8,336,420
4.88%, 03/01/53		2,105		2,042,376
4.95%, 10/01/41		3,712		3,607,693
5.15%, 11/15/41 (Call 05/15/41)		1,825		1,806,239
5.65%, 06/15/42 (Call 12/15/41)^(b)		470		495,540
6.38%, 06/01/37		275		316,651
6.40%, 02/01/39		290		324,542
Baxalta Inc.
4.00%, 06/23/25 (Call 03/23/25)^(b)		2,198		2,181,647
5.25%, 06/23/45 (Call 12/23/44)		1,988		1,968,438
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		5,875		4,812,624
3.15%, 05/01/50 (Call 11/01/49)		7,031		4,785,580
3.25%, 02/15/51 (Call 08/15/50)^(b)		5,326		3,715,471
4.05%, 09/15/25 (Call 06/15/25)		5,054		5,030,650
5.20%, 09/15/45 (Call 03/15/45)		447		429,111
Bio-Rad Laboratories Inc.
3.30%, 03/15/27 (Call 02/15/27)		690		651,436
3.70%, 03/15/32 (Call 12/15/31)		1,960		1,750,594
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 09/12/22)		2,323		2,247,270
1.20%, 10/01/27 (Call 08/01/27)		3,402		2,933,306
1.65%, 10/01/30 (Call 07/01/30)		3,662		2,979,916
2.50%, 09/01/23 (Call 07/01/23)		2,795		2,759,364
2.60%, 10/01/40 (Call 04/01/40)		3,941		2,859,590
2.80%, 10/01/50 (Call 04/01/50)		5,150		3,535,526
2.95%, 03/01/27 (Call 12/01/26)		3,380		3,203,226
3.50%, 02/01/25 (Call 11/01/24)		1,966		1,939,498
3.65%, 03/01/26 (Call 12/01/25)		5,313		5,217,897
3.70%, 04/01/24 (Call 01/01/24)		7,519		7,501,255
4.00%, 09/01/36 (Call 03/01/36)		2,668		2,433,990
4.15%, 03/01/47 (Call 09/01/46)		7,120		6,199,242
4.50%, 02/01/45 (Call 08/01/44)		5,215		4,742,730
4.60%, 09/01/35 (Call 03/01/35)		4,368		4,273,870
4.75%, 03/01/46 (Call 09/01/45)		8,563		8,185,800
4.80%, 04/01/44 (Call 10/01/43)		2,851		2,702,121
5.65%, 12/01/41 (Call 06/01/41)		2,537		2,680,366
Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30)		4,520		3,677,743
Regeneron Pharmaceuticals Inc.
1.75%, 09/15/30 (Call 06/15/30)^(b)		5,597		4,450,511
2.80%, 09/15/50 (Call 03/15/50)		2,198		1,478,177
Royalty Pharma PLC
0.75%, 09/02/23		790		761,702
1.20%, 09/02/25 (Call 08/02/25)		1,836		1,669,053
1.75%, 09/02/27 (Call 07/02/27)		2,586		2,248,786
2.15%, 09/02/31 (Call 06/02/31)		1,775		1,399,197
2.20%, 09/02/30 (Call 06/02/30)		1,824		1,478,480
3.30%, 09/02/40 (Call 03/02/40)		1,657		1,238,127
3.35%, 09/02/51 (Call 03/02/51)		2,850		1,907,305
3.55%, 09/02/50 (Call 03/02/50)		4,277		2,947,922

				227,672,246

Building Materials — 0.1%
Carrier Global Corp.
2.24%, 02/15/25 (Call 01/15/25)		676		642,781
2.49%, 02/15/27 (Call 12/15/26)		743		683,605
2.70%, 02/15/31 (Call 11/15/30)		2,805		2,390,701
2.72%, 02/15/30 (Call 11/15/29)		6,358		5,498,971
3.38%, 04/05/40 (Call 10/05/39)		6,005		4,740,407
3.58%, 04/05/50 (Call 10/05/49)^(b)		5,436		4,142,667
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		1,775		1,388,529


Security	Par (000)		Value

Building Materials (continued)
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)	$	2,997	$	2,616,021
4.00%, 09/21/23 (Call 08/21/23)		2,802		2,795,499
4.00%, 06/15/25 (Call 03/15/25)^(b)		770		757,287
4.00%, 03/25/32 (Call 12/25/31)^(b)		1,855		1,643,882
4.50%, 03/25/52 (Call 09/25/51)^(b)		2,060		1,568,072
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(e)		448		443,274
3.90%, 02/14/26 (Call 11/14/25)^(b)		991		978,791
4.50%, 02/15/47 (Call 08/15/46)^(b)		2,892		2,521,072
4.63%, 07/02/44 (Call 01/02/44)		2,370		2,090,790
4.95%, 07/02/64 (Call 01/02/64)^(e)		1,730		1,503,768
5.13%, 09/14/45 (Call 03/14/45)		520		496,220
6.00%, 01/15/36^(b)		509		545,073
Johnson Controls International PLC/Tyco Fire & Security Finance SCA

1.75%, 09/15/30 (Call 06/15/30)^(b)		2,460		2,012,083
2.00%, 09/16/31 (Call 06/16/31)^(b)		2,685		2,156,673
Lafarge SA, 7.13%, 07/15/36		850		953,182
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		1,335		1,212,514
1.70%, 08/01/27 (Call 06/01/27)^(b)		948		824,722
3.00%, 11/15/23 (Call 09/15/23)^(b)		1,868		1,838,841
Martin Marietta Materials Inc.
2.40%, 07/15/31 (Call 04/15/31)^(b)		945		777,735
3.20%, 07/15/51 (Call 01/15/51)		1,380		968,553
3.45%, 06/01/27 (Call 03/01/27)		1,113		1,057,606
3.50%, 12/15/27 (Call 09/15/27)^(b)		2,984		2,852,525
4.25%, 07/02/24 (Call 04/02/24)^(b)		550		548,636
4.25%, 12/15/47 (Call 06/15/47)		2,855		2,393,889
Series CB, 2.50%, 03/15/30 (Call 12/15/29)		2,771		2,336,951
Masco Corp.
1.50%, 02/15/28 (Call 12/15/27)		2,292		1,930,987
2.00%, 10/01/30 (Call 07/01/30)		1,609		1,275,744
2.00%, 02/15/31 (Call 11/15/30)^(b)		785		626,422
3.13%, 02/15/51 (Call 08/15/50)		1,410		941,372
3.50%, 11/15/27 (Call 08/15/27)		1,823		1,698,690
4.50%, 05/15/47 (Call 11/15/46)^(b)		2,075		1,758,977
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)^(b)		1,700		1,513,289
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		2,568		2,446,251
3.88%, 06/01/30 (Call 03/01/30)		1,625		1,479,757
3.95%, 08/15/29 (Call 05/15/29)^(b)		2,178		2,042,158
4.20%, 12/01/24 (Call 09/01/24)		1,289		1,287,131
4.30%, 07/15/47 (Call 01/15/47)^(b)		2,576		2,102,351
4.40%, 01/30/48 (Call 07/30/47)		1,629		1,336,399
7.00%, 12/01/36		1,310		1,415,573
Vulcan Materials Co.
3.50%, 06/01/30 (Call 03/01/30)		3,845		3,474,342
3.90%, 04/01/27 (Call 01/01/27)^(b)		801		785,757
4.50%, 04/01/25 (Call 01/01/25)^(b)		1,582		1,585,607
4.50%, 06/15/47 (Call 12/15/46)		3,059		2,708,561
4.70%, 03/01/48 (Call 09/01/47)^(b)		1,593		1,449,503

				89,240,191

Chemicals — 0.4%
Air Products and Chemicals Inc.
1.50%, 10/15/25 (Call 09/15/25)		3,226		3,004,406
1.85%, 05/15/27 (Call 03/15/27)^(b)		4,755		4,333,327
2.05%, 05/15/30 (Call 02/15/30)		3,037		2,621,690


Security	Par (000)		Value

Chemicals (continued)
2.70%, 05/15/40 (Call 11/15/39)	$	1,771	$	1,395,229
2.80%, 05/15/50 (Call 11/15/49)		3,672		2,732,813
3.35%, 07/31/24 (Call 04/30/24)^(b)		1,809		1,799,014
Albemarle Corp.
4.65%, 06/01/27 (Call 05/01/27)		185		183,727
5.05%, 06/01/32 (Call 03/01/32)		75		73,263
5.45%, 12/01/44 (Call 06/01/44)^(b)		650		625,138
5.65%, 06/01/52 (Call 12/01/51)		75		73,684
Cabot Corp., 5.00%, 06/30/32 (Call 03/30/32)^(b)		1,700		1,628,005
Celanese U.S. Holdings LLC
1.40%, 08/05/26 (Call 07/05/26)		1,895		1,593,316
3.50%, 05/08/24 (Call 04/08/24)		2,423		2,359,299
5.90%, 07/05/24		2,355		2,373,958
6.05%, 03/15/25		5,200		5,214,300
6.17%, 07/15/27 (Call 06/15/27)		7,395		7,406,240
6.33%, 07/15/29 (Call 05/15/29)		5,745		5,710,645
6.38%, 07/15/32 (Call 04/15/32)^(b)		3,050		3,029,504
CF Industries Inc.
4.95%, 06/01/43		2,720		2,420,229
5.15%, 03/15/34		2,691		2,596,331
5.38%, 03/15/44		2,565		2,402,815
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)^(b)		756		618,605
3.60%, 11/15/50 (Call 05/15/50)^(b)		1,346		1,029,609
4.25%, 10/01/34 (Call 04/01/34)^(b)		3,402		3,152,259
4.38%, 11/15/42 (Call 05/15/42)		4,647		4,068,077
4.63%, 10/01/44 (Call 04/01/44)		2,770		2,476,214
4.80%, 11/30/28 (Call 08/30/28)		2,582		2,597,802
4.80%, 05/15/49 (Call 11/15/48)		2,550		2,319,327
5.25%, 11/15/41 (Call 05/15/41)^(b)		3,621		3,559,371
5.55%, 11/30/48 (Call 05/30/48)		2,828		2,858,712
7.38%, 11/01/29		2,669		3,071,459
9.40%, 05/15/39		1,782		2,462,350
DuPont de Nemours Inc.
4.21%, 11/15/23 (Call 10/15/23)		9,502		9,525,375
4.49%, 11/15/25 (Call 09/15/25)		8,403		8,470,896
4.73%, 11/15/28 (Call 08/15/28)		7,942		8,020,546
5.32%, 11/15/38 (Call 05/15/38)		5,015		4,997,347
5.42%, 11/15/48 (Call 05/15/48)^(b)		6,349		6,247,797
Eastman Chemical Co.
3.80%, 03/15/25 (Call 12/15/24)		4,969		4,892,527
4.50%, 12/01/28 (Call 09/01/28)^(b)		758		740,414
4.65%, 10/15/44 (Call 04/15/44)		3,181		2,777,331
4.80%, 09/01/42 (Call 03/01/42)		1,882		1,646,750
Ecolab Inc.
0.90%, 12/15/23 (Call 12/15/22)		520		503,095
1.30%, 01/30/31 (Call 10/30/30)		5,060		4,046,381
1.65%, 02/01/27 (Call 01/01/27)^(b)		195		177,587
2.13%, 02/01/32 (Call 11/01/31)^(b)		2,910		2,446,786
2.13%, 08/15/50 (Call 02/15/50)^(b)		1,068		683,114
2.70%, 11/01/26 (Call 08/01/26)^(b)		3,379		3,247,895
2.70%, 12/15/51 (Call 06/15/51)		1,900		1,347,898
2.75%, 08/18/55 (Call 02/18/55)		5,669		3,998,402
3.25%, 12/01/27 (Call 09/01/27)^(b)		1,390		1,347,424
3.95%, 12/01/47 (Call 06/01/47)^(b)		610		554,521
4.80%, 03/24/30 (Call 12/24/29)		1,628		1,677,556
EI du Pont de Nemours and Co.
1.70%, 07/15/25 (Call 06/15/25)		5,090		4,784,244
2.30%, 07/15/30 (Call 04/15/30)		3,147		2,720,833


Security	Par (000)		Value

Chemicals (continued)
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)	$	1,883	$	1,783,691
3.45%, 10/01/29 (Call 07/01/29)^(b)		1,446		1,295,197
4.10%, 02/01/24 (Call 11/01/23)^(b)		2,183		2,174,006
4.50%, 10/01/49 (Call 04/01/49)		1,875		1,579,462
Huntsman International LLC
2.95%, 06/15/31 (Call 03/15/31)		2,340		1,869,754
4.50%, 05/01/29 (Call 02/01/29)		3,305		3,043,508
International Flavors & Fragrances Inc.
4.38%, 06/01/47 (Call 12/01/46)		2,540		2,143,912
4.45%, 09/26/28 (Call 06/26/28)		1,405		1,364,353
5.00%, 09/26/48 (Call 03/26/48)		2,217		2,052,055
Linde Inc./CT
1.10%, 08/10/30 (Call 05/10/30)		4,467		3,577,263
2.00%, 08/10/50 (Call 02/10/50)		1,730		1,080,748
2.65%, 02/05/25 (Call 11/05/24)		4,660		4,535,159
3.20%, 01/30/26 (Call 10/30/25)^(b)		2,799		2,744,140
3.55%, 11/07/42 (Call 05/07/42)^(b)		1,827		1,572,535
Lubrizol Corp. (The), 6.50%, 10/01/34^(b)		212		248,379
LYB International Finance BV
4.88%, 03/15/44 (Call 09/15/43)		3,730		3,382,923
5.25%, 07/15/43		464		433,195
LYB International Finance III LLC
1.25%, 10/01/25 (Call 09/01/25)^(b)		1,785		1,614,068
2.25%, 10/01/30 (Call 07/01/30)^(b)		1,646		1,349,918
3.38%, 10/01/40 (Call 04/01/40)		2,508		1,910,093
3.63%, 04/01/51 (Call 10/01/50)		5,201		3,858,310
3.80%, 10/01/60 (Call 04/01/60)		3,526		2,506,069
4.20%, 10/15/49 (Call 04/15/49)		2,428		1,951,481
4.20%, 05/01/50 (Call 11/01/49)		3,802		3,080,532
LyondellBasell Industries NV
4.63%, 02/26/55 (Call 08/26/54)^(b)		3,702		3,118,565
5.75%, 04/15/24 (Call 01/15/24)		2,117		2,160,716
Mosaic Co. (The)
4.05%, 11/15/27 (Call 08/15/27)		1,160		1,126,488
4.25%, 11/15/23 (Call 08/15/23)		1,798		1,800,194
4.88%, 11/15/41 (Call 05/15/41)		1,090		959,320
5.45%, 11/15/33 (Call 05/15/33)		1,517		1,543,077
5.63%, 11/15/43 (Call 05/15/43)		923		913,189
NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30)		1,676		1,349,063
Nutrien Ltd.
2.95%, 05/13/30 (Call 02/13/30)		1,099		973,197
3.00%, 04/01/25 (Call 01/01/25)^(b)		2,165		2,100,591
3.95%, 05/13/50 (Call 11/13/49)		1,345		1,146,465
4.00%, 12/15/26 (Call 09/15/26)		1,564		1,537,944
4.13%, 03/15/35 (Call 09/15/34)		3,060		2,786,987
4.20%, 04/01/29 (Call 01/01/29)		2,695		2,616,549
4.90%, 06/01/43 (Call 12/01/42)		2,419		2,318,104
5.00%, 04/01/49 (Call 10/01/48)		2,514		2,483,405
5.25%, 01/15/45 (Call 07/15/44)		1,407		1,375,835
5.63%, 12/01/40		951		980,452
5.88%, 12/01/36		1,979		2,115,175
6.13%, 01/15/41 (Call 07/15/40)		135		146,270
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		4,480		4,013,274
2.40%, 08/15/24 (Call 07/15/24)^(b)		1,417		1,374,334
2.55%, 06/15/30 (Call 03/15/30)^(b)		1,117		976,068
2.80%, 08/15/29 (Call 05/15/29)		1,665		1,498,816
3.75%, 03/15/28 (Call 12/15/27)		4,086		3,958,026
Rohm & Haas Co., 7.85%, 07/15/29		2,154		2,514,924


Security	Par (000)		Value

Chemicals (continued)
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)	$	1,680	$	1,367,503
3.75%, 03/15/27 (Call 12/15/26)^(b)		2,705		2,577,189
4.25%, 01/15/48 (Call 07/15/47)		951		759,459
4.55%, 03/01/29 (Call 12/01/28)^(b)		1,592		1,524,101
5.25%, 06/01/45 (Call 12/01/44)		1,410		1,297,129
Sherwin-Williams Co.
4.05%, 08/08/24		15		14,982
4.25%, 08/08/25		900		899,199
Sherwin-Williams Co. (The)
2.20%, 03/15/32 (Call 12/15/31)		1,972		1,599,824
2.30%, 05/15/30 (Call 02/15/30)		2,138		1,802,826
2.90%, 03/15/52 (Call 09/15/51)		1,975		1,314,777
2.95%, 08/15/29 (Call 05/15/29)		2,787		2,503,088
3.13%, 06/01/24 (Call 04/01/24)^(b)		2,122		2,090,128
3.30%, 05/15/50 (Call 11/15/49)^(b)		1,980		1,452,231
3.45%, 08/01/25 (Call 05/01/25)		2,345		2,294,582
3.45%, 06/01/27 (Call 03/01/27)		5,495		5,259,759
3.80%, 08/15/49 (Call 02/15/49)		2,085		1,660,682
3.95%, 01/15/26 (Call 10/15/25)		2,226		2,201,714
4.00%, 12/15/42 (Call 06/15/42)		1,090		886,868
4.50%, 06/01/47 (Call 12/01/46)		4,293		3,830,043
4.55%, 08/01/45 (Call 02/01/45)		557		487,158
Westlake Corp.
0.88%, 08/15/24 (Call 10/03/22)		720		680,508
2.88%, 08/15/41 (Call 02/15/41)		393		277,552
3.13%, 08/15/51 (Call 02/15/51)^(b)		2,355		1,619,675
3.38%, 06/15/30 (Call 03/15/30)		1,535		1,377,217
3.38%, 08/15/61 (Call 02/15/61)		2,470		1,632,621
3.60%, 08/15/26 (Call 05/15/26)		4,609		4,454,967
4.38%, 11/15/47 (Call 05/15/47)		480		409,738
5.00%, 08/15/46 (Call 02/15/46)		3,590		3,355,034


				305,313,770

Commercial Services — 0.3%
American University (The), Series 2019, 3.67%, 04/01/49.		1,735		1,456,879
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		6,022		4,925,334
1.70%, 05/15/28 (Call 03/15/28)		3,065		2,744,186
3.38%, 09/15/25 (Call 06/15/25)		4,256		4,214,844
Block Financial LLC
2.50%, 07/15/28 (Call 05/15/28)		2,783		2,416,618
3.88%, 08/15/30 (Call 05/15/30)		1,388		1,259,929
5.25%, 10/01/25 (Call 07/01/25)		1,034		1,044,991
Brown University in Providence in the State of Rhode Island and Providence Plant, Series A, 2.92%, 09/01/50 (Call 03/01/50)^(b)
		1,850		1,448,198
California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50)		1,680		1,183,997
California Institute of Technology
3.65%, 09/01/2119 (Call 03/01/19)		569		407,723
4.32%, 08/01/45		592		570,581
4.70%, 11/01/2111		1,594		1,476,857
Case Western Reserve University, 5.41%, 06/01/2122 (Call 12/01/21)		1,103		1,100,022
Cintas Corp. No. 2
3.45%, 05/01/25 (Call 04/01/25)^(b)		1,405		1,382,014
3.70%, 04/01/27 (Call 01/01/27)		4,937		4,867,536
4.00%, 05/01/32 (Call 02/01/32)		2,075		2,029,516


Security	Par (000)		Value

Commercial Services (continued)
Claremont Mckenna College, 3.78%, 01/01/2122 (Call 07/01/21)	$	320	$	224,384
Duke University
Series 2020, 2.68%, 10/01/44		766		605,921
Series 2020, 2.76%, 10/01/50^(b)		1,228		920,975
Series 2020, 2.83%, 10/01/55		2,235		1,674,060
Emory University
Series 2020, 2.14%, 09/01/30 (Call 06/01/30)^(b)		218		188,825
Series 2020, 2.97%, 09/01/50 (Call 03/01/50)^(b)		2,103		1,625,325
Equifax Inc.
2.35%, 09/15/31 (Call 06/15/31)		2,310		1,862,160
2.60%, 12/01/24 (Call 11/01/24)		4,299		4,154,382
2.60%, 12/15/25 (Call 11/15/25)		1,567		1,467,684
3.10%, 05/15/30 (Call 02/15/30)		2,521		2,200,430
Ford Foundation (The)
Series 2020, 2.42%, 06/01/50 (Call 12/01/49)		910		632,896
Series 2020, 2.82%, 06/01/70 (Call 12/01/69)		2,507		1,689,242
George Washington University (The) 4.87%, 09/15/45		1,500		1,503,210
Series 2014, 4.30%, 09/15/44		560		507,718
Series 2018, 4.13%, 09/15/48 (Call 03/15/48)		3,146		2,854,586
Georgetown University (The) Series 20A, 2.94%, 04/01/50		1,199		854,383
Series A, 5.22%, 10/01/2118 (Call 04/01/18)		811		767,328
Series B, 4.32%, 04/01/49 (Call 10/01/48)		1,203		1,088,029
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		1,712		1,510,412
1.50%, 11/15/24 (Call 10/15/24)^(b)		810		757,585
2.15%, 01/15/27 (Call 12/15/26)		3,112		2,760,188
2.65%, 02/15/25 (Call 01/15/25)		2,448		2,331,157
2.90%, 05/15/30 (Call 02/15/30)		2,724		2,285,817
2.90%, 11/15/31 (Call 08/15/31)		2,514		2,037,446
3.20%, 08/15/29 (Call 05/15/29)		4,517		3,948,129
4.15%, 08/15/49 (Call 02/15/49)^(b)		1,439		1,099,007
4.45%, 06/01/28 (Call 03/01/28)^(b)		2,745		2,637,725
4.80%, 04/01/26 (Call 01/01/26)		4,342		4,307,959
4.95%, 08/15/27		630		624,525
5.30%, 08/15/29		1,865		1,845,455
5.40%, 08/15/32		1,375		1,347,541
5.95%, 08/15/52		1,180		1,144,163
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)		7,755		6,558,093
2.65%, 07/15/31 (Call 04/15/31)		3,187		2,437,513
Howard University, 5.21%, 10/01/52 (Call 10/01/32)		728		662,531
Johns Hopkins University Series 2013, 4.08%, 07/01/53		1,708		1,610,934
Series A, 2.81%, 01/01/60 (Call 07/01/59)		925		654,132
Leland Stanford Junior University (The) 1.29%, 06/01/27 (Call 04/01/27)		620		550,417
2.41%, 06/01/50 (Call 12/01/49)		1,475		1,043,651
3.65%, 05/01/48 (Call 11/01/47)		2,666		2,442,616
Massachusetts Institute of Technology
3.07%, 04/01/52 (Call 10/01/51)		1,013		818,362
3.89%, 07/01/2116		473		379,549
3.96%, 07/01/38		629		607,029
4.68%, 07/01/2114^(b)		2,373		2,313,485
5.60%, 07/01/2111^(b)		2,980		3,484,752
Series F, 2.99%, 07/01/50 (Call 01/01/50)		2,096		1,682,774
Series G, 2.29%, 07/01/51 (Call 01/01/51)^(b)		1,344		923,745


Security	Par (000)		Value

Commercial Services (continued)
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)^(b)	$	2,772	$	2,237,004
2.55%, 08/18/60 (Call 02/18/60)		2,277		1,390,222
2.75%, 08/19/41 (Call 02/19/41)		1,960		1,434,720
3.10%, 11/29/61 (Call 05/29/61)		2,230		1,533,950
3.25%, 01/15/28 (Call 10/15/27)		1,929		1,818,275
3.25%, 05/20/50 (Call 11/20/49)		1,543		1,149,952
3.75%, 03/24/25 (Call 02/24/25)^(b)		770		761,723
3.75%, 02/25/52 (Call 08/25/51)		955		780,235
4.25%, 02/01/29 (Call 11/01/28)		2,111		2,084,676
4.88%, 02/15/24 (Call 11/15/23)^(b)		2,494		2,520,337
4.88%, 12/17/48 (Call 06/17/48)		2,755		2,675,243
5.25%, 07/15/44^(b)		1,126		1,137,091
Northeastern University, Series 2020, 2.89%, 10/01/50 .		1,411		1,017,162
Northwestern University 4.64%, 12/01/44		920		939,182
Series 2017, 3.66%, 12/01/57 (Call 06/01/57)		1,034		903,830
Series 2020, 2.64%, 12/01/50 (Call 06/01/50)		1,564		1,171,483
PayPal Holdings Inc.
1.65%, 06/01/25 (Call 05/01/25)		4,759		4,483,121
2.30%, 06/01/30 (Call 03/01/30)^(b)		3,379		2,906,312
2.40%, 10/01/24 (Call 09/01/24)		5,145		5,007,989
2.65%, 10/01/26 (Call 08/01/26)		4,076		3,868,572
2.85%, 10/01/29 (Call 07/01/29)		4,719		4,273,385
3.25%, 06/01/50 (Call 12/01/49)^(b)		4,062		3,069,532
4.40%, 06/01/32 (Call 03/01/32)		2,935		2,890,711
5.05%, 06/01/52 (Call 12/01/51)^(b)		2,785		2,729,662
5.25%, 06/01/62 (Call 12/01/61)		2,620		2,593,721
President and Fellows of Harvard College
2.52%, 10/15/50 (Call 04/15/50)		1,714		1,251,134
3.15%, 07/15/46 (Call 01/15/46)		1,035		872,195
3.30%, 07/15/56 (Call 01/15/56)		1,936		1,597,510
3.75%, 11/15/52 (Call 05/15/52)^(b)		110		101,723
4.88%, 10/15/40		625		665,638
Quanta Services Inc.
0.95%, 10/01/24 (Call 10/03/22)		1,500		1,400,190
2.35%, 01/15/32 (Call 10/15/31)		1,576		1,242,802
2.90%, 10/01/30 (Call 07/01/30)		2,811		2,386,314
3.05%, 10/01/41 (Call 04/01/41)		1,350		940,019
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		1,284		1,149,013
4.00%, 03/18/29 (Call 12/18/28)		4,772		4,597,870
4.75%, 05/20/32 (Call 02/20/32)		295		296,295
Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50)		1,999		1,419,810
S&P Global Inc.
1.25%, 08/15/30 (Call 05/15/30)		3,483		2,787,062
2.30%, 08/15/60 (Call 02/15/60)		2,005		1,214,930
2.45%, 03/01/27 (Call 02/01/27)^(f)		1,305		1,217,643
2.50%, 12/01/29 (Call 09/01/29)		3,032		2,682,805
2.70%, 03/01/29 (Call 01/01/29)^(f)		3,105		2,827,227
2.90%, 03/01/32 (Call 12/01/31)^(f)		1,566		1,390,060
2.95%, 01/22/27 (Call 10/22/26)^(b)		3,055		2,931,792
3.25%, 12/01/49 (Call 06/01/49)		2,958		2,319,072
3.70%, 03/01/52 (Call 09/01/51)^(b)(f)		590		507,607
3.90%, 03/01/62 (Call 09/01/61)^(b)(f)		574		493,927
4.25%, 05/01/29 (Call 02/01/29)^(f)		3,270		3,227,588
4.75%, 08/01/28 (Call 05/01/28)^(b)(f)		2,450		2,510,074
Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57)		986		808,865


Security	Par (000)		Value

Commercial Services (continued)
Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31)	$	1,279	$	1,012,265
Trustees of Boston College, 3.13%, 07/01/52		1,573		1,166,773
Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48)		1,512		1,402,622
Trustees of Princeton University (The)
4.20%, 03/01/52 (Call 09/01/51)^(b)		195		194,770
5.70%, 03/01/39		2,370		2,711,872
Series 2020, 2.52%, 07/01/50 (Call 01/01/50)		1,817		1,353,883
Trustees of the University of Pennsylvania (The)
3.61%, 02/15/2119 (Call 08/15/18)^(b)		2,068		1,509,495
4.67%, 09/01/2112		70		66,415
Series 2020, 2.40%, 10/01/50 (Call 04/01/50)		1,173		818,285
United Rentals North America Inc., 3.88%, 11/15/27 (Call 11/15/22)		220		203,806
University of Chicago (The)
3.00%, 10/01/52 (Call 04/01/52)^(b)		550		430,260
4.00%, 10/01/53 (Call 04/01/53)^(b)		1,804		1,670,450
Series 20B, 2.76%, 04/01/45 (Call 10/01/44)		1,012		807,556
Series C, 2.55%, 04/01/50 (Call 10/01/49)^(b)		1,906		1,387,072
University of Miami, 4.06%, 04/01/52		398		347,621
University of Notre Dame du Lac
Series 2015, 3.44%, 02/15/45		1,120		976,494
Series 2017, 3.39%, 02/15/48 (Call 08/15/47)		1,869		1,618,461
University of Southern California
2.81%, 10/01/50 (Call 04/01/50)		1,010		754,723
3.03%, 10/01/39		2,679		2,261,183
5.25%, 10/01/2111^(b)		748		777,037
Series 2017, 3.84%, 10/01/47 (Call 04/01/47)^(b)		1,563		1,422,299
Series 21A, 2.95%, 10/01/51 (Call 04/01/51)^(b)		1,415		1,071,551
Series A, 3.23%, 10/01/2120 (Call 04/01/20)		1,054		682,528
Verisk Analytics Inc.
3.63%, 05/15/50 (Call 11/15/49)^(b)		1,832		1,420,899
4.00%, 06/15/25 (Call 03/15/25)		943		931,976
4.13%, 03/15/29 (Call 12/15/28)		3,273		3,129,741
5.50%, 06/15/45 (Call 12/15/44)		1,785		1,799,119
Washington University (The)
3.52%, 04/15/54 (Call 10/15/53)^(b)		2,491		2,140,716
4.35%, 04/15/2122 (Call 10/15/21)		729		615,786
William Marsh Rice University
3.57%, 05/15/45^(b)		770		683,498
3.77%, 05/15/55		1,775		1,592,991
Yale University
Series 2020, 0.87%, 04/15/25 (Call 03/15/25)^(b)		2,532		2,352,557
Series 2020, 1.48%, 04/15/30 (Call 01/15/30)		659		552,967
Series 2020, 2.40%, 04/15/50 (Call 10/15/49)		1,028		735,822

				250,978,203

Computers — 0.6%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		1,761		1,464,888
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		4,648		4,240,882
0.70%, 02/08/26 (Call 01/08/26)		5,300		4,788,815
1.13%, 05/11/25 (Call 04/11/25)		6,616		6,180,998
1.20%, 02/08/28 (Call 12/08/27)^(b)		4,477		3,893,692
1.25%, 08/20/30 (Call 05/20/30)		8,632		7,051,394
1.40%, 08/05/28 (Call 06/05/28)		6,770		5,891,999
1.65%, 05/11/30 (Call 02/11/30)		6,483		5,504,002
1.65%, 02/08/31 (Call 11/08/30)		3,705		3,080,670
1.70%, 08/05/31 (Call 05/05/31)		8,153		6,791,286
1.80%, 09/11/24 (Call 08/11/24)		2,642		2,553,440


Security	Par (000)		Value

Computers (continued)
2.05%, 09/11/26 (Call 07/11/26)	$	8,702	$	8,136,283
2.20%, 09/11/29 (Call 06/11/29)		4,025		3,599,115
2.38%, 02/08/41 (Call 08/08/40)		2,875		2,167,434
2.40%, 08/20/50 (Call 02/20/50)		2,346		1,629,532
2.45%, 08/04/26 (Call 05/04/26)		9,532		9,065,790
2.50%, 02/09/25^(b)		6,097		5,938,295
2.55%, 08/20/60 (Call 02/20/60)		10,502		7,129,598
2.65%, 05/11/50 (Call 11/11/49)		7,036		5,147,186
2.65%, 02/08/51 (Call 08/08/50)		5,315		3,886,115
2.70%, 08/05/51 (Call 02/05/51)		9,399		6,935,522
2.75%, 01/13/25 (Call 11/13/24)		2,243		2,199,531
2.80%, 02/08/61 (Call 08/08/60)		2,930		2,059,380
2.85%, 05/11/24 (Call 03/11/24)		7,522		7,431,059
2.85%, 08/05/61 (Call 02/05/61)		2,380		1,688,991
2.90%, 09/12/27 (Call 06/12/27)		7,161		6,851,931
2.95%, 09/11/49 (Call 03/11/49)		7,298		5,684,047
3.00%, 02/09/24 (Call 12/09/23)		6,426		6,374,014
3.00%, 06/20/27 (Call 03/20/27)		4,610		4,477,831
3.00%, 11/13/27 (Call 08/13/27)^(b)		7,222		6,938,464
3.20%, 05/13/25		8,715		8,602,577
3.20%, 05/11/27 (Call 02/11/27)		5,312		5,180,528
3.25%, 02/23/26 (Call 11/23/25)		11,583		11,403,000
3.25%, 08/08/29		9,580		9,159,534
3.35%, 02/09/27 (Call 11/09/26)		8,815		8,671,492
3.35%, 08/08/32		6,680		6,315,740
3.45%, 05/06/24		10,290		10,275,285
3.45%, 02/09/45		7,756		6,725,926
3.75%, 09/12/47 (Call 03/12/47)		4,799		4,300,432
3.75%, 11/13/47 (Call 05/13/47)		5,527		4,960,704
3.85%, 05/04/43		11,443		10,502,958
3.85%, 08/04/46 (Call 02/04/46)		6,724		6,118,571
3.95%, 08/08/52^(b)		6,505		6,001,838
4.10%, 08/08/62		4,640		4,262,304
4.25%, 02/09/47 (Call 08/09/46)		5,411		5,282,435
4.38%, 05/13/45		5,653		5,547,402
4.45%, 05/06/44		2,782		2,778,077
4.50%, 02/23/36 (Call 08/23/35)		3,678		3,798,528
4.65%, 02/23/46 (Call 08/23/45)		11,609		11,883,205
CGI Inc.
1.45%, 09/14/26 (Call 08/14/26)		1,850		1,629,943
2.30%, 09/14/31 (Call 06/14/31)		2,603		2,061,107
Dell Inc.
6.50%, 04/15/38		1,745		1,757,285
7.10%, 04/15/28^(b)		1,595		1,737,162
Dell International LLC/EMC Corp.
3.38%, 12/15/41 (Call 06/15/41)^(f)		3,045		2,134,149
3.45%, 12/15/51 (Call 06/15/51)^(f)		4,840		3,157,955
4.00%, 07/15/24 (Call 06/15/24)		60		59,777
4.90%, 10/01/26 (Call 08/01/26)		6,954		6,982,650
5.30%, 10/01/29 (Call 07/01/29)		6,600		6,561,258
5.85%, 07/15/25 (Call 06/15/25)		5,655		5,855,130
6.02%, 06/15/26 (Call 03/15/26)^(b)		8,274		8,596,603
6.10%, 07/15/27 (Call 05/15/27)		2,770		2,916,755
6.20%, 07/15/30 (Call 04/15/30)		1,838		1,911,189
8.10%, 07/15/36 (Call 01/15/36)		2,237		2,598,857
8.35%, 07/15/46 (Call 01/15/46)^(b)		2,590		3,149,777
DXC Technology Co.
1.80%, 09/15/26 (Call 08/15/26)^(b)		3,630		3,197,413
2.38%, 09/15/28 (Call 07/15/28)^(b)		3,017		2,567,014


Security	Par (000)		Value

Computers (continued)
Fortinet Inc.
1.00%, 03/15/26 (Call 02/15/26)	$	3,340	$	2,950,022
2.20%, 03/15/31 (Call 12/15/30)		2,874		2,275,806
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24)		3,268		3,190,058
Genpact Luxembourg SARL/Genpact USA Inc., 1.75%, 04/10/26 (Call 03/10/26)		440		398,438
Hewlett Packard Enterprise Co.
1.45%, 04/01/24 (Call 03/01/24)		4,102		3,940,217
1.75%, 04/01/26 (Call 03/01/26)^(b)		896		821,363
4.45%, 10/02/23 (Call 09/02/23)		2,989		3,001,494
4.90%, 10/15/25 (Call 07/15/25)		4,871		4,946,890
6.20%, 10/15/35 (Call 04/15/35)^(b)		2,970		3,160,793
6.35%, 10/15/45 (Call 04/15/45)^(b)		4,122		4,136,221
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)^(b)		4,575		4,077,057
2.20%, 06/17/25 (Call 05/17/25)		5,491		5,180,045
2.65%, 06/17/31 (Call 03/17/31)		5,270		4,187,700
3.00%, 06/17/27 (Call 04/17/27)^(b)		3,374		3,123,987
3.40%, 06/17/30 (Call 03/17/30)^(b)		2,538		2,195,472
4.00%, 04/15/29 (Call 02/15/29)		3,230		3,029,320
4.20%, 04/15/32 (Call 01/15/32)		3,000		2,649,030
4.75%, 01/15/28 (Call 12/15/27)		2,840		2,796,775
5.50%, 01/15/33 (Call 10/15/32)		2,625		2,524,436
6.00%, 09/15/41^(b)		1,907		1,851,411
International Business Machines Corp.
1.70%, 05/15/27 (Call 03/15/27)		4,956		4,451,132
1.95%, 05/15/30 (Call 02/15/30)		5,380		4,491,654
2.20%, 02/09/27 (Call 01/09/27)		1,350		1,243,580
2.72%, 02/09/32 (Call 11/09/31)^(b)		2,115		1,833,155
2.85%, 05/15/40 (Call 11/15/39)		3,163		2,414,160
2.95%, 05/15/50 (Call 11/15/49)		3,279		2,316,548
3.00%, 05/15/24		10,744		10,605,080
3.30%, 05/15/26		9,821		9,522,834
3.30%, 01/27/27^(b)		2,555		2,473,342
3.43%, 02/09/52 (Call 08/09/51)		240		184,394
3.45%, 02/19/26^(b)		5,938		5,820,071
3.50%, 05/15/29		9,170		8,657,214
3.63%, 02/12/24		7,328		7,310,340
4.00%, 07/27/25		165		164,655
4.00%, 06/20/42		4,516		3,898,572
4.15%, 07/27/27 (Call 06/27/27)^(b)		3,580		3,557,876
4.15%, 05/15/39		7,339		6,625,282
4.25%, 05/15/49		7,780		6,896,581
4.40%, 07/27/32 (Call 04/27/32)^(b)		3,715		3,653,628
4.70%, 02/19/46		2,829		2,672,896
4.90%, 07/27/52 (Call 01/27/52)^(b)		780		755,508
5.60%, 11/30/39^(b)		2,975		3,134,906
5.88%, 11/29/32^(b)		2,534		2,773,539
6.22%, 08/01/27^(b)		1,617		1,762,352
6.50%, 01/15/28		1,265		1,384,922
7.00%, 10/30/25		2,577		2,796,225
7.13%, 12/01/96^(b)		1,355		1,755,145
Kyndryl Holdings Inc.
2.05%, 10/15/26 (Call 09/15/26)^(b)(f)		2,585		2,142,370
2.70%, 10/15/28 (Call 08/15/28)^(b)(f)		2,487		1,922,550
3.15%, 10/15/31 (Call 07/15/31)^(f)		3,030		2,122,333
4.10%, 10/15/41 (Call 04/15/41)^(f)		2,370		1,442,121
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		4,138		3,249,158


Security	Par (000)		Value

Computers (continued)
3.63%, 05/15/25 (Call 04/15/25)^(b)	$	1,721	$	1,681,331
4.38%, 05/15/30 (Call 02/15/30)		1,498		1,386,803
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		4,085		3,815,267
2.38%, 06/22/27 (Call 04/22/27)^(b)		1,865		1,712,592
2.70%, 06/22/30 (Call 03/22/30)^(b)		1,199		1,030,193
3.30%, 09/29/24 (Call 07/29/24)		1,632		1,602,526
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		1,421		1,167,423
Western Digital Corp. 2.85%, 02/01/29 (Call 12/01/28)		1,854		1,511,696
3.10%, 02/01/32 (Call 11/01/31)		2,363		1,781,277
4.75%, 02/15/26 (Call 11/15/25)^(b)		8,900		8,573,726

				536,160,236

Cosmetics & Personal Care — 0.1%
Colgate-Palmolive Co.
3.10%, 08/15/25		745		732,544
3.10%, 08/15/27		605		588,562
3.25%, 03/15/24^(b)		952		947,211
3.25%, 08/15/32		1,400		1,324,092
3.70%, 08/01/47 (Call 02/01/47)^(b)		1,810		1,620,276
4.00%, 08/15/45		2,843		2,622,838
Estee Lauder Companies Inc. (The)
1.95%, 03/15/31 (Call 12/15/30)^(b)		3,705		3,120,981
2.00%, 12/01/24 (Call 11/01/24)^(b)		2,236		2,169,233
2.38%, 12/01/29 (Call 09/01/29)^(b)		3,593		3,194,572
2.60%, 04/15/30 (Call 01/15/30)^(b)		799		717,103
3.13%, 12/01/49 (Call 06/01/49)^(b)		2,252		1,774,959
3.15%, 03/15/27 (Call 12/15/26)		2,172		2,115,072
4.15%, 03/15/47 (Call 09/15/46)		1,390		1,283,832
4.38%, 06/15/45 (Call 12/15/44)^(b)		517		478,980
6.00%, 05/15/37^(b)		1,917		2,173,610
GSK Consumer Healthcare Capital U.S. LLC
3.02%, 03/24/24 (Call 03/24/23)^(f)		1,304		1,275,912
3.38%, 03/24/27 (Call 02/24/27)^(f)		3,845		3,616,607
3.38%, 03/24/29 (Call 01/24/29)^(f)		4,585		4,174,046
3.63%, 03/24/32 (Call 12/24/31)^(f)		4,987		4,446,758
4.00%, 03/24/52 (Call 09/24/51)^(f)		3,520		2,856,093
GSK Consumer Healthcare Capital UK PLC, 3.13%, 03/24/25^(f)		7,780		7,500,076
Procter & Gamble Co. (The) 0.55%, 10/29/25		7,965		7,237,955
1.00%, 04/23/26^(b)		565		517,461
1.20%, 10/29/30		6,875		5,610,619
1.90%, 02/01/27		285		266,703
1.95%, 04/23/31^(b)		1,282		1,108,020
2.30%, 02/01/32^(b)		1,125		997,335
2.45%, 11/03/26^(b)		3,235		3,096,186
2.70%, 02/02/26^(b)		3,314		3,242,650
2.80%, 03/25/27		2,692		2,589,839
2.85%, 08/11/27		3,836		3,682,407
3.00%, 03/25/30		6,505		6,136,557
3.50%, 10/25/47^(b)		415		369,935
3.55%, 03/25/40^(b)		555		503,424
3.60%, 03/25/50		652		599,455
5.55%, 03/05/37^(b)		420		478,716
5.80%, 08/15/34^(b)		165		189,182
Unilever Capital Corp.
0.38%, 09/14/23		525		507,638
0.63%, 08/12/24 (Call 10/03/22)		1,165		1,099,119
1.38%, 09/14/30 (Call 06/14/30)		3,521		2,841,834


Security	Par (000)		Value

Cosmetics & Personal Care (continued)
1.75%, 08/12/31 (Call 05/12/31)^(b)	$	3,140	$	2,573,638
2.00%, 07/28/26		2,769		2,585,249
2.13%, 09/06/29 (Call 06/06/29)^(b)		1,864		1,632,901
2.60%, 05/05/24 (Call 03/05/24)		3,997		3,922,496
2.90%, 05/05/27 (Call 02/05/27)^(b)		4,555		4,354,671
3.10%, 07/30/25^(b)		960		940,531
3.25%, 03/07/24 (Call 02/07/24)^(b)		3,148		3,129,206
3.38%, 03/22/25 (Call 01/22/25)		1,439		1,418,854
3.50%, 03/22/28 (Call 12/22/27)^(b)		3,694		3,600,468
5.90%, 11/15/32^(b)		3,670		4,157,559
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)		1,495		1,068,312

				119,192,277

Distribution & Wholesale — 0.0%
WW Grainger Inc.
1.85%, 02/15/25 (Call 01/15/25)		1,805		1,715,274
3.75%, 05/15/46 (Call 11/15/45)		1,811		1,539,404
4.20%, 05/15/47 (Call 11/15/46)		1,690		1,538,897
4.60%, 06/15/45 (Call 12/15/44)^(b)		3,450		3,335,529

				8,129,104

Diversified Financial Services — 1.0%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.15%, 10/29/23		5,620		5,377,778
1.65%, 10/29/24 (Call 09/29/24)^(b)		9,651		8,936,633
1.75%, 01/30/26 (Call 12/30/25)		1,180		1,041,503
2.45%, 10/29/26 (Call 09/29/26)		8,485		7,478,000
2.88%, 08/14/24 (Call 07/14/24)		3,942		3,771,982
3.00%, 10/29/28 (Call 08/29/28)		12,310		10,550,532
3.15%, 02/15/24 (Call 01/15/24)		1,950		1,889,238
3.30%, 01/30/32 (Call 10/30/31)		13,150		10,576,676
3.40%, 10/29/33 (Call 07/29/33)		5,377		4,247,400
3.50%, 01/15/25 (Call 11/15/24)		4,526		4,346,770
3.65%, 07/21/27 (Call 04/21/27)		3,742		3,405,295
3.85%, 10/29/41 (Call 04/29/41)^(b)		2,818		2,089,068
3.88%, 01/23/28 (Call 10/23/27)		3,032		2,755,269
4.45%, 10/01/25 (Call 08/01/25)^(b)		4,229		4,101,073
4.45%, 04/03/26 (Call 02/03/26)		5,543		5,359,360
4.50%, 09/15/23 (Call 08/15/23)		907		902,275
4.63%, 10/15/27 (Call 08/15/27)^(b)		2,031		1,930,669
4.88%, 01/16/24 (Call 12/16/23)		2,527		2,514,188
6.50%, 07/15/25 (Call 06/15/25)^(b)		2,875		2,944,748
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22)		743		687,453
Affiliated Managers Group Inc.
3.30%, 06/15/30 (Call 03/15/30)		1,441		1,269,852
3.50%, 08/01/25^(b)		3,276		3,213,363
4.25%, 02/15/24		1,481		1,480,970
Air Lease Corp.
0.70%, 02/15/24 (Call 01/15/24)		1,066		1,006,496
0.80%, 08/18/24 (Call 07/18/24)		250		230,895
1.88%, 08/15/26 (Call 07/15/26)		1,400		1,223,362
2.10%, 09/01/28 (Call 07/01/28)		2,900		2,381,944
2.20%, 01/15/27 (Call 12/15/26)		155		136,061
2.30%, 02/01/25 (Call 01/01/25)		3,857		3,615,590
2.88%, 01/15/26 (Call 12/15/25)		1,271		1,172,396
2.88%, 01/15/32 (Call 10/15/31)		448		360,134
3.00%, 09/15/23 (Call 07/15/23)		1,609		1,587,085
3.00%, 02/01/30 (Call 11/01/29)^(b)		2,696		2,263,130
3.13%, 12/01/30 (Call 09/01/30)^(b)		438		364,872
3.25%, 03/01/25 (Call 01/01/25)		3,138		3,008,244


Security	Par (000)		Value

Diversified Financial Services (continued)
3.25%, 10/01/29 (Call 07/01/29)^(b)	$	3,197	$	2,741,747
3.38%, 07/01/25 (Call 06/01/25)^(b)		967		917,857
3.63%, 04/01/27 (Call 01/01/27)		2,688		2,490,351
3.63%, 12/01/27 (Call 09/01/27)^(b)		2,854		2,594,971
3.75%, 06/01/26 (Call 04/01/26)^(b)		3,583		3,387,655
4.25%, 02/01/24 (Call 01/01/24)		3,314		3,295,176
4.25%, 09/15/24 (Call 06/15/24)		3,402		3,363,932
4.63%, 10/01/28 (Call 07/01/28)		2,379		2,241,256
Aircastle Ltd.
4.13%, 05/01/24 (Call 02/01/24)		2,077		2,028,897
4.25%, 06/15/26 (Call 04/15/26)^(b)		3,087		2,843,621
4.40%, 09/25/23 (Call 08/25/23)		1,480		1,473,518
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)		3,621		3,507,916
2.20%, 11/02/28 (Call 09/02/28)		1,530		1,263,137
3.88%, 05/21/24 (Call 04/21/24)		3,985		3,947,182
4.63%, 03/30/25		912		909,674
4.75%, 06/09/27 (Call 05/09/27)^(b)		1,910		1,862,995
5.13%, 09/30/24		3,745		3,798,479
5.80%, 05/01/25 (Call 04/01/25)^(b)		4,148		4,246,266
8.00%, 11/01/31^(b)		4,804		5,347,813
8.00%, 11/01/31		3,333		3,679,932
American Express Co.
0.75%, 11/03/23		1,830		1,768,274
1.65%, 11/04/26 (Call 10/04/26)^(b)		3,029		2,737,671
2.25%, 03/04/25 (Call 02/01/25)		1,745		1,665,480
2.50%, 07/30/24 (Call 06/30/24)		6,077		5,912,313
2.55%, 03/04/27 (Call 02/01/27)		3,140		2,915,804
3.00%, 10/30/24 (Call 09/29/24)		7,228		7,084,018
3.13%, 05/20/26 (Call 04/20/26)		6,095		5,882,955
3.30%, 05/03/27 (Call 04/03/27)		5,180		4,956,897
3.38%, 05/03/24		995		983,786
3.40%, 02/22/24 (Call 01/22/24)		6,453		6,401,311
3.63%, 12/05/24 (Call 11/04/24)^(b)		3,712		3,691,027
3.95%, 08/01/25 (Call 07/01/25)		5,565		5,506,957
4.05%, 05/03/29 (Call 03/03/29)		2,515		2,440,305
4.05%, 12/03/42^(b)		3,330		3,025,538
4.20%, 11/06/25 (Call 10/06/25)		2,830		2,834,670
4.42%, 08/03/33 (Call 08/03/32)^(a)		6,040		5,830,956
4.99%, 05/26/33 (Call 02/26/32)^(a)		1,130		1,122,350
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27)		502		483,009
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		2,503		2,381,479
3.00%, 04/02/25 (Call 03/02/25)^(b)		1,402		1,365,408
3.70%, 10/15/24		2,699		2,677,975
4.00%, 10/15/23		4,448		4,450,268
4.50%, 05/13/32 (Call 02/13/32)		2,185		2,176,216
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)^(b)		1,435		1,257,591
BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24)		2,900		2,809,143
Blackstone Private Credit Fund
1.75%, 09/15/24^(b)		1,140		1,048,139
2.35%, 11/22/24		444		412,223
2.63%, 12/15/26		2,315		1,955,226
2.70%, 01/15/25		920		853,512
3.25%, 03/15/27		6,385		5,478,649
4.00%, 01/15/29		3,915		3,377,040
4.70%, 03/24/25^(b)		3,280		3,173,630


Security	Par (000)		Value

Diversified Financial Services (continued)
Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31)^(b)	$	2,640	$	2,113,399
Brookfield Finance Inc.
2.72%, 04/15/31 (Call 01/15/31)		2,450		2,067,629
3.50%, 03/30/51 (Call 09/30/50)		2,532		1,819,166
3.63%, 02/15/52 (Call 08/15/51)		1,482		1,091,745
3.90%, 01/25/28 (Call 10/25/27)		4,876		4,594,070
4.00%, 04/01/24 (Call 02/01/24)		4,864		4,843,620
4.25%, 06/02/26 (Call 03/02/26)		1,671		1,647,472
4.35%, 04/15/30 (Call 01/15/30)		3,064		2,893,090
4.70%, 09/20/47 (Call 03/20/47)		3,036		2,620,736
4.85%, 03/29/29 (Call 12/29/28)		4,117		4,037,336
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49)		2,053		1,454,530
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25), (SOFR + 0.911%)^(a)		2,505		2,367,601
Capital One Financial Corp.
1.34%, 12/06/24 (Call 12/06/23), (SOFR + 0.690%)^(a)		1,150		1,103,483
1.88%, 11/02/27 (Call 11/02/26), (SOFR + 0.855%)^(a)		4,640		4,082,643
2.36%, 07/29/32 (Call 07/29/31), (SOFR + 1.337%)^(a)		3,339		2,577,140
2.62%, 11/02/32 (Call 11/02/31), (SOFR + 1.265%)^(a)(b)		1,465		1,163,650
2.64%, 03/03/26 (Call 03/03/25), (SOFR + 1.290%)^(a)		4,415		4,180,078
3.20%, 02/05/25 (Call 01/05/25)		4,502		4,389,270
3.27%, 03/01/30 (Call 03/01/29), (SOFR + 1.790%)^(a)		4,455		3,917,504
3.30%, 10/30/24 (Call 09/30/24)		7,035		6,900,702
3.65%, 05/11/27 (Call 04/11/27)^(b)		3,852		3,679,161
3.75%, 04/24/24 (Call 03/24/24)		3,332		3,307,210
3.75%, 07/28/26 (Call 06/28/26)		5,517		5,310,388
3.75%, 03/09/27 (Call 02/09/27)		4,274		4,103,339
3.80%, 01/31/28 (Call 12/31/27)		5,690		5,389,227
3.90%, 01/29/24 (Call 12/29/23)		5,108		5,092,012
4.17%, 05/09/25 (Call 05/09/24)^(a)		475		471,100
4.20%, 10/29/25 (Call 09/29/25)		5,703		5,631,770
4.25%, 04/30/25 (Call 03/31/25)		3,979		3,968,336
4.93%, 05/10/28 (Call 05/10/27), (SOFR + 2.057%)^(a)		3,915		3,868,686
4.99%, 07/24/26 (Call 07/24/25)^(a)		2,770		2,768,255
5.25%, 07/26/30 (Call 07/26/29)^(a)		2,815		2,776,491
5.27%, 05/10/33 (Call 05/10/32)^(a)(b)		4,240		4,139,809
Cboe Global Markets Inc.
1.63%, 12/15/30 (Call 09/15/30)		4,670		3,763,460
3.00%, 03/16/32 (Call 12/16/31)		3,525		3,122,974
3.65%, 01/12/27 (Call 10/12/26)^(b)		4,399		4,298,615
Charles Schwab Corp. (The)
0.75%, 03/18/24 (Call 02/18/24)		442		422,998
0.90%, 03/11/26 (Call 02/11/26)		6,257		5,630,236
1.15%, 05/13/26 (Call 04/13/26)		5,670		5,112,866
1.65%, 03/11/31 (Call 12/11/30)^(b)		3,254		2,626,824
1.95%, 12/01/31 (Call 09/01/31)^(b)		3,380		2,758,418
2.00%, 03/20/28 (Call 01/20/28)^(b)		2,187		1,966,244
2.30%, 05/13/31 (Call 02/13/31)		3,375		2,873,880
2.45%, 03/03/27 (Call 02/03/27)		1,770		1,651,729
2.75%, 10/01/29 (Call 07/01/29)		2,439		2,197,124
2.90%, 03/03/32 (Call 12/03/31)		4,065		3,586,915


Security	Par (000)		Value

Diversified Financial Services (continued)
3.00%, 03/10/25 (Call 12/10/24)	$	180	$	176,152
3.20%, 03/02/27 (Call 12/02/26)		2,547		2,465,904
3.20%, 01/25/28 (Call 10/25/27)^(b)		3,943		3,762,016
3.25%, 05/22/29 (Call 02/22/29)		2,385		2,235,556
3.30%, 04/01/27 (Call 01/01/27)		3,925		3,806,622
3.45%, 02/13/26 (Call 11/13/25)^(b)		1,698		1,675,145
3.55%, 02/01/24 (Call 01/01/24)		4,708		4,693,499
3.63%, 04/01/25 (Call 01/01/25)		1,659		1,637,350
3.75%, 04/01/24 (Call 03/02/24)		2,180		2,176,468
3.85%, 05/21/25 (Call 03/21/25)		3,416		3,421,534
4.00%, 02/01/29 (Call 11/01/28)^(b)		2,373		2,334,012
4.20%, 03/24/25 (Call 02/24/25)		3,789		3,806,126
4.63%, 03/22/30 (Call 12/22/29)		2,073		2,100,820
CI Financial Corp.
3.20%, 12/17/30 (Call 09/17/30)		1,208		916,461
4.10%, 06/15/51 (Call 12/15/50)		1,690		1,105,852
Citigroup Global Markets Holdings Inc./U.S, 0.75%, 06/07/24 (Call 12/07/22)^(b)		1,095		1,032,103
CME Group Inc.
2.65%, 03/15/32 (Call 12/15/31)		2,095		1,844,312
3.00%, 03/15/25 (Call 12/15/24)^(b)		2,836		2,781,322
3.75%, 06/15/28 (Call 03/15/28)		5,129		5,038,986
4.15%, 06/15/48 (Call 12/15/47)^(b)		2,213		2,106,555
5.30%, 09/15/43 (Call 03/15/43)		2,854		3,105,009
Credit Suisse USA Inc., 7.13%, 07/15/32		2,451		2,675,928
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		2,312		2,253,969
3.95%, 11/06/24 (Call 08/06/24)^(b)		2,339		2,314,557
4.10%, 02/09/27 (Call 11/09/26)		3,374		3,248,926
4.50%, 01/30/26 (Call 11/30/25)^(b)		3,371		3,318,615
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27)		2,705		2,589,226
Franklin Resources Inc.
1.60%, 10/30/30 (Call 07/30/30)^(b)		1,182		939,087
2.85%, 03/30/25		1,106		1,070,652
2.95%, 08/12/51 (Call 02/12/51)^(b)		1,675		1,160,423
Intercontinental Exchange Inc.
1.85%, 09/15/32 (Call 06/15/32)^(b)		4,213		3,324,141
2.10%, 06/15/30 (Call 03/15/30)		8,011		6,764,969
2.65%, 09/15/40 (Call 03/15/40)		2,388		1,770,248
3.00%, 06/15/50 (Call 12/15/49)		5,287		3,855,545
3.00%, 09/15/60 (Call 03/15/60)		2,469		1,674,649
3.10%, 09/15/27 (Call 06/15/27)^(b)		3,960		3,750,754
3.65%, 05/23/25 (Call 04/23/25)		2,024		2,002,202
3.75%, 12/01/25 (Call 09/01/25)		6,556		6,493,194
3.75%, 09/21/28 (Call 06/21/28)		2,595		2,510,818
4.00%, 09/15/27 (Call 08/15/27)		2,570		2,531,219
4.25%, 09/21/48 (Call 03/21/48)		5,245		4,702,615
4.35%, 06/15/29 (Call 04/15/29)		5,545		5,473,691
4.60%, 03/15/33 (Call 12/15/32)		4,205		4,163,581
4.95%, 06/15/52 (Call 12/15/51)		3,090		3,038,335
5.20%, 06/15/62 (Call 12/15/61)		3,515		3,458,338
Invesco Finance PLC
3.75%, 01/15/26^(b)		853		832,758
4.00%, 01/30/24		1,519		1,511,253
5.38%, 11/30/43		1,094		1,077,929
Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)^(b)		1,609		1,613,618
Jefferies Financial Group Inc., 5.50%, 10/18/23 (Call 01/18/23)^(b)		230		231,392


Security	Par (000)		Value

Diversified Financial Services (continued)
Jefferies Group LLC
2.75%, 10/15/32 (Call 07/15/32)	$	2,085	$	1,597,193
6.25%, 01/15/36		2,778		2,803,280
6.45%, 06/08/27^(b)		1,588		1,671,894
6.50%, 01/20/43^(b)		1,104		1,116,597
Jefferies Group LLC/Jefferies Group Capital
Finance Inc.
2.63%, 10/15/31 (Call 07/15/31)		1,955		1,517,256
4.15%, 01/23/30		2,830		2,549,462
4.85%, 01/15/27		3,233		3,208,494
Lazard Group LLC
3.63%, 03/01/27 (Call 12/01/26)		901		851,400
3.75%, 02/13/25		2,862		2,816,408
4.38%, 03/11/29 (Call 12/11/28)^(b)		3,047		2,924,632
4.50%, 09/19/28 (Call 06/19/28)		1,158		1,106,226
Legg Mason Inc.
4.75%, 03/15/26		1,403		1,418,475
5.63%, 01/15/44		2,300		2,374,175
Mastercard Inc.
1.90%, 03/15/31 (Call 12/15/30)^(b)		3,390		2,897,501
2.00%, 03/03/25 (Call 02/03/25)^(b)		3,803		3,648,028
2.00%, 11/18/31 (Call 08/18/31)		2,845		2,394,580
2.95%, 11/21/26 (Call 08/21/26)		2,541		2,456,410
2.95%, 06/01/29 (Call 03/01/29)		4,759		4,444,335
2.95%, 03/15/51 (Call 09/15/50)		3,990		3,066,834
3.30%, 03/26/27 (Call 01/26/27)		2,915		2,852,998
3.35%, 03/26/30 (Call 12/26/29)		3,755		3,571,230
3.38%, 04/01/24		3,895		3,882,302
3.50%, 02/26/28 (Call 11/26/27)		1,945		1,905,925
3.65%, 06/01/49 (Call 12/01/48)		3,211		2,810,203
3.80%, 11/21/46 (Call 05/21/46)		2,167		1,960,398
3.85%, 03/26/50 (Call 09/26/49)		2,964		2,679,426
3.95%, 02/26/48 (Call 08/26/47)		2,847		2,614,058
Morgan Stanley Domestic Holdings Inc.
3.80%, 08/24/27 (Call 05/24/27)		3,792		3,655,185
4.50%, 06/20/28 (Call 03/20/28)		1,437		1,422,731
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)		3,990		3,176,798
2.50%, 12/21/40 (Call 06/21/40)		895		622,616
3.25%, 04/28/50 (Call 10/28/49)		3,893		2,895,107
3.85%, 06/30/26 (Call 03/30/26)^(b)		3,656		3,600,319
3.95%, 03/07/52 (Call 09/07/51)		125		104,496
Nomura Holdings Inc.
1.65%, 07/14/26		5,300		4,672,904
1.85%, 07/16/25		1,450		1,334,566
2.17%, 07/14/28		4,035		3,381,128
2.33%, 01/22/27^(b)		5,190		4,626,677
2.61%, 07/14/31		2,365		1,892,828
2.65%, 01/16/25		6,690		6,369,214
2.68%, 07/16/30		1,730		1,413,670
2.71%, 01/22/29		2,990		2,558,543
3.00%, 01/22/32^(b)		3,380		2,775,960
3.10%, 01/16/30^(b)		1,860		1,588,347
5.10%, 07/03/25		2,720		2,740,101
5.39%, 07/06/27		2,720		2,737,435
5.61%, 07/06/29		2,720		2,724,134
ORIX Corp.
2.25%, 03/09/31		2,825		2,352,236
3.25%, 12/04/24		2,725		2,665,895
3.70%, 07/18/27		3,340		3,215,952


Security	Par (000)		Value

Diversified Financial Services (continued)
4.00%, 04/13/32	$	2,055	$	1,941,708
4.05%, 01/16/24		1,717		1,712,604
OWL Rock Core Income Corp.
3.13%, 09/23/26		110		95,724
4.70%, 02/08/27^(b)		460		417,708
5.50%, 03/21/25^(b)		340		325,744
Radian Group Inc.
4.50%, 10/01/24 (Call 07/01/24)		1,725		1,658,432
4.88%, 03/15/27 (Call 09/15/26)		1,990		1,854,441
6.63%, 03/15/25 (Call 09/15/24)		1,910		1,913,553
Raymond James Financial Inc.
3.75%, 04/01/51 (Call 10/01/50)^(b)		2,690		2,172,901
4.65%, 04/01/30 (Call 01/01/30)		1,467		1,440,638
4.95%, 07/15/46		2,909		2,836,828
Stifel Financial Corp.
4.00%, 05/15/30 (Call 02/15/30)^(b)		1,602		1,452,021
4.25%, 07/18/24^(b)		3,840		3,825,869
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)^(b)		2,396		1,848,226
3.70%, 08/04/26 (Call 05/04/26)^(b)		3,752		3,514,949
3.95%, 12/01/27 (Call 09/01/27)		2,852		2,594,065
4.25%, 08/15/24 (Call 05/15/24)		5,195		5,134,270
4.38%, 03/19/24 (Call 02/19/24)		2,774		2,763,431
4.50%, 07/23/25 (Call 04/23/25)		2,937		2,871,505
4.88%, 06/13/25 (Call 05/13/25)		1,275		1,256,411
5.15%, 03/19/29 (Call 12/19/28)^(b)		2,612		2,485,919
Visa Inc.
0.75%, 08/15/27 (Call 06/15/27)		1,819		1,576,964
1.10%, 02/15/31 (Call 11/15/30)		4,047		3,234,484
1.90%, 04/15/27 (Call 02/15/27)		4,316		3,983,797
2.00%, 08/15/50 (Call 02/15/50)		6,398		4,179,877
2.05%, 04/15/30 (Call 01/15/30)		6,437		5,643,962
2.70%, 04/15/40 (Call 10/15/39)		3,369		2,695,773
2.75%, 09/15/27 (Call 06/15/27)		2,359		2,247,938
3.15%, 12/14/25 (Call 09/14/25)		16,610		16,258,200
3.65%, 09/15/47 (Call 03/15/47)		3,289		2,912,870
4.15%, 12/14/35 (Call 06/14/35)		6,665		6,605,881
4.30%, 12/14/45 (Call 06/14/45)		11,709		11,300,005
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		1,342		1,188,341
2.75%, 03/15/31 (Call 12/15/30)		2,430		1,940,063
2.85%, 01/10/25 (Call 12/10/24)		3,169		3,041,891
6.20%, 11/17/36		2,187		2,164,386

				788,537,807

Electric — 1.9%
AEP Texas Inc.
3.45%, 05/15/51 (Call 11/15/50)		415		320,422
3.80%, 10/01/47 (Call 04/01/47)		1,776		1,426,892
3.95%, 06/01/28 (Call 03/01/28)^(b)		1,692		1,630,124
4.70%, 05/15/32 (Call 02/15/32)		1,275		1,239,249
5.25%, 05/15/52 (Call 11/15/51)		1,410		1,422,168
Series G, 4.15%, 05/01/49 (Call 11/01/48)		1,491		1,250,949
Series H, 3.45%, 01/15/50 (Call 07/15/49)		1,812		1,376,286
Series I, 2.10%, 07/01/30 (Call 04/01/30)		2,620		2,164,618
AEP Transmission Co. LLC
3.10%, 12/01/26 (Call 09/01/26)		1,574		1,509,041
3.15%, 09/15/49 (Call 03/15/49)		434		328,469
3.75%, 12/01/47 (Call 06/01/47)		1,855		1,542,655
3.80%, 06/15/49 (Call 12/15/48)		1,787		1,500,312
4.00%, 12/01/46 (Call 06/01/46)		1,600		1,394,608


Security	Par (000)		Value

Electric (continued)
4.25%, 09/15/48 (Call 03/15/48)	$	1,572	$	1,413,637
4.50%, 06/15/52 (Call 12/01/51)		1,020		971,907
Series M, 3.65%, 04/01/50 (Call 10/01/49)^(b)		1,190		982,297
Series N, 2.75%, 08/15/51 (Call 02/15/51)		1,399		974,334
AES Corp. (The)
1.38%, 01/15/26 (Call 12/15/25)		3,230		2,869,177
2.45%, 01/15/31 (Call 10/15/30)^(b)		765		631,821
Alabama Power Co.
3.00%, 03/15/52 (Call 09/15/51)		1,670		1,233,095
3.05%, 03/15/32 (Call 12/15/31)^(b)		355		323,533
3.13%, 07/15/51 (Call 01/15/51)		2,550		1,921,425
3.45%, 10/01/49 (Call 04/01/49)		2,333		1,836,538
3.75%, 09/01/27		1,810		1,776,171
3.75%, 03/01/45 (Call 09/01/44)		2,963		2,463,497
3.85%, 12/01/42		1,402		1,209,449
3.94%, 09/01/32		1,810		1,748,243
4.15%, 08/15/44 (Call 02/15/44)		1,420		1,262,323
4.30%, 01/02/46 (Call 07/02/45)		2,432		2,191,037
6.00%, 03/01/39^(b)		409		448,873
6.13%, 05/15/38		1,115		1,223,969
Series 13-A, 3.55%, 12/01/23		459		456,508
Series 20-A, 1.45%, 09/15/30 (Call 06/15/30)		3,089		2,513,643
Series A, 4.30%, 07/15/48 (Call 01/15/48)		2,661		2,408,524
Series B, 3.70%, 12/01/47 (Call 06/01/47)		541		451,529
Ameren Corp.
1.75%, 03/15/28 (Call 01/15/28)		418		358,569
1.95%, 03/15/27 (Call 02/15/27)		1,900		1,699,132
2.50%, 09/15/24 (Call 08/15/24)		3,587		3,458,406
3.50%, 01/15/31 (Call 10/15/30)		3,335		3,041,153
3.65%, 02/15/26 (Call 11/15/25)		1,953		1,900,562
Ameren Illinois Co.
1.55%, 11/15/30 (Call 08/15/30)^(b)		1,082		882,468
2.90%, 06/15/51 (Call 12/15/50)		1,229		892,266
3.25%, 03/01/25 (Call 12/01/24)^(b)		430		422,264
3.25%, 03/15/50 (Call 09/15/49)		987		763,928
3.70%, 12/01/47 (Call 06/01/47)		2,461		2,091,382
3.80%, 05/15/28 (Call 02/15/28)		1,587		1,548,404
3.85%, 09/01/32		1,810		1,740,550
4.15%, 03/15/46 (Call 09/15/45)		1,606		1,453,221
4.50%, 03/15/49 (Call 09/15/48)		1,639		1,572,293
American Electric Power Co. Inc.
2.03%, 03/15/24		1,635		1,583,514
2.30%, 03/01/30 (Call 12/01/29)^(b)		653		548,416
3.20%, 11/13/27 (Call 08/13/27)^(b)		2,288		2,153,031
3.25%, 03/01/50 (Call 09/01/49)		780		555,383
3.88%, 02/15/62 (Call 11/15/26)^(a)		2,170		1,846,822
Series J, 4.30%, 12/01/28 (Call 09/01/28)^(b)		2,910		2,825,872
Series M, 0.75%, 11/01/23 (Call 10/03/22)^(b)		455		437,933
Series N, 1.00%, 11/01/25 (Call 10/01/25)^(b)		547		490,648
Appalachian Power Co.
3.40%, 06/01/25 (Call 03/01/25)^(b)		741		725,580
4.40%, 05/15/44 (Call 11/15/43)^(b)		974		848,227
4.45%, 06/01/45 (Call 12/01/44)		1,318		1,148,624
4.50%, 08/01/32 (Call 05/01/32)		1,715		1,653,020
7.00%, 04/01/38		2,155		2,523,009
Series AA, 2.70%, 04/01/31 (Call 01/01/31)^(b)		227		192,861
Series X, 3.30%, 06/01/27 (Call 03/01/27)		1,769		1,682,319
Series Y, 4.50%, 03/01/49 (Call 09/01/48)^(b)		1,820		1,617,252
Series Z, 3.70%, 05/01/50 (Call 11/01/49)		945		747,429


Security	Par (000)		Value

Electric (continued)
Arizona Public Service Co.
2.20%, 12/15/31 (Call 09/15/31)	$	2,015	$	1,612,947
2.60%, 08/15/29 (Call 05/15/29)		2,375		2,050,741
2.65%, 09/15/50 (Call 03/15/50)		866		542,255
2.95%, 09/15/27 (Call 06/15/27)		740		683,042
3.15%, 05/15/25 (Call 02/15/25)^(b)		1,641		1,590,703
3.35%, 05/15/50 (Call 11/15/49)		1,667		1,194,472
3.50%, 12/01/49 (Call 06/01/49)		1,123		827,730
3.75%, 05/15/46 (Call 11/15/45)		1,261		988,284
4.20%, 08/15/48 (Call 02/15/48)		1,228		1,023,931
4.25%, 03/01/49 (Call 09/01/48)		1,195		998,219
4.35%, 11/15/45 (Call 05/15/45)^(b)		1,577		1,328,417
4.50%, 04/01/42 (Call 10/01/41)		1,525		1,314,565
5.05%, 09/01/41 (Call 03/01/41)		1,040		966,597
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)^(b)		1,174		1,015,710
4.00%, 10/15/28 (Call 07/15/28)^(b)		1,362		1,332,308
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)^(b)		2,790		2,712,689
3.20%, 04/15/25 (Call 03/15/25)^(b)		2,980		2,885,266
3.80%, 06/01/29 (Call 03/01/29)		3,554		3,321,853
Avista Corp.
4.00%, 04/01/52 (Call 10/01/51)		45		39,877
4.35%, 06/01/48 (Call 12/01/47)		2,120		1,929,518
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		2,275		1,929,473
2.40%, 08/15/26 (Call 05/15/26)		563		527,683
2.90%, 06/15/50 (Call 12/15/49)		1,670		1,220,970
3.20%, 09/15/49 (Call 03/15/49)^(b)		1,835		1,429,171
3.50%, 08/15/46 (Call 02/15/46)		1,880		1,533,854
3.75%, 08/15/47 (Call 02/15/47)		1,749		1,483,449
4.25%, 09/15/48 (Call 03/15/48)^(b)		654		597,560
4.55%, 06/01/52 (Call 12/01/51)		1,622		1,548,637
6.35%, 10/01/36		890		1,010,017
Berkshire Hathaway Energy Co.
1.65%, 05/15/31 (Call 02/15/31)^(b)		2,621		2,100,810
2.85%, 05/15/51 (Call 11/15/50)		5,310		3,784,968
3.25%, 04/15/28 (Call 01/15/28)		2,752		2,600,612
3.50%, 02/01/25 (Call 11/01/24)		2,107		2,087,405
3.70%, 07/15/30 (Call 04/15/30)		4,230		4,028,356
3.75%, 11/15/23 (Call 08/15/23)		3,447		3,447,689
3.80%, 07/15/48 (Call 01/15/48)		1,851		1,562,077
4.05%, 04/15/25 (Call 03/15/25)		2,884		2,887,547
4.25%, 10/15/50 (Call 04/15/50)		3,002		2,749,742
4.45%, 01/15/49 (Call 07/15/48)		3,696		3,435,543
4.50%, 02/01/45 (Call 08/01/44)		1,969		1,833,533
4.60%, 05/01/53 (Call 11/01/52)^(f)		3,810		3,637,445
5.15%, 11/15/43 (Call 05/15/43)^(b)		2,878		2,913,975
5.95%, 05/15/37^(b)		2,018		2,174,355
6.13%, 04/01/36		3,263		3,586,592
Black Hills Corp.
1.04%, 08/23/24 (Call 09/16/22)		40		37,402
2.50%, 06/15/30 (Call 03/15/30)		1,075		890,057
3.05%, 10/15/29 (Call 07/15/29)		1,942		1,695,890
3.15%, 01/15/27 (Call 07/15/26)^(b)		1,079		1,019,213
3.88%, 10/15/49 (Call 04/15/49)		1,499		1,186,893
3.95%, 01/15/26 (Call 07/15/25)^(b)		2,279		2,232,941
4.20%, 09/15/46 (Call 03/15/46)		650		536,172
4.25%, 11/30/23 (Call 08/30/23)^(b)		2,548		2,550,140
4.35%, 05/01/33 (Call 02/01/33)		105		96,092


Security	Par (000)		Value

Electric (continued)
CenterPoint Energy Houston Electric LLC
3.55%, 08/01/42 (Call 02/01/42)^(b)	$	1,735	$	1,475,878
3.60%, 03/01/52 (Call 09/01/51)		260		220,106
3.95%, 03/01/48 (Call 09/01/47)		2,458		2,183,269
4.50%, 04/01/44 (Call 10/01/43)		3,028		2,879,810
Series AA, 3.00%, 02/01/27 (Call 11/01/26)		805		769,773
Series AC, 4.25%, 02/01/49 (Call 08/01/48)		1,527		1,422,523
Series AD, 2.90%, 07/01/50 (Call 01/01/50)		2,350		1,745,345
Series AE, 2.35%, 04/01/31 (Call 01/01/31)^(b)		460		398,231
Series AF, 3.35%, 04/01/51 (Call 10/01/50)^(b)		485		392,913
Series AG, 3.00%, 03/01/32 (Call 12/01/31)^(b)		355		322,049
Series K2, 6.95%, 03/15/33		140		166,740
Series Z, 2.40%, 09/01/26 (Call 06/01/26)		1,838		1,718,346
CenterPoint Energy Inc.
1.45%, 06/01/26 (Call 05/01/26)		1,343		1,210,580
2.50%, 09/01/24 (Call 08/01/24)		2,011		1,942,566
2.65%, 06/01/31 (Call 03/01/31)		1,335		1,140,304
2.95%, 03/01/30 (Call 12/01/29)^(b)		2,683		2,388,863
3.70%, 09/01/49 (Call 03/01/49)^(b)		1,555		1,233,208
4.25%, 11/01/28 (Call 08/01/28)		157		150,574
Cleco Corporate Holdings LLC
3.74%, 05/01/26 (Call 02/01/26)		3,284		3,150,111
4.97%, 05/01/46 (Call 11/01/45)		1,339		1,225,198
Cleveland Electric Illuminating Co. (The)
5.50%, 08/15/24^(b)		2,290		2,347,593
5.95%, 12/15/36^(b)		939		980,682
CMS Energy Corp.
3.00%, 05/15/26 (Call 02/15/26)		629		597,462
3.45%, 08/15/27 (Call 05/15/27)		2,518		2,392,050
3.75%, 12/01/50 (Call 09/01/30)^(a)		510		412,988
4.75%, 06/01/50 (Call 03/01/30)^(a)		1,271		1,170,375
4.88%, 03/01/44 (Call 09/01/43)		1,260		1,182,082
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		1,590		1,388,054
2.55%, 06/15/26 (Call 03/15/26)		1,185		1,124,577
3.00%, 03/01/50 (Call 09/01/49)		995		747,364
3.15%, 03/15/32 (Call 12/15/31)^(b)		555		507,414
3.65%, 06/15/46 (Call 12/15/45)		2,774		2,323,835
3.70%, 08/15/28 (Call 05/15/28)^(b)		3,155		3,061,801
3.70%, 03/01/45 (Call 09/01/44)		1,745		1,452,765
3.80%, 10/01/42 (Call 04/01/42)		894		773,614
4.00%, 03/01/48 (Call 09/01/47)		2,895		2,596,439
4.00%, 03/01/49 (Call 09/01/48)		1,934		1,718,050
4.35%, 11/15/45 (Call 05/15/45)		2,006		1,858,198
4.60%, 08/15/43 (Call 02/15/43)		1,130		1,076,302
4.70%, 01/15/44 (Call 07/15/43)		1,230		1,195,080
5.90%, 03/15/36		1,124		1,247,337
6.45%, 01/15/38		2,096		2,402,121
Series 122, 2.95%, 08/15/27 (Call 05/15/27)^(b)		2,187		2,075,769
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		2,830		2,425,961
Series 127, 3.20%, 11/15/49 (Call 05/15/49)		1,568		1,219,449
Series 130, 3.13%, 03/15/51 (Call 09/15/50)		2,935		2,244,512
Series 131, 2.75%, 09/01/51 (Call 03/01/51)		660		467,749
Series 133, 3.85%, 03/15/52 (Call 09/15/51)		380		333,477
Connecticut Light & Power Co. (The)
4.00%, 04/01/48 (Call 10/01/47)		3,041		2,780,143
4.30%, 04/15/44 (Call 10/15/43)		2,145		1,993,177
Series A, 0.75%, 12/01/25 (Call 11/01/25)		550		493,829
Series A, 2.05%, 07/01/31 (Call 04/01/31)^(b)		1,935		1,632,037
Series A, 3.20%, 03/15/27 (Call 12/15/26)^(b)		2,478		2,391,344


Security	Par (000)		Value

Electric (continued)
Series A, 4.15%, 06/01/45 (Call 12/01/44)^(b)	$	245	$	220,703
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)^(b)		3,265		2,790,138
3.20%, 12/01/51 (Call 06/01/51)		190		143,427
3.60%, 06/15/61 (Call 12/15/60)^(b)		3,140		2,462,890
3.70%, 11/15/59 (Call 05/15/59)		2,458		1,926,236
3.80%, 05/15/28 (Call 02/15/28)^(b)		2,471		2,406,161
3.85%, 06/15/46 (Call 12/15/45)		2,809		2,359,644
3.95%, 03/01/43 (Call 09/01/42)		1,356		1,166,119
4.45%, 03/15/44 (Call 09/15/43)		1,448		1,342,282
4.50%, 12/01/45 (Call 06/01/45)		3,022		2,777,006
4.50%, 05/15/58 (Call 11/15/57)		2,904		2,611,770
4.63%, 12/01/54 (Call 06/01/54)		2,157		2,007,887
5.70%, 06/15/40		1,737		1,819,073
Series 05-A, 5.30%, 03/01/35		1,020		1,042,073
Series 06-A, 5.85%, 03/15/36^(b)		1,558		1,657,665
Series 06-B, 6.20%, 06/15/36		717		787,560
Series 07-A, 6.30%, 08/15/37		853		947,478
Series 08-B, 6.75%, 04/01/38		1,868		2,137,795
Series 09-C, 5.50%, 12/01/39		2,466		2,508,933
Series 12-A, 4.20%, 03/15/42		440		390,086
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		1,622		1,358,068
Series 20A, 3.35%, 04/01/30 (Call 01/01/30)		2,389		2,230,633
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)		4,009		3,466,863
Series A, 4.13%, 05/15/49 (Call 11/15/48)^(b)		2,372		2,071,823
Series B, 3.13%, 11/15/27 (Call 08/15/27)^(b)		578		549,302
Series C, 3.00%, 12/01/60 (Call 06/01/60)		1,643		1,111,112
Series C, 4.00%, 11/15/57 (Call 05/15/57)		1,365		1,119,177
Series C, 4.30%, 12/01/56 (Call 06/01/56)		2,329		2,026,020
Series D, 4.00%, 12/01/28 (Call 09/01/28)		1,892		1,860,763
Series E, 4.65%, 12/01/48 (Call 06/01/48)		2,849		2,672,277
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 10/03/22)^(b)		15		14,397
Constellation Energy Generation LLC
3.25%, 06/01/25 (Call 05/01/25)		2,202		2,136,645
5.60%, 06/15/42 (Call 12/15/41)		2,598		2,572,566
6.25%, 10/01/39		862		905,195
Consumers Energy Co.
2.50%, 05/01/60 (Call 11/01/59)		1,850		1,172,956
2.65%, 08/15/52 (Call 02/15/52)		315		220,960
3.10%, 08/15/50 (Call 02/15/50)		2,122		1,630,439
3.25%, 08/15/46 (Call 02/15/46)		1,668		1,328,896
3.50%, 08/01/51 (Call 02/01/51)		2,214		1,833,613
3.60%, 08/15/32		640		608,678
3.75%, 02/15/50 (Call 08/15/49)		1,011		864,041
3.80%, 11/15/28 (Call 08/15/28)^(b)		676		656,261
3.95%, 05/15/43 (Call 11/15/42)		966		856,485
3.95%, 07/15/47 (Call 01/15/47)		1,373		1,209,036
4.05%, 05/15/48 (Call 11/15/47)		2,037		1,846,072
4.20%, 09/01/52		830		772,622
4.35%, 04/15/49 (Call 10/15/48)^(b)		2,141		2,044,205
Dayton Power & Light Co. (The), 3.95%, 06/15/49 (Call 12/15/48)		1,660		1,404,360
Delmarva Power & Light Co.
3.50%, 11/15/23 (Call 08/15/23)^(b)		1,345		1,341,853
4.15%, 05/15/45 (Call 11/15/44)		1,929		1,689,553
Dominion Energy Inc.
3.07%, 08/15/24^(e)		3,453		3,350,895
3.90%, 10/01/25 (Call 07/01/25)		1,493		1,475,233
4.25%, 06/01/28 (Call 03/01/28)		3,342		3,284,551


Security	Par (000)		Value

Electric (continued)
4.35%, 08/15/32	$	1,115	$	1,076,075
4.70%, 12/01/44 (Call 06/01/44)^(b)		1,840		1,690,445
4.85%, 08/15/52		1,000		955,400
5.75%, 10/01/54 (Call 10/01/24), (3 mo. LIBOR US + 3.057%)^(a)		1,499		1,434,573
7.00%, 06/15/38		1,455		1,642,477
Series A, 1.45%, 04/15/26 (Call 03/15/26)^(b)		2,260		2,055,515
Series A, 3.30%, 03/15/25 (Call 02/15/25)		1,105		1,079,541
Series A, 4.60%, 03/15/49 (Call 09/15/48)		625		578,763
Series B, 3.30%, 04/15/41 (Call 10/15/40)^(b)		2,090		1,655,970
Series B, 3.60%, 03/15/27 (Call 01/15/27)^(b)		1,275		1,227,710
Series B, 5.95%, 06/15/35		1,987		2,100,319
Series C, 2.25%, 08/15/31 (Call 05/15/31)		1,508		1,250,298
Series C, 3.38%, 04/01/30 (Call 01/01/30)^(b)		4,639		4,225,990
Series C, 4.05%, 09/15/42 (Call 03/15/42)		1,455		1,233,302
Series C, 4.90%, 08/01/41 (Call 02/01/41)		1,960		1,878,033
Series D, 2.85%, 08/15/26 (Call 05/15/26)		1,478		1,395,779
Series E, 6.30%, 03/15/33		990		1,075,665
Series F, 5.25%, 08/01/33		2,115		2,139,449
Dominion Energy South Carolina Inc.
4.60%, 06/15/43 (Call 12/15/42)		1,545		1,466,699
5.10%, 06/01/65 (Call 12/01/64)^(b)		2,435		2,472,012
5.30%, 05/15/33		270		286,016
5.45%, 02/01/41 (Call 08/01/40)^(b)		1,325		1,372,369
6.05%, 01/15/38^(b)		1,765		1,952,019
6.63%, 02/01/32^(b)		355		407,618
Series A, 2.30%, 12/01/31 (Call 09/01/31)		2,100		1,774,437
DTE Electric Co.
2.25%, 03/01/30 (Call 12/01/29)		2,047		1,780,603
2.95%, 03/01/50 (Call 09/01/49)		990		752,390
3.38%, 03/01/25 (Call 12/01/24)^(b)		1,142		1,122,929
3.65%, 03/15/24 (Call 12/15/23)		1,460		1,456,803
3.70%, 03/15/45 (Call 09/15/44)		2,240		1,894,166
3.70%, 06/01/46 (Call 12/01/45)		1,520		1,297,305
3.75%, 08/15/47 (Call 02/15/47)		1,822		1,576,431
3.95%, 03/01/49 (Call 09/01/48)		2,279		2,047,226
4.30%, 07/01/44 (Call 01/01/44)		1,741		1,603,165
Series A, 1.90%, 04/01/28 (Call 02/01/28)		2,315		2,053,683
Series A, 3.00%, 03/01/32 (Call 12/01/31)		2,410		2,178,471
Series A, 4.00%, 04/01/43 (Call 10/01/42)^(b)		252		224,509
Series A, 4.05%, 05/15/48 (Call 11/15/47)		1,741		1,583,439
Series B, 3.25%, 04/01/51 (Call 10/01/50)		1,476		1,170,734
Series B, 3.65%, 03/01/52 (Call 09/01/51)		960		822,730
Series C, 2.63%, 03/01/31 (Call 12/01/30)^(b)		2,117		1,873,545
DTE Energy Co.
2.85%, 10/01/26 (Call 07/01/26)		3,644		3,423,392
2.95%, 03/01/30 (Call 12/01/29)^(b)		1,593		1,404,134
4.22%, 11/01/24		3,620		3,606,316
Series C, 2.53%, 10/01/24^(e)		1,469		1,415,587
Series C, 3.40%, 06/15/29 (Call 03/15/29)^(b)		2,125		1,945,161
Series F, 1.05%, 06/01/25 (Call 05/01/25)		3,305		3,028,636
Duke Energy Carolinas LLC
2.45%, 08/15/29 (Call 05/15/29)		2,799		2,495,169
2.45%, 02/01/30 (Call 11/01/29)^(b)		2,745		2,431,219
2.55%, 04/15/31 (Call 01/15/31)^(b)		2,523		2,206,767
2.85%, 03/15/32 (Call 12/15/31)^(b)		2,805		2,487,726
2.95%, 12/01/26 (Call 09/01/26)		3,945		3,793,867
3.20%, 08/15/49 (Call 02/15/49)		1,385		1,076,727
3.45%, 04/15/51 (Call 10/15/50)		2,180		1,767,457
3.55%, 03/15/52 (Call 09/15/51)		1,570		1,291,796


Security	Par (000)		Value

Electric (continued)
3.70%, 12/01/47 (Call 06/01/47)	$	2,902	$	2,394,817
3.75%, 06/01/45 (Call 12/01/44)		2,259		1,907,929
3.88%, 03/15/46 (Call 09/15/45)		2,810		2,431,268
3.95%, 11/15/28 (Call 08/15/28)		2,021		1,985,855
3.95%, 03/15/48 (Call 09/15/47)		1,340		1,164,674
4.00%, 09/30/42 (Call 03/30/42)		939		830,170
4.25%, 12/15/41 (Call 06/15/41)		1,024		938,988
5.30%, 02/15/40		1,175		1,220,249
6.00%, 01/15/38		867		961,182
6.05%, 04/15/38		1,440		1,593,058
6.10%, 06/01/37		1,770		1,894,059
6.45%, 10/15/32^(b)		970		1,075,361
Series A, 6.00%, 12/01/28^(b)		1,487		1,593,544
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		3,373		3,061,402
2.45%, 06/01/30 (Call 03/01/30)^(b)		948		801,506
2.55%, 06/15/31 (Call 03/15/31)		440		367,294
2.65%, 09/01/26 (Call 06/01/26)		2,099		1,963,782
3.15%, 08/15/27 (Call 05/15/27)		3,263		3,076,650
3.25%, 01/15/82 (Call 01/15/27)^(a)		2,004		1,620,034
3.30%, 06/15/41 (Call 12/15/40)		3,568		2,750,321
3.40%, 06/15/29 (Call 03/15/29)		2,367		2,184,694
3.50%, 06/15/51 (Call 12/15/50)		610		463,265
3.75%, 04/15/24 (Call 01/15/24)		3,928		3,912,563
3.75%, 09/01/46 (Call 03/01/46)		3,982		3,125,591
3.95%, 10/15/23 (Call 07/15/23)		1,999		1,999,180
3.95%, 08/15/47 (Call 02/15/47)		2,400		1,939,032
4.20%, 06/15/49 (Call 12/15/48)		2,745		2,316,753
4.30%, 03/15/28		3,210		3,145,736
4.50%, 08/15/32		3,620		3,489,246
4.80%, 12/15/45 (Call 06/15/45)		2,659		2,468,483
5.00%, 08/15/52		3,620		3,440,050
Duke Energy Florida LLC
1.75%, 06/15/30 (Call 03/15/30)		2,875		2,389,067
2.40%, 12/15/31 (Call 09/15/31)		2,640		2,247,749
2.50%, 12/01/29 (Call 09/01/29)^(b)		2,493		2,217,324
3.00%, 12/15/51 (Call 06/15/51)		2,035		1,512,575
3.20%, 01/15/27 (Call 10/15/26)^(b)		3,377		3,263,161
3.40%, 10/01/46 (Call 04/01/46)		2,523		1,994,078
3.80%, 07/15/28 (Call 04/15/28)^(b)		2,435		2,383,621
3.85%, 11/15/42 (Call 05/15/42)		1,541		1,320,961
4.20%, 07/15/48 (Call 01/15/48)		1,650		1,492,227
5.65%, 04/01/40		1,586		1,677,195
6.35%, 09/15/37		906		1,021,080
6.40%, 06/15/38		3,174		3,663,685
Duke Energy Indiana LLC
2.75%, 04/01/50 (Call 10/01/49)		1,970		1,373,484
3.75%, 05/15/46 (Call 11/15/45)		1,324		1,080,768
6.12%, 10/15/35		1,019		1,101,335
6.35%, 08/15/38		863		973,050
6.45%, 04/01/39^(b)		2,043		2,299,846
Series WWW, 4.90%, 07/15/43 (Call 01/15/43)		614		590,619
Series YYY, 3.25%, 10/01/49 (Call 04/01/49)		2,840		2,163,938
Duke Energy Ohio Inc.
2.13%, 06/01/30 (Call 03/01/30)		2,518		2,127,760
3.65%, 02/01/29 (Call 11/01/28)^(b)		1,216		1,160,052
3.70%, 06/15/46 (Call 12/15/45)		1,672		1,368,248
3.80%, 09/01/23 (Call 06/01/23)^(b)		1,604		1,602,797
4.30%, 02/01/49 (Call 08/01/48)		967		871,016


Security	Par (000)		Value

Electric (continued)
Duke Energy Progress LLC
2.00%, 08/15/31 (Call 05/15/31)^(b)	$	1,620	$	1,344,697
2.50%, 08/15/50 (Call 02/15/50)		1,725		1,171,292
2.90%, 08/15/51 (Call 02/15/51)		1,073		779,599
3.25%, 08/15/25 (Call 05/15/25)		1,917		1,888,820
3.38%, 09/01/23 (Call 08/01/23)^(b)		1,006		1,003,314
3.40%, 04/01/32 (Call 01/01/32)^(b)		1,980		1,838,034
3.45%, 03/15/29 (Call 12/15/28)		2,527		2,407,397
3.60%, 09/15/47 (Call 03/15/47)		2,711		2,253,221
3.70%, 09/01/28 (Call 06/01/28)		2,316		2,260,115
3.70%, 10/15/46 (Call 04/15/46)		2,589		2,138,255
4.00%, 04/01/52 (Call 10/01/51)		1,025		900,832
4.10%, 05/15/42 (Call 11/15/41)		880		787,090
4.10%, 03/15/43 (Call 09/15/42)		1,619		1,455,724
4.15%, 12/01/44 (Call 06/01/44)		2,514		2,233,488
4.20%, 08/15/45 (Call 02/15/45)		3,399		3,048,699
4.38%, 03/30/44 (Call 09/30/43)		1,452		1,339,455
6.30%, 04/01/38		1,505		1,698,453
Edison International
3.55%, 11/15/24 (Call 10/15/24)^(b)		2,228		2,179,118
4.13%, 03/15/28 (Call 12/15/27)		3,195		3,005,281
4.70%, 08/15/25		1,810		1,794,669
4.95%, 04/15/25 (Call 03/15/25)		1,705		1,706,040
5.75%, 06/15/27 (Call 04/15/27)		2,578		2,613,808
El Paso Electric Co.
5.00%, 12/01/44 (Call 06/01/44)^(b)		1,262		1,183,087
6.00%, 05/15/35		619		634,884
Emera U.S. Finance LP
0.83%, 06/15/24		1,910		1,789,097
2.64%, 06/15/31 (Call 03/15/31)		1,605		1,325,425
3.55%, 06/15/26 (Call 03/15/26)		3,820		3,654,709
4.75%, 06/15/46 (Call 12/15/45)		3,206		2,815,285
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		3,438		3,375,497
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		3,037		2,983,579
Enel Generacion Chile SA, 4.25%, 04/15/24 (Call 01/15/24)		1,275		1,255,837
Entergy Arkansas LLC
2.65%, 06/15/51 (Call 12/15/50)		1,228		839,964
3.35%, 06/15/52 (Call 12/15/51)		890		689,510
3.50%, 04/01/26 (Call 01/01/26)		2,722		2,668,676
3.70%, 06/01/24 (Call 03/01/24)^(b)		350		348,761
4.00%, 06/01/28 (Call 03/01/28)		375		365,873
4.20%, 04/01/49 (Call 10/01/48)^(b)		2,644		2,399,932
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		1,938		1,740,828
1.90%, 06/15/28 (Call 04/15/28)^(b)		1,820		1,570,187
2.40%, 06/15/31 (Call 03/05/31)		2,805		2,278,810
2.80%, 06/15/30 (Call 03/15/30)		2,292		1,960,279
2.95%, 09/01/26 (Call 06/01/26)		3,422		3,219,452
3.75%, 06/15/50 (Call 12/15/49)^(b)		2,264		1,782,696
Entergy Gulf States Louisiana LLC, 5.59%, 10/01/24^(b)		102		105,158
Entergy Louisiana LLC
0.62%, 11/17/23 (Call 10/03/22)		427		412,422
0.95%, 10/01/24 (Call 10/03/22)		531		499,469
1.60%, 12/15/30 (Call 09/15/30)		2,188		1,742,479
2.35%, 06/15/32 (Call 03/15/32)^(b)		440		364,069
2.40%, 10/01/26 (Call 07/01/26)		2,441		2,258,194
2.90%, 03/15/51 (Call 09/15/50)		2,840		2,040,483
3.05%, 06/01/31 (Call 03/01/31)^(b)		2,089		1,865,707
3.10%, 06/15/41 (Call 12/15/40)		251		198,438


Security	Par (000)		Value

Electric (continued)
3.12%, 09/01/27 (Call 06/01/27)	$	1,925	$	1,819,645
3.25%, 04/01/28 (Call 01/01/28)^(b)		2,484		2,321,298
4.00%, 03/15/33 (Call 12/15/32)		2,322		2,202,254
4.05%, 09/01/23 (Call 06/01/23)^(b)		1,114		1,116,529
4.20%, 09/01/48 (Call 03/01/48)		3,321		2,972,295
4.20%, 04/01/50 (Call 10/01/49)		2,731		2,438,264
4.75%, 09/15/52		2,900		2,810,796
4.95%, 01/15/45 (Call 01/15/25)^(b)		945		901,171
5.40%, 11/01/24^(b)		336		345,589
Entergy Mississippi LLC
2.85%, 06/01/28 (Call 03/01/28)		3,543		3,231,712
3.50%, 06/01/51 (Call 03/01/51)^(b)		480		386,242
3.85%, 06/01/49 (Call 12/01/48)		2,354		1,963,424
Entergy Texas Inc.
1.75%, 03/15/31 (Call 12/15/30)		1,320		1,060,554
3.55%, 09/30/49 (Call 03/30/49)		1,585		1,253,069
4.00%, 03/30/29 (Call 12/30/28)^(b)		532		516,216
4.50%, 03/30/39 (Call 09/30/38)^(b)		175		160,486
5.00%, 09/15/52		1,080		1,070,917
Evergy Inc.
2.45%, 09/15/24 (Call 08/15/24)		3,749		3,613,586
2.90%, 09/15/29 (Call 06/15/29)		2,890		2,532,362
Evergy Kansas Central Inc.
2.55%, 07/01/26 (Call 04/01/26)		1,420		1,335,609
3.10%, 04/01/27 (Call 01/01/27)		1,780		1,689,647
3.25%, 09/01/49 (Call 03/01/49)		1,113		856,899
3.45%, 04/15/50 (Call 10/15/49)		1,410		1,123,826
4.10%, 04/01/43 (Call 10/01/42)		1,410		1,226,756
4.13%, 03/01/42 (Call 09/01/41)		1,367		1,214,525
4.25%, 12/01/45 (Call 06/01/45)		1,164		1,030,862
Evergy Metro Inc.
3.65%, 08/15/25 (Call 05/15/25)		1,425		1,402,941
4.20%, 06/15/47 (Call 12/15/46)		1,140		1,016,116
4.20%, 03/15/48 (Call 09/15/47)		1,054		941,211
5.30%, 10/01/41 (Call 04/01/41)		1,451		1,475,986
Series 2019, 4.13%, 04/01/49 (Call 10/01/48)		1,473		1,291,379
Series 2020, 2.25%, 06/01/30 (Call 03/01/30)		1,023		873,642
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		2,110		1,790,673
2.90%, 03/01/27 (Call 02/01/27)		1,870		1,754,584
3.38%, 03/01/32 (Call 12/01/31)^(b)		1,895		1,704,950
3.45%, 01/15/50 (Call 07/15/49)		2,535		1,986,984
4.20%, 06/27/24		1,810		1,810,127
4.60%, 07/01/27 (Call 06/01/27)		1,701		1,704,725
Series H, 3.15%, 01/15/25 (Call 10/15/24)		1,641		1,592,853
Series L, 2.90%, 10/01/24 (Call 08/01/24)^(b)		2,726		2,651,689
Series M, 3.30%, 01/15/28 (Call 10/15/27)^(b)		761		717,227
Series N, 3.80%, 12/01/23 (Call 11/01/23)		2,684		2,672,164
Series O, 4.25%, 04/01/29 (Call 01/01/29)^(b)		2,212		2,155,594
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		2,891		2,612,626
Series R, 1.65%, 08/15/30 (Call 05/15/30)		2,706		2,165,747
Series U, 1.40%, 08/15/26 (Call 07/15/26)		1,435		1,276,777
Exelon Corp.
2.75%, 03/15/27 (Call 02/15/27)^(b)(f)		1,605		1,502,136
3.35%, 03/15/32 (Call 12/15/31)^(f)		75		67,328
3.40%, 04/15/26 (Call 01/15/26)		2,862		2,772,505
3.95%, 06/15/25 (Call 03/15/25)		3,713		3,683,816
4.05%, 04/15/30 (Call 01/15/30)		4,850		4,661,092
4.10%, 03/15/52 (Call 09/15/51)^(b)(f)		1,415		1,222,801
4.45%, 04/15/46 (Call 10/15/45)		1,868		1,674,008


Security	Par (000)		Value

Electric (continued)
4.70%, 04/15/50 (Call 10/15/49)	$	3,017	$	2,816,792
4.95%, 06/15/35 (Call 12/15/34)^(b)		1,894		1,849,472
5.10%, 06/15/45 (Call 12/15/44)		2,100		2,084,586
5.63%, 06/15/35		2,184		2,296,148
Exelon Generation Co. LLC, 5.75%, 10/01/41 (Call 04/01/41)		3,136		3,107,996
Florida Power & Light Co.
2.45%, 02/03/32 (Call 11/03/31)		913		793,360
2.85%, 04/01/25 (Call 03/01/25)		5,670		5,545,260
2.88%, 12/04/51 (Call 06/04/51)		4,747		3,542,164
3.13%, 12/01/25 (Call 06/01/25)^(b)		2,003		1,974,978
3.15%, 10/01/49 (Call 04/01/49)		3,004		2,400,797
3.25%, 06/01/24 (Call 12/01/23)^(b)		2,576		2,556,706
3.70%, 12/01/47 (Call 06/01/47)		3,085		2,690,243
3.80%, 12/15/42 (Call 06/15/42)^(b)		1,418		1,266,231
3.95%, 03/01/48 (Call 09/01/47)		4,022		3,661,428
3.99%, 03/01/49 (Call 09/01/48)		2,640		2,412,907
4.05%, 06/01/42 (Call 12/01/41)		2,335		2,156,326
4.05%, 10/01/44 (Call 04/01/44)^(b)		2,043		1,862,174
4.13%, 02/01/42 (Call 08/01/41)^(b)		1,738		1,611,960
4.13%, 06/01/48 (Call 12/01/47)		2,141		1,999,780
4.95%, 06/01/35^(b)		364		374,308
5.25%, 02/01/41 (Call 08/01/40)		1,830		1,915,132
5.63%, 04/01/34		320		348,704
5.65%, 02/01/37^(b)		2,412		2,603,151
5.69%, 03/01/40		1,233		1,345,129
5.95%, 02/01/38		1,873		2,088,358
5.96%, 04/01/39		640		720,416
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		5,117		4,790,280
Georgia Power Co.
3.25%, 04/01/26 (Call 01/01/26)^(b)		295		284,035
3.25%, 03/30/27 (Call 12/30/26)^(b)		850		801,916
4.30%, 03/15/42		4,763		4,232,926
4.30%, 03/15/43		1,527		1,336,614
4.70%, 05/15/32 (Call 02/15/32)		1,120		1,114,154
5.13%, 05/15/52 (Call 11/15/51)		1,595		1,605,798
Series 10-C, 4.75%, 09/01/40		2,589		2,363,602
Series A, 2.20%, 09/15/24 (Call 08/15/24)		2,392		2,312,275
Series A, 3.25%, 03/15/51 (Call 09/15/50)		450		333,131
Series B, 2.65%, 09/15/29 (Call 06/15/29)^(b)		1,487		1,300,025
Series B, 3.70%, 01/30/50 (Call 07/30/49)^(b)		1,593		1,271,198
Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27)		1,586		1,526,477
Iberdrola International BV
5.81%, 03/15/25^(b)		520		541,882
6.75%, 07/15/36		1,572		1,755,500
Idaho Power Co., Series K, 4.20%, 03/01/48 (Call 09/01/47)		381		337,444
Indiana Michigan Power Co.
3.25%, 05/01/51 (Call 11/01/50)		2,645		1,982,110
3.85%, 05/15/28 (Call 02/15/28)^(b)		1,627		1,571,422
4.25%, 08/15/48 (Call 02/15/48)		1,700		1,476,943
6.05%, 03/15/37		215		234,741
Series K, 4.55%, 03/15/46 (Call 09/15/45)		1,818		1,662,088
Series L, 3.75%, 07/01/47 (Call 01/01/47)		1,713		1,394,759
Interstate Power & Light Co.
2.30%, 06/01/30 (Call 03/01/30)		722		611,404
3.10%, 11/30/51 (Call 05/30/51)		1,305		940,239
3.25%, 12/01/24 (Call 09/01/24)		3,135		3,075,592
3.50%, 09/30/49 (Call 03/30/49)^(b)		1,364		1,079,892


Security	Par (000)		Value

Electric (continued)
3.60%, 04/01/29 (Call 01/01/29)	$	642	$	604,841
3.70%, 09/15/46 (Call 03/15/46)		1,448		1,173,575
4.10%, 09/26/28 (Call 06/26/28)		2,749		2,714,747
6.25%, 07/15/39^(b)		640		693,811
IPALCO Enterprises Inc.
3.70%, 09/01/24 (Call 07/01/24)		1,618		1,579,767
4.25%, 05/01/30 (Call 02/01/30)^(b)		1,775		1,637,810
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		1,575		1,501,006
3.35%, 11/15/27 (Call 08/15/27)		1,630		1,544,180
3.65%, 06/15/24 (Call 03/15/24)^(b)		1,202		1,184,727
5.30%, 07/01/43 (Call 01/01/43)		1,321		1,285,148
John Sevier Combined Cycle Generation LLC, 4.63%, 01/15/42		166		164,548
Kentucky Utilities Co.
3.30%, 06/01/50 (Call 12/01/49)		1,945		1,515,777
4.38%, 10/01/45 (Call 04/01/45)		1,986		1,803,348
5.13%, 11/01/40 (Call 05/01/40)		2,774		2,767,453
Louisville Gas & Electric Co.
4.25%, 04/01/49 (Call 10/01/48)		645		575,521
Series 25, 3.30%, 10/01/25 (Call 07/01/25)		1,177		1,148,999
MidAmerican Energy Co.
2.70%, 08/01/52 (Call 02/01/52)		2,345		1,665,982
3.10%, 05/01/27 (Call 02/01/27)		1,935		1,857,368
3.15%, 04/15/50 (Call 10/15/49)		1,677		1,300,530
3.50%, 10/15/24 (Call 07/15/24)		4,293		4,271,621
3.65%, 04/15/29 (Call 01/15/29)		3,685		3,564,243
3.65%, 08/01/48 (Call 02/01/48)		2,928		2,464,995
3.95%, 08/01/47 (Call 02/01/47)		1,833		1,610,071
4.25%, 05/01/46 (Call 11/01/45)		1,930		1,785,462
4.25%, 07/15/49 (Call 01/15/49)		3,369		3,125,320
4.40%, 10/15/44 (Call 04/15/44)^(b)		1,412		1,321,095
4.80%, 09/15/43 (Call 03/15/43)^(b)		717		704,453
5.75%, 11/01/35		320		349,206
5.80%, 10/15/36^(b)		1,679		1,842,686
6.75%, 12/30/31		1,085		1,263,211
Mississippi Power Co.
3.95%, 03/30/28 (Call 12/30/27)		3,540		3,402,683
Series 12-A, 4.25%, 03/15/42		2,441		2,128,552
Series B, 3.10%, 07/30/51 (Call 01/30/51)		1,989		1,412,130
National Grid USA, 5.80%, 04/01/35		1,425		1,497,632
National Rural Utilities Cooperative Finance Corp.
0.35%, 02/08/24		309		294,180
1.00%, 06/15/26 (Call 05/15/26)		1,022		915,273
1.35%, 03/15/31 (Call 12/15/30)		1,179		907,618
1.65%, 06/15/31 (Call 03/15/31)		1,615		1,281,228
1.88%, 02/07/25		1,386		1,320,373
2.40%, 03/15/30 (Call 12/15/29)		2,675		2,332,680
2.75%, 04/15/32 (Call 01/15/32)		1,365		1,178,705
2.85%, 01/27/25 (Call 10/27/24)		1,817		1,767,832
2.95%, 02/07/24 (Call 12/07/23)		3,966		3,923,643
3.05%, 04/25/27 (Call 01/25/27)^(b)		1,636		1,565,897
3.25%, 11/01/25 (Call 08/01/25)		2,475		2,412,283
3.40%, 11/15/23 (Call 08/15/23)		544		541,574
3.40%, 02/07/28 (Call 11/07/27)		2,360		2,265,907
3.45%, 06/15/25		1,145		1,125,512
3.70%, 03/15/29 (Call 12/15/28)^(b)		2,690		2,557,437
3.90%, 11/01/28 (Call 08/01/28)^(b)		1,270		1,232,078
4.02%, 11/01/32 (Call 05/01/32)		1,809		1,704,711
4.15%, 12/15/32		1,475		1,433,184


Security	Par (000)		Value

Electric (continued)
4.30%, 03/15/49 (Call 09/15/48)	$	1,739	$	1,580,386
4.40%, 11/01/48 (Call 05/01/48)		1,240		1,138,543
5.25%, 04/20/46 (Call 04/20/26), (3 mo. LIBOR US + 3.630%)^(a)(b)		575		537,200
Series C, 8.00%, 03/01/32		1,188		1,461,133
Series D, 1.00%, 10/18/24		1,185		1,114,125
Nevada Power Co.
Series CC, 3.70%, 05/01/29 (Call 02/01/29)		2,424		2,324,737
Series DD, 2.40%, 05/01/30 (Call 02/01/30)		510		443,114
Series EE, 3.13%, 08/01/50 (Call 02/01/50)		1,275		942,429
Series N, 6.65%, 04/01/36		910		1,043,916
Series R, 6.75%, 07/01/37		1,470		1,671,831
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)		5,830		5,231,784
1.90%, 06/15/28 (Call 04/15/28)		3,125		2,706,094
2.25%, 06/01/30 (Call 03/01/30)		3,017		2,547,404
2.44%, 01/15/32 (Call 10/15/31)		3,153		2,628,719
2.75%, 11/01/29 (Call 08/01/29)		3,575		3,183,287
3.00%, 01/15/52 (Call 07/15/51)		2,195		1,577,371
3.50%, 04/01/29 (Call 01/01/29)		4,224		3,952,524
3.55%, 05/01/27 (Call 02/01/27)		5,247		5,047,562
3.80%, 03/15/82 (Call 03/15/27)^(a)(b)		110		92,469
4.20%, 06/20/24		3,100		3,102,790
4.26%, 09/01/24		2,000		2,001,900
4.45%, 06/20/25		3,020		3,035,040
4.63%, 07/15/27 (Call 06/15/27)		6,040		6,068,509
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)^(a)		2,913		2,432,996
5.00%, 07/15/32 (Call 04/15/32)		4,812		4,901,118
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)^(a)		231		211,767
Northern States Power Co./MN
2.25%, 04/01/31 (Call 10/01/30)		1,215		1,054,061
2.60%, 06/01/51 (Call 12/01/50)		1,880		1,323,595
2.90%, 03/01/50 (Call 09/01/49)		2,614		1,969,205
3.20%, 04/01/52 (Call 10/01/51)		1,485		1,169,304
3.40%, 08/15/42 (Call 02/15/42)		1,078		909,077
3.60%, 05/15/46 (Call 11/15/45)		1,091		925,506
3.60%, 09/15/47 (Call 03/15/47)		2,113		1,774,202
4.00%, 08/15/45 (Call 02/15/45)		1,667		1,450,473
4.13%, 05/15/44 (Call 11/15/43)^(b)		1,485		1,356,503
4.50%, 06/01/52 (Call 12/01/51)		1,060		1,029,239
5.35%, 11/01/39		965		1,032,955
6.20%, 07/01/37^(b)		988		1,127,318
6.25%, 06/01/36		1,110		1,274,380
NorthWestern Corp., 4.18%, 11/15/44 (Call 05/15/44)		405		350,835
NSTAR Electric Co.
1.95%, 08/15/31 (Call 05/15/31)^(b)		876		730,453
3.10%, 06/01/51 (Call 12/01/50)		335		253,240
3.20%, 05/15/27 (Call 02/15/27)		2,336		2,253,049
3.25%, 05/15/29 (Call 02/15/29)^(b)		1,932		1,821,895
3.95%, 04/01/30 (Call 01/01/30)		2,261		2,211,868
4.40%, 03/01/44 (Call 09/01/43)		1,535		1,424,634
4.55%, 06/01/52 (Call 12/01/51)		1,815		1,772,329
5.50%, 03/15/40		210		221,813
Oglethorpe Power Corp.
3.75%, 08/01/50 (Call 02/01/50)		1,560		1,203,259
4.50%, 04/01/47 (Call 10/01/46)^(f)		1,645		1,419,388
5.05%, 10/01/48 (Call 04/01/48)		1,660		1,528,877
5.25%, 09/01/50^(b)		917		852,352


Security	Par (000)		Value

Electric (continued)
5.38%, 11/01/40	$	1,530	$	1,472,426
5.95%, 11/01/39		1,411		1,444,977
Ohio Edison Co., 6.88%, 07/15/36^(b)		1,365		1,568,126
Ohio Power Co.
4.00%, 06/01/49 (Call 12/01/48)		2,432		2,046,723
4.15%, 04/01/48 (Call 10/01/47)		1,677		1,456,676
Series P, 2.60%, 04/01/30 (Call 01/01/30)		2,308		2,018,184
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		2,571		2,059,088
Series R, 2.90%, 10/01/51 (Call 04/01/51)		1,240		887,146
Oklahoma Gas & Electric Co.
3.25%, 04/01/30 (Call 10/01/29)		1,731		1,577,339
3.30%, 03/15/30 (Call 09/15/29)		1,371		1,256,672
3.80%, 08/15/28 (Call 02/15/28)^(b)		1,187		1,144,577
3.85%, 08/15/47 (Call 02/15/47)		1,219		1,025,971
4.15%, 04/01/47 (Call 10/01/46)		1,205		1,064,208
Oncor Electric Delivery Co. LLC
0.55%, 10/01/25 (Call 09/01/25)		3,840		3,450,278
2.70%, 11/15/51 (Call 05/15/51)		1,835		1,305,914
2.75%, 06/01/24 (Call 05/01/24)		4,255		4,168,794
2.75%, 05/15/30 (Call 02/15/30)^(b)		1,892		1,718,806
2.95%, 04/01/25 (Call 01/01/25)		1,011		982,935
3.10%, 09/15/49 (Call 03/15/49)		1,595		1,234,833
3.70%, 11/15/28 (Call 08/15/28)		3,313		3,208,607
3.70%, 05/15/50 (Call 11/15/49)		1,796		1,541,489
3.75%, 04/01/45 (Call 10/01/44)		2,306		1,973,821
3.80%, 09/30/47 (Call 03/30/47)		1,582		1,382,019
3.80%, 06/01/49 (Call 12/01/48)		2,243		1,953,788
4.10%, 11/15/48 (Call 05/15/48)		1,420		1,291,689
4.15%, 06/01/32 (Call 03/01/32)^(f)		1,195		1,195,418
4.55%, 12/01/41 (Call 06/01/41)		1,066		1,030,332
4.60%, 06/01/52 (Call 12/01/51)^(f)		3,225		3,176,206
5.25%, 09/30/40		992		1,031,680
5.30%, 06/01/42 (Call 12/01/41)		1,533		1,610,524
5.35%, 10/01/52 (Call 04/01/52)		40		42,311
5.75%, 03/15/29 (Call 12/15/28)		729		784,440
7.00%, 05/01/32		682		816,954
7.25%, 01/15/33^(b)		857		1,050,613
7.50%, 09/01/38		1,399		1,770,337
Pacific Gas and Electric Co.
1.70%, 11/15/23 (Call 11/15/22)^(b)		180		173,968
2.10%, 08/01/27 (Call 06/01/27)		4,355		3,682,109
2.50%, 02/01/31 (Call 11/01/30)		7,278		5,565,778
2.95%, 03/01/26 (Call 12/01/25)		2,733		2,482,548
3.00%, 06/15/28 (Call 04/15/28)^(b)		3,410		2,919,949
3.15%, 01/01/26		2,788		2,571,082
3.25%, 02/16/24 (Call 02/16/23)		265		259,173
3.25%, 06/01/31 (Call 03/01/31)		2,065		1,664,328
3.30%, 03/15/27 (Call 12/15/26)		1,574		1,407,675
3.30%, 12/01/27 (Call 09/01/27)		2,292		2,020,467
3.30%, 08/01/40 (Call 02/01/40)		4,387		3,081,517
3.40%, 08/15/24 (Call 05/15/24)		100		96,060
3.45%, 07/01/25^(b)		1,747		1,662,655
3.50%, 06/15/25 (Call 03/15/25)		570		539,750
3.50%, 08/01/50 (Call 02/01/50)		6,695		4,446,886
3.75%, 02/15/24 (Call 11/15/23)^(b)		110		107,947
3.75%, 07/01/28		3,609		3,196,419
3.75%, 08/15/42 (Call 02/15/42)		408		277,938
3.85%, 11/15/23 (Call 08/15/23)^(b)		2,205		2,177,195
3.95%, 12/01/47 (Call 06/01/47)		2,793		1,930,577
4.00%, 12/01/46 (Call 06/01/46)		2,504		1,749,420


Security	Par (000)		Value

Electric (continued)
4.20%, 03/01/29 (Call 01/01/29)^(b)	$	1,605	$	1,437,053
4.20%, 06/01/41 (Call 12/01/40)		1,862		1,393,297
4.25%, 03/15/46 (Call 09/15/45)		2,042		1,483,901
4.30%, 03/15/45 (Call 09/15/44)		2,074		1,522,046
4.40%, 03/01/32 (Call 12/01/31)^(b)		1,705		1,494,347
4.45%, 04/15/42 (Call 10/15/41)		1,436		1,080,633
4.50%, 07/01/40 (Call 01/01/40)		7,118		5,566,845
4.55%, 07/01/30 (Call 01/01/30)		10,679		9,505,271
4.60%, 06/15/43 (Call 12/15/42)		1,361		1,042,608
4.65%, 08/01/28 (Call 05/01/28)		1,115		1,013,122
4.75%, 02/15/44 (Call 08/15/43)		1,485		1,154,380
4.95%, 06/08/25		2,495		2,480,354
4.95%, 07/01/50 (Call 01/01/50)		10,457		8,366,437
5.25%, 03/01/52 (Call 09/01/51)		1,915		1,602,089
5.45%, 06/15/27 (Call 05/15/27)^(b)		3,859		3,790,773
5.90%, 06/15/32 (Call 03/15/32)		3,560		3,439,992
PacifiCorp
2.70%, 09/15/30 (Call 06/15/30)		1,470		1,294,026
2.90%, 06/15/52 (Call 12/15/51)^(b)		705		508,220
3.30%, 03/15/51 (Call 09/15/50)		2,349		1,819,676
3.50%, 06/15/29 (Call 03/15/29)^(b)		2,155		2,037,790
3.60%, 04/01/24 (Call 01/01/24)		2,325		2,319,652
4.10%, 02/01/42 (Call 08/01/41)		1,386		1,198,197
4.13%, 01/15/49 (Call 07/15/48)		1,760		1,557,582
4.15%, 02/15/50 (Call 08/15/49)		2,242		2,004,550
5.25%, 06/15/35		879		883,052
5.75%, 04/01/37		592		617,438
6.00%, 01/15/39		2,368		2,574,561
6.10%, 08/01/36		1,980		2,124,837
6.25%, 10/15/37		2,412		2,660,291
6.35%, 07/15/38		680		760,308
7.70%, 11/15/31^(b)		50		60,277
PECO Energy Co.
2.80%, 06/15/50 (Call 12/15/49)		355		256,129
2.85%, 09/15/51 (Call 03/15/51)		720		523,930
3.00%, 09/15/49 (Call 03/15/49)		1,050		786,482
3.05%, 03/15/51 (Call 09/15/50)		925		703,814
3.15%, 10/15/25 (Call 07/15/25)		835		813,165
3.70%, 09/15/47 (Call 03/15/47)		1,446		1,245,078
3.90%, 03/01/48 (Call 09/01/47)^(b)		2,572		2,285,016
4.15%, 10/01/44 (Call 04/01/44)		855		773,972
4.38%, 08/15/52		1,200		1,145,352
4.60%, 05/15/52 (Call 11/15/51)		1,330		1,313,734
5.95%, 10/01/36		650		714,558
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		2,128		1,939,289
Potomac Electric Power Co.
3.60%, 03/15/24 (Call 12/15/23)^(b)		2,347		2,333,904
4.15%, 03/15/43 (Call 09/15/42)		2,239		2,022,377
6.50%, 11/15/37		210		242,626
PPL Capital Funding Inc.
3.10%, 05/15/26 (Call 02/15/26)		4,056		3,847,643
4.13%, 04/15/30 (Call 01/15/30)^(b)		465		443,703
PPL Electric Utilities Corp.
3.00%, 10/01/49 (Call 04/01/49)		1,787		1,335,193
3.95%, 06/01/47 (Call 12/01/46)		683		604,571
4.13%, 06/15/44 (Call 12/15/43)		876		778,878
4.15%, 10/01/45 (Call 04/01/45)		1,435		1,266,273
4.15%, 06/15/48 (Call 12/15/47)^(b)		1,570		1,422,640
4.75%, 07/15/43 (Call 01/15/43)		1,055		1,031,727


Security	Par (000)		Value

Electric (continued)
6.25%, 05/15/39^(b)	$	1,275	$	1,429,071
Progress Energy Inc.
6.00%, 12/01/39		2,527		2,631,289
7.00%, 10/30/31		1,215		1,351,238
7.75%, 03/01/31		1,884		2,178,111
Public Service Co. of Colorado
1.88%, 06/15/31 (Call 12/15/30)		360		299,981
3.60%, 09/15/42 (Call 03/15/42)		778		660,390
3.70%, 06/15/28 (Call 12/15/27)		1,760		1,712,040
3.80%, 06/15/47 (Call 12/15/46)		1,919		1,656,807
4.05%, 09/15/49 (Call 03/15/49)		1,746		1,552,945
4.10%, 06/01/32 (Call 03/01/32)^(b)		1,080		1,062,850
4.10%, 06/15/48 (Call 12/15/47)		1,705		1,541,746
4.30%, 03/15/44 (Call 09/15/43)		1,416		1,289,948
4.50%, 06/01/52 (Call 12/01/51)		1,080		1,045,667
6.50%, 08/01/38^(b)		60		69,896
Series 17, 6.25%, 09/01/37		789		908,904
Series 34, 3.20%, 03/01/50 (Call 09/01/49)		1,374		1,080,170
Series 35, 1.90%, 01/15/31 (Call 07/15/30)		2,649		2,224,392
Series 36, 2.70%, 01/15/51 (Call 07/15/50)		1,440		1,022,616
Public Service Co. of New Hampshire
3.50%, 11/01/23 (Call 08/01/23)		237		236,251
3.60%, 07/01/49 (Call 01/01/49)^(b)		1,550		1,297,939
Series V, 2.20%, 06/15/31 (Call 03/15/31)		145		122,889
Public Service Co. of Oklahoma
Series J, 2.20%, 08/15/31 (Call 05/15/31)		1,060		876,588
Series K, 3.15%, 08/15/51 (Call 02/15/51)		500		361,610
Public Service Electric & Gas Co.
0.95%, 03/15/26 (Call 02/15/26)		1,525		1,373,674
1.90%, 08/15/31 (Call 05/15/31)		1,740		1,452,047
2.05%, 08/01/50 (Call 02/01/50)		1,050		646,548
2.25%, 09/15/26 (Call 06/15/26)		1,234		1,152,235
2.45%, 01/15/30 (Call 10/15/29)		3,582		3,189,771
2.70%, 05/01/50 (Call 11/01/49)		605		430,028
3.00%, 05/15/25 (Call 02/15/25)^(b)		513		499,539
3.00%, 05/15/27 (Call 02/15/27)^(b)		1,884		1,805,324
3.00%, 03/01/51 (Call 09/01/50)		85		63,839
3.10%, 03/15/32 (Call 12/15/31)^(b)		146		133,717
3.15%, 01/01/50 (Call 07/01/49)		1,565		1,203,454
3.20%, 05/15/29 (Call 02/15/29)^(b)		1,395		1,318,066
3.20%, 08/01/49 (Call 02/01/49)		1,685		1,321,326
3.25%, 09/01/23 (Call 08/01/23)^(b)		1,200		1,193,976
3.60%, 12/01/47 (Call 06/01/47)		1,639		1,374,777
3.65%, 09/01/28 (Call 06/01/28)^(b)		2,023		1,957,455
3.65%, 09/01/42 (Call 03/01/42)		1,920		1,638,394
3.70%, 05/01/28 (Call 02/01/28)^(b)		1,564		1,528,091
3.80%, 01/01/43 (Call 07/01/42)^(b)		494		427,527
3.80%, 03/01/46 (Call 09/01/45)^(b)		2,448		2,114,778
3.85%, 05/01/49 (Call 11/01/48)		2,867		2,491,710
3.95%, 05/01/42 (Call 11/01/41)^(b)		200		180,012
4.05%, 05/01/48 (Call 11/01/47)		1,801		1,620,810
5.50%, 03/01/40^(b)		247		261,842
5.80%, 05/01/37		193		211,501
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)^(b)		1,597		1,441,883
0.84%, 11/08/23 (Call 10/03/22)^(b)		7,035		6,758,243
1.60%, 08/15/30 (Call 05/15/30)^(b)		1,573		1,256,371
2.45%, 11/15/31 (Call 08/15/31)^(b)		120		100,040
2.88%, 06/15/24 (Call 05/15/24)		4,817		4,707,606


Security	Par (000)		Value

Electric (continued)
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)	$	3,050	$	2,657,587
3.65%, 05/15/25 (Call 02/15/25)		2,068		2,000,438
4.10%, 06/15/30 (Call 03/15/30)		1,264		1,169,364
4.22%, 03/15/32 (Call 12/15/31)^(b)		2,534		2,342,227
Puget Sound Energy Inc.
2.89%, 09/15/51 (Call 03/15/51)^(b)		420		300,720
3.25%, 09/15/49 (Call 03/15/49)		2,773		2,088,152
4.22%, 06/15/48 (Call 12/15/47)		3,235		2,883,388
4.30%, 05/20/45 (Call 11/20/44)		987		873,110
5.64%, 04/15/41 (Call 10/15/40)		25		25,929
5.76%, 10/01/39		1,320		1,402,606
5.80%, 03/15/40		960		1,019,366
6.27%, 03/15/37^(b)		925		1,018,055
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		2,800		2,642,192
3.70%, 03/15/52 (Call 09/15/51)^(b)		45		38,392
4.15%, 05/15/48 (Call 11/15/47)		1,655		1,502,856
4.50%, 08/15/40		483		456,372
6.00%, 06/01/39^(b)		940		1,027,975
Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		1,403		1,400,250
Series RRR, 3.75%, 06/01/47 (Call 12/01/46)		2,460		2,079,020
Series TTT, 4.10%, 06/15/49 (Call 12/15/48)		2,234		1,977,693
Series UUU, 3.32%, 04/15/50 (Call 10/15/49)		1,936		1,508,551
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		3,150		2,591,977
Series WWW, 2.95%, 08/15/51 (Call 02/15/51)		1,495		1,106,300
Series XXX, 3.00%, 03/15/32 (Call 12/15/31)		100		89,150
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)^(b)		3,120		2,952,050
3.30%, 04/01/25 (Call 03/01/25)^(b)		2,115		2,057,768
3.40%, 02/01/28 (Call 11/01/27)^(b)		3,517		3,331,091
3.70%, 04/01/29 (Call 02/01/29)		1,435		1,343,217
3.80%, 02/01/38 (Call 08/01/37)		3,577		3,063,021
4.00%, 02/01/48 (Call 08/01/47)		1,202		1,003,454
4.13%, 04/01/52 (Call 01/01/27)^(a)		3,830		3,240,563
6.00%, 10/15/39^(b)		3,091		3,283,075
Sierra Pacific Power Co., 2.60%, 05/01/26
(Call 02/01/26)		3,009		2,849,433
Southern California Edison Co.
1.10%, 04/01/24 (Call 04/01/23)^(b)		1,710		1,627,407
2.25%, 06/01/30 (Call 03/01/30)		1,437		1,203,042
2.75%, 02/01/32 (Call 11/01/31)^(b)		2,295		1,946,321
2.85%, 08/01/29 (Call 05/01/29)^(b)		2,133		1,883,204
3.45%, 02/01/52 (Call 08/01/51)		1,280		982,093
3.65%, 02/01/50 (Call 08/01/49)^(b)		4,519		3,462,593
4.00%, 04/01/47 (Call 10/01/46)		6,564		5,291,962
4.05%, 03/15/42 (Call 09/15/41)		1,602		1,318,702
4.50%, 09/01/40 (Call 03/01/40)		1,500		1,320,690
4.65%, 10/01/43 (Call 04/01/43)^(b)		1,738		1,567,294
5.50%, 03/15/40		2,803		2,764,375
5.63%, 02/01/36		1,284		1,285,130
6.00%, 01/15/34		1,319		1,387,324
6.05%, 03/15/39^(b)		2,740		2,869,410
6.65%, 04/01/29		1,350		1,413,599
Series 04-G, 5.75%, 04/01/35		679		691,623
Series 05-E, 5.35%, 07/15/35^(b)		1,466		1,448,569
Series 06-E, 5.55%, 01/15/37^(b)		1,590		1,573,241
Series 08-A, 5.95%, 02/01/38		1,887		1,946,686
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42)		1,744		1,407,774
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		1,285		1,158,736


Security	Par (000)		Value

Electric (continued)
Series 20A, 2.95%, 02/01/51 (Call 08/01/50)	$	355	$	239,799
Series A, 4.20%, 03/01/29 (Call 12/01/28)^(b)		1,403		1,358,834
Series B, 3.65%, 03/01/28 (Call 12/01/27)^(b)		2,317		2,205,807
Series B, 4.88%, 03/01/49 (Call 09/01/48)		2,476		2,282,402
Series C, 3.50%, 10/01/23 (Call 07/01/23)^(b)		5,034		5,010,290
Series C, 3.60%, 02/01/45 (Call 08/01/44)		1,120		840,235
Series C, 4.13%, 03/01/48 (Call 09/01/47)		3,122		2,590,105
Series C, 4.20%, 06/01/25		1,335		1,332,143
Series D, 4.70%, 06/01/27 (Call 05/01/27)		1,490		1,489,776
Series E, 3.70%, 08/01/25 (Call 06/01/25)		3,846		3,789,964
Series E, 5.45%, 06/01/52 (Call 12/01/51)		1,745		1,741,021
Series G, 2.50%, 06/01/31 (Call 03/01/31)		2,142		1,797,888
Series H, 3.65%, 06/01/51 (Call 12/01/50)		1,170		914,566
Series K, 0.98%, 08/01/24^(b)		625		589,038
Southern Co. (The)
3.25%, 07/01/26 (Call 04/01/26)		9,168		8,766,167
4.25%, 07/01/36 (Call 01/01/36)		805		738,024
4.40%, 07/01/46 (Call 01/01/46)		5,806		5,119,382
4.48%, 08/01/24^(b)(e)		15		15,021
5.11%, 08/01/27		2,150		2,150,623
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		1,000		949,500
Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)^(a)		1,370		1,189,324
Series 21-B, 1.75%, 03/15/28 (Call 01/15/28)		1,055		902,858
Series A, 3.70%, 04/30/30 (Call 01/30/30)^(b)		3,935		3,673,047
Series B, 4.00%, 01/15/51 (Call 10/15/25)^(a)		1,050		975,975
Southern Power Co.
0.90%, 01/15/26 (Call 12/15/25)^(b)		1,383		1,236,928
4.15%, 12/01/25 (Call 09/01/25)		3,411		3,388,249
5.15%, 09/15/41		2,458		2,355,723
5.25%, 07/15/43		1,060		999,262
Series F, 4.95%, 12/15/46 (Call 06/15/46)		1,345		1,234,011
Southwestern Electric Power Co.
3.25%, 11/01/51 (Call 05/01/51)		650		469,885
6.20%, 03/15/40		1,699		1,796,489
Series J, 3.90%, 04/01/45 (Call 10/01/44)		505		404,146
Series K, 2.75%, 10/01/26 (Call 07/01/26)^(b)		1,690		1,575,131
Series L, 3.85%, 02/01/48 (Call 08/01/47)		2,198		1,753,103
Series M, 4.10%, 09/15/28 (Call 06/15/28)^(b)		1,595		1,543,306
Series N, 1.65%, 03/15/26 (Call 02/15/26)		1,215		1,101,519
Southwestern Public Service Co.
3.30%, 06/15/24 (Call 12/15/23)^(b)		810		798,879
3.40%, 08/15/46 (Call 02/15/46)		1,098		853,058
3.70%, 08/15/47 (Call 02/15/47)		1,885		1,530,488
3.75%, 06/15/49 (Call 12/15/48)		1,448		1,209,370
4.50%, 08/15/41 (Call 02/15/41)		1,811		1,680,499
Series 6, 4.40%, 11/15/48 (Call 05/15/48)		1,433		1,296,965
Series 8, 3.15%, 05/01/50 (Call 11/01/49)^(b)		833		638,853
Tampa Electric Co.
2.40%, 03/15/31 (Call 12/15/30)		1,764		1,516,740
3.45%, 03/15/51 (Call 09/15/50)		160		126,600
3.63%, 06/15/50 (Call 12/15/49)		1,016		816,163
4.10%, 06/15/42 (Call 12/15/41)		1,036		908,800
4.30%, 06/15/48 (Call 12/15/47)		1,298		1,166,668
4.35%, 05/15/44 (Call 11/15/43)		1,805		1,630,312
4.45%, 06/15/49 (Call 12/15/48)		1,899		1,751,144
5.00%, 07/15/52 (Call 01/15/52)		695		697,328
Toledo Edison Co. (The), 6.15%, 05/15/37		814		906,112
Tucson Electric Power Co.
1.50%, 08/01/30 (Call 05/01/30)^(b)		3,105		2,471,828
3.05%, 03/15/25 (Call 12/15/24)^(b)		260		252,317


Security	Par (000)		Value

Electric (continued)
3.25%, 05/15/32 (Call 02/15/32)^(b)	$	943	$	839,760
3.25%, 05/01/51 (Call 11/01/50)		1,150		843,571
4.00%, 06/15/50 (Call 12/15/49)		1,317		1,089,699
4.85%, 12/01/48 (Call 06/01/48)		1,112		1,071,901
Union Electric Co.
2.15%, 03/15/32 (Call 12/15/31)^(b)		1,730		1,425,831
2.63%, 03/15/51 (Call 09/15/50)		896		619,270
2.95%, 06/15/27 (Call 03/15/27)^(b)		2,533		2,403,716
2.95%, 03/15/30 (Call 12/15/29)		2,734		2,485,889
3.25%, 10/01/49 (Call 04/01/49)		2,896		2,237,536
3.50%, 04/15/24 (Call 01/15/24)		1,940		1,931,445
3.50%, 03/15/29 (Call 12/15/28)		2,239		2,137,551
3.65%, 04/15/45 (Call 10/15/44)		1,470		1,214,926
3.90%, 09/15/42 (Call 03/15/42)		750		653,325
3.90%, 04/01/52 (Call 10/01/51)^(b)		445		391,280
4.00%, 04/01/48 (Call 10/01/47)		2,400		2,102,928
5.30%, 08/01/37^(b)		115		117,527
8.45%, 03/15/39		193		254,984
Virginia Electric & Power Co.
2.30%, 11/15/31 (Call 08/15/31)		2,105		1,795,944
2.40%, 03/30/32 (Call 12/30/31)		1,085		928,359
2.45%, 12/15/50 (Call 06/15/50)		3,027		2,034,114
2.95%, 11/15/51 (Call 05/15/51)		2,365		1,754,215
3.30%, 12/01/49 (Call 06/01/49)^(b)		1,635		1,299,989
3.45%, 02/15/24 (Call 11/15/23)		1,114		1,106,659
4.00%, 01/15/43 (Call 07/15/42)		1,415		1,253,336
4.45%, 02/15/44 (Call 08/15/43)		1,750		1,617,647
4.60%, 12/01/48 (Call 06/01/48)		2,230		2,131,590
6.35%, 11/30/37		1,502		1,691,552
8.88%, 11/15/38		1,833		2,560,683
Series A, 2.88%, 07/15/29 (Call 04/15/29)^(b)		1,426		1,303,407
Series A, 3.10%, 05/15/25 (Call 02/15/25)		2,217		2,159,003
Series A, 3.15%, 01/15/26 (Call 10/15/25)		3,937		3,821,370
Series A, 3.50%, 03/15/27 (Call 12/15/26)		2,232		2,170,151
Series A, 3.80%, 04/01/28 (Call 01/01/28)		3,280		3,206,594
Series A, 6.00%, 05/15/37^(b)		1,937		2,103,388
Series B, 2.95%, 11/15/26 (Call 08/15/26)		2,315		2,212,121
Series B, 3.75%, 05/15/27 (Call 04/15/27)^(b)		795		780,269
Series B, 3.80%, 09/15/47 (Call 03/15/47)		2,152		1,835,183
Series B, 4.20%, 05/15/45 (Call 11/15/44)		1,357		1,203,713
Series B, 6.00%, 01/15/36		1,319		1,433,661
Series C, 4.00%, 11/15/46 (Call 05/15/46)		1,900		1,669,872
Series C, 4.63%, 05/15/52 (Call 11/15/51)^(b)		2,320		2,251,722
Series D, 4.65%, 08/15/43 (Call 02/15/43)		2,115		2,010,350
WEC Energy Group Inc.
0.55%, 09/15/23^(b)		1,042		1,006,364
0.80%, 03/15/24 (Call 02/15/24)^(b)		934		890,009
1.38%, 10/15/27 (Call 08/15/27)		1,562		1,348,131
1.80%, 10/15/30 (Call 07/15/30)^(b)		513		414,566
2.20%, 12/15/28 (Call 10/15/28)		592		513,607
Wisconsin Electric Power Co.
1.70%, 06/15/28 (Call 04/15/28)^(b)		1,995		1,738,962
2.05%, 12/15/24 (Call 11/15/24)		1,660		1,594,264
4.30%, 10/15/48 (Call 04/15/48)		745		676,169
5.63%, 05/15/33^(b)		110		118,088
5.70%, 12/01/36		475		505,153
Wisconsin Power & Light Co., 3.95%, 09/01/32		4,810		4,596,532
Wisconsin Power and Light Co.
1.95%, 09/16/31 (Call 06/16/31)^(b)		1,850		1,511,283
3.00%, 07/01/29 (Call 04/01/29)		1,943		1,770,695


Security	Par (000)		Value

Electric (continued)
3.05%, 10/15/27 (Call 07/15/27)	$	1,205	$	1,146,003
3.65%, 04/01/50 (Call 10/01/49)		1,520		1,221,761
6.38%, 08/15/37		245		273,582
Wisconsin Public Service Corp.
2.85%, 12/01/51 (Call 06/01/51)		1,255		907,076
3.30%, 09/01/49 (Call 03/01/49)		1,510		1,184,308
3.67%, 12/01/42		1,180		984,686
4.75%, 11/01/44 (Call 05/01/44)^(b)		1,568		1,495,229
Xcel Energy Inc.
0.50%, 10/15/23 (Call 09/15/23)		554		533,951
1.75%, 03/15/27 (Call 02/15/27)		2,485		2,224,373
2.35%, 11/15/31 (Call 05/15/31)		1,850		1,525,010
2.60%, 12/01/29 (Call 06/01/29)		2,736		2,395,696
3.30%, 06/01/25 (Call 12/01/24)		2,549		2,486,473
3.35%, 12/01/26 (Call 06/01/26)		2,682		2,577,053
3.40%, 06/01/30 (Call 12/01/29)		2,305		2,113,915
3.50%, 12/01/49 (Call 06/01/49)^(b)		1,665		1,314,651
4.00%, 06/15/28 (Call 12/15/27)^(b)		3,541		3,470,676
4.60%, 06/01/32 (Call 12/01/31)		2,890		2,866,533
6.50%, 07/01/36^(b)		904		1,014,442

				1,562,994,173

Electrical Components & Equipment — 0.0%
Acuity Brands Lighting Inc., 2.15%, 12/15/30
(Call 09/15/30)		1,291		1,026,074
Emerson Electric Co.
0.88%, 10/15/26 (Call 09/15/26)^(b)		504		449,109
1.80%, 10/15/27 (Call 08/15/27)		2,851		2,562,650
1.95%, 10/15/30 (Call 07/15/30)		816		692,996
2.00%, 12/21/28 (Call 10/21/28)^(b)		2,200		1,955,822
2.20%, 12/21/31 (Call 09/21/31)		2,175		1,846,292
2.75%, 10/15/50 (Call 04/15/50)		2,460		1,801,015
2.80%, 12/21/51 (Call 06/21/51)		1,985		1,443,075
3.15%, 06/01/25 (Call 03/01/25)		3,440		3,383,894
5.25%, 11/15/39		1,440		1,502,410

				16,663,337

Electronics — 0.2%
Agilent Technologies Inc.
2.10%, 06/04/30 (Call 03/04/30)^(b)		689		567,839
2.30%, 03/12/31 (Call 12/12/30)^(b)		3,584		2,949,166
2.75%, 09/15/29 (Call 06/15/29)		2,179		1,910,525
3.05%, 09/22/26 (Call 06/22/26)^(b)		2,681		2,547,486
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		2,001		1,765,762
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		2,651		2,576,852
3.55%, 10/01/27 (Call 07/01/27)		1,627		1,500,322
5.41%, 07/01/32 (Call 04/01/32)^(b)		1,270		1,250,899
Amphenol Corp.
2.05%, 03/01/25 (Call 02/01/25)		966		918,714
2.20%, 09/15/31 (Call 06/15/31)		2,095		1,727,579
2.80%, 02/15/30 (Call 11/15/29)		4,307		3,766,687
3.20%, 04/01/24 (Call 02/01/24)		1,834		1,815,605
4.35%, 06/01/29 (Call 03/01/29)		1,506		1,487,446
Arrow Electronics Inc.
2.95%, 02/15/32 (Call 11/15/31)		3,235		2,613,621
3.25%, 09/08/24 (Call 07/08/24)^(b)		2,423		2,366,108
3.88%, 01/12/28 (Call 10/12/27)		1,395		1,316,755
4.00%, 04/01/25 (Call 01/01/25)^(b)		1,581		1,551,609
Avnet Inc.
3.00%, 05/15/31 (Call 02/15/31)		2,091		1,660,484


Security	Par (000)		Value

Electronics (continued)
4.63%, 04/15/26 (Call 01/15/26)^(b)	$	2,876	$	2,844,939
5.50%, 06/01/32 (Call 03/01/32)		1,165		1,110,618
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		2,360		2,249,576
4.75%, 06/15/25 (Call 03/15/25)^(b)		3,042		3,020,067
4.88%, 06/15/29 (Call 03/15/29)		3,331		3,146,429
4.88%, 05/12/30 (Call 02/12/30)^(b)		2,109		1,990,938
Fortive Corp.
3.15%, 06/15/26 (Call 03/15/26)		4,256		4,072,354
4.30%, 06/15/46 (Call 12/15/45)		1,315		1,152,979
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		2,494		2,225,321
1.35%, 06/01/25 (Call 05/01/25)		3,549		3,331,375
1.75%, 09/01/31 (Call 06/01/31)		3,055		2,528,990
1.95%, 06/01/30 (Call 03/01/30)		2,166		1,866,745
2.30%, 08/15/24 (Call 07/15/24)^(b)		4,685		4,570,358
2.50%, 11/01/26 (Call 08/01/26)		7,629		7,242,133
2.70%, 08/15/29 (Call 05/15/29)		4,905		4,509,755
2.80%, 06/01/50 (Call 12/01/49)^(b)		3,550		2,769,249
3.35%, 12/01/23		125		124,683
3.81%, 11/21/47 (Call 05/21/47)		2,370		2,137,408
5.38%, 03/01/41^(b)		790		858,612
5.70%, 03/15/36		345		385,030
5.70%, 03/15/37		1,058		1,193,488
Hubbell Inc.
2.30%, 03/15/31 (Call 12/15/30)		525		438,989
3.15%, 08/15/27 (Call 05/15/27)		662		619,751
3.35%, 03/01/26 (Call 12/01/25)^(b)		1,755		1,700,630
3.50%, 02/15/28 (Call 11/15/27)		2,384		2,274,408
Jabil Inc.
1.70%, 04/15/26 (Call 03/15/26)		3,335		2,977,988
3.00%, 01/15/31 (Call 10/15/30)		3,961		3,300,424
3.60%, 01/15/30 (Call 10/15/29)		891		780,079
3.95%, 01/12/28 (Call 10/12/27)		2,725		2,568,585
4.25%, 05/15/27 (Call 04/15/27)^(b)		910		880,953
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)^(b)		2,629		2,304,739
4.55%, 10/30/24 (Call 07/30/24)^(b)		3,538		3,557,141
4.60%, 04/06/27 (Call 01/06/27)		3,698		3,710,314
Legrand France SA, 8.50%, 02/15/25		2,827		3,113,121
TD SYNNEX Corp.
1.25%, 08/09/24 (Call 09/12/22)		330		306,171
1.75%, 08/09/26 (Call 07/09/26)		3,521		3,081,086
2.38%, 08/09/28 (Call 06/09/28)^(b)		3,050		2,558,798
2.65%, 08/09/31 (Call 05/09/31)		2,285		1,815,684
Trimble Inc.
4.75%, 12/01/24 (Call 09/01/24)		2,655		2,665,886
4.90%, 06/15/28 (Call 03/15/28)		2,369		2,338,416
Tyco Electronics Group SA
2.50%, 02/04/32 (Call 12/04/31)^(b)		150		130,236
3.13%, 08/15/27 (Call 05/15/27)		3,280		3,115,180
3.45%, 08/01/24 (Call 05/01/24)^(b)		739		732,689
3.70%, 02/15/26 (Call 11/15/25)		1,454		1,433,310
7.13%, 10/01/37		566		690,786
Vontier Corp.
1.80%, 04/01/26 (Call 03/01/26)^(b)		2,135		1,867,655
2.40%, 04/01/28 (Call 02/01/28)		1,991		1,618,504
2.95%, 04/01/31 (Call 01/01/31)		3,190		2,452,887

				140,658,916


Security	Par (000)		Value

Entertainment — 0.1%
Magallanes Inc.
3.43%, 03/15/24^(f)	$	7,040	$	6,882,374
3.53%, 03/15/24 (Call 03/15/23)^(f)		528		515,148
3.64%, 03/15/25^(b)(f)		9,925		9,586,161
3.76%, 03/15/27 (Call 02/15/27)^(f)		15,870		14,823,374
3.79%, 03/15/25 (Call 03/15/23)^(f)		285		274,649
4.05%, 03/15/29 (Call 01/15/29)^(f)		5,045		4,582,474
4.28%, 03/15/32 (Call 12/15/31)^(b)(f)		16,635		14,450,159
5.05%, 03/15/42 (Call 09/15/41)^(f)		5,860		4,788,851
5.14%, 03/15/52 (Call 09/15/51)^(f)		20,565		16,556,676
5.39%, 03/15/62 (Call 09/15/61)^(f)		6,915		5,560,766

				78,020,632

Environmental Control — 0.1%
Nature Conservancy (The), Series A, 3.96%, 03/01/52 (Call 09/01/51)
		863		770,685
Republic Services Inc.
0.88%, 11/15/25 (Call 10/15/25)		1,510		1,357,913
1.45%, 02/15/31 (Call 11/15/30)^(b)		3,778		2,972,870
1.75%, 02/15/32 (Call 11/15/31)^(b)		1,350		1,056,564
2.30%, 03/01/30 (Call 12/01/29)^(b)		2,190		1,879,852
2.38%, 03/15/33 (Call 12/15/32)		2,605		2,126,514
2.50%, 08/15/24 (Call 07/15/24)		3,173		3,077,651
2.90%, 07/01/26 (Call 04/01/26)^(b)		1,579		1,501,866
3.05%, 03/01/50 (Call 09/01/49)		2,085		1,557,495
3.20%, 03/15/25 (Call 12/15/24)^(b)		3,390		3,313,183
3.38%, 11/15/27 (Call 08/15/27)^(b)		2,735		2,604,814
3.95%, 05/15/28 (Call 02/15/28)		3,421		3,350,117
5.70%, 05/15/41 (Call 11/15/40)		136		144,847
6.20%, 03/01/40		335		368,956
Waste Connections Inc.
2.20%, 01/15/32 (Call 10/15/31)		2,633		2,169,250
2.60%, 02/01/30 (Call 11/01/29)		2,577		2,259,900
2.95%, 01/15/52 (Call 07/15/51)		2,580		1,858,735
3.05%, 04/01/50 (Call 10/01/49)		901		669,290
3.20%, 06/01/32 (Call 03/01/32)		2,065		1,837,974
3.50%, 05/01/29 (Call 02/01/29)^(b)		2,076		1,957,813
4.20%, 01/15/33		2,000		1,919,800
4.25%, 12/01/28 (Call 09/01/28)^(b)		2,402		2,360,541
Waste Management Inc.
0.75%, 11/15/25 (Call 10/15/25)		1,483		1,340,128
1.15%, 03/15/28 (Call 01/15/28)		1,320		1,117,486
1.50%, 03/15/31 (Call 12/15/30)		473		377,894
2.00%, 06/01/29 (Call 04/01/29)^(b)		1,530		1,323,863
2.50%, 11/15/50 (Call 05/15/50)^(b)		237		159,330
2.95%, 06/01/41 (Call 12/01/40)		3,410		2,656,424
3.13%, 03/01/25 (Call 12/01/24)^(b)		476		467,994
3.15%, 11/15/27 (Call 08/15/27)		3,473		3,312,790
4.10%, 03/01/45 (Call 09/01/44)^(b)		180		160,717
4.15%, 04/15/32 (Call 01/15/32)		190		185,626
4.15%, 07/15/49 (Call 01/15/49)		2,872		2,651,114

				54,869,996

Food — 0.4%
Ahold Finance USA LLC, 6.88%, 05/01/29		1,516		1,658,140
Bestfoods, Series E, 7.25%, 12/15/26^(b)		1,052		1,184,657
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		2,988		2,529,282
3.13%, 04/24/50 (Call 10/24/49)		1,780		1,260,489
3.30%, 03/19/25 (Call 12/19/24)		1,684		1,644,106
3.95%, 03/15/25 (Call 01/15/25)		3,842		3,809,727


Security	Par (000)		Value

Food (continued)
4.15%, 03/15/28 (Call 12/15/27)	$	3,472	$	3,409,678
4.80%, 03/15/48 (Call 09/15/47)		2,400		2,235,720
Conagra Brands Inc.
1.38%, 11/01/27 (Call 09/01/27)		1,618		1,353,975
4.30%, 05/01/24 (Call 04/01/24)^(b)		4,300		4,297,377
4.60%, 11/01/25 (Call 09/01/25)		3,071		3,066,117
4.85%, 11/01/28 (Call 08/01/28)		3,410		3,374,502
5.30%, 11/01/38 (Call 05/01/38)		3,726		3,548,046
5.40%, 11/01/48 (Call 05/01/48)^(b)		3,518		3,337,632
7.00%, 10/01/28		2,519		2,718,732
8.25%, 09/15/30^(b)		1,395		1,621,534
Flowers Foods Inc.
2.40%, 03/15/31 (Call 12/15/30)^(b)		1,665		1,382,000
3.50%, 10/01/26 (Call 07/01/26)		1,572		1,495,318
General Mills Inc.
2.25%, 10/14/31 (Call 07/14/31)^(b)		2,162		1,790,720
2.88%, 04/15/30 (Call 01/15/30)^(b)		3,514		3,143,414
3.00%, 02/01/51 (Call 08/01/50)^(b)		2,554		1,857,141
3.20%, 02/10/27 (Call 11/10/26)		2,897		2,792,302
3.65%, 02/15/24 (Call 11/15/23)		3,362		3,351,780
4.00%, 04/17/25 (Call 02/17/25)		4,070		4,057,464
4.20%, 04/17/28 (Call 01/17/28)		5,278		5,249,552
4.70%, 04/17/48 (Call 10/17/47)		10		9,494
5.40%, 06/15/40		427		441,304
Hershey Co. (The)
0.90%, 06/01/25 (Call 05/01/25)^(b)		1,511		1,395,031
1.70%, 06/01/30 (Call 03/01/30)		1,222		1,021,250
2.05%, 11/15/24 (Call 10/15/24)		1,280		1,237,645
2.30%, 08/15/26 (Call 05/15/26)^(b)		3,957		3,737,268
2.45%, 11/15/29 (Call 08/15/29)		1,638		1,463,062
2.65%, 06/01/50 (Call 12/01/49)		620		448,762
3.13%, 11/15/49 (Call 05/15/49)		1,869		1,481,725
3.20%, 08/21/25 (Call 05/21/25)^(b)		878		862,073
Hormel Foods Corp.
0.65%, 06/03/24 (Call 10/03/22)		307		291,616
1.70%, 06/03/28 (Call 04/03/28)		4,210		3,742,732
1.80%, 06/11/30 (Call 03/11/30)		502		424,421
3.05%, 06/03/51 (Call 12/03/50)		3,260		2,529,564
Ingredion Inc.
2.90%, 06/01/30 (Call 03/01/30)^(b)		1,279		1,113,267
3.20%, 10/01/26 (Call 07/01/26)^(b)		2,980		2,855,972
3.90%, 06/01/50 (Call 12/01/49)		2,135		1,687,589
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc.
3.00%, 02/02/29 (Call 12/02/28)^(f)		30		25,948
3.00%, 05/15/32 (Call 02/15/32)^(f)		500		411,865
JM Smucker Co. (The)
2.13%, 03/15/32 (Call 12/15/31)^(b)		2,175		1,742,719
2.38%, 03/15/30 (Call 12/15/29)		1,965		1,670,604
2.75%, 09/15/41 (Call 03/15/41)		1,070		753,751
3.38%, 12/15/27 (Call 09/15/27)^(b)		2,705		2,574,754
3.50%, 03/15/25		5,110		5,041,833
3.55%, 03/15/50 (Call 09/15/49)^(b)		1,768		1,314,862
4.25%, 03/15/35		2,267		2,087,998
4.38%, 03/15/45		1,846		1,597,990
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		590		489,505
2.65%, 12/01/23^(b)		3,667		3,616,615
3.25%, 04/01/26		2,976		2,887,613
3.40%, 11/15/27 (Call 08/15/27)^(b)		1,961		1,865,205


Security	Par (000)		Value

Food (continued)
4.30%, 05/15/28 (Call 02/15/28)^(b)	$	2,949	$	2,915,322
4.50%, 04/01/46		1,924		1,760,345
Series B, 7.45%, 04/01/31^(b)		3,442		3,954,238
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40^(b)		1,120		1,175,362
Kraft Heinz Foods Co.
3.00%, 06/01/26 (Call 03/01/26)		6,920		6,543,552
3.75%, 04/01/30 (Call 01/01/30)^(b)		2,565		2,370,291
3.88%, 05/15/27 (Call 02/15/27)		4,510		4,356,525
4.25%, 03/01/31 (Call 12/01/30)		1,637		1,552,825
4.38%, 06/01/46 (Call 12/01/45)^(b)		8,770		7,442,134
4.63%, 01/30/29 (Call 10/30/28)		1,665		1,647,867
4.63%, 10/01/39 (Call 04/01/39)		1,550		1,376,384
4.88%, 10/01/49 (Call 04/01/49)		3,085		2,797,416
5.00%, 07/15/35 (Call 01/15/35)^(b)		2,775		2,696,828
5.00%, 06/04/42		5,200		4,849,624
5.20%, 07/15/45 (Call 01/15/45)		6,220		5,845,805
5.50%, 06/01/50 (Call 12/01/49)		2,720		2,694,459
6.50%, 02/09/40		2,715		2,905,294
6.75%, 03/15/32		1,375		1,523,967
6.88%, 01/26/39		3,160		3,497,014
Kroger Co. (The)
1.70%, 01/15/31 (Call 10/15/30)		1,905		1,520,152
2.20%, 05/01/30 (Call 02/01/30)		2,373		1,995,290
2.65%, 10/15/26 (Call 07/15/26)		3,347		3,160,840
3.50%, 02/01/26 (Call 11/01/25)		2,481		2,423,565
3.70%, 08/01/27 (Call 05/01/27)^(b)		2,425		2,356,009
3.88%, 10/15/46 (Call 04/15/46)^(b)		2,461		2,051,563
3.95%, 01/15/50 (Call 07/15/49)		2,881		2,442,656
4.00%, 02/01/24 (Call 11/01/23)^(b)		3,199		3,199,448
4.45%, 02/01/47 (Call 08/01/46)		1,551		1,406,493
4.50%, 01/15/29 (Call 10/15/28)^(b)		2,681		2,662,045
4.65%, 01/15/48 (Call 07/15/47)^(b)		1,824		1,693,256
5.00%, 04/15/42 (Call 10/15/41)		1,276		1,218,312
5.15%, 08/01/43 (Call 02/01/43)^(b)		1,925		1,888,329
5.40%, 07/15/40 (Call 01/15/40)		988		994,709
5.40%, 01/15/49 (Call 07/15/48)^(b)		2,062		2,134,789
6.90%, 04/15/38		1,925		2,221,835
7.50%, 04/01/31		1,178		1,394,139
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)^(b)		2,950		2,629,099
1.85%, 02/15/31 (Call 11/15/30)^(b)		2,278		1,813,561
2.50%, 04/15/30 (Call 01/15/30)		2,605		2,246,083
3.15%, 08/15/24 (Call 06/15/24)^(b)		4,012		3,948,129
3.40%, 08/15/27 (Call 05/15/27)^(b)		4,140		3,976,346
4.20%, 08/15/47 (Call 02/15/47)		1,480		1,294,882
Mondelez International Inc.
1.50%, 05/04/25 (Call 04/04/25)		3,850		3,602,945
1.50%, 02/04/31 (Call 11/04/30)		2,631		2,078,306
1.88%, 10/15/32 (Call 07/15/32)		2,129		1,669,626
2.13%, 03/17/24		186		181,106
2.63%, 03/17/27 (Call 02/17/27)		500		466,505
2.63%, 09/04/50 (Call 03/04/50)		3,715		2,495,700
2.75%, 04/13/30 (Call 01/13/30)		2,096		1,852,403
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)		3,059		2,631,382
2.45%, 12/14/31 (Call 09/14/31)^(b)		1,300		1,087,892
3.15%, 12/14/51 (Call 06/14/51)		1,605		1,154,172
3.25%, 07/15/27 (Call 04/15/27)		3,831		3,633,474
3.30%, 07/15/26 (Call 04/15/26)		3,315		3,207,196
3.30%, 02/15/50 (Call 08/15/49)		1,809		1,333,504


Security	Par (000)		Value

Food (continued)
3.75%, 10/01/25 (Call 07/01/25)	$	5,135	$	5,062,751
4.45%, 03/15/48 (Call 09/15/47)		1,853		1,639,423
4.50%, 04/01/46 (Call 10/01/45)		825		732,740
4.85%, 10/01/45 (Call 04/01/45)		2,320		2,162,008
5.38%, 09/21/35^(b)		1,904		1,953,675
5.95%, 04/01/30 (Call 01/01/30)		2,018		2,148,282
6.60%, 04/01/40 (Call 10/01/39)		770		879,471
6.60%, 04/01/50 (Call 10/01/49)		4,297		5,019,626
Tyson Foods Inc.
3.55%, 06/02/27 (Call 03/02/27)		4,993		4,787,688
3.90%, 09/28/23 (Call 08/28/23)		1,986		1,985,206
3.95%, 08/15/24 (Call 05/15/24)		4,356		4,343,324
4.00%, 03/01/26 (Call 01/01/26)		3,721		3,678,320
4.35%, 03/01/29 (Call 12/01/28)^(b)		3,704		3,665,330
4.55%, 06/02/47 (Call 12/02/46)^(b)		1,896		1,737,836
4.88%, 08/15/34 (Call 02/15/34)		3,551		3,522,983
5.10%, 09/28/48 (Call 03/28/48)		4,655		4,595,649
5.15%, 08/15/44 (Call 02/15/44)		2,481		2,431,107

				305,309,854

Forest Products & Paper — 0.0%
Celulosa Arauco y Constitucion SA
3.88%, 11/02/27 (Call 08/02/27)		2,298		2,121,766
4.50%, 08/01/24 (Call 05/01/24)		2,214		2,215,993
5.50%, 11/02/47 (Call 05/02/47)		1,475		1,265,904
Fibria Overseas Finance Ltd.
4.00%, 01/14/25 (Call 11/14/24)^(b)		522		517,766
5.50%, 01/17/27^(b)		2,979		3,009,505
Georgia-Pacific LLC
7.75%, 11/15/29		1,738		2,063,319
8.00%, 01/15/24^(b)		2,794		2,939,148
8.88%, 05/15/31		2,180		2,801,780
International Paper Co.
4.35%, 08/15/48 (Call 02/15/48)^(b)		816		720,944
4.40%, 08/15/47 (Call 02/15/47)		3,258		2,856,745
4.80%, 06/15/44 (Call 12/15/43)		3,345		3,031,440
5.00%, 09/15/35 (Call 03/15/35)^(b)		100		99,757
5.15%, 05/15/46 (Call 11/15/45)		300		291,405
6.00%, 11/15/41 (Call 05/15/41)		2,756		2,820,435
7.30%, 11/15/39		2,436		2,810,096
Suzano Austria GmbH
2.50%, 09/15/28 (Call 07/15/28)^(b)		1,770		1,493,845
3.13%, 01/15/32 (Call 10/15/31)^(b)		867		684,167
3.75%, 01/15/31 (Call 10/15/30)		1,009		854,593
5.00%, 01/15/30 (Call 10/15/29)^(b)		4,031		3,769,348
6.00%, 01/15/29 (Call 10/15/28)^(b)		6,387		6,384,573

				42,752,529

Gas — 0.1%
Atmos Energy Corp.
1.50%, 01/15/31 (Call 10/15/30)		1,800		1,436,616
2.63%, 09/15/29 (Call 06/15/29)		1,065		950,853
2.85%, 02/15/52 (Call 08/15/51)		490		350,100
3.00%, 06/15/27 (Call 03/15/27)		2,055		1,962,546
3.38%, 09/15/49 (Call 03/15/49)		2,691		2,131,541
4.13%, 10/15/44 (Call 04/15/44)^(b)		1,726		1,520,589
4.13%, 03/15/49 (Call 09/15/48)		2,559		2,295,653
4.15%, 01/15/43 (Call 07/15/42)		2,509		2,238,404
4.30%, 10/01/48 (Call 04/01/48)		1,668		1,535,828
5.50%, 06/15/41 (Call 12/15/40)		1,916		1,997,564


Security	Par (000)		Value

Gas (continued)
CenterPoint Energy Resources Corp.
1.75%, 10/01/30 (Call 07/01/30)	$	1,820	$	1,485,775
4.00%, 04/01/28 (Call 01/01/28)		2,029		1,964,965
4.10%, 09/01/47 (Call 03/01/47)^(b)		2,058		1,827,998
4.40%, 07/01/32 (Call 04/01/32)		1,910		1,904,862
5.85%, 01/15/41 (Call 07/15/40)		878		927,660
Eastern Energy Gas Holdings LLC
3.55%, 11/01/23 (Call 08/01/23)^(b)		3,692		3,674,168
3.60%, 12/15/24 (Call 09/15/24)		516		510,499
Series A, 2.50%, 11/15/24 (Call 10/15/24)		4,932		4,746,853
National Fuel Gas Co.
2.95%, 03/01/31 (Call 12/01/30)		1,200		980,508
3.95%, 09/15/27 (Call 06/15/27)		624		575,035
4.75%, 09/01/28 (Call 06/01/28)		1,973		1,900,236
5.20%, 07/15/25 (Call 04/15/25)^(b)		1,609		1,614,101
5.50%, 01/15/26 (Call 12/15/25)		1,610		1,625,939
NiSource Inc.
0.95%, 08/15/25 (Call 07/15/25)		4,929		4,484,404
1.70%, 02/15/31 (Call 11/15/30)		3,385		2,660,407
2.95%, 09/01/29 (Call 06/01/29)		1,824		1,623,579
3.49%, 05/15/27 (Call 02/15/27)		1,674		1,602,269
3.60%, 05/01/30 (Call 02/01/30)^(b)		3,794		3,496,512
3.95%, 03/30/48 (Call 09/30/47)		2,951		2,426,932
4.38%, 05/15/47 (Call 11/15/46)		2,056		1,813,598
4.80%, 02/15/44 (Call 08/15/43)		2,959		2,713,285
5.00%, 06/15/52 (Call 12/15/51)		2,590		2,509,710
5.25%, 02/15/43 (Call 08/15/42)		1,230		1,199,570
5.65%, 02/01/45 (Call 08/01/44)		2,287		2,323,935
5.95%, 06/15/41 (Call 12/15/40)		1,760		1,812,518
ONE Gas Inc.
1.10%, 03/11/24 (Call 09/16/22)^(b)		2,085		2,006,187
2.00%, 05/15/30 (Call 02/15/30)		277		228,988
3.61%, 02/01/24 (Call 11/01/23)		978		969,540
4.50%, 11/01/48 (Call 05/01/48)		1,757		1,536,145
4.66%, 02/01/44 (Call 08/01/43)		1,493		1,368,170
Piedmont Natural Gas Co. Inc.
2.50%, 03/15/31 (Call 12/15/30)		2,635		2,222,306
3.35%, 06/01/50 (Call 12/01/49)		2,200		1,618,298
3.50%, 06/01/29 (Call 03/01/29)^(b)		1,694		1,577,588
3.64%, 11/01/46 (Call 05/01/46)		1,092		843,472
4.65%, 08/01/43 (Call 02/01/43)		785		707,630
5.05%, 05/15/52 (Call 11/15/51)		545		532,983
Southern California Gas Co.
2.95%, 04/15/27 (Call 03/15/27)^(b)		2,390		2,278,028
3.15%, 09/15/24 (Call 06/15/24)		3,465		3,415,936
3.20%, 06/15/25 (Call 03/15/25)^(b)		1,227		1,196,938
3.75%, 09/15/42 (Call 03/15/42)		1,155		960,844
5.13%, 11/15/40		1,820		1,790,825
Series TT, 2.60%, 06/15/26 (Call 03/15/26)^(b)		2,297		2,169,723
Series UU, 4.13%, 06/01/48 (Call 12/01/47)		1,624		1,402,762
Series VV, 4.30%, 01/15/49 (Call 07/15/48)		1,805		1,615,367
Series WW, 3.95%, 02/15/50 (Call 08/15/49)		797		675,442
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		2,528		2,253,131
Southern Co. Gas Capital Corp.
2.45%, 10/01/23 (Call 08/01/23)		1,543		1,516,954
3.25%, 06/15/26 (Call 03/15/26)		1,630		1,554,498
3.95%, 10/01/46 (Call 04/01/46)		2,228		1,788,015
4.40%, 06/01/43 (Call 12/01/42)		1,915		1,656,724
4.40%, 05/30/47 (Call 11/30/46)		2,008		1,737,984
5.88%, 03/15/41 (Call 09/15/40)^(b)		2,105		2,186,716


Security	Par (000)		Value

Gas (continued)
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30)	$	2,594	$	2,055,563
Series 21A, 3.15%, 09/30/51 (Call 03/30/51)		1,670		1,168,516
Southwest Gas Corp.
2.20%, 06/15/30 (Call 03/15/30)		1,353		1,068,315
3.18%, 08/15/51 (Call 02/15/51)		1,230		821,197
3.70%, 04/01/28 (Call 01/01/28)^(b)		1,833		1,701,006
3.80%, 09/29/46 (Call 03/29/46)		1,366		1,025,074
4.05%, 03/15/32 (Call 12/15/31)^(b)		2,527		2,300,379
4.15%, 06/01/49 (Call 12/01/48)		1,279		1,020,719
Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50)		305		225,776
Washington Gas Light Co.
3.65%, 09/15/49 (Call 03/15/49)		1,015		826,149
Series K, 3.80%, 09/15/46 (Call 03/15/46)		1,736		1,451,140

				124,300,040

Hand & Machine Tools — 0.0%
Kennametal Inc.
2.80%, 03/01/31 (Call 12/01/30)^(b)		1,365		1,080,056
4.63%, 06/15/28 (Call 03/15/28)		725		696,783
Snap-on Inc.
3.10%, 05/01/50 (Call 11/01/49)^(b)		1,384		1,091,201
3.25%, 03/01/27 (Call 12/01/26)^(b)		1,775		1,732,720
4.10%, 03/01/48 (Call 09/01/47)		510		465,916
Stanley Black & Decker Inc.
2.30%, 02/24/25 (Call 02/24/23)		10		9,606
2.30%, 03/15/30 (Call 12/15/29)^(b)		3,730		3,189,821
2.75%, 11/15/50 (Call 05/15/50)^(b)		1,690		1,148,659
3.00%, 05/15/32 (Call 02/15/32)^(b)		1,782		1,557,628
3.40%, 03/01/26 (Call 01/01/26)^(b)		3,160		3,085,203
4.00%, 03/15/60 (Call 03/15/25)^(a)		2,770		2,536,184
4.25%, 11/15/28 (Call 08/15/28)^(b)		1,661		1,644,008
4.85%, 11/15/48 (Call 05/15/48)		1,412		1,387,544
5.20%, 09/01/40		2,453		2,467,448

				22,092,777

Health Care - Products — 0.2%
Abbott Laboratories
1.15%, 01/30/28 (Call 11/30/27)^(b)		4,470		3,907,182
1.40%, 06/30/30 (Call 03/30/30)		3,023		2,505,009
2.95%, 03/15/25 (Call 12/15/24)^(b)		4,155		4,086,318
3.40%, 11/30/23 (Call 09/30/23)		4,502		4,490,880
3.75%, 11/30/26 (Call 08/30/26)		5,057		5,069,541
3.88%, 09/15/25 (Call 06/15/25)		3,049		3,062,812
4.75%, 11/30/36 (Call 05/30/36)		6,318		6,652,475
4.75%, 04/15/43 (Call 10/15/42)^(b)		2,990		3,019,422
4.90%, 11/30/46 (Call 05/30/46)		8,217		8,656,692
5.30%, 05/27/40		3,400		3,672,646
6.00%, 04/01/39		1,195		1,378,636
6.15%, 11/30/37		2,005		2,371,875
Baxter International Inc.
0.87%, 12/01/23		530		509,754
1.32%, 11/29/24		716		673,706
1.73%, 04/01/31 (Call 01/01/31)		590		465,038
1.92%, 02/01/27 (Call 01/01/27)		6,778		6,091,524
2.27%, 12/01/28 (Call 10/01/28)		5,415		4,690,798
2.54%, 02/01/32 (Call 11/01/31)^(b)		895		741,400
2.60%, 08/15/26 (Call 05/15/26)		4,537		4,237,876
3.13%, 12/01/51 (Call 06/01/51)		2,280		1,597,550
3.50%, 08/15/46 (Call 02/15/46)^(b)		1,473		1,135,757
3.95%, 04/01/30 (Call 01/01/30)		3,685		3,472,523


Security	Par (000)		Value

Health Care - Products (continued)
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)^(b)	$	2,550	$	2,402,381
2.65%, 06/01/30 (Call 03/01/30)^(b)		1,871		1,633,963
3.45%, 03/01/24 (Call 02/01/24)		1,796		1,782,207
4.55%, 03/01/39 (Call 09/01/38)		1,703		1,580,418
4.70%, 03/01/49 (Call 09/01/48)^(b)		2,604		2,477,446
6.75%, 11/15/35		1,083		1,228,523
7.38%, 01/15/40^(b)		1,166		1,401,777
Danaher Corp.
2.60%, 10/01/50 (Call 04/01/50)		4,038		2,782,747
2.80%, 12/10/51 (Call 06/10/51)		4,170		2,980,466
3.35%, 09/15/25 (Call 06/15/25)		886		871,381
4.38%, 09/15/45 (Call 03/15/45)		1,708		1,568,644
DENTSPLY SIRONA Inc., 3.25%, 06/01/30
(Call 03/01/30)^(b)		2,473		2,037,752
DH Europe Finance II Sarl
2.20%, 11/15/24 (Call 10/15/24)		2,932		2,815,512
2.60%, 11/15/29 (Call 08/15/29)		3,086		2,776,196
3.25%, 11/15/39 (Call 05/15/39)		3,492		2,892,040
3.40%, 11/15/49 (Call 05/15/49)^(b)		1,974		1,593,373
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		2,266		2,253,288
Koninklijke Philips NV
5.00%, 03/15/42		2,582		2,425,247
6.88%, 03/11/38		2,420		2,762,962
Medtronic Inc.
4.00%, 04/01/43 (Call 10/01/42)^(b)		30		27,360
4.38%, 03/15/35		7,385		7,327,692
4.63%, 03/15/45^(b)		6,567		6,584,862
PerkinElmer Inc.
0.55%, 09/15/23 (Call 10/03/22)		25		23,986
0.85%, 09/15/24 (Call 10/03/22)		777		724,265
1.90%, 09/15/28 (Call 07/15/28)		2,423		2,046,975
2.25%, 09/15/31 (Call 06/15/31)^(b)		2,105		1,685,642
2.55%, 03/15/31 (Call 12/15/30)		820		674,015
3.30%, 09/15/29 (Call 06/15/29)		2,186		1,951,180
3.63%, 03/15/51 (Call 09/15/50)		980		751,474
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30).		5,585		4,417,679
STERIS Irish FinCo UnLtd Co.
2.70%, 03/15/31 (Call 12/15/30)		3,246		2,717,746
3.75%, 03/15/51 (Call 09/15/50)		3,105		2,384,951
Stryker Corp.
0.60%, 12/01/23 (Call 09/12/22)		1,280		1,229,376
1.15%, 06/15/25 (Call 05/15/25)^(b)		913		842,991
1.95%, 06/15/30 (Call 03/15/30)^(b)		2,803		2,335,319
2.90%, 06/15/50 (Call 12/15/49)^(b)		1,821		1,302,834
3.38%, 05/15/24 (Call 02/15/24)		4,420		4,377,877
3.38%, 11/01/25 (Call 08/01/25)		2,883		2,809,685
3.50%, 03/15/26 (Call 12/15/25)		4,664		4,555,562
3.65%, 03/07/28 (Call 12/07/27)^(b)		3,467		3,378,730
4.10%, 04/01/43 (Call 10/01/42)		2,723		2,366,804
4.38%, 05/15/44 (Call 11/15/43)		2,533		2,281,346
4.63%, 03/15/46 (Call 09/15/45)		2,015		1,911,852
Thermo Fisher Scientific Inc.
0.80%, 10/18/23 (Call 10/18/22)^(b)		695		672,649
1.22%, 10/18/24 (Call 10/18/22)		735		695,406
1.75%, 10/15/28 (Call 08/15/28)^(b)		3,275		2,882,622
2.00%, 10/15/31 (Call 07/15/31)^(b)		2,245		1,890,874
2.60%, 10/01/29 (Call 07/01/29)		3,569		3,259,603
2.80%, 10/15/41 (Call 04/15/41)		1,130		876,292


Security	Par (000)		Value

Health Care - Products (continued)
4.10%, 08/15/47 (Call 02/15/47)	$	2,944	$	2,745,898
5.30%, 02/01/44 (Call 08/01/43)		1,839		1,968,061
Zimmer Biomet Holdings Inc.
1.45%, 11/22/24 (Call 11/22/22)		665		624,861
2.60%, 11/24/31 (Call 08/24/31)^(b)		3,495		2,909,972
3.05%, 01/15/26 (Call 12/15/25)		2,583		2,472,009
3.55%, 04/01/25 (Call 01/01/25)^(b)		540		527,704
4.45%, 08/15/45 (Call 02/15/45)		2,109		1,788,263
5.75%, 11/30/39		318		320,318


				195,100,472

Health Care - Services — 0.8%
AdventHealth Obligated Group, Series E,
2.80%, 11/15/51 (Call 05/15/51)		1,154		808,908
Adventist Health System/West
2.95%, 03/01/29 (Call 12/01/28)		633		569,858
3.63%, 03/01/49 (Call 09/01/48)		2,131		1,640,977
Advocate Health & Hospitals Corp.
3.39%, 10/15/49 (Call 04/15/49)		1,937		1,549,154
3.83%, 08/15/28 (Call 05/15/28)^(b)		1,186		1,161,900
4.27%, 08/15/48 (Call 02/15/48)^(b)		1,681		1,552,672
Series 2020, 2.21%, 06/15/30 (Call 03/15/30)		455		388,838
Series 2020, 3.01%, 06/15/50 (Call 12/15/49)		1,622		1,188,212
Aetna Inc.
3.50%, 11/15/24 (Call 08/15/24)		4,715		4,651,065
3.88%, 08/15/47 (Call 02/15/47)^(b)		760		619,856
4.13%, 11/15/42 (Call 05/15/42)		3,244		2,764,731
4.50%, 05/15/42 (Call 11/15/41)^(b)		1,886		1,682,519
4.75%, 03/15/44 (Call 09/15/43)		1,194		1,090,038
6.63%, 06/15/36		2,806		3,133,993
6.75%, 12/15/37		2,948		3,302,291
AHS Hospital Corp.
5.02%, 07/01/45		725		741,443
Series 2021, 2.78%, 07/01/51 (Call 01/01/51)		846		592,048
Allina Health System
2.90%, 11/15/51 (Call 05/15/51)		325		231,416
Series 2019, 3.89%, 04/15/49		2,748		2,375,976
Anthem Inc.
4.10%, 05/15/32 (Call 02/15/32)		2,058		1,979,817
4.55%, 05/15/52 (Call 11/15/51)		2,150		2,018,742
Ascension Health
3.95%, 11/15/46^(b)		3,430		3,124,010
4.85%, 11/15/53^(b)		3,120		3,247,421
Series B, 2.53%, 11/15/29 (Call 08/15/29)		2,294		2,052,281
Series B, 3.11%, 11/15/39 (Call 05/15/39)		1,021		837,976
Banner Health
1.90%, 01/01/31 (Call 07/01/30)		1,063		865,473
2.34%, 01/01/30 (Call 10/01/29)		1,982		1,710,050
2.91%, 01/01/42 (Call 07/01/41)		170		129,950
2.91%, 01/01/51 (Call 07/01/50)		1,527		1,110,679
Series 2020, 3.18%, 01/01/50 (Call 07/01/49)^(b)		1,603		1,237,628
Baptist Health South Florida Obligated Group, Series 2021, 3.12%, 11/15/71 (Call 05/15/71)		485		325,125
Baptist Healthcare System Obligated Group, Series 20B, 3.54%, 08/15/50 (Call 02/15/50)		603		471,443
BayCare Health System Inc., Series 2020, 3.83%, 11/15/50 (Call 05/15/50)		2,529		2,209,183
Baylor Scott & White Holdings
3.97%, 11/15/46 (Call 05/15/46)		800		721,224
4.19%, 11/15/45 (Call 05/15/45)		1,328		1,224,230
Series 2021, 1.78%, 11/15/30 (Call 05/15/30)		1,106		900,494


Security	Par (000)		Value

Health Care - Services (continued)
Series 2021, 2.84%, 11/15/50 (Call 11/15/49)	$	4,705	$	3,421,711
Beth Israel Lahey Health Inc., Series L, 3.08%, 07/01/51 (Call 01/01/51)		655		466,314
BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49)		1,723		1,395,303
Bon Secours Mercy Health Inc.
3.46%, 06/01/30 (Call 12/01/29)		2,886		2,694,398
Series 20-2, 2.10%, 06/01/31 (Call 12/01/30)		1,130		922,690
Series 20-2, 3.21%, 06/01/50 (Call 12/01/49)		1,720		1,298,892
Catholic Health Services of Long Island Obligated Group, Series 2020, 3.37%, 07/01/50 (Call 01/01/50)		1,655		1,218,428
Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 (Call 02/15/31)^(b)		1,150		974,430
Children’s Health System of Texas, 2.51%, 08/15/50 (Call 02/15/50)		1,876		1,256,901
Children’s Hospital Corp. (The)
Series 2017, 4.12%, 01/01/47 (Call 07/01/46)		1,723		1,595,153
Series 2020, 2.59%, 02/01/50 (Call 08/01/49)		455		310,801
Children’s Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44^(b)		1,478		1,396,547
Children’s Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50)		1,203		840,548
Children’s Hospital/DC, Series 2020, 2.93%, 07/15/50 (Call 01/15/50)		1,036		728,412
CHRISTUS Health, Series C, 4.34%, 07/01/28 (Call 04/01/28)^(b)		1,749		1,740,115
City of Hope
Series 2013, 5.62%, 11/15/43		620		666,308
Series 2018, 4.38%, 08/15/48 (Call 02/15/48)^(b)		677		625,819
Cleveland Clinic Foundation (The), 4.86%, 01/01/2114^(b)		1,410		1,361,863
CommonSpirit Health
1.55%, 10/01/25 (Call 07/01/25)		1,828		1,665,290
2.76%, 10/01/24 (Call 07/01/24)		264		255,747
2.78%, 10/01/30 (Call 04/01/30)		1,872		1,569,859
3.35%, 10/01/29 (Call 04/01/29)		3,045		2,720,921
3.82%, 10/01/49 (Call 04/01/49)^(b)		3,372		2,757,419
3.91%, 10/01/50 (Call 04/01/50)		1,304		1,017,029
4.19%, 10/01/49 (Call 04/01/49)		2,966		2,450,480
4.35%, 11/01/42		3,408		3,051,080
Community Health Network Inc., Series 20-A, 3.10%, 05/01/50 (Call 11/01/49)		1,450		1,024,599
Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 (Call 05/01/49)		1,980		1,551,568
Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 (Call 02/01/48)		2,177		1,924,229
Dignity Health
4.50%, 11/01/42^(b)		1,030		945,633
5.27%, 11/01/64		1,330		1,242,380
Duke University Health System Inc., Series 2017, 3.92%, 06/01/47 (Call 12/01/46)		1,686		1,500,759
Elevance Health Inc.
1.50%, 03/15/26 (Call 02/15/26)		3,505		3,197,787
2.25%, 05/15/30 (Call 02/15/30)		2,788		2,374,149
2.38%, 01/15/25 (Call 12/15/24)		2,600		2,497,014
2.55%, 03/15/31 (Call 12/15/30)		4,135		3,546,714
2.88%, 09/15/29 (Call 06/15/29)		3,037		2,727,074
3.13%, 05/15/50 (Call 11/15/49)		926		693,055
3.35%, 12/01/24 (Call 10/01/24)^(b)		5,679		5,585,808


Security	Par (000)		Value

Health Care - Services (continued)
3.50%, 08/15/24 (Call 05/15/24)	$	4,653	$	4,601,677
3.60%, 03/15/51 (Call 09/15/50)		5,393		4,337,752
3.65%, 12/01/27 (Call 09/01/27)		7,108		6,888,505
3.70%, 09/15/49 (Call 03/15/49)^(b)		4,137		3,382,618
4.10%, 03/01/28 (Call 12/01/27)		3,873		3,794,068
4.38%, 12/01/47 (Call 06/01/47)		4,928		4,551,402
4.55%, 03/01/48 (Call 09/01/47)		3,425		3,207,204
4.63%, 05/15/42		1,439		1,368,978
4.65%, 01/15/43		3,955		3,737,673
4.65%, 08/15/44 (Call 02/15/44)		1,587		1,485,099
5.10%, 01/15/44		3,478		3,472,505
5.85%, 01/15/36		1,004		1,074,481
5.95%, 12/15/34		365		392,470
6.38%, 06/15/37^(b)		495		564,359
Franciscan Missionaries of Our Lady Health System Inc., Series B, 3.91%, 07/01/49 (Call 01/01/49)		195		160,257
Fred Hutchinson Cancer Center, 4.97%, 01/01/52 (Call 07/01/51)		652		643,244
Hackensack Meridian Health Inc.
4.21%, 07/01/48 (Call 01/01/48)		1,291		1,188,366
4.50%, 07/01/57 (Call 01/01/57)^(b)		1,610		1,567,351
Series 2020, 2.68%, 09/01/41 (Call 03/01/41)		1,996		1,482,569
Series 2020, 2.88%, 09/01/50 (Call 03/01/50)		2,237		1,604,332
Hartford HealthCare Corp., 3.45%, 07/01/54^(b)		2,185		1,749,486
HCA Inc.
2.38%, 07/15/31 (Call 04/15/31)^(b)		4,575		3,630,171
3.13%, 03/15/27 (Call 02/15/27)^(b)(f)		1,115		1,024,373
3.38%, 03/15/29 (Call 01/15/29)^(f)		1,257		1,111,703
3.50%, 09/01/30 (Call 03/01/30)		9,650		8,393,570
3.50%, 07/15/51 (Call 01/15/51)		4,100		2,806,737
3.63%, 03/15/32 (Call 12/15/31)^(f)		2,777		2,400,078
4.13%, 06/15/29 (Call 03/15/29)^(b)		8,170		7,572,201
4.38%, 03/15/42 (Call 09/15/41)^(f)		1,235		1,010,909
4.50%, 02/15/27 (Call 08/15/26)		5,355		5,233,602
4.63%, 03/15/52 (Call 09/15/51)^(f)		1,590		1,315,820
5.00%, 03/15/24		2,693		2,707,811
5.13%, 06/15/39 (Call 12/15/38)		5,210		4,694,835
5.25%, 04/15/25		2,146		2,165,078
5.25%, 06/15/26 (Call 12/15/25)		6,063		6,082,098
5.25%, 06/15/49 (Call 12/15/48)		4,836		4,322,417
5.38%, 02/01/25		9,685		9,769,744
5.38%, 09/01/26 (Call 03/01/26)		6,025		6,064,524
5.50%, 06/15/47 (Call 12/15/46)		6,442		5,941,779
5.63%, 09/01/28 (Call 03/01/28)		5,355		5,385,845
5.88%, 02/15/26 (Call 08/15/25)^(b)		5,870		5,989,631
5.88%, 02/01/29 (Call 08/01/28)		5,050		5,138,577
Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 (Call 01/15/52)		1,122		960,028
Humana Inc.
1.35%, 02/03/27 (Call 01/03/27)		3,835		3,351,023
2.15%, 02/03/32 (Call 11/03/31)^(b)		2,785		2,258,440
3.13%, 08/15/29 (Call 05/15/29)^(b)		2,302		2,092,035
3.70%, 03/23/29 (Call 02/23/29)		1,925		1,817,700
3.85%, 10/01/24 (Call 07/01/24)		3,939		3,918,478
3.95%, 03/15/27 (Call 12/15/26)		2,179		2,119,666
3.95%, 08/15/49 (Call 02/15/49)		1,702		1,436,845
4.50%, 04/01/25 (Call 03/01/25)^(b)		2,433		2,448,985
4.63%, 12/01/42 (Call 06/01/42)		1,720		1,592,479
4.80%, 03/15/47 (Call 09/15/46)		1,690		1,620,727


Security	Par (000)		Value

Health Care - Services (continued)
4.88%, 04/01/30 (Call 01/01/30)	$	2,169	$	2,183,402
4.95%, 10/01/44 (Call 04/01/44)		2,706		2,612,805
IHC Health Services Inc., 4.13%, 05/15/48 (Call 11/15/47)		275		255,090
Indiana University Health Inc. Obligated Group
3.97%, 11/01/48 (Call 05/01/48)		2,425		2,215,747
Series 2021, 2.85%, 11/01/51 (Call 05/01/51)		530		380,731
Inova Health System Foundation, 4.07%, 05/15/52 (Call 11/15/51)		626		568,446
Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50)		2,179		1,806,565
Iowa Health System, Series 2020, 3.67%, 02/15/50 (Call 08/15/49)^(b)		275		225,946
Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46		2,841		2,520,137
Kaiser Foundation Hospitals
3.15%, 05/01/27 (Call 02/01/27)		3,588		3,454,849
4.15%, 05/01/47 (Call 11/01/46)		5,847		5,413,679
4.88%, 04/01/42^(b)		2,087		2,116,719
Series 2019, 3.27%, 11/01/49 (Call 05/01/49)		4,373		3,417,631
Series 2021, 2.81%, 06/01/41 (Call 12/01/40)		3,397		2,593,609
Series 2021, 3.00%, 06/01/51 (Call 12/01/50)		2,734		2,034,424
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		2,165		1,950,254
2.30%, 12/01/24 (Call 11/01/24)		2,215		2,125,226
2.70%, 06/01/31 (Call 03/01/31)^(b)		2,244		1,912,225
2.95%, 12/01/29 (Call 09/01/29)^(b)		2,217		1,984,282
3.25%, 09/01/24 (Call 07/01/24)		3,077		3,022,783
3.60%, 02/01/25 (Call 11/01/24)		4,264		4,200,722
3.60%, 09/01/27 (Call 06/01/27)^(b)		2,965		2,878,392
4.00%, 11/01/23 (Call 08/01/23)		1,182		1,179,837
4.70%, 02/01/45 (Call 08/01/44)		3,833		3,478,831
Mass General Brigham Inc.
Series 2015, 4.12%, 07/01/55^(b)		199		177,200
Series 2017, 3.77%, 07/01/48 (Call 01/01/48)		1,264		1,091,110
Series 2020, 3.19%, 07/01/49 (Call 01/01/49)		1,835		1,409,647
Series 2020, 3.34%, 07/01/60 (Call 01/01/60)		2,326		1,757,874
Mayo Clinic
3.77%, 11/15/43		245		215,277
Series 2016, 4.13%, 11/15/52		2,781		2,592,337
Series 2021, 3.20%, 11/15/61 (Call 05/15/61)		2,331		1,744,357
McLaren Health Care Corp., Series A, 4.39%, 05/15/48 (Call 11/15/47)		1,552		1,448,435
MedStar Health Inc., Series 20A, 3.63%, 08/15/49		1,622		1,324,736
Memorial Health Services, 3.45%, 11/01/49 (Call 05/01/49)		2,233		1,795,645
Memorial Sloan-Kettering Cancer Center
4.13%, 07/01/52		1,730		1,584,922
5.00%, 07/01/42		690		708,941
Series 2015, 4.20%, 07/01/55		2,084		1,900,983
Series 2020, 2.96%, 01/01/50 (Call 07/01/49)		781		573,316
Mercy Health/OH, Series 2018, 4.30%, 07/01/28 (Call 01/01/28)		1,281		1,259,902
Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50)		3,271		2,266,345
MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49)		2,033		1,548,617
Montefiore Obligated Group
4.29%, 09/01/50		1,311		937,981
Series 18-C, 5.25%, 11/01/48		1,887		1,490,088


Security	Par (000)		Value

Health Care - Services (continued)
Mount Nittany Medical Center Obligated Group, 3.80%, 11/15/52	$	660	$	543,754
Mount Sinai Hospitals Group Inc.
Series 2017, 3.98%, 07/01/48^(b)		1,423		1,273,386
Series 2019, 3.74%, 07/01/49 (Call 01/01/49)^(b)		2,160		1,752,408
Series 2020, 3.39%, 07/01/50 (Call 07/01/49)		1,736		1,332,779
MultiCare Health System, 2.80%, 08/15/50 (Call 02/15/50)		933		651,962
Nationwide Children’s Hospital Inc., 4.56%, 11/01/52 (Call 05/01/52)^(b)		546		534,949
New York and Presbyterian Hospital (The)
2.26%, 08/01/40 (Call 02/01/40)		1,764		1,247,448
2.61%, 08/01/60 (Call 02/01/60)		1,728		1,110,205
4.02%, 08/01/45		3,024		2,767,202
4.06%, 08/01/56		553		495,101
Series 2019, 3.95%, 08/01/2119 (Call 02/01/19)		1,835		1,433,080
Northwell Healthcare Inc.
3.81%, 11/01/49 (Call 11/01/48)^(b)		3,395		2,815,100
3.98%, 11/01/46 (Call 11/01/45)		2,565		2,161,218
4.26%, 11/01/47 (Call 11/01/46)		1,090		970,329
Northwestern Memorial Healthcare Obligated Group, Series 2021, 2.63%, 07/15/51 (Call 01/15/51)^(b)		325		226,996
Novant Health Inc.
2.64%, 11/01/36 (Call 08/01/36)		906		714,680
3.17%, 11/01/51 (Call 05/01/51)^(b)		2,804		2,149,855
3.32%, 11/01/61 (Call 05/01/61)		1,356		1,006,098
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020, 2.67%, 10/01/50 (Call 04/01/50)^(b)		875		601,633
Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30)		2,110		1,706,441
OhioHealth Corp.
2.30%, 11/15/31 (Call 05/15/31)		1,384		1,164,442
2.83%, 11/15/41 (Call 05/15/41)		1,425		1,072,313
Series 2020, 3.04%, 11/15/50 (Call 05/15/50)^(b)		1,202		920,095
Orlando Health Obligated Group
3.33%, 10/01/50 (Call 04/01/50)		1,628		1,291,639
4.09%, 10/01/48 (Call 04/01/48)		1,572		1,416,686
PeaceHealth Obligated Group
Series 2018, 4.79%, 11/15/48 (Call 05/15/48)		1,662		1,604,944
Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		1,322		1,198,763
Series 2020, 3.22%, 11/15/50 (Call 05/15/50)		1,828		1,332,210
Piedmont Healthcare Inc.
2.04%, 01/01/32 (Call 07/01/31)		842		679,124
2.86%, 01/01/52 (Call 07/01/51)		1,331		913,971
Series 2042, 2.72%, 01/01/42 (Call 07/01/41)		1,191		873,706
Presbyterian Healthcare Services, 4.88%, 08/01/52 (Call 02/01/52)		955		974,893
Providence St Joseph Health Obligated Group
Series 19A, 2.53%, 10/01/29 (Call 07/01/29)		2,552		2,244,433
Series 21A, 2.70%, 10/01/51 (Call 04/01/51)		1,690		1,119,084
Series A, 3.93%, 10/01/48 (Call 04/01/48)		1,370		1,150,430
Series H, 2.75%, 10/01/26 (Call 07/01/26)		887		838,153
Series I, 3.74%, 10/01/47^(b)		2,483		2,094,262
Queen’s Health Systems (The), 4.81%, 07/01/52 (Call 01/01/52)^(b)		686		692,490
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		2,246		1,918,421
2.95%, 06/30/30 (Call 03/30/30)^(b)		2,672		2,356,196
3.45%, 06/01/26 (Call 03/01/26)^(b)		2,472		2,409,804


Security	Par (000)		Value

Health Care - Services (continued)
3.50%, 03/30/25 (Call 12/30/24)	$	1,353	$	1,330,270
4.20%, 06/30/29 (Call 03/30/29)^(b)		3,018		2,894,202
4.25%, 04/01/24 (Call 01/01/24)		2,490		2,491,992
4.70%, 03/30/45 (Call 09/30/44)		886		793,032
Rady Children’s Hospital-San Diego/CA, Series 21A, 3.15%, 08/15/51 (Call 08/15/50)		940		726,855
Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29)		648		619,533
RWJ Barnabas Health Inc.
3.48%, 07/01/49 (Call 01/01/49)		964		783,443
3.95%, 07/01/46 (Call 07/01/45)		2,665		2,384,109
Seattle Children’s Hospital, Series 2021, 2.72%, 10/01/50 (Call 10/01/49)		1,700		1,205,334
Sentara Healthcare, 2.93%, 11/01/51 (Call 05/01/51)		1,139		838,315
Sharp HealthCare, Series 20B, 2.68%, 08/01/50 (Call 08/01/49)		921		628,932
SSM Health Care Corp., Series A, 3.82%, 06/01/27 (Call 03/01/27)^(b)		75		73,628
Stanford Health Care
3.03%, 08/15/51 (Call 02/15/51)		2,120		1,562,313
Series 2018, 3.80%, 11/15/48 (Call 05/15/48)		2,056		1,838,784
Series 2020, 3.31%, 08/15/30 (Call 05/15/30)		630		580,331
Summa Health, 3.51%, 11/15/51 (Call 05/15/51)		1,505		1,125,138
Sutter Health
Series 2018, 3.70%, 08/15/28 (Call 05/15/28)^(b)		2,054		1,965,473
Series 2018, 4.09%, 08/15/48 (Call 02/15/48)		2,461		2,125,590
Series 20A, 1.32%, 08/15/25 (Call 05/15/25)		1,109		1,018,860
Series 20A, 2.29%, 08/15/30 (Call 02/15/30)		1,489		1,258,250
Series 20A, 3.16%, 08/15/40 (Call 02/15/40)		857		656,282
Series 20A, 3.36%, 08/15/50 (Call 02/15/50)		2,014		1,515,978
Texas Health Resources
2.33%, 11/15/50 (Call 05/15/50)		2,137		1,368,706
4.33%, 11/15/55		609		584,591
Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28)		1,960		1,877,837
Trinity Health Corp.
4.13%, 12/01/45^(b)		721		664,409
Series 2019, 3.43%, 12/01/48^(b)		1,685		1,399,494
Series 2021, 2.63%, 12/01/40 (Call 06/01/40)		806		598,519
UMass Memorial Health Care Obligated Group, 5.36%, 07/01/52 (Call 01/01/52)		440		434,680
UnitedHealth Group Inc.
3.70%, 05/15/27 (Call 04/15/27)^(b)		2,265		2,235,532
0.55%, 05/15/24 (Call 09/12/22)^(b)		655		622,093
1.15%, 05/15/26 (Call 04/15/26)		3,135		2,847,426
1.25%, 01/15/26		2,463		2,257,364
2.00%, 05/15/30		4,360		3,715,330
2.30%, 05/15/31 (Call 02/15/31)		5,270		4,524,084
2.38%, 08/15/24		4,496		4,387,107
2.75%, 05/15/40 (Call 11/15/39)		4,796		3,708,939
2.88%, 08/15/29		4,124		3,785,337
2.90%, 05/15/50 (Call 11/15/49)		4,463		3,263,747
2.95%, 10/15/27		4,754		4,508,218
3.05%, 05/15/41 (Call 11/15/40)		3,947		3,158,468
3.10%, 03/15/26		3,377		3,300,443
3.13%, 05/15/60 (Call 11/15/59)^(b)		1,474		1,079,189
3.25%, 05/15/51 (Call 11/15/50)		3,320		2,600,921
3.38%, 04/15/27		2,483		2,427,977
3.45%, 01/15/27^(b)		3,693		3,625,640
3.50%, 02/15/24^(b)		1,716		1,712,053
3.50%, 08/15/39 (Call 02/15/39)		3,914		3,363,222


Security	Par (000)		Value

Health Care - Services (continued)
3.70%, 12/15/25^(b)	$	2,439	$	2,425,805
3.70%, 08/15/49 (Call 02/15/49)		3,802		3,234,818
3.75%, 07/15/25		7,854		7,833,265
3.75%, 10/15/47 (Call 04/15/47)		3,061		2,635,521
3.85%, 06/15/28^(b)		4,821		4,757,411
3.88%, 12/15/28^(b)		1,832		1,799,775
3.88%, 08/15/59 (Call 02/15/59)^(b)		3,115		2,654,478
3.95%, 10/15/42 (Call 04/15/42)		2,590		2,322,116
4.00%, 05/15/29 (Call 03/15/29)		3,820		3,758,804
4.20%, 05/15/32 (Call 02/15/32)^(b)		4,885		4,844,845
4.20%, 01/15/47 (Call 07/15/46)		3,771		3,493,907
4.25%, 03/15/43 (Call 09/15/42)		1,381		1,291,732
4.25%, 04/15/47 (Call 10/15/46)		2,384		2,218,717
4.25%, 06/15/48 (Call 12/15/47)		5,373		4,938,056
4.38%, 03/15/42 (Call 09/15/41)		1,114		1,055,248
4.45%, 12/15/48 (Call 06/15/48)		3,846		3,656,661
4.63%, 07/15/35^(b)		4,161		4,155,882
4.63%, 11/15/41 (Call 05/15/41)		3,306		3,241,632
4.75%, 07/15/45		7,270		7,192,574
4.75%, 05/15/52 (Call 11/15/51)		6,575		6,525,030
4.95%, 05/15/62 (Call 11/15/61)		4,425		4,440,045
5.70%, 10/15/40 (Call 04/15/40)		2,039		2,237,823
5.80%, 03/15/36		1,780		1,959,157
5.95%, 02/15/41 (Call 08/15/40)		1,745		1,956,651
6.50%, 06/15/37		2,548		3,006,538
6.63%, 11/15/37		3,018		3,592,416
6.88%, 02/15/38		3,416		4,160,586
Universal Health Services Inc.
1.65%, 09/01/26 (Call 08/01/26)^(f)		3,040		2,620,450
2.65%, 10/15/30 (Call 07/15/30)^(f)		2,658		2,091,421
2.65%, 01/15/32 (Call 10/15/31)^(b)(f)		2,360		1,792,845
UPMC, Series D-1, 3.60%, 04/03/25		300		296,106
WakeMed, Series A, 3.29%, 10/01/52 (Call 04/01/52)		642		481,012
West Virginia United Health System Obligated Group, Series 2020, 3.13%, 06/01/50 (Call 12/01/49)		673		483,147
Willis-Knighton Medical Center
Series 2018, 4.81%, 09/01/48 (Call 03/01/48)		2,553		2,482,690
Series 2021, 3.07%, 03/01/51 (Call 09/01/50)		965		679,495
Yale-New Haven Health Services Corp., Series 2020, 2.50%, 07/01/50 (Call 07/01/49)		2,791		1,871,728

				623,834,238

Holding Companies - Diversified — 0.1%
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		1,565		1,358,342
2.88%, 06/15/27 (Call 05/15/27)		1,250		1,094,650
2.88%, 06/15/28 (Call 04/15/28)		3,420		2,834,462
3.20%, 11/15/31 (Call 08/15/31)^(b)		2,175		1,683,537
3.25%, 07/15/25 (Call 06/15/25)^(b)		3,675		3,446,966
3.88%, 01/15/26 (Call 12/15/25)^(b)		1,416		1,335,033
4.20%, 06/10/24 (Call 05/10/24)		3,226		3,197,418
4.25%, 03/01/25 (Call 01/01/25)		1,377		1,339,573
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		2,040		1,728,492
2.95%, 03/10/26 (Call 02/10/26)		2,435		2,164,715
Barings BDC Inc., 3.30%, 11/23/26 (Call 10/13/26)^(b)(f)		580		499,780
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)^(b)		1,069		886,511
2.75%, 09/16/26 (Call 08/19/26)^(b)		1,435		1,269,501
2.85%, 09/30/28 (Call 07/30/28)		1,880		1,494,938
3.63%, 01/15/26 (Call 12/15/25)^(b)		312		292,481


Security	Par (000)		Value

Holding Companies - Diversified (continued)
FS KKR Capital Corp.
1.65%, 10/12/24^(b)	$	2,702	$	2,493,406
2.63%, 01/15/27 (Call 12/15/26)^(b)		2,745		2,326,744
3.13%, 10/12/28 (Call 08/12/28)^(b)		2,250		1,834,807
3.25%, 07/15/27 (Call 06/15/27)		2,350		2,029,883
3.40%, 01/15/26 (Call 12/15/25)		1,175		1,069,003
4.13%, 02/01/25 (Call 01/01/25)^(b)		25		24,171
4.63%, 07/15/24 (Call 06/15/24)		1,879		1,861,939
Goldman Sachs BDC Inc.
2.88%, 01/15/26 (Call 12/15/25)		950		881,562
3.75%, 02/10/25 (Call 01/10/25)^(b)		1,706		1,668,639
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		3,323		2,766,132
2.50%, 08/24/26 (Call 07/24/26)^(b)		1,790		1,555,725
3.38%, 04/15/24 (Call 03/15/24)^(b)		1,330		1,295,287
Main Street Capital Corp.
3.00%, 07/14/26 (Call 06/14/26)^(b)		2,305		2,009,753
5.20%, 05/01/24		2,149		2,156,156
Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27)		260		239,145
Oaktree Specialty Lending Corp.
2.70%, 01/15/27 (Call 12/15/26)		3,438		3,042,080
3.50%, 02/25/25 (Call 01/25/25)		841		809,917
Owl Rock Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)^(b)		2,617		2,212,883
2.88%, 06/11/28 (Call 04/11/28)		2,905		2,349,971
3.40%, 07/15/26 (Call 06/15/26)		705		630,940
3.75%, 07/22/25 (Call 06/22/25)		1,586		1,490,031
4.00%, 03/30/25 (Call 02/28/25)		1,812		1,758,057
4.25%, 01/15/26 (Call 12/15/25)^(b)		2,460		2,318,107
5.25%, 04/15/24 (Call 03/15/24)^(b)		1,207		1,206,481
Owl Rock Capital Corp. III, 3.13%, 04/13/27 (Call 03/13/27)^(f)		2,855		2,396,144
Owl Rock Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26)^(b)		1,041		877,084
Prospect Capital Corp.
3.36%, 11/15/26 (Call 10/15/26)		1,725		1,481,395
3.44%, 10/15/28 (Call 08/15/28)		2,125		1,632,404
3.71%, 01/22/26 (Call 12/22/25)^(b)		1,859		1,672,096
Sixth Street Specialty Lending Inc.
2.50%, 08/01/26 (Call 07/01/26)		475		415,041
3.88%, 11/01/24 (Call 10/01/24)^(b)		1,594		1,542,004

				74,673,386

Home Builders — 0.1%
DR Horton Inc.
1.30%, 10/15/26 (Call 09/15/26)		4,330		3,743,415
1.40%, 10/15/27 (Call 08/15/27)^(b)		1,269		1,063,676
2.50%, 10/15/24 (Call 09/15/24)		1,765		1,695,124
2.60%, 10/15/25 (Call 09/15/25)		731		686,943
Lennar Corp.
4.50%, 04/30/24 (Call 01/31/24)		3,245		3,249,543
4.75%, 05/30/25 (Call 02/28/25)		2,620		2,635,903
4.75%, 11/29/27 (Call 05/29/27)		3,718		3,631,147
4.88%, 12/15/23 (Call 09/15/23)		2,120		2,130,791
5.00%, 06/15/27 (Call 12/15/26)		1,448		1,437,314
5.25%, 06/01/26 (Call 12/01/25)^(b)		2,666		2,685,968
5.88%, 11/15/24 (Call 05/15/24)		2,554		2,615,296
MDC Holdings Inc.
2.50%, 01/15/31 (Call 07/15/30)		1,852		1,330,662
3.85%, 01/15/30 (Call 07/15/29)		1,906		1,553,238


Security	Par (000)		Value

Home Builders (continued)
3.97%, 08/06/61 (Call 02/06/61)	$	1,320	$	764,808
6.00%, 01/15/43 (Call 10/15/42)		2,772		2,273,123
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29)		858		733,315
PulteGroup Inc.
5.00%, 01/15/27 (Call 10/15/26)		1,380		1,383,381
5.50%, 03/01/26 (Call 12/01/25)^(b)		425		430,308
6.00%, 02/15/35		1,293		1,258,063
6.38%, 05/15/33		1,781		1,806,682
7.88%, 06/15/32		444		495,184
Toll Brothers Finance Corp.
3.80%, 11/01/29 (Call 08/01/29)^(b)		1,915		1,628,650
4.35%, 02/15/28 (Call 11/15/27)^(b)		2,075		1,908,772
4.88%, 11/15/25 (Call 08/15/25)^(b)		1,337		1,324,218
4.88%, 03/15/27 (Call 12/15/26)		2,405		2,314,356

				44,779,880

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		1,676		1,661,905
Leggett & Platt Inc.
3.50%, 11/15/27 (Call 08/15/27)		2,322		2,159,785
3.50%, 11/15/51 (Call 05/15/51)^(b)		2,335		1,774,670
3.80%, 11/15/24 (Call 08/15/24)^(b)		2,463		2,430,809
4.40%, 03/15/29 (Call 12/15/28)		2,062		1,996,696
Whirlpool Corp.
2.40%, 05/15/31 (Call 02/15/31)		1,990		1,634,765
3.70%, 05/01/25^(b)		1,741		1,715,303
4.00%, 03/01/24^(b)		1,193		1,192,129
4.50%, 06/01/46 (Call 12/01/45)		2,238		1,857,652
4.60%, 05/15/50 (Call 11/15/49)^(b)		2,225		1,851,623
4.70%, 05/14/32 (Call 02/14/32)^(b)		1,254		1,218,888
4.75%, 02/26/29 (Call 11/26/28)^(b)		3,211		3,160,298

				22,654,523

Household Products & Wares — 0.0%
Avery Dennison Corp.
0.85%, 08/15/24 (Call 10/03/22)		77		72,117
2.25%, 02/15/32 (Call 11/15/31)		2,745		2,152,958
2.65%, 04/30/30 (Call 02/01/30)		1,527		1,287,032
4.88%, 12/06/28 (Call 09/06/28)		2,691		2,717,533
Church & Dwight Co. Inc.
2.30%, 12/15/31 (Call 09/15/31)		1,414		1,190,305
3.15%, 08/01/27 (Call 05/01/27)^(b)		3,156		2,995,044
3.95%, 08/01/47 (Call 02/01/47)		1,954		1,705,100
5.00%, 06/15/52 (Call 12/15/51)		2,340		2,397,190
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		1,419		1,158,614
3.10%, 10/01/27 (Call 07/01/27)		2,293		2,174,314
3.90%, 05/15/28 (Call 02/15/28)^(b)		2,398		2,357,402
4.40%, 05/01/29 (Call 03/01/29)		1,675		1,653,962
4.60%, 05/01/32 (Call 02/01/32)		2,499		2,472,536
Kimberly-Clark Corp.
1.05%, 09/15/27 (Call 07/15/27)		1,731		1,514,192
2.00%, 11/02/31 (Call 08/02/31)^(b)		1,435		1,210,652
2.75%, 02/15/26		1,399		1,351,742
2.88%, 02/07/50 (Call 08/07/49)^(b)		2,024		1,509,499
3.05%, 08/15/25^(b)		1,208		1,183,912
3.10%, 03/26/30 (Call 12/26/29)^(b)		1,873		1,742,695
3.20%, 04/25/29 (Call 01/25/29)		1,230		1,159,878
3.20%, 07/30/46 (Call 01/30/46)^(b)		2,395		1,899,451
3.90%, 05/04/47 (Call 11/04/46)		1,522		1,333,683


Security	Par (000)		Value

Household Products & Wares (continued)
3.95%, 11/01/28 (Call 08/01/28)	$	2,192	$	2,181,741
5.30%, 03/01/41^(b)		1,915		2,011,095
6.63%, 08/01/37^(b)		1,588		1,911,571

				43,344,218

Insurance — 0.8%
ACE Capital Trust II, Series N, 9.70%, 04/01/30^(b)		560		718,553
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)^(a)		2,470		2,362,234
Aflac Inc.
1.13%, 03/15/26 (Call 02/15/26)		495		447,633
2.88%, 10/15/26 (Call 07/15/26)^(b)		1,457		1,398,385
3.25%, 03/17/25		3,354		3,301,711
3.60%, 04/01/30 (Call 01/01/30)		4,733		4,503,544
3.63%, 11/15/24		4,228		4,210,327
4.00%, 10/15/46 (Call 04/15/46)		1,381		1,180,631
4.75%, 01/15/49 (Call 07/15/48)		2,443		2,349,287
Alleghany Corp.
3.25%, 08/15/51 (Call 02/15/51)		985		746,532
3.63%, 05/15/30 (Call 02/15/30)		3,234		3,037,761
4.90%, 09/15/44 (Call 03/15/44)^(b)		1,725		1,662,814
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		2,500		2,431,450
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		1,400		1,254,890
1.45%, 12/15/30 (Call 09/15/30)		1,174		935,584
3.28%, 12/15/26 (Call 09/15/26)^(b)		2,652		2,577,081
3.85%, 08/10/49 (Call 02/10/49)		2,968		2,527,964
4.20%, 12/15/46 (Call 06/15/46)		3,132		2,834,711
4.50%, 06/15/43		1,073		1,000,229
5.35%, 06/01/33		1,464		1,548,034
5.55%, 05/09/35		2,531		2,716,067
5.95%, 04/01/36		216		240,527
6.50%, 05/15/67 (Call 05/15/37),
(3 mo. LIBOR US + 2.120%)^(a)(b)		1,876		1,909,487
American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27)^(b)		1,492		1,453,402
American Financial Group Inc./OH
4.50%, 06/15/47 (Call 12/15/46)		465		393,999
5.25%, 04/02/30 (Call 01/02/30)		442		443,012
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)^(b)		5,443		5,188,649
3.40%, 06/30/30 (Call 03/30/30)^(b)		270		247,531
3.75%, 07/10/25 (Call 04/10/25)		2,108		2,081,165
3.88%, 01/15/35 (Call 07/15/34)^(b)		100		91,098
3.90%, 04/01/26 (Call 01/01/26)		6,909		6,787,678
4.13%, 02/15/24		1,313		1,316,217
4.20%, 04/01/28 (Call 01/01/28)		180		176,524
4.38%, 06/30/50 (Call 12/30/49)		3,419		3,069,441
4.38%, 01/15/55 (Call 07/15/54)		1,580		1,330,629
4.50%, 07/16/44 (Call 01/16/44)		175		157,628
4.75%, 04/01/48 (Call 10/01/47)		2,928		2,770,210
4.80%, 07/10/45 (Call 01/10/45)		3,345		3,119,647
6.25%, 05/01/36		355		394,781
Series A-9, 5.75%, 04/01/48 (Call 04/01/28),
(3 mo. LIBOR US + 2.868%)^(a)		2,623		2,466,853
Aon Corp.
2.80%, 05/15/30 (Call 02/15/30)		1,086		948,284
3.75%, 05/02/29 (Call 02/02/29)		2,387		2,263,783
4.50%, 12/15/28 (Call 09/15/28)		1,191		1,179,638
6.25%, 09/30/40		1,594		1,744,091


Security	Par (000)		Value

Insurance (continued)
Aon Corp./Aon Global Holdings PLC
2.05%, 08/23/31 (Call 05/23/31)	$	3,455	$	2,796,166
2.60%, 12/02/31 (Call 09/02/31)		1,175		988,680
2.85%, 05/28/27 (Call 04/28/27)		1,290		1,201,196
2.90%, 08/23/51 (Call 02/23/51)		2,240		1,553,104
3.90%, 02/28/52 (Call 08/28/51)		2,170		1,804,767
Aon Global Ltd.
3.50%, 06/14/24 (Call 03/14/24)		2,293		2,270,437
3.88%, 12/15/25 (Call 09/15/25)		986		974,434
4.60%, 06/14/44 (Call 03/14/44)		2,347		2,146,120
4.75%, 05/15/45 (Call 11/15/44)		2,484		2,305,202
Aon PLC, 4.00%, 11/27/23 (Call 08/27/23)		853		853,341
Arch Capital Finance LLC
4.01%, 12/15/26 (Call 09/15/26)		1,997		1,960,095
5.03%, 12/15/46 (Call 06/15/46)^(b)		1,049		981,602
Arch Capital Group Ltd.
3.64%, 06/30/50 (Call 12/30/49)		4,352		3,375,498
7.35%, 05/01/34^(b)		780		930,969
Arch Capital Group U.S. Inc., 5.14%, 11/01/43		2,495		2,401,013
Arthur J Gallagher & Co.
2.40%, 11/09/31 (Call 08/09/31)		2,945		2,403,238
3.05%, 03/09/52 (Call 09/09/51)		1,430		994,579
3.50%, 05/20/51 (Call 11/20/50)		837		637,066
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		2,046		2,042,072
Assurant Inc.
2.65%, 01/15/32 (Call 10/15/31)		710		551,755
3.70%, 02/22/30 (Call 11/22/29)^(b)		2,107		1,864,842
4.90%, 03/27/28 (Call 12/27/27)		1,510		1,491,638
Assured Guaranty U.S. Holdings Inc.
3.15%, 06/15/31 (Call 03/15/31)^(b)		2,311		1,990,672
3.60%, 09/15/51 (Call 03/15/51)		570		419,492
5.00%, 07/01/24^(b)		1,995		2,025,444
Athene Holding Ltd.
3.45%, 05/15/52 (Call 11/15/51)^(b)		985		675,671
3.50%, 01/15/31 (Call 10/15/30)^(b)		1,645		1,401,310
3.95%, 05/25/51 (Call 11/25/50)		2,085		1,544,610
4.13%, 01/12/28 (Call 10/12/27)		4,040		3,796,146
6.15%, 04/03/30 (Call 01/03/30)		1,182		1,195,747
AXA SA, 8.60%, 12/15/30		2,293		2,846,759
AXIS Specialty Finance LLC
3.90%, 07/15/29 (Call 04/15/29)		2,099		1,941,932
4.90%, 01/15/40 (Call 01/15/30)^(a)(b)		1,780		1,520,298
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27)		1,609		1,548,373
Berkshire Hathaway Finance Corp.
1.45%, 10/15/30 (Call 07/15/30)		3,180		2,595,389
1.85%, 03/12/30 (Call 12/12/29)		2,891		2,476,517
2.30%, 03/15/27 (Call 02/15/27)^(b)		3,765		3,544,747
2.50%, 01/15/51 (Call 07/15/50)		4,680		3,204,162
2.85%, 10/15/50 (Call 04/15/50)		4,149		3,027,318
2.88%, 03/15/32 (Call 12/15/31)		2,509		2,234,616
3.85%, 03/15/52 (Call 09/15/51)		4,025		3,467,537
4.20%, 08/15/48 (Call 02/15/48)		8,317		7,729,404
4.25%, 01/15/49 (Call 07/15/48)		5,239		4,918,426
4.30%, 05/15/43^(b)		2,797		2,640,871
4.40%, 05/15/42^(b)		3,703		3,551,362
5.75%, 01/15/40^(b)		3,288		3,704,327
Berkshire Hathaway Inc.
3.13%, 03/15/26 (Call 12/15/25)		10,041		9,829,235
4.50%, 02/11/43^(b)		4,505		4,374,175


Security	Par (000)		Value

Insurance (continued)
Brighthouse Financial Inc.
3.70%, 06/22/27 (Call 03/22/27)^(b)	$	145	$	137,018
3.85%, 12/22/51 (Call 06/22/51)		890		613,361
4.70%, 06/22/47 (Call 12/22/46)		3,577		2,828,835
5.63%, 05/15/30 (Call 02/15/30)^(b)		2,919		2,890,511
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)^(b)		2,728		2,163,740
4.20%, 09/15/24 (Call 06/15/24)^(b)		3,215		3,195,260
4.20%, 03/17/32 (Call 12/17/31)		1,290		1,177,809
4.50%, 03/15/29 (Call 12/15/28)^(b)		2,020		1,964,309
4.95%, 03/17/52 (Call 09/17/51)		2,115		1,883,154
Chubb Corp. (The), 6.00%, 05/11/37		3,440		3,883,347
Chubb INA Holdings Inc.
1.38%, 09/15/30 (Call 06/15/30)		40		31,998
2.85%, 12/15/51 (Call 06/15/51)		1,130		825,442
3.05%, 12/15/61 (Call 06/15/61)		3,385		2,390,115
3.15%, 03/15/25		2,330		2,297,077
3.35%, 05/15/24		30		29,825
3.35%, 05/03/26 (Call 02/03/26)		1,412		1,381,642
4.15%, 03/13/43^(b)		2,315		2,088,987
4.35%, 11/03/45 (Call 05/03/45)		5,630		5,288,991
6.70%, 05/15/36		125		146,321
Cincinnati Financial Corp.
6.13%, 11/01/34		140		153,483
6.92%, 05/15/28^(b)		799		879,244
CNA Financial Corp.
2.05%, 08/15/30 (Call 05/15/30)		770		616,901
3.45%, 08/15/27 (Call 05/15/27)		2,072		1,955,243
3.90%, 05/01/29 (Call 02/01/29)		2,306		2,161,967
3.95%, 05/15/24 (Call 02/15/24)^(b)		3,018		3,006,773
4.50%, 03/01/26 (Call 12/01/25)^(b)		2,399		2,404,206
CNO Financial Group Inc.
5.25%, 05/30/25 (Call 02/28/25)		888		890,771
5.25%, 05/30/29 (Call 02/28/29)^(b)		2,250		2,174,265
Corebridge Financial Inc.
3.50%, 04/04/25 (Call 03/04/25)^(f)		2,000		1,927,440
3.65%, 04/05/27 (Call 03/05/27)^(f)		2,095		1,969,761
3.85%, 04/05/29 (Call 02/05/29)^(f)		2,000		1,840,720
3.90%, 04/05/32 (Call 01/05/32)^(f)		2,025		1,820,171
4.35%, 04/05/42 (Call 10/05/41)^(f)		1,035		876,945
4.40%, 04/05/52 (Call 10/05/51)^(f)		1,400		1,151,136
Enstar Group Ltd.
3.10%, 09/01/31 (Call 03/01/31)		641		487,936
4.95%, 06/01/29 (Call 03/01/29)^(b)		2,406		2,256,371
Equitable Holdings Inc.
4.35%, 04/20/28 (Call 01/20/28)		5,058		4,974,240
5.00%, 04/20/48 (Call 10/20/47)		4,462		4,176,700
7.00%, 04/01/28^(b)		124		137,310
Everest Reinsurance Holdings Inc.
3.13%, 10/15/52 (Call 04/15/52)		2,418		1,678,817
3.50%, 10/15/50 (Call 04/15/50)		3,264		2,440,330
4.87%, 06/01/44		1,491		1,366,710
Fairfax Financial Holdings Ltd.
3.38%, 03/03/31 (Call 12/03/30)		1,662		1,416,838
4.63%, 04/29/30 (Call 01/29/30)		1,252		1,179,184
4.85%, 04/17/28 (Call 01/17/28)^(b)		2,579		2,526,053
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)^(b)		2,469		1,957,399
3.20%, 09/17/51 (Call 03/17/51)		1,195		752,515
3.40%, 06/15/30 (Call 03/15/30)		2,770		2,402,836


Security	Par (000)		Value

Insurance (continued)
4.50%, 08/15/28 (Call 05/15/28)^(b)	$	2,332	$	2,270,855
First American Financial Corp.
2.40%, 08/15/31 (Call 05/15/31)		1,883		1,448,102
4.00%, 05/15/30 (Call 02/15/30)		925		821,964
4.60%, 11/15/24		2,113		2,111,373
Globe Life Inc.
2.15%, 08/15/30 (Call 05/15/30)		3,352		2,717,399
4.55%, 09/15/28 (Call 06/15/28)^(b)		2,295		2,255,503
4.80%, 06/15/32 (Call 03/15/32)		200		194,306
Hanover Insurance Group Inc. (The)
2.50%, 09/01/30 (Call 06/01/30)		2,610		2,110,968
4.50%, 04/15/26 (Call 01/15/26)		2,077		2,057,788
Hartford Financial Services Group Inc. (The)
2.80%, 08/19/29 (Call 05/19/29)		2,740		2,428,270
2.90%, 09/15/51 (Call 03/15/51)		1,180		810,046
3.60%, 08/19/49 (Call 02/19/49)		2,846		2,242,847
4.30%, 04/15/43		1,959		1,707,347
4.40%, 03/15/48 (Call 09/15/47)		1,823		1,652,896
5.95%, 10/15/36		1,325		1,417,724
6.10%, 10/01/41		2,034		2,187,730
Jackson Financial Inc.
1.13%, 11/22/23^(f)		600		576,246
3.13%, 11/23/31 (Call 08/23/31)^(b)(f)		290		231,788
4.00%, 11/23/51 (Call 05/23/51)^(f)		340		235,780
5.17%, 06/08/27 (Call 05/08/27)		1,005		995,372
Kemper Corp.
2.40%, 09/30/30 (Call 06/30/30)^(b)		545		438,474
3.80%, 02/23/32 (Call 11/23/31)		740		651,607
4.35%, 02/15/25 (Call 11/15/24)^(b)		575		570,113
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)		1,550		1,360,001
3.35%, 03/09/25^(b)		1,398		1,370,501
3.40%, 01/15/31 (Call 10/15/30)^(b)		1,654		1,474,938
3.40%, 03/01/32 (Call 12/01/31)		144		126,461
3.63%, 12/12/26 (Call 09/15/26)		1,258		1,218,398
3.80%, 03/01/28 (Call 12/01/27)		2,024		1,936,361
4.00%, 09/01/23		365		365,066
4.35%, 03/01/48 (Call 09/01/47)		2,033		1,738,967
4.38%, 06/15/50 (Call 12/15/49)^(b)		1,057		895,533
6.30%, 10/09/37		1,150		1,245,128
7.00%, 06/15/40		2,272		2,568,655
Loews Corp.
3.20%, 05/15/30 (Call 02/15/30)		3,390		3,047,712
3.75%, 04/01/26 (Call 01/01/26)		3,687		3,633,096
4.13%, 05/15/43 (Call 11/15/42)		2,812		2,378,558
6.00%, 02/01/35		267		283,717
Manulife Financial Corp.
2.48%, 05/19/27 (Call 03/19/27)^(b)		2,190		2,011,668
3.70%, 03/16/32 (Call 12/16/31)^(b)		2,540		2,338,984
4.06%, 02/24/32 (Call 02/24/27)^(a)		2,731		2,530,517
4.15%, 03/04/26		3,986		3,950,564
5.38%, 03/04/46		1,138		1,185,147
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		1,305		1,182,395
3.45%, 05/07/52 (Call 11/07/51)		2,575		1,903,414
3.50%, 11/01/27 (Call 08/01/27)		2,467		2,331,068
4.15%, 09/17/50 (Call 03/17/50)		2,186		1,792,236
4.30%, 11/01/47 (Call 05/01/47)		1,481		1,255,148
5.00%, 04/05/46		2,250		2,100,217
5.00%, 05/20/49 (Call 11/20/48)^(b)		1,520		1,437,905


Security	Par (000)		Value

Insurance (continued)
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)	$	2,965	$	2,516,336
2.38%, 12/15/31 (Call 09/15/31)^(b)		255		216,046
2.90%, 12/15/51 (Call 06/15/51)		730		523,680
3.50%, 06/03/24 (Call 03/03/24)		4,313		4,283,758
3.50%, 03/10/25 (Call 12/10/24)		4,321		4,255,623
3.75%, 03/14/26 (Call 12/14/25)		3,344		3,313,302
3.88%, 03/15/24 (Call 02/15/24)		3,169		3,165,039
4.20%, 03/01/48 (Call 09/01/47)		3,090		2,757,423
4.35%, 01/30/47 (Call 07/30/46)		2,832		2,587,032
4.38%, 03/15/29 (Call 12/15/28)		5,852		5,815,366
4.75%, 03/15/39 (Call 09/15/38)		1,923		1,876,521
4.90%, 03/15/49 (Call 09/15/48)		3,236		3,233,670
5.88%, 08/01/33		655		708,717
Mercury General Corp., 4.40%, 03/15/27
(Call 12/15/26)^(b)		2,155		2,067,291
MetLife Inc.
3.00%, 03/01/25		3,323		3,254,480
3.60%, 04/10/24		6,278		6,280,135
3.60%, 11/13/25 (Call 08/13/25)^(b)		2,573		2,544,517
4.05%, 03/01/45		3,392		2,988,115
4.13%, 08/13/42		2,943		2,635,692
4.55%, 03/23/30 (Call 12/23/29)^(b)		3,790		3,828,279
4.60%, 05/13/46 (Call 11/13/45)		2,109		2,032,211
4.72%, 12/15/44		2,516		2,393,471
4.88%, 11/13/43		3,180		3,133,795
5.00%, 07/15/52 (Call 01/15/52)		1,600		1,618,256
5.70%, 06/15/35		4,363		4,741,054
5.88%, 02/06/41		3,172		3,462,555
6.38%, 06/15/34		1,016		1,165,433
6.40%, 12/15/66 (Call 12/15/31)^(b)		2,829		2,914,464
6.50%, 12/15/32^(b)		1,530		1,744,215
10.75%, 08/01/69 (Call 08/01/34)^(b)		2,062		2,811,537
Series D, 4.37%, 09/15/23		4,757		4,781,974
Munich Re America Corp., Series B, 7.45%, 12/15/26^(b)		170		191,413
Nationwide Financial Services Inc., 6.75%, 05/15/87		109		107,895
Old Republic International Corp.
3.85%, 06/11/51 (Call 12/11/50)		1,524		1,154,720
3.88%, 08/26/26 (Call 07/26/26)		3,132		3,023,601
4.88%, 10/01/24 (Call 09/01/24)^(b)		2,959		2,981,696
PartnerRe Finance B LLC
3.70%, 07/02/29 (Call 04/02/29)		2,306		2,157,978
4.50%, 10/01/50 (Call 04/01/30)^(a)		137		123,397
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)^(b)		1,303		1,088,357
Principal Financial Group Inc.
2.13%, 06/15/30 (Call 03/15/30)		3,219		2,675,826
3.10%, 11/15/26 (Call 08/15/26)		3,124		2,939,746
3.40%, 05/15/25 (Call 02/15/25)		2,874		2,813,071
3.70%, 05/15/29 (Call 02/15/29)		1,430		1,346,731
4.30%, 11/15/46 (Call 05/15/46)		1,459		1,290,106
4.35%, 05/15/43		1,858		1,649,570
4.63%, 09/15/42		481		442,068
6.05%, 10/15/36		1,975		2,145,600
Progressive Corp. (The)
2.45%, 01/15/27^(b)		2,781		2,623,178
2.50%, 03/15/27 (Call 02/15/27)^(b)		1,900		1,787,311
3.00%, 03/15/32 (Call 12/15/31)		1,265		1,137,564
3.20%, 03/26/30 (Call 12/26/29)		3,601		3,348,570
3.70%, 01/26/45		717		595,562


Security	Par (000)		Value

Insurance (continued)
3.70%, 03/15/52 (Call 09/15/51)	$	680	$	575,722
3.95%, 03/26/50 (Call 09/26/49)		1,699		1,501,559
4.00%, 03/01/29 (Call 12/01/28)^(b)		2,852		2,823,965
4.13%, 04/15/47 (Call 10/15/46)		5,006		4,559,715
4.20%, 03/15/48 (Call 09/15/47)		1,240		1,137,229
4.35%, 04/25/44		768		709,409
6.25%, 12/01/32		680		775,662
6.63%, 03/01/29^(b)		136		153,363
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		1,866		1,709,667
2.10%, 03/10/30 (Call 12/10/29)^(b)		4,050		3,443,229
3.00%, 03/10/40 (Call 09/10/39)^(b)		2,572		2,064,339
3.70%, 10/01/50 (Call 07/01/30)^(a)		235		203,153
3.70%, 03/13/51 (Call 09/13/50)		4,249		3,524,036
3.88%, 03/27/28 (Call 12/27/27)		1,532		1,503,735
3.91%, 12/07/47 (Call 06/07/47)		3,706		3,218,957
3.94%, 12/07/49 (Call 06/07/49)		4,099		3,554,653
4.35%, 02/25/50 (Call 08/25/49)		3,822		3,517,272
4.42%, 03/27/48 (Call 09/27/47)		2,083		1,923,401
4.50%, 09/15/47 (Call 09/15/27),
(3 mo. LIBOR US + 2.380%)^(a)(b)		2,942		2,797,518
4.60%, 05/15/44^(b)		2,696		2,579,155
5.13%, 03/01/52 (Call 11/28/31)^(a)		330		308,246
5.20%, 03/15/44 (Call 03/15/24),
(3 mo. LIBOR US + 3.040%)^(a)		1,916		1,860,819
5.38%, 05/15/45 (Call 05/15/25),
(3 mo. LIBOR US + 3.031%)^(a)		3,657		3,595,197
5.70%, 12/14/36		2,104		2,263,988
5.70%, 09/15/48 (Call 09/15/28),
(3 mo. LIBOR US + 2.665%)^(a)(b)		3,087		3,028,841
5.75%, 07/15/33		217		234,334
6.63%, 12/01/37		865		996,688
6.63%, 06/21/40^(b)		645		736,964
Prudential PLC
3.13%, 04/14/30^(b)		1,851		1,648,908
3.63%, 03/24/32 (Call 12/24/31)		2,815		2,543,296
Reinsurance Group of America Inc.
3.15%, 06/15/30 (Call 03/15/30)		2,461		2,166,025
3.90%, 05/15/29 (Call 02/15/29)		3,028		2,835,661
3.95%, 09/15/26 (Call 06/15/26)		2,846		2,796,167
4.70%, 09/15/23^(b)		110		110,536
RenaissanceRe Finance Inc.
3.45%, 07/01/27 (Call 04/01/27)		1,288		1,216,387
3.70%, 04/01/25 (Call 01/01/25)		230		224,988
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)^(b)		2,330		2,169,510
Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48)		315		295,539
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		2,315		1,898,717
Swiss Re America Holding Corp., 7.00%, 02/15/26^(b)		554		599,716
Transatlantic Holdings Inc., 8.00%, 11/30/39^(b)		1,618		2,041,512
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		2,026		1,411,251
3.05%, 06/08/51 (Call 12/08/50)		2,719		2,073,781
3.75%, 05/15/46 (Call 11/15/45)^(b)		2,020		1,724,918
4.00%, 05/30/47 (Call 11/30/46)		2,749		2,452,245
4.05%, 03/07/48 (Call 09/07/47)		1,590		1,423,591
4.10%, 03/04/49 (Call 09/04/48)		1,991		1,788,794
4.30%, 08/25/45 (Call 02/25/45)^(b)		1,682		1,530,115


Security	Par (000)		Value

Insurance (continued)
4.60%, 08/01/43	$	990	$	937,045
5.35%, 11/01/40		2,802		2,967,542
6.25%, 06/15/37		2,833		3,311,097
6.75%, 06/20/36^(b)		1,102		1,318,598
Travelers Property Casualty Corp., 6.38%, 03/15/33^(b)		858		1,000,994
Trinity Acquisition PLC, 4.40%, 03/15/26
(Call 12/15/25)		1,708		1,682,158
Unum Group
4.00%, 03/15/24^(b)		1,170		1,178,155
4.00%, 06/15/29 (Call 03/15/29)		2,191		2,029,217
4.13%, 06/15/51 (Call 12/15/50)^(b)		2,000		1,468,380
4.50%, 12/15/49 (Call 06/15/49)		745		577,926
5.75%, 08/15/42		2,380		2,216,494
Voya Financial Inc.
3.65%, 06/15/26		2,682		2,594,647
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)^(a)		953		790,761
4.80%, 06/15/46		1,634		1,450,682
5.70%, 07/15/43		1,978		1,947,756
W R Berkley Corp.
3.15%, 09/30/61 (Call 03/30/61)		1,395		936,770
3.55%, 03/30/52 (Call 09/30/51)		548		418,853
4.00%, 05/12/50 (Call 11/12/49)		2,269		1,879,118
4.75%, 08/01/44		1,231		1,137,382
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		2,294		1,978,736
3.60%, 05/15/24 (Call 03/15/24)		2,140		2,111,388
3.88%, 09/15/49 (Call 03/15/49)^(b)		1,440		1,110,499
4.50%, 09/15/28 (Call 06/15/28)		2,903		2,809,320
4.65%, 06/15/27 (Call 05/15/27)		2,240		2,198,067
5.05%, 09/15/48 (Call 03/15/48)		2,837		2,612,650
XLIT Ltd.
5.25%, 12/15/43		880		919,952
5.50%, 03/31/45		2,645		2,690,415

				624,649,932

Internet — 0.4%
Alibaba Group Holding Ltd.
2.13%, 02/09/31 (Call 11/09/30)		2,200		1,828,332
2.70%, 02/09/41 (Call 08/09/40)		765		518,869
3.15%, 02/09/51 (Call 08/09/50)		5,840		3,872,621
3.25%, 02/09/61 (Call 08/09/60)		3,508		2,263,327
3.40%, 12/06/27 (Call 09/06/27)^(b)		10,219		9,650,313
3.60%, 11/28/24 (Call 08/28/24)^(b)		10,724		10,566,036
4.00%, 12/06/37 (Call 06/06/37)^(b)		4,680		3,921,138
4.20%, 12/06/47 (Call 06/06/47)^(b)		6,920		5,558,767
4.40%, 12/06/57 (Call 06/06/57)^(b)		3,385		2,704,750
4.50%, 11/28/34 (Call 05/28/34)^(b)		3,222		2,941,976
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)^(b)		3,438		3,140,957
0.80%, 08/15/27 (Call 06/15/27)^(b)		3,975		3,473,514
1.10%, 08/15/30 (Call 05/15/30)		6,144		5,011,907
1.90%, 08/15/40 (Call 02/15/40)		4,873		3,444,724
2.00%, 08/15/26 (Call 05/15/26)		8,766		8,263,182
2.05%, 08/15/50 (Call 02/15/50)		8,823		5,813,386
2.25%, 08/15/60 (Call 02/15/60)		2,520		1,611,565
3.38%, 02/25/24		2,716		2,709,101
Amazon.com Inc.
0.45%, 05/12/24		9,840		9,335,995
0.80%, 06/03/25 (Call 05/03/25)		2,105		1,947,020
1.00%, 05/12/26 (Call 04/12/26)		10,060		9,112,449


Security	Par (000)		Value

Internet (continued)
1.20%, 06/03/27 (Call 04/03/27)	$	1,608	$	1,430,750
1.50%, 06/03/30 (Call 03/03/30)		5,630		4,675,377
1.65%, 05/12/28 (Call 03/12/28)		10,055		8,915,668
2.10%, 05/12/31 (Call 02/12/31)		9,910		8,506,744
2.50%, 06/03/50 (Call 12/03/49)		6,876		4,791,128
2.70%, 06/03/60 (Call 12/03/59)		7,385		4,939,383
2.73%, 04/13/24^(b)		25		24,701
2.80%, 08/22/24 (Call 06/22/24)		9,454		9,335,825
2.88%, 05/12/41 (Call 11/12/40)^(b)		7,774		6,206,917
3.00%, 04/13/25		280		275,643
3.10%, 05/12/51 (Call 11/12/50)		10,810		8,461,528
3.15%, 08/22/27 (Call 05/22/27)^(b)		13,003		12,564,539
3.25%, 05/12/61 (Call 11/12/60)		5,005		3,809,406
3.30%, 04/13/27 (Call 03/13/27)		4,795		4,684,236
3.45%, 04/13/29 (Call 02/13/29)		3,000		2,899,950
3.60%, 04/13/32 (Call 01/13/32)		6,805		6,538,652
3.80%, 12/05/24 (Call 09/05/24)		6,915		6,949,229
3.88%, 08/22/37 (Call 02/22/37)		10,507		9,856,196
3.95%, 04/13/52 (Call 10/13/51)		9,380		8,527,077
4.05%, 08/22/47 (Call 02/22/47)		12,388		11,484,667
4.10%, 04/13/62 (Call 10/13/61)		4,505		4,074,773
4.25%, 08/22/57 (Call 02/22/57)		6,691		6,319,449
4.80%, 12/05/34 (Call 06/05/34)^(b)		4,502		4,739,345
4.95%, 12/05/44 (Call 06/05/44)^(b)		5,058		5,279,743
5.20%, 12/03/25 (Call 09/03/25)		3,481		3,620,623
Baidu Inc.
1.63%, 02/23/27 (Call 01/23/27)		1,524		1,336,548
1.72%, 04/09/26 (Call 03/09/26)		470		426,299
2.38%, 10/09/30 (Call 07/09/30)		25		20,845
2.38%, 08/23/31 (Call 05/23/31)^(b)		760		624,659
3.08%, 04/07/25 (Call 03/07/25)^(b)		545		524,018
3.43%, 04/07/30 (Call 01/07/30)		1,425		1,289,882
3.63%, 07/06/27^(b)		1,764		1,680,104
3.88%, 09/29/23 (Call 08/29/23)		3,418		3,407,097
4.13%, 06/30/25		2,390		2,357,305
4.38%, 05/14/24 (Call 04/14/24)^(b)		2,834		2,835,389
4.38%, 03/29/28 (Call 12/29/27)^(b)		2,380		2,314,336
4.88%, 11/14/28 (Call 08/14/28)		2,495		2,484,371
Booking Holdings Inc.
3.55%, 03/15/28 (Call 12/15/27)^(b)		3,619		3,481,876
3.60%, 06/01/26 (Call 03/01/26)		3,846		3,787,425
3.65%, 03/15/25 (Call 12/15/24)		3,061		3,039,604
4.63%, 04/13/30 (Call 01/13/30)		5,449		5,473,847
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		3,935		3,553,777
1.90%, 03/11/25 (Call 02/11/25)		3,997		3,772,928
2.60%, 05/10/31 (Call 02/10/31)^(b)		2,815		2,336,281
2.70%, 03/11/30 (Call 12/11/29)		4,276		3,689,418
3.45%, 08/01/24 (Call 05/01/24)		4,508		4,456,428
3.60%, 06/05/27 (Call 03/05/27)^(b)		3,545		3,425,037
3.65%, 05/10/51 (Call 11/10/50)		1,920		1,438,771
4.00%, 07/15/42 (Call 01/15/42)		2,996		2,483,474
Expedia Group Inc.
2.95%, 03/15/31 (Call 12/15/30)^(b)		4,415		3,651,867
3.25%, 02/15/30 (Call 11/15/29)		4,019		3,478,083
3.80%, 02/15/28 (Call 11/15/27)		1,779		1,655,662
4.63%, 08/01/27 (Call 05/01/27)		716		698,322
5.00%, 02/15/26 (Call 11/15/25)		4,212		4,217,644
JD.com Inc.
3.38%, 01/14/30 (Call 10/14/29)^(b)		2,265		2,069,281


Security	Par (000)		Value

Internet (continued)
3.88%, 04/29/26	$	885	$	863,716
4.13%, 01/14/50 (Call 07/14/49)^(b)		2,215		1,717,910
Tencent Music Entertainment Group
1.38%, 09/03/25 (Call 08/03/25)		1,089		981,472
2.00%, 09/03/30 (Call 06/03/30)		3,101		2,342,526
VeriSign Inc.
2.70%, 06/15/31 (Call 03/15/31)		3,110		2,557,540
4.75%, 07/15/27 (Call 10/03/22)^(b)		2,530		2,500,424
5.25%, 04/01/25 (Call 01/01/25)		2,075		2,106,748
Weibo Corp.
3.38%, 07/08/30 (Call 04/08/30)^(b)		2,934		2,323,141
3.50%, 07/05/24 (Call 06/05/24)		2,546		2,460,174

				340,465,707

Iron & Steel — 0.1%
ArcelorMittal SA
4.25%, 07/16/29^(b)		2,010		1,902,626
4.55%, 03/11/26^(b)		2,895		2,840,719
6.75%, 03/01/41		1,510		1,484,315
7.00%, 10/15/39^(b)		2,380		2,412,463
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)^(b)		4,082		3,843,407
2.70%, 06/01/30 (Call 03/01/30)		3,124		2,726,534
2.98%, 12/15/55 (Call 06/15/55)		5,302		3,540,251
3.13%, 04/01/32 (Call 01/01/32)^(b)		60		52,750
3.85%, 04/01/52 (Call 09/01/51)^(b)		195		161,320
3.95%, 05/23/25		2,370		2,352,746
3.95%, 05/01/28 (Call 02/01/28)^(b)		1,018		988,335
4.30%, 05/23/27 (Call 04/23/27)		2,640		2,625,691
4.40%, 05/01/48 (Call 11/01/47)		199		178,226
5.20%, 08/01/43 (Call 02/01/43)^(b)		405		398,216
6.40%, 12/01/37^(b)		293		327,319
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)^(b)		2,833		2,585,622
2.15%, 08/15/30 (Call 05/15/30)^(b)		165		133,261
Steel Dynamics Inc.
1.65%, 10/15/27 (Call 08/15/27)		705		602,345
2.40%, 06/15/25 (Call 05/15/25)		1,662		1,573,515
2.80%, 12/15/24 (Call 11/15/24)		3,053		2,951,824
3.25%, 01/15/31 (Call 10/15/30)		2,236		1,931,882
3.25%, 10/15/50 (Call 04/15/50)		1,759		1,200,641
3.45%, 04/15/30 (Call 01/15/30)		1,419		1,264,641
5.00%, 12/15/26 (Call 10/03/22)		2,048		2,033,725
Vale Overseas Ltd.
3.75%, 07/08/30 (Call 04/08/30)^(b)		4,094		3,553,183
6.25%, 08/10/26^(b)		3,338		3,499,793
6.88%, 11/21/36		7,125		7,352,430
6.88%, 11/10/39		4,705		4,871,792
8.25%, 01/17/34^(b)		490		582,929
Vale SA, 5.63%, 09/11/42^(b)		956		892,091

				60,864,592

Leisure Time — 0.0%
Brunswick Corp.
0.85%, 08/18/24 (Call 10/03/22)^(b)		1,603		1,488,770
2.40%, 08/18/31 (Call 05/18/31)		1,134		839,920
4.40%, 09/15/32 (Call 06/15/32)^(b)		2,130		1,837,658
5.10%, 04/01/52 (Call 10/01/51)		1,770		1,315,446


Security	Par (000)		Value

Leisure Time (continued)
Harley-Davidson Inc.
3.50%, 07/28/25 (Call 04/28/25)	$	3,014	$	2,905,134
4.63%, 07/28/45 (Call 01/28/45)		2,119		1,649,197


				10,036,125

Lodging — 0.0%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		1,926		1,707,341
3.70%, 01/15/31 (Call 10/15/30)		970		846,024
Hyatt Hotels Corp.
1.30%, 10/01/23 (Call 10/03/22)		1,070		1,036,777
1.80%, 10/01/24 (Call 10/03/22)		975		925,285
4.38%, 09/15/28 (Call 06/15/28)^(b)		2,445		2,313,801
4.85%, 03/15/26 (Call 12/15/25)^(b)		3,120		3,140,093
5.63%, 04/23/25 (Call 03/23/25)		1,833		1,852,008
6.00%, 04/23/30 (Call 01/23/30)^(b)		1,900		1,935,758
Marriott International Inc./MD
3.60%, 04/15/24 (Call 03/15/24)		2,445		2,421,601
3.75%, 03/15/25 (Call 12/15/24)		2,441		2,402,554
3.75%, 10/01/25 (Call 07/01/25)		2,390		2,334,050
Series AA, 4.65%, 12/01/28 (Call 09/01/28)^(b)		1,904		1,864,644
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		2,871		2,959,054
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		4,807		4,590,060
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		2,334		2,001,405
Series HH, 2.85%, 04/15/31 (Call 01/15/31)		431		358,752
Series II, 2.75%, 10/15/33 (Call 07/15/33)^(b)		2,300		1,808,191
Series R, 3.13%, 06/15/26 (Call 03/15/26)		3,438		3,261,803
Series X, 4.00%, 04/15/28 (Call 01/15/28)		1,724		1,637,111
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		161		161,093

				39,557,405

Machinery — 0.3%
ABB Finance USA Inc.
3.80%, 04/03/28 (Call 01/03/28)^(b)		710		692,136
4.38%, 05/08/42		260		240,391
Caterpillar Financial Services Corp.
0.45%, 09/14/23		765		740,566
0.45%, 05/17/24		51		48,275
0.60%, 09/13/24		414		389,123
0.80%, 11/13/25		684		619,581
0.90%, 03/02/26		670		607,837
0.95%, 01/10/24^(b)		1,025		989,832
1.10%, 09/14/27^(b)		1,061		928,969
1.15%, 09/14/26		3,340		2,992,874
1.45%, 05/15/25^(b)		1,125		1,058,366
1.70%, 01/08/27^(b)		3,085		2,822,837
2.15%, 11/08/24^(b)		4,461		4,311,690
2.40%, 08/09/26		2,359		2,230,812
2.85%, 05/17/24		3,284		3,239,141
3.25%, 12/01/24^(b)		2,850		2,820,787
3.30%, 06/09/24		4,170		4,142,019
3.60%, 08/12/27		3,810		3,739,553
3.65%, 12/07/23		1,481		1,482,303
3.65%, 08/12/25		2,700		2,682,720
3.75%, 11/24/23		3,343		3,348,717
Caterpillar Inc.
1.90%, 03/12/31 (Call 12/12/30)^(b)		250		212,548
2.60%, 09/19/29 (Call 06/19/29)^(b)		2,993		2,729,436
2.60%, 04/09/30 (Call 01/09/30)		3,725		3,378,426
3.25%, 09/19/49 (Call 03/19/49)		3,814		3,141,172
3.25%, 04/09/50 (Call 10/09/49)		4,652		3,842,831


Security	Par (000)		Value

Machinery (continued)
3.40%, 05/15/24 (Call 02/15/24)^(b)	$	4,461	$	4,447,082
3.80%, 08/15/42		5,463		4,988,866
4.30%, 05/15/44 (Call 11/15/43)^(b)		2,397		2,321,183
4.75%, 05/15/64 (Call 11/15/63)^(b)		2,588		2,639,424
5.20%, 05/27/41^(b)		1,681		1,815,295
5.30%, 09/15/35^(b)		550		593,027
6.05%, 08/15/36		1,188		1,364,739
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		1,285		1,140,142
1.88%, 01/15/26 (Call 12/15/25)		1,685		1,530,856
3.95%, 05/23/25		1,450		1,425,278
4.20%, 01/15/24		2,115		2,108,592
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27)		2,585		2,448,331
Crane Holdings Co.
4.20%, 03/15/48 (Call 09/15/47)^(b)		1,208		958,633
4.45%, 12/15/23 (Call 09/15/23)^(b)		1,017		1,020,509
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		3,005		2,924,436
2.88%, 09/07/49 (Call 03/07/49)^(b)		1,890		1,476,071
3.10%, 04/15/30 (Call 01/15/30)^(b)		2,581		2,427,998
3.75%, 04/15/50 (Call 10/15/49)^(b)		3,296		3,034,990
3.90%, 06/09/42 (Call 12/09/41)^(b)		3,949		3,707,795
5.38%, 10/16/29^(b)		1,495		1,610,668
7.13%, 03/03/31^(b)		775		931,318
Dover Corp.
2.95%, 11/04/29 (Call 08/04/29)		2,340		2,119,338
3.15%, 11/15/25 (Call 08/15/25)		2,466		2,386,003
5.38%, 10/15/35^(b)		142		143,000
5.38%, 03/01/41 (Call 12/01/40)		1,985		1,956,059
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		2,120		1,647,918
3.50%, 10/01/30 (Call 07/01/30)		2,153		1,846,908
IDEX Corp.
2.63%, 06/15/31 (Call 03/15/31)		1,495		1,258,910
3.00%, 05/01/30 (Call 02/01/30)		1,199		1,053,825
John Deere Capital Corp.
0.40%, 10/10/23		1,483		1,432,267
0.45%, 01/17/24		1,315		1,258,757
0.45%, 06/07/24		2,615		2,477,268
0.63%, 09/10/24		1,460		1,374,605
0.70%, 01/15/26		3,325		3,005,467
1.05%, 06/17/26^(b)		2,130		1,932,229
1.25%, 01/10/25^(b)		1,625		1,535,852
1.30%, 10/13/26		1,435		1,295,934
1.45%, 01/15/31		2,560		2,090,291
1.50%, 03/06/28		1,475		1,297,528
1.70%, 01/11/27^(b)		2,170		1,984,899
1.75%, 03/09/27		2,346		2,141,335
2.00%, 06/17/31		2,635		2,236,114
2.05%, 01/09/25		2,840		2,730,433
2.13%, 03/07/25		40		38,396
2.25%, 09/14/26^(b)		2,076		1,965,349
2.35%, 03/08/27^(b)		550		514,916
2.45%, 01/09/30^(b)		2,524		2,239,495
2.60%, 03/07/24^(b)		2,850		2,805,141
2.65%, 06/24/24		4,783		4,704,607
2.65%, 06/10/26		1,149		1,102,109
2.80%, 09/08/27^(b)		3,040		2,889,733
2.80%, 07/18/29		2,191		2,028,669
3.05%, 01/06/28^(b)		805		773,621


Security	Par (000)		Value

Machinery (continued)
3.35%, 06/12/24^(b)	$	1,115	$	1,109,012
3.35%, 04/18/29		1,845		1,765,407
3.40%, 06/06/25^(b)		1,370		1,357,149
3.40%, 09/11/25^(b)		710		700,877
3.45%, 01/10/24		861		858,391
3.45%, 03/13/25		3,858		3,837,668
3.45%, 03/07/29		2,919		2,826,322
3.65%, 10/12/23		2,761		2,762,132
nVent Finance Sarl
2.75%, 11/15/31 (Call 08/15/31)^(b)		1,468		1,154,200
4.55%, 04/15/28 (Call 01/15/28)		2,374		2,238,682
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		886		750,584
4.60%, 05/15/28 (Call 02/15/28)		1,608		1,546,510
Otis Worldwide Corp.
2.06%, 04/05/25 (Call 03/05/25)^(b)		4,669		4,411,458
2.29%, 04/05/27 (Call 02/05/27)^(b)		1,543		1,407,216
2.57%, 02/15/30 (Call 11/15/29)^(b)		6,116		5,269,790
3.11%, 02/15/40 (Call 08/15/39)		3,238		2,489,115
3.36%, 02/15/50 (Call 08/15/49)		2,301		1,712,427
Rockwell Automation Inc.
1.75%, 08/15/31 (Call 05/15/31)^(b)		1,245		1,018,609
2.80%, 08/15/61 (Call 02/15/61)		1,913		1,247,773
2.88%, 03/01/25 (Call 12/01/24)^(b)		1,042		1,014,491
3.50%, 03/01/29 (Call 12/01/28)		1,798		1,724,678
4.20%, 03/01/49 (Call 09/01/48)		2,623		2,422,996
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		2,484		2,369,388
3.45%, 11/15/26 (Call 08/15/26)^(b)		3,303		3,100,493
4.40%, 03/15/24 (Call 02/15/24)		3,278		3,260,758
4.95%, 09/15/28 (Call 06/15/28)		5,085		4,943,078
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)^(b)		2,592		2,280,908
2.25%, 01/30/31 (Call 10/30/30)^(b)		1,713		1,431,468
3.25%, 11/01/26 (Call 08/01/26)		3,323		3,176,223
4.38%, 11/01/46 (Call 05/01/46)^(b)		1,165		1,040,112

				221,843,066

Manufacturing — 0.2%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)^(b)		3,578		3,409,190
2.25%, 09/19/26 (Call 06/19/26)		3,075		2,866,669
2.38%, 08/26/29 (Call 05/26/29)		3,790		3,257,050
2.65%, 04/15/25 (Call 03/15/25)		1,230		1,192,460
2.88%, 10/15/27 (Call 07/15/27)		3,508		3,298,783
3.00%, 08/07/25		1,593		1,552,856
3.05%, 04/15/30 (Call 01/15/30)^(b)		1,190		1,059,766
3.13%, 09/19/46 (Call 03/19/46)		2,697		1,968,945
3.25%, 02/14/24 (Call 01/14/24)^(b)		4,089		4,062,013
3.25%, 08/26/49 (Call 02/26/49)^(b)		2,481		1,857,177
3.38%, 03/01/29 (Call 12/01/28)^(b)		3,173		2,946,353
3.63%, 09/14/28 (Call 06/14/28)^(b)		2,390		2,285,533
3.63%, 10/15/47 (Call 04/15/47)		2,556		2,045,235
3.70%, 04/15/50 (Call 10/15/49)^(b)		3,102		2,489,355
3.88%, 06/15/44		1,105		922,565
4.00%, 09/14/48 (Call 03/14/48)^(b)		3,810		3,213,621
5.70%, 03/15/37		1,132		1,204,754
Carlisle Companies Inc.
0.55%, 09/01/23 (Call 10/03/22)		20		19,323
2.20%, 03/01/32 (Call 12/01/31)^(b)		925		727,568
2.75%, 03/01/30 (Call 12/01/29)		3,259		2,787,586


Security	Par (000)		Value

Manufacturing (continued)
3.50%, 12/01/24 (Call 10/01/24)	$	2,347	$	2,308,063
3.75%, 12/01/27 (Call 09/01/27)^(b)		1,480		1,403,987
Eaton Corp.
3.10%, 09/15/27 (Call 06/15/27)		2,662		2,530,311
3.92%, 09/15/47 (Call 03/15/47)		2,509		2,148,833
4.00%, 11/02/32		2,884		2,762,699
4.15%, 03/15/33		900		867,771
4.15%, 11/02/42		2,649		2,379,862
4.70%, 08/23/52		535		520,282
GE Capital Funding LLC, 4.55%, 05/15/32
(Call 02/15/32)		4,408		4,252,706
GE Capital International Funding Co. Unlimited Co.
3.37%, 11/15/25^(b)		405		393,863
4.42%, 11/15/35		22,903		21,597,529
General Electric Co.
4.35%, 05/01/50 (Call 11/01/49)^(b)		695		612,830
4.50%, 03/11/44^(b)		50		45,053
5.88%, 01/14/38		445		468,647
6.75%, 03/15/32		6,260		7,095,460
6.88%, 01/10/39^(b)		375		429,874
Illinois Tool Works Inc.
2.65%, 11/15/26 (Call 08/15/26)		5,364		5,146,704
3.50%, 03/01/24 (Call 12/01/23)		4,119		4,108,332
3.90%, 09/01/42 (Call 03/01/42)		1,822		1,609,300
4.88%, 09/15/41 (Call 03/15/41)		1,975		1,998,048
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)^(b)		2,217		2,160,267
3.25%, 03/01/27 (Call 12/01/26)		3,871		3,710,702
3.25%, 06/14/29 (Call 03/14/29)		2,278		2,085,532
3.30%, 11/21/24 (Call 08/21/24)^(b)		1,107		1,088,557
3.65%, 06/15/24		2,270		2,249,343
4.00%, 06/14/49 (Call 12/14/48)		2,951		2,502,655
4.10%, 03/01/47 (Call 09/01/46)		2,111		1,833,762
4.20%, 11/21/34 (Call 05/21/34)^(b)		1,930		1,796,579
4.25%, 09/15/27 (Call 08/15/27)		1,755		1,734,870
4.45%, 11/21/44 (Call 05/21/44)		1,932		1,743,089
4.50%, 09/15/29 (Call 07/15/29)^(b)		2,833		2,787,700
6.25%, 05/15/38		1,361		1,455,494
Pentair Finance Sarl
4.50%, 07/01/29 (Call 04/01/29)		2,103		1,965,821
5.90%, 07/15/32 (Call 04/15/32)		1,000		996,520
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		2,603		2,120,976
3.00%, 06/01/30 (Call 03/01/30)		1,400		1,211,518
3.38%, 03/01/28 (Call 12/01/27)		2,478		2,278,942
3.65%, 03/15/27 (Call 12/15/26)		2,260		2,154,661
3.88%, 03/01/25 (Call 12/01/24)		1,230		1,213,395
3.90%, 09/17/29 (Call 06/17/29)		2,189		2,044,066
4.00%, 03/15/26 (Call 12/15/25)^(b)		1,884		1,844,869
4.30%, 03/01/24 (Call 12/01/23)		1,945		1,945,311
Trane Technologies Global Holding Co. Ltd.
3.75%, 08/21/28 (Call 05/21/28)		2,348		2,256,358
4.30%, 02/21/48 (Call 08/21/47)		1,273		1,060,880
5.75%, 06/15/43		1,717		1,742,206
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		1,574		1,516,533
3.55%, 11/01/24 (Call 08/01/24)		2,860		2,820,904
3.80%, 03/21/29 (Call 12/21/28)		2,950		2,778,841
4.50%, 03/21/49 (Call 09/21/48)		1,395		1,205,782


Security	Par (000)		Value

Manufacturing (continued)
4.65%, 11/01/44 (Call 05/01/44)^(b)	$	1,223	$	1,073,672

				163,226,761

Media — 0.8%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		4,405		3,611,439
2.30%, 02/01/32 (Call 11/01/31)		2,745		2,086,255
2.80%, 04/01/31 (Call 01/01/31)		6,184		5,010,586
3.50%, 06/01/41 (Call 12/01/40)		4,717		3,271,428
3.50%, 03/01/42 (Call 09/01/41)		3,920		2,727,301
3.70%, 04/01/51 (Call 10/01/50)		7,394		4,923,221
3.75%, 02/15/28 (Call 11/15/27)		3,971		3,673,810
3.85%, 04/01/61 (Call 10/01/60)		6,025		3,919,564
3.90%, 06/01/52 (Call 12/01/51)		8,025		5,443,357
3.95%, 06/30/62 (Call 12/30/61)		3,060		2,025,506
4.20%, 03/15/28 (Call 12/15/27)^(b)		4,663		4,397,722
4.40%, 04/01/33 (Call 01/01/33)^(b)		3,750		3,313,312
4.40%, 12/01/61 (Call 06/01/61)		5,093		3,606,353
4.50%, 02/01/24 (Call 01/01/24)		4,404		4,399,508
4.80%, 03/01/50 (Call 09/01/49)		9,796		7,696,031
4.91%, 07/23/25 (Call 04/23/25)^(b)		15,292		15,256,370
5.05%, 03/30/29 (Call 12/30/28)		4,743		4,553,422
5.13%, 07/01/49 (Call 01/01/49)		4,695		3,823,984
5.25%, 04/01/53 (Call 10/01/52)		5,975		5,006,094
5.38%, 04/01/38 (Call 10/01/37)		2,397		2,102,912
5.38%, 05/01/47 (Call 11/01/46)		7,993		6,812,194
5.50%, 04/01/63 (Call 10/01/62)		865		723,893
5.75%, 04/01/48 (Call 10/01/47)		7,761		6,868,951
6.38%, 10/23/35 (Call 04/23/35)		6,590		6,565,749
6.48%, 10/23/45 (Call 04/23/45)		12,004		11,431,529
6.83%, 10/23/55 (Call 04/23/55)		3,698		3,722,592
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		6,560		5,259,874
1.95%, 01/15/31 (Call 10/15/30)		5,486		4,543,505
2.35%, 01/15/27 (Call 10/15/26)		2,676		2,491,517
2.45%, 08/15/52 (Call 02/15/52)		4,860		3,142,768
2.65%, 02/01/30 (Call 11/01/29)		4,590		4,065,409
2.65%, 08/15/62 (Call 02/15/62)		4,854		3,055,593
2.80%, 01/15/51 (Call 07/15/50)		5,049		3,498,553
2.89%, 11/01/51 (Call 05/01/51)		12,925		9,121,431
2.94%, 11/01/56 (Call 05/01/56)		20,341		13,878,461
2.99%, 11/01/63 (Call 05/01/63)		13,218		8,853,813
3.15%, 03/01/26 (Call 12/01/25)		9,604		9,338,065
3.15%, 02/15/28 (Call 11/15/27)		5,057		4,800,155
3.20%, 07/15/36 (Call 01/15/36)		3,215		2,706,612
3.25%, 11/01/39 (Call 05/01/39)		2,217		1,805,059
3.30%, 02/01/27 (Call 11/01/26)		4,631		4,470,212
3.30%, 04/01/27 (Call 02/01/27)		2,474		2,389,167
3.38%, 02/15/25 (Call 11/15/24)^(b)		3,207		3,161,685
3.38%, 08/15/25 (Call 05/15/25)^(b)		5,899		5,801,548
3.40%, 04/01/30 (Call 01/01/30)^(b)		6,075		5,666,517
3.40%, 07/15/46 (Call 01/15/46)		1,837		1,436,736
3.45%, 02/01/50 (Call 08/01/49)		5,865		4,614,934
3.55%, 05/01/28 (Call 02/01/28)		3,751		3,617,427
3.70%, 04/15/24 (Call 03/15/24)		9,311		9,293,216
3.75%, 04/01/40 (Call 10/01/39)		5,979		5,183,016
3.90%, 03/01/38 (Call 09/01/37)		3,864		3,479,261
3.95%, 10/15/25 (Call 08/15/25)		4,551		4,542,945
3.97%, 11/01/47 (Call 05/01/47)		4,577		3,928,759
4.00%, 08/15/47 (Call 02/15/47)		4,347		3,763,328


Security	Par (000)		Value

Media (continued)
4.00%, 03/01/48 (Call 09/01/47)	$	4,796	$	4,112,138
4.00%, 11/01/49 (Call 05/01/49)		5,393		4,622,178
4.05%, 11/01/52 (Call 05/01/52)		3,899		3,349,787
4.15%, 10/15/28 (Call 07/15/28)		6,539		6,484,465
4.20%, 08/15/34 (Call 02/15/34)		4,890		4,671,515
4.25%, 10/15/30 (Call 07/15/30)		4,464		4,406,816
4.25%, 01/15/33^(b)		6,822		6,644,423
4.40%, 08/15/35 (Call 02/15/35)		4,289		4,143,131
4.60%, 10/15/38 (Call 04/15/38)		3,640		3,501,716
4.60%, 08/15/45 (Call 02/15/45)		4,086		3,795,077
4.65%, 07/15/42		3,127		2,943,164
4.70%, 10/15/48 (Call 04/15/48)		7,508		7,194,391
4.75%, 03/01/44		2,811		2,681,553
4.95%, 10/15/58 (Call 04/15/58)		3,929		3,851,992
5.65%, 06/15/35		3,311		3,571,741
6.45%, 03/15/37^(b)		50		58,195
6.50%, 11/15/35		3,927		4,491,114
6.55%, 07/01/39		855		1,019,365
6.95%, 08/15/37		295		352,407
7.05%, 03/15/33		1,922		2,280,184
Discovery Communications LLC
3.45%, 03/15/25 (Call 12/15/24)		2,146		2,076,341
3.63%, 05/15/30 (Call 02/15/30)		3,647		3,182,664
3.80%, 03/13/24 (Call 01/13/24)^(b)		1,544		1,527,618
3.90%, 11/15/24 (Call 08/15/24)^(b)		2,028		1,985,047
3.95%, 06/15/25 (Call 03/15/25)		1,823		1,778,446
3.95%, 03/20/28 (Call 12/20/27)		6,455		5,926,916
4.00%, 09/15/55 (Call 03/15/55)		6,623		4,381,446
4.13%, 05/15/29 (Call 02/15/29)		2,418		2,204,926
4.65%, 05/15/50 (Call 11/15/49)		3,193		2,423,710
4.88%, 04/01/43		636		506,269
4.90%, 03/11/26 (Call 12/11/25)		2,760		2,756,081
5.00%, 09/20/37 (Call 03/20/37)		3,560		3,104,569
5.20%, 09/20/47 (Call 03/20/47)		4,945		4,032,450
5.30%, 05/15/49 (Call 11/15/48)^(b)		4,057		3,343,495
6.35%, 06/01/40		216		207,172
FactSet Research Systems Inc.
2.90%, 03/01/27 (Call 02/01/27)		1,190		1,114,221
3.45%, 03/01/32 (Call 12/01/31)		1,205		1,046,723
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		3,409		3,295,923
3.50%, 04/08/30 (Call 01/08/30)		2,753		2,498,265
4.03%, 01/25/24 (Call 12/25/23)		4,789		4,771,281
4.71%, 01/25/29 (Call 10/25/28)		8,087		8,004,593
5.48%, 01/25/39 (Call 07/25/38)		4,066		3,968,904
5.58%, 01/25/49 (Call 07/25/48)		4,948		4,827,764
Grupo Televisa SAB
4.63%, 01/30/26 (Call 10/30/25)^(b)		1,219		1,217,586
5.00%, 05/13/45 (Call 11/13/44)^(b)		3,160		2,927,171
5.25%, 05/24/49 (Call 11/24/48)^(b)		2,530		2,470,241
6.13%, 01/31/46 (Call 07/31/45)^(b)		2,959		3,226,730
6.63%, 03/18/25		2,424		2,540,134
6.63%, 01/15/40		2,016		2,166,313
8.50%, 03/11/32^(b)		970		1,185,670
Meta Platforms Inc.
3.50%, 08/15/27		10,170		9,851,679
3.85%, 08/15/32		8,815		8,289,185
4.45%, 08/15/52		7,035		6,401,780
4.65%, 08/15/62		4,915		4,430,578


Security	Par (000)		Value

Media (continued)
NBCUniversal Media LLC
4.45%, 01/15/43^(b)	$	2,013	$	1,842,962
5.95%, 04/01/41^(b)		3,526		3,904,269
6.40%, 04/30/40		222		257,795
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)^(b)		1,592		1,477,551
3.38%, 02/15/28 (Call 11/15/27)^(b)		2,259		2,109,545
3.70%, 06/01/28 (Call 03/01/28)		2,395		2,260,521
4.00%, 01/15/26 (Call 10/15/25)		2,968		2,919,384
4.20%, 06/01/29 (Call 03/01/29)^(b)		1,720		1,628,582
4.20%, 05/19/32 (Call 02/19/32)^(b)		3,470		3,053,149
4.38%, 03/15/43		5,361		4,018,016
4.60%, 01/15/45 (Call 07/15/44)		2,717		2,086,058
4.75%, 05/15/25 (Call 04/15/25)^(b)		2,434		2,450,503
4.85%, 07/01/42 (Call 01/01/42)		1,432		1,170,860
4.90%, 08/15/44 (Call 02/15/44)		2,971		2,370,799
4.95%, 01/15/31 (Call 10/15/30)		4,200		3,985,170
4.95%, 05/19/50 (Call 11/19/49)		2,638		2,148,150
5.25%, 04/01/44 (Call 10/01/43)		2,179		1,847,247
5.50%, 05/15/33		1,997		1,924,868
5.85%, 09/01/43 (Call 03/01/43)		1,129		1,020,842
5.90%, 10/15/40 (Call 04/15/40)^(b)		1,588		1,454,227
6.88%, 04/30/36		4,801		4,955,976
7.88%, 07/30/30		2,874		3,225,490
TCI Communications Inc.
7.13%, 02/15/28^(b)		2,427		2,736,151
7.88%, 02/15/26^(b)		3,657		4,083,443
Thomson Reuters Corp.
3.35%, 05/15/26 (Call 02/15/26)		2,418		2,342,051
4.30%, 11/23/23 (Call 08/23/23)		1,691		1,696,868
5.50%, 08/15/35		967		973,121
5.65%, 11/23/43 (Call 05/23/43)		1,461		1,468,816
5.85%, 04/15/40		1,984		2,048,817
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		4,771		3,613,269
5.50%, 09/01/41 (Call 03/01/41)		4,669		4,032,522
5.88%, 11/15/40 (Call 05/15/40)		2,424		2,178,522
6.55%, 05/01/37		5,777		5,681,102
6.75%, 06/15/39		5,466		5,329,241
7.30%, 07/01/38		5,411		5,564,402
Time Warner Entertainment Co. LP, 8.38%, 07/15/33		3,453		3,963,043
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		3,473		3,198,390
2.95%, 06/15/27^(b)		3,559		3,416,355
3.00%, 02/13/26^(b)		3,093		2,991,673
3.00%, 07/30/46		2,664		2,019,552
3.15%, 09/17/25		2,932		2,867,173
3.70%, 12/01/42		1,546		1,322,340
4.13%, 06/01/44		3,382		3,100,144
4.38%, 08/16/41^(b)		1,960		1,858,178
Series B, 7.00%, 03/01/32^(b)		1,968		2,322,338
Series E, 4.13%, 12/01/41		2,728		2,486,545
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)^(b)		7,482		7,186,461
1.75%, 01/13/26		5,322		4,956,858
2.00%, 09/01/29 (Call 06/01/29)^(b)		7,212		6,238,452
2.20%, 01/13/28^(b)		1,087		989,105
2.65%, 01/13/31		8,653		7,672,702
2.75%, 09/01/49 (Call 03/01/49)		7,212		5,179,658
3.35%, 03/24/25		4,388		4,326,656


Security	Par (000)		Value

Media (continued)
3.38%, 11/15/26 (Call 08/15/26)	$	1,844	$	1,798,804
3.50%, 05/13/40 (Call 11/13/39)^(b)		6,577		5,622,480
3.60%, 01/13/51 (Call 07/13/50)		9,352		7,835,386
3.70%, 09/15/24 (Call 06/15/24)		3,253		3,239,793
3.70%, 10/15/25 (Call 07/15/25)^(b)		2,522		2,502,581
3.70%, 03/23/27		2,025		1,999,019
3.80%, 03/22/30^(b)		3,639		3,516,620
3.80%, 05/13/60 (Call 11/13/59)		4,367		3,669,066
4.63%, 03/23/40 (Call 09/23/39)^(b)		1,201		1,177,364
4.70%, 03/23/50 (Call 09/23/49)^(b)		5,095		5,091,332
4.75%, 09/15/44 (Call 03/15/44)		2,699		2,638,785
4.75%, 11/15/46 (Call 05/15/46)^(b)		1,633		1,616,049
4.95%, 10/15/45 (Call 04/15/45)		2,031		2,019,342
5.40%, 10/01/43		2,847		3,027,329
6.15%, 03/01/37		25		28,166
6.15%, 02/15/41^(b)		827		948,900
6.20%, 12/15/34^(b)		3,735		4,230,597
6.40%, 12/15/35		4,244		4,884,165
6.55%, 03/15/33^(b)		805		931,707
6.65%, 11/15/37^(b)		3,282		3,911,455
7.75%, 12/01/45		445		593,252

				673,967,996

Metal Fabricate & Hardware — 0.0%
Precision Castparts Corp.
3.25%, 06/15/25 (Call 03/15/25)		3,699		3,651,061
3.90%, 01/15/43 (Call 07/15/42)^(b)		2,650		2,326,938
4.38%, 06/15/45 (Call 12/15/44)		1,183		1,112,505
Timken Co. (The)
3.88%, 09/01/24 (Call 06/01/24)^(b)		997		983,780
4.13%, 04/01/32 (Call 01/01/32)		1,710		1,550,269
4.50%, 12/15/28 (Call 09/15/28)^(b)		2,040		1,950,791
Valmont Industries Inc.
5.00%, 10/01/44 (Call 04/01/44)^(b)		1,449		1,327,182
5.25%, 10/01/54 (Call 04/01/54)		1,759		1,662,132

				14,564,658

Mining — 0.2%
AngloGold Ashanti Holdings PLC
3.38%, 11/01/28 (Call 09/01/28)		610		535,763
3.75%, 10/01/30 (Call 07/01/30)		820		700,370
Barrick Gold Corp.
5.25%, 04/01/42^(b)		1,680		1,637,261
6.45%, 10/15/35		432		474,746
Barrick North America Finance LLC
5.70%, 05/30/41^(b)		3,243		3,331,793
5.75%, 05/01/43		3,012		3,093,354
Barrick PD Australia Finance Pty Ltd., 5.95%, 10/15/39^(b)		3,193		3,364,081
BHP Billiton Finance USA Ltd.
3.85%, 09/30/23^(b)		4,490		4,492,694
4.13%, 02/24/42		2,096		1,920,586
5.00%, 09/30/43		9,673		9,808,422
6.42%, 03/01/26^(b)		570		609,587
Freeport-McMoRan Inc.
4.13%, 03/01/28 (Call 03/01/23)		3,067		2,870,129
4.25%, 03/01/30 (Call 03/01/25)		3,435		3,120,114
4.38%, 08/01/28 (Call 08/01/23)^(b)		3,111		2,932,957
4.55%, 11/14/24 (Call 08/14/24)		2,395		2,410,879
4.63%, 08/01/30 (Call 08/01/25)^(b)		2,811		2,598,657
5.00%, 09/01/27 (Call 10/03/22)		3,075		3,106,734


Security	Par (000)		Value

Mining (continued)
5.25%, 09/01/29 (Call 09/01/24)^(b)	$	2,465	$	2,391,740
5.40%, 11/14/34 (Call 05/14/34)^(b)		2,580		2,441,789
5.45%, 03/15/43 (Call 09/15/42)		6,320		5,674,349
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)^(b)		2,169		2,100,655
5.95%, 03/15/24 (Call 12/15/23)		2,294		2,332,792
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		4,458		3,663,584
2.60%, 07/15/32 (Call 04/15/32)		4,260		3,482,593
2.80%, 10/01/29 (Call 07/01/29)		3,287		2,869,452
4.88%, 03/15/42 (Call 09/15/41)		1,353		1,285,742
5.45%, 06/09/44 (Call 12/09/43)		2,487		2,465,338
5.88%, 04/01/35		2,605		2,704,381
6.25%, 10/01/39		2,021		2,174,960
Rio Tinto Alcan Inc.
5.75%, 06/01/35		953		1,031,480
6.13%, 12/15/33		3,028		3,440,262
7.25%, 03/15/31		2,413		2,857,571
Rio Tinto Finance USA Ltd.
2.75%, 11/02/51 (Call 05/02/51)		4,320		3,130,402
5.20%, 11/02/40		4,009		4,187,641
7.13%, 07/15/28		2,776		3,135,436
Rio Tinto Finance USA PLC
4.13%, 08/21/42 (Call 02/21/42)^(b)		2,514		2,308,405
4.75%, 03/22/42 (Call 09/22/41)		1,700		1,689,290
Southern Copper Corp.
3.88%, 04/23/25		3,544		3,470,923
5.25%, 11/08/42^(b)		5,697		5,508,543
5.88%, 04/23/45^(b)		3,083		3,211,561
6.75%, 04/16/40^(b)		3,741		4,209,224
7.50%, 07/27/35^(b)		3,218		3,785,076
Teck Resources Ltd.
3.90%, 07/15/30 (Call 04/15/30)		265		239,899
5.20%, 03/01/42 (Call 09/01/41)^(b)		1,178		1,024,719
5.40%, 02/01/43 (Call 08/01/42)		473		420,114
6.00%, 08/15/40 (Call 02/15/40)		2,130		2,033,937
6.13%, 10/01/35		1,794		1,838,114
6.25%, 07/15/41 (Call 01/15/41)^(b)		1,941		1,899,754
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)		755		590,418

				130,608,271

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)		4,970		4,463,955
3.25%, 02/15/29 (Call 08/15/23)		3,125		2,717,781
3.28%, 12/01/28 (Call 10/01/28)		2,260		1,988,235
3.57%, 12/01/31 (Call 09/01/31)		4,305		3,623,346
4.13%, 05/01/25 (Call 10/03/22)^(b)		4,045		3,986,550
4.25%, 04/01/28 (Call 10/03/22)^(b)		2,762		2,552,640
5.50%, 12/01/24 (Call 06/01/24)		3,429		3,507,524

				22,840,031

Oil & Gas — 1.0%
BP Capital Markets America Inc.
1.75%, 08/10/30 (Call 05/10/30)		3,421		2,835,598
2.72%, 01/12/32 (Call 10/12/31)		6,795		5,923,677
2.77%, 11/10/50 (Call 05/10/50)		2,545		1,786,183
2.94%, 06/04/51 (Call 12/04/50)		8,965		6,467,351
3.00%, 02/24/50 (Call 08/24/49)		7,440		5,440,946
3.00%, 03/17/52 (Call 09/17/51)		2,500		1,810,600
3.02%, 01/16/27 (Call 10/16/26)		4,186		4,005,332


Security	Par (000)		Value

Oil & Gas (continued)
3.06%, 06/17/41 (Call 12/17/40)^(b)	$	5,105	$	4,010,284
3.12%, 05/04/26 (Call 02/04/26)		4,479		4,335,269
3.38%, 02/08/61 (Call 08/08/60)		6,185		4,633,060
3.41%, 02/11/26 (Call 12/11/25)^(b)		4,389		4,307,716
3.54%, 04/06/27 (Call 02/06/27)^(b)		2,249		2,192,145
3.59%, 04/14/27 (Call 01/14/27)^(b)		2,388		2,325,602
3.63%, 04/06/30 (Call 01/06/30)^(b)		4,237		4,027,141
3.80%, 09/21/25 (Call 07/21/25)		4,233		4,223,306
3.94%, 09/21/28 (Call 06/21/28)		4,023		3,934,574
4.23%, 11/06/28 (Call 08/06/28)		4,805		4,753,250
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		4,297		4,117,858
3.72%, 11/28/28 (Call 08/28/28)^(b)		5,247		5,085,445
Burlington Resources LLC
5.95%, 10/15/36		35		37,703
7.20%, 08/15/31		40		46,932
7.40%, 12/01/31		250		300,560
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		3,161		2,948,929
2.95%, 07/15/30 (Call 04/15/30)^(b)		1,860		1,621,901
3.80%, 04/15/24 (Call 01/15/24)		3,195		3,162,251
3.85%, 06/01/27 (Call 03/01/27)		4,259		4,069,091
3.90%, 02/01/25 (Call 11/01/24)		3,045		2,999,081
4.95%, 06/01/47 (Call 12/01/46)^(b)		2,668		2,522,114
5.85%, 02/01/35		1,500		1,484,355
6.25%, 03/15/38		2,973		3,106,666
6.45%, 06/30/33		1,550		1,635,948
6.50%, 02/15/37		1,799		1,882,204
6.75%, 02/01/39		1,715		1,854,961
7.20%, 01/15/32		740		828,926
Cenovus Energy Inc.
2.65%, 01/15/32 (Call 10/15/31)		2,061		1,694,183
3.75%, 02/15/52 (Call 08/15/51)^(b)		2,555		1,965,587
4.25%, 04/15/27 (Call 01/15/27)		3,170		3,121,024
4.40%, 04/15/29 (Call 01/15/29)		2,967		2,867,754
5.25%, 06/15/37 (Call 12/15/36)		3,125		2,997,781
5.38%, 07/15/25 (Call 04/15/25)^(b)		4,084		4,192,103
5.40%, 06/15/47 (Call 12/15/46)^(b)		731		711,665
6.75%, 11/15/39		4,410		4,802,799
6.80%, 09/15/37		2,177		2,353,707
Chevron Corp.
1.55%, 05/11/25 (Call 04/11/25)		10,298		9,717,090
2.00%, 05/11/27 (Call 03/11/27)		4,615		4,263,429
2.24%, 05/11/30 (Call 02/11/30)		3,819		3,350,218
2.90%, 03/03/24 (Call 01/03/24)^(b)		4,270		4,224,183
2.95%, 05/16/26 (Call 02/16/26)		7,667		7,424,569
3.08%, 05/11/50 (Call 11/11/49)^(b)		3,286		2,612,731
3.33%, 11/17/25 (Call 08/17/25)^(b)		4,049		3,993,650
Chevron USA Inc.
0.69%, 08/12/25 (Call 07/12/25)		4,251		3,883,544
1.02%, 08/12/27 (Call 06/12/27)		3,559		3,103,733
2.34%, 08/12/50 (Call 02/12/50)		3,043		2,100,492
3.25%, 10/15/29 (Call 07/15/29)^(b)		2,001		1,875,777
3.85%, 01/15/28 (Call 10/15/27)		3,000		2,967,060
3.90%, 11/15/24 (Call 08/15/24)		2,496		2,516,392
5.25%, 11/15/43 (Call 05/15/43)		355		374,458
6.00%, 03/01/41 (Call 09/01/40)		145		166,198
CNOOC Finance 2013 Ltd.
2.88%, 09/30/29 (Call 06/30/29)^(b)		1,249		1,155,350
3.30%, 09/30/49 (Call 03/30/49)		1,315		927,890


Security	Par (000)		Value

Oil & Gas (continued)
4.25%, 05/09/43^(b)	$	3,599	$	3,073,510
CNOOC Finance 2014 ULC, 4.25%, 04/30/24		7,345		7,371,956
CNOOC Finance 2015 Australia Pty. Ltd., 4.20%, 05/05/45		500		424,480
CNOOC Finance 2015 USA LLC
3.50%, 05/05/25		4,520		4,455,183
4.38%, 05/02/28^(b)		5,052		5,078,826
CNOOC Petroleum North America ULC
5.88%, 03/10/35		1,913		1,968,898
6.40%, 05/15/37		3,637		3,894,827
7.50%, 07/30/39^(b)		1,006		1,214,343
7.88%, 03/15/32		1,846		2,247,154
ConocoPhillips
5.90%, 10/15/32		1,831		2,025,049
5.90%, 05/15/38^(b)		237		259,752
6.50%, 02/01/39		225		263,984
ConocoPhillips Co.
2.13%, 03/08/24 (Call 10/03/22)		152		148,642
2.40%, 03/07/25 (Call 03/07/23)		910		879,642
3.35%, 11/15/24 (Call 08/15/24)^(b)		340		336,872
3.76%, 03/15/42 (Call 09/15/41)^(f)		11,090		9,746,114
3.80%, 03/15/52 (Call 09/15/51)^(b)		1,810		1,561,360
4.03%, 03/15/62 (Call 09/15/61)^(f)		10,347		8,820,921
4.30%, 11/15/44 (Call 05/15/44)^(b)		1,535		1,413,766
5.95%, 03/15/46 (Call 09/15/45)		320		361,574
6.95%, 04/15/29		880		1,005,946
Continental Resources Inc./OK
3.80%, 06/01/24 (Call 03/01/24)		4,210		4,149,671
4.38%, 01/15/28 (Call 10/15/27)		3,600		3,380,076
4.90%, 06/01/44 (Call 12/01/43)		2,870		2,243,106
Coterra Energy Inc.
3.90%, 05/15/27 (Call 02/15/27)^(b)(f)		2,898		2,766,605
4.38%, 06/01/24 (Call 03/01/24)^(f)		2,915		2,896,927
4.38%, 03/15/29 (Call 12/15/28)^(f)		2,490		2,405,440
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		2,680		2,560,606
4.75%, 05/15/42 (Call 11/15/41)		2,938		2,651,956
5.00%, 06/15/45 (Call 12/15/44)		3,945		3,640,564
5.25%, 09/15/24 (Call 06/15/24)		1,385		1,408,476
5.25%, 10/15/27 (Call 10/15/22)		600		600,678
5.60%, 07/15/41 (Call 01/15/41)^(b)		2,740		2,710,298
5.85%, 12/15/25 (Call 09/15/25)		4,265		4,411,673
5.88%, 06/15/28 (Call 06/15/23)^(b)		1,355		1,380,596
7.88%, 09/30/31		1,002		1,161,188
7.95%, 04/15/32^(b)		1,335		1,550,402
Diamondback Energy Inc.
3.13%, 03/24/31 (Call 12/24/30)		1,907		1,652,797
3.25%, 12/01/26 (Call 10/01/26)^(b)		5,666		5,436,810
3.50%, 12/01/29 (Call 09/01/29)^(b)		2,763		2,511,401
4.25%, 03/15/52 (Call 09/15/51)		1,689		1,396,060
4.40%, 03/24/51 (Call 09/24/50)^(b)		2,405		2,047,930
Eastern Gas Transmission & Storage Inc.
3.00%, 11/15/29		2,060		1,852,517
4.60%, 12/15/44^(b)		1,901		1,715,348
4.80%, 11/01/43		1,458		1,347,279
Eni USA Inc., 7.30%, 11/15/27		385		425,829
EOG Resources Inc.
3.15%, 04/01/25 (Call 01/01/25)^(b)		1,194		1,173,547
3.90%, 04/01/35 (Call 10/01/34)		2,123		1,955,856
4.15%, 01/15/26 (Call 10/15/25)		5,229		5,234,386


Security	Par (000)		Value

Oil & Gas (continued)
4.38%, 04/15/30 (Call 01/15/30)	$	3,034	$	3,042,313
4.95%, 04/15/50 (Call 10/15/49)		3,141		3,244,433
EQT Corp.
3.90%, 10/01/27 (Call 07/01/27)		4,770		4,520,291
5.00%, 01/15/29 (Call 07/15/28)		1,315		1,287,793
6.13%, 02/01/25 (Call 01/01/25)		4,945		5,081,284
7.00%, 02/01/30 (Call 11/01/29)		2,410		2,580,411
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		1,671		1,551,273
2.38%, 05/22/30 (Call 02/22/30)		4,392		3,856,352
2.65%, 01/15/24		4,287		4,223,467
2.88%, 04/06/25 (Call 03/06/25)^(b)		4,253		4,146,377
3.00%, 04/06/27 (Call 02/06/27)		1,111		1,063,249
3.13%, 04/06/30 (Call 01/06/30)		4,831		4,475,438
3.25%, 11/10/24		3,173		3,143,110
3.25%, 11/18/49 (Call 05/18/49)		4,174		3,338,657
3.63%, 09/10/28 (Call 06/10/28)		2,271		2,215,406
3.63%, 04/06/40 (Call 10/06/39)		2,489		2,191,789
3.70%, 03/01/24^(b)		4,530		4,529,139
3.70%, 04/06/50 (Call 10/06/49)		3,565		3,095,169
3.95%, 05/15/43^(b)		3,697		3,342,347
4.25%, 11/23/41		2,245		2,116,811
4.80%, 11/08/43		2,475		2,504,007
5.10%, 08/17/40		3,177		3,294,390
7.25%, 09/23/27^(b)		775		877,695
Exxon Mobil Corp.
2.02%, 08/16/24 (Call 07/16/24)		7,242		7,021,988
2.28%, 08/16/26 (Call 06/16/26)		3,950		3,730,736
2.44%, 08/16/29 (Call 05/16/29)^(b)		7,881		7,108,268
2.61%, 10/15/30 (Call 07/15/30)		4,725		4,236,671
2.71%, 03/06/25 (Call 12/06/24)		2,920		2,843,408
2.99%, 03/19/25 (Call 02/19/25)		11,674		11,421,491
3.00%, 08/16/39 (Call 02/16/39)		5,685		4,657,209
3.04%, 03/01/26 (Call 12/01/25)^(b)		9,306		9,062,741
3.10%, 08/16/49 (Call 02/16/49)^(b)		5,896		4,610,436
3.18%, 03/15/24 (Call 12/15/23)		3,795		3,776,367
3.29%, 03/19/27 (Call 01/19/27)^(b)		2,400		2,352,456
3.45%, 04/15/51 (Call 10/15/50)		4,893		4,044,652
3.48%, 03/19/30 (Call 12/19/29)		3,612		3,460,115
3.57%, 03/06/45 (Call 09/06/44)^(b)		2,847		2,409,074
4.11%, 03/01/46 (Call 09/01/45)		10,336		9,521,730
4.23%, 03/19/40 (Call 09/19/39)		4,596		4,380,448
4.33%, 03/19/50 (Call 09/19/49)		9,325		8,891,574
Helmerich & Payne Inc., 2.90%, 09/29/31
(Call 06/29/31)^(b)		785		663,772
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		2,830		2,784,494
4.30%, 04/01/27 (Call 01/01/27)		5,692		5,556,644
5.60%, 02/15/41		4,258		4,100,241
5.80%, 04/01/47 (Call 10/01/46)^(b)		1,834		1,827,929
6.00%, 01/15/40^(b)		2,758		2,813,463
7.13%, 03/15/33		2,352		2,612,813
7.30%, 08/15/31		2,854		3,186,862
7.88%, 10/01/29^(b)		872		996,103
HF Sinclair Corp.
2.63%, 10/01/23^(f)		1,574		1,526,276
4.50%, 10/01/30 (Call 07/01/30)^(f)		1,392		1,250,615
5.88%, 04/01/26 (Call 01/01/26)^(b)(f)		4,833		4,858,712
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)^(b)		4,238		4,121,794


Security	Par (000)		Value

Oil & Gas (continued)
5.20%, 06/01/45 (Call 12/01/44)^(b)	$	1,746	$	1,596,734
6.60%, 10/01/37		2,923		3,066,139
6.80%, 03/15/32		2,064		2,206,437
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		3,169		3,138,736
3.80%, 04/01/28 (Call 01/01/28)^(b)		2,276		2,149,022
4.50%, 04/01/48 (Call 10/01/47)		1,437		1,204,149
4.70%, 05/01/25 (Call 04/01/25)		5,365		5,399,980
4.75%, 09/15/44 (Call 03/15/44)		3,201		2,820,945
5.00%, 09/15/54 (Call 03/15/54)		2,523		2,242,089
5.13%, 12/15/26 (Call 09/15/26)		3,309		3,400,692
6.50%, 03/01/41 (Call 09/01/40)		1,981		2,126,366
Ovintiv Exploration Inc., 5.38%, 01/01/26
(Call 10/01/25)		3,534		3,588,318
Ovintiv Inc.
6.50%, 08/15/34^(b)		3,221		3,325,232
6.50%, 02/01/38		1,880		1,920,138
6.63%, 08/15/37		1,775		1,825,659
7.20%, 11/01/31		1,225		1,310,309
7.38%, 11/01/31		1,615		1,757,249
8.13%, 09/15/30		1,115		1,239,579
Phillips 66
0.90%, 02/15/24 (Call 10/03/22)^(b)		805		770,160
1.30%, 02/15/26 (Call 01/15/26)		3,259		2,948,939
2.15%, 12/15/30 (Call 09/15/30)^(b)		3,065		2,514,679
3.30%, 03/15/52 (Call 09/15/51)		3,070		2,286,106
3.85%, 04/09/25 (Call 03/09/25)^(b)		4,116		4,080,355
3.90%, 03/15/28 (Call 12/15/27)		1,285		1,234,602
4.65%, 11/15/34 (Call 05/15/34)		4,997		4,810,712
4.88%, 11/15/44 (Call 05/15/44)^(b)		4,158		3,984,237
5.88%, 05/01/42		4,699		5,009,087
Phillips 66 Co.
2.45%, 12/15/24 (Call 11/15/24)^(f)		2,267		2,157,028
3.15%, 12/15/29 (Call 09/15/29)^(f)		2,176		1,932,419
3.55%, 10/01/26 (Call 07/01/26)^(f)		2,140		2,056,626
3.61%, 02/15/25 (Call 11/15/24)^(f)		672		658,083
3.75%, 03/01/28 (Call 12/01/27)^(f)		2,521		2,375,564
4.68%, 02/15/45 (Call 08/15/44)^(f)		1,665		1,513,785
4.90%, 10/01/46 (Call 04/01/46)^(f)		2,212		2,080,010
Pioneer Natural Resources Co.
1.13%, 01/15/26 (Call 12/15/25)		300		268,077
1.90%, 08/15/30 (Call 05/15/30)		7,170		5,848,712
2.15%, 01/15/31 (Call 10/15/30)		385		316,928
Shell International Finance BV
0.38%, 09/15/23		777		750,768
2.00%, 11/07/24 (Call 10/07/24)		4,950		4,791,155
2.38%, 11/07/29 (Call 08/07/29)		4,541		4,007,841
2.50%, 09/12/26^(b)		6,340		6,004,424
2.75%, 04/06/30 (Call 01/06/30)		1,958		1,762,885
2.88%, 05/10/26		5,377		5,187,192
2.88%, 11/26/41 (Call 05/26/41)		2,530		1,963,584
3.00%, 11/26/51 (Call 05/26/51)		3,505		2,638,389
3.13%, 11/07/49 (Call 05/07/49)		4,848		3,759,963
3.25%, 05/11/25		11,271		11,097,877
3.25%, 04/06/50 (Call 10/06/49)		7,338		5,829,894
3.50%, 11/13/23 (Call 10/13/23)		5,182		5,174,227
3.63%, 08/21/42^(b)		2,308		1,956,976
3.75%, 09/12/46		4,801		4,127,036
3.88%, 11/13/28 (Call 08/13/28)		3,765		3,691,583
4.00%, 05/10/46		7,969		7,031,208


Security	Par (000)		Value

Oil & Gas (continued)
4.13%, 05/11/35	$	5,363	$	5,105,254
4.38%, 05/11/45		10,543		9,863,925
4.55%, 08/12/43		2,903		2,791,089
5.50%, 03/25/40^(b)		3,380		3,648,406
6.38%, 12/15/38^(b)		7,421		8,639,009
Suncor Energy Inc.
3.75%, 03/04/51 (Call 09/04/50)^(b)		898		715,598
4.00%, 11/15/47 (Call 05/15/47)^(b)		3,507		2,932,483
5.35%, 07/15/33		1,256		1,241,996
5.95%, 12/01/34		1,850		1,915,065
5.95%, 05/15/35		2,698		2,755,225
6.50%, 06/15/38		2,655		2,860,072
6.80%, 05/15/38		4,042		4,460,872
6.85%, 06/01/39		3,291		3,673,579
7.15%, 02/01/32		822		917,089
Tosco Corp., 8.13%, 02/15/30		1,475		1,778,629
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)^(b)		3,906		3,782,453
2.83%, 01/10/30 (Call 10/10/29)		4,734		4,291,229
2.99%, 06/29/41 (Call 12/29/40)^(b)		1,778		1,418,364
3.13%, 05/29/50 (Call 11/29/49)		6,976		5,409,609
3.39%, 06/29/60 (Call 12/29/59)^(b)		620		481,573
3.46%, 02/19/29 (Call 11/19/28)^(b)		4,544		4,349,381
3.46%, 07/12/49 (Call 01/12/49)		5,790		4,764,302
3.70%, 01/15/24		4,889		4,890,907
3.75%, 04/10/24^(b)		5,956		5,967,852
TotalEnergies Capital SA, 3.88%, 10/11/28		3,937		3,860,465
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		1,470		1,309,447
2.80%, 12/01/31 (Call 09/01/31)		2,215		1,864,343
2.85%, 04/15/25 (Call 03/15/25)^(b)		1,774		1,716,345
3.65%, 12/01/51 (Call 06/01/51)		4,055		3,090,559
4.00%, 04/01/29 (Call 01/01/29)		3,703		3,546,252
4.00%, 06/01/52 (Call 12/01/51)^(b)		930		753,560
4.35%, 06/01/28 (Call 03/01/28)		3,083		3,028,431
4.90%, 03/15/45		2,806		2,582,699
6.63%, 06/15/37^(b)		2,670		2,894,921
7.50%, 04/15/32		2,368		2,742,191

				783,833,488

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC, 5.13%, 09/15/40		3,629		3,509,715
Baker Hughes Holdings LLC/Baker Hughes
Co-Obligor Inc.
1.23%, 12/15/23		2,160		2,089,865
2.06%, 12/15/26 (Call 11/15/26)		3,305		3,009,896
3.14%, 11/07/29 (Call 08/07/29)		2,105		1,888,438
3.34%, 12/15/27 (Call 09/15/27)		4,761		4,465,104
4.08%, 12/15/47 (Call 06/15/47)		5,833		4,851,189
4.49%, 05/01/30 (Call 02/01/30)		1,854		1,810,079
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)^(b)		1,203		1,064,932
3.80%, 11/15/25 (Call 08/15/25)		1,741		1,722,493
4.50%, 11/15/41 (Call 05/15/41)		2,170		1,872,276
4.75%, 08/01/43 (Call 02/01/43)		3,520		3,124,810
4.85%, 11/15/35 (Call 05/15/35)		3,727		3,547,284
5.00%, 11/15/45 (Call 05/15/45)^(b)		5,201		4,736,811
6.70%, 09/15/38		3,086		3,347,662
7.45%, 09/15/39		3,756		4,361,805
NOV Inc.
3.60%, 12/01/29 (Call 09/01/29)		2,192		1,936,851


Security	Par (000)		Value

Oil & Gas Services (continued)
3.95%, 12/01/42 (Call 06/01/42)	$	4,396	$	3,185,693
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		2,800		2,612,792
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)^(b)		2,358		2,081,265
3.65%, 12/01/23 (Call 09/01/23)		6,004		6,001,238

				61,220,198

Packaging & Containers — 0.1%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		1,339		1,276,402
4.50%, 05/15/28 (Call 02/15/28)^(b)		900		868,491
Amcor Flexibles North America Inc.
2.63%, 06/19/30 (Call 03/19/30)		2,275		1,887,590
2.69%, 05/25/31 (Call 02/25/31)		3,185		2,614,821
4.00%, 05/17/25 (Call 04/17/25)		1,810		1,775,139
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31)		1,025		892,621
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)		1,685		1,596,571
1.57%, 01/15/26 (Call 12/15/25)		1,776		1,583,926
1.65%, 01/15/27 (Call 12/15/26)		1,885		1,623,211
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)		1,039		922,507
3.05%, 10/01/51 (Call 04/01/51)		1,155		812,196
3.40%, 12/15/27 (Call 09/15/27)		1,320		1,246,872
3.65%, 09/15/24 (Call 06/15/24)		1,188		1,178,235
4.05%, 12/15/49 (Call 06/15/49)		2,152		1,780,264
Sonoco Products Co.
1.80%, 02/01/25 (Call 02/01/23)		2,780		2,621,790
2.25%, 02/01/27 (Call 01/01/27)		2,330		2,117,900
2.85%, 02/01/32 (Call 11/01/31)		2,383		1,990,282
3.13%, 05/01/30 (Call 02/01/30)^(b)		1,345		1,165,940
5.75%, 11/01/40 (Call 05/01/40)		60		60,052
WestRock MWV LLC
7.95%, 02/15/31		1,810		2,115,275
8.20%, 01/15/30		486		568,921
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		3,583		3,487,979
3.00%, 06/15/33 (Call 03/15/33)^(b)		2,365		1,974,302
3.38%, 09/15/27 (Call 06/15/27)		1,236		1,163,373
3.75%, 03/15/25 (Call 01/15/25)		1,994		1,960,162
3.90%, 06/01/28 (Call 03/01/28)		2,541		2,439,868
4.00%, 03/15/28 (Call 12/15/27)		2,297		2,216,881
4.20%, 06/01/32 (Call 03/01/32)^(b)		2,001		1,878,919
4.65%, 03/15/26 (Call 01/15/26)^(b)		4,227		4,252,700
4.90%, 03/15/29 (Call 12/15/28)^(b)		2,334		2,332,436

				52,405,626

Pharmaceuticals — 1.3%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)		12,800		12,371,328
2.95%, 11/21/26 (Call 09/21/26)		6,144		5,800,243
3.20%, 05/14/26 (Call 02/14/26)		7,623		7,293,686
3.20%, 11/21/29 (Call 08/21/29)		18,544		16,951,812
3.60%, 05/14/25 (Call 02/14/25)		12,859		12,635,511
3.75%, 11/14/23 (Call 10/14/23)^(b)		4,629		4,621,270
3.80%, 03/15/25 (Call 12/15/24)		10,661		10,518,782
3.85%, 06/15/24 (Call 03/15/24)		4,305		4,283,905
4.05%, 11/21/39 (Call 05/21/39)		11,431		10,080,770
4.25%, 11/14/28 (Call 08/14/28)		4,686		4,608,259
4.25%, 11/21/49 (Call 05/21/49)^(b)		17,353		15,266,822


Security	Par (000)		Value

Pharmaceuticals (continued)
4.30%, 05/14/36 (Call 11/14/35)	$	5,998	$	5,598,293
4.40%, 11/06/42		7,243		6,547,165
4.45%, 05/14/46 (Call 11/14/45)		7,428		6,736,527
4.50%, 05/14/35 (Call 11/14/34)		6,061		5,768,617
4.55%, 03/15/35 (Call 09/15/34)		6,357		6,097,253
4.63%, 10/01/42 (Call 04/01/42)		1,578		1,449,772
4.70%, 05/14/45 (Call 11/14/44)		7,245		6,773,640
4.75%, 03/15/45 (Call 09/15/44)^(b)		3,624		3,383,874
4.85%, 06/15/44 (Call 12/15/43)		4,516		4,285,774
4.88%, 11/14/48 (Call 05/14/48)		6,720		6,483,926
AmerisourceBergen Corp.
2.70%, 03/15/31 (Call 12/15/30)^(b)		2,817		2,393,943
2.80%, 05/15/30 (Call 02/15/30)^(b)		1,457		1,267,153
3.25%, 03/01/25 (Call 12/01/24)^(b)		1,972		1,924,968
3.40%, 05/15/24 (Call 02/15/24)		2,686		2,648,074
3.45%, 12/15/27 (Call 09/15/27)		4,134		3,947,391
4.25%, 03/01/45 (Call 09/01/44)		2,050		1,775,649
4.30%, 12/15/47 (Call 06/15/47)^(b)		2,280		2,054,850
Astrazeneca Finance LLC
0.70%, 05/28/24 (Call 10/03/22)		944		894,846
1.20%, 05/28/26 (Call 04/28/26)		5,050		4,559,190
1.75%, 05/28/28 (Call 03/28/28)		5,324		4,701,358
2.25%, 05/28/31 (Call 02/28/31)		1,757		1,523,231
AstraZeneca PLC
0.70%, 04/08/26 (Call 03/08/26)		4,435		3,949,279
1.38%, 08/06/30 (Call 05/06/30)		7,051		5,780,057
2.13%, 08/06/50 (Call 02/06/50)		2,799		1,826,571
3.00%, 05/28/51 (Call 11/28/50)		2,755		2,141,627
3.13%, 06/12/27 (Call 03/12/27)		3,331		3,213,849
3.38%, 11/16/25		7,646		7,508,831
4.00%, 01/17/29 (Call 10/17/28)		2,815		2,809,117
4.00%, 09/18/42		2,964		2,723,382
4.38%, 11/16/45^(b)		2,139		2,061,483
4.38%, 08/17/48 (Call 02/17/48)		3,287		3,180,698
6.45%, 09/15/37		9,692		11,415,044
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)^(b)		4,440		3,623,440
2.82%, 05/20/30 (Call 02/20/30)^(b)		2,722		2,407,418
3.36%, 06/06/24 (Call 04/06/24)		3,105		3,069,696
3.70%, 06/06/27 (Call 03/06/27)		4,848		4,703,142
3.73%, 12/15/24 (Call 09/15/24)		2,387		2,356,637
3.79%, 05/20/50 (Call 11/20/49)		1,942		1,609,530
4.30%, 08/22/32		1,505		1,463,447
4.67%, 06/06/47 (Call 12/06/46)		2,277		2,169,639
4.69%, 12/15/44 (Call 06/15/44)		4,567		4,330,155
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 10/03/22)		315		304,470
0.75%, 11/13/25 (Call 10/13/25)		993		903,521
1.13%, 11/13/27 (Call 09/13/27)^(b)		541		476,983
1.45%, 11/13/30 (Call 08/13/30)^(b)		1,110		906,537
2.35%, 11/13/40 (Call 05/13/40)		749		547,556
2.55%, 11/13/50 (Call 05/13/50)		5,466		3,762,958
2.90%, 07/26/24 (Call 06/26/24)		5,762		5,679,258
2.95%, 03/15/32 (Call 12/15/31)^(b)		1,920		1,741,613
3.20%, 06/15/26 (Call 04/15/26)		4,627		4,524,836
3.25%, 11/01/23^(b)		363		361,820
3.25%, 08/01/42^(b)		3,363		2,744,141
3.40%, 07/26/29 (Call 04/26/29)		4,437		4,236,625
3.55%, 03/15/42 (Call 09/15/41)		2,145		1,844,786
3.63%, 05/15/24 (Call 02/15/24)^(b)		660		658,442


Security	Par (000)		Value

Pharmaceuticals (continued)
3.70%, 03/15/52 (Call 09/15/51)	$	6,555	$	5,555,952
3.90%, 02/20/28 (Call 11/20/27)		7,093		7,045,548
3.90%, 03/15/62 (Call 09/15/61)		3,517		2,957,445
4.13%, 06/15/39 (Call 12/15/38)		10,466		9,785,291
4.25%, 10/26/49 (Call 04/26/49)		11,922		11,039,057
4.35%, 11/15/47 (Call 05/15/47)		4,424		4,166,656
4.55%, 02/20/48 (Call 08/20/47)		4,151		4,026,719
4.63%, 05/15/44 (Call 11/15/43)		765		747,114
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		3,548		3,489,281
3.41%, 06/15/27 (Call 03/15/27)^(b)		1,865		1,796,573
3.50%, 11/15/24 (Call 08/15/24)^(b)		2,449		2,417,579
3.75%, 09/15/25 (Call 06/15/25)		2,512		2,490,070
4.37%, 06/15/47 (Call 12/15/46)		2,139		1,815,904
4.50%, 11/15/44 (Call 05/15/44)		1,230		1,045,266
4.60%, 03/15/43		1,550		1,351,197
4.90%, 09/15/45 (Call 03/15/45)		1,687		1,525,723
Cigna Corp.
0.61%, 03/15/24 (Call 10/03/22)		2,813		2,676,654
1.25%, 03/15/26 (Call 02/15/26)		1,770		1,593,478
2.38%, 03/15/31 (Call 12/15/30)		2,521		2,121,069
2.40%, 03/15/30 (Call 12/15/29)		7,480		6,410,659
3.05%, 10/15/27 (Call 07/15/27)		3,774		3,514,915
3.20%, 03/15/40 (Call 09/15/39)		1,795		1,412,916
3.25%, 04/15/25 (Call 01/15/25)^(b)		4,250		4,146,640
3.40%, 03/01/27 (Call 12/01/26)		5,791		5,537,180
3.40%, 03/15/50 (Call 09/15/49)		5,882		4,426,852
3.40%, 03/15/51 (Call 09/15/50)		2,235		1,685,324
3.50%, 06/15/24 (Call 03/17/24)		2,903		2,874,231
3.88%, 10/15/47 (Call 04/15/47)^(b)		4,521		3,647,724
4.13%, 11/15/25 (Call 09/15/25)		8,015		7,961,219
4.38%, 10/15/28 (Call 07/15/28)		9,033		8,901,480
4.50%, 02/25/26 (Call 11/27/25)		3,370		3,383,750
4.80%, 08/15/38 (Call 02/15/38)		8,624		8,321,211
4.80%, 07/15/46 (Call 01/16/46)		3,574		3,334,506
4.90%, 12/15/48 (Call 06/15/48)		9,768		9,295,620
6.13%, 11/15/41		2,678		2,903,916
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		9,846		8,526,538
1.75%, 08/21/30 (Call 05/21/30)		4,985		4,016,415
1.88%, 02/28/31 (Call 11/28/30)		5,280		4,263,970
2.13%, 09/15/31 (Call 06/15/31)^(b)		4,140		3,373,355
2.63%, 08/15/24 (Call 07/15/24)		3,213		3,137,944
2.70%, 08/21/40 (Call 02/21/40)		5,499		3,946,467
2.88%, 06/01/26 (Call 03/01/26)		5,240		5,004,305
3.00%, 08/15/26 (Call 06/15/26)		3,212		3,078,863
3.25%, 08/15/29 (Call 05/15/29)		6,783		6,208,073
3.38%, 08/12/24 (Call 05/12/24)^(b)		5,022		4,973,939
3.63%, 04/01/27 (Call 02/01/27)		2,953		2,873,151
3.75%, 04/01/30 (Call 01/01/30)		2,998		2,812,844
3.88%, 07/20/25 (Call 04/20/25)		10,113		10,040,995
4.00%, 12/05/23 (Call 09/05/23)		710		711,122
4.10%, 03/25/25 (Call 01/25/25)		2,633		2,637,397
4.13%, 04/01/40 (Call 10/01/39)		4,425		3,864,353
4.25%, 04/01/50 (Call 10/01/49)		3,278		2,816,425
4.30%, 03/25/28 (Call 12/25/27)		11,070		10,948,230
4.78%, 03/25/38 (Call 09/25/37)		15,145		14,501,035
4.88%, 07/20/35 (Call 01/20/35)		2,409		2,347,932
5.05%, 03/25/48 (Call 09/25/47)		25,149		24,206,415
5.13%, 07/20/45 (Call 01/20/45)		9,643		9,231,822


Security	Par (000)		Value

Pharmaceuticals (continued)
5.30%, 12/05/43 (Call 06/05/43)	$	3,388	$	3,366,249
6.13%, 09/15/39		1,123		1,204,047
6.25%, 06/01/27^(b)		1,075		1,161,903
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)		4,287		2,966,947
2.50%, 09/15/60 (Call 03/15/60)		2,025		1,363,149
2.75%, 06/01/25 (Call 03/01/25)^(b)		2,494		2,444,145
3.10%, 05/15/27 (Call 02/15/27)^(b)		4,620		4,494,567
3.38%, 03/15/29 (Call 12/15/28)		5,525		5,354,664
3.70%, 03/01/45 (Call 09/01/44)		75		67,158
3.95%, 05/15/47 (Call 11/15/46)		683		645,920
3.95%, 03/15/49 (Call 09/15/48)^(b)		70		67,220
4.15%, 03/15/59 (Call 09/15/58)		905		858,085
5.50%, 03/15/27		130		139,194
5.55%, 03/15/37		260		296,057
GlaxoSmithKline Capital Inc.
3.63%, 05/15/25^(b)		4,372		4,351,058
3.88%, 05/15/28		6,628		6,508,829
4.20%, 03/18/43		3,714		3,401,578
5.38%, 04/15/34		2,116		2,267,104
6.38%, 05/15/38		6,623		7,770,302
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/03/22)		1,713		1,658,098
3.00%, 06/01/24 (Call 05/01/24)		5,777		5,716,977
3.38%, 06/01/29 (Call 03/01/29)		4,228		4,023,238
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)^(b)		1,542		1,412,302
0.95%, 09/01/27 (Call 07/01/27)^(b)		2,136		1,882,243
1.30%, 09/01/30 (Call 06/01/30)^(b)		2,638		2,214,443
2.10%, 09/01/40 (Call 03/01/40)		3,426		2,492,621
2.25%, 09/01/50 (Call 03/01/50)		2,886		1,992,754
2.45%, 03/01/26 (Call 12/01/25)^(b)		3,250		3,124,063
2.45%, 09/01/60 (Call 03/01/60)		3,688		2,458,642
2.63%, 01/15/25 (Call 11/15/24)		4,729		4,633,758
2.90%, 01/15/28 (Call 10/15/27)		5,926		5,681,967
2.95%, 03/03/27 (Call 12/03/26)		3,845		3,738,647
3.38%, 12/05/23^(b)		4,587		4,579,477
3.40%, 01/15/38 (Call 07/15/37)		3,615		3,239,691
3.50%, 01/15/48 (Call 07/15/47)		2,780		2,439,923
3.55%, 03/01/36 (Call 09/01/35)		3,836		3,572,965
3.63%, 03/03/37 (Call 09/03/36)		6,316		5,865,543
3.70%, 03/01/46 (Call 09/01/45)		7,159		6,394,777
3.75%, 03/03/47 (Call 09/03/46)		3,801		3,419,798
4.38%, 12/05/33 (Call 06/05/33)		4,353		4,440,452
4.50%, 09/01/40		2,122		2,117,756
4.50%, 12/05/43 (Call 06/05/43)^(b)		1,993		2,000,972
4.85%, 05/15/41		1,172		1,214,801
4.95%, 05/15/33		719		778,706
5.85%, 07/15/38		1,133		1,309,170
5.95%, 08/15/37		3,474		4,059,369
6.95%, 09/01/29		903		1,085,948
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		2,300		2,068,505
1.30%, 08/15/26 (Call 07/15/26)		2,727		2,429,212
3.80%, 03/15/24 (Call 12/15/23)^(b)		5,036		5,028,396
3.95%, 02/16/28 (Call 11/16/27)^(b)		2,402		2,341,878
Mead Johnson Nutrition Co.
4.13%, 11/15/25 (Call 08/15/25)		3,716		3,726,033
4.60%, 06/01/44 (Call 12/01/43)		3,248		3,133,248
5.90%, 11/01/39		540		594,740


Security	Par (000)		Value

Pharmaceuticals (continued)
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)	$	1,825	$	1,650,840
1.45%, 06/24/30 (Call 03/24/30)		1,059		874,406
1.70%, 06/10/27 (Call 05/10/27)		6,170		5,604,890
1.90%, 12/10/28 (Call 10/10/28)^(b)		4,620		4,084,126
2.15%, 12/10/31 (Call 09/10/31)		6,720		5,721,341
2.35%, 06/24/40 (Call 12/24/39)		3,516		2,593,753
2.45%, 06/24/50 (Call 12/24/49)^(b)		4,785		3,313,086
2.75%, 02/10/25 (Call 11/10/24)		10,671		10,438,586
2.75%, 12/10/51 (Call 06/10/51)		3,465		2,508,452
2.90%, 03/07/24 (Call 02/07/24)		4,265		4,222,307
2.90%, 12/10/61 (Call 06/10/61)		4,231		2,940,460
3.40%, 03/07/29 (Call 12/07/28)		7,156		6,894,019
3.60%, 09/15/42 (Call 03/15/42)		2,990		2,585,573
3.70%, 02/10/45 (Call 08/10/44)		7,354		6,367,682
3.90%, 03/07/39 (Call 09/07/38)		4,595		4,241,415
4.00%, 03/07/49 (Call 09/07/48)		6,138		5,564,527
4.15%, 05/18/43		3,867		3,611,314
6.50%, 12/01/33		823		976,712
6.55%, 09/15/37^(b)		90		107,603
Merck Sharp & Dohme Corp.
5.75%, 11/15/36^(b)		675		761,123
5.95%, 12/01/28		805		877,708
Mylan Inc.
4.20%, 11/29/23 (Call 08/29/23)		1,077		1,076,149
4.55%, 04/15/28 (Call 01/15/28)		2,770		2,606,432
5.20%, 04/15/48 (Call 10/15/47)		3,000		2,320,680
5.40%, 11/29/43 (Call 05/29/43)		1,969		1,594,929
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)^(b)		3,135		3,002,734
2.00%, 02/14/27 (Call 12/14/26)		3,836		3,564,680
2.20%, 08/14/30 (Call 05/14/30)		1,518		1,335,415
2.75%, 08/14/50 (Call 02/14/50)^(b)		4,303		3,270,323
3.00%, 11/20/25 (Call 08/20/25)		5,771		5,656,446
3.10%, 05/17/27 (Call 02/17/27)		1,209		1,174,640
3.40%, 05/06/24		5,073		5,047,838
3.70%, 09/21/42		1,905		1,704,061
4.00%, 11/20/45 (Call 05/20/45)		4,296		3,971,222
4.40%, 05/06/44		6,348		6,248,400
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		4,237		3,922,276
1.70%, 05/28/30 (Call 02/28/30)		4,001		3,388,007
1.75%, 08/18/31 (Call 05/18/31)^(b)		3,795		3,150,685
2.55%, 05/28/40 (Call 11/28/39)		4,550		3,495,765
2.63%, 04/01/30 (Call 01/01/30)		4,748		4,293,189
2.70%, 05/28/50 (Call 11/28/49)		2,970		2,213,511
2.75%, 06/03/26^(b)		3,707		3,594,455
2.95%, 03/15/24 (Call 02/15/24)		2,917		2,888,384
3.00%, 12/15/26		7,103		6,910,651
3.20%, 09/15/23 (Call 08/15/23)		3,764		3,747,965
3.40%, 05/15/24		3,546		3,533,057
3.45%, 03/15/29 (Call 12/15/28)		5,568		5,374,011
3.60%, 09/15/28 (Call 06/15/28)^(b)		2,708		2,685,957
3.90%, 03/15/39 (Call 09/15/38)		3,583		3,328,034
4.00%, 12/15/36		3,962		3,778,758
4.00%, 03/15/49 (Call 09/15/48)		5,232		4,913,476
4.10%, 09/15/38 (Call 03/15/38)		1,537		1,472,215
4.13%, 12/15/46		1,897		1,801,069
4.20%, 09/15/48 (Call 03/15/48)^(b)		1,950		1,883,817
4.30%, 06/15/43		1,923		1,841,465


Security	Par (000)		Value

Pharmaceuticals (continued)
4.40%, 05/15/44	$	4,564	$	4,422,333
5.60%, 09/15/40		1,854		2,043,775
7.20%, 03/15/39		8,263		10,611,510
Pharmacia LLC, 6.60%, 12/01/28		3,749		4,182,909
Sanofi, 3.63%, 06/19/28 (Call 03/19/28)		5,616		5,456,393
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/23 (Call 07/23/23)		4,246		4,191,524
3.20%, 09/23/26 (Call 06/23/26)		7,088		6,773,435
Takeda Pharmaceutical Co. Ltd.
2.05%, 03/31/30 (Call 12/31/29)		9,720		8,137,292
3.03%, 07/09/40 (Call 01/09/40)		5,348		4,142,347
3.18%, 07/09/50 (Call 01/09/50)		6,780		4,988,724
3.38%, 07/09/60 (Call 01/09/60)		2,261		1,643,860
4.40%, 11/26/23 (Call 10/26/23)		5,536		5,546,463
5.00%, 11/26/28 (Call 08/26/28)		6,051		6,128,634
Utah Acquisition Sub Inc.
3.95%, 06/15/26 (Call 03/15/26)		5,797		5,448,832
5.25%, 06/15/46 (Call 12/15/45)		3,692		2,913,099
Viatris Inc.
1.65%, 06/22/25 (Call 05/22/25)		3,507		3,199,822
2.30%, 06/22/27 (Call 04/22/27)		3,493		3,002,338
2.70%, 06/22/30 (Call 03/22/30)		3,880		3,060,040
3.85%, 06/22/40 (Call 12/22/39)		5,371		3,728,602
4.00%, 06/22/50 (Call 12/22/49)		6,131		3,965,469
Wyeth LLC
5.95%, 04/01/37		5,746		6,522,227
6.00%, 02/15/36		1,659		1,860,038
6.45%, 02/01/24		2,442		2,531,450
6.50%, 02/01/34		3,174		3,721,388
Zoetis Inc.
2.00%, 05/15/30 (Call 02/15/30)		4,180		3,511,075
3.00%, 09/12/27 (Call 06/12/27)^(b)		4,046		3,829,013
3.00%, 05/15/50 (Call 11/15/49)		520		383,261
3.90%, 08/20/28 (Call 05/20/28)		1,854		1,806,371
3.95%, 09/12/47 (Call 03/12/47)		2,309		2,000,264
4.45%, 08/20/48 (Call 02/20/48)		1,954		1,823,199
4.50%, 11/13/25 (Call 08/13/25)		3,806		3,851,900
4.70%, 02/01/43 (Call 08/01/42)		2,675		2,546,868

				1,035,515,142

Pipelines — 0.9%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		1,182		1,003,754
3.60%, 09/01/32 (Call 06/01/32)		825		696,358
4.45%, 07/15/27 (Call 04/15/27)		737		707,675
4.80%, 05/03/29 (Call 02/03/29)^(b)		2,166		2,081,699
4.95%, 12/15/24 (Call 09/15/24)		1,763		1,776,187
5.95%, 06/01/26 (Call 03/01/26)		2,024		2,092,067
Cheniere Corpus Christi Holdings LLC
2.74%, 12/31/39 (Call 07/04/39)^(b)		3,100		2,422,092
3.70%, 11/15/29 (Call 05/18/29)^(b)		4,928		4,536,668
5.13%, 06/30/27 (Call 01/01/27)		1,917		1,915,064
5.88%, 03/31/25 (Call 10/02/24)		6,638		6,772,353
7.00%, 06/30/24 (Call 01/01/24)		5,799		5,969,317
Columbia Pipeline Group Inc.
4.50%, 06/01/25 (Call 03/01/25)		5,755		5,738,886
5.80%, 06/01/45 (Call 12/01/44)		2,262		2,312,963
DCP Midstream Operating LP
5.60%, 04/01/44 (Call 10/01/43)		125		119,934
5.63%, 07/15/27 (Call 04/15/27)		40		40,511
8.13%, 08/16/30		10		11,259


Security	Par (000)		Value

Pipelines (continued)
Enbridge Energy Partners LP
5.50%, 09/15/40 (Call 03/15/40)	$	2,140	$	2,121,746
5.88%, 10/15/25 (Call 07/15/25)^(b)		2,662		2,750,165
7.38%, 10/15/45 (Call 04/15/45)		3,034		3,613,585
Series B, 7.50%, 04/15/38		1,460		1,682,256
Enbridge Inc.
0.55%, 10/04/23		1,584		1,523,095
1.60%, 10/04/26 (Call 09/04/26)		2,350		2,088,374
2.15%, 02/16/24		790		766,340
2.50%, 01/15/25 (Call 12/15/24)		2,622		2,512,505
2.50%, 02/14/25		950		910,357
2.50%, 08/01/33 (Call 05/01/33)^(b)		3,845		3,110,182
3.13%, 11/15/29 (Call 08/15/29)^(b)		3,660		3,311,385
3.40%, 08/01/51 (Call 02/01/51)^(b)		1,720		1,291,049
3.50%, 06/10/24 (Call 03/10/24)^(b)		2,483		2,451,913
3.70%, 07/15/27 (Call 04/15/27)^(b)		2,582		2,471,594
4.00%, 10/01/23 (Call 07/01/23)		2,234		2,227,655
4.00%, 11/15/49 (Call 05/15/49)		1,618		1,336,322
4.25%, 12/01/26 (Call 09/01/26)		3,341		3,292,021
4.50%, 06/10/44 (Call 12/10/43)		488		427,917
5.50%, 12/01/46 (Call 06/01/46)		896		916,402
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		4,100		3,888,112
3.75%, 05/15/30 (Call 02/15/30)		4,086		3,682,303
3.90%, 05/15/24 (Call 02/15/24)		2,611		2,574,812
3.90%, 07/15/26 (Call 04/15/26)^(b)		2,464		2,357,284
4.00%, 10/01/27 (Call 07/01/27)		2,580		2,448,859
4.05%, 03/15/25 (Call 12/15/24)		3,676		3,610,089
4.15%, 09/15/29 (Call 06/15/29)^(b)		3,042		2,793,073
4.20%, 04/15/27 (Call 01/15/27)		2,342		2,247,594
4.25%, 04/01/24 (Call 01/01/24)		2,329		2,312,907
4.40%, 03/15/27 (Call 12/15/26)		3,062		2,966,037
4.50%, 04/15/24 (Call 03/15/24)		3,082		3,075,189
4.75%, 01/15/26 (Call 10/15/25)		3,817		3,788,602
4.90%, 02/01/24 (Call 11/01/23)		1,868		1,871,512
4.90%, 03/15/35 (Call 09/15/34)^(b)		1,225		1,114,554
4.95%, 05/15/28 (Call 02/15/28)		3,433		3,351,638
4.95%, 06/15/28 (Call 03/15/28)^(b)		3,929		3,865,232
4.95%, 01/15/43 (Call 07/15/42)		1,499		1,252,070
5.00%, 05/15/44 (Call 11/15/43)^(b)		1,895		1,617,818
5.00%, 05/15/50 (Call 11/15/49)		5,919		5,080,041
5.15%, 02/01/43 (Call 08/01/42)		2,696		2,304,783
5.15%, 03/15/45 (Call 09/15/44)^(b)		1,013		879,608
5.25%, 04/15/29 (Call 01/15/29)		4,302		4,246,074
5.30%, 04/01/44 (Call 10/01/43)		2,489		2,186,636
5.30%, 04/15/47 (Call 10/15/46)^(b)		3,760		3,288,308
5.35%, 05/15/45 (Call 11/15/44)		3,148		2,785,728
5.40%, 10/01/47 (Call 04/01/47)		5,323		4,737,364
5.50%, 06/01/27 (Call 03/01/27)		2,828		2,862,021
5.88%, 01/15/24 (Call 10/15/23)		2,417		2,449,364
5.95%, 12/01/25 (Call 09/01/25)^(b)		2,138		2,186,511
5.95%, 10/01/43 (Call 04/01/43)		1,278		1,204,643
6.00%, 06/15/48 (Call 12/15/47)		3,405		3,243,331
6.05%, 06/01/41 (Call 12/01/40)^(b)		2,129		2,071,538
6.10%, 02/15/42^(b)		1,890		1,791,833
6.13%, 12/15/45 (Call 06/15/45)		3,138		3,015,775
6.25%, 04/15/49 (Call 10/15/48)		6,139		6,024,937
6.50%, 02/01/42 (Call 08/01/41)		907		914,619
6.63%, 10/15/36		1,480		1,500,039
7.50%, 07/01/38		2,655		2,875,551


Security	Par (000)		Value

Pipelines (continued)
Series 20Y, 5.80%, 06/15/38 (Call 12/15/37)	$	1,801	$	1,687,447
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)		2,560		2,555,827
Energy Transfer LP/Regency Energy Finance Corp., 4.50%, 11/01/23 (Call 08/01/23)		2,387		2,386,618
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		3,701		3,258,582
3.13%, 07/31/29 (Call 04/30/29)		4,701		4,264,512
3.20%, 02/15/52 (Call 08/15/51)		4,460		3,214,679
3.30%, 02/15/53 (Call 08/15/52)		1,700		1,258,323
3.70%, 02/15/26 (Call 11/15/25)^(b)		4,157		4,103,998
3.70%, 01/31/51 (Call 07/31/50)		4,252		3,336,970
3.75%, 02/15/25 (Call 11/15/24)		6,073		6,031,643
3.90%, 02/15/24 (Call 11/15/23)		5,564		5,544,248
3.95%, 02/15/27 (Call 11/15/26)		3,284		3,240,980
3.95%, 01/31/60 (Call 07/31/59)		2,857		2,229,346
4.15%, 10/16/28 (Call 07/16/28)		3,916		3,841,948
4.20%, 01/31/50 (Call 07/31/49)		3,675		3,111,622
4.25%, 02/15/48 (Call 08/15/47)^(b)		3,120		2,671,594
4.45%, 02/15/43 (Call 08/15/42)		3,086		2,739,751
4.80%, 02/01/49 (Call 08/01/48)		4,308		3,963,791
4.85%, 08/15/42 (Call 02/15/42)		3,249		3,052,728
4.85%, 03/15/44 (Call 09/15/43)		5,492		5,113,986
4.90%, 05/15/46 (Call 11/15/45)		2,437		2,274,087
4.95%, 10/15/54 (Call 04/15/54)		1,667		1,519,187
5.10%, 02/15/45 (Call 08/15/44)		4,744		4,534,552
5.38%, 02/15/78 (Call 02/15/28),
(3 mo. LIBOR US + 2.570%)^(a)		1,805		1,491,273
5.70%, 02/15/42		837		853,514
5.95%, 02/01/41		3,189		3,340,190
6.13%, 10/15/39^(b)		1,947		2,070,965
6.45%, 09/01/40		1,595		1,738,821
7.55%, 04/15/38		1,614		1,894,110
Series D, 6.88%, 03/01/33		940		1,068,470
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)^(a)(b)		3,646		3,187,515
Series H, 6.65%, 10/15/34		1,465		1,624,685
Kinder Morgan Energy Partners LP
3.50%, 09/01/23 (Call 06/01/23)		3,455		3,439,625
4.15%, 02/01/24 (Call 11/01/23)^(b)		3,179		3,179,668
4.25%, 09/01/24 (Call 06/01/24)		1,619		1,617,219
4.30%, 05/01/24 (Call 02/01/24)		2,872		2,883,057
4.70%, 11/01/42 (Call 05/01/42)		1,247		1,066,447
5.00%, 08/15/42 (Call 02/15/42)		2,060		1,847,964
5.00%, 03/01/43 (Call 09/01/42)		2,295		2,054,851
5.40%, 09/01/44 (Call 03/01/44)		2,300		2,128,627
5.50%, 03/01/44 (Call 09/01/43)		1,745		1,634,158
5.63%, 09/01/41		1,752		1,634,160
5.80%, 03/15/35		1,251		1,255,103
6.38%, 03/01/41		2,396		2,417,875
6.50%, 02/01/37^(b)		990		1,036,599
6.50%, 09/01/39		2,132		2,196,131
6.55%, 09/15/40		1,788		1,848,738
6.95%, 01/15/38^(b)		4,213		4,559,519
7.30%, 08/15/33		870		964,987
7.40%, 03/15/31		886		975,158
7.50%, 11/15/40		1,479		1,656,584
7.75%, 03/15/32		836		949,144
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)^(b)		3,370		3,012,510
2.00%, 02/15/31 (Call 11/15/30)^(b)		675		536,760


Security	Par (000)		Value

Pipelines (continued)
3.25%, 08/01/50 (Call 02/01/50)	$	2,377	$	1,652,704
3.60%, 02/15/51 (Call 08/15/50)		1,310		975,413
4.30%, 06/01/25 (Call 03/01/25)		5,985		5,967,284
4.30%, 03/01/28 (Call 12/01/27)		5,341		5,219,546
4.80%, 02/01/33 (Call 11/01/32)		3,130		3,019,980
5.05%, 02/15/46 (Call 08/15/45)		3,163		2,873,111
5.20%, 03/01/48 (Call 09/01/47)^(b)		3,003		2,789,517
5.30%, 12/01/34 (Call 06/01/34)		3,953		3,866,469
5.45%, 08/01/52 (Call 02/01/52)		2,840		2,759,003
5.55%, 06/01/45 (Call 12/01/44)^(b)		6,255		6,080,861
7.75%, 01/15/32		3,624		4,205,108
7.80%, 08/01/31		770		887,079
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)^(b)		1,337		1,186,333
3.95%, 03/01/50 (Call 09/01/49)		2,954		2,319,865
4.20%, 10/03/47 (Call 04/03/47)^(b)		1,823		1,484,888
4.25%, 09/15/46 (Call 03/15/46)		1,818		1,498,941
4.85%, 02/01/49 (Call 08/01/48)^(b)		1,908		1,693,274
5.00%, 03/01/26 (Call 12/01/25)		2,704		2,738,557
5.15%, 10/15/43 (Call 04/15/43)		1,961		1,800,963
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		6,073		5,496,429
2.65%, 08/15/30 (Call 05/15/30)		5,298		4,421,658
4.00%, 02/15/25 (Call 11/15/24)		2,150		2,118,653
4.00%, 03/15/28 (Call 12/15/27)		4,050		3,875,809
4.13%, 03/01/27 (Call 12/01/26)		3,862		3,738,223
4.25%, 12/01/27 (Call 09/01/27)		2,345		2,270,663
4.50%, 04/15/38 (Call 10/15/37)		6,165		5,451,833
4.70%, 04/15/48 (Call 10/15/47)		4,639		3,963,330
4.80%, 02/15/29 (Call 11/15/28)		3,145		3,077,099
4.88%, 12/01/24 (Call 09/01/24)		4,719		4,751,891
4.88%, 06/01/25 (Call 03/01/25)		4,397		4,419,073
4.90%, 04/15/58 (Call 10/15/57)		756		632,454
4.95%, 09/01/32		3,635		3,521,951
4.95%, 03/14/52 (Call 09/14/51)		4,875		4,293,169
5.20%, 03/01/47 (Call 09/01/46)		3,458		3,137,997
5.20%, 12/01/47 (Call 06/01/47)		1,761		1,586,890
5.50%, 02/15/49 (Call 08/15/48)		5,156		4,909,028
Northwest Pipeline LLC, 4.00%, 04/01/27
(Call 01/01/27)		2,499		2,407,936
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)^(b)		1,420		1,325,414
2.75%, 09/01/24 (Call 08/01/24)		1,176		1,137,239
3.10%, 03/15/30 (Call 12/15/29)		1,583		1,367,047
3.40%, 09/01/29 (Call 06/01/29)		3,308		2,928,076
4.00%, 07/13/27 (Call 04/13/27)		2,111		2,018,749
4.35%, 03/15/29 (Call 12/15/28)^(b)		2,793		2,637,346
4.45%, 09/01/49 (Call 03/01/49)		2,613		2,082,822
4.50%, 03/15/50 (Call 09/15/49)		885		711,983
4.55%, 07/15/28 (Call 04/15/28)		2,801		2,716,522
4.95%, 07/13/47 (Call 01/06/47)		2,570		2,216,008
5.20%, 07/15/48 (Call 01/15/48)^(b)		3,419		3,071,356
5.85%, 01/15/26 (Call 12/15/25)^(b)		1,641		1,683,305
6.00%, 06/15/35		860		839,360
6.35%, 01/15/31 (Call 10/15/30)		1,700		1,777,061
7.15%, 01/15/51 (Call 07/15/50)		1,135		1,211,386
7.50%, 09/01/23 (Call 06/01/23)		1,975		2,022,518
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)		2,533		2,534,216
5.00%, 09/15/23 (Call 06/15/23)		457		459,308


Security	Par (000)		Value

Pipelines (continued)
6.13%, 02/01/41 (Call 08/01/40)	$	2,420	$	2,338,010
6.20%, 09/15/43 (Call 03/15/43)		1,127		1,069,963
6.65%, 10/01/36		2,408		2,460,880
6.85%, 10/15/37		2,265		2,356,710
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		2,693		2,360,899
3.60%, 11/01/24 (Call 08/01/24)		3,804		3,719,247
3.80%, 09/15/30 (Call 06/15/30)		2,099		1,859,987
3.85%, 10/15/23 (Call 07/15/23)^(b)		3,477		3,449,845
4.30%, 01/31/43 (Call 07/31/42)		1,497		1,122,421
4.50%, 12/15/26 (Call 09/15/26)		3,775		3,679,228
4.65%, 10/15/25 (Call 07/15/25)		4,638		4,592,177
4.70%, 06/15/44 (Call 12/15/43)		2,425		1,915,823
4.90%, 02/15/45 (Call 08/15/44)		2,011		1,634,621
5.15%, 06/01/42 (Call 12/01/41)		1,969		1,647,069
6.65%, 01/15/37		2,767		2,774,969
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		3,923		3,741,914
4.50%, 05/15/30 (Call 11/15/29)		2,082		1,993,328
5.00%, 03/15/27 (Call 09/15/26)		9,253		9,224,593
5.63%, 03/01/25 (Call 12/01/24)		8,382		8,540,587
5.75%, 05/15/24 (Call 02/15/24)		7,225		7,334,531
5.88%, 06/30/26 (Call 12/31/25)		2,020		2,078,156
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		3,538		3,368,990
3.50%, 03/15/25 (Call 12/15/24)		2,569		2,512,688
4.50%, 03/15/45 (Call 09/15/44)		3,875		3,378,806
4.75%, 03/15/24 (Call 12/15/23)		3,745		3,764,736
5.95%, 09/25/43 (Call 03/25/43)		2,391		2,470,094
Targa Resources Corp.
4.20%, 02/01/33 (Call 11/01/32)		2,655		2,386,818
4.95%, 04/15/52 (Call 10/15/51)		1,505		1,299,116
5.20%, 07/01/27 (Call 06/01/27)		2,720		2,717,851
6.25%, 07/01/52 (Call 01/01/52)		3,145		3,206,013
Targa Resources Partners LP/Targa Resources
Partners Finance Corp.
4.00%, 01/15/32 (Call 07/15/26)		3,285		2,891,096
4.88%, 02/01/31 (Call 02/01/26)		3,310		3,073,964
5.00%, 01/15/28 (Call 01/15/23)^(b)		2,205		2,147,736
5.50%, 03/01/30 (Call 03/01/25)		3,425		3,314,955
6.50%, 07/15/27 (Call 10/03/22)^(b)		2,300		2,365,642
6.88%, 01/15/29 (Call 01/15/24)		2,730		2,780,478
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)^(b)		3,680		3,571,771
4.38%, 03/13/25 (Call 12/13/24)		2,453		2,446,549
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		1,953		2,084,788
7.00%, 10/15/28		1,170		1,260,043
7.63%, 04/01/37^(b)		165		184,663
Texas Eastern Transmission LP, 7.00%, 07/15/32^(b)		1,007		1,127,367
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		1,272		1,186,216
2.50%, 10/12/31 (Call 07/12/31)		3,354		2,762,958
3.75%, 10/16/23 (Call 07/16/23)		4,621		4,605,381
4.10%, 04/15/30 (Call 01/15/30)		1,120		1,064,291
4.25%, 05/15/28 (Call 02/15/28)		5,679		5,540,773
4.63%, 03/01/34 (Call 12/01/33)		4,104		3,923,424
4.75%, 05/15/38 (Call 11/15/37)		2,230		2,112,011
4.88%, 01/15/26 (Call 10/15/25)		3,130		3,157,732
4.88%, 05/15/48 (Call 11/15/47)		2,930		2,807,760


Security	Par (000)		Value

Pipelines (continued)
5.00%, 10/16/43 (Call 04/16/43)	$	2,731	$	2,591,064
5.10%, 03/15/49 (Call 09/15/48)		3,711		3,682,945
5.60%, 03/31/34		1,296		1,306,122
5.85%, 03/15/36		2,723		2,809,782
6.10%, 06/01/40		3,021		3,211,867
6.20%, 10/15/37		3,683		3,954,658
7.25%, 08/15/38^(b)		2,641		3,120,368
7.63%, 01/15/39		2,259		2,755,596
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		1,999		1,785,047
3.95%, 05/15/50 (Call 11/15/49)^(b)		2,249		1,867,120
4.00%, 03/15/28 (Call 12/15/27)		1,329		1,277,156
4.45%, 08/01/42 (Call 02/01/42)^(b)		713		641,258
4.60%, 03/15/48 (Call 09/15/47)		2,905		2,630,187
5.40%, 08/15/41 (Call 02/15/41)		1,835		1,822,540
7.85%, 02/01/26 (Call 11/01/25)		3,247		3,548,744
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27)		2,166		2,139,596
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		1,390		1,160,859
3.50%, 11/15/30 (Call 08/15/30)		2,454		2,209,631
3.50%, 10/15/51 (Call 04/15/51)		985		735,273
3.75%, 06/15/27 (Call 03/15/27)		6,425		6,203,723
3.90%, 01/15/25 (Call 10/15/24)		4,715		4,655,591
4.00%, 09/15/25 (Call 06/15/25)^(b)		4,291		4,230,497
4.30%, 03/04/24 (Call 12/04/23)		5,423		5,422,078
4.50%, 11/15/23 (Call 08/15/23)		2,569		2,576,707
4.55%, 06/24/24 (Call 03/24/24)		2,212		2,217,353
4.85%, 03/01/48 (Call 09/01/47)		3,046		2,759,767
4.90%, 01/15/45 (Call 07/15/44)		2,166		1,943,400
5.10%, 09/15/45 (Call 03/15/45)		2,178		2,038,521
5.40%, 03/04/44 (Call 09/04/43)		1,896		1,808,253
5.75%, 06/24/44 (Call 12/24/43)		2,086		2,094,970
5.80%, 11/15/43 (Call 05/15/43)		1,660		1,645,741
6.30%, 04/15/40		4,638		4,945,036
8.75%, 03/15/32^(b)		545		672,912
Series A, 7.50%, 01/15/31		245		277,874
Williams Cos. Inc.
4.65%, 08/15/32		2,755		2,656,812
5.30%, 08/15/52		895		872,428


				707,082,727

Real Estate — 0.0%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		1,287		1,275,185
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		4,575		3,667,228
4.88%, 03/01/26 (Call 12/01/25)		2,234		2,248,119
Essential Properties LP, 2.95%, 07/15/31
(Call 04/15/31)		1,802		1,383,738


				8,574,270

Real Estate Investment Trusts — 1.0%
Agree LP
2.00%, 06/15/28 (Call 04/15/28)		1,635		1,378,142
2.60%, 06/15/33 (Call 03/15/33)		1,141		895,445
2.90%, 10/01/30 (Call 07/01/30)		1,094		926,662
4.80%, 10/01/32		25		24,029
Alexandria Real Estate Equities Inc.
1.88%, 02/01/33 (Call 11/01/32)		1,835		1,382,342
2.00%, 05/18/32 (Call 02/18/32)		1,678		1,323,371


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.75%, 12/15/29 (Call 09/15/29)	$	1,191	$	1,039,112
2.95%, 03/15/34 (Call 12/15/33)^(b)		850		716,295
3.00%, 05/18/51 (Call 11/18/50)		3,265		2,205,377
3.38%, 08/15/31 (Call 05/15/31)		2,075		1,847,186
3.45%, 04/30/25 (Call 02/28/25)^(b)		1,700		1,670,437
3.55%, 03/15/52 (Call 09/15/51)		2,865		2,166,398
3.80%, 04/15/26 (Call 02/15/26)		1,486		1,452,832
3.95%, 01/15/27 (Call 10/15/26)		411		401,498
3.95%, 01/15/28 (Call 10/15/27)		1,447		1,392,839
4.00%, 02/01/50 (Call 08/01/49)		2,885		2,379,115
4.30%, 01/15/26 (Call 10/15/25)		650		645,236
4.50%, 07/30/29 (Call 04/30/29)^(b)		1,746		1,696,623
4.70%, 07/01/30 (Call 04/01/30)		1,317		1,295,428
4.85%, 04/15/49 (Call 10/15/48)		1,228		1,137,607
4.90%, 12/15/30 (Call 09/15/30)		1,845		1,834,613
American Assets Trust LP, 3.38%, 02/01/31
(Call 11/01/30)		315		263,636
American Homes 4 Rent LP
2.38%, 07/15/31 (Call 04/15/31)		360		287,939
3.38%, 07/15/51 (Call 01/15/51)		1,740		1,185,392
3.63%, 04/15/32 (Call 01/15/32)		65		56,746
4.25%, 02/15/28 (Call 11/15/27)		2,310		2,230,906
4.30%, 04/15/52 (Call 10/15/51)		60		48,325
4.90%, 02/15/29 (Call 11/15/28)		1,466		1,431,417
American Tower Corp.
0.60%, 01/15/24		2,494		2,372,517
1.30%, 09/15/25 (Call 08/15/25)^(b)		2,600		2,359,994
1.45%, 09/15/26 (Call 08/15/26)		2,575		2,263,013
1.50%, 01/31/28 (Call 11/30/27)		1,775		1,489,403
1.60%, 04/15/26 (Call 03/15/26)		3,021		2,708,991
1.88%, 10/15/30 (Call 07/15/30)		2,151		1,697,290
2.10%, 06/15/30 (Call 03/15/30)		1,697		1,371,278
2.30%, 09/15/31 (Call 06/15/31)^(b)		3,490		2,771,479
2.40%, 03/15/25 (Call 02/15/25)		1,317		1,248,516
2.70%, 04/15/31 (Call 01/15/31)		3,407		2,826,720
2.75%, 01/15/27 (Call 11/15/26)		2,823		2,586,574
2.90%, 01/15/30 (Call 10/15/29)		2,235		1,926,145
2.95%, 01/15/25 (Call 12/15/24)		2,875		2,761,840
2.95%, 01/15/51 (Call 07/15/50)		3,590		2,416,967
3.10%, 06/15/50 (Call 12/15/49)		3,566		2,481,401
3.13%, 01/15/27 (Call 10/15/26)		1,863		1,735,981
3.38%, 05/15/24 (Call 04/15/24)		2,977		2,940,323
3.38%, 10/15/26 (Call 07/15/26)		3,782		3,573,423
3.55%, 07/15/27 (Call 04/15/27)		2,136		2,017,730
3.60%, 01/15/28 (Call 10/15/27)		2,933		2,728,922
3.65%, 03/15/27 (Call 02/15/27)		1,545		1,469,233
3.70%, 10/15/49 (Call 04/15/49)		2,001		1,520,380
3.80%, 08/15/29 (Call 05/15/29)^(b)		5,536		5,104,192
3.95%, 03/15/29 (Call 12/15/28)		3,548		3,325,540
4.00%, 06/01/25 (Call 03/01/25)		2,891		2,843,761
4.05%, 03/15/32 (Call 12/15/31)^(b)		2,310		2,122,821
4.40%, 02/15/26 (Call 11/15/25)^(b)		1,779		1,763,647
5.00%, 02/15/24		3,977		4,017,724
AvalonBay Communities Inc.
1.90%, 12/01/28 (Call 10/01/28)^(b)		2,060		1,773,310
2.05%, 01/15/32 (Call 10/15/31)^(b)		2,575		2,117,525
2.30%, 03/01/30 (Call 12/01/29)^(b)		2,478		2,154,894
2.45%, 01/15/31 (Call 10/17/30)		2,209		1,911,381
2.90%, 10/15/26 (Call 07/15/26)		1,492		1,402,092
2.95%, 05/11/26 (Call 02/11/26)^(b)		2,420		2,299,702


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.20%, 01/15/28 (Call 10/15/27)	$	2,093	$	1,960,115
3.30%, 06/01/29 (Call 03/01/29)		2,123		1,970,059
3.35%, 05/15/27 (Call 02/15/27)		927		882,476
3.45%, 06/01/25 (Call 03/03/25)^(b)		2,102		2,066,939
3.50%, 11/15/24 (Call 08/15/24)		850		838,891
3.50%, 11/15/25 (Call 08/15/25)^(b)		470		459,026
3.90%, 10/15/46 (Call 04/15/46)		940		801,096
4.15%, 07/01/47 (Call 01/01/47)		980		875,493
4.20%, 12/15/23 (Call 09/16/23)		1,287		1,292,882
4.35%, 04/15/48 (Call 10/18/47)		1,235		1,122,084
Boston Properties LP
2.45%, 10/01/33 (Call 07/01/33)^(b)		3,360		2,545,066
2.55%, 04/01/32 (Call 01/01/32)		3,645		2,899,415
2.75%, 10/01/26 (Call 07/01/26)		4,331		4,017,392
2.90%, 03/15/30 (Call 12/15/29)		2,737		2,330,090
3.13%, 09/01/23 (Call 06/01/23)		3,982		3,942,937
3.20%, 01/15/25 (Call 10/15/24)		4,317		4,209,032
3.25%, 01/30/31 (Call 10/30/30)		3,112		2,678,561
3.40%, 06/21/29 (Call 03/21/29)		1,720		1,538,867
3.65%, 02/01/26 (Call 11/03/25)		4,338		4,215,538
3.80%, 02/01/24 (Call 11/01/23)		3,290		3,266,444
4.50%, 12/01/28 (Call 09/01/28)		3,987		3,878,633
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)^(b)		2,628		2,424,593
4.10%, 10/01/24 (Call 07/01/24)^(b)		637		625,579
4.55%, 10/01/29 (Call 07/01/29)		1,408		1,322,196
Brixmor Operating Partnership LP
2.25%, 04/01/28 (Call 02/01/28)		548		463,761
2.50%, 08/16/31 (Call 05/16/31)		2,450		1,897,255
3.65%, 06/15/24 (Call 04/15/24)		1,842		1,799,431
3.85%, 02/01/25 (Call 11/01/24)		1,049		1,021,548
3.90%, 03/15/27 (Call 12/15/26)^(b)		736		695,292
4.05%, 07/01/30 (Call 04/01/30)		3,282		2,920,127
4.13%, 06/15/26 (Call 03/15/26)^(b)		1,703		1,646,835
4.13%, 05/15/29 (Call 02/15/29)		1,934		1,761,390
Broadstone Net Lease LLC, 2.60%, 09/15/31
(Call 06/15/31)		2,882		2,267,731
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		2,020		1,789,074
3.15%, 07/01/29 (Call 04/01/29)^(b)		2,208		2,019,878
3.35%, 11/01/49 (Call 05/01/49)^(b)		2,110		1,637,508
4.10%, 10/15/28 (Call 07/15/28)		1,157		1,129,926
Corporate Office Properties LP
2.00%, 01/15/29 (Call 11/15/28)		1,260		996,169
2.25%, 03/15/26 (Call 02/15/26)		100		89,468
2.75%, 04/15/31 (Call 01/15/31)^(b)		1,245		979,280
2.90%, 12/01/33 (Call 09/01/33)^(b)		1,620		1,208,682
Crown Castle Inc.
1.05%, 07/15/26 (Call 06/15/26)		4,560		3,997,478
2.10%, 04/01/31 (Call 01/01/31)		3,755		2,990,031
2.25%, 01/15/31 (Call 10/15/30)		2,197		1,780,097
2.90%, 04/01/41 (Call 10/01/40)		3,795		2,738,206
3.20%, 09/01/24 (Call 07/01/24)		3,676		3,617,331
3.25%, 01/15/51 (Call 07/15/50)		2,170		1,542,631
3.30%, 07/01/30 (Call 04/01/30)		4,260		3,782,326
3.65%, 09/01/27 (Call 06/01/27)		2,415		2,296,351
3.70%, 06/15/26 (Call 03/15/26)		3,499		3,389,271
3.80%, 02/15/28 (Call 11/15/27)		4,396		4,150,352
4.00%, 03/01/27 (Call 12/01/26)		2,410		2,342,448
4.45%, 02/15/26 (Call 11/15/25)		2,500		2,487,625


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.75%, 05/15/47 (Call 11/15/46)	$	1,423	$	1,280,387
Crown Castle International Corp.
1.35%, 07/15/25 (Call 06/15/25)^(b)		2,090		1,916,676
2.50%, 07/15/31 (Call 04/15/31)		250		205,378
2.90%, 03/15/27 (Call 02/15/27)		1,080		1,000,123
4.00%, 11/15/49 (Call 05/15/49)		1,678		1,344,598
4.15%, 07/01/50 (Call 01/01/50)^(b)		1,998		1,658,260
4.30%, 02/15/29 (Call 11/15/28)		3,185		3,059,829
5.20%, 02/15/49 (Call 08/15/48)^(b)		1,598		1,513,290
CubeSmart LP
2.00%, 02/15/31 (Call 11/15/30)		1,525		1,205,711
2.25%, 12/15/28 (Call 10/15/28)^(b)		2,547		2,153,132
2.50%, 02/15/32 (Call 11/15/31)^(b)		2,510		2,024,792
3.00%, 02/15/30 (Call 11/15/29)		760		663,928
3.13%, 09/01/26 (Call 06/01/26)^(b)		2,447		2,303,630
4.00%, 11/15/25 (Call 08/15/25)		1,301		1,266,510
4.38%, 02/15/29 (Call 11/15/28)^(b)		1,811		1,743,015
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)^(b)		3,909		3,599,642
3.70%, 08/15/27 (Call 05/15/27)^(b)		4,780		4,563,466
4.45%, 07/15/28 (Call 04/15/28)		1,605		1,569,481
Duke Realty LP
1.75%, 07/01/30 (Call 04/01/30)		1,732		1,414,888
1.75%, 02/01/31 (Call 11/01/30)		1,950		1,570,862
2.25%, 01/15/32 (Call 10/15/31)		1,832		1,522,520
2.88%, 11/15/29 (Call 08/15/29)		1,685		1,503,458
3.05%, 03/01/50 (Call 09/01/49)		1,621		1,210,077
3.25%, 06/30/26 (Call 03/30/26)		454		434,315
3.38%, 12/15/27 (Call 09/15/27)		3,210		3,031,331
4.00%, 09/15/28 (Call 06/15/28)		1,216		1,178,255
EPR Properties
3.75%, 08/15/29 (Call 05/15/29)		1,500		1,258,995
4.50%, 04/01/25 (Call 01/01/25)^(b)		1,000		965,510
4.50%, 06/01/27 (Call 03/01/27)		1,500		1,365,615
4.75%, 12/15/26 (Call 09/15/26)		1,500		1,400,040
4.95%, 04/15/28 (Call 01/15/28)		1,000		913,930
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		1,469		1,324,862
1.25%, 07/15/25 (Call 06/15/25)^(b)		2,773		2,538,071
1.45%, 05/15/26 (Call 04/15/26)^(b)		3,095		2,767,642
1.55%, 03/15/28 (Call 01/15/28)		723		613,003
1.80%, 07/15/27 (Call 05/15/27)		2,096		1,833,015
2.00%, 05/15/28 (Call 03/15/28)		3,158		2,714,585
2.15%, 07/15/30 (Call 04/15/30)		975		795,395
2.50%, 05/15/31 (Call 02/15/31)		605		497,304
2.63%, 11/18/24 (Call 10/18/24)		3,972		3,827,062
2.90%, 11/18/26 (Call 09/18/26)		2,638		2,462,837
2.95%, 09/15/51 (Call 03/15/51)		1,925		1,299,202
3.00%, 07/15/50 (Call 01/15/50)^(b)		1,994		1,367,445
3.20%, 11/18/29 (Call 08/18/29)^(b)		3,522		3,154,198
3.40%, 02/15/52 (Call 08/15/51)		1,860		1,364,626
ERP Operating LP
1.85%, 08/01/31 (Call 05/01/31)		795		643,902
2.50%, 02/15/30 (Call 11/15/29)		2,073		1,804,318
2.85%, 11/01/26 (Call 08/01/26)		451		428,256
3.00%, 07/01/29 (Call 04/01/29)		1,903		1,722,995
3.25%, 08/01/27 (Call 05/01/27)		1,029		969,236
3.38%, 06/01/25 (Call 03/01/25)		488		475,371
3.50%, 03/01/28 (Call 12/01/27)^(b)		2,918		2,749,806
4.00%, 08/01/47 (Call 02/01/47)^(b)		981		845,818


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.15%, 12/01/28 (Call 09/01/28)	$	1,655	$	1,598,713
4.50%, 07/01/44 (Call 01/01/44)		415		387,083
4.50%, 06/01/45 (Call 12/01/44)		1,515		1,391,255
Essex Portfolio LP
1.65%, 01/15/31 (Call 10/15/30)^(b)		1,440		1,117,051
1.70%, 03/01/28 (Call 01/01/28)		585		498,022
2.55%, 06/15/31 (Call 03/15/31)^(b)		1,045		868,050
2.65%, 03/15/32 (Call 12/15/31)		2,638		2,160,285
2.65%, 09/01/50 (Call 03/01/50)		105		64,610
3.00%, 01/15/30 (Call 10/15/29)		2,375		2,077,436
3.38%, 04/15/26 (Call 01/15/26)		1,359		1,305,007
3.50%, 04/01/25 (Call 01/01/25)		1,226		1,201,284
3.63%, 05/01/27 (Call 02/01/27)		1,710		1,637,017
3.88%, 05/01/24 (Call 02/01/24)		2,075		2,058,109
4.00%, 03/01/29 (Call 12/01/28)^(b)		1,521		1,436,052
4.50%, 03/15/48 (Call 09/15/47)		1,825		1,610,198
Extra Space Storage LP
2.35%, 03/15/32 (Call 12/15/31)		1,520		1,195,298
2.55%, 06/01/31 (Call 03/01/31)		1,485		1,213,304
3.90%, 04/01/29 (Call 02/01/29)^(b)		145		134,788
Federal Realty Investment Trust
1.25%, 02/15/26 (Call 01/15/26)^(b)		1,179		1,059,591
3.20%, 06/15/29 (Call 03/15/29)^(b)		1,783		1,592,807
3.50%, 06/01/30 (Call 03/01/30)		381		341,216
3.95%, 01/15/24 (Call 10/15/23)		1,515		1,507,728
Federal Realty OP LP
3.25%, 07/15/27 (Call 04/15/27)		1,769		1,666,840
4.50%, 12/01/44 (Call 06/01/44)		1,026		899,248
GLP Capital LP/GLP Financing II Inc.
3.25%, 01/15/32 (Call 10/15/31)^(b)		2,100		1,699,719
3.35%, 09/01/24 (Call 08/01/24)		2,083		1,982,266
4.00%, 01/15/30 (Call 10/15/29)		3,621		3,173,843
4.00%, 01/15/31 (Call 10/15/30)		2,942		2,561,099
5.25%, 06/01/25 (Call 03/01/25)		3,360		3,314,270
5.30%, 01/15/29 (Call 10/15/28)		2,675		2,591,941
5.38%, 11/01/23 (Call 08/01/23)		3,534		3,520,606
5.38%, 04/15/26 (Call 01/15/26)^(b)		5,488		5,404,418
5.75%, 06/01/28 (Call 03/03/28)		2,414		2,393,795
Healthcare Realty Holdings LP
2.00%, 03/15/31 (Call 12/15/30)		2,013		1,567,382
2.05%, 03/15/31 (Call 12/15/30)		815		628,422
2.40%, 03/15/30 (Call 12/15/29)		475		380,233
3.50%, 08/01/26 (Call 05/01/26)		2,422		2,309,765
3.63%, 01/15/28 (Call 10/15/27)		1,307		1,197,892
3.75%, 07/01/27 (Call 04/01/27)		2,728		2,611,569
Healthcare Trust of America Holdings LP, 3.10%,
02/15/30 (Call 11/15/29)		1,760		1,513,354
Healthpeak Properties Inc.
1.35%, 02/01/27 (Call 01/01/27)^(b)		1,265		1,110,316
2.13%, 12/01/28 (Call 10/01/28)		2,530		2,183,314
2.88%, 01/15/31 (Call 10/15/30)^(b)		1,778		1,534,965
3.00%, 01/15/30 (Call 10/15/29)		3,194		2,826,019
3.25%, 07/15/26 (Call 05/15/26)		1,212		1,163,581
3.40%, 02/01/25 (Call 11/01/24)^(b)		348		340,163
3.50%, 07/15/29 (Call 04/15/29)		2,036		1,874,708
4.00%, 06/01/25 (Call 03/01/25)		2,516		2,486,563
6.75%, 02/01/41 (Call 08/01/40)		758		842,183
Highwoods Realty LP
2.60%, 02/01/31 (Call 11/01/30)		571		454,202
3.05%, 02/15/30 (Call 11/15/29)		2,370		2,019,856


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.88%, 03/01/27 (Call 12/01/26)	$	2,150	$	2,047,423
4.13%, 03/15/28 (Call 12/15/27)^(b)		808		762,946
4.20%, 04/15/29 (Call 01/15/29)		2,445		2,254,241
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)^(b)		3,132		3,090,031
Series E, 4.00%, 06/15/25 (Call 03/15/25)^(b)		1,929		1,873,734
Series F, 4.50%, 02/01/26 (Call 11/01/25)		326		318,717
Series H, 3.38%, 12/15/29 (Call 09/15/29)		2,234		1,904,396
Series I, 3.50%, 09/15/30 (Call 06/15/30)		325		274,726
Series J, 2.90%, 12/15/31 (Call 09/15/31)		1,640		1,277,363
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		2,004		1,695,444
3.95%, 11/01/27 (Call 08/01/27)		1,481		1,388,230
4.65%, 04/01/29 (Call 01/01/29)		2,426		2,279,858
Invitation Homes Operating Partnership LP
2.00%, 08/15/31 (Call 05/15/31)^(b)		1,358		1,029,323
2.30%, 11/15/28 (Call 09/15/28)^(b)		1,655		1,381,362
2.70%, 01/15/34 (Call 10/15/33)		1,605		1,216,109
4.15%, 04/15/32 (Call 01/15/32)^(b)		3,025		2,706,044
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)^(b)		1,613		1,249,898
2.65%, 11/15/33 (Call 08/15/33)^(b)		1,510		1,145,577
3.05%, 02/15/30 (Call 11/15/29)		1,722		1,457,707
3.45%, 12/15/24 (Call 09/15/24)^(b)		3,622		3,539,889
4.25%, 08/15/29 (Call 05/15/29)		1,843		1,712,608
4.38%, 10/01/25 (Call 07/01/25)		1,201		1,183,465
4.75%, 12/15/28 (Call 09/15/28)		1,879		1,806,339
Kimco Realty Corp.
1.90%, 03/01/28 (Call 01/01/28)		618		530,355
2.25%, 12/01/31 (Call 09/01/31)		986		790,792
2.70%, 03/01/24 (Call 01/01/24)^(b)		2,812		2,753,482
2.70%, 10/01/30 (Call 07/01/30)^(b)		880		747,569
2.80%, 10/01/26 (Call 07/01/26)		2,218		2,080,750
3.30%, 02/01/25 (Call 12/01/24)		1,187		1,158,595
3.70%, 10/01/49 (Call 04/01/49)^(b)		762		585,064
3.80%, 04/01/27 (Call 01/01/27)^(b)		1,884		1,807,698
4.13%, 12/01/46 (Call 06/01/46)		871		716,920
4.25%, 04/01/45 (Call 10/01/44)		1,562		1,291,774
4.45%, 09/01/47 (Call 03/01/47)		2,395		2,071,100
4.60%, 02/01/33		1,285		1,242,505
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		1,652		1,571,069
Kite Realty Group Trust
4.00%, 03/15/25 (Call 12/15/24)^(b)		25		24,363
4.75%, 09/15/30 (Call 06/15/30)		2,315		2,117,947
Life Storage LP
2.20%, 10/15/30 (Call 07/15/30)		1,336		1,073,730
2.40%, 10/15/31 (Call 07/15/31)^(b)		2,290		1,830,351
3.88%, 12/15/27 (Call 09/15/27)		796		751,623
4.00%, 06/15/29 (Call 03/15/29)		2,363		2,199,693
LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26)		1,594		1,532,312
LXP Industrial Trust
2.38%, 10/01/31 (Call 07/01/31)		245		186,947
2.70%, 09/15/30 (Call 06/15/30)		696		562,542
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)^(b)		1,830		1,600,884
1.70%, 02/15/31 (Call 11/15/30)^(b)		2,326		1,851,426
2.75%, 03/15/30 (Call 12/15/29)		1,155		1,004,353
2.88%, 09/15/51 (Call 03/15/51)		1,190		827,562
3.60%, 06/01/27 (Call 03/01/27)^(b)		2,675		2,560,296
3.75%, 06/15/24 (Call 03/15/24)^(b)		1,112		1,102,159


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.95%, 03/15/29 (Call 12/15/28)	$	1,795	$	1,712,089
4.00%, 11/15/25 (Call 08/15/25)		1,692		1,659,852
4.20%, 06/15/28 (Call 03/15/28)^(b)		1,358		1,322,529
4.30%, 10/15/23 (Call 07/15/23)		3,580		3,585,119
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		2,848		2,156,620
National Retail Properties Inc.
2.50%, 04/15/30 (Call 01/15/30)^(b)		2,087		1,762,868
3.00%, 04/15/52 (Call 10/15/51)		435		292,372
3.10%, 04/15/50 (Call 10/15/49)		2,027		1,377,468
3.50%, 10/15/27 (Call 07/15/27)		855		793,406
3.50%, 04/15/51 (Call 10/15/50)		1,517		1,135,793
3.60%, 12/15/26 (Call 09/15/26)		2,072		1,971,549
3.90%, 06/15/24 (Call 03/15/24)		2,165		2,146,727
4.00%, 11/15/25 (Call 08/15/25)		2,320		2,275,943
4.30%, 10/15/28 (Call 07/15/28)^(b)		1,070		1,023,070
4.80%, 10/15/48 (Call 04/15/48)		585		533,637
Office Properties Income Trust
2.40%, 02/01/27 (Call 01/01/27)		1,205		914,523
2.65%, 06/15/26 (Call 05/15/26)^(b)		1,823		1,467,734
3.45%, 10/15/31 (Call 07/15/31)		2,006		1,330,660
4.25%, 05/15/24 (Call 02/15/24)		1,747		1,662,882
4.50%, 02/01/25 (Call 11/01/24)		2,427		2,275,895
Omega Healthcare Investors Inc.
3.25%, 04/15/33 (Call 01/15/33)		2,978		2,267,151
3.38%, 02/01/31 (Call 11/01/30)		1,729		1,407,994
3.63%, 10/01/29 (Call 07/01/29)^(b)		2,387		2,036,899
4.50%, 01/15/25 (Call 10/15/24)		2,615		2,590,001
4.50%, 04/01/27 (Call 01/01/27)^(b)		1,330		1,271,813
4.75%, 01/15/28 (Call 10/15/27)^(b)		1,887		1,802,179
4.95%, 04/01/24 (Call 01/01/24)^(b)		2,568		2,572,751
5.25%, 01/15/26 (Call 10/15/25)		3,495		3,467,250
Phillips Edison Grocery Center Operating Partnership I
LP, 2.63%, 11/15/31 (Call 08/15/31)		2,590		1,982,593
Physicians Realty LP
2.63%, 11/01/31 (Call 08/01/31)^(b)		2,743		2,214,314
3.95%, 01/15/28 (Call 10/15/27)		2,713		2,560,177
4.30%, 03/15/27 (Call 12/15/26)		246		238,807
Piedmont Operating Partnership LP
2.75%, 04/01/32 (Call 01/01/32)		300		228,837
3.15%, 08/15/30 (Call 05/15/30)		1,468		1,209,823
4.45%, 03/15/24 (Call 12/15/23)		930		928,856
Prologis LP
1.25%, 10/15/30 (Call 07/15/30)^(b)		3,568		2,854,650
1.63%, 03/15/31 (Call 12/15/30)^(b)		1,604		1,308,688
2.13%, 04/15/27 (Call 02/15/27)^(b)		1,576		1,451,732
2.13%, 10/15/50 (Call 04/15/50)		1,697		1,077,052
2.25%, 04/15/30 (Call 01/15/30)		2,667		2,311,916
3.00%, 04/15/50 (Call 10/15/49)^(b)		3,048		2,283,257
3.25%, 10/01/26 (Call 07/01/26)^(b)		1,330		1,279,420
3.88%, 09/15/28 (Call 06/15/28)		2,062		1,998,470
4.38%, 02/01/29 (Call 11/01/28)		1,901		1,877,770
4.38%, 09/15/48 (Call 03/15/48)		419		391,488
Public Storage
0.88%, 02/15/26 (Call 01/15/26)		1,298		1,169,680
1.50%, 11/09/26 (Call 10/09/26)		2,369		2,149,583
1.85%, 05/01/28 (Call 03/01/28)		2,610		2,309,328
1.95%, 11/09/28 (Call 09/09/28)		2,200		1,930,214
2.25%, 11/09/31 (Call 08/09/31)^(b)		1,870		1,567,845
2.30%, 05/01/31 (Call 02/01/31)^(b)		2,545		2,167,144


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.09%, 09/15/27 (Call 06/15/27)	$	2,800	$	2,670,556
3.39%, 05/01/29 (Call 02/01/29)		1,981		1,867,132
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		3,042		2,501,132
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)^(b)		1,633		1,437,024
1.80%, 03/15/33 (Call 12/15/32)		1,568		1,190,018
2.20%, 06/15/28 (Call 04/15/28)		935		820,780
2.85%, 12/15/32 (Call 09/15/32)		551		472,775
3.00%, 01/15/27 (Call 10/15/26)		2,219		2,090,231
3.10%, 12/15/29 (Call 09/15/29)^(b)		1,219		1,108,351
3.25%, 06/15/29 (Call 03/15/29)^(b)		1,082		996,944
3.25%, 01/15/31 (Call 10/15/30)		3,329		2,988,843
3.40%, 01/15/28 (Call 11/15/27)^(b)		1,710		1,604,151
3.65%, 01/15/28 (Call 10/15/27)^(b)		2,564		2,458,132
3.88%, 07/15/24 (Call 04/15/24)		2,150		2,141,464
3.88%, 04/15/25 (Call 02/15/25)		2,617		2,594,834
3.95%, 08/15/27 (Call 05/15/27)		3,536		3,458,420
4.13%, 10/15/26 (Call 07/15/26)		2,696		2,669,148
4.60%, 02/06/24 (Call 11/06/23)		2,134		2,149,023
4.63%, 11/01/25 (Call 09/01/25)		1,796		1,815,576
4.65%, 03/15/47 (Call 09/15/46)^(b)		2,733		2,626,714
4.88%, 06/01/26 (Call 03/01/26)		2,554		2,593,536
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		1,465		1,276,997
3.60%, 02/01/27 (Call 11/01/26)		486		465,092
3.70%, 06/15/30 (Call 03/15/30)		713		646,242
4.13%, 03/15/28 (Call 12/15/27)		1,176		1,131,818
4.40%, 02/01/47 (Call 08/01/46)		1,663		1,436,383
4.65%, 03/15/49 (Call 09/15/48)		1,321		1,176,218
Rexford Industrial Realty LP
2.13%, 12/01/30 (Call 09/01/30)^(b)		2,143		1,727,451
2.15%, 09/01/31 (Call 06/01/31)		2,190		1,746,656
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		3,935		3,125,846
3.90%, 10/15/29 (Call 07/15/29)		2,264		1,988,924
5.13%, 08/15/26 (Call 05/15/26)		3,166		3,068,012
Safehold Operating Partnership LP
2.80%, 06/15/31 (Call 03/15/31)^(b)		2,270		1,822,787
2.85%, 01/15/32 (Call 08/15/31)		670		534,278
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)^(b)		3,304		2,915,747
1.75%, 02/01/28 (Call 11/01/27)		635		549,821
2.00%, 09/13/24 (Call 06/13/24)		1,547		1,489,189
2.20%, 02/01/31 (Call 11/01/30)^(b)		1,419		1,162,189
2.25%, 01/15/32 (Call 10/15/31)		3,090		2,479,231
2.45%, 09/13/29 (Call 06/13/29)		4,448		3,835,510
2.65%, 07/15/30 (Call 04/15/30)^(b)		1,038		893,562
2.65%, 02/01/32 (Call 12/01/31)		2,385		1,986,633
3.25%, 11/30/26 (Call 08/30/26)		2,933		2,817,322
3.25%, 09/13/49 (Call 03/13/49)		4,548		3,305,123
3.30%, 01/15/26 (Call 10/15/25)		3,172		3,077,252
3.38%, 10/01/24 (Call 07/01/24)^(b)		5,133		5,073,406
3.38%, 06/15/27 (Call 03/15/27)		1,212		1,157,618
3.38%, 12/01/27 (Call 09/01/27)		3,418		3,231,480
3.50%, 09/01/25 (Call 06/01/25)		3,928		3,874,972
3.75%, 02/01/24 (Call 11/01/23)		4,063		4,045,448
3.80%, 07/15/50 (Call 01/15/50)		2,380		1,922,612
4.25%, 10/01/44 (Call 04/01/44)		1,052		907,739
4.25%, 11/30/46 (Call 05/30/46)		2,102		1,834,710
4.75%, 03/15/42 (Call 09/15/41)		2,136		1,989,449


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
6.75%, 02/01/40 (Call 11/01/39)	$	2,138	$	2,415,555
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		2,510		2,413,039
4.25%, 02/01/26 (Call 11/01/25)		1,909		1,858,202
4.70%, 06/01/27 (Call 03/01/27)		2,069		1,996,647
Spirit Realty LP
2.10%, 03/15/28 (Call 01/15/28)^(b)		781		651,932
2.70%, 02/15/32 (Call 11/15/31)		655		507,795
3.20%, 01/15/27 (Call 11/15/26)		1,697		1,554,622
3.20%, 02/15/31 (Call 11/15/30)		725		602,301
3.40%, 01/15/30 (Call 10/15/29)		1,955		1,683,920
4.00%, 07/15/29 (Call 04/15/29)		2,702		2,451,579
4.45%, 09/15/26 (Call 06/15/26)		1,506		1,474,419
STORE Capital Corp.
2.70%, 12/01/31 (Call 09/01/31)		1,965		1,554,944
2.75%, 11/18/30 (Call 08/18/30)		619		502,591
4.50%, 03/15/28 (Call 12/15/27)^(b)		1,977		1,898,632
4.63%, 03/15/29 (Call 12/15/28)^(b)		1,376		1,332,326
Sun Communities Operating LP
2.30%, 11/01/28 (Call 09/01/28)		615		519,712
2.70%, 07/15/31 (Call 04/15/31)^(b)		2,842		2,280,193
4.20%, 04/15/32 (Call 01/15/32)		1,450		1,295,532
Tanger Properties LP
2.75%, 09/01/31 (Call 06/01/31)		650		493,435
3.13%, 09/01/26 (Call 06/01/26)		853		792,173
3.88%, 07/15/27 (Call 04/15/27)^(b)		2,165		1,996,715
UDR Inc.
1.90%, 03/15/33 (Call 12/15/32)^(b)		1,735		1,298,595
2.10%, 08/01/32 (Call 05/01/32)		1,270		983,399
2.10%, 06/15/33 (Call 03/15/33)^(b)		585		440,019
2.95%, 09/01/26 (Call 06/01/26)		805		751,846
3.00%, 08/15/31 (Call 05/15/31)^(b)		2,248		1,918,556
3.10%, 11/01/34 (Call 08/01/34)		808		660,766
3.20%, 01/15/30 (Call 10/15/29)		2,428		2,147,712
3.50%, 07/01/27 (Call 04/01/27)^(b)		1,223		1,157,582
3.50%, 01/15/28 (Call 10/15/27)		1,050		975,440
4.40%, 01/26/29 (Call 10/26/28)		2,090		2,014,384
Ventas Realty LP
2.50%, 09/01/31 (Call 06/01/31)^(b)		2,200		1,797,928
2.65%, 01/15/25 (Call 12/15/24)		2,911		2,786,293
3.00%, 01/15/30 (Call 10/15/29)		2,030		1,768,922
3.25%, 10/15/26 (Call 07/15/26)		879		829,741
3.50%, 04/15/24 (Call 03/15/24)		2,020		1,991,902
3.50%, 02/01/25 (Call 11/01/24)^(b)		2,903		2,830,977
3.75%, 05/01/24 (Call 02/01/24)^(b)		2,740		2,710,244
3.85%, 04/01/27 (Call 01/01/27)^(b)		1,080		1,036,033
4.00%, 03/01/28 (Call 12/01/27)		993		946,120
4.13%, 01/15/26 (Call 10/15/25)		4,407		4,320,887
4.38%, 02/01/45 (Call 08/01/44)		338		284,836
4.40%, 01/15/29 (Call 10/15/28)		614		591,847
4.75%, 11/15/30 (Call 08/15/30)		990		959,666
4.88%, 04/15/49 (Call 10/15/48)		2,807		2,597,345
5.70%, 09/30/43 (Call 03/30/43)		1,070		1,072,632
VICI Properties LP
4.38%, 05/15/25		1,725		1,687,740
4.75%, 02/15/28 (Call 01/15/28)		2,570		2,469,641
4.95%, 02/15/30 (Call 12/15/29)		3,085		2,945,589
5.13%, 05/15/32 (Call 02/15/32)		4,035		3,845,153
5.63%, 05/15/52 (Call 11/15/51)		2,556		2,365,961


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Vornado Realty LP
2.15%, 06/01/26 (Call 05/01/26)	$	1,010	$	889,366
3.40%, 06/01/31 (Call 03/01/31)		1,055		856,565
3.50%, 01/15/25 (Call 11/15/24)		3,200		3,060,480
Welltower Inc.
2.05%, 01/15/29 (Call 11/15/28)		2,458		2,074,183
2.70%, 02/15/27 (Call 12/15/26)^(b)		1,809		1,678,680
2.75%, 01/15/31 (Call 10/15/30)		866		727,682
2.75%, 01/15/32 (Call 10/15/31)		2,145		1,774,473
2.80%, 06/01/31 (Call 03/01/31)		3,530		2,983,309
3.10%, 01/15/30 (Call 10/15/29)		2,630		2,315,268
3.63%, 03/15/24 (Call 02/15/24)^(b)		5,188		5,142,968
3.85%, 06/15/32 (Call 03/15/32)		1,730		1,574,058
4.00%, 06/01/25 (Call 03/01/25)		3,968		3,920,940
4.13%, 03/15/29 (Call 12/15/28)		1,966		1,866,992
4.25%, 04/01/26 (Call 01/01/26)		4,012		3,973,766
4.25%, 04/15/28 (Call 01/15/28)		3,193		3,106,182
4.50%, 01/15/24 (Call 10/15/23)		1,691		1,695,481
4.95%, 09/01/48 (Call 03/01/48)		305		287,270
6.50%, 03/15/41 (Call 09/15/40)		2,092		2,287,246
Weyerhaeuser Co.
3.38%, 03/09/33 (Call 12/09/32)		530		463,315
4.00%, 11/15/29 (Call 08/15/29)		2,269		2,147,858
4.00%, 04/15/30 (Call 01/15/30)		3,275		3,087,015
4.00%, 03/09/52 (Call 09/09/51)^(b)		370		305,169
6.95%, 10/01/27^(b)		1,064		1,171,155
7.38%, 03/15/32		2,808		3,242,033
WP Carey Inc.
2.25%, 04/01/33 (Call 01/01/33)^(b)		740		563,147
2.40%, 02/01/31 (Call 11/01/30)^(b)		1,848		1,503,145
2.45%, 02/01/32 (Call 11/01/31)^(b)		1,720		1,371,081
3.85%, 07/15/29 (Call 04/15/29)		1,841		1,706,846
4.00%, 02/01/25 (Call 11/01/24)^(b)		2,568		2,540,317
4.25%, 10/01/26 (Call 07/01/26)		955		932,347
4.60%, 04/01/24 (Call 01/01/24)^(b)		2,382		2,395,077

				810,304,236

Retail — 0.6%
Advance Auto Parts Inc.
1.75%, 10/01/27 (Call 08/01/27)		1,630		1,389,624
3.50%, 03/15/32 (Call 12/15/31)^(b)		1,810		1,537,613
3.90%, 04/15/30 (Call 01/15/30)		2,194		1,983,617
AutoNation Inc.
1.95%, 08/01/28 (Call 06/01/28)^(b)		842		691,998
2.40%, 08/01/31 (Call 05/01/31)		2,445		1,875,217
3.50%, 11/15/24 (Call 09/15/24)		2,649		2,584,947
3.80%, 11/15/27 (Call 08/15/27)		1,612		1,483,491
3.85%, 03/01/32 (Call 12/01/31)		1,320		1,134,487
4.50%, 10/01/25 (Call 07/01/25)		1,949		1,939,703
4.75%, 06/01/30 (Call 03/01/30)		2,073		1,941,675
AutoZone Inc.
1.65%, 01/15/31 (Call 10/15/30)^(b)		531		417,849
3.13%, 04/18/24 (Call 03/18/24)^(b)		1,489		1,464,997
3.13%, 04/21/26 (Call 01/21/26)^(b)		2,828		2,713,749
3.25%, 04/15/25 (Call 01/15/25)		2,958		2,875,442
3.63%, 04/15/25 (Call 03/15/25)		640		629,651
3.75%, 06/01/27 (Call 03/01/27)		2,179		2,122,411
3.75%, 04/18/29 (Call 01/18/29)		2,900		2,733,337
4.00%, 04/15/30 (Call 01/15/30)		945		897,381
4.75%, 08/01/32 (Call 05/01/32)		2,335		2,315,082


Security	Par (000)		Value

Retail (continued)
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)^(b)	$	3,829	$	3,064,081
4.45%, 10/01/28 (Call 07/01/28)^(b)		3,404		3,340,822
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)^(b)		4,376		3,930,086
1.60%, 04/20/30 (Call 01/20/30)		6,129		5,173,795
1.75%, 04/20/32 (Call 01/20/32)^(b)		4,265		3,510,394
2.75%, 05/18/24 (Call 03/18/24)^(b)		4,858		4,802,570
3.00%, 05/18/27 (Call 02/18/27)		4,847		4,711,575
Darden Restaurants Inc.
3.85%, 05/01/27 (Call 02/01/27)		3,254		3,141,249
4.55%, 02/15/48 (Call 08/15/47)		2,235		1,810,886
Dick’s Sporting Goods Inc.
3.15%, 01/15/32 (Call 10/15/31)^(b)		2,295		1,814,748
4.10%, 01/15/52 (Call 07/15/51)^(b)		2,565		1,713,471
Dollar General Corp.
3.50%, 04/03/30 (Call 01/03/30)		1,633		1,506,279
3.88%, 04/15/27 (Call 01/15/27)^(b)		3,584		3,519,918
4.13%, 05/01/28 (Call 02/01/28)		2,872		2,825,129
4.13%, 04/03/50 (Call 10/03/49)^(b)		2,955		2,488,819
4.15%, 11/01/25 (Call 08/01/25)		2,112		2,103,362
Dollar Tree Inc.
2.65%, 12/01/31 (Call 09/01/31)		3,635		3,028,500
3.38%, 12/01/51 (Call 06/01/51)		2,375		1,683,471
4.00%, 05/15/25 (Call 03/15/25)		4,625		4,578,611
4.20%, 05/15/28 (Call 02/15/28)		5,388		5,251,845
Genuine Parts Co.
1.75%, 02/01/25 (Call 02/01/23)		380		357,432
1.88%, 11/01/30 (Call 08/01/30)		2,245		1,775,570
2.75%, 02/01/32 (Call 11/01/31)		710		589,194
Home Depot Inc. (The)
0.90%, 03/15/28 (Call 01/15/28)		4,672		3,977,320
1.38%, 03/15/31 (Call 12/15/30)		6,185		4,962,164
1.50%, 09/15/28 (Call 07/15/28)^(b)		1,245		1,082,789
1.88%, 09/15/31 (Call 06/15/31)		1,940		1,602,925
2.13%, 09/15/26 (Call 06/15/26)^(b)		3,840		3,599,155
2.38%, 03/15/51 (Call 09/15/50)		5,320		3,516,467
2.50%, 04/15/27 (Call 02/15/27)^(b)		6,004		5,667,356
2.70%, 04/15/25 (Call 03/15/25)		1,365		1,332,718
2.70%, 04/15/30 (Call 01/15/30)		5,106		4,602,906
2.75%, 09/15/51 (Call 03/15/51)		1,470		1,049,198
2.80%, 09/14/27 (Call 06/14/27)		3,099		2,944,019
2.88%, 04/15/27 (Call 03/15/27)		1,725		1,657,708
2.95%, 06/15/29 (Call 03/15/29)^(b)		1,951		1,814,371
3.00%, 04/01/26 (Call 01/01/26)		5,452		5,301,470
3.13%, 12/15/49 (Call 06/15/49)^(b)		5,199		3,981,394
3.25%, 04/15/32 (Call 01/15/32)^(b)		5,090		4,706,214
3.30%, 04/15/40 (Call 10/15/39)		2,717		2,281,574
3.35%, 09/15/25 (Call 06/15/25)		1,895		1,875,842
3.35%, 04/15/50 (Call 10/15/49)		2,971		2,366,283
3.50%, 09/15/56 (Call 03/15/56)		3,110		2,486,911
3.63%, 04/15/52 (Call 10/15/51)		5,615		4,706,886
3.75%, 02/15/24 (Call 11/15/23)^(b)		3,013		3,018,212
3.90%, 12/06/28 (Call 09/06/28)		3,568		3,535,567
3.90%, 06/15/47 (Call 12/15/46)		4,005		3,539,659
4.20%, 04/01/43 (Call 10/01/42)		4,209		3,871,522
4.25%, 04/01/46 (Call 10/01/45)		5,680		5,260,078
4.40%, 03/15/45 (Call 09/15/44)		2,882		2,721,905
4.50%, 12/06/48 (Call 06/06/48)		5,473		5,274,877
4.88%, 02/15/44 (Call 08/15/43)		4,440		4,445,062


Security	Par (000)		Value

Retail (continued)
5.40%, 09/15/40 (Call 03/15/40)	$	2,404	$	2,566,318
5.88%, 12/16/36		9,388		10,548,075
5.95%, 04/01/41 (Call 10/01/40)		4,105		4,642,673
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45)		2,295		1,610,838
Lowe’s Companies Inc.
1.30%, 04/15/28 (Call 02/15/28)		6,252		5,305,822
1.70%, 09/15/28 (Call 07/15/28)		3,173		2,724,560
1.70%, 10/15/30 (Call 07/15/30)		3,608		2,893,147
2.50%, 04/15/26 (Call 01/15/26)^(b)		3,172		3,018,475
2.63%, 04/01/31 (Call 01/01/31)		5,542		4,752,376
2.80%, 09/15/41 (Call 03/15/41)		2,450		1,742,415
3.00%, 10/15/50 (Call 04/15/50)		3,633		2,491,911
3.10%, 05/03/27 (Call 02/03/27)		4,216		4,009,880
3.13%, 09/15/24 (Call 06/15/24)		3,930		3,868,181
3.35%, 04/01/27 (Call 03/01/27)		1,780		1,715,119
3.38%, 09/15/25 (Call 06/15/25)		6,367		6,237,877
3.50%, 04/01/51 (Call 10/01/50)^(b)		4,732		3,581,036
3.65%, 04/05/29 (Call 01/05/29)^(b)		4,558		4,312,461
3.70%, 04/15/46 (Call 10/15/45)		6,841		5,421,424
3.75%, 04/01/32 (Call 01/01/32)^(b)		5,565		5,146,456
3.88%, 09/15/23 (Call 06/15/23)^(b)		1,427		1,427,685
4.00%, 04/15/25 (Call 03/15/25)		4,412		4,410,853
4.05%, 05/03/47 (Call 11/03/46)		5,269		4,380,805
4.25%, 04/01/52 (Call 10/01/51)		1,800		1,535,598
4.38%, 09/15/45 (Call 03/15/45)^(b)		1,428		1,229,165
4.45%, 04/01/62 (Call 10/01/61)		2,175		1,831,415
4.50%, 04/15/30 (Call 01/15/30)		4,684		4,637,254
4.55%, 04/05/49 (Call 10/05/48)		533		475,004
4.65%, 04/15/42 (Call 10/15/41)		2,270		2,083,247
5.00%, 04/15/40 (Call 10/15/39)		2,506		2,422,224
5.13%, 04/15/50 (Call 10/15/49)		350		341,026
5.50%, 10/15/35		573		588,058
6.50%, 03/15/29		600		659,430
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)^(b)		1,150		1,069,880
2.13%, 03/01/30 (Call 12/01/29)		1,135		975,033
2.63%, 09/01/29 (Call 06/01/29)^(b)		4,433		3,985,799
3.25%, 06/10/24^(b)		1,603		1,589,583
3.30%, 07/01/25 (Call 06/01/25)		6,806		6,681,042
3.38%, 05/26/25 (Call 02/26/25)		2,445		2,401,455
3.50%, 03/01/27 (Call 12/01/26)		2,299		2,250,537
3.50%, 07/01/27 (Call 05/01/27)		4,358		4,227,521
3.60%, 07/01/30 (Call 04/01/30)		2,095		1,988,972
3.63%, 05/01/43		1,771		1,450,042
3.63%, 09/01/49 (Call 03/01/49)		4,747		3,849,342
3.70%, 01/30/26 (Call 10/30/25)		4,555		4,511,955
3.70%, 02/15/42		2,141		1,784,352
3.80%, 04/01/28 (Call 01/01/28)		4,041		3,964,100
4.20%, 04/01/50 (Call 10/01/49)		2,880		2,564,467
4.45%, 03/01/47 (Call 09/01/46)		3,830		3,543,478
4.45%, 09/01/48 (Call 03/01/48)		3,035		2,800,546
4.60%, 05/26/45 (Call 11/26/44)		2,364		2,210,104
4.70%, 12/09/35 (Call 06/09/35)		3,346		3,320,604
4.88%, 07/15/40		1,492		1,460,101
4.88%, 12/09/45 (Call 06/09/45)		6,300		6,138,594
5.70%, 02/01/39		1,569		1,674,860
6.30%, 10/15/37		2,668		3,013,186
6.30%, 03/01/38^(b)		2,223		2,531,375
O’Reilly Automotive Inc.
1.75%, 03/15/31 (Call 12/15/30)		1,265		1,005,397


Security	Par (000)		Value
Retail (continued)
3.55%, 03/15/26 (Call 12/15/25)^(b)	$	2,758	$	2,686,651
3.60%, 09/01/27 (Call 06/01/27)		1,846		1,778,436
3.90%, 06/01/29 (Call 03/01/29)		3,332		3,155,437
4.20%, 04/01/30 (Call 01/01/30)		1,731		1,664,356
4.35%, 06/01/28 (Call 03/01/28)		1,735		1,715,603
4.70%, 06/15/32 (Call 03/15/32)		3,500		3,465,630
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		3,200		2,825,568
1.88%, 04/15/31 (Call 01/15/31)^(b)		1,680		1,335,449
4.60%, 04/15/25 (Call 03/15/25)^(b)		2,874		2,889,290
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)^(b)		2,501		2,280,062
2.25%, 03/12/30 (Call 12/12/29)		2,865		2,434,448
2.45%, 06/15/26 (Call 03/15/26)^(b)		1,566		1,484,427
2.55%, 11/15/30 (Call 08/15/30)		3,836		3,287,836
3.00%, 02/14/32 (Call 11/14/31)		3,720		3,254,256
3.35%, 03/12/50 (Call 09/12/49)		3,020		2,257,359
3.50%, 03/01/28 (Call 12/01/27)^(b)		2,511		2,416,411
3.50%, 11/15/50 (Call 05/15/50)		2,620		2,019,182
3.55%, 08/15/29 (Call 05/15/29)		3,210		3,023,017
3.75%, 12/01/47 (Call 06/01/47)^(b)		3,174		2,576,368
3.80%, 08/15/25 (Call 06/15/25)		3,876		3,852,085
3.85%, 10/01/23 (Call 07/01/23)^(b)		3,271		3,269,921
4.00%, 11/15/28 (Call 08/15/28)		3,795		3,724,489
4.30%, 06/15/45 (Call 12/15/44)^(b)		2,366		2,083,618
4.45%, 08/15/49 (Call 02/15/49)		1,324		1,183,908
4.50%, 11/15/48 (Call 05/15/48)		4,620		4,187,568
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)^(b)		2,390		2,223,321
2.25%, 04/15/25 (Call 03/15/25)		7,808		7,501,692
2.35%, 02/15/30 (Call 11/15/29)		3,361		2,959,159
2.50%, 04/15/26		4,336		4,159,525
2.65%, 09/15/30 (Call 06/15/30)^(b)		2,019		1,801,453
2.95%, 01/15/52 (Call 07/15/51)^(b)		4,135		3,116,715
3.38%, 04/15/29 (Call 01/15/29)		5,748		5,521,586
3.50%, 07/01/24^(b)		965		963,147
3.63%, 04/15/46		4,608		3,928,274
3.90%, 11/15/47 (Call 05/15/47)		4,237		3,765,507
4.00%, 07/01/42		2,166		2,000,106
6.50%, 10/15/37^(b)		443		518,354
7.00%, 01/15/38		570		702,588
TJX Companies Inc. (The)
1.15%, 05/15/28 (Call 03/15/28)^(b)		626		533,690
1.60%, 05/15/31 (Call 02/15/31)		350		281,239
2.25%, 09/15/26 (Call 06/15/26)		5,790		5,454,933
3.88%, 04/15/30 (Call 01/15/30)		2,515		2,444,882
4.50%, 04/15/50 (Call 10/15/49)^(b)		2,460		2,438,081
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30)		2,315		1,829,869
Walgreens Boots Alliance Inc.
0.95%, 11/17/23 (Call 10/03/22)		2,000		1,929,780
3.20%, 04/15/30 (Call 01/15/30)^(b)		2,000		1,783,480
3.45%, 06/01/26 (Call 03/01/26)^(b)		2,252		2,181,062
4.10%, 04/15/50 (Call 10/15/49)		1,850		1,466,032
Walmart Inc.
2.38%, 09/24/29 (Call 06/24/29)		2,072		1,864,448
2.50%, 09/22/41 (Call 03/22/41)^(b)		4,416		3,422,047
2.65%, 12/15/24 (Call 10/15/24)^(b)		175		171,708
2.65%, 09/22/51 (Call 03/22/51)		5,685		4,265,114
2.85%, 07/08/24 (Call 06/08/24)^(b)		160		157,654
2.95%, 09/24/49 (Call 03/24/49)		223		177,921


Security	Par (000)		Value
Retail (continued)
3.05%, 07/08/26 (Call 05/08/26)^(b)	$	25	$	24,680
3.25%, 07/08/29 (Call 04/08/29)^(b)		795		763,057
3.30%, 04/22/24 (Call 01/22/24)		8,970		8,934,479
3.55%, 06/26/25 (Call 04/26/25)^(b)		180		179,856
3.63%, 12/15/47 (Call 06/15/47)		380		338,766
3.70%, 06/26/28 (Call 03/26/28)		1,647		1,624,304
3.95%, 06/28/38 (Call 12/28/37)^(b)		605		584,648
4.00%, 04/11/43 (Call 10/11/42)^(b)		60		56,319
4.05%, 06/29/48 (Call 12/29/47)		675		645,179
5.00%, 10/25/40^(b)		120		126,392
5.25%, 09/01/35^(b)		5		5,504
5.63%, 04/01/40		615		709,464
5.88%, 04/05/27^(b)		255		278,243
6.50%, 08/15/37		265		329,353
7.55%, 02/15/30		550		674,020

				519,928,769

Savings & Loans — 0.0%
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)^(a)		2,170		2,161,928


Semiconductors — 0.6%
Advanced Micro Devices Inc.
3.92%, 06/01/32 (Call 03/01/32)		4,695		4,540,253
4.39%, 06/01/52 (Call 12/01/51)		1,470		1,388,650
Altera Corp., 4.10%, 11/15/23^(b)		1,992		2,002,179
Analog Devices Inc.
1.70%, 10/01/28 (Call 08/01/28)		2,290		2,006,567
2.10%, 10/01/31 (Call 07/01/31)^(b)		2,240		1,902,074
2.80%, 10/01/41 (Call 04/01/41)^(b)		1,625		1,268,345
2.95%, 04/01/25 (Call 03/01/25)^(b)		831		812,219
2.95%, 10/01/51 (Call 04/01/51)		785		593,279
3.50%, 12/05/26 (Call 09/05/26)		4,198		4,123,779
5.30%, 12/15/45 (Call 06/15/45)^(b)		200		210,030
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		3,100		2,602,853
2.75%, 06/01/50 (Call 12/01/49)^(b)		3,316		2,469,359
3.30%, 04/01/27 (Call 01/01/27)^(b)		4,465		4,367,708
3.90%, 10/01/25 (Call 07/01/25)		3,356		3,362,980
4.35%, 04/01/47 (Call 10/01/46)		3,252		3,136,294
5.10%, 10/01/35 (Call 04/01/35)		1,129		1,189,153
5.85%, 06/15/41		2,499		2,858,156
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		857		836,972
3.50%, 01/15/28 (Call 10/15/27)		4,691		4,337,862
3.63%, 01/15/24 (Call 11/15/23)		431		427,824
3.88%, 01/15/27 (Call 10/15/26)		12,557		12,073,556
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(b)(f)		10		8,576
2.45%, 02/15/31 (Call 11/15/30)^(f)		10,525		8,398,845
2.60%, 02/15/33 (Call 11/15/32)^(f)		4,355		3,349,953
3.14%, 11/15/35 (Call 08/15/35)^(f)		2,212		1,676,984
3.15%, 11/15/25 (Call 10/15/25)^(b)		2,043		1,968,533
3.19%, 11/15/36 (Call 08/15/36)^(f)		1,240		919,931
3.42%, 04/15/33 (Call 01/15/33)^(f)		16,861		13,906,110
3.46%, 09/15/26 (Call 07/15/26)		1,157		1,109,494
3.47%, 04/15/34 (Call 01/15/34)^(f)		11,935		9,671,647
3.50%, 02/15/41 (Call 08/15/40)^(f)		8,875		6,674,000
3.63%, 10/15/24 (Call 09/15/24)^(b)		680		672,493
3.75%, 02/15/51 (Call 08/15/50)^(f)		3,726		2,750,161
4.00%, 04/15/29 (Call 02/15/29)^(f)		2,870		2,660,519


Security	Par (000)		Value

Semiconductors (continued)
4.11%, 09/15/28 (Call 06/15/28)	$	70	$	66,624
4.15%, 11/15/30 (Call 08/15/30)		4,490		4,094,700
4.15%, 04/15/32 (Call 01/15/32)^(f)		3,255		2,914,722
4.30%, 11/15/32 (Call 08/15/32)		8,059		7,268,734
4.93%, 05/15/37 (Call 02/15/37)^(f)		23,184		20,685,228
Intel Corp.
1.60%, 08/12/28 (Call 06/12/28)		4,168		3,613,198
2.00%, 08/12/31 (Call 05/12/31)		5,045		4,160,612
2.45%, 11/15/29 (Call 08/15/29)		7,177		6,301,334
2.60%, 05/19/26 (Call 02/19/26)		4,696		4,497,594
2.80%, 08/12/41 (Call 02/12/41)		1,960		1,454,653
2.88%, 05/11/24 (Call 03/11/24)		5,499		5,426,798
3.05%, 08/12/51 (Call 02/12/51)		675		484,974
3.10%, 02/15/60 (Call 08/15/59)		5,240		3,586,990
3.15%, 05/11/27 (Call 02/11/27)^(b)		3,478		3,354,844
3.20%, 08/12/61 (Call 02/12/61)		445		312,844
3.25%, 11/15/49 (Call 05/15/49)		10,248		7,633,838
3.40%, 03/25/25 (Call 02/25/25)		6,487		6,408,183
3.70%, 07/29/25 (Call 04/29/25)		8,338		8,299,812
3.73%, 12/08/47 (Call 06/08/47)		4,142		3,380,245
3.75%, 03/25/27 (Call 01/25/27)		4,455		4,399,402
3.75%, 08/05/27		2,720		2,671,176
3.90%, 03/25/30 (Call 12/25/29)		6,139		5,936,597
4.00%, 08/05/29		2,895		2,815,330
4.00%, 12/15/32		3,041		2,922,401
4.10%, 05/19/46 (Call 11/19/45)		6,422		5,676,920
4.10%, 05/11/47 (Call 11/11/46)^(b)		5,093		4,462,945
4.15%, 08/05/32		2,720		2,631,518
4.25%, 12/15/42^(b)		782		703,346
4.60%, 03/25/40 (Call 09/25/39)		6,499		6,191,922
4.75%, 03/25/50 (Call 09/25/49)		6,384		6,091,421
4.80%, 10/01/41		855		839,046
4.90%, 07/29/45 (Call 01/29/45)		1,781		1,743,421
4.90%, 08/05/52		2,720		2,652,925
4.95%, 03/25/60 (Call 09/25/59)^(b)		3,554		3,393,039
5.05%, 08/05/62		2,830		2,743,572
KLA Corp.
3.30%, 03/01/50 (Call 08/28/49)		2,963		2,317,866
4.10%, 03/15/29 (Call 12/15/28)		2,753		2,737,033
4.65%, 11/01/24 (Call 08/01/24)^(b)		1,276		1,295,357
4.65%, 07/15/32 (Call 04/15/32)		2,095		2,131,076
4.95%, 07/15/52 (Call 01/15/52)		3,995		4,021,247
5.00%, 03/15/49 (Call 09/15/48)		1,884		1,902,840
5.25%, 07/15/62 (Call 01/15/62)^(b)		3,215		3,276,567
Lam Research Corp.
1.90%, 06/15/30 (Call 03/15/30)		3,015		2,533,535
2.88%, 06/15/50 (Call 12/15/49)		3,014		2,213,572
3.13%, 06/15/60 (Call 12/15/59)		2,796		2,052,767
3.75%, 03/15/26 (Call 01/15/26)		4,535		4,518,901
3.80%, 03/15/25 (Call 12/15/24)^(b)		2,817		2,804,042
4.00%, 03/15/29 (Call 12/15/28)^(b)		3,741		3,676,168
4.88%, 03/15/49 (Call 09/15/48)		2,795		2,861,745
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)^(b)		3,225		2,901,758
2.45%, 04/15/28 (Call 02/15/28)		2,982		2,589,807
2.95%, 04/15/31 (Call 01/15/31)		1,985		1,634,667
4.88%, 06/22/28 (Call 03/22/28)		175		171,682
Maxim Integrated Products Inc., 3.45%, 06/15/27
(Call 03/15/27)		1,157		1,109,181


Security	Par (000)		Value

Semiconductors (continued)
Microchip Technology Inc.
0.97%, 02/15/24^(b)	$	186	$	176,808
0.98%, 09/01/24		387		360,924
2.67%, 09/01/23		445		438,561
4.25%, 09/01/25 (Call 10/03/22)		4,100		4,072,653
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		3,867		3,008,913
3.37%, 11/01/41 (Call 05/01/41)		2,060		1,454,360
3.48%, 11/01/51 (Call 05/01/51)		2,335		1,553,989
4.19%, 02/15/27 (Call 12/15/26)^(b)		3,164		3,082,400
4.66%, 02/15/30 (Call 11/15/29)		3,587		3,376,084
4.98%, 02/06/26 (Call 12/06/25)		3,096		3,100,427
5.33%, 02/06/29 (Call 11/06/28)		2,639		2,604,033
NVIDIA Corp.
0.58%, 06/14/24 (Call 06/14/23)		395		374,484
1.55%, 06/15/28 (Call 04/15/28)		6,180		5,385,808
2.00%, 06/15/31 (Call 03/15/31)^(b)		3,408		2,877,988
2.85%, 04/01/30 (Call 01/01/30)		4,002		3,615,887
3.20%, 09/16/26 (Call 06/16/26)^(b)		3,452		3,398,114
3.50%, 04/01/40 (Call 10/01/39)		2,813		2,421,037
3.50%, 04/01/50 (Call 10/01/49)		6,982		5,813,842
3.70%, 04/01/60 (Call 10/01/59)		2,020		1,650,037
NXP BV/NXP Funding LLC
4.88%, 03/01/24 (Call 02/01/24)		2,664		2,677,054
5.35%, 03/01/26 (Call 01/01/26)^(b)		2,240		2,279,043
5.55%, 12/01/28 (Call 09/01/28)		2,492		2,539,522
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)		3,698		2,985,211
2.65%, 02/15/32 (Call 11/15/31)		3,956		3,194,430
2.70%, 05/01/25 (Call 04/01/25)^(b)		2,259		2,144,514
3.13%, 02/15/42 (Call 08/15/41)		2,015		1,439,274
3.15%, 05/01/27 (Call 03/01/27)^(b)		3,030		2,821,991
3.25%, 05/11/41 (Call 11/11/40)		3,585		2,594,285
3.25%, 11/30/51 (Call 05/30/51)		2,020		1,371,903
3.40%, 05/01/30 (Call 02/01/30)		3,903		3,455,131
3.88%, 06/18/26 (Call 04/18/26)		3,250		3,143,725
4.30%, 06/18/29 (Call 03/18/29)		3,694		3,489,426
4.40%, 06/01/27 (Call 05/01/27)		605		586,983
5.00%, 01/15/33 (Call 10/15/32)		3,745		3,623,774
Qorvo Inc.
1.75%, 12/15/24 (Call 12/15/22)^(f)		1,355		1,266,071
4.38%, 10/15/29 (Call 10/15/24)		3,560		3,169,041
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)^(b)		3,810		3,288,830
1.65%, 05/20/32 (Call 02/20/32)		4,583		3,681,707
2.15%, 05/20/30 (Call 02/20/30)		4,920		4,306,378
2.90%, 05/20/24 (Call 03/20/24)		238		234,347
3.25%, 05/20/27 (Call 02/20/27)		8,672		8,465,086
3.25%, 05/20/50 (Call 11/20/49)^(b)		4,089		3,325,706
3.45%, 05/20/25 (Call 02/20/25)		521		515,206
4.25%, 05/20/32 (Call 02/20/32)^(b)		1,026		1,035,398
4.30%, 05/20/47 (Call 11/20/46)		6,161		5,781,544
4.50%, 05/20/52 (Call 11/20/51)		4,335		4,198,187
4.65%, 05/20/35 (Call 11/20/34)		3,682		3,717,163
4.80%, 05/20/45 (Call 11/20/44)		2,616		2,634,704
Skyworks Solutions Inc.
1.80%, 06/01/26 (Call 05/01/26)^(b)		3,490		3,109,032
3.00%, 06/01/31 (Call 03/01/31)		2,020		1,645,835
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		610		553,514


Security	Par (000)		Value

Semiconductors (continued)
1.38%, 03/12/25 (Call 02/12/25)^(b)	$	3,763	$	3,547,756
1.75%, 05/04/30 (Call 02/04/30)		3,390		2,885,466
1.90%, 09/15/31 (Call 06/15/31)		3,130		2,636,712
2.25%, 09/04/29 (Call 06/04/29)		2,638		2,351,302
2.63%, 05/15/24 (Call 03/15/24)^(b)		1,223		1,202,588
2.70%, 09/15/51 (Call 03/15/51)		2,940		2,197,679
2.90%, 11/03/27 (Call 08/03/27)		2,666		2,541,604
3.65%, 08/16/32		2,150		2,077,459
3.88%, 03/15/39 (Call 09/15/38)		2,688		2,513,495
4.10%, 08/16/52		905		863,524
4.15%, 05/15/48 (Call 11/15/47)		4,776		4,562,704
TSMC Arizona Corp.
1.75%, 10/25/26 (Call 09/25/26)		5,745		5,190,608
2.50%, 10/25/31 (Call 07/25/31)		2,125		1,798,834
3.13%, 10/25/41 (Call 04/25/41)^(b)		3,875		3,164,829
3.25%, 10/25/51 (Call 04/25/51)^(b)		4,205		3,352,436
3.88%, 04/22/27 (Call 03/22/27)		410		403,174
4.13%, 04/22/29 (Call 02/22/29)		535		526,049
4.25%, 04/22/32 (Call 01/22/32)		1,070		1,053,629
4.50%, 04/22/52 (Call 10/22/51)		930		910,349
Xilinx Inc.
2.38%, 06/01/30 (Call 03/01/30)		2,836		2,477,445
2.95%, 06/01/24 (Call 04/01/24)^(b)		4,903		4,853,578

				495,999,641

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
2.04%, 08/16/28 (Call 06/16/28)		2,429		2,060,448
3.48%, 12/01/27 (Call 09/01/27)		2,046		1,902,207
3.84%, 05/01/25 (Call 04/01/25)		2,065		2,020,479
4.20%, 05/01/30 (Call 02/01/30)		1,395		1,299,191

				7,282,325

Software — 0.7%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)		2,471		1,950,607
2.50%, 09/15/50 (Call 03/15/50)		3,453		2,311,680
3.40%, 09/15/26 (Call 06/15/26)		3,405		3,322,020
3.40%, 06/15/27 (Call 03/15/27)		2,635		2,539,824
4.50%, 06/15/47 (Call 12/15/46)		2,347		2,228,547
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		3,203		3,070,268
2.15%, 02/01/27 (Call 12/01/26)		2,736		2,561,416
2.30%, 02/01/30 (Call 11/01/29)		5,708		5,053,349
3.25%, 02/01/25 (Call 11/01/24)		2,823		2,794,629
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		3,145		2,597,676
2.85%, 01/15/30 (Call 10/15/29)		2,007		1,780,209
3.50%, 06/15/27 (Call 03/15/27)		3,260		3,136,739
4.38%, 06/15/25 (Call 03/15/25)^(b)		2,577		2,593,184
Broadridge Financial Solutions Inc.
2.60%, 05/01/31 (Call 02/01/31)		3,966		3,337,349
2.90%, 12/01/29 (Call 09/01/29)		3,693		3,250,800
3.40%, 06/27/26 (Call 03/27/26)		2,044		1,975,935
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)^(b)		1,775		1,786,342
Citrix Systems Inc.
1.25%, 03/01/26 (Call 02/01/26)		4,755		4,661,422
3.30%, 03/01/30 (Call 12/01/29)		3,561		3,496,475
4.50%, 12/01/27 (Call 09/01/27)^(b)		2,077		2,071,434


Security	Par (000)		Value

Software (continued)
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)	$	2,677	$	2,190,268
2.95%, 02/15/51 (Call 08/15/50)		2,465		1,796,812
4.80%, 03/01/26 (Call 12/01/25)^(b)		2,793		2,840,760
Fidelity National Information Services Inc.
0.60%, 03/01/24^(b)		2,948		2,794,733
1.15%, 03/01/26 (Call 02/01/26)		5,113		4,534,311
1.65%, 03/01/28 (Call 01/01/28)		4,545		3,885,430
2.25%, 03/01/31 (Call 12/01/30)^(b)		4,315		3,506,326
3.10%, 03/01/41 (Call 09/01/40)		3,000		2,181,060
4.50%, 07/15/25		1,300		1,303,302
4.50%, 08/15/46 (Call 02/15/46)		1,447		1,253,695
4.70%, 07/15/27 (Call 06/15/27)^(b)		3,430		3,424,409
5.10%, 07/15/32 (Call 04/15/32)		1,415		1,411,406
5.63%, 07/15/52 (Call 01/15/52)		2,365		2,349,486
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)		1,365		1,227,490
2.65%, 06/01/30 (Call 03/01/30)^(b)		4,674		3,996,083
2.75%, 07/01/24 (Call 06/01/24)		6,657		6,492,639
3.20%, 07/01/26 (Call 05/01/26)		7,724		7,351,163
3.50%, 07/01/29 (Call 04/01/29)		7,615		6,959,805
3.80%, 10/01/23 (Call 09/01/23)		3,226		3,219,903
3.85%, 06/01/25 (Call 03/01/25)		4,405		4,335,489
4.20%, 10/01/28 (Call 07/01/28)		2,657		2,576,732
4.40%, 07/01/49 (Call 01/01/49)		5,730		4,952,324
Intuit Inc.
0.95%, 07/15/25 (Call 06/15/25)^(b)		4,305		3,961,504
1.35%, 07/15/27 (Call 05/15/27)		4,053		3,561,452
1.65%, 07/15/30 (Call 04/15/30)		4,422		3,642,976
Microsoft Corp.
2.40%, 08/08/26 (Call 05/08/26)		12,302		11,754,561
2.53%, 06/01/50 (Call 12/01/49)		32,834		23,916,942
2.68%, 06/01/60 (Call 12/01/59)		13,498		9,602,072
2.70%, 02/12/25 (Call 11/12/24)		7,615		7,487,220
2.88%, 02/06/24 (Call 12/06/23)		9,595		9,498,954
2.92%, 03/17/52 (Call 09/17/51)^(b)		32,266		25,450,776
3.04%, 03/17/62 (Call 09/17/61)		7,869		6,023,483
3.13%, 11/03/25 (Call 08/03/25)		6,106		6,007,205
3.30%, 02/06/27 (Call 11/06/26)		12,775		12,564,340
3.45%, 08/08/36 (Call 02/08/36)		4,061		3,824,325
3.50%, 02/12/35 (Call 08/12/34)		10,286		9,845,142
3.50%, 11/15/42^(b)		955		854,811
3.63%, 12/15/23 (Call 09/15/23)		7,065		7,080,260
3.70%, 08/08/46 (Call 02/08/46)		745		685,981
3.75%, 02/12/45 (Call 08/12/44)^(b)		740		676,560
3.95%, 08/08/56 (Call 02/08/56)^(b)		385		359,321
4.00%, 02/12/55 (Call 08/12/54)^(b)		200		188,160
4.10%, 02/06/37 (Call 08/06/36)		760		763,260
4.20%, 11/03/35 (Call 05/03/35)		425		432,263
4.25%, 02/06/47 (Call 08/06/46)		525		525,299
4.45%, 11/03/45 (Call 05/03/45)		370		378,540
4.50%, 10/01/40^(b)		95		97,355
4.50%, 02/06/57 (Call 08/06/56)		305		315,373
4.75%, 11/03/55 (Call 05/03/55)		1		689
5.30%, 02/08/41		300		338,913
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		7,260		6,548,738
2.30%, 03/25/28 (Call 01/25/28)		9,210		8,012,700
2.40%, 09/15/23 (Call 07/15/23)		7,140		7,014,622
2.50%, 04/01/25 (Call 03/01/25)^(b)		8,524		8,090,640


Security	Par (000)		Value

Software (continued)
2.65%, 07/15/26 (Call 04/15/26)	$	13,435	$	12,392,981
2.80%, 04/01/27 (Call 02/01/27)		7,177		6,574,993
2.88%, 03/25/31 (Call 12/25/30)		9,076		7,524,821
2.95%, 11/15/24 (Call 09/15/24)		4,202		4,084,890
2.95%, 05/15/25 (Call 02/15/25)^(b)		7,319		7,019,287
2.95%, 04/01/30 (Call 01/01/30)		12,210		10,407,194
3.25%, 11/15/27 (Call 08/15/27)		6,802		6,289,809
3.25%, 05/15/30 (Call 02/15/30)		1,414		1,229,544
3.40%, 07/08/24 (Call 04/08/24)^(b)		8,269		8,152,242
3.60%, 04/01/40 (Call 10/01/39)		10,025		7,301,809
3.60%, 04/01/50 (Call 10/01/49)		15,693		10,694,152
3.65%, 03/25/41 (Call 09/25/40)		5,958		4,356,430
3.80%, 11/15/37 (Call 05/15/37)		7,008		5,461,054
3.85%, 07/15/36 (Call 01/15/36)		4,412		3,518,526
3.85%, 04/01/60 (Call 10/01/59)		11,172		7,416,532
3.90%, 05/15/35 (Call 11/15/34)		4,415		3,591,426
3.95%, 03/25/51 (Call 09/25/50)		7,155		5,146,019
4.00%, 07/15/46 (Call 01/15/46)		9,744		7,130,659
4.00%, 11/15/47 (Call 05/15/47)		6,277		4,555,470
4.10%, 03/25/61 (Call 09/25/60)		5,310		3,702,451
4.13%, 05/15/45 (Call 11/15/44)		7,464		5,570,383
4.30%, 07/08/34 (Call 01/08/34)		6,129		5,340,198
4.38%, 05/15/55 (Call 11/15/54)		4,624		3,465,503
4.50%, 07/08/44 (Call 01/08/44)		4,493		3,597,051
5.38%, 07/15/40		8,344		7,519,363
6.13%, 07/08/39		2,824		2,791,326
6.50%, 04/15/38		4,990		5,128,572
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		2,077		1,879,477
1.40%, 09/15/27 (Call 07/15/27)		2,551		2,184,906
1.75%, 02/15/31 (Call 11/15/30)		1,980		1,554,161
2.00%, 06/30/30 (Call 03/30/30)^(b)		2,884		2,349,076
2.35%, 09/15/24 (Call 08/15/24)^(b)		3,305		3,187,673
2.95%, 09/15/29 (Call 06/15/29)		3,418		3,012,488
3.65%, 09/15/23 (Call 08/15/23)		2,363		2,353,713
3.80%, 12/15/26 (Call 09/15/26)^(b)		2,902		2,840,158
3.85%, 12/15/25 (Call 09/15/25)		2,411		2,366,879
4.20%, 09/15/28 (Call 06/15/28)		2,364		2,307,311
salesforce.com Inc.
0.63%, 07/15/24 (Call 10/03/22)		610		577,463
1.50%, 07/15/28 (Call 05/15/28)		1,025		898,894
1.95%, 07/15/31 (Call 04/15/31)^(b)		1,530		1,291,060
2.70%, 07/15/41 (Call 01/15/41)^(b)		1,460		1,113,294
2.90%, 07/15/51 (Call 01/15/51)		2,690		1,989,416
3.05%, 07/15/61 (Call 01/15/61)		1,475		1,057,737
3.70%, 04/11/28 (Call 01/11/28)		8,461		8,368,521
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		7,289		5,723,906
Take-Two Interactive Software Inc.
3.30%, 03/28/24^(b)		2,832		2,791,191
3.55%, 04/14/25		2,490		2,439,827
3.70%, 04/14/27 (Call 03/14/27)		2,075		1,997,831
4.00%, 04/14/32 (Call 01/14/32)		2,528		2,330,968
VMware Inc.
1.00%, 08/15/24 (Call 10/03/22)		1,000		937,820
1.40%, 08/15/26 (Call 07/15/26)^(b)		807		712,073
1.80%, 08/15/28 (Call 06/15/28)^(b)		279		232,234
2.20%, 08/15/31 (Call 05/15/31)		202		157,683
3.90%, 08/21/27 (Call 05/21/27)		3,409		3,254,811
4.50%, 05/15/25 (Call 04/15/25)		2,716		2,713,230
4.65%, 05/15/27 (Call 03/15/27)		3,881		3,849,176


Security	Par (000)		Value

Software (continued)
4.70%, 05/15/30 (Call 02/15/30)	$	2,590	$	2,457,806
Workday Inc.
3.50%, 04/01/27 (Call 03/01/27)		1,780		1,699,686
3.70%, 04/01/29 (Call 02/01/29)^(b)		1,988		1,864,684
3.80%, 04/01/32 (Call 01/01/32)^(b)		2,885		2,634,495

				545,700,301

Telecommunications — 1.1%
America Movil SAB de CV
2.88%, 05/07/30 (Call 02/07/30)		5,155		4,564,134
3.63%, 04/22/29 (Call 01/22/29)		3,281		3,102,809
4.38%, 07/16/42		5,010		4,493,669
4.38%, 04/22/49 (Call 10/22/48)^(b)		3,876		3,550,687
4.70%, 07/21/32 (Call 04/21/32)		305		304,585
6.13%, 11/15/37		2,700		2,906,361
6.13%, 03/30/40		4,211		4,615,467
6.38%, 03/01/35^(b)		3,516		3,969,529
AT&T Inc.
0.90%, 03/25/24 (Call 09/12/22)		1,785		1,707,942
1.65%, 02/01/28 (Call 12/01/27)		9,616		8,261,586
1.70%, 03/25/26 (Call 03/25/23)		1,764		1,614,977
2.25%, 02/01/32 (Call 11/01/31)		9,121		7,381,534
2.30%, 06/01/27 (Call 04/01/27)		2,557		2,325,822
2.55%, 12/01/33 (Call 09/01/33)		25,258		20,161,946
2.75%, 06/01/31 (Call 03/01/31)		10,901		9,325,915
2.95%, 07/15/26 (Call 04/15/26)		2,080		1,976,208
3.50%, 06/01/41 (Call 12/01/40)		9,485		7,481,958
3.50%, 09/15/53 (Call 03/15/53)		29,466		21,885,872
3.55%, 09/15/55 (Call 03/15/55)		32,413		23,682,234
3.65%, 06/01/51 (Call 12/01/50)		7,891		6,034,327
3.65%, 09/15/59 (Call 03/15/59)		24,444		17,714,322
3.80%, 02/15/27 (Call 11/15/26)		689		671,741
3.80%, 12/01/57 (Call 06/01/57)		21,701		16,409,645
3.85%, 06/01/60 (Call 12/01/59)		6,375		4,787,051
3.88%, 01/15/26 (Call 10/15/25)		1,739		1,720,323
4.10%, 02/15/28 (Call 11/15/27)^(b)		895		871,793
4.25%, 03/01/27 (Call 12/01/26)		1,181		1,170,560
4.30%, 02/15/30 (Call 11/15/29)		9,157		8,806,195
4.30%, 12/15/42 (Call 06/15/42)		1,428		1,237,948
4.35%, 03/01/29 (Call 12/01/28)		11,614		11,318,075
4.35%, 06/15/45 (Call 12/15/44)		1,020		873,202
4.50%, 05/15/35 (Call 11/15/34)		10,636		9,985,183
4.50%, 03/09/48 (Call 09/09/47)		2,990		2,595,649
4.55%, 03/09/49 (Call 09/09/48)^(b)		2,229		1,989,004
4.65%, 06/01/44 (Call 12/01/43)		1,804		1,613,949
4.75%, 05/15/46 (Call 11/15/45)		1,516		1,394,462
4.80%, 06/15/44 (Call 12/15/43)^(b)		365		335,588
4.85%, 03/01/39 (Call 09/01/38)		11,132		10,464,080
4.85%, 07/15/45 (Call 01/15/45)		594		548,161
4.90%, 08/15/37 (Call 02/14/37)		3,958		3,863,483
5.15%, 03/15/42		500		480,945
5.15%, 11/15/46 (Call 05/15/46)^(b)		566		548,777
5.15%, 02/15/50 (Call 08/14/49)		937		904,477
5.25%, 03/01/37 (Call 09/01/36)		405		405,984
5.35%, 09/01/40		613		606,208
5.45%, 03/01/47 (Call 09/01/46)		668		678,194
5.55%, 08/15/41		172		174,026
5.65%, 02/15/47 (Call 08/15/46)		277		289,351
5.70%, 03/01/57 (Call 09/01/56)		616		640,825
6.00%, 08/15/40 (Call 05/15/40)		1,544		1,634,092
6.30%, 01/15/38		400		443,620


Security	Par (000)		Value

Telecommunications (continued)
6.38%, 03/01/41	$	629	$	691,642
6.55%, 02/15/39		226		253,342
Bell Canada, Series US-6, 3.20%, 02/15/52
(Call 08/15/51)^(b)		490		357,666
Bell Telephone Co. of Canada or Bell Canada (The)
3.65%, 08/15/52 (Call 02/15/52)		1,905		1,505,541
4.30%, 07/29/49 (Call 01/29/49)		2,400		2,124,024
4.46%, 04/01/48 (Call 10/01/47)^(b)		4,226		3,871,396
Series US-3, 0.75%, 03/17/24		420		399,147
Series US-4, 3.65%, 03/17/51 (Call 09/17/50)		2,094		1,645,067
Series US-5, 2.15%, 02/15/32 (Call 11/15/31)^(b)		1,790		1,458,957
British Telecommunications PLC
4.50%, 12/04/23 (Call 11/04/23)		3,049		3,051,927
5.13%, 12/04/28 (Call 09/04/28)		3,768		3,706,770
9.63%, 12/15/30		7,296		8,977,728
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		2,821		2,784,073
2.50%, 09/20/26 (Call 06/20/26)		2,662		2,555,627
2.95%, 02/28/26		1,410		1,380,038
3.50%, 06/15/25^(b)		2,178		2,174,145
3.63%, 03/04/24		4,427		4,430,276
5.50%, 01/15/40		6,751		7,361,290
5.90%, 02/15/39		6,930		7,868,738
Corning Inc.
3.90%, 11/15/49 (Call 05/15/49)		2,028		1,577,743
4.38%, 11/15/57 (Call 05/15/57)		2,752		2,261,676
4.70%, 03/15/37		877		826,450
4.75%, 03/15/42		780		723,926
5.35%, 11/15/48 (Call 05/15/48)^(b)		1,939		1,910,477
5.45%, 11/15/79 (Call 05/19/79)		2,843		2,610,386
5.75%, 08/15/40		1,852		1,917,265
5.85%, 11/15/68 (Call 05/15/68)		2,327		2,236,689
Deutsche Telekom International Finance BV
8.75%, 06/15/30		8,825		10,863,046
9.25%, 06/01/32		2,722		3,589,120
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		365		326,733
2.00%, 12/10/30 (Call 09/10/30)^(b)		1,261		982,067
3.75%, 08/15/29 (Call 05/15/29)^(b)		3,231		2,936,010
5.95%, 03/15/41		1,954		1,875,312
Koninklijke KPN NV, 8.38%, 10/01/30		777		901,421
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		1,476		1,174,114
2.75%, 05/24/31 (Call 02/24/31)		3,870		3,146,039
4.00%, 09/01/24		395		391,927
4.60%, 02/23/28 (Call 11/23/27)		3,805		3,743,587
4.60%, 05/23/29 (Call 02/23/29)		2,446		2,356,794
5.50%, 09/01/44^(b)		1,838		1,721,967
5.60%, 06/01/32 (Call 03/01/32)		3,460		3,472,006
Orange SA
5.38%, 01/13/42		3,433		3,549,585
5.50%, 02/06/44 (Call 08/06/43)		2,319		2,443,878
9.00%, 03/01/31		7,530		9,622,512
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)		3,057		2,871,899
2.95%, 03/15/25 (Call 03/15/23)^(f)		3,350		3,243,906
3.20%, 03/15/27 (Call 02/15/27)^(b)(f)		2,355		2,240,994
3.63%, 12/15/25 (Call 09/15/25)		3,783		3,659,182
3.70%, 11/15/49 (Call 05/15/49)^(b)		4,038		3,070,253
3.80%, 03/15/32 (Call 12/15/31)^(f)		3,000		2,731,110


Security	Par (000)		Value

Telecommunications (continued)
4.10%, 10/01/23 (Call 07/01/23)^(b)	$	5,012	$	5,014,155
4.30%, 02/15/48 (Call 08/15/47)		2,192		1,820,631
4.35%, 05/01/49 (Call 11/01/48)^(b)		3,053		2,558,994
4.50%, 03/15/42 (Call 09/15/41)^(f)		3,055		2,692,738
4.50%, 03/15/43 (Call 09/15/42)		1,958		1,687,737
4.55%, 03/15/52 (Call 09/15/51)^(f)		4,150		3,653,702
5.00%, 03/15/44 (Call 09/15/43)		3,993		3,651,678
5.45%, 10/01/43 (Call 04/01/43)		2,793		2,725,018
7.50%, 08/15/38		1,861		2,228,454
Telefonica Emisiones SA
4.10%, 03/08/27		4,334		4,204,543
4.67%, 03/06/38		2,828		2,445,372
4.90%, 03/06/48		3,826		3,180,477
5.21%, 03/08/47		8,339		7,195,139
5.52%, 03/01/49 (Call 09/01/48)		4,370		3,920,677
7.05%, 06/20/36		8,245		8,996,697
Telefonica Europe BV, 8.25%, 09/15/30		4,710		5,505,236
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)^(b)		2,725		2,560,138
3.40%, 05/13/32 (Call 02/13/32)		3,085		2,742,688
3.70%, 09/15/27 (Call 06/15/27)^(b)		3,048		2,968,234
4.30%, 06/15/49 (Call 12/15/48)^(b)		1,597		1,421,106
4.60%, 11/16/48 (Call 05/16/48)^(b)		2,482		2,311,735
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		961		866,303
2.05%, 02/15/28 (Call 12/15/27)		7,475		6,493,234
2.25%, 02/15/26 (Call 02/15/23)		4,748		4,361,275
2.25%, 11/15/31 (Call 08/15/31)		4,504		3,623,918
2.40%, 03/15/29 (Call 01/15/29)		491		421,362
2.55%, 02/15/31 (Call 11/15/30)		9,514		7,926,304
2.63%, 04/15/26 (Call 04/15/23)		1,447		1,342,049
2.63%, 02/15/29 (Call 02/15/24)		7,300		6,265,955
2.70%, 03/15/32 (Call 12/15/31)		2,410		2,007,265
2.88%, 02/15/31 (Call 02/15/26)		7,775		6,573,529
3.00%, 02/15/41 (Call 08/15/40)^(b)		8,486		6,152,859
3.30%, 02/15/51 (Call 08/15/50)		7,559		5,399,621
3.38%, 04/15/29 (Call 04/15/24)		3,590		3,231,287
3.40%, 10/15/52 (Call 04/15/52)		7,540		5,459,035
3.50%, 04/15/25 (Call 03/15/25)		9,966		9,737,280
3.50%, 04/15/31 (Call 04/15/26)		4,765		4,197,727
3.60%, 11/15/60 (Call 05/15/60)		6,305		4,541,176
3.75%, 04/15/27 (Call 02/15/27)		11,647		11,172,035
3.88%, 04/15/30 (Call 01/15/30)		24,362		22,519,015
4.38%, 04/15/40 (Call 10/15/39)^(b)		7,740		6,831,634
4.50%, 04/15/50 (Call 10/15/49)		10,903		9,507,307
4.75%, 02/01/28 (Call 02/01/23)		5,250		5,130,983
5.38%, 04/15/27 (Call 09/12/22)^(b)		4,955		4,971,946
Verizon Communications Inc.
0.75%, 03/22/24		2,185		2,085,451
0.85%, 11/20/25 (Call 10/20/25)		6,161		5,555,805
1.45%, 03/20/26 (Call 02/20/26)		4,280		3,903,745
1.50%, 09/18/30 (Call 06/18/30)		965		767,783
1.68%, 10/30/30 (Call 07/30/30)		1,798		1,429,572
1.75%, 01/20/31 (Call 10/20/30)^(b)		7,530		5,989,663
2.10%, 03/22/28 (Call 01/22/28)		10,995		9,725,297
2.36%, 03/15/32 (Call 12/15/31)		19,527		16,013,702
2.55%, 03/21/31 (Call 12/21/30)		11,573		9,787,981
2.63%, 08/15/26^(b)		9,839		9,277,292
2.65%, 11/20/40 (Call 05/20/40)		12,448		8,995,547
2.85%, 09/03/41 (Call 03/03/41)		3,672		2,722,531


Security	Par (000)		Value

Telecommunications (continued)
2.88%, 11/20/50 (Call 05/20/50)	$	11,771	$	8,094,681
2.99%, 10/30/56 (Call 04/30/56)		13,174		8,872,294
3.00%, 03/22/27 (Call 01/22/27)		3,007		2,849,072
3.00%, 11/20/60 (Call 05/20/60)		6,661		4,440,356
3.15%, 03/22/30 (Call 12/22/29)^(b)		7,259		6,515,678
3.38%, 02/15/25		6,678		6,590,451
3.40%, 03/22/41 (Call 09/22/40)^(b)		8,735		7,035,781
3.50%, 11/01/24 (Call 08/01/24)		3,984		3,946,909
3.55%, 03/22/51 (Call 09/22/50)		16,778		13,184,991
3.70%, 03/22/61 (Call 09/22/60)		7,250		5,595,043
3.85%, 11/01/42 (Call 05/01/42)		4,906		4,114,221
3.88%, 02/08/29 (Call 11/08/28)^(b)		4,822		4,633,653
3.88%, 03/01/52 (Call 09/01/51)^(b)		5,365		4,455,311
4.00%, 03/22/50 (Call 09/22/49)		4,247		3,615,811
4.02%, 12/03/29 (Call 09/03/29)		10,844		10,402,866
4.13%, 03/16/27		8,723		8,669,266
4.13%, 08/15/46		1,682		1,483,238
4.27%, 01/15/36		8,169		7,546,686
4.33%, 09/21/28		15,281		15,074,248
4.40%, 11/01/34 (Call 05/01/34)		9,579		9,058,381
4.50%, 08/10/33		10,851		10,469,587
4.52%, 09/15/48		990		921,205
4.67%, 03/15/55^(b)		95		89,283
4.75%, 11/01/41		1,248		1,184,864
4.81%, 03/15/39		6,136		5,978,550
4.86%, 08/21/46		8,304		8,112,593
5.01%, 04/15/49		1,415		1,404,939
5.01%, 08/21/54		60		60,026
5.25%, 03/16/37		4,532		4,615,706
5.50%, 03/16/47^(b)		3,642		3,863,725
5.85%, 09/15/35		737		779,923
6.55%, 09/15/43		2,188		2,621,158
7.75%, 12/01/30^(b)		484		574,779
Vodafone Group PLC
3.75%, 01/16/24		115		115,045
4.13%, 05/30/25		5,782		5,761,474
4.25%, 09/17/50^(b)		5,644		4,590,604
4.38%, 05/30/28		1,071		1,058,362
4.38%, 02/19/43		5,897		5,047,537
4.88%, 06/19/49		2,198		1,955,802
5.00%, 05/30/38^(b)		4,397		4,167,960
5.13%, 06/19/59		1,261		1,143,639
5.25%, 05/30/48		10,969		10,251,298
6.15%, 02/27/37		5,415		5,678,115
6.25%, 11/30/32		2,038		2,182,453
7.88%, 02/15/30		3,095		3,592,305

				896,972,429

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		2,863		2,786,959
3.50%, 09/15/27 (Call 06/15/27)^(b)		2,804		2,642,209
3.55%, 11/19/26 (Call 09/19/26)		3,219		3,065,550
3.90%, 11/19/29 (Call 08/19/29)		2,224		2,046,369
5.10%, 05/15/44 (Call 11/15/43)		1,306		1,167,290
6.35%, 03/15/40		1,984		2,037,905

				13,746,282

Transportation — 0.6%
BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26),
(3 mo. LIBOR US + 2.350%)^(a)		1,027		1,011,010


Security	Par (000)		Value

Transportation (continued)
Burlington Northern Santa Fe LLC
2.88%, 06/15/52 (Call 12/15/51)	$	1,469	$	1,086,105
3.00%, 04/01/25 (Call 01/01/25)^(b)		2,890		2,838,240
3.05%, 02/15/51 (Call 08/15/50)^(b)		2,327		1,784,018
3.25%, 06/15/27 (Call 03/15/27)^(b)		4,863		4,747,552
3.30%, 09/15/51 (Call 03/15/51)		3,560		2,853,732
3.40%, 09/01/24 (Call 06/01/24)		2,893		2,879,953
3.55%, 02/15/50 (Call 08/15/49)		2,469		2,067,738
3.65%, 09/01/25 (Call 06/01/25)		1,699		1,689,740
3.75%, 04/01/24 (Call 01/01/24)^(b)		3,803		3,800,338
3.85%, 09/01/23 (Call 06/01/23)		3,934		3,941,396
3.90%, 08/01/46 (Call 02/01/46)		2,931		2,584,439
4.05%, 06/15/48 (Call 12/15/47)		2,488		2,261,567
4.13%, 06/15/47 (Call 12/15/46)		2,200		2,028,290
4.15%, 04/01/45 (Call 10/01/44)		3,623		3,303,162
4.15%, 12/15/48 (Call 06/15/48)		1,850		1,703,850
4.38%, 09/01/42 (Call 03/01/42)		1,337		1,260,751
4.40%, 03/15/42 (Call 09/15/41)		2,287		2,158,448
4.45%, 03/15/43 (Call 09/15/42)		3,235		3,095,604
4.45%, 01/15/53 (Call 07/15/52)^(b)		190		183,766
4.55%, 09/01/44 (Call 03/01/44)		2,928		2,825,520
4.70%, 09/01/45 (Call 03/01/45)		2,759		2,691,763
4.90%, 04/01/44 (Call 10/01/43)		2,559		2,560,203
4.95%, 09/15/41 (Call 03/15/41)		1,538		1,553,918
5.05%, 03/01/41 (Call 09/01/40)^(b)		1,520		1,559,155
5.15%, 09/01/43 (Call 03/01/43)^(b)		2,875		2,989,396
5.40%, 06/01/41 (Call 12/01/40)		2,032		2,158,329
5.75%, 05/01/40 (Call 11/01/39)		2,341		2,571,893
6.15%, 05/01/37		1,137		1,305,219
6.20%, 08/15/36		780		895,760
7.00%, 12/15/25		1,559		1,700,089
Canadian National Railway Co.
2.45%, 05/01/50 (Call 11/01/49)		2,002		1,366,845
2.75%, 03/01/26 (Call 12/01/25)		2,978		2,852,090
2.95%, 11/21/24 (Call 08/21/24)		2,908		2,849,549
3.20%, 08/02/46 (Call 02/02/46)^(b)		2,609		2,056,570
3.65%, 02/03/48 (Call 08/03/47)		2,349		1,989,720
3.85%, 08/05/32		1,860		1,800,089
4.40%, 08/05/52		1,630		1,559,013
4.45%, 01/20/49 (Call 07/20/48)		2,515		2,415,532
6.20%, 06/01/36		693		784,913
6.25%, 08/01/34		990		1,126,531
6.38%, 11/15/37		1,257		1,436,852
6.90%, 07/15/28		1,670		1,889,254
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 12/02/22)		1,380		1,297,241
1.75%, 12/02/26 (Call 11/02/26)		1,040		942,791
2.05%, 03/05/30 (Call 12/05/29)		2,176		1,844,465
2.45%, 12/02/31 (Call 09/02/31)		2,610		2,232,959
2.90%, 02/01/25 (Call 11/01/24)		5,303		5,150,168
3.00%, 12/02/41 (Call 06/02/41)		1,960		1,540,109
3.10%, 12/02/51 (Call 06/02/51)		2,562		1,894,855
4.00%, 06/01/28 (Call 03/01/28)^(b)		3,650		3,579,044
4.80%, 09/15/35 (Call 03/15/35)		2,633		2,608,039
4.80%, 08/01/45 (Call 02/01/45)^(b)		2,177		2,113,410
5.95%, 05/15/37		1,098		1,203,990
6.13%, 09/15/2115 (Call 03/15/15)		2,449		2,574,732
7.13%, 10/15/31^(b)		4,172		4,832,136
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		2,680		2,588,022


Security	Par (000)		Value

Transportation (continued)
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)	$	1,953	$	1,705,711
2.50%, 05/15/51 (Call 11/15/50)		776		514,022
2.60%, 11/01/26 (Call 08/01/26)^(b)		3,628		3,432,487
3.25%, 06/01/27 (Call 03/01/27)		4,831		4,652,253
3.35%, 11/01/25 (Call 08/01/25)		4,649		4,546,815
3.35%, 09/15/49 (Call 03/15/49)		2,959		2,324,265
3.40%, 08/01/24 (Call 05/01/24)		3,014		2,983,770
3.80%, 03/01/28 (Call 12/01/27)		2,566		2,510,728
3.80%, 11/01/46 (Call 05/01/46)		1,399		1,190,871
3.80%, 04/15/50 (Call 10/15/49)		1,781		1,502,772
3.95%, 05/01/50 (Call 11/01/49)		2,766		2,398,067
4.10%, 11/15/32 (Call 08/15/32)		2,440		2,354,771
4.10%, 03/15/44 (Call 09/15/43)		3,453		3,060,739
4.25%, 03/15/29 (Call 12/15/28)		3,720		3,686,185
4.25%, 11/01/66 (Call 05/01/66)		2,028		1,735,177
4.30%, 03/01/48 (Call 09/01/47)		1,950		1,779,570
4.40%, 03/01/43 (Call 09/01/42)^(b)		1,290		1,178,789
4.50%, 03/15/49 (Call 09/15/48)		2,416		2,264,372
4.50%, 11/15/52 (Call 05/15/52)		1,960		1,826,700
4.50%, 08/01/54 (Call 02/01/54)^(b)		1,310		1,214,318
4.65%, 03/01/68 (Call 09/01/67)		2,520		2,318,728
4.75%, 05/30/42 (Call 11/30/41)		2,740		2,637,716
4.75%, 11/15/48 (Call 05/15/48)^(b)		1,776		1,733,518
5.50%, 04/15/41 (Call 10/15/40)		774		816,276
6.00%, 10/01/36		1,392		1,526,036
6.15%, 05/01/37		1,400		1,568,168
6.22%, 04/30/40		2,648		3,015,172
FedEx Corp.
2.40%, 05/15/31 (Call 02/15/31)^(b)		3,620		3,055,135
3.10%, 08/05/29 (Call 05/05/29)		4,284		3,916,219
3.25%, 04/01/26 (Call 01/01/26)		4,848		4,721,322
3.25%, 05/15/41 (Call 11/15/40)^(b)		2,050		1,597,544
3.40%, 02/15/28 (Call 11/15/27)		3,372		3,228,387
3.88%, 08/01/42		1,025		857,771
3.90%, 02/01/35		2,835		2,580,190
4.05%, 02/15/48 (Call 08/15/47)^(b)		1,635		1,381,428
4.10%, 04/15/43		1,885		1,610,186
4.10%, 02/01/45		1,220		1,030,900
4.20%, 10/17/28 (Call 07/17/28)^(b)		704		691,490
4.40%, 01/15/47 (Call 07/15/46)		3,555		3,143,295
4.55%, 04/01/46 (Call 10/01/45)		4,205		3,775,543
4.75%, 11/15/45 (Call 05/15/45)		5,067		4,696,754
4.90%, 01/15/34^(b)		2,364		2,380,855
4.95%, 10/17/48 (Call 04/17/48)^(b)		1,616		1,540,824
5.10%, 01/15/44		3,137		3,034,295
5.25%, 05/15/50 (Call 11/15/49)^(b)		4,141		4,098,265
FedEx Corp. Class AA Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35^(b)		1,991		1,725,130
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)^(b)		3,969		3,896,883
Kansas City Southern
2.88%, 11/15/29 (Call 08/15/29)		1,879		1,688,695
3.50%, 05/01/50 (Call 11/01/49)^(b)		1,216		947,191
4.20%, 11/15/69 (Call 05/15/69)		765		629,335
4.30%, 05/15/43 (Call 11/15/42)		2,486		2,188,923
4.70%, 05/01/48 (Call 11/01/47)^(b)		1,550		1,462,363
4.95%, 08/15/45 (Call 02/15/45)		2,332		2,245,483
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		2,852		2,644,574


Security	Par (000)		Value

Transportation (continued)
Norfolk Southern Corp.
2.30%, 05/15/31 (Call 02/15/31)^(b)	$	2,040	$	1,746,648
2.55%, 11/01/29 (Call 08/01/29)		2,269		2,015,122
2.90%, 06/15/26 (Call 03/15/26)		2,898		2,767,503
2.90%, 08/25/51 (Call 02/25/51)		1,863		1,335,436
3.00%, 03/15/32 (Call 12/15/31)^(b)		2,575		2,312,324
3.05%, 05/15/50 (Call 11/15/49)		3,267		2,402,356
3.15%, 06/01/27 (Call 03/01/27)		1,774		1,688,830
3.16%, 05/15/55 (Call 11/15/54)		3,280		2,373,769
3.40%, 11/01/49 (Call 05/01/49)		1,764		1,383,505
3.65%, 08/01/25 (Call 06/01/25)		2,205		2,178,121
3.70%, 03/15/53 (Call 09/15/52)		2,396		1,961,246
3.80%, 08/01/28 (Call 05/01/28)^(b)		2,241		2,185,289
3.85%, 01/15/24 (Call 10/15/23)		2,211		2,210,823
3.94%, 11/01/47 (Call 05/01/47)		2,764		2,396,913
3.95%, 10/01/42 (Call 04/01/42)		1,077		942,170
4.05%, 08/15/52 (Call 02/15/52)		2,069		1,797,651
4.10%, 05/15/49 (Call 11/15/48)		1,370		1,212,573
4.10%, 05/15/2121 (Call 11/15/20)		2,175		1,620,375
4.15%, 02/28/48 (Call 08/28/47)		2,830		2,529,029
4.45%, 06/15/45 (Call 12/15/44)		2,157		2,004,177
4.55%, 06/01/53 (Call 12/01/52)		2,230		2,103,648
4.65%, 01/15/46 (Call 07/15/45)		1,939		1,856,883
4.84%, 10/01/41		2,342		2,294,434
5.10%, 08/01/2118 (Call 02/01/18)^(b)		230		207,724
7.80%, 05/15/27^(b)		50		57,019
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		2,100		1,887,585
2.50%, 09/01/24 (Call 08/01/24)		2,329		2,251,258
2.85%, 03/01/27 (Call 02/01/27)		786		725,785
2.90%, 12/01/26 (Call 10/01/26)		1,567		1,453,063
3.35%, 09/01/25 (Call 08/01/25)		1,445		1,392,561
3.65%, 03/18/24 (Call 02/18/24)		3,202		3,173,246
3.88%, 12/01/23 (Call 11/01/23)		1,419		1,413,168
4.30%, 06/15/27 (Call 05/15/27)		1,430		1,395,065
4.63%, 06/01/25 (Call 05/01/25)		1,728		1,725,996
Union Pacific Corp.
2.15%, 02/05/27 (Call 12/05/26)		2,029		1,884,941
2.38%, 05/20/31 (Call 02/20/31)		3,245		2,817,017
2.40%, 02/05/30 (Call 11/05/29)		2,742		2,417,786
2.75%, 03/01/26 (Call 12/01/25)		4,352		4,178,573
2.80%, 02/14/32 (Call 12/15/31)^(b)		2,567		2,284,681
2.89%, 04/06/36 (Call 01/06/36)^(b)		2,505		2,087,767
2.95%, 03/10/52 (Call 09/10/51)		1,915		1,408,559
2.97%, 09/16/62 (Call 03/16/62)		1,290		890,164
3.00%, 04/15/27 (Call 01/15/27)		3,006		2,888,526
3.15%, 03/01/24 (Call 02/01/24)		4,613		4,570,883
3.20%, 05/20/41 (Call 11/20/40)^(b)		2,123		1,748,312
3.25%, 01/15/25 (Call 10/15/24)^(b)		2,899		2,862,241
3.25%, 08/15/25 (Call 05/15/25)		3,705		3,644,757
3.25%, 02/05/50 (Call 08/05/49)		5,336		4,208,343
3.35%, 08/15/46 (Call 02/15/46)		1,596		1,282,801
3.38%, 02/01/35 (Call 08/01/34)		1,966		1,747,066
3.38%, 02/14/42 (Call 08/14/41)		2,040		1,715,354
3.50%, 02/14/53 (Call 08/14/52)		3,200		2,596,960
3.55%, 08/15/39 (Call 02/15/39)^(b)		2,590		2,243,898
3.55%, 05/20/61 (Call 11/20/60)^(b)		1,389		1,097,352
3.60%, 09/15/37 (Call 03/15/37)		2,929		2,611,789
3.65%, 02/15/24 (Call 11/15/23)		991		987,621
3.70%, 03/01/29 (Call 12/01/28)		3,223		3,136,559


Security	Par (000)		Value

Transportation (continued)
3.75%, 03/15/24 (Call 12/15/23)	$	1,641	$	1,640,852
3.75%, 07/15/25 (Call 05/15/25)^(b)		2,635		2,628,360
3.75%, 02/05/70 (Call 08/05/69)		2,200		1,759,010
3.80%, 10/01/51 (Call 04/01/51)		2,948		2,537,462
3.80%, 04/06/71 (Call 10/06/70)		1,265		1,016,339
3.84%, 03/20/60 (Call 09/20/59)		4,131		3,469,792
3.85%, 02/14/72 (Call 08/14/71)^(b)		1,505		1,225,582
3.88%, 02/01/55 (Call 08/01/54)		1,373		1,183,293
3.95%, 09/10/28 (Call 06/10/28)		4,374		4,313,026
3.95%, 08/15/59 (Call 02/15/59)		2,280		1,958,999
4.00%, 04/15/47 (Call 10/15/46)		2,149		1,909,193
4.05%, 11/15/45 (Call 05/15/45)		2,326		2,043,647
4.05%, 03/01/46 (Call 09/01/45)		3,000		2,721,120
4.10%, 09/15/67 (Call 03/15/67)		1,566		1,342,469
4.30%, 03/01/49 (Call 09/01/48)		2,864		2,657,563
4.50%, 09/10/48 (Call 03/10/48)		2,278		2,154,396
6.63%, 02/01/29^(b)		1,815		2,048,209
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		2,428		2,354,480
2.40%, 11/15/26 (Call 08/15/26)^(b)		2,247		2,133,976
2.50%, 09/01/29 (Call 06/01/29)		2,975		2,688,418
2.80%, 11/15/24 (Call 09/15/24)		3,457		3,392,112
3.05%, 11/15/27 (Call 08/15/27)^(b)		6,051		5,872,374
3.40%, 03/15/29 (Call 12/15/28)^(b)		3,579		3,463,685
3.40%, 11/15/46 (Call 05/15/46)		1,071		889,669
3.40%, 09/01/49 (Call 03/01/49)^(b)		3,381		2,866,987
3.63%, 10/01/42		1,240		1,091,051
3.75%, 11/15/47 (Call 05/15/47)^(b)		3,072		2,733,988
3.90%, 04/01/25 (Call 03/01/25)		3,613		3,619,684
4.25%, 03/15/49 (Call 09/15/48)		3,308		3,190,467
4.45%, 04/01/30 (Call 01/01/30)^(b)		1,177		1,205,566
4.88%, 11/15/40 (Call 05/15/40)^(b)		1,583		1,626,691
5.20%, 04/01/40 (Call 10/01/39)		1,189		1,266,297
5.30%, 04/01/50 (Call 10/01/49)^(b)		4,402		4,910,255
6.20%, 01/15/38		5,717		6,716,103
Walmart Inc.
1.05%, 09/17/26 (Call 08/17/26)		4,790		4,339,788
1.50%, 09/22/28 (Call 07/22/28)		4,733		4,133,282
1.80%, 09/22/31 (Call 06/22/31)^(b)		7,377		6,219,918

				469,504,187

Trucking & Leasing — 0.0%
GATX Corp.
1.90%, 06/01/31 (Call 03/01/31)		1,801		1,387,526
3.10%, 06/01/51 (Call 12/01/50)		1,775		1,161,560
3.25%, 03/30/25 (Call 12/30/24)^(b)		1,680		1,622,057
3.25%, 09/15/26 (Call 06/15/26)^(b)		1,726		1,630,552
3.50%, 03/15/28 (Call 12/15/27)		1,823		1,681,098
3.50%, 06/01/32 (Call 03/01/32)		25		21,518
3.85%, 03/30/27 (Call 12/30/26)		3,068		2,911,102
4.00%, 06/30/30 (Call 03/30/30)		1,954		1,790,509
4.35%, 02/15/24 (Call 01/15/24)^(b)		698		697,456
4.55%, 11/07/28 (Call 08/07/28)		3,243		3,132,803
4.70%, 04/01/29 (Call 01/01/29)		1,497		1,450,832
4.90%, 03/15/33		1,405		1,346,552
5.20%, 03/15/44 (Call 09/15/43)		1,674		1,536,531

				20,370,096


Security	Par (000)		Value

Venture Capital — 0.0%
Hercules Capital Inc.
2.63%, 09/16/26 (Call 08/16/26)	$	1,284	$	1,079,870
3.38%, 01/20/27 (Call 12/20/26)		1,040		890,552

				1,970,422

Water — 0.1%
American Water Capital Corp.
2.30%, 06/01/31 (Call 03/01/31)		2,200		1,865,600
2.80%, 05/01/30 (Call 02/01/30)		2,374		2,125,062
2.95%, 09/01/27 (Call 06/01/27)		1,895		1,782,873
3.25%, 06/01/51 (Call 12/01/50)^(b)		2,490		1,939,262
3.40%, 03/01/25 (Call 12/01/24)^(b)		4,930		4,856,395
3.45%, 06/01/29 (Call 03/01/29)		3,038		2,831,659
3.45%, 05/01/50 (Call 11/01/49)		2,354		1,853,163
3.75%, 09/01/28 (Call 06/01/28)		2,217		2,147,896
3.75%, 09/01/47 (Call 03/01/47)		3,302		2,783,355
3.85%, 03/01/24 (Call 12/01/23)		1,674		1,672,426
4.00%, 12/01/46 (Call 06/01/46)		1,490		1,270,985
4.15%, 06/01/49 (Call 12/01/48)		2,536		2,255,493
4.20%, 09/01/48 (Call 03/01/48)		1,010		904,243
4.30%, 12/01/42 (Call 06/01/42)		1,084		986,505
4.30%, 09/01/45 (Call 03/01/45)		1,801		1,607,303
4.45%, 06/01/32 (Call 03/01/32)^(b)		2,755		2,734,227
6.59%, 10/15/37		775		884,864
Essential Utilities Inc.
2.40%, 05/01/31 (Call 02/01/31)		2,689		2,237,867
2.70%, 04/15/30 (Call 01/15/30)		1,470		1,269,286
3.35%, 04/15/50 (Call 10/15/49)		2,639		1,941,486
3.57%, 05/01/29 (Call 02/01/29)^(b)		2,645		2,458,713
4.28%, 05/01/49 (Call 11/01/48)		2,097		1,810,130
5.30%, 05/01/52 (Call 11/01/51)		1,835		1,833,752
United Utilities PLC, 6.88%, 08/15/28^(b)		466		505,866
Veolia Environnement SA, 6.75%, 06/01/38^(b)		175		205,590

				46,764,001


Total Corporate Bonds & Notes — 25.0% (Cost: $23,333,938,669)				20,545,082,722


Foreign Government Obligations^(g)

Canada — 0.2%
Canada Government International Bond
0.75%, 05/19/26		225		203,256
1.63%, 01/22/25		12,820		12,255,151
2.88%, 04/28/25		10		9,820
Export Development Canada, 2.63%, 02/21/24		4,180		4,122,358
Hydro-Quebec
Series HH, 8.50%, 12/01/29		1,000		1,281,130
Series HK, 9.38%, 04/15/30		1,405		1,913,835
Series IO, 8.05%, 07/07/24^(b)		2,870		3,078,477
Province of Alberta Canada
1.00%, 05/20/25		5,810		5,406,786
1.30%, 07/22/30^(b)		6,307		5,275,427
1.88%, 11/13/24^(b)		3,850		3,707,242
2.95%, 01/23/24		825		816,766
3.30%, 03/15/28^(b)		11,236		10,965,887
3.35%, 11/01/23		7,745		7,721,688
Province of British Columbia Canada
0.90%, 07/20/26^(b)		895		805,760
1.30%, 01/29/31		3,895		3,243,678
2.25%, 06/02/26^(b)		7,330		6,947,594


Security	Par (000)		Value

Canada (continued)
6.50%, 01/15/26^(b)	$	188	$	202,771
7.25%, 09/01/36^(b)		300		412,875
Series 10, 1.75%, 09/27/24		246		236,896
Province of Manitoba Canada
1.50%, 10/25/28		250		218,922
2.13%, 06/22/26^(b)		510		479,257
3.05%, 05/14/24		2,045		2,023,814
Series GX, 2.60%, 04/16/24		220		216,412
Province of New Brunswick Canada, 3.63%, 02/24/28		1,946		1,934,655
Province of Ontario Canada
0.63%, 01/21/26		3,587		3,228,300
1.05%, 04/14/26		480		435,965
1.05%, 05/21/27		615		544,023
1.13%, 10/07/30		10,147		8,315,669
1.60%, 02/25/31		7,365		6,250,749
1.80%, 10/14/31		250		212,540
2.00%, 10/02/29^(b)		5,620		5,022,819
2.13%, 01/21/32		460		400,623
2.30%, 06/15/26		8,465		8,018,641
2.50%, 04/27/26^(b)		12,604		12,049,928
3.05%, 01/29/24		3,945		3,911,507
3.20%, 05/16/24		6,310		6,260,025
3.40%, 10/17/23		6,550		6,534,083
Province of Quebec Canada
0.60%, 07/23/25		906		829,724
1.35%, 05/28/30^(b)		5,365		4,520,334
1.90%, 04/21/31		2,350		2,045,792
2.50%, 04/20/26^(b)		9,381		8,977,992
2.75%, 04/12/27^(b)		7,932		7,621,066
Series NN, 7.13%, 02/09/24		2,217		2,318,915
Series PD, 7.50%, 09/15/29		5,122		6,280,340
Series QO, 2.88%, 10/16/24		8,868		8,732,054
Series QW, 2.50%, 04/09/24		225		221,013
Series QX, 1.50%, 02/11/25		7,087		6,738,461


				182,951,020

Chile — 0.1%
Chile Government International Bond
2.45%, 01/31/31 (Call 10/31/30)^(b)		11,214		9,472,129
2.55%, 01/27/32 (Call 10/27/31)^(b)		9,828		8,192,228
2.55%, 07/27/33 (Call 04/27/33)^(b)		6,095		4,891,420
2.75%, 01/31/27 (Call 12/31/26)^(b)		625		578,769
3.10%, 05/07/41 (Call 11/07/40)		9,026		6,601,255
3.10%, 01/22/61 (Call 07/22/60)		5,620		3,617,369
3.13%, 03/27/25^(b)		1,475		1,432,609
3.13%, 01/21/26		7,680		7,351,834
3.24%, 02/06/28 (Call 11/06/27)^(b)		9,980		9,293,775
3.25%, 09/21/71 (Call 03/21/71)		2,735		1,722,613
3.50%, 01/31/34 (Call 10/31/33)		4,550		3,957,863
3.50%, 01/25/50 (Call 07/25/49)		10,217		7,494,476
3.63%, 10/30/42		1,280		989,786
3.86%, 06/21/47^(b)		3,443		2,751,852
4.00%, 01/31/52 (Call 07/31/51)		3,025		2,380,463
4.34%, 03/07/42 (Call 09/07/41)		326		279,284


				71,007,725

Finland — 0.0%
Finland Government International Bond, 6.95%, 02/15/26^(b)		462		507,438


Germany — 0.0%
FMS Wertmanagement, 2.75%, 01/30/24		5,740		5,673,990


Security	Par (000)		Value

Hong Kong — 0.0%
Hong Kong Government International Bond, 1.75%, 11/24/31^(d)	$	2,300	$	1,984,578


Hungary — 0.0%
Hungary Government International Bond
5.38%, 03/25/24^(b)		11,680		11,724,384
5.75%, 11/22/23		4,156		4,216,802
7.63%, 03/29/41		3,520		4,029,450


				19,970,636

Indonesia — 0.1%
Indonesia Government International Bond
1.85%, 03/12/31		220		184,840
2.15%, 07/28/31 (Call 04/28/31)		515		441,036
2.85%, 02/14/30		5,206		4,771,299
3.05%, 03/12/51^(b)		200		151,968
3.20%, 09/23/61 (Call 03/23/61)^(b)		725		524,929
3.35%, 03/12/71		1,105		793,600
3.40%, 09/18/29		2,795		2,663,970
3.50%, 01/11/28		2,167		2,109,466
3.50%, 02/14/50		3,806		3,014,885
3.55%, 03/31/32 (Call 12/31/31)		390		368,480
3.70%, 10/30/49		4,651		3,826,517
3.85%, 10/15/30^(b)		10,150		9,911,982
4.10%, 04/24/28		4,500		4,509,720
4.20%, 10/15/50		6,770		5,898,227
4.30%, 03/31/52 (Call 09/30/51)		280		248,567
4.35%, 01/11/48		6,890		6,193,352
4.45%, 02/11/24		1,786		1,804,146
4.45%, 04/15/70^(b)		5,095		4,459,042
4.75%, 02/11/29		3,988		4,116,773
5.35%, 02/11/49		4,275		4,285,474


				60,278,273

Israel — 0.1%
Israel Government AID Bond, 5.50%, 12/04/23		25,000		25,537,750
Israel Government International Bond
2.75%, 07/03/30		9,775		9,247,639
2.88%, 03/16/26^(b)		2,970		2,890,939
3.25%, 01/17/28		3,920		3,870,726
3.88%, 07/03/50^(b)		6,785		6,118,917
4.13%, 01/17/48		2,530		2,391,027
4.50%, 01/30/43		5,710		5,783,202
4.50%, April 03, 2120		3,110		2,844,841
State of Israel
2.50%, 01/15/30^(b)		2,905		2,701,330
3.38%, 01/15/50		6,765		5,596,955


				66,983,326

Italy — 0.1%
Republic of Italy Government International Bond
0.88%, 05/06/24		1,775		1,663,956
1.25%, 02/17/26		10,070		8,809,135
2.38%, 10/17/24		7,334		6,975,881
2.88%, 10/17/29		8,110		6,960,408
3.88%, 05/06/51		8,020		5,865,988
4.00%, 10/17/49		7,790		6,017,463
5.38%, 06/15/33		8,092		8,130,194
6.88%, 09/27/23		11,850		12,096,717


				56,519,742


Security	Par (000)		Value

Japan — 0.1%
Japan Bank for International Cooperation
0.63%, 07/15/25	$	1,160	$	1,058,941
1.25%, 01/21/31		8,510		7,015,899
1.75%, 10/17/24^(b)		4,945		4,744,134
1.88%, 07/21/26^(b)		6,205		5,741,797
1.88%, 04/15/31		12,505		10,797,317
2.00%, 10/17/29		5,137		4,568,899
2.13%, 02/10/25		865		830,720
2.13%, 02/16/29		4,000		3,620,320
2.25%, 11/04/26		7,414		6,947,363
2.38%, 04/20/26		5,555		5,264,418
2.50%, 05/23/24		4,275		4,184,114
2.50%, 05/28/25		3,210		3,097,778
2.75%, 01/21/26^(b)		6,215		5,979,576
2.75%, 11/16/27		6,959		6,605,483
2.88%, 06/01/27		7,381		7,076,681
2.88%, 07/21/27		4,764		4,561,625
3.00%, 05/29/24		5,110		5,040,249
3.25%, 07/20/28		1,810		1,750,324
3.38%, 10/31/23		680		676,940
3.50%, 10/31/28		3,525		3,453,689
Japan International Cooperation Agency
1.00%, 07/22/30^(b)		901		730,639
2.13%, 10/20/26		624		582,273
2.75%, 04/27/27		1,675		1,595,103
3.25%, 05/25/27		200		194,298
3.38%, 06/12/28^(b)		450		438,264


				96,556,844

Mexico — 0.2%
Mexico Government International Bond
2.66%, 05/24/31 (Call 02/24/31)		3,035		2,513,526
3.25%, 04/16/30 (Call 01/16/30)^(b)		11,860		10,587,778
3.50%, 02/12/34 (Call 11/12/33)		2,155		1,802,097
3.60%, 01/30/25		9,025		9,025,000
3.75%, 01/11/28^(b)		9,180		8,856,497
3.77%, 05/24/61 (Call 11/24/60)		8,223		5,492,142
3.90%, 04/27/25 (Call 03/27/25)		925		925,277
4.13%, 01/21/26^(b)		8,671		8,677,590
4.15%, 03/28/27		8,270		8,221,703
4.28%, 08/14/41 (Call 02/14/41)		4,208		3,386,262
4.35%, 01/15/47^(b)		4,760		3,736,124
4.40%, 02/12/52 (Call 08/12/51)		525		401,998
4.50%, 04/22/29^(b)		11,045		10,828,187
4.50%, 01/31/50 (Call 07/31/49)^(b)		11,810		9,385,289
4.60%, 01/23/46		7,714		6,299,407
4.60%, 02/10/48^(b)		10,557		8,601,105
4.75%, 04/27/32 (Call 01/27/32)^(b)		7,427		7,199,882
4.75%, 03/08/44		12,558		10,650,189
4.88%, 05/19/33		4,000		3,834,400
5.00%, 04/27/51 (Call 10/27/50)		7,110		6,033,972
5.55%, 01/21/45^(b)		10,580		9,905,207
5.75%, October 12, 2110		9,539		8,183,794
6.05%, 01/11/40^(b)		9,868		9,903,821
6.75%, 09/27/34		10,417		11,490,784
7.50%, 04/08/33		4,102		4,881,052
8.30%, 08/15/31^(b)		4,718		5,858,246
11.50%, 05/15/26^(b)		700		864,745


				177,546,074


Security	Par (000)		Value

Panama — 0.1%
Panama Government International Bond
2.25%, 09/29/32 (Call 06/29/32)	$	11,105	$	8,630,584
3.16%, 01/23/30 (Call 10/23/29)		5,530		4,865,239
3.30%, 01/19/33 (Call 10/19/32)^(b)		500		425,115
3.75%, 03/16/25 (Call 12/16/24)^(b)		6,858		6,791,066
3.87%, 07/23/60 (Call 01/23/60)		9,700		6,696,201
3.88%, 03/17/28 (Call 12/17/27)		5,774		5,548,756
4.00%, 09/22/24 (Call 06/22/24)		2,415		2,411,377
4.30%, 04/29/53^(b)		5,654		4,319,430
4.50%, 05/15/47		3,753		3,009,756
4.50%, 04/16/50 (Call 10/16/49)^(b)		7,965		6,304,377
4.50%, 04/01/56 (Call 10/01/55)		8,585		6,638,008
4.50%, 01/19/63 (Call 07/19/62)		4,200		3,186,162
6.70%, 01/26/36		5,796		6,244,958
7.13%, 01/29/26^(b)		4,412		4,815,874
8.88%, 09/30/27		4,991		5,921,622
9.38%, 04/01/29^(b)		3,247		3,969,490


				79,778,015

Peru — 0.1%
Peruvian Government International Bond
1.86%, 12/01/32 (Call 09/01/32)		5,820		4,430,184
2.39%, 01/23/26 (Call 12/23/25)		5,493		5,140,185
2.78%, 01/23/31 (Call 10/23/30)		13,004		11,100,084
2.78%, 12/01/60 (Call 06/01/60)		6,053		3,785,607
2.84%, 06/20/30		3,172		2,755,802
3.00%, 01/15/34 (Call 10/15/33)		7,080		5,773,174
3.23%, July 28, 2121 (Call 01/28/21)		3,533		2,203,214
3.30%, 03/11/41 (Call 09/11/40)		3,271		2,488,610
3.55%, 03/10/51 (Call 09/10/50)^(b)		5,248		3,922,303
3.60%, 01/15/72 (Call 07/15/71)		3,245		2,222,176
4.13%, 08/25/27^(b)		3,603		3,535,696
5.63%, 11/18/50^(b)		7,275		7,580,695
6.55%, 03/14/37		4,316		4,728,480
7.35%, 07/21/25		7,254		7,803,345
8.75%, 11/21/33		8,490		10,937,412


				78,406,967

Philippines — 0.1%
Bangko Sentral ng Pilipinas Bond, 8.60%, 06/15/27^(b)		200		227,954
Philippine Government International Bond
1.65%, 06/10/31		1,128		936,781
1.95%, 01/06/32		885		741,099
2.46%, 05/05/30		5,620		5,050,919
2.65%, 12/10/45		3,225		2,302,070
2.95%, 05/05/45		5,332		3,977,619
3.00%, 02/01/28		9,251		8,911,118
3.20%, 07/06/46		5,450		4,196,663
3.23%, 03/29/27^(b)		575		564,535
3.56%, 09/29/32		555		531,734
3.70%, 03/01/41^(b)		8,256		7,127,818
3.70%, 02/02/42		7,859		6,755,675
3.75%, 01/14/29^(b)		7,391		7,333,572
3.95%, 01/20/40		8,225		7,485,408
4.20%, 01/21/24		4,758		4,779,934
5.00%, 01/13/37		5,377		5,496,746
5.50%, 03/30/26		4,161		4,407,456
6.38%, 01/15/32		4,382		4,996,488
6.38%, 10/23/34		8,056		9,272,295
7.50%, 09/25/24^(b)		1,085		1,129,496
7.75%, 01/14/31^(b)		5,753		7,085,222


Security	Par (000)		Value

Philippines (continued)
9.50%, 10/21/24^(b)	$	1,024	$	1,147,167
9.50%, 02/02/30		2,480		3,270,078
10.63%, 03/16/25^(b)		5,336		6,224,124


				103,951,971

Poland — 0.0%
Republic of Poland Government International Bond
3.25%, 04/06/26^(b)		3,525		3,471,596
4.00%, 01/22/24		7,763		7,756,557


				11,228,153

South Korea — 0.1%
Export-Import Bank of Korea
0.38%, 02/09/24^(b)		2,090		1,990,537
0.63%, 06/29/24		2,200		2,075,986
0.75%, 09/21/25		615		556,956
1.13%, 12/29/26^(b)		1,160		1,031,054
1.25%, 01/18/25		3,435		3,221,103
1.25%, 09/21/30		2,700		2,205,414
1.38%, 02/09/31		1,470		1,195,830
1.63%, 01/18/27^(b)		1,695		1,536,907
2.13%, 01/18/32^(b)		1,190		1,013,975
2.38%, 04/21/27		1,605		1,498,123
2.50%, 06/29/41		4,345		3,421,123
2.63%, 05/26/26		3,684		3,515,383
2.88%, 01/21/25^(b)		5,420		5,278,863
3.25%, 11/10/25		6,370		6,214,381
3.25%, 08/12/26		3,885		3,785,816
3.63%, 11/27/23		754		752,944
4.00%, 01/14/24		1,555		1,560,147
Korea Development Bank (The)
0.40%, 06/19/24		2,300		2,162,598
0.80%, 04/27/26		1,700		1,523,132
1.38%, 04/25/27^(b)		1,635		1,456,507
Korea International Bond
1.00%, 09/16/30		1,350		1,111,955
1.75%, 10/15/31^(b)		2,785		2,397,217
2.00%, 06/19/24		1,310		1,270,189
2.50%, 06/19/29		3,585		3,361,834
2.75%, 01/19/27		2,860		2,750,862
3.50%, 09/20/28		1,745		1,719,122
3.88%, 09/11/23		3,421		3,429,553
3.88%, 09/20/48		1,505		1,467,255
4.13%, 06/10/44		3,366		3,443,788
5.63%, 11/03/25		100		104,629


				67,053,183

Supranational — 0.9%
African Development Bank
0.88%, 03/23/26^(b)		5,330		4,844,330
0.88%, 07/22/26		4,893		4,412,214
3.00%, 09/20/23		1,050		1,043,322
Asian Development Bank
0.25%, 10/06/23		2,175		2,097,788
0.38%, 06/11/24		2,885		2,728,691
0.38%, 09/03/25^(b)		2,655		2,413,236
0.50%, 02/04/26		4,190		3,777,830
0.63%, 10/08/24		10,445		9,833,967
0.63%, 04/29/25		14,020		12,977,753
0.75%, 10/08/30		974		792,115
1.00%, 04/14/26		3,365		3,074,197
1.25%, 06/09/28		50		44,068


Security	Par (000)		Value

Supranational (continued)
1.50%, 10/18/24^(b)	$	14,384	$	13,787,783
1.50%, 01/20/27^(b)		1,810		1,664,802
1.50%, 03/04/31^(b)		1,359		1,172,885
1.63%, 03/15/24		200		194,266
1.75%, 08/14/26		2,160		2,017,462
1.75%, 09/19/29		8,595		7,696,565
1.88%, 03/15/29		1,000		909,840
1.88%, 01/24/30		8,956		8,051,713
2.00%, 01/22/25		6,152		5,931,389
2.00%, 04/24/26^(b)		5,960		5,643,882
2.13%, 03/19/25^(b)		570		550,010
2.38%, 08/10/27		1,315		1,249,066
2.50%, 11/02/27^(b)		6,077		5,791,746
2.63%, 01/30/24		11,251		11,108,450
2.63%, 01/12/27^(b)		5,844		5,643,901
2.75%, 01/19/28		6,880		6,622,894
3.13%, 09/26/28		809		791,299
5.82%, 06/16/28		8,075		9,006,209
6.22%, 08/15/27		850		941,894
6.38%, 10/01/28		615		705,528
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23		8,475		8,169,476
0.50%, 10/30/24		8,055		7,537,144
0.50%, 05/28/25		9,690		8,871,873
0.50%, 01/27/26		815		729,246
2.25%, 05/16/24		7,576		7,399,100
Council of Europe Development Bank
0.25%, 10/20/23		262		252,256
0.38%, 06/10/24		235		222,258
0.88%, 09/22/26		734		659,279
1.38%, 02/27/25		225		213,172
European Bank for Reconstruction & Development
0.50%, 05/19/25		2,625		2,416,208
0.50%, 11/25/25		935		847,045
0.50%, 01/28/26		460		414,451
1.50%, 02/13/25		3,630		3,453,037
1.63%, 09/27/24		2,250		2,164,455
European Investment Bank
0.25%, 09/15/23		8,318		8,038,931
0.38%, 12/15/25		3,260		2,938,597
0.38%, 03/26/26		2,275		2,035,374
0.63%, 07/25/25		13,042		11,990,815
0.63%, 10/21/27		1,647		1,430,996
0.75%, 10/26/26		7,070		6,326,024
0.75%, 09/23/30		840		687,431
0.88%, 05/17/30		9,240		7,688,142
1.25%, 02/14/31^(b)		12,864		10,953,181
1.38%, 03/15/27^(b)		16,855		15,395,020
1.63%, 03/14/25		18,033		17,190,498
1.63%, 10/09/29		5,335		4,751,884
1.63%, 05/13/31		100		87,676
1.75%, 03/15/29^(b)		6,020		5,449,485
1.88%, 02/10/25		8,653		8,312,158
2.13%, 04/13/26		6,730		6,414,565
2.25%, 06/24/24		310		303,065
2.38%, 05/24/27		5,421		5,173,260
2.50%, 10/15/24^(b)		7,300		7,149,620
2.63%, 03/15/24		7,267		7,167,515
3.13%, 12/14/23		12,940		12,872,065
3.25%, 01/29/24		16,805		16,737,780


Security	Par (000)		Value

Supranational (continued)
4.88%, 02/15/36	$	7,146	$	8,172,023
Inter-American Development Bank
0.25%, 11/15/23		3,955		3,802,060
0.50%, 09/23/24		1,975		1,856,401
0.63%, 07/15/25^(b)		730		670,958
0.63%, 09/16/27^(b)		1,230		1,068,317
0.88%, 04/03/25		7,905		7,376,235
0.88%, 04/20/26		10,111		9,190,495
1.13%, 07/20/28^(b)		10,255		8,963,895
1.13%, 01/13/31^(b)		2,410		2,019,821
1.75%, 03/14/25		16,509		15,773,524
2.00%, 06/02/26^(b)		8,198		7,750,471
2.00%, 07/23/26^(b)		5,598		5,285,688
2.13%, 01/15/25		11,301		10,929,084
2.25%, 06/18/29		9,424		8,744,153
2.38%, 07/07/27^(b)		4,844		4,606,014
2.63%, 01/16/24		10,229		10,099,603
3.00%, 10/04/23^(b)		7,371		7,325,595
3.00%, 02/21/24^(b)		16,488		16,356,096
3.13%, 09/18/28^(b)		9,860		9,653,532
3.20%, 08/07/42^(b)		4,945		4,493,917
3.25%, 07/01/24		25		24,867
3.88%, 10/28/41^(b)		6,100		6,102,013
4.38%, 01/24/44^(b)		3,235		3,480,536
7.00%, 06/15/25		90		97,639
International Bank for Reconstruction & Development
0.25%, 11/24/23		1,100		1,056,550
0.38%, 07/28/25		14,390		13,123,824
0.50%, 10/28/25^(b)		21,120		19,189,843
0.63%, 04/22/25		27,175		25,182,257
0.65%, 02/10/26 (Call 11/10/22)		29		25,799
0.75%, 03/11/25^(b)		13,507		12,590,820
0.75%, 11/24/27		4,040		3,512,982
0.75%, 08/26/30^(b)		4,598		3,746,542
0.88%, 07/15/26		8,650		7,818,821
0.88%, 05/14/30^(b)		11,010		9,140,062
1.13%, 09/13/28^(b)		16,935		14,764,610
1.25%, 02/10/31		12,980		10,989,387
1.38%, 04/20/28^(b)		17,890		15,960,921
1.50%, 08/28/24		2,510		2,412,436
1.63%, 01/15/25^(b)		11,309		10,814,005
1.63%, 11/03/31^(b)		22,455		19,398,425
1.75%, 10/23/29		12,412		11,162,980
1.88%, 10/27/26		6,055		5,663,908
2.13%, 03/03/25		4,864		4,697,116
2.25%, 03/28/24^(b)		216		211,706
2.50%, 03/19/24		13,854		13,636,215
2.50%, 11/25/24		16,499		16,136,187
2.50%, 07/29/25		15,464		14,994,204
2.50%, 11/22/27		9,555		9,110,119
2.50%, 03/29/32^(b)		540		502,216
3.00%, 09/27/23		12,780		12,697,825
3.13%, 11/20/25		3,362		3,313,453
3.13%, 06/15/27		400		394,144
4.75%, 02/15/35^(b)		672		744,811
International Finance Corp.
0.38%, 07/16/25		2,072		1,892,192
0.75%, 10/08/26		95		85,000
0.75%, 08/27/30^(b)		5,715		4,658,868
1.38%, 10/16/24^(b)		1,475		1,410,734


Security	Par (000)		Value

Supranational (continued)
2.13%, 04/07/26	$	2,488	$	2,367,357
Nordic Investment Bank
2.25%, 05/21/24		1,745		1,707,151
2.63%, 04/04/25		200		195,400


				769,115,984

Sweden — 0.0%
Svensk Exportkredit AB
0.25%, 09/29/23		1,000		963,430
0.38%, 03/11/24^(b)		325		309,208
0.38%, 07/30/24		1,335		1,254,767
0.50%, 11/10/23		200		192,770
0.50%, 08/26/25^(b)		1,070		973,240
0.63%, 05/14/25		6,485		5,975,149
1.75%, 12/12/23^(b)		5,050		4,931,072


				14,599,636

Uruguay — 0.1%
Uruguay Government International Bond
4.13%, 11/20/45^(b)		2,012		1,910,466
4.38%, 10/27/27		11,390		11,708,578
4.38%, 01/23/31 (Call 10/23/30)^(b)		10,236		10,453,829
4.50%, 08/14/24^(b)		3,401		3,444,312
4.98%, 04/20/55		8,096		8,141,338
5.10%, 06/18/50		11,012		11,216,823
7.63%, 03/21/36		4,516		5,810,711


				52,686,057


Total Foreign Government Obligations — 2.3% (Cost: $2,127,371,840)				1,916,799,612


Municipal Debt Obligations

Alabama — 0.0%
Alabama Federal Aid Highway Finance Authority,
2.65%, 09/01/37 (Call 09/01/31)		1,150		915,659


Arizona — 0.0%
Salt River Project Agricultural Improvement & Power
District RB BAB, 4.84%, 01/01/41		1,875		1,943,576


California — 0.2%
Bay Area Toll Authority RB
2.57%, 04/01/31		2,930		2,646,505
3.13%, 04/01/55 (Call 04/01/31)		470		347,512
Bay Area Toll Authority RB BAB
Series F-2, 6.26%, 04/01/49		4,735		5,858,710
Series S-1, 7.04%, 04/01/50		4,100		5,546,296
Series S-3, 6.91%, 10/01/50		1,300		1,730,945
California Health Facilities Financing Authority
4.19%, 06/01/37 (Call 06/01/32)		325		306,824
4.35%, 06/01/41 (Call 06/01/32)		445		417,859
California State University RB
Class B, 2.72%, 11/01/52		910		674,841
2.94%, 11/01/52 (Call 11/01/31)		1,000		742,047
Class B, 2.98%, 11/01/51 (Call 05/01/51)		3,315		2,539,267
Series E, 2.90%, 11/01/51 (Call 11/01/30)		1,895		1,401,951
City of Los Angeles Department of Airports Customer Facility Charge Revenue RB, 4.24%, 05/15/48 (Call 05/15/32) (AGM)		330		294,552
City of San Francisco CA Public Utilities Commission Water Revenue RB 3.30%, 11/01/39 (Call 11/01/29)		1,670		1,423,441


Security	Par (000)		Value

California (continued)
Series E, 2.83%, 11/01/41 (Call 11/01/30)	$	980	$	764,102
City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, Series B, 6.00%, 11/01/40 .		2,500		2,786,548
East Bay Municipal Utility District Water System Revenue RB BAB, Series B, 5.87%, 06/01/40		4,480		5,132,073
Foothill-Eastern Transportation Corridor Agency RB 3.92%, 01/15/53 (Call 01/15/30)		1,025		829,673
Series A, 4.09%, 01/15/49 (Call 01/15/30)		2,040		1,691,087
Golden State Tobacco Securitization Corp. RB
Class B, 2.75%, 06/01/34 (Call 06/01/31)		1,270		1,084,092
Class B, 3.00%, 06/01/46		765		667,715
3.12%, 06/01/38 (Call 06/01/31) (SAP)		1,000		826,564
Class B, 3.29%, 06/01/42 (Call 06/01/31)		2,790		2,249,694
3.49%, 06/01/36 (Call 12/01/31)		230		189,410
3.71%, 06/01/41 (Call 12/01/31)		830		665,607
3.85%, 06/01/50 (Call 12/01/31)		1,320		1,161,972
4.21%, 06/01/50 (Call 12/01/31)		1,535		1,179,118
Los Angeles Community College District/CA GO
1.81%, 08/01/30		5,000		4,226,940
2.11%, 08/01/32 (Call 08/01/30)		3,000		2,500,575
Los Angeles Community College District/CA GO BAB,
6.75%, 08/01/49		1,100		1,479,969
Los Angeles County Metropolitan Transportation Authority RB BAB, Series A, 5.74%, 06/01/39		815		897,269
Los Angeles County Public Works Financing Authority RB BAB, 7.62%, 08/01/40		1,150		1,498,164
Los Angeles Department of Water & Power, RB
Series A, 5.72%, 07/01/39		2,100		2,370,512
Series A, 6.60%, 07/01/50		385		503,294
Series D, 6.57%, 07/01/45^(b)		2,470		3,108,278
Los Angeles Unified School District/CA GO BAB
5.75%, 07/01/34		4,760		5,244,896
5.76%, 07/01/29		2,170		2,315,114
Series RY, 6.76%, 07/01/34		3,025		3,572,238
Regents of the University of California Medical Center Pooled Revenue RB
Class A, 3.71%, 05/15/20 (Call 11/15/19)		2,600		1,817,288
4.13%, 05/15/32 (Call 02/15/32)		550		534,624
4.56%, 05/15/53		895		878,769
Series N, Class A, 3.26%, 05/15/60
(Call 11/15/59)^(b)		1,835		1,362,581
Regents of the University of California Medical Center
Pooled Revenue RB BAB
Series H, Class H, 6.55%, 05/15/48		2,575		3,138,168
Series F, 6.58%, 05/15/49^(b)		2,015		2,478,950
San Diego County Regional Transportation
Commission RB, 3.25%, 04/01/48 (Call 04/01/30)		1,025		830,637
San Diego County Regional Transportation
Commission RB BAB, 5.91%, 04/01/48		1,905		2,243,004
San Diego County Water Authority RB BAB, Series B, 6.14%, 05/01/49		2,350		2,792,733
San Joaquin Hills Transportation Corridor Agency RB,
3.49%, 01/15/50 (Call 01/15/32)		1,600		1,258,275
Santa Clara Valley Transportation Authority RB BAB, 5.88%, 04/01/32		2,620		2,825,908
State of California GO
2.50%, 10/01/29		6,000		5,415,324
3.38%, 04/01/25		3,000		2,977,395
3.50%, 04/01/28		860		841,000
4.50%, 04/01/33 (Call 04/01/28)		2,750		2,788,517


Security	Par (000)		Value

California (continued)
4.60%, 04/01/38 (Call 04/01/28)	$	1,640	$	1,645,455
Series A, 3.05%, 04/01/29		1,110		1,046,224
State of California GO BAB
7.30%, 10/01/39		5,220		6,638,551
7.35%, 11/01/39		2,130		2,717,443
7.50%, 04/01/34		8,030		10,190,086
7.55%, 04/01/39^(b)		12,470		16,541,380
7.60%, 11/01/40		6,825		9,266,732
7.63%, 03/01/40		3,350		4,433,631
University of California RB
Series AD, 4.86%, 05/15/12		3,285		3,044,623
Series AJ, 4.60%, 05/15/31		1,750		1,772,020
Series AQ, 4.77%, 05/15/15^(b)		835		758,484
Series AX, 3.06%, 07/01/25 (Call 04/01/25)		2,925		2,873,172
Series BD, 3.35%, 07/01/29		4,670		4,428,925
Series BG, 0.88%, 05/15/25 (Call 04/15/25)		950		877,333
Series BG, 1.32%, 05/15/27 (Call 03/15/27)		775		687,909
Series BG, 1.61%, 05/15/30 (Call 02/15/30)		2,990		2,468,311
Series BG, 3.07%, 05/15/51 (Call 05/15/31)		3,110		2,276,875
University of California RB BAB, 5.95%, 05/15/45		2,255		2,545,320


				177,271,301

Colorado — 0.0%
Regional Transportation District Sales Tax Revenue RB BAB, Series B, 5.84%, 11/01/50		700		831,141


Connecticut — 0.0%
State of Connecticut GO, Series A, 5.85%, 03/15/32^(b)		3,040		3,364,973
State of Connecticut GO BAB, Series D, 5.09%, 10/01/30		1,515		1,563,995


				4,928,968

District of Columbia — 0.0%
District of Columbia RB BAB, Series E, 5.59%, 12/01/34		700		770,501
District of Columbia Water & Sewer Authority RB
3.21%, 10/01/48 (Call 10/01/29)		1,000		787,178
4.81%, 10/01/14		1,690		1,607,455
Metropolitan Washington Airports Authority Dulles Toll Road Revenue RB BAB, 7.46%, 10/01/46		1,300		1,669,732


				4,834,866

Florida — 0.0%
County of Broward FL Airport System Revenue RB, 3.48%, 10/01/43 (Call 10/01/29)		250		211,422
County of Miami-Dade FL Aviation Revenue RB, Series C, 4.28%, 10/01/41 (Call 10/01/28)		985		890,808
County of Miami-Dade FL Transit System RB, Series B, 2.60%, 07/01/42 (Call 07/01/30)		1,300		989,763
County of Miami-Dade FL Water & Sewer System Revenue RB, 3.49%, 10/01/42 (Call 10/01/29)		1,265		1,063,066
State Board of Administration Finance Corp. RB
1.26%, 07/01/25		4,385		4,065,355
1.71%, 07/01/27		3,000		2,683,005
2.15%, 07/01/30		4,902		4,184,808


				14,088,227

Georgia — 0.0%
City of Atlanta GA Water & Wastewater Revenue RB, 2.26%, 11/01/35 (Call 11/01/30)		1,330		1,071,452
Municipal Electric Authority of Georgia RB BAB
Project J, Series 2010-A, 6.64%, 04/01/57		3,835		4,403,427
Project M, Series 2010-A, 6.66%, 04/01/57		3,357		3,876,976


Security	Par (000)		Value

Georgia (continued)
Project P, Series 2010-A, 7.06%, 04/01/57	$	317	$	342,711

				9,694,566

Idaho — 0.0%
Idaho Energy Resources Authority RB, 2.86%, 09/01/46		580		434,502


Illinois — 0.1%
Chicago O’Hare International Airport RB
Series C, 4.47%, 01/01/49^(b)		1,050		1,012,218
Series C, 4.57%, 01/01/54		2,450		2,388,316
Chicago O’Hare International Airport RB BAB, Series B, 6.40%, 01/01/40		500		594,302
Chicago Transit Authority Sales & Transfer Tax
Receipts Revenue RB
Series A, 6.90%, 12/01/40		2,400		2,805,094
Series B, 6.90%, 12/01/40^(b)		3,850		4,549,799
Illinois State Toll Highway Authority RB BAB, Series A, 6.18%, 01/01/34		1,820		2,048,940
Sales Tax Securitization Corp. RB, 3.24%, 01/01/42		5,125		4,316,987
State of Illinois GO
4.95%, 06/01/23		14		13,700
5.10%, 06/01/33		27,923		27,645,669
State of Illinois GO BAB, Series 5, 7.35%, 07/01/35		3,621		3,950,779

				49,325,804

Indiana — 0.0%
Indiana Finance Authority RB, 3.05%, 01/01/51		645		505,200


Kansas — 0.0%
Kansas Development Finance Authority RB, 2.77%, 05/01/51		605		432,420
State of Kansas Department of Transportation RB BAB, 4.60%, 09/01/35		500		517,317

				949,737

Louisiana — 0.0%
Louisiana Local Government Environmental Facilities &Community Development Authority RB
3.62%, 02/01/29		1,750		1,730,467
4.15%, 02/01/33		2,280		2,269,390
4.48%, 08/01/39		1,710		1,690,563
State of Louisiana Gasoline & Fuels Tax Revenue RB, 2.95%, 05/01/41		1,185		939,883

				6,630,303

Maryland — 0.0%
Maryland Health & Higher Educational Facilities Authority, Class D, 3.05%, 07/01/40 (Call 01/01/40)		2,500		1,915,612
Maryland State Transportation Authority RB BAB, 5.89%, 07/01/43		1,500		1,708,775

				3,624,387

Massachusetts — 0.0%
Commonwealth of Massachusetts GO, 4.91%, 05/01/29		1,950		2,025,373
Commonwealth of Massachusetts GOL 2.51%, 07/01/41 (Call 07/01/30)		540		401,129
2.90%, 09/01/49^(b)		2,675		1,953,478
Series D, 2.66%, 09/01/39		1,977		1,651,428
Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39		3,700		4,070,289
Commonwealth of Massachusetts RB, 3.77%, 07/15/29		2,900		2,846,422


Security	Par (000)		Value

Massachusetts (continued)
Commonwealth of Massachusetts Transportation Fund Revenue RB BAB, Series A, 5.73%, 06/01/40	$	1,435	$	1,596,882
Massachusetts School Building Authority RB 3.40%, 10/15/40 (Call 10/15/29)		1,755		1,473,584
Series B, 1.75%, 08/15/30		2,050		1,731,916
Massachusetts School Building Authority RB BAB, Series B, 5.72%, 08/15/39		1,060		1,193,809
Massachusetts Water Resources Authority RB, 2.82%, 08/01/41 (Call 08/01/31)		925		744,631

				19,688,941

Michigan — 0.0%
Great Lakes Water Authority Sewage Disposal System Revenue RB, 3.06%, 07/01/39		1,685		1,386,121
Great Lakes Water Authority Water Supply System Revenue RB, 3.47%, 07/01/41 (Call 07/01/30)		575		481,897
Michigan Finance Authority RB
3.08%, 12/01/34		2,110		1,864,474
3.38%, 12/01/40		845		716,660
Michigan State Building Authority RB, 2.71%, 10/15/40 (Call 10/15/30)		1,250		970,905
Michigan State University RB, 4.17%, 08/15/22 (Call 02/15/22)		1,675		1,367,132
Michigan Strategic Fund RB, 3.23%, 09/01/47 (Call 09/01/31)		460		353,938
University of Michigan RB
3.50%, 04/01/52 ( 10/01/51)^(b)		614		528,255
3.50%, 04/01/52 ( 10/01/51)		475		405,553
4.45%, 04/01/22 ( 10/01/21)		1,580		1,411,032
Series B, 2.44%, 04/01/40 (Call 10/01/39)		2,862		2,217,483

				11,703,450

Minnesota — 0.0%
University of Minnesota RB, 4.05%, 04/01/52		924		873,109


Mississippi — 0.0%
State of Mississippi GO BAB, Series F, 5.25%, 11/01/34		1,000		1,069,444


Missouri — 0.0%
Health & Educational Facilities Authority of the State of Missouri RB, Series A, 3.65%, 08/15/57 (Call 02/15/57)		4,730		4,018,556


Nebraska — 0.0%
University of Nebraska Facilities Corp. RB, Series A, Class A, 3.04%, 10/01/49		1,000		730,334


Nevada — 0.0%
County of Clark Department of Aviation RB BAB, Series C, 6.82%, 07/01/45		850		1,073,539


New Jersey — 0.1%
New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC)		5,560		6,158,623
New Jersey State Turnpike Authority RB BAB, Series F, 7.41%, 01/01/40		6,979		9,073,398
New Jersey Transportation Trust Fund Authority RB 4.08%, 06/15/39		1,200		1,059,619
4.13%, 06/15/42		345		297,400
New Jersey Transportation Trust Fund Authority RB BAB
Series B, 6.56%, 12/15/40		2,650		3,032,880


Security	Par (000)		Value

New Jersey (continued)
Series C, 5.75%, 12/15/28	$	2,475	$	2,553,581
New Jersey Turnpike Authority RB BAB, Series A, 7.10%, 01/01/41		4,230		5,372,739
Rutgers The State University of New Jersey RB
3.27%, 05/01/43		1,000		820,219
Series P, 3.92%, 05/01/19 (Call 11/01/18)^(b)		1,475		1,112,166
Rutgers The State University of New Jersey RB BAB,
Class H, 5.67%, 05/01/40		900		974,286


				30,454,911

New York — 0.1%
City of New York NY GO BAB
Series C-1, 5.52%, 10/01/37		3,000		3,272,298
Series F1, 6.27%, 12/01/37		1,255		1,457,713
Metropolitan Transportation Authority RB, Series C2, 5.18%, 11/15/49		3,880		3,825,211
Metropolitan Transportation Authority RB BAB
7.34%, 11/15/39		3,265		4,269,141
Series 2010-A, 6.67%, 11/15/39		50		56,186
Series A, 5.87%, 11/15/39		100		105,906
Series B, 6.65%, 11/15/39		220		247,595
Series E, 6.81%, 11/15/40		1,230		1,422,224
New York City Municipal Water Finance Authority RB
5.44%, 06/15/43		1,385		1,559,241
5.72%, 06/15/42^(b)		3,145		3,647,731
5.88%, 06/15/44		3,200		3,802,544
6.01%, 06/15/42		1,860		2,202,738
New York City Transitional Finance Authority Future Tax Secured Revenue RB BAB
5.51%, 08/01/37		2,235		2,425,281
5.57%, 11/01/38		2,100		2,275,382
Series C-2, 5.77%, 08/01/36		1,910		2,036,387
New York State Dormitory Authority RB
3.19%, 02/15/43		450		367,432
Series B, 3.14%, 07/01/43		275		228,456
Series F, 3.11%, 02/15/39^(b)		2,350		1,999,514
New York State Dormitory Authority RB BAB
Series D, 5.60%, 03/15/40		2,325		2,567,976
Series F, 5.63%, 03/15/39		2,165		2,365,312
New York State Thruway Authority RB
Class M, 2.90%, 01/01/35		2,000		1,719,596
Series M, 3.50%, 01/01/42 (Call 01/01/30)		1,005		853,975
New York State Urban Development Corp. RB,
Series B, 3.90%, 03/15/33 (Call 09/15/28)		290		277,047
New York State Urban Development Corp. RB BAB,
5.77%, 03/15/39		1,260		1,345,536
Port Authority of New York & New Jersey RB
3.14%, 02/15/51 (Call 08/15/31)		1,145		893,702
3.29%, 08/01/69		1,300		951,659
4.03%, 09/01/48		1,440		1,317,671
Series 164, 5.65%, 11/01/40		2,255		2,490,395
Series 165, 5.65%, 11/01/40		1,795		1,987,307
Series 168, 4.93%, 10/01/51		2,500		2,613,085
Series 174, 4.46%, 10/01/62		6,585		6,371,876
Series 181, 4.96%, 08/01/46		2,000		2,112,190
Series 182, 5.31%, 08/01/46 (Call 08/01/24)		1,000		1,013,704
Series 192, 4.81%, 10/15/65		4,235		4,314,567
Series 225, 3.18%, 07/15/60 (Call 07/15/31)		675		486,520
Series AAA, 1.09%, 07/01/23		2,255		2,207,174


				71,090,272


Security	Par (000)		Value

North Carolina — 0.0%
Charlotte-Mecklenburg Hospital Authority (The) RB,
3.20%, 01/15/51 (Call 01/15/50)	$	750	$	570,298


Ohio — 0.0%
American Municipal Power Inc. RB BAB
5.94%, 02/15/47		1,300		1,473,510
Series B, 8.08%, 02/15/50		4,075		5,758,387
JobsOhio Beverage System RB
2.83%, 01/01/38		1,950		1,606,233
Series B, 4.53%, 01/01/35		2,400		2,431,430
Ohio State University (The) RB
Series A, 3.80%, 12/01/46		3,750		3,402,922
Series A, 4.05%, 12/01/56		500		456,493
Series A, 4.80%, 06/01/11		350		329,782
Ohio State University (The) RB BAB, Series C, 4.91%, 06/01/40^(b)		1,795		1,939,038
Ohio Turnpike & Infrastructure Commission RB,
Series A, Class A, 3.22%, 02/15/48 (Call 02/15/30)		1,775		1,369,812
Ohio Water Development Authority Water Pollution
Control Loan Fund RB, Series B-2, 4.88%, 12/01/34 .		1,115		1,153,523


				19,921,130

Oklahoma — 0.0%
Oklahoma Development Finance Authority RB
3.88%, 05/01/37		250		247,807
4.38%, 11/01/45		715		693,967
4.62%, 06/01/44		1,655		1,642,641
4.71%, 05/01/52		520		515,148
5.09%, 02/01/52		680		707,190


				3,806,753

Oregon — 0.0%
Oregon School Boards Association RB
Series B, 5.55%, 06/30/28 (NPFGC)		50		51,840
Series B, 5.68%, 06/30/28 (NPFGC)		1,000		1,043,773
Oregon State University RB, 3.42%, 03/01/60 (Call 03/01/30) (BAM)		1,100		870,219
State of Oregon Department of Transportation RB BAB,
Series 2010-A, 5.83%, 11/15/34		2,085		2,358,116
State of Oregon GO, 5.89%, 06/01/27		8,020		8,502,587


				12,826,535

Pennsylvania — 0.0%
City of Philadelphia PA Water & Wastewater Revenue RB, 2.93%, 07/01/45 (Call 07/01/31)		1,030		782,028
Commonwealth Financing Authority RB
Class A, 2.99%, 06/01/42		1,130		877,269
Series A, 4.14%, 06/01/38		50		48,027
Pennsylvania State University (The) RB
2.79%, 09/01/43^(b)		1,250		994,359
2.84%, 09/01/50		975		735,988
Pennsylvania Turnpike Commission RB BAB, Series B, 5.51%, 12/01/45		1,000		1,094,939
University of Pittsburgh-of the Commonwealth System of Higher Education RB, 3.56%, 09/15/19 (Call 03/15/19)		2,000		1,529,506


				6,062,116

South Carolina — 0.0%
South Carolina Public Service Authority, Series C, 6.45%, 01/01/50		1,000		1,171,010


Security	Par (000)		Value

Tennessee — 0.0%
Metropolitan Government Nashville & Davidson County Health & Educational Facility Building RB, Series 2016B, 4.05%, 07/01/26 (Call 04/01/26)	$	1,000	$	1,001,813


Texas — 0.1%
City of San Antonio Texas Electric & Gas Systems
Revenue RB BAB
2.91%, 02/01/48 (Call 02/01/31)		480		370,407
5.81%, 02/01/41		1,875		2,130,368
Series C, 5.99%, 02/01/39		1,000		1,138,724
Dallas Area Rapid Transit RB, 2.61%, 12/01/48 (Call 12/01/31)		870		632,069
Dallas Area Rapid Transit RB BAB
5.02%, 12/01/48^(b)		3,250		3,457,854
Series B, 6.00%, 12/01/44		400		469,088
Dallas Convention Center Hotel Development Corp. RB BAB, 7.09%, 01/01/42		700		813,380
Dallas County Hospital District GOL BAB, Series C, 5.62%, 08/15/44		1,250		1,370,255
Dallas Fort Worth International Airport RB
2.84%, 11/01/46 (Call 11/01/31)		220		166,939
Class A, 2.99%, 11/01/38		1,200		1,018,303
4.51%, 11/01/51 (Call 11/01/32)		1,330		1,248,591
Series A, Class A, 3.14%, 11/01/45		1,405		1,123,486
Series C, Class C, 2.92%, 11/01/50		2,670		2,050,832
Series C, Class C, 3.09%, 11/01/40 (Call 11/01/30)		340		275,978
Dallas Independent School District GO BAB, Series C, 6.45%, 02/15/35 (Call 10/03/22) (PSF)		400		416,316
Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30)		4,805		3,645,813
North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49		4,120		5,285,828
Permanent University Fund - Texas A&M University
System RB, Series B, 3.66%, 07/01/47 (Call 07/01/27)		2,000		1,776,940
Permanent University Fund - University of Texas
System RB, Series A, 3.38%, 07/01/47 (Call 01/01/47)		1,625		1,390,064
State of Texas GO BAB
5.52%, 04/01/39^(b)		2,300		2,523,949
Series A, 4.63%, 04/01/33		1,255		1,291,803
Series A, 4.68%, 04/01/40		2,250		2,316,431
Texas Private Activity Bond Surface Transportation
Corp. RB, Series B, 3.92%, 12/31/49		3,350		2,807,602
Texas Transportation Commission GO, 2.47%, 10/01/44 (Call 10/01/30)		2,395		1,730,981
Texas Transportation Commission State Highway
Fund RB
4.00%, 10/01/33		2,725		2,670,162
First Class, 5.18%, 04/01/30		5,115		5,380,289
University of Texas System (The) RB, Series B, 2.44%, 08/15/49 (Call 02/15/49)		765		523,423
University of Texas System (The) RB BAB, Series C, 4.79%, 08/15/46		2,400		2,527,123


				50,552,998

Virginia — 0.0%
University of Virginia RB
2.26%, 09/01/50 (Call 03/01/50)^(b)		2,790		1,853,615
2.58%, 11/01/51 (Call 05/01/51)		1,000		685,996
Series A, 3.23%, 09/01/19 (Call 03/01/19)^(b)		790		546,201


Security	Par (000)		Value

Virginia (continued)
Series C, 4.18%, 09/01/17 (Call 03/01/17)^(b)	$	840	$	754,018


				3,839,830

Washington — 0.0%
Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Revenue RB BAB, 5.49%,11/01/39		1,200		1,299,210
State of Washington GO BAB, Series F, 5.14%, 08/01/40		2,165		2,360,108


				3,659,318

Wisconsin — 0.0%
State of Wisconsin RB
Series A, 5.70%, 05/01/26		220		227,656
Series C, 3.15%, 05/01/27		2,580		2,488,910


				2,716,566


Total Municipal Debt Obligations — 0.6%
(Cost: $580,673,049)				522,809,160


U.S. Government & Agency Obligations

Mortgage-Backed Securities — 29.2%
Federal Home Loan Mortgage Corp.
1.50%, 09/15/37		191,413		171,995,217
2.00%, 10/01/50		74,199		64,164,080
2.03%, 11/01/40, (12 mo. LIBOR US + 1.775%)^(a)		14		14,335
2.13%, 09/01/41, (12 mo. LIBOR US + 1.880%)^(a)		221		225,156
2.15%, 11/01/40, (12 mo. LIBOR US + 1.900%)^(a)		202		205,614
2.15%, 01/01/42, (12 mo. LIBOR US + 1.900%)^(a)		74		74,901
2.16%, 11/01/40, (12 mo. LIBOR US + 1.910%)^(a)		380		389,939
2.50%, 10/01/27		116		111,956
2.50%, 02/01/28		1,513		1,464,030
2.50%, 01/01/30		11,420		10,979,699
2.50%, 03/01/31		106		101,322
2.50%, 08/01/31		3,725		3,575,053
2.50%, 10/01/31		7,654		7,345,337
2.50%, 11/01/31		45		43,129
2.50%, 12/01/31		11,411		10,951,035
2.50%, 02/01/32		14,150		13,579,514
2.50%, 08/01/32		165		158,769
2.50%, 01/01/33		12,668		12,155,649
2.50%, 02/01/33		35		33,756
2.50%, 04/01/33		1,443		1,378,162
2.89%, 12/01/38, (12 mo. LIBOR US + 1.760%)^(a)		519		524,785
2.92%, 05/01/42, (12 mo. LIBOR US + 1.804%)^(a)		353		359,516
3.00%, 11/01/26		266		260,530
3.00%, 01/01/27		124		122,071
3.00%, 02/01/27		306		299,981
3.00%, 04/01/27		204		200,149
3.00%, 05/01/27		1,756		1,722,826
3.00%, 06/01/27		1,643		1,612,842
3.00%, 07/01/27		60		58,608
3.00%, 08/01/27		211		207,051
3.00%, 09/01/27		1,000		981,574
3.00%, 11/01/27		387		379,815
3.00%, 12/01/27		195		191,475
3.00%, 01/01/28		53		51,951
3.00%, 11/01/28		182		177,917
3.00%, 01/01/29		206		201,670
3.00%, 03/01/29		629		615,781
3.00%, 05/01/29		28,267		27,688,120


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 05/01/30	$	4,316	$	4,218,890
3.00%, 06/01/30		2,655		2,596,486
3.00%, 07/01/30		5,145		5,029,224
3.00%, 12/01/30		12,140		11,868,607
3.00%, 02/01/31		3,683		3,595,413
3.00%, 05/01/31		7,744		7,560,729
3.00%, 06/01/31		5,615		5,481,551
3.00%, 08/01/31		47		45,896
3.00%, 12/01/31		31		30,251
3.00%, 02/01/32		112		109,183
3.00%, 07/01/32		8,802		8,581,320
3.00%, 09/01/32		10		10,167
3.00%, 02/01/33		22		20,932
3.00%, 05/01/33		1,923		1,853,870
3.00%, 10/01/35		10,169		9,862,450
3.00%, 07/01/37		16,946		16,431,427
3.00%, 06/01/42		498		471,875
3.00%, 10/01/42		195		184,993
3.00%, 01/01/43		534		505,712
3.00%, 02/01/43		14,022		13,280,675
3.00%, 12/01/44		37		34,840
3.00%, 04/01/45		293		275,594
3.00%, 08/01/45		199		187,308
3.00%, 12/01/45		15		14,319
3.00%, 01/01/46		1,144		1,076,178
3.00%, 02/01/46		131		123,350
3.00%, 07/01/46		2,542		2,392,053
3.00%, 08/01/46		45,621		42,928,031
3.00%, 09/01/46		18,242		17,232,400
3.00%, 10/01/46		35,864		33,747,068
3.00%, 11/01/46		26,895		25,307,780
3.00%, 12/01/46		60,932		57,335,037
3.00%, 01/01/47		14,298		13,453,863
3.00%, 02/01/47		30,652		28,842,605
3.00%, 03/01/47		154		144,560
3.00%, 04/01/47		396		373,027
3.00%, 05/01/47		24,559		23,108,889
3.00%, 06/01/47		23,670		22,272,411
3.00%, 08/01/47		3,157		2,970,988
3.00%, 09/01/47		697		656,157
3.00%, 10/01/47		7,880		7,414,499
3.00%, 11/01/47		14		12,947
3.00%, 01/01/48		15		13,951
3.00%, 11/01/48		1,215		1,139,052
3.00%, 03/01/49		188		175,308
3.00%, 05/01/49		230		215,150
3.00%, 06/01/49		187		175,086
3.13%, 08/01/41, (12 mo. LIBOR US + 1.732%)^(a)		205		208,964
3.21%, 11/01/41, (12 mo. LIBOR US + 1.892%)^(a)		435		445,471
3.50%, 11/01/25		855		847,339
3.50%, 03/01/26		841		832,904
3.50%, 06/01/26		195		193,223
3.50%, 03/01/32		766		753,636
3.50%, 05/01/32		2,290		2,265,791
3.50%, 09/01/32		1,889		1,863,989
3.50%, 06/01/33		164		161,693
3.50%, 07/01/33		6,911		6,842,077
3.50%, 11/01/33		19		19,138
3.50%, 06/01/34		5,913		5,850,913
3.50%, 03/01/38		3,819		3,734,360


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 06/01/38	$	1,026	$	997,247
3.50%, 09/01/38		675		656,634
3.50%, 02/01/42		56		54,607
3.50%, 05/01/42		6		6,236
3.50%, 09/01/42		9		8,516
3.50%, 10/01/42		7,844		7,631,683
3.50%, 11/01/42		609		592,440
3.50%, 01/01/43		12		11,746
3.50%, 04/01/43		4,406		4,285,629
3.50%, 06/01/43		854		830,698
3.50%, 07/01/43		1,385		1,347,397
3.50%, 08/01/43		5,053		4,914,870
3.50%, 10/01/43		1,172		1,140,074
3.50%, 01/01/44		13,220		12,861,824
3.50%, 02/01/44		7,157		6,960,904
3.50%, 09/01/44		5,491		5,330,215
3.50%, 10/01/44		7,773		7,538,240
3.50%, 11/01/44		88		85,380
3.50%, 12/01/45		9,693		9,397,823
3.50%, 01/01/46		360		349,423
3.50%, 03/01/46		28,354		27,459,696
3.50%, 05/01/46		3,688		3,564,321
3.50%, 06/01/46		107		103,199
3.50%, 07/01/46		4,939		4,772,983
3.50%, 08/01/46		3,361		3,251,136
3.50%, 09/01/46		5,478		5,292,926
3.50%, 10/01/46		1,271		1,227,484
3.50%, 11/01/46		690		665,956
3.50%, 12/01/46		4,098		3,967,655
3.50%, 01/01/47		2,235		2,159,294
3.50%, 02/01/47		5,431		5,247,473
3.50%, 03/01/47		3,599		3,477,563
3.50%, 04/01/47		8,202		7,923,793
3.50%, 05/01/47		1,700		1,642,716
3.50%, 07/01/47		7,223		6,978,760
3.50%, 08/01/47		20,280		19,651,946
3.50%, 09/01/47		25,687		24,865,821
3.50%, 12/01/47		4,612		4,456,186
3.50%, 01/01/48		20,819		20,142,502
3.50%, 02/01/48		22,318		21,541,728
3.50%, 03/01/48		9,044		8,737,453
3.50%, 04/01/48		2,116		2,046,233
3.50%, 05/01/48		10,134		9,790,098
3.50%, 04/01/49		1,403		1,350,802
3.50%, 05/01/49		5,080		4,889,259
3.50%, 06/01/49		1,819		1,751,054
3.50%, 07/01/52		26,711		25,603,971
4.00%, 05/01/25		92		91,783
4.00%, 10/01/25		515		516,502
4.00%, 02/01/26		341		341,682
4.00%, 05/01/26		621		622,838
4.00%, 12/01/32		1,311		1,315,467
4.00%, 05/01/33		2,455		2,463,492
4.00%, 09/01/41		3,092		3,091,581
4.00%, 02/01/42		2,467		2,467,039
4.00%, 03/01/42		534		533,781
4.00%, 06/01/42		3,515		3,514,731
4.00%, 08/01/42		1,513		1,510,996
4.00%, 07/01/44		4,207		4,200,874
4.00%, 01/01/45		1,191		1,189,058


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 02/01/45	$	1,488	$	1,487,409
4.00%, 06/01/45		2,101		2,086,307
4.00%, 08/01/45		3,945		3,916,822
4.00%, 09/01/45		6,496		6,449,481
4.00%, 01/01/46		1,879		1,865,027
4.00%, 02/01/46		165		163,411
4.00%, 03/01/46		395		391,386
4.00%, 05/01/46		3,804		3,768,874
4.00%, 06/01/46		97		94,995
4.00%, 07/01/46		3,288		3,283,417
4.00%, 08/01/46		126		125,284
4.00%, 10/01/46		3,042		3,019,923
4.00%, 11/01/46		8,951		8,869,115
4.00%, 02/01/47		3,691		3,657,305
4.00%, 08/01/47		273		270,306
4.00%, 10/01/47		808		799,971
4.00%, 11/01/47		1,545		1,530,060
4.00%, 01/01/48		6,186		6,127,685
4.00%, 02/01/48		8,914		8,829,969
4.00%, 04/01/48		174		172,450
4.00%, 06/01/48		16,273		16,146,250
4.00%, 07/01/48		15,190		15,017,741
4.00%, 08/01/48		1,964		1,942,074
4.00%, 09/01/48		3,897		3,853,181
4.00%, 10/01/48		2,005		1,981,719
4.00%, 12/01/48		10,309		10,192,442
4.00%, 01/01/49		1,705		1,685,789
4.00%, 06/01/52		28,213		27,580,134
4.00%, 08/01/52		117,348		114,721,135
4.50%, 07/01/24		79		79,219
4.50%, 08/01/24		21		21,631
4.50%, 09/01/24		69		69,307
4.50%, 10/01/24		61		61,777
4.50%, 08/01/30		1,293		1,309,074
4.50%, 03/01/39		1,089		1,113,394
4.50%, 05/01/39		1,271		1,298,710
4.50%, 10/01/39		768		784,779
4.50%, 01/01/40		226		230,867
4.50%, 02/01/41		1,523		1,556,461
4.50%, 04/01/41		51		51,924
4.50%, 05/01/41		4,073		4,166,991
4.50%, 05/01/42		4,023		4,111,558
4.50%, 01/01/45		2,785		2,842,595
4.50%, 11/01/45		174		176,756
4.50%, 12/01/45		148		151,525
4.50%, 01/01/46		4,484		4,576,018
4.50%, 03/01/46		208		211,436
4.50%, 04/01/46		608		615,967
4.50%, 05/01/46		477		482,175
4.50%, 07/01/46		138		139,171
4.50%, 08/01/46		321		324,714
4.50%, 09/01/46		2,736		2,784,000
4.50%, 05/01/47		2,341		2,360,619
4.50%, 06/01/47		1,280		1,290,398
4.50%, 11/01/47		165		166,210
4.50%, 05/01/48		7,886		7,940,648
4.50%, 06/01/48		6,340		6,393,188
4.50%, 07/01/48		4,578		4,616,609
4.50%, 09/01/48		213		214,751
4.50%, 10/01/48		8,236		8,357,694


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 11/01/48	$	36		$	36,616
4.50%, 12/01/48		7,643			7,695,753
4.50%, 01/01/49		1,741			1,752,724
4.50%, 05/01/49		15			15,338
4.50%, 08/01/52		3,364			3,356,821
5.00%, 12/01/24		0	^(h)		9
5.00%, 08/01/25		485			493,825
5.00%, 04/01/33		3,187			3,294,561
5.00%, 06/01/33		381			394,047
5.00%, 12/01/33		745			770,369
5.00%, 07/01/35		1,381			1,430,050
5.00%, 01/01/36		622			644,250
5.00%, 01/01/37		77			80,244
5.00%, 02/01/37		76			78,397
5.00%, 02/01/38		405			419,567
5.00%, 03/01/38		2,665			2,779,889
5.00%, 12/01/38		337			351,889
5.00%, 03/01/40		93			97,273
5.00%, 08/01/40		385			402,896
5.00%, 09/01/40		1,657			1,731,804
5.00%, 08/01/41		477			499,012
5.00%, 09/01/47		631			644,183
5.00%, 03/01/48		321			327,419
5.00%, 04/01/48		4,988			5,094,782
5.00%, 05/01/48		1,575			1,608,367
5.00%, 07/01/48		1,039			1,061,124
5.00%, 10/01/48		682			696,511
5.00%, 11/01/48		1,211			1,243,661
5.00%, 04/01/49		572			583,967
5.00%, 06/01/49		883			904,682
5.50%, 02/01/34		1,224			1,285,493
5.50%, 05/01/35		1,049			1,110,814
5.50%, 06/01/35		569			602,106
5.50%, 05/01/36		711			753,709
5.50%, 07/01/36		1,250			1,325,800
5.50%, 03/01/38		1,159			1,228,638
5.50%, 04/01/38		253			268,631
5.50%, 01/01/39		613			645,510
5.50%, 11/01/39		614			650,662
6.00%, 10/01/36		706			751,984
6.00%, 02/01/37		579			621,711
6.00%, 11/01/37		1,948			2,095,109
6.00%, 09/01/38		31			33,191
Federal National Mortgage Association
0.25%, 07/10/23		121,600			118,240,192
0.38%, 08/25/25^(b)		24,991			22,789,043
0.63%, 04/22/25		5,000			4,630,950
0.88%, 08/05/30		17,530			14,409,134
1.63%, 01/07/25		11,645			11,152,184
1.75%, 07/02/24		1,550			1,502,105
1.88%, 09/24/26		1,285			1,208,825
2.00%, 10/05/22		6,400			6,391,872
2.07%, 10/01/41, (12 mo. LIBOR US + 1.815%)^(a)		382			395,064
2.24%, 02/01/42, (12 mo. LIBOR US + 1.805%)^(a)		103			104,841
2.38%, 01/19/23		1,065			1,061,113
2.41%, 04/01/44, (12 mo. LIBOR US + 1.590%)^(a)		287			290,677
2.50%, 02/05/24		200			197,252
2.63%, 09/06/24		39,730			39,014,065
2.88%, 09/12/23		5,000			4,967,900
3.00%, 09/01/34		6,837			6,645,808


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 02/01/47	$	10,503	$	9,938,525
3.00%, 03/01/47		7,670		7,153,493
3.00%, 05/01/52		32,718		30,309,282
3.50%, 11/01/51		6,432		6,256,488
3.50%, 06/01/52		19,568		18,682,506
3.51%, 08/01/41, (12 mo. LIBOR US + 1.750%)^(a)		224		229,471
4.00%, 02/01/47		10,639		10,617,779
4.00%, 07/01/52		37,205		36,378,672
4.00%, 09/01/52		23,100		22,542,065
4.00%, 01/01/57		7,098		7,080,360
4.00%, 02/01/57		8,012		7,992,217
4.50%, 05/01/52		497		495,531
4.50%, 08/01/52		1,889		1,885,110
4.50%, 09/01/52		17,250		17,144,640
5.00%, 08/01/52		5,227		5,360,972
5.63%, 07/15/37		795		954,660
6.25%, 05/15/29		580		677,997
6.63%, 11/15/30		8,180		10,011,011
7.13%, 01/15/30		10,000		12,378,500
7.25%, 05/15/30		16,826		21,109,900
Series 2015-M10, Class A2, 3.09%, 04/25/27^(a)		3,955		3,842,103
Series 2016-M11, Class A1, 2.08%, 07/25/26		1,175		1,135,157
Series 2016-M6, Class A2, 2.49%, 05/25/26		8,884		8,484,437
Series 2017, Class A2, 3.06%, 09/25/27^(a)		1,809		1,748,031
Series 2017-M4, Class A2, 2.64%, 12/25/26^(a)		21,741		20,678,821
Series 2017-M7, Class A2, 2.96%, 02/25/27^(a)		16,236		15,625,567
Series 2017-M8, Class A2, 3.06%, 05/25/27^(a)		9,823		9,522,067
Series 2018-M10, Class A2, 3.48%, 07/25/28^(a)		3,000		2,931,560
Series 2018-M12, Class A2, 3.77%, 08/25/30^(a)		12,300		12,132,244
Series 2018-M13, Class A2, 3.87%, 09/25/30^(a)		8,476		8,421,048
Series 2018-M2, Class A2, 3.00%, 01/25/28^(a)		9,076		8,715,630
Series 2019-M2, Class A2, 3.75%, 11/25/28^(a)		5,283		5,226,968
Series 2019-M22, Class A2, 2.52%, 08/25/29		24,142		22,261,560
Series 2021-M13, Class A2, 1.66%, 04/25/31^(a)		17,050		14,238,478
Series 2021-M17, Class A2, 1.71%, 07/25/31^(a)		20,500		17,175,068
Series 2022-M1, Class A2, 1.72%, 10/25/31^(a)		29,670		24,683,776
FHLMC Multifamily Structured Pass Through Certificates Series K024, Class A2, 2.57%, 09/25/22 (Call 09/25/22)		227		227,167
Series K722, Class A2, 2.41%, 03/25/23 (Call 05/25/23)		13,125		13,054,808
Freddie Mac Multifamily Structured Pass Through Certificates FHMS K135, CLASS A2, 2.15%, 10/25/31 (Call 11/25/31)^(a)		4,670		4,077,394
Series K026, Class A2, 2.51%, 11/25/22
(Call 12/25/22)		8,535		8,508,623
Series K036, Class A2, 3.53%, 10/25/23
(Call 11/25/23)^(a)		8,685		8,634,885
Series K037, Class A2, 3.49%, 01/25/24
(Call 01/25/24)		10,700		10,620,556
Series K046, Class A2, 3.21%, 03/25/25
(Call 04/25/25)		5,000		4,918,670
Series K048, Class A2, 3.28%, 06/25/25
(Call 08/25/25)^(a)		14,000		13,774,080
Series K052, Class A2, 3.15%, 11/25/25
(Call 01/25/26)		19,250		18,834,434
Series K053, Class A2, 3.00%, 12/25/25
(Call 01/25/26)		15,000		14,600,663


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series K059, Class A2, 3.12%, 09/25/26
(Call 10/25/26)^(a)	$	14,300	$	13,924,969
Series K063, Class A2, 3.43%, 01/25/27
(Call 02/25/27)^(a)		20,000		19,683,483
Series K066, Class A2, 3.12%, 06/25/27
(Call 07/25/27)		18,250		17,717,966
Series K067, Class A1, 2.90%, 03/25/27
(Call 09/25/27)		10,464		10,258,007
Series K069, Class A2, 3.19%, 09/25/27
(Call 10/25/27)^(a)		3,150		3,065,193
Series K072, Class A2, 3.44%, 12/25/27
(Call 12/25/27)		10,000		9,842,254
Series K074, Class A2, 3.60%, 01/25/28
(Call 07/25/28)		10,000		9,911,084
Series K076, Class A2, 3.90%, 04/25/28
(Call 05/25/28)		8,000		8,044,252
Series K081, Class A2, 3.90%, 08/25/28
(Call 12/25/28)^(a)		19,091		19,171,774
Series K085, Class A2, 4.06%, 10/25/28
(Call 11/25/28)^(a)		20,000		20,177,861
Series K089, Class A2, 3.56%, 01/25/29
(Call 04/25/29)		10,000		9,847,979
Series K100, Class A2, 2.67%, 09/25/29
(Call 10/25/29)		10,000		9,298,994
Series K101, Class A2, 2.52%, 10/25/29
(Call 01/25/30)		31,000		28,517,077
Series K105, Class A2, 1.87%, 01/25/30
(Call 06/25/30)		4,775		4,180,878
Series K108, Class A2, 1.52%, 03/25/30
(Call 03/25/30)		2,000		1,703,223
Series K110, Class A2, 1.48%, 04/25/30
(Call 05/25/30)		13,200		11,189,383
Series K111, Class A2, 1.35%, 05/25/30
(Call 07/25/30)		5,000		4,183,326
Series K117, Class A2, 1.41%, 08/25/30
(Call 10/25/30)		15,000		12,517,266
Series K126, Class A2, 2.07%, 01/25/31
(Call 05/25/31)		17,440		15,255,160
Series K1510, Class A3, 3.79%, 01/25/34
(Call 01/25/34)		20,000		19,503,315
Series K-1512, Class A2, 2.99%, 05/25/31
(Call 10/25/34)		10,960		10,294,972
Series K-1512, Class A3, 3.06%, 04/25/34
(Call 10/25/34)		16,190		14,741,217
Series K-1514, Class A2, 2.86%, 10/25/34
(Call 10/25/34)		15,500		13,660,135
Series K729, Class A1, 2.95%, 02/25/24
(Call 11/25/24)		3,324		3,315,649
Series K733, Class A2, 3.75%, 08/25/25
(Call 01/25/26)		15,000		14,911,991
Series K734, Class A2, 3.21%, 02/25/26
(Call 07/25/26)		5,700		5,575,234
Series K739, Class A2, 1.34%, 09/25/27
(Call 09/25/27)		25,490		22,744,245
Government National Mortgage Association
1.50%, 10/20/51		4,835		4,104,735
2.00%, 07/20/50		5,978		5,298,029
2.00%, 08/20/50		79,074		70,076,838
2.00%, 09/20/50		2,268		2,009,875
2.00%, 10/20/50		8,641		7,657,660


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 11/20/50	$	47,336	$	41,949,805
2.00%, 12/20/50		85,542		75,808,992
2.00%, 02/20/51		171,516		152,369,821
2.00%, 06/20/51		7,783		6,904,437
2.00%, 08/20/51		140,034		124,142,455
2.00%, 10/20/51		97,961		86,783,703
2.00%, 11/20/51		71,034		62,907,365
2.00%, 12/20/51		253,803		224,687,402
2.00%, 01/20/52		88,712		78,508,121
2.00%, 03/20/52		49,990		44,130,401
2.00%, 04/20/52		19,911		17,576,879
2.00%, 06/20/52		7,910		6,982,622
2.00%, 09/21/52⁽ⁱ⁾		155,243		137,083,813
2.50%, 02/15/28		88		83,351
2.50%, 10/20/31		89		84,680
2.50%, 05/20/45		3,427		3,174,837
2.50%, 11/20/46		487		451,441
2.50%, 12/20/46		15,031		13,927,637
2.50%, 01/20/47		6,820		6,319,069
2.50%, 06/20/50		17,745		16,308,885
2.50%, 08/20/50		19,479		17,902,399
2.50%, 09/20/50		41,467		38,110,872
2.50%, 01/20/51		91,049		83,680,310
2.50%, 02/20/51		72,925		66,823,052
2.50%, 05/20/51		294,483		269,570,297
2.50%, 06/20/51		9,596		8,781,116
2.50%, 07/20/51		257,021		235,118,629
2.50%, 08/20/51		128,044		117,093,172
2.50%, 10/20/51		4,658		4,256,352
2.50%, 11/20/51		38,147		34,861,346
2.50%, 12/20/51		108,000		98,663,061
2.50%, 03/20/52		22,406		20,449,425
2.50%, 04/20/52		21,897		19,974,499
2.50%, 05/20/52		29,845		27,224,494
2.50%, 07/20/52		9,959		9,084,818
2.50%, 08/20/52		20,000		18,225,156
2.50%, 09/21/52⁽ⁱ⁾		212,373		193,499,553
3.00%, 08/20/42		5,356		5,125,666
3.00%, 09/15/42		10		9,374
3.00%, 10/15/42		37		34,982
3.00%, 03/15/43		191		182,352
3.00%, 06/15/43		33		31,241
3.00%, 07/15/43		72		69,085
3.00%, 08/15/43		169		162,180
3.00%, 09/20/43		6,158		5,889,395
3.00%, 11/15/43		550		526,684
3.00%, 01/15/44		5,050		4,837,292
3.00%, 08/20/44		16,211		15,503,721
3.00%, 09/15/44		695		662,740
3.00%, 10/15/44		118		113,286
3.00%, 03/20/45		5,200		4,952,541
3.00%, 05/20/45		21,426		20,408,017
3.00%, 06/20/45		7,007		6,673,613
3.00%, 07/20/45		14,050		13,381,881
3.00%, 10/20/45		4,769		4,542,257
3.00%, 11/20/45		3,017		2,873,296
3.00%, 12/20/45		5,547		5,283,356
3.00%, 02/20/46		16,676		15,883,918
3.00%, 04/20/46		7,619		7,255,957
3.00%, 05/20/46		12,656		12,052,250


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 06/20/46	$	15,091	$	14,371,547
3.00%, 07/20/46		21,133		20,124,882
3.00%, 08/20/46		36,866		35,107,701
3.00%, 09/20/46		27,857		26,528,866
3.00%, 11/20/46		7,504		7,145,800
3.00%, 12/15/46		8,409		7,996,080
3.00%, 12/20/46		43,204		41,144,376
3.00%, 01/20/47		2,273		2,164,398
3.00%, 02/15/47		12,647		12,024,610
3.00%, 02/20/47		13,753		13,097,239
3.00%, 03/20/47		12,700		12,094,858
3.00%, 04/20/47		277		263,642
3.00%, 06/20/47		6,132		5,836,285
3.00%, 09/20/47		364		346,157
3.00%, 10/20/47		7,454		7,095,392
3.00%, 11/20/47		136		129,326
3.00%, 02/20/48		5,779		5,458,235
3.00%, 03/20/48		21		20,337
3.00%, 07/20/49		8,812		8,366,101
3.00%, 09/20/49		31,182		29,568,819
3.00%, 10/15/49		11,480		10,865,416
3.00%, 10/20/49		16,469		15,612,160
3.00%, 11/20/49		183		173,226
3.00%, 12/20/49		97,058		91,954,795
3.00%, 01/20/50		51,630		48,901,359
3.00%, 02/20/50		65,518		62,037,155
3.00%, 07/20/50		2,045		1,935,178
3.00%, 08/20/50		27,924		26,417,788
3.00%, 06/20/51		772		728,175
3.00%, 08/20/51		83,721		78,911,706
3.00%, 09/20/51		27,900		26,289,888
3.00%, 10/20/51		31,970		30,115,812
3.00%, 11/20/51		54,180		51,022,868
3.00%, 12/20/51		48,438		45,602,032
3.00%, 02/20/52		24,662		23,204,712
3.00%, 07/20/52		30,018		28,163,142
3.00%, 08/20/52		15,000		14,083,230
3.00%, 09/21/52⁽ⁱ⁾		87,789		82,394,778
3.50%, 11/20/40		67		65,991
3.50%, 12/20/40		49		47,932
3.50%, 05/20/41		101		99,015
3.50%, 09/15/41		174		170,283
3.50%, 10/15/41		243		238,585
3.50%, 12/15/41		1,862		1,824,771
3.50%, 04/15/42		115		112,683
3.50%, 08/20/42		9,464		9,302,557
3.50%, 09/15/42		435		426,377
3.50%, 09/20/42		11,394		11,199,677
3.50%, 10/15/42		326		319,422
3.50%, 10/20/42		30,235		29,721,082
3.50%, 11/15/42		460		450,532
3.50%, 11/20/42		26,596		26,143,876
3.50%, 12/15/42		685		670,755
3.50%, 12/20/42		9,375		9,215,994
3.50%, 02/15/43		354		347,032
3.50%, 02/20/43		179		175,518
3.50%, 03/15/43		515		504,264
3.50%, 03/20/43		804		789,785
3.50%, 04/15/43		25		24,261
3.50%, 04/20/43		203		199,207


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 05/15/43	$	755	$	738,839
3.50%, 06/15/43		10,613		10,398,820
3.50%, 08/20/43		147		144,779
3.50%, 09/20/43		72		70,778
3.50%, 10/20/43		198		194,784
3.50%, 01/15/44		202		197,601
3.50%, 01/20/44		6,117		6,010,543
3.50%, 02/20/44		1,996		1,960,902
3.50%, 03/20/44		186		183,001
3.50%, 07/20/44		34		33,163
3.50%, 08/15/44		29		28,110
3.50%, 08/20/44		6,533		6,397,005
3.50%, 09/15/44		76		74,405
3.50%, 09/20/44		11,757		11,512,582
3.50%, 10/15/44		150		146,891
3.50%, 10/20/44		1,805		1,767,839
3.50%, 11/20/44		14		13,737
3.50%, 12/20/44		1,095		1,072,065
3.50%, 01/15/45		66		64,919
3.50%, 01/20/45		161		157,399
3.50%, 03/15/45		126		122,925
3.50%, 04/20/45		11,209		10,935,875
3.50%, 05/20/45		4,207		4,117,002
3.50%, 06/15/45		43		42,191
3.50%, 06/20/45		18		17,189
3.50%, 07/20/45		254		247,574
3.50%, 08/20/45		536		524,184
3.50%, 09/20/45		16,207		15,811,724
3.50%, 10/20/45		1,596		1,557,360
3.50%, 11/20/45		11,582		11,299,939
3.50%, 12/20/45		6,491		6,333,241
3.50%, 03/20/46		23,979		23,386,766
3.50%, 04/20/46		10,524		10,264,108
3.50%, 06/20/46		46,457		45,308,519
3.50%, 07/20/46		320		312,030
3.50%, 08/15/46		48		47,159
3.50%, 11/20/46		477		464,972
3.50%, 12/20/46		13,467		13,134,385
3.50%, 01/15/47		54		52,963
3.50%, 01/20/47		3,163		3,085,315
3.50%, 02/20/47		54,396		53,051,688
3.50%, 03/20/47		20,204		19,685,505
3.50%, 04/20/47		17,922		17,463,032
3.50%, 06/20/47		4,021		3,917,803
3.50%, 07/20/47		505		492,144
3.50%, 08/20/47		26,425		25,754,815
3.50%, 09/15/47		58		56,858
3.50%, 09/20/47		8,374		8,159,133
3.50%, 10/20/47		15,296		14,935,462
3.50%, 11/15/47		25		24,580
3.50%, 11/20/47		22,958		22,369,650
3.50%, 12/15/47		35,422		34,559,296
3.50%, 12/20/47		10,393		10,135,129
3.50%, 01/20/48		9,961		9,705,996
3.50%, 02/20/48		3,756		3,659,593
3.50%, 04/20/48		36,797		35,834,699
3.50%, 05/15/48		376		365,840
3.50%, 08/20/48		4,915		4,783,367
3.50%, 11/20/48		3,911		3,806,306
3.50%, 01/20/49		2,414		2,351,711


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 06/20/49	$	796	$	773,102
3.50%, 09/20/49		6,352		6,164,837
3.50%, 10/20/49		8,160		7,919,564
3.50%, 01/20/50		32,192		31,234,959
3.50%, 03/20/50		9,182		8,908,097
3.50%, 08/20/50		7,448		7,234,675
3.50%, 10/20/51		2,826		2,731,379
3.50%, 01/20/52		895		865,058
3.50%, 09/21/52⁽ⁱ⁾		146,388		141,144,671
4.00%, 06/15/39		7		6,676
4.00%, 09/20/40		2,467		2,484,206
4.00%, 01/15/41		2		1,792
4.00%, 01/20/41		809		814,380
4.00%, 02/15/41		1,918		1,922,936
4.00%, 05/20/41		16		15,935
4.00%, 07/15/41		951		953,246
4.00%, 09/15/41		21		20,770
4.00%, 09/20/41		1,082		1,089,060
4.00%, 10/15/41		356		356,109
4.00%, 11/15/41		208		208,659
4.00%, 12/15/41		857		857,877
4.00%, 12/20/41		3,569		3,592,776
4.00%, 01/15/42		73		73,018
4.00%, 01/20/42		1,552		1,563,023
4.00%, 02/15/42		362		362,823
4.00%, 03/15/42		1,916		1,918,147
4.00%, 04/15/42		565		565,583
4.00%, 09/20/42		773		777,748
4.00%, 08/15/43		15		14,849
4.00%, 10/20/43		3,872		3,875,447
4.00%, 03/15/44		128		128,385
4.00%, 04/15/44		31		30,818
4.00%, 06/15/44		174		173,414
4.00%, 08/15/44		10		9,561
4.00%, 08/20/44		275		274,942
4.00%, 09/15/44		3		3,312
4.00%, 10/15/44		10		10,322
4.00%, 10/20/44		5,213		5,210,661
4.00%, 12/20/44		342		341,506
4.00%, 01/20/45		8,133		8,129,101
4.00%, 08/20/45		4,553		4,548,052
4.00%, 09/20/45		5,284		5,278,697
4.00%, 10/20/45		629		628,238
4.00%, 01/20/46		2,419		2,416,002
4.00%, 03/20/46		11,957		11,943,953
4.00%, 07/20/46		2,531		2,518,949
4.00%, 08/20/46		33		33,182
4.00%, 09/20/46		584		581,091
4.00%, 11/20/46		3,048		3,033,626
4.00%, 12/15/46		4,855		4,843,473
4.00%, 04/20/47		19,404		19,309,683
4.00%, 06/20/47		7,878		7,839,424
4.00%, 07/20/47		34,498		34,330,399
4.00%, 08/20/47		1,632		1,624,505
4.00%, 11/20/47		20,805		20,704,144
4.00%, 12/20/47		47		47,131
4.00%, 01/20/48		166		164,946
4.00%, 03/15/48		45		45,128
4.00%, 03/20/48		24,208		24,090,904
4.00%, 04/20/48		12,899		12,830,877


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 05/15/48	$	2,091	$	2,085,576
4.00%, 05/20/48		13,903		13,829,982
4.00%, 08/20/48		21,495		21,381,850
4.00%, 09/20/48		7,729		7,687,900
4.00%, 10/20/48		656		652,372
4.00%, 11/20/48		18,088		17,991,793
4.00%, 02/20/49		8,150		8,106,599
4.00%, 03/20/49		330		328,732
4.00%, 05/20/49		781		776,091
4.00%, 06/15/49		854		850,273
4.00%, 06/20/49		1,993		1,976,490
4.00%, 09/15/49		2,119		2,114,341
4.00%, 02/20/50		127		126,533
4.00%, 07/20/50		186		185,047
4.00%, 07/20/52		9,630		9,491,813
4.00%, 09/20/52		24,100		23,754,700
4.00%, 09/21/52⁽ⁱ⁾		78,850		77,698,050
4.50%, 04/15/39		339		346,244
4.50%, 08/15/39		1,660		1,697,672
4.50%, 11/20/39		849		871,932
4.50%, 01/20/40		229		234,939
4.50%, 06/15/40		1,542		1,577,208
4.50%, 07/15/40		782		799,677
4.50%, 08/15/40		1,122		1,147,693
4.50%, 08/20/40		1,413		1,452,262
4.50%, 09/15/40		1,461		1,494,301
4.50%, 10/20/40		3,428		3,521,928
4.50%, 06/20/41		3,003		3,085,508
4.50%, 09/20/41		2,061		2,117,954
4.50%, 12/20/41		420		431,127
4.50%, 11/20/45		3,475		3,549,758
4.50%, 02/15/46		4		4,169
4.50%, 08/20/46		4,422		4,523,627
4.50%, 09/20/46		724		743,631
4.50%, 10/20/46		3,063		3,133,821
4.50%, 11/20/46		1,221		1,249,268
4.50%, 12/20/46		519		531,058
4.50%, 02/20/47		524		534,269
4.50%, 04/20/47		629		638,355
4.50%, 05/20/47		592		601,525
4.50%, 06/20/47		1,363		1,383,843
4.50%, 07/20/47		3,133		3,181,516
4.50%, 10/20/47		991		1,005,999
4.50%, 04/20/48		2,369		2,399,098
4.50%, 05/20/48		5,985		6,059,524
4.50%, 06/20/48		6,571		6,647,172
4.50%, 07/20/48		8,560		8,658,790
4.50%, 08/20/48		13,676		13,834,559
4.50%, 09/20/48		687		694,504
4.50%, 10/20/48		710		717,816
4.50%, 11/20/48		195		197,766
4.50%, 12/20/48		6,976		7,056,604
4.50%, 01/20/49		146		147,353
4.50%, 02/20/49		1,604		1,617,833
4.50%, 03/20/49		2,979		3,013,288
4.50%, 05/20/49		915		923,777
4.50%, 06/20/49		9,421		9,530,601
4.50%, 07/20/49		6,960		7,040,359
4.50%, 08/20/49		2,765		2,797,559
4.50%, 09/21/52		5,500		5,552,422


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 09/21/52⁽ⁱ⁾	$	211,227	$	211,260,004
5.00%, 12/15/36		487		506,830
5.00%, 01/15/39		1,428		1,494,761
5.00%, 07/15/39		2,556		2,678,132
5.00%, 05/15/40		905		948,851
5.00%, 07/20/40		4,716		4,937,289
5.00%, 08/20/40		1,735		1,816,878
5.00%, 05/15/47		1,064		1,099,746
5.00%, 06/15/47		161		166,047
5.00%, 10/15/47		265		271,820
5.00%, 11/15/47		502		517,449
5.00%, 12/15/47		264		273,110
5.00%, 01/15/48		348		357,326
5.00%, 02/15/48		609		629,081
5.00%, 03/20/48		1,316		1,360,750
5.00%, 04/20/48		4,610		4,749,213
5.00%, 05/20/48		4,888		5,028,352
5.00%, 10/20/48		98		100,582
5.00%, 11/20/48		1,783		1,832,985
5.00%, 12/20/48		3,247		3,337,603
5.00%, 01/20/49		5,414		5,564,596
5.00%, 04/20/49		12,670		13,021,541
5.00%, 05/20/49		1,518		1,560,098
5.00%, 06/20/49		12,368		12,711,260
5.00%, 09/21/52⁽ⁱ⁾		7,006		7,098,501
5.50%, 03/15/36		728		771,719
5.50%, 06/20/38		770		820,708
5.50%, 03/20/39		1,158		1,234,774
5.50%, 12/15/39		282		299,386
5.50%, 01/15/40		2,688		2,869,006
5.50%, 04/20/48		278		292,741
6.00%, 03/15/37		2,223		2,398,695
6.00%, 09/20/38		863		932,113
6.00%, 11/15/39		383		414,598
6.50%, 10/20/38		1,274		1,401,039
Uniform Mortgage-Backed Securities
1.50%, 03/01/36		20,062		18,033,440
1.50%, 04/01/36		353		317,122
1.50%, 07/01/36		3,622		3,255,952
1.50%, 10/01/36		14,312		12,865,170
1.50%, 02/01/37		163,623		147,078,067
1.50%, 03/01/37		159,121		143,004,792
1.50%, 04/01/37		27,194		24,439,415
1.50%, 11/01/50		95,578		78,452,010
1.50%, 01/01/51		26,532		21,778,213
1.50%, 04/01/51		9,668		7,937,135
1.50%, 05/01/51		107,932		88,602,042
1.50%, 07/01/51		147,220		120,843,260
1.50%, 11/01/51		94,468		77,487,652
1.50%, 09/15/52⁽ⁱ⁾		77,625		63,459,954
2.00%, 10/01/35		36,117		33,366,768
2.00%, 11/01/35		17,441		16,112,913
2.00%, 12/01/35		77,881		71,951,882
2.00%, 02/01/36		402,341		371,661,903
2.00%, 03/01/36		79,024		72,943,639
2.00%, 04/01/36		618		569,753
2.00%, 05/01/36		63,083		58,186,924
2.00%, 06/01/36		36,854		33,986,698
2.00%, 08/01/36		29,615		27,311,030
2.00%, 09/01/36		24,102		22,227,280


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 10/01/36	$	7,718	$	7,118,777
2.00%, 11/01/36		51,887		47,852,682
2.00%, 12/01/36		98,178		90,556,148
2.00%, 01/01/37		144,218		133,016,660
2.00%, 02/01/37		35,664		32,889,920
2.00%, 04/01/37		145,208		133,833,406
2.00%, 05/01/37		71,038		65,473,421
2.00%, 06/01/37		102,638		94,607,202
2.00%, 09/19/37⁽ⁱ⁾		95,129		87,697,105
2.00%, 07/01/50		63,913		55,284,847
2.00%, 09/01/50		55,918		48,360,306
2.00%, 10/01/50		98,785		85,426,449
2.00%, 11/01/50		2,724		2,355,244
2.00%, 12/01/50		202,413		175,133,814
2.00%, 01/01/51		110,453		95,622,202
2.00%, 02/01/51		482,176		416,323,867
2.00%, 03/01/51		510,820		440,652,072
2.00%, 04/01/51		528,389		455,733,946
2.00%, 05/01/51		118,478		102,314,698
2.00%, 06/01/51		278,042		239,940,430
2.00%, 07/01/51		204,261		176,231,137
2.00%, 08/01/51		87,510		75,468,075
2.00%, 09/01/51		38,732		33,384,447
2.00%, 10/01/51		738,573		636,784,595
2.00%, 11/01/51		412,093		355,164,797
2.00%, 12/01/51		430,084		370,616,572
2.00%, 01/01/52		230,282		198,469,115
2.00%, 02/01/52		383,458		330,133,370
2.00%, 03/01/52		28,739		24,729,807
2.00%, 09/14/52⁽ⁱ⁾		444,218		382,122,835
2.50%, 05/01/27		1,315		1,271,767
2.50%, 10/01/27		1,388		1,342,050
2.50%, 01/01/28		157		151,958
2.50%, 03/01/28		238		229,934
2.50%, 06/01/28		41		39,501
2.50%, 09/01/28		118		113,661
2.50%, 12/01/28		46		44,630
2.50%, 09/01/29		80		76,634
2.50%, 12/01/29		2,150		2,078,968
2.50%, 02/01/30		1,359		1,304,710
2.50%, 03/01/30		4,269		4,096,904
2.50%, 04/01/30		260		249,387
2.50%, 06/01/30		692		663,804
2.50%, 07/01/30		1,399		1,342,621
2.50%, 08/01/30		3,715		3,565,055
2.50%, 09/01/30		1,373		1,318,277
2.50%, 12/01/30		2,763		2,652,295
2.50%, 01/01/31		1,851		1,776,409
2.50%, 04/01/31		1,062		1,017,765
2.50%, 05/01/31		26		25,196
2.50%, 09/01/31		5,182		4,968,416
2.50%, 10/01/31		50,956		48,970,756
2.50%, 12/01/31		9,169		8,790,280
2.50%, 01/01/32		17,676		16,946,402
2.50%, 02/01/32		21,099		20,228,667
2.50%, 03/01/32		8,082		7,748,793
2.50%, 04/01/32		50,212		48,141,007
2.50%, 05/01/32		32,091		30,767,302
2.50%, 06/01/32		904		866,474
2.50%, 07/01/32		14,459		13,863,200


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 09/01/32	$	5,390	$	5,173,062
2.50%, 10/01/32		1,026		983,402
2.50%, 11/01/32		753		721,614
2.50%, 12/01/32		9,350		8,962,945
2.50%, 01/01/33		29,329		28,154,676
2.50%, 03/01/33		129		122,790
2.50%, 07/01/33		124		117,975
2.50%, 08/01/34		739		709,705
2.50%, 10/01/34		301		284,847
2.50%, 11/01/34		26,965		25,580,743
2.50%, 07/01/35		14,808		14,035,465
2.50%, 09/01/35		27,704		26,258,661
2.50%, 10/01/35		88,845		84,209,394
2.50%, 03/01/36		26,268		24,883,060
2.50%, 04/01/36		1,639		1,552,388
2.50%, 05/01/36		22,306		21,129,125
2.50%, 07/01/36		38,241		36,223,687
2.50%, 08/01/36		10,923		10,347,063
2.50%, 10/01/36		1,674		1,585,259
2.50%, 03/01/37		3,562		3,373,350
2.50%, 04/01/37		9,089		8,598,514
2.50%, 05/01/37		1,803		1,705,285
2.50%, 09/19/37⁽ⁱ⁾		89,486		84,648,012
2.50%, 05/01/43		234		213,492
2.50%, 02/01/47		810		734,282
2.50%, 04/01/47		10,165		9,212,009
2.50%, 12/01/47		195		176,791
2.50%, 07/01/50		48,872		44,193,672
2.50%, 08/01/50		52,431		47,266,981
2.50%, 09/01/50		157,815		142,377,271
2.50%, 10/01/50		202,708		182,442,611
2.50%, 11/01/50		232,312		208,904,253
2.50%, 12/01/50		67,606		60,660,939
2.50%, 01/01/51		149,782		134,425,408
2.50%, 02/01/51		20,994		18,854,214
2.50%, 03/01/51		67,898		60,886,150
2.50%, 04/01/51		40,930		36,640,837
2.50%, 05/01/51		22,063		19,809,985
2.50%, 07/01/51		264,553		237,023,911
2.50%, 08/01/51		302,696		271,381,498
2.50%, 09/01/51		126,325		113,116,689
2.50%, 10/01/51		73,392		65,719,858
2.50%, 11/01/51		107,353		96,205,994
2.50%, 12/01/51		420,192		376,399,475
2.50%, 01/01/52		404,605		362,133,312
2.50%, 02/01/52		116,279		104,144,257
2.50%, 03/01/52		213,688		190,964,004
2.50%, 04/01/52		148,670		132,861,622
2.50%, 05/01/52		6,293		5,633,203
2.50%, 07/01/52		19,906		17,791,176
2.50%, 09/14/52⁽ⁱ⁾		745,858		665,911,792
3.00%, 11/01/25		115		112,535
3.00%, 10/01/26		75		73,869
3.00%, 01/01/27		1,924		1,885,309
3.00%, 02/01/27		25		24,161
3.00%, 10/01/27		2,430		2,381,448
3.00%, 11/01/27		1,657		1,623,819
3.00%, 12/01/27		110		107,664
3.00%, 03/01/29		160		156,743
3.00%, 07/01/29		247		241,177


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 09/01/29	$	124	$	121,415
3.00%, 10/01/29		38		36,868
3.00%, 01/01/30		97		95,136
3.00%, 03/01/30		51,494		50,403,170
3.00%, 04/01/30		3,999		3,905,794
3.00%, 06/01/30		913		894,470
3.00%, 07/01/30		3,085		3,012,601
3.00%, 08/01/30		11,445		11,177,591
3.00%, 09/01/30		16,159		15,781,526
3.00%, 10/01/30		6,977		6,814,307
3.00%, 11/01/30		1,549		1,512,756
3.00%, 12/01/30		4,562		4,456,198
3.00%, 01/01/31		16,416		16,032,881
3.00%, 02/01/31		11,753		11,478,663
3.00%, 03/01/31		7,701		7,511,272
3.00%, 04/01/31		1,091		1,057,308
3.00%, 05/01/31		396		386,403
3.00%, 06/01/31		6,611		6,448,588
3.00%, 07/01/31		1,700		1,658,544
3.00%, 09/01/31		6,125		5,979,123
3.00%, 10/01/31		1,547		1,508,552
3.00%, 12/01/31		13,203		12,922,276
3.00%, 01/01/32		11,190		10,915,685
3.00%, 02/01/32		20,906		20,392,332
3.00%, 03/01/32		2,974		2,897,265
3.00%, 04/01/32		211		206,107
3.00%, 05/01/32		3,805		3,706,391
3.00%, 06/01/32		6,618		6,463,746
3.00%, 08/01/32		4,192		4,082,856
3.00%, 09/01/32		1,175		1,145,558
3.00%, 11/01/32		6,744		6,569,235
3.00%, 12/01/32		12,977		12,639,556
3.00%, 02/01/33		7,401		7,209,226
3.00%, 05/01/33		575		553,200
3.00%, 09/01/33		560		545,040
3.00%, 10/01/33		6,108		5,948,337
3.00%, 07/01/34		4,962		4,823,374
3.00%, 08/01/34		407		395,586
3.00%, 11/01/34		4,558		4,430,808
3.00%, 12/01/34		15,641		15,200,733
3.00%, 03/01/35		4,459		4,334,236
3.00%, 04/01/35		26,608		25,806,134
3.00%, 06/01/35		992		962,074
3.00%, 07/01/35		3,679		3,575,633
3.00%, 12/01/35		7,293		7,022,511
3.00%, 09/19/37⁽ⁱ⁾		86,360		83,644,513
3.00%, 08/01/42		236		224,165
3.00%, 09/01/42		91		86,229
3.00%, 10/01/42		3,826		3,620,210
3.00%, 11/01/42		2,871		2,716,571
3.00%, 12/01/42		14,939		14,135,150
3.00%, 01/01/43		8,482		8,025,095
3.00%, 02/01/43		259		244,890
3.00%, 03/01/43		10,943		10,355,258
3.00%, 04/01/43		12,038		11,390,451
3.00%, 05/01/43		5,015		4,745,524
3.00%, 06/01/43		2,433		2,300,957
3.00%, 07/01/43		1,761		1,665,634
3.00%, 08/01/43		2,944		2,785,398
3.00%, 09/01/43		6,916		6,543,902


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 01/01/44	$	9,792	$	9,265,735
3.00%, 10/01/44		31,026		29,359,070
3.00%, 12/01/44		11		10,415
3.00%, 01/01/45		3,130		2,961,766
3.00%, 02/01/45		271		255,314
3.00%, 03/01/45		13,345		12,628,256
3.00%, 04/01/45		111		104,587
3.00%, 05/01/45		12,804		12,098,025
3.00%, 06/01/45		61		57,195
3.00%, 08/01/45		141		132,080
3.00%, 09/01/45		1,010		949,969
3.00%, 11/01/45		2,139		2,010,584
3.00%, 12/01/45		395		370,821
3.00%, 01/01/46		610		574,265
3.00%, 04/01/46		3,510		3,299,686
3.00%, 06/01/46		66		61,660
3.00%, 07/01/46		80,780		75,944,000
3.00%, 08/01/46		14,483		13,615,203
3.00%, 10/01/46		4,440		4,174,755
3.00%, 11/01/46		54,973		51,678,932
3.00%, 12/01/46		121,140		113,879,690
3.00%, 01/01/47		45,328		42,611,750
3.00%, 02/01/47		73,628		69,215,831
3.00%, 03/01/47		40,103		37,701,472
3.00%, 05/01/47		1,504		1,414,114
3.00%, 07/01/47		18,439		17,333,939
3.00%, 08/01/47		5,804		5,455,781
3.00%, 12/01/47		30,063		28,260,881
3.00%, 03/01/48		4,602		4,325,052
3.00%, 04/01/48		172		160,738
3.00%, 09/01/48		454		426,698
3.00%, 11/01/48		51,846		48,735,397
3.00%, 02/01/49		23,995		22,558,102
3.00%, 09/01/49		11,098		10,350,442
3.00%, 11/01/49		17,579		16,399,093
3.00%, 12/01/49		33,432		31,191,553
3.00%, 02/01/50		9,012		8,409,475
3.00%, 03/01/50		21,678		20,207,893
3.00%, 04/01/50		35,098		32,731,774
3.00%, 05/01/50		10,004		9,290,951
3.00%, 06/01/50		28,738		26,795,260
3.00%, 07/01/50		26,415		24,530,768
3.00%, 08/01/50		66,363		61,987,254
3.00%, 09/01/50		246		228,574
3.00%, 10/01/50		125,134		116,195,086
3.00%, 11/01/50		1,760		1,639,082
3.00%, 12/01/50		640		595,444
3.00%, 01/01/51		22,529		20,911,444
3.00%, 05/01/51		60,783		57,025,246
3.00%, 07/01/51		4,165		3,864,716
3.00%, 08/01/51		68,265		63,462,931
3.00%, 11/01/51		21,108		19,577,545
3.00%, 01/01/52		47,373		43,932,726
3.00%, 03/01/52		48,144		44,598,990
3.00%, 04/01/52		148,372		137,487,074
3.00%, 05/01/52		29,319		27,160,029
3.00%, 09/14/52⁽ⁱ⁾		442,309		409,377,985
3.50%, 10/01/25		213		210,835
3.50%, 01/01/27		255		252,316
3.50%, 11/01/28		129		127,262


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 01/01/29	$	262	$	258,689
3.50%, 11/01/29		122		119,468
3.50%, 12/01/29		1,029		1,018,777
3.50%, 07/01/30		6,674		6,604,975
3.50%, 10/01/30		1,749		1,730,814
3.50%, 11/01/30		345		341,449
3.50%, 03/01/31		2,480		2,449,918
3.50%, 06/01/31		8,287		8,200,178
3.50%, 01/01/32		9,548		9,434,394
3.50%, 02/01/32		1,174		1,153,897
3.50%, 05/01/32		4,625		4,573,299
3.50%, 06/01/32		4,266		4,218,240
3.50%, 07/01/32		1,556		1,537,874
3.50%, 08/01/32		1,132		1,112,875
3.50%, 09/01/32		2,713		2,684,412
3.50%, 10/01/32		1,024		1,006,756
3.50%, 11/01/32		1,215		1,197,518
3.50%, 12/01/32		142		140,853
3.50%, 02/01/33		585		578,475
3.50%, 03/01/33		5,357		5,296,568
3.50%, 04/01/33		6,914		6,800,139
3.50%, 05/01/33		4,783		4,730,559
3.50%, 06/01/33		5,658		5,596,217
3.50%, 10/01/33		759		750,726
3.50%, 01/01/34		1,999		1,976,056
3.50%, 02/01/34		27,381		27,082,762
3.50%, 03/01/34		574		567,343
3.50%, 04/01/34		1,903		1,881,873
3.50%, 05/01/34		2,237		2,211,607
3.50%, 07/01/34		9,429		9,329,937
3.50%, 08/01/34		6,612		6,536,562
3.50%, 01/01/35		4,502		4,450,162
3.50%, 05/01/35		393		388,605
3.50%, 09/15/37		36,641		35,980,785
3.50%, 08/01/38		1,035		1,005,830
3.50%, 09/01/38		1,771		1,720,353
3.50%, 11/01/40		266		258,427
3.50%, 02/01/41		304		295,243
3.50%, 02/01/42		8,531		8,293,052
3.50%, 03/01/42		62		59,949
3.50%, 04/01/42		26		24,915
3.50%, 05/01/42		3,170		3,081,843
3.50%, 08/01/42		521		506,483
3.50%, 11/01/42		10,077		9,793,712
3.50%, 12/01/42		3,787		3,671,379
3.50%, 01/01/43		89		86,340
3.50%, 02/01/43		594		578,772
3.50%, 04/01/43		103		100,190
3.50%, 05/01/43		138		133,747
3.50%, 06/01/43		4,059		3,943,773
3.50%, 08/01/43		123		119,792
3.50%, 10/01/43		4,193		4,075,811
3.50%, 09/01/44		237		229,935
3.50%, 10/01/44		4,975		4,833,740
3.50%, 01/01/45		130		126,067
3.50%, 02/01/45		6,043		5,871,972
3.50%, 03/01/45		23,436		22,699,010
3.50%, 05/01/45		25,948		25,132,270
3.50%, 06/01/45		96		93,201
3.50%, 07/01/45		10,514		10,183,813


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 08/01/45	$	4,191	$	4,059,223
3.50%, 10/01/45		2,123		2,063,240
3.50%, 11/01/45		301		291,021
3.50%, 12/01/45		40,202		38,938,155
3.50%, 01/01/46		17,795		17,249,742
3.50%, 02/01/46		17,952		17,387,754
3.50%, 03/01/46		22,190		21,483,886
3.50%, 04/01/46		3,088		2,981,103
3.50%, 05/01/46		18,582		17,936,524
3.50%, 06/01/46		3,658		3,529,714
3.50%, 07/01/46		30,079		29,041,809
3.50%, 08/01/46		9,231		8,910,517
3.50%, 09/01/46		7,700		7,433,044
3.50%, 10/01/46		10,323		9,967,778
3.50%, 11/01/46		14,757		14,267,260
3.50%, 12/01/46		65,681		63,510,435
3.50%, 01/01/47		34,104		32,996,493
3.50%, 02/01/47		14,272		13,814,423
3.50%, 04/01/47		13,430		12,962,656
3.50%, 05/01/47		15,780		15,264,965
3.50%, 06/01/47		10,762		10,388,017
3.50%, 07/01/47		68,543		66,164,801
3.50%, 08/01/47		16,836		16,250,481
3.50%, 09/01/47		17,752		17,134,616
3.50%, 10/01/47		13,905		13,435,213
3.50%, 11/01/47		19,196		18,544,802
3.50%, 12/01/47		18,302		17,667,112
3.50%, 01/01/48		19,903		19,224,200
3.50%, 02/01/48		84,806		81,874,395
3.50%, 03/01/48		2,770		2,673,697
3.50%, 04/01/48		12,798		12,369,270
3.50%, 05/01/48		2,523		2,446,997
3.50%, 06/01/48		3,642		3,514,360
3.50%, 07/01/48		2,854		2,754,728
3.50%, 11/01/48		42,699		41,208,866
3.50%, 02/01/49		133		127,502
3.50%, 03/01/49		1,696		1,631,062
3.50%, 04/01/49		2,641		2,542,166
3.50%, 05/01/49		1,934		1,859,559
3.50%, 06/01/49		79,223		76,424,627
3.50%, 07/01/49		15,386		14,792,975
3.50%, 04/01/50		52,326		50,303,009
3.50%, 07/01/50		16,216		15,546,064
3.50%, 02/01/51		32,727		31,457,392
3.50%, 05/01/51		925		893,818
3.50%, 07/01/51		4,813		4,600,209
3.50%, 05/01/52		49,774		47,464,592
3.50%, 06/01/52		44,388		42,379,415
3.50%, 09/15/52⁽ⁱ⁾		231,611		220,663,760
4.00%, 10/01/25		912		913,393
4.00%, 11/01/25		61		61,075
4.00%, 03/01/26		369		370,046
4.00%, 06/01/26		483		483,698
4.00%, 09/01/26		176		176,298
4.00%, 12/01/30		1,277		1,273,549
4.00%, 01/01/31		459		457,266
4.00%, 02/01/31		338		336,532
4.00%, 10/01/31		1,426		1,423,068
4.00%, 02/01/32		1,794		1,789,477
4.00%, 07/01/32		5,612		5,620,830


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 05/01/33	$	5,781	$	5,796,019
4.00%, 06/01/33		974		976,934
4.00%, 07/01/33		1,715		1,718,849
4.00%, 12/01/33		12,908		12,923,849
4.00%, 09/15/37⁽ⁱ⁾		10,265		10,229,175
4.00%, 06/01/38		3,236		3,233,947
4.00%, 12/01/40		24		24,220
4.00%, 12/01/41		1,218		1,216,386
4.00%, 03/01/42		2,816		2,809,988
4.00%, 06/01/42		2,013		2,010,866
4.00%, 07/01/42		75		74,841
4.00%, 09/01/43		124		124,212
4.00%, 10/01/43		92		92,097
4.00%, 04/01/44		44		44,152
4.00%, 05/01/44		2,913		2,908,247
4.00%, 06/01/44		4,885		4,879,573
4.00%, 10/01/44		1,455		1,451,373
4.00%, 12/01/44		10,449		10,423,479
4.00%, 01/01/45		13,200		13,171,795
4.00%, 02/01/45		42,107		42,041,921
4.00%, 03/01/45		6,514		6,495,148
4.00%, 05/01/45		12,450		12,407,696
4.00%, 06/01/45		6,744		6,727,890
4.00%, 07/01/45		430		426,256
4.00%, 08/01/45		425		421,443
4.00%, 09/01/45		924		916,606
4.00%, 11/01/45		153		151,341
4.00%, 12/01/45		976		967,650
4.00%, 01/01/46		854		846,732
4.00%, 02/01/46		1,349		1,336,302
4.00%, 03/01/46		1,830		1,813,497
4.00%, 04/01/46		2,692		2,664,948
4.00%, 05/01/46		8,151		8,078,985
4.00%, 06/01/46		21,520		21,482,863
4.00%, 07/01/46		24,309		24,091,568
4.00%, 08/01/46		4,289		4,246,254
4.00%, 09/01/46		193		190,629
4.00%, 10/01/46		4,379		4,358,336
4.00%, 11/01/46		1,613		1,609,846
4.00%, 02/01/47		3,180		3,153,760
4.00%, 03/01/47		2,392		2,349,287
4.00%, 04/01/47		7,225		7,150,969
4.00%, 05/01/47		6,554		6,487,263
4.00%, 06/01/47		12,750		12,626,223
4.00%, 07/01/47		20,293		20,083,707
4.00%, 08/01/47		16,945		16,760,673
4.00%, 09/01/47		18,758		18,590,540
4.00%, 10/01/47		15,582		15,503,972
4.00%, 11/01/47		7,274		7,197,384
4.00%, 12/01/47		11,640		11,521,192
4.00%, 01/01/48		2,307		2,283,618
4.00%, 02/01/48		24,539		24,285,419
4.00%, 04/01/48		26,510		26,187,925
4.00%, 05/01/48		2,103		2,077,925
4.00%, 07/01/48		3,381		3,339,662
4.00%, 09/01/48		2,642		2,609,306
4.00%, 10/01/48		9,273		9,172,657
4.00%, 11/01/48		6,418		6,339,258
4.00%, 01/01/49		3,578		3,534,486
4.00%, 02/01/49		3,728		3,677,471


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 03/01/49	$	43,487	$	42,942,685
4.00%, 04/01/49		13,093		12,949,905
4.00%, 05/01/49		9,875		9,768,236
4.00%, 06/01/49		37,640		37,195,627
4.00%, 07/01/49		66,737		65,973,476
4.00%, 08/01/49		990		982,209
4.00%, 10/01/49		1,889		1,859,183
4.00%, 11/01/49		3,050		3,019,885
4.00%, 12/01/49		4,328		4,265,928
4.00%, 02/01/50		697		686,870
4.00%, 03/01/51		9,369		9,234,442
4.00%, 09/14/52⁽ⁱ⁾		317,026		309,422,328
4.50%, 10/01/24		152		153,627
4.50%, 02/01/25		68		68,747
4.50%, 04/01/25		91		92,322
4.50%, 06/01/25		470		474,866
4.50%, 08/01/31		1,237		1,251,174
4.50%, 08/01/34		395		400,016
4.50%, 09/15/37		4,200		4,244,404
4.50%, 09/01/40		3,049		3,113,163
4.50%, 12/01/40		1,753		1,789,856
4.50%, 01/01/41		3,610		3,686,358
4.50%, 05/01/41		2,391		2,441,463
4.50%, 06/01/41		14,377		14,598,354
4.50%, 08/01/41		4,756		4,855,701
4.50%, 09/01/41		1,632		1,666,284
4.50%, 01/01/42		1,617		1,650,890
4.50%, 09/01/42		1,454		1,485,108
4.50%, 08/01/43		2,404		2,454,335
4.50%, 12/01/43		78		80,205
4.50%, 03/01/44		15		15,450
4.50%, 04/01/44		4,276		4,359,872
4.50%, 06/01/44		846		864,213
4.50%, 12/01/44		288		293,564
4.50%, 02/01/45		1,736		1,769,802
4.50%, 08/01/45		2,375		2,421,570
4.50%, 10/01/45		442		450,993
4.50%, 11/01/45		192		194,782
4.50%, 12/01/45		785		797,748
4.50%, 01/01/46		75		76,183
4.50%, 02/01/46		8,832		9,017,601
4.50%, 03/01/46		1,530		1,560,902
4.50%, 04/01/46		289		293,760
4.50%, 05/01/46		164		166,859
4.50%, 06/01/46		5		4,822
4.50%, 07/01/46		28		28,063
4.50%, 08/01/46		2,101		2,135,656
4.50%, 09/01/46		837		855,032
4.50%, 10/01/46		1,051		1,067,891
4.50%, 01/01/47		424		428,712
4.50%, 02/01/47		151		153,016
4.50%, 03/01/47		2,003		2,022,750
4.50%, 04/01/47		5,876		5,933,543
4.50%, 06/01/47		3,409		3,434,548
4.50%, 07/01/47		25		25,325
4.50%, 08/01/47		300		302,395
4.50%, 10/01/47		7,719		7,824,133
4.50%, 01/01/48		11,474		11,560,212
4.50%, 02/01/48		1,128		1,140,522
4.50%, 03/01/48		6,396		6,453,769


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 04/01/48	$	3,124	$	3,142,443
4.50%, 05/01/48		6,319		6,374,060
4.50%, 06/01/48		4,060		4,119,860
4.50%, 07/01/48		2,386		2,400,573
4.50%, 08/01/48		11,076		11,186,758
4.50%, 09/01/48		321		321,885
4.50%, 10/01/48		14,180		14,277,046
4.50%, 11/01/48		5,500		5,533,138
4.50%, 12/01/48		20,450		20,614,893
4.50%, 01/01/49		6,378		6,416,054
4.50%, 02/01/49		8,015		8,066,807
4.50%, 03/01/49		842		854,585
4.50%, 04/01/49		14,388		14,531,586
4.50%, 05/01/49		12,657		12,713,957
4.50%, 07/01/49		815		819,002
4.50%, 08/01/49		178		178,113
4.50%, 06/01/52		49,610		49,343,461
4.50%, 09/14/52⁽ⁱ⁾		171,509		170,463,867
5.00%, 07/01/23		52		51,921
5.00%, 12/01/23		4		3,860
5.00%, 09/01/33		106		109,241
5.00%, 11/01/33		3,029		3,127,783
5.00%, 06/01/35		147		151,557
5.00%, 10/01/35		49		50,988
5.00%, 12/01/36		43		44,293
5.00%, 09/15/37		975		996,582
5.00%, 05/01/39		32		33,487
5.00%, 06/01/39		616		635,746
5.00%, 12/01/39		89		92,845
5.00%, 01/01/40		2		2,204
5.00%, 03/01/40		1,549		1,617,448
5.00%, 04/01/40		267		279,240
5.00%, 05/01/40		15		15,986
5.00%, 06/01/40		134		139,537
5.00%, 07/01/40		977		1,020,807
5.00%, 08/01/40		1,338		1,395,533
5.00%, 09/01/40		10		10,412
5.00%, 10/01/40		35		36,934
5.00%, 04/01/41		654		682,933
5.00%, 05/01/41		2,550		2,663,291
5.00%, 06/01/41		634		662,138
5.00%, 08/01/41		1,228		1,282,929
5.00%, 10/01/41		3,023		3,156,962
5.00%, 01/01/42		15,510		16,196,943
5.00%, 05/01/42		5,735		5,989,054
5.00%, 09/01/47		481		490,985
5.00%, 02/01/48		2,010		2,051,093
5.00%, 03/01/48		1,624		1,657,022
5.00%, 04/01/48		2,626		2,679,139
5.00%, 05/01/48		2,279		2,329,743
5.00%, 07/01/48		2,904		2,962,701
5.00%, 09/01/48		1,997		2,037,748
5.00%, 01/01/49		151		153,628
5.00%, 04/01/49		7,703		7,867,113
5.00%, 05/01/49		35		35,363
5.00%, 06/01/49		302		307,651
5.00%, 09/01/49		67		68,407
5.00%, 10/01/49		182		185,890
5.00%, 09/15/52⁽ⁱ⁾		85,817		86,601,547
5.50%, 05/01/33		1,131		1,187,231


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
5.50%, 11/01/33	$	2,284	$	2,396,361
5.50%, 09/01/34		3,368		3,542,899
5.50%, 09/01/36		257		270,153
5.50%, 03/01/38		210		222,682
5.50%, 06/01/38		5,481		5,804,256
5.50%, 11/01/38		482		509,861
5.50%, 07/01/40		1,437		1,521,932
5.50%, 09/01/41		35,643		37,417,439
5.50%, 01/01/47		2,786		2,946,428
5.50%, 12/01/48		269		278,698
5.50%, 09/15/52⁽ⁱ⁾		43,860		44,846,850
6.00%, 03/01/34		1,893		2,010,874
6.00%, 05/01/34		160		170,639
6.00%, 08/01/34		312		333,284
6.00%, 11/01/34		101		107,567
6.00%, 09/01/36		441		472,811
6.00%, 08/01/37		1,038		1,114,163
6.00%, 03/01/38		334		357,878
6.00%, 05/01/38		167		179,245
6.00%, 09/01/38		135		144,971
6.00%, 06/01/39		2,693		2,878,636
6.00%, 10/01/39		173		185,236
6.00%, 07/01/41		1,492		1,596,068
6.00%, 02/01/49		7,196		7,708,863
6.50%, 08/01/36		22		23,748
6.50%, 09/01/36		199		216,181
6.50%, 10/01/36		27		29,246
6.50%, 12/01/36		35		37,988
6.50%, 07/01/37		49		52,764
6.50%, 08/01/37		2,115		2,300,229
6.50%, 10/01/37		85		91,819
6.50%, 11/01/37		19		20,523
6.50%, 12/01/37		633		686,735
6.50%, 06/01/38		16		16,955
6.50%, 10/01/39		599		653,839
6.50%, 05/01/40		19		20,851
7.00%, 04/01/37		769		848,041


				23,972,204,106

U.S. Government Agency Obligations — 0.3%
Federal Home Loan Banks
0.50%, 04/14/25		7,000		6,471,990
1.50%, 08/15/24		1,000		962,700
2.00%, 09/09/22		2,000		1,999,360
2.13%, 03/10/23		290		288,051
2.13%, 12/14/29		70		63,331
2.50%, 12/08/23		1,000		986,140
2.75%, 12/13/24		250		245,163
2.88%, 09/13/24		1,000		985,590
3.00%, 12/09/22		30,510		30,497,491
3.13%, 06/13/25		980		966,790
3.25%, 11/16/28		25,470		25,338,065
5.50%, 07/15/36		7,900		9,376,431
Federal Home Loan Mortgage Corp.
2.75%, 06/19/23		6,935		6,891,726
6.25%, 07/15/32		73,453		90,207,629
6.75%, 03/15/31		21,820		27,020,579
Tennessee Valley Authority
1.50%, 09/15/31		1,000		829,570
3.50%, 12/15/42		525		472,175
4.63%, 09/15/60		1,000		1,086,830


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
4.88%, 01/15/48	$	8,035	$	8,711,627
5.25%, 09/15/39		347		392,707
5.50%, 06/15/38		10,000		11,574,900
5.88%, 04/01/36		95		113,100
6.15%, 01/15/38		3,553		4,365,784
7.13%, 05/01/30		3,556		4,388,282
Series B, 4.70%, 07/15/33		1,500		1,596,765
Series E, 6.75%, 11/01/25		7,000		7,648,480


				243,481,256

U.S. Government Obligations — 40.7%
U.S. Treasury Bonds
2.75%, 08/15/32		60,000		57,900,000
3.13%, 08/31/29		100,000		99,046,875
3.25%, 08/31/24		70,000		69,704,688
U.S. Treasury Note/Bond
0.13%, 09/15/23		51,200		49,458,000
0.13%, 10/15/23		66,500		64,065,996
0.13%, 12/15/23		109,700		105,114,883
0.13%, 01/15/24		96,000		91,702,500
0.13%, 02/15/24		75,500		71,931,446
0.25%, 09/30/23		469,600		453,604,250
0.25%, 11/15/23		268,500		258,410,275
0.25%, 03/15/24		378,400		360,115,595
0.25%, 05/15/24		141,870		134,322,073
0.25%, 06/15/24		439,076		414,618,097
0.25%, 05/31/25		44,110		40,377,881
0.25%, 06/30/25		4,100		3,746,055
0.25%, 07/31/25		184,800		168,297,938
0.25%, 08/31/25		350,350		318,161,594
0.25%, 09/30/25		116,300		105,387,790
0.25%, 10/31/25		164,300		148,434,781
0.38%, 10/31/23		189,000		182,385,000
0.38%, 04/15/24		67,910		64,588,777
0.38%, 07/15/24		32,585		30,775,005
0.38%, 08/15/24		53,250		50,156,924
0.38%, 09/15/24		5,000		4,696,094
0.38%, 04/30/25		44,000		40,528,125
0.38%, 11/30/25		497,800		450,392,331
0.38%, 12/31/25		360,900		325,740,447
0.38%, 01/31/26		712,200		641,146,925
0.38%, 07/31/27		119,700		103,783,641
0.38%, 09/30/27		155,000		133,602,735
0.50%, 11/30/23		143,930		138,735,027
0.50%, 02/28/26		184,700		166,648,462
0.50%, 04/30/27		93,800		82,258,204
0.50%, 05/31/27		98,400		86,100,000
0.50%, 06/30/27		136,900		119,552,203
0.50%, 08/31/27		165,023		143,556,683
0.50%, 10/31/27		208,200		180,239,392
0.63%, 10/15/24		12,820		12,078,844
0.63%, 07/31/26		60,000		53,835,938
0.63%, 03/31/27		45,600		40,316,813
0.63%, 11/30/27		375,600		326,537,250
0.63%, 12/31/27		187,400		162,510,937
0.63%, 05/15/30		260,800		214,997,000
0.63%, 08/15/30		441,000		361,826,719
0.75%, 12/31/23		402,950		388,673,606
0.75%, 11/15/24		70,650		66,571,067
0.75%, 03/31/26		20,500		18,627,774
0.75%, 05/31/26		42,800		38,744,031


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.75%, 08/31/26	$	227,900	$	205,127,806
0.75%, 01/31/28		506,300		441,272,094
0.88%, 01/31/24		20,400		19,661,297
0.88%, 06/30/26		170,000		154,341,407
0.88%, 09/30/26		190,610		172,174,439
0.88%, 11/15/30		163,800		136,926,562
1.00%, 12/15/24		165,200		156,217,250
1.00%, 07/31/28		200,000		174,828,126
1.13%, 01/15/25		110,000		104,113,282
1.13%, 02/28/25		44,600		42,101,703
1.13%, 10/31/26		141,100		128,566,352
1.13%, 02/28/27		40,300		36,553,359
1.13%, 02/29/28		122,340		108,710,559
1.13%, 08/31/28		273,600		240,661,126
1.13%, 02/15/31		277,200		235,749,937
1.13%, 05/15/40		156,500		106,591,172
1.13%, 08/15/40		48,000		32,392,500
1.25%, 08/31/24		141,550		135,545,184
1.25%, 11/30/26		144,900		132,583,500
1.25%, 12/31/26		133,400		121,894,250
1.25%, 03/31/28		170,000		151,791,407
1.25%, 04/30/28		129,100		115,090,633
1.25%, 05/31/28		110,000		97,960,157
1.25%, 06/30/28		232,175		206,327,394
1.25%, 09/30/28		317,000		280,396,406
1.25%, 08/15/31		388,900		331,051,125
1.25%, 05/15/50		205,900		127,336,281
1.38%, 09/30/23		77,800		76,073,813
1.38%, 08/31/26		22,500		20,789,649
1.38%, 10/31/28		185,000		164,722,267
1.38%, 12/31/28		95,430		84,880,512
1.38%, 11/15/31		400,250		342,964,219
1.38%, 11/15/40		294,800		207,511,562
1.38%, 08/15/50		16,000		10,232,500
1.50%, 02/29/24		82,650		80,277,041
1.50%, 09/30/24		103,300		99,240,633
1.50%, 10/31/24		105,100		100,838,524
1.50%, 11/30/24		290,100		277,770,750
1.50%, 02/15/25		103,000		98,187,969
1.50%, 08/15/26		448,500		416,369,182
1.50%, 01/31/27		245,280		226,328,289
1.50%, 11/30/28		284,200		254,669,844
1.50%, 02/15/30		35,485		31,476,304
1.63%, 10/31/23		18,700		18,309,199
1.63%, 02/15/26		207,890		195,302,911
1.63%, 05/15/26		250,000		234,277,345
1.63%, 09/30/26		24,500		22,848,164
1.63%, 10/31/26		76,300		71,018,609
1.63%, 11/30/26		21,200		19,727,594
1.63%, 08/15/29		74,000		66,576,875
1.63%, 05/15/31		294,910		260,534,553
1.63%, 11/15/50		229,500		157,064,062
1.75%, 06/30/24		151,540		146,928,685
1.75%, 07/31/24		69,380		67,190,194
1.75%, 12/31/24		140,400		135,003,375
1.75%, 03/15/25		27,900		26,731,688
1.75%, 12/31/26		25,200		23,550,188
1.75%, 01/31/29		170,700		155,203,641
1.75%, 08/15/41		271,420		201,741,397
1.88%, 08/31/24		73,600		71,366,125


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.88%, 06/30/26	$	5,000	$	4,723,828
1.88%, 07/31/26		24,900		23,497,430
1.88%, 02/28/27		118,100		110,755,656
1.88%, 02/28/29		109,200		100,114,219
1.88%, 02/15/32		432,760		387,049,725
1.88%, 02/15/41		120,200		92,122,031
1.88%, 02/15/51		625,700		456,663,234
1.88%, 11/15/51		233,450		170,126,687
2.00%, 04/30/24		290,500		283,668,712
2.00%, 05/31/24		213,750		208,431,299
2.00%, 06/30/24		115,594		112,600,296
2.00%, 02/15/25		180,068		173,793,756
2.00%, 08/15/25		326,715		313,059,336
2.00%, 11/15/26		141,000		133,123,829
2.00%, 11/15/41		43,000		33,405,625
2.00%, 02/15/50		2,000		1,513,125
2.00%, 08/15/51		481,600		361,952,500
2.13%, 11/30/23		83,200		81,835,000
2.13%, 02/29/24		89,950		88,182,623
2.13%, 03/31/24		224,000		219,371,251
2.13%, 07/31/24		215,509		210,188,622
2.13%, 09/30/24		100,000		97,359,375
2.13%, 11/30/24		76,050		73,821,973
2.13%, 05/15/25		265,800		256,434,704
2.13%, 05/31/26		28,500		27,181,875
2.25%, 12/31/23		206,930		203,583,555
2.25%, 01/31/24		153,700		151,094,305
2.25%, 03/31/24		88,170		86,482,372
2.25%, 04/30/24		185,395		181,737,794
2.25%, 11/15/24		234,966		228,926,641
2.25%, 12/31/24		75,300		73,229,250
2.25%, 11/15/25		159,829		153,810,439
2.25%, 03/31/26		19,000		18,235,547
2.25%, 02/15/27		119,206		113,515,681
2.25%, 08/15/27		146,750		139,366,641
2.25%, 11/15/27		282,450		267,577,242
2.25%, 05/15/41		313,400		255,616,875
2.25%, 08/15/46		118,960		93,141,962
2.25%, 08/15/49		106,500		85,349,766
2.25%, 02/15/52		208,000		166,302,500
2.38%, 02/29/24		129,500		127,420,918
2.38%, 08/15/24		259,717		254,370,481
2.38%, 04/30/26		17,500		16,871,094
2.38%, 05/15/27		180,870		172,942,808
2.38%, 03/31/29		184,200		173,723,625
2.38%, 05/15/29		161,600		152,383,750
2.38%, 02/15/42		51,000		42,298,125
2.38%, 11/15/49		229,400		189,111,625
2.38%, 05/15/51		113,000		93,066,094
2.50%, 01/31/24		17,600		17,359,375
2.50%, 04/30/24		175,500		172,709,824
2.50%, 05/15/24		17,850		17,562,029
2.50%, 05/31/24		232,640		228,795,987
2.50%, 01/31/25		15,340		14,988,858
2.50%, 02/28/26		42,350		41,003,403
2.50%, 03/31/27		49,200		47,374,219
2.50%, 02/15/45		50,824		42,017,154
2.50%, 02/15/46		152,800		125,964,500
2.50%, 05/15/46		123,517		101,766,428
2.63%, 12/31/23		100,000		98,933,594


Security	Par (000)		Value

U.S. Government Obligations (continued)
2.63%, 03/31/25	$	5,000	$	4,894,531
2.63%, 12/31/25		46,500		45,272,109
2.63%, 01/31/26		42,300		41,156,578
2.63%, 05/31/27		150,000		145,277,344
2.63%, 02/15/29		211,491		202,833,087
2.63%, 07/31/29		137,500		131,828,125
2.75%, 11/15/23		120,760		119,712,785
2.75%, 02/15/24		151,765		150,182,138
2.75%, 02/28/25		90,500		88,887,969
2.75%, 05/15/25		150,000		147,117,187
2.75%, 06/30/25		221,900		217,531,344
2.75%, 08/31/25		183,108		179,259,872
2.75%, 04/30/27		100,000		97,335,938
2.75%, 02/15/28		253,702		245,813,453
2.75%, 05/31/29		285,900		275,938,172
2.75%, 08/15/42		106,523		93,573,798
2.75%, 11/15/42		118,580		103,961,309
2.75%, 08/15/47		229,000		199,051,094
2.75%, 11/15/47		89,500		77,906,953
2.88%, 09/30/23		90,000		89,441,015
2.88%, 10/31/23		81,600		81,054,937
2.88%, 11/30/23		180,200		178,876,656
2.88%, 04/30/25		48,000		47,231,250
2.88%, 05/31/25		146,800		144,391,562
2.88%, 06/15/25		170,000		167,197,657
2.88%, 07/31/25		183,900		180,796,687
2.88%, 11/30/25		80,400		78,898,782
2.88%, 05/15/28		252,994		246,471,498
2.88%, 08/15/28		219,930		214,105,293
2.88%, 04/30/29		156,920		152,629,219
2.88%, 05/15/32		548,400		534,690,000
2.88%, 05/15/43		90,184		80,376,490
2.88%, 08/15/45		183,125		161,922,559
2.88%, 11/15/46		54,000		47,857,500
2.88%, 05/15/49		42,000		38,213,438
2.88%, 05/15/52		162,000		149,394,375
3.00%, 06/30/24		144,620		143,371,523
3.00%, 07/31/24^(b)		314,400		311,673,564
3.00%, 07/15/25		62,100		61,275,234
3.00%, 09/30/25		173,100		170,652,259
3.00%, 10/31/25		127,600		125,765,750
3.00%, 05/15/42		43,150		39,650,805
3.00%, 11/15/44		99,727		90,206,188
3.00%, 05/15/45		121,400		109,734,219
3.00%, 11/15/45		65,100		58,895,156
3.00%, 02/15/47		99,300		90,083,719
3.00%, 05/15/47		162,118		147,299,402
3.00%, 02/15/48		98,550		90,296,437
3.00%, 08/15/48		91,800		84,570,750
3.00%, 02/15/49		19,300		17,952,016
3.00%, 08/15/52		72,000		68,265,000
3.13%, 08/31/27		9,200		9,118,781
3.13%, 11/15/28		187,515		185,141,763
3.13%, 11/15/41		53,900		50,724,953
3.13%, 02/15/42		71,800		67,458,344
3.13%, 02/15/43		58,700		54,554,313
3.13%, 08/15/44		60,519		55,970,619
3.13%, 05/15/48		49,280		46,392,500
3.25%, 06/30/29		145,480		144,934,450
3.25%, 05/15/42		132,100		126,403,187


Security	Par/ Shares (000)		Value

U.S. Government Obligations (continued)
3.38%, 05/15/44	$	84,200	$	81,239,844
3.38%, 11/15/48		45,550		45,130,086
3.50%, 02/15/39		4,000		4,098,750
3.63%, 08/15/43		89,600		90,034,000
3.63%, 02/15/44		83,950		84,199,227
3.75%, 08/15/41		52,000		53,657,500
3.75%, 11/15/43		36,600		37,469,250
3.88%, 08/15/40		80,516		85,208,573
4.25%, 05/15/39		6,040		6,778,013
4.25%, 11/15/40		28,889		32,084,846
4.38%, 02/15/38		32,000		36,530,000
4.38%, 11/15/39		50,933		57,888,538
4.38%, 05/15/40		40,403		45,781,649
4.38%, 05/15/41		15,949		17,967,545
4.50%, 02/15/36		27,685		31,902,637
4.50%, 05/15/38		7,000		8,091,563
4.50%, 08/15/39		50,207		57,981,240
4.63%, 02/15/40		45,950		53,804,578
4.75%, 02/15/37		21,977		26,018,708
4.75%, 02/15/41		91,158		107,922,526
5.00%, 05/15/37		53,658		65,068,709
5.25%, 11/15/28		29,377		32,431,749
5.25%, 02/15/29		100,090		111,037,344
5.50%, 08/15/28		97,000		107,942,812
6.00%, 02/15/26		9,468		10,222,481
6.13%, 08/15/29		14,600		17,143,594
6.50%, 11/15/26		26,950		30,135,574
6.63%, 02/15/27		28,800		32,526,000
6.75%, 08/15/26		14,400		16,146,000
6.88%, 08/15/25		6,265		6,836,681


				33,480,044,467


Total U.S. Government & Agency Obligations —70.2% (Cost: $62,993,673,473)				57,695,729,829


Total Long-Term Investments — 99.5% (Cost: $90,289,331,134)				81,839,594,504


Short-Term Securities

Money Market Funds — 6.5%
BlackRock Cash Funds: Institutional, SL Agency Shares, 2.42%^(j)(k)		4,017,757		4,018,962,816
BlackRock Cash Funds: Treasury, SL Agency Shares, 2.07%^(j)(k)(l)		1,285,959		1,285,958,735


Total Short-Term Securities — 6.5% (Cost: $5,303,337,074)				5,304,921,551


Total Investments Before TBA Sales Commitments — 106.0% (Cost: $95,592,668,208)				87,144,516,055


Security	Par (000)			Value

TBA Sales Commitments⁽ⁱ⁾

Mortgage-Backed Securities — (0.5)%
Government National Mortgage Association
3.00%, 09/21/52		(35,382	)	$	(33,207,942	)
3.50%, 09/21/52		(14,512	)		(13,992,175	)
Uniform Mortgage-Backed Securities
2.00%, 09/14/52		(134,197	)		(115,438,251	)
2.50%, 09/14/52		(43,932	)		(39,223,039	)
3.00%, 09/19/37		(27,040	)		(26,189,719	)
3.00%, 09/14/52		(32,693	)		(30,258,904	)
4.00%, 09/14/52		(128,881	)		(125,789,869	)
4.50%, 09/14/52		(23,000	)		(22,859,844	)


Total TBA Sales Commitments — (0.5)% (Proceeds: $(415,303,773))					(406,959,743	)


Total Investments, Net of TBA Sales Commitments — 105.5% (Cost: $95,177,364,435)					86,737,556,312

Liabilities in Excess of Other Assets — (5.5)%					(4,490,062,303	)


Net Assets — 100.0%				$	82,247,494,009

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

^(b)	All or a portion of this security is on loan.

^(c)	Zero-coupon bond.

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

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

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

^(g)	U.S. dollar denominated security issued by foreign domiciled entity.

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

⁽ⁱ⁾	Represents or includes a TBA transaction.

^(j)	Affiliate of the Fund.

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

^(l)	All or a portion of this security was purchased with the cash collateral from loaned securities.

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

Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to the Notes to Financial Statements.

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

iShares Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust is organized as a Delaware statutory trust and is authorized to have multiple series or portfolios.

The financial statements are prepared in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”), which may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. The Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. Below is a summary of significant accounting policies:

Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Upon notification from issuers or as estimated by management, a portion of the dividend income received from a real estate investment trust may be redesignated as a reduction of cost of the related investment and/or realized gain. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized daily on an accrual basis.

Collateralization: If required by an exchange or counterparty agreement, the Fund may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments.

In-kind Redemptions: For financial reporting purposes, in-kind redemptions are treated as sales of securities resulting in realized capital gains or losses to the Fund. Because such gains or losses are not taxable to the Fund and are not distributed to existing Fund shareholders, the gains or losses are reclassified from accumulated net realized gain (loss) to paid-in capital at the end of the Fund’s tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.

Distributions: Dividends and distributions paid by the Fund are recorded on the ex-dividend dates. Distributions are determined on a tax basis and may differ from net investment income and net realized capital gains for financial reporting purposes. Dividends and distributions are paid in U.S. dollars and cannot be automatically reinvested in additional shares of the Fund. The character and timing of distributions are determined in accordance with U.S. federal income tax regulations, which may differ from U.S. GAAP.

Indemnifications: In the normal course of business, the Fund enters into contracts that contain a variety of representations that provide general indemnification. The Fund’s maximum exposure under these arrangements is unknown because it involves future potential claims against the Fund, which cannot be predicted with any certainty.

Investment Valuation Policies: The Fund’s investments are valued at fair value (also referred to as “market value” within the financial statements) each day that the Fund’s listing exchange is open and, for financial reporting purposes, as of the report date. U.S. GAAP defines fair value as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Board of Trustees of the Trust (the “Board”) of the Fund has approved the designation of BlackRock Fund Advisors (“BFA”), the Fund’s investment adviser, as the valuation designee for the Fund. The Fund determines the fair values of its financial instruments using various independent dealers or pricing services under BFA’s policies. If a security’s market price is not readily available or does not otherwise accurately represent the fair value of the security, the security will be valued in accordance with BFA’s policies and procedures as reflecting fair value. BFA has formed a committee (the “Valuation Committee”) to develop pricing policies and procedures and to oversee the pricing function for all financial instruments, with assistance from other BlackRock pricing committees.

Fair Value Inputs and Methodologies: The following methods and inputs are used to establish the fair value of the Fund’s assets and liabilities:

If events (e.g., market volatility, company announcement or a natural disaster) occur that are expected to materially affect the value of such investment, or in the event that application of these methods of valuation results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available, the investment will be valued by the Valuation Committee, in accordance with BFA’s policies and procedures as reflecting fair value (“Fair Valued Investments”). The fair valuation approaches that may be used by the Valuation Committee include market approach, income approach and cost approach. Valuation techniques such as discounted cash flow, use of market comparables and matrix pricing are types of valuation approaches and are typically used in determining fair value. When determining the price for Fair Valued Investments, the Valuation Committee seeks to determine the price that the Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability in an arm’s-length transaction. Fair value determinations shall be based upon all available factors that the Valuation Committee deems relevant and consistent with the principles of fair value measurement.

Fair value pricing could result in a difference between the prices used to calculate a fund’s NAV and the prices used by the fund’s underlying index, which in turn could result in a difference between the fund’s performance and the performance of the fund’s underlying index.

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities.

Asset-Backed and Mortgage-Backed Securities: Asset-backed securities are generally issued as pass-through certificates or as debt instruments. Asset-backed securities issued as pass-through certificates represent undivided fractional ownership interests in an underlying pool of assets. Asset-backed securities issued as debt instruments, which are also known as collateralized obligations, are typically issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect to an asset-backed security will have the effect of shortening the maturity of the security. In addition, a fund may subsequently have to reinvest the proceeds at lower interest rates. If a fund has purchased such an asset-backed security at a premium, a faster than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.

For mortgage pass-through securities (the “Mortgage Assets”) there are a number of important differences among the agencies and instrumentalities of the U.S. Government that issue mortgage-related securities and among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States, but are supported by the right of the issuer to borrow from the U.S. Treasury.

Non-agency mortgage-backed securities are securities issued by non-governmental issuers and have no direct or indirect government guarantees of payment and are subject to various risks. Non-agency mortgage loans are obligations of the borrowers thereunder only and are not typically insured or guaranteed by any other person or entity. The ability of a borrower to repay a loan is dependent upon the income or assets of the borrower. A number of factors, including a general economic downturn, acts of God, terrorism, social unrest and civil disturbances, may impair a borrower’s ability to repay its loans.

Zero-Coupon Bonds: Zero-coupon bonds are normally issued at a significant discount from face value and do not provide for periodic interest payments. These bonds may experience greater volatility in market value than other debt obligations of similar maturity which provide for regular interest payments.

TBA Commitments: TBA commitments are forward agreements for the purchase or sale of securities, including mortgage-backed securities for a fixed price, with payment and delivery on an agreed upon future settlement date. The specific securities to be delivered are not identified at the trade date. However, delivered securities must meet

specified terms, including issuer, rate and mortgage terms. When entering into TBA commitments, a fund may take possession of or deliver the underlying mortgage-backed securities but can extend the settlement or roll the transaction. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date, if there are expenses or delays in connection with the TBA transactions, or if the counterparty fails to complete the transaction.

To mitigate counterparty risk, a fund enters into a two-way collateral agreement for TBA transactions with certain counterparties. Under such agreement, the “in-the-money” party of a TBA transaction may at any time require the other party to pledge collateral assets (in the form of cash or securities) to offset any loss the in-the-money party would incur upon cancellation of the TBA transaction. A party is in-the-money if they are the buyer and the market value of the TBA transaction increases or if they are the seller and the market value of the TBA transaction decreases. Cash collateral received from the counterparty may be reinvested in money market funds, including those managed by the Fund’s investment adviser, or its affiliates. Such collateral, if any, is noted in the Schedule of Investments and the obligation to return the collateral is presented as a liability in the Statement of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.

Mortgage Dollar Roll Transactions: The Fund may sell TBA mortgage-backed securities and simultaneously contract to repurchase substantially similar (i.e., same type, coupon and maturity) securities on a specific future date at an agreed upon price. During the period between the sale and repurchase, a fund is not entitled to receive interest and principal payments on the securities sold. Mortgage dollar roll transactions are treated as purchases and sales and a fund realizes gains and losses on these transactions. Mortgage dollar rolls involve the risk that the market value of the securities that a fund is required to purchase may decline below the agreed upon repurchase price of those securities.

Securities Lending: The Fund may lend its securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by an approved bank, or securities issued or guaranteed by the U.S. government. The initial collateral received by the Fund is required to have a value of at least 102% of the current market value of the loaned securities for securities traded on U.S. exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter at a value equal to at least 100% of the current value of the securities on loan. The market value of the loaned securities is determined at the close of each business day of the Fund and any additional required collateral is delivered to the Fund or excess collateral is returned by the Fund, on the next business day. During the term of the loan, the Fund is entitled to all distributions made on or in respect of the loaned securities but does not receive interest income on securities received as collateral. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

As of period end, any securities on loan were collateralized by cash and/or U.S. Government obligations. Cash collateral invested in money market funds managed by BFA, or its affiliates is disclosed in the Schedule of Investments. Any non-cash collateral received cannot be sold, re-invested or pledged by the Fund, except in the event of borrower default. The securities on loan, if any, are also disclosed in the Fund’s Schedule of Investments. The market value of any securities on loan and the value of any related cash collateral are disclosed in the Statement of Assets and Liabilities.

Securities lending transactions are entered into by the Fund under Master Securities Lending Agreements (each, an “MSLA”) which provide the right, in the event of default (including bankruptcy or insolvency) for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. In the event that a borrower defaults, the Fund, as lender, would offset the market value of the collateral received against the market value of the securities loaned. When the value of the collateral is greater than that of the market value of the securities loaned, the lender is left with a net amount payable to the defaulting party. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of an MSLA counterparty’s bankruptcy or insolvency. Under the MSLA, absent an event of default, the borrower can resell or re-pledge the loaned securities, and the Fund can reinvest cash collateral received in connection with loaned securities. Upon an event of default, the parties’ obligations to return the securities or collateral to the other party are extinguished, and the parties can resell or re-pledge the loaned securities or the collateral received in connection with the loaned securities in order to satisfy the defaulting party’s net payment obligation for all transactions under the MSLA. The defaulting party remains liable for any deficiency.

As of period end, the following table is a summary of the securities on loan by counterparty which are subject to offset under an MSLA:

The risks of securities lending include the risk that the borrower may not provide additional collateral when required or may not return the securities when due. To mitigate these risks, the Fund benefits from a borrower default indemnity provided by BlackRock, Inc. (“BlackRock”). BlackRock’s indemnity allows for full replacement of the securities loaned to the extent the collateral received does not cover the value of the securities loaned in the event of borrower default. The Fund could incur a loss if the value of an investment purchased with cash collateral falls below the market value of the loaned securities or if the value of an investment purchased with cash collateral falls below the value of the original cash collateral received. Such losses are borne entirely by the Fund.

Investment Advisory Fees: Pursuant to an Investment Advisory Agreement with the Trust, BFA manages the investment of the Fund’s assets. BFA is a California corporation indirectly owned by BlackRock. Under the Investment Advisory Agreement, BFA is responsible for substantially all expenses of the Fund, except (i) interest and taxes; (ii) brokerage commissions and other expenses connected with the execution of portfolio transactions; (iii) distribution fees; (iv) the advisory fee payable to BFA; and (v) litigation expenses and any extraordinary expenses (in each case as determined by a majority of the independent trustees).

Effective March 31, 2022, for its investment advisory services to the Fund, BFA is entitled to an annual investment advisory fee of 0.03%, accrued daily and paid monthly by the Fund, based on the average daily net assets of the Fund. Prior to March 31, 2022, BFA was entitled to an annual investment advisory fee of 0.04%, accrued daily and paid monthly by the Fund, based on the average daily net assets of the Fund.

Expense Waivers: A fund may incur its pro rata share of fees and expenses attributable to its investments in other investment companies (“acquired fund fees and expenses”). The total of the investment advisory fee and acquired fund fees and expenses, if any, is a fund’s total annual operating expenses. Total expenses as shown in the Statement of Operations does not include acquired fund fees and expenses.

BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through June 30, 2026 in an amount equal to the acquired fund fees and expenses, if any, attributable to investments by the Fund in other registered investment companies advised by BFA or its affiliates.

This amount is included in investment advisory fees waived in the Statement of Operations. For the six months ended August 31, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

Distributor: BlackRock Investments, LLC, an affiliate of BFA, is the distributor for the Fund. Pursuant to the distribution agreement, BFA is responsible for any fees or expenses for distribution services provided to the Fund.

Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Fund, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending, including any custodial costs. The Fund is responsible for fees in connection with the investment of cash collateral received for securities on loan (the “collateral investment fees”). The cash collateral is invested in a money market fund, BlackRock Cash Funds: Institutional or BlackRock Cash Funds: Treasury, managed by BFA, or its affiliates. However, BTC has agreed to reduce the amount of securities lending income it receives in order to effectively limit the collateral investment fees the Fund bears to an annual rate of 0.04%. The SL Agency Shares of such money market fund will not be subject to a sales load, distribution fee or service fee. The money market fund in which the cash collateral has been invested may, under certain circumstances, impose a liquidity fee of up to 2% of the value redeemed or temporarily restrict redemptions for up to 10 business days during a 90 day period, in the event that the money market fund’s weekly liquid assets fall below certain thresholds.

Securities lending income is equal to the total of income earned from the reinvestment of cash collateral, net of fees and other payments to and from borrowers of securities, and less the collateral investment fees. The Fund retains a portion of securities lending income and remits the remaining portion to BTC as compensation for its services as securities lending agent.

Pursuant to the current securities lending agreement, the Fund retains 82% of securities lending income (which excludes collateral investment fees), and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.

In addition, commencing the business day following the date that the aggregate securities lending income plus the collateral investment fees generated across all 1940 Act iShares exchange-traded funds (the “iShares ETF Complex”) in that calendar year exceeds a specified threshold, the Fund, pursuant to the securities lending agreement, will retain for the remainder of that calendar year 85% of securities lending income (which excludes collateral investment fees) and the amount retained can never be less than 70% of the total of securities lending income plus the collateral investment fees.

The share of securities lending income earned by the Fund is shown as securities lending income – affiliated – net in its Statement of Operations. For the six months ended August 31, 2022, the Fund paid BTC $499,746 for securities lending agent services.

Officers and Trustees: Certain officers and/or trustees of the Trust are officers and/or trustees of BlackRock or its affiliates.

Other Transactions: Cross trading is the buying or selling of portfolio securities between funds to which BFA (or an affiliate) serves as investment adviser. At its regularly scheduled quarterly meetings, the Board reviews such transactions as of the most recent calendar quarter for compliance with the requirements and restrictions set forth by Rule 17a-7.

For the six months ended August 31, 2022, transactions executed by the Fund pursuant to Rule 17a-7 under the 1940 Act were as follows:

The Fund may invest its positive cash balances in certain money market funds managed by BFA or an affiliate. The income earned on these temporary cash investments is shown as dividends – affiliated in the Statement of Operations.

A fund, in order to improve its portfolio liquidity and its ability to track its underlying index, may invest in shares of other iShares funds that invest in securities in the fund’s underlying index.

For the six months ended August 31, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term securities and in-kind transactions, were as follows:

The Fund is treated as an entity separate from the Trust’s other funds for federal income tax purposes. It is the Fund’s policy to comply with the requirements of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies, and to distribute substantially all of its taxable income to its shareholders. Therefore, no U.S. federal income tax provision is required.

Management has analyzed tax laws and regulations and their application to the Fund as of August 31, 2022, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Fund’s financial statements.

As of February 28, 2022, the Fund had non-expiring capital loss carryforwards of $(184,632,391) available to offset future realized capital gains.

As of August 31, 2022, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:

In the normal course of business, the Fund invests in securities or other instruments and may enter into certain transactions, and such activities subject the Fund to various risks, including, among others, fluctuations in the market (market risk) or failure of an issuer to meet all of its obligations. The value of securities or other instruments may also be affected by various factors, including, without limitation: (i) the general economy; (ii) the overall market as well as local, regional or global political and/or social instability; (iii) regulation, taxation or international tax treaties between various countries; or (iv) currency, interest rate or price fluctuations. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness or other public health issues, recessions, or other events could have a significant impact on the Fund and its investments. The Fund’s prospectus provides details of the risks to which the Fund is subject.

BFA uses a “passive” or index approach to try to achieve the Fund’s investment objective following the securities included in its underlying index during upturns as well as downturns. BFA does not take steps to reduce market exposure or to lessen the effects of a declining market. Divergence from the underlying index and the composition of the portfolio is monitored by BFA.

The Fund may be exposed to additional risks when reinvesting cash collateral in money market funds that do not seek to maintain a stable NAV per share of $1.00, which may be subject to redemption gates or liquidity fees under certain circumstances.

Market Risk: The Fund may be exposed to prepayment risk, which is the risk that borrowers may exercise their option to prepay principal earlier than scheduled during periods of declining interest rates, which would force the Fund to reinvest in lower yielding securities. The Fund may also be exposed to reinvestment risk, which is the risk that income from the Fund’s portfolio will decline if the Fund invests the proceeds from matured, traded or called fixed-income securities at market interest rates that are below the Fund portfolio’s current earnings rate.

Municipal securities are subject to the risk that litigation, legislation or other political events, local business or economic conditions, credit rating downgrades, or the bankruptcy of the issuer could have a significant effect on an issuer’s ability to make payments of principal and/or interest or otherwise affect the value of such securities. Municipal securities can be significantly affected by political or economic changes, including changes made in the law after issuance of the securities, as well as uncertainties in the municipal market related to, taxation, legislative changes or the rights of municipal security holders, including in connection with an issuer insolvency. Municipal securities backed by current or anticipated revenues from a specific project or specific assets can be negatively affected by the discontinuance of the tax benefits supporting the project or assets or the inability to collect revenues for the project or from the assets. Municipal securities may be less liquid than taxable bonds, and there may be less publicly available information on the financial condition of municipal security issuers than for issuers of other securities.

An outbreak of respiratory disease caused by a novel coronavirus has developed into a global pandemic and has resulted in closing borders, quarantines, disruptions to supply chains and customer activity, as well as general concern and uncertainty. The impact of this pandemic, and other global health crises that may arise in the future, could affect the economies of many nations, individual companies and the market in general in ways that cannot necessarily be foreseen at the present time. This pandemic may result in substantial market volatility and may adversely impact the prices and liquidity of a fund’s investments. Although vaccines have been developed and approved for use by various governments, the duration of this pandemic and its effects cannot be determined with certainty.

Counterparty Credit Risk: The Fund may be exposed to counterparty credit risk, or the risk that an entity may fail to or be unable to perform on its commitments related to unsettled or open transactions, including making timely interest and/or principal payments or otherwise honoring its obligations. The Fund manages counterparty credit risk by entering into transactions only with counterparties that the Manager believes have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially expose the Fund to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties. The extent of the Fund’s exposure to market, issuer and counterparty credit risks with respect to these financial assets is approximately their value recorded in the Statement of Assets and Liabilities, less any collateral held by the Fund.

Concentration Risk: A diversified portfolio, where this is appropriate and consistent with a fund’s objectives, minimizes the risk that a price change of a particular investment will have a material impact on the NAV of a fund. The investment concentrations within the Fund’s portfolio are disclosed in its Schedule of Investments.

The Fund invests a significant portion of its assets in fixed-income securities and/or uses derivatives tied to the fixed-income markets. Changes in market interest rates or economic conditions may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other fixed-income securities will decrease as interest rates rise and increase as interest rates fall. The Fund may be subject to a greater risk of rising interest rates due to the recent period of historically low interest rates. The Federal Reserve has recently begun to raise the federal funds rate as part of its efforts to address inflation. There is a risk that interest rates will continue to rise, which will likely drive down the prices of bonds and other fixed-income securities, and could negatively impact the Fund’s performance.

The Fund invests a significant portion of its assets in securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. When a fund concentrates its investments in this manner, it assumes a greater risk of prepayment or payment extension by securities issuers. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these securities, can affect the value, income and/or liquidity of such positions. Investment percentages in these securities are presented in the Schedule of Investments.

Significant Shareholder Redemption Risk: Certain shareholders may own or manage a substantial amount of fund shares and/or hold their fund investments for a limited period of time. Large redemptions of fund shares by these shareholders may force a fund to sell portfolio securities, which may negatively impact the fund’s NAV, increase the fund’s brokerage costs, and/or accelerate the realization of taxable income/gains and cause the fund to make additional taxable distributions to shareholders.

LIBOR Transition Risk: The United Kingdom’s Financial Conduct Authority announced a phase out of the London Interbank Offered Rate (“LIBOR”). Although many LIBOR rates ceased to be published or no longer are representative of the underlying market they seek to measure after December 31, 2021, a selection of widely used USD LIBOR rates will continue to be published through June 2023 in order to assist with the transition. The Fund may be exposed to financial instruments tied to LIBOR to determine payment obligations, financing terms, hedging strategies or investment value. The transition process away from LIBOR might lead to increased volatility and illiquidity in markets for, and reduce the effectiveness of new hedges placed against, instruments whose terms currently include LIBOR. The ultimate effect of the LIBOR transition process on the Fund is uncertain.

Capital shares are issued and redeemed by the Fund only in aggregations of a specified number of shares or multiples thereof (“Creation Units”) at NAV. Except when aggregated in Creation Units, shares of the Fund are not redeemable.

The consideration for the purchase of Creation Units of a fund in the Trust generally consists of the in-kind deposit of a designated portfolio of securities and a specified amount of cash. Certain funds in the Trust may be offered in Creation Units solely or partially for cash in U.S. dollars. Investors purchasing and redeeming Creation Units may pay a purchase transaction fee and a redemption transaction fee directly to State Street Bank and Trust Company, the Trust’s administrator, to offset transfer and other transaction costs associated with the issuance and redemption of Creation Units, including Creation Units for cash. Investors transacting in Creation Units for cash may also pay an additional variable charge to compensate the relevant fund for certain transaction costs (i.e., stamp taxes, taxes on currency or other financial transactions, and brokerage costs) and market impact expenses relating to investing in portfolio securities. Such variable charges, if any, are included in shares sold in the table above.

From time to time, settlement of securities related to in-kind contributions or in-kind redemptions may be delayed. In such cases, securities related to in-kind transactions are reflected as a receivable or a payable in the Statement of Assets and Liabilities.

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were available to be issued and has determined that there were no subsequent events requiring adjustment or additional disclosure in the financial statements.

Under Section 15(c) of the Investment Company Act of 1940 (the “1940 Act”), the Trust’s Board of Trustees (the “Board”), including a majority of Board Members who are not “interested persons” of the Trust (as that term is defined in the 1940 Act) (the “Independent Board Members”), is required annually to consider and approve the Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) on behalf of the Fund. The Board’s consideration entails a year-long process whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 3, 2022 and May 18, 2022, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 13-15, 2022, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.

After extensive discussions and deliberations, the Board, including all of the Independent Board Members, approved the continuance of the Advisory Agreement for the Fund, based on a review of qualitative and quantitative information provided by BFA and their cumulative experience as Board Members. The Board noted its satisfaction with the extent and quality of information provided and its frequent interactions with management, as well as the detailed responses and other information provided by BFA. The Independent Board Members were advised by their independent counsel throughout the process, including about the legal standards applicable to their review. In approving the continuance of the Advisory Agreement for the Fund, the Board, including the Independent Board Members, considered various factors, including: (i) the expenses and performance of the Fund; (ii) the nature, extent and quality of the services provided by BFA; (iii) the costs of services provided to the Fund and profits realized by BFA and its affiliates; (iv) potential economies of scale and the sharing of related benefits; (v) the fees and services provided for other comparable funds/accounts managed by BFA and its affiliates; and (vi) other benefits to BFA and/or its affiliates. The material factors, none of which was controlling, and conclusions that formed the basis for the Board, including the Independent Board Members, to approve the continuance of the Advisory Agreement are discussed below.

Expenses and Performance of the Fund: The Board reviewed statistical information prepared by Broadridge Financial Solutions Inc. (“Broadridge”), an independent provider of investment company data, regarding the expense ratio components, including gross and net total expenses, fees and expenses of another fund in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of waivers and reimbursements) for the Fund were lower than the median of the investment advisory fee rates and overall expenses (net of waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.

In addition, to the extent that any of the comparison funds included in the Peer Group, excluding iShares funds, track the same index as the Fund, Broadridge also provided, and the Board reviewed, a comparison of the Fund’s performance for the one-year, three-year, five-year, ten-year, and since inception periods, as applicable, and for the quarter ended December 31, 2021, to that of such relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.

Based on this review, the other factors considered at the meeting, and their general knowledge of ETF pricing, the Board concluded that the investment advisory fee rate and expense level and the historical performance of the Fund supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.

Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent enhancements and initiatives with respect to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies, provided at the May 3, 2022 meeting and throughout the year, and matters related to BFA’s portfolio compliance program.

Based on review of this information, and the performance information discussed above, the Board concluded that the nature, extent and quality of services provided to the Fund under the Advisory Agreement supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.

Costs of Services Provided to the Fund and Profits Realized by BFA and its Affiliates: The Board reviewed information about the estimated profitability to BlackRock in managing the Fund, based on the fees payable to BFA and its affiliates (including fees under the Advisory Agreement), and other sources of revenue and expense to BFA

and its affiliates from the Fund’s operations for the last calendar year. The Board reviewed BlackRock’s methodology for calculating estimated profitability of the iShares funds, noting that the 15(c) Committee and the Board had focused on the methodology and profitability presentation. The Board recognized that profitability may be affected by numerous factors, including, among other things, fee waivers by BFA, the types of funds managed, expense allocations and business mix. The Board thus recognized that calculating and comparing profitability at individual fund levels is challenging. The Board discussed with management the sources of direct and ancillary revenue, including the revenues to BTC, a BlackRock affiliate, from securities lending by the Fund. The Board also discussed BFA’s estimated profit margin as reflected in the Fund’s profitability analysis and reviewed information regarding potential economies of scale (as discussed below).

Based on this review, the Board concluded that the information considered with respect to the profits realized by BFA and its affiliates under the Advisory Agreement and from other relationships between the Fund and BFA and/or its affiliates, if any, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.

Economies of Scale: The Board reviewed information and considered the extent to which economies of scale might be realized as the assets of the Fund increase, noting that the issue of potential economies of scale had been focused on by the 15(c) Committee and the Board during their meetings and addressed by management. The 15(c) Committee and the Board received information regarding BlackRock’s historical estimated profitability, including BFA’s and its affiliates’ estimated costs in providing services. The estimated cost information distinguished, among other things, between fixed and variable costs, and showed how the level and nature of fixed and variable costs may impact the existence or size of scale benefits, with the Board recognizing that potential economies of scale are difficult to measure. The 15(c) Committee and the Board reviewed information provided by BFA regarding the sharing of scale benefits with the iShares funds through various means, including, as applicable, through relatively low fee rates established at inception, breakpoints, waivers, or other fee reductions, as well as through additional investment in the iShares business and the provision of improved or additional infrastructure and services to the iShares funds and their shareholders. The Board noted that the Advisory Agreement for the Fund did not provide for breakpoints in the Fund’s investment advisory fee rate as the assets of the Fund increase. However, the Board noted that it would continue to assess the appropriateness of adding breakpoints in the future.

The Board concluded that this review of potential economies of scale and the sharing of related benefits, as well as the other factors considered at the meeting, supported the Board’s approval of the continuance of the Advisory Agreement for the coming year.

Fees and Services Provided for Other Comparable Funds/Accounts Managed by BFA and its Affiliates: The Board received and considered information regarding the investment advisory/management fee rates for other funds/accounts in the U.S. for which BFA (or its affiliates) provides investment advisory/management services, including open-end funds registered under the 1940 Act (including sub-advised funds), collective trust funds, and institutional separate accounts (collectively, the “Other Accounts”). The Board acknowledged BFA’s representation that the iShares funds are fundamentally different investment vehicles from the Other Accounts.

The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates manage Other Accounts with substantially the same investment objective and strategy as the Fund and that track the same index as the Fund. The Board also acknowledged management’s assertion that, for certain iShares funds, and for client segmentation purposes, BlackRock has launched an iShares fund that may provide a similar investment exposure at a lower investment advisory fee rate.

The Board considered the “all-inclusive” nature of the Fund’s advisory fee structure, and the Fund’s expenses borne by BFA under this arrangement and noted that the investment advisory fee rate under the Advisory Agreement for the Fund was generally higher than the investment advisory/management fee rates for certain of the Other Accounts (particularly institutional clients) and concluded that the differences appeared to be consistent with the factors discussed.

Other Benefits to BFA and/or its Affiliates: The Board reviewed other benefits or ancillary revenue received by BFA and/or its affiliates in connection with the services provided to the Fund by BFA, both direct and indirect, including, but not limited to, payment of revenue to BTC, the Fund’s securities lending agent, for loaning portfolio securities (which was included in the profit margins reviewed by the Board pursuant to BFA’s estimated profitability methodology), payment of advisory fees or other fees to BFA (or its affiliates) in connection with any investments by the Fund in other funds for which BFA (or its affiliates) provides investment advisory services or other services, and BlackRock’s profile in the investment community. The Board also noted the revenue received by BFA and/or its affiliates pursuant to an agreement that permits a service provider to use certain portions of BlackRock’s technology platform to service accounts managed by BFA and/or its affiliates, including the iShares funds. The Board noted that BFA generally does not use soft dollars or consider the value of research or other services that may be provided to BFA (including its affiliates) in selecting brokers for portfolio transactions for the Fund. The Board concluded that any such ancillary benefits would not be disadvantageous to the Fund and thus would not alter the Board’s conclusion with respect to the appropriateness of approving the continuance of the Advisory Agreement for the coming year.

Conclusion: Based on a review of the factors described above, as well as such other factors as deemed appropriate by the Board, the Board, including all of the Independent Board Members, determined that the Fund’s investment advisory fee rate under the Advisory Agreement does not constitute a fee that is so disproportionately large as to bear no reasonable relationship to the services rendered and that could not have been the product of arm’s-length bargaining, and concluded to approve the continuance of the Advisory Agreement for the coming year.

The amounts and sources of distributions reported are estimates and are being provided pursuant to regulatory requirements and are not being provided for tax reporting purposes. The actual amounts and sources for tax reporting purposes will depend upon the Fund’s investment experience during the year and may be subject to changes based on tax regulations. Shareholders will receive a Form 1099-DIV each calendar year that will inform them how to report these distributions for federal income tax purposes.

Shareholders can sign up for e-mail notifications announcing that the shareholder report or prospectus has been posted on the iShares website at iShares.com. Once you have enrolled, you will no longer receive prospectuses and shareholder reports in the mail.

Householding is an option available to certain fund investors. Householding is a method of delivery, based on the preference of the individual investor, in which a single copy of certain shareholder documents and Rule 30e-3 notices can be delivered to investors who share the same address, even if their accounts are registered under different names. Please contact your broker-dealer if you are interested in enrolling in householding and receiving a single copy of prospectuses and other shareholder documents, or if you are currently enrolled in householding and wish to change your householding status.

The Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The Fund’s Forms N-PORT are available on the SEC’s website at sec.gov. Additionally, the Fund makes its portfolio holdings for the first and third quarters of each fiscal year available at iShares.com/fundreports.

A description of the policies and procedures that the iShares Funds use to determine how to vote proxies relating to portfolio securities and information about how the iShares Funds voted proxies relating to portfolio securities during the most recent twelve-month period ending June 30 is available without charge, upon request (1) by calling toll-free 1-800-474-2737; (2) on the iShares website at iShares.com; and (3) on the SEC website at sec.gov.

A description of the Trust’s policies and procedures with respect to the disclosure of the Fund’s portfolio securities is available in the Fund Prospectus. The Fund discloses its portfolio holdings daily and provides information regarding its top holdings in Fund fact sheets at iShares.com.

This report is intended for the Fund’s shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.

The iShares Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).

The iShares Funds are not sponsored, endorsed, issued, sold or promoted by Bloomberg Index Services Limited, nor does this company make any representation regarding the advisability of investing in the iShares Funds. BlackRock is not affiliated with the company listed above.


				Average Annual Total Returns									Cumulative Total Returns
	6 Months			1 Year			5 Years			10 Years			1 Year			5 Years			10 Years
Fund NAV		(7.71	)%		(11.50	)%		0.48	%		1.30	%		(11.50	)%		2.40	%		13.83	%
Fund Market		(7.80	)		(11.59	)		0.44			1.28			(11.59	)		2.23			13.57
Index		(7.76	)		(11.52	)		0.52			1.35			(11.52	)		2.62			14.36


Actual							Hypothetical 5% Return

	Beginning Account Value (03/01/22)		Ending Account Value (08/31/22)		Expenses Paid During the Period	^(a)		Beginning Account Value (03/01/22)		Ending Account Value (08/31/22)		Expenses Paid During the Period	^(a)	Annualized Expense Ratio
$	1,000.00	$	922.90	$	0.15		$	1,000.00	$	1,025.10	$	0.15		0.03	%



Moody’s Credit Rating*	Percent of Total Investments^(a)


Aaa		54.6%
Aa		12.4
A		12.4
Baa		12.8
Ba		1.0
B		0.2
Not Rated		6.6


2		T H I S P A G E I S N O T P A R T O F Y O U R F U N D R E P O R T


	Page

The Markets in Review		2
Semi-Annual Report:
Fund Summary		4
About Fund Performance		5
Disclosure of Expenses		5
Schedule of Investments		6
Financial Statements
Statement of Assets and Liabilities		104
Statement of Operations		105
Statements of Changes in Net Assets		106
Financial Highlights		107
Notes to Financial Statements		108
Board Review and Approval of Investment Advisory Contract		115
Supplemental Information		117
General Information		118
Glossary of Terms Used in this Report		119


Fund Summary as of August 31, 2022		iShares^® Core U.S. Aggregate Bond ETF



Investment Type	Percent of Total Investments^(a)


U.S. Government & Agency Obligations		70.9%
Corporate Bonds & Notes		25.2
Foreign Government Obligations		2.4
Collaterized Mortgage Obligations		1.1
Municipal Debt Obligations		0.6
Asset-Backed Securities		0.3
TBA Sales Commitments		(0.5)


4		2 0 2 2 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S


A B O U T F U N D P E R F O R M A N C E / S H A R E H O L D E R E X P E N S E S		5



Affiliated Issuer	Value at 02/28/22		Purchases at Cost			Proceeds from Sale			Net Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)		Value at 08/31/22		Shares Held at 08/31/22 (000)		Income			Capital Gain Distributions from Underlying Funds

BlackRock Cash Funds: Institutional, SL Agency Shares	$	6,479,130,793	$	—		$	(2,459,831,747	)^(a)	$	(1,917,680	)	$	1,581,450	$	4,018,962,816		4,017,757	$	24,221,303		$	—
BlackRock Cash Funds: Treasury, SL Agency Shares		1,145,114,050		140,844,685	^(a)		—			—			—		1,285,958,735		1,285,959		1,336,983	^(b)		—

									$	(1,917,680	)	$	1,581,450	$	5,304,921,551			$	25,558,286		$	—


	Level 1		Level 2			Level 3		Total
Investments
Assets
Asset-Backed Securities	$	—	$	272,373,097		$	—	$	272,373,097
Collaterized Mortgage Obligations		—		886,800,084			—		886,800,084
Corporate Bonds & Notes		—		20,545,082,722			—		20,545,082,722
Foreign Government Obligations		—		1,916,799,612			—		1,916,799,612
Municipal Debt Obligations		—		522,809,160			—		522,809,160
U.S. Government & Agency Obligations		—		57,695,729,829			—		57,695,729,829
Money Market Funds		5,304,921,551		—			—		5,304,921,551


		5,304,921,551		81,839,594,504			—		87,144,516,055

Liabilities
TBA Sales Commitments		—		(406,959,743	)		—		(406,959,743	)


	$	5,304,921,551	$	81,432,634,761		$	—	$	86,737,556,312


	iShares Core U.S. Aggregate Bond ETF

ASSETS
Investments, at value — unaffiliated^(a)(b)	$	81,839,594,504
Investments, at value — affiliated^(c)		5,304,921,551
Cash		112,217
Cash pledged as collateral for TBA commitments		72,960,000
Receivables:
Investments sold		370,061,049
Securities lending income — affiliated		176,214
TBA sales commitments^(d)		415,303,773
Due from custodian		2,219,000
Capital shares sold		87,360,537
Dividends — unaffiliated		8,082,766
Dividends — affiliated		176
Interest — unaffiliated		426,287,932

Total assets		88,527,079,719


LIABILITIES
Cash received as collateral for TBA commitments		1,743,000
Collateral on securities loaned, at value		1,285,858,735
TBA sales commitments, at value^(d)		406,959,743
Payables:
Investments purchased		4,583,207,965
Investment advisory fees		1,816,267

Total liabilities		6,279,585,710


NET ASSETS	$	82,247,494,009


NET ASSETS CONSIST OF
Paid-in capital	$	91,327,904,066
Accumulated loss		(9,080,410,057	)


NET ASSETS	$	82,247,494,009


NET ASSET VALUE

Shares outstanding		816,000,000


Net asset value	$	100.79


Shares authorized		Unlimited


Par value		None


^(a) Investments, at cost — unaffiliated	$	90,289,331,134
^(b) Securities loaned, at value	$	1,241,494,404
^(c) Investments, at cost — affiliated	$	5,303,337,074
^(d) Proceeds from TBA sales commitments	$	415,303,773


	iShares Core U.S. Aggregate Bond ETF

INVESTMENT INCOME
Dividends — affiliated	$	24,226,240
Interest — unaffiliated		892,679,222
Securities lending income — affiliated — net		1,332,046

Total investment income		918,237,508


EXPENSES
Investment advisory fees		13,253,534

Total expenses		13,253,534

Less:
Investment advisory fees waived		(2,091,705	)

Total expenses after fees waived		11,161,829

Net investment income		907,075,679


REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain (loss) from:
Investments — unaffiliated		(457,347,640	)
Investments — affiliated		(1,917,680	)
In-kind redemptions — unaffiliated^(a)		(150,273,137	)

		(609,538,457	)

Net change in unrealized appreciation (depreciation) on:
Investments — unaffiliated		(7,122,982,589	)
Investments — affiliated		1,581,450

		(7,121,401,139	)

Net realized and unrealized loss		(7,730,939,596	)

NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(6,823,863,917	)


	iShares Core U.S. Aggregate Bond ETF
	Six Months Ended 08/31/22 (unaudited)			Year Ended 02/28/22

INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	907,075,679		$	1,539,950,792
Net realized gain (loss)		(609,538,457	)		27,489,848
Net change in unrealized appreciation (depreciation)		(7,121,401,139	)		(4,048,941,341	)

Net decrease in net assets resulting from operations		(6,823,863,917	)		(2,481,500,701	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(859,738,984	)		(1,536,535,082	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions		2,008,635,613			5,982,209,116


NET ASSETS
Total increase (decrease) in net assets		(5,674,967,288	)		1,964,173,333
Beginning of period		87,922,461,297			85,958,287,964

End of period	$	82,247,494,009		$	87,922,461,297


	iShares Core U.S. Aggregate Bond ETF

	Six Months Ended 08/31/22 (unaudited)			Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19			Year Ended 02/28/18


Net asset value, beginning of period	$	110.34		$	115.40		$	116.32		$	107.07		$	106.72		$	108.75

Net investment income^(a)		1.13			1.99			2.38			3.02			2.96			2.58
Net realized and unrealized gain (loss)^(b)		(9.61	)		(5.06	)		(0.82	)		9.24			0.31			(2.05	)

Net increase (decrease) from investment operations		(8.48	)		(3.07	)		1.56			12.26			3.27			0.53

Distributions from net investment income^(c)		(1.07	)		(1.99	)		(2.48	)		(3.01	)		(2.92	)		(2.56	)


Net asset value, end of period	$	100.79		$	110.34		$	115.40		$	116.32		$	107.07		$	106.72


Total Return^(d)
Based on net asset value		(7.71	)%^(e)		(2.68	)%		1.31	%		11.61	%		3.13	%		0.47	%


Ratios to Average Net Assets^(f)
Total expenses		0.03	%^(g)		0.04	%		0.04	%		0.05	%		0.05	%		0.05	%

Total expenses after fees waived		0.03	%^(g)		0.03	%		0.03	%		0.05	%		0.04	%		0.04	%

Net investment income		2.17	%^(g)		1.74	%		2.03	%		2.70	%		2.80	%		2.37	%


Supplemental Data
Net assets, end of period (000)	$	82,247,494		$	87,922,461		$	85,958,288		$	76,413,081		$	58,023,694		$	54,713,948

Portfolio turnover rate^(h)(i)		59	%^(e)		163	%		179	%		108	%		146	%		252	%


iShares ETF and Counterparty	Securities Loaned at Value		Cash Collateral Received^(a)			Non-Cash Collateral Received, at Fair Value^(a)		Net Amount
Core U.S. Aggregate Bond
Barclays Bank PLC	$	103,314,871	$	(103,314,871	)	$	—	$	—
Barclays Capital, Inc.		199,613,030		(199,613,030	)		—		—
BMO Capital Markets Corp.		10,380,430		(10,380,430	)		—		—
BNP Paribas SA		107,677,162		(107,677,162	)		—		—
BofA Securities, Inc.		77,212,553		(77,212,553	)		—		—
Citadel Clearing LLC		11,153,479		(11,153,479	)		—		—
Citigroup Global Markets, Inc		117,171,812		(117,171,812	)		—		—
Credit Suisse Securities (USA) LLC		17,738,783		(17,738,783	)		—		—
Deutsche Bank Securities, Inc.		44,259,678		(44,259,678	)		—		—
Goldman Sachs & Co. LLC		82,080,161		(82,080,161	)		—		—
HSBC Securities (USA), Inc.		19,067,821		(19,067,821	)		—		—
J.P. Morgan Securities LLC		171,522,756		(171,522,756	)		—		—
Jefferies LLC		2,274,080		(2,274,080	)		—		—
Mitsubishi UFJ Securities Holdings Co., Ltd.		37,914,420		(37,914,420	)		—		—
Morgan Stanley		55,463,378		(55,463,378	)		—		—
Nomura Securities International, Inc.		24,099,486		(24,099,486	)		—		—
Pershing LLC		1,934,300		(1,934,300	)		—		—
RBC Capital Markets LLC		97,894,080		(97,894,080	)		—		—
Scotia Capital (USA), Inc.		3,176,144		(3,176,144	)		—		—
State Street Bank & Trust Co.		2,286,544		(2,286,544	)		—		—
Toronto-Dominion Bank		17,725,395		(17,725,395	)		—		—
UBS AG		411,085		(411,085	)		—		—
Wells Fargo Bank N.A.		21,178		(21,178	)		—		—
Wells Fargo Securities LLC		37,101,778		(37,101,778	)		—		—

	$	1,241,494,404	$	(1,241,494,404	)	$	—	$	—


iShares ETF	Amounts Waived
Core U.S. Aggregate Bond	$	2,091,705



	Six Months Ended						Year Ended
	08/31/22						02/28/22

iShares ETF	Shares			Amount			Shares			Amount

Core U.S. Aggregate Bond
Shares sold		68,600,000		$	7,169,344,928			126,600,000		$	14,457,271,164
Shares redeemed		(49,400,000	)		(5,160,709,315	)		(74,700,000	)		(8,475,062,048	)

		19,200,000		$	2,008,635,613			51,900,000		$	5,982,209,116


B O A R D R E V I E W A N D A P P R O V A L O F I N V E S T M E N T A D V I S O R Y C O N T R A C T		115


	Total Cumulative Distributions for the Fiscal Year-to-Date								% Breakdown of the Total Cumulative Distributions for the Fiscal Year-to-Date
iShares ETF	Net Investment Income		Net Realized Capital Gains		Return of Capital		Total Per Share		Net Investment Income			Net Realized Capital Gains			Return of Capital			Total Per Share
Core U.S. Aggregate Bond	$	1.074015	$	—	$	—	$	1.074015		100	%		—	%		—	%		100	%


Portfolio Abbreviations - Fixed Income

AGM		Assured Guaranty Municipal Corp.

BAB		Build America Bond

BAM		Build America Mutual Assurance Co.

GO		General Obligation

GOL		General Obligation Limited

LIBOR		London Interbank Offered Rate

NPFGC		National Public Finance Guarantee Corp.

PSF		Permanent School Fund

RB		Revenue Bond

SAP		Subject to Appropriations

SCA		Svenska Celluosa Aktiebolaget

SOFR		Secured Overnight Financing Rate

TBA		To-Be-Announced


G L O S S A R Y O F T E R M S U S E D I N T H I S R E P O R T		119