The Markets in Review

Dear Shareholder,

The 12-month reporting period as of April 30, 2022 saw the emergence of significant challenges that disrupted the economic recovery and strong financial markets which characterized 2021. The U.S. economy shrank in the first quarter of 2022, ending the run of robust growth which followed reopening and the development of the COVID-19 vaccines. Rapid changes in consumer spending led to supply constraints and 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 invasion has presented challenges for both investors and policymakers.

Equity prices were mixed but mostly down, as persistently high inflation drove investors’ expectations for higher interest rates, particularly weighing on relatively high valuation growth stocks and economically sensitive small-capitalization stocks. Overall, small-capitalization U.S. stocks declined, while large-capitalization U.S. stocks were nearly flat. 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 during the reporting period as increasing inflation drove investors’ expectations for higher interest rates. 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 in March 2022, the first increase of this business cycle. Furthermore, the Fed wound down its bond-buying programs and raised the prospect of reversing the flow and reducing its balance sheet. Continued high inflation and the Fed’s new tone led many analysts to anticipate that the Fed will continue to raise interest rates multiple times throughout the year.

Looking ahead, however, the horrific war in Ukraine has significantly clouded the outlook for the global economy, leading to major volatility in energy and metal markets. Sanctions on Russia, Europe’s top energy supplier, and general wartime disruption are likely to drive already-high commodity prices even higher. We believe sharp increases in energy prices will exacerbate inflationary pressure while also constraining economic growth. Combating inflation without stifling a recovery, while buffering against ongoing supply and price shocks amid the ebb and flow of the pandemic, 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 err on the side of protecting employment, even at the expense of higher inflation.

In this environment, we favor an overweight to equities, as valuations have become more attractive and inflation-adjusted interest rates remain low. Sectors that are better poised to manage the transition to a lower-carbon world, such as technology and healthcare, are particularly attractive in the long term. We favor U.S. equities due to strong earnings momentum, while Japanese equities should benefit from supportive monetary and fiscal policy. We are underweight credit overall, but inflation-protected U.S. Treasuries, Asian fixed income, and emerging market local-currency bonds offer potential opportunities for additional yield. We believe that international diversification and a focus on sustainability and quality can help provide portfolio resilience.

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.

Sincerely,

LOGO

Rob Kapito

President, BlackRock, Inc.

LOGO

Rob Kapito

President, BlackRock, Inc.


Total Returns as of April 30, 2022

	6-Month			12-Month

U.S. large cap equities (S&P 500^® Index)		(9.65)	%		0.21%

U.S. small cap equities (Russell 2000^® Index)		(18.38)			(16.87)

International equities (MSCI Europe, Australasia, Far East Index)		(11.80)			(8.15)

Emerging market equities (MSCI Emerging Markets Index)		(14.15)			(18.33)

3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)		0.07			0.08

U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)		(10.29)			(8.86)

U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)		(9.47)			(8.51)

Tax-exempt municipal bonds (Bloomberg Municipal Bond Index)		(7.90)			(7.88)

U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)		(7.40)			(5.22)

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 1-5 Year USD Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated bonds that are rated either investment-grade or high yield with remaining maturities between one and five years, as represented by the Bloomberg U.S. Universal 1-5 Year 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.

The inception date of the Fund was 10/18/12. The first day of secondary market trading was 10/22/12.

Index Performance through June 2, 2014 reflects the performance of the Bloomberg U.S. Government/Credit 1-5 Year Bond Index. Index performance beginning on June 3, 2014 reflects the performance of the Bloomberg U.S. Universal 1-5 Year Index.

Past performance is no guarantee 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” on page 6 for more information.

The iShares Core International Aggregate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of global non-U.S. dollar-denominated investment-grade bonds that mitigates exposure to fluctuations between the value of the component currencies and the U.S. dollar, as represented by the Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) 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.

The inception date of the Fund was 11/10/15. The first day of secondary market trading was 11/12/15.

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 each 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. Since shares of a fund may not trade in the secondary market until after the fund’s inception, for the period from inception to the first day of secondary market trading in shares of the fund, the NAV of the fund is used as a proxy for the Market Price to calculate market returns. 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 each 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 examples shown (which are based on a hypothetical investment of $1,000 invested at the beginning of the period and held through the end of the period) are intended to assist shareholders both in calculating expenses based on an investment in each Fund and in comparing these expenses with similar costs of investing in other funds.

The expense examples provide 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 Period.”

The expense examples also provide 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 a Funds and other funds, compare the 5% hypothetical examples with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

The expenses shown in the expense examples 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 examples are 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 Class A, 0.90%, 11/15/26	$	5,000	$	4,717,731
Series 2018-2, Class A, 3.01%, 10/15/25		3,000		3,013,486
AmeriCredit Automobile Receivables Trust Series 2021-1, Class A3, 0.37%, 08/18/25 (Call 04/18/24)		2,290		2,257,216
BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26		3,510		3,332,373
BMW Vehicle Lease Trust1.10%, 03/25/25 (Call 04/25/24)		3,350		3,255,582
Capital One Multi-Asset Execution Trust Series 2021-A1, Class A1, 0.55%, 07/15/26		2,000		1,886,284
CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 (Call 12/15/24)		2,250		2,158,448
Discover Card Execution Note Trust Series 2022-A1, Class A1, 1.96%, 02/15/27		2,300		2,222,370
Drive Auto Receivables Trust Series 2018-2, Class D, 4.14%, 08/15/24 (Call 08/15/22)		521		522,863
GM Financial Consumer Automobile Receivables Trust
Series 2019-2, Class A4, 2.65%, 02/16/24 (Call 12/16/22)		198		198,472
Series 2020-2, Class A3, 1.49%, 12/16/24 (Call 10/16/23)		1,164		1,158,207
Honda Auto Receivables Owner Trust Series 2020-2, Class A4, 1.09%, 10/15/26 (Call 09/15/23)		2,750		2,683,207
Nissan Auto Lease Trust Series 2020-A, Class A4, 1.88%, 04/15/25 (Call 09/15/22)		1,870		1,870,797
Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 (Call 01/15/24)		1,370		1,339,768
Toyota Auto Receivables Owner Trust Series 2021-B, Class A4, 0.53%, 10/15/26 (Call 02/15/25)		750		700,428
Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24)		2,870		2,711,540
World Omni Select Auto Trust Series 2020-A, Class A3, 0.55%, 07/15/25 (Call 09/15/23)		394		390,659


Total Asset-Backed Securities — 0.6% (Cost: $35,692,521)				34,419,431


Collaterized Mortgage Obligations

Mortgage-Backed Securities — 1.3%
Benchmark Mortgage Trust
Series 2018-B21, Class A2, 1.74%, 12/17/53 (Call 12/15/25)		1,000		933,110
Series 2018-B4, Class A2, 3.98%, 07/15/51		3,009		3,023,333
CD Mortgage Trust, Series 2016-CD2, Class A3, 3.25%, 11/10/49 (Call 10/10/26)		946		921,839
COMM Mortgage Trust
Class-A4, 3.09%, 10/10/49 (Call 08/10/26)		5,440		5,268,384
Series 2013-CR12, Class A4, 4.05%, 10/10/46 (Call 10/10/23)		2,000		2,005,428
Series 2013-CR9, Class A4, 4.41%, 07/10/45^(a)		1,974		1,973,607
Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 09/10/24)		3,620		3,579,217
Series 2014-CR20, Class A4, 3.59%, 11/10/47 (Call 10/10/24)		4,200		4,178,368
Series 2015-CR25, Class A4, 3.76%, 08/10/48 (Call 08/10/25)		2,650		2,639,557
Series 2015-CR27, Class A4, 3.61%, 10/10/48 (Call 09/10/25)		1,335		1,324,569


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 05/10/25)	$	1,560	$	1,553,165
Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 05/10/25)		4,000		3,995,156
GS Mortgage Securities Trust
Series 2014-GC20, Class AAB, 3.66%, 04/10/47 (Call 12/10/23)		841		844,863
Series 2014-GC24, Class A4, 3.67%, 09/10/47 (Call 08/10/24)		1,944		1,936,958
Series 2014-GC24, Class A5, 3.93%, 09/10/47 (Call 08/10/24)		4,000		4,011,492
Series 2017-GS7, Class AAB, 3.20%, 08/10/50 (Call 03/10/27)		4,000		3,937,718
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4, 4.17%, 12/15/46		2,831		2,851,532
JPMBB Commercial Mortgage Securities Trust
Series 2014-C18, Class A5, 4.08%, 02/15/47 (Call 02/15/24)		225		225,866
Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 08/15/24)		3,000		3,005,536
Series 2015-C27, Class AS, 3.02%, 02/15/48 (Call 11/15/24)		1,193		1,184,225
Series 2015-C29, Class A4, 3.61%, 05/15/48 (Call 04/15/25)		2,000		1,985,841
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 (Call 05/15/24)		150		149,958
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C10, Class A4, 4.21%, 07/15/46 (Call 06/15/23)^(a)		3,000		3,003,885
Series 2013-C10, Class AS, 4.21%, 07/15/46 (Call 06/15/23)^(a)		1,000		1,002,189
Series 2013-C11, Class A4, 4.30%, 08/15/46 (Call 07/15/23)^(a)		1,000		999,128
Series 2013-C7, Class A3, 2.66%, 02/15/46 (Call 11/15/22)		1,173		1,170,953
Series 2014-C17, Class A4, 3.44%, 08/15/47 (Call 02/15/24)		2,405		2,372,835
Series 2014-C18, Class ASB, 3.62%, 10/15/47		729		731,618
Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 04/15/25)		250		245,604
Series 2016-C31, Class A5, 3.10%, 11/15/49 (Call 10/15/26)		1,000		966,117
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29)		970		919,513
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class C5, 2.90%, 10/10/48 (Call 10/10/25)		972		955,677
UBS Commercial Mortgage Trust, Series 2018-C14, Class ASB, 4.39%, 12/15/51 (Call 07/15/28)		3,890		3,948,575
Wells Fargo Commercial Mortgage Trust
Series 2014-LC18, Class ASB, 3.24%, 12/15/47 (Call 10/15/24)		782		781,850
Series 2016-C35, Class A4, 2.93%, 07/15/48 (Call 06/15/26)		1,000		961,515
Series 2016-NXS5, Class A6, 3.64%, 01/15/59 (Call 01/15/26)		5,000		4,953,485


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
WFRBS Commercial Mortgage Trust, Series 2012-C10, Class A3, 2.88%, 12/15/45 (Call 12/15/22)	$	3,000	$	3,000,831


				77,543,497


Total Collaterized Mortgage Obligations — 1.3% (Cost: $83,042,046)				77,543,497


Corporate Bonds & Notes

Advertising — 0.0%
Clear Channel International BV, 6.63%, 08/01/25
(Call 05/10/22)^(b)		200		202,024
National CineMedia LLC, 5.75%, 08/15/26 (Call 05/31/22)		50		35,715
Omnicom Group Inc./Omnicom Capital Inc.
3.60%, 04/15/26 (Call 01/15/26)		288		285,016
3.65%, 11/01/24 (Call 08/01/24)		885		885,230
Outfront Media Capital LLC/Outfront Media Capital Corp., 6.25%, 06/15/25 (Call 06/15/22)^(b)		220		223,309
Summer BC Bidco B LLC, 5.50%, 10/31/26 (Call 07/15/23)^(b)		225		216,196
WPP Finance 2010, 3.75%, 09/19/24		398		397,586


				2,245,076

Aerospace & Defense — 0.6%
BAE Systems Holdings Inc.
3.80%, 10/07/24^(b)		326		324,559
3.85%, 12/15/25 (Call 09/15/25)^(b)		690		681,306
Boeing Co. (The)
1.43%, 02/04/24 (Call 05/10/22)		1,329		1,276,996
1.88%, 06/15/23 (Call 04/15/23)		490		482,807
1.95%, 02/01/24		1,134		1,103,994
2.20%, 02/04/26 (Call 02/04/23)		2,670		2,439,339
2.25%, 06/15/26 (Call 03/15/26)		220		201,364
2.60%, 10/30/25 (Call 07/30/25)		25		23,709
2.70%, 02/01/27 (Call 12/01/26)		500		460,350
2.75%, 02/01/26 (Call 01/01/26)		875		827,312
2.80%, 03/01/24 (Call 02/01/24)		560		551,001
2.85%, 10/30/24 (Call 07/30/24)^(c)		61		59,640
4.51%, 05/01/23 (Call 04/01/23)		1,263		1,277,954
4.88%, 05/01/25 (Call 04/01/25)		1,783		1,804,699
Bombardier Inc.
7.13%, 06/15/26 (Call 06/15/23)^(b)		615		569,797
7.50%, 12/01/24 (Call 05/30/22)^(b)		365		364,387
7.50%, 03/15/25 (Call 05/30/22)^(b)		637		619,833
7.88%, 04/15/27 (Call 05/30/22)^(b)		667		621,517
Embraer Netherlands Finance BV
5.05%, 06/15/25		850		843,616
5.40%, 02/01/27		100		96,897
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26 (Call 08/15/22)^(b)		235		207,874
General Dynamics Corp.
1.15%, 06/01/26 (Call 05/01/26)		105		95,572
1.88%, 08/15/23 (Call 06/15/23)		360		355,860
2.38%, 11/15/24 (Call 09/15/24)		220		215,479
3.25%, 04/01/25 (Call 03/01/25)		1,070		1,067,090
3.38%, 05/15/23 (Call 04/15/23)		580		584,495
3.50%, 05/15/25 (Call 03/15/25)		429		430,390
Hexcel Corp.
4.20%, 02/15/27 (Call 11/15/26)		218		213,915
4.95%, 08/15/25 (Call 05/15/25)		160		162,458


Security	Par (000)		Value

Aerospace & Defense (continued)
Howmet Aerospace Inc.
5.13%, 10/01/24 (Call 07/01/24)	$	645	$	656,217
5.90%, 02/01/27		30		30,814
6.88%, 05/01/25 (Call 04/01/25)		485		512,572
L3Harris Technologies Inc.
3.83%, 04/27/25 (Call 01/27/25)		259		259,277
3.85%, 06/15/23 (Call 05/15/23)		887		894,726
3.95%, 05/28/24 (Call 02/28/24)		407		409,898
Lockheed Martin Corp.
2.90%, 03/01/25 (Call 05/11/22)		508		508,086
3.55%, 01/15/26 (Call 10/15/25)		1,080		1,088,456
Maxar Space Robotics LLC, 9.75%, 12/31/23
(Call 05/10/22)^(b)		240		255,895
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		1,231		1,210,738
3.25%, 08/01/23		319		320,254
Raytheon Technologies Corp.
3.20%, 03/15/24 (Call 01/15/24)		843		844,307
3.50%, 03/15/27 (Call 12/15/26)		500		493,720
3.70%, 12/15/23 (Call 09/15/23)		192		193,751
3.95%, 08/16/25 (Call 06/16/25)		1,050		1,062,474
Rolls-Royce PLC, 3.63%, 10/14/25 (Call 07/14/25)^(b)		500		468,155
Spirit AeroSystems Inc.
3.85%, 06/15/26 (Call 03/15/26)		30		28,114
3.95%, 06/15/23 (Call 05/15/23)		155		151,885
5.50%, 01/15/25 (Call 10/15/22)^(b)		280		279,093
7.50%, 04/15/25 (Call 05/31/22)^(b)		650		660,146
ST Engineering RHQ Ltd., 1.50%, 04/29/25
(Call 01/29/25)^(d)		600		566,364
Teledyne Technologies Inc.
0.95%, 04/01/24 (Call 05/31/22)		265		252,688
1.60%, 04/01/26 (Call 03/01/26)		170		154,078
TransDigm Inc.
6.25%, 03/15/26 (Call 05/31/22)^(b)		2,200		2,202,816
6.38%, 06/15/26 (Call 05/31/22)		555		548,434
7.50%, 03/15/27 (Call 05/31/22)		275		277,051
8.00%, 12/15/25 (Call 05/31/22)^(b)		575		598,661
TransDigm UK Holdings PLC, 6.88%, 05/15/26
(Call 05/31/22)		250		249,028
Triumph Group Inc.
6.25%, 09/15/24 (Call 05/31/22)^(b)		280		269,699
7.75%, 08/15/25 (Call 05/31/22)		255		248,079
8.88%, 06/01/24 (Call 02/01/23)^(b)		293		303,047


				33,962,733

Agriculture — 0.3%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		1,148		1,099,210
4.40%, 02/14/26 (Call 12/14/25)		370		374,333
Archer-Daniels-Midland Co., 2.50%, 08/11/26
(Call 05/11/26)		100		96,105
BAT Capital Corp.
2.79%, 09/06/24 (Call 08/06/24)		806		787,381
3.22%, 08/15/24 (Call 06/15/24)		1,259		1,242,570
3.22%, 09/06/26 (Call 07/06/26)		380		358,621
BAT International Finance PLC
1.67%, 03/25/26 (Call 02/25/26)		1,720		1,545,093
3.95%, 06/15/25^(b)		274		270,197
Bunge Ltd. Finance Corp., 1.63%, 08/17/25
(Call 07/17/25)		727		676,473


Security	Par (000)		Value

Agriculture (continued)
Cargill Inc.
0.40%, 02/02/24 (Call 01/02/24)^(b)	$	510	$	486,152
0.75%, 02/02/26 (Call 01/02/26)^(b)		815		734,217
1.38%, 07/23/23^(b)		1,121		1,101,528
3.50%, 04/22/25^(b)		100		99,861
3.63%, 04/22/27^(b)		600		595,530
Darling Ingredients Inc., 5.25%, 04/15/27
(Call 05/10/22)^(b)		250		250,753
Imperial Brands Finance PLC
3.13%, 07/26/24 (Call 06/26/24)^(b)		475		465,334
3.50%, 07/26/26 (Call 05/26/26)^(b)		680		648,496
4.25%, 07/21/25 (Call 04/21/25)^(b)		540		536,123
MHP Lux SA, 6.95%, 04/03/26^(d)		200		102,000
MHP SE, 7.75%, 05/10/24^(d)		400		202,000
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		375		336,847
1.13%, 05/01/23		196		192,897
1.50%, 05/01/25 (Call 04/01/25)		662		624,849
2.13%, 05/10/23 (Call 03/10/23)		383		381,269
2.75%, 02/25/26 (Call 11/25/25)		595		576,531
2.88%, 05/01/24 (Call 04/01/24)		772		769,213
3.25%, 11/10/24		697		695,690
3.38%, 08/11/25 (Call 05/11/25)		292		289,936
3.60%, 11/15/23		250		252,785
Reynolds American Inc.
4.45%, 06/12/25 (Call 03/12/25)		1,276		1,285,749
4.85%, 09/15/23		320		326,362
Turning Point Brands Inc., 5.63%, 02/15/26
(Call 02/15/23)^(b)		140		133,167
Vector Group Ltd., 10.50%, 11/01/26 (Call 05/31/22)^(b)		310		317,170
Viterra Finance BV
2.00%, 04/21/26 (Call 03/21/26)^(b)		795		714,315
4.90%, 04/21/27^(b)		600		588,864


				19,157,621

Airlines — 0.3%
Air Canada, 3.88%, 08/15/26 (Call 02/15/26)^(b)		595		550,137
Air Canada Pass Through Trust, Series 2020-1, Class C, 10.50%, 07/15/26^(b)		150		169,461
Allegiant Travel Co., 8.50%, 02/05/24 (Call 08/05/23)^(b)		75		77,083
American Airlines Group Inc., 3.75%, 03/01/25^(b)(c)		235		211,079
American Airlines Inc., 11.75%, 07/15/25^(b)		1,285		1,480,744
American Airlines Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/26^(b)		1,725		1,709,665
American Airlines Pass Through Trust
Series 2013-1, Class A, 4.00%, 01/15/27		143		134,995
Series 2013-2, Class A, 4.95%, 07/15/24		138		136,575
Series 2014-1, Class A, 3.70%, 04/01/28		291		275,336
Azul Investments LLP, 7.25%, 06/15/26 (Call 06/15/24)^(d)		400		343,700
British Airways Pass Through Trust, Series 2013-1, Class A, 4.63%, 12/20/25^(b)		80		79,396
Continental Airlines 2012-2 Class A Pass Through Trust, Series 2012-2 A, Class A, 4.00%, 10/29/24		147		145,445
Delta Air Lines Inc.
2.90%, 10/28/24 (Call 09/28/24)		515		491,809
3.80%, 04/19/23 (Call 03/19/23)		197		196,612
7.00%, 05/01/25^(b)		1,574		1,684,322
7.38%, 01/15/26 (Call 12/15/25)		595		633,812
Delta Air Lines Inc. Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25		130		128,319
Delta Air Lines Inc./SkyMiles IP Ltd., 4.50%, 10/20/25^(b)		1,522		1,516,079


Security	Par (000)		Value

Airlines (continued)
Gol Finance SA, 7.00%, 01/31/25^(d)	$	650	$	559,214
Hawaiian Airlines Pass Through Certificates, Series 2013-1, Class A, 3.90%, 07/15/27^(c)		158		141,680
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26 (Call 01/20/24)^(b)		575		561,206
Southwest Airlines Co.
4.75%, 05/04/23		670		680,720
5.25%, 05/04/25 (Call 04/04/25)		1,037		1,070,215
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25 (Call 09/20/23)^(b)		273		288,154
U.S. Airways Pass Through Trust, Series 2013-1, Class A, 3.95%, 05/15/27		168		161,066
United Airlines Holdings Inc.
4.88%, 01/15/25^(c)		190		184,078
5.00%, 02/01/24^(c)		160		159,426
United Airlines Inc., 4.38%, 04/15/26 (Call 10/15/25)^(b)		975		939,510
United Airlines Pass Through Trust
Series 16-2, Class B, 3.65%, 04/07/27^(c)		15		14,298
Series 2012-1 A, Class A, 4.15%, 10/11/25		139		138,151
Series 2013-1, Class A, 4.30%, 08/15/25		330		328,933
Series 2014-1, Class A, 4.00%, 10/11/27		234		230,126
Series 2014-2, Class A, 3.75%, 03/03/28		127		124,345
Series 2016-1, Class B, 3.65%, 07/07/27^(c)		82		76,829
Series 2018-1, Class B, 4.60%, 09/01/27		85		81,786
Series 2020-1, Class B, 4.88%, 07/15/27		208		200,738


				15,905,044

Apparel — 0.1%
Hanesbrands Inc.
4.63%, 05/15/24 (Call 02/15/24)^(b)		535		530,254
4.88%, 05/15/26 (Call 02/15/26)^(b)		490		478,975
Michael Kors USA Inc., 4.50%, 11/01/24 (Call 09/01/24)^(b)		425		415,956
NIKE Inc.
2.40%, 03/27/25 (Call 02/27/25)		598		584,288
2.75%, 03/27/27 (Call 01/27/27)		200		193,064
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		948		955,745
Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)		93		93,417
Under Armour Inc., 3.25%, 06/15/26 (Call 03/15/26)		330		304,752
VF Corp., 2.40%, 04/23/25 (Call 03/23/25)		463		447,841
William Carter Co. (The), 5.63%, 03/15/27 (Call 05/31/22)^(b)		250		249,080


				4,253,372

Auto Manufacturers — 1.3%
American Honda Finance Corp.
0.65%, 09/08/23		190		184,536
0.75%, 08/09/24		150		141,768
0.88%, 07/07/23		460		450,349
1.00%, 09/10/25		1,120		1,030,814
1.20%, 07/08/25		346		321,873
1.30%, 09/09/26		335		304,294
1.50%, 01/13/25		1,005		957,102
1.95%, 05/10/23		924		916,608
2.15%, 09/10/24		515		501,770
2.40%, 06/27/24		529		521,568
2.90%, 02/16/24		147		146,377
3.45%, 07/14/23		515		518,734
3.55%, 01/12/24		832		837,949
3.63%, 10/10/23		401		404,461
Aston Martin Capital Holdings Ltd., 10.50%, 11/30/25 (Call 11/01/24)^(b)		630		634,681


Security	Par (000)		Value

Auto Manufacturers (continued)
Baic Finance Investment Co. Ltd., 2.00%, 03/16/24^(d)	$	200	$	192,718
BMW Finance NV, 2.40%, 08/14/24 (Call 07/14/24)^(b)		525		514,468
BMW U.S. Capital LLC
0.75%, 08/12/24^(b)		232		219,194
0.80%, 04/01/24^(b)		595		568,273
1.25%, 08/12/26 (Call 07/12/26)^(b)		410		371,284
2.25%, 09/15/23 (Call 07/15/23)^(b)		225		222,993
3.15%, 04/18/24 (Call 03/18/24)^(b)		555		553,324
3.45%, 04/01/27^(b)		1,000		983,940
3.90%, 04/09/25 (Call 03/09/25)^(b)		964		971,105
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		245		224,819
3.65%, 10/01/23 (Call 07/01/23)		613		618,192
Daimler Finance North America LLC
0.75%, 03/01/24^(b)		225		215,206
1.45%, 03/02/26^(b)		260		237,679
2.13%, 03/10/25^(b)		705		674,657
2.70%, 06/14/24^(b)		304		298,960
3.30%, 05/19/25^(b)		310		306,447
3.50%, 08/03/25^(b)		135		133,894
3.65%, 02/22/24^(b)		310		310,837
3.70%, 05/04/23^(b)		405		408,236
Daimler Trucks Finance North America LLC
1.63%, 12/13/24^(b)		300		284,874
2.00%, 12/14/26^(b)		500		457,425
3.50%, 04/07/25^(b)		500		494,745
3.65%, 04/07/27^(b)		1,000		977,480
Ford Motor Co., 4.35%, 12/08/26 (Call 09/08/26)		800		767,936
Ford Motor Credit Co. LLC
2.30%, 02/10/25 (Call 01/10/25)		725		673,249
2.70%, 08/10/26 (Call 07/10/26)		815		727,061
3.10%, 05/04/23		540		534,028
3.37%, 11/17/23		495		487,001
3.38%, 11/13/25 (Call 10/13/25)		1,180		1,112,575
3.66%, 09/08/24		515		499,844
3.81%, 01/09/24 (Call 11/09/23)		500		492,570
4.06%, 11/01/24 (Call 10/01/24)		730		714,451
4.13%, 08/04/25		800		774,624
4.27%, 01/09/27 (Call 11/09/26)		480		454,104
4.38%, 08/06/23		475		475,451
4.39%, 01/08/26		625		602,781
4.54%, 08/01/26 (Call 06/01/26)		380		364,925
4.69%, 06/09/25 (Call 04/09/25)		450		441,130
4.95%, 05/28/27 (Call 04/28/27)		300		291,660
5.13%, 06/16/25 (Call 05/16/25)		895		891,751
5.58%, 03/18/24 (Call 02/18/24)		740		747,763
Geely Automobile Holdings Ltd., 4.00%,
(Call 12/09/24)^(a)(d)(e)		200		190,056
Geely Finance Hong Kong Ltd., 3.00%, 03/05/25^(d)		200		189,790
General Motors Co.
4.88%, 10/02/23		379		386,895
5.40%, 10/02/23		882		906,608
6.13%, 10/01/25 (Call 09/01/25)		584		615,501
General Motors Financial Co. Inc.
1.05%, 03/08/24		390		373,183
1.20%, 10/15/24		690		648,069
1.25%, 01/08/26 (Call 12/08/25)		674		602,880
1.50%, 06/10/26 (Call 05/10/26)		1,205		1,071,474
1.70%, 08/18/23		168		164,695
2.35%, 02/26/27 (Call 01/26/27)		900		810,927


Security	Par (000)		Value

Auto Manufacturers (continued)
2.75%, 06/20/25 (Call 05/20/25)	$	1,650	$	1,582,647
2.90%, 02/26/25 (Call 01/26/25)		818		792,372
3.50%, 11/07/24 (Call 09/07/24)		687		681,648
3.70%, 05/09/23 (Call 03/09/23)		724		728,206
3.95%, 04/13/24 (Call 02/13/24)		763		766,121
4.00%, 01/15/25 (Call 10/15/24)		535		534,428
4.00%, 10/06/26 (Call 07/06/26)		185		180,906
4.15%, 06/19/23 (Call 05/19/23)		871		880,206
4.25%, 05/15/23		352		356,059
4.30%, 07/13/25 (Call 04/13/25)		180		180,331
4.35%, 04/09/25 (Call 02/09/25)		271		272,187
5.10%, 01/17/24 (Call 12/17/23)		944		964,494
5.25%, 03/01/26 (Call 12/01/25)		355		364,503
Harley-Davidson Financial Services Inc., 3.35%, 06/08/25 (Call 05/08/25)^(b)		667		649,304
Honda Motor Co. Ltd.
2.27%, 03/10/25 (Call 02/10/25)		350		339,584
2.53%, 03/10/27 (Call 02/10/27)		575		545,445
Hyundai Assan Otomotiv Sanayi ve Ticaret AS, 1.63%, 07/12/26^(d)		200		181,016
Hyundai Capital America
0.80%, 01/08/24^(b)		967		920,864
0.88%, 06/14/24^(b)		570		535,429
1.00%, 09/17/24^(b)		300		280,131
1.25%, 09/18/23^(b)		1,062		1,030,469
1.30%, 01/08/26 (Call 12/08/25)^(b)		1,105		992,047
1.50%, 06/15/26 (Call 05/15/26)^(b)		1,045		933,509
1.65%, 09/17/26 (Call 08/17/26)^(b)		635		566,153
1.80%, 10/15/25 (Call 09/15/25)^(b)(c)		790		727,811
2.65%, 02/10/25 (Call 01/10/25)^(b)		495		475,626
3.40%, 06/20/24^(d)		450		445,599
4.13%, 06/08/23^(d)		300		302,517
4.30%, 02/01/24^(d)		225		226,984
5.88%, 04/07/25 (Call 03/07/25)^(b)		774		808,900
Hyundai Capital Services Inc., 1.25%, 02/08/26^(d)		200		180,792
Hyundai Motor Manufacturing Indonesia PT, 1.75%, 05/06/26^(d)		400		366,332
Jaguar Land Rover Automotive PLC, 7.75%, 10/15/25 (Call 10/15/22)^(b)		440		449,381
JB Poindexter & Co. Inc., 7.13%, 04/15/26 (Call 05/31/22)^(b)		275		275,814
Kia Corp.
1.00%, 04/16/24^(d)		400		381,756
1.75%, 10/16/26^(d)		200		182,230
2.38%, 02/14/25^(d)		200		192,932
Nissan Motor Acceptance Co. LLC
1.13%, 09/16/24^(b)		430		399,264
1.85%, 09/16/26 (Call 08/16/26)^(b)		600		520,896
Nissan Motor Acceptance Corp.
1.05%, 03/08/24^(b)		240		226,697
2.00%, 03/09/26^(b)		20		17,875
3.88%, 09/21/23^(b)		626		626,538
Nissan Motor Co. Ltd.
3.04%, 09/15/23^(b)		755		747,684
3.52%, 09/17/25 (Call 08/17/25)^(b)		1,025		990,642
PACCAR Financial Corp.
0.35%, 08/11/23		77		74,771
0.35%, 02/02/24		14		13,353
0.50%, 08/09/24		290		273,424
0.80%, 06/08/23		68		66,775


Security	Par (000)		Value

Auto Manufacturers (continued)
0.90%, 11/08/24	$	175	$	165,489
1.10%, 05/11/26		230		209,454
1.80%, 02/06/25		206		198,236
2.00%, 02/04/27		950		889,817
2.15%, 08/15/24		370		362,297
3.40%, 08/09/23		113		113,885
Toyota Motor Corp.
0.68%, 03/25/24 (Call 02/25/24)		1,120		1,070,518
1.34%, 03/25/26 (Call 02/25/26)		2,082		1,916,877
2.36%, 07/02/24		336		330,634
3.42%, 07/20/23		239		240,809
Toyota Motor Credit Corp.
0.50%, 08/14/23		315		306,341
0.50%, 06/18/24		510		482,480
0.63%, 09/13/24		750		707,422
0.80%, 01/09/26		15		13,620
1.13%, 06/18/26		855		776,502
1.35%, 08/25/23		1,435		1,410,246
1.45%, 01/13/25		970		923,818
1.80%, 02/13/25		353		337,909
1.90%, 01/13/27		800		742,680
2.00%, 10/07/24		435		423,042
2.25%, 10/18/23		193		191,300
2.90%, 04/17/24		233		232,166
3.00%, 04/01/25		185		182,749
3.05%, 03/22/27		515		500,812
3.35%, 01/08/24		231		232,363
3.40%, 04/14/25		38		38,016
3.45%, 09/20/23		744		750,071
Volkswagen Group of America Finance LLC
0.88%, 11/22/23^(b)		955		917,383
1.25%, 11/24/25 (Call 10/24/25)^(b)		1,345		1,225,833
2.85%, 09/26/24^(b)		220		215,934
3.35%, 05/13/25^(b)		810		797,161
4.25%, 11/13/23^(b)		790		799,725


				77,064,857

Auto Parts & Equipment — 0.1%
Adient Global Holdings Ltd., 4.88%, 08/15/26 (Call 05/30/22)^(b)		410		365,966
American Axle & Manufacturing Inc.
6.25%, 03/15/26 (Call 05/10/22)^(c)		90		86,889
6.50%, 04/01/27 (Call 05/31/22)		250		233,877
BorgWarner Inc.
3.38%, 03/15/25 (Call 12/15/24)		199		197,328
5.00%, 10/01/25^(b)		170		174,687
Clarios Global LP, 6.75%, 05/15/25 (Call 05/30/22)^(b)(c)		237		242,942
Clarios Global LP/Clarios US Finance Co., 6.25%, 05/15/26 (Call 05/31/22)^(b)		455		461,452
Cooper-Standard Automotive Inc.
5.63%, 11/15/26 (Call 05/16/22)^(b)		200		93,656
13.00%, 06/01/24 (Call 06/01/22)^(b)(c)		125		126,437
Dana Financing Luxembourg Sarl, 5.75%, 04/15/25 (Call 05/30/22)^(b)		200		198,972
GC EOS Buyer Inc., 9.25%, 08/01/25 (Call 08/01/22)^(b)(c)		120		125,123
Goodyear Tire & Rubber Co. (The)
4.88%, 03/15/27 (Call 12/15/26)^(c)		375		348,892
5.00%, 05/31/26 (Call 05/31/22)		465		446,684
9.50%, 05/31/25 (Call 05/31/22)		385		403,630
IHO Verwaltungs GmbH, 4.75%, 09/15/26 (Call 05/10/22), (5.50% PIK)^(b)(f)		270		254,070


Security	Par (000)		Value

Auto Parts & Equipment (continued)
Magna International Inc.
3.63%, 06/15/24 (Call 03/15/24)	$	201	$	201,619
4.15%, 10/01/25 (Call 07/01/25)		115		116,564
Meritor Inc., 6.25%, 06/01/25 (Call 06/01/22)^(b)		185		191,542
Tenneco Inc.
5.00%, 07/15/26 (Call 05/31/22)^(c)		270		258,868
5.38%, 12/15/24 (Call 05/31/22)		135		131,470
ZF North America Capital Inc., 4.75%, 04/29/25^(b)		470		459,740


				5,120,408

Banks — 10.8%
ABN AMRO Bank NV
1.54%, 06/16/27 (Call 06/16/26)^(a)(b)		700		625,121
4.40%, 03/27/28 (Call 03/27/23)^(a)(d)		600		599,928
4.75%, 07/28/25^(b)		580		584,501
4.80%, 04/18/26^(b)		130		130,632
ABQ Finance Ltd.
1.88%, 09/08/25^(d)		600		562,128
3.13%, 09/24/24^(d)		200		197,226
Access Bank PLC, 6.13%, 09/21/26^(d)		200		187,984
ADIB Capital Invest 2 Ltd., 7.13%, (Call 09/20/23)^(a)(d)(e)		400		414,736
Agricultural Bank of China Ltd./Hong Kong
0.70%, 06/17/24^(d)		200		189,826
1.00%, 10/22/23^(d)		400		388,004
1.25%, 06/17/26^(d)		400		365,592
2.25%, 03/01/27^(d)		200		187,914
Agricultural Bank of China Ltd./New York
0.85%, 01/19/24^(d)		600		577,092
1.25%, 01/19/26^(d)		800		738,384
1.50%, 01/18/25^(d)		200		190,752
AHB Sukuk Co. Ltd., 4.38%, 09/19/23^(d)		200		203,268
Ahli United Sukuk Ltd., 3.88%,^(a)(d)(e)		400		379,712
AIB Group PLC, 4.26%, 04/10/25 (Call 04/10/24)^(a)(b)		585		580,297
Akbank TAS
5.13%, 03/31/25^(d)		200		188,090
6.80%, 02/06/26^(d)		400		384,860
6.80%, 06/22/31 (Call 06/22/26)^(a)(d)		200		185,234
AKCB Finance Ltd., 4.75%, 10/09/23^(d)		400		405,600
ANZ New Zealand Int’l Ltd./London
1.25%, 06/22/26^(b)		315		284,322
2.17%, 02/18/25^(b)		200		193,000
3.40%, 03/19/24^(b)		695		696,251
Arab National Bank, 3.33%, 10/28/30 (Call 10/28/25)^(a)(d)		400		386,672
ASB Bank Ltd.
1.63%, 10/22/26^(b)		200		181,822
3.13%, 05/23/24^(b)		415		413,041
3.75%, 06/14/23^(b)		274		276,570
AUB Sukuk Ltd., 2.62%, 09/09/26^(d)		400		377,616
Australia & New Zealand Banking Group Ltd.
2.95%, 07/22/30 (Call 07/22/25)^(a)(b)		1,250		1,188,587
4.40%, 05/19/26^(b)		200		199,286
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		1,155		1,116,596
1.13%, 09/18/25		1,395		1,266,172
Banco Bradesco SA/Cayman Islands
3.20%, 01/27/25^(d)		400		388,360
4.38%, 03/18/27^(c)(d)		200		195,270
Banco de Bogota SA, 6.25%, 05/12/26^(d)		600		597,540
Banco de Credito del Peru
2.70%, 01/11/25 (Call 12/11/24)^(c)(d)		400		383,160
3.13%, 07/01/30 (Call 07/01/25)^(a)(d)		600		547,464


Security	Par (000)		Value

Banks (continued)
3.25%, 09/30/31 (Call 09/30/26)^(a)(d)	$	200	$	180,232
Banco del Estado de Chile, 2.70%, 01/09/25 (Call 12/09/24)^(d)		400		388,908
Banco do Brasil SA/Cayman
3.25%, 09/30/26^(d)		200		186,548
4.63%, 01/15/25^(d)		600		599,706
4.75%, 03/20/24^(d)		600		607,380
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa, 4.13%, 06/06/24^(d)		650		651,742
Banco Nacional de Comercio Exterior SNC/Cayman Islands
2.72%, 08/11/31 (Call 08/11/26)^(a)(d)		400		369,692
4.38%, 10/14/25^(d)		600		615,456
Banco Santander Chile, 2.70%, 01/10/25 (Call 12/10/24)^(c)(d)		500		479,160
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, 5.38%, 04/17/25^(d)		1,200		1,231,296
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26)^(a)		800		704,568
1.85%, 03/25/26		1,100		1,000,516
2.71%, 06/27/24		1,390		1,362,673
2.75%, 05/28/25		1,175		1,122,407
3.50%, 03/24/25		1,000		987,260
4.18%, 03/24/28 (Call 03/24/27)^(a)		600		582,840
5.18%, 11/19/25		235		239,597
Banco Votorantim SA, 4.38%, 07/29/25^(d)		400		393,816
Bancolombia SA, 3.00%, 01/29/25 (Call 12/29/24)		725		680,637
Bangkok Bank PCL/Hong Kong, 4.05%, 03/19/24^(d)		600		606,882
Bank Mandiri Persero Tbk PT
2.00%, 04/19/26^(d)		200		184,468
3.75%, 04/11/24^(d)		447		446,222
4.75%, 05/13/25^(d)		200		204,414
Bank Muscat SAOG, 4.75%, 03/17/26^(d)		600		597,972
Bank Negara Indonesia Persero Tbk PT
3.75%, 03/30/26^(d)		400		380,808
4.30%, (Call 03/24/27)^(a)(d)(e)		200		184,030
Bank of America Corp.
0.52%, 06/14/24 (Call 06/14/23), (SOFR + 0.410%)^(a)		1,035		1,001,042
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		4,312		4,140,684
0.98%, 04/22/25 (Call 04/22/24), (SOFR + 0.690%)^(a)		1,092		1,032,311
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		190		176,987
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(a)		3,100		2,798,773
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(a)		3,532		3,236,760
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)^(a)		191		187,537
1.53%, 12/06/25 (Call 12/06/24), (SOFR + 0.650%)^(a)		1,510		1,415,489
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(a)		5,255		4,716,730
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(a)		555		537,118
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)		3,775		3,570,168
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		1,130		1,088,732
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(a)		915		844,527
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		285		279,357
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		1,039		1,016,537
3.38%, 04/02/26 (Call 04/02/25)^(a)		1,500		1,467,720
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(a)		1,394		1,383,155
3.50%, 04/19/26		55		54,019


Security	Par (000)		Value

Banks (continued)
3.84%, 04/25/25 (Call 04/25/24)^(a)(c)	$	1,380	$	1,378,675
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)^(a)		1,400		1,403,178
3.88%, 08/01/25		290		291,496
4.00%, 04/01/24		907		919,771
4.00%, 01/22/25		252		252,375
4.10%, 07/24/23		959		974,565
4.13%, 01/22/24		1,041		1,056,126
4.20%, 08/26/24		1,200		1,213,800
4.25%, 10/22/26		115		114,957
4.38%, 04/27/28 (Call 04/27/27)^(a)		1,350		1,347,853
4.45%, 03/03/26		630		631,796
Series L, 3.95%, 04/21/25		410		408,729
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(a)		2,810		2,547,434
Bank of China Hong Kong Ltd., 5.90%, (Call 09/14/23)^(a)(b)(e)		2,000		2,070,560
Bank of China Ltd.
3.50%, 04/20/27^(d)		200		198,740
5.00%, 11/13/24^(d)		1,600		1,649,168
Bank of China Ltd./Hong Kong
0.75%, 02/04/24^(d)		1,000		957,350
1.25%, 06/24/25^(d)		600		562,398
2.38%, 01/16/25^(d)		600		585,450
3.13%, 04/17/24^(d)		200		199,880
Bank of China Ltd./London, 1.00%, 11/02/24^(d)		200		188,942
Bank of China Ltd./Luxembourg, 1.40%, 04/28/26^(d)		400		368,640
Bank of China Ltd./Paris, 0.95%, 09/21/23^(d)		600		582,708
Bank of China/Johannesburg, 1.88%, 02/16/25^(d)		200		192,422
Bank of Communications Co. Ltd., 3.80%, (Call 11/18/25)^(a)(d)(e)		1,500		1,489,980
Bank of Communications Co. Ltd./Hong Kong 1.20%, 09/10/25^(d)		400		372,068
1.32%, 05/17/23, (3 mo. LIBOR US + 0.850%)^(a)(d)		200		200,562
1.86%, 07/20/23, (3 mo. LIBOR US + 0.800%)^(a)(d)		1,000		1,002,510
Bank of Communications Hong Kong Ltd., 2.30%, 07/08/31 (Call 07/08/26)^(a)(d)		650		597,064
Bank of East Asia Ltd. (The), 4.00%, 05/29/30 (Call 05/29/25)^(a)(d)		500		490,345
Bank of Ireland Group PLC, 4.50%, 11/25/23^(b)		790		801,929
Bank of Montreal
0.40%, 09/15/23		535		516,810
0.63%, 07/09/24		715		673,537
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(a)		110		98,794
1.25%, 09/15/26		1,535		1,371,139
1.50%, 01/10/25		1,135		1,073,960
1.85%, 05/01/25		327		310,444
2.15%, 03/08/24		950		930,876
2.50%, 06/28/24		657		645,621
2.65%, 03/08/27		1,000		937,850
4.34%, 10/05/28 (Call 10/05/23)^(a)		759		763,888
Series E, 3.30%, 02/05/24		976		977,279
Bank of New York Mellon Corp. (The)
0.35%, 12/07/23 (Call 11/07/23)		60		57,662
0.50%, 04/26/24 (Call 03/26/24)		685		651,839
0.75%, 01/28/26 (Call 12/28/25)		195		176,986
1.05%, 10/15/26 (Call 09/15/26)		950		854,534
1.60%, 04/24/25 (Call 03/24/25)		1,176		1,116,177
2.05%, 01/26/27 (Call 12/26/26)		1,045		977,650
2.10%, 10/24/24		749		731,885


Security	Par (000)		Value

Banks (continued)
2.20%, 08/16/23 (Call 06/16/23)	$	750	$	743,977
2.80%, 05/04/26 (Call 02/04/26)		105		102,539
3.25%, 09/11/24 (Call 08/11/24)		497		497,388
3.35%, 04/25/25		430		429,144
3.40%, 05/15/24 (Call 04/15/24)		117		117,755
3.45%, 08/11/23		437		440,479
3.95%, 11/18/25 (Call 10/18/25)		20		20,313
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		92		92,936
Series G, 3.00%, 02/24/25 (Call 01/24/25)		271		268,997
Series J, 0.85%, 10/25/24 (Call 09/25/24)		785		742,461
Bank of New Zealand
2.29%, 01/27/27^(b)		480		447,936
3.50%, 02/20/24^(b)		345		346,180
Bank of Nova Scotia (The)
0.40%, 09/15/23		1,040		1,006,242
0.55%, 09/15/23		155		150,015
0.65%, 07/31/24		2,005		1,881,833
0.70%, 04/15/24		2,370		2,253,751
1.05%, 03/02/26		1,300		1,167,101
1.30%, 06/11/25		246		228,322
1.30%, 09/15/26		2,615		2,339,667
1.35%, 06/24/26^(c)		1,120		1,011,013
1.45%, 01/10/25		1,000		944,960
1.95%, 02/02/27		1,000		911,750
2.20%, 02/03/25		534		514,023
2.95%, 03/11/27		1,000		952,200
3.40%, 02/11/24		1,236		1,238,175
3.45%, 04/11/25		430		425,120
4.50%, 12/16/25		25		25,258
Bank of Nova Scotia/The., 2.44%, 03/11/24		1,000		984,380
Bank of the Philippine Islands
2.50%, 09/10/24^(d)		200		198,038
4.25%, 09/04/23^(d)		200		203,494
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26),
(SOFR + 2.090%)^(a)		175		164,866
Bank Rakyat Indonesia Persero Tbk PT
3.95%, 03/28/24^(d)		200		200,388
4.63%, 07/20/23^(d)		200		202,158
BankUnited Inc., 4.88%, 11/17/25 (Call 08/17/25)		210		216,789
Banque Federative du Credit Mutuel SA
1.00%, 02/04/25^(b)		1,110		1,025,529
1.60%, 10/04/26^(b)		1,880		1,689,500
2.38%, 11/21/24^(b)		405		391,169
3.75%, 07/20/23^(b)		492		494,947
Barclays PLC
1.01%, 12/10/24 (Call 12/10/23)^(a)		125		119,211
2.28%, 11/24/27 (Call 11/24/26)^(a)		1,000		900,260
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)^(a)		1,110		1,062,892
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(a)		1,545		1,540,241
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)		625		630,325
4.38%, 09/11/24		400		401,628
4.38%, 01/12/26		1,250		1,246,587
5.20%, 05/12/26		1,235		1,250,672
BBK BSC, 5.50%, 07/09/24^(d)		600		611,034
BBVA Bancomer SA/Texas
1.88%, 09/18/25^(d)		400		370,228
4.38%, 04/10/24^(d)		200		201,252
BDO Unibank Inc., 2.13%, 01/13/26^(d)		400		381,180


Security	Par (000)		Value

Banks (continued)
BNG Bank NV
1.50%, 10/16/24^(b)(c)	$	980	$	946,660
2.63%, 02/27/24^(b)		1,000		997,400
3.00%, 09/20/23^(b)		500		502,600
BNP Paribas SA
1.32%, 01/13/27 (Call 01/13/26)^(a)(b)		2,100		1,866,018
1.68%, 06/30/27 (Call 06/30/26)^(a)(b)		1,100		979,693
2.22%, 06/09/26 (Call 06/09/25)^(a)(b)		1,420		1,324,505
2.59%, 01/20/28^(a)(b)		770		701,539
2.82%, 11/19/25 (Call 11/19/24)^(a)(b)		1,435		1,382,780
3.38%, 01/09/25^(b)		850		836,213
4.71%, 01/10/25 (Call 01/10/24)^(a)(b)		650		655,083
BOS Funding Ltd., 4.00%, 09/18/24^(d)		400		398,428
BOSCI BVI Ltd., 1.25%, 09/10/23^(d)		400		387,888
Boubyan Sukuk Ltd., 2.59%, 02/18/25^(d)		400		391,580
Boubyan Tier 1 Sukuk Ltd., 3.95%, (Call 10/01/26)^(a)(d)(e)		200		191,354
BPCE SA
1.63%, 01/14/25^(b)		975		919,405
1.65%, 10/06/26 (Call 10/06/25)^(a)(b)		1,185		1,075,850
2.05%, 10/19/27 (Call 10/19/26)^(a)(b)		1,345		1,203,277
2.38%, 01/14/25^(b)		1,360		1,301,316
4.00%, 09/12/23^(b)		280		281,467
4.00%, 04/15/24		880		887,867
4.50%, 03/15/25^(b)		580		578,538
4.63%, 07/11/24^(b)		215		216,376
4.88%, 04/01/26^(b)		200		200,438
5.15%, 07/21/24^(b)		405		411,553
5.70%, 10/22/23^(b)		385		394,633
Burgan Bank SAK
2.75%, 12/15/31 (Call 09/15/26)^(a)(d)		200		175,114
5.75%, (Call 07/09/24)^(a)(d)(e)		400		385,928
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24),
(3 mo. LIBOR US + 2.470%)^(a)		130		128,085
Canadian Imperial Bank of Commerce
0.50%, 12/14/23		1,480		1,420,948
0.95%, 06/23/23		205		200,752
0.95%, 10/23/25		60		54,491
1.00%, 10/18/24		830		780,241
1.25%, 06/22/26		745		665,255
2.25%, 01/28/25		448		431,491
3.10%, 04/02/24		818		814,074
3.50%, 09/13/23		629		633,214
CBQ Finance Ltd.
2.00%, 09/15/25^(d)		400		377,020
2.00%, 05/12/26^(d)		200		186,496
5.00%, 05/24/23^(d)		200		203,510
China CITIC Bank International Ltd., 4.63%, 02/28/29
(Call 02/28/24)^(a)(d)		250		250,855
China Construction Bank Corp.
2.45%, 06/24/30 (Call 06/24/25)^(a)(d)		1,200		1,142,508
2.85%, 01/21/32 (Call 01/21/27)^(a)(d)		600		560,796
4.25%, 02/27/29 (Call 02/27/24)^(a)(d)		1,510		1,523,243
China Construction Bank Corp./Hong Kong
0.86%, 04/22/24^(d)		600		573,804
1.25%, 08/04/25^(d)		600		562,008
1.46%, 04/22/26^(d)		600		555,252
China Development Bank
3.00%, 06/01/26^(d)		600		595,092
3.38%, 01/24/27^(d)		200		201,156


Security	Par (000)		Value

Banks (continued)
China Everbright Bank Co. Ltd.
0.84%, 06/15/24^(d)	$	200	$	190,060
2.14%, 08/03/23^(a)(d)		1,000		1,000,510
China Everbright Bank Co. Ltd./Hong Kong, 0.93%, 03/11/24^(d)		200		191,692
China Everbright Bank Co. Ltd./Luxembourg, 0.83%, 09/14/24^(d)		200		188,920
China Merchants Bank Co. Ltd./Hong Kong, 1.20%, 09/10/25^(d)		600		555,780
China Merchants Bank Co. Ltd./Luxembourg Branch, 1.25%, 09/01/26^(d)		200		181,822
CIMB Bank Bhd, 1.77%, 10/09/24, (3 mo. LIBOR US + 0.780%)^(a)(d)		400		400,844
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23)		1,085		1,093,734
Citigroup Inc.
0.78%, 10/30/24 (Call 10/30/23), (SOFR + 0.686%)^(a)		242		231,807
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		875		824,967
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(a)		2,349		2,096,201
1.28%, 11/03/25 (Call 11/03/24), (SOFR + 0.528%)^(a)		215		201,223
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(a)		1,655		1,472,669
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)^(a)		839		826,893
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(a)		1,535		1,451,496
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(a)		1,210		1,138,743
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		2,767		2,681,610
3.20%, 10/21/26 (Call 07/21/26)		1,530		1,474,262
3.29%, 03/17/26 (Call 03/17/25)^(a)		1,000		975,710
3.30%, 04/27/25		120		118,648
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		1,886		1,858,672
3.40%, 05/01/26		25		24,370
3.50%, 05/15/23		278		279,776
3.70%, 01/12/26		375		370,871
3.75%, 06/16/24		499		502,658
3.88%, 10/25/23		635		643,826
3.88%, 03/26/25		295		294,578
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)		500		487,330
4.00%, 08/05/24		446		448,881
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		1,361		1,368,513
4.40%, 06/10/25		1,513		1,524,574
4.60%, 03/09/26^(c)		290		292,190
5.50%, 09/13/25		1,131		1,179,938
Citizens Bank N.A./Providence RI, 2.25%, 04/28/25 (Call 03/28/25)		170		162,840
Citizens Financial Group Inc.
2.85%, 07/27/26 (Call 04/27/26)		53		51,015
4.30%, 12/03/25 (Call 11/03/25)		110		110,516
Comerica Bank, 2.50%, 07/23/24		395		386,946
Comerica Inc., 3.70%, 07/31/23 (Call 06/30/23)		1,201		1,208,855
Commercial Bank of Dubai PSC, 6.00%, (Call 04/21/26)^(a)(d)(e)		400		402,668
Commercial Bank PSQC (The), 4.50%, (Call 03/03/26)^(a)(d)(e)		400		382,480
Commerzbank AG, 8.13%, 09/19/23^(b)		450		470,718
Commonwealth Bank of Australia
1.13%, 06/15/26^(b)		645		582,151
2.30%, 03/14/25^(b)		1,000		968,790
2.55%, 03/14/27^(b)		1,000		942,850


Security	Par (000)		Value

Banks (continued)
Cooperatieve Rabobank U.A.
1.00%, 09/24/26 (Call 09/24/25)^(a)(b)	$	600	$	542,886
1.11%, 02/24/27 (Call 02/24/26)^(a)(b)		2,180		1,946,064
1.34%, 06/24/26 (Call 06/24/25)^(a)(b)		1,050		968,814
1.98%, 12/15/27^(a)(b)		1,100		997,425
2.63%, 07/22/24^(b)		745		730,249
3.88%, 09/26/23^(b)		352		355,133
4.38%, 08/04/25		435		435,922
Cooperatieve Rabobank U.A./New York
1.38%, 01/10/25		985		935,100
3.38%, 05/21/25		290		288,304
Corebridge Finacial Inc, 3.50%, 04/04/25		480		475,109
Credicorp Ltd., 2.75%, 06/17/25 (Call 05/17/25)^(d)		600		565,752
Credit Agricole SA
1.25%, 01/26/27 (Call 01/26/26)^(a)(b)		1,050		932,232
2.02%, 01/11/27^(b)(c)		980		894,475
Credit Agricole SA/London
1.91%, 06/16/26 (Call 06/16/25)^(a)(b)		1,240		1,151,675
3.25%, 10/04/24^(b)		1,545		1,524,421
Credit Suisse AG/New York NY
0.50%, 02/02/24		420		399,722
0.52%, 08/09/23		550		533,165
1.25%, 08/07/26		935		826,923
2.95%, 04/09/25		1,005		976,770
Credit Suisse Group AG
1.31%, 02/02/27 (Call 02/02/26)^(a)(b)		830		726,623
2.19%, 06/05/26 (Call 06/05/25)^(a)(b)		1,875		1,734,581
2.59%, 09/11/25 (Call 09/11/24)^(a)(b)		950		905,977
3.75%, 03/26/25		720		707,112
3.80%, 06/09/23		630		632,287
4.21%, 06/12/24 (Call 06/12/23)^(a)(b)		515		516,226
4.55%, 04/17/26		1,915		1,909,676
Credit Suisse USA Inc., 3.70%, 02/21/25		540		534,924
Daegu Bank Ltd. (The), 3.75%, 08/13/23^(d)		200		200,994
Danske Bank A/S
1.23%, 06/22/24 (Call 06/22/23)^(b)		850		804,202
1.55%, 09/10/27^(a)(b)		200		176,838
1.62%, 09/11/26 (Call 09/11/25)^(a)(b)		200		181,056
3.24%, 12/20/25 (Call 12/20/24)^(a)(b)		975		946,637
3.77%, 03/28/25^(a)(b)		600		593,712
3.88%, 09/12/23^(b)		250		250,803
4.30%, 04/01/28^(a)(b)		500		484,320
5.38%, 01/12/24^(b)		735		750,200
DBS Group Holdings Ltd.
1.82%, 03/10/31 (Call 03/10/26)^(a)(d)		400		367,188
3.30%, (Call 02/27/25)^(a)(d)(e)		400		386,732
4.52%, 12/11/28 (Call 12/11/23)^(a)(b)(c)		410		415,469
Deutsche Bank AG
4.10%, 01/13/26		75		74,316
4.30%, 05/24/28 (Call 05/24/23), (5 year USD Swap + 2.248%)^(a)		810		794,837
4.50%, 04/01/25		700		685,895
Deutsche Bank AG/London, 3.70%, 05/30/24		684		685,231
Deutsche Bank AG/New York NY
0.90%, 05/28/24		575		542,783
0.96%, 11/08/23		760		732,397
1.45%, 04/01/25 (Call 04/01/24), (SOFR + 1.131%)^(a)		1,332		1,258,500
1.69%, 03/19/26		535		488,525
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)^(a)		1,235		1,120,985
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(a)		1,170		1,137,930


Security	Par (000)		Value

Banks (continued)
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(a)	$	915	$	810,104
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		895		796,684
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)		830		816,239
4.10%, 01/13/26		100		98,983
Dexia Credit Local SA, 1.63%, 10/16/24^(b)		1,480		1,433,010
DIB Sukuk Ltd.
1.96%, 06/22/26^(d)		400		372,632
2.95%, 02/20/25^(d)		500		489,965
2.95%, 01/16/26^(d)		1,000		971,020
DIB Tier 1 Sukuk 3 Ltd., 6.25%, (Call 01/22/25)^(a)(d)(e)		400		414,708
DIB Tier 1 Sukuk 4 Ltd., 4.63%, (Call 05/19/26)^(a)(d)(e)		200		200,136
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		755		733,739
3.45%, 07/27/26 (Call 04/27/26)		30		29,150
4.68%, 08/09/28 (Call 08/09/23)^(a)		465		469,306
DNB Bank ASA
1.54%, 05/25/27 (Call 05/25/26)^(a)(b)		960		863,280
2.97%, 03/28/25^(a)(b)		1,000		988,000
Doha Finance Ltd., 2.38%, 03/31/26^(d)		400		377,128
Ecobank Transnational Inc., 9.50%, 04/18/24^(d)		400		411,784
EI Sukuk Co. Ltd., 1.83%, 09/23/25^(d)		200		188,918
Emirates Development Bank PJSC
1.64%, 06/15/26^(d)		400		369,904
3.52%, 03/06/24^(d)		400		401,412
Emirates NBD Bank PJSC
1.64%, 01/13/26^(d)		400		371,636
2.63%, 02/18/25^(d)		800		777,184
6.13%, (Call 03/20/25)^(a)(d)(e)		400		404,060
6.13%, (Call 04/09/26)^(a)(d)(e)		400		405,032
Fab Sukuk Co. Ltd.
1.41%, 01/14/26^(d)		400		370,956
3.88%, 01/22/24^(d)		600		605,154
Federation des Caisses Desjardins du Quebec
0.70%, 05/21/24^(b)		495		467,656
2.05%, 02/10/25^(b)		560		532,711
Fifth Third Bancorp.
1.71%, 11/01/27 (Call 11/01/26), (SOFR + 0.685%)^(a)		985		888,303
2.38%, 01/28/25 (Call 12/28/24)		410		395,744
3.65%, 01/25/24 (Call 12/25/23)		1,520		1,524,393
4.30%, 01/16/24 (Call 12/16/23)		234		236,995
First Abu Dhabi Bank PJSC, 4.50%, (Call 04/05/26)^(a)(d)(e)		600		593,346
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)		320		319,098
First-Citizens Bank & Trust Co., 3.93%, 06/19/24
(Call 06/19/23), (SOFR + 3.827%)^(a)		240		241,212
Freedom Mortgage Corp.
6.63%, 01/15/27 (Call 01/15/24)^(b)		340		293,906
7.63%, 05/01/26 (Call 05/01/23)^(b)		310		282,054
8.13%, 11/15/24 (Call 05/31/22)^(b)		205		198,682
8.25%, 04/15/25 (Call 05/31/22)^(b)		288		276,322
Goldman Sachs Group Inc. (The)
0.66%, 09/10/24 (Call 09/10/23), (SOFR + 0.505%)^(a)		1,027		987,460
0.86%, 02/12/26 (Call 02/12/25), (SOFR + 0.609%)^(a)		275		251,042
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)^(a)		1,040		1,000,210
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(a)		1,400		1,253,196
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		863		771,738
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)		1,715		1,514,671
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		2,000		1,933,080
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(a)		1,945		1,746,435
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(a)		910		837,555
3.00%, 03/15/24		400		396,936


Security	Par (000)		Value

Banks (continued)
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)	$	902	$	887,748
3.50%, 05/31/24^(g)		36		36,165
3.50%, 01/23/25 (Call 10/23/24)		1,285		1,274,167
3.50%, 04/01/25 (Call 03/01/25)		2,703		2,670,564
3.50%, 11/16/26 (Call 11/16/25)		1,050		1,025,472
3.62%, 03/15/28 (Call 03/15/27), (SOFR + 1.846%)^(a)		2,680		2,579,286
3.63%, 02/20/24 (Call 01/20/24)		1,237		1,238,992
3.75%, 05/22/25 (Call 02/22/25)		661		658,310
3.75%, 02/25/26 (Call 11/25/25)		890		883,797
3.85%, 07/08/24 (Call 04/08/24)		1,008		1,014,219
3.85%, 01/26/27 (Call 01/26/26)		600		587,112
4.00%, 03/03/24		1,846		1,863,168
4.25%, 10/21/25		1,135		1,138,598
Gulf International Bank BSC, 2.38%, 09/23/25^(d)		200		192,172
Hana Bank
3.50%, 01/30/24^(d)		200		200,966
4.25%, 10/14/24^(d)		200		201,912
HSBC Holdings PLC
0.73%, 08/17/24 (Call 08/17/23), (SOFR + 0.534%)^(a)		970		934,440
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)^(a)		1,115		1,047,241
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)^(a)		795		762,453
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)^(a)		1,340		1,191,340
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)^(a)		1,565		1,450,489
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)^(a)		1,030		962,525
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(a)		1,250		1,129,875
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)		1,240		1,194,108
3.00%, 03/10/26 (Call 03/10/25), (SOFR + 1.430%)^(a)		2,325		2,241,253
3.60%, 05/25/23		350		353,143
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(a)		1,245		1,239,460
3.90%, 05/25/26		325		320,187
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)^(a)		685		687,904
4.25%, 03/14/24		1,045		1,051,531
4.25%, 08/18/25		995		991,796
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(a)		145		144,181
4.30%, 03/08/26		1,945		1,949,337
4.38%, 11/23/26		500		496,300
HSBC USA Inc., 3.50%, 06/23/24		470		470,188
Huntington Bancshares Inc./OH
2.63%, 08/06/24 (Call 07/06/24)		1,117		1,096,302
4.00%, 05/15/25 (Call 04/15/25)		376		378,406
ICICI Bank Ltd./Dubai, 4.00%, 03/18/26^(d)		200		198,352
Industrial & Commercial Bank of China Ltd.
3.20%, (Call 09/24/26)^(a)(d)(e)		3,200		3,047,232
4.88%, 09/21/25^(d)		600		617,502
Industrial & Commercial Bank of China Ltd./Dubai DIFC, 1.81%, 10/17/24, (3 mo. LIBOR US + 0.770%)^(a)(d)		600		601,806
Industrial & Commercial Bank of China Ltd./Hong Kong
1.00%, 07/20/23^(d)		1,000		975,200
1.20%, 07/20/25^(d)		1,000		935,860
1.66%, 09/16/24, (3 mo. LIBOR US + 0.780%)^(a)(d)		800		801,800
Industrial & Commercial Bank of China Ltd./London,
2.03%, 10/25/23, (3 mo. LIBOR US + 0.850%)^(a)(d)		400		401,396
Industrial & Commercial Bank of China Ltd./Singapore
1.20%, 09/09/25^(d)		600		559,974
2.01%, 04/25/24, (3 mo. LIBOR US + 0.830%)^(a)(d)		800		804,080


Security	Par (000)		Value

Banks (continued)
Industrial & Commercial Bank of China Macau Ltd., 2.88%, 09/12/29 (Call 09/12/24)^(a)(d)	$	1,200	$	1,167,156
Industrial Bank Co. Ltd./Hong Kong
0.88%, 06/10/24^(d)		700		666,540
1.13%, 11/06/23^(d)		200		193,196
ING Groep NV
1.40%, 07/01/26 (Call 07/01/25)^(a)(b)		475		433,889
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)^(a)		665		599,498
3.55%, 04/09/24		610		608,713
3.87%, 03/28/26 (Call 03/28/25), (SOFR + 1.640%)^(a)		1,000		989,110
4.02%, 03/28/28 (Call 03/28/27)^(a)		500		485,575
4.10%, 10/02/23		995		1,004,821
4.63%, 01/06/26^(b)		200		202,050
4.70%, 03/22/28 (Call 03/22/23)^(a)(d)		400		400,936
International Bank of Azerbaijan OJSC, 3.50%, 09/01/24^(d)		480		456,000
Intesa Sanpaolo SpA
5.02%, 06/26/24^(b)		1,130		1,110,711
5.25%, 01/12/24		240		243,967
5.71%, 01/15/26^(b)		725		721,607
Series XR, 3.25%, 09/23/24^(b)		465		455,533
Itau Unibanco Holding SA/Cayman Island
3.25%, 01/24/25^(c)(d)		400		388,148
5.13%, 05/13/23^(c)(d)		600		611,166
JPMorgan Chase & Co.
0.56%, 02/16/25 (Call 02/16/24), (SOFR + 0.420%)^(a)		510		483,251
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)^(a)		332		321,097
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)^(a)		1,915		1,788,916
0.82%, 06/01/25 (Call 06/01/24), (SOFR + 0.540%)^(a)		990		931,738
0.97%, 06/23/25 (Call 06/23/24), (SOFR + 0.580%)^(a)		1,205		1,132,820
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(a)		365		325,058
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)		1,330		1,194,500
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(a)		2,020		1,795,659
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)^(a)		619		608,960
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)^(a)		2,335		2,198,543
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		1,830		1,654,906
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(a)		2,990		2,818,374
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)		3,314		3,118,938
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)^(a)		1,405		1,349,151
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(a)		1,015		976,643
2.70%, 05/18/23 (Call 03/18/23)		944		942,980
2.95%, 10/01/26 (Call 07/01/26)		310		297,166
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(a)		1,040		979,555
3.13%, 01/23/25 (Call 10/23/24)		272		269,375
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		908		898,929
3.30%, 04/01/26 (Call 01/01/26)		226		220,994
3.63%, 05/13/24		880		887,322
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		405		393,591
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)^(a)		1,697		1,703,788
3.88%, 02/01/24		320		324,397
3.88%, 09/10/24		1,877		1,886,423
3.90%, 07/15/25 (Call 04/15/25)		163		163,856
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		1,155		1,143,184
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		1,089		1,093,911
4.08%, 04/26/26 (Call 04/26/25), (SOFR + 1.320%)^(a)		1,775		1,771,681


Security	Par (000)		Value

Banks (continued)
4.13%, 12/15/26	$	300	$	298,389
4.32%, 04/26/28 (Call 04/26/27), (SOFR + 1.560%)^(a)		2,430		2,422,977
7.63%, 10/15/26		415		473,386
7.75%, 07/15/25		25		27,794
Kasikornbank PCL/Hong Kong, 3.34%, 10/02/31 (Call 10/02/26)^(a)(d)		200		184,490
Kasikornbank Public Company Ltd., 3.26%, 07/12/23^(d)		200		199,980
KeyBank N.A./Cleveland OH, 3.30%, 06/01/25		150		148,836
KeyCorp., 4.15%, 10/29/25		190		192,117
KfW
0.25%, 10/19/23		335		323,741
0.25%, 03/08/24		1,455		1,390,354
0.38%, 07/18/25		5,755		5,301,679
0.50%, 09/20/24		1,315		1,244,003
0.63%, 01/22/26		6,584		6,039,832
1.00%, 10/01/26		125		114,799
1.38%, 08/05/24		2,502		2,422,261
2.00%, 05/02/25		2,461		2,393,987
2.50%, 11/20/24		2,844		2,817,693
2.63%, 02/28/24		2,528		2,524,461
Kookmin Bank
1.38%, 05/06/26^(d)		200		183,806
1.75%, 05/04/25^(c)(d)		800		761,208
4.35%, (Call 07/02/24)^(a)(d)(e)		200		198,800
Korea Development Bank (The)
0.40%, 03/09/24		200		190,706
1.00%, 09/09/26		400		362,220
2.13%, 10/01/24		400		391,352
3.00%, 01/13/26		800		791,248
3.25%, 02/19/24		450		452,025
3.38%, 09/16/25		400		401,320
3.75%, 01/22/24		400		405,040
Kreditanstalt fuer Wiederaufbau, 1.25%, 01/31/25		2,005		1,917,081
Landeskreditbank Baden-Wuerttemberg Foerderbank, 2.00%, 07/23/24^(d)		1,430		1,403,345
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		140		128,944
2.00%, 01/13/25		1,827		1,783,298
2.38%, 01/23/24^(d)		1,684		1,673,947
2.38%, 06/10/25		270		265,151
3.13%, 11/14/23		1,037		1,044,757
Series 40, 0.50%, 05/27/25		836		775,699
Lloyds Banking Group PLC
1.63%, 05/11/27 (Call 05/11/26)^(a)		1,620		1,452,962
2.44%, 02/05/26 (Call 02/05/25)^(a)		875		835,782
3.51%, 03/18/26 (Call 03/18/25)^(a)		1,000		982,100
3.75%, 03/18/28 (Call 03/18/27)^(a)		1,600		1,544,640
3.87%, 07/09/25 (Call 07/09/24)^(a)		340		339,371
3.90%, 03/12/24		495		496,119
4.05%, 08/16/23		585		590,762
4.45%, 05/08/25		330		333,260
4.50%, 11/04/24		320		322,570
4.65%, 03/24/26		1,005		1,004,899
M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)		535		538,007
Macquarie Bank Ltd.
2.30%, 01/22/25^(b)		580		560,245
3.23%, 03/21/25^(b)		500		494,315
3.90%, 01/15/26^(b)		410		407,716
4.00%, 07/29/25^(b)		510		511,872


Security	Par (000)		Value

Banks (continued)
Macquarie Group Ltd.
1.20%, 10/14/25 (Call 10/14/24)^(a)(b)	$	675	$	631,220
1.34%, 01/12/27 (Call 01/12/26)^(a)(b)		870		774,187
1.63%, 09/23/27 (Call 09/23/26)^(a)(b)(c)		865		761,105
1.94%, 04/14/28 (Call 04/14/27), (SOFR + 0.995%)^(a)(b)		1,000		875,820
4.10%, 06/21/28^(a)(b)		500		484,080
Malayan Banking Bhd, 1.26%, 08/16/24, (3 mo. LIBOR US + 0.800%)^(a)(d)		600		602,916
MAR Sukuk Ltd., 2.21%, 09/02/25^(d)		600		573,048
Mashreqbank PSC, 4.25%, 02/26/24^(d)		200		202,542
Metropolitan Bank & Trust Co., 2.13%, 01/15/26^(d)		400		379,544
Mitsubishi UFJ Financial Group Inc.
0.95%, 07/19/25 (Call 07/19/24)^(a)		1,115		1,046,996
0.96%, 10/11/25 (Call 10/11/24)^(a)		820		764,273
1.41%, 07/17/25		1,645		1,519,684
1.54%, 07/20/27 (Call 07/20/26)^(a)		1,250		1,120,000
1.64%, 10/13/27 (Call 10/13/26)^(a)		1,000		892,470
2.19%, 02/25/25		1,165		1,116,687
2.34%, 01/19/28 (Call 01/19/27)^(a)		940		862,149
2.80%, 07/18/24		305		300,129
3.41%, 03/07/24		1,209		1,208,117
3.76%, 07/26/23		1,567		1,581,886
3.78%, 03/02/25		65		65,334
3.84%, 04/17/26 (Call 04/17/25)^(a)		1,000		996,260
4.08%, 04/19/28 (Call 04/19/27)^(a)		2,000		1,974,840
Mizuho Financial Group Inc.
1.23%, 05/22/27 (Call 05/22/26)^(a)		400		354,008
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(a)		965		940,605
1.55%, 07/09/27 (Call 07/09/26)^(a)		1,020		911,482
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)^(a)		1,045		988,027
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(a)		1,210		1,173,639
2.65%, 05/22/26 (Call 05/22/25)^(a)		1,000		961,920
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)		265		259,371
2.84%, 09/13/26		200		189,280
3.48%, 04/12/26^(b)		1,000		972,670
3.66%, 02/28/27		200		195,390
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(a)		650		653,055
Morgan Stanley
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.509%)^(a)		290		275,735
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(a)		1,789		1,673,019
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(a)		4,675		4,174,588
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)^(a)		1,155		1,079,220
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)		1,270		1,133,780
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)^(a)		1,485		1,339,678
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		3,091		2,918,739
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		1,145		1,053,984
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)^(a)		915		880,880
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		1,042		1,014,700
3.13%, 07/27/26		1,355		1,298,862
3.62%, 04/17/25 (Call 04/17/24), (SOFR + 1.160%)^(a)		320		318,253
3.63%, 01/20/27		1,200		1,170,708
3.70%, 10/23/24		1,478		1,481,651
3.88%, 01/27/26		390		387,215
3.95%, 04/23/27		2,000		1,960,720
4.00%, 07/23/25		212		212,320
4.10%, 05/22/23		530		535,507
4.21%, 04/20/28 (Call 04/20/27), (SOFR + 1.610%)^(a)		785		779,160
4.35%, 09/08/26		470		470,635


Security	Par (000)		Value

Banks (continued)
5.00%, 11/24/25	$	1,010	$	1,036,846
6.25%, 08/09/26		225		243,617
Series F, 3.88%, 04/29/24		1,265		1,274,095
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		312		289,658
MUFG Bank Ltd., 3.25%, 09/08/24^(b)		300		297,435
Nanyang Commercial Bank Ltd., 3.80%, 11/20/29 (Call 11/20/24)^(a)(d)		500		489,280
National Australia Bank Ltd.
1.39%, 01/12/25^(b)		1,000		947,700
1.89%, 01/12/27^(b)		620		569,854
3.45%, 12/04/23^(b)		250		252,380
National Australia Bank Ltd./New York
2.50%, 07/12/26		215		205,267
3.63%, 06/20/23		255		257,573
National Bank of Canada, 0.75%, 08/06/24		310		291,292
National Bank of Oman SAOG, 5.63%, 09/25/23^(d)		200		202,280
National Securities Clearing Corp., 1.50%, 04/23/25 (Call 03/23/25)^(b)		950		898,567
Natwest Group PLC
1.64%, 06/14/27 (Call 06/14/26)^(a)		845		752,295
2.36%, 05/22/24 (Call 05/22/23)^(a)		420		414,813
3.75%, 11/01/29 (Call 11/01/24)^(a)		710		695,395
3.88%, 09/12/23		1,757		1,762,060
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		515		515,304
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(a)		550		554,879
4.80%, 04/05/26		205		207,003
5.13%, 05/28/24		505		513,110
6.00%, 12/19/23		523		537,738
NatWest Markets PLC
0.80%, 08/12/24^(b)		470		440,555
1.60%, 09/29/26^(b)		1,180		1,058,543
NBK SPC Ltd., 1.63%, 09/15/27 (Call 09/15/26)^(a)(d)		400		360,280
NBK Tier 1 Financing 2 Ltd., 4.50%, (Call 08/27/25)^(a)(d)(e)		400		384,144
NBK Tier 1 Financing Ltd., 3.63%, (Call 08/24/26)^(a)(d)(e)		200		183,068
NBK Tier 2 Ltd., 2.50%, 11/24/30 (Call 11/24/25)^(a)(d)		400		370,616
NCB Tier 1 Sukuk Ltd., 3.50%, (Call 07/26/26)^(a)(d)(e)		600		573,786
Nederlandse Waterschapsbank NV, 1.75%, 01/15/25^(b)(c)		1,930		1,869,649
NongHyup Bank
0.88%, 07/28/24^(d)		200		189,586
1.25%, 07/20/25^(d)		400		372,244
3.88%, 07/30/23^(d)		400		403,960
Nordea Bank Abp
0.63%, 05/24/24^(b)		220		207,931
0.75%, 08/28/25^(b)		30		27,308
1.50%, 09/30/26^(b)		200		179,336
3.75%, 08/30/23^(b)		675		679,826
Norinchukin Bank (The), 1.28%, 09/22/26^(b)		895		803,388
Northern Trust Corp., 3.95%, 10/30/25		170		172,292
NRW Bank
0.38%, 02/10/25^(d)		600		558,870
0.63%, 05/19/25^(d)		48		44,706
0.75%, 10/25/24^(d)		95		90,056
0.88%, 03/09/26^(d)		420		386,165
1.88%, 07/31/24^(d)		2,024		1,979,391
2.25%, 05/31/23^(d)		600		598,392
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		565		517,133


Security	Par (000)		Value

Banks (continued)
0.50%, 02/02/26	$	100	$	90,979
1.50%, 02/12/25		1,692		1,626,773
3.13%, 11/07/23^(c)		215		216,380
Oversea-Chinese Banking Corp. Ltd.
1.83%, 09/10/30 (Call 09/10/25)^(a)(b)		1,335		1,242,111
4.25%, 06/19/24^(b)		510		516,742
Philippine National Bank, 3.28%, 09/27/24^(d)		800		790,008
PNC Bank N.A.
3.50%, 06/08/23 (Call 05/09/23)		515		518,512
3.88%, 04/10/25 (Call 03/10/25)		130		130,360
2.50%, 08/27/24 (Call 07/27/24)		250		244,885
PNC Financial Services Group Inc. (The)
1.15%, 08/13/26 (Call 07/13/26)		715		647,976
2.20%, 11/01/24 (Call 10/02/24)		770		751,466
2.60%, 07/23/26 (Call 05/23/26)		70		67,226
3.50%, 01/23/24 (Call 12/23/23)		1,552		1,561,296
3.90%, 04/29/24 (Call 03/29/24)		939		949,667
QIB Sukuk Ltd.
1.67%, 02/07/25, (3 mo. LIBOR US + 1.350%)^(a)(d)		400		401,896
1.95%, 10/27/25^(d)		200		189,734
3.98%, 03/26/24^(d)		600		607,290
QIIB Senior Sukuk Ltd., 4.26%, 03/05/24^(d)		480		487,315
QNB Finance Ltd.
1.38%, 01/26/26^(d)		400		367,412
1.63%, 09/22/25^(d)		600		560,178
2.10%, 03/12/24^(a)(d)		400		402,648
2.63%, 05/12/25^(d)		600		581,298
3.50%, 03/28/24^(d)		600		601,020
QNB Finansbank AS, 6.88%, 09/07/24^(d)		200		206,064
Rakfunding Cayman Ltd., 4.13%, 04/09/24^(d)		200		201,154
Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25)		450		432,081
RHB Bank Bhd, 3.77%, 02/19/24^(d)		600		603,270
Riyad Sukuk Ltd., 3.17%, 02/25/30 (Call 02/25/25)^(a)(d)		800		782,152
Rizal Commercial Banking Corp., 3.00%, 09/11/24^(d)		200		197,648
Royal Bank of Canada
0.43%, 01/19/24		283		271,278
0.65%, 07/29/24		1,340		1,260,270
0.75%, 10/07/24		1,030		966,686
0.88%, 01/20/26		535		480,280
1.15%, 06/10/25		429		396,752
1.15%, 07/14/26		500		448,280
1.20%, 04/27/26		1,358		1,226,206
1.40%, 11/02/26		1,065		958,670
1.60%, 01/21/25		220		208,736
2.05%, 01/21/27		955		879,870
2.25%, 11/01/24		839		815,198
2.55%, 07/16/24		690		677,946
3.38%, 04/14/25		190		187,988
3.63%, 05/04/27		1,000		981,820
3.70%, 10/05/23		1,204		1,217,196
4.65%, 01/27/26		605		617,161
Samba Funding Ltd., 2.75%, 10/02/24^(d)		600		587,928
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(a)		205		185,964
3.24%, 10/05/26 (Call 08/05/26)		155		147,848
3.45%, 06/02/25 (Call 05/02/25)		836		820,450
3.50%, 06/07/24 (Call 05/07/24)		232		230,770
4.50%, 07/17/25 (Call 04/17/25)		895		902,885
Santander UK Group Holdings PLC
1.09%, 03/15/25 (Call 03/15/24), (SOFR + 0.787%)^(a)		225		212,495


Security	Par (000)		Value

Banks (continued)
1.53%, 08/21/26 (Call 08/21/25)^(a)	$	510	$	463,437
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)^(a)		1,055		937,958
2.47%, 01/11/28 (Call 01/11/27), (SOFR + 1.220%)^(a)		600		542,988
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(a)		575		583,039
Santander UK PLC, 4.00%, 03/13/24		1,135		1,147,292
Shanghai Pudong Development Bank Co. Ltd., 1.00%, 01/19/24^(d)		400		385,124
Shanghai Pudong Development Bank Co. Ltd./Hong Kong, 0.88%, 07/13/24^(d)		400		379,664
Shinhan Bank Co. Ltd.
1.38%, 10/21/26^(c)(d)		200		182,312
2.88%, 04/24/25, (3 mo. LIBOR US + 1.700%)^(a)(d)		600		618,966
3.88%, 03/24/26^(d)		200		198,370
Shinhan Financial Group Co. Ltd.
1.35%, 01/10/26^(d)		400		368,796
2.88%, (Call 05/12/26)^(a)(d)(e)		400		363,256
3.34%, 02/05/30 (Call 02/05/25)^(a)(d)		200		194,768
5.88%, (Call 08/13/23)^(a)(d)(e)		200		203,774
Siam Commercial Bank PCL/Cayman Islands
2.75%, 05/16/23^(d)		200		198,868
3.90%, 02/11/24^(d)		400		403,256
SIB Sukuk Co. III Ltd., 2.85%, 06/23/25^(d)		400		392,548
SIB Tier 1 Sukuk Co., 5.00%, (Call 07/02/25)^(a)(d)(e)		400		403,128
Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)^(a)		100		98,219
SNB Sukuk Ltd., 2.34%, 01/19/27^(d)		400		378,876
Societe Generale SA
1.38%, 07/08/25^(b)		500		461,495
1.49%, 12/14/26 (Call 12/14/25)^(a)(b)		715		634,005
1.79%, 06/09/27 (Call 06/09/26)^(a)(b)		1,135		1,000,775
2.23%, 01/21/26^(a)(b)		1,000		934,760
2.63%, 10/16/24^(b)		660		636,194
2.63%, 01/22/25^(b)		1,710		1,633,187
2.80%, 01/19/28^(a)(b)		500		451,245
3.88%, 03/28/24^(b)		525		522,884
4.25%, 09/14/23^(b)		525		529,321
4.25%, 04/14/25^(b)		1,080		1,065,625
4.75%, 11/24/25^(b)		125		124,609
Standard Chartered PLC
0.99%, 01/12/25^(a)(b)		200		189,804
1.21%, 03/23/25 (Call 03/23/24)^(a)(b)		350		331,629
1.46%, 01/14/27 (Call 01/14/26)^(a)(b)		745		663,057
1.82%, 11/23/25^(a)(b)		1,070		1,002,975
2.61%, 01/12/28^(a)(b)		1,175		1,066,371
2.82%, 01/30/26 (Call 01/30/25)^(a)(b)		1,365		1,305,704
3.52%, 02/12/30 (Call 02/12/25)^(a)(d)		500		481,645
3.79%, 05/21/25 (Call 05/21/24)^(a)(b)		765		757,273
3.97%, 03/30/26^(a)(b)		1,000		983,810
4.05%, 04/12/26^(b)		200		198,024
5.20%, 01/26/24^(b)		435		442,234
State Bank of India/London
1.80%, 07/13/26^(d)		400		364,464
4.38%, 01/24/24^(d)		800		808,168
4.50%, 09/28/23^(d)		200		202,748
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)^(a)		905		827,776
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)^(a)(c)		285		271,414
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(a)		1,900		1,764,150
2.35%, 11/01/25 (Call 11/01/24)^(a)		780		757,411


Security	Par (000)		Value

Banks (continued)
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)^(a)	$	140	$	137,134
3.10%, 05/15/23		311		312,483
3.30%, 12/16/24		421		421,484
3.55%, 08/18/25		357		357,675
3.70%, 11/20/23		611		617,770
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		92		92,812
Sumitomo Mitsui Banking Corp., 3.40%, 07/11/24		260		259,199
Sumitomo Mitsui Financial Group Inc.
0.95%, 01/12/26		1,195		1,070,589
1.40%, 09/17/26		1,980		1,765,685
1.47%, 07/08/25		1,015		941,291
2.17%, 01/14/27		355		325,595
2.35%, 01/15/25		455		437,287
2.45%, 09/27/24		325		315,692
2.63%, 07/14/26		2,215		2,093,707
2.70%, 07/16/24		452		442,978
3.75%, 07/19/23		740		745,920
3.78%, 03/09/26		525		518,674
3.94%, 10/16/23		366		369,711
4.44%, 04/02/24^(b)		325		328,393
Sumitomo Mitsui Trust Bank Ltd.
0.80%, 09/16/24^(b)		540		505,348
1.05%, 09/12/25^(b)		600		547,086
1.35%, 09/16/26^(b)		1,105		989,461
2.55%, 03/10/25^(b)		500		484,245
2.80%, 03/10/27^(b)		1,600		1,517,200
Suncorp-Metway Ltd., 3.30%, 04/15/24^(b)		382		380,915
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		480		434,011
3.50%, 01/29/25		45		44,672
4.35%, 04/29/28^(a)		1,210		1,202,135
Svenska Handelsbanken AB
0.55%, 06/11/24^(b)		480		452,650
1.42%, 06/11/27 (Call 06/11/26)^(a)(b)		630		568,115
3.90%, 11/20/23		260		263,323
Swedbank AB
1.54%, 11/16/26^(b)		1,900		1,730,026
3.36%, 04/04/25^(b)		1,075		1,066,228
Synovus Financial Corp., 5.90%, 02/07/29 (Call 02/07/24)^(a)		155		156,356
TC Ziraat Bankasi AS
5.13%, 09/29/23^(d)		200		196,076
5.38%, 03/02/26^(d)		400		365,976
Texas Capital Bancshares Inc., 4.00%, 05/06/31 (Call 05/06/26)^(a)		185		177,837
Toronto-Dominion Bank (The)
0.45%, 09/11/23		142		137,487
0.55%, 03/04/24		640		610,131
0.75%, 06/12/23		190		185,940
0.75%, 09/11/25		445		405,288
0.75%, 01/06/26		2,250		2,022,930
1.15%, 06/12/25		444		412,312
1.20%, 06/03/26		1,095		987,767
1.25%, 12/13/24		870		825,604
1.25%, 09/10/26		1,030		923,508
1.45%, 01/10/25^(c)		775		734,793
1.95%, 01/12/27		980		900,003
2.35%, 03/08/24		1,000		984,720
2.65%, 06/12/24^(c)		1,053		1,040,848


Security	Par (000)		Value

Banks (continued)
2.80%, 03/10/27	$	900	$	855,513
3.25%, 03/11/24		723		723,513
3.50%, 07/19/23		374		377,194
Truist Bank
1.50%, 03/10/25 (Call 02/10/25)		640		607,469
2.15%, 12/06/24 (Call 11/05/24)		250		242,723
2.64%, 09/17/29 (Call 09/17/24)^(a)		300		290,514
3.20%, 04/01/24 (Call 03/01/24)		439		438,912
3.63%, 09/16/25 (Call 08/16/25)		325		323,450
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)^(a)		436		438,655
Truist Financial Corp.
1.20%, 08/05/25 (Call 07/03/25)		159		147,616
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(a)		1,175		1,068,333
2.50%, 08/01/24 (Call 07/01/24)		1,121		1,100,396
2.85%, 10/26/24 (Call 09/26/24)		748		739,054
3.70%, 06/05/25 (Call 05/05/25)		500		501,260
3.75%, 12/06/23 (Call 11/06/23)		1,011		1,021,241
4.00%, 05/01/25 (Call 03/01/25)		611		617,770
Turkiye Is Bankasi AS
6.13%, 04/25/24^(d)		600		591,762
7.00%, 06/29/28 (Call 06/29/23)^(a)(d)		200		195,620
7.75%, 01/22/30 (Call 01/22/25)^(a)(d)		400		396,144
Turkiye Vakiflar Bankasi TAO
5.25%, 02/05/25^(d)		400		373,852
6.50%, 01/08/26^(d)		400		377,296
8.13%, 03/28/24^(d)		200		202,912
U.S. Bancorp.
1.45%, 05/12/25 (Call 04/11/25)		332		313,162
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)^(a)		420		390,415
2.40%, 07/30/24 (Call 06/28/24)		1,358		1,333,298
3.10%, 04/27/26 (Call 03/27/26)		470		459,716
3.38%, 02/05/24 (Call 01/05/24)		1,199		1,203,640
3.60%, 09/11/24 (Call 08/11/24)		644		647,439
3.70%, 01/30/24 (Call 12/29/23)		35		35,365
3.95%, 11/17/25 (Call 10/17/25)		550		558,597
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		620		599,676
2.80%, 01/27/25 (Call 12/27/24)		675		666,778
UBS AG/London
0.38%, 06/01/23^(b)		630		613,891
0.45%, 02/09/24^(b)		200		190,380
0.70%, 08/09/24^(b)		645		607,209
1.25%, 06/01/26^(b)		1,980		1,781,426
1.38%, 01/13/25, (SOFR + 0.300%)^(b)		755		713,528
UBS Group AG
1.01%, 07/30/24 (Call 07/30/23)^(a)(b)		2,850		2,768,718
1.36%, 01/30/27 (Call 01/30/26)^(a)(b)		380		341,198
1.49%, 08/10/27 (Call 08/10/26)^(a)(b)		565		502,059
3.49%, 05/23/23 (Call 05/23/22)^(b)		395		395,000
4.13%, 09/24/25^(b)		505		505,232
4.13%, 04/15/26^(b)		400		397,708
UniCredit SpA
1.98%, 06/03/27 (Call 06/03/26)^(a)(b)		600		529,272
2.57%, 09/22/26 (Call 09/22/25)^(a)(b)		730		667,424
United Overseas Bank Ltd.
1.75%, 03/16/31 (Call 03/16/26)^(a)(d)		1,000		912,410
3.75%, 04/15/29 (Call 04/15/24)^(a)(b)		865		864,602
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)^(a)		100		93,954


Security	Par (000)		Value

Banks (continued)
Vnesheconombank Via VEB Finance PLC
5.94%, 11/21/23^(d)	$	1,000	$	20,000
6.80%, 11/22/25^(d)		400		8,000
Wachovia Corp., 7.57%, 08/01/26^(g)		175		194,814
Warba Sukuk Ltd., 2.98%, 09/24/24^(d)		200		198,938
Wells Fargo & Co.
0.81%, 05/19/25 (Call 05/19/24), (SOFR + 0.510%)^(a)		540		508,448
1.65%, 06/02/24 (Call 06/02/23), (SOFR + 1.600%)^(a)		3,160		3,106,691
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)^(a)		2,320		2,200,636
2.19%, 04/30/26 (Call 04/30/25), (SOFR + 2.000%)^(a)		1,375		1,299,031
2.41%, 10/30/25 (Call 10/30/24), (SOFR + 1.087%)^(a)		1,923		1,848,811
3.00%, 02/19/25		1,660		1,631,631
3.00%, 04/22/26		1,595		1,533,242
3.00%, 10/23/26		865		826,317
3.20%, 06/17/27, (3 mo. LIBOR US + 1.170%)^(a)		1,000		957,620
3.30%, 09/09/24		935		931,419
3.53%, 03/24/28 (Call 03/24/27), (SOFR + 1.510%)^(a)		1,285		1,237,095
3.55%, 09/29/25		705		700,396
3.75%, 01/24/24 (Call 12/22/23)		2,180		2,197,222
3.91%, 04/25/26 (Call 04/25/25), (SOFR + 1.320%)^(a)		1,155		1,147,169
4.10%, 06/03/26		1,750		1,742,475
4.13%, 08/15/23		246		248,883
4.48%, 01/16/24		742		755,950
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)^(a)		25		23,357
Westpac Banking Corp.
1.02%, 11/18/24		640		606,810
1.15%, 06/03/26		1,030		932,964
2.35%, 02/19/25		75		72,947
2.85%, 05/13/26		475		461,026
2.89%, 02/04/30 (Call 02/04/25)^(a)		767		732,976
3.30%, 02/26/24		1,401		1,407,795
3.65%, 05/15/23		380		383,986
4.32%, 11/23/31 (Call 11/23/26)^(a)		500		490,330
Woori Bank
0.75%, 02/01/26^(d)		600		541,866
4.25%, (Call 10/04/24)^(a)(d)(e)		400		391,952
4.75%, 04/30/24^(d)		200		203,818
Yapi ve Kredi Bankasi AS
5.85%, 06/21/24^(d)		200		195,650
7.88%, 01/22/31 (Call 01/22/26)^(a)(d)		200		195,600
8.25%, 10/15/24^(d)		400		409,536


				634,148,660

Beverages — 0.2%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25)		1,805		1,793,358
Bacardi Ltd., 4.45%, 05/15/25 (Call 03/15/25)^(d)		675		679,232
Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25)		36		36,202
Coca-Cola Co. (The), 1.75%, 09/06/24		910		891,782
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)		105		105,318
Coca-Cola Europacific Partners PLC, 0.80%, 05/03/24^(b)		500		472,725
Coca-Cola European Partners PLC, 1.50%, 01/15/27 (Call 12/15/26)^(b)		200		178,246
Constellation Brands Inc.
4.25%, 05/01/23		245		248,298
4.40%, 11/15/25 (Call 09/15/25)		215		218,831
4.75%, 11/15/24		616		632,256


Security	Par (000)		Value

Beverages (continued)
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)	$	450	$	420,966
2.13%, 10/24/24 (Call 09/24/24)		460		446,849
3.50%, 09/18/23 (Call 08/18/23)		155		156,071
JDE Peet’s NV, 1.38%, 01/15/27 (Call 12/15/26)^(b)		575		501,308
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 05/31/22)		1,295		1,236,609
2.55%, 09/15/26 (Call 06/15/26)		110		104,280
3.13%, 12/15/23 (Call 10/15/23)		519		519,960
4.42%, 05/25/25 (Call 03/25/25)		96		97,975
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26)		632		603,048
PepsiCo Inc.
0.40%, 10/07/23		415		402,832
0.75%, 05/01/23		821		808,036
2.25%, 03/19/25 (Call 02/19/25)		1,036		1,011,623
2.75%, 04/30/25 (Call 01/30/25)		295		291,675
2.85%, 02/24/26 (Call 11/24/25)		582		571,704
3.50%, 07/17/25 (Call 04/17/25)		75		75,532
3.60%, 03/01/24 (Call 12/01/23)		1,154		1,166,625
Suntory Holdings Ltd., 2.25%, 10/16/24 (Call 09/16/24)^(b)		305		292,092


				13,963,433

Biotechnology — 0.2%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)^(c)		482		462,368
2.20%, 02/21/27 (Call 12/21/26)		1,000		927,340
2.25%, 08/19/23 (Call 06/19/23)		724		719,280
2.60%, 08/19/26 (Call 05/19/26)		585		559,137
3.13%, 05/01/25 (Call 02/01/25)		279		276,107
3.63%, 05/22/24 (Call 02/22/24)		417		420,198
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25)		155		155,977
Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25)		961		958,357
Bio-Rad Laboratories Inc., 3.30%, 03/15/27 (Call 02/15/27)		160		153,117
CSL Finance PLC, 3.85%, 04/27/27^(b)		200		199,052
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 05/10/22)		1,369		1,324,261
2.50%, 09/01/23 (Call 07/01/23)		499		496,535
2.95%, 03/01/27 (Call 12/01/26)		260		249,150
3.50%, 02/01/25 (Call 11/01/24)^(c)		508		508,554
3.65%, 03/01/26 (Call 12/01/25)		1,558		1,547,951
3.70%, 04/01/24 (Call 01/01/24)		1,136		1,143,577
Royalty Pharma PLC
0.75%, 09/02/23		386		373,470
1.20%, 09/02/25 (Call 08/02/25)		565		514,472


				10,988,903

Building Materials — 0.1%
Carrier Global Corp., 2.24%, 02/15/25 (Call 01/15/25)		133		127,418
Cemex SAB De CV, 5.13%, (Call 06/08/26)^(a)(d)(e)		400		365,720
CRH America Inc., 3.88%, 05/18/25 (Call 02/15/25)^(b)		500		502,510
Eco Material Technologies Inc., 7.88%, 01/31/27 (Call 01/31/24)^(b)		280		270,939
Fortune Brands Home & Security Inc.
4.00%, 09/21/23 (Call 08/21/23)		400		404,500
4.00%, 06/15/25 (Call 03/15/25)		60		60,087
InterCement Financial Operations BV, 5.75%, 07/17/24 (Call 05/31/22)^(b)		200		171,980
Jeld-Wen Inc.
4.63%, 12/15/25 (Call 05/31/22)^(b)		210		198,614


Security	Par (000)		Value

Building Materials (continued)
6.25%, 05/15/25 (Call 05/31/22)^(b)	$	225	$	230,024
Johnson Controls International PLC, 3.63%, 07/02/24 (Call 04/02/24)^(g)		50		50,137
Koppers Inc., 6.00%, 02/15/25 (Call 05/31/22)^(b)		275		267,055
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		400		370,088
3.00%, 11/15/23 (Call 09/15/23)		72		71,667
Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24)		69		69,846
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		300		294,240
4.20%, 12/01/24 (Call 09/01/24)		225		227,695
Standard Industries Inc./NJ, 5.00%, 02/15/27 (Call 05/31/22)^(b)		460		436,374
Summit Materials LLC/Summit Materials Finance Corp., 6.50%, 03/15/27 (Call 05/10/22)^(b)		30		29,934
Vulcan Materials Co., 4.50%, 04/01/25 (Call 01/01/25)		11		11,251
West China Cement Ltd., 4.95%, 07/08/26 (Call 07/08/24)^(d)		600		542,004


				4,702,083

Chemicals — 0.5%
Cerdia Finanz GmbH, 10.50%, 02/15/27 (Call 02/15/24)^(b)		325		288,428
Air Products and Chemicals Inc., 1.50%, 10/15/25 (Call 09/15/25)		551		516,678
Albemarle Corp., 4.15%, 12/01/24 (Call 09/01/24)		259		262,219
Alpek SAB de CV, 5.38%, 08/08/23^(d)		400		409,032
Bluestar Finance Holdings Ltd.
3.38%, 07/16/24^(d)		400		396,024
3.88%, (Call 06/24/23)^(a)(d)(e)		1,000		999,510
Braskem Finance Ltd., 6.45%, 02/03/24		465		473,444
Braskem Netherlands Finance BV, 8.50%, 01/23/81 (Call 10/24/25)^(a)(d)		400		414,632
Celanese U.S. Holdings LLC
1.40%, 08/05/26 (Call 07/05/26)		500		443,760
3.50%, 05/08/24 (Call 04/08/24)		452		449,907
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
3.30%, 05/01/23 (Call 04/01/23)^(b)(c)		159		159,615
5.13%, 04/01/25 (Call 03/01/25)^(b)		75		78,099
CNAC HK Finbridge Co. Ltd.
2.00%, 09/22/25^(d)		400		372,400
3.35%, (Call 09/22/23)^(a)(d)(e)		600		594,192
3.38%, 06/19/24^(d)		200		198,522
4.88%, 03/14/25^(d)		400		407,564
Consolidated Energy Finance SA, 6.50%, 05/15/26 (Call 05/10/22)^(b)		200		204,016
Cornerstone Chemical Co., 6.75%, 08/15/24 (Call 05/31/22)^(b)(c)		230		207,945
DuPont de Nemours Inc.
4.21%, 11/15/23 (Call 10/15/23)		1,597		1,618,959
4.49%, 11/15/25 (Call 09/15/25)		970		988,973
Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24)		415		413,253
Ecolab Inc., 1.65%, 02/01/27 (Call 01/01/27)		435		400,130
EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25)		840		792,834
Equate Petrochemical BV, 4.25%, 11/03/26^(d)		200		199,172
Equate Sukuk Spc Ltd., 3.94%, 02/21/24^(d)		525		528,271
FMC Corp., 4.10%, 02/01/24 (Call 11/01/23)		27		27,201
Formosa Group Cayman Ltd., 3.38%, 04/22/25^(d)		400		391,872
GPD Companies Inc., 10.13%, 04/01/26 (Call 05/31/22)^(b)		250		260,422


Security	Par (000)		Value

Chemicals (continued)
Hanwha Total Petrochemical Co. Ltd., 3.88%, 01/23/24^(d)	$	200	$	201,018
HB Fuller Co., 4.00%, 02/15/27 (Call 11/15/26)		150		141,591
INEOS Quattro Finance 2 PLC., 3.38%, 01/15/26 (Call 01/15/23)^(b)		280		254,834
International Flavors & Fragrances Inc., 1.23%, 10/01/25 (Call 09/01/25)^(b)		905		824,383
Iris Holdings Inc., 8.75%, 02/15/26 (Call 02/15/23), (9.50% PIK)^(b)(f)		75		71,894
LG Chem Ltd.
1.38%, 07/07/26^(d)		400		362,076
3.25%, 10/15/24^(d)		200		199,152
Linde Inc./CT
2.65%, 02/05/25 (Call 11/05/24)		68		66,810
3.20%, 01/30/26 (Call 10/30/25)		260		257,902
LYB International Finance BV, 4.00%, 07/15/23		636		642,506
LYB International Finance III LLC, 1.25%, 10/01/25 (Call 09/01/25)		560		512,322
LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24)		255		263,400
MEGlobal Canada ULC, 5.00%, 05/18/25^(d)		1,000		1,019,980
Methanex Corp., 4.25%, 12/01/24 (Call 09/01/24)		255		251,078
Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23)		759		767,949
Nutrien Ltd.
1.90%, 05/13/23		105		103,844
3.00%, 04/01/25 (Call 01/01/25)		101		99,304
OCI NV, 4.63%, 10/15/25 (Call 10/15/22)^(b)		162		162,211
OCP SA
4.50%, 10/22/25^(d)		400		400,844
5.63%, 04/25/24^(d)		309		317,303
Orbia Advance Corp. SAB de CV, 1.88%, 05/11/26 (Call 04/11/26)^(d)		400		357,932
Polar U.S. Borrower LLC/Schenectady International Group Inc., 6.75%, 05/15/26 (Call 05/15/23)^(b)		155		125,116
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		465		422,913
2.40%, 08/15/24 (Call 07/15/24)		515		503,268
Rain CII Carbon LLC/CII Carbon Corp., 7.25%, 04/01/25 (Call 05/31/22)^(b)		280		270,368
Rayonier AM Products Inc.
5.50%, 06/01/24 (Call 05/31/22)^(b)(c)		200		196,948
7.63%, 01/15/26 (Call 01/15/24)^(b)		232		220,194
SABIC Capital II BV, 4.00%, 10/10/23^(d)		500		505,565
Sasol Financing USA LLC
4.38%, 09/18/26 (Call 08/18/26)		200		186,790
5.88%, 03/27/24 (Call 02/27/24)		1,099		1,097,000
SCIL USA Holdings LLC, Class-H, 5.38%, 11/01/26 (Call 11/01/23)^(b)		400		365,044
Sherwin-Williams Co. (The)
3.13%, 06/01/24 (Call 04/01/24)		641		637,468
3.45%, 08/01/25 (Call 05/01/25)		200		198,616
SPCM SA, 3.13%, 03/15/27 (Call 03/15/24)^(b)		200		176,724
Syngenta Finance NV, 4.89%, 04/24/25 (Call 02/24/25)^(b)		525		527,515
TPC Group Inc.
10.50%, 08/01/24 (Call 05/31/22)^(b)(h)(i)		480		160,814
10.88%, 08/01/24 (Call 08/02/22)^(b)		50		50,876
Trinseo Materials Operating SCA/Trinseo Materials Finance Inc., 5.38%, 09/01/25 (Call 05/30/22)^(b)		270		261,892
Unigel Luxembourg SA, 8.75%, 10/01/26 (Call 10/01/22)^(d)		200		207,348


Security	Par (000)		Value

Chemicals (continued)
Venator Finance Sarl/Venator Materials LLC, 5.75%, 07/15/25 (Call 05/31/22)^(b)(c)	$	205	$	168,084
Westlake Corp., 3.60%, 08/15/26 (Call 05/15/26)		500		493,685
WR Grace Holdings LLC, 5.63%, 10/01/24^(b)		175		176,234


				26,727,869

Coal — 0.0%
Adaro Indonesia PT, 4.25%, 10/31/24 (Call 10/31/22)^(d)		800		790,664
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp., 7.50%, 05/01/25 (Call 05/31/22)^(b)		210		210,506
China Shenhua Overseas Capital Co. Ltd., 3.88%, 01/20/25^(d)		400		393,252
CONSOL Energy Inc., 11.00%, 11/15/25 (Call 05/31/22)^(b)		50		52,196
Coronado Finance Pty Ltd., 10.75%, 05/15/26 (Call 05/15/23)^(b)		176		189,140
Indika Energy Capital III Pte Ltd., 5.88%, 11/09/24 (Call 05/30/22)^(d)		600		591,114
Natural Resource Partners LP/NRP Finance Corp., 9.13%, 06/30/25 (Call 05/31/22)^(b)		185		187,757
PIC AU Holdings LLC/PIC AU Holdings Corp., 10.00%, 12/31/24 (Call 01/30/23)^(b)(c)		100		103,073


				2,517,702

Commercial Services — 0.5%
Adani Ports & Special Economic Zone Ltd., 3.38%, 07/24/24^(d)		400		391,800
ADT Security Corp. (The), 4.13%, 06/15/23		350		347,732
Ahern Rentals Inc., 7.38%, 05/15/23 (Call 05/31/22)^(b)		270		253,800
Albion Financing 1 Sarl/Aggreko Holdings Inc., 6.13%, 10/15/26 (Call 10/15/23)^(b)		285		268,937
Albion Financing 2SARL, 8.75%, 04/15/27 (Call 10/15/23)^(b)		225		213,586
Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.63%, 07/15/26 (Call 07/15/22)^(b)(c)		1,015		981,008
Alta Equipment Group Inc., 5.63%, 04/15/26 (Call 04/15/23)^(b)		185		171,924
Aptim Corp., 7.75%, 06/15/25 (Call 05/16/22)^(b)(c)		270		211,799
APX Group Inc., 6.75%, 02/15/27 (Call 02/15/23)^(b)(c)		305		302,240
Ashtead Capital Inc., 1.50%, 08/12/26 (Call 07/12/26)^(b)		200		177,826
Atento Luxco 1 SA, 8.00%, 02/10/26 (Call 02/10/24)^(d)		300		294,195
Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25)		210		211,031
Bidvest Group UK PLC (The), 3.63%, 09/23/26^(d)		400		366,960
Block Inc., 2.75%, 06/01/26 (Call 05/01/26)^(b)		520		474,890
Brink’s Co. (The), 5.50%, 07/15/25 (Call 07/15/22)^(b)		180		180,677
Cimpress PLC, 7.00%, 06/15/26 (Call 05/30/22)^(b)		310		291,152
Cintas Corp. No. 2, 3.45%, 05/01/25 (Call 04/01/25)		150		149,529
CMHI Finance BVI Co. Ltd.
3.50%, (Call 10/09/23)^(a)(d)(e)		1,000		1,000,430
4.38%, 08/06/23^(d)		400		404,776
CoreCivic Inc.
4.63%, 05/01/23 (Call 02/01/23)^(c)		98		98,081
8.25%, 04/15/26 (Call 04/15/24)		355		363,545
CPI CG Inc., 8.63%, 03/15/26 (Call 03/15/23)^(b)		164		157,817
DP World Crescent Ltd., 3.91%, 05/31/23^(d)		400		402,412
DP World Salaam, 6.00%, (Call 10/01/25)^(a)(d)(e)		800		810,888
Element Fleet Management Corp.
1.60%, 04/06/24^(b)		40		38,399
3.85%, 06/15/25 (Call 05/15/25)^(b)		61		60,586


Security	Par (000)		Value

Commercial Services (continued)
Equifax Inc.
2.60%, 12/01/24 (Call 11/01/24)	$	665	$	646,998
2.60%, 12/15/25 (Call 11/15/25)		480		458,515
3.95%, 06/15/23 (Call 05/15/23)		264		266,284
ERAC USA Finance LLC
2.70%, 11/01/23 (Call 09/01/23)^(b)		316		313,421
3.30%, 12/01/26 (Call 09/01/26)^(b)		190		184,418
3.80%, 11/01/25 (Call 08/01/25)^(b)		320		321,088
3.85%, 11/15/24 (Call 08/15/24)^(b)		255		256,902
Garda World Security Corp., 4.63%, 02/15/27 (Call 02/15/23)^(b)		300		273,009
GEMS MENASA Cayman Ltd./GEMS Education
Delaware LLC, 7.13%, 07/31/26 (Call 07/31/22)^(d)		400		398,656
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		450		404,051
2.15%, 01/15/27 (Call 12/15/26)		440		399,379
2.65%, 02/15/25 (Call 01/15/25)		630		608,914
3.75%, 06/01/23 (Call 03/01/23)		392		393,854
4.00%, 06/01/23 (Call 05/01/23)		820		827,929
4.80%, 04/01/26 (Call 01/01/26)		466		477,263
Graham Holdings Co., 5.75%, 06/01/26 (Call 05/10/22)^(b)		50		50,481
Grand Canyon University, 4.13%, 10/01/24		280		273,098
GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26)^(b)		820		727,455
Hertz Corp. (The), 4.63%, 12/01/26 (Call 12/01/23)^(b)		250		228,335
HPHT Finance 21 Ltd., 2.00%, 03/19/26 (Call 02/19/26)^(d).		800		744,960
Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer Inc., 5.00%, 02/01/26 (Call 02/01/23)^(b)		215		202,072
Mersin Uluslararasi Liman Isletmeciligi AS, 5.38%, 11/15/24 (Call 11/15/22)^(d)		200		196,180
MoneyGram International Inc., 5.38%, 08/01/26 (Call 08/01/23)^(b)		220		224,343
Moody’s Corp.
3.75%, 03/24/25 (Call 02/24/25)		126		126,798
4.88%, 02/15/24 (Call 11/15/23)		291		298,519
Nielsen Co Luxembourg SARL (The), 5.00%, 02/01/25 (Call 05/30/22)^(b)		260		260,572
PayPal Holdings Inc.
1.35%, 06/01/23		576		568,408
1.65%, 06/01/25 (Call 05/01/25)		871		824,462
2.40%, 10/01/24 (Call 09/01/24)		1,338		1,312,712
Prime Security Services Borrower LLC/Prime Finance Inc.
5.25%, 04/15/24^(b)(c)		420		419,303
5.75%, 04/15/26^(b)		715		687,251
Quanta Services Inc., 0.95%, 10/01/24 (Call 10/01/22)		409		382,660
Ritchie Bros. Auctioneers Inc., 5.38%, 01/15/25 (Call 05/31/22)^(b)		250		250,820
RR Donnelley & Sons Co., 6.13%, 11/01/26 (Call 11/01/23)^(b)		230		225,734
S&P Global Inc., 2.45%, 03/01/27 (Call 02/01/27)^(b)		295		278,029
Sabre GLBL Inc.
7.38%, 09/01/25 (Call 09/01/22)^(b)		445		450,460
9.25%, 04/15/25 (Call 03/16/25)^(b)		410		438,015
Shanghai Port Group BVI Development Co. Ltd., 2.40%, 09/11/24^(d)		400		390,080
Shift4 Payments LLC/Shift4 Payments Finance Sub Inc., 4.63%, 11/01/26 (Call 11/01/22)^(b)		245		234,663
Sodexo Inc., 1.63%, 04/16/26 (Call 03/16/26)^(b)		395		360,110
Team Health Holdings Inc., 6.38%, 02/01/25 (Call 05/16/22)^(b)		350		298,690


Security	Par (000)		Value

Commercial Services (continued)
Triton Container International Ltd.
0.80%, 08/01/23^(b)	$	595	$	572,533
1.15%, 06/07/24 (Call 05/07/24)^(b)		620		583,135
2.05%, 04/15/26 (Call 03/15/26)^(b)		585		530,911
Verisk Analytics Inc., 4.00%, 06/15/25 (Call 03/15/25)		135		135,690
Verscend Escrow Corp., 9.75%, 08/15/26 (Call 05/31/22)^(b)		560		576,800
WASH Multifamily Acquisition Inc., 5.75%, 04/15/26 (Call 04/15/23)^(b)		445		433,359
Yale University, Series 2020, 0.87%, 04/15/25 (Call 03/15/25)		781		732,305
Zhejiang Seaport International Co. Ltd., 1.98%, 03/17/26^(d)		400		372,152


				29,247,796

Computers — 0.7%
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		3,876		3,564,796
0.70%, 02/08/26 (Call 01/08/26)		1,565		1,429,236
0.75%, 05/11/23		1,419		1,397,374
1.13%, 05/11/25 (Call 04/11/25)		2,096		1,976,926
1.80%, 09/11/24 (Call 08/11/24)^(c)		844		823,440
2.05%, 09/11/26 (Call 07/11/26)		365		345,900
2.40%, 05/03/23		1,865		1,867,853
2.45%, 08/04/26 (Call 05/04/26)		1,105		1,066,005
2.50%, 02/09/25		532		524,557
2.75%, 01/13/25 (Call 11/13/24)		844		837,037
2.85%, 05/11/24 (Call 03/11/24)		1,231		1,230,384
3.00%, 02/09/24 (Call 12/09/23)		1,292		1,296,961
3.20%, 05/13/25		807		809,074
3.25%, 02/23/26 (Call 11/23/25)		75		74,871
3.35%, 02/09/27 (Call 11/09/26)		300		298,806
3.45%, 05/06/24		1,096		1,108,341
CA Magnum Holdings, 5.38%, 10/31/26 (Call 10/31/23)^(d)		400		383,208
Dell International LLC/EMC Corp.
4.00%, 07/15/24 (Call 06/15/24)		969		975,405
4.90%, 10/01/26 (Call 08/01/26)		880		897,618
5.45%, 06/15/23 (Call 04/15/23)		474		484,343
5.85%, 07/15/25 (Call 06/15/25)		790		829,848
6.02%, 06/15/26 (Call 03/15/26)		1,500		1,586,895
Diebold Nixdorf Inc.
8.50%, 04/15/24 (Call 05/31/22)^(c)		200		131,704
9.38%, 07/15/25 (Call 07/15/22)^(b)		345		305,415
DXC Technology Co., 1.80%, 09/15/26 (Call 08/15/26)		270		241,801
Exela Intermediate LLC/Exela Finance Inc., 11.50%, 07/15/26 (Call 12/01/22)^(b)		269		99,369
Fortinet Inc., 1.00%, 03/15/26 (Call 02/15/26)		750		667,897
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24)		215		213,474
HCL America Inc., 1.38%, 03/10/26 (Call 02/10/26)^(d)		200		180,478
Hewlett Packard Enterprise Co.
1.45%, 04/01/24 (Call 03/01/24)		792		762,759
4.45%, 10/02/23 (Call 09/02/23)		430		436,480
4.90%, 10/15/25 (Call 07/15/25)		1,170		1,209,160
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		680		611,388
2.20%, 06/17/25 (Call 05/17/25)		774		735,339
International Business Machines Corp.
2.20%, 02/09/27 (Call 01/09/27)		2,155		2,019,774
3.00%, 05/15/24		1,528		1,521,735
3.30%, 05/15/26		955		942,996


Security	Par (000)		Value

Computers (continued)
3.38%, 08/01/23	$	605	$	610,028
3.45%, 02/19/26		1,155		1,148,162
3.63%, 02/12/24		908		915,282
7.00%, 10/30/25		105		116,700
Kyndryl Holdings Inc., 2.05%, 10/15/26 (Call 09/15/26)^(b)		345		301,520
Leidos Inc.
2.95%, 05/15/23 (Call 04/15/23)		181		180,376
3.63%, 05/15/25 (Call 04/15/25)		316		314,174
Lenovo Group Ltd., 5.88%, 04/24/25^(d)		800		831,312
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		864		814,856
3.30%, 09/29/24 (Call 07/29/24)		250		248,012
Presidio Holdings Inc., 4.88%, 02/01/27 (Call 02/01/23)^(b)		280		268,114
Seagate HDD Cayman
4.75%, 06/01/23		282		283,641
4.75%, 01/01/25		278		277,108
4.88%, 03/01/24 (Call 01/01/24)		254		255,234
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25 (Call 06/01/22)^(b)		160		161,046
Vericast Corp., 11.00%, 09/15/26 (Call 09/15/23)^(b)		631		593,960
Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25)		1,410		1,400,920
Wipro IT Services LLC, 1.50%, 06/23/26 (Call 05/23/26)^(d)		600		540,510


				43,149,602

Cosmetics & Personal Care — 0.2%
Colgate-Palmolive Co.
2.10%, 05/01/23		111		110,756
3.25%, 03/15/24		177		178,425
Coty Inc.
5.00%, 04/15/26 (Call 04/15/23)^(b)		470		446,472
6.50%, 04/15/26 (Call 05/31/22)^(b)(c)		290		282,037
Estee Lauder Companies Inc. (The), 2.00%, 12/01/24 (Call 11/01/24)		811		790,506
GSK Consumer Healthcare Capital UK PLC, 3.13%, 03/24/25^(b)		1,000		981,830
GSK Consumer Healthcare Capital US LLC., 3.38%, 03/24/27 (Call 02/24/27)^(b)		960		929,539
Oriflame Investment Holding PLC, 5.13%, 05/04/26 (Call 05/15/23)^(b)		305		219,755
Procter & Gamble Co. (The)
0.55%, 10/29/25		1,635		1,502,647
1.00%, 04/23/26		160		146,589
2.80%, 03/25/27		200		194,456
3.10%, 08/15/23		299		301,598
Revlon Consumer Products Corp., 6.25%, 08/01/24 (Call 05/31/22)		100		33,461
Unilever Capital Corp.
0.38%, 09/14/23		295		285,699
0.63%, 08/12/24 (Call 08/12/22)		200		189,162
2.00%, 07/28/26		200		188,734
2.60%, 05/05/24 (Call 03/05/24)		695		688,335
3.10%, 07/30/25		450		447,903
3.25%, 03/07/24 (Call 02/07/24)		585		586,813
3.38%, 03/22/25 (Call 01/22/25)		100		100,454


				8,605,171

Distribution & Wholesale — 0.1%
Avient Corp., 5.75%, 05/15/25 (Call 05/31/22)^(b)		330		333,165
Chongqing Nan’an Urban Construction & Development Group Co. Ltd., 4.66%, 06/04/24^(d)		600		601,050


Security	Par (000)		Value

Distribution & Wholesale (continued)
Gansu Provincial Highway Aviation Tourism Investment Group Co. Ltd., 3.50%, 06/10/24^(d)	$	400	$	384,824
G-III Apparel Group Ltd., 7.88%, 08/15/25 (Call 08/15/22)^(b)		210		218,427
KAR Auction Services Inc., 5.13%, 06/01/25 (Call 05/31/22)^(b)		505		511,873
Li & Fung Ltd.
4.38%, 10/04/24 (Call 09/04/24)^(d)		400		388,520
4.50%, 08/18/25 (Call 07/18/25)^(d)		200		191,032
Marubeni Corp.
1.32%, 09/18/25 (Call 08/18/25)^(d)		900		825,156
3.56%, 04/26/24 (Call 03/26/24)^(d)		200		199,912
3.75%, 04/17/23 (Call 03/17/23)^(d)		200		200,852
Mitsubishi Corp.
1.13%, 07/15/26 (Call 06/15/26)^(b)		400		360,252
2.50%, 07/09/24^(d)		250		245,657
3.38%, 07/23/24^(d)		200		200,006
Sumitomo Corp.
1.55%, 07/06/26^(d)		400		363,776
2.60%, 07/09/24 (Call 06/09/24)^(d)		500		489,295
Toyota Tsusho Corp., 2.60%, 09/19/24^(d)		400		391,500
Wesco Aircraft Holdings Inc., 9.00%, 11/15/26 (Call 11/15/22)^(b)		470		292,161
Wolverine Escrow LLC, 8.50%, 11/15/24 (Call 05/31/22)^(b).		325		180,824
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25)		535		513,568


				6,891,850

Diversified Financial Services — 2.2%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.15%, 10/29/23		505		482,285
1.65%, 10/29/24 (Call 09/29/24)		975		907,647
1.75%, 01/30/26 (Call 12/30/25)		645		573,669
2.45%, 10/29/26 (Call 09/29/26)		1,110		989,487
2.88%, 08/14/24 (Call 07/14/24)		530		509,288
3.15%, 02/15/24 (Call 01/15/24)		565		550,807
4.13%, 07/03/23 (Call 06/03/23)		660		659,036
4.45%, 10/01/25 (Call 08/01/25)		175		172,020
4.50%, 09/15/23 (Call 08/15/23)		490		490,911
4.88%, 01/16/24 (Call 12/16/23)		495		497,940
6.50%, 07/15/25 (Call 06/15/25)		945		980,504
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22)		2,640		2,457,233
Affiliated Managers Group Inc.
3.50%, 08/01/25		284		283,009
4.25%, 02/15/24		25		25,403
AIG Global Funding
0.45%, 12/08/23^(b)		137		131,069
0.65%, 06/17/24^(b)		675		636,424
0.90%, 09/22/25^(b)		560		507,539
Air Lease Corp.
0.70%, 02/15/24 (Call 01/15/24)		256		242,565
1.88%, 08/15/26 (Call 07/15/26)		265		236,558
2.20%, 01/15/27 (Call 12/15/26)		300		268,257
2.30%, 02/01/25 (Call 01/01/25)		500		473,915
2.88%, 01/15/26 (Call 12/15/25)		528		495,486
3.00%, 09/15/23 (Call 07/15/23)		499		493,506
3.25%, 03/01/25 (Call 01/01/25)		357		345,705
3.38%, 07/01/25 (Call 06/01/25)		750		724,507
3.75%, 06/01/26 (Call 04/01/26)		150		144,261
3.88%, 07/03/23 (Call 06/03/23)		528		529,711
4.25%, 02/01/24 (Call 01/01/24)		570		572,006
4.25%, 09/15/24 (Call 06/15/24)		588		588,159


Security	Par (000)		Value

Diversified Financial Services (continued)
Aircastle Ltd.
4.13%, 05/01/24 (Call 02/01/24)	$	145	$	144,163
4.25%, 06/15/26 (Call 04/15/26)		120		115,876
4.40%, 09/25/23 (Call 08/25/23)		453		454,590
5.25%, 08/11/25 (Call 07/11/25)^(b)		810		808,429
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)		1,182		1,148,880
3.88%, 05/21/24 (Call 04/21/24)		611		613,554
4.63%, 03/30/25		183		186,248
5.13%, 09/30/24		867		893,496
5.75%, 11/20/25 (Call 10/21/25)		580		596,049
5.80%, 05/01/25 (Call 04/01/25)		317		331,313
American Express Co.
1.65%, 11/04/26 (Call 10/04/26)		1,000		915,930
2.25%, 03/04/25 (Call 02/01/25)		310		299,271
2.50%, 07/30/24 (Call 06/30/24)		1,426		1,397,808
2.55%, 03/04/27 (Call 02/01/27)		585		551,362
3.00%, 10/30/24 (Call 09/29/24)		262		259,909
3.13%, 05/20/26 (Call 04/20/26)^(c)		260		255,122
3.38%, 05/03/24		120		119,828
3.40%, 02/22/24 (Call 01/22/24)		1,091		1,093,193
3.63%, 12/05/24 (Call 11/04/24)		166		166,669
3.70%, 08/03/23 (Call 07/03/23)		828		837,290
4.20%, 11/06/25 (Call 10/06/25)		548		559,744
Ameriprise Financial Inc.
3.00%, 04/02/25 (Call 03/02/25)		149		146,974
3.70%, 10/15/24		129		129,833
4.00%, 10/15/23		670		678,234
Antares Holdings LP, 3.95%, 07/15/26 (Call 06/15/26)^(b)		250		228,345
Apollo Management Holdings LP
4.00%, 05/30/24^(b)		20		20,005
4.95%, 01/14/50 (Call 12/17/24)^(a)(b)		285		274,506
Ares Finance Co. III LLC, 4.13%, 06/30/51 (Call 06/30/26)^(a)(b)		305		284,382
ASG Finance Designated Activity Co., 7.88%, 12/03/24 (Call 05/30/22)^(b)		200		191,632
Aviation Capital Group LLC
1.95%, 01/30/26 (Call 12/30/25)^(b)		30		26,777
1.95%, 09/20/26 (Call 08/20/26)^(b)		845		741,648
4.13%, 08/01/25 (Call 06/01/25)^(b)		605		590,177
4.38%, 01/30/24 (Call 12/30/23)^(b)		337		335,628
4.88%, 10/01/25 (Call 07/01/25)^(b)		45		44,776
Avolon Holdings Funding Ltd.
2.13%, 02/21/26 (Call 01/21/26)^(b)		615		549,312
2.53%, 11/18/27 (Call 10/18/27)^(b)		914		784,687
2.88%, 02/15/25 (Call 01/15/25)^(b)		630		594,367
3.25%, 02/15/27 (Call 12/15/26)^(b)		25		22,687
3.95%, 07/01/24 (Call 06/01/24)^(b)		553		544,644
4.25%, 04/15/26 (Call 03/15/26)^(b)		820		789,045
4.38%, 05/01/26 (Call 03/01/26)^(b)		485		468,044
5.25%, 05/15/24 (Call 04/15/24)^(b)		318		320,280
5.50%, 01/15/26 (Call 12/15/25)^(b)		235		235,712
Banco BTG Pactual SA/Cayman Islands
2.75%, 01/11/26 (Call 12/11/25)^(d)		200		183,300
4.50%, 01/10/25 (Call 12/10/24)^(c)(d)		600		591,024
BGC Partners Inc.
3.75%, 10/01/24 (Call 09/01/24)		413		409,531
5.38%, 07/24/23		380		385,658
Blue Bright Ltd., 2.38%, 02/09/26^(d)		400		367,772


Security	Par (000)		Value

Diversified Financial Services (continued)
BOC Aviation Ltd.
1.75%, 01/21/26 (Call 12/21/25)^(d)	$	600	$	549,378
2.63%, 01/17/25 (Call 12/17/24)^(d)		400		386,128
2.75%, 12/02/23^(d)		600		592,350
3.25%, 04/29/25 (Call 03/29/25)^(b)		700		686,371
3.50%, 10/10/24 (Call 09/10/24)^(d)		200		198,722
4.00%, 01/25/24 (Call 12/25/23)^(d)		400		401,452
4.38%, 05/02/23^(d)		200		201,670
BOCOM International Blossom Ltd., 1.75%, 06/28/26^(d)		200		183,020
Bocom Leasing Management Hong Kong Co. Ltd.
1.13%, 06/18/24^(d)		200		189,578
1.75%, 07/14/23 (Call 06/14/23)^(d)		200		195,772
4.38%, 01/22/24^(d)		400		405,012
Brightsphere Investment Group Inc., 4.80%, 07/27/26		140		130,222
Brookfield Finance Inc.
3.90%, 01/25/28 (Call 10/25/27)		210		204,599
4.00%, 04/01/24 (Call 02/01/24)		782		789,030
Cantor Fitzgerald LP
4.50%, 04/14/27^(b)		1,000		973,710
4.88%, 05/01/24 (Call 04/01/24)^(b)		470		478,775
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25), (SOFR + 0.911%)^(a)		770		740,286
Capital One Financial Corp.
1.34%, 12/06/24 (Call 12/06/23), (SOFR + 0.690%)^(a)		1,050		1,009,879
1.88%, 11/02/27 (Call 11/02/26), (SOFR + 0.855%)^(a)		1,015		905,745
2.60%, 05/11/23 (Call 04/11/23)		177		176,510
2.64%, 03/03/26 (Call 03/03/25), (SOFR + 1.290%)^(a)		930		893,023
3.20%, 02/05/25 (Call 01/05/25)		492		483,666
3.30%, 10/30/24 (Call 09/30/24)		1,071		1,058,812
3.50%, 06/15/23		798		801,958
3.75%, 04/24/24 (Call 03/24/24)		432		432,700
3.90%, 01/29/24 (Call 12/29/23)		1,097		1,102,759
4.20%, 10/29/25 (Call 09/29/25)		390		389,450
4.25%, 04/30/25 (Call 03/31/25)		60		60,252
Castlelake Aviation Finance DAC, 5.00%, 04/15/27 (Call 04/15/24)^(b)		200		180,062
CCBL Cayman 1 Corp. Ltd.
1.60%, 09/15/26^(d)		200		179,834
1.80%, 07/22/26^(d)		400		363,976
1.99%, 07/21/25^(d)		200		188,444
3.50%, 05/16/24^(d)		400		397,904
CDBL Funding 1, 4.25%, 12/02/24^(d)		400		403,908
CDBL Funding 2, 2.00%, 03/04/26^(d)		600		554,064
Charles Schwab Corp. (The)
0.75%, 03/18/24 (Call 02/18/24)		760		727,556
0.90%, 03/11/26 (Call 02/11/26)		1,476		1,335,957
1.15%, 05/13/26 (Call 04/13/26)		964		874,628
2.45%, 03/03/27 (Call 02/03/27)		380		357,629
3.00%, 03/10/25 (Call 12/10/24)		258		255,317
3.45%, 02/13/26 (Call 11/13/25)		300		298,308
3.55%, 02/01/24 (Call 01/01/24)		340		342,390
3.63%, 04/01/25 (Call 01/01/25)		10		10,015
3.75%, 04/01/24 (Call 03/02/24)		141		142,225
3.85%, 05/21/25 (Call 03/21/25)		184		186,031
4.20%, 03/24/25 (Call 02/24/25)		453		462,277
China Cinda 2020 I Management Ltd.
1.88%, 01/20/26 (Call 10/20/25)^(d)		600		548,928
2.50%, 03/18/25 (Call 02/18/25)^(d)		400		382,452
China Cinda 2020 I Mngmn Co., 3.25%, 01/28/27 (Call 10/28/26)^(d)		400		380,180


Security	Par (000)		Value

Diversified Financial Services (continued)
China Cinda Finance 2015 I Ltd., 4.25%, 04/23/25^(d)	$	1,000	$	1,002,350
China Cinda Finance 2017 I Ltd.
4.10%, 03/09/24^(d)		600		601,698
4.40%, 03/09/27^(d)		400		399,372
China Development Bank Financial Leasing Co. Ltd.,
2.88%, 09/28/30 (Call 09/28/25)^(a)(d)		600		572,610
China Great Wall International Holdings IV Ltd., 3.95%, (Call 07/31/24)^(a)(d)(e)		200		195,288
China Greatt Wall International lll Co., 4.38%, 05/25/23^(d)		400		401,680
CICC Hong Kong Finance 2016 MTN Ltd.
1.63%, 01/26/24^(d)		800		772,400
2.00%, 01/26/26^(d)		400		372,836
Citadel LP, 4.88%, 01/15/27^(b)		50		48,988
CITIC Securities Finance MTN Co. Ltd.
1.75%, 06/03/23^(d)		200		196,368
2.00%, 06/03/25^(d)		600		570,882
Citigroup Global Markets Holdings Inc./United States, 3.50%, 06/12/24^(d)(g)		2		2,027
Clifford Capital Pte Ltd.
1.12%, 03/23/26 (Call 02/23/26)^(d)		400		367,712
1.73%, 09/10/24^(d)		200		193,654
CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24)		496		491,918
CMS International Gemstone Ltd., 1.30%, 09/16/24^(d)		400		375,152
CNG Holdings Inc., 12.50%, 06/15/24 (Call 05/31/22)^(b)		150		140,409
Coastal Emerald Ltd., 4.30%, (Call 08/01/24)^(a)(d)(e)		600		566,172
Corebridge Financial Inc., 3.65%, 04/05/27		2,000		1,940,600
Credit Acceptance Corp.
5.13%, 12/31/24 (Call 05/10/22)^(b)		295		291,395
6.63%, 03/15/26 (Call 05/10/22)		210		212,232
CSCIF Asia Ltd., 1.13%, 06/10/24^(d)		600		570,630
DAE Sukuk Difc Ltd., 3.75%, 02/15/26^(d)		600		577,140
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		425		424,787
3.95%, 11/06/24 (Call 08/06/24)		205		205,679
4.50%, 01/30/26 (Call 11/30/25)		245		247,374
Dongxing Voyage Co. Ltd., 3.25%, 08/15/24^(d)		200		194,530
Eaton Vance Corp., 3.63%, 06/15/23		125		126,088
Enact Holdings Inc., 6.50%, 08/15/25 (Call 02/15/25)^(b)		430		428,461
Enova International Inc.
8.50%, 09/01/24 (Call 05/31/22)^(b)		123		122,754
8.50%, 09/15/25 (Call 05/31/22)^(b)		220		218,737
Far East Horizon Ltd.
2.63%, 03/03/24^(d)		400		376,424
3.38%, 02/18/25^(d)		200		184,648
Finance of America Funding LLC, 7.88%, 11/15/25 (Call 11/15/22)^(b)		205		183,092
Franklin Resources Inc., 2.85%, 03/30/25		86		84,455
GFH Sukuk Ltd., 7.50%, 01/28/25^(d)		200		198,056
Global Aircraft Leasing Co. Ltd., 6.50%, 09/15/24 (Call 05/30/22), (7.25% PIK)^(b)(f)		969		841,172
goeasy Ltd.
4.38%, 05/01/26 (Call 05/01/23)^(b)		150		140,238
5.38%, 12/01/24 (Call 05/30/22)^(b)		320		313,530
Guangxi Financial Investment Group Co. Ltd., 3.60%, 11/18/23^(d)		200		186,486
Guotai Junan Holdings Ltd., 2.00%, 04/21/26^(d)		200		186,632
Guotai Junan International Holdings Ltd., 2.00%, 03/03/26^(d)		200		186,140
Haitong International Finance Holdings 2015 Ltd., 2.11%, 03/12/25^(d)		400		382,688


Security	Par (000)		Value


Diversified Financial Services (continued)
Haitong International Securities Group Ltd.
2.13%, 07/02/23^(d)	$	600	$	588,948
3.38%, 07/19/24^(d)		400		395,872
Home Point Capital Inc., 5.00%, 02/01/26 (Call 02/01/23)^(b)		285		225,811
Horse Gallop Finance Ltd., 1.70%, 07/28/25^(d)		600		561,960
ICBCIL Finance Co. Ltd.
1.25%, 08/02/24^(d)		200		189,632
1.53%, 11/20/24^(a)(d)		200		199,740
1.61%, 05/15/23, (3 mo. LIBOR US + 1.1%)^(a)(d)		400		400,144
1.63%, 11/02/24^(d)		400		380,480
1.75%, 08/25/25^(d)		800		750,256
1.75%, 08/02/26^(d)		200		181,850
2.25%, 11/02/26^(d)		200		185,110
2.70%, 01/27/27^(d)		400		375,944
3.63%, 05/19/26^(d)		200		196,972
3.75%, 03/05/24^(d)		600		600,978
ICD Sukuk Co. Ltd., 5.00%, 02/01/27^(d)		400		406,608
Intercontinental Exchange Inc.
0.70%, 06/15/23		412		402,858
3.45%, 09/21/23 (Call 08/21/23)		128		128,733
3.75%, 12/01/25 (Call 09/01/25)		925		928,533
4.00%, 10/15/23		397		401,895
Inventive Global Investments Ltd.
1.60%, 09/01/26^(d)		200		181,248
1.65%, 09/03/25^(d)		800		744,128
Invesco Finance PLC
3.75%, 01/15/26		100		99,853
4.00%, 01/30/24		410		413,698
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		64		65,962
Jefferson Capital Holdings LLC, 6.00%, 08/15/26 (Call 08/15/23)^(b)		160		149,776
JIC Zhixin Ltd., 1.50%, 08/27/25^(d)		400		370,996
Joy Treasure Assets Holdings Inc.
1.88%, 11/17/25 (Call 10/17/25)^(d)		200		183,956
2.88%, 09/24/24^(d)		600		583,140
KB Kookmin Card Co. Ltd., 1.50%, 05/13/26^(d)		200		182,018
KB Securities Co. Ltd., 2.13%, 11/01/26^(d)		200		184,102
Korea Investment & Securities Co. Ltd.
1.38%, 07/19/24^(d)		200		189,404
2.13%, 07/19/26^(d)		200		183,044
Kuwait Projects Co. SPC Ltd.
4.23%, 10/29/26^(d)		400		357,636
4.50%, 02/23/27^(d)		200		177,426
Lazard Group LLC, 3.75%, 02/13/25		124		123,814
LD Holdings Group LLC, 6.50%, 11/01/25 (Call 11/01/22)^(b)		255		211,324
LeasePlan Corp. NV, 2.88%, 10/24/24^(b)		420		405,048
Legend Fortune Ltd., 1.38%, 06/02/24^(d)		600		573,840
Legg Mason Inc., 4.75%, 03/15/26		130		134,359
LFS Topco LLC, 5.88%, 10/15/26 (Call 10/15/23)^(b)		160		148,634
LSEGA Financing PLC
0.65%, 04/06/24 (Call 03/06/24)^(b)		1,290		1,221,282
1.38%, 04/06/26 (Call 03/06/26)^(b)		4,220		3,819,100
Mastercard Inc.
2.00%, 03/03/25 (Call 02/03/25)		802		779,680
3.38%, 04/01/24		723		729,840


Security	Par (000)		Value


Diversified Financial Services (continued)
Mirae Asset Securities Co. Ltd.
2.63%, 07/30/25^(d)	$	1,000	$	956,600
3.38%, 05/07/24^(d)		200		198,096
Mitsubishi HC Capital Inc.
3.56%, 02/28/24 (Call 01/28/24)^(b)		200		199,114
3.96%, 09/19/23 (Call 08/19/23)^(b)		645		650,108
Muthoot Finance Ltd., 4.40%, 09/02/23^(d)		200		198,504
Nasdaq Inc., 3.85%, 06/30/26 (Call 03/30/26)		105		105,246
Nationstar Mortgage Holdings Inc., 6.00%, 01/15/27 (Call 01/15/23)^(b)		330		320,410
Navient Corp.
5.00%, 03/15/27 (Call 09/15/26)		350		318,934
5.88%, 10/25/24		260		258,882
6.13%, 03/25/24		455		457,129
6.75%, 06/25/25		265		266,325
6.75%, 06/15/26		250		246,048
7.25%, 09/25/23		150		154,163
Neuberger Berman Group LLC/Neuberger Berman Finance Corp., 4.50%, 03/15/27 (Call 12/15/26)^(b)		50		50,849
NH Investment & Securities Co. Ltd., 1.88%, 10/07/26^(d)		200		182,370
Nomura Holdings Inc.
1.65%, 07/14/26		835		749,955
1.85%, 07/16/25		890		829,471
2.33%, 01/22/27		1,000		910,570
2.65%, 01/16/25		825		798,097
Nuveen Finance LLC, 4.13%, 11/01/24^(b)		790		793,429
Ocean Laurel Co. Ltd., 2.38%, 10/20/25^(d)		200		184,076
OneMain Finance Corp.
3.50%, 01/15/27 (Call 01/15/24)		375		330,045
6.13%, 03/15/24 (Call 09/15/23)		706		708,647
6.88%, 03/15/25		630		636,130
7.13%, 03/15/26		825		839,734
8.25%, 10/01/23		166		172,894
8.88%, 06/01/25 (Call 06/01/22)		325		341,036
Ontario Teachers’ Finance Trust, 1.63%, 09/12/24^(b)		500		484,370
ORIX Corp.
3.25%, 12/04/24		286		283,721
4.05%, 01/16/24		945		955,414
Oxford Finance LLC/Oxford Finance Co-Issuer II Inc., 6.38%, 02/01/27 (Call 02/01/24)^(b)		230		233,192
Park Aerospace Holdings Ltd., 5.50%, 02/15/24^(b)		453		457,956
PennyMac Financial Services Inc., 5.38%, 10/15/25 (Call 10/15/22)^(b)		365		346,896
PHH Mortgage Corp., 7.88%, 03/15/26 (Call 03/15/23)^(b)		220		197,857
Pingan Real Estate Capital Ltd., 3.45%, 07/29/26^(d)		400		350,668
Pioneer Reward Ltd., 2.00%, 04/09/26^(d)		600		559,356
Power Finance Corp. Ltd.
3.25%, 09/16/24^(d)		200		195,894
3.75%, 06/18/24^(d)		200		198,630
Power Sector Assets & Liabilities Management Corp., 7.39%, 12/02/24^(d)		600		657,930
PRA Group Inc., 7.38%, 09/01/25 (Call 09/01/22)^(b)		155		160,343
Private Export Funding Corp., Series EE, 2.80%, 05/15/22		245		245,076
Provident Funding Associates LP/PFG Finance Corp., 6.38%, 06/15/25 (Call 05/31/22)^(b)		175		171,735
REC Ltd.
2.25%, 09/01/26^(d)		200		181,258
3.38%, 07/25/24^(d)		400		393,272
3.50%, 12/12/24^(d)		400		392,684
4.75%, 05/19/23^(d)		200		201,802


Security	Par (000)		Value


Diversified Financial Services (continued)
5.25%, 11/13/23^(d)	$	200	$	203,964
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc., 2.88%, 10/15/26 (Call 10/15/23)^(b)		625		552,275
Sarana Multi Infrastruktur Persero PT, 2.05%, 05/11/26^(d)		200		178,416
Shenwan Hongyuan International Finance Ltd., 1.80%, 07/14/26^(d)		200		184,402
Shinhan Card Co. Ltd.
1.38%, 10/19/25^(d)		200		184,552
1.38%, 06/23/26^(d)		200		179,900
Shriram Transport Finance Co. Ltd.
4.40%, 03/13/24^(d)		600		573,408
5.10%, 07/16/23^(d)		200		196,262
SIHC International Capital Ltd., 4.35%, 09/26/23^(d)		200		201,488
SLM Corp.
3.13%, 11/02/26 (Call 10/02/26)		275		251,518
4.20%, 10/29/25 (Call 09/29/25)		250		244,325
State Elite Global Ltd., 1.95%, 10/24/24, (3 mo. LIBOR US + 0.770%)^(a)(d)		400		399,844
Stifel Financial Corp., 4.25%, 07/18/24		100		100,960
StoneX Group Inc., 8.63%, 06/15/25 (Call 06/15/22)^(b)		195		203,785
Sumitomo Mitsui Finance & Leasing Co. Ltd., 2.51%, 01/22/25 (Call 12/22/24)^(d)		200		191,860
Sunrise Cayman Ltd., 5.25%, 03/11/24^(d)		200		199,900
SURA Asset Management SA, 4.88%, 04/17/24^(d)		306		307,545
Synchrony Financial
4.25%, 08/15/24 (Call 05/15/24)		1,209		1,208,009
4.38%, 03/19/24 (Call 02/19/24)		405		407,539
4.50%, 07/23/25 (Call 04/23/25)		668		670,826
TMX Finance LLC/TitleMax Finance Corp., 11.13%, 04/01/23 (Call 05/31/22)^(b)		39		38,491
United Wholesale Mortgage LLC, 5.50%, 11/15/25 (Call 11/15/22)^(b)(c)		440		404,928
USAA Capital Corp., 0.50%, 05/01/24^(b)		555		528,865
Vertex Capital Investment Ltd., 4.75%, 04/03/24^(d)		600		608,982
Visa Inc.
1.90%, 04/15/27		2,000		1,861,320
3.15%, 12/14/25 (Call 09/14/25)		1,195		1,187,495
VistaJet Malta Finance PLC/XO Management Holding Inc., 7.88%, 05/01/27^(b)		225		211,883
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		880		797,104
2.85%, 01/10/25 (Call 12/10/24)		529		513,421
4.25%, 06/09/23 (Call 05/09/23)		427		430,425
World Acceptance Corp., 7.00%, 11/01/26 (Call 11/01/23)^(b)		170		147,696
Xingsheng BVI Co. Ltd., 1.38%, 08/25/24 (Call 07/25/24)^(d)		200		189,164
XP Inc., 3.25%, 07/01/26 (Call 06/01/26)^(d)		400		367,264


				129,113,373

Electric — 1.5%
Abu Dhabi National Energy Co. PJSC
3.88%, 05/06/24^(d)		400		404,272
4.38%, 04/23/25^(d)		500		509,895
4.38%, 06/22/26^(d)		600		617,832
Adani Green Energy Ltd., 4.38%, 09/08/24^(d)		400		382,928
Adani Transmission Ltd., 4.00%, 08/03/26^(d)		200		191,350
AES Andes SA., 7.13%, 03/26/79 (Call 04/07/24)^(a)(d)		600		584,364
AES Corp. (The)
1.38%, 01/15/26 (Call 12/15/25)		675		607,210
3.30%, 07/15/25 (Call 06/15/25)^(b)		725		702,206


Security	Par (000)		Value


Electric (continued)
Alabama Power Co., Series 13-A, 3.55%, 12/01/23	$	175	$	176,321
Alexander Funding Trust, 1.84%, 11/15/23^(b)		150		143,472
Alliant Energy Finance LLC, 3.75%, 06/15/23 (Call 05/15/23)^(b)		302		303,175
Ameren Corp.
1.95%, 03/15/27 (Call 02/15/27)		650		593,463
2.50%, 09/15/24 (Call 08/15/24)		534		520,864
Ameren Illinois Co., 3.25%, 03/01/25 (Call 12/01/24)		92		91,524
American Electric Power Co. Inc.
2.03%, 03/15/24		380		369,987
3.88%, 02/15/62 (Call 11/15/26)^(a)		650		579,709
Series M, 0.75%, 11/01/23 (Call 05/31/22)		220		212,054
Series N, 1.00%, 11/01/25 (Call 10/01/25)		80		72,756
Appalachian Power Co., 3.40%, 06/01/25 (Call 03/01/25)		90		89,531
Arizona Public Service Co., 3.15%, 05/15/25 (Call 02/15/25)		130		127,724
Ausgrid Finance Pty Ltd., 3.85%, 05/01/23 (Call 02/01/23)^(b)		193		193,452
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		99		97,727
3.20%, 04/15/25 (Call 03/15/25)		509		500,769
Baltimore Gas & Electric Co., 3.35%, 07/01/23 (Call 04/01/23)		599		599,593
Berkshire Hathaway Energy Co.
3.75%, 11/15/23 (Call 08/15/23)		243		245,559
4.05%, 04/15/25 (Call 03/15/25)		1,244		1,262,262
Black Hills Corp., 4.25%, 11/30/23 (Call 08/30/23)		510		515,482
Calpine Corp., 5.25%, 06/01/26 (Call 05/31/22)^(b)		215		213,037
Cemig Geracao e Transmissao SA, 9.25%, 12/05/24 (Call 12/05/23)^(d)		600		647,016
CenterPoint Energy Inc.
1.45%, 06/01/26 (Call 05/01/26)		230		209,183
2.50%, 09/01/24 (Call 08/01/24)		139		135,497
Centrais Eletricas Brasileiras SA, 3.63%, 02/04/25^(d)		300		290,250
CGNPC International Ltd.
2.75%, 07/02/24^(d)		800		786,096
3.88%, 09/11/23^(d)		200		201,498
China Clean Energy Development Ltd., 4.00%, 11/05/25^(d)		400		399,400
China Huadian Overseas Development 2018 Ltd., 3.38%, (Call 06/23/25)^(a)(d)(e)		400		395,484
China Huadian Overseas Development Ltd., 3.88%, 05/17/23^(d)		400		402,316
China Huadian Overseas Development Management Co. Ltd., 4.00%, (Call 05/29/24)^(a)(d)(e)		400		401,464
China Huaneng Group Hong Kong Treasury Management Holding Ltd.
1.60%, 01/20/26^(d)		400		372,016
2.60%, 12/10/24^(d)		400		391,324
2.85%, (Call 12/09/23)^(a)(d)(e)		600		592,686
3.08%, (Call 12/09/25)^(a)(d)(e)		200		193,996
Chugoku Electric Power Co. Inc. (The), 2.40%, 08/27/24^(d)		500		486,270
Cikarang Listrindo Tbk PT, 4.95%, 09/14/26 (Call 05/31/22)^(d)		200		195,752
Cleveland Electric Illuminating Co. (The), 5.50%, 08/15/24		73		75,974
CLP Power HK Finance Ltd., 3.55%, (Call 02/06/25)^(a)(d)(e)		200		198,000
Comision Federal de Electricidad
4.75%, 02/23/27^(d)		400		396,912
4.88%, 01/15/24^(d)		600		601,578


Security	Par (000)		Value


Electric (continued)
Connecticut Light & Power Co. (The), Series A, 0.75%, 12/01/25 (Call 11/01/25)	$	20	$	18,058
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 05/31/22)		150		144,242
Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25)		346		339,056
Consumers Energy Co., 3.38%, 08/15/23 (Call 05/15/23)		239		240,037
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)		187		188,043
Dominion Energy Inc.
3.07%, 08/15/24^(g)		627		615,952
3.90%, 10/01/25 (Call 07/01/25)		120		120,668
Series A, 1.45%, 04/15/26 (Call 03/15/26)		870		793,257
Series A, 3.30%, 03/15/25 (Call 02/15/25)		515		510,313
DPL Inc., 4.13%, 07/01/25 (Call 04/01/25)		200		194,704
Drax Finco PLC, 6.63%, 11/01/25 (Call 05/10/22)^(b)		200		201,766
DTE Electric Co.
3.38%, 03/01/25 (Call 12/01/24)		6		5,978
3.65%, 03/15/24 (Call 12/15/23)		42		42,428
DTE Energy Co.
Series C, 2.53%, 10/01/24		385		374,771
Series F, 1.05%, 06/01/25 (Call 05/01/25)		1,091		1,004,942
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		1,036		945,195
2.65%, 09/01/26 (Call 06/01/26)		325		308,175
3.25%, 01/15/82 (Call 01/15/27)^(a)		300		253,644
3.75%, 04/15/24 (Call 01/15/24)		844		849,815
3.95%, 10/15/23 (Call 07/15/23)		229		230,784
Duke Energy Florida LLC, 3.20%, 01/15/27 (Call 10/15/26)		400		391,868
Duke Energy Ohio Inc., 3.80%, 09/01/23 (Call 06/01/23)		70		70,548
Duke Energy Progress LLC
3.25%, 08/15/25 (Call 05/15/25)		315		313,025
3.38%, 09/01/23 (Call 08/01/23)		384		386,477
Edison International
3.55%, 11/15/24 (Call 10/15/24)		856		846,524
4.95%, 04/15/25 (Call 03/15/25)		543		552,790
EDP Finance BV, 3.63%, 07/15/24^(b)		535		530,313
Electricite de France SA, 3.63%, 10/13/25 (Call 07/13/25)^(b)		1,280		1,271,974
Emera U.S. Finance LP
0.83%, 06/15/24		180		168,943
3.55%, 06/15/26 (Call 03/15/26)		195		190,289
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		94		92,520
Enel Finance International NV
1.38%, 07/12/26 (Call 06/12/26)^(b)		925		829,170
2.65%, 09/10/24^(b)		625		609,800
Enel Generacion Chile SA, 4.25%, 04/15/24 (Call 01/15/24)		240		240,017
Enel SpA, 8.75%, 09/24/73 (Call 09/24/23)^(a)(b)		500		530,170
Engie Energia Chile SA, 4.50%, 01/29/25^(c)(d)		200		202,196
Entergy Arkansas LLC, 3.70%, 06/01/24 (Call 03/01/24)		195		196,648
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		391		353,949
2.95%, 09/01/26 (Call 06/01/26)		100		96,377
Entergy Gulf States Louisiana LLC, 5.59%, 10/01/24		18		18,759
Entergy Louisiana LLC
4.05%, 09/01/23 (Call 06/01/23)		395		398,934
5.40%, 11/01/24		62		64,677


Security	Par (000)		Value


Electric (continued)
Eskom Holdings SOC Ltd.
6.75%, 08/06/23^(d)	$	400	$	390,620
7.13%, 02/11/25^(d)		800		763,696
Evergy Inc., 2.45%, 09/15/24 (Call 08/15/24)		808		782,556
Evergy Kansas Central Inc., 2.55%, 07/01/26 (Call 04/01/26)		30		28,635
Evergy Metro Inc., 3.65%, 08/15/25 (Call 05/15/25)		60		60,059
Eversource Energy
2.80%, 05/01/23 (Call 02/01/23)		114		113,979
2.90%, 03/01/27 (Call 02/01/27)		240		228,372
Series H, 3.15%, 01/15/25 (Call 10/15/24)		139		136,879
Series L, 2.90%, 10/01/24 (Call 08/01/24)		482		474,216
Series N, 3.80%, 12/01/23 (Call 11/01/23)		475		479,551
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		560		509,858
Series U, 1.40%, 08/15/26 (Call 07/15/26)		150		135,885
Exelon Corp.
2.75%, 03/15/27 (Call 02/15/27)^(b)		315		298,220
3.40%, 04/15/26 (Call 01/15/26)		681		665,800
3.95%, 06/15/25 (Call 03/15/25)		478		480,299
Fells Point Funding Trust, 3.05%, 01/31/27^(b)		100		93,951
FirstEnergy Corp.
2.05%, 03/01/25 (Call 02/01/25)		321		302,716
Series A, 1.60%, 01/15/26 (Call 12/15/25)		250		226,315
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)		1,800		1,773,306
3.13%, 12/01/25 (Call 06/01/25)		60		59,581
3.25%, 06/01/24 (Call 12/01/23)		25		25,094
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		200		191,876
Georgia Power Co.
Series A, 2.10%, 07/30/23		568		562,956
Series A, 2.20%, 09/15/24 (Call 08/15/24)		547		530,240
Greenko Investment Co., 4.88%, 08/16/23 (Call 05/31/22)^(d)		200		197,848
Guangzhou Development District Holding Group Co. Ltd., 2.60%, 12/15/23^(d)		600		593,742
Hengjian International Investment Ltd., 1.88%, 06/23/25^(d)		200		186,720
Hongkong Electric Finance Ltd., 2.88%, 05/03/26^(d)		400		386,668
Iberdrola International BV, 5.81%, 03/15/25		36		38,302
Interstate Power & Light Co., 3.25%, 12/01/24 (Call 09/01/24)		655		650,520
IPALCO Enterprises Inc., 3.70%, 09/01/24 (Call 07/01/24)		91		90,277
Israel Electric Corp. Ltd.
6.88%, 06/21/23^(d)		400		415,252
Series 6, 5.00%, 11/12/24^(b)		600		617,682
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		50		48,778
3.65%, 06/15/24 (Call 03/15/24)		60		59,703
Jersey Central Power & Light Co., 4.70%, 04/01/24 (Call 01/01/24)^(b)		421		426,355
Kansai Electric Power Co. Inc. (The), 2.55%, 09/17/24^(d)		200		195,040
Korea East-West Power Co. Ltd.
1.75%, 05/06/25^(d)		200		190,128
3.88%, 07/19/23^(d)		200		202,210
Korea Electric Power Corp., 1.13%, 06/15/25^(d)		600		558,894
Korea Hydro & Nuclear Power Co. Ltd., 3.75%,
07/25/23^(d)		600		606,096
Korea Midland Power Co. Ltd., 1.25%, 08/09/26^(d)		200		181,234
Korea Southern Power Co. Ltd., 0.75%, 01/27/26^(d)		200		180,512
Korea Western Power Co. Ltd., 3.75%, 06/07/23^(d)		200		201,688
Lamar Funding Ltd., 3.96%, 05/07/25^(d)		714		693,822


Security	Par (000)		Value


Electric (continued)
Light Servicos de Eletricidade SA/Light Energia SA, 4.38%, 06/18/26 (Call 06/18/24)^(d)	$	200	$	185,164
MidAmerican Energy Co., 3.50%, 10/15/24 (Call 07/15/24)		352		354,323
Midland Cogeneration Venture LP, 6.00%, 03/15/25^(b)(c)		103		104,076
Monongahela Power Co., 4.10%, 04/15/24 (Call 01/15/24)^(b)		363		364,746
National Rural Utilities Cooperative Finance Corp.
1.00%, 06/15/26 (Call 05/15/26)		260		233,397
1.88%, 02/07/25		500		478,520
2.85%, 01/27/25 (Call 10/27/24)		100		98,525
2.95%, 02/07/24 (Call 12/07/23)		449		447,608
3.40%, 11/15/23 (Call 08/15/23)		9		9,036
3.45%, 06/15/25		1,000		995,550
Series D, 1.00%, 10/18/24		570		538,519
NextEra Energy Capital Holdings Inc., 1.88%, 01/15/27 (Call 12/15/26)		1,715		1,568,230
NextEra Energy Operating Partners LP
3.88%, 10/15/26 (Call 07/15/26)^(b)		300		283,173
4.25%, 07/15/24 (Call 04/15/24)^(b)		350		347,410
Niagara Mohawk Power Corp., 3.51%, 10/01/24 (Call 07/01/24)^(b)		191		189,260
Northern States Power Co./MN, 2.60%, 05/15/23 (Call 11/15/22)		186		186,173
NRG Energy Inc.
2.00%, 12/02/25 (Call 11/02/25)^(b)		405		375,800
3.75%, 06/15/24 (Call 05/15/24)^(b)		390		385,499
6.63%, 01/15/27 (Call 05/16/22)		200		202,206
NTPC Ltd.
3.75%, 04/03/24^(d)		400		397,652
4.25%, 02/26/26^(d)		200		198,244
4.38%, 11/26/24^(d)		200		201,258
Oncor Electric Delivery Co. LLC
0.55%, 10/01/25 (Call 09/01/25)		1,073		973,522
2.75%, 06/01/24 (Call 05/01/24)		237		234,305
2.95%, 04/01/25 (Call 01/01/25)		67		65,932
Pacific Gas and Electric Co.
2.95%, 03/01/26 (Call 12/01/25)		790		724,359
3.15%, 01/01/26		1,445		1,359,918
3.25%, 06/15/23 (Call 03/15/23)		230		228,558
3.40%, 08/15/24 (Call 05/15/24)		215		210,616
3.45%, 07/01/25		479		459,897
3.50%, 06/15/25 (Call 03/15/25)		550		531,795
3.75%, 02/15/24 (Call 11/15/23)		414		411,603
3.85%, 11/15/23 (Call 08/15/23)		217		216,418
4.25%, 08/01/23 (Call 07/01/23)		390		391,104
PacifiCorp., 3.60%, 04/01/24 (Call 01/01/24)		100		100,648
Pampa Energia SA, 7.50%, 01/24/27 (Call 05/30/22)^(d)		300		278,835
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		465		429,483
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)		380		382,493
PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26)		10		9,658
Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)		68		68,374
Public Service Electric & Gas Co.
0.95%, 03/15/26 (Call 02/15/26)		62		56,615
3.25%, 09/01/23 (Call 08/01/23)		335		336,628
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		243		220,778
0.84%, 11/08/23 (Call 05/31/22)		585		563,057


Security	Par (000)		Value


Electric (continued)
2.88%, 06/15/24 (Call 05/15/24)	$	422	$	415,337
Puget Energy Inc., 3.65%, 05/15/25 (Call 02/15/25)		125		123,745
San Diego Gas & Electric Co., Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		76		76,655
Saudi Electricity Global Sukuk Co. 3, 4.00%, 04/08/24^(d)		600		606,696
Saudi Electricity Global Sukuk Co. 4, 4.22%, 01/27/24^(d)		600		607,746
Saudi Electricity Global Sukuk Co. 5, 1.74%, 09/17/25^(d)		450		423,990
Sempra Energy
3.30%, 04/01/25 (Call 03/01/25)		175		172,729
4.13%, 04/01/52 (Call 01/01/27)^(a)		450		400,194
SMC Global Power Holdings Corp.
5.70%, (Call 01/21/26)^(a)(d)(e)		400		366,900
5.95%, (Call 05/05/25)^(a)(d)(e)		400		375,932
6.50%, (Call 04/25/24)^(a)(d)(e)		400		388,328
7.00%, (Call 10/21/25)^(a)(d)(e)		600		581,052
Southern California Edison Co.
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		305		274,296
Series C, 3.50%, 10/01/23 (Call 07/01/23)		315		315,929
Series D, 3.40%, 06/01/23 (Call 05/01/23)		205		205,549
Series E, 3.70%, 08/01/25 (Call 06/01/25)		314		313,724
Southern Co. (The)
2.95%, 07/01/23 (Call 05/01/23)		908		908,018
3.25%, 07/01/26 (Call 04/01/26)		385		373,677
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		632		601,765
Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)^(a)		575		517,517
Series B, 4.00%, 01/15/51 (Call 10/15/25)^(a)		604		570,321
Southern Power Co.
0.90%, 01/15/26 (Call 12/15/25)		265		238,442
4.15%, 12/01/25 (Call 09/01/25)		530		536,106
Southwestern Electric Power Co., Series N, 1.65%, 03/15/26 (Call 02/15/26)		385		354,408
Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23)		25		24,939
SP PowerAssets Ltd., 3.25%, 11/24/25^(b)		200		198,892
SPIC Luxembourg Latin America Renewable Energy Investment Co. Sarl, 4.65%, 10/30/23^(d)		200		202,404
SPIC MTN Co. Ltd., 1.63%, 07/27/25^(d)		800		746,456
State Grid Overseas Investment 2013 Ltd., 3.13%, 05/22/23^(d)		600		601,698
State Grid Overseas Investment 2014 Ltd., 4.13%, 05/07/24^(d)		800		813,168
State Grid Overseas Investment BVI Ltd.
1.13%, 09/08/26^(d)		200		180,378
2.88%, 05/18/26^(d)		400		389,560
3.75%, 05/02/23^(d)		500		504,125
Tabreed Sukuk Spc Ltd., 5.50%, 10/31/25^(d)		400		421,564
Talen Energy Supply LLC
6.50%, 06/01/25 (Call 05/31/22)		253		93,610
10.50%, 01/15/26 (Call 05/31/22)^(b)(c)		290		107,172
Terraform Global Operating LLC, 6.13%, 03/01/26 (Call 05/31/22)^(b)		225		221,312
Three Gorges Finance I Cayman Islands Ltd.
1.30%, 09/22/25 (Call 08/22/25)^(d)		600		557,400
2.30%, 10/16/24 (Call 09/16/24)^(d)		600		584,406
3.15%, 06/02/26^(d)		400		392,908
Transelec SA, 4.25%, 01/14/25 (Call 10/14/24)^(d)		200		198,304
Tucson Electric Power Co., 3.05%, 03/15/25 (Call 12/15/24)		100		98,821
Union Electric Co., 3.50%, 04/15/24 (Call 01/15/24)		50		50,282
Vena Energy Capital Pte Ltd., 3.13%, 02/26/25^(d)		300		288,450


Security	Par (000)		Value


Electric (continued)
Virginia Electric & Power Co.
3.45%, 02/15/24 (Call 11/15/23)	$	43	$	43,112
Series A, 3.10%, 05/15/25 (Call 02/15/25)		192		189,228
Series A, 3.15%, 01/15/26 (Call 10/15/25)		326		319,832
Vistra Operations Co. LLC
3.55%, 07/15/24 (Call 06/15/24)^(b)		1,435		1,413,274
5.50%, 09/01/26 (Call 05/10/22)^(b)		540		538,277
5.63%, 02/15/27 (Call 05/10/22)^(b)		685		675,663
WEC Energy Group Inc.
0.55%, 09/15/23		28		27,072
0.80%, 03/15/24 (Call 02/15/24)		622		590,782
Wisconsin Electric Power Co., 2.05%, 12/15/24 (Call 11/15/24)		339		329,250
Xcel Energy Inc.
0.50%, 10/15/23 (Call 09/15/23)		317		305,287
1.75%, 03/15/27 (Call 02/15/27)		900		814,590
3.30%, 06/01/25 (Call 12/01/24)		386		381,862


				88,507,256

Electrical Components & Equipment — 0.0%
Emerson Electric Co., 3.15%, 06/01/25 (Call 03/01/25)		168		167,036
EnerSys, 5.00%, 04/30/23 (Call 01/30/23)^(b)		45		45,067
Johnson Electric Holding, 4.13%, 07/30/24^(d)		200		199,790
WESCO Distribution Inc., 7.13%, 06/15/25 (Call 06/15/22)^(b)		815		846,165


				1,258,058

Electronics — 0.2%
AAC Technologies Holdings Inc.
2.63%, 06/02/26 (Call 05/02/26)^(d)		200		177,006
3.00%, 11/27/24 (Call 11/27/22)^(d)		400		378,984
Agilent Technologies Inc., 3.88%, 07/15/23 (Call 05/04/22)		326		330,779
Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 (Call 08/01/24)		260		254,483
Amphenol Corp.
2.05%, 03/01/25 (Call 02/01/25)		291		279,485
3.20%, 04/01/24 (Call 02/01/24)		144		143,739
Arrow Electronics Inc.
3.25%, 09/08/24 (Call 07/08/24)		490		484,733
4.00%, 04/01/25 (Call 01/01/25)		73		73,070
Avnet Inc., 4.63%, 04/15/26 (Call 01/15/26)		150		150,587
Competition Team Technologies Ltd., 3.75%, 03/12/24^(d)		200		200,832
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		110		107,455
4.75%, 06/15/25 (Call 03/15/25)		90		91,546
Foxconn Far East Ltd., 1.63%, 10/28/25^(d)		800		743,296
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		500		447,925
1.35%, 06/01/25 (Call 05/01/25)		425		402,288
2.30%, 08/15/24 (Call 07/15/24)		905		892,049
3.35%, 12/01/23		53		53,391
Hubbell Inc., 3.35%, 03/01/26 (Call 12/01/25)		60		59,293
Jabil Inc.
1.70%, 04/15/26 (Call 03/15/26)		785		709,020
4.25%, 05/15/27 (Call 04/15/27)		140		138,694
Keysight Technologies Inc., 4.55%, 10/30/24 (Call 07/30/24)		126		127,887
Legrand France SA, 8.50%, 02/15/25		276		310,299
Likewize Corp., 9.75%, 10/15/25 (Call 10/15/22)^(b)		230		223,684
Schweitzer-Mauduit International Inc., 6.88%, 10/01/26 (Call 05/30/22)^(b)		175		157,491


Security	Par (000)		Value


Electronics (continued)
Sensata Technologies BV
4.88%, 10/15/23^(b)	$	250	$	250,790
5.00%, 10/01/25^(b)		385		382,005
5.63%, 11/01/24^(b)		200		202,640
TD SYNNEX Corp.
1.25%, 08/09/24 (Call 08/09/22)^(b)		607		571,387
1.75%, 08/09/26 (Call 07/09/26)^(b)		570		509,939
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		578		582,133
4.75%, 12/01/24 (Call 09/01/24)		435		442,178
Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24)		65		65,112
Vontier Corp, 1.80%, 04/01/26 (Call 03/01/26)		455		404,208


				10,348,408

Energy - Alternate Sources — 0.1%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24^(d)		200		202,334
Aydem Yenilenebilir Enerji AS, 7.75%, 02/02/27 (Call 02/02/24)^(d)		200		164,936
Contemporary Ruiding Development Ltd.
1.50%, 09/09/26^(d)		400		353,860
1.88%, 09/17/25 (Call 08/17/25)^(d)		600		557,520
Continuum Energy Levanter Pte Ltd., 4.50%, 02/09/27 (Call 02/09/24)^(b)		197		182,342
Greenko Dutch BV, 3.85%, 03/29/26 (Call 03/29/23)^(d)		582		530,412
Greenko Solar Mauritius Ltd.
5.55%, 01/29/25 (Call 06/13/22)^(d)		200		197,070
5.95%, 07/29/26 (Call 07/29/22)^(d)		400		391,716
MSU Energy SA/UGEN SA/UENSA SA, 6.88%, 02/01/25 (Call 05/30/22)^(d)		400		317,384
ReNew Power Synthetic, 6.67%, 03/12/24 (Call 05/30/22)^(d)		400		405,012
SK Battery America Inc.
1.63%, 01/26/24^(d)		200		191,942
2.13%, 01/26/26^(d)		400		364,396
Sunnova Energy Corp., 5.88%, 09/01/26 (Call 09/01/23)^(b)		210		193,063


				4,051,987

Engineering & Construction — 0.2%
AECOM, 5.13%, 03/15/27 (Call 12/15/26)		525		519,193
Artera Services LLC, 9.03%, 12/04/25 (Call 02/04/23)^(b)		520		492,118
BCEG Hongkong Co. Ltd., 2.22%, 07/02/26 (Call 06/02/26)^(d)		400		368,728
Brand Industrial Services Inc., 8.50%, 07/15/25 (Call 05/31/22)^(b)		500		450,945
Brundage-Bone Concrete Pumping Holdings Inc., 6.00%, 02/01/26 (Call 02/01/23)^(b)		200		187,032
CCCI Treasure Ltd.
3.43%, (Call 11/21/24)^(a)(d)(e)		400		392,276
3.65%, (Call 11/21/26)^(a)(d)(e)		200		193,458
China Railway Xunjie Co. Ltd., 3.25%, 07/28/26^(d)		400		388,016
China State Construction Finance Cayman I Ltd., 3.40%, (Call 06/08/26)^(a)(d)(e)		400		383,752
China State Construction Finance Cayman III Ltd., 4.00%, (Call 12/03/24)^(a)(d)(e)		200		197,968
Chongqing International Logistics Hub Park Construction Co. Ltd., 4.30%, 09/26/24^(d)		200		188,906
Chouzhou International Investment Ltd., 4.00%, 02/18/25^(d)		600		597,036
CRCC Hean Ltd., 1.88%, 05/20/26 (Call 04/20/26)^(d)		600		557,226


Security	Par (000)		Value


Engineering & Construction (continued)
CRCC Yuxiang Ltd., 3.50%, 05/16/23(d)	$	200	$	200,004
Delhi International Airport Ltd., 6.13%, 10/31/26^(d)		200		195,050
Dianjian Haiyu Ltd.
3.45%, (Call 09/29/25)^(a)(d)(e)		600		584,508
4.30%, (Call 06/20/24)^(a)(d)(e)		600		600,600
Fluor Corp., 3.50%, 12/15/24 (Call 09/15/24)^(c)		351		344,879
Fujian Zhanglong Group Co. Ltd., 3.45%, 12/19/23^(d)		400		399,748
Henan Water Conservancy Investment Group Co. Ltd., 2.80%, 09/18/25^(d)		400		382,020
Hongkong International Qingdao Co. Ltd., 4.00%, 10/08/24^(d)		200		196,000
INNOVATE Corp., 8.50%, 02/01/26 (Call 02/01/23)^(b)		185		178,575
Mexico City Airport Trust, 4.25%, 10/31/26 (Call 07/31/26)^(d)		200		191,466
Powerchina Roadbridge Group British Virgin Islands Ltd., 3.08%, (Call 04/01/26)^(a)(d)(e)		200		190,794
Promontoria Holding 264 BV, 7.88%, 03/01/27^(b)		215		205,273
Shuifa International Holdings BVI Co. Ltd., 4.30%, 05/08/23^(d)		200		194,856
Sydney Airport Finance Co. Pty Ltd.
3.38%, 04/30/25 (Call 01/30/25)^(b)		23		22,634
3.63%, 04/28/26 (Call 01/28/26)^(b)		350		343,073
Tutor Perini Corp., 6.88%, 05/01/25 (Call 05/16/22)^(b)(c)		250		234,158
Wuhan Metro Group Co. Ltd., 2.96%, 09/24/24^(d)		400		391,656
Xingcheng Bvi Ltd., 2.38%, 10/08/26^(d)		200		185,954
Yongda Investment Ltd., 2.25%, 06/16/25^(d)		600		566,700
Yun-Top International Investment Co. BVI Ltd., 5.10%, 07/21/23^(d)		400		391,252


				10,915,854

Entertainment — 0.2%
AMC Entertainment Holdings Inc., 10.00%, 06/15/26 (Call 06/15/23), (12.00% PIK)^(b)(f)		755		631,943
Banijay Entertainment SASU, 5.38%, 03/01/25 (Call 05/30/22)^(b)		200		196,900
Caesars Entertainment Inc., 6.25%, 07/01/25 (Call 07/01/22)^(b)		1,800		1,820,322
Caesars Resort Collection LLC/CRC Finco Inc., 5.75%, 07/01/25 (Call 07/01/22)^(b)		500		510,360
CCM Merger Inc., 6.38%, 05/01/26 (Call 11/01/22)^(b)		175		174,575
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op
5.38%, 04/15/27 (Call 05/31/22)		250		243,155
5.50%, 05/01/25 (Call 05/31/22)^(b)		515		517,699
Churchill Downs Inc., 5.50%, 04/01/27 (Call 05/31/22)^(b)		300		295,143
Cinemark USA Inc.
5.88%, 03/15/26 (Call 03/15/23)^(b)(c)		230		216,170
8.75%, 05/01/25 (Call 05/31/22)^(b)		137		142,250
Empire Resorts Inc., 7.75%, 11/01/26 (Call 11/01/23)^(b)		200		193,496
Golden Entertainment Inc., 7.63%, 04/15/26 (Call 05/31/22)^(b)		211		216,545
International Game Technology PLC
4.13%, 04/15/26 (Call 04/15/23)^(b)		375		352,410
6.25%, 01/15/27 (Call 07/15/26)^(b)		375		381,251
6.50%, 02/15/25 (Call 08/15/24)^(b)		575		584,844
Live Nation Entertainment Inc.
4.88%, 11/01/24 (Call 05/31/22)^(b)		340		336,654
5.63%, 03/15/26 (Call 05/31/22)^(b)		175		173,742
Magallanes Inc.
3.43%, 03/15/24^(b)		650		646,093
3.53%, 03/15/24 (Call 03/15/23)^(b)		50		49,518


Security	Par (000)		Value


Entertainment (continued)
3.64%, 03/15/25^(b)	$	1,420	$	1,399,410
3.76%, 03/15/27 (Call 02/15/27)^(b)		1,325		1,279,274
3.79%, 03/15/25 (Call 03/15/23)^(b)		100		98,601
Merlin Entertainments Ltd., 5.75%, 06/15/26 (Call 03/17/26)^(b)		220		215,886
Mohegan Gaming & Entertainment
7.88%, 10/15/24 (Call 05/16/22)^(b)(c)		270		276,412
8.00%, 02/01/26 (Call 02/01/23)^(b)		605		534,487
Penn National Gaming Inc., 5.63%, 01/15/27 (Call 05/31/22)^(b)		200		191,598
Powdr Corp., 6.00%, 08/01/25 (Call 08/01/22)^(b)		142		144,337
Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, 11/01/26 (Call 11/01/22)^(b)		225		211,534
Scientific Games International Inc., 8.63%, 07/01/25 (Call 07/01/22)^(b)		285		299,250
SeaWorld Parks & Entertainment Inc., 8.75%, 05/01/25 (Call 05/31/22)^(b)		120		125,400
Six Flags Entertainment Corp.
4.88%, 07/31/24 (Call 05/31/22)^(b)		563		560,934
5.50%, 04/15/27 (Call 05/31/22)^(b)		250		245,303
Six Flags Theme Parks Inc., 7.00%, 07/01/25 (Call 07/01/22)^(b)		392		407,080
Vail Resorts Inc., 6.25%, 05/15/25 (Call 05/31/22)^(b)		310		318,745
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.75%, 04/15/25 (Call 05/31/22)^(b)		325		335,075


				14,326,396

Environmental Control — 0.1%
FS Luxembourg Sarl, 10.00%, 12/15/25 (Call 12/15/23)^(d)		400		409,852
GFL Environmental Inc.
3.75%, 08/01/25 (Call 08/01/22)^(b)		410		392,038
4.25%, 06/01/25 (Call 06/01/22)^(b)		255		247,557
5.13%, 12/15/26 (Call 12/15/22)^(b)(c)		300		294,951
Republic Services Inc.
0.88%, 11/15/25 (Call 10/15/25)		375		339,450
2.50%, 08/15/24 (Call 07/15/24)		926		906,110
3.20%, 03/15/25 (Call 12/15/24)		197		194,711
4.75%, 05/15/23 (Call 02/15/23)		73		74,113
Stericycle Inc., 5.38%, 07/15/24 (Call 05/16/22)^(b)		285		284,108
Tervita Corp., 11.00%, 12/01/25 (Call 12/01/23)^(b)		170		189,524
Waste Management Inc.
0.75%, 11/15/25 (Call 10/15/25)		510		465,528
2.40%, 05/15/23 (Call 03/15/23)		393		393,169
3.13%, 03/01/25 (Call 12/01/24)		405		402,987
Waste Pro USA Inc., 5.50%, 02/15/26 (Call 05/31/22)^(b)		270		240,011


				4,834,109

Food — 0.5%
Albertsons Companies Inc./Safeway Inc./New Albertsons LP/Albertsons LLC
3.25%, 03/15/26 (Call 09/15/22)^(b)		415		379,410
4.63%, 01/15/27 (Call 01/15/23)^(b)		690		646,302
7.50%, 03/15/26 (Call 05/31/22)^(b)		321		337,785
Almarai Sukuk Ltd., 4.31%, 03/05/24^(d)		400		406,516
Alsea SAB de CV, 7.75%, 12/14/26 (Call 12/14/23)^(d)		200		201,300
Aragvi Finance International SR, 8.45%, 04/29/26 (Call 04/29/24)^(d)		250		192,940
Arcor SAIC, 6.00%, 07/06/23 (Call 06/13/22)^(d)		410		411,132
B&G Foods Inc., 5.25%, 04/01/25 (Call 05/31/22)		460		437,943
Blossom Joy Ltd., 3.10%, (Call 07/21/25)^(a)(d)(e)		600		580,182


Security	Par (000)		Value


Food (continued)
Campbell Soup Co.
3.30%, 03/19/25 (Call 12/19/24)	$	247	$	244,160
3.95%, 03/15/25 (Call 01/15/25)		497		499,783
Cencosud SA, 5.15%, 02/12/25 (Call 11/12/24)^(d)		200		203,100
China Mengniu Dairy Co. Ltd.
1.88%, 06/17/25 (Call 05/17/25)^(d)		400		375,156
4.25%, 08/07/23^(d)		400		403,564
China Modern Dairy Holdings Ltd., 2.13%, 07/14/26 (Call 06/14/26)^(d)		400		351,868
Chobani LLC/Chobani Finance Corp. Inc., 7.50%, 04/15/25 (Call 05/31/22)^(b)(c)		280		263,528
Conagra Brands Inc.
4.30%, 05/01/24 (Call 04/01/24)		1,216		1,230,507
4.60%, 11/01/25 (Call 09/01/25)		540		546,507
Danone SA
2.59%, 11/02/23 (Call 09/02/23)^(b)		570		565,309
2.95%, 11/02/26 (Call 08/02/26)^(b)		800		775,840
Del Monte Foods Inc., 11.88%, 05/15/25 (Call 05/16/22)^(b)		255		278,544
FAGE International SA/FAGE USA Dairy Industry Inc., 5.63%, 08/15/26 (Call 05/30/22)^(b)		220		206,987
Fresh Market Inc. (The), 9.75%, 05/01/23 (Call 05/31/22)^(b)		250		243,833
General Mills Inc.
3.65%, 02/15/24 (Call 11/15/23)		223		224,445
3.70%, 10/17/23 (Call 09/17/23)		747		753,999
4.00%, 04/17/25 (Call 02/17/25)		505		511,686
Grupo Bimbo SAB de CV
3.88%, 06/27/24^(d)		200		201,152
5.95%, (Call 04/17/23)^(a)(d)(e)		400		401,784
Hershey Co. (The)
0.90%, 06/01/25 (Call 05/01/25)		655		611,161
2.05%, 11/15/24 (Call 10/15/24)		460		449,402
2.30%, 08/15/26 (Call 05/15/26)		25		23,912
3.20%, 08/21/25 (Call 05/21/25)		30		29,902
3.38%, 05/15/23 (Call 04/15/23)		289		290,812
H-Food Holdings LLC/Hearthside Finance Co. Inc., 8.50%, 06/01/26 (Call 05/10/22)^(b)		195		183,448
JBS Finance Luxembourg Sarl, 2.50%, 01/15/27^(b)		500		452,100
JM Smucker Co. (The), 3.50%, 03/15/25		1,155		1,151,858
Kellogg Co.
2.65%, 12/01/23		626		622,050
3.25%, 04/01/26		235		230,566
Kraft Heinz Foods Co., 3.00%, 06/01/26 (Call 03/01/26)		1,220		1,165,759
Kroger Co. (The)
3.50%, 02/01/26 (Call 11/01/25)		370		365,275
3.85%, 08/01/23 (Call 05/01/23)		383		386,347
4.00%, 02/01/24 (Call 11/01/23)		335		338,554
Mars Inc.
0.88%, 07/16/26 (Call 06/16/26)^(b)		110		98,311
2.70%, 04/01/25 (Call 03/01/25)^(b)		339		332,308
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		315		282,618
3.15%, 08/15/24 (Call 06/15/24)		319		317,440
Mondelez International Holdings Netherlands BV
0.75%, 09/24/24^(b)		740		695,030
1.25%, 09/24/26 (Call 08/24/26)^(b)		730		657,066
2.25%, 09/19/24 (Call 08/19/24)^(b)		290		282,393
Mondelez International Inc., 1.50%, 05/04/25 (Call 04/04/25)		691		652,421


Security	Par (000)		Value


Food (continued)
NBM U.S. Holdings Inc., 7.00%, 05/14/26 (Call 05/31/22)^(d)	$	400	$	412,924
Nestle Holdings Inc.
0.38%, 01/15/24^(b)		150		143,700
0.63%, 01/15/26 (Call 12/15/25)^(b)		400		361,616
1.15%, 01/14/27 (Call 12/14/26)^(b)		385		346,419
3.35%, 09/24/23 (Call 08/24/23)^(b)		855		862,353
3.50%, 09/24/25 (Call 07/24/25)^(b)(c)		450		453,105
Performance Food Group Inc., 6.88%, 05/01/25 (Call 05/31/22)^(b)		145		149,082
Post Holdings Inc., 5.75%, 03/01/27 (Call 05/16/22)^(b)		200		197,840
Sigma Alimentos SA de CV, 4.13%, 05/02/26 (Call 02/02/26)^(d)		600		592,116
Sigma Holdco BV, 7.88%, 05/15/26 (Call 05/10/22)^(b)(c)		285		213,813
Smithfield Foods Inc., 4.25%, 02/01/27 (Call 11/01/26)^(b)		435		429,889
Sysco Corp.
3.30%, 07/15/26 (Call 04/15/26)		510		497,474
3.75%, 10/01/25 (Call 07/01/25)		75		75,258
Tyson Foods Inc.
3.90%, 09/28/23 (Call 08/28/23)		378		381,266
3.95%, 08/15/24 (Call 05/15/24)		136		137,137
4.00%, 03/01/26 (Call 01/01/26)		852		854,675
U.S. Foods Inc., 6.25%, 04/15/25 (Call 05/31/22)^(b)		600		616,914
Ulker Biskuvi Sanayi AS, 6.95%, 10/30/25^(d)		400		343,408
Yili Holding Investment Co., 1.63%, 11/19/25 (Call 10/19/25)^(d)		200		184,442


				28,747,426

Food Service — 0.0%
Aramark Services Inc.
5.00%, 04/01/25 (Call 05/31/22)^(b)		340		338,154
6.38%, 05/01/25 (Call 05/31/22)^(b)		785		799,036


				1,137,190

Forest Products & Paper — 0.1%
Clearwater Paper Corp., 5.38%, 02/01/25^(b)(c)		191		190,945
Fibria Overseas Finance Ltd.
4.00%, 01/14/25 (Call 11/14/24)		250		250,675
5.50%, 01/17/27		125		128,150
Georgia-Pacific LLC
0.63%, 05/15/24^(b)		793		751,954
0.95%, 05/15/26 (Call 04/15/26)^(b)		40		36,103
1.75%, 09/30/25 (Call 08/30/25)^(b)		302		283,865
3.60%, 03/01/25 (Call 12/01/24)^(b)		562		562,635
3.73%, 07/15/23 (Call 04/15/23)^(b)		394		397,388
8.00%, 01/15/24		469		506,253
Inversiones CMPC SA, 4.75%, 09/15/24 (Call 06/15/24)^(d)		600		605,664
Inversiones CMPC SA/Cayman Islands Branch, 4.38%, 05/15/23 (Call 02/15/23)^(d)		200		200,618
Mercer International Inc., 5.50%, 01/15/26 (Call 05/31/22)		146		144,766
Resolute Forest Products Inc., 4.88%, 03/01/26 (Call 03/01/23)^(b)(c)		175		166,626
Suzano Austria GmbH, 5.75%, 07/14/26^(d)		400		422,184
West Fraser Timber Co. Ltd., 4.35%, 10/15/24 (Call 07/15/24)^(b)		70		70,903


				4,718,729

Gas — 0.2%
AmeriGas Partners LP/AmeriGas Finance Corp.
5.50%, 05/20/25 (Call 02/20/25)		405		398,694
5.63%, 05/20/24 (Call 03/20/24)		349		350,874
5.88%, 08/20/26 (Call 05/20/26)		335		330,997


Security	Par (000)		Value


Gas (continued)
APT Pipelines Ltd., 4.20%, 03/23/25 (Call 12/23/24)^(b)	$	485	$	486,732
Brooklyn Union Gas Co. (The), 3.41%, 03/10/26 (Call 12/10/25)^(b)		350		340,001
East Ohio Gas Co. (The), 1.30%, 06/15/25 (Call 05/15/25)^(b)		988		917,309
Eastern Energy Gas Holdings LLC
3.55%, 11/01/23 (Call 08/01/23)		164		164,623
3.60%, 12/15/24 (Call 09/15/24)		254		252,984
Series A, 2.50%, 11/15/24 (Call 10/15/24)		610		594,585
ENN Clean Energy International Investment Ltd., 3.38%, 05/12/26 (Call 05/12/24)^(d)		600		551,622
KeySpan Gas East Corp., 2.74%, 08/15/26 (Call 05/15/26)^(b)		370		350,460
Korea Gas Corp.
1.13%, 07/13/26^(d)		400		361,656
3.50%, 07/21/25^(d)		200		200,270
3.50%, 07/02/26^(d)		600		597,756
National Fuel Gas Co.
5.20%, 07/15/25 (Call 04/15/25)		360		367,873
5.50%, 01/15/26 (Call 12/15/25)		135		139,324
NiSource Inc., 0.95%, 08/15/25 (Call 07/15/25)		1,187		1,076,419
ONE Gas Inc.
1.10%, 03/11/24 (Call 05/16/22)		85		81,257
3.61%, 02/01/24 (Call 11/01/23)		35		34,959
Perusahaan Gas Negara Tbk PT, 5.13%, 05/16/24^(d)		600		612,348
Shaoxing City Investment Group Ltd., 2.50%, 08/19/26 (Call 05/19/26)^(d)		400		371,576
Southern California Gas Co.
2.95%, 04/15/27 (Call 03/15/27)		1,110		1,061,737
3.15%, 09/15/24 (Call 06/15/24)		325		323,697
3.20%, 06/15/25 (Call 03/15/25)		50		49,475
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		155		148,324
Southern Co. Gas Capital Corp.
2.45%, 10/01/23 (Call 08/01/23)		392		388,217
3.25%, 06/15/26 (Call 03/15/26)		235		229,078
Towngas Finance Ltd., 4.75%,^(a)(d)(e)		200		201,868


				10,984,715

Hand & Machine Tools — 0.0%
Stanley Black & Decker Inc.
2.30%, 02/24/25 (Call 02/24/23)		50		48,516
4.00%, 03/15/60 (Call 03/15/25)^(a)		545		524,067
Werner FinCo LP/Werner FinCo Inc., 8.75%, 07/15/25 (Call 05/10/22)^(b)		138		141,927


				714,510

Health Care - Products — 0.2%
Abbott Laboratories
2.95%, 03/15/25 (Call 12/15/24)		1,333		1,326,535
3.40%, 11/30/23 (Call 09/30/23)		419		422,796
Baxter International Inc., 1.92%, 02/01/27 (Call 01/01/27)^(b)		1,770		1,610,434
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)		357		337,897
3.45%, 03/01/24 (Call 02/01/24)		439		439,421
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)		20		19,778
DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24)		513		496,528
Medtronic Inc., 3.50%, 03/15/25		836		838,943
Ortho-Clinical Diagnostics Inc./Ortho-Clinical Diagnostics SA, 7.38%, 06/01/25 (Call 06/01/22)^(b)		120		122,934


Security	Par (000)		Value


Health Care - Products (continued)
Stryker Corp.
1.15%, 06/15/25 (Call 05/15/25)	$	704	$	656,663
3.38%, 05/15/24 (Call 02/15/24)		316		316,180
3.38%, 11/01/25 (Call 08/01/25)		791		785,858
3.50%, 03/15/26 (Call 12/15/25)		100		99,236
Thermo Fisher Scientific Inc.
0.80%, 10/18/23 (Call 10/18/22)		150		145,445
1.22%, 10/18/24 (Call 10/18/22)		1,225		1,162,219
Zimmer Biomet Holdings Inc., 3.05%, 01/15/26 (Call 12/15/25)		505		489,729


				9,270,596

Health Care - Services — 0.7%
Aetna Inc.
2.80%, 06/15/23 (Call 04/15/23)		854		852,249
3.50%, 11/15/24 (Call 08/15/24)		496		495,722
Air Methods Corp., 8.00%, 05/15/25 (Call 05/31/22)^(b)(c)		175		143,759
Akumin Inc., 7.00%, 11/01/25 (Call 11/01/22)^(b)		250		212,038
Anthem Inc.
1.50%, 03/15/26 (Call 02/15/26)		1,475		1,357,251
2.38%, 01/15/25 (Call 12/15/24)		1,026		993,486
3.35%, 12/01/24 (Call 10/01/24)		383		381,698
3.50%, 08/15/24 (Call 05/15/24)		752		752,662
CHS/Community Health Systems Inc.
5.63%, 03/15/27 (Call 12/15/23)^(b)		975		930,121
8.00%, 03/15/26 (Call 05/31/22)^(b)		1,085		1,122,498
CommonSpirit Health
1.55%, 10/01/25 (Call 07/01/25)		282		260,089
2.76%, 10/01/24 (Call 07/01/24)		658		642,465
Encompass Health Corp., 5.75%, 09/15/25 (Call 05/31/22)		213		216,745
Envision Healthcare Corp., 8.75%, 10/15/26 (Call 05/31/22)^(b)		500		207,880
Fresenius Medical Care U.S. Finance II Inc., 4.75%, 10/15/24 (Call 07/17/24)^(b)		30		30,423
Global Medical Response Inc., 6.50%, 10/01/25 (Call 05/04/22)^(b)		330		318,582
Hadrian Merger Sub Inc., 8.50%, 05/01/26 (Call 05/31/22)^(b)		100		99,454
HCA Inc.
3.13%, 03/15/27 (Call 02/15/27)^(b)		680		640,975
4.50%, 02/15/27 (Call 08/15/26)		200		200,942
5.00%, 03/15/24		1,134		1,161,307
5.25%, 04/15/25		1,466		1,512,502
5.25%, 06/15/26 (Call 12/15/25)		130		133,719
5.38%, 02/01/25		1,430		1,471,012
5.38%, 09/01/26 (Call 03/01/26)		535		547,926
5.88%, 05/01/23		650		670,923
5.88%, 02/15/26 (Call 08/15/25)		830		859,863
8.36%, 04/15/24		120		128,740
Health Care Service Corp. A Mutual Legal Reserve Co., 1.50%, 06/01/25 (Call 05/01/25)^(b)		222		207,730
Highmark Inc., 1.45%, 05/10/26 (Call 04/10/26)^(b)		1,131		1,028,825
Humana Inc.
1.35%, 02/03/27 (Call 01/03/27)		695		613,845
3.85%, 10/01/24 (Call 07/01/24)		153		153,771
4.50%, 04/01/25 (Call 03/01/25)		797		812,996
IQVIA Inc., 5.00%, 10/15/26 (Call 05/31/22)^(b)		550		547,783
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		270		246,407
2.30%, 12/01/24 (Call 11/01/24)		545		527,320
3.25%, 09/01/24 (Call 07/01/24)		681		676,322


Security	Par (000)		Value


Health Care - Services (continued)
3.60%, 02/01/25 (Call 11/01/24)	$	636	$	633,507
4.00%, 11/01/23 (Call 08/01/23)		14		14,123
Legacy LifePoint Health LLC
4.38%, 02/15/27 (Call 05/31/22)^(b)		300		277,611
6.75%, 04/15/25 (Call 05/31/22)^(b)		350		357,126
ModivCare Inc., 5.88%, 11/15/25 (Call 11/15/22)^(b)		280		274,585
PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		350		323,978
Prime Healthcare Services Inc., 7.25%, 11/01/25 (Call 11/01/22)^(b)		460		461,150
Quest Diagnostics Inc.
3.45%, 06/01/26 (Call 03/01/26)		155		152,475
3.50%, 03/30/25 (Call 12/30/24)		365		363,774
4.25%, 04/01/24 (Call 01/01/24)		65		66,072
Quorum Health Corp., 11.63%, 04/15/23^(j)		100		—
RegionalCare Hospital Partners Holdings Inc./LifePoint Health Inc., 9.75%, 12/01/26 (Call 05/31/22)^(b)		745		765,219
Roche Holdings Inc.
0.99%, 03/05/26 (Call 02/05/26)^(b)		200		183,322
1.88%, 03/08/24^(b)		1,000		981,070
2.13%, 03/10/25^(b)		1,000		968,490
2.31%, 03/10/27^(b)		1,000		944,310
2.63%, 05/15/26 (Call 02/15/26)^(b)		200		193,592
RP Escrow Issuer LLC, 5.25%, 12/15/25 (Call 12/15/22)^(b)		450		422,874
Select Medical Corp., 6.25%, 08/15/26 (Call 08/15/22)^(b)		655		650,087
SSM Health Care Corp., Series 2018, 3.69%, 06/01/23 (Call 03/01/23)		141		141,839
Surgery Center Holdings Inc.
6.75%, 07/01/25 (Call 05/31/22)^(b)		155		153,138
10.00%, 04/15/27 (Call 05/31/22)^(b)		275		287,570
Sutter Health, Series 20A, 1.32%, 08/15/25 (Call 05/15/25)		222		205,337
Tenet Healthcare Corp.
4.63%, 07/15/24 (Call 05/31/22)		345		344,175
4.63%, 09/01/24 (Call 05/16/22)^(b)		327		325,486
4.88%, 01/01/26 (Call 05/31/22)^(b)		1,040		1,013,875
6.25%, 02/01/27 (Call 05/31/22)^(b)		820		814,047
6.75%, 06/15/23		1,005		1,034,316
U.S. Acute Care Solutions LLC, 6.38%, 03/01/26 (Call 03/01/23)^(b)		350		340,784
UnitedHealth Group Inc.
0.55%, 05/15/24 (Call 05/15/22)		153		145,583
1.15%, 05/15/26 (Call 04/15/26)		1,075		981,206
1.25%, 01/15/26		223		205,869
2.38%, 08/15/24		665		655,224
3.50%, 06/15/23		713		720,693
3.50%, 02/15/24		657		662,479
3.75%, 07/15/25		1,154		1,165,413
Universal Health Services Inc., 1.65%, 09/01/26 (Call 08/01/26)^(b)		795		707,947
UPMC, Series D-1, 3.60%, 04/03/25		75		74,777


				39,173,153

Holding Companies - Diversified — 0.6%
Alfa SAB de CV, 5.25%, 03/25/24 (Call 12/25/23)^(c)(d)		200		202,186
Amipeace Ltd.
1.75%, 11/09/26^(d)		200		184,854
2.50%, 12/05/24^(d)		800		783,088
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		295		261,668
2.88%, 06/15/27 (Call 05/15/27)		30		26,816


Security	Par (000)		Value


Holding Companies - Diversified (continued)
3.25%, 07/15/25 (Call 06/15/25)	$	661	$	629,556
3.88%, 01/15/26 (Call 12/15/25)		575		552,500
4.20%, 06/10/24 (Call 05/10/24)		572		572,286
4.25%, 03/01/25 (Call 01/01/25)		644		634,108
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		510		448,713
2.95%, 03/10/26 (Call 02/10/26)		275		251,892
Barings BDC Inc., 3.30%, 11/23/26 (Call 10/13/26)^(b)		210		188,607
Beijing State-Owned Assets Management Hong Kong Co. Ltd., 4.13%, 05/26/25^(d)		600		598,746
Blackstone Private Credit Fund
1.75%, 09/15/24^(b)		470		438,759
2.63%, 12/15/26 (Call 11/15/26)^(b)		710		624,076
2.70%, 01/15/25 (Call 11/15/24)^(b)		680		640,982
3.25%, 03/15/27 (Call 02/15/27)^(b)		800		717,120
4.70%, 03/24/25^(b)		805		794,760
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)^(b)		525		456,193
2.75%, 09/16/26 (Call 08/19/26)		435		398,077
3.63%, 01/15/26 (Call 12/15/25)		550		526,086
3.65%, 07/14/23		240		240,821
Bright Galaxy International Ltd., 3.25%, 07/15/26^(d)		200		181,704
China Taiping New Horizon Ltd., 6.00%, 10/18/23^(d)		200		205,728
CITIC Ltd.
2.45%, 02/25/25^(d)		400		385,200
2.88%, 02/17/27^(d)		200		188,682
3.70%, 06/14/26^(d)		200		197,420
3.88%, 02/28/27^(d)		400		395,064
CK Hutchison International 19 Ltd., 3.25%, 04/11/24 (Call 03/11/24)^(b)		770		768,514
CK Hutchison International 21 Ltd., 1.50%, 04/15/26 (Call 03/15/26)^(b)		210		193,324
FS Energy & Power Fund, 7.50%, 08/15/23 (Call 05/15/23)^(b)		260		264,222
FS KKR Capital Corp.
1.65%, 10/12/24		565		528,038
3.25%, 07/15/27 (Call 06/15/27)		450		407,812
3.40%, 01/15/26 (Call 12/15/25)		670		631,797
4.13%, 02/01/25 (Call 01/01/25)		65		63,922
4.25%, 02/14/25^(b)		60		57,694
4.63%, 07/15/24 (Call 06/15/24)		476		475,995
Goldman Sachs BDC Inc.
2.88%, 01/15/26 (Call 12/15/25)^(c)		395		373,465
3.75%, 02/10/25 (Call 01/10/25)		201		199,179
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		740		636,496
2.50%, 08/24/26 (Call 07/24/26)		325		289,894
3.38%, 04/15/24 (Call 03/15/24)		65		63,950
Grupo de Inversiones Suramericana SA, 5.50%, 04/29/26 (Call 01/29/26)^(d)		400		398,260
Guohui International Bvi Co. Ltd., 3.15%, 08/27/25^(d)		600		567,234
Huarong Finance 2017 Co. Ltd., 2.29%, 07/03/23, (3 mo. LIBOR US + 1.325%)^(a)(d)		200		195,992
Huarong Finance 2019 Co. Ltd.
2.13%, 09/30/23 (Call 08/30/23)^(d)		200		192,588
3.25%, 11/13/24 (Call 10/13/24)^(d)		400		379,052
3.75%, 05/29/24^(d)		600		579,084
Huarong Finance II Co. Ltd.
4.63%, 06/03/26^(d)		200		189,848
5.00%, 11/19/25^(d)		200		193,950


Security	Par (000)		Value


Holding Companies - Diversified (continued)
5.50%, 01/16/25^(d)	$	800	$	791,864
Huatong International Investment Holdings Co. Ltd., 2.98%, 03/04/24^(d)		400		384,328
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
4.75%, 09/15/24 (Call 06/15/24)		610		594,555
6.25%, 05/15/26 (Call 05/31/22)		640		633,818
6.38%, 12/15/25 (Call 05/31/22)		405		403,996
ICD Funding Ltd., 3.22%, 04/28/26 (Call 03/28/26)^(d)		400		382,040
KOC Holding AS, 6.50%, 03/11/25 (Call 12/11/24)^(d)		400		400,932
Main Street Capital Corp.
3.00%, 07/14/26 (Call 06/14/26)		885		805,784
5.20%, 05/01/24		240		243,070
MDGH GMTN RSC Ltd.
2.50%, 11/07/24 (Call 10/07/24)^(d)		1,000		979,950
2.75%, 05/11/23^(d)		200		200,076
3.00%, 04/19/24^(d)		400		397,896
Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27^(b)		75		69,938
Mumtalakat Sukuk Holding Co., 5.63%, 02/27/24^(d)		400		411,940
Oaktree Specialty Lending Corp., 3.50%, 02/25/25 (Call 01/25/25)		305		296,573
Owl Rock Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)		60		52,952
3.40%, 07/15/26 (Call 06/15/26)		255		235,521
3.75%, 07/22/25 (Call 06/22/25)		660		633,184
4.00%, 03/30/25 (Call 02/28/25)		325		317,063
4.25%, 01/15/26 (Call 12/15/25)		170		165,079
5.25%, 04/15/24 (Call 03/15/24)		122		123,693
OWL Rock Core Income Corp., 4.70%, 02/08/27 (Call 01/08/27)^(b)		200		188,732
Owl Rock Technology Finance Corp.
2.50%, 01/15/27 (Call 12/15/26)		450		395,824
3.75%, 06/17/26 (Call 05/17/26)^(b)		30		27,954
4.75%, 12/15/25 (Call 11/15/25)^(b)		1,101		1,067,442
Prospect Capital Corp.
3.36%, 11/15/26 (Call 10/15/26)		25		22,422
3.71%, 01/22/26 (Call 12/22/25)		125		116,123
Rongshi International Finance Ltd., 1.50%, 11/05/25 (Call 10/05/25)^(d)		400		371,688
Senaat Sukuk Ltd., 4.76%, 12/05/25^(d)		200		206,958
SFG International Holdings Co. Ltd., 2.40%, 06/03/26^(d)		400		381,496
Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24)		320		318,406
Stena AB, 7.00%, 02/01/24^(b)(c)		200		199,584
Stena International SA
5.75%, 03/01/24^(b)		200		196,224
6.13%, 02/01/25 (Call 05/10/22)^(b)		200		198,750
Swire Pacific MTN Financing Ltd., 4.50%, 10/09/23^(d)		400		407,476
Xi Yang Overseas Ltd., 4.30%, 06/05/24^(d)		400		404,088
Yieldking Investment Ltd., 2.80%, 08/18/26^(d)		200		190,118
Zhongyuan Sincere Investment Co. Ltd., 4.25%, 06/28/24^(d)		600		606,042


				33,199,581

Home Builders — 0.1%
Adams Homes Inc., 7.50%, 02/15/25 (Call 05/16/22)^(b)		105		102,787
Beazer Homes USA Inc., 6.75%, 03/15/25 (Call 05/16/22)		150		149,787
DR Horton Inc.
1.30%, 10/15/26 (Call 09/15/26)		1,125		996,401
2.50%, 10/15/24 (Call 09/15/24)		662		645,040
5.75%, 08/15/23 (Call 05/15/23)		425		437,346


Security	Par (000)		Value


Home Builders (continued)
Empire Communities Corp., 7.00%, 12/15/25 (Call 12/15/22)^(b)	$	255	$	241,658
Forestar Group Inc., 3.85%, 05/15/26 (Call 05/15/23)^(b)		220		197,866
K Hovnanian Enterprises Inc.
7.75%, 02/15/26 (Call 05/10/22)^(b)		124		123,809
10.50%, 02/15/26 (Call 05/31/22)^(b)(c)		140		143,046
KB Home, 7.63%, 05/15/23 (Call 11/15/22)		180		184,424
Lennar Corp.
4.50%, 04/30/24 (Call 01/31/24)		333		338,015
4.75%, 05/30/25 (Call 02/28/25)		414		421,850
4.88%, 12/15/23 (Call 09/15/23)		317		322,611
5.25%, 06/01/26 (Call 12/01/25)		80		82,481
5.88%, 11/15/24 (Call 05/15/24)		355		368,678
Meritage Homes Corp., 6.00%, 06/01/25 (Call 03/01/25)		220		224,195
New Home Co. Inc. (The), 7.25%, 10/15/25 (Call 10/15/22)^(b)		145		137,738
Picasso Finance Sub Inc., 6.13%, 06/15/25 (Call 06/15/22)^(b)		269		274,127
STL Holding Co. LLC, 7.50%, 02/15/26 (Call 02/15/23)^(b)		125		119,209
Taylor Morrison Communities Inc./Taylor Morrison
Holdings II Inc., 5.63%, 03/01/24 (Call 12/01/23)^(b)		216		217,188
Toll Brothers Finance Corp.
4.88%, 11/15/25 (Call 08/15/25)		216		216,426
4.88%, 03/15/27 (Call 12/15/26)		200		198,864
TRI Pointe Group Inc./TRI Pointe Homes Inc., 5.88%, 06/15/24		260		263,617


				6,407,163

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		50		50,783
Leggett & Platt Inc., 3.80%, 11/15/24 (Call 08/15/24)		19		18,966
Panasonic Corp., 2.68%, 07/19/24 (Call 06/19/24)^(b)		360		353,419
TCL Technology Investment, 1.88%, 07/14/25^(d)		212		196,225
Whirlpool Corp.
3.70%, 05/01/25		125		124,735
4.00%, 03/01/24		147		148,389


				892,517

Household Products & Wares — 0.0%
Clorox Co. (The), 3.50%, 12/15/24 (Call 09/15/24)		311		312,318
Kimberly-Clark Corp.
2.40%, 06/01/23		45		44,799
3.05%, 08/15/25		32		31,742
Kronos Acquisition Holdings Inc./KIK Custom Products Inc., 5.00%, 12/31/26 (Call 06/30/23)^(b)		150		134,163
Reckitt Benckiser Treasury Services PLC, 2.75%, 06/26/24 (Call 04/26/24)^(b)		432		425,978
Spectrum Brands Inc., 5.75%, 07/15/25 (Call 05/31/22)		252		255,125


				1,204,125

Housewares — 0.0%
American Greetings Corp., 8.75%, 04/15/25 (Call 05/31/22)^(b)		100		98,761
CD&R Smokey Buyer Inc., 6.75%, 07/15/25 (Call 07/15/22)^(b)		355		361,397
Newell Brands Inc.
4.00%, 12/01/24 (Call 09/01/24)		215		214,022
4.10%, 04/01/23 (Call 02/01/23)		119		118,973
4.45%, 04/01/26 (Call 01/01/26)		1,000		988,950
4.88%, 06/01/25 (Call 05/01/25)		250		252,882


Security	Par (000)		Value

Housewares (continued)
Scotts Miracle-Gro Co. (The), 5.25%, 12/15/26 (Call 05/16/22)	$	25	$	24,798
Turkiye Sise ve Cam Fabrikalari AS, 6.95%, 03/14/26 (Call 12/14/25)^(d)		400		390,000


				2,449,783

Insurance — 1.4%
Acrisure LLC/Acrisure Finance Inc.
7.00%, 11/15/25 (Call 05/31/22)^(b)		445		432,438
10.13%, 08/01/26 (Call 08/01/22)^(b)		200		210,260
Aflac Inc.
1.13%, 03/15/26 (Call 02/15/26)		80		72,851
3.25%, 03/17/25		92		91,469
3.63%, 11/15/24		399		401,937
AIA Group Ltd.
2.70%, (Call 04/07/26)^(a)(d)(e)		600		557,532
3.20%, 03/11/25 (Call 12/11/24)^(b)		200		198,460
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		110		109,588
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		315		286,817
3.15%, 06/15/23		445		446,873
Series B, 5.75%, 08/15/53 (Call 08/15/23), (3 mo. LIBOR US + 2.938%)^(a)		575		560,067
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		1,260		1,213,292
3.75%, 07/10/25 (Call 04/10/25)		124		124,456
3.90%, 04/01/26 (Call 01/01/26)		1,030		1,024,953
4.13%, 02/15/24		514		521,006
Aon Corp./Aon Global Holdings PLC, 2.85%, 05/28/27 (Call 04/28/27)		325		308,393
Aon Global Ltd.
3.50%, 06/14/24 (Call 03/14/24)		487		487,497
3.88%, 12/15/25 (Call 09/15/25)		500		502,900
Aon PLC, 4.00%, 11/27/23 (Call 08/27/23)		492		496,610
Argentum Netherlands BV for Swiss Re Ltd., 5.75%, 08/15/50 (Call 08/15/25)^(a)(d)		600		598,500
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		335		337,519
Assurant Inc., 4.20%, 09/27/23 (Call 08/27/23)		399		403,884
Assured Guaranty U.S. Holdings Inc., 5.00%, 07/01/24^(c)		415		423,072
AssuredPartners Inc., 7.00%, 08/15/25 (Call 05/31/22)^(b)		250		246,503
Athene Global Funding
0.91%, 08/19/24^(b)		800		750,376
1.00%, 04/16/24^(b)		887		841,958
1.45%, 01/08/26^(b)		120		108,816
1.61%, 06/29/26^(b)		660		587,512
1.72%, 01/07/25^(b)		500		468,130
1.73%, 10/02/26^(b)		785		696,829
2.50%, 01/14/25^(b)		690		660,461
2.55%, 06/29/25^(b)		50		48,059
2.75%, 06/25/24^(b)		471		459,710
2.80%, 05/26/23^(b)		352		351,553
3.21%, 03/08/27^(b)		50		46,891
Berkshire Hathaway Finance Corp., 2.30%, 03/15/27 (Call 02/15/27)^(c)		4,800		4,585,680
Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25)		1,132		1,123,623
Brighthouse Financial Global Funding
1.20%, 12/15/23^(b)		400		385,744
1.55%, 05/24/26^(b)		85		77,108
1.75%, 01/13/25^(b)		355		334,651
Brown & Brown Inc., 4.20%, 09/15/24 (Call 06/15/24)		326		328,758


Security	Par (000)		Value

Insurance (continued)
Chubb INA Holdings Inc.
3.15%, 03/15/25	$	85	$	84,573
3.35%, 05/03/26 (Call 02/03/26)		310		306,869
Cloverie PLC for Swiss Reinsurance Co. Ltd., 4.50%, 09/11/44 (Call 09/11/24)^(a)(d)		450		443,466
Cloverie PLC for Zurich Insurance Co. Ltd., 5.63%, 06/24/46 (Call 06/24/26)^(a)(d)		200		204,348
CNA Financial Corp., 3.95%, 05/15/24 (Call 02/15/24)		467		469,503
CNO Financial Group Inc., 5.25%, 05/30/25 (Call 02/28/25)		527		543,311
CNO Global Funding
1.65%, 01/06/25^(b)		500		472,255
1.75%, 10/07/26^(b)		735		664,087
Dai-Ichi Life Insurance Co. Ltd. (The), 4.00%, (Call 07/24/26)^(a)(b)(e)		200		193,194
Enstar Finance LLC
5.50%, 01/15/42 (Call 01/15/27)^(a)		250		230,698
5.75%, 09/01/40 (Call 09/01/25)^(a)		40		39,364
Equitable Financial Life Global Funding
0.50%, 11/17/23^(b)		52		49,909
0.80%, 08/12/24^(b)		860		807,729
1.00%, 01/09/26^(b)		20		18,027
1.10%, 11/12/24^(b)		670		630,410
1.30%, 07/12/26^(b)		755		682,512
1.40%, 07/07/25^(b)		735		684,807
1.70%, 11/12/26^(b)		785		712,796
F&G Global Funding
0.90%, 09/20/24^(b)		695		647,677
1.75%, 06/30/26^(b)		555		504,295
2.30%, 04/11/27^(b)		1,000		914,180
Fidelity & Guaranty Life Holdings Inc., 5.50%, 05/01/25 (Call 02/01/25)^(b)		250		257,655
First American Financial Corp., 4.60%, 11/15/24		30		30,409
Five Corners Funding Trust, 4.42%, 11/15/23^(b)		560		567,185
FWD Ltd., 5.00%, 09/24/24^(d)		200		199,948
GA Global Funding Trust
1.00%, 04/08/24^(b)		930		882,291
1.25%, 12/08/23^(b)		585		563,782
1.63%, 01/15/26^(b)		500		456,030
2.25%, 01/06/27^(b)		835		761,988
Genworth Holdings Inc., 4.80%, 02/15/24		120		120,126
Global Atlantic Fin Co., 4.70%, 10/15/51 (Call 07/15/26)^(a)(b)		405		361,896
Great-West Lifeco U.S. Finance 2020 LP, 0.90%, 08/12/25 (Call 07/12/25)^(b)		496		456,012
Guardian Life Global Funding
0.88%, 12/10/25^(b)		365		331,869
1.10%, 06/23/25^(b)		372		343,464
2.90%, 05/06/24^(b)		380		376,918
3.25%, 03/29/27^(b)		400		390,980
Guoren Property & Casualty Insurance Co Ltd., 3.35%, 06/01/26 (Call 03/01/26)^(d)		200		184,906
Hanwha Life Insurance Co. Ltd., 3.38%, 02/04/32^(a)(d)		200		187,142
HUB International Ltd., 7.00%, 05/01/26 (Call 05/10/22)^(b)		850		842,401
Jackson National Life Global Funding
2.65%, 06/21/24^(b)		617		605,265
3.25%, 01/30/24^(b)		182		181,492
3.88%, 06/11/25^(b)		535		536,637


Security	Par (000)		Value

Insurance (continued)
Liberty Mutual Group Inc.
4.13%, 12/15/51 (Call 09/15/26)^(a)(b)	$	105	$	95,839
4.25%, 06/15/23^(b)		546		550,302
Lincoln National Corp.
3.35%, 03/09/25		196		193,652
4.00%, 09/01/23		560		565,275
Loews Corp.
2.63%, 05/15/23 (Call 02/15/23)		255		254,865
3.75%, 04/01/26 (Call 01/01/26)		214		215,260
Manulife Financial Corp.
4.06%, 02/24/32 (Call 02/24/27)^(a)		50		48,594
4.15%, 03/04/26		732		741,267
Marsh & McLennan Companies Inc.
3.50%, 06/03/24 (Call 03/03/24)		529		530,878
3.50%, 03/10/25 (Call 12/10/24)		428		428,638
3.88%, 03/15/24 (Call 02/15/24)		1,387		1,402,756
MassMutual Global Funding II
0.60%, 04/12/24^(b)		514		488,624
1.20%, 07/16/26^(b)		60		54,374
2.75%, 06/22/24^(b)		350		345,667
2.80%, 03/21/25^(b)		500		491,570
2.95%, 01/11/25^(b)		500		494,710
Met Tower Global Funding, 1.25%, 09/14/26^(b)		1,000		897,720
MetLife Inc.
3.00%, 03/01/25		410		405,658
3.60%, 04/10/24		318		320,226
Series D, 4.37%, 09/15/23		435		444,005
Metropolitan Life Global Funding I
0.70%, 09/27/24^(b)		660		617,318
0.90%, 06/08/23^(b)		510		499,142
0.95%, 07/02/25^(b)		520		480,646
2.80%, 03/21/25^(b)		330		323,040
3.60%, 01/11/24^(b)		515		516,648
MGIC Investment Corp., 5.75%, 08/15/23		170		172,312
Mutual of Omaha Insurance Co., 4.30%, 07/15/54 (Call 07/15/24)^(a)(b)		150		147,930
New York Life Global Funding
0.40%, 10/21/23^(b)		115		110,780
0.60%, 08/27/24^(b)		500		470,460
0.95%, 06/24/25^(b)		248		229,174
1.15%, 06/09/26^(b)		600		544,482
1.45%, 01/14/25^(b)(c)		500		474,950
2.00%, 01/22/25^(b)		680		653,038
2.88%, 04/10/24^(b)		689		683,833
2.90%, 01/17/24^(b)		424		421,939
3.25%, 04/07/27^(b)		500		489,675
Nippon Life Insurance Co., 5.10%, 10/16/44 (Call 10/16/24)^(a)(b)		1,440		1,458,072
NMI Holdings Inc., 7.38%, 06/01/25 (Call 03/30/25)^(b)		221		231,120
Northwestern Mutual Global Funding, 1.75%, 01/11/27^(b)		950		875,235
Old Republic International Corp., 3.88%, 08/26/26 (Call 07/26/26)		25		24,766
Pacific Life Global Funding II, 1.38%, 04/14/26^(b)		860		780,072
Phoenix Group Holdings PLC, 4.75%, 09/04/31^(a)(d)		200		194,806
Pricoa Global Funding I
0.80%, 09/01/25^(b)		650		595,420
1.15%, 12/06/24^(b)		545		515,788
1.20%, 09/01/26^(b)		1,025		919,661
2.40%, 09/23/24^(b)		765		745,906
3.45%, 09/01/23^(b)		400		402,816


Security	Par (000)		Value

Insurance (continued)
Principal Financial Group Inc., 3.40%, 05/15/25 (Call 02/15/25)	$	45	$	44,487
Principal Life Global Funding, 1.38%, 01/10/25^(b)		750		704,887
Principal Life Global Funding II
0.75%, 04/12/24^(b)		587		557,773
0.75%, 08/23/24^(b)		95		89,215
0.88%, 01/12/26^(b)		180		161,660
1.25%, 06/23/25^(b)		630		583,802
1.25%, 08/16/26^(b)		380		340,434
1.50%, 11/17/26^(b)		600		539,424
2.25%, 11/21/24^(b)		630		607,937
3.00%, 04/18/26^(b)		290		281,680
Progressive Corp. (The), 2.50%, 03/15/27 (Call 02/15/27)		210		199,038
Protective Life Global Funding
0.63%, 10/13/23^(b)		150		144,912
0.78%, 07/05/24^(b)		1,065		1,003,826
1.17%, 07/15/25^(b)		640		590,912
1.30%, 09/20/26^(b)		1,035		929,078
1.62%, 04/15/26^(b)		850		782,816
3.10%, 04/15/24^(b)		230		227,877
3.22%, 03/28/25^(b)		500		493,075
Prudential Financial Inc.
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(a)		220		216,451
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(a)		290		288,457
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(a)		523		523,513
QBE Insurance Group Ltd.
5.25%, (Call 05/16/25)^(a)(d)(e)		400		389,256
5.88%, (Call 05/12/25)^(a)(b)(c)(e)		200		200,874
Radian Group Inc.
4.50%, 10/01/24 (Call 07/01/24)		225		219,755
4.88%, 03/15/27 (Call 09/15/26)		250		239,215
6.63%, 03/15/25 (Call 09/15/24)		270		274,892
Reliance Standard Life Global Funding II
1.51%, 09/28/26^(b)		960		861,254
2.50%, 10/30/24^(b)		130		126,369
3.85%, 09/19/23^(b)		513		517,478
Swiss Re Finance Luxembourg SA, 4.25%, (Call 09/04/24)^(a)(d)(e)		400		386,164
Teachers Insurance & Annuity Association of America, 4.38%, 09/15/54 (Call 09/15/24)^(a)(b)		560		555,778
Tongyang Life Insurance Co. Ltd., 5.25%, (Call 09/22/25)^(a)(d)(e)		200		198,936
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)		45		45,233
Unum Group, 4.00%, 03/15/24		535		538,552
USI Inc./NY, 6.88%, 05/01/25 (Call 05/31/22)^(b)		327		322,033
Vigorous Champion International Ltd.
2.75%, 06/02/25^(d)		600		567,192
4.38%, 09/10/23^(d)		200		200,644
Voya Financial Inc., 5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)^(a)		564		561,479
Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24) .		675		672,057
Willow No. 2 Ireland PLC for Zurich Insurance Co. Ltd., 4.25%, 10/01/45 (Call 10/01/25)^(a)(d)		400		390,476
XLIT Ltd., 4.45%, 03/31/25		128		130,067


Security	Par (000)		Value

Insurance (continued)
ZhongAn Online P&C Insurance Co. Ltd.
3.13%, 07/16/25 (Call 04/16/25)^(d)	$	200	$	181,124
3.50%, 03/08/26 (Call 12/08/25)^(d)		400		360,776


				79,654,909

Internet — 0.5%
Alibaba Group Holding Ltd.
2.80%, 06/06/23 (Call 05/06/23)		250		248,480
3.60%, 11/28/24 (Call 08/28/24)		580		577,605
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		1,426		1,313,375
2.00%, 08/15/26 (Call 05/15/26)		60		57,030
3.38%, 02/25/24		343		347,205
Amazon.com Inc.
0.25%, 05/12/23		789		772,273
0.40%, 06/03/23		235		230,089
0.45%, 05/12/24		1,743		1,662,578
0.80%, 06/03/25 (Call 05/03/25)		252		234,612
1.00%, 05/12/26 (Call 04/12/26)		1,805		1,647,117
2.80%, 08/22/24 (Call 06/22/24)		1,326		1,320,577
3.00%, 04/13/25		1,000		996,790
3.30%, 04/13/27		1,705		1,691,207
3.80%, 12/05/24 (Call 09/05/24)		445		453,099
5.20%, 12/03/25 (Call 09/03/25)		420		444,696
Baidu Inc.
3.08%, 04/07/25 (Call 03/07/25)		285		278,137
3.88%, 09/29/23 (Call 08/29/23)		730		734,190
4.13%, 06/30/25		785		787,700
Booking Holdings Inc., 3.65%, 03/15/25 (Call 12/15/24)		450		451,345
Cogent Communications Group Inc., 3.50%, 05/01/26 (Call 02/01/26)^(b)		280		266,504
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		523		475,930
1.90%, 03/11/25 (Call 02/11/25)		748		712,874
3.45%, 08/01/24 (Call 05/01/24)		266		266,543
Expedia Group Inc.
3.60%, 12/15/23 (Call 11/15/23)		180		180,023
4.50%, 08/15/24 (Call 05/15/24)		842		851,683
5.00%, 02/15/26 (Call 11/15/25)		165		168,884
6.25%, 05/01/25 (Call 02/01/25)^(b)		671		703,604
Getty Images Inc., 9.75%, 03/01/27 (Call 05/16/22)^(b)		25		25,954
JD.com Inc., 3.88%, 04/29/26^(c)		230		225,055
Meituan, 2.13%, 10/28/25 (Call 09/28/25)^(d)		400		355,828
Millennium Escrow Corp., 6.63%, 08/01/26 (Call 08/01/23)^(b)		420		389,306
NAVER Corp., 1.50%, 03/29/26^(d)		400		365,540
Netflix Inc.
3.63%, 06/15/25 (Call 03/15/25)^(b)		285		278,815
4.38%, 11/15/26		510		506,012
5.75%, 03/01/24		345		358,158
5.88%, 02/15/25		430		446,456
NortonLifeLock Inc., 5.00%, 04/15/25 (Call 05/10/22)^(b)		500		499,745
Photo Holdings Merger Sub Inc., 8.50%, 10/01/26 (Call 10/01/22)^(b)		390		362,470
Prosus NV, 3.26%, 01/19/27^(d)		600		535,662
Rakuten Group Inc., 5.13%, (Call 04/22/26)^(a)(b)(e)		400		368,184
Tencent Holdings Ltd.
1.81%, 01/26/26 (Call 12/26/25)^(c)(d)		800		734,920
1.90%, 04/11/24, (3 mo. LIBOR US + 0.910%)^(a)(d)		400		399,720
3.28%, 04/11/24 (Call 03/11/24)^(d)		600		595,356
3.58%, 04/11/26 (Call 02/11/26)^(d)		400		390,488


Security	Par (000)		Value

Internet (continued)
3.80%, 02/11/25^(d)	$	600	$	597,576
Tencent Music Entertainment Group, 1.38%, 09/03/25 (Call 08/03/25)		700		638,792
TripAdvisor Inc., 7.00%, 07/15/25 (Call 07/15/22)^(b)		260		266,926
Uber Technologies Inc.
7.50%, 05/15/25 (Call 05/31/22)^(b)		510		526,473
8.00%, 11/01/26 (Call 05/31/22)^(b)		800		837,776
VeriSign Inc., 5.25%, 04/01/25 (Call 01/01/25)		415		427,247
Weibo Corp., 3.50%, 07/05/24 (Call 06/05/24)		665		647,657


				28,654,266

Iron & Steel — 0.1%
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24^(d)		600		617,088
Allegheny Ludlum LLC, 6.95%, 12/15/25		75		77,641
ArcelorMittal SA, 4.55%, 03/11/26		370		374,170
Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 07/15/26 (Call 05/30/22)^(b)		325		329,813
Cleveland-Cliffs Inc., 6.75%, 03/15/26 (Call 05/31/22)^(b)		445		466,454
Commercial Metals Co., 4.88%, 05/15/23 (Call 02/15/23)^(c)		175		176,213
Infrabuild Australia Pty Ltd., 12.00%, 10/01/24 (Call 05/30/22)^(b)		164		167,411
JSW Steel Ltd., 5.95%, 04/18/24^(d)		200		202,960
Nucor Corp., 2.00%, 06/01/25 (Call 05/01/25)		346		330,980
Periama Holdings LLC/DE, 5.95%, 04/19/26^(d)		600		590,280
POSCO
2.50%, 01/17/25^(d)		200		193,850
2.75%, 07/15/24^(d)		400		393,740
4.00%, 08/01/23^(d)		400		403,836
Reliance Steel & Aluminum Co., 1.30%, 08/15/25 (Call 07/15/25)		232		214,844
Shandong Iron And Steel Xinheng International Co. Ltd., 6.50%, 11/05/23^(d)		200		205,426
Shougang Group Co. Ltd., 4.00%, 05/23/24^(d)		600		598,524
Steel Dynamics Inc.
2.40%, 06/15/25 (Call 05/15/25)		445		425,674
2.80%, 12/15/24 (Call 11/15/24)		455		445,563
Tacora Resources Inc., 8.25%, 05/15/26 (Call 05/15/23)^(b)		115		110,142
Usiminas International Sarl, 5.88%, 07/18/26 (Call 07/18/23)^(d)		400		400,924
Vale Overseas Ltd., 6.25%, 08/10/26		661		696,046


				7,421,579

Leisure Time — 0.1%
Brunswick Corp., 0.85%, 08/18/24 (Call 08/18/22)		330		309,141
Carnival Corp.
5.75%, 03/01/27 (Call 12/01/26)^(b)		200		182,060
7.63%, 03/01/26 (Call 03/01/24)^(b)		725		709,543
10.50%, 02/01/26 (Call 08/01/23)^(b)		405		445,067
Constellation Merger Sub Inc., 8.50%, 09/15/25 (Call 05/31/22)^(b)		250		233,000
CWT Travel Group Inc., 8.50%, 11/19/26^(b)		100		98,882
King Power Capital Ltd., 5.63%, 11/03/24^(d)		200		209,068
Life Time Inc.
5.75%, 01/15/26 (Call 01/15/23)^(b)		472		458,614
8.00%, 04/15/26 (Call 02/01/23)^(b)		262		255,937
Lindblad Expeditions LLC, 6.75%, 02/15/27 (Call 02/15/24)^(b)		205		201,464
NCL Corp. Ltd.
3.63%, 12/15/24 (Call 05/10/22)^(b)		305		284,165
5.88%, 03/15/26 (Call 12/15/25)^(b)		707		649,903


Security	Par (000)		Value

Leisure Time (continued)
5.88%, 02/15/27 (Call 02/15/24)^(b)	$	520	$	496,605
Royal Caribbean Cruises Ltd.
4.25%, 07/01/26 (Call 01/01/26)^(b)		335		303,255
5.50%, 08/31/26 (Call 02/28/26)^(b)		510		475,320
9.13%, 06/15/23 (Call 03/15/23)^(b)		541		558,907
10.88%, 06/01/23 (Call 03/01/23)^(b)		515		539,019
11.50%, 06/01/25 (Call 06/01/22)^(b)		716		778,593
Sunny Express Enterprises Corp.
2.63%, 04/23/25^(d)		400		386,312
2.95%, 03/01/27^(d)		200		191,242
Viking Cruises Ltd.
6.25%, 05/15/25 (Call 05/30/22)^(b)		133		121,944
13.00%, 05/15/25 (Call 05/16/22)^(b)		345		377,927


				8,265,968

Lodging — 0.3%
Arrow Bidco LLC, 9.50%, 03/15/24 (Call 05/31/22)^(b)		225		228,400
Boyd Gaming Corp., 8.63%, 06/01/25 (Call 06/01/22)^(b)		250		260,935
Fortune Star BVI Ltd.
5.00%, 05/18/26 (Call 05/18/24)^(d)		600		515,820
5.95%, 10/19/25 (Call 10/19/23)^(d)		600		546,768
6.85%, 07/02/24 (Call 07/02/23)^(d)		600		568,500
Genting New York LLC, 3.30%, 02/15/26 (Call 01/15/26)^(b)		295		270,356
Gohl Capital Ltd., 4.25%, 01/24/27^(d)		800		740,816
Hilton Domestic Operating Co. Inc., 5.38%, 05/01/25 (Call 05/10/22)^(b)		260		264,007
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27 (Call 05/16/22)		300		298,839
Hyatt Hotels Corp.
1.30%, 10/01/23 (Call 10/01/22)		165		160,453
1.80%, 10/01/24 (Call 10/01/22)		150		142,817
3.38%, 07/15/23 (Call 04/15/23)		485		482,012
4.85%, 03/15/26 (Call 12/15/25)		290		292,627
5.63%, 04/23/25 (Call 03/23/25)		358		369,170
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		282		261,177
3.20%, 08/08/24 (Call 07/08/24)		1,515		1,454,930
Marriott International Inc./MD
3.60%, 04/15/24 (Call 03/15/24)		707		708,365
3.75%, 03/15/25 (Call 12/15/24)		116		116,244
3.75%, 10/01/25 (Call 07/01/25)		50		49,628
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		596		624,906
Series R, 3.13%, 06/15/26 (Call 03/15/26)		50		48,269
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		211		213,416
Marriott Ownership Resorts Inc., 6.13%, 09/15/25 (Call 05/31/22)^(b)		128		131,092
Melco Resorts Finance Ltd.
4.88%, 06/06/25 (Call 05/30/22)^(d)		400		357,368
5.25%, 04/26/26 (Call 05/30/22)^(d)		250		218,423
MGM China Holdings Ltd.
4.75%, 02/01/27 (Call 02/01/24)^(b)		400		336,388
5.25%, 06/18/25 (Call 06/18/22)^(b)		225		202,813
5.38%, 05/15/24 (Call 05/10/22)^(b)		460		429,801
5.88%, 05/15/26 (Call 05/15/22)^(b)		335		298,049
MGM Resorts International
4.63%, 09/01/26 (Call 06/01/26)		160		150,710
5.50%, 04/15/27 (Call 01/15/27)		350		339,808
5.75%, 06/15/25 (Call 03/15/25)		405		402,096
6.00%, 03/15/23		255		258,216
6.75%, 05/01/25 (Call 05/31/22)		390		399,586


Security	Par (000)		Value

Lodging (continued)
Minor International PCL
2.70%, (Call 04/19/26)^(a)(d)(e)	$	200	$	187,018
3.10%, (Call 06/29/23)^(a)(d)(e)		200		198,292
Sands China Ltd.
3.80%, 01/08/26 (Call 12/08/25)		315		290,830
5.13%, 08/08/25 (Call 06/08/25)		1,006		974,291
Studio City Co. Ltd., 7.00%, 02/15/27^(b)		25		23,482
Studio City Finance Ltd., 6.00%, 07/15/25 (Call 07/15/22)^(b)		410		347,549
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp., 5.88%, 05/15/25 (Call 05/31/22)^(b)		160		156,811
Travel + Leisure Co.
5.65%, 04/01/24 (Call 02/01/24)		220		222,257
6.00%, 04/01/27 (Call 01/01/27)		200		199,966
6.60%, 10/01/25 (Call 07/01/25)		208		216,301
6.63%, 07/31/26 (Call 04/30/26)^(b)		330		337,507
Universal Entertainment Corp., 8.50%, 12/11/24 (Call 12/11/23)^(b)		250		254,132
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.
4.25%, 05/30/23 (Call 02/28/23)^(b)		260		254,969
5.50%, 03/01/25 (Call 12/01/24)^(b)		947		916,222
Wynn Macau Ltd.
4.88%, 10/01/24 (Call 05/10/22)^(b)		330		294,957
5.50%, 01/15/26 (Call 06/15/22)^(b)		520		450,934


				17,468,323

Machinery — 0.4%
Caterpillar Financial Services Corp.
0.45%, 09/14/23		27		26,152
0.45%, 05/17/24		1,114		1,057,264
0.65%, 07/07/23		447		436,652
0.80%, 11/13/25		540		493,830
0.95%, 01/10/24		505		488,840
1.15%, 09/14/26		525		475,787
1.45%, 05/15/25		232		219,574
1.70%, 01/08/27		825		761,838
2.15%, 11/08/24		600		586,638
2.85%, 05/17/24		358		356,990
3.25%, 12/01/24		100		100,351
3.30%, 06/09/24		565		567,435
3.45%, 05/15/23		213		214,483
3.65%, 12/07/23		686		693,779
3.75%, 11/24/23		205		207,669
Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24)		852		858,535
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		395		355,721
1.95%, 07/02/23		512		504,684
4.20%, 01/15/24		53		53,677
CNH Industrial NV, 4.50%, 08/15/23		367		372,189
Deere & Co., 2.75%, 04/15/25 (Call 03/15/25)		179		175,941
Doosan Heavy Industries & Construction Co. Ltd., 1.00%, 07/21/23^(d)		200		195,080
Dover Corp., 3.15%, 11/15/25 (Call 08/15/25)		55		54,227
Husky III Holding Ltd. , 13.00%, 02/15/25 (Call 05/10/22), (13.75% PIK)^(b)(f)		245		252,193
John Deere Capital Corp, 2.35%, 03/08/27		500		472,715
John Deere Capital Corp.
0.40%, 10/10/23		110		106,466
0.45%, 01/17/24		230		220,770
0.45%, 06/07/24		245		231,853


Security	Par (000)		Value

Machinery (continued)
0.63%, 09/10/24	$	220	$	208,285
0.70%, 07/05/23		279		272,321
0.70%, 01/15/26		1,059		962,769
0.90%, 01/10/24		275		266,142
1.05%, 06/17/26		765		695,790
1.25%, 01/10/25^(c)		505		479,957
1.30%, 10/13/26		295		269,199
2.05%, 01/09/25		478		464,458
2.13%, 03/07/25^(c)		225		218,538
2.60%, 03/07/24		517		514,069
2.65%, 06/24/24		252		250,017
3.35%, 06/12/24		190		191,106
3.45%, 06/07/23		334		336,442
3.45%, 01/10/24		150		151,263
3.45%, 03/13/25		142		143,056
3.65%, 10/12/23		757		766,796
JPW Industries Holding Corp., 9.00%, 10/01/24 (Call 05/31/22)^(b)(c)		120		121,081
Komatsu Finance America Inc., 0.85%, 09/09/23 (Call 08/09/23)^(d)		600		580,854
Manitowoc Co. Inc. (The), 9.00%, 04/01/26 (Call 05/16/22)^(b)		150		155,250
Maxim Crane Works Holdings Capital LLC, 10.13%, 08/01/24 (Call 05/31/22)^(b)		149		147,377
Otis Worldwide Corp., 2.06%, 04/05/25 (Call 03/05/25)		999		952,876
Rockwell Automation Inc., 2.88%, 03/01/25 (Call 12/01/24)		97		95,907
Shanghai Electric Group Global Investment Ltd., 2.30%, 02/21/25 (Call 11/21/24)^(d)		400		378,572
Stevens Holding Co. Inc., 6.13%, 10/01/26 (Call 10/01/23)^(b)		205		207,897
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26 (Call 05/30/22)^(b)		320		312,227
Weir Group PLC (The), 2.20%, 05/13/26 (Call 04/13/26)^(b)		535		485,192
Welbilt Inc., 9.50%, 02/15/24 (Call 05/31/22)		225		226,006
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		756		733,199
3.45%, 11/15/26 (Call 08/15/26)		200		192,414
4.40%, 03/15/24 (Call 02/15/24)		828		836,280


				22,156,673

Manufacturing — 0.2%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)		131		126,665
2.65%, 04/15/25 (Call 03/15/25)		428		420,621
3.00%, 08/07/25		112		110,761
3.25%, 02/14/24 (Call 01/14/24)		823		827,378
Carlisle Companies Inc.
0.55%, 09/01/23 (Call 09/01/22)		120		115,958
3.50%, 12/01/24 (Call 10/01/24)		239		238,073
EnPro Industries Inc., 5.75%, 10/15/26 (Call 05/31/22)		175		176,083
FXI Holdings Inc.
7.88%, 11/01/24 (Call 05/31/22)^(b)		277		273,657
12.25%, 11/15/26 (Call 11/15/22)^(b)		400		427,628
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 (Call 05/31/22)^(b)		290		284,403
GE Capital International Funding Co. Unlimited Co., 3.37%, 11/15/25		135		133,693
Hillenbrand Inc.
5.00%, 09/15/26 (Call 07/15/26)		205		200,441
5.75%, 06/15/25 (Call 06/15/22)		220		223,258


Security	Par (000)		Value

Manufacturing (continued)
Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23)	$	111	$	112,070
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)		812		798,480
3.30%, 11/21/24 (Call 08/21/24)		144		143,093
Siemens Financieringsmaatschappij NV
0.65%, 03/11/24^(b)		462		441,335
1.20%, 03/11/26^(b)		1,345		1,226,640
2.00%, 09/15/23^(b)		250		247,150
2.35%, 10/15/26^(b)		500		472,850
3.13%, 03/16/24^(b)		250		249,540
3.25%, 05/27/25^(b)		1,195		1,189,467
3.40%, 03/16/27^(b)		500		492,570
6.13%, 08/17/26^(b)		1,000		1,089,830
Textron Inc.
3.88%, 03/01/25 (Call 12/01/24)		141		141,481
4.30%, 03/01/24 (Call 12/01/23)		268		271,262
Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23		450		455,315
Trane Technologies Luxembourg Finance SA, 3.55%, 11/01/24 (Call 08/01/24)		528		527,757
Trinity Industries Inc., 4.55%, 10/01/24 (Call 07/01/24)		245		245,355


				11,662,814

Media — 0.6%
AMC Networks Inc.
4.75%, 08/01/25 (Call 05/31/22)		465		448,962
5.00%, 04/01/24 (Call 05/31/22)		209		207,138
Beasley Mezzanine Holdings LLC, 8.63%, 02/01/26 (Call 02/01/23)^(b)(c)		155		144,392
CCO Holdings LLC/CCO Holdings Capital Corp.
4.00%, 03/01/23 (Call 05/16/22)^(b)		100		99,890
5.50%, 05/01/26 (Call 05/31/22)^(b)		138		138,345
Cengage Learning Inc., 9.50%, 06/15/24 (Call 05/31/22)^(b)		325		318,662
Charter Communications Operating LLC/Charter Communications Operating Capital
4.50%, 02/01/24 (Call 01/01/24)		1,858		1,881,652
4.91%, 07/23/25 (Call 04/23/25)		2,143		2,182,796
Comcast Corp.
2.35%, 01/15/27 (Call 10/15/26)		400		375,508
3.15%, 03/01/26 (Call 12/01/25)		1,068		1,049,460
3.30%, 02/01/27 (Call 11/01/26)		2,600		2,550,210
3.30%, 04/01/27 (Call 02/01/27)		200		196,044
3.38%, 02/15/25 (Call 11/15/24)		645		645,510
3.38%, 08/15/25 (Call 05/15/25)		744		741,336
3.70%, 04/15/24 (Call 03/15/24)		1,620		1,636,637
3.95%, 10/15/25 (Call 08/15/25)		1,425		1,443,083
Cox Communications Inc.
2.95%, 06/30/23 (Call 03/30/23)^(b)		418		417,586
3.15%, 08/15/24 (Call 06/15/24)^(b)		693		685,599
3.35%, 09/15/26 (Call 06/15/26)^(b)		285		276,664
3.85%, 02/01/25 (Call 11/01/24)^(b)		114		113,868
CSC Holdings LLC
5.25%, 06/01/24		403		393,243
5.50%, 04/15/27 (Call 05/31/22)^(b)		650		627,906
Cumulus Media New Holdings Inc., 6.75%, 07/01/26 (Call 07/01/22)^(b)(c)		235		234,727
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26 (Call 08/15/22)^(b)		750		273,817
Discovery Communications LLC
3.45%, 03/15/25 (Call 12/15/24)		344		336,563
3.80%, 03/13/24 (Call 01/13/24)		110		110,090


Security	Par (000)		Value

Media (continued)
3.90%, 11/15/24 (Call 08/15/24)	$	382	$	382,367
3.95%, 06/15/25 (Call 03/15/25)		312		309,445
4.90%, 03/11/26 (Call 12/11/25)		110		112,092
DISH DBS Corp.
5.00%, 03/15/23		180		179,379
5.25%, 12/01/26 (Call 06/01/26)^(b)		1,405		1,292,291
5.88%, 11/15/24		1,000		974,230
7.75%, 07/01/26		1,025		978,629
FactSet Research Systems Inc., 2.90%, 03/01/27 (Call 02/01/27)		365		345,199
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		261		256,464
4.03%, 01/25/24 (Call 12/25/23)		629		634,837
Gannett Holdings LLC, 6.00%, 11/01/26 (Call 11/01/23)^(b)		211		192,137
Gray Television Inc., 5.88%, 07/15/26 (Call 05/31/22)^(b)		350		353,069
Grupo Televisa SAB, 6.63%, 03/18/25		468		498,790
iHeartCommunications Inc., 6.38%, 05/01/26 (Call 05/16/22)		420		420,937
Paramount Global
4.00%, 01/15/26 (Call 10/15/25)		255		254,867
4.75%, 05/15/25 (Call 04/15/25)		418		428,300
6.25%, 02/28/57 (Call 02/28/27)^(a)		175		169,106
Radiate Holdco LLC/Radiate Finance Inc., 4.50%, 09/15/26 (Call 09/15/23)^(b)		505		465,979
Sinclair Television Group Inc., 5.13%, 02/15/27 (Call 05/16/22)^(b)		225		197,154
Sirius XM Radio Inc., 3.13%, 09/01/26 (Call 09/01/23)^(b)		530		488,262
Sky Ltd., 3.75%, 09/16/24^(b)		305		306,568
Spanish Broadcasting System Inc., 9.75%, 03/01/26 (Call 09/01/23)^(b)(c)		160		157,306
TEGNA Inc., 4.75%, 03/15/26 (Call 03/15/23)^(b)		300		297,933
Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23)		392		397,711
Townsquare Media Inc., 6.88%, 02/01/26 (Call 02/01/23)^(b)		290		289,501
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		245		228,031
3.00%, 02/13/26		100		98,000
3.15%, 09/17/25		97		96,028
Univision Communications Inc.
5.13%, 02/15/25 (Call 05/10/22)^(b)		755		745,389
9.50%, 05/01/25 (Call 05/10/22)^(b)		195		204,608
Videotron Ltd.
5.13%, 04/15/27 (Call 05/30/22)^(b)		300		294,042
5.38%, 06/15/24 (Call 03/15/24)^(b)		325		329,134
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)		1,466		1,418,663
1.75%, 01/13/26		680		637,935
3.35%, 03/24/25		1,471		1,467,720
3.70%, 09/15/24 (Call 06/15/24)		144		145,511
3.70%, 03/23/27		300		300,177
Ziggo Bond Co. BV, 6.00%, 01/15/27 (Call 05/30/22)^(b)		50		49,112


				33,926,591

Metal Fabricate & Hardware — 0.0%
Crane Co., 4.45%, 12/15/23 (Call 09/15/23)		10		10,143
Huayi Finance I Ltd., 3.00%, 10/30/24^(d)		400		384,292
Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25)		250		250,662
Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24)		25		25,047


				670,144


Security	Par (000)		Value

Mining — 0.3%
Anglo American Capital PLC
3.63%, 09/11/24^(b)	$	65	$	64,600
4.88%, 05/14/25^(b)		535		546,438
Arconic Corp., 6.00%, 05/15/25 (Call 05/31/22)^(b)		433		435,156
BHP Billiton Finance USA Ltd., 3.85%, 09/30/23		403		407,989
Chalco Hong Kong Investment Co. Ltd.
1.55%, 07/28/24 (Call 06/28/24)^(d)		300		285,192
2.10%, 07/28/26 (Call 06/28/26)^(d)		300		275,457
China Hongqiao Group Ltd., 6.25%, 06/08/24^(d)		400		390,180
Chinalco Capital Holding Co., 2.95%, 02/24/27 (Call 01/24/27)^(d)		200		188,808
Chinalco Capital Holdings Ltd.
2.13%, 06/03/26 (Call 05/03/26)^(d)		600		553,932
4.10%, (Call 09/11/24)^(a)(d)(e)		400		398,508
Cia de Minas Buenaventura SAA, 5.50%, 07/23/26 (Call 07/23/23)^(b)		400		366,108
Compass Minerals International Inc., 4.88%, 07/15/24 (Call 05/15/24)^(b)		150		148,527
Constellium SE, 5.88%, 02/15/26 (Call 05/30/22)^(b)		250		247,605
Endeavour Mining PLC, 5.00%, 10/14/26^(d)		200		181,958
Ferroglobe PLC/Globe Specialty Metals Inc., 9.38%, 12/31/25^(b)		200		202,022
First Quantum Minerals Ltd.
6.50%, 03/01/24 (Call 05/09/22)^(d)		500		501,475
6.88%, 03/01/26 (Call 05/09/22)^(d)		800		801,392
7.50%, 04/01/25 (Call 05/09/22)^(d)		650		659,165
FMG Resources August 2006 Pty Ltd., 5.13%, 05/15/24 (Call 02/15/24)^(b)		380		384,982
Freeport-McMoRan Inc., 4.55%, 11/14/24 (Call 08/14/24)		495		501,648
Fresnillo PLC, 5.50%, 11/13/23^(d)		200		204,030
Glencore Funding LLC
1.63%, 09/01/25 (Call 08/01/25)^(b)		820		754,900
1.63%, 04/27/26 (Call 03/27/26)^(b)		85		76,764
4.00%, 04/16/25^(b)		23		22,891
4.00%, 03/27/27 (Call 12/27/26)^(b)		535		525,028
4.13%, 05/30/23^(b)		609		614,390
4.13%, 03/12/24 (Call 02/12/24)^(b)		941		945,997
4.63%, 04/29/24^(b)		658		666,363
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24 (Call 04/15/24)^(d)		200		201,744
Hudbay Minerals Inc., 4.50%, 04/01/26 (Call 04/01/23)^(d)		400		369,040
Indonesia Asahan Aluminium Persero PT
4.75%, 05/15/25 (Call 04/15/25)^(d)		400		400,248
5.71%, 11/15/23^(d)		400		412,224
JW Aluminum Continuous Cast Co., 10.25%, 06/01/26 (Call 05/16/22)^(b)		170		175,435
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23)		173		179,161
Minera y Metalurgica del Boleo SAPI de CV, 3.25%, 04/17/24^(d)		200		199,080
Minmetals Bounteous Finance BVI Ltd.
3.38%, (Call 09/03/24)^(a)(d)(e)		500		492,355
4.75%, 07/30/25^(d)		600		612,348
Novelis Corp., 3.25%, 11/15/26 (Call 11/15/23)^(b)		395		360,730
Perenti Finance Pty Ltd., 6.50%, 10/07/25 (Call 10/07/22)^(b)(c)		200		199,548
SDG Finance Ltd., 2.80%, 08/25/26 (Call 05/25/26)^(d)		400		374,128
Southern Copper Corp., 3.88%, 04/23/25		225		223,562
Taseko Mines Ltd., 7.00%, 02/15/26 (Call 02/15/23)^(b)		205		203,335


Security	Par (000)		Value

Mining (continued)
Vedanta Resources Finance II PLC
8.95%, 03/11/25 (Call 09/11/24)^(d)	$	1,000	$	955,730
13.88%, 01/21/24 (Call 12/21/22)^(d)		400		417,760
Vedanta Resources Ltd.
6.13%, 08/09/24 (Call 05/30/22)^(d)		600		505,248
7.13%, 05/31/23^(d)		400		379,168


				18,012,349

Multi-National — 0.1%
Asian Development Bank
0.63%, 10/08/24		100		94,759
1.50%, 01/20/27		2,180		2,034,681
Black Sea Trade & Development Bank, 3.50%, 06/25/24^(d)		200		182,162
Council of Europe Development Bank, 0.88%, 09/22/26		465		424,252
FMS Wertmanagement, 0.38%, 05/06/24^(d)		400		381,104
Inter-American Development Bank, 0.50%, 09/23/24		45		42,553
New Development Bank Brics, 1.13%, 04/27/26^(d)		200		178,560


				3,338,071

Office & Business Equipment — 0.1%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)		950		873,582
4.13%, 05/01/25 (Call 05/31/22)		500		492,440
5.50%, 12/01/24 (Call 06/01/24)		572		585,534
Pitney Bowes Inc.
4.63%, 03/15/24 (Call 12/15/23)^(c)		150		147,917
6.88%, 03/15/27 (Call 03/15/24)^(b)		205		189,440
Xerox Corp., 3.80%, 05/15/24		150		148,210
Xerox Holdings Corp., 5.00%, 08/15/25 (Call 07/15/25)^(b)		395		379,204


				2,816,327

Oil & Gas — 1.8%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26 (Call 02/15/23)^(b)		345		356,302
Antero Resources Corp., 8.38%, 07/15/26 (Call 01/15/24)^(b)		180		194,078
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 7.00%, 11/01/26 (Call 05/31/22)^(b)		305		307,251
Athabasca Oil Corp., 9.75%, 11/01/26 (Call 11/01/24)^(b)		180		190,899
Baytex Energy Corp.
5.63%, 06/01/24 (Call 05/31/22)^(b)(c)		106		105,607
8.75%, 04/01/27 (Call 04/01/23)^(b)		250		264,460
Berry Petroleum Co. LLC, 7.00%, 02/15/26 (Call 05/31/22)^(b)		205		200,736
Bharat Petroleum Corp. Ltd., 4.00%, 05/08/25^(d)		200		198,222
BP Capital Markets America Inc.
2.75%, 05/10/23		946		947,088
3.02%, 01/16/27 (Call 10/16/26)		200		192,678
3.12%, 05/04/26 (Call 02/04/26)		155		151,322
3.19%, 04/06/25 (Call 03/06/25)		1,211		1,199,653
3.41%, 02/11/26 (Call 12/11/25)		350		345,954
3.54%, 04/06/27 (Call 02/06/27)		200		196,764
3.59%, 04/14/27 (Call 01/14/27)		200		197,128
3.79%, 02/06/24 (Call 01/06/24)		854		861,361
3.80%, 09/21/25 (Call 07/21/25)		240		241,946
BP Capital Markets PLC
3.51%, 03/17/25		297		297,021
3.54%, 11/04/24		315		315,891
3.64%, 05/14/23^(d)		200		200,970
3.81%, 02/10/24		635		641,356
3.99%, 09/26/23		587		594,619
BPRL International Singapore Pte Ltd., 4.38%, 01/18/27^(d)		400		392,288


Security	Par (000)		Value

Oil & Gas (continued)
California Resources Corp., 7.13%, 02/01/26 (Call 02/01/23)^(b)	$	305	$	311,304
Callon Petroleum Co.
6.13%, 10/01/24 (Call 05/31/22)		245		241,950
6.38%, 07/01/26 (Call 05/31/22)		210		204,063
8.25%, 07/15/25 (Call 05/31/22)		145		145,479
Calumet Specialty Products Partners LP/Calumet
Finance Corp.
8.13%, 01/15/27 (Call 01/15/24)^(b)		170		153,706
9.25%, 07/15/24 (Call 05/16/22)^(b)		341		360,880
11.00%, 04/15/25 (Call 05/31/22)^(b)		275		277,043
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		596		561,831
3.80%, 04/15/24 (Call 01/15/24)		254		254,846
3.90%, 02/01/25 (Call 11/01/24)		142		142,125
Cenovus Energy Inc., 5.38%, 07/15/25 (Call 04/15/25)		684		710,211
Centennial Resource Production LLC
5.38%, 01/15/26 (Call 05/31/22)^(b)(c)		150		146,204
6.88%, 04/01/27 (Call 05/31/22)^(b)		200		199,340
Chesapeake Energy Corp., 5.50%, 02/01/26 (Call 02/05/23)^(b)		280		277,780
Chevron Corp.
1.14%, 05/11/23		901		889,116
1.55%, 05/11/25 (Call 04/11/25)		1,662		1,577,039
2.57%, 05/16/23 (Call 05/11/22)		263		264,084
2.90%, 03/03/24 (Call 01/03/24)		689		688,559
2.95%, 05/16/26 (Call 02/16/26)		85		83,176
3.19%, 06/24/23 (Call 05/11/22)		953		961,996
3.33%, 11/17/25 (Call 08/17/25)		225		224,084
Chevron USA Inc.
0.43%, 08/11/23		905		881,343
0.69%, 08/12/25 (Call 07/12/25)		1,197		1,100,749
3.90%, 11/15/24 (Call 08/15/24)		333		337,772
Civitas Resources Inc., 5.00%, 10/15/26 (Call 10/15/23)^(b)		227		216,347
CNOOC Curtis Funding No. 1 Pty Ltd., 4.50%, 10/03/23^(d)		1,200		1,220,604
CNOOC Finance 2013 Ltd., 3.00%, 05/09/23		2,085		2,082,164
CNOOC Finance 2014 ULC, 4.25%, 04/30/24		400		406,312
CNOOC Finance 2015 USA LLC, 3.50%, 05/05/25		800		796,568
CNX Resources Corp., 7.25%, 03/14/27 (Call 05/31/22)^(b)		355		362,707
Colgate Energy Partners III LLC, 7.75%, 02/15/26 (Call 02/15/24)^(b)		150		157,125
Comstock Resources Inc., 7.50%, 05/15/25 (Call 05/15/22)^(b)		128		130,651
ConocoPhillips Co.
2.40%, 03/07/25 (Call 03/07/23)		455		443,070
3.35%, 11/15/24 (Call 08/15/24)		216		216,354
4.95%, 03/15/26 (Call 05/11/22)		455		479,588
Continental Resources Inc., 2.27%, 11/15/26^(b)		325		296,325
Continental Resources Inc./OK, 3.80%, 06/01/24 (Call 03/01/24)		860		861,006
Cosan Luxembourg SA, 7.00%, 01/20/27 (Call 05/30/22)^(d)		200		205,606
Coterra Energy Inc., 4.38%, 06/01/24 (Call 03/01/24)^(b)		455		458,308
CrownRock LP/CrownRock Finance Inc., 5.63%, 10/15/25 (Call 05/31/22)^(b)		625		624,969
CVR Energy Inc., 5.25%, 02/15/25 (Call 05/16/22)^(b)		325		314,230
Devon Energy Corp.
5.25%, 09/15/24 (Call 06/15/24)		310		319,719
5.85%, 12/15/25 (Call 09/15/25)		290		307,435


Security	Par (000)		Value

Oil & Gas (continued)
Diamondback Energy Inc., 3.25%, 12/01/26 (Call 10/01/26)	$	275	$	267,556
Earthstone Energy Holdings LLC, 8.00%, 04/15/27		280		279,160
Ecopetrol SA
4.13%, 01/16/25		515		498,314
5.38%, 06/26/26 (Call 03/26/26)		810		797,145
5.88%, 09/18/23^(c)		900		913,239
Empresa Nacional del Petroleo
3.75%, 08/05/26 (Call 05/05/26)^(d)		400		380,616
4.38%, 10/30/24^(d)		284		285,082
Endeavor Energy Resources LP/EER Finance Inc., 6.63%, 07/15/25 (Call 07/15/22)^(b)		335		344,280
Energean Israel Finance Ltd.
4.50%, 03/30/24 (Call 12/30/23)^(b)		300		292,773
4.88%, 03/30/26 (Call 12/30/25)^(b)		275		255,307
Energy Ventures Gom LLC/EnVen Finance Corp., 11.75%, 04/15/26 (Call 04/15/23)^(b)		144		149,669
Eni SpA, Series X-R, 4.00%, 09/12/23^(b)		620		624,340
Ensign Drilling Inc., 9.25%, 04/15/24 (Call 05/30/22)^(b)		215		211,158
EOG Resources Inc., 3.15%, 04/01/25 (Call 01/01/25)		111		109,995
EQT Corp.
3.13%, 05/15/26 (Call 05/15/23)^(b)		300		283,005
6.63%, 02/01/25 (Call 01/01/25)		550		572,814
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		435		407,673
2.65%, 01/15/24		800		794,552
2.88%, 04/06/25 (Call 03/06/25)		1,392		1,371,858
3.25%, 11/10/24		230		229,409
3.70%, 03/01/24		874		881,796
Exxon Mobil Corp.
2.02%, 08/16/24 (Call 07/16/24)		1,039		1,017,867
2.71%, 03/06/25 (Call 12/06/24)		668		658,000
2.99%, 03/19/25 (Call 02/19/25)		1,068		1,058,612
3.04%, 03/01/26 (Call 12/01/25)		1,470		1,447,127
3.18%, 03/15/24 (Call 12/15/23)		514		516,770
3.29%, 03/19/27 (Call 01/19/27)		300		296,715
Geopark Ltd., 5.50%, 01/17/27 (Call 01/17/24)^(d)		200		179,776
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25 (Call 05/20/22)^(b)(c)		150		169,968
GS Caltex Corp., 3.00%, 06/04/24^(d)		400		395,728
Gulfport Energy Corp., 8.00%, 05/17/26 (Call 05/17/24)		285		293,647
Harbour Energy PLC, 5.50%, 10/15/26 (Call 10/15/23)^(b)		265		256,438
Harvest Operations Corp., 4.20%, 06/01/23 (Call 05/01/23)^(d)		200		202,432
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		525		521,960
4.30%, 04/01/27 (Call 01/01/27)		200		199,178
Independence Energy Finance LLC, 7.25%, 05/01/26 (Call 05/01/23)^(b)		360		354,596
Indian Oil Corp. Ltd., 4.75%, 01/16/24^(d)		400		405,576
Ithaca Energy North Sea PLC, 9.00%, 07/15/26 (Call 07/15/23)^(b)		265		270,430
KazMunayGas National Co. JSC
4.75%, 04/24/25^(d)		400		390,732
4.75%, 04/19/27^(d)		200		191,646
Korea National Oil Corp.
2.63%, 04/14/26^(d)		400		383,468
4.00%, 01/23/24^(d)		310		313,977
Kosmos Energy Ltd., 7.13%, 04/04/26 (Call 05/31/22)^(d)		400		391,800
Laredo Petroleum Inc., 9.50%, 01/15/25 (Call 05/31/22)		305		314,077


Security	Par (000)		Value

Oil & Gas (continued)
Leviathan Bond Ltd.
5.75%, 06/30/23 (Call 03/30/23)^(b)	$	200	$	200,324
6.13%, 06/30/25 (Call 03/30/25)^(b)		225		222,642
Lundin Energy Finance BV, 2.00%, 07/15/26^(b)		300		271,572
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26 (Call 05/10/22)^(b)		215		215,178
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		523		520,453
4.70%, 05/01/25 (Call 04/01/25)		934		947,879
Matador Resources Co., 5.88%, 09/15/26 (Call 05/16/22)		555		544,583
Medco Bell Pte Ltd., 6.38%, 01/30/27 (Call 01/30/24)^(d)		200		188,248
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26 (Call 05/14/23)^(d)		600		596,766
Medco Platinum Road Pte Ltd., 6.75%, 01/30/25 (Call 05/30/22)^(d)		200		198,762
MEG Energy Corp., 7.13%, 02/01/27 (Call 02/01/23)^(b)		600		609,294
Moss Creek Resources Holdings Inc., 7.50%, 01/15/26 (Call 05/31/22)^(b)		380		349,064
Murphy Oil Corp.
5.75%, 08/15/25 (Call 05/31/22)		300		300,897
6.88%, 08/15/24 (Call 05/31/22)		129		129,219
Nabors Industries Inc.
5.75%, 02/01/25 (Call 11/01/24)		330		315,658
9.00%, 02/01/25 (Call 05/31/22)^(b)		98		101,353
Nabors Industries Ltd., 7.25%, 01/15/26 (Call 07/15/22)^(b)		280		274,005
NAK Naftogaz Ukraine via Kondor Finance PLC, 7.63%, 11/08/26^(d)		200		56,000
Neptune Energy Bondco PLC, 6.63%, 05/15/25 (Call 05/30/22)^(b)		425		422,051
Oasis Petroleum Inc., 6.38%, 06/01/26 (Call 06/01/23)^(b)		215		216,064
Occidental Petroleum Corp.
3.00%, 02/15/27 (Call 11/15/26)		125		116,486
3.20%, 08/15/26 (Call 06/15/26)		415		390,137
3.40%, 04/15/26 (Call 01/15/26)		375		357,038
5.50%, 12/01/25 (Call 09/01/25)		400		407,100
5.55%, 03/15/26 (Call 12/15/25)		535		548,247
5.88%, 09/01/25 (Call 06/01/25)		480		493,090
6.95%, 07/01/24		378		396,348
8.00%, 07/15/25 (Call 04/15/25)		275		297,688
Oil and Gas Holding Co. BSCC (The), 7.63%, 11/07/24^(d)		415		434,899
Oil India International Pte Ltd., 4.00%, 04/21/27^(d)		200		194,058
Oil India Ltd., 5.38%, 04/17/24^(d)		400		410,560
ONGC Videsh Ltd., 3.75%, 05/07/23^(d)		200		200,392
ONGC Videsh Vankorneft Pte Ltd., 3.75%, 07/27/26^(d)		400		386,360
Ovintiv Exploration Inc.
5.38%, 01/01/26 (Call 10/01/25)		430		445,618
5.63%, 07/01/24		679		705,732
Par Petroleum LLC/Par Petroleum Finance Corp., 7.75%, 12/15/25 (Call 05/31/22)^(b)		160		157,979
PBF Holding Co. LLC/PBF Finance Corp.
7.25%, 06/15/25 (Call 05/31/22)^(c)		355		342,550
9.25%, 05/15/25 (Call 05/31/22)^(b)		635		658,031
PDC Energy Inc.
5.75%, 05/15/26 (Call 05/31/22)		415		403,973
6.13%, 09/15/24 (Call 05/31/22)		88		88,236
Penn Virginia Holdings LLC., 9.25%, 08/15/26 (Call 08/15/23)^(b)		200		206,890
Pertamina Persero PT
1.40%, 02/09/26 (Call 01/09/26)^(d)		600		540,558
4.30%, 05/20/23^(d)		615		619,557


Security	Par (000)		Value

Oil & Gas (continued)
Petrobras Global Finance BV, 7.38%, 01/17/27	$	400	$	438,844
Petrofac Ltd., 9.75%, 11/15/26 (Call 11/15/23)^(b)		300		280,557
Petroleos Mexicanos
4.25%, 01/15/25		499		482,234
4.50%, 01/23/26		500		470,045
4.63%, 09/21/23		500		500,065
4.88%, 01/18/24		800		799,280
6.49%, 01/23/27 (Call 11/23/26)		600		575,610
6.50%, 03/13/27		2,000		1,916,340
6.88%, 10/16/25		700		708,995
6.88%, 08/04/26		1,500		1,495,230
Petron Corp.
4.60%, (Call 07/19/23)^(a)(d)(e)		400		385,088
5.95%, (Call 04/19/26)^(a)(d)(e)		200		193,438
Petronas Capital Ltd., 3.50%, 03/18/25^(d)		1,300		1,299,922
Petrorio Luxembourg Trading Sarl, 6.13%, 06/09/26 (Call 06/09/24)^(d)		400		387,040
Phillips 66
0.90%, 02/15/24 (Call 05/31/22)		180		172,973
1.30%, 02/15/26 (Call 01/15/26)		200		182,412
3.85%, 04/09/25 (Call 03/09/25)		691		694,994
Pioneer Natural Resources Co.
0.55%, 05/15/23		805		785,374
1.13%, 01/15/26 (Call 12/15/25)		245		221,784
Precision Drilling Corp., 7.13%, 01/15/26 (Call 05/16/22)^(b)		175		175,298
Puma International Financing SA
5.00%, 01/24/26 (Call 05/10/22)^(b)		200		186,832
5.13%, 10/06/24 (Call 05/10/22)^(b)		400		382,004
Qatar Energy, 1.38%, 09/12/26 (Call 08/12/26)^(d)		400		362,664
Raizen Fuels Finance SA, 5.30%, 01/20/27^(c)(d)		400		400,920
Range Resources Corp.
4.88%, 05/15/25 (Call 02/15/25)		445		442,125
5.00%, 03/15/23 (Call 12/15/22)		70		70,160
Reliance Industries Ltd., 4.13%, 01/28/25^(d)		800		804,560
SA Global Sukuk Ltd.
0.95%, 06/17/24 (Call 05/17/24)^(d)		200		189,504
1.60%, 06/17/26 (Call 05/17/26)^(d)		600		551,058
Saudi Arabian Oil Co.
1.25%, 11/24/23 (Call 10/24/23)^(d)		200		194,382
1.63%, 11/24/25 (Call 10/24/25)^(d)		1,000		929,850
2.88%, 04/16/24^(d)		1,400		1,383,746
SEPLAT Energy PLC, 7.75%, 04/01/26 (Call 04/01/23)^(d)		600		569,742
Shelf Drilling Holdings Ltd., 8.25%, 02/15/25 (Call 06/13/22)^(d)		425		356,456
Shell International Finance BV
0.38%, 09/15/23		320		310,323
2.00%, 11/07/24 (Call 10/07/24)		734		716,032
2.50%, 09/12/26		400		382,032
2.88%, 05/10/26		135		131,613
3.25%, 05/11/25		1,498		1,492,457
3.50%, 11/13/23 (Call 10/13/23)		939		947,817
Sinopec Group Overseas Development 2013 Ltd., 4.38%, 10/17/23^(d)		400		406,952
Sinopec Group Overseas Development 2014 Ltd., 4.38%, 04/10/24^(d)		800		815,144
Sinopec Group Overseas Development 2015 Ltd., 3.25%, 04/28/25^(d)		676		671,052
Sinopec Group Overseas Development 2016 Ltd., 2.75%, 09/29/26^(d)		400		383,612


Security	Par (000)		Value

Oil & Gas (continued)
Sinopec Group Overseas Development 2018 Ltd.
1.45%, 01/08/26 (Call 12/08/25)^(d)	$	800	$	738,128
2.15%, 05/13/25 (Call 04/13/25)^(d)		600		576,312
2.50%, 08/08/24 (Call 07/08/24)^(d)		600		588,984
2.50%, 11/12/24 (Call 10/12/24)^(d)		1,400		1,371,524
3.75%, 09/12/23^(d)		800		806,928
4.13%, 09/12/25^(d)		200		203,644
SK Innovation Co. Ltd., 4.13%, 07/13/23^(d)		200		200,714
SM Energy Co.
5.63%, 06/01/25 (Call 05/31/22)		175		172,254
6.63%, 01/15/27 (Call 05/31/22)		205		203,901
6.75%, 09/15/26 (Call 05/31/22)		210		209,792
10.00%, 01/15/25 (Call 06/17/22)^(b)		258		279,362
Southwestern Energy Co., 5.95%, 01/23/25 (Call 10/23/24)		295		299,443
Strathcona Resources Ltd., 6.88%, 08/01/26 (Call 08/01/23)^(b)		270		261,382
Suncor Energy Inc.
2.80%, 05/15/23		618		615,886
3.10%, 05/15/25 (Call 04/15/25)		185		181,461
Sunoco LP/Sunoco Finance Corp., 6.00%, 04/15/27 (Call 05/31/22)		350		352,832
Talos Production Inc., 12.00%, 01/15/26 (Call 01/15/23)		365		392,893
Tap Rock Resources LLC, 7.00%, 10/01/26 (Call 10/01/23)^(b)		285		287,876
Tengizchevroil Finance Co. International Ltd.
2.63%, 08/15/25 (Call 05/15/25)^(d)		800		712,352
4.00%, 08/15/26^(d)		200		181,070
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		770		767,921
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		608		592,660
3.70%, 01/15/24		639		644,936
3.75%, 04/10/24		761		768,572
Transocean Guardian Ltd., 5.88%, 01/15/24 (Call 05/30/22)^(b)		230		220,201
Transocean Inc.
7.25%, 11/01/25 (Call 05/10/22)^(b)		210		174,290
7.50%, 01/15/26 (Call 05/10/22)^(b)		286		234,797
8.00%, 02/01/27 (Call 02/01/23)^(b)		300		239,355
11.50%, 01/30/27 (Call 07/30/23)^(b)		360		358,459
Transocean Pontus Ltd., 6.13%, 08/01/25 (Call 05/30/22)^(b)		209		205,867
Transocean Poseidon Ltd., 6.88%, 02/01/27 (Call 05/30/22)^(b)		258		247,827
Transocean Sentry Ltd., 5.38%, 05/15/23 (Call 05/30/22)^(b)		175		170,243
Trinidad Petroleum Holdings Ltd., 9.75%, 06/15/26 (Call 06/28/22)^(d)		400		410,700
Tullow Oil PLC
7.00%, 03/01/25 (Call 05/30/22)^(d)		400		325,644
10.25%, 05/15/26 (Call 05/15/23)^(d)		910		897,943
Turkiye Petrol Rafinerileri AS, 4.50%, 10/18/24 (Call 07/20/24)^(d)		400		380,216
Valero Energy Corp., 2.85%, 04/15/25 (Call 03/15/25)		427		415,313
Vantage Drilling International, 9.25%, 11/15/23 (Call 05/31/22)^(b)		180		170,807
Vermilion Energy Inc., 5.63%, 03/15/25 (Call 05/30/22)^(b)(c)		160		159,533
W&T Offshore Inc., 9.75%, 11/01/23 (Call 05/31/22)^(b)		315		313,116


Security	Par (000)		Value

Oil & Gas (continued)
Woodside Finance Ltd.
3.65%, 03/05/25 (Call 12/05/24)^(b)	$	250	$	247,753
3.70%, 09/15/26 (Call 06/15/26)^(b)		300		293,703
YPF SA, 8.50%, 07/28/25^(d)		750		613,538
YPF Sociedad Anonima, 4.00%, 02/12/26 (Call 11/12/25)^(d)(g)		100		89,239


				107,975,093

Oil & Gas Services — 0.1%
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27 (Call 05/31/22)^(b)		100		99,644
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
1.23%, 12/15/23		500		485,095
2.06%, 12/15/26 (Call 11/15/26)		530		491,294
CGG SA, 8.75%, 04/01/27 (Call 04/01/24)^(b)		200		198,974
COSL Singapore Capital Ltd., 1.88%, 06/24/25 (Call 05/24/25)^(d)		800		753,672
CSI Compressco LP/CSI Compressco Finance Inc., 7.50%, 04/01/25 (Call 05/31/22)^(b)		200		192,506
Exterran Energy Solutions LP/EES Finance Corp., 8.13%, 05/01/25 (Call 05/31/22)		175		175,604
Halliburton Co.
3.50%, 08/01/23 (Call 05/01/23)		766		769,286
3.80%, 11/15/25 (Call 08/15/25)		72		72,361
HF SINCLAIR Corp.
2.63%, 10/01/23^(b)		385		377,735
5.88%, 04/01/26^(b)		488		503,889
KCA Deutag UK Finance PLC, 9.88%, 12/01/25 (Call 12/01/22)^(b)		250		256,930
KLX Energy Services Holdings Inc., 11.50%, 11/01/25 (Call 05/31/22)^(b)		125		81,046
Oceaneering International Inc., 4.65%, 11/15/24 (Call 08/15/24)		285		275,829
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		290		271,730
Schlumberger Holdings Corp.
3.75%, 05/01/24 (Call 04/01/24)^(b)		633		637,102
4.00%, 12/21/25 (Call 09/21/25)^(b)		615		617,183
Schlumberger Investment SA, 3.65%, 12/01/23 (Call 09/01/23)		684		689,021
TechnipFMC PLC, 6.50%, 02/01/26 (Call 02/01/23)^(b)		490		509,600
Transocean Phoenix 2 Ltd., 7.75%, 10/15/24 (Call 05/30/22)^(b)		181		182,590
Transocean Proteus Ltd., 6.25%, 12/01/24 (Call 05/30/22)^(b)		163		160,449
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 04/01/26 (Call 05/31/22)		400		392,668
Weatherford International Ltd., 11.00%, 12/01/24 (Call 05/31/22)^(b)		273		284,114


				8,478,322

Packaging & Containers — 0.2%
Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) .		110		108,625
Ardagh Packaging Finance PLC/Ardagh Holdings USA Inc.
4.13%, 08/15/26 (Call 08/15/22)^(b)		625		579,750
5.25%, 04/30/25 (Call 05/30/22)^(b)		400		397,564
Ball Corp.
4.00%, 11/15/23		520		520,926
4.88%, 03/15/26 (Call 12/15/25)		434		437,164
5.25%, 07/01/25		512		525,184


Security	Par (000)		Value

Packaging & Containers (continued)
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)	$	990	$	945,272
1.57%, 01/15/26 (Call 12/15/25)		580		527,823
1.65%, 01/15/27 (Call 12/15/26)		500		444,205
4.50%, 02/15/26 (Call 05/31/22)^(b)		150		147,667
4.88%, 07/15/26 (Call 07/15/22)^(b)		150		149,190
Brambles USA Inc., 4.13%, 10/23/25 (Call 07/25/25)^(b)		195		195,671
Cascades Inc./Cascades USA Inc., 5.13%, 01/15/26 (Call 01/15/23)^(b)		130		128,059
Crown Americas LLC / Crown Americas Capital Corp VI, 4.25%, 09/30/26 (Call 03/31/26)		175		169,484
Crown Cork & Seal Co. Inc., 7.38%, 12/15/26		25		26,631
Duke Energy Carolinas LLC, 4.75%, 02/01/26 (Call 05/31/22)		465		463,707
Graphic Packaging International LLC
1.51%, 04/15/26 (Call 03/15/26)^(b)		685		614,548
4.13%, 08/15/24 (Call 05/15/24)		150		149,544
LABL Inc., 6.75%, 07/15/26 (Call 07/15/22)^(b)		365		351,254
Matthews International Corp., 5.25%, 12/01/25 (Call 05/31/22)^(b)		100		99,927
Mauser Packaging Solutions Holding Co.
5.50%, 04/15/24 (Call 05/31/22)^(b)		750		732,345
7.25%, 04/15/25 (Call 05/31/22)^(b)		675		639,684
8.50%, 04/15/24 (Call 05/31/22)^(b)		75		75,834
Owens-Brockway Glass Container Inc.
5.38%, 01/15/25^(b)		164		161,447
5.88%, 08/15/23^(b)		290		294,199
6.38%, 08/15/25^(b)		175		176,183
Packaging Corp. of America, 3.65%, 09/15/24 (Call 06/15/24)		142		142,226
Pactiv LLC
7.95%, 12/15/25		160		157,504
8.38%, 04/15/27		100		98,855
Sealed Air Corp.
1.57%, 10/15/26 (Call 09/15/26)^(b)		105		92,372
5.13%, 12/01/24 (Call 09/01/24)^(b)		220		224,099
5.50%, 09/15/25 (Call 06/15/25)^(b)		205		210,785
Silgan Holdings Inc., 1.40%, 04/01/26 (Call 03/01/26)^(b)		250		223,752
Sonoco Products Co.
1.80%, 02/01/25 (Call 02/01/23)		1,095		1,037,742
2.25%, 02/01/27 (Call 01/01/27)		660		612,229
Trident TPI Holdings Inc.
6.63%, 11/01/25 (Call 05/10/22)^(b)		170		164,186
9.25%, 08/01/24 (Call 05/10/22)^(b)		185		182,225
Trivium Packaging Finance BV, 5.50%, 08/15/26 (Call 08/15/22)^(b)		550		531,580
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		411		405,760
3.75%, 03/15/25 (Call 01/15/25)		530		530,975
4.65%, 03/15/26 (Call 01/15/26)		610		623,792


				14,299,969

Pharmaceuticals — 1.2%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)		1,728		1,687,841
2.85%, 05/14/23 (Call 03/14/23)		900		901,521
2.95%, 11/21/26 (Call 09/21/26)		1,800		1,724,778
3.20%, 05/14/26 (Call 02/14/26)		1,055		1,027,401
3.60%, 05/14/25 (Call 02/14/25)		1,878		1,870,112
3.75%, 11/14/23 (Call 10/14/23)		937		947,382
3.80%, 03/15/25 (Call 12/15/24)		1,637		1,639,374


Security	Par (000)		Value


Pharmaceuticals (continued)
3.85%, 06/15/24 (Call 03/15/24)	$	570	$	574,628
AmerisourceBergen Corp.
3.25%, 03/01/25 (Call 12/01/24)		270		266,736
3.40%, 05/15/24 (Call 02/15/24)		479		478,377
AstraZeneca PLC
0.30%, 05/26/23		1,723		1,682,699
0.70%, 04/08/26 (Call 03/08/26)		740		661,715
3.38%, 11/16/25		960		956,774
3.50%, 08/17/23 (Call 07/17/23)		778		784,559
Bausch Health Americas Inc.
8.50%, 01/31/27 (Call 07/31/22)^(b)(c)		880		833,149
9.25%, 04/01/26 (Call 05/31/22)^(b)		755		748,885
Bausch Health Companies Inc.
5.50%, 11/01/25 (Call 05/30/22)^(b)		895		865,733
6.13%, 04/15/25 (Call 05/16/22)^(b)		1,282		1,285,384
6.13%, 02/01/27 (Call 02/01/24)^(b)		510		490,350
9.00%, 12/15/25 (Call 05/30/22)^(b)		790		793,239
Bayer U.S. Finance II LLC
3.38%, 07/15/24 (Call 04/15/24)^(b)		982		974,301
3.88%, 12/15/23 (Call 11/15/23)^(b)		820		825,100
4.25%, 12/15/25 (Call 10/15/25)^(b)		1,090		1,093,564
Bayer U.S. Finance LLC, 3.38%, 10/08/24^(b)		860		848,502
Becton Dickinson and Co.
3.36%, 06/06/24 (Call 04/06/24)		799		796,028
3.73%, 12/15/24 (Call 09/15/24)		387		387,778
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 05/31/22)		236		228,783
0.75%, 11/13/25 (Call 10/13/25)		65		59,291
2.90%, 07/26/24 (Call 06/26/24)		1,369		1,361,457
3.20%, 06/15/26 (Call 04/15/26)		1,321		1,307,433
3.25%, 11/01/23		193		194,285
3.63%, 05/15/24 (Call 02/15/24)		125		126,208
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		674		668,049
3.50%, 11/15/24 (Call 08/15/24)		399		398,130
3.75%, 09/15/25 (Call 06/15/25)		506		506,476
Cigna Corp.
0.61%, 03/15/24 (Call 05/31/22)		515		490,996
1.25%, 03/15/26 (Call 02/15/26)		385		350,250
3.00%, 07/15/23 (Call 05/16/23)^(c)		666		666,153
3.25%, 04/15/25 (Call 01/15/25)		850		841,959
3.50%, 06/15/24 (Call 03/17/24)		565		566,153
3.75%, 07/15/23 (Call 06/15/23)		889		896,699
4.13%, 11/15/25 (Call 09/15/25)		471		475,762
4.50%, 02/25/26 (Call 11/27/25)		945		964,996
CVS Health Corp.
2.63%, 08/15/24 (Call 07/15/24)		761		748,672
2.88%, 06/01/26 (Call 03/01/26)		700		674,933
3.00%, 08/15/26 (Call 06/15/26)		185		178,882
3.38%, 08/12/24 (Call 05/12/24)		589		587,922
3.88%, 07/20/25 (Call 04/20/25)		1,666		1,673,480
4.00%, 12/05/23 (Call 09/05/23)		187		189,519
4.10%, 03/25/25 (Call 01/25/25)		470		476,524
EMD Finance LLC, 3.25%, 03/19/25 (Call 12/19/24)^(b)		1,156		1,147,133
Endo Dac/Endo Finance LLC/Endo Finco Inc., 5.88%, 10/15/24 (Call 05/30/22)^(b)		200		185,702
GlaxoSmithKline Capital Inc.
3.38%, 05/15/23		1,015		1,022,917
3.63%, 05/15/25		167		168,379


Security	Par (000)		Value


Pharmaceuticals (continued)
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/01/22)	$	458	$	443,697
3.00%, 06/01/24 (Call 05/01/24)		998		994,996
Herbalife Nutrition Ltd./HLF Financing Inc., 7.88%, 09/01/25 (Call 09/01/22)^(b)		330		324,611
Hikma Finance USA LLC, 3.25%, 07/09/25^(d)		200		192,092
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		450		414,216
2.45%, 03/01/26 (Call 12/01/25)		175		170,310
2.63%, 01/15/25 (Call 11/15/24)		354		351,080
3.38%, 12/05/23		104		105,210
Lannett Co. Inc., 7.75%, 04/15/26 (Call 04/15/23)^(b)		180		95,171
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		95		86,075
1.30%, 08/15/26 (Call 07/15/26)		600		538,800
3.80%, 03/15/24 (Call 12/15/23)		457		459,911
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25)		710		720,941
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		220		200,235
1.70%, 06/10/27 (Call 05/10/27)		850		777,997
2.75%, 02/10/25 (Call 11/10/24)		508		502,869
2.80%, 05/18/23		1,265		1,270,515
2.90%, 03/07/24 (Call 02/07/24)		721		720,214
Mylan Inc., 4.20%, 11/29/23 (Call 08/29/23)		470		473,878
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		465		448,320
3.00%, 11/20/25 (Call 08/20/25)		1,090		1,081,084
3.40%, 05/06/24		1,328		1,338,212
Owens & Minor Inc., 4.38%, 12/15/24 (Call 09/15/24)^(c)		150		150,672
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25 (Call 11/15/22)^(b)		220		195,294
Par Pharmaceutical Inc., 7.50%, 04/01/27 (Call 05/31/22)^(b)		1,000		913,040
Perrigo Finance Unlimited Co.
3.90%, 12/15/24 (Call 09/15/24)		500		490,400
4.38%, 03/15/26 (Call 12/15/25)		365		353,287
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		716		667,069
2.75%, 06/03/26		50		48,742
2.95%, 03/15/24 (Call 02/15/24)		754		753,706
3.00%, 06/15/23		906		909,959
3.00%, 12/15/26		300		294,750
3.20%, 09/15/23 (Call 08/15/23)		638		643,232
3.40%, 05/15/24		681		687,224
PRA Health Sciences Inc., 2.88%, 07/15/26 (Call 07/15/23)^(b)		305		282,424
Sanofi, 3.38%, 06/19/23 (Call 05/19/23)		636		640,897
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/23 (Call 07/23/23)		662		660,299
3.20%, 09/23/26 (Call 06/23/26)		1,285		1,240,295
Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23)		880		893,358
Teva Pharmaceutical Finance Netherlands III BV
2.80%, 07/21/23		661		644,475
3.15%, 10/01/26		1,775		1,533,582
6.00%, 04/15/24 (Call 01/15/24)		600		600,480
7.13%, 01/31/25 (Call 10/31/24)		750		762,045
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)		1,205		1,170,802


Security	Par (000)		Value


Pharmaceuticals (continued)
Viatris Inc., 1.65%, 06/22/25 (Call 05/22/25)	$	529	$	485,463
Wyeth LLC, 6.45%, 02/01/24		399		421,859
Zoetis Inc., 4.50%, 11/13/25 (Call 08/13/25)		60		61,720


				69,518,561

Pipelines — 0.9%
Antero Midstream Partners LP/Antero Midstream Finance Corp.
5.75%, 03/01/27 (Call 05/16/22)^(b)		350		343,147
7.88%, 05/15/26 (Call 05/15/23)^(b)		305		318,948
Blue Racer Midstream LLC/Blue Racer Finance Corp.
6.63%, 07/15/26 (Call 05/31/22)^(b)		150		150,189
7.63%, 12/15/25 (Call 12/15/22)^(b)		325		334,750
Boardwalk Pipelines LP
4.95%, 12/15/24 (Call 09/15/24)		484		493,874
5.95%, 06/01/26 (Call 03/01/26)		50		52,585
Buckeye Partners LP
3.95%, 12/01/26 (Call 09/01/26)		330		311,335
4.13%, 03/01/25 (Call 02/01/25)^(b)		280		269,391
4.15%, 07/01/23 (Call 04/01/23)		250		248,608
4.35%, 10/15/24 (Call 07/15/24)		150		147,003
Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/25 (Call 10/02/24)		984		1,024,059
7.00%, 06/30/24 (Call 01/01/24)		545		571,792
CNPC Global Capital Ltd., 1.13%, 06/23/23 (Call 05/23/23)^(d)		400		390,776
Colorado Interstate Gas Co. LLC/Colorado Interstate Issuing Corp., 4.15%, 08/15/26 (Call 05/15/26)^(b)		200		201,524
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)		156		159,087
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.75%, 04/01/25 (Call 05/31/22)		250		246,878
DCP Midstream Operating LP
5.38%, 07/15/25 (Call 04/15/25)		465		469,599
5.85%, 05/21/43 (Call 05/21/23)^(a)(b)		283		256,401
Delek Logistics Partners LP/Delek Logistics Finance Corp., 6.75%, 05/15/25 (Call 05/31/22)		140		138,046
Enbridge Inc.
0.55%, 10/04/23		250		240,900
1.60%, 10/04/26 (Call 09/04/26)		550		497,425
2.15%, 02/16/24		100		97,780
2.50%, 01/15/25 (Call 12/15/24)		977		945,922
2.50%, 02/14/25		80		77,247
3.50%, 06/10/24 (Call 03/10/24)		577		576,844
4.00%, 10/01/23 (Call 07/01/23)		618		624,001
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		856		826,134
3.90%, 05/15/24 (Call 02/15/24)		505		503,273
3.90%, 07/15/26 (Call 04/15/26)		180		175,273
4.05%, 03/15/25 (Call 12/15/24)		625		621,381
4.25%, 04/01/24 (Call 01/01/24)		413		415,866
4.50%, 04/15/24 (Call 03/15/24)		498		503,413
4.75%, 01/15/26 (Call 10/15/25)		180		182,212
4.90%, 02/01/24 (Call 11/01/23)		397		402,745
5.88%, 01/15/24 (Call 10/15/23)		526		541,943
5.95%, 12/01/25 (Call 09/01/25)		460		483,805
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)		575		579,991
Energy Transfer LP/Regency Energy Finance Corp., 4.50%, 11/01/23 (Call 08/01/23)		252		253,958
EnLink Midstream Partners LP 4.15%, 06/01/25 (Call 03/01/25)		390		378,483


Security	Par (000)		Value


Pipelines (continued)
4.40%, 04/01/24 (Call 01/01/24)	$	285	$	281,244
4.85%, 07/15/26 (Call 04/15/26)		265		258,388
Enterprise Products Operating LLC
3.70%, 02/15/26 (Call 11/15/25)		15		14,886
3.75%, 02/15/25 (Call 11/15/24)		1,033		1,035,355
3.90%, 02/15/24 (Call 11/15/23)		247		249,156
EQM Midstream Partners LP
4.00%, 08/01/24 (Call 05/01/24)		295		285,525
4.13%, 12/01/26 (Call 09/01/26)		255		236,709
4.75%, 07/15/23 (Call 06/15/23)		316		314,840
6.00%, 07/01/25 (Call 04/01/25)^(b)		355		352,653
Florida Gas Transmission Co. LLC, 4.35%, 07/15/25 (Call 04/15/25)^(b)		50		50,864
Genesis Energy LP/Genesis Energy Finance Corp.
5.63%, 06/15/24 (Call 05/31/22)		139		136,380
6.25%, 05/15/26 (Call 05/31/22)		165		154,722
6.50%, 10/01/25 (Call 05/31/22)		244		233,520
8.00%, 01/15/27 (Call 01/15/24)		507		498,112
Gray Oak Pipeline LLC, 2.60%, 10/15/25 (Call 09/15/25)^(b)		310		292,392
Gulfstream Natural Gas System LLC, 4.60%, 09/15/25 (Call 06/15/25)^(b)		25		25,433
Hess Midstream Operations LP, 5.63%, 02/15/26 (Call 05/31/22)^(b)		368		368,239
Holly Energy Partners LP/Holly Energy Finance Corp., 6.38%, 04/15/27		100		102,232
Howard Midstream Energy Partners LLC, 6.75%, 01/15/27 (Call 01/15/24)^(b)		220		213,083
Kinder Morgan Energy Partners LP
3.50%, 09/01/23 (Call 06/01/23)		349		350,057
4.15%, 02/01/24 (Call 11/01/23)		152		153,439
4.25%, 09/01/24 (Call 06/01/24)		641		647,814
4.30%, 05/01/24 (Call 02/01/24)		440		444,963
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)		100		90,476
4.30%, 06/01/25 (Call 03/01/25)		873		880,752
5.63%, 11/15/23 (Call 08/15/23)^(b)		699		716,293
Magellan Midstream Partners LP, 5.00%, 03/01/26 (Call 12/01/25)		100		103,489
Martin Midstream Partners LP/Martin Midstream Finance Corp., 11.50%, 02/28/25 (Call 08/12/22)^(b)(c)		175		177,951
Midwest Connector Capital Co. LLC, 3.90%, 04/01/24 (Call 03/01/24)^(b)		584		580,414
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		1,132		1,033,108
4.00%, 02/15/25 (Call 11/15/24)		129		128,665
4.50%, 07/15/23 (Call 04/15/23)		667		674,404
4.88%, 12/01/24 (Call 09/01/24)		831		847,595
4.88%, 06/01/25 (Call 03/01/25)		771		786,844
New Fortress Energy Inc.
6.50%, 09/30/26 (Call 03/31/23)^(b)		765		739,877
6.75%, 09/15/25 (Call 09/15/22)^(b)		620		609,764
NGL Energy Operating LLC/NGL Energy Finance Corp.,
7.50%, 02/01/26 (Call 02/01/23)^(b)		1,040		980,190
NGL Energy Partners LP/NGL Energy Finance Corp.
6.13%, 03/01/25 (Call 05/31/22)^(c)		200		167,388
7.50%, 11/01/23 (Call 05/31/22)		240		224,196
7.50%, 04/15/26 (Call 05/31/22)		185		154,930
Northriver Midstream Finance LP, 5.63%, 02/15/26 (Call 10/15/22)^(b)		290		283,382


Security	Par (000)		Value


Pipelines (continued)
NuStar Logistics LP
5.75%, 10/01/25 (Call 07/01/25)	$	307	$	304,575
6.00%, 06/01/26 (Call 03/01/26)		250		248,890
ONEOK Inc.
2.75%, 09/01/24 (Call 08/01/24)		267		260,175
5.85%, 01/15/26 (Call 12/15/25)		520		547,981
7.50%, 09/01/23 (Call 06/01/23)		272		283,938
ONEOK Partners LP, 5.00%, 09/15/23 (Call 06/15/23)		92		93,538
PBF Logistics LP/PBF Logistics Finance Corp., 6.88%, 05/15/23 (Call 05/31/22)		270		268,680
Phillips 66 Partners LP
2.45%, 12/15/24 (Call 11/15/24)		660		637,877
3.61%, 02/15/25 (Call 11/15/24)		322		319,537
Plains All American Pipeline LP/PAA Finance Corp.
3.60%, 11/01/24 (Call 08/01/24)		819		809,442
3.85%, 10/15/23 (Call 07/15/23)		532		533,309
4.65%, 10/15/25 (Call 07/15/25)		740		747,304
Rattler Midstream LP, 5.63%, 07/15/25 (Call 07/15/22)^(b)		260		260,944
Rockies Express Pipeline LLC, 3.60%, 05/15/25 (Call 04/15/25)^(b)		235		223,107
Sabine Pass Liquefaction LLC
5.00%, 03/15/27 (Call 09/15/26)		700		716,338
5.63%, 03/01/25 (Call 12/01/24)		1,477		1,531,826
5.75%, 05/15/24 (Call 02/15/24)		840		868,820
5.88%, 06/30/26 (Call 12/31/25)		300		315,288
Southeast Supply Header LLC, 4.25%, 06/15/24 (Call 03/15/24)^(b)		250		246,323
Southern Gas Corridor CJSC, 6.88%, 03/24/26^(d)		1,000		1,064,180
Spectra Energy Partners LP
3.50%, 03/15/25 (Call 12/15/24)		261		259,452
4.75%, 03/15/24 (Call 12/15/23)		589		601,239
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.
5.75%, 04/15/25 (Call 05/31/22)		135		108,482
8.50%, 10/15/26 (Call 10/15/23)^(b)		350		327,380
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
6.00%, 03/01/27 (Call 03/01/23)^(b)		225		218,221
7.50%, 10/01/25 (Call 10/01/22)^(b)		315		321,243
TC PipeLines LP, 4.38%, 03/13/25 (Call 12/13/24)		287		290,091
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		1,970		1,848,352
3.75%, 10/16/23 (Call 07/16/23)		548		551,902
Transcontinental Gas Pipe Line Co. LLC, 7.85%, 02/01/26 (Call 11/01/25)		559		627,109
TransMontaigne Partners LP/TLP Finance Corp., 6.13%, 02/15/26 (Call 05/16/22)		155		151,086
Transportadora de Gas del Sur SA, 6.75%, 05/02/25 (Call 05/30/22)^(d)		300		281,928
Western Midstream Operating LP
3.60%, 02/01/25 (Call 01/01/25)		393		375,956
3.95%, 06/01/25 (Call 03/01/25)		200		194,272
4.65%, 07/01/26 (Call 04/01/26)		275		271,112
Williams Companies Inc. (The)
3.90%, 01/15/25 (Call 10/15/24)		631		630,527
4.00%, 09/15/25 (Call 06/15/25)		130		129,319
4.30%, 03/04/24 (Call 12/04/23)		555		561,061
4.50%, 11/15/23 (Call 08/15/23)		668		676,864
4.55%, 06/24/24 (Call 03/24/24)		611		619,560


				50,263,540


Security	Par (000)		Value


Real Estate — 0.5%
Agile Group Holdings Ltd.
5.75%, 01/02/25 (Call 01/02/23)^(d)	$	800	$	287,536
7.88%, (Call 07/31/24)^(a)(d)(e)		300		66,867
8.38%, (Call 12/04/23)^(a)(d)(e)		200		44,586
Aldar Sukuk Ltd., 4.75%, 09/29/25^(d)		200		206,234
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26^(d)		400		376,740
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24^(d)		600		584,526
AT Securities BV, 5.25%, (Call 07/21/23)^(a)(d)(e)		250		244,917
CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25)		210		215,078
Central Plaza Development Ltd.
3.85%, 07/14/25^(d)		200		177,956
4.65%, 01/19/26 (Call 10/19/25)^(d)		400		354,072
5.75%, (Call 11/14/24)^(a)(d)(e)		200		172,082
China Overseas Finance Cayman III Ltd., 5.38%, 10/29/23^(d)		300		306,276
China Overseas Finance Cayman VI Ltd., 5.95%, 05/08/24^(d)		200		206,816
China Overseas Finance Cayman VIII Ltd., 2.38%, 03/02/25^(d)		200		189,480
China Overseas Grand Oceans Finance IV Cayman Ltd., 2.45%, 02/09/26 (Call 11/09/25)^(d)		200		179,282
China Resources Land Ltd.
3.75%, 08/26/24^(d)		600		595,758
3.75%, (Call 12/09/24)^(a)(d)(e)		600		589,092
China SCE Group Holdings Ltd.
7.00%, 05/02/25 (Call 05/02/23)^(d)		200		123,406
7.38%, 04/09/24 (Call 05/30/22)^(d)		400		271,584
CIFI Holdings Group Co. Ltd.
5.95%, 10/20/25 (Call 07/20/23)^(d)		600		470,352
6.00%, 07/16/25 (Call 01/16/23)^(d)		400		314,428
6.45%, 11/07/24 (Call 11/07/22)^(d)		200		164,644
Country Garden Holdings Co. Ltd.
3.13%, 10/22/25 (Call 09/22/25)^(d)		200		138,960
4.20%, 02/06/26 (Call 02/06/24)^(d)		800		580,728
5.13%, 01/17/25 (Call 05/30/22)^(d)		600		432,660
5.40%, 05/27/25 (Call 05/27/23)^(d)		600		436,890
6.15%, 09/17/25 (Call 09/17/23)^(d)		400		290,392
6.50%, 04/08/24 (Call 05/30/22)^(d)		400		323,756
7.25%, 04/08/26 (Call 04/08/23)^(d)		600		440,310
8.00%, 01/27/24 (Call 05/30/22)^(d)		700		573,853
Dar Al-Arkan Sukuk Co. Ltd., 6.75%, 02/15/25^(d)		400		405,808
DIFC Sukuk Ltd., 4.33%, 11/12/24^(d)		600		611,478
Ease Trade Global Ltd., 4.00%, 11/10/25^(d)		200		196,912
Easy Tactic Ltd., 11.75%, 08/02/23^(d)		200		43,858
Elect Global Investments Ltd., 4.10%, (Call 06/03/25)^(a)(d)(e)		600		579,162
Emaar Sukuk Ltd., 3.64%, 09/15/26^(d)		200		196,518
EMG Sukuk Ltd., 4.56%, 06/18/24^(d)		600		604,746
Esic Sukuk Ltd., 3.94%, 07/30/24^(d)		400		393,480
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25 (Call 05/31/22)^(b)		325		323,131
Franshion Brilliant Ltd., 3.20%, 04/09/26^(d)		400		349,792
Fuqing Investment management Co., 3.25%, 06/23/25^(d)		600		540,708
GAIF Bond Issuer Pty Ltd., 3.40%, 09/30/26 (Call 06/30/26)^(b)		387		378,211
GLP Pte Ltd., 3.88%, 06/04/25^(d)		400		388,196
Greenland Global Investment Ltd., 6.75%, 09/26/23^(d)		600		374,004
Greystar Real Estate Partners LLC, 5.75%, 12/01/25 (Call 05/31/22)^(b)		190		191,068


Security	Par (000)		Value


Real Estate (continued)
Hongkong Land Finance Cayman Islands Co. Ltd. (The), 4.50%, 10/07/25^(d)	$	200	$	204,784
Huafa 2019 I Co. Ltd., 4.25%, 07/03/24^(d)		400		397,980
KWG Group Holdings Ltd.
5.88%, 11/10/24 (Call 05/17/22)^(d)		450		170,186
7.88%, 09/01/23 (Call 05/17/22)^(d)		400		188,024
MAF Global Securities Ltd., 4.75%, 05/07/24^(d)		600		606,690
MAF Sukuk Ltd., 4.50%, 11/03/25^(d)		200		203,302
Newmark Group Inc., 6.13%, 11/15/23 (Call 10/15/23)		310		316,677
Ontario Teachers’ Cadillac Fairview Properties Trust, 3.88%, 03/20/27 (Call 12/20/26)^(b)		1,200		1,188,816
Panther Ventures Ltd., 3.80%, (Call 09/17/23)^(d)(e)		200		176,668
Poly Developments and Holdings Group Co. Ltd., 4.75%, 09/17/23^(d)		200		201,334
Poly Real Estate Finance Ltd., 3.88%, 03/25/24^(d)		200		197,800
Realogy Group LLC/Realogy Co-Issuer Corp., 4.88%, 06/01/23 (Call 03/01/23)^(b)		210		209,320
RKPF Overseas 2020 A Ltd., 5.20%, 01/12/26 (Call 01/12/24)^(d)		400		290,120
Shimao Group Holdings Ltd.
5.20%, 01/30/25 (Call 05/17/22)^(d)		300		74,862
5.60%, 07/15/26 (Call 07/15/23)^(d)		400		96,128
6.13%, 02/21/24 (Call 05/17/22)^(d)		600		154,812
Shui On Development Holding Ltd.
5.75%, 11/12/23 (Call 05/30/22)^(d)		400		380,188
6.15%, 08/24/24 (Call 08/24/22)^(d)		600		553,050
Sinochem Offshore Capital Co. Ltd.
1.00%, 09/23/24^(d)		403		377,873
1.50%, 11/24/24^(d)		200		189,086
2.25%, 11/24/26^(d)		400		364,504
3.00%, (Call 10/29/23)^(a)(d)(e)		400		394,520
Sino-Ocean Land Treasure Finance I Ltd., 6.00%, 07/30/24^(d)		400		355,768
Sino-Ocean Land Treasure IV Ltd., 3.25%, 05/05/26 (Call 02/05/26)^(d)		400		304,016
Sunac China Holdings Ltd.
5.95%, 04/26/24 (Call 01/26/23)^(d)		200		47,314
6.50%, 07/09/23 (Call 07/09/22)^(d)		700		175,511
6.50%, 01/10/25 (Call 01/10/23)^(d)		600		133,764
6.50%, 01/26/26 (Call 01/26/24)^(d)		400		86,184
6.65%, 08/03/24 (Call 08/03/22)^(d)		200		46,690
7.00%, 07/09/25 (Call 07/09/23)^(d)		400		88,236
7.95%, 10/11/23 (Call 05/30/22)^(d)		400		100,640
Swire Properties MTN Financing Ltd., 3.63%, 01/13/26^(d)		600		596,766
Times China Holdings Ltd.
6.75%, 07/16/23 (Call 07/16/22)^(d)		400		219,232
6.75%, 07/08/25 (Call 07/08/23)^(d)		400		180,348
Vanke Real Estate Hong Kong Co. Ltd.
2.05%, 05/25/23, (3 mo. LIBOR US + 1.550%)^(a)(d)		300		297,450
3.15%, 05/12/25^(d)		200		188,828
4.20%, 06/07/24^(d)		200		197,320
5.35%, 03/11/24^(d)		810		816,172
Wanda Properties International Co. Ltd., 7.25%, 01/29/24^(d)		200		168,088
Westwood Group Holdings Ltd., 2.80%, 01/20/26^(d)		600		548,118
WeWork Companies Inc., 7.88%, 05/01/25^(b)		375		316,950
WeWork Companies LLC/WW Co-Obligor Inc., 5.00%, 07/10/25 (Call 04/10/25)^(b)		275		222,893
Wharf REIC Finance BVI Ltd. 2.38%, 05/07/25^(d)		400		384,004


Security	Par (000)		Value


Real Estate (continued)
2.50%, 09/16/24^(d)	$	400	$	390,072
Wuhan Urban Construction Group Co. Ltd., 2.25%, 07/09/24^(d)		200		192,732
Yanlord Land HK Co. Ltd., 5.13%, 05/20/26 (Call 05/20/24)^(d)		400		364,000
Yuzhou Group Holdings Co. Ltd.
6.00%, 10/25/23 (Call 05/30/22)^(d)(h)(i)		300		44,403
7.38%, 01/13/26 (Call 01/13/24)^(d)(h)(i)		400		52,132
8.38%, 10/30/24 (Call 10/30/22)^(d)(h)		200		27,954


				28,418,642

Real Estate Investment Trusts — 0.9%
Alexandria Real Estate Equities Inc.
3.45%, 04/30/25 (Call 02/28/25)		527		524,497
3.80%, 04/15/26 (Call 02/15/26)		44		43,745
4.30%, 01/15/26 (Call 10/15/25)		110		111,449
American Campus Communities Operating Partnership LP, 4.13%, 07/01/24 (Call 04/01/24)		345		348,671
American Tower Corp.
0.60%, 01/15/24		355		338,826
1.30%, 09/15/25 (Call 08/15/25)		335		306,150
1.45%, 09/15/26 (Call 08/15/26)		545		486,265
1.60%, 04/15/26 (Call 03/15/26)		1,617		1,469,368
2.40%, 03/15/25 (Call 02/15/25)		523		502,200
2.95%, 01/15/25 (Call 12/15/24)		492		480,468
3.00%, 06/15/23		403		402,557
3.38%, 05/15/24 (Call 04/15/24)		537		534,331
3.38%, 10/15/26 (Call 07/15/26)		160		153,902
3.65%, 03/15/27 (Call 02/15/27)		350		337,683
4.00%, 06/01/25 (Call 03/01/25)		131		130,923
4.40%, 02/15/26 (Call 11/15/25)		135		135,980
5.00%, 02/15/24		801		821,113
AvalonBay Communities Inc.
3.45%, 06/01/25 (Call 03/03/25)		401		397,439
3.50%, 11/15/24 (Call 08/15/24)		282		281,656
3.50%, 11/15/25 (Call 08/15/25)		75		74,437
4.20%, 12/15/23 (Call 09/16/23)		219		221,764
Blackstone Mortgage Trust Inc., 3.75%, 01/15/27 (Call 10/15/26)^(b)		245		224,043
Boston Properties LP
2.75%, 10/01/26 (Call 07/01/26)		500		473,205
3.13%, 09/01/23 (Call 06/01/23)		166		166,091
3.20%, 01/15/25 (Call 10/15/24)		845		833,339
3.65%, 02/01/26 (Call 11/03/25)		210		207,465
3.80%, 02/01/24 (Call 11/01/23)		461		464,799
Brandywine Operating Partnership LP, 4.10%, 10/01/24 (Call 07/01/24)		155		155,234
Brixmor Operating Partnership LP
3.65%, 06/15/24 (Call 04/15/24)		205		204,157
3.85%, 02/01/25 (Call 11/01/24)		350		349,590
Brookfield Property REIT Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26 (Call 05/15/22)^(b)		505		490,148
Corporate Office Properties LP, 2.25%, 03/15/26 (Call 02/15/26)		485		449,629
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		995		879,341
1.35%, 07/15/25 (Call 06/15/25)		290		267,371
2.90%, 03/15/27 (Call 02/15/27)		180		168,802
3.15%, 07/15/23 (Call 06/15/23)		645		644,458
3.20%, 09/01/24 (Call 07/01/24)		605		599,422


Security	Par (000)		Value


Real Estate Investment Trusts (continued)
3.70%, 06/15/26 (Call 03/15/26)	$	490	$	481,841
4.45%, 02/15/26 (Call 11/15/25)		195		196,659
CubeSmart LP, 4.00%, 11/15/25 (Call 08/15/25)		82		82,155
Diversified Healthcare Trust
4.75%, 05/01/24 (Call 11/01/23)		170		161,565
9.75%, 06/15/25 (Call 06/15/22)		500		523,975
EPR Properties
4.50%, 04/01/25 (Call 01/01/25)		445		443,687
4.75%, 12/15/26 (Call 09/15/26)		50		48,916
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		735		667,233
1.25%, 07/15/25 (Call 06/15/25)		270		248,195
1.45%, 05/15/26 (Call 04/15/26)		1,010		910,363
2.63%, 11/18/24 (Call 10/18/24)		657		639,241
Essex Portfolio LP
3.50%, 04/01/25 (Call 01/01/25)		135		134,050
3.88%, 05/01/24 (Call 02/01/24)		25		25,119
Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23)		130		130,807
GEO Group Inc. (The), 5.88%, 10/15/24 (Call 05/31/22)		50		44,452
GLP Capital LP/GLP Financing II Inc.
3.35%, 09/01/24 (Call 08/01/24)		470		458,870
5.25%, 06/01/25 (Call 03/01/25)		565		574,718
5.38%, 11/01/23 (Call 08/01/23)		617		625,694
5.38%, 04/15/26 (Call 01/15/26)		730		744,337
HAT Holdings I LLC/HAT Holdings II LLC
3.38%, 06/15/26 (Call 03/15/26)^(b)		503		463,982
6.00%, 04/15/25 (Call 05/31/22)^(b)		215		218,522
Healthpeak Properties Inc., 4.00%, 06/01/25 (Call 03/01/25)		435		438,276
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)		287		286,285
Series E, 4.00%, 06/15/25 (Call 03/15/25)		85		84,282
Series F, 4.50%, 02/01/26 (Call 11/01/25)		405		404,781
iStar Inc.
4.25%, 08/01/25 (Call 05/01/25)		295		281,427
4.75%, 10/01/24 (Call 07/01/24)		408		396,666
5.50%, 02/15/26 (Call 08/15/22)^(c)		210		204,324
Kilroy Realty LP, 3.45%, 12/15/24 (Call 09/15/24)		300		295,488
Kimco Realty Corp.
2.70%, 03/01/24 (Call 01/01/24)		453		446,078
3.13%, 06/01/23 (Call 03/01/23)		70		70,016
3.30%, 02/01/25 (Call 12/01/24)		137		135,182
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.
4.25%, 02/01/27 (Call 02/01/23)^(b)		325		299,757
5.25%, 10/01/25 (Call 05/16/22)^(b)		180		176,906
Link Finance Cayman 2009 Ltd. (The)
2.88%, 07/21/26^(d)		200		193,452
3.60%, 09/03/24^(d)		200		200,492
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)		300		267,819
3.75%, 06/15/24 (Call 03/15/24)		70		70,227
4.30%, 10/15/23 (Call 07/15/23)		327		330,967
MPT Operating Partnership LP/MPT Finance Corp., 5.25%, 08/01/26 (Call 05/31/22)		250		250,320
National Retail Properties Inc., 3.90%, 06/15/24 (Call 03/15/24)		346		348,090
New Residential Investment Corp., 6.25%, 10/15/25 (Call 10/15/22)^(b)		285		271,394


Security	Par (000)		Value


Real Estate Investment Trusts (continued)
Office Properties Income Trust
2.40%, 02/01/27 (Call 01/01/27)	$	65	$	56,256
2.65%, 06/15/26 (Call 05/15/26)		420		378,349
4.25%, 05/15/24 (Call 02/15/24)		30		29,964
4.50%, 02/01/25 (Call 11/01/24)^(c)		380		376,728
Omega Healthcare Investors Inc.
4.38%, 08/01/23 (Call 06/01/23)		248		250,604
4.50%, 01/15/25 (Call 10/15/24)		63		63,059
4.95%, 04/01/24 (Call 01/01/24)		105		105,959
5.25%, 01/15/26 (Call 10/15/25)		535		544,566
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 7.50%, 06/01/25 (Call 06/01/22)^(b)		275		285,219
Public Storage
0.88%, 02/15/26 (Call 01/15/26)		265		240,209
1.50%, 11/09/26 (Call 10/09/26)^(c)		1,045		955,935
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)		625		555,556
3.88%, 07/15/24 (Call 04/15/24)		114		114,856
3.88%, 04/15/25 (Call 02/15/25)		63		63,283
4.13%, 10/15/26 (Call 07/15/26)		500		504,775
4.60%, 02/06/24 (Call 11/06/23)		490		499,124
4.63%, 11/01/25 (Call 09/01/25)		265		271,914
4.88%, 06/01/26 (Call 03/01/26)		55		56,896
RLJ Lodging Trust LP, 3.75%, 07/01/26 (Call 07/01/23)^(b)		285		265,218
Sabra Health Care LP, 5.13%, 08/15/26 (Call 05/15/26)		270		270,470
SBA Communications Corp., 3.88%, 02/15/27 (Call 02/15/23)		775		735,297
Scentre Group Trust 1/Scentre Group Trust 2
3.25%, 10/28/25 (Call 07/30/25)^(b)		390		380,815
3.50%, 02/12/25 (Call 11/14/24)^(b)		522		516,822
3.63%, 01/28/26 (Call 12/28/25)^(b)		310		304,470
Scentre Group Trust 2, 4.75%, 09/24/80 (Call 06/24/26)^(a)(b)		200		193,504
Service Properties Trust
4.35%, 10/01/24 (Call 09/01/24)		425		393,278
4.50%, 06/15/23 (Call 12/15/22)		260		254,834
4.50%, 03/15/25 (Call 09/15/24)		190		171,935
4.65%, 03/15/24 (Call 09/15/23)		190		180,435
4.75%, 10/01/26 (Call 08/01/26)		225		195,489
4.95%, 02/15/27 (Call 08/15/26)		200		173,470
5.25%, 02/15/26 (Call 08/15/25)		160		143,211
7.50%, 09/15/25 (Call 06/15/25)		405		404,595
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		500		446,800
2.00%, 09/13/24 (Call 06/13/24)		861		836,350
2.75%, 06/01/23 (Call 03/01/23)		249		248,746
3.30%, 01/15/26 (Call 10/15/25)		685		674,328
3.38%, 10/01/24 (Call 07/01/24)		394		393,354
3.50%, 09/01/25 (Call 06/01/25)		440		436,766
3.75%, 02/01/24 (Call 11/01/23)		263		265,251
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		362		357,330
4.25%, 02/01/26 (Call 11/01/25)		290		288,831
Starwood Property Trust Inc.
3.63%, 07/15/26 (Call 01/15/26)^(b)		200		184,012
3.75%, 12/31/24 (Call 09/30/24)^(b)		220		211,781
4.38%, 01/15/27 (Call 07/15/26)^(b)		260		242,619
4.75%, 03/15/25 (Call 09/15/24)		250		246,852
5.50%, 11/01/23 (Call 08/01/23)^(b)		205		206,876


Security	Par (000)		Value


Real Estate Investment Trusts (continued)
Trust Fibra Uno
5.25%, 12/15/24 (Call 09/15/24)^(d)	$	400	$	406,568
5.25%, 01/30/26 (Call 10/30/25)^(d)		400		399,324
Uniti Group LP/Uniti Fiber Holdings Inc./CSL Capital LLC, 7.88%, 02/15/25 (Call 05/31/22)^(b)		1,185		1,210,158
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)		310		300,799
3.25%, 10/15/26 (Call 07/15/26)		30		29,093
3.50%, 04/15/24 (Call 03/15/24)		541		539,691
3.50%, 02/01/25 (Call 11/01/24)		259		256,312
3.75%, 05/01/24 (Call 02/01/24)		372		373,875
4.13%, 01/15/26 (Call 10/15/25)		180		180,223
VICI Properties LP
4.38%, 05/15/25		100		99,878
4.75%, 02/15/28 (Call 01/15/28)		1,130		1,125,164
VICI Properties LP/VICI Note Co. Inc.
3.50%, 02/15/25 (Call 05/31/22)^(b)		385		370,189
3.75%, 02/15/27 (Call 02/15/23)^(b)		475		438,092
4.25%, 12/01/26 (Call 12/01/22)^(b)		710		674,521
4.50%, 09/01/26^(b)		235		225,769
4.63%, 06/15/25^(b)		425		417,295
5.63%, 05/01/24^(b)		515		519,058
Vornado Realty LP
2.15%, 06/01/26 (Call 05/01/26)		960		873,763
3.50%, 01/15/25 (Call 11/15/24)		190		187,891
WEA Finance LLC/Westfield UK & Europe Finance PLC, 3.75%, 09/17/24 (Call 06/17/24)^(b)		560		551,617
Welltower Inc.
3.63%, 03/15/24 (Call 02/15/24)		905		905,054
4.00%, 06/01/25 (Call 03/01/25)		959		961,858
4.25%, 04/01/26 (Call 01/01/26)		150		151,489
4.50%, 01/15/24 (Call 10/15/23)		178		180,542
WP Carey Inc., 4.60%, 04/01/24 (Call 01/01/24)		168		170,629
XHR LP, 6.38%, 08/15/25 (Call 08/15/22)^(b)		265		268,514
Yuexiu REIT MTN Co. Ltd., 2.65%, 02/02/26^(d)		400		363,924


				55,115,409

Retail — 0.5%
1011778 BC ULC/New Red Finance Inc., 5.75%, 04/15/25 (Call 05/30/22)^(b)		255		260,643
7-Eleven Inc.
0.80%, 02/10/24 (Call 05/31/22)^(b)		1,449		1,382,027
0.95%, 02/10/26 (Call 01/10/26)^(b)		1,230		1,099,399
99 Escrow Issuer Inc., 7.50%, 01/15/26 (Call 01/15/23)^(b)		180		120,067
Abercrombie & Fitch Management Co., 8.75%, 07/15/25 (Call 07/15/22)^(b)		205		214,908
Amazon.com Inc., 2.73%, 04/13/24		1,000		998,780
AutoNation Inc.
3.50%, 11/15/24 (Call 09/15/24)		383		379,384
4.50%, 10/01/25 (Call 07/01/25)		94		95,370
AutoZone Inc.
3.13%, 07/15/23 (Call 04/15/23)		83		83,183
3.13%, 04/18/24 (Call 03/18/24)		532		529,079
3.13%, 04/21/26 (Call 01/21/26)		175		170,317
3.25%, 04/15/25 (Call 01/15/25)		119		117,574
3.63%, 04/15/25 (Call 03/15/25)		510		509,663
Bath & Body Works Inc., 9.38%, 07/01/25^(b)		255		286,954
BCPE Ulysses Intermediate Inc., 7.75%, 04/01/27 (Call 04/01/23), (8.50% PIK)^(b)(f)		200		171,062
Beacon Roofing Supply Inc., 4.50%, 11/15/26 (Call 11/15/22)^(b)		150		146,277


Security	Par (000)		Value


Retail (continued)
Bed Bath & Beyond Inc., 3.75%, 08/01/24 (Call 05/01/24)	$	170	$	156,713
Brinker International Inc.
3.88%, 05/15/23		150		149,479
5.00%, 10/01/24 (Call 07/01/24)^(b)		220		219,890
Carvana Co.
5.50%, 04/15/27 (Call 04/15/24)^(b)		500		409,445
5.63%, 10/01/25 (Call 10/01/22)^(b)(c)		275		238,598
CEC Entertainment LLC, 6.75%, 05/01/26 (Call 05/01/23)^(b)(c)		345		328,157
Costco Wholesale Corp., 2.75%, 05/18/24 (Call 03/18/24)		483		482,034
Dave & Buster’s Inc., 7.63%, 11/01/25 (Call 11/01/22)^(b)		227		235,338
Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25)		330		331,868
eG Global Finance PLC
6.75%, 02/07/25 (Call 05/10/22)^(b)		360		349,981
8.50%, 10/30/25 (Call 05/30/22)^(b)		300		300,471
Ferrellgas LP/Ferrellgas Finance Corp., 5.38%, 04/01/26 (Call 04/01/23)^(b)		335		304,368
Future Retail Ltd., 5.60%, 01/22/25 (Call 01/22/23)^(d)(h)(i)		200		38,138
Guitar Center Inc., 8.50%, 01/15/26 (Call 01/15/23)^(b)		270		270,367
Haidilao International Holding Ltd., 2.15%, 01/14/26^(d)		400		323,992
Home Depot Inc. (The)
2.70%, 04/15/25 (Call 03/15/25)		140		138,258
2.88%, 04/15/27 (Call 03/15/27)		220		213,147
3.00%, 04/01/26 (Call 01/01/26)		295		290,616
3.35%, 09/15/25 (Call 06/15/25)		339		339,539
3.75%, 02/15/24 (Call 11/15/23)		611		619,597
IRB Holding Corp., 7.00%, 06/15/25 (Call 06/15/22)^(b)		390		399,103
Kohl’s Corp., 4.25%, 07/17/25 (Call 04/17/25)		215		215,206
Lowe’s Companies Inc.
3.13%, 09/15/24 (Call 06/15/24)		475		473,485
3.35%, 04/01/27 (Call 03/01/27)		285		278,243
3.38%, 09/15/25 (Call 06/15/25)		291		288,736
3.88%, 09/15/23 (Call 06/15/23)		81		81,866
4.00%, 04/15/25 (Call 03/15/25)		1,125		1,140,671
LSF9 Atlantis Holdings LLC/Victra Finance Corp., 7.75%, 02/15/26 (Call 02/15/23)^(b)		420		378,592
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)^(c)		510		478,201
3.25%, 06/10/24		37		37,062
3.30%, 07/01/25 (Call 06/01/25)		874		870,565
3.38%, 05/26/25 (Call 02/26/25)		578		577,069
3.50%, 03/01/27 (Call 12/01/26)		200		197,838
3.70%, 01/30/26 (Call 10/30/25)		75		75,223
NMG Holding Co. Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26 (Call 04/01/23)^(b)		560		558,998
Nordstrom Inc.
2.30%, 04/08/24 (Call 05/16/22)		125		119,854
4.00%, 03/15/27 (Call 12/15/26)		205		190,353
O’Reilly Automotive Inc.
3.55%, 03/15/26 (Call 12/15/25)		30		29,612
3.85%, 06/15/23 (Call 03/15/23)		121		121,933
Party City Holdings Inc., 8.75%, 02/15/26 (Call 08/15/23)^(b)		395		362,847
Penske Automotive Group Inc., 3.50%, 09/01/25 (Call 09/01/22)		295		286,082
QVC Inc.
4.45%, 02/15/25 (Call 11/15/24)		312		302,462
4.75%, 02/15/27 (Call 11/15/26)		320		287,085
4.85%, 04/01/24		334		331,996


Security	Par (000)		Value


Retail (continued)
Rite Aid Corp.
7.50%, 07/01/25 (Call 07/01/22)^(b)	$	325	$	278,756
7.70%, 02/15/27		20		13,979
8.00%, 11/15/26 (Call 01/15/23)^(b)		430		361,148
Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25)		751		768,889
Sally Holdings LLC/Sally Capital Inc.
5.63%, 12/01/25 (Call 05/31/22)		140		140,371
8.75%, 04/30/25 (Call 05/31/22)^(b)		80		83,884
Sizzling Platter LLC/Sizzling Platter Finance Corp., 8.50%, 11/28/25 (Call 11/28/22)^(b)		185		168,685
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 (Call 09/30/22)^(b)		400		392,972
Staples Inc.
7.50%, 04/15/26 (Call 05/31/22)^(b)		1,000		954,770
10.75%, 04/15/27 (Call 05/31/22)^(b)		208		184,055
Starbucks Corp.
2.45%, 06/15/26 (Call 03/15/26)		60		57,340
3.80%, 08/15/25 (Call 06/15/25)		596		600,822
3.85%, 10/01/23 (Call 07/01/23)		571		577,138
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.88%, 03/01/27 (Call 05/31/22)		175		174,673
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)		840		787,878
2.25%, 04/15/25 (Call 03/15/25)		1,161		1,128,376
2.50%, 04/15/26		80		77,599
3.50%, 07/01/24		732		739,840
TJX Companies Inc. (The), 2.50%, 05/15/23 (Call 02/15/23)		174		173,943
TPro Acquisition Corp., 11.00%, 10/15/24 (Call 05/31/22)^(b)		155		161,958
Walgreens Boots Alliance Inc.
0.95%, 11/17/23 (Call 05/31/22)		785		760,673
3.45%, 06/01/26 (Call 03/01/26)		520		510,526
3.80%, 11/18/24 (Call 08/18/24)		182		183,214
Walmart Inc., 3.30%, 04/22/24 (Call 01/22/24)		640		645,574
White Cap Parent LLC, 8.25%, 03/15/26 (Call 05/31/22), (9.00% PIK)^(b)(f)		170		165,333
Yum! Brands Inc., 3.88%, 11/01/23 (Call 08/01/23)		200		201,420


				30,681,581

Savings & Loans — 0.0%
Nationwide Building Society
0.55%, 01/22/24, (SOFR + 0.28000%)^(b)		305		290,760
1.00%, 08/28/25^(b)		235		214,038
1.50%, 10/13/26^(b)		780		701,017
4.00%, 09/14/26^(b)		250		243,575
4.36%, 08/01/24 (Call 08/01/23)^(a)(b)		365		367,865
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)^(a)		50		51,762


				1,869,017

Semiconductors — 0.4%
Altera Corp., 4.10%, 11/15/23		60		60,889
ams-OSRAM AG, 7.00%, 07/31/25 (Call 07/31/22)^(b)		200		202,308
Analog Devices Inc., 2.95%, 04/01/25 (Call 03/01/25)		196		193,548
Applied Materials Inc., 3.90%, 10/01/25 (Call 07/01/25)		110		111,681
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		529		521,070
3.63%, 01/15/24 (Call 11/15/23)		764		768,103
3.88%, 01/15/27 (Call 10/15/26)		1,030		1,005,537


Security	Par (000)		Value


Semiconductors (continued)
Broadcom Inc.
3.15%, 11/15/25 (Call 10/15/25)	$	930	$	906,527
3.46%, 09/15/26 (Call 07/15/26)		257		250,287
3.63%, 10/15/24 (Call 09/15/24)		922		922,258
Intel Corp.
2.60%, 05/19/26 (Call 02/19/26)		130		126,127
2.88%, 05/11/24 (Call 03/11/24)		791		790,644
3.40%, 03/25/25 (Call 02/25/25)		1,680		1,683,024
3.70%, 07/29/25 (Call 04/29/25)		421		424,840
3.75%, 03/25/27 (Call 01/25/27)		304		305,733
KLA Corp., 4.65%, 11/01/24 (Call 08/01/24)		871		892,157
Lam Research Corp.
3.75%, 03/15/26 (Call 01/15/26)		180		180,688
3.80%, 03/15/25 (Call 12/15/24)		31		31,279
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		710		647,818
4.20%, 06/22/23 (Call 05/22/23)		323		326,576
Microchip Technology Inc.
0.97%, 02/15/24		307		292,623
0.98%, 09/01/24^(b)		1,111		1,039,885
2.67%, 09/01/23		244		241,375
4.25%, 09/01/25 (Call 09/01/22)		630		626,025
4.33%, 06/01/23 (Call 05/01/23)		447		452,033
Micron Technology Inc., 4.19%, 02/15/27 (Call 12/15/26)		485		482,114
NVIDIA Corp., 0.58%, 06/14/24 (Call 06/14/23)		795		755,910
NXP BV/NXP Funding LLC
4.63%, 06/01/23 (Call 05/01/23)^(b)		465		470,510
4.88%, 03/01/24 (Call 02/01/24)^(b)		829		844,585
5.35%, 03/01/26 (Call 01/01/26)^(b)		145		149,979
NXP BV/NXP Funding LLC/NXP USA Inc.
2.70%, 05/01/25 (Call 04/01/25)^(b)		458		439,103
3.88%, 06/18/26 (Call 04/18/26)^(b)		205		201,548
Qorvo Inc., 1.75%, 12/15/24 (Call 12/15/22)^(b)		445		419,653
QUALCOMM Inc.
2.90%, 05/20/24 (Call 03/20/24)		862		859,647
3.45%, 05/20/25 (Call 02/20/25)		558		558,921
Renesas Electronics Corp., 2.17%, 11/25/26^(b)		485		437,669
SK Hynix Inc.
1.00%, 01/19/24^(d)		200		191,188
1.50%, 01/19/26^(d)		400		363,740
3.00%, 09/17/24^(d)		600		590,046
Skyworks Solutions Inc.
0.90%, 06/01/23 (Call 06/01/22)		430		419,465
1.80%, 06/01/26 (Call 05/01/26)		665		605,881
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		125		114,136
1.38%, 03/12/25 (Call 02/12/25)		749		711,692
2.63%, 05/15/24 (Call 03/15/24)		182		181,088
TSMC Global Ltd.
0.75%, 09/28/25 (Call 08/28/25)^(d)		1,200		1,093,356
1.25%, 04/23/26 (Call 03/23/26)^(d)		200		182,760
Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24)		541		537,370


				23,613,396

Shipbuilding — 0.0%
CSSC Capital Ltd. Co., 2.50%, 02/13/25^(d)		400		383,152
Huntington Ingalls Industries Inc.
0.67%, 08/16/23 (Call 08/16/22)^(b)		200		193,414
3.84%, 05/01/25 (Call 04/01/25)		301		301,018


				877,584


Security	Par (000)		Value


Software — 0.6%
ACI Worldwide Inc., 5.75%, 08/15/26 (Call 05/31/22)^(b)	$	200	$	202,732
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		822		794,660
3.25%, 02/01/25 (Call 11/01/24)		420		421,180
Boxer Parent Co. Inc.
7.13%, 10/02/25 (Call 06/01/22)^(b)		335		341,693
9.13%, 03/01/26 (Call 05/10/22)^(b)		175		177,147
Broadridge Financial Solutions Inc., 3.40%, 06/27/26 (Call 03/27/26)		50		49,016
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		58		59,027
Camelot Finance SA, 4.50%, 11/01/26 (Call 11/01/22)^(b)		390		368,480
CDK Global Inc., 5.00%, 10/15/24 (Call 07/15/24)		271		279,705
Change Healthcare Holdings LLC/Change Healthcare Finance Inc., 5.75%, 03/01/25 (Call 05/10/22)^(b)		690		688,648
Citrix Systems Inc., 1.25%, 03/01/26 (Call 02/01/26)		604		591,642
Consensus Cloud Solutions Inc., 6.00%, 10/15/26 (Call 10/15/23)^(b)		170		162,299
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25)		90		93,042
Fair Isaac Corp., 5.25%, 05/15/26 (Call 02/15/26)^(b)		215		216,135
Fidelity National Information Services Inc.
0.60%, 03/01/24		562		533,108
1.15%, 03/01/26 (Call 02/01/26)		905		816,002
Fifth Third Bancorp., 4.06%, 04/25/28^(a)		1,000		993,680
Fiserv Inc.
2.75%, 07/01/24 (Call 06/01/24)		1,203		1,182,814
3.20%, 07/01/26 (Call 05/01/26)		260		252,065
3.80%, 10/01/23 (Call 09/01/23)		1,072		1,081,444
3.85%, 06/01/25 (Call 03/01/25)		683		684,332
Infor Inc., 1.75%, 07/15/25 (Call 06/15/25)^(b)		793		738,116
Intuit Inc.
0.65%, 07/15/23		949		926,025
0.95%, 07/15/25 (Call 06/15/25)		908		841,770
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		1,275		1,270,767
2.38%, 05/01/23 (Call 02/01/23)		388		388,272
2.40%, 08/08/26 (Call 05/08/26)		605		585,295
2.70%, 02/12/25 (Call 11/12/24)		495		490,773
2.88%, 02/06/24 (Call 12/06/23)		1,103		1,105,691
3.13%, 11/03/25 (Call 08/03/25)		1,805		1,809,910
3.30%, 02/06/27 (Call 11/06/26)		2,030		2,040,576
3.63%, 12/15/23 (Call 09/15/23)		1,204		1,220,471
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		1,230		1,112,683
2.40%, 09/15/23 (Call 07/15/23)		1,201		1,189,711
2.50%, 04/01/25 (Call 03/01/25)		1,940		1,852,913
2.65%, 07/15/26 (Call 04/15/26)		1,375		1,284,979
2.80%, 04/01/27 (Call 02/01/27)		200		184,974
2.95%, 11/15/24 (Call 09/15/24)		761		746,221
2.95%, 05/15/25 (Call 02/15/25)		1,947		1,883,722
3.40%, 07/08/24 (Call 04/08/24)		1,611		1,606,844
3.63%, 07/15/23		432		435,119
PTC Inc., 3.63%, 02/15/25 (Call 05/31/22)^(b)		305		296,768
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		480		438,994
2.35%, 09/15/24 (Call 08/15/24)		417		406,091
3.65%, 09/15/23 (Call 08/15/23)		1,037		1,043,315
salesforce.com Inc., 0.63%, 07/15/24 (Call 07/15/22)		50		47,398
Skillz Inc., 10.25%, 12/15/26 (Call 12/15/23)^(b)		155		108,734


Security	Par (000)		Value


Software (continued)
Take-Two Interactive Software Inc.
3.30%, 03/28/24	$	120	$	119,353
3.55%, 04/14/25		290		287,216
3.70%, 04/14/27		710		695,701
Veritas U.S. Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25 (Call 05/31/22)^(b)		850		752,352
VMware Inc.
0.60%, 08/15/23		282		272,880
1.00%, 08/15/24 (Call 08/15/22)		190		178,991
1.40%, 08/15/26 (Call 07/15/26)		985		882,727
4.50%, 05/15/25 (Call 04/15/25)		132		133,835
Workday Inc., 3.50%, 04/01/27 (Call 03/01/27)		200		195,108


				37,563,146

Sovereign Debt Securities — 0.0%
AVI Funding Co.Ltd., 3.80%, 09/16/25^(d)		200		201,892


Storage & Warehousing — 0.0%
GLP China Holdings Ltd., 4.97%, 02/26/24^(d)		600		599,154


Telecommunications — 1.0%
Altice France SA/France, 8.13%, 02/01/27 (Call 05/10/22)^(b)		900		906,480

AT&T Inc.
0.90%, 03/25/24 (Call 05/10/22)		115		110,582
1.70%, 03/25/26 (Call 03/25/23)		2,457		2,267,860
2.95%, 07/15/26 (Call 04/15/26)		90		87,367
3.40%, 05/15/25 (Call 05/11/22)		1,186		1,197,421
3.80%, 03/01/24 (Call 05/11/22)		65		66,073
3.88%, 01/15/26 (Call 10/15/25)		155		156,748
3.90%, 03/11/24 (Call 05/11/22)		266		271,081
3.95%, 01/15/25 (Call 05/11/22)		282		288,080
4.13%, 02/17/26 (Call 05/11/22)		500		515,670
4.25%, 03/01/27 (Call 12/01/26)		515		525,681
4.45%, 04/01/24 (Call 05/11/22)		1,271		1,304,122
Axiata SPV2 Bhd, 4.36%, 03/24/26^(d)		400		407,048
Bell Telephone Co. of Canada or Bell Canada (The), Series US-3, 0.75%, 03/17/24		427		407,781
Bharti Airtel International Netherlands BV, 5.35%, 05/20/24^(d)		450		461,344
Bharti Airtel Ltd., 4.38%, 06/10/25^(d)		400		399,988
British Telecommunications PLC
4.25%, 11/23/81 (Call 11/23/26)^(a)(b)		250		235,093
4.50%, 12/04/23 (Call 11/04/23)		225		228,161
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		548		544,564
2.95%, 02/28/26		185		182,837
3.50%, 06/15/25		45		45,369
3.63%, 03/04/24		598		606,199
CommScope Inc.
6.00%, 03/01/26 (Call 05/31/22)^(b)		785		742,265
8.25%, 03/01/27 (Call 05/31/22)^(b)		500		425,015
CommScope Technologies LLC
5.00%, 03/15/27 (Call 05/10/22)^(b)		400		313,760
6.00%, 06/15/25 (Call 05/10/22)^(b)		658		577,402
Connect Finco Sarl/Connect U.S. Finco LLC, 6.75%, 10/01/26 (Call 10/01/22)^(b)		1,075		1,051,920
Deutsche Telekom International Finance BV, 2.49%, 09/19/23 (Call 07/19/23)^(b)		350		346,493
Digicel International Finance Ltd./Digicel international Holdings Ltd. 8.75%, 05/25/24 (Call 05/16/22)^(d)		650		639,867


Security	Par (000)		Value


Telecommunications (continued)
DKT Finance ApS, 9.38%, 06/17/23 (Call 05/10/22)^(b)	$	200	$	199,324
Empresa Nacional de Telecomunicaciones SA
4.75%, 08/01/26 (Call 05/03/26)^(d)		400		399,908
4.88%, 10/30/24 (Call 07/30/24)^(d)		200		200,378
Globe Telecom Inc., 4.20%, (Call 08/02/26)^(a)(d)(e)		200		193,044
HKT Capital No. 2 Ltd., 3.63%, 04/02/25^(d)		500		497,090
HKT Capital No. 4 Ltd., 3.00%, 07/14/26^(d)		200		192,258
Hughes Satellite Systems Corp.
5.25%, 08/01/26		400		391,404
6.63%, 08/01/26		380		380,395
Iliad Holding SAS, 6.50%, 10/15/26 (Call 10/15/23)^(b)		635		611,486
Intrado Corp., 8.50%, 10/15/25 (Call 05/31/22)^(b)(c)		360		319,748
Juniper Networks Inc., 1.20%, 12/10/25 (Call 11/10/25)		430		392,293
Kenbourne Invest SA, 6.88%, 11/26/24 (Call 05/30/22)^(d)		400		382,992
KT Corp., 1.00%, 09/01/25^(d)		400		368,092
Level 3 Financing Inc.
3.40%, 03/01/27 (Call 01/01/27)^(b)		500		452,810
5.25%, 03/15/26 (Call 05/31/22)		400		389,756
5.38%, 05/01/25 (Call 05/31/22)		400		396,896
Ligado Networks LLC
15.50%, 11/01/23, (15.50% PIK)^(b)(f)		1,718		1,174,792
17.50%, 05/01/24, (17.50% PIK)^(b)(f)		435		210,344
Liquid Telecommunications Financing Plc, 5.50%,
09/04/26 (Call 03/04/23)^(d)		400		383,440
Lumen Technologies Inc.
4.00%, 02/15/27 (Call 02/15/23)^(b)		650		578,123
5.13%, 12/15/26 (Call 12/15/22)^(b)		630		570,856
5.63%, 04/01/25 (Call 01/01/25)		255		248,536
Series W, 6.75%, 12/01/23		375		381,323
Series Y, 7.50%, 04/01/24 (Call 01/01/24)		514		527,955
Motorola Solutions Inc., 4.00%, 09/01/24		474		477,418
MTN Mauritius Investments Ltd., 4.76%, 11/11/24^(d)		400		397,140
NBN Co. Ltd., 1.45%, 05/05/26 (Call 04/05/26)^(b)		1,110		1,005,172
Network i2i Ltd.
3.98%, (Call 03/03/26)^(d)(e)		600		550,950
5.65%, (Call 01/15/25)^(a)(d)(e)		400		395,772
NTT Finance Corp.
0.58%, 03/01/24^(b)		855		814,977
1.16%, 04/03/26 (Call 03/03/26)^(b)		1,450		1,309,828
Ooredoo International Finance Ltd., 5.00%, 10/19/25^(b)		400		417,740
Oztel Holdings SPC Ltd., 5.63%, 10/24/23^(d)		200		201,324
Qwest Corp., 7.25%, 09/15/25		150		162,564
Rogers Communications Inc.
2.95%, 03/15/25 (Call 03/15/23)^(b)		950		927,323
3.20%, 03/15/27 (Call 02/15/27)^(b)		720		686,549
3.63%, 12/15/25 (Call 09/15/25)		485		482,463
4.10%, 10/01/23 (Call 07/01/23)		433		437,343
5.25%, 03/15/82^(a)(b)		375		356,314
SingTel Group Treasury Pte Ltd., 3.25%, 06/30/25^(d)		200		198,768
Sprint Corp.
7.13%, 06/15/24		1,316		1,384,419
7.63%, 02/15/25 (Call 11/15/24)		781		831,593
7.63%, 03/01/26 (Call 11/01/25)		770		838,253
7.88%, 09/15/23		2,151		2,258,313
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 4.74%, 03/20/25 (Call 03/20/24)^(b)		150		151,634
Telecom Italia SpA/Milano, 5.30%, 05/30/24^(b)		760		744,982
Telefonica Celular del Paraguay SA, 5.88%, 04/15/27 (Call 05/23/22)^(d)		200		200,976


Security	Par (000)		Value


Telecommunications (continued)
Telefonica Emisiones SA, 4.10%, 03/08/27	$	740	$	732,570
Telesat Canada/Telesat LLC, 5.63%, 12/06/26 (Call 12/06/23)^(b)		250		178,535
Telstra Corp. Ltd., 3.13%, 04/07/25 (Call 01/07/25)^(b)		215		212,646
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		325		296,696
2.25%, 02/15/26 (Call 02/15/23)		500		459,630
2.25%, 02/15/26 (Call 02/15/23)^(b)		420		387,244
2.63%, 04/15/26 (Call 04/15/23)		610		568,947
3.50%, 04/15/25 (Call 03/15/25)		1,941		1,917,320
3.75%, 04/15/27 (Call 02/15/27)		1,700		1,655,205
5.38%, 04/15/27 (Call 05/10/22)		250		255,365
Total Play Telecomunicaciones SA de CV, 7.50%, 11/12/25^(d)		400		372,836
Tower Bersama Infrastructure Tbk PT, 2.75%, 01/20/26 (Call 12/20/25)^(d)		400		378,668
Trilogy International South Pacific LLC/TISP Finance Inc., 8.88%, 05/15/23 (Call 05/31/22)^(b)(c)		22		22,175
Turk Telekomunikasyon AS
4.88%, 06/19/24^(d)		300		285,939
6.88%, 02/28/25^(d)		200		195,718
Turkcell Iletisim Hizmetleri AS, 5.75%, 10/15/25^(d)		400		380,900
Verizon Communications Inc.
0.75%, 03/22/24		1,129		1,084,235
0.85%, 11/20/25 (Call 10/20/25)		4,170		3,800,538
1.45%, 03/20/26 (Call 02/20/26)		1,340		1,229,530
2.63%, 08/15/26		200		189,994
3.38%, 02/15/25		1,067		1,066,040
3.50%, 11/01/24 (Call 08/01/24)		682		687,183
4.13%, 03/16/27		200		201,240
ViaSat Inc.
5.63%, 09/15/25 (Call 05/10/22)^(b)		430		399,504
5.63%, 04/15/27 (Call 05/10/22)^(b)		25		23,212
Vodafone Group PLC
3.25%, 06/04/81 (Call 06/04/26)^(a)		290		263,245
4.13%, 05/30/25		348		352,437
Zayo Group Holdings Inc., 4.00%, 03/01/27 (Call 05/31/22)^(b)		750		654,780


				58,639,661

Textiles — 0.0%
Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC, 7.50%, 05/01/25 (Call 05/09/22)^(d)		500		449,120


Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		522		515,872
3.55%, 11/19/26 (Call 09/19/26)		90		88,174
Mattel Inc.
3.15%, 03/15/23 (Call 12/15/22)		46		45,930
3.38%, 04/01/26 (Call 04/01/23)^(b)		340		330,680


				980,656

Transportation — 0.3%
Altera Infrastructure LP/Teekay Offshore Finance Corp., 8.50%, 07/15/23 (Call 05/16/22)^(b)		275		151,250
AP Moller - Maersk A/S, 3.88%, 09/28/25 (Call 06/28/25)^(b)		125		125,615
BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), (3 mo. LIBOR US + 2.350%)^(a)		40		41,314
Burlington Northern Santa Fe LLC 3.00%, 04/01/25 (Call 01/01/25)		585		579,349


Security	Par (000)		Value


Transportation (continued)
3.40%, 09/01/24 (Call 06/01/24)	$	291	$	292,161
3.65%, 09/01/25 (Call 06/01/25)		345		347,974
3.75%, 04/01/24 (Call 01/01/24)		595		602,598
3.85%, 09/01/23 (Call 06/01/23)		653		660,170
7.00%, 12/15/25		460		513,001
Canadian National Railway Co.
2.75%, 03/01/26 (Call 12/01/25)		90		87,278
2.95%, 11/21/24 (Call 08/21/24)		18		17,821
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 12/02/22)		525		497,947
1.75%, 12/02/26 (Call 11/02/26)		300		275,592
2.90%, 02/01/25 (Call 11/01/24)		591		579,635
CRCC Chengan Ltd., 3.97%, (Call 06/27/24)^(a)(d)(e)		400		399,436
CSX Corp.
3.35%, 11/01/25 (Call 08/01/25)		125		123,801
3.40%, 08/01/24 (Call 05/01/24)		558		558,558
Eastern Creation Ii Investment Co., 1.35%, 10/20/24^(d)		200		189,930
Eastern Creation II Investment Holdings Ltd., 1.00%, 09/10/23^(d)		400		388,000
FedEx Corp., 3.25%, 04/01/26 (Call 01/01/26)		220		216,500
Guangzhou Metro Investment Finance BVI Ltd., 1.51%, 09/17/25^(d)		200		184,546
Henan Railway Construction & Investment Group Co. Ltd., 2.20%, 01/26/25^(d)		200		190,632
Indian Railway Finance Corp. Ltd., 3.73%, 03/29/24^(d)		200		199,726
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		180		179,917
Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23)		295		295,068
Navios South American Logistics Inc./Navios Logistics Finance U.S. Inc., 10.75%, 07/01/25 (Call 08/01/22)^(d)		200		205,404
Norfolk Southern Corp.
2.90%, 06/15/26 (Call 03/15/26)		75		72,583
3.65%, 08/01/25 (Call 06/01/25)		215		215,024
3.85%, 01/15/24 (Call 10/15/23)		154		155,366
Pelabuhan Indonesia III Persero PT
4.50%, 05/02/23^(d)		200		201,620
4.88%, 10/01/24^(d)		200		203,888
Pelabuhan Indonesia Persero PT, 4.25%, 05/05/25^(d)		600		600,354
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		420		380,881
2.50%, 09/01/24 (Call 08/01/24)		389		378,800
2.85%, 03/01/27 (Call 02/01/27)		100		94,372
2.90%, 12/01/26 (Call 10/01/26)		75		71,166
3.65%, 03/18/24 (Call 02/18/24)		533		533,059
3.75%, 06/09/23 (Call 05/09/23)		352		354,063
3.88%, 12/01/23 (Call 11/01/23)		303		305,394
4.63%, 06/01/25 (Call 05/01/25)		379		385,295
Seaspan Corp., 6.50%, 04/29/26 (Call 04/29/25)^(b)		200		199,560
SF Holding Investment Ltd., 2.38%, 11/17/26^(d)		200		184,834
Ukraine Railways Via Rail Capital Markets PLC, 8.25%, 07/09/24^(d)		400		112,000
Union Pacific Corp.
3.15%, 03/01/24 (Call 02/01/24)		521		520,719
3.25%, 01/15/25 (Call 10/15/24)		273		272,378
3.25%, 08/15/25 (Call 05/15/25)		241		239,679
3.50%, 06/08/23 (Call 05/08/23)^(c)		775		780,983
3.65%, 02/15/24 (Call 11/15/23)		537		541,479
3.75%, 03/15/24 (Call 12/15/23)		321		324,242
3.75%, 07/15/25 (Call 05/15/25)		340		343,403


Security	Par (000)		Value


Transportation (continued)
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)	$	460	$	450,653
2.80%, 11/15/24 (Call 09/15/24)		110		109,243
3.90%, 04/01/25 (Call 03/01/25)		705		713,869
Walmart Inc., 1.05%, 09/17/26 (Call 08/17/26)		540		491,454
Western Global Airlines LLC, 10.38%, 08/15/25 (Call 05/15/25)^(b)		215		222,671
XPO Logistics Inc., 6.25%, 05/01/25 (Call 05/31/22)^(b)		285		291,635
Yunda Holding Investment Co., 2.25%, 08/19/25^(d)		400		364,704


				18,018,594

Trucking & Leasing — 0.1%
AerCap Global Aviation Trust, 6.50%, 06/15/45 (Call 06/15/25)^(a)(b)		250		245,152
CMB International Leasing Management Ltd.
1.88%, 08/12/25^(d)		600		559,350
2.00%, 02/04/26^(d)		600		551,010
3.00%, 07/03/24^(d)		400		392,956
DAE Funding LLC
1.55%, 08/01/24 (Call 07/01/24)^(d)		400		373,096
2.63%, 03/20/25 (Call 02/20/25)^(d)		200		188,182
DAE Funding LLC Co., 1.63%, 02/15/24^(d)		200		190,098
Fortress Transportation and Infrastructure Investors LLC, 6.50%, 10/01/25 (Call 05/31/22)^(b)		445		424,374
GATX Corp.
3.25%, 03/30/25 (Call 12/30/24)		123		120,643
3.25%, 09/15/26 (Call 06/15/26)		75		72,839
4.35%, 02/15/24 (Call 01/15/24)		264		267,456
Penske Truck Leasing Co. LP/PTL Finance Corp.
1.20%, 11/15/25 (Call 10/15/25)^(b)		590		535,714
1.70%, 06/15/26 (Call 05/15/26)^(b)		285		258,495
2.70%, 11/01/24 (Call 10/01/24)^(b)		379		368,934
3.45%, 07/01/24 (Call 06/01/24)^(b)		249		246,854
3.90%, 02/01/24 (Call 01/01/24)^(b)		460		462,052
3.95%, 03/10/25 (Call 01/10/25)^(b)		415		414,693
4.00%, 07/15/25 (Call 06/15/25)^(b)		47		46,903
4.13%, 08/01/23 (Call 07/01/23)^(b)		463		466,778
4.45%, 01/29/26 (Call 11/29/25)^(b)		314		316,292
SMBC Aviation Capital Finance DAC
1.90%, 10/15/26 (Call 09/15/26)^(b)		1,295		1,127,000
4.13%, 07/15/23 (Call 06/15/23)^(b)		260		259,587


				7,888,458

Venture Capital — 0.0%
Hercules Capital Inc., 3.38%, 01/20/27 (Call 12/20/26)		450		414,126


Water — 0.0%
American Water Capital Corp.
3.40%, 03/01/25 (Call 12/01/24)		753		751,095
3.85%, 03/01/24 (Call 12/01/23)		274		276,598
Aquarion Co., 4.00%, 08/15/24 (Call 05/15/24)^(b)		360		359,107
Solaris Midstream Holdings LLC, 7.63%, 04/01/26 (Call 04/01/23)^(b)		205		210,572


				1,597,372


Total Corporate Bonds & Notes — 35.5% (Cost: $2,212,033,718)				2,092,418,416


Security	Par (000)		Value

Foreign Government Obligations^(k)

Angola — 0.0%
Angolan Government International Bond, 9.50%, 11/12/25^(d)	$	500	$	532,455


Argentina — 0.0%
Provincia de Cordoba, 5.00%, 12/10/25^(d)(g)		300		245,613


Azerbaijan — 0.0%
Republic of Azerbaijan International Bond, 4.75%, 03/18/24^(d)		800		798,032


Bahrain — 0.1%
Bahrain Government International Bond
6.13%, 08/01/23^(d)		600		613,434
7.00%, 01/26/26^(d)		800		851,832
CBB International Sukuk Co. 5 SPC, 5.62%, 02/12/24^(d)		600		608,280
CBB International Sukuk Co. 6 SPC, 5.25%, 03/20/25^(d)		200		203,314
CBB International Sukuk Programme Co. WLL
4.50%, 03/30/27^(d)		200		198,550
6.25%, 11/14/24^(d)		1,000		1,036,750


				3,512,160

Belarus — 0.0%
Development Bank of the Republic of Belarus JSC, 6.75%, 05/02/24^(d)		400		8,000
Republic of Belarus International Bond, 5.88%, 02/24/26(d)		200		24,000


				32,000

Bermuda — 0.0%
Bermuda Government International Bond, 4.85%, 02/06/24(d)		475		484,657


Brazil — 0.1%
Banco Nacional de Desenvolvimento Economico e Social, 5.75%, 09/26/23^(d)		400		415,048
Brazilian Government International Bond
2.88%, 06/06/25		1,000		958,560
4.25%, 01/07/25		2,200		2,220,878
6.00%, 04/07/26		1,425		1,506,353
8.75%, 02/04/25		300		341,070
8.88%, 04/15/24		529		591,110


				6,033,019

Canada — 0.8%
Canada Government International Bond
0.75%, 05/19/26		455		416,193
1.63%, 01/22/25		3,317		3,205,681
CDP Financial Inc., 0.88%, 06/10/25^(b)		1,355		1,267,521
CPPIB Capital Inc.
0.88%, 09/09/26^(b)		1,000		908,520
1.25%, 03/04/25^(b)		980		933,616
Export Development Canada, 2.63%, 02/21/24		1,755		1,751,104
Hydro-Quebec, Series IO, 8.05%, 07/07/24		670		735,868
OMERS Finance Trust, 2.50%, 05/02/24^(b)		475		470,863
Ontario Teachers’ Finance Trust, 1.38%, 04/15/25^(b)		500		475,680
Province of Alberta Canada
1.00%, 05/20/25		5,687		5,347,145
1.88%, 11/13/24		980		953,775
2.95%, 01/23/24		1,030		1,032,750
3.35%, 11/01/23		906		914,743
Province of British Columbia Canada 0.90%, 07/20/26		4,650		4,240,567


Security	Par (000)		Value

Canada (continued)
2.25%, 06/02/26	$	1,005	$	972,237
6.50%, 01/15/26		260		287,760
Series 10, 1.75%, 09/27/24		1,490		1,449,964
Province of Manitoba Canada
2.13%, 06/22/26		480		459,984
3.05%, 05/14/24		312		312,574
Series GX, 2.60%, 04/16/24		490		487,516
Province of Ontario Canada
0.63%, 01/21/26		1,794		1,638,406
1.05%, 04/14/26		580		535,613
2.30%, 06/15/26		1,050		1,015,476
2.50%, 04/27/26		1,100		1,074,458
3.05%, 01/29/24		2,082		2,091,182
3.20%, 05/16/24		2,056		2,068,398
3.40%, 10/17/23		1,532		1,547,734
Province of Quebec Canada
0.60%, 07/23/25		2,890		2,673,568
2.50%, 04/20/26		1,017		993,233
Series NJ, 7.50%, 07/15/23		100		105,706
Series NN, 7.13%, 02/09/24		40		42,871
Series QO, 2.88%, 10/16/24		1,560		1,557,051
Series QW, 2.50%, 04/09/24		1,125		1,117,845
Series QX, 1.50%, 02/11/25		1,541		1,480,038
PSP Capital Inc., 1.00%, 06/29/26^(b)		250		228,700


				44,794,340

Chile — 0.0%
Chile Government International Bond
2.75%, 01/31/27 (Call 12/31/26)		400		378,680
3.13%, 03/27/25		200		198,050
3.13%, 01/21/26		400		391,676


				968,406

China — 0.2%
China Development Bank, 1.00%, 10/27/25^(d)		1,000		928,870
China Development Bank/Hong Kong
0.63%, 01/12/24^(d)		400		384,776
0.63%, 09/09/24^(d)		200		189,342
China Government International Bond
0.40%, 10/21/23^(d)		1,500		1,450,890
0.55%, 10/21/25^(d)		2,300		2,116,092
0.75%, 10/26/24^(d)		400		379,664
1.95%, 12/03/24^(d)		750		732,742
3.25%, 10/19/23^(d)		400		403,092
Export-Import Bank of China (The)
2.88%, 04/26/26^(d)		800		786,696
3.38%, 03/14/27^(d)		200		199,892
3.63%, 07/31/24^(d)		1,000		1,012,800


				8,584,856

Colombia — 0.1%
Colombia Government International Bond
3.88%, 04/25/27 (Call 01/25/27)		1,000		912,000
4.00%, 02/26/24 (Call 11/26/23)		1,050		1,033,799
4.50%, 01/28/26 (Call 10/28/25)		400		384,364
8.13%, 05/21/24		325		343,697


				2,673,860

Costa Rica — 0.0%
Costa Rica Government International Bond, 4.38%, 04/30/25^(d)		200		200,770


Security	Par (000)		Value

Croatia — 0.0%
Croatia Government International Bond, 6.00%, 01/26/24^(d)	$	600	$	624,258


Denmark — 0.0%

Kommunekredit, 0.63%, 06/10/25^(d)		1,800		1,672,254


Dominican Republic — 0.1%
Dominican Republic International Bond
5.50%, 01/27/25^(d)		875		897,899
5.95%, 01/25/27^(d)		800		803,192
6.88%, 01/29/26^(d)		800		842,880


				2,543,971

Egypt — 0.1%
Egypt Government International Bond
3.88%, 02/16/26^(d)		600		487,134
4.55%, 11/20/23^(d)		200		190,128
5.25%, 10/06/25^(d)		800		706,936
5.75%, 05/29/24^(d)		850		792,702
5.88%, 06/11/25^(d)		600		538,800
6.20%, 03/01/24^(d)		200		191,320
7.50%, 01/31/27^(d)		600		532,062


				3,439,082

El Salvador — 0.0%
El Salvador Government International Bond
5.88%, 01/30/25^(d)		600		284,988
6.38%, 01/18/27^(d)		200		82,102


				367,090

Finland — 0.0%
Finland Government International Bond, 6.95%, 02/15/26		125		141,342
Finnvera Oyj, 1.63%, 10/23/24^(b)		940		910,550
Kuntarahoitus Oyj, 2.50%, 11/15/23^(b)		285		284,168


				1,336,060

France — 0.2%
Caisse d’Amortissement de la Dette Sociale
0.38%, 05/19/23^(b)		1,970		1,928,118
0.38%, 09/23/25^(b)		1,750		1,598,223
3.38%, 03/20/24^(b)		4,575		4,622,717
SFIL SA, 0.63%, 02/09/26^(d)		1,000		909,780


				9,058,838

Gabon — 0.0%
Gabon Government International Bond, 6.95%, 06/16/25^(d)		400		396,840


Georgia — 0.0%

Georgia Government International Bond, 2.75%, 04/22/26^(d)		500		429,040


Germany — 0.1%
FMS Wertmanagement, 2.75%, 01/30/24		1,495		1,495,553
Land Nordrhein Westfalen, 2.25%, 04/16/25^(d)		2,700		2,642,895


				4,138,448

Ghana — 0.0%
Ghana Government International Bond
0.00%, 04/07/25^(d)(l)		400		242,568
6.38%, 02/11/27^(d)		800		543,640
7.88%, 03/26/27^(d)		200		140,052
8.13%, 01/18/26^(d)		400		309,332


				1,235,592

Guatemala — 0.0%
Guatemala Government Bond, 4.50%, 05/03/26^(d)		400		397,164


Security	Par (000)		Value

Honduras — 0.0%
Honduras Government International Bond, 6.25%, 01/19/27^(d)	$	350	$	306,681


Hong Kong — 0.0%
Airport Authority
1.75%, 01/12/27 (Call 12/12/26)^(b)		600		557,514
2.10%, (Call 03/08/26)^(a)(d)(e)		600		554,358
Hong Kong Government International Bond
0.63%, 02/02/26^(b)(c)		800		732,344
2.50%, 05/28/24^(b)		400		396,684


				2,240,900

Hungary — 0.0%
Hungary Government International Bond
5.38%, 03/25/24		600		619,230
5.75%, 11/22/23		1,140		1,178,486


				1,797,716

India — 0.0%
Export-Import Bank of India
3.38%, 08/05/26^(d)		600		575,136
3.88%, 03/12/24^(d)		200		200,382


				775,518

Indonesia — 0.2%
Indonesia Government International Bond
4.13%, 01/15/25^(d)		800		809,512
4.35%, 01/08/27^(d)		600		613,734
4.45%, 02/11/24		200		203,850
4.75%, 01/08/26^(d)		1,200		1,238,904
5.38%, 10/17/23^(d)		400		413,708
5.88%, 01/15/24^(d)		1,000		1,042,640
Lembaga Pembiayaan Ekspor Indonesia, 3.88%, 04/06/24^(d)		200		199,652
Perusahaan Penerbit SBSN Indonesia III
1.50%, 06/09/26^(d)		800		736,224
2.30%, 06/23/25^(d)		850		825,069
3.90%, 08/20/24^(d)		800		816,120
4.15%, 03/29/27^(d)		800		811,864
4.33%, 05/28/25^(d)		900		923,463
4.35%, 09/10/24^(c)(d)		400		409,028
4.55%, 03/29/26^(d)		600		615,906


				9,659,674

Israel — 0.0%
Israel Government AID Bond, 5.50%, 09/18/23		380		394,926
Israel Government International Bond
2.88%, 03/16/26		400		394,652
3.15%, 06/30/23		500		502,810


				1,292,388

Italy — 0.1%
Republic of Italy Government International Bond
0.88%, 05/06/24		200		190,340
1.25%, 02/17/26		1,600		1,455,040
2.38%, 10/17/24		1,265		1,233,337
6.88%, 09/27/23		3,420		3,599,037


				6,477,754

Japan — 0.2%
Development Bank of Japan Inc.
1.75%, 08/28/24^(b)		200		194,490
1.88%, 10/02/24^(d)		500		486,930
3.13%, 09/06/23^(b)		960		965,606


Security	Par (000)		Value

Japan (continued)
Japan Bank for International Cooperation
0.63%, 05/22/23	$	970	$	951,211
0.63%, 07/15/25		1,000		924,130
1.75%, 10/17/24		550		533,621
2.25%, 11/04/26		400		384,164
2.38%, 04/20/26		1,000		968,750
2.50%, 05/23/24		1,730		1,714,880
2.50%, 05/28/25		3,550		3,487,059
3.00%, 05/29/24		480		480,936
3.25%, 07/20/23		655		659,775
3.38%, 10/31/23		600		605,640


				12,357,192

Jersey — 0.0%
IDB Trust Services Ltd.
1.81%, 02/26/25^(d)		800		768,232
1.96%, 10/02/24^(d)		500		485,660
2.84%, 04/25/24^(d)		500		498,440
3.39%, 09/26/23^(d)		500		504,090


				2,256,422

Jordan — 0.0%
Jordan Government International Bond
4.95%, 07/07/25^(d)		200		191,238
5.75%, 01/31/27^(d)		400		378,496
6.13%, 01/29/26^(d)		600		579,900


				1,149,634

Kazakhstan — 0.0%
Kazakhstan Government International Bond
3.88%, 10/14/24^(d)		1,245		1,263,326
5.13%, 07/21/25^(d)		800		834,600


				2,097,926

Kenya — 0.0%
Republic of Kenya Government International Bond, 6.88%, 06/24/24^(d)		1,100		1,057,430


Kuwait — 0.0%
Kuwait International Government Bond, 3.50%, 03/20/27^(d)		1,800		1,822,212


Lebanon — 0.0%
Lebanon Government International Bond
6.20%, 02/26/25^(d)(h)(i)		200		24,220
6.25%, 11/04/24^(d)(h)(i)		200		24,352
6.25%, 06/12/25^(d)(h)(i)		200		23,256
6.40%, 05/26/23^(h)(i)		865		104,630
6.60%, 11/27/26^(d)(h)(i)		400		48,628
6.65%, 04/22/24^(d)(h)		350		42,553
6.85%, 03/23/27^(d)(h)(i)		200		23,780


				291,419

Malaysia — 0.0%
Malaysia Sovereign Sukuk Bhd, 3.04%, 04/22/25^(d)		552		548,384
Malaysia Sukuk Global Bhd, 3.18%, 04/27/26^(d)		600		598,002


				1,146,386

Mexico — 0.1%
Mexico Government International Bond
3.60%, 01/30/25		600		598,734
3.90%, 04/27/25 (Call 03/27/25)		500		501,245
4.13%, 01/21/26		1,200		1,206,348
4.15%, 03/28/27		600		601,380


				2,907,707


Security	Par (000)		Value

Mongolia — 0.0%
Development Bank of Mongolia LLC, 7.25%, 10/23/23^(d)	$	200	$	197,126
Mongolia Government International Bond
5.13%, 04/07/26^(d)		400		375,124
5.63%, 05/01/23^(d)		400		397,128
8.75%, 03/09/24^(d)		200		205,212


				1,174,590

Namibia — 0.0%
Namibia International Bonds, 5.25%, 10/29/25^(d)		400		384,908


Nigeria — 0.0%
Nigeria Government International Bond
6.38%, 07/12/23^(d)		200		199,690
7.63%, 11/21/25^(d)		600		596,292

				795,982

Norway — 0.1%
Kommunalbanken AS
0.38%, 09/11/25^(b)		800		732,096
0.88%, 03/12/25^(b)		640		603,098
1.50%, 01/20/27^(b)		1,800		1,675,854
2.00%, 06/19/24^(b)		1,050		1,031,363
2.75%, 02/05/24^(b)		460		459,811


				4,502,222

Oman — 0.1%
Oman Government International Bond
4.75%, 06/15/26^(d)		1,400		1,374,324
4.88%, 02/01/25^(d)		400		401,848
5.38%, 03/08/27^(d)		600		600,906
Oman Sovereign Sukuk Co.
4.40%, 06/01/24^(d)		1,500		1,501,695
5.93%, 10/31/25^(d)		400		420,496


				4,299,269

Pakistan — 0.0%
Pakistan Government International Bond
6.00%, 04/08/26^(d)		800		653,048
8.25%, 04/15/24^(d)		400		358,068
8.25%, 09/30/25^(d)		200		169,964


				1,181,080

Panama — 0.1%
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25 (Call 08/14/25)^(d)		200		190,152
Panama Government International Bond
3.75%, 03/16/25 (Call 12/16/24)		705		703,026
3.75%, 04/17/26^(d)		600		590,574
4.00%, 09/22/24 (Call 06/22/24)		700		705,005
7.13%, 01/29/26		200		221,086


				2,409,843

Paraguay — 0.0%
Paraguay Government International Bond
4.70%, 03/27/27^(d)		200		198,962
5.00%, 04/15/26^(d)		200		202,732


				401,694

Peru — 0.0%
Peruvian Government International Bond
2.39%, 01/23/26 (Call 12/23/25)		225		210,609
7.35%, 07/21/25		1,200		1,312,608


				1,523,217


Security	Par (000)		Value

Philippines — 0.1%
Philippine Government International Bond
4.20%, 01/21/24	$	2,250	$	2,281,883
10.63%, 03/16/25		200		238,536


				2,520,419

Poland — 0.0%
Republic of Poland Government International Bond
3.25%, 04/06/26		879		871,581
4.00%, 01/22/24		486		491,200


				1,362,781

Qatar — 0.1%
Qatar Government International Bond
3.25%, 06/02/26^(d)		1,800		1,787,436
3.38%, 03/14/24^(d)		1,000		1,004,400
3.40%, 04/16/25^(d)		1,400		1,404,046


				4,195,882

Romania — 0.0%
Romanian Government International Bond
3.00%, 02/27/27^(d)		200		185,988
4.38%, 08/22/23^(d)		1,000		1,012,200
4.88%, 01/22/24^(c)(d)		455		465,401


				1,663,589

Saudi Arabia — 0.1%
KSA Sukuk Ltd., 3.63%, 04/20/27^(d)		1,800		1,804,914
Saudi Government International Bond
2.50%, 02/03/27^(d)		400		384,876
2.90%, 10/22/25^(d)		1,000		985,280
3.25%, 10/26/26^(d)		3,000		2,981,850
4.00%, 04/17/25^(d)		2,000		2,031,180


				8,188,100

Slovenia — 0.0%
Slovenia Government International Bond, 5.25%, 02/18/24^(b)		400		414,252


South Africa — 0.1%
Republic of South Africa Government International Bond
4.67%, 01/17/24^(c)		600		602,334
4.88%, 04/14/26		800		788,752
5.88%, 09/16/25		1,000		1,031,570


				2,422,656

South Korea — 0.2%
Export-Import Bank Korea, 1.13%, 03/24/26^(d)		200		184,428
Export-Import Bank of Korea
0.38%, 02/09/24		600		573,234
0.63%, 06/29/24		200		190,134
0.63%, 02/09/26		610		552,422
0.75%, 09/21/25		600		551,364
1.13%, 12/29/26		400		361,600
1.25%, 01/18/25		200		189,862
1.28%, 06/01/23, (3 mo. LIBOR US + 0.775%)^(a)		200		201,134
1.63%, 01/18/27		400		368,248
1.88%, 02/12/25		600		578,622
2.38%, 06/25/24		200		197,402
2.88%, 01/21/25		1,500		1,487,130
3.25%, 11/10/25		200		199,514
3.63%, 11/27/23		200		202,568
4.00%, 01/14/24		400		407,428
Incheon International Airport Corp., 1.25%, 05/04/26^(d)		200		183,448
Industrial Bank of Korea
0.63%, 09/17/24^(d)		200		188,854


Security	Par (000)		Value

South Korea (continued)
1.04%, 06/22/25^(d)	$	200	$	186,054
2.13%, 10/23/24^(d)		400		390,884
Korea Development Bank (The)
0.40%, 06/19/24		400		378,724
0.50%, 10/27/23		200		193,196
1.25%, 06/03/25^(d)		800		753,536
1.75%, 02/18/25		500		480,630
Korea Expressway Corp., 1.13%, 05/17/26^(d)		400		365,712
Korea Hydro & Nuclear Power Co. Ltd., 3.25%, 06/15/25^(d)		200		198,692
Korea International Bond
2.00%, 06/19/24		600		588,072
2.75%, 01/19/27		200		195,400
3.88%, 09/11/23		400		405,532
5.63%, 11/03/25		200		214,986
Korea Land & Housing Corp., 0.63%, 11/03/23^(d)		200		192,966
Korea National Oil Corp.
0.88%, 10/05/25^(c)(d)		1,000		911,090
1.25%, 04/07/26^(d)		600		546,348
1.75%, 04/18/25^(d)		200		189,790
Korea Resources Corp., 1.75%, 04/15/26^(d)		600		552,024
Korea SMEs and Startups Agency, 2.13%, 08/30/26^(d)		200		187,698
Korea South-East Power Co. Ltd., 1.00%, 02/03/26^(d)		200		182,342
Suhyup Bank, 3.63%, 01/29/24^(d)		200		201,356


				13,932,424

Sri Lanka — 0.0%
Sri Lanka Government International Bond
6.13%, 06/03/25^(d)(h)(i)		600		258,726
6.35%, 06/28/24^(d)(h)(i)		400		170,872
6.83%, 07/18/26^(d)(h)(i)		400		174,000
6.85%, 03/14/24^(d)(h)(i)		400		170,932
6.85%, 11/03/25^(d)(h)(i)		600		259,320


				1,033,850

Supranational — 2.4%
Africa Finance Corp.
3.13%, 06/16/25^(d)		400		386,204
3.88%, 04/13/24^(d)		200		198,628
4.38%, 04/17/26^(d)		400		397,080
African Development Bank
0.88%, 03/23/26		900		829,242
0.88%, 07/22/26		2,280		2,083,669
3.00%, 09/20/23		2,389		2,402,020
African Export-Import Bank (The)
4.13%, 06/20/24^(d)		1,450		1,442,909
5.25%, 10/11/23^(d)		650		658,443
Arab Petroleum Investments Corp., 1.26%, 02/10/26^(d)		1,000		921,980
Asian Development Bank
0.25%, 07/14/23		688		670,036
0.25%, 10/06/23		765		740,023
0.38%, 06/11/24		625		594,306
0.38%, 09/03/25		2,555		2,343,753
0.50%, 02/04/26		1,310		1,193,986
0.63%, 04/29/25		3,710		3,464,138
1.00%, 04/14/26		5,095		4,715,881
1.50%, 10/18/24		3,067		2,966,985
2.00%, 01/22/25		149		145,463
2.00%, 04/24/26		350		336,679
2.63%, 01/30/24		2,818		2,815,267


Security	Par (000)		Value

Supranational (continued)
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23	$	585	$	565,286
0.50%, 10/30/24		1,715		1,611,688
0.50%, 05/28/25		1,214		1,120,947
0.50%, 01/27/26		175		158,669
2.25%, 05/16/24		3,577		3,529,462
Central American Bank for Economic Integration, 2.00%, 05/06/25^(b)		350		336,091
Council of Europe Development Bank
0.25%, 06/10/23		14		13,672
0.25%, 10/20/23		738		712,908
0.38%, 06/10/24		150		142,559
1.38%, 02/27/25		94		90,041
2.50%, 02/27/24		330		328,571
European Bank for Reconstruction & Development
0.25%, 07/10/23		349		339,821
0.50%, 05/19/25		1,960		1,819,017
0.50%, 01/28/26		100		91,105
1.50%, 02/13/25		1,035		994,738
1.63%, 09/27/24		4,606		4,473,347
European Investment Bank
0.25%, 09/15/23		1,500		1,453,995
0.38%, 12/15/25		1,655		1,507,539
0.38%, 03/26/26		2,360		2,132,732
0.63%, 07/25/25		2,640		2,451,319
0.75%, 10/26/26		1,855		1,680,166
1.38%, 05/15/23		115		113,856
1.63%, 03/14/25		2,035		1,962,615
1.88%, 02/10/25		1,425		1,386,354
2.25%, 06/24/24		2,266		2,240,734
2.63%, 03/15/24		3,183		3,177,271
2.88%, 08/15/23		1,837		1,845,138
3.13%, 12/14/23		904		910,708
3.25%, 01/29/24		3,484		3,516,332
European Stability Mechanism, 1.38%, 09/11/24^(b)(c)		975		941,099
Inter-American Development Bank
0.25%, 11/15/23		795		766,539
0.50%, 05/24/23		2,805		2,750,583
0.63%, 07/15/25		2,817		2,616,345
0.88%, 04/03/25		4,848		4,570,500
0.88%, 04/20/26		5,035		4,633,358
1.75%, 03/14/25		2,145		2,076,124
2.00%, 06/02/26		200		192,154
2.00%, 07/23/26		200		191,926
2.13%, 01/15/25		1,396		1,367,187
2.63%, 01/16/24		1,566		1,563,996
3.00%, 10/04/23		1,339		1,346,311
3.00%, 02/21/24		2,036		2,045,773
Inter-American Investment Corp., 1.75%, 10/02/24^(d)		1,800		1,749,348
International Bank for Reconstruction & Development
0.25%, 11/24/23		463		446,309
0.38%, 07/28/25		12,601		11,600,229
0.50%, 10/28/25		3,008		2,760,622
0.63%, 04/22/25		5,718		5,343,185
0.75%, 03/11/25		2,959		2,784,182
1.50%, 08/28/24		882		855,716
1.63%, 01/15/25		1,389		1,343,482
1.88%, 06/19/23		363		360,735
1.88%, 10/27/26		105		100,087
2.13%, 03/03/25		215		210,464


Security	Par (000)		Value

Supranational (continued)
2.50%, 03/19/24	$	4,394	$	4,375,985
2.50%, 11/25/24		1,422		1,408,420
2.50%, 07/29/25		2,337		2,302,436
3.00%, 09/27/23		2,115		2,127,521
3.13%, 11/20/25		600		602,940
International Finance Corp.
0.38%, 07/16/25		2,221		2,046,696
1.38%, 10/16/24		1,264		1,219,912
2.88%, 07/31/23		557		559,573
ISDB Trust Services No. 2 SARL, 1.26%, 03/31/26^(d)		1,275		1,183,009
Nordic Investment Bank
0.38%, 09/11/25		1,755		1,608,089
2.25%, 05/21/24		1,070		1,058,497


				141,122,705

Sweden — 0.1%
Kommuninvest I Sverige AB, 0.38%, 02/16/24^(b)(c)		800		766,944
Svensk Exportkredit AB
0.25%, 09/29/23		200		193,468
0.50%, 11/10/23		395		382,135
0.50%, 08/26/25		1,915		1,760,651
0.63%, 10/07/24		200		189,166
0.63%, 05/14/25		1,025		953,629
1.75%, 12/12/23		405		398,739


				4,644,732

Thailand — 0.0%
Export Import Bank of Thailand, 1.46%, 10/15/25^(d)		200		185,398


Trinidad and Tobago — 0.0%
Trinidad & Tobago Government International Bond
4.38%, 01/16/24^(d)		200		200,832
4.50%, 08/04/26^(d)		600		595,644


				796,476

Tunisia — 0.0%
Tunisian Republic, 5.75%, 01/30/25^(d)		628		430,211


Turkey — 0.3%
Hazine Mustesarligi Varlik Kiralama AS
4.49%, 11/25/24^(d)		400		384,812
5.13%, 06/22/26^(d)		2,100		1,972,362
7.25%, 02/24/27^(d)		800		802,328
Istanbul Metropolitan Municipality, 6.38%, 12/09/25^(d)		400		362,224
Turkey Government International Bond
4.25%, 03/13/25^(c)		1,000		919,980
4.25%, 04/14/26		1,600		1,409,872
4.75%, 01/26/26		1,200		1,081,008
4.88%, 10/09/26		1,400		1,233,764
5.60%, 11/14/24^(c)		1,400		1,338,568
5.75%, 03/22/24		1,200		1,173,972
6.00%, 03/25/27		1,000		909,730
6.35%, 08/10/24^(c)		1,100		1,075,305
6.38%, 10/14/25		1,200		1,149,252
7.25%, 12/23/23		600		608,118
7.38%, 02/05/25		1,544		1,536,450
Turkiye Ihracat Kredi Bankasi AS
5.38%, 10/24/23^(d)		200		196,168
5.75%, 07/06/26^(d)		200		181,660
6.13%, 05/03/24^(d)		200		194,850
8.25%, 01/24/24^(d)		400		407,960
Turkiye Vakiflar Bankasi TAO, 5.50%, 10/01/26^(d)		200		179,228


				17,117,611


Security	Par (000)		Value

Ukraine — 0.0%
Ukraine Government International Bond
7.75%, 09/01/23^(d)	$	530	$	209,350
7.75%, 09/01/24^(d)		800		270,000
7.75%, 09/01/25^(d)		1,200		390,975
7.75%, 09/01/26^(d)		200		65,500
8.99%, 02/01/24^(d)		600		211,500


				1,147,325

United Arab Emirates — 0.1%
Abu Dhabi Government International Bond
0.75%, 09/02/23^(d)		800		777,016
2.13%, 09/30/24^(d)		1,600		1,557,984
2.50%, 04/16/25^(d)		1,400		1,369,634
3.13%, 05/03/26^(d)		1,200		1,193,100
RAK Capital, 3.09%, 03/31/25^(d)		500		491,650
Sharjah Sukuk Ltd., 3.76%, 09/17/24^(d)		200		201,984
Sharjah Sukuk Program Ltd., 3.85%, 04/03/26^(d)		800		799,584


				6,390,952

Uruguay — 0.0%
Uruguay Government International Bond, 4.50%, 08/14/24		500		509,475


Vietnam — 0.0%
Vietnam Government International Bond, 4.80%, 11/19/24^(d)		454		465,627


Zambia — 0.0%
Zambia Government International Bond, 8.50%, 04/14/24^(d)(h)(i)		400		299,212


Total Foreign Government Obligations — 6.2% (Cost: $391,751,313)				367,652,246


Municipal Debt Obligations

California — 0.0%
University of California, Series BG, 0.88%, 05/15/25 (Call 04/15/25)		70		64,948


Florida — 0.0%
State Board of Administration Finance Corp., 1.26%, 07/01/25		650		608,175


New York — 0.0%
Port Authority of New York & New Jersey RB, Series AAA, 1.09%, 07/01/23		500		490,743


Utah — 0.1%
State of Utah, Series B, 3.54%, 07/01/25		1,000		1,008,976


Total Municipal Debt Obligations — 0.1% (Cost: $2,237,356)				2,172,842


U.S. Government & Agency Obligations

Mortgage-Backed Securities — 7.5%
Federal Home Loan Mortgage Corp.
1.93%, 02/01/45, (12 mo. LIBOR US + 1.622%)^(a)		13		12,898
2.00%, 11/01/35		3,993		3,755,006
2.50%, 01/01/30		363		356,685
2.50%, 08/01/31		323		314,495
2.50%, 10/01/31		724		704,677
2.50%, 12/01/31		398		386,718
2.50%, 02/01/32		475		462,361


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 01/01/33	$	1,281	$	1,247,050
3.00%, 05/01/29		13,486		13,468,046
3.00%, 05/01/30		327		325,753
3.00%, 06/01/30		31		30,346
3.00%, 07/01/30		248		246,710
3.00%, 12/01/30		360		358,040
3.00%, 05/01/31		130		128,994
3.00%, 06/01/31		88		88,293
3.50%, 05/01/32		74		74,317
3.50%, 09/01/32		60		61,129
3.50%, 07/01/33		138		138,338
3.50%, 06/01/34		632		634,808
4.00%, 05/01/33		132		134,864
Federal National Mortgage Association
1.83%, 12/01/44, (12 mo. LIBOR US + 1.576%)^(a)		12		11,998
2.29%, 04/01/44, (12 mo. LIBOR US + 1.590%)^(a)		42		42,821
2.50%, 10/01/35		743		715,315
2.50%, 03/01/37		1,165		1,117,020
2.50%, 05/01/37		581		556,560
Series 2012-M13, Class A2, 2.38%, 05/25/22		24		23,892
Series 2014-M13, Class A2, 3.02%, 08/25/24^(a)		65		64,039
Series 2019-M25, Class A1, 2.14%, 11/25/29		971		937,290
FHLMC Multifamily Structured Pass Through Certificates
Series K722, Class A2, 2.41%, 03/25/23 (Call 03/25/23)		1,574		1,567,858
Series K725, Class A1, 2.67%, 05/25/23 (Call 07/25/22)		172		171,602
Freddie Mac Multifamily Structured Pass Through Certificates
Series K027, Class A2, 2.64%, 01/25/23 (Call 01/25/23)		2,358		2,353,357
Series K033, Class A2, 3.06%, 07/25/23 (Call 07/25/23)^(a)		2,000		1,999,572
Series K034, Class A2, 3.53%, 07/25/23 (Call 07/25/23)^(a)		1,250		1,256,153
Series K036, Class A2, 3.53%, 10/25/23 (Call 10/25/23)^(a)		500		502,410
Series K037, Class A2, 3.49%, 01/25/24 (Call 01/25/24)		5,000		5,018,939
Series K042, Class A2, 2.67%, 12/25/24 (Call 12/25/24)		5,000		4,911,128
Series K048, Class A2, 3.28%, 06/25/25 (Call 06/25/25)^(a)		1,347		1,345,834
Series K049, Class A2, 3.01%, 07/25/25 (Call 07/25/25)		1,129		1,118,872
Series K051, Class A2, 3.31%, 09/25/25 (Call 09/25/25)		1,622		1,620,729
Series K053, Class A2, 3.00%, 12/25/25 (Call 12/25/25)		1,000		988,741
Series K067, Class A1, 2.90%, 03/25/27 (Call 03/25/27)		3,358		3,319,313
Series K-1512, Class A2, 2.99%, 05/25/31 (Call 05/25/31)		460		443,373
Series K-1512, Class A3, 3.06%, 04/25/34 (Call 04/25/34)		450		419,092
Series K724, Class A2, 3.06%, 11/25/23 (Call 11/25/23)^(a)		1,500		1,498,608
Series K729, Class A1, 2.95%, 02/25/24 (Call 02/25/24)		702		702,147


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Uniform Mortgage-Backed Securities
1.50%, 03/01/36	$	2,688	$	2,464,307
1.50%, 10/01/36		2,646		2,426,199
1.50%, 11/01/36		2,249		2,061,497
1.50%, 02/01/37		16,186		14,836,776
1.50%, 03/01/37		19,981		18,302,424
1.50%, 04/01/37		3,630		3,325,362
1.50%, 05/17/37^(m)		55,401		50,666,288
2.00%, 10/01/35		11,753		11,051,025
2.00%, 12/01/35		7,448		7,003,430
2.00%, 02/01/36		23,863		22,435,492
2.00%, 03/01/36		6,518		6,123,243
2.00%, 04/01/36		14,170		13,304,416
2.00%, 05/01/36		14,429		13,547,573
2.00%, 06/01/36		1,187		1,114,077
2.00%, 06/01/36⁽ⁿ⁾		14,872		13,963,718
2.00%, 07/01/36		8,453		7,936,707
2.00%, 08/01/36		891		836,053
2.00%, 10/01/36		1,929		1,811,316
2.00%, 11/01/36		13,238		12,428,975
2.00%, 12/01/36		11,989		11,256,587
2.00%, 01/01/37		20,815		19,544,698
2.00%, 05/17/37^(m)		9,360		11,674,026
2.50%, 07/01/28		475		467,315
2.50%, 12/01/29		119		117,281
2.50%, 03/01/30		59		57,745
2.50%, 07/01/30		74		71,472
2.50%, 08/01/30		216		209,956
2.50%, 12/01/30		36		35,102
2.50%, 01/01/31		30		29,206
2.50%, 05/01/31		601		584,099
2.50%, 08/01/31		879		854,529
2.50%, 09/01/31		623		605,589
2.50%, 10/01/31		3,264		3,186,399
2.50%, 12/01/31		1,005		977,085
2.50%, 01/01/32		4,456		4,330,269
2.50%, 02/01/32		817		794,269
2.50%, 03/01/32		757		735,254
2.50%, 04/01/32		5,571		5,414,491
2.50%, 07/01/32		6,303		6,125,814
2.50%, 10/01/32		115		111,522
2.50%, 01/01/33		951		924,568
2.50%, 07/01/35		7,919		7,618,770
2.50%, 10/01/35⁽ⁿ⁾		13,349		12,843,151
2.50%, 10/01/35		2,551		2,454,222
2.50%, 03/01/36		1,750		1,679,662
2.50%, 05/01/36		11,793		11,317,273
2.50%, 06/01/36		569		546,324
2.50%, 07/01/36		698		669,718
2.50%, 03/01/37		9,670		9,265,672
2.50%, 04/01/37		2,938		2,814,411
2.50%, 05/17/37^(m)		7,165		12,294,385
3.00%, 10/01/27		38		37,612
3.00%, 10/01/28		188		188,104
3.00%, 11/01/28		182		181,557
3.00%, 03/01/30		6,098		6,063,518
3.00%, 04/01/30		82		81,823
3.00%, 07/01/30		54		53,694
3.00%, 08/01/30		192		190,758
3.00%, 09/01/30		296		293,922


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 10/01/30	$	151	$	149,946
3.00%, 11/01/30		31		31,068
3.00%, 12/01/30		127		126,371
3.00%, 01/01/31		1,838		1,826,763
3.00%, 02/01/31		935		929,564
3.00%, 03/01/31		200		198,247
3.00%, 04/01/31		92		90,602
3.00%, 06/01/31		559		554,244
3.00%, 07/01/31		654		648,950
3.00%, 09/01/31		179		177,981
3.00%, 10/01/31		37		36,392
3.00%, 01/01/32		629		624,389
3.00%, 02/01/32		2,022		2,006,804
3.00%, 03/01/32		184		182,800
3.00%, 06/01/32		587		583,542
3.00%, 08/01/32		371		367,495
3.00%, 11/01/32		603		597,061
3.00%, 12/01/32		964		956,023
3.00%, 02/01/33		669		663,374
3.00%, 10/01/33		694		683,124
3.00%, 07/01/34		307		302,951
3.00%, 09/01/34		3,546		3,494,317
3.00%, 11/01/34		499		491,265
3.00%, 12/01/34		4,091		4,031,083
3.00%, 05/17/37^(m)		7,620		7,468,493
3.50%, 01/01/27		7		6,983
3.50%, 12/01/29		14		14,383
3.50%, 07/01/30		162		163,282
3.50%, 10/01/30		71		72,116
3.50%, 11/01/30		8		8,236
3.50%, 03/01/31		96		97,143
3.50%, 06/01/31		169		170,546
3.50%, 01/01/32		89		89,484
3.50%, 05/01/32		139		140,625
3.50%, 06/01/32		167		169,115
3.50%, 07/01/32		45		45,857
3.50%, 08/01/32		44		43,671
3.50%, 09/01/32		289		291,882
3.50%, 10/01/32		44		43,626
3.50%, 11/01/32		30		30,088
3.50%, 03/01/33		458		462,482
3.50%, 04/01/33		596		597,743
3.50%, 05/01/33		359		361,089
3.50%, 06/01/33		645		647,578
3.50%, 02/01/34		4,880		4,901,992
3.50%, 07/01/34		1,086		1,090,034
3.50%, 08/01/34		651		653,136
3.50%, 01/01/35		491		492,190
3.50%, 05/17/37^(m)		3,299		3,300,482
4.00%, 07/01/29		79		80,079
4.00%, 07/01/32		260		264,643
4.00%, 05/01/33		281		286,906
4.00%, 06/01/33		135		137,505
4.00%, 07/01/33		86		87,752
4.00%, 12/01/33		725		738,192
4.00%, 05/17/37		1,179		1,198,481
4.50%, 05/17/37		112		113,956
5.00%, 05/17/37		178		181,331


				442,182,378


Security	Par (000)		Value

U.S. Government Agency Obligations — 1.1%
Federal Farm Credit Banks Funding Corp., 1.85%, 07/26/24	$	35	$	34,227
Federal Home Loan Banks
1.50%, 08/15/24		260		252,587
2.13%, 06/10/22		600		600,978
2.13%, 06/09/23		300		299,397
3.00%, 12/09/22		3,724		3,753,978
3.38%, 09/08/23		1,105		1,117,564
Federal Home Loan Mortgage Corp.
0.13%, 07/25/22		615		613,911
0.25%, 08/24/23		10,000		9,718,900
0.25%, 12/04/23		2,470		2,379,573
2.75%, 06/19/23		4,195		4,214,633
Federal National Mortgage Association
0.25%, 07/10/23		15,000		14,629,950
0.50%, 06/17/25		13,000		12,067,640
0.63%, 04/22/25		200		187,172
1.75%, 07/02/24^(c)		6,850		6,699,985
2.00%, 10/05/22		1,800		1,805,040
2.38%, 01/19/23		2,610		2,619,318
2.50%, 02/05/24		705		704,655
2.63%, 09/06/24		2,550		2,541,942
2.88%, 09/12/23		800		804,096


				65,045,546

U.S. Government Obligations — 47.0%
U.S. Treasury Note/Bond
0.13%, 05/15/23		17,400		17,034,328
0.13%, 05/31/23		8,700		8,506,969
0.13%, 06/30/23		32,700		31,886,332
0.13%, 07/15/23		15,200		14,797,438
0.13%, 08/15/23		11,200		10,873,625
0.13%, 09/15/23		71,600		69,348,516
0.13%, 10/15/23		5,000		4,829,883
0.13%, 12/15/23		21,800		20,946,734
0.13%, 01/15/24		19,100		18,301,680
0.25%, 04/15/23^(c)		11,000		10,807,070
0.25%, 06/15/23		34,000		33,253,594
0.25%, 09/30/23		39,450		38,227,975
0.25%, 11/15/23		4,250		4,102,412
0.25%, 03/15/24		20,000		19,114,063
0.25%, 06/15/24		29,900		28,353,609
0.25%, 05/31/25		20,000		18,439,063
0.25%, 09/30/25		22,400		20,455,750
0.25%, 10/31/25		4,700		4,282,508
0.38%, 04/15/24		32,000		30,580,000
0.38%, 07/15/24^(c)		35,000		33,206,250
0.38%, 08/15/24		31,500		29,806,875
0.38%, 09/15/24		270,000		254,791,408
0.38%, 04/30/25		13,100		12,157,414
0.38%, 12/31/25		22,200		20,229,750
0.50%, 03/31/25		20,800		19,420,375
0.50%, 02/28/26		43,000		39,197,187
0.63%, 10/15/24		32,900		31,177,891
0.63%, 07/31/26		29,850		27,074,883
0.75%, 11/15/24		71,700		67,997,368
0.75%, 03/31/26		20,000		18,375,000
0.75%, 05/31/26		54,100		49,514,180
0.75%, 08/31/26		47,500		43,250,977
0.88%, 06/30/26		48,800		44,823,563
0.88%, 09/30/26		296,050		270,608,203


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.00%, 12/15/24	$	58,200	$	55,480,969
1.13%, 01/15/25		40,000		38,178,125
1.13%, 02/28/25		18,000		17,146,406
1.13%, 10/31/26		22,800		21,041,906
1.13%, 02/28/27		5,400		4,959,141
1.25%, 07/31/23		30,500		30,074,668
1.25%, 08/31/24		3,200		3,087,000
1.25%, 11/30/26		70,000		64,925,000
1.25%, 12/31/26		16,950		15,695,965
1.38%, 06/30/23		4,000		3,957,969
1.38%, 08/31/23		41,500		40,914,785
1.38%, 09/30/23		36,300		35,741,320
1.38%, 01/31/25		9,000		8,642,109
1.50%, 03/31/23		2,000		1,990,078
1.50%, 09/30/24		11,500		11,143,320
1.50%, 10/31/24		15,000		14,512,500
1.50%, 11/30/24		19,230		18,580,987
1.50%, 02/15/25		47,300		45,533,641
1.50%, 08/15/26		20,000		18,820,313
1.50%, 01/31/27		45,700		42,775,914
1.63%, 04/30/23^(c)		25,000		24,870,117
1.63%, 05/31/23		11,800		11,723,945
1.63%, 02/15/26		35,000		33,334,766
1.63%, 10/31/26		30,000		28,317,187
1.75%, 05/15/23		16,000		15,928,750
1.75%, 06/30/24		16,500		16,142,930
1.75%, 12/31/24		15,000		14,567,578
1.75%, 03/15/25		29,900		28,965,625
1.88%, 08/31/24		19,800		19,374,609
1.88%, 02/28/27		36,000		34,284,375
2.00%, 04/30/24		34,500		34,018,887
2.00%, 06/30/24		14,000		13,775,781
2.00%, 02/15/25		27,500		26,851,172
2.00%, 08/15/25		7,600		7,378,531
2.00%, 11/15/26		30,000		28,760,156
2.13%, 11/30/23		700		695,160
2.13%, 02/29/24		12,650		12,525,971
2.13%, 03/31/24		23,000		22,752,031
2.13%, 07/31/24		13,900		13,698,016
2.13%, 09/30/24		15,000		14,751,562
2.13%, 11/30/24		7,800		7,655,578
2.13%, 05/15/25		9,000		8,794,687
2.25%, 12/31/23		8,350		8,298,139
2.25%, 01/31/24		23,000		22,837,383
2.25%, 04/30/24		17,600		17,441,187
2.25%, 10/31/24		7,200		7,094,250
2.25%, 11/15/24		19,600		19,301,406
2.25%, 12/31/24		4,000		3,935,938
2.25%, 11/15/25		10,000		9,767,969
2.25%, 02/15/27		10,100		9,780,430
2.38%, 02/29/24		19,000		18,898,320
2.38%, 08/15/24		23,400		23,158,687
2.38%, 04/30/26		2,000		1,957,031
2.50%, 03/31/23		8,000		8,030,938
2.50%, 08/15/23		12,000		12,014,063
2.50%, 01/31/24		16,500		16,452,305
2.50%, 05/15/24		16,700		16,620,414
2.50%, 01/31/25		19,300		19,108,508
2.50%, 03/31/27^(c)		31,000		30,380,000
2.63%, 06/30/23		8,750		8,782,812


Security	Par/ Shares (000)			Value


U.S. Government Obligations (continued)
2.63%, 12/31/23	$	2,000		$	2,000,547
2.63%, 03/31/25		5,250			5,210,625
2.63%, 04/15/25		7,000			6,949,688
2.63%, 01/31/26		13,000			12,851,719
2.75%, 04/30/23		26,100			26,247,832
2.75%, 05/31/23		9,200			9,250,672
2.75%, 07/31/23		16,500			16,570,899
2.75%, 08/31/23		12,000			12,044,531
2.75%, 02/28/25		12,450			12,402,340
2.75%, 06/30/25		14,000			13,931,094
2.75%, 08/31/25		12,000			11,929,688
2.88%, 09/30/23		14,200			14,273,219
2.88%, 10/31/23		4,800			4,822,125
2.88%, 11/30/23		9,900			9,942,926
2.88%, 04/30/25		22,100			22,086,187
2.88%, 05/31/25^(c)		35,000			34,961,719
2.88%, 07/31/25		6,000			5,991,563
2.88%, 11/30/25		4,900			4,888,133
3.00%, 10/31/25		8,000			8,018,750
6.88%, 08/15/25		4,300			4,830,109
7.50%, 11/15/24		500			556,719


					2,771,763,268


Total U.S. Government & Agency Obligations — 55.6% (Cost: $3,441,093,687)					3,278,991,192


Common Stocks

Diversified Financial Services — 0.0%
HoldCo.^(j)		16			—


Energy Equipment & Services — 0.0%
Patterson-UTI Energy Inc.		1			5,031


Health Care Technology — 0.0%
Quincy Health LLC^(j)		1			4,636


Metals & Mining — 0.0%
Foresight Energy LLC^(j)		0	^(o)		—


Total Common Stocks — 0.0% (Cost $250,019)					9,667


Preferred Stocks

Diversified Financial Services — 0.0%
HoldCo. Preference Shares^(j)		0	^(o)		—


Total Preferred Stocks — 0.0% (Cost $97)					—


Warrants

Advertising — 0.0%
Affinion Group Inc. (Expires 12/12/23)		0	^(o)		—


Total Warrants — 0.0% (Cost $0)					—


Short-Term Investments

Money Market Funds — 3.6%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.38%^(p)(q)		77,008			77,008,352


Security	Shares/ Par (000)			Value


Money Market Funds (continued)
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.34%^(p)(q)(r)		138,326		$	138,326,293


					215,334,645


Total Short-Term Investments — 3.6% (Cost: $215,312,120)					215,334,645


Total Investments Before TBA Sales Commitments — 102.9% (Cost: $6,381,412,877)					6,068,541,936


TBA Sales Commitments^(m)

Mortgage-Backed Securities — (0.1)%
Uniform Mortgage-Backed Securities
1.50%, 05/17/37		(425	)		(388,678	)
2.00%, 05/17/37		(3,100	)		(2,904,453	)
2.50%, 05/17/37		(5,684	)		(5,438,656	)


					(8,731,787	)


Total TBA Sales Commitments — (0.1)% (Proceeds: $(8,764,981))					(8,731,787	)


Total Investments, Net of TBA Sales Commitments —102.8% (Cost: $6,372,647,896)					6,059,810,149

Other Assets, Less Liabilities — (2.8)%					(163,629,321	)


Net Assets — 100.0%				$	5,896,180,828

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

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

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

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

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

^(f)	Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

^(g)	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.

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

⁽ⁱ⁾	Non-income producing security.

^(j)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

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

^(l)	Zero-coupon bond.

^(m)	Represents or includes a TBA transaction.

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

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

^(p)	Affiliate of the Fund.

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

^(r)	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 April 30, 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.


Security		Par (000)		Value

Corporate Bonds & Notes

Australia — 0.4%
AGI Finance Pty Ltd., 2.12%, 06/24/27 (Call 03/24/27)	AUD		200	$	124,579
APT Pipelines Ltd.
0.75%, 03/15/29 (Call 12/15/28)^(a)	EUR		100		92,886
2.00%, 03/22/27^(a)	EUR		300		309,851
3.50%, 03/22/30^(a)	GBP		200		245,293
Aurizon Finance Pty Ltd., 3.00%, 03/09/28 (Call 12/09/27)	AUD		100		61,366
Aurizon Network Pty Ltd., 2.00%, 09/18/24^(a)	EUR		200		213,931
Ausgrid Finance Pty Ltd., 3.75%, 10/30/24 (Call 08/01/24)^(a)	AUD		200		140,814
AusNet Services Holdings Pty Ltd.
0.63%, 08/25/30^(a)	EUR		300		270,484
2.60%, 07/31/29	AUD		300		178,536
3.00%, 02/13/24^(a)	EUR		200		218,731
Australia & New Zealand Banking Group Ltd.
0.25%, 11/29/22	EUR		300		317,251
0.45%, 11/22/23^(a)	EUR		200		210,201
0.67%, 05/05/31 (Call 05/05/26)^(a)(b)	EUR		200		193,396
0.75%, 09/29/26^(a)	EUR		700		709,510
3.10%, 02/08/24^(a)	AUD		300		211,480
Australia Pacific Airports Melbourne Pty Ltd., 3.76%, 11/25/31 (Call 08/25/31)	AUD		300		184,200
BHP Billiton Finance Ltd.
Series 11, 3.25%, 09/25/24^(a)	GBP		150		190,921
Series 12, 4.30%, 09/25/42	GBP		200		272,658
Series 17, 1.50%, 04/29/30 (Call 01/29/30)^(a)	EUR		345		343,150
Brisbane Airport Corp. Pty Ltd., 4.50%, 12/30/30 (Call 10/01/30)	AUD		300		197,252
Charter Hall Ltd., 2.09%, 03/03/28 (Call 12/03/27)^(a)	AUD		100		60,478
Commonwealth Bank Australia, 1.00%, 04/14/32	AUD		200		140,293
Commonwealth Bank of Australia
0.50%, 07/11/22^(a)	EUR		400		422,643
0.50%, 07/27/26^(a)	EUR		100		101,542
0.88%, 02/19/29^(a)	EUR		400		400,902
1.13%, 01/18/28^(a)	EUR		100		101,860
1.94%, 10/03/29 (Call 10/03/24)^(a)(b)	EUR		100		104,434
3.00%, 01/11/24^(a)	AUD		200		140,916
3.00%, 09/04/26^(a)	GBP		100		129,271
Lendlease Finance Ltd., 3.70%, 03/31/31 (Call 12/31/30)^(a)	AUD		100		60,866
Lonsdale Finance Pty Ltd., 2.45%, 11/20/26 (Call 08/20/26)^(a)	AUD		200		128,644
Macquarie Bank Ltd., 1.75%, 08/07/24^(a)	AUD		400		270,674
Macquarie Group Ltd.
0.35%, 03/03/28^(a)	EUR		300		277,912
0.63%, 02/03/27^(a)	EUR		100		97,481
National Australia Bank Ltd.
0.25%, 05/20/24^(a)	EUR		340		352,715
0.30%, 10/31/25^(a)	CHF		150		150,339
0.63%, 08/30/23^(a)	EUR		460		485,306
0.75%, 01/30/26^(a)	EUR		200		206,116
0.88%, 11/16/22^(a)	EUR		200		212,178
1.13%, 05/20/31^(a)	EUR		236		226,880
1.70%, 09/15/31 (Call 09/15/26)^(a)(b)	GBP		200		227,075
2.25%, 06/06/25^(a)	EUR		200		217,202
2.75%, 08/08/22^(a)	EUR		50		53,181


Security		Par (000)		Value

Australia (continued)
2.90%, 02/26/24^(a)	AUD		200	$	140,335
2.90%, 02/25/27	AUD		500		335,608
NSW Electricity Networks Finance Pty Ltd., 2.54%, 09/23/30 (Call 06/25/30)	AUD		150		85,099
Optus Finance Pty Ltd., 1.00%, 06/20/29 (Call 03/20/29)^(a)	EUR		400		383,344
Origin Energy Finance Ltd., 1.00%, 09/17/29 (Call 06/17/29)^(a)	EUR		130		117,806
Pacific National Finance Pty Ltd.
3.80%, 09/08/31 (Call 06/10/31)^(a)	AUD		150		90,095
5.25%, 05/19/25	AUD		50		35,532
Qantas Airways Ltd., 2.95%, 11/27/29 (Call 08/27/29)^(a)	AUD		250		143,823
Scentre Group Trust 1/Scentre Group Trust 2
1.38%, 03/22/23 (Call 12/22/22)^(a)	EUR		150		159,038
1.45%, 03/28/29 (Call 12/28/28)^(a)	EUR		100		96,315
Telstra Corp. Ltd.
1.38%, 03/26/29 (Call 12/26/28)^(a)	EUR		100		101,768
3.50%, 09/21/22^(a)	EUR		428		457,858
4.00%, 09/16/22^(a)	AUD		50		35,663
Toyota Finance Australia Ltd., 0.25%, 04/09/24^(a)	EUR		200		207,669
Transurban Finance Co. Pty Ltd.
2.00%, 08/28/25 (Call 05/28/25)^(a)	EUR		100		106,588
3.00%, 04/08/30 (Call 01/08/30)^(a)	EUR		200		218,294
WestConnex Finance Co. Pty Ltd., 3.15%, 03/31/31 (Call 12/31/30)^(a)	AUD		150		88,220
Westfield America Management Ltd.
2.13%, 03/30/25 (Call 01/30/25)^(a)	GBP		200		239,097
2.63%, 03/30/29 (Call 12/30/28)^(a)	GBP		100		113,662
Westpac Banking Corp.
0.38%, 03/05/23^(a)	EUR		200		211,477
0.38%, 04/02/26^(a)	EUR		300		304,237
0.50%, 05/17/24^(a)	EUR		200		208,889
0.50%, 01/16/25^(a)	EUR		200		207,169
0.77%, 05/13/31 (Call 05/13/26)^(a)(b)	EUR		150		145,835
1.13%, 09/05/27^(a)	EUR		320		324,847
1.38%, 05/17/32^(a)	EUR		300		302,164
2.40%, 01/25/27	AUD		200		131,277
3.25%, 11/16/23	AUD		100		70,891
Woolworths Group Ltd., 2.80%, 05/20/30^(a)	AUD		300		181,815


					14,499,813

Austria — 0.3%
Autobahnen- und Schnellstrassen-Finanzierungs-AG
0.25%, 10/18/24^(a)	EUR		400		413,882
0.63%, 09/15/22^(a)	EUR		100		105,862
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
0.00%, 09/23/30^(a)(c)	EUR		100		91,641
0.10%, 05/12/31^(a)	EUR		200		182,116
0.63%, 06/19/34^(a)	EUR		200		181,496
Erste Group Bank AG
0.00%, 09/11/29^(a)(c)	EUR		200		187,528
0.25%, 01/27/31^(a)	EUR		400		348,593
0.50%, 01/12/37^(a)	EUR		200		170,708
0.63%, 04/17/26^(a)	EUR		200		205,023
0.88%, 05/13/27^(a)	EUR		400		399,117
1.00%, 06/10/30 (Call 06/10/25)^(a)(b)	EUR		200		197,508
HYPO NOE Landesbank fuer Niederoesterreich und
Wien AG, 0.38%, 04/04/23^(a)	EUR		200		211,349


Security		Par (000)		Value

Austria (continued)
Hypo Vorarlberg Bank AG, 0.63%, 07/17/26^(a)	EUR		300	$	306,221
JAB Holdings BV
1.00%, 12/20/27^(a)	EUR		200		194,229
1.75%, 05/25/23^(a)	EUR		300		319,754
1.75%, 06/25/26^(a)	EUR		300		311,554
2.25%, 12/19/39^(a)	EUR		100		84,530
Series 11Y, 2.50%, 06/25/29^(a)	EUR		200		206,418
OeBB Infrastruktur AG
1.00%, 11/18/24^(a)	EUR		750		789,401
3.38%, 05/18/32^(a)	EUR		50		60,597
OeBB-Infrastruktur AG
2.25%, 07/04/23^(a)	EUR		200		215,621
3.00%, 10/24/33	EUR		150		177,960
Oesterreichische Kontrollbank AG, 0.25%, 09/26/24^(a)	EUR		200		207,051
OMV AG
1.88%, 12/04/28^(a)	EUR		200		209,526
2.00%, 04/09/28^(a)	EUR		530		561,545
2.88%, (Call 06/01/29)^(a)(b)(d)	EUR		100		94,045
2.88%, (Call 03/19/24)^(a)(b)(d)	EUR		300		311,754
Raiffeisen Bank International AG
0.05%, 09/01/27^(a)	EUR		400		370,823
1.50%, 03/12/30 (Call 03/12/25)^(a)(b)	EUR		200		189,657
Raiffeisenlandesbank Niederoesterreich-Wien AG
0.38%, 09/13/24^(a)	EUR		300		311,314
0.63%, 08/28/26	EUR		100		102,013
Raiffeisenlandesbank Oberoesterreich AG, 0.50%,
01/22/35^(a)	EUR		200		177,054
Raiffeisen-Landesbank Steiermark AG, 1.38%, 05/11/33^(a)	EUR		100		100,023
Raiffeisenlandesbank Vorarlberg Waren-Und Revisionsverband registrierte GenmbH, 0.38%, 11/13/34	EUR		200		174,742
Telekom Finanzmanagement GmbH, 1.50%,
12/07/26 (Call 09/07/26)^(a)	EUR		200		210,376
UniCredit Bank Austria AG
0.25%, 06/21/30^(a)	EUR		100		94,047
0.63%, 03/20/29^(a)	EUR		200		197,691
0.75%, 02/25/25^(a)	EUR		300		312,697
UNIQA Insurance Group AG, 6.00%, 07/27/46 (Call 07/27/26)^(a)(b)	EUR		100		117,050
Verbund AG, 1.50%, 11/20/24^(a)	EUR		200		213,064
Vienna Insurance Group AG Wiener Versicherung Gruppe, 1.00%, 03/26/36 (Call 12/26/35)^(a)	EUR		100		84,802
Volksbank Wien AG, 0.13%, 11/19/29	EUR		200		188,163


					9,588,545

Belgium — 0.3%
Ageas SA/NV, 1.88%, 11/24/51 (Call 05/24/31)^(a)(b).	EUR		100		89,446
Aliaxis Finance SA, 0.88%, 11/08/28 (Call 08/08/28)^(a)	EUR		200		182,565
Anheuser-Busch InBev Finance Inc., Series MPLE, 4.32%, 05/15/47 (Call 11/15/46)	CAD		100		68,078
Anheuser-Busch InBev SA/NV
1.15%, 01/22/27 (Call 10/22/26)^(a)	EUR		600		616,317
1.50%, 04/18/30^(a)	EUR		340		338,030
2.13%, 12/02/27 (Call 09/02/27)^(a)	EUR		200		212,811
2.25%, 05/24/29^(a)	GBP		150		177,898
2.70%, 03/31/26^(a)	EUR		100		109,455
2.75%, 03/17/36^(a)	EUR		320		326,316
2.85%, 05/25/37^(a)	GBP		260		296,028


Security		Par (000)		Value

Belgium (continued)
2.88%, 04/02/32 (Call 01/02/32)^(a)	EUR		350	$	380,465
3.70%, 04/02/40 (Call 10/02/39)^(a)	EUR		250		279,683
Argenta Spaarbank Covered, 0.75%, 03/03/29	EUR		400		398,109
Argenta Spaarbank NV, 1.00%, 01/29/27^(a)	EUR		200		196,932
Belfius Bank SA
0.00%, 08/28/26^(a)(c)	EUR		500		490,035
0.13%, 09/14/26^(a)	EUR		200		199,778
0.38%, 10/24/23^(a)	EUR		200		210,214
0.38%, 02/13/26^(a)	EUR		200		198,822
BNP Paribas Fortis SA, 0.63%, 10/04/25^(a)	EUR		100		103,201
Elia Group SA/NV, 1.50%, 09/05/28 (Call 06/05/28)^(a)	EUR		200		204,530
Elia Transmission Belgium SA, 0.88%, 04/28/30 (Call 01/28/30)^(a)	EUR		200		189,345
Euroclear Bank SA
0.13%, 07/07/25^(a)	EUR		200		202,356
0.50%, 07/10/23^(a)	EUR		185		195,410
Euroclear Investments SA, 1.50%, 04/11/30	EUR		200		205,302
Flemish Community (The), 0.38%, 10/13/26^(a)	EUR		100		102,544
FLUVIUS System Operator CVBA
1.75%, 12/04/26^(a)	EUR		300		318,802
2.88%, 05/07/29^(a)	EUR		100		110,317
Groupe Bruxelles Lambert SA, 1.88%, 06/19/25 (Call 03/19/25)^(a)	EUR		200		213,906
ING Belgium SA
0.00%, 02/20/30^(a)(c)	EUR		200		185,840
0.75%, 09/28/26^(a)	EUR		400		410,688
KBC Group NV
0.38%, 06/16/27 (Call 06/16/26)^(a)(b)	EUR		400		394,864
0.63%, 12/07/31 (Call 09/07/26)^(a)(b)	EUR		300		283,944
0.75%, 10/18/23^(a)	EUR		400		422,064
0.75%, 01/24/30^(a)	EUR		100		93,365
Solvay SA, 2.75%, 12/02/27 (Call 09/02/27)^(a)	EUR		200		215,575
VGP NV, 2.25%, 01/17/30 (Call 10/17/29)^(a)	EUR		300		264,632


					8,887,667

Canada — 1.5%
407 International Inc.
1.80%, 05/22/25 (Call 04/22/25)^(e)	CAD		200		147,629
2.43%, 05/04/27 (Call 02/04/27)	CAD		200		146,180
2.47%, 09/08/22 (Call 08/08/22)	CAD		300		233,291
2.84%, 03/07/50 (Call 09/07/49)	CAD		200		113,598
3.67%, 03/08/49 (Call 09/08/48)	CAD		200		134,135
3.83%, 05/11/46 (Call 11/11/45)	CAD		200		139,051
3.98%, 09/11/52 (Call 06/11/52)	CAD		25		17,583
Aeroports de Montreal
3.03%, 04/21/50 (Call 10/21/49)	CAD		150		88,953
Series I, 5.47%, 04/16/40	CAD		150		129,722
AIMCo Realty Investors LP, Series 4, 2.71%, 06/01/29 (Call 03/01/29)	CAD		200		141,203
Alberta Powerline LP, 4.07%, 12/01/53	CAD		198		143,447
Alectra Inc.
1.75%, 02/11/31 (Call 11/11/30)	CAD		200		128,900
Series A, 2.49%, 05/17/27 (Call 02/17/27)	CAD		150		110,221
Algonquin Power Co., 4.60%, 01/29/29 (Call 10/29/28)	CAD		100		78,325
Alimentation Couche-Tard Inc., 3.06%, 07/26/24 (Call 05/26/24)	CAD		150		114,991
Allied Properties Real Estate Investment Trust
3.10%, 02/06/32 (Call 11/06/31)	CAD		300		194,061
3.13%, 05/15/28 (Call 03/15/28)	CAD		200		142,198


Security		Par (000)		Value

Canada (continued)
AltaGas Ltd.
2.16%, 06/10/25 (Call 05/10/25)	CAD		200	$	146,621
2.17%, 03/16/27 (Call 01/16/27)	CAD		400		280,092
3.98%, 10/04/27 (Call 07/04/27)	CAD		150		113,520
AltaLink LP
3.67%, 11/06/23	CAD		200		156,766
3.72%, 12/03/46 (Call 06/03/46)	CAD		50		34,690
3.99%, 06/30/42	CAD		200		147,005
4.09%, 06/30/45 (Call 12/30/44)^(a)	CAD		100		74,131
Bank of Montreal
0.05%, 06/08/29^(a)	EUR		400		376,752
0.25%, 01/10/24^(a)	EUR		100		104,548
1.55%, 05/28/26 (Call 04/28/26)	CAD		150		105,883
1.76%, 03/10/26 (Call 02/10/26)	CAD		300		214,929
1.93%, 07/22/31 (Call 07/22/26)^(b)	CAD		300		210,419
2.08%, 06/17/30 (Call 06/17/25)^(b)	CAD		200		145,484
2.28%, 07/29/24	CAD		200		150,766
2.70%, 09/11/24	CAD		200		153,248
2.70%, 12/09/26	CAD		50		37,217
2.85%, 03/06/24	CAD		500		383,400
2.89%, 06/20/23	CAD		400		310,531
3.19%, 03/01/28	CAD		500		375,258
3.65%, 04/01/27 (Call 03/01/27)	CAD		500		379,749
Bank of Nova Scotia, 0.00%, 12/15/27^(c)	EUR		300		290,438
Bank of Nova Scotia (The)
0.00%, 01/14/27^(a)(c)	EUR		300		295,781
0.25%, 01/11/24^(a)	EUR		150		156,823
0.38%, 03/10/23^(a)	EUR		150		158,614
0.38%, 10/23/23^(a)	EUR		300		315,298
0.50%, 04/30/24^(a)	EUR		351		365,655
1.40%, 11/01/27	CAD		200		134,679
2.16%, 02/03/25	CAD		200		148,601
2.29%, 06/28/24	CAD		350		266,285
2.38%, 05/01/23	CAD		200		154,202
2.84%, 07/03/29 (Call 07/03/24)^(b)	CAD		800		605,183
2.88%, 05/03/27^(a)	GBP		300		367,363
2.95%, 03/08/27	CAD		300		220,575
2.98%, 04/17/23	CAD		300		233,457
3.10%, 02/02/28	CAD		400		298,640
3.93%, 05/03/32 (Call 05/03/27)^(b)	CAD		400		302,669
Bank of Nova Scotia/The, 0.00%, 09/14/29^(a)(c)	EUR		300		279,662
BCI QuadReal Realty
1.07%, 02/04/26 (Call 01/04/26)	CAD		100		70,172
1.75%, 07/24/30 (Call 04/24/30)	CAD		200		128,267
bcIMC Realty Corp., 3.00%, 03/31/27 (Call 12/31/26)	CAD		100		74,438
Bell Canada
3.00%, 03/17/31 (Call 12/17/30)	CAD		100		68,068
4.05%, 03/17/51 (Call 09/17/50)	CAD		200		126,772
Bell Canada Inc.
2.50%, 05/14/30 (Call 02/14/30)	CAD		200		133,529
2.75%, 01/29/25 (Call 12/29/24)	CAD		300		226,355
2.90%, 09/10/29 (Call 06/10/29)	CAD		200		139,982
3.50%, 09/30/50 (Call 03/30/50)	CAD		200		114,366
Bell Telephone Co of Canada or Bell Canada (The)
2.70%, 02/27/24 (Call 12/27/23)	CAD		200		153,019
3.55%, 03/02/26 (Call 12/02/25)	CAD		100		76,213
3.60%, 09/29/27 (Call 06/29/27)	CAD		200		150,550
3.80%, 08/21/28 (Call 05/21/28)	CAD		100		75,228
4.35%, 12/18/45 (Call 06/18/45)^(a)	CAD		200		135,719


Security		Par (000)		Value

Canada (continued)
British Columbia Ferry Services Inc., Series 19-1,
2.79%, 10/15/49 (Call 04/15/49)	CAD		100	$	58,099
Brookfield Asset Management Inc., 4.82%, 01/28/26 (Call 10/28/25)	CAD		200		158,765
Brookfield Infrastructure Finance ULC
3.41%, 10/09/29 (Call 07/09/29)	CAD		200		141,911
4.19%, 09/11/28 (Call 06/11/28)	CAD		100		76,024
Brookfield Renewable Partners ULC
3.33%, 08/13/50 (Call 02/13/50)	CAD		200		116,959
3.75%, 06/02/25 (Call 03/02/25)	CAD		200		154,266
4.25%, 01/15/29 (Call 10/15/28)	CAD		200		154,003
Bruce Power LP
3.97%, 06/23/26 (Call 03/23/26)	CAD		200		154,931
4.01%, 06/21/29 (Call 03/21/29)	CAD		100		75,713
4.13%, 06/21/33 (Call 03/21/33)	CAD		100		73,131
Calgary Airport Authority (The), 3.55%, 10/07/53 (Call 04/07/53)	CAD		200		129,307
Canadian Imperial Bank of Commerce
0.00%, 04/30/29^(a)(c)	EUR		200		188,463
0.04%, 07/09/27^(a)	EUR		200		195,685
0.38%, 05/03/24^(a)	EUR		300		312,045
1.00%, 04/07/32	CAD		300		229,645
1.96%, 04/21/31 (Call 04/21/26)^(b)	CAD		200		141,330
2.00%, 04/17/25	CAD		200		147,018
2.01%, 07/21/30 (Call 07/21/25)^(a)(b)	CAD		300		217,180
2.25%, 01/07/27	CAD		300		214,142
2.35%, 08/28/24	CAD		700		527,116
2.95%, 06/19/29 (Call 06/19/24)^(b)	CAD		200		151,691
2.97%, 07/11/23	CAD		200		155,389
3.30%, 05/26/25	CAD		200		154,559
Canadian National Railway Co.
3.05%, 02/08/50 (Call 08/08/49)	CAD		200		118,230
3.20%, 07/31/28 (Call 04/30/28)	CAD		500		372,241
Canadian Natural Resources Ltd.
2.50%, 01/17/28 (Call 11/17/27)	CAD		200		141,259
3.42%, 12/01/26 (Call 09/01/26)	CAD		100		75,495
Canadian Pacific Railway Co.
3.05%, 03/09/50 (Call 09/09/49)	CAD		100		57,278
3.15%, 03/13/29 (Call 12/13/28)	CAD		100		72,543
Canadian Tire Corp. Ltd., 3.17%, 07/06/23 (Call 06/06/23)	CAD		200		155,200
Canadian Western Bank, 2.60%, 09/06/24 (Call 08/06/24)	CAD		400		302,065
Capital Power Corp., 4.42%, 02/08/30 (Call 11/08/29)	CAD		100		75,469
Cenovus Energy Inc.
3.55%, 03/12/25 (Call 12/12/24)	CAD		200		153,935
3.60%, 03/10/27 (Call 12/10/26)	CAD		200		149,932
Central 1 Credit Union, 1.32%, 01/29/26	CAD		200		140,873
Choice Properties Real Estate Investment Trust
3.53%, 06/11/29 (Call 03/11/29)	CAD		400		289,206
Series J, 3.55%, 01/10/25 (Call 11/10/24)	CAD		300		230,360
CI Financial Corp., 3.22%, 07/22/24 (Call 06/22/24)	CAD		100		76,872
CPPIB Capital Inc.
0.38%, 06/20/24^(a)	EUR		750		781,054
1.50%, 03/04/33^(a)	EUR		500		504,330
CU Inc.
2.96%, 09/07/49 (Call 03/07/49)	CAD		200		117,859
3.17%, 09/05/51 (Call 03/05/51)	CAD		200		121,909
3.55%, 11/22/47 (Call 05/22/47)	CAD		200		133,208


Security		Par (000)		Value

Canada (continued)
3.96%, 07/27/45 (Call 01/27/45)	CAD		25	$	17,886
4.54%, 10/24/41	CAD		200		155,523
4.72%, 09/09/43 (Call 03/09/43)	CAD		100		79,985
5.18%, 11/21/35	CAD		100		83,051
Daimler Canada Finance Inc., 3.30%, 08/16/22	CAD		150		117,181
Daimler Trucks Finance Canada Inc., 2.46%, 12/15/26	CAD		200		143,297
Enbridge Gas Inc.
2.90%, 04/01/30 (Call 01/01/30)	CAD		400		284,414
3.20%, 09/15/51 (Call 03/15/51)	CAD		200		121,059
3.51%, 11/29/47 (Call 05/29/47)	CAD		200		130,448
4.00%, 08/22/44 (Call 02/22/44)^(a)	CAD		50		35,586
4.88%, 06/21/41 (Call 12/21/40)	CAD		150		120,146
Enbridge Inc.
2.99%, 10/03/29 (Call 07/03/29)	CAD		400		277,451
3.95%, 11/19/24 (Call 08/19/24)	CAD		400		311,260
4.10%, 09/21/51 (Call 03/21/51)	CAD		300		182,305
4.24%, 08/27/42	CAD		100		64,825
Enbridge Pipelines Inc.
3.45%, 09/29/25 (Call 06/29/25)	CAD		150		114,575
3.52%, 02/22/29 (Call 11/22/28)	CAD		400		294,253
4.20%, 05/12/51 (Call 11/12/50)	CAD		100		63,098
4.33%, 02/22/49 (Call 08/22/48)	CAD		100		64,969
5.33%, 04/06/40	CAD		50		38,050
Energir LP, 3.04%, 02/09/32 (Call 11/09/31)	CAD		200		141,407
EPCOR Utilities Inc.
3.11%, 07/08/49 (Call 01/08/49)	CAD		100		60,873
3.55%, 11/27/47 (Call 05/27/47)	CAD		100		66,737
Fairfax Financial Holdings Ltd.
2.75%, 03/29/28 (Call 12/29/27)^(a)	EUR		100		102,925
3.95%, 03/03/31 (Call 12/03/30)	CAD		100		70,474
4.23%, 06/14/29 (Call 03/14/29)	CAD		100		74,073
Federation des Caisses Desjardins du Quebec
0.00%, 04/08/26^(a)(c)	EUR		100		100,048
0.05%, 11/26/27^(a)	EUR		200		194,495
0.38%, 05/30/23^(a)	EUR		300		316,729
1.59%, 09/10/26	CAD		200		140,043
1.99%, 05/28/31 (Call 05/28/26)^(b)	CAD		150		105,750
2.86%, 05/26/30 (Call 05/26/25)^(b)	CAD		200		148,721
Finning International Inc., 2.63%, 08/14/26 (Call 06/14/26)	CAD		200		146,208
First Capital REIT Trust
Series R, 4.79%, 08/30/24	CAD		200		156,854
Series V, 3.46%, 01/22/27 (Call 11/22/26)	CAD		100		72,888
Fortis Inc./Canada, 2.85%, 12/12/23 (Call 10/12/23).	CAD		50		38,557
FortisAlberta Inc., 3.73%, 09/18/48 (Call 03/18/48)	CAD		100		68,581
FortisBC Energy Inc.
2.82%, 08/09/49 (Call 02/09/49)	CAD		100		57,897
3.67%, 04/09/46 (Call 10/08/45)	CAD		200		137,264
Granite REIT Holdings LP
2.19%, 08/30/28 (Call 06/30/28)	CAD		200		135,777
Series 3, 3.87%, 11/30/23 (Call 09/30/23)	CAD		50		39,001
Greater Toronto Airports Authority
2.75%, 10/17/39 (Call 04/17/39)	CAD		200		123,754
3.26%, 06/01/37 (Call 12/01/36)	CAD		350		236,523
Great-West Lifeco Inc.
2.50%, 04/18/23^(a)	EUR		100		107,578
2.98%, 07/08/50 (Call 01/08/50)	CAD		200		111,918
3.34%, 02/28/28 (Call 11/28/27)	CAD		200		148,258


Security		Par (000)		Value

Canada (continued)
H&R Real Estate Investment Trust
2.91%, 06/02/26 (Call 05/02/26)	CAD		200	$	146,096
4.07%, 06/16/25 (Call 05/16/25)	CAD		100		77,010
Holding d’Infrastructures de Transport SASU, 1.63%, 09/18/29 (Call 06/18/29)^(a)	EUR		300		283,330
Honda Canada Finance Inc.
1.65%, 02/25/28	CAD		200		134,530
3.18%, 08/28/23	CAD		200		155,164
HSBC Bank Canada
0.00%, 09/14/26^(a)(c)	EUR		400		396,674
2.17%, 06/29/22	CAD		150		116,861
2.54%, 01/31/23	CAD		200		155,393
3.25%, 09/15/23	CAD		300		232,819
3.40%, 03/24/25	CAD		500		382,945
Hydro One Inc.
2.77%, 02/24/26 (Call 11/26/25)	CAD		150		113,035
2.97%, 06/26/25 (Call 04/26/25)	CAD		150		114,610
3.64%, 04/05/50 (Call 10/05/49)	CAD		300		202,960
3.72%, 11/18/47 (Call 05/18/47)	CAD		50		34,512
3.91%, 02/23/46 (Call 08/23/45)	CAD		200		142,658
4.59%, 10/09/43 (Call 04/09/43)	CAD		200		157,428
6.93%, 06/01/32	CAD		130		121,203
Hydro One Ltd., 1.41%, 10/15/27 (Call 08/15/27)	CAD		400		274,824
iA Financial Corp. Inc., 2.40%, 02/21/30 (Call 02/21/25)^(b)	CAD		200		148,473
IGM Financial Inc., 4.12%, 12/09/47 (Call 06/09/47)	CAD		200		139,331
Intact Financial Corp.
2.18%, 05/18/28 (Call 03/18/28)	CAD		100		69,540
2.85%, 06/07/27 (Call 03/07/27)^(a)	CAD		200		146,790
3.77%, 05/20/53 (Call 11/20/52)	CAD		100		64,454
Inter Pipeline Ltd.
3.17%, 03/24/25 (Call 12/24/24)	CAD		200		150,843
3.48%, 12/16/26 (Call 09/16/26)	CAD		100		73,910
Inter Pipeline Ltd./AB, 5.09%, 11/27/51 (Call 05/27/51)	CAD		150		100,108
Keyera Corp., 3.93%, 06/21/28 (Call 03/21/28)	CAD		200		148,057
Laurentian Bank of Canada, 3.45%, 06/27/23	CAD		200		155,459
Liberty Utilities Canada LP, 3.32%, 02/14/50 (Call 08/14/49)	CAD		100		58,776
Loblaw Companies Ltd.
2.28%, 05/07/30 (Call 02/07/30)	CAD		200		132,551
4.49%, 12/11/28 (Call 09/11/28)	CAD		150		117,413
Lower Mattagami Energy LP
2.43%, 05/14/31 (Call 02/14/31)	CAD		300		203,605
3.42%, 06/20/24	CAD		300		233,291
Magna International Inc., 1.90%, 11/24/23 (Call 08/24/23)	EUR		300		321,106
Manulife Bank of Canada, 1.54%, 09/14/26	CAD		300		210,779
Manulife Financial Corp.
2.82%, 05/13/35 (Call 05/13/30)^(b)	CAD		200		135,336
3.05%, 08/20/29 (Call 08/20/24)^(b)	CAD		50		38,055
3.32%, 05/09/28 (Call 05/09/23)^(b)	CAD		500		388,635
Metro Inc., 3.39%, 12/06/27 (Call 09/06/27)	CAD		150		112,149
Metro Inc./CN, 4.27%, 12/04/47 (Call 06/04/47)	CAD		100		69,481
National Bank of Canada
0.00%, 09/29/23^(a)(c)	EUR		100		104,599
0.38%, 01/15/24^(a)	EUR		300		314,330
1.53%, 06/15/26	CAD		100		70,304
1.57%, 08/18/26 (Call 08/18/25)^(b)	CAD		200		143,705
2.55%, 07/12/24	CAD		300		227,275


Security		Par (000)		Value

Canada (continued)
NAV Canada
2.06%, 05/29/30 (Call 02/28/30)	CAD		200	$	134,868
3.21%, 09/29/50 (Call 03/29/50)	CAD		100		63,580
Nissan Canada Inc., 2.10%, 09/22/25	CAD		200		144,137
North West Redwater Partnership/NWR Financing Co. Ltd.
2.80%, 06/01/31 (Call 03/01/31)^(a)	CAD		400		270,131
4.05%, 07/22/44 (Call 01/24/44)^(a)	CAD		150		102,223
Series G, 4.75%, 06/01/37 (Call 12/01/36)^(a)	CAD		50		38,119
Series J, 2.80%, 06/01/27 (Call 03/01/27)	CAD		200		146,466
Series K, 3.65%, 06/01/35 (Call 12/01/34)	CAD		200		137,099
Nouvelle Autoroute 30 Financement Inc., Series C, 3.75%, 03/31/33	CAD		146		105,867
Nova Scotia Power Inc.
3.31%, 04/25/50 (Call 10/25/49)	CAD		150		92,891
4.50%, 07/20/43 (Call 01/20/43)	CAD		100		76,250
OMERS Realty Corp.
1.30%, 09/22/23	CAD		200		151,316
3.63%, 06/05/30 (Call 03/05/30)	CAD		200		148,263
Ontario Power Generation Inc.
2.98%, 09/13/29 (Call 06/13/29)	CAD		300		215,580
3.65%, 09/13/50 (Call 03/13/50)	CAD		100		64,910
4.25%, 01/18/49 (Call 07/18/48)	CAD		100		72,437
Pembina Pipeline Corp.
3.31%, 02/01/30 (Call 11/01/29)	CAD		400		279,765
3.62%, 04/03/29 (Call 01/03/29)^(a)	CAD		250		181,388
4.02%, 03/27/28 (Call 12/27/27)^(a)	CAD		200		150,847
4.49%, 12/10/51 (Call 06/10/51)	CAD		100		63,002
4.75%, 04/30/43 (Call 10/30/42)	CAD		100		67,444
4.81%, 03/25/44 (Call 09/25/43)^(a)	CAD		25		16,953
Series 11, 4.75%, 03/26/48 (Call 09/26/47)	CAD		150		99,677
Power Corp. of Canada, 4.46%, 07/27/48 (Call 01/27/48)	CAD		100		73,169
Reliance LP
2.67%, 08/01/28 (Call 06/01/28)	CAD		100		69,129
3.75%, 03/15/26 (Call 01/15/26)	CAD		200		151,778
RioCan Real Estate Investment Trust, 2.58%, 02/12/25 (Call 01/12/25)	CAD		400		297,469
Rogers Communications Inc.
3.25%, 05/01/29 (Call 02/01/29)	CAD		300		213,516
4.25%, 04/15/32 (Call 01/15/32)	CAD		200		145,761
5.25%, 04/15/52 (Call 10/15/51)	CAD		200		145,235
6.11%, 08/25/40 (Call 02/25/40)	CAD		25		20,216
6.56%, 03/22/41 (Call 09/22/40)	CAD		200		170,168
Royal Bank of Canada
0.00%, 10/05/28^(a)(c)	EUR		300		285,871
0.05%, 06/19/26^(a)	EUR		200		199,571
0.13%, 03/25/25^(a)	EUR		200		204,506
0.13%, 04/26/27^(a)	EUR		500		493,316
0.25%, 01/29/24^(a)	EUR		500		522,628
0.25%, 05/02/24^(a)	EUR		600		623,102
0.63%, 09/10/25^(a)	EUR		200		206,388
1.13%, 12/15/25^(a)	GBP		400		469,104
1.67%, 01/28/33 (Call 01/28/28)^(b)	CAD		200		132,663
1.83%, 07/31/28	CAD		200		135,112
1.94%, 05/01/25	CAD		150		110,097
2.09%, 06/30/30 (Call 06/30/25)^(b)	CAD		200		145,213
2.14%, 11/03/31 (Call 11/03/26)^(b)	CAD		300		210,910
2.33%, 12/05/23	CAD		150		115,129
2.33%, 01/28/27	CAD		200		143,592


Security		Par (000)		Value

Canada (continued)
2.61%, 11/01/24	CAD		500	$	377,978
2.94%, 05/03/32 (Call 05/03/27)^(b)	CAD		300		216,701
2.95%, 05/01/23	CAD		400		311,148
3.30%, 09/26/23	CAD		300		232,833
3.37%, 09/29/25	CAD		500		381,073
Saputo Inc.
1.42%, 06/19/26 (Call 05/19/26)	CAD		200		138,526
2.24%, 06/16/27 (Call 04/16/27)	CAD		200		140,382
2.30%, 06/22/28 (Call 04/22/28)	CAD		200		137,566
2.83%, 11/21/23 (Call 09/21/23)	CAD		100		76,924
Shaw Communications Inc.
2.90%, 12/09/30 (Call 09/09/30)	CAD		200		133,548
4.25%, 12/09/49 (Call 06/29/49)	CAD		100		61,572
4.40%, 11/02/28 (Call 08/02/28)	CAD		350		268,658
6.75%, 11/09/39	CAD		50		43,213
Sienna Senior Living Inc., Series A, 3.11%, 11/04/24 (Call 10/04/24)	CAD		200		151,367
SmartCentres Real Estate Investment Trust, 3.53%, 12/20/29 (Call 09/20/29)	CAD		200		140,989
Stantec Inc., 2.05%, 10/08/27 (Call 08/08/27)	CAD		200		138,654
Sun Life Financial Inc.
2.38%, 08/13/29 (Call 08/13/24)^(a)(b)	CAD		400		300,459
2.80%, 11/21/33 (Call 11/21/28)^(b)	CAD		300		210,713
3.05%, 09/19/28 (Call 09/19/23)^(b)	CAD		50		38,565
5.40%, 05/29/42 (Call 05/29/37)^(b)	CAD		100		81,408
Suncor Energy Inc.
3.00%, 09/14/26 (Call 06/14/26)	CAD		150		111,869
3.10%, 05/24/29 (Call 02/24/29)	CAD		100		70,938
3.95%, 03/04/51 (Call 09/04/50)	CAD		100		61,952
5.00%, 04/09/30 (Call 01/09/30)	CAD		200		157,808
TELUS Corp.
3.15%, 02/19/30 (Call 11/19/29)	CAD		100		70,454
3.30%, 05/02/29 (Call 02/02/29)	CAD		300		216,054
3.35%, 04/01/24 (Call 01/02/24)	CAD		150		116,066
3.75%, 01/17/25 (Call 10/17/24)	CAD		200		155,004
3.75%, 03/10/26 (Call 12/10/25)	CAD		150		115,097
3.95%, 02/16/50 (Call 08/16/49)	CAD		100		61,636
4.10%, 04/05/51 (Call 10/05/50)	CAD		200		125,950
4.75%, 01/17/45 (Call 07/17/44)	CAD		100		70,901
4.85%, 04/05/44 (Call 10/05/43)	CAD		100		72,125
5.15%, 11/26/43 (Call 05/26/43)	CAD		100		75,221
Teranet Holdings LP, 6.10%, 06/17/41	CAD		100		81,476
Thomson Reuters Corp., 2.24%, 05/14/25 (Call 04/14/25)	CAD		200		148,092
Toronto Hydro Corp.
2.43%, 12/11/29 (Call 09/11/29)	CAD		200		140,938
2.52%, 08/25/26 (Call 05/25/26)	CAD		200		149,010
3.55%, 07/28/45 (Call 01/28/45)	CAD		200		136,657
Toronto-Dominion Bank, 1.95%, 04/08/30	EUR		400		406,152
Toronto-Dominion Bank (The)
0.00%, 02/09/24^(a)(c)	EUR		200		208,026
0.25%, 03/26/24^(a)	EUR		300		312,624
0.63%, 07/20/23^(a)	EUR		503		531,505
0.63%, 06/06/25^(a)	EUR		200		206,960
1.13%, 12/09/25^(a)	CAD		600		421,567
1.89%, 03/08/28	CAD		200		136,957
1.90%, 09/11/28^(a)	CAD		400		270,047
1.91%, 07/18/23	CAD		250		191,737
2.50%, 12/02/24	CAD		200		150,701
2.67%, 09/09/25	CAD		400		298,117


Security		Par (000)		Value

Canada (continued)
3.01%, 05/30/23	CAD		200	$	155,533
3.06%, 01/26/32 (Call 01/26/27)^(a)(b)	CAD		200		145,953
3.11%, 04/22/30 (Call 04/22/25)^(a)(b)	CAD		500		376,531
3.23%, 07/24/24	CAD		650		504,042
3.59%, 09/14/28 (Call 09/14/23)^(a)(b)	CAD		200		155,118
4.86%, 03/04/31 (Call 03/04/26)^(b)	CAD		200		157,984
Series 28, 0.10%, 07/19/27^(a)	EUR		400		392,366
Toyota Credit Canada Inc.
2.31%, 10/23/24^(a)	CAD		200		150,618
2.35%, 07/18/22	CAD		100		77,966
3.04%, 07/12/23	CAD		200		155,236
TransCanada PipeLines Ltd.
2.97%, 06/09/31 (Call 03/09/31)	CAD		200		134,203
3.00%, 09/18/29 (Call 06/18/29)^(a)	CAD		400		279,043
3.30%, 07/17/25 (Call 04/17/25)^(a)	CAD		300		228,704
3.39%, 03/15/28 (Call 12/15/27)	CAD		150		110,490
4.18%, 07/03/48 (Call 01/03/48)^(a)	CAD		200		125,843
4.34%, 10/15/49 (Call 04/15/49)	CAD		200		128,701
4.35%, 06/06/46 (Call 12/06/45)	CAD		250		162,599
Vancouver Airport Authority
1.76%, 09/20/30 (Call 06/20/30)	CAD		200		130,527
2.80%, 09/21/50 (Call 03/21/50)	CAD		150		86,308
Westcoast Energy Inc.
3.12%, 12/05/22	CAD		100		78,168
3.77%, 12/08/25 (Call 09/08/25)	CAD		100		76,924
4.79%, 10/28/41	CAD		200		146,309


					54,410,832

China — 0.0%
Bright Food Singapore Holdings Pte Ltd., 1.75%, 07/22/25^(a)	EUR		300		307,161
CGNPC International Ltd., 2.00%, 09/11/25^(a)	EUR		200		211,180
Prosus NV
1.54%, 08/03/28 (Call 05/03/28)^(a)	EUR		200		179,156
1.99%, 07/13/33 (Call 04/13/33)^(a)	EUR		300		240,621
State Grid Overseas Investment 2016 Ltd., 1.38%, 05/02/25^(a)	EUR		405		420,632
Three Gorges Finance II Cayman Islands Ltd., 1.30%, 06/21/24^(a)	EUR		155		162,526


					1,521,276

Czech Republic — 0.0%
CEZ AS
0.88%, 12/02/26 (Call 09/02/26)^(a)	EUR		200		197,886
3.00%, 06/05/28^(a)	EUR		275		294,608
4.88%, 04/16/25^(a)	EUR		251		287,602
CPI Property Group SA
1.63%, 04/23/27 (Call 01/23/27)^(a)	EUR		200		188,144
2.75%, 01/22/28 (Call 10/22/27)^(a)	GBP		100		113,326
EP Infrastructure AS, 1.66%, 04/26/24 (Call 01/26/24)^(a)	EUR		430		383,452


					1,465,018

Denmark — 0.2%
AP Moller - Maersk A/S, 1.75%, 03/16/26 (Call 12/16/25)^(a)	EUR		200		211,722
Carlsberg Breweries A/S, 0.50%, 09/06/23 (Call 06/06/23)^(a)	EUR		380		398,817
Carlsberg Breweries AS, 0.88%, 07/01/29 (Call 04/01/29)^(a)	EUR		104		99,675
Danfoss Finance 2 Bv Co., 0.75%, 04/28/31 (Call 01/28/31)^(a)	EUR		300		272,709


Security		Par (000)		Value

Denmark (continued)
Danmarks Skibskredit AS, 0.13%, 03/20/25^(a)	EUR		300	$	304,813
Danske Bank A/S
0.50%, 08/27/25 (Call 08/27/24)^(a)(b)	EUR		550		563,530
0.75%, 11/22/27^(a)	EUR		200		202,629
0.88%, 05/22/23^(a)	EUR		400		422,807
1.38%, 02/12/30 (Call 02/12/25)^(a)(b)	EUR		200		201,076
Danske Hypotek AB, Series 2512, 1.00%, 12/17/25^(a)	SEK		6,000		584,324
Danske Mortgage Bank PLC, 0.00%, 01/14/28^(a)(c)	EUR		200		194,164
DLR Kredit A/S, Series B, 1.00%, 10/01/22^(a)	DKK		1,500		213,919
DSV Finance BV Co., 1.38%, 03/16/30	EUR		300		299,626
DSV Panalpina Finance BV
0.75%, 07/05/33 (Call 04/05/33)^(a)	EUR		100		87,984
0.88%, 09/17/36 (Call 06/17/36)^(a)	EUR		100		83,346
ISS Global AS
1.50%, 08/31/27 (Call 05/31/27)^(a)	EUR		200		196,803
2.13%, 12/02/24 (Call 09/02/24)^(a)	EUR		300		321,118
Jyske Realkredit A/S
0.25%, 07/01/23^(a)	EUR		300		316,071
0.38%, 04/01/25^(a)	EUR		300		308,836
0.50%, 10/01/26^(a)	EUR		100		101,387
Nordea Kredit Realkreditaktieselskab, Series CT2, 1.00%, 10/01/22^(a)	DKK		1,500		213,861
Nykredit Realkredit A/S 0.63%, 01/17/25^(a)	EUR		100		102,532
0.75%, 01/20/27	EUR		400		393,399
Nykredit Realkredit AS
2.00%, 01/01/26^(a)	DKK		2,000		289,610
Series 13H, 1.00%, 07/01/26^(a)	DKK		2,000		277,385
Series 13H, 1.00%, 01/01/27	DKK		2,000		275,496
Orsted A/S
1.50%, 11/26/29 (Call 08/26/29)^(a)	EUR		380		387,347
2.13%, 05/17/27 (Call 02/17/27)^(a)	GBP		450		549,341
5.75%, 04/09/40^(a)	GBP		50		82,635
Vestas Wind Systems Finance BV, 2.00%, 06/15/34 (Call 03/15/34)^(a)	EUR		300		293,072


					8,250,034

Finland — 0.2%
Citycon Treasury BV, 2.38%, 01/15/27 (Call 10/15/26)^(a)	EUR		227		207,545
CRH Finland Services OYJ, 0.88%, 11/05/23 (Call 10/05/23)^(a)	EUR		350		368,749
Fortum OYJ, 1.63%, 02/27/26 (Call 11/27/25)^(a)	EUR		400		400,704
Kojamo OYJ, 2.00%, 03/31/26	EUR		200		206,540
Nordea Bank Abp
0.38%, 05/28/26^(a)	EUR		540		543,092
0.50%, 05/14/27^(a)	EUR		200		198,613
0.50%, 11/02/28^(a)	EUR		500		473,177
0.88%, 06/26/23^(a)	EUR		250		264,758
1.00%, 02/22/23^(a)	EUR		221		234,750
Nordea Kiinnitysluottopankki OYJ
0.13%, 06/18/27^(a)	EUR		350		345,768
0.25%, 11/21/23^(a)	EUR		200		209,714
0.25%, 03/18/26^(a)	EUR		500		506,508
1.00%, 03/30/29^(a)	EUR		500		507,679
1.38%, 02/28/33^(a)	EUR		100		101,295
Series FI43, 1.00%, 11/05/24^(a)	EUR		150		158,078
OP Corporate Bank PLC
0.13%, 07/01/24^(a)	EUR		400		413,418
0.38%, 10/11/22^(a)	EUR		100		105,778


Security		Par (000)		Value

Finland (continued)
0.38%, 08/29/23^(a)	EUR		200	$	210,351
0.50%, 08/12/25^(a)	EUR		835		854,774
0.63%, 07/27/27	EUR		400		389,382
OP Mortgage Bank
0.25%, 03/13/24^(a)	EUR		100		104,352
0.63%, 09/01/25^(a)	EUR		490		506,918
0.63%, 02/15/29^(a)	EUR		700		695,132
Sampo OYJ
2.25%, 09/27/30 (Call 06/27/30)^(a)	EUR		100		105,650
2.50%, 09/03/52 (Call 06/03/32)^(a)(b)	EUR		100		92,653
3.38%, 05/23/49 (Call 05/23/29)^(a)(b)	EUR		110		114,476
SATO OYJ, 1.38%, 02/24/28 (Call 11/24/27)^(a)	EUR		100		94,510
Stora Enso OYJ, 2.50%, 03/21/28 (Call 12/21/27)^(a)	EUR		100		106,493


					8,520,857

France — 3.0%
Aeroports de Paris
2.13%, 10/11/38 (Call 07/11/38)^(a)	EUR		100		92,002
2.75%, 06/05/28^(a)	EUR		400		437,707
2.75%, 04/02/30 (Call 01/02/30)^(a)	EUR		500		544,935
3.13%, 06/11/24^(a)	EUR		100		110,147
Air Liquide Finance SA
0.63%, 06/20/30 (Call 03/20/30)^(a)	EUR		300		288,492
1.88%, 06/05/24^(a)	EUR		200		214,853
Airbus Finance BV, 0.88%, 05/13/26 (Call 02/13/26)^(a)	EUR		200		204,857
Airbus SE
1.63%, 06/09/30 (Call 03/09/30)^(a)	EUR		300		302,845
2.00%, 04/07/28 (Call 01/07/28)^(a)	EUR		100		106,115
2.38%, 04/07/32 (Call 01/07/32)^(a)	EUR		380		400,300
2.38%, 06/09/40 (Call 03/09/40)^(a)	EUR		100		94,489
ALD SA, 1.25%, 10/11/22^(a)	EUR		100		106,142
Alstom SA, 0.00%, 01/11/29 (Call 10/11/28)^(a)(c)	EUR		200		178,928
Altarea SCA, 1.88%, 01/17/28 (Call 10/17/27)^(a)	EUR		200		183,490
APRR SA
1.25%, 01/06/27 (Call 10/06/26)^(a)	EUR		200		207,623
1.25%, 01/14/27 (Call 10/14/26)^(a)	EUR		100		103,708
1.63%, 01/13/32 (Call 10/13/31)^(a)	EUR		100		101,731
1.88%, 01/15/25 (Call 10/15/24)^(a)	EUR		400		428,225
Arkea Home Loans SFH SA
0.75%, 10/05/27^(a)	EUR		200		202,975
2.38%, 07/11/23^(a)	EUR		100		107,987
Arkea Public Sector SCF SA, 0.13%, 01/15/30^(a)	EUR		400		375,993
Arkema SA
0.75%, 12/03/29 (Call 09/03/29)^(a)	EUR		100		94,699
1.50%, 04/20/27 (Call 01/20/27)^(a)	EUR		200		207,424
1.50%, (Call 10/21/25)^(a)(b)(d)	EUR		100		96,223
Arval Service Lease SA, 0.88%, 02/17/25	EUR		400		409,684
Atos SE, 1.75%, 05/07/25 (Call 02/07/25)^(a)	EUR		300		303,535
Autoroutes du Sud de la France SA
1.13%, 04/20/26 (Call 01/20/26)^(a)	EUR		500		519,769
1.38%, 06/27/28 (Call 03/27/28)^(a)	EUR		200		206,289
1.38%, 02/21/31 (Call 11/21/30)^(a)	EUR		300		301,582
5.63%, 07/04/22	EUR		300		319,596
AXA Bank Europe SCF
0.50%, 04/18/25^(a)	EUR		400		413,232
1.38%, 04/18/33^(a)	EUR		300		301,512
AXA Home Loan SFH SA, 0.00%, 10/16/29^(a)(c)	EUR		300		280,665
AXA SA
1.38%, 10/07/41 (Call 04/07/31)^(a)(b)	EUR		200		175,810
3.25%, 05/28/49 (Call 05/28/29)^(a)(b)	EUR		550		570,927


Security		Par (000)		Value

France (continued)
3.94%, (Call 11/07/24)^(a)(b)(d)	EUR		468	$	502,337
5.45%, (Call 03/04/26)^(a)(b)(d)	GBP		200		261,869
6.69%, (Call 07/06/26)^(b)(d)	GBP		50		68,530
Banque Fed Cred Mutuel, 2.63%, 11/06/29	EUR		500		523,725
Banque Federative du Credit Mutuel SA
0.00%, 05/11/26^(a)(c)	EUR		200		195,932
0.50%, 11/16/22^(a)	EUR		800		846,897
0.63%, 11/03/28^(a)	EUR		500		465,871
0.63%, 02/21/31^(a)	EUR		200		175,398
0.75%, 06/08/26^(a)	EUR		500		505,079
0.75%, 01/17/30^(a)	EUR		500		455,005
1.25%, 01/14/25^(a)	EUR		300		314,678
1.25%, 12/05/25^(a)	GBP		300		353,281
1.63%, 01/19/26^(a)	EUR		100		104,834
1.63%, 11/15/27^(a)	EUR		200		197,407
1.75%, 03/15/29^(a)	EUR		300		298,667
1.88%, 11/04/26^(a)	EUR		100		101,700
2.25%, 12/18/23^(a)	GBP		100		124,425
2.38%, 03/24/26^(a)	EUR		500		522,997
BNP Paribas, 2.54%, 07/13/29 (Call 07/13/28)^(b)	CAD		200		136,398
BNP Paribas Cardif SA, 4.03%, (Call 11/25/25)^(a)(b)(d)	EUR		200		217,056
BNP Paribas Home Loan SFH SA, 0.38%, 07/22/24^(a)	EUR		200		208,089
BNP Paribas SA
0.50%, 02/19/28 (Call 02/19/27)^(a)(b)	EUR		400		384,791
0.50%, 01/19/30 (Call 01/19/29)^(a)(b)	EUR		300		273,380
0.63%, 12/03/32^(a)	EUR		300		254,907
0.75%, 11/11/22^(a)	EUR		350		371,020
1.13%, 10/10/23^(a)	EUR		350		370,525
1.13%, 11/22/23^(a)	EUR		200		211,623
1.13%, 04/17/29 (Call 04/17/28)^(a)(b)	EUR		600		581,427
1.13%, 01/15/32 (Call 01/15/27)^(a)(b)	EUR		300		286,004
1.38%, 05/28/29^(a)	EUR		200		194,240
1.50%, 11/17/25^(a)	EUR		200		207,519
1.88%, 12/14/27^(a)	GBP		100		114,788
2.00%, 09/13/36^(a)	GBP		200		197,714
2.13%, 01/23/27 (Call 01/23/26)^(a)(b)	EUR		600		629,520
2.38%, 05/20/24^(a)	EUR		550		595,221
2.75%, 01/27/26^(a)	EUR		200		212,117
2.88%, 10/01/26^(a)	EUR		480		509,055
3.38%, 01/23/26^(a)	GBP		350		437,216
Bouygues SA, 1.38%, 06/07/27 (Call 03/07/27)^(a)	EUR		100		103,945
BPCE SA
0.25%, 01/15/26^(a)	EUR		200		200,242
0.25%, 01/14/31^(a)	EUR		100		87,312
0.50%, 02/24/27^(a)	EUR		400		385,259
0.63%, 09/26/23^(a)	EUR		300		316,365
0.63%, 09/26/24^(a)	EUR		200		206,663
0.63%, 04/28/25^(a)	EUR		500		513,402
1.00%, 07/15/24^(a)	EUR		1,000		1,050,530
1.00%, 01/14/32	EUR		300		267,139
1.00%, 02/02/34	EUR		300		281,244
1.13%, 12/14/22^(a)	EUR		200		212,646
1.13%, 01/18/23^(a)	EUR		200		212,602
1.63%, 03/02/29	EUR		300		299,351
3.00%, 07/19/24^(a)	EUR		100		110,204
5.25%, 04/16/29^(a)	GBP		300		402,453
BPCE SFH SA
0.00%, 11/10/27^(a)(c)	EUR		200		194,662


Security		Par (000)		Value

France (continued)
0.00%, 03/23/28^(a)(c)	EUR		100	$	96,659
0.00%, 05/27/30^(a)(c)	EUR		300		277,409
0.13%, 12/03/30^(a)	EUR		200		184,741
0.38%, 02/21/24^(a)	EUR		400		418,684
0.38%, 03/18/41^(a)	EUR		200		159,637
0.50%, 01/23/35^(a)	EUR		300		266,097
0.63%, 09/22/27^(a)	EUR		200		201,865
0.63%, 05/29/31^(a)	EUR		200		191,501
0.75%, 09/02/25^(a)	EUR		400		415,131
0.75%, 02/23/29	EUR		500		499,524
0.88%, 04/13/28^(a)	EUR		300		305,073
1.00%, 06/08/29^(a)	EUR		200		202,572
1.75%, 06/27/24^(a)	EUR		200		214,438
Caisse de Refinancement de l’Habitat SA
0.00%, 02/07/28^(a)(c)	EUR		400		387,475
0.00%, 10/08/29^(a)(c)	EUR		500		468,720
0.13%, 04/30/27^(a)	EUR		300		296,749
3.60%, 03/08/24	EUR		300		332,550
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
3.38%, 09/24/28^(a)	EUR		200		206,768
6.00%, 01/23/27	EUR		400		469,128
Capgemini SE
0.63%, 06/23/25 (Call 03/23/25)^(a)	EUR		200		204,996
1.13%, 06/23/30 (Call 03/23/30)^(a)	EUR		200		194,400
2.00%, 04/15/29 (Call 01/15/29)^(a)	EUR		200		209,633
2.38%, 04/15/32 (Call 01/15/32)^(a)	EUR		100		105,502
Carmila SA
1.63%, 04/01/29 (Call 01/01/29)^(a)	EUR		100		91,853
2.38%, 09/18/23 (Call 06/18/23)^(a)	EUR		200		213,847
Carrefour SA
1.00%, 05/17/27 (Call 02/17/27)^(a)	EUR		100		98,747
1.25%, 06/03/25 (Call 03/03/25)^(a)	EUR		400		415,807
1.75%, 07/15/22 (Call 05/16/22)^(a)	EUR		400		422,052
1.75%, 05/04/26 (Call 02/04/26)^(a)	EUR		100		103,928
2.38%, 10/30/29 (Call 07/30/29)^(a)	EUR		100		102,480
Cie Financement Foncier Covered, 0.00%, 04/16/29^(c)	EUR		500		472,982
Cie. de Financement Foncier SA
0.00%, 09/25/30^(a)(c)	EUR		200		183,437
0.00%, 10/29/35^(a)(c)	EUR		200		163,241
0.23%, 09/14/26^(a)	EUR		400		401,387
0.25%, 04/11/23^(a)	EUR		300		316,808
0.38%, 12/11/24^(a)	EUR		300		310,589
0.75%, 05/29/26^(a)	EUR		600		617,867
0.75%, 01/11/28^(a)	EUR		200		202,441
0.88%, 09/11/28^(a)	EUR		400		404,991
1.25%, 11/15/32^(a)	EUR		400		399,197
2.00%, 05/07/24^(a)	EUR		500		538,505
4.00%, 10/24/25^(a)	EUR		400		460,874
Cie. de Saint-Gobain
0.63%, 03/15/24^(a)	EUR		700		731,634
1.88%, 03/15/31^(a)	EUR		200		204,006
4.63%, 10/09/29^(a)	GBP		100		135,059
Cie. Generale des Etablissements Michelin SCA
1.75%, 05/28/27 (Call 02/28/27)^(a)	EUR		100		105,724
1.75%, 09/03/30 (Call 06/03/30)^(a)	EUR		100		102,865
2.50%, 09/03/38 (Call 06/03/38)^(a)	EUR		200		208,694


Security		Par (000)		Value

France (continued)
CNP Assurances
2.75%, 02/05/29	EUR		600	$	619,545
4.00%, (Call 11/18/24)^(a)(b)(d)	EUR		200		214,946
Coentreprise de Transport d’Electricite SA
0.88%, 09/29/24 (Call 06/29/24)^(a)	EUR		300		313,289
1.50%, 07/29/28 (Call 04/29/28)^(a)	EUR		400		408,595
Covivio, 1.50%, 06/21/27 (Call 03/21/27)^(a)	EUR		300		304,921
Cred Mutuel Home Loan, 0.00%, 05/06/31^(c)	EUR		300		271,187
Credit Agricole Assurances SA
2.00%, 07/17/30^(a)	EUR		300		278,770
4.25%, (Call 01/13/25)^(a)(b)(d)	EUR		100		107,319
4.75%, 09/27/48 (Call 09/27/28)^(a)(b)	EUR		200		222,154
Credit Agricole Home Loan SFH SA
0.00%, 11/03/31^(a)(c)	EUR		300		268,360
0.38%, 09/30/24^(a)	EUR		300		311,532
0.50%, 04/03/25^(a)	EUR		400		413,722
0.63%, 11/28/22^(a)	EUR		700		741,788
0.75%, 05/05/27^(a)	EUR		100		102,013
0.88%, 05/06/34	EUR		200		188,167
1.00%, 01/16/29	EUR		400		406,848
1.38%, 02/03/32^(a)	EUR		200		203,443
1.50%, 02/03/37^(a)	EUR		400		396,839
1.50%, 09/28/38^(a)	EUR		100		98,585
Credit Agricole Public Sector SCF SA
0.00%, 09/13/28^(c)	EUR		200		191,488
0.63%, 03/29/29	EUR		200		197,818
1.88%, 06/07/23^(a)	EUR		200		214,634
Credit Agricole SA
0.63%, 01/12/28 (Call 01/12/27)^(a)(b)	EUR		300		291,103
0.88%, 01/14/32^(a)	EUR		100		88,641
1.00%, 09/18/25^(a)	EUR		400		413,528
1.00%, 04/22/26 (Call 04/22/25)^(a)(b)	EUR		700		716,326
1.13%, 02/24/29	EUR		400		395,454
1.13%, 07/12/32^(a)	EUR		300		270,167
2.00%, 03/25/29^(a)	EUR		400		391,235
2.50%, 04/22/34	EUR		200		202,209
2.63%, 03/17/27^(a)	EUR		200		209,686
Series 2, 0.84%, 06/09/27^(a)	JPY		100,000		763,545
Credit Agricole SA/London
0.75%, 12/01/22^(a)	EUR		700		742,527
1.38%, 05/03/27^(a)	EUR		400		411,063
2.38%, 05/20/24^(a)	EUR		400		433,352
Credit Mutuel Arkea SA
0.75%, 01/18/30^(a)	EUR		100		93,072
1.13%, 05/23/29^(a)	EUR		200		194,185
1.25%, 06/11/29 (Call 06/11/28)^(a)(b)	EUR		200		196,333
1.38%, 01/17/25^(a)	EUR		200		210,923
1.88%, 10/25/29 (Call 10/25/24)^(a)(b)	EUR		200		206,447
3.38%, 03/11/31^(a)	EUR		100		103,012
Credit Mutuel Home Loan SFH SA
0.13%, 01/28/30^(a)	EUR		100		93,914
0.75%, 09/15/27^(a)	EUR		300		304,902
1.00%, 04/30/28^(a)	EUR		200		204,863
1.00%, 01/30/29^(a)	EUR		400		406,548
1.75%, 06/19/24^(a)	EUR		600		643,326
Danone SA
0.71%, 11/03/24 (Call 08/03/24)^(a)	EUR		700		731,878
1.25%, 05/30/24 (Call 02/29/24)^(a)	EUR		300		318,469


Security		Par (000)		Value

France (continued)
Dassault Systemes SE
0.00%, 09/16/24 (Call 06/16/24)^(a)(c)	EUR		100	$	102,634
0.13%, 09/16/26 (Call 06/16/26)^(a)	EUR		300		298,078
Dexia Credit Local SA
0.00%, 01/21/28^(a)(c)	EUR		300		290,666
0.25%, 06/02/22^(a)	EUR		150		158,349
0.63%, 02/03/24^(a)	EUR		600		631,527
0.63%, 01/17/26^(a)	EUR		200		205,810
1.25%, 11/26/24^(a)	EUR		700		742,490
1.63%, 12/08/23^(a)	GBP		100		124,884
2.13%, 02/12/25^(a)	GBP		100		125,312
Edenred, 1.38%, 03/10/25 (Call 12/10/24)^(a)	EUR		600		629,217
Electricite de France SA
2.00%, 12/09/49 (Call 06/09/49)^(a)	EUR		300		243,475
2.75%, 03/10/23^(a)	EUR		600		647,655
4.00%, 11/12/25^(a)	EUR		300		342,719
4.50%, 11/12/40^(a)	EUR		350		435,048
4.63%, 04/26/30^(a)	EUR		150		184,906
5.13%, 09/22/50^(a)	GBP		400		586,007
5.50%, 03/27/37^(a)	GBP		200		289,017
5.50%, 10/17/41^(a)	GBP		200		294,188
5.88%, 07/18/31	GBP		274		401,156
6.13%, 06/02/34^(a)	GBP		300		452,516
ELO SACA, 2.38%, 04/25/25 (Call 01/25/25)^(a)	EUR		600		619,665
Engie SA
0.88%, 09/19/25 (Call 06/19/25)^(a)	EUR		700		722,315
1.25%, 10/24/41 (Call 07/24/41)^(a)	EUR		200		157,664
1.38%, 06/22/28 (Call 03/22/28)^(a)	EUR		400		404,451
1.38%, 02/28/29 (Call 11/28/28)^(a)	EUR		400		402,734
1.38%, 06/21/39 (Call 03/21/39)^(a)	EUR		200		166,359
1.50%, 03/13/35 (Call 12/13/34)^(a)	EUR		200		183,696
1.50%, (Call 05/30/28)^(a)(b)(d)	EUR		300		267,047
1.63%, (Call 04/08/25)^(a)(b)(d)	EUR		200		197,605
5.00%, 10/01/60^(a)	GBP		150		236,636
7.00%, 10/30/28	GBP		100		153,713
EssilorLuxottica SA
0.38%, 01/05/26 (Call 10/01/25)^(a)	EUR		200		203,386
0.38%, 11/27/27 (Call 08/27/27)^(a)	EUR		500		494,534
0.75%, 11/27/31 (Call 08/27/31)^(a)	EUR		100		94,529
2.38%, 04/09/24 (Call 01/09/24)^(a)	EUR		100		108,168
Eutelsat SA, 2.25%, 07/13/27 (Call 04/13/27)^(a)	EUR		100		103,452
Gecina SA
1.00%, 01/30/29 (Call 10/30/28)^(a)	EUR		100		98,049
1.38%, 01/26/28 (Call 10/26/27)^(a)	EUR		300		304,054
1.63%, 05/29/34 (Call 02/28/34)^(a)	EUR		100		95,187
GELF Bond Issuer I SA, 1.13%, 07/18/29 (Call 04/18/29)^(a)	EUR		200		184,941
Groupe des Assurances du Credit Mutuel SADIR, 1.85%, 04/21/42 (Call 10/21/31)^(a)(b)	EUR		300		266,044
Holding d’Infrastructures de Transport SASU, 0.63%, 03/27/23 (Call 12/27/22)^(a)	EUR		300		316,627
HSBC Continental Europe SA, 0.25%, 05/17/24^(a)	EUR		500		517,574
HSBC SFH France SA, 0.50%, 04/17/25^(a)	EUR		200		206,667
ICADE
1.00%, 01/19/30 (Call 10/19/29)^(a)	EUR		200		187,051
1.13%, 11/17/25 (Call 08/17/25)^(a)	EUR		300		306,655
Icade Sante SAS, 0.88%, 11/04/29 (Call 08/04/29)^(a)	EUR		300		282,172
Ile-De-France Mobilites, 1.00%, 05/25/34^(a)	EUR		200		191,168
Imerys SA, 1.50%, 01/15/27 (Call 10/15/26)^(a)	EUR		200		203,975


Security		Par (000)		Value

France (continued)
Indigo Group SAS, 1.63%, 04/19/28 (Call 01/19/28)^(a)	EUR		200	$	196,390
In’li SA, 1.13%, 07/02/29 (Call 04/02/29)^(a)	EUR		100		94,621
JCDecaux SA, 2.00%, 10/24/24 (Call 07/24/24)^(a)	EUR		100		106,367
Kering SA, 0.75%, 05/13/28 (Call 02/13/28)^(a)	EUR		200		198,837
Klepierre SA, 0.63%, 07/01/30 (Call 04/01/30)^(a)	EUR		500		448,686
La Banque Postale Home Loan SFH SA
0.00%, 10/22/29^(a)(c)	EUR		300		280,517
0.63%, 06/23/27^(a)	EUR		250		253,096
1.00%, 10/04/28^(a)	EUR		200		203,966
La Banque Postale SA
0.75%, 06/23/31^(a)	EUR		200		174,807
2.00%, 07/13/28^(a)	EUR		200		205,000
La Mondiale SAM
0.75%, 04/20/26 (Call 01/20/26)^(a)	EUR		100		98,541
2.13%, 06/23/31 (Call 03/23/31)^(a)	EUR		100		92,195
La Poste SA
0.38%, 09/17/27^(a)	EUR		300		295,673
1.00%, 09/17/34^(a)	EUR		400		359,084
1.13%, 06/04/25^(a)	EUR		200		210,007
1.38%, 04/21/32^(a)	EUR		500		495,478
Legrand SA
0.63%, 06/24/28 (Call 03/24/28)^(a)	EUR		300		296,591
1.00%, 03/06/26 (Call 12/06/25)^(a)	EUR		200		206,639
LVMH Moet Hennessy Louis Vuitton SE
0.13%, 02/11/28 (Call 11/11/27)^(a)	EUR		500		485,921
0.75%, 05/26/24 (Call 02/26/24)^(a)	EUR		945		992,841
1.13%, 02/11/27 (Call 11/11/26)^(a)	GBP		100		118,026
NERVAL SAS Co., 2.88%, 04/14/32	EUR		200		205,587
Orange SA
0.88%, 02/03/27 (Call 11/03/26)^(a)	EUR		600		611,278
1.38%, 03/20/28 (Call 12/20/27)^(a)	EUR		700		719,922
1.50%, 09/09/27 (Call 06/09/27)^(a)	EUR		200		208,787
1.75%, (Call 07/15/28)^(a)(b)(d)	EUR		200		187,792
2.38%, (Call 01/15/25)^(a)(b)(d)	EUR		300		309,494
3.13%, 01/09/24^(a)	EUR		100		109,755
3.25%, 01/15/32 (Call 10/15/31)^(a)	GBP		200		250,527
5.00%, (Call 10/01/26)^(a)(b)(d)	EUR		100		113,662
5.38%, 11/22/50^(a)	GBP		50		82,136
5.63%, 01/23/34	GBP		100		151,822
8.13%, 11/20/28^(a)	GBP		100		163,344
8.13%, 01/28/33	EUR		510		828,380
Pernod Ricard SA
0.50%, 10/24/27 (Call 07/24/27)^(a)	EUR		100		98,783
1.38%, 04/07/29	EUR		300		304,183
1.75%, 04/08/30 (Call 01/08/30)^(a)	EUR		300		309,282
PSA Banque France SA
0.63%, 10/10/22^(a)	EUR		400		423,318
0.63%, 06/21/24 (Call 03/21/24)^(a)	EUR		300		311,282
RCI Banque SA
0.50%, 09/15/23 (Call 06/15/23)^(a)	EUR		213		221,720
0.75%, 04/10/23 (Call 01/10/23)^(a)	EUR		30		31,551
1.00%, 05/17/23 (Call 02/17/23)^(a)	EUR		170		179,006
1.13%, 01/15/27 (Call 10/15/26)^(a)	EUR		200		192,343
1.63%, 04/11/25 (Call 01/11/25)^(a)	EUR		100		102,879
1.75%, 04/10/26 (Call 01/10/26)^(a)	EUR		370		370,339
Regie Autonome des Transports Parisiens, 0.88%, 05/25/27^(a)	EUR		400		414,380
RTE Reseau de Transport d’Electricite SADIR 0.00%, 09/09/27 (Call 06/09/27)^(a)(c)	EUR		200		192,182


Security		Par (000)		Value

France (continued)
1.13%, 09/09/49 (Call 06/09/49)^(a)	EUR		200	$	151,491
1.63%, 11/27/25 (Call 08/27/25)^(a)	EUR		300		317,719
2.13%, 09/27/38 (Call 06/27/38)^(a)	EUR		200		199,206
2.88%, 09/12/23^(a)	EUR		100		108,709
Sanofi
1.25%, 03/21/34 (Call 12/21/33)^(a)	EUR		100		97,111
1.75%, 09/10/26 (Call 06/10/26)^(a)	EUR		500		537,524
Series 12FX, 1.38%, 03/21/30 (Call 12/21/29)^(a)	EUR		400		412,886
Series 5, 0.50%, 03/21/23 (Call 12/21/22)^(a)	EUR		500		529,073
Series 8, 1.00%, 03/21/26 (Call 12/21/25)^(a)	EUR		600		626,634
Sanofi SR, 1.25%, 04/06/29	EUR		300		307,984
Schneider Electric SE
0.25%, 09/09/24 (Call 06/09/24)^(a)	EUR		400		413,899
0.88%, 03/11/25 (Call 12/11/24)^(a)	EUR		200		208,502
1.38%, 06/21/27 (Call 03/21/27)^(a)	EUR		100		104,010
1.50%, 09/08/23 (Call 06/08/23)^(a)	EUR		300		320,036
SCOR SE, 3.00%, 06/08/46 (Call 06/08/26)^(a)(b)	EUR		200		214,307
SNCF Reseau
0.75%, 05/25/36^(a)	EUR		400		361,367
0.88%, 01/22/29^(a)	EUR		300		306,161
1.00%, 11/09/31^(a)	EUR		300		298,632
1.13%, 05/19/27^(a)	EUR		400		420,718
1.13%, 05/25/30^(a)	EUR		700		719,036
1.88%, 03/30/34^(a)	EUR		200		211,511
2.25%, 12/20/47^(a)	EUR		300		320,065
4.25%, 10/07/26^(a)	EUR		200		239,372
4.50%, 01/30/24^(a)	EUR		400		451,662
4.83%, 03/25/60	GBP		50		91,691
5.25%, 12/07/28^(a)	GBP		150		222,390
Societe Generale SA
0.50%, 06/12/29 (Call 06/12/28)^(a)(b)	EUR		300		274,671
0.75%, 05/26/23^(a)	EUR		200		212,243
0.75%, 01/25/27^(a)	EUR		500		485,293
0.88%, 07/01/26^(a)	EUR		100		99,458
1.25%, 06/12/30^(a)	EUR		200		184,566
1.88%, 10/03/24^(a)	GBP		100		121,504
2.13%, 09/27/28^(a)	EUR		600		607,037
2.63%, 02/27/25^(a)	EUR		600		636,933
Societe Generale SFH SA
0.00%, 02/11/30^(a)(c)	EUR		200		186,059
0.00%, 02/05/31^(a)(c)	EUR		100		91,012
0.25%, 01/23/24^(a)	EUR		100		104,582
0.50%, 01/30/25^(a)	EUR		300		311,130
0.50%, 01/28/26^(a)	EUR		400		409,717
0.75%, 10/18/27^(a)	EUR		400		406,147
Societe National SNCF SA
1.50%, 02/02/29^(a)	EUR		300		316,232
4.63%, 02/02/24^(a)	EUR		50		56,502
Sodexo SA
0.50%, 01/17/24 (Call 10/17/23)^(a)	EUR		200		209,425
1.00%, 07/17/28 (Call 04/17/28)^(a)	EUR		300		296,993
2.50%, 06/24/26 (Call 03/24/26)^(a)	EUR		150		163,234
Suez
1.25%, 05/19/28 (Call 02/19/28)^(a)	EUR		300		305,772
1.75%, 09/10/25 (Call 06/10/25)^(a)	EUR		400		425,115
2.88%, (Call 01/19/24)^(a)(b)(d)	EUR		200		210,074
Suez SA, 1.25%, 05/14/35 (Call 02/14/35)^(a)	EUR		300		276,041
TDF Infrastructure SAS, 2.50%, 04/07/26 (Call 01/07/26)^(a)	EUR		300		312,754


Security		Par (000)		Value

France (continued)
Teleperformance, 1.88%, 07/02/25 (Call 04/02/25)^(a)	EUR		100	$	106,030
Terega SA, 2.20%, 08/05/25 (Call 05/05/25)^(a)	EUR		200		213,421
Terega SASU, 0.63%, 02/27/28 (Call 11/27/27)^(a)	EUR		100		92,842
Thales SA
0.25%, 01/29/27 (Call 10/29/26)^(a)	EUR		100		98,067
0.75%, 06/07/23 (Call 03/07/23)^(a)	EUR		300		317,947
TotalEnergies Capital International SA
0.25%, 07/12/23^(a)	EUR		300		315,890
0.75%, 07/12/28^(a)	EUR		600		595,068
1.41%, 09/03/31 (Call 06/03/31)^(a)	GBP		100		109,715
1.66%, 07/22/26 (Call 04/22/26)^(a)	GBP		400		481,603
1.99%, 04/08/32 (Call 01/08/32)^(a)	EUR		800		832,457
2.50%, 03/25/26^(a)	EUR		200		219,590
TotalEnergies SE
1.63%, (Call 10/25/27)^(a)(b)(d)	EUR		400		369,760
2.00%, (Call 06/04/30)^(a)(b)(d)	EUR		200		173,259
2.71%, (Call 05/05/23)^(a)(b)(d)	EUR		200		211,239
3.25%, (Call 07/17/36)^(a)(b)(d)	EUR		200		174,885
3.37%, (Call 10/06/26)^(a)(b)(d)	EUR		240		246,542
Unibail Rodamco Westfld Co., 2.88%, (Call 01/25/26)^(a)(b)(d)	EUR		200		199,107
Unibail-Rodamco-Westfield SE
0.88%, 03/29/32 (Call 12/29/31)^(a)	EUR		200		170,843
1.50%, 02/22/28^(a)	EUR		450		450,160
1.75%, 02/27/34 (Call 11/27/33)^(a)	EUR		300		269,804
2.00%, 06/29/32 (Call 03/29/32)^(a)	EUR		200		190,513
2.13%, (Call 07/25/23)^(a)(b)(d)	EUR		200		204,635
2.25%, 05/14/38 (Call 02/14/38)^(a)	EUR		200		174,554
2.50%, 06/04/26^(a)	EUR		600		640,578
Veolia Environnement SA
0.89%, 01/14/24 (Call 10/14/23)^(a)	EUR		400		422,622
1.50%, 11/30/26 (Call 08/30/26)^(a)	EUR		100		104,795
6.13%, 11/25/33	EUR		465		666,940
6.13%, 10/29/37	GBP		50		81,057
Vinci SA
1.63%, 01/18/29 (Call 10/18/28)^(a)	EUR		400		416,110
2.75%, 09/15/34 (Call 06/15/34)^(a)	GBP		100		119,897
Vivendi SA, 0.63%, 06/11/25 (Call 03/11/25)^(a)	EUR		400		409,861
Vivendi SE, 1.13%, 11/24/23 (Call 08/24/23)^(a)	EUR		400		423,204
Wendel SE, 1.38%, 04/26/26 (Call 01/26/26)^(a)	EUR		200		206,017
Worldline SA/France, 0.88%, 06/30/27 (Call 03/30/27)^(a)	EUR		100		99,364


					107,952,045

Germany — 3.1%
Aareal Bank AG
0.13%, 02/01/23^(a)	EUR		400		422,411
0.13%, 02/01/30	EUR		300		282,422
0.75%, 04/18/28^(a)	EUR		400		371,722
Allianz Finance II BV
0.50%, 01/14/31 (Call 10/14/30)^(a)	EUR		400		369,127
0.88%, 01/15/26 (Call 10/15/25)^(a)	EUR		300		312,314
1.38%, 04/21/31 (Call 01/21/31)^(a)	EUR		100		100,195
Series 62, 4.50%, 03/13/43^(a)	GBP		200		306,519
Allianz SE
1.30%, 09/25/49 (Call 09/25/29)^(a)(b)	EUR		200		185,935
2.24%, 07/07/45 (Call 07/07/25)^(a)(b)	EUR		500		525,629
3.10%, 07/06/47 (Call 07/06/27)^(a)(b)	EUR		200		214,940
3.38%, (Call 09/18/24)^(a)(b)(d)	EUR		100		107,073


Security		Par (000)		Value

Germany (continued)
alstria office REIT-AG
1.50%, 11/15/27 (Call 08/15/27)^(a)	EUR		100	$	92,928
2.13%, 04/12/23 (Call 01/12/23)^(a)	EUR		200		211,602
Aroundtown SA
1.45%, 07/09/28 (Call 04/09/28)^(a)	EUR		200		186,796
1.50%, 05/28/26 (Call 02/28/26)^(a)	EUR		300		301,303
1.63%, 01/31/28 (Call 10/31/27)^(a)	EUR		200		192,807
3.38%, (Call 09/23/24)^(a)(b)(d)	EUR		200		202,287
3.63%, 04/10/31 (Call 01/10/31)^(a)	GBP		250		296,617
BASF SE
0.88%, 10/06/23^(a)	GBP		300		369,909
0.88%, 10/06/31 (Call 07/06/31)^(a)	EUR		160		151,359
1.50%, 03/17/31 (Call 12/17/30)^(a)	EUR		300		297,980
Series 10Y, 2.00%, 12/05/22^(a)	EUR		580		619,642
Series 7Y, 0.88%, 05/22/25^(a)	EUR		574		598,663
Bausparkasse Schwaebisch Hall AG, 0.20%, 04/27/33^(a)	EUR		100		88,969
Bayer AG
0.63%, 07/12/31 (Call 04/12/31)^(a)	EUR		200		177,132
1.00%, 01/12/36 (Call 10/12/35)^(a)	EUR		200		162,827
1.38%, 07/06/32 (Call 04/06/32)^(a)	EUR		200		184,076
Bayer Capital Corp. BV
1.25%, 11/13/23 (Call 08/13/23)^(a)	EUR		850		903,299
2.13%, 12/15/29 (Call 09/15/29)^(a)	EUR		400		409,646
Bayerische Landesbank
0.35%, 12/01/22^(a)	EUR		360		380,925
0.75%, 01/20/26^(a)	EUR		180		186,266
0.75%, 01/19/28^(a)	EUR		200		203,021
1.38%, 11/22/32 (Call 08/22/27)^(a)(b)	EUR		200		189,315
1.75%, 04/08/24^(a)	EUR		300		321,720
Bayerische Landesbodenkreditanstalt, 0.63%, 11/23/26	EUR		100		102,066
Berlin Hyp AG
0.00%, 02/17/27^(a)(c)	EUR		300		296,407
0.13%, 01/18/30^(a)	EUR		300		283,283
0.50%, 11/05/29^(a)	EUR		500		468,815
Series 200, 0.38%, 02/21/25^(a)	EUR		500		516,530
Bertelsmann SE & Co. KGaA, 1.25%, 09/29/25 (Call 06/29/25)^(a)	EUR		300		315,824
BMW Canada Inc., Series V, 2.41%, 11/27/23	CAD		200		153,222
BMW Finance NV
0.00%, 01/11/26^(a)(c)	EUR		300		299,844
0.13%, 07/13/22^(a)	EUR		190		200,585
0.38%, 07/10/23^(a)	EUR		388		409,124
0.38%, 01/14/27^(a)	EUR		200		200,095
0.63%, 10/06/23^(a)	EUR		140		147,632
0.75%, 07/13/26^(a)	EUR		355		362,826
0.88%, 04/03/25^(a)	EUR		250		260,538
0.88%, 01/14/32^(a)	EUR		100		94,614
1.00%, 01/21/25^(a)	EUR		50		52,486
1.50%, 02/06/29^(a)	EUR		350		360,386
BMW International Investment BV, 1.88%, 09/11/23^(a)	GBP		261		325,776
Commerzbank AG
0.05%, 07/11/24^(a)	EUR		100		103,386
0.13%, 02/23/23^(a)	EUR		700		738,805
0.50%, 08/28/23^(a)	EUR		412		433,201
0.50%, 06/09/26	EUR		570		581,256
0.63%, 08/28/24^(a)	EUR		700		725,047
0.88%, 01/22/27^(a)	EUR		200		196,119


Security		Par (000)		Value

Germany (continued)
0.88%, 04/18/28^(a)	EUR		450	$	457,922
1.13%, 09/19/25^(a)	EUR		400		407,768
1.75%, 01/22/25^(a)	GBP		100		119,414
Continental AG, 2.50%, 08/27/26 (Call 05/27/26)	EUR		200		215,423
Covestro AG, 0.88%, 02/03/26 (Call 11/03/25)^(a)	EUR		200		205,234
Daimler AG
0.75%, 02/08/30^(a)	EUR		250		239,951
0.75%, 03/11/33^(a)	EUR		300		271,759
1.00%, 11/15/27^(a)	EUR		200		203,420
1.13%, 08/08/34^(a)	EUR		280		255,530
1.50%, 07/03/29^(a)	EUR		150		154,769
2.00%, 08/22/26^(a)	EUR		350		375,727
2.00%, 02/27/31^(a)	EUR		310		323,859
Daimler International Finance BV
0.25%, 05/11/22^(a)	EUR		300		316,517
0.85%, 02/28/25^(a)	EUR		598		621,713
1.63%, 11/11/24^(a)	GBP		200		245,457
Daimler Truck International Finance BV, 1.63%, 04/06/27^(a)	EUR		300		310,329
DekaBank Deutsche Girozentrale, 0.30%, 11/20/26^(a)	EUR		200		200,873
Deutsche Apotheker-und Aerztebank eG, 0.50%, 02/14/25	EUR		400		414,621
Deutsche Bahn Finance GMBH
0.63%, 09/26/28^(a)	EUR		150		151,115
0.63%, 12/08/50^(a)	EUR		250		172,774
0.88%, 07/11/31^(a)	EUR		320		313,160
0.95%, (Call 01/22/25)^(a)(b)(d)	EUR		300		294,727
1.00%, 12/17/27 (Call 09/17/27)	EUR		150		155,304
1.13%, 12/18/28^(a)	EUR		562		578,683
1.38%, 07/07/25 (Call 04/07/25)^(a)	GBP		100		122,210
1.38%, 04/16/40^(a)	EUR		300		272,804
1.63%, 08/16/33 (Call 05/16/33)^(a)	EUR		450		460,044
2.75%, 03/19/29^(a)	EUR		50		56,908
3.50%, 09/27/24^(a)	AUD		100		70,786
Series CB, 1.60%, (Call 07/18/29)^(a)(b)(d)	EUR		200		180,133
Deutsche Bank AG
0.13%, 01/21/30^(a)	EUR		100		94,084
0.25%, 05/15/23^(a)	EUR		250		263,753
0.25%, 03/08/24^(a)	EUR		122		127,332
0.25%, 08/31/28^(a)	EUR		222		216,220
0.63%, 12/19/23^(a)	CHF		100		102,164
1.13%, 08/30/23^(a)	EUR		370		392,787
1.13%, 03/17/25^(a)	EUR		200		205,323
1.38%, 02/17/32 (Call 02/17/31)^(a)(b)	EUR		300		265,287
1.63%, 01/20/27^(a)	EUR		400		398,248
1.75%, 01/17/28^(a)	EUR		100		98,014
1.75%, 11/19/30 (Call 11/19/29)^(a)(b)	EUR		200		186,707
2.63%, 02/12/26^(a)	EUR		400		421,322
3.88%, 02/12/24^(a)	GBP		300		378,303
Deutsche Boerse AG
0.13%, 02/22/31 (Call 11/22/30)^(a)	EUR		100		91,312
1.50%, 04/04/32	EUR		200		203,198
1.63%, 10/08/25^(a)	EUR		120		129,031
Deutsche Hypothekenbank AG
0.13%, 11/23/23^(a)	EUR		500		522,923
0.25%, 02/22/23	EUR		300		316,960
0.25%, 05/17/24	EUR		100		104,011
Deutsche Kreditbank AG
0.00%, 11/07/29^(a)(c)	EUR		370		347,497


Security		Par (000)		Value

Germany (continued)
0.75%, 09/26/24^(a)	EUR		500	$	520,797
1.63%, 06/18/24^(a)	EUR		100		106,946
Deutsche Pfandbriefbank AG
0.10%, 01/21/28	EUR		400		390,024
0.25%, 03/15/23	EUR		100		105,627
0.25%, 10/27/25^(a)	EUR		400		398,653
0.50%, 01/19/23^(a)	EUR		100		105,881
0.63%, 08/30/27	EUR		300		303,354
Deutsche Post AG
1.00%, 05/20/32 (Call 02/20/32)^(a)	EUR		200		192,636
1.63%, 12/05/28 (Call 09/05/28)^(a)	EUR		100		104,727
2.88%, 12/11/24^(a)	EUR		434		483,950
Deutsche Telekom AG
1.75%, 03/25/31^(a)	EUR		100		103,314
1.75%, 12/09/49^(a)	EUR		250		217,531
Deutsche Telekom International Finance BV
0.63%, 04/03/23^(a)	EUR		560		593,058
0.63%, 12/13/24^(a)	EUR		500		519,516
1.38%, 01/30/27^(a)	EUR		300		313,548
1.50%, 04/03/28^(a)	EUR		505		525,014
2.25%, 04/13/29^(a)	GBP		261		310,459
4.50%, 10/28/30^(a)	EUR		50		61,835
Deutsche Wohnen SE, 1.50%, 04/30/30 (Call 01/30/30)^(a)	EUR		200		191,577
DZ HYP AG
0.00%, 01/15/27^(a)(c)	EUR		300		296,863
0.05%, 12/06/24	EUR		100		102,737
0.10%, 08/31/26^(a)	EUR		200		200,021
0.13%, 03/01/24^(a)	EUR		500		520,829
0.38%, 11/10/34^(a)	EUR		200		175,675
0.50%, 11/13/25^(a)	EUR		300		308,377
0.75%, 02/02/26^(a)	EUR		200		206,931
0.75%, 06/30/27^(a)	EUR		250		255,061
0.88%, 01/18/30^(a)	EUR		500		500,025
0.88%, 04/17/34^(a)	EUR		200		188,937
E.ON International Finance BV
0.75%, 11/30/22 (Call 08/30/22)^(a)	EUR		500		528,562
1.50%, 07/31/29 (Call 04/30/29)^(a)	EUR		350		357,236
1.63%, 05/30/26 (Call 02/28/26)^(a)	EUR		258		272,986
5.53%, 02/21/23	EUR		250		275,176
5.88%, 10/30/37^(a)	GBP		350		542,829
6.13%, 07/06/39^(a)	GBP		50		80,293
6.25%, 06/03/30^(a)	GBP		160		242,336
6.38%, 06/07/32	GBP		190		296,879
E.ON SE
0.25%, 10/24/26 (Call 07/24/26)^(a)	EUR		450		446,391
0.38%, 09/29/27 (Call 06/29/27)^(a)	EUR		200		196,299
0.75%, 02/20/28 (Call 11/20/27)^(a)	EUR		200		198,736
0.88%, 10/18/34 (Call 07/18/34)^(a)	EUR		300		265,518
1.63%, 05/22/29 (Call 02/22/29)^(a)	EUR		190		196,412
EnBW Energie Baden-Wuerttemberg AG, 1.63%, 08/05/79 (Call 05/05/27)^(a)(b)	EUR		200		181,951
EnBW International Finance BV
0.50%, 03/01/33 (Call 12/01/32)^(a)	EUR		100		84,184
1.88%, 10/31/33 (Call 07/31/33)^(a)	EUR		436		421,115
6.13%, 07/07/39	EUR		180		263,890
Eurogrid GmbH, 1.11%, 05/15/32 (Call 02/15/32)^(a)	EUR		200		188,984
Evonik Finance BV, 0.75%, 09/07/28 (Call 06/07/28)^(a)	EUR		270		264,029


Security		Par (000)		Value

Germany (continued)
Fresenius SE & Co. KGaA
0.75%, 01/15/28 (Call 10/15/27)^(a)	EUR		550	$	540,570
2.88%, 02/15/29 (Call 11/15/28)^(a)	EUR		270		292,040
Grand City Properties SA
1.38%, 08/03/26 (Call 05/03/26)^(a)	EUR		400		396,379
1.50%, (Call 03/11/26)^(a)(b)(d)	EUR		100		90,679
Hamburg Commercial Bank AG
0.38%, 07/12/23^(a)	EUR		300		316,311
0.50%, 05/23/22^(a)	EUR		100		105,475
Hamburger Sparkasse AG, 0.38%, 05/23/24^(a)	EUR		300		312,760
Hannover Finance Luxembourg SA, 5.00%, 06/30/43 (Call 06/30/23)^(b)	EUR		100		110,240
Hannover Rueck SE
1.13%, 04/18/28 (Call 01/18/28)^(a)	EUR		300		304,047
1.38%, 06/30/42 (Call 12/30/31)^(a)(b)	EUR		100		87,454
1.75%, 10/08/40 (Call 07/08/30)^(a)(b)	EUR		200		185,758
HeidelbergCement AG, 1.50%, 02/07/25 (Call 11/07/24)^(a)	EUR		481		506,208
HeidelbergCement Finance Luxembourg SA
1.13%, 12/01/27 (Call 09/01/27)^(a)	EUR		320		319,895
1.50%, 06/14/27 (Call 03/14/27)^(a)	EUR		135		138,463
HOCHTIEF AG, 0.63%, 04/26/29 (Call 01/26/29)^(a)	EUR		350		310,720
Infineon Technologies AG, 1.63%, 06/24/29 (Call 03/24/29)^(a)	EUR		300		305,190
ING-DiBa AG
0.25%, 11/16/26^(a)	EUR		300		301,053
1.00%, 05/23/39^(a)	EUR		100		90,880
1.25%, 10/09/33^(a)	EUR		200		198,527
Investitionsbank Berlin, Series 214, 0.00%, 04/18/28^(a)(c)	EUR		200		194,007
KfW
0.00%, 06/30/23^(a)(c)	EUR		1,500		1,583,090
0.00%, 09/15/23^(c)	EUR		200		210,579
0.00%, 04/02/24^(a)(c)	EUR		500		523,424
0.00%, 07/04/24^(a)(c)	EUR		1,000		1,042,850
0.00%, 02/18/25^(a)(c)	EUR		500		516,941
0.00%, 06/15/26^(a)(c)	EUR		200		202,865
0.00%, 09/30/26^(a)(c)	EUR		400		404,341
0.00%, 03/31/27^(a)(c)	EUR		500		500,558
0.00%, 04/30/27^(a)(c)	EUR		600		600,201
0.00%, 05/05/27^(a)(c)	EUR		950		950,018
0.00%, 09/15/28^(a)(c)	EUR		1,000		980,323
0.00%, 09/17/30^(a)(c)	EUR		700		658,519
0.00%, 01/10/31^(a)(c)	EUR		1,500		1,401,333
0.05%, 05/30/24	EUR		50		52,296
0.05%, 09/29/34^(a)	EUR		1,010		873,848
0.13%, 11/07/23	EUR		1,100		1,158,937
0.13%, 01/15/24	EUR		400		420,486
0.13%, 10/04/24	EUR		600		625,533
0.13%, 12/30/26^(a)	GBP		200		229,289
0.13%, 01/09/32^(a)	EUR		2,230		2,067,106
0.25%, 06/30/25	EUR		1,000		1,037,470
0.38%, 03/15/23	EUR		300		317,988
0.38%, 04/23/25	EUR		750		781,995
0.38%, 03/09/26	EUR		1,370		1,415,538
0.63%, 07/04/22	EUR		200		211,435
0.63%, 01/15/25	EUR		600		631,824
0.63%, 02/22/27	EUR		800		827,098
0.63%, 01/07/28	EUR		351		359,927
0.75%, 12/07/27	GBP		300		350,606


Security		Par (000)		Value

Germany (continued)
0.75%, 06/28/28	EUR		990	$	1,019,899
0.88%, 09/15/26^(a)	GBP		970		1,159,777
0.88%, 07/04/39^(a)	EUR		320		293,161
1.13%, 07/04/25	GBP		700		856,115
1.13%, 09/15/32^(a)	EUR		220		222,861
1.13%, 05/09/33^(a)	EUR		500		500,985
1.13%, 06/15/37^(a)	EUR		100		96,569
1.25%, 12/29/23^(a)	GBP		400		497,729
1.25%, 07/04/36^(a)	EUR		440		435,190
1.38%, 12/15/25^(a)	GBP		400		490,984
1.38%, 07/31/35^(a)	EUR		170		171,779
1.50%, 06/11/24	EUR		350		376,698
2.13%, 08/15/23	EUR		550		595,245
5.00%, 03/19/24	AUD		70		51,206
6.00%, 12/07/28	GBP		150		233,971
Kreditanstalt fuer Wiederaufbau
0.00%, 12/15/27^(a)(c)	EUR		1,000		990,461
0.00%, 06/15/29^(a)(c)	EUR		800		771,894
Landesbank Baden-Wuerttemberg
0.13%, 06/27/23^(a)	EUR		100		105,265
0.25%, 01/10/25^(a)	EUR		300		309,456
0.38%, 01/14/26^(a)	EUR		386		393,891
0.38%, 02/18/27^(a)	EUR		500		487,071
0.38%, 02/21/31^(a)	EUR		300		260,644
Series 812, 0.00%, 07/16/27^(a)(c)	EUR		300		294,375
Landesbank Hessen-Thueringen Girozentrale
0.00%, 01/22/25^(a)(c)	EUR		300		307,298
0.38%, 05/12/25^(a)	EUR		600		612,323
0.50%, 09/25/25^(a)	EUR		300		308,918
0.88%, 03/20/28^(a)	EUR		600		612,449
Series H337, 0.00%, 09/26/29^(c)	EUR		100		94,072
Landeskreditbank Baden-Wuerttemberg Foerderbank, 0.38%, 04/13/26^(a)	EUR		430		438,364
Landwirtschaftliche Rentenbank
0.00%, 07/19/28^(a)(c)	EUR		500		487,587
0.00%, 11/27/29^(a)(c)	EUR		400		380,272
0.00%, 06/30/31^(a)(c)	EUR		670		615,871
0.25%, 07/15/24^(a)	EUR		700		729,301
0.25%, 08/29/25^(a)	EUR		600		617,608
0.38%, 01/22/24^(a)	EUR		100		105,086
0.38%, 02/14/28^(a)	EUR		300		301,148
0.50%, 02/28/29^(a)	EUR		300		299,465
0.63%, 05/18/27^(a)	EUR		200		205,112
0.63%, 10/31/36^(a)	EUR		50		44,895
1.25%, 05/20/22^(a)	EUR		317		334,710
1.38%, 09/08/25^(a)	GBP		200		245,852
2.60%, 03/23/27^(a)	AUD		100		67,201
2.70%, 09/05/22^(a)	AUD		70		49,714
4.75%, 05/06/26^(a)	AUD		200		147,847
Lanxess AG, 1.13%, 05/16/25 (Call 02/16/25)^(a)	EUR		325		337,455
LANXESS AG, 1.75%, 03/22/28 (Call 12/22/27)^(a)	EUR		300		299,908
LEG Immobilien AG, 0.88%, 11/28/27 (Call 08/28/27)^(a)	EUR		200		192,995
LEG Immobilien SE, 1.50%, 01/17/34 (Call 10/17/33)^(a)	EUR		300		261,967
Linde Finance BV
0.25%, 05/19/27 (Call 02/19/27)^(a)	EUR		200		198,029
Series 10, 2.00%, 04/18/23^(a)	EUR		320		343,637
Mercedes-Benz Group AG, 0.38%, 11/08/26^(a)	EUR		425		425,268


Security		Par (000)		Value

Germany (continued)
Merck Financial Services GmbH, 0.50%, 07/16/28 (Call 04/16/28)^(a)	EUR		300	$	295,157
Merck KGaA
1.63%, 06/25/79 (Call 09/18/24)^(a)(b)	EUR		100		102,858
1.63%, 09/09/80 (Call 06/09/26)^(a)(b)	EUR		100		98,885
2.88%, 06/25/79 (Call 03/25/29)^(a)(b)	EUR		100		100,616
3.38%, 12/12/74 (Call 12/12/24)^(a)(b)	EUR		200		215,672
Muenchener Hypothekenbank eG
0.13%, 09/05/35^(a)	EUR		200		167,448
0.50%, 03/14/25^(a)	EUR		100		103,599
0.63%, 05/07/27^(a)	EUR		400		406,236
1.00%, 04/18/39^(a)	EUR		200		182,829
2.50%, 07/04/28^(a)	EUR		190		212,178
Series 1803, 0.25%, 12/13/23^(a)	EUR		100		104,731
Series 1943, 0.25%, 05/02/36^(a)	EUR		100		83,999
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
1.00%, 05/26/42 (Call 11/26/31)^(a)(b)	EUR		300		253,349
1.25%, 05/26/41 (Call 11/26/30)^(a)(b)	EUR		100		88,903
3.25%, 05/26/49 (Call 05/26/29)^(a)(b)	EUR		100		104,505
Norddeutsche Landesbank-Girozentrale, 0.75%, 01/18/28^(a)	EUR		472		477,915
NRW Bank
0.00%, 10/15/29^(c)	EUR		70		65,989
0.10%, 07/09/35	EUR		570		477,672
0.13%, 07/07/23	EUR		300		316,010
0.25%, 05/16/24^(a)	EUR		150		156,323
0.25%, 03/10/25^(a)	EUR		700		720,875
0.25%, 07/04/25	EUR		200		205,369
0.38%, 11/17/26^(a)	EUR		100		101,273
0.50%, 05/26/25^(a)	EUR		300		310,709
0.50%, 05/11/26^(a)	EUR		50		51,215
0.50%, 06/17/41^(a)	EUR		100		82,414
0.63%, 02/11/26	EUR		300		309,700
0.88%, 04/12/34	EUR		200		189,659
1.20%, 03/28/39	EUR		100		94,491
O2 Telefonica Deutschland Finanzierungs GmbH, 1.75%, 07/05/25 (Call 04/05/25)^(a)	EUR		200		211,323
Roadster Finance DAC, 1.63%, 02/09/24^(a)	EUR		100		103,056
RWE AG, 1.00%, 11/26/33 (Call 08/26/33)^(a)	EUR		300		263,173
SAP SE
0.75%, 12/10/24 (Call 09/10/24)^(a)	EUR		400		419,275
1.00%, 04/01/25 (Call 01/01/25)^(a)	EUR		219		229,953
1.25%, 03/10/28 (Call 12/10/27)^(a)	EUR		400		414,503
1.75%, 02/22/27 (Call 11/22/26)^(a)	EUR		102		108,799
Siemens Financieringsmaatschappij NV
0.00%, 09/05/24^(a)(c)	EUR		475		490,568
0.38%, 09/06/23^(a)	EUR		210		221,303
0.50%, 09/05/34^(a)	EUR		100		88,131
1.00%, 02/20/25^(a)	GBP		200		241,005
1.00%, 09/06/27^(a)	EUR		90		92,756
1.00%, 02/25/30 (Call 11/25/29)^(a)	EUR		200		199,067
1.25%, 02/28/31^(a)	EUR		250		252,144
1.75%, 02/28/39^(a)	EUR		200		196,048
2.75%, 09/10/25^(a)	GBP		200		252,941
2.88%, 03/10/28^(a)	EUR		491		555,001
Siemens Financieringsmat Co., 1.25%, 02/25/35	EUR		200		192,590
Talanx AG, 2.25%, 12/05/47 (Call 12/05/27)^(a)(b)	EUR		100		100,606
Traton Finance Luxembourg SA, 0.75%, 03/24/29 (Call 12/24/28)^(a)	EUR		400		369,486


Security		Par (000)		Value

Germany (continued)
UniCredit Bank AG
0.00%, 09/10/24^(a)(c)	EUR		286	$	294,586
0.00%, 09/15/28^(a)(c)	EUR		300		287,704
0.00%, 01/21/36^(a)(c)	EUR		100		81,547
0.25%, 01/15/32^(a)	EUR		300		274,810
0.50%, 05/04/26^(a)	EUR		200		204,331
0.85%, 05/22/34^(a)	EUR		580		545,171
Vier Gas Transport GmbH, 3.13%, 07/10/23^(a)	EUR		295		319,831
Volkswagen Bank GmbH, 2.50%, 07/31/26^(a)	EUR		100		105,640
Volkswagen Financial Services AG
0.38%, 02/12/30^(a)	EUR		550		478,556
1.50%, 10/01/24^(a)	EUR		200		209,688
2.25%, 10/16/26^(a)	EUR		70		73,347
3.00%, 04/06/25^(a)	EUR		500		542,033
3.38%, 04/06/28^(a)	EUR		50		54,468
Volkswagen Financial Services Australia Pty Ltd., 3.10%, 04/17/23^(a)	AUD		200		141,475
Volkswagen Financial Services NV
1.13%, 09/18/23^(a)	GBP		300		368,129
2.25%, 04/12/25^(a)	GBP		150		182,140
Volkswagen International Finance NV
2.63%, 11/16/27^(a)	EUR		300		318,441
3.30%, 03/22/33^(a)	EUR		100		107,602
3.38%, 11/16/26^(a)	GBP		200		249,589
3.88%, (Call 06/17/29)^(a)(b)(d)	EUR		400		388,222
4.13%, 11/16/38^(a)	EUR		200		231,363
4.38%, (Call 03/28/31)^(a)(b)(d)	EUR		300		291,663
4.63%, (Call 03/24/26)^(a)(b)(d)	EUR		200		211,528
4.63%, (Call 06/27/28)^(a)(b)(d)	EUR		300		308,573
Series 10Y, 1.88%, 03/30/27^(a)	EUR		400		411,363
Series NC6, 3.38%, (Call 06/27/24)^(a)(b)(d)	EUR		400		417,233
Volkswagen Leasing GmbH
0.50%, 01/12/29^(a)	EUR		100		90,983
1.13%, 04/04/24^(a)	EUR		384		402,573
1.38%, 01/20/25^(a)	EUR		250		259,774
1.50%, 06/19/26^(a)	EUR		400		407,510
2.38%, 09/06/22^(a)	EUR		300		319,121
2.63%, 01/15/24^(a)	EUR		350		377,817
Vonovia Finance BV
0.63%, 10/07/27 (Call 07/07/27)^(a)	EUR		300		285,640
1.00%, 07/09/30 (Call 04/09/30)^(a)	EUR		300		269,550
1.13%, 09/14/34 (Call 06/14/34)^(a)	EUR		100		79,804
1.25%, 12/06/24^(a)	EUR		100		104,481
1.50%, 03/22/26^(a)	EUR		100		102,138
1.50%, 06/10/26^(a)	EUR		100		101,558
1.63%, 10/07/39 (Call 07/07/39)^(a)	EUR		100		76,657
1.75%, 01/25/27^(a)	EUR		200		203,616
1.80%, 06/29/25 (Call 03/29/25)^(a)	EUR		200		209,490
2.25%, 04/07/30 (Call 01/07/30)^(a)	EUR		400		400,240
Vonovia SE
0.63%, 12/14/29 (Call 09/14/29)^(a)	EUR		200		177,844
1.50%, 06/14/41 (Call 03/14/41)^(a)	EUR		200		149,326
1.63%, 09/01/51 (Call 06/01/51)^(a)	EUR		200		138,116
1.88%, 06/28/28 (Call 03/28/28)^(a)	EUR		300		303,987
VW Credit Canada Inc., 3.25%, 03/29/23	CAD		250		194,553
Wintershall Dea Finance BV
0.45%, 09/25/23 (Call 06/25/23)^(a)	EUR		300		307,516
1.33%, 09/25/28 (Call 06/25/28)^(a)	EUR		400		355,615


Security		Par (000)		Value

Germany (continued)
Wirtschafts- und Infrastrukturbank Hessen, 0.88%, 06/14/28	EUR		200	$	203,833


					113,622,096

Hong Kong — 0.0%
CK Hutchison Europe Finance 18 Ltd., 1.25%, 04/13/25^(a)	EUR		105		109,115
CK Hutchison Finance 16 II Ltd., 0.88%, 10/03/24^(a)	EUR		300		311,997
CK Hutchison Finance 16 Ltd., Series B, 2.00%, 04/06/28^(a)	EUR		300		305,351


					726,463

Hungary — 0.0%
MOL Hungarian Oil & Gas PLC, 1.50%, 10/08/27 (Call 07/08/27)^(a)	EUR		200		189,997


Iceland — 0.0%
Landsbankinn HF, 0.50%, 05/20/24^(a)	EUR		200		204,599


Indonesia — 0.0%
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 1.88%, 11/05/31^(a)	EUR		200		177,141


Ireland — 0.1%
AIB Group PLC, 0.50%, 11/17/27 (Call 11/17/26)^(a)(b)	EUR		300		288,676
AIB Mortgage Bank, 0.88%, 02/04/23^(a)	EUR		100		106,169
Bank of Ireland Group PLC
0.75%, 07/08/24 (Call 07/08/23)^(a)(b)	EUR		290		304,207
1.38%, 08/29/23^(a)	EUR		150		159,073
Bank of Ireland Mortgage Bank, 0.63%, 03/14/25^(a).	EUR		100		103,732
CRH Finance DAC, 1.38%, 10/18/28 (Call 07/18/28)^(a)	EUR		200		202,223
ESB Finance DAC
1.75%, 02/07/29 (Call 11/07/28)^(a)	EUR		100		104,804
1.88%, 06/14/31 (Call 03/14/31)^(a)	EUR		100		103,902
2.13%, 11/05/33 (Call 08/05/33)^(a)	EUR		407		425,573
Freshwater Finance PLC, Series A, 5.18%, 04/20/35^(a)	GBP		100		147,596
Kerry Group Financial Services Unltd Co.
0.63%, 09/20/29 (Call 06/20/29)^(a)	EUR		300		280,232
0.88%, 12/01/31 (Call 09/01/31)^(a)	EUR		100		91,903
PartnerRe Ireland Finance DAC, 1.25%, 09/15/26^(a)	EUR		200		204,348
Ryanair DAC
1.13%, 08/15/23^(a)	EUR		400		420,980
2.88%, 09/15/25^(a)	EUR		100		107,176
Smurfit Kappa Acquisitions ULC, 2.88%, 01/15/26 (Call 10/15/25)^(a)	EUR		100		108,503
Smurfit Kappa Treasury Co., 0.50%, 09/22/29 (Call 06/22/29)^(a)	EUR		300		275,526


					3,434,623

Isle Of Man — 0.0%
NE Property BV, 3.38%, 07/14/27 (Call 04/14/27)^(a)	EUR		225		228,166


Italy — 0.8%
2i Rete Gas SpA, 2.20%, 09/11/25 (Call 06/11/25)^(a)	EUR		460		491,231
A2A SpA
1.00%, 07/16/29 (Call 04/16/29)^(a)	EUR		350		338,210
1.63%, 10/19/27 (Call 07/19/27)^(a)	EUR		100		102,938


Security		Par (000)		Value

Italy (continued)
ACEA SpA
0.25%, 07/28/30 (Call 04/28/30)^(a)	EUR		100	$	88,366
1.00%, 10/24/26 (Call 07/24/26)^(a)	EUR		250		254,979
1.50%, 06/08/27 (Call 03/08/27)^(a)	EUR		240		247,980
1.75%, 05/23/28 (Call 02/23/28)^(a)	EUR		110		114,289
Aeroporti di Roma SpA, 1.63%, 06/08/27 (Call 03/08/27)^(a)	EUR		250		250,411
AMCO - Asset Management Co. SpA
1.38%, 01/27/25^(a)	EUR		200		208,036
2.25%, 07/17/27^(a)	EUR		450		467,189
Anima Holding SpA, 1.50%, 04/22/28^(a)	EUR		100		94,301
Assicurazioni Generali SpA
4.13%, 05/04/26^(a)	EUR		300		328,372
5.13%, 09/16/24^(a)	EUR		370		423,307
5.50%, 10/27/47 (Call 10/27/27)^(a)(b)	EUR		350		391,047
ASTM SpA
1.50%, 01/25/30 (Call 10/25/29)^(a)	EUR		400		367,764
2.38%, 11/25/33 (Call 08/25/33)^(a)	EUR		300		272,357
3.38%, 02/13/24^(a)	EUR		209		226,003
Banca Monte dei Paschi di Siena SpA
0.88%, 10/08/27^(a)	EUR		300		303,883
2.00%, 01/29/24^(a)	EUR		240		257,771
Series 16, 2.88%, 07/16/24^(a)	EUR		200		218,278
Banco BPM SpA
1.00%, 01/23/25^(a)	EUR		200		209,270
1.13%, 09/25/23^(a)	EUR		300		318,476
Banco di Desio e della Brianza SpA, 0.38%, 07/24/26^(a)	EUR		200		201,527
BPER Banca, 1.00%, 07/22/23^(a)	EUR		200		212,153
Credit Agricole Italia SpA
0.25%, 09/30/24^(a)	EUR		100		103,276
0.25%, 01/17/28^(a)	EUR		300		293,935
0.38%, 01/20/32^(a)	EUR		300		274,544
1.00%, 03/25/27^(a)	EUR		200		205,973
1.00%, 01/17/45^(a)	EUR		100		86,947
1.13%, 03/21/25^(a)	EUR		200		210,298
Enel Finance International NV
0.38%, 06/17/27 (Call 03/17/27)^(a)	EUR		500		488,843
0.50%, 06/17/30 (Call 03/17/30)^(a)	EUR		600		545,240
1.13%, 10/17/34 (Call 07/17/34)^(a)	EUR		216		189,697
1.38%, 06/01/26^(a)	EUR		579		601,764
2.88%, 04/11/29 (Call 01/11/29)^(a)	GBP		300		363,760
5.63%, 08/14/24^(a)	GBP		300		400,752
5.75%, 09/14/40^(a)	GBP		230		355,432
Enel SpA
2.50%, (Call 08/24/23)^(a)(b)(d)	EUR		500		529,237
5.25%, 05/20/24^(a)	EUR		170		194,419
Series 6.5Y, 1.38%, (Call 06/08/27)^(a)(b)(d)	EUR		300		272,709
Eni SpA
0.63%, 01/23/30^(a)	EUR		300		277,013
0.75%, 05/17/22^(a)	EUR		450		474,884
1.13%, 09/19/28^(a)	EUR		670		663,885
1.75%, 01/18/24^(a)	EUR		279		298,558
2.75%, (Call 02/11/30)^(a)(b)(d)	EUR		300		267,196
3.75%, 09/12/25^(a)	EUR		150		170,470
Series NC5., 2.63%, (Call 10/13/25)^(a)(b)(d)	EUR		100		100,880
Series NC9, 3.38%, (Call 07/13/29)^(a)(b)(d)	EUR		100		95,209
ERG SpA, 1.88%, 04/11/25 (Call 01/11/25)^(a)	EUR		100		105,188
FCA Bank SpA/Ireland 0.00%, 04/16/24 (Call 01/16/24)^(a)(c)	EUR		100		102,859


Security		Par (000)		Value

Italy (continued)
0.25%, 02/28/23 (Call 01/28/23)^(a)	EUR		400	$	422,242
0.50%, 09/13/24 (Call 06/13/24)^(a)	EUR		200		206,848
0.63%, 11/24/22 (Call 10/24/22)^(a)	EUR		125		132,263
Ferrovie dello Stato Italiane SpA
0.38%, 03/25/28^(a)	EUR		325		310,417
1.50%, 06/27/25^(a)	EUR		360		380,014
Hera SpA
0.25%, 12/03/30 (Call 09/03/30)^(a)	EUR		223		194,475
0.88%, 10/14/26^(a)	EUR		100		101,123
Intesa Sanpaolo SpA
0.63%, 03/23/23^(a)	EUR		400		423,761
0.63%, 02/24/26^(a)	EUR		400		391,703
0.75%, 03/16/28^(a)	EUR		300		284,583
1.00%, 01/27/23^(a)	EUR		250		265,636
1.00%, 07/04/24^(a)	EUR		575		600,815
1.00%, 09/25/25^(a)	EUR		300		313,475
1.13%, 06/16/27^(a)	EUR		400		414,701
1.13%, 10/04/27^(a)	EUR		200		206,530
1.38%, 01/18/24^(a)	EUR		510		541,495
1.38%, 12/18/25^(a)	EUR		100		105,605
1.75%, 07/04/29^(a)	EUR		225		221,551
2.13%, 08/30/23^(a)	EUR		150		161,222
2.50%, 01/15/30^(a)	GBP		200		226,343
3.13%, 02/05/24^(a)	EUR		100		109,750
3.25%, 02/10/26^(a)	EUR		100		112,821
Iren SpA
1.00%, 07/01/30 (Call 04/01/30)^(a)	EUR		200		185,988
1.50%, 10/24/27 (Call 07/24/27)^(a)	EUR		300		306,288
1.95%, 09/19/25 (Call 06/19/25)^(a)	EUR		100		106,419
Italgas SpA
0.88%, 04/24/30^(a)	EUR		430		403,385
1.63%, 01/19/27^(a)	EUR		300		313,257
Mediobanca Banca di Credito Finanziario SpA
0.50%, 10/01/26^(a)	EUR		100		101,365
0.88%, 01/15/26^(a)	EUR		200		199,845
1.13%, 04/23/25^(a)	EUR		250		255,981
1.63%, 01/07/25^(a)	EUR		100		105,223
Series 4, 1.38%, 11/10/25^(a)	EUR		300		317,118
Poste Italiane SpA, 0.50%, 12/10/28 (Call 09/10/28)^(a)	EUR		300		278,282
Snam SpA
0.00%, 12/07/28 (Call 09/07/28)^(a)(c)	EUR		267		243,781
0.88%, 10/25/26^(a)	EUR		461		468,848
1.25%, 06/20/34 (Call 03/20/34)^(a)	EUR		200		179,675
1.38%, 10/25/27 (Call 07/25/27)^(a)	EUR		110		113,659
Societa Cattolica Di Assicurazione SPA, 4.25%,
12/14/47 (Call 12/14/27)^(a)(b)	EUR		200		210,990
Terna - Rete Elettrica Nazionale
0.38%, 09/25/30 (Call 06/25/30)^(a)	EUR		300		269,864
1.38%, 07/26/27^(a)	EUR		300		309,310
Terna Rete Elettrica Nazionale SpA, 4.90%, 10/28/24^(a)	EUR		103		118,562
UniCredit SpA
0.33%, 01/19/26^(a)	EUR		400		389,606
0.38%, 10/31/26^(a)	EUR		300		300,626
0.75%, 04/30/25^(a)	EUR		500		518,661
0.85%, 01/19/31^(a)	EUR		100		85,601
1.63%, 07/03/25 (Call 07/03/24)^(a)(b)	EUR		300		311,817
1.80%, 01/20/30^(a)	EUR		500		470,597


Security		Par (000)		Value

Italy (continued)
2.00%, 03/04/23^(a)	EUR		454	$	485,514


					27,238,741

Japan — 0.2%
American Honda Finance Corp., 0.55%, 03/17/23	EUR		300		317,327
Asahi Group Holdings Ltd., 1.15%, 09/19/25 (Call 06/19/25)^(a)	EUR		200		208,195
East Japan Railway Co.
0.77%, 09/15/34^(a)	EUR		100		87,144
1.16%, 09/15/28^(a)	GBP		150		171,014
4.50%, 01/25/36^(a)	GBP		50		72,122
JT International Financial Services BV, 1.00%, 11/26/29 (Call 08/26/29)^(a)	EUR		200		188,494
Mitsubishi UFJ Financial Group Inc.
0.85%, 07/19/29^(a)	EUR		200		191,604
0.87%, 09/07/24^(a)	EUR		400		416,414
Mizuho Financial Group Inc.
0.40%, 09/06/29^(a)	EUR		300		273,073
0.80%, 04/15/30^(a)	EUR		335		307,532
1.02%, 10/11/23^(a)	EUR		310		328,065
Nissan Motor Co. Ltd.
2.65%, 03/17/26 (Call 02/17/26)^(a)	EUR		200		205,848
3.20%, 09/17/28 (Call 06/17/28)^(a)	EUR		150		150,381
NTT Finance Corp., 0.00%, 03/03/25 (Call 02/03/25)^(a)(c)	EUR		400		406,700
Sumitomo Mitsui Banking Corp.
0.41%, 11/07/29^(a)	EUR		100		95,326
0.55%, 11/06/23^(a)	EUR		500		525,539
Sumitomo Mitsui Financial Group Inc.
0.63%, 10/23/29^(a)	EUR		300		275,807
0.93%, 10/11/24^(a)	EUR		416		435,076
1.41%, 06/14/27^(a)	EUR		100		101,461
1.55%, 06/15/26^(a)	EUR		247		256,959
Takeda Pharmaceutical Co. Ltd.
0.75%, 07/09/27 (Call 05/09/27)	EUR		200		198,242
1.38%, 07/09/32 (Call 04/09/32)	EUR		400		376,630
2.00%, 07/09/40 (Call 01/09/40)	EUR		100		89,371
3.00%, 11/21/30 (Call 08/21/30)^(a)	EUR		200		219,525
Toyota Motor Finance Netherlands BV, 1.38%, 05/23/23^(a)	GBP		400		497,639


					6,395,488

Liechtenstein — 0.0%
LGT Bank AG, 1.88%, 02/08/23^(a)	CHF		100		104,403


Lithuania — 0.0%
AB Ignitis Grupe, 2.00%, 07/14/27^(a)	EUR		200		206,623


Luxembourg — 0.1%
Aroundtown SA, 1.63%, (Call 04/16/26)^(a)(b)(d)	EUR		100		89,437
Bevco Lux Sarl, 1.50%, 09/16/27 (Call 06/16/27)^(a)	EUR		200		202,428
Blackstone Property Partners
3.63%, 10/29/29	EUR		200		208,083
4.88%, 04/29/32	GBP		200		250,172
Blackstone Property Partners Europe Holdings Sarl
1.00%, 05/04/28 (Call 02/04/28)^(a)	EUR		100		90,907
1.75%, 03/12/29 (Call 12/12/28)^(a)	EUR		300		279,748
2.20%, 07/24/25 (Call 04/24/25)^(a)	EUR		300		311,478
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund, 0.50%, 01/27/28 (Call 10/27/27)^(a)	EUR		100		92,391


Security		Par (000)		Value

Luxembourg (continued)
CK Hutchison Group Telecom Finance SA
0.75%, 04/17/26 (Call 01/17/26)^(a)	EUR		210	$	210,564
1.13%, 10/17/28 (Call 07/17/28)^(a)	EUR		400		381,335
CPI Property Group SA, 1.75%, 01/14/30 (Call 10/14/29)^(a)	EUR		400		345,011
Logicor Financing Sarl
2.25%, 05/13/25 (Call 02/13/25)^(a)	EUR		350		366,312
2.75%, 01/15/30 (Call 10/15/29)^(a)	GBP		100		115,736
3.25%, 11/13/28 (Call 08/13/28)^(a)	EUR		260		269,959
Prologis International Funding II SA, 0.88%, 07/09/29 (Call 04/09/29)^(a)	EUR		300		282,738
SELP Finance Sarl
0.88%, 05/27/29 (Call 02/27/29)^(a)	EUR		100		91,591
1.50%, 12/20/26 (Call 09/20/26)^(a)	EUR		250		252,004


					3,839,894

Mexico — 0.0%
America Movil SAB de CV
2.13%, 03/10/28	EUR		400		419,803
4.95%, 07/22/33	GBP		200		283,030
5.00%, 10/27/26	GBP		200		271,800
5.75%, 06/28/30	GBP		120		175,879
Fomento Economico Mexicano SAB de CV, 0.50%, 05/28/28 (Call 02/28/28)	EUR		300		283,289


					1,433,801

Netherlands — 1.0%
ABN AMRO Bank NV
0.38%, 01/14/35^(a)	EUR		200		174,907
0.40%, 09/17/41^(a)	EUR		100		79,313
0.50%, 04/15/26^(a)	EUR		200		203,926
0.60%, 01/15/27^(a)	EUR		300		296,303
0.63%, 05/31/22^(a)	EUR		300		316,703
0.88%, 01/15/24^(a)	EUR		500		528,593
0.88%, 01/14/26^(a)	EUR		400		415,845
1.00%, 04/13/31^(a)	EUR		600		596,378
1.00%, 06/02/33^(a)	EUR		200		178,405
1.13%, 01/12/32^(a)	EUR		200		199,105
1.13%, 04/23/39^(a)	EUR		200		184,937
1.25%, 01/10/33^(a)	EUR		200		199,493
1.38%, 01/12/37^(a)	EUR		100		97,733
1.45%, 04/12/38^(a)	EUR		300		294,094
2.50%, 09/05/23^(a)	EUR		200		216,687
3.38%, 08/15/31^(a)	CHF		200		241,931
7.13%, 07/06/22^(a)	EUR		450		480,291
Achmea Bank NV, 0.38%, 11/22/24^(a)	EUR		300		310,358
Achmea BV, 1.50%, 05/26/27 (Call 02/26/27)^(a)	EUR		334		347,822
Aegon Bank NV
0.25%, 05/25/23^(a)	EUR		100		105,402
0.38%, 01/21/24^(a)	EUR		200		206,831
Aegon NV, 6.13%, 12/15/31	GBP		50		77,191
Akzo Nobel NV
1.13%, 04/08/26 (Call 01/08/26)^(a)	EUR		200		206,401
2.00%, 03/28/32 (Call 12/28/31)^(a)	EUR		200		201,485
Alliander NV, 2.88%, 06/14/24	EUR		200		220,609
ASML Holding NV
0.63%, 05/07/29 (Call 02/07/29)^(a)	EUR		340		332,603
1.38%, 07/07/26 (Call 04/07/26)^(a)	EUR		300		317,454
ASR Nederland NV, 5.00%, (Call 09/30/24)^(a)(b)(d)	EUR		230		252,613
BNG Bank NV
0.20%, 11/09/24^(a)	EUR		450		465,646


Security		Par (000)		Value

Netherlands (continued)
0.25%, 06/07/24^(a)	EUR		300	$	313,020
0.63%, 06/19/27^(a)	EUR		250		255,491
0.75%, 01/11/28^(a)	EUR		250		255,232
0.75%, 01/24/29^(a)	EUR		390		393,640
0.88%, 10/17/35^(a)	EUR		500		467,659
1.00%, 01/12/26^(a)	EUR		200		210,359
1.38%, 10/21/30^(a)	EUR		200		207,796
1.50%, 07/15/39^(a)	EUR		284		283,820
2.25%, 07/17/23^(a)	EUR		80		86,373
3.25%, 07/15/25^(a)	AUD		200		140,367
3.30%, 07/17/28^(a)	AUD		400		273,014
Cooperatieve Rabobank UA
0.25%, 05/31/24^(a)	EUR		200		207,981
0.50%, 12/06/22^(a)	EUR		200		211,809
0.63%, 04/26/26^(a)	EUR		200		205,293
0.63%, 02/25/33^(a)	EUR		300		263,480
0.75%, 08/29/23^(a)	EUR		300		317,621
0.75%, 03/02/32	EUR		500		479,485
0.75%, 06/21/39^(a)	EUR		200		173,670
0.88%, 02/08/28^(a)	EUR		600		611,930
0.88%, 02/01/29^(a)	EUR		200		201,888
1.25%, 03/23/26^(a)	EUR		570		598,634
1.38%, 02/03/27^(a)	EUR		610		638,938
1.50%, 04/26/38^(a)	EUR		300		296,790
3.88%, 07/25/23^(a)	EUR		125		137,324
5.25%, 09/14/27^(a)	GBP		200		267,460
5.38%, 08/03/60^(a)	GBP		100		190,428
Series 2541, 4.00%, 09/19/22	GBP		150		190,055
CTP NV
0.88%, 01/20/26 (Call 10/20/25)^(a)	EUR		300		286,856
1.25%, 06/21/29 (Call 03/21/29)^(a)	EUR		200		176,713
de Volksbank NV
0.38%, 09/16/41^(a)	EUR		200		158,447
1.00%, 03/08/28^(a)	EUR		200		205,122
Enexis Holding NV
0.75%, 07/02/31 (Call 04/02/31)^(a)	EUR		375		354,891
1.50%, 10/20/23 (Call 07/20/23)^(a)	EUR		350		373,693
Euronext NV, 0.75%, 05/17/31 (Call 02/17/31)^(a)	EUR		300		274,196
EXOR NV
0.88%, 01/19/31 (Call 10/19/30)^(a)	EUR		200		178,147
1.75%, 01/18/28 (Call 10/18/27)^(a)	EUR		200		206,061
Heineken NV
1.00%, 05/04/26 (Call 02/04/26)^(a)	EUR		370		379,781
1.25%, 03/17/27 (Call 12/17/26)^(a)	EUR		200		206,133
1.75%, 05/07/40 (Call 11/07/39)^(a)	EUR		300		267,500
ING Bank NV
0.75%, 02/18/29^(a)	EUR		400		400,193
1.00%, 02/17/37^(a)	EUR		300		277,947
1.88%, 05/22/23^(a)	EUR		400		429,141
ING Groep NV
0.25%, 02/18/29 (Call 02/18/28)^(a)(b)	EUR		200		184,564
0.25%, 02/01/30 (Call 02/01/29)^(a)(b)	EUR		400		359,320
1.13%, 02/14/25^(a)	EUR		600		625,482
1.13%, 12/07/28 (Call 12/07/27)^(a)(b)	GBP		300		327,338
1.25%, 02/16/27 (Call 02/16/26)^(a)(b)	EUR		300		304,762
1.63%, 09/26/29 (Call 09/26/24)^(a)(b)	EUR		600		617,462
2.00%, 09/20/28^(a)	EUR		300		307,019
2.13%, 05/26/31 (Call 02/26/26)^(a)(b)	EUR		100		102,089
2.50%, 11/15/30^(a)	EUR		300		315,181
JDE Peet’s NV, 1.13%, 06/16/33 (Call 03/16/33)^(a)	EUR		225		194,501


Security		Par (000)		Value

Netherlands (continued)
Koninklijke Ahold Delhaize NV, 0.25%, 06/26/25 (Call 03/26/25)^(a)	EUR		352	$	355,939
Koninklijke DSM NV, 1.00%, 04/09/25 (Call 01/09/25)^(a)	EUR		470		491,756
Koninklijke KPN NV
0.88%, 11/15/33 (Call 08/15/33)^(a)	EUR		300		264,316
5.63%, 09/30/24^(a)	EUR		150		174,542
5.75%, 09/17/29^(a)	GBP		310		431,878
Koninklijke Philips NV
0.50%, 09/06/23 (Call 06/06/23)^(a)	EUR		120		126,821
2.00%, 03/30/30 (Call 12/30/29)^(a)	EUR		200		206,428
LeasePlan Corp. NV
0.13%, 09/13/23	EUR		100		104,099
0.75%, 10/03/22^(a)	EUR		320		338,701
1.38%, 03/07/24^(a)	EUR		200		210,724
Louis Dreyfus Co. BV
1.63%, 04/28/28 (Call 01/28/28)^(a)	EUR		100		93,768
2.38%, 11/27/25 (Call 08/27/25)^(a)	EUR		100		103,567
Nationale-Nederlanden Bank NV Netherlands (The)
0.63%, 09/11/25^(a)	EUR		400		412,490
1.00%, 09/25/28^(a)	EUR		200		203,466
Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV, 0.13%, 06/01/23^(a)	EUR		100		105,332
Nederlandse Gasunie NV, 1.38%, 10/16/28 (Call 07/16/28)^(a)	EUR		300		307,671
Nederlandse Waterschapsbank NV
0.13%, 01/17/24^(a)	EUR		300		313,634
0.50%, 01/19/23^(a)	EUR		100		105,934
0.50%, 04/29/30^(a)	EUR		500		486,474
0.63%, 02/06/29^(a)	EUR		200		199,689
1.00%, 09/03/25^(a)	EUR		400		420,077
1.00%, 03/01/28^(a)	EUR		600		619,431
1.25%, 06/07/32^(a)	EUR		100		101,302
1.50%, 06/15/39^(a)	EUR		200		200,088
1.63%, 01/29/48^(a)	EUR		200		208,017
3.45%, 07/17/28^(a)	AUD		300		206,318
NIBC Bank NV
0.13%, 04/21/31^(a)	EUR		100		90,998
1.00%, 09/11/28^(a)	EUR		200		202,899
1.13%, 04/19/23^(a)	EUR		200		211,446
NN Group NV
4.63%, 04/08/44 (Call 04/08/24)^(a)(b)	EUR		350		381,676
4.63%, 01/13/48 (Call 01/13/28)^(a)(b)	EUR		300		332,309
PostNL NV, 0.63%, 09/23/26 (Call 06/23/26)	EUR		100		100,181
Royal Schiphol Group NV
1.50%, 11/05/30 (Call 08/05/30)^(a)	EUR		100		101,424
2.00%, 04/06/29 (Call 01/06/29)^(a)	EUR		400		424,293
Shell International Finance BV
0.88%, 08/21/28^(a)	CHF		75		74,802
0.88%, 11/08/39^(a)	EUR		300		238,392
1.25%, 05/12/28^(a)	EUR		220		224,989
1.25%, 11/11/32^(a)	EUR		300		286,625
1.88%, 09/15/25^(a)	EUR		610		653,887
1.88%, 04/07/32^(a)	EUR		210		215,598
Stedin Holding NV, 1.38%, 09/19/28 (Call 06/19/28)^(a)	EUR		400		409,882
Stellantis NV
0.75%, 01/18/29 (Call 10/18/28)^(a)	EUR		300		276,133
1.25%, 06/20/33 (Call 03/20/33)^(a)	EUR		300		250,147
2.00%, 03/20/25 (Call 12/20/24)^(a)	EUR		500		531,479


Security		Par (000)		Value

Netherlands (continued)
2.75%, 04/01/32 (Call 01/01/32)^(a)	EUR		300	$	300,056
TenneT Holding BV
1.00%, 06/13/26 (Call 03/13/26)^(a)	EUR		200		206,954
1.38%, 06/26/29 (Call 03/26/29)^(a)	EUR		200		204,506
1.50%, 06/03/39 (Call 03/03/39)^(a)	EUR		500		454,161
2.00%, 06/05/34 (Call 03/05/34)^(a)	EUR		100		101,730
4.63%, 02/21/23^(a)	EUR		200		218,881
Unilever Finance Netherlands BV, 1.75%, 03/25/30 (Call 12/25/29)^(a)	EUR		320		337,135
Van Lanschot Kempen Wealth Management NV, 0.88%, 02/15/27^(a)	EUR		200		204,637
Vesteda Finance BV, 2.00%, 07/10/26 (Call 04/10/26)^(a)	EUR		100		105,721
Viterra Finance BV, 1.00%, 09/24/28 (Call 06/24/28)^(a)	EUR		300		274,367
Wolters Kluwer NV
0.75%, 07/03/30 (Call 04/03/30)^(a)	EUR		150		140,763
1.50%, 03/22/27 (Call 12/22/26)^(a)	EUR		100		104,338


					37,594,026

New Zealand — 0.1%
ANZ New Zealand Int’l Ltd./London
0.13%, 09/22/23^(a)	EUR		100		104,817
0.38%, 09/17/29^(a)	EUR		100		92,131
0.50%, 01/17/24^(a)	EUR		200		209,836
ASB Finance Ltd., 0.75%, 03/13/24^(a)	EUR		300		314,589
ASB Finance Ltd./London, 0.63%, 10/18/24^(a)	EUR		200		208,271
BNZ International Funding Ltd/London, 0.63%, 07/03/25^(a)	EUR		200		206,445
Westpac Sec NZ/London Covered, 0.00%, 06/08/28^(a)(c)	EUR		200		190,967
Westpac Securities NZ Ltd./London
0.38%, 02/05/24^(a)	CHF		150		153,764
0.50%, 01/17/24^(a)	EUR		200		209,863


					1,690,683

Norway — 0.3%
Avinor AS, 1.00%, 04/29/25 (Call 01/29/25)^(a)	EUR		350		364,639
DNB Bank ASA
0.05%, 11/14/23^(a)	EUR		555		579,145
1.13%, 03/01/23^(a)	EUR		200		212,688
2.63%, 06/10/26 (Call 06/10/25)^(a)(b)	GBP		300		371,531
DNB Boligkreditt AS
0.00%, 05/12/28^(a)(c)	EUR		300		288,869
0.25%, 04/18/23^(a)	EUR		150		158,339
0.25%, 09/07/26^(a)	EUR		400		401,784
0.38%, 11/14/23^(a)	EUR		500		525,539
0.38%, 11/20/24^(a)	EUR		100		103,626
0.63%, 01/14/26^(a)	EUR		400		411,561
Eika Boligkreditt AS
0.00%, 03/12/27^(c)	EUR		200		196,746
0.38%, 04/20/23^(a)	EUR		300		317,105
0.50%, 08/28/25^(a)	EUR		200		205,730
Equinor ASA
0.75%, 05/22/26 (Call 03/22/26)^(a)	EUR		450		462,423
1.38%, 05/22/32 (Call 02/22/32)^(a)	EUR		200		197,455
1.63%, 11/09/36 (Call 08/09/36)^(a)	EUR		200		189,383
4.25%, 04/10/41^(a)	GBP		290		410,663
6.88%, 03/11/31^(a)	GBP		100		162,981
Santander Consumer Bank AS, 0.13%, 02/25/25^(a)	EUR		300		303,202
Sparebank 1 Boligkreditt, 0.05%, 11/03/28	EUR		500		477,724


Security		Par (000)		Value

Norway (continued)
SpareBank 1 Boligkreditt AS
0.13%, 05/14/26^(a)	EUR		200	$	200,993
0.13%, 11/05/29^(a)	EUR		300		282,757
0.13%, 05/12/31^(a)	EUR		150		136,951
0.25%, 08/30/26^(a)	EUR		200		201,114
0.50%, 01/30/25^(a)	EUR		200		207,336
1.75%, 12/18/23^(a)	GBP		200		250,250
SpareBank 1 Oestlandet, 0.25%, 09/30/24^(a)	EUR		150		153,905
SpareBank 1 SMN, 0.00%, 02/18/28^(a)(c)	EUR		100		93,654
Sparebanken Soer Boligkreditt AS, 0.50%, 02/06/26^(a)	EUR		200		204,278
Sparebanken Vest Boligkreditt AS, 0.50%, 02/12/26^(a)	EUR		400		409,203
SR-Boligkreditt AS
0.00%, 10/08/26^(c)	EUR		100		99,223
0.00%, 09/08/28^(a)(c)	EUR		200		191,172
0.75%, 10/17/25^(a)	EUR		300		310,833
Statkraft AS
1.50%, 09/21/23 (Call 06/21/23)^(a)	EUR		200		213,041
1.50%, 03/26/30 (Call 12/26/29)^(a)	EUR		400		403,084
Storebrand Livsforsikring AS, 1.88%, 09/30/51 (Call 03/31/31)^(a)(b)	EUR		100		87,671
Telenor ASA
0.25%, 02/14/28 (Call 11/14/27)^(a)	EUR		200		192,803
0.88%, 02/14/35 (Call 11/14/34)^(a)	EUR		496		435,573
2.63%, 12/06/24^(a)	EUR		340		372,808


					10,787,782

Poland — 0.0%
PKO Bank Hipoteczny SA
0.63%, 01/24/23^(a)	EUR		300		317,577
0.75%, 08/27/24^(a)	EUR		100		104,457


					422,034

Portugal — 0.0%
Banco Santander Totta SA, 0.88%, 04/25/24^(a)	EUR		200		210,484
Caixa Economica Montepio Geral Caixa Economica Bancaria SA, 0.13%, 11/14/24^(a)	EUR		200		205,190
EDP Finance BV
0.38%, 09/16/26 (Call 06/16/26)^(a)	EUR		500		497,456
1.13%, 02/12/24^(a)	EUR		504		532,705
Ren Finance BV, 1.75%, 01/18/28 (Call 10/18/27)^(a)	EUR		100		104,287


					1,550,122

Romania — 0.0%
Globalworth Real Estate Investments Ltd., 3.00%, 03/29/25^(a)	EUR		500		524,379


Singapore — 0.0%
DBS Bank Ltd., 0.38%, 11/21/24^(a)	EUR		400		414,106
Temasek Financial I Ltd., 0.50%, 11/20/31 (Call 08/20/31)^(a)	EUR		300		272,649
United Overseas Bank Ltd.
0.00%, 12/01/27^(a)(c)	EUR		225		217,916
0.50%, 01/16/25^(a)	EUR		230		238,201


					1,142,872

Slovakia — 0.0%
Vseobecna Uverova Banka AS
0.00%, 06/23/25^(a)(c)	EUR		100		101,258
0.25%, 03/26/24^(a)	EUR		300		312,308


					413,566


Security		Par (000)		Value

South Korea — 0.0%
Kookmin Bank, 0.05%, 07/15/25^(a)	EUR		100	$	101,102
Shinhan Bank Co. Ltd., 0.25%, 10/16/24^(a)	EUR		100		103,039


					204,141

Spain — 0.8%
Abertis Infraestructuras SA
1.00%, 02/27/27^(a)	EUR		100		99,313
1.63%, 07/15/29 (Call 04/15/29)^(a)	EUR		300		290,568
2.25%, 03/29/29 (Call 12/29/28)^(a)	EUR		200		202,529
2.38%, 09/27/27 (Call 06/27/27)^(a)	EUR		100		105,322
3.00%, 03/27/31 (Call 12/27/30)^(a)	EUR		200		209,296
Amadeus IT Group SA, 2.50%, 05/20/24 (Call 02/20/24)^(a)	EUR		200		215,315
AYT Cedulas Cajas Global FTA, Series 10, 4.25%, 10/25/23	EUR		300		332,752
AyT Cedulas Cajas X Fondo de Titulizacion de Activos, Series X, 3.75%, 06/30/25	EUR		500		565,480
Banco Bilbao Vizcaya Argentaria SA
0.38%, 11/15/26^(a)	EUR		300		296,559
0.63%, 03/18/23	EUR		500		529,796
0.88%, 11/22/26^(a)	EUR		400		411,861
0.88%, 01/14/29 (Call 01/14/28)^(a)(b)	EUR		400		380,841
1.13%, 02/28/24^(a)	EUR		500		527,628
3.50%, 02/10/27^(a)	EUR		500		541,807
Banco de Sabadell SA
0.13%, 10/20/23^(a)	EUR		300		313,931
0.13%, 02/10/28^(a)	EUR		100		97,209
0.63%, 11/07/25 (Call 11/07/24)^(a)(b)	EUR		500		506,735
1.00%, 04/26/27^(a)	EUR		300		308,836
Banco Santander SA
0.25%, 07/10/29^(a)	EUR		200		191,712
0.30%, 10/04/26^(a)	EUR		500		492,525
0.50%, 02/04/27^(a)	EUR		500		484,776
0.50%, 03/24/27 (Call 03/24/26)^(a)(b)	EUR		500		492,556
0.75%, 09/09/22^(a)	EUR		100		105,877
0.75%, 06/12/23^(a)	CHF		200		206,649
0.88%, 05/09/31^(a)	EUR		600		587,061
1.00%, 04/07/25^(a)	EUR		400		419,073
1.13%, 11/27/24^(a)	EUR		100		105,423
1.13%, 10/25/28^(a)	EUR		300		308,225
1.38%, 07/31/24^(a)	GBP		400		485,144
1.50%, 01/25/26^(a)	EUR		400		424,482
1.63%, 10/22/30^(a)	EUR		300		272,677
2.00%, 11/27/34^(a)	EUR		100		106,599
2.13%, 02/08/28^(a)	EUR		300		300,825
2.50%, 03/18/25^(a)	EUR		300		319,131
Bankinter SA, 1.00%, 02/05/25^(a)	EUR		200		209,583
CaixaBank SA
0.75%, 04/18/23^(a)	EUR		400		423,816
0.75%, 07/09/26^(a)	EUR		200		199,128
0.75%, 07/10/26 (Call 07/10/25)^(a)(b)	EUR		100		101,060
0.75%, 05/26/28 (Call 05/26/27)^(a)(b)	EUR		400		383,065
1.00%, 03/14/23^(a)	EUR		200		212,560
1.00%, 06/25/24^(a)	EUR		100		104,299
1.00%, 09/25/25^(a)	EUR		200		208,494
1.00%, 01/17/28^(a)	EUR		200		204,603
1.13%, 01/12/23^(a)	EUR		100		106,228
1.13%, 03/27/26^(a)	EUR		700		712,936
1.25%, 01/11/27^(a)	EUR		400		417,456
1.25%, 06/18/31 (Call 03/18/26)^(a)(b)	EUR		300		290,353
1.50%, 12/03/26 (Call 12/03/25)^(a)(b)	GBP		100		116,737


Security		Par (000)		Value

Spain (continued)
2.63%, 03/21/24	EUR		200	$	217,619
2.75%, 07/14/28 (Call 07/14/23)^(a)(b)	EUR		300		318,884
4.00%, 02/03/25	EUR		300		340,525
4.13%, 03/24/36	EUR		300		396,942
Cajamar Caja Rural SCC, 0.88%, 06/18/23^(a)	EUR		200		211,931
Canal de Isabel II Gestion SA, 1.68%, 02/26/25^(a)	EUR		200		210,562
Cedulas TDA 6 Fond de Titulizacion de Activos,
3.88%, 05/23/25	EUR		300		340,785
Criteria Caixa SA, 1.50%, 05/10/23^(a)	EUR		300		319,400
Deutsche Bank SA Espanola, 1.13%, 01/20/23^(a)	EUR		100		106,258
Enagas Financiaciones SA
0.75%, 10/27/26 (Call 07/27/26)^(a)	EUR		100		102,007
1.38%, 05/05/28^(a)	EUR		200		207,633
Enagas Financiaciones SAU, 1.00%, 03/25/23^(a)	EUR		100		106,242
FCC Aqualia SA, 2.63%, 06/08/27 (Call 03/08/27)^(a)	EUR		150		157,670
FCC Servicios Medio Ambiente Holding SA, 1.66%, 12/04/26 (Call 09/23/26)^(a)	EUR		100		101,326
Ferrovial Emisiones SA
1.38%, 03/31/25^(a)	EUR		200		211,068
2.50%, 07/15/24^(a)	EUR		100		108,501
Iberdrola Finanzas SA
1.00%, 03/07/24 (Call 12/07/23)^(a)	EUR		200		211,568
1.00%, 03/07/25 (Call 12/07/24)^(a)	EUR		500		524,463
1.58%, (Call 11/16/27)^(a)(b)(d)	EUR		200		185,426
1.62%, 11/29/29^(a)	EUR		200		211,313
7.38%, 01/29/24	GBP		200		271,612
Iberdrola International BV
1.13%, 01/27/23^(a)	EUR		200		212,632
2.63%, (Call 03/26/24)^(a)(b)(d)	EUR		200		210,758
3.25%, (Call 11/12/24)^(a)(b)(d)	EUR		400		424,082
Series NC8, 2.25%, (Call 01/28/29)^(a)(b)(d)	EUR		300		278,630
Inmobiliaria Colonial Socimi SA
1.35%, 10/14/28 (Call 07/14/28)^(a)	EUR		100		97,730
2.00%, 04/17/26	EUR		300		314,349
Liberbank SA, 0.25%, 09/25/29^(a)	EUR		300		283,969
Mapfre SA
1.63%, 05/19/26^(a)	EUR		100		104,661
4.38%, 03/31/47 (Call 03/31/27)^(a)(b)	EUR		300		322,001
Merlin Properties Socimi SA
1.75%, 05/26/25 (Call 02/26/25)^(a)	EUR		105		109,856
1.88%, 12/04/34 (Call 09/04/34)^(a)	EUR		100		84,544
2.23%, 04/25/23 (Call 01/25/23)^(a)	EUR		100		106,790
Merlin Properties SOCIMI SA, 1.88%, 11/02/26 (Call 08/02/26)^(a)	EUR		325		335,117
Naturgy Finance BV
1.25%, 04/19/26 (Call 01/19/26)^(a)	EUR		500		516,472
1.50%, 01/29/28 (Call 10/29/27)^(a)	EUR		300		308,788
NorteGas Energia Distribucion SAU, 2.07%, 09/28/27 (Call 06/28/27)^(a)	EUR		100		103,257
Programa Cedulas TDA Fondo de Titulizacion de Activos
4.25%, 03/28/27	EUR		200		238,130
Series A6, 4.25%, 04/10/31	EUR		600		761,786
Red Electrica Corp SA, 0.88%, 04/14/25 (Call 01/14/25)^(a)	EUR		300		313,513
Red Electrica Financiaciones SAU, 1.00%, 04/21/26^(a)	EUR		200		208,338
Repsol International Finance BV
0.13%, 10/05/24 (Call 07/05/24)^(a)	EUR		200		205,711
0.25%, 08/02/27 (Call 05/02/27)^(a)	EUR		300		293,192


Security		Par (000)		Value

Spain (continued)
Santander Consumer Finance SA, 0.38%, 06/27/24^(a)	EUR		500	$	516,984
Telefonica Emisiones SA
1.20%, 08/21/27 (Call 05/21/27)^(a)	EUR		200		205,213
1.53%, 01/17/25^(a)	EUR		200		213,343
1.79%, 03/12/29 (Call 12/12/28)^(a)	EUR		200		209,218
1.81%, 05/21/32 (Call 11/21/31)^(a)	EUR		400		401,527
1.96%, 07/01/39 (Call 01/01/39)^(a)	EUR		125		117,706
2.32%, 10/17/28^(a)	EUR		100		108,342
Telefonica Emisiones SAU
1.46%, 04/13/26^(a)	EUR		200		210,979
1.72%, 01/12/28^(a)	EUR		400		419,398
5.29%, 12/09/22^(a)	GBP		300		384,531


					28,412,113

Supranational — 0.5%
African Development Bank SR
0.50%, 06/22/26	GBP		300		353,518
1.10%, 12/16/26	AUD		500		313,835
Asian Development Bank
0.10%, 06/17/31	EUR		670		615,955
0.80%, 11/06/25	AUD		500		322,056
2.65%, 01/11/23	AUD		500		354,699
Council of Europe
0.00%, 01/20/31^(a)(c)	EUR		700		646,541
0.38%, 12/15/25^(a)	GBP		300		354,695
Council of Europe Development Bank, 0.38%, 03/27/25^(a)	EUR		300		310,459
European Financial Stability Facility
0.50%, 07/11/25^(a)	EUR		1,000		1,040,529
0.70%, 01/17/53^(a)	EUR		400		318,565
European Investment Bank
0.05%, 11/15/29^(a)	EUR		700		669,906
0.38%, 07/16/25	EUR		1,400		1,450,582
0.75%, 07/22/27^(a)	GBP		100		117,536
0.88%, 05/15/26	GBP		300		360,244
1.38%, 03/07/25^(a)	GBP		800		986,948
European Union
0.00%, 07/06/26^(a)(c)	EUR		2,000		2,025,125
0.00%, 10/04/28^(a)(c)	EUR		1,500		1,461,022
0.00%, 04/22/31^(a)(c)	EUR		800		739,782
0.40%, 02/04/37^(a)	EUR		1,800		1,579,894
0.45%, 07/04/41^(a)	EUR		1,860		1,538,861
1.25%, 02/04/43	EUR		800		774,629
1.38%, 10/04/29^(a)	EUR		350		369,439
Inter-American Development Bank, 1.25%, 12/15/23	GBP		200		248,792
International Bank for Reconstruction & Development
0.00%, 04/24/28^(c)	EUR		300		291,761
0.10%, 09/17/35	EUR		400		336,656
International Development Association
0.00%, 07/15/31^(a)(c)	EUR		500		453,170
1.75%, 05/05/37	EUR		530		548,618


					18,583,817

Sweden — 0.8%
Akelius Residential Property AB, 2.38%, 08/15/25 (Call 05/15/25)^(a)	GBP		100		122,716
Akelius Residential Property Financing BV
0.75%, 02/22/30 (Call 11/22/29)^(a)	EUR		100		86,516


Security		Par (000)		Value

Sweden (continued)
1.00%, 01/17/28 (Call 10/17/27)^(a)	EUR		100	$	93,979
Alfa Laval Treasury Internationl Co., 1.38%, 02/18/29	EUR		200		199,120
Atlas Copco AB, 0.63%, 08/30/26 (Call 05/30/26)^(a)	EUR		100		101,383
Balder Finland OYJ, 1.00%, 01/20/29 (Call 10/20/28)^(a)	EUR		100		89,828
EQT AB, 2.88%, 04/06/32 (Call 01/06/32)^(a)	EUR		300		298,578
Essity AB, 0.25%, 02/08/31 (Call 11/08/30)^(a)	EUR		100		87,357
Fastighets AB Balder
1.13%, 01/29/27 (Call 10/29/26)^(a)	EUR		150		145,688
1.25%, 01/28/28 (Call 10/28/27)^(a)	EUR		100		94,136
H&M Finance BV, 0.25%, 08/25/29 (Call 05/25/29)^(a)	EUR		150		135,193
Heimstaden Bostad Treasury BV
1.00%, 04/13/28 (Call 01/13/28)^(a)	EUR		300		277,149
1.38%, 03/03/27 (Call 12/03/26)	EUR		100		98,167
1.63%, 10/13/31 (Call 07/13/31)^(a)	EUR		300		263,312
Hemso Treasury OYJ, 0.00%, 01/19/28 (Call 10/19/27)^(a)(c)	EUR		117		104,169
Investor AB
1.50%, 09/12/30 (Call 06/12/30)^(a)	EUR		200		201,152
1.50%, 06/20/39 (Call 03/20/39)^(a)	EUR		200		181,479
Lansforsakringar Hypotek, 0.00%, 09/27/28^(c)	EUR		500		477,703
Lansforsakringar Hypotek AB
0.63%, 03/27/25^(a)	EUR		200		207,481
Series 516, 1.25%, 09/20/23^(a)	SEK		2,500		254,253
Series 519, 1.50%, 09/16/26^(a)	SEK		6,000		588,204
Molnlycke Holding AB, 1.75%, 02/28/24^(a)	EUR		300		318,450
Nordea Hypotek AB
1.00%, 09/17/25^(a)	SEK		10,000		978,415
Series 5533, 1.25%, 09/20/23^(a)	SEK		8,000		813,626
Series 5537, 1.00%, Series 5537, 06/16/27^(a)	SEK		2,000		188,903
Sagax Euro Mtn NL BV, 0.75%, 01/26/28 (Call 10/26/27)^(a)	EUR		300		268,484
Samhallsbyggnadsbolaget, 1.00%, 08/12/27 (Call 05/12/27)^(a)	EUR		300		267,110
SBAB Bank AB, 0.50%, 05/13/25^(a)	EUR		300		307,870
Skandinaviska Enskilda, 0.38%, 06/21/28^(a)	EUR		400		376,600
Skandinaviska Enskilda Banken AB
0.38%, 02/09/26^(a)	EUR		600		611,025
0.63%, 11/12/29^(a)	EUR		400		372,022
1.25%, 08/05/22^(a)	GBP		200		251,083
Series 576, 1.00%, 12/20/23^(a)	SEK		4,000		404,108
Series 579, 1.00%, 12/18/24^(a)	SEK		8,000		796,102
Series 580, 1.00%, 12/17/25^(a)	SEK		4,000		389,594
Series 581, 0.50%, Series 581, 12/16/26^(a)	SEK		4,000		372,701
SKF AB, 0.25%, 02/15/31 (Call 11/15/30)^(a)	EUR		100		86,929
Stadshypotek AB
0.00%, 11/24/28^(c)	EUR		400		381,145
0.13%, 10/05/26^(a)	EUR		200		199,681
0.38%, 12/06/24^(a)	EUR		200		207,085
0.38%, 03/13/26^(a)	EUR		600		610,645
0.50%, 07/11/25^(a)	EUR		300		309,361
1.50%, 03/01/24^(a)	SEK		16,000		1,626,193
Series 1587, 1.50%, 06/01/23^(a)	SEK		5,000		511,505
Series 1589, 1.50%, 12/03/24^(a)	SEK		6,000		605,087
Series 1590, 1.00%, 09/03/25^(a)	SEK		2,000		195,905
Series 1591, 0.50%, 06/01/26^(a)	SEK		10,000		946,143
Series 1592, 1.00%, 03/01/27^(a)	SEK		6,000		570,038
Series 1594, 2.00%, 09/01/28^(a)	SEK		4,000		392,776


Security		Par (000)		Value

Sweden (continued)
Svenska Handelsbanken AB
0.50%, 03/21/23^(a)	EUR		700	$	740,304
1.00%, 04/15/25^(a)	EUR		400		417,773
1.38%, 02/23/29	EUR		300		300,037
1.63%, 03/05/29 (Call 03/05/24)^(a)(b)	EUR		100		104,627
Sveriges Sakerstallda Obligationer AB
0.38%, 06/05/29^(a)	EUR		600		580,959
0.50%, 01/29/25^(a)	EUR		200		207,365
0.88%, 03/29/27^(a)	EUR		300		307,927
Series 145, 1.00%, 06/12/24^(a)	SEK		10,000		1,003,274
Series 148, 0.25%, 06/09/27^(a)	SEK		8,000		726,876
Swedbank AB
0.25%, 11/07/22^(a)	EUR		500		528,704
0.30%, 05/20/27 (Call 05/20/26)^(a)(b)	EUR		200		196,008
1.38%, 12/08/27 (Call 12/08/26)^(a)(b)	GBP		100		114,304
Swedbank Hypotek AB
0.45%, 08/23/23^(a)	EUR		500		527,454
0.50%, 02/05/26^(a)	EUR		300		307,041
1.00%, 06/18/25^(a)	SEK		8,600		844,774
1.00%, 03/17/27	SEK		2,000		189,801
Series 191, 1.00%, 06/15/22^(a)	SEK		9,000		917,364
Series 194, 1.00%, 09/18/24^(a)	SEK		7,000		699,440
Swedish Covered Bond, 0.75%, 06/09/32	SEK		2,000		167,356
Tele2 AB, 2.13%, 05/15/28 (Call 02/15/28)^(a)	EUR		125		130,565
Telefonaktiebolaget LM Ericsson, 1.13%, 02/08/27 (Call 11/08/26)^(a)	EUR		300		279,013
Telia Co. AB, 2.13%, 02/20/34 (Call 11/20/33)^(a)	EUR		400		405,190
Vattenfall AB
0.13%, 02/12/29 (Call 11/12/28)^(a)	EUR		300		279,273
6.88%, 04/15/39^(a)	GBP		210		379,110


					27,820,688

Switzerland — 0.9%
ABB Finance BV, 0.75%, 05/16/24 (Call 02/16/24)^(a)	EUR		300		314,428
Adecco International Financial Services BV, 1.25%, 11/20/29 (Call 08/20/29)^(a)	EUR		125		120,859
Argentum Netherlands BV for Givaudan SA
1.13%, 09/17/25 (Call 06/17/25)^(a)	EUR		300		312,545
2.00%, 09/17/30 (Call 06/17/30)^(a)	EUR		100		103,185
Argentum Netherlands BV for Zurich Insurance Co. Ltd., 3.50%, 10/01/46 (Call 10/01/26)^(a)(b)	EUR		200		215,910
Cloverie PLC for Zurich Insurance Co. Ltd., 1.50%, 12/15/28 (Call 09/15/28)^(a)	EUR		100		102,096
Coca-Cola HBC Finance BV, 0.63%, 11/21/29 (Call 08/21/29)^(a)	EUR		300		271,468
Credit Suisse Group AG
0.63%, 01/18/33^(a)	EUR		300		232,610
0.65%, 01/14/28 (Call 01/14/27)^(a)(b)	EUR		200		186,844
1.00%, 04/14/23^(a)	CHF		200		206,065
1.00%, 06/24/27 (Call 06/24/26)^(a)(b)	EUR		880		853,475
1.25%, 07/17/25 (Call 07/17/24)^(a)(b)	EUR		483		495,850
2.13%, 11/15/29 (Call 11/15/28)^(a)(b)	GBP		300		330,190
2.88%, 04/02/32 (Call 04/02/31)^(a)(b)	EUR		200		197,883
Credit Suisse Schweiz AG, 0.00%, 10/31/30^(a)(c)	CHF		460		418,500
ELM BV for Swiss Life Insurance & Pension Group, 4.50%, (Call 05/19/27)^(a)(b)(d)	EUR		200		221,453
Firmenich Productions Participations SAS, 1.75%, 04/30/30 (Call 01/30/30)^(a)	EUR		200		200,810
Glencore Capital Finance Designated Co., 1.13%, 03/10/28	EUR		300		289,568


Security		Par (000)		Value

Switzerland (continued)
Glencore Finance Europe Ltd.
1.75%, 03/17/25 (Call 12/17/24)^(a)	EUR		560	$	581,485
1.88%, 09/13/23 (Call 06/13/23)^(a)	EUR		364		386,529
Helvetia Europe SA, 2.75%, 09/30/41 (Call 06/30/31)^(a)(b)	EUR		100		96,221
Holcim Finance Luxembourg SA
0.50%, 09/03/30 (Call 06/03/30)^(a)	EUR		200		177,097
0.50%, 04/23/31 (Call 01/23/31)^(a)	EUR		250		216,589
0.63%, 04/06/30 (Call 01/06/30)^(a)	EUR		250		227,745
1.38%, 05/26/23 (Call 02/26/23)^(a)	EUR		470		499,243
2.25%, 05/26/28 (Call 02/26/28)^(a)	EUR		300		316,368
Holcim Ltd., 3.00%, 11/22/22^(a)	CHF		100		104,502
Lunar Funding V for Swisscom AG, 1.13%, 10/12/26^(a)	EUR		610		630,482
Nestle Finance International Ltd.
0.00%, 06/14/26 (Call 05/14/26)^(a)(c)	EUR		150		149,875
0.00%, 03/03/33 (Call 12/03/32)^(a)(c)	EUR		100		86,105
0.25%, 06/14/29 (Call 03/14/29)^(a)	EUR		100		96,179
0.63%, 02/14/34 (Call 11/14/33)^(a)	EUR		75		68,123
0.75%, 05/16/23 (Call 02/16/23)^(a)	EUR		302		320,108
0.88%, 06/14/41 (Call 12/14/40)^(a)	EUR		75		60,983
1.13%, 04/01/26 (Call 02/01/26)^(a)	EUR		798		836,824
Nestle Holdings Inc.
0.25%, 10/04/27^(a)	CHF		900		889,665
2.50%, 04/04/32 (Call 01/04/32)^(a)	GBP		300		365,567
Novartis Finance SA
0.63%, 09/20/28^(a)	EUR		100		99,332
1.38%, 08/14/30 (Call 05/14/30)^(a)	EUR		520		530,905
Pfandbriefbank schweizerischer Hypothekarinstitute AG
0.00%, 02/26/30^(a)(c)	CHF		500		465,690
0.00%, 05/10/45^(a)(c)	CHF		200		143,984
0.13%, 09/23/32^(a)	CHF		200		179,286
0.25%, 10/06/42^(a)	CHF		400		315,871
Series 640, 0.38%, 09/23/43^(a)	CHF		200		162,461
Series 670, 0.00%, 07/29/24^(a)(c)	CHF		500		508,928
Series 675, 0.00%, 06/15/27^(a)(c)	CHF		2,400		2,350,261
Series 682, 0.00%, 04/06/27^(a)(c)	CHF		1,000		981,989
Series 691, 0.25%, 03/15/41^(a)	CHF		200		160,705
Series 695, 0.00%, 10/26/29^(a)(c)	CHF		800		750,154
Series 696, 0.13%, 11/19/32^(a)	CHF		500		446,677
Series 697, 0.00%, 05/20/41^(a)(c)	CHF		1,000		759,116
Series 700, 0.13%, 03/19/31^(a)	CHF		300		276,854
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
0.00%, 03/13/28^(a)(c)	CHF		300		290,233
Series 472, 0.00%, 07/25/23^(a)(c)	CHF		400		411,460
Series 482, 0.00%, 06/14/24^(a)(c)	CHF		1,600		1,631,860
Series 483, 0.00%, 01/27/27^(a)(c)	CHF		2,500		2,461,886
Series 515, 0.10%, 12/03/31^(a)	CHF		500		453,981
Series 519, 0.13%, 04/23/32^(a)	CHF		400		361,421
Series 526, 0.00%, 07/19/30^(a)(c)	CHF		400		369,875
Series 528, 0.00%, 03/15/30^(a)(c)	CHF		600		558,569
Series 529, 0.00%, 02/05/29^(a)(c)	CHF		500		475,359
Series 530, 0.00%, 03/18/33^(a)(c)	CHF		400		349,870
Series 531, 0.00%, 02/15/36^(a)(c)	CHF		700		576,940
Richemont International Holding SA
1.13%, 05/26/32 (Call 02/26/32)^(a)	EUR		300		291,195
1.50%, 03/26/30 (Call 12/26/29)^(a)	EUR		510		528,480


Security		Par (000)		Value

Switzerland (continued)
Roche Finance Europe BV, 0.50%, 02/27/23 (Call 11/27/22)^(a)	EUR		462	$	489,044
Roche Kapitalmarkt AG, Series 2024, 0.10%, 09/23/24 (Call 06/23/24)^(a)	CHF		200		203,742
Sika Capital BV, 1.50%, 04/29/31 (Call 01/29/31)^(a)	EUR		200		200,027
Swiss Re Finance Luxembourg SA, 2.53%, 04/30/50 (Call 04/30/30)^(a)(b)	EUR		100		97,763
Swiss Re Finance UK PLC
1.38%, 05/27/23^(a)	EUR		400		425,765
2.71%, 06/04/52 (Call 06/04/32)^(a)(b)	EUR		100		95,333
Syngenta Finance NV, 3.38%, 04/16/26 (Call 01/16/26)^(a)	EUR		200		214,187
UBS AG/London
0.00%, 03/31/26^(a)(c)	EUR		200		197,124
0.50%, 03/31/31^(a)	EUR		300		269,610
0.63%, 01/23/23 (Call 12/23/22)^(a)	EUR		700		741,412
UBS Group AG
0.25%, 01/29/26 (Call 01/29/25)^(a)(b)	EUR		570		574,575
0.25%, 11/03/26 (Call 11/03/25)^(a)(b)	EUR		300		296,584
0.25%, 11/05/28 (Call 11/05/27)^(a)(b)	EUR		400		375,537
0.63%, 02/24/33^(a)	EUR		200		171,136
Zuercher Kantonalbank, 0.05%, 02/05/31^(a)	CHF		500		457,471
Zurich Finance Ireland Designated Activity Co., 1.63%, 06/17/39 (Call 03/17/39)^(a)	EUR		300		266,025


					33,152,106

United Arab Emirates — 0.0%
DP World PLC, 4.25%, 09/25/30^(a)	GBP		200		257,015
Emirates Telecommunications Group Co. PJSC, 2.75%, 06/18/26^(a)	EUR		400		436,973
First Abu Dhabi Bank PJSC
0.13%, 02/16/26^(a)	EUR		250		245,890
1.38%, 02/19/23^(a)	GBP		200		249,023
MDGH-GMTN BV, 6.88%, 03/14/26^(a)	GBP		100		142,120


					1,331,021

United Kingdom — 2.0%
3i Group PLC, 3.75%, 06/05/40 (Call 03/05/40)^(a)	GBP		200		238,833
Affinity Sutton Capital Markets PLC, 4.25%, 10/08/42^(a)	GBP		100		140,821
Affordable Housing Finance PLC
2.89%, 08/11/43^(a)	GBP		100		131,360
3.80%, 05/20/42^(a)	GBP		100		148,810
Amcor UK Finance PLC, 1.13%, 06/23/27 (Call 04/23/27)	EUR		200		200,339
Anglian Water Services Financing PLC, 4.50%, 02/22/26^(a)	GBP		200		266,992
Anglo American Capital PLC, 1.63%, 09/18/25^(a)	EUR		300		310,602
Annington Funding PLC
2.65%, 07/12/25 (Call 06/12/25)^(a)	GBP		100		123,067
3.18%, 07/12/29 (Call 04/12/29)^(a)	GBP		240		290,411
3.69%, 07/12/34 (Call 04/12/34)^(a)	GBP		300		363,217
Aspire Defence Finance PLC, Series B, 4.67%, 03/31/40	GBP		125		181,951
Associated British Foods, 2.50%, 06/16/34	GBP		200		236,398
Aster Treasury PLC, 4.50%, 12/18/43^(a)	GBP		100		147,208
Aviva PLC
1.88%, 11/13/27^(a)	EUR		266		280,684
3.88%, 07/03/44 (Call 07/03/24)^(a)(b)	EUR		200		217,605
5.13%, 06/04/50 (Call 06/04/30)^(a)(b)	GBP		200		259,042
6.13%, 07/05/43 (Call 07/05/23)^(a)(b)	EUR		200		222,630


Security		Par (000)		Value

United Kingdom (continued)
6.88%, 05/20/58 (Call 05/20/38)^(a)(b)	GBP		100	$	159,462
Babcock International Group PLC, 1.38%, 09/13/27 (Call 06/13/27)^(a)	EUR		225		215,821
Bank of America Corp., 1.00%, 04/27/33	EUR		200		210,224
Bank of Scotland PLC, 4.88%, 12/20/24	GBP		125		167,637
Barclays PLC
0.58%, 08/09/29 (Call 08/09/28)^(a)(b)	EUR		400		365,511
0.75%, 06/09/25 (Call 06/09/24)^(a)(b)	EUR		885		912,904
1.13%, 03/22/31 (Call 03/22/26)^(a)(b)	EUR		300		290,663
2.17%, 06/23/27 (Call 06/23/26)^(a)(b)	CAD		200		141,022
2.38%, 10/06/23 (Call 10/06/22)^(a)(b)	GBP		317		398,257
3.13%, 01/17/24^(a)	GBP		200		250,517
3.25%, 02/12/27^(a)	GBP		200		245,525
3.25%, 01/17/33	GBP		300		352,854
BAT International Finance PLC
0.88%, 10/13/23 (Call 07/13/23)^(a)	EUR		200		210,479
2.25%, 01/16/30 (Call 10/16/29)^(a)	EUR		326		306,231
2.38%, 01/19/23^(a)	EUR		102		109,171
4.00%, 11/23/55 (Call 08/23/55)^(a)	GBP		100		88,821
6.00%, 11/24/34^(a)	GBP		200		258,142
7.25%, 03/12/24	GBP		300		402,465
BAT Netherlands Finance BV, 3.13%, 04/07/28 (Call 01/07/28)^(a)	EUR		200		207,530
BG Energy Capital PLC
1.25%, 11/21/22 (Call 08/21/22)^(a)	EUR		200		211,779
5.00%, 11/04/36^(a)	GBP		100		141,429
5.13%, 12/01/25^(a)	GBP		200		270,669
Blend Funding PLC, Series ETMN, 3.46%, 09/21/47^(a)	GBP		100		124,832
BP Capital Markets PLC
1.08%, 06/26/25 (Call 03/26/25)^(a)	EUR		253		263,598
1.10%, 11/15/34^(a)	EUR		300		261,958
1.23%, 05/08/31^(a)	EUR		600		574,990
1.57%, 02/16/27^(a)	EUR		150		156,328
1.59%, 07/03/28^(a)	EUR		200		206,167
1.95%, 03/03/25^(a)	EUR		250		267,488
2.82%, 04/07/32^(a)	EUR		190		207,231
3.25%, (Call 03/22/26)^(a)(b)(d)	EUR		600		608,322
3.63%, (Call 03/22/29)^(a)(b)(d)	EUR		150		147,561
4.25%, (Call 03/22/27)^(a)(b)(d)	GBP		200		240,865
Series MPLE, 3.47%, 05/15/25^(a)	CAD		300		232,011
British Telecommunications PLC
1.75%, 03/10/26^(a)	EUR		490		515,711
2.13%, 09/26/28 (Call 06/26/28)^(a)	EUR		200		209,167
3.13%, 11/21/31 (Call 08/21/31)^(a)	GBP		300		356,665
6.38%, 06/23/37^(a)	GBP		100		150,688
Broadgate Financing PLC, Series C2, 5.10%, 04/05/33^(a)	GBP		112		151,531
Bunzl Finance PLC, 1.50%, 10/30/30 (Call 07/30/30)^(a)	GBP		150		164,028
BUPA Finance PLC
2.00%, 04/05/24^(a)	GBP		200		248,442
4.13%, 06/14/35 (Call 03/14/35)^(a)	GBP		100		118,508
Cadent Finance PLC
2.13%, 09/22/28^(a)	GBP		250		294,445
3.13%, 03/21/40^(a)	GBP		300		337,418
Catalyst Housing Ltd., 3.13%, 10/31/47^(a)	GBP		100		119,485
CCEP Finance Ireland DAC
0.50%, 09/06/29 (Call 06/06/29)^(a)	EUR		325		303,982
0.88%, 05/06/33 (Call 02/06/33)^(a)	EUR		200		177,002


Security		Par (000)		Value

United Kingdom (continued)
1.50%, 05/06/41 (Call 11/06/40)^(a)	EUR		100	$	82,417
Centrica PLC, 7.00%, 09/19/33^(a)	GBP		150		243,145
Channel Link Enterprises Finance PLC
Series A5, 3.04%, 06/30/50 (Call 06/20/29)^(a)(b)	GBP		150		176,725
Series A7, 1.76%, 06/30/50 (Call 06/20/22)^(a)(b)	EUR		285		301,091
Circle Anglia Social Housing PLC, 7.25%, 11/12/38^(a)	GBP		50		93,439
Clarion Funding PLC
1.88%, 01/22/35^(a)	GBP		400		427,231
2.63%, 01/18/29^(a)	GBP		100		123,240
Clydesdale Bank PLC, 0.00%, 09/22/26^(c)	EUR		400		395,703
CNH Industrial Finance Europe SA
1.75%, 09/12/25 (Call 06/12/25)^(a)	EUR		100		105,047
1.75%, 03/25/27 (Call 12/25/26)^(a)	EUR		200		206,249
Coca-Cola European Partners PLC
1.13%, 05/26/24 (Call 02/26/24)^(a)	EUR		497		524,814
1.88%, 03/18/30 (Call 12/18/29)^(a)	EUR		200		205,228
Compass Group Finance Netherlands BV, 0.63%, 07/03/24 (Call 04/03/24)^(a)	EUR		275		285,951
Coventry Building Society, 5.88%, 09/28/22^(a)	GBP		200		255,298
CPUK Finance Ltd., 3.69%, 08/28/28 (Call 05/28/28)^(a)	GBP		100		128,499
Diageo Capital BV Co., 1.88%, 06/08/34	EUR		300		300,221
Diageo Finance PLC
2.38%, 05/20/26 (Call 02/20/26)^(a)	EUR		400		436,424
2.50%, 03/27/32 (Call 12/27/31)^(a)	EUR		300		323,723
Diageo Finance PLC Co., 2.38%, 06/08/28	GBP		200		244,408
DS Smith PLC, Series EMT7, 1.38%, 07/26/24 (Call 04/26/24)^(a)	EUR		350		366,216
DWR Cymru Financing UK PLC, 1.38%, 03/31/33^(a)	GBP		200		212,416
Eastern Power Networks PLC, 5.75%, 03/08/24^(a)	GBP		50		66,419
easyJet FinCo. BV, 1.88%, 03/03/28
(Call 12/03/27)^(a)	EUR		100		94,071
easyJet PLC, 1.13%, 10/18/23 (Call 07/18/23)^(a)	EUR		200		207,561
Eversholt Funding PLC, 3.53%, 08/07/42^(a)	GBP		200		242,235
Experian Finance PLC, 3.25%, 04/07/32^(a)	GBP		100		124,908
Gatwick Funding Ltd.
2.50%, 04/15/30^(a)	GBP		100		113,582
2.88%, 07/05/49^(a)	GBP		100		99,647
3.13%, 09/28/39^(a)	GBP		100		109,059
6.13%, 03/02/26^(a)	GBP		100		138,296
GlaxoSmithKline Capital PLC
1.00%, 09/12/26 (Call 06/12/26)^(a)	EUR		400		414,047
1.63%, 05/12/35^(a)	GBP		200		209,650
3.38%, 12/20/27^(a)	GBP		200		260,056
4.00%, 06/16/25	EUR		256		293,180
5.25%, 12/19/33	GBP		225		343,679
6.38%, 03/09/39	GBP		250		440,196
Global Switch Holdings Ltd., 2.25%, 05/31/27 (Call 02/28/27)^(a)	EUR		210		212,075
Grainger PLC, 3.00%, 07/03/30 (Call 04/03/30)^(a)	GBP		200		229,716
Great Rolling Stock Co. Ltd. (The), 6.88%, 07/27/35^(a)	GBP		62		91,797
Greene King Finance PLC, 3.59%, 03/15/35^(a)	GBP		142		175,193
GSK Consumer Healthcare Capital NL BV
1.25%, 03/29/26 (Call 12/29/25)^(a)	EUR		200		207,490
1.75%, 03/29/30 (Call 12/29/29)^(a)	EUR		300		305,601
2.13%, 03/29/34 (Call 12/29/33)^(a)	EUR		200		201,974
GSK Consumer Healthcare Capital UK PLC
2.88%, 10/29/28 (Call 07/29/28)^(a)	GBP		100		124,085


Security		Par (000)		Value

United Kingdom (continued)
3.38%, 03/29/38 (Call 12/29/37)^(a)	GBP		100	$	123,025
Guinness Partnership Ltd. (The), 2.00%, 04/22/55^(a)	GBP		200		191,487
Hammerson Ireland Finance DAC, 1.75%, 06/03/27 (Call 03/03/27)^(a)	EUR		200		188,807
Hammerson PLC, 7.25%, 04/21/28^(a)	GBP		25		34,172
Heathrow Funding Ltd.
1.50%, 02/11/30 (Call 02/11/23)^(a)	EUR		436		420,287
1.88%, 03/14/34^(a)	EUR		100		91,737
2.75%, 08/09/49^(a)	GBP		200		198,053
3.73%, 04/13/33 (Call 01/13/33)^(a)	CAD		200		135,828
5.23%, 02/15/23^(a)	GBP		310		397,115
6.45%, 12/10/31^(a)	GBP		300		457,458
Series MPLE, 3.78%, 09/04/30 (Call 06/04/30)^(a)	CAD		200		143,585
Hexagon Housing Association, 3.63%, 04/22/48	GBP		100		121,756
Hiscox Ltd., 6.13%, 11/24/45 (Call 11/24/25)^(a)(b)	GBP		100		130,870
HSBC Bank Capital Funding Sterling 1 LP, 5.84%, (Call 11/05/31)^(a)(b)(d)	GBP		300		454,123
HSBC Bank PLC
5.38%, 08/22/33^(a)	GBP		200		278,958
6.50%, 07/07/23^(a)	GBP		50		65,172
HSBC Holdings PLC
0.88%, 09/06/24^(a)	EUR		337		350,971
1.00%, 11/13/31	EUR		300		268,072
1.50%, 12/04/24 (Call 12/04/23)^(a)(b)	EUR		600		636,787
2.26%, 11/13/26 (Call 11/13/25)^(a)(b)	GBP		440		528,248
3.00%, 07/22/28 (Call 07/22/27)^(b)	GBP		220		267,397
3.13%, 06/07/28	EUR		350		373,113
3.20%, 12/05/23^(a)	CAD		200		154,716
6.00%, 03/29/40^(a)	GBP		150		209,916
6.50%, 05/20/24^(a)	GBP		50		66,957
6.75%, 09/11/28^(a)	GBP		200		283,578
Imperial Brands Finance Netherlands BV, 1.75%, 03/18/33 (Call 12/18/32)^(a)	EUR		100		85,764
Imperial Brands Finance PLC
1.38%, 01/27/25 (Call 10/27/24)^(a)	EUR		318		329,325
4.88%, 06/07/32 (Call 03/09/32)^(a)	GBP		100		125,421
8.13%, 03/15/24^(a)	GBP		150		204,395
Informa PLC, 1.50%, 07/05/23 (Call 06/05/23)^(a)	EUR		300		318,501
InterContinental Hotels Group PLC, 3.75%, 08/14/25 (Call 05/14/25)^(a)	GBP		200		254,277
ITV PLC, 1.38%, 09/26/26 (Call 06/26/26)^(a)	EUR		100		100,166
Kennedy Wilson Europe Real Estate Ltd., 3.25%, 11/12/25 (Call 08/12/25)^(a)	EUR		100		104,678
Land Securities Capital Markets PLC
2.38%, 03/29/27^(a)	GBP		100		123,669
2.63%, 09/22/37^(a)	GBP		340		398,760
Legal & General Group PLC
3.75%, 11/26/49 (Call 11/26/29)^(a)(b)	GBP		100		116,758
5.13%, 11/14/48 (Call 11/14/28)^(a)(b)	GBP		200		258,479
5.38%, 10/27/45 (Call 10/27/25)^(a)(b)	GBP		100		131,077
5.50%, 06/27/64 (Call 06/27/44)^(a)(b)	GBP		100		128,793
Linde PLC
0.38%, 09/30/33 (Call 06/30/33)^(a)	EUR		200		174,231
1.00%, 09/30/51 (Call 03/30/51)^(a)	EUR		100		72,784
Lloyds Bank Corporate Markets PLC
0.38%, 01/28/25^(a)	EUR		200		205,017
1.75%, 07/11/24^(a)	GBP		220		269,153
2.38%, 04/09/26^(a)	EUR		400		431,445


Security		Par (000)		Value

United Kingdom (continued)
Lloyds Bank PLC
0.13%, 06/18/26^(a)	EUR		200	$	200,242
0.63%, 03/26/25^(a)	EUR		300		310,924
5.13%, 03/07/25^(a)	GBP		200		270,935
6.00%, 02/08/29^(a)	GBP		200		306,043
7.50%, 04/15/24^(a)	GBP		130		177,630
7.63%, 04/22/25^(a)	GBP		248		344,863
9.63%, 04/06/23^(a)	GBP		140		185,711
Lloyds Banking Group PLC
1.00%, 04/12/28	GBP		300		351,044
2.71%, 12/03/35 (Call 12/03/30)^(a)(b)	GBP		250		270,550
4.00%, 03/07/25	AUD		250		175,569
4.50%, 03/18/30 (Call 03/18/25)^(a)(b)	EUR		200		219,575
Logicor UK PLC, 1.88%, 11/17/26^(a)	GBP		200		242,436
London & Quadrant Housing Trust
2.00%, 03/31/32 (Call 12/31/31)^(a)	GBP		100		113,433
2.63%, 02/28/28 (Call 11/28/27)^(a)	GBP		200		248,661
3.13%, 02/28/53 (Call 11/28/52)^(a)	GBP		200		237,251
London & Quadrant Housing Trust Ltd., 5.50%, 01/27/40^(a)	GBP		50		79,610
London Stock Exchange Group PLC
1.75%, 12/06/27 (Call 09/06/27)^(a)	EUR		250		261,517
1.75%, 09/19/29 (Call 06/19/29)^(a)	EUR		150		153,522
M&G PLC
5.56%, 07/20/55 (Call 07/20/35)^(a)(b)	GBP		200		251,815
5.63%, 10/20/51 (Call 10/20/31)^(a)(b)	GBP		235		304,570
Manchester Airport Group Funding PLC
2.88%, 09/30/44^(a)	GBP		100		103,437
4.13%, 04/02/24^(a)	GBP		300		386,828
Martlet Homes Ltd., 3.00%, 05/09/52^(a)	GBP		100		117,489
Metropolitan Funding PLC, 4.13%, 04/05/48^(a)	GBP		100		133,730
Mondi Finance PLC, 1.63%, 04/27/26 (Call 01/27/26)^(a)	EUR		300		311,238
Motability Operations Group PLC
0.38%, 01/03/26^(a)	EUR		200		202,183
2.38%, 03/14/32^(a)	GBP		200		238,860
3.63%, 03/10/36^(a)	GBP		230		303,660
4.38%, 02/08/27^(a)	GBP		100		135,859
National Grid Gas PLC
1.38%, 02/07/31 (Call 11/07/30)^(a)	GBP		350		367,415
1.63%, 01/14/43 (Call 10/14/42)^(a)	GBP		200		169,635
National Grid PLC, 0.75%, 09/01/33 (Call 06/01/33)^(a)	EUR		300		258,540
National Westminster Bank PLC, 0.50%, 05/15/24^(a)	EUR		350		365,526
Nationwide Building Society
0.25%, 07/22/25^(a)	EUR		300		302,740
0.25%, 09/14/28^(a)	EUR		300		278,257
0.50%, 02/23/24^(a)	EUR		100		104,804
0.63%, 03/25/27^(a)	EUR		150		151,971
2.00%, 07/25/29 (Call 07/25/24)^(a)(b)	EUR		350		366,150
2.25%, 06/25/29^(a)	EUR		300		329,540
3.25%, 01/20/28^(a)	GBP		100		126,437
Natwest Group PLC
0.75%, 11/15/25 (Call 11/15/24)^(a)(b)	EUR		400		410,764
2.11%, 11/28/31 (Call 08/26/26)^(a)(b)	GBP		100		114,454
2.50%, 03/22/23^(a)	EUR		310		333,516
3.62%, 08/14/30 (Call 05/14/25)^(a)(b)	GBP		100		122,762
NatWest Group PLC, 0.78%, 02/26/30 (Call 02/26/29)^(a)(b)	EUR		400		368,680


Security		Par (000)		Value

United Kingdom (continued)
NatWest Market PLC, 0.13%, 11/12/25^(a)	EUR		500	$	496,264
NatWest Markets PLC, 0.13%, 06/18/26^(a)	EUR		200		194,512
Network Rail Infrastructure Finance PLC
4.75%, 01/22/24^(a)	GBP		150		197,650
4.75%, 11/29/35	GBP		250		398,964
NewRiver REIT PLC, 3.50%, 03/07/28 (Call 12/07/27)^(a)	GBP		100		116,498
Next Group PLC, 3.00%, 08/26/25 (Call 05/26/25)^(a)	GBP		330		416,689
NIE Finance PLC, 2.50%, 10/27/25 (Call 07/27/25)^(a)	GBP		300		373,489
Northern Powergrid Northeast PLC, 1.88%, 06/16/62^(a)	GBP		100		86,943
Northumbrian Water Finance PLC, 1.63%, 10/11/26^(a)	GBP		410		491,241
Notting Hill Genesis
2.00%, 06/03/36^(a)	GBP		100		106,394
3.75%, 12/20/32^(a)	GBP		100		131,767
5.25%, 07/07/42^(a)	GBP		150		234,919
Optivo Finance PLC, 3.28%, 03/22/48	GBP		150		184,057
Orbit Capital PLC, 3.50%, 03/24/45^(a)	GBP		100		125,106
Paragon Treasury PLC, 2.00%, 05/07/36^(a)	GBP		100		107,312
Peabody Capital No. 2 PLC
2.75%, 03/02/34^(a)	GBP		100		118,293
3.25%, 09/14/48^(a)	GBP		200		242,107
Pension Insurance Corp. PLC, 5.63%, 09/20/30^(a)	GBP		100		131,298
Phoenix Group Holdings PLC, 5.63%, 04/28/31 (Call 01/28/31)^(a)	GBP		100		130,258
Places for People Homes Ltd., 3.63%, 11/22/28^(a)	GBP		200		260,214
Places For People Treasury PLC, 2.50%, 01/26/36 (Call 10/26/35)^(a)	GBP		100		112,055
Platform HG Financing PLC, 1.93%, 09/15/41^(a)	GBP		150		152,158
Prs Finance PLC, 2.00%, 01/23/29^(a)	GBP		200		246,252
Prudential PLC, 6.13%, 12/19/31^(a)	GBP		200		286,686
Reckitt Benckiser Treasury Services Nederland BV, 0.75%, 05/19/30 (Call 02/19/30)^(a)	EUR		200		192,640
RELX Capital Inc., 1.30%, 05/12/25 (Call 02/12/25)	EUR		350		366,840
RELX Finance BV, 0.00%, 03/18/24 (Call 02/18/24)^(a)(c)	EUR		300		310,225
Rentokil Initial PLC, 0.88%, 05/30/26 (Call 02/28/26)^(a)	EUR		100		100,368
RL Finance Bonds No. 2 PLC, 6.13%, 11/30/43 (Call 11/30/23)^(a)(b)	GBP		100		130,800
RL Finance Bonds No. 4 PLC, 4.88%, 10/07/49 (Call 04/07/39)^(a)(b)	GBP		200		232,568
Rothesay Life PLC, 3.38%, 07/12/26^(a)	GBP		200		244,939
Royal Mail PLC, 2.38%, 07/29/24 (Call 04/29/24)^(a)	EUR		250		268,582
Sage Group PLC (The), 2.88%, 02/08/34 (Call 11/08/33)^(a)	GBP		200		231,419
Sanctuary Capital PLC
2.38%, 04/14/50^(a)	GBP		100		106,888
6.70%, 03/23/39	GBP		50		90,582
Santander UK Group Holdings PLC
1.13%, 09/08/23^(a)	EUR		400		423,508
2.92%, 05/08/26 (Call 05/08/25)^(a)(b)	GBP		200		245,736
Santander UK PLC
0.05%, 01/12/27^(a)	EUR		100		98,661
0.10%, 05/12/24	EUR		200		207,247
1.13%, 03/12/27^(a)	EUR		400		414,629
1.25%, 09/18/24^(a)	EUR		240		253,960


Security		Par (000)		Value

United Kingdom (continued)
5.25%, 02/16/29^(a)	GBP		150	$	221,226
Scottish Hydro Electric Transmission PLC, 2.13%, 03/24/36 (Call 12/24/35)^(a)	GBP		200		212,170
Scottish Widows Ltd., 5.50%, 06/16/23^(a)	GBP		310		399,321
Segro PLC, 2.38%, 10/11/29^(a)	GBP		100		119,819
Severn Trent Utilities Finance PLC
2.75%, 12/05/31^(a)	GBP		100		120,713
3.63%, 01/16/26^(a)	GBP		100		129,758
Skipton Building Society Covered, 0.50%, 10/02/23^(a)	EUR		200		210,610
Sky Ltd.
2.25%, 11/17/25^(a)	EUR		200		216,377
6.00%, 05/21/27	GBP		200		288,877
Smiths Group PLC, 2.00%, 02/23/27 (Call 11/23/26)^(a)	EUR		100		104,925
South Eastern Power Networks PLC, 5.63%, 09/30/30^(a)	GBP		300		442,791
Southern Electric Power Distribution PLC, 5.50%, 06/07/32^(a)	GBP		150		222,161
Southern Gas Networks PLC, 3.10%, 09/15/36 (Call 06/15/36)^(a)	GBP		400		453,547
Southern Water Services Finance Ltd.
3.00%, 05/28/37^(a)	GBP		100		115,079
5.13%, 09/30/56	GBP		50		86,837
6.19%, 03/31/29^(a)	GBP		25		37,441
Series A4, 6.64%, 03/31/26^(a)	GBP		240		342,840
SP Transmission PLC, 2.00%, 11/13/31 (Call 08/13/31)^(a)	GBP		223		253,582
SSE PLC
0.88%, 09/06/25 (Call 06/06/25)^(a)	EUR		530		546,499
8.38%, 11/20/28^(a)	GBP		180		291,892
Stagecoach Group PLC, 4.00%, 09/29/25 (Call 06/29/25)^(a)	GBP		100		126,702
Standard Chartered PLC
1.20%, 09/23/31 (Call 09/23/26)^(a)(b)	EUR		300		286,745
1.63%, 10/03/27 (Call 10/03/26)^(a)(b)	EUR		150		152,109
4.38%, 01/18/38^(a)	GBP		100		137,620
Stellantis NV, 3.75%, 03/29/24^(a)	EUR		100		109,724
Student Finance PLC, 2.67%, 09/30/24^(a)	GBP		100		123,284
Swan Housing Capital PLC, 3.63%, 03/05/48^(a)	GBP		200		245,319
Tesco Corporate Treasury Services PLC, 0.88%,
05/29/26 (Call 02/28/26)^(a)	EUR		300		300,787
Tesco Personal Finance Group PLC, 3.50%,
07/25/25 (Call 07/25/24)^(a)	GBP		100		125,140
Tesco Property Finance 3 PLC, 5.74%, 04/13/40^(a)	GBP		279		403,003
Tesco Property Finance 6 PLC, 5.41%, 07/13/44^(a)	GBP		184		258,801
Thames Water Utilities Finance PLC
2.63%, 01/24/32^(a)	GBP		210		244,981
3.50%, 02/25/28^(a)	GBP		390		495,628
5.13%, 09/28/37^(a)	GBP		160		230,773
THFC Funding No. 2 PLC, 6.35%, 07/08/39	GBP		250		432,789
Unilever Finance Netherlands BV
0.38%, 02/14/23^(a)	EUR		135		142,838
0.50%, 08/12/23^(a)	EUR		205		216,466
1.00%, 02/14/27^(a)	EUR		370		381,694
1.38%, 07/31/29^(a)	EUR		100		102,831
1.63%, 02/12/33^(a)	EUR		260		264,981
UNITE USAF II PLC, 3.37%, 06/30/23^(a)	GBP		200		254,018
United Utilities Water Finance PLC
1.75%, 02/10/38 (Call 11/10/37)^(a)	GBP		200		202,656


Security		Par (000)		Value

United Kingdom (continued)
2.00%, 02/14/25 (Call 11/14/24)^(a)	GBP		100	$	124,129
2.63%, 02/12/31 (Call 11/12/30)^(a)	GBP		200		243,211
University of Cambridge, 2.35%, 06/27/78^(a)	GBP		100		121,437
University of Oxford, 2.54%, 12/08/2117^(a)	GBP		100		108,576
University of Southampton, 2.25%, 04/11/57^(a)	GBP		100		103,474
Virgin Money UK PLC, 3.13%, 06/22/25 (Call 06/22/24)^(a)(b)	GBP		350		434,492
Vodafone Group PLC
0.38%, 12/03/24^(a)	CHF		100		101,487
0.50%, 01/30/24^(a)	EUR		230		240,938
1.13%, 11/20/25^(a)	EUR		370		384,457
1.50%, 07/24/27^(a)	EUR		220		228,420
1.60%, 07/29/31^(a)	EUR		200		196,411
1.75%, 08/25/23^(a)	EUR		400		428,774
2.50%, 05/24/39^(a)	EUR		200		191,906
3.00%, 08/12/56^(a)	GBP		200		200,780
4.20%, 12/13/27^(a)	AUD		400		276,490
5.63%, 12/04/25	GBP		100		137,589
5.90%, 11/26/32^(a)	GBP		50		75,812
Wales & West Utilities Finance PLC
1.88%, 05/28/41^(a)	GBP		200		189,566
3.00%, 08/03/38^(a)	GBP		100		115,800
Wellcome Trust Ltd. (The)
1.13%, 01/21/27^(a)	EUR		100		104,070
1.50%, 07/14/71 (Call 01/14/71)^(a)	GBP		200		168,154
2.52%, 02/07/2118^(a)	GBP		150		159,514
Western Power Distribution South West PLC, 2.38%, 05/16/29^(a)	GBP		100		119,019
Western Power Distribution West Midlands PLC
3.88%, 10/17/24 (Call 07/17/24)^(a)	GBP		270		347,354
5.75%, 04/16/32^(a)	GBP		100		148,932
6.00%, 05/09/25^(a)	GBP		150		204,844
WHG Treasury PLC, 4.25%, 10/06/45^(a)	GBP		100		143,666
Whitbread Group PLC, 3.38%, 10/16/25 (Call 07/16/25)^(a)	GBP		100		124,825
WPP Finance 2013, 3.00%, 11/20/23^(a)	EUR		100		108,764
WPP Finance SA
2.25%, 09/22/26^(a)	EUR		207		222,253
3.75%, 05/19/32^(a)	GBP		100		123,611
Yorkshire Building Society
0.75%, 11/10/22^(a)	EUR		400		424,044
1.00%, 10/11/30	GBP		200		242,245
Yorkshire Water Finance PLC, 3.63%, 08/01/29	GBP		200		260,473


					73,594,354

United States — 2.3%
Abbott Ireland Financing DAC, 1.50%, 09/27/26 (Call 06/27/26)^(a)	EUR		400		423,993
AbbVie Inc.
0.75%, 11/18/27 (Call 08/18/27)	EUR		300		296,537
1.25%, 06/01/24 (Call 03/01/24)	EUR		100		105,839
1.38%, 05/17/24 (Call 02/17/24)	EUR		300		317,925
1.50%, 11/15/23 (Call 10/15/23)	EUR		270		288,013
Albemarle New Holding GmbH, 1.63%, 11/25/28 (Call 08/25/28)^(a)	EUR		200		196,014
Altria Group Inc., 2.20%, 06/15/27 (Call 04/15/27)	EUR		450		462,484
American Honda Finance Corp., 1.38%, 11/10/22	EUR		200		212,636
American International Group Inc., 1.88%, 06/21/27 (Call 03/21/27)	EUR		150		155,320


Security		Par (000)		Value

United States (continued)
American Medical Systems Europe BV
1.38%, 03/08/28 (Call 02/08/28)	EUR		300	$	302,645
1.88%, 03/08/34 (Call 12/08/33)	EUR		300		289,824
American Tower Corp.
0.95%, 10/05/30 (Call 07/05/30)	EUR		450		403,167
1.95%, 05/22/26 (Call 02/22/26)	EUR		225		234,546
Amgen Inc.
0.41%, 03/08/23 (Call 01/08/23)^(a)	CHF		100		103,085
4.00%, 09/13/29^(a)	GBP		200		265,367
Apple Inc.
0.38%, 11/25/24^(a)	CHF		400		409,922
0.50%, 11/15/31 (Call 08/15/31)	EUR		300		281,121
0.75%, 02/25/30^(a)	CHF		150		147,792
0.88%, 05/24/25 (Call 02/24/25)	EUR		540		565,549
2.51%, 08/19/24 (Call 06/19/24)	CAD		200		153,063
3.05%, 07/31/29	GBP		200		258,766
3.35%, 01/10/24^(a)	AUD		150		106,330
Archer-Daniels-Midland Co., 1.00%, 09/12/25 (Call 06/12/25)	EUR		150		155,999
AT&T Inc.
0.25%, 03/04/26 (Call 02/04/26)	EUR		800		795,252
1.30%, 09/05/23 (Call 06/05/23)	EUR		640		680,968
1.60%, 05/19/28 (Call 02/19/28)	EUR		550		562,247
2.60%, 12/17/29 (Call 09/17/29)	EUR		155		165,638
3.15%, 09/04/36 (Call 06/04/36)	EUR		400		422,043
3.55%, 12/17/32 (Call 09/17/32)	EUR		300		339,038
4.60%, 09/19/28^(a)	AUD		200		140,674
4.88%, 06/01/44	GBP		200		278,591
5.50%, 03/15/27^(a)	GBP		200		278,065
7.00%, 04/30/40	GBP		250		427,954
Series MPLE, 2.85%, 05/25/24 (Call 03/25/24)	CAD		200		152,884
Series MPLE, 4.00%, 11/25/25 (Call 09/25/25)	CAD		150		116,718
Series MPLE, 4.85%, 05/25/47 (Call 11/25/46)	CAD		150		106,175
Athene Global Funding
0.63%, 01/12/28^(a)	EUR		200		187,268
4.76%, 04/21/27	AUD		200		138,087
Bank of America Corp.
0.69%, 03/22/31 (Call 03/22/30)^(a)(b)	EUR		200		181,857
1.10%, 05/24/32 (Call 05/24/31)^(a)(b)	EUR		300		274,855
1.38%, 02/07/25 (Call 02/07/24)^(a)(b)	EUR		700		736,907
1.66%, 04/25/28 (Call 04/25/27)^(a)(b)	EUR		500		510,686
1.67%, 06/02/29 (Call 06/02/28)^(a)(b)	GBP		100		112,937
2.30%, 07/25/25^(a)	GBP		400		490,441
2.93%, 04/25/25 (Call 04/25/24)^(b)	CAD		200		152,789
3.62%, 03/16/28 (Call 03/16/27)^(b)	CAD		500		373,853
3.65%, 03/31/29 (Call 03/31/28)^(a)(b)	EUR		550		618,633
Series MPLE, 1.98%, 09/15/27 (Call 09/15/26)^(b)	CAD		150		105,480
Series MPLE, 2.60%, 04/04/29 (Call 04/04/28)^(b)	CAD		100		69,806
Series MPLE, 3.41%, 09/20/25 (Call 09/20/24)^(b)	CAD		200		153,455
Baxter International Inc.
0.40%, 05/15/24 (Call 04/15/24)	EUR		100		103,844
1.30%, 05/15/29 (Call 02/15/29)	EUR		250		247,592
Becton Dickinson and Co., 0.00%, 08/13/23^(c)	EUR		125		130,616
Becton Dickinson Euro Finance Sarl
0.33%, 08/13/28 (Call 05/13/28)	EUR		125		117,479
1.21%, 06/04/26 (Call 03/04/26)	EUR		200		205,713
1.34%, 08/13/41 (Call 02/13/41)	EUR		200		156,548
Berkshire Hathaway Finance Corp.
2.38%, 06/19/39 (Call 03/19/39)	GBP		250		276,029
2.63%, 06/19/59 (Call 12/19/58)	GBP		200		214,177


Security		Par (000)		Value

United States (continued)
Berkshire Hathaway Inc.
0.00%, 03/12/25 (Call 02/12/25)^(c)	EUR		300	$	304,601
0.50%, 01/15/41 (Call 07/15/40)	EUR		200		142,098
0.75%, 03/16/23 (Call 12/16/22)	EUR		330		349,457
1.13%, 03/16/27 (Call 12/16/26)	EUR		440		450,364
Blackstone Holdings Finance Co. LLC, 1.50%, 04/10/29 (Call 01/10/29)^(a)	EUR		200		198,886
Booking Holdings Inc.
1.80%, 03/03/27 (Call 12/03/26)	EUR		330		345,913
2.15%, 11/25/22 (Call 08/25/22)	EUR		383		406,753
BorgWarner Inc., 1.00%, 05/19/31 (Call 02/19/31)	EUR		200		177,143
Celanese U.S. Holdings LLC, 1.13%, 09/26/23 (Call 06/26/23)	EUR		281		295,851
Chubb INA Holdings Inc.
1.40%, 06/15/31 (Call 03/15/31)	EUR		330		318,225
2.50%, 03/15/38 (Call 09/15/37)	EUR		100		99,661
Citigroup Inc.
0.75%, 10/26/23 (Call 07/26/23)^(a)	EUR		650		685,951
1.25%, 04/10/29 (Call 03/10/29)^(a)	EUR		200		194,938
1.50%, 10/26/28 (Call 07/26/28)^(a)	EUR		500		501,502
1.75%, 01/28/25	EUR		400		423,693
5.15%, 05/21/26^(a)	GBP		450		604,150
7.38%, 09/01/39^(a)	GBP		100		188,465
Coca-Cola Co. (The)
0.25%, 12/22/22^(a)	CHF		50		51,587
1.00%, 03/09/41	EUR		300		246,890
1.63%, 03/09/35 (Call 12/09/34)	EUR		670		653,183
Colgate-Palmolive Co., 0.50%, 03/06/26 (Call 01/06/26)	EUR		360		367,686
Comcast Corp.
0.25%, 09/14/29 (Call 06/14/29)	EUR		300		276,905
1.25%, 02/20/40 (Call 08/20/39)	EUR		300		256,201
1.88%, 02/20/36 (Call 11/20/35)	GBP		100		105,994
Danaher Corp., 2.50%, 03/30/30 (Call 12/30/29)	EUR		100		107,076
DH Europe Finance II Sarl
0.45%, 03/18/28 (Call 12/18/27)	EUR		275		265,855
0.75%, 09/18/31 (Call 06/18/31)	EUR		300		274,367
1.35%, 09/18/39 (Call 03/18/39)	EUR		200		167,486
DH Europe Finance Sarl, 1.20%, 06/30/27 (Call 03/30/27)	EUR		300		306,528
Digital Dutch Finco BV, 1.50%, 03/15/30 (Call 12/15/29)^(a)	EUR		300		276,187
Digital Euro Finco LLC, 2.63%, 04/15/24 (Call 02/15/24)^(a)	EUR		400		428,369
Digital Intrepid Holding BV, 0.63%, 07/15/31 (Call 04/15/31)^(a)	EUR		200		164,625
Digital Stout Holding LLC, 4.25%, 01/17/25 (Call 10/19/24)^(a)	GBP		200		259,173
Dover Corp., 0.75%, 11/04/27 (Call 08/04/27)	EUR		200		197,921
Dow Chemical Co. (The), 1.13%, 03/15/32 (Call 12/15/31)	EUR		300		273,567
DXC Capital Funding DAC, 0.45%, 09/15/27 (Call 07/15/27)^(a)	EUR		300		282,302
Eaton Capital Unlimited Co., 0.70%, 05/14/25 (Call 02/14/25)^(a)	EUR		375		385,396
Ecolab Inc., 1.00%, 01/15/24 (Call 10/15/23)	EUR		350		370,547
EFSF, 0.88%, 09/05/28	EUR		700		718,763
Eli Lilly & Co.
0.63%, 11/01/31 (Call 08/01/31)	EUR		400		374,609
1.13%, 09/14/51 (Call 03/14/51)	EUR		300		219,710


Security		Par (000)		Value

United States (continued)
1.63%, 06/02/26 (Call 03/02/26)	EUR		350	$	371,603
Equinix Inc., 0.25%, 03/15/27 (Call 01/15/27)	EUR		250		239,007
Exxon Mobil Corp.
0.14%, 06/26/24 (Call 05/26/24)	EUR		100		103,410
0.84%, 06/26/32 (Call 03/26/32)	EUR		100		90,470
1.41%, 06/26/39 (Call 12/26/38)	EUR		250		209,168
FedEx Corp.
1.30%, 08/05/31 (Call 05/05/31)	EUR		100		94,329
1.63%, 01/11/27 (Call 10/11/26)	EUR		240		251,089
Fidelity National Information Services Inc.
1.00%, 12/03/28 (Call 09/03/28)	EUR		350		339,052
1.10%, 07/15/24 (Call 04/15/24)	EUR		400		418,942
1.50%, 05/21/27 (Call 02/21/27)	EUR		350		358,606
2.25%, 12/03/29 (Call 09/03/29)	GBP		100		115,967
3.36%, 05/21/31 (Call 02/21/31)	GBP		150		184,310
Fiserv Inc.
1.63%, 07/01/30 (Call 04/01/30)	EUR		150		147,493
3.00%, 07/01/31 (Call 04/01/31)	GBP		100		119,287
Fresenius Medical Care AG & Co. KGaA
1.25%, 11/29/29 (Call 08/29/29)^(a)	EUR		100		97,855
1.50%, 07/11/25 (Call 04/11/25)^(a)	EUR		338		354,819
GE Capital European Funding Unlimited Co., 4.63%, 02/22/27	EUR		50		57,688
GE Capital UK Funding Un Ltd. Co., 4.13%, 09/13/23^(a)	GBP		300		384,135
General Electric Co.
0.88%, 05/17/25 (Call 02/17/25)	EUR		225		231,387
1.50%, 05/17/29 (Call 02/17/29)	EUR		225		228,750
4.13%, 09/19/35^(a)	EUR		200		241,554
General Motors Financial Co. Inc.
0.60%, 05/20/27 (Call 03/20/27)^(a)	EUR		300		279,437
2.20%, 04/01/24 (Call 03/01/24)^(a)	EUR		509		542,935
2.35%, 09/03/25 (Call 07/07/25)^(a)	GBP		200		242,872
General Motors Financial of Canada Ltd., Series 5, 3.25%, 11/07/23	CAD		200		154,307
Goldman Sachs Group Inc. (The)
0.25%, 01/26/28 (Call 10/26/27)^(a)	EUR		492		457,992
0.50%, 12/04/24^(a)	CHF		250		254,600
0.88%, 01/21/30^(a)	EUR		400		367,507
1.00%, 03/18/33 (Call 12/18/32)^(a)	EUR		450		390,815
1.63%, 07/27/26^(a)	EUR		455		469,068
1.88%, 12/16/30 (Call 09/16/30)^(a)	GBP		100		108,524
2.00%, 07/27/23^(a)	EUR		720		772,340
2.00%, 03/22/28^(a)	EUR		300		307,048
2.88%, 06/03/26^(a)	EUR		288		312,524
3.13%, 07/25/29^(a)	GBP		200		243,271
7.25%, 04/10/28	GBP		195		293,012
Series MPLE, 2.01%, 02/28/29 (Call 02/28/28)^(b)	CAD		300		202,493
Harley-Davidson Financial Services Inc., 0.90%, 11/19/24 (Call 08/19/24)^(a)	EUR		200		206,812
Honeywell International Inc., 0.75%, 03/10/32 (Call 12/10/31)	EUR		200		184,473
Illinois Tool Works Inc., 2.13%, 05/22/30 (Call 02/22/30)	EUR		260		276,676
International Business Machines Corp.
0.30%, 11/02/26	JPY		100,000		758,274
0.30%, 02/11/28	EUR		730		705,378
0.38%, 01/31/23	EUR		350		370,252
0.65%, 02/11/32	EUR		100		90,836
1.13%, 09/06/24	EUR		510		537,713


Security		Par (000)		Value

United States (continued)
1.25%, 02/09/34 (Call 11/09/33)	EUR		300	$	281,384
1.75%, 01/31/31	EUR		255		260,530
International Flavors & Fragrances Inc., 1.80%, 09/25/26 (Call 06/25/26)	EUR		200		207,922
John Deere Canada Funding Inc., 3.02%, 07/13/23	CAD		200		155,098
John Deere Cash Management SA
0.50%, 09/15/23^(a)	EUR		330		348,067
2.20%, 04/02/32^(a)	EUR		250		267,762
John Deere Financial Inc., 2.58%, 10/16/26	CAD		200		147,027
Johnson & Johnson
0.65%, 05/20/24 (Call 02/20/24)	EUR		200		210,682
1.65%, 05/20/35 (Call 02/20/35)	EUR		200		202,443
Johnson Controls International PLC, 1.00%, 09/15/23 (Call 06/15/23)	EUR		200		211,832
JPMorgan Chase & Co.
0.50%, 12/04/23^(a)	CHF		50		51,493
0.60%, 02/17/33 (Call 02/17/32)^(a)(b)	EUR		200		175,153
1.05%, 11/04/32 (Call 11/04/31)^(a)(b)	EUR		450		413,464
1.09%, 03/11/27 (Call 03/11/26)^(a)(b)	EUR		800		813,721
1.50%, 10/26/22^(a)	EUR		560		595,723
1.50%, 01/27/25^(a)	EUR		220		232,639
1.81%, 06/12/29 (Call 06/12/28)^(a)(b)	EUR		200		204,458
1.90%, 04/28/33 (Call 04/28/32)^(a)(b)	GBP		100		109,466
1.96%, 03/23/30 (Call 03/23/29)^(a)(b)	EUR		300		307,529
3.50%, 12/18/26^(a)	GBP		100		127,655
Series MPLE, 1.90%, 03/05/28 (Call 03/05/27)^(b)	CAD		200		138,783
Kellogg Co., 0.80%, 11/17/22	EUR		200		211,908
Kinder Morgan Inc., 2.25%, 03/16/27	EUR		100		104,427
Kraft Heinz Foods Co.
1.50%, 05/24/24 (Call 02/24/24)^(a)	EUR		100		105,742
2.25%, 05/25/28 (Call 02/25/28)^(a)	EUR		200		205,479
4.13%, 07/01/27 (Call 04/01/27)^(a)	GBP		100		129,702
Liberty Mutual Finance Europe DAC, 1.75%, 03/27/24^(a)	EUR		254		270,039
Lkq Italia Bondco Di Lkq Italia Bondco Gp SRL E C SAPA, 3.88%, 04/01/24 (Call 01/01/24)^(a)	EUR		100		108,732
LYB International Finance II BV, 0.88%, 09/17/26 (Call 06/17/26)	EUR		200		199,329
Marsh & McLennan Companies Inc., 1.98%, 03/21/30 (Call 12/21/29)	EUR		200		203,378
Mastercard Inc., 1.10%, 12/01/22 (Call 09/01/22)	EUR		200		211,980
Mcdonald S Corp., 0.88%, 10/04/33	EUR		300		265,040
McDonald’s Corp.
0.17%, 10/04/24^(a)	CHF		100		101,251
0.63%, 01/29/24^(a)	EUR		500		525,782
0.90%, 06/15/26 (Call 04/15/26)^(a)	EUR		400		410,684
1.75%, 05/03/28^(a)	EUR		200		209,992
3.13%, 03/04/25 (Call 01/04/25)	CAD		250		191,476
5.88%, 04/23/32^(a)	GBP		25		38,355
McKesson Corp.
1.50%, 11/17/25 (Call 08/17/25)	EUR		200		210,268
3.13%, 02/17/29 (Call 11/17/28)	GBP		100		123,114
Medtronic Global Holdings SCA
0.38%, 03/07/23 (Call 02/07/23)	EUR		500		528,620
1.00%, 07/02/31 (Call 04/02/31)	EUR		300		286,780
1.13%, 03/07/27 (Call 12/07/26)	EUR		920		945,252
1.75%, 07/02/49 (Call 01/02/49)	EUR		400		323,216
2.25%, 03/07/39 (Call 12/07/38)	EUR		300		291,863


Security		Par (000)		Value

United States (continued)
Merck & Co. Inc.
0.50%, 11/02/24 (Call 08/02/24)	EUR		450	$	467,379
2.50%, 10/15/34 (Call 07/15/34)	EUR		100		107,728
Metropolitan Life Global Funding I
0.38%, 04/09/24^(a)	EUR		100		103,952
1.95%, 03/20/28^(a)	CAD		400		275,705
3.50%, 09/30/26^(a)	GBP		400		512,914
Microsoft Corp., 2.63%, 05/02/33 (Call 02/02/33)	EUR		250		285,564
MMS USA Holdings Inc.
0.63%, 06/13/25 (Call 03/13/25)^(a)	EUR		400		408,768
1.75%, 06/13/31 (Call 03/13/31)^(a)	EUR		300		297,135
Mohawk Capital Finance SA, 1.75%, 06/12/27 (Call 04/12/27)	EUR		200		206,623
Molson Coors Internationa LP Co., 3.44%, 07/15/26 (Call 04/15/26)	CAD		200		150,506
Mondelez International Holdings Netherlands BV, 0.88%, 10/01/31 (Call 07/01/31)^(a)	EUR		150		140,467
Mondelez International Inc.
1.38%, 03/17/41 (Call 12/17/40)	EUR		350		279,900
1.63%, 03/08/27 (Call 12/08/26)	EUR		281		295,294
Moody’s Corp., 0.95%, 02/25/30 (Call 11/25/29)	EUR		200		192,457
Morgan Stanley
0.50%, 02/07/31 (Call 02/07/30)^(b)	EUR		600		537,518
1.00%, 12/02/22	EUR		580		615,861
1.34%, 10/23/26 (Call 10/23/25)^(b)	EUR		830		855,697
1.75%, 03/11/24	EUR		270		287,728
Series MPLE, 3.00%, 02/07/24	CAD		200		153,531
Nasdaq Inc.
0.88%, 02/13/30 (Call 11/13/29)	EUR		100		93,054
1.75%, 03/28/29 (Call 12/28/28)	EUR		200		201,936
National Grid North America Inc.
0.75%, 08/08/23^(a)	EUR		350		369,639
1.05%, 01/20/31 (Call 10/20/30)^(a)	EUR		300		281,058
Nestle Holdings Inc., 2.19%, 01/26/29 (Call 11/26/28)	CAD		500		350,675
New York Life Global Funding
0.25%, 01/23/27^(a)	EUR		100		97,928
1.25%, 12/17/26^(a)	GBP		210		244,405
1.63%, 12/15/23^(a)	GBP		200		247,522
1.75%, 12/15/22^(a)	GBP		134		168,217
Oracle Corp., 3.13%, 07/10/25	EUR		100		110,777
PepsiCo Inc.
1.05%, 10/09/50 (Call 04/09/50)	EUR		100		77,076
1.13%, 03/18/31 (Call 12/18/30)	EUR		400		393,104
2.15%, 05/06/24 (Call 03/06/24)	CAD		200		152,147
Pfizer Inc., 6.50%, 06/03/38^(a)	GBP		150		270,251
Philip Morris International Inc.
1.45%, 08/01/39 (Call 05/01/39)	EUR		200		147,995
2.00%, 05/09/36 (Call 02/09/36)	EUR		100		85,739
2.88%, 03/03/26	EUR		400		434,568
2.88%, 05/14/29	EUR		300		317,802
Procter & Gamble Co. (The)
0.50%, 10/25/24	EUR		650		678,895
2.00%, 08/16/22^(a)	EUR		200		212,307
Procter & Gamble Co.(The), 1.88%, 10/30/38	EUR		300		299,715
Prologis Euro Finance LLC
0.25%, 09/10/27 (Call 06/10/27)	EUR		300		283,732
0.50%, 02/16/32 (Call 11/16/31)	EUR		100		84,730
1.00%, 02/08/29 (Call 11/08/28)	EUR		200		190,661
1.00%, 02/06/35 (Call 11/06/34)	EUR		200		165,353


Security		Par (000)		Value

United States (continued)
1.50%, 02/08/34 (Call 11/08/33)	EUR		200	$	181,175
1.50%, 09/10/49 (Call 03/10/49)	EUR		100		73,661
1.88%, 01/05/29 (Call 10/05/28)	EUR		100		101,553
Public Storage, 0.88%, 01/24/32 (Call 10/24/31)	EUR		100		88,427
Realty Income Corp., 2.50%, 01/14/42 (Call 07/14/41)	GBP		100		104,514
Schlumberger Finance BV
0.50%, 10/15/31 (Call 07/15/31)^(a)	EUR		300		270,133
1.38%, 10/28/26 (Call 07/28/26)^(a)	EUR		500		521,573
SES SA, 0.88%, 11/04/27 (Call 08/04/27)^(a)	EUR		200		192,503
Simon International Finance SCA
1.13%, 03/19/33 (Call 12/19/32)^(a)	EUR		100		86,347
1.25%, 05/13/25 (Call 02/13/25)^(a)	EUR		270		278,211
Southern Co. (The), 1.88%, 09/15/81 (Call 06/15/27)^(b)	EUR		300		269,012
Southern Power Co., 1.85%, 06/20/26	EUR		100		104,203
Stellantis NV, 0.63%, 03/30/27 (Call 12/30/26)^(a)	EUR		400		386,281
Stryker Corp., 2.63%, 11/30/30 (Call 08/30/30)	EUR		560		601,252
Thermo Fisher Scientific Finance I BV
1.13%, 10/18/33 (Call 07/18/33)	EUR		300		272,782
1.63%, 10/18/41 (Call 04/18/41)	EUR		300		252,251
Thermo Fisher Scientific Inc.
0.50%, 03/01/28 (Call 12/01/27)	EUR		275		267,309
1.40%, 01/23/26 (Call 11/23/25)	EUR		200		209,251
1.45%, 03/16/27 (Call 12/16/26)	EUR		300		312,447
1.88%, 10/01/49 (Call 04/01/49)	EUR		200		163,998
2.38%, 04/15/32 (Call 01/15/32)	EUR		250		263,252
Time Warner Cable LLC, 5.75%, 06/02/31	GBP		250		343,947
Toyota Motor Credit Corp.
0.25%, 07/16/26^(a)	EUR		200		198,843
0.63%, 11/21/24^(a)	EUR		320		331,714
0.75%, 07/21/22^(a)	EUR		370		391,042
United Parcel Service Inc.
1.63%, 11/15/25 (Call 08/15/25)	EUR		350		371,108
5.13%, 02/12/50^(a)	GBP		50		85,194
Upjohn Finance BV, 1.91%, 06/23/32 (Call 03/23/32)^(a)	EUR		300		268,614
Utah Acquisition Sub Inc., 2.25%, 11/22/24 (Call 09/22/24)^(a)	EUR		330		349,349
Ventas Canada Finance Ltd., 2.45%, 01/04/27 (Call 12/04/26)	CAD		200		143,044
Verizon Communications Inc.
0.88%, 04/02/25	EUR		690		716,094
1.00%, 11/30/27^(a)	CHF		200		200,090
1.38%, 10/27/26	EUR		100		103,592
1.38%, 11/02/28	EUR		700		706,010
1.85%, 05/18/40 (Call 11/18/39)	EUR		200		176,305
2.38%, 03/22/28 (Call 01/22/28)	CAD		200		140,132
2.63%, 12/01/31	EUR		100		106,606
3.00%, 03/23/31 (Call 12/23/30)	AUD		200		118,630
3.38%, 10/27/36	GBP		300		365,850
4.05%, 02/17/25^(a)	AUD		200		141,523
4.05%, 03/22/51 (Call 09/22/50)	CAD		100		64,664
4.50%, 08/17/27^(a)	AUD		200		140,107
Series 20Y, 2.88%, 01/15/38	EUR		400		416,300
Series MPLE, 2.50%, 05/16/30 (Call 02/16/30)	CAD		200		133,763
VF Corp., 0.63%, 09/20/23 (Call 06/20/23)	EUR		400		421,685
Walgreens Boots Alliance Inc., 2.13%, 11/20/26 (Call 08/20/26)	EUR		200		210,752


Security		Par (000)		Value

United States (continued)
Walmart Inc.
4.88%, 09/21/29	EUR		200	$	252,766
5.63%, 03/27/34^(a)	GBP		350		557,308
5.75%, 12/19/30	GBP		145		224,646
Walt Disney Co. (The), Series MPLE, 3.06%, 03/30/27	CAD		200		148,828
Wells Fargo & Co.
0.50%, 04/26/24^(a)	EUR		400		415,001
1.00%, 04/28/26	CAD		300		233,281
1.00%, 02/02/27^(a)	EUR		200		198,972
1.38%, 10/26/26^(a)	EUR		400		406,671
1.50%, 09/12/22^(a)	EUR		340		360,928
1.50%, 05/24/27^(a)	EUR		250		253,752
1.74%, 05/04/30 (Call 05/04/29)^(a)(b)	EUR		520		517,086
2.00%, 07/28/25^(a)	GBP		380		459,850
2.13%, 09/24/31^(a)	GBP		200		218,605
2.25%, 05/02/23^(a)	EUR		100		107,504
2.51%, 10/27/23	CAD		200		153,173
3.18%, 02/08/24 (Call 01/08/24)	CAD		100		77,022
3.50%, 09/12/29^(a)	GBP		100		124,755
3.87%, 05/21/25	CAD		25		19,180
Series MPLE, 2.49%, 02/18/27	CAD		300		214,536
Wells Fargo Bank N.A., 5.25%, 08/01/23^(a)	GBP		350		451,194
Welltower Inc., 4.80%, 11/20/28 (Call 08/20/28)	GBP		200		270,769
Whirlpool Finance Luxembourg Sarl, 1.25%, 11/02/26 (Call 08/02/26)	EUR		600		609,405
WPC Eurobond BV
1.35%, 04/15/28 (Call 01/15/28)	EUR		100		96,026
2.25%, 07/19/24 (Call 05/19/24)	EUR		300		317,827
2.25%, 04/09/26 (Call 01/09/26)	EUR		150		156,522


					84,337,847


Total Corporate Bonds & Notes — 18.9% (Cost: $795,807,557)					694,459,673


Foreign Government Obligations

Australia — 2.6%
Australia Government Bond
0.25%, 11/21/24^(a)	AUD		7,830		5,198,967
0.25%, 11/21/25^(a)	AUD		7,870		5,063,491
0.50%, 09/21/26^(a)	AUD		6,040		3,835,386
1.00%, 12/21/30^(a)	AUD		7,220		4,258,048
1.00%, 11/21/31^(a)	AUD		3,810		2,204,577
1.25%, 05/21/32	AUD		6,280		3,688,101
1.50%, 06/21/31^(a)	AUD		4,290		2,622,416
1.75%, 11/21/32^(a)	AUD		3,500		2,143,977
1.75%, 06/21/51^(a)	AUD		1,886		896,742
2.25%, 11/21/22	AUD		1,210		859,893
2.25%, 05/21/28^(a)	AUD		5,710		3,849,504
2.50%, 05/21/30^(a)	AUD		4,262		2,870,627
2.75%, 04/21/24^(a)	AUD		4,590		3,255,129
2.75%, 11/21/27^(a)	AUD		3,510		2,441,575
2.75%, 11/21/28^(a)	AUD		3,570		2,469,010
2.75%, 11/21/29^(a)	AUD		5,300		3,643,832
2.75%, 06/21/35^(a)	AUD		1,220		808,229
2.75%, 05/21/41^(a)	AUD		1,800		1,135,912
3.00%, 03/21/47^(a)	AUD		1,394		892,219
3.25%, 04/21/25^(a)	AUD		3,660		2,617,884
3.25%, 04/21/29^(a)	AUD		2,080		1,480,720


Security		Par (000)		Value

Australia (continued)
3.25%, 06/21/39^(a)	AUD		1,217	$	835,683
3.75%, 04/21/37^(a)	AUD		1,980		1,455,935
4.25%, 04/21/26^(a)	AUD		3,088		2,288,103
4.50%, 04/21/33^(a)	AUD		1,050		827,015
4.75%, 04/21/27^(a)	AUD		2,188		1,669,869
Australian Capital Territory
1.25%, 05/22/25^(a)	AUD		170		113,784
1.75%, 10/23/31	AUD		300		178,731
2.50%, 05/21/26^(a)	AUD		60		41,179
National Housing Finance and Investment Corp., 1.52%, 05/27/30^(a)	AUD		500		301,750
New South Wales Treasury Corp.
1.25%, 03/20/25^(a)	AUD		640		430,541
1.25%, 11/20/30	AUD		1,530		899,205
2.00%, 03/20/31	AUD		600		373,181
2.25%, 11/20/40	AUD		100		54,045
2.25%, 05/07/41	AUD		650		348,264
3.00%, 05/20/27^(a)	AUD		5,600		3,902,355
3.00%, 03/20/28	AUD		540		374,005
3.00%, 11/15/28^(a)	AUD		200		138,058
3.00%, 04/20/29^(a)	AUD		1,150		790,294
4.00%, 05/20/26^(a)	AUD		700		509,447
5.00%, 08/20/24	AUD		150		111,281
Northern Territory Treasury Corp.
2.00%, 05/21/29	AUD		400		254,892
2.50%, 11/21/22	AUD		300		213,415
2.50%, 05/21/32	AUD		800		497,524
2.75%, 04/21/27	AUD		100		68,572
4.10%, 11/21/42^(a)	AUD		200		134,896
Queensland Treasury Corp.
1.25%, 03/10/31^(e)	AUD		500		292,264
1.50%, 03/02/32^(e)	AUD		500		291,989
1.50%, 08/20/32^(e)	AUD		300		172,893
1.75%, 08/21/31^(e)	AUD		1,710		1,032,262
1.75%, 07/20/34^(e)	AUD		300		169,381
2.00%, 08/22/33	AUD		200		118,928
2.25%, 11/20/41^(e)	AUD		450		240,499
2.75%, 08/20/27^(e)	AUD		950		652,650
3.00%, 03/22/24^(e)	AUD		1,650		1,172,686
3.25%, 07/21/28^(e)	AUD		1,130		791,903
3.25%, 08/21/29^(e)	AUD		542		377,026
3.50%, 08/21/30^(e)	AUD		600		423,031
4.20%, 02/20/47^(e)	AUD		300		217,268
4.25%, 07/21/23^(e)	AUD		150		108,535
4.75%, 07/21/25^(e)	AUD		2,680		1,987,588
5.75%, 07/22/24^(a)	AUD		400		300,089
6.00%, 07/21/22^(a)	AUD		170		121,508
South Australian Government Financing Authority
1.50%, 09/22/22^(a)	AUD		100		70,816
1.75%, 05/24/32^(a)	AUD		1,000		593,177
1.75%, 05/24/34^(a)	AUD		300		169,330
2.25%, 08/15/24^(a)	AUD		1,000		696,877
2.75%, 05/24/30	AUD		1,000		666,927
3.00%, 09/20/27^(a)	AUD		350		243,183
Tasmanian Public Finance Corp.
2.00%, 01/24/30^(a)	AUD		550		344,702
2.25%, 01/22/32^(a)	AUD		100		62,130
4.00%, 06/11/24^(a)	AUD		40		28,815
Treasury Corp., 2.40%, 08/18/50	AUD		200		101,370


Security		Par (000)		Value

Australia (continued)
Treasury Corp. of Victoria
0.50%, 11/20/25	AUD		1,400	$	900,857
1.25%, 11/19/27	AUD		500		315,718
1.50%, 11/20/30	AUD		760		455,583
1.50%, 09/10/31	AUD		1,700		998,347
2.00%, 09/17/35	AUD		500		283,878
2.00%, 11/20/37	AUD		640		348,292
2.25%, 09/15/33	AUD		700		426,060
2.25%, 11/20/34	AUD		1,160		690,503
2.50%, 10/22/29	AUD		890		587,647
3.00%, 10/20/28^(a)	AUD		760		523,129
5.50%, 12/17/24	AUD		620		466,281
6.00%, 10/17/22	AUD		880		635,847
Western Australian Treasury Corp.
1.75%, 10/22/31	AUD		1,000		602,390
2.50%, 07/23/24^(a)	AUD		100		70,131
2.75%, 10/20/22^(a)	AUD		800		569,881
2.75%, 07/24/29^(a)	AUD		900		606,917
3.00%, 10/21/26^(a)	AUD		400		279,630
3.00%, 10/21/27^(a)	AUD		40		27,781
3.25%, 07/20/28^(a)	AUD		500		350,633
5.00%, 07/23/25^(a)	AUD		50		37,364


					93,672,959

Austria — 0.9%
Autobahnen- und Schnell- strassen-Finanzierungs AG, 0.10%, 07/09/29^(a)	EUR		400		382,348
KAF Karntner Ausgleichszahlungs-Fonds, 0.00%, 01/14/32^(a)(c)	EUR		200		176,533
Republic of Austria Government Bond
0.00%, 07/15/23^(c)(e)	EUR		1,345		1,419,859
0.00%, 07/15/24^(c)(e)	EUR		520		545,019
0.00%, 04/20/25^(c)(e)	EUR		2,000		2,074,665
0.00%, 02/20/30^(c)(e)	EUR		950		911,463
0.00%, 02/20/31^(c)(e)	EUR		2,066		1,943,441
0.00%, 10/20/40^(c)(e)	EUR		640		500,394
0.25%, 10/20/36^(e)	EUR		1,182		1,032,052
0.50%, 04/20/27^(e)	EUR		1,523		1,579,215
0.50%, 02/20/29^(e)	EUR		1,352		1,370,553
0.70%, 04/20/71^(e)	EUR		710		484,418
0.75%, 10/20/26^(e)	EUR		2,378		2,503,153
0.75%, 02/20/28^(e)	EUR		2,417		2,521,206
0.75%, 03/20/51^(e)	EUR		1,030		867,421
0.85%, 06/30/2120^(e)	EUR		380		215,979
0.90%, 02/20/32^(e)	EUR		1,160		1,165,676
1.20%, 10/20/25^(e)	EUR		1,950		2,096,012
1.50%, 02/20/47^(e)	EUR		1,331		1,382,234
1.50%, 11/02/86^(e)	EUR		310		280,981
1.65%, 10/21/24^(e)	EUR		1,664		1,811,857
2.10%, 09/20/2117^(e)	EUR		660		713,590
2.40%, 05/23/34^(e)	EUR		875		1,019,276
3.15%, 06/20/44^(e)	EUR		640		882,357
3.80%, 01/26/62^(e)	EUR		365		614,574
4.15%, 03/15/37^(e)	EUR		1,674		2,391,499
4.85%, 03/15/26^(e)	EUR		1,880		2,304,900
6.25%, 07/15/27	EUR		796		1,073,559


					34,264,234


Security		Par (000)		Value

Belgium — 1.5%
Flemish Community (The)
1.50%, 07/12/38^(a)	EUR		100	$	98,919
1.50%, 04/11/44^(a)	EUR		100		94,759
Kingdom of Belgium Government Bond
0.00%, 10/22/27^(c)(e)	EUR		2,076		2,082,697
0.00%, 10/22/31^(c)(e)	EUR		1,600		1,475,175
0.10%, 06/22/30^(e)	EUR		2,320		2,231,421
0.20%, 10/22/23^(e)	EUR		3,318		3,510,432
0.35%, 06/22/32^(e)	EUR		2,170		2,040,905
0.40%, 06/22/40^(e)	EUR		1,390		1,137,325
0.50%, 10/22/24^(e)	EUR		1,100		1,162,105
0.65%, 06/22/71^(e)	EUR		500		298,161
0.80%, 06/22/25^(e)	EUR		2,610		2,771,152
0.80%, 06/22/27^(e)	EUR		3,218		3,379,689
0.80%, 06/22/28^(e)	EUR		2,801		2,920,727
0.90%, 06/22/29^(e)	EUR		1,525		1,583,718
1.00%, 06/22/26^(e)	EUR		1,310		1,397,007
1.00%, 06/22/31^(e)	EUR		2,442		2,500,036
1.40%, 06/22/53^(e)	EUR		700		632,739
1.45%, 06/22/37^(e)	EUR		2,070		2,089,781
1.60%, 06/22/47^(e)	EUR		1,359		1,332,345
1.70%, 06/22/50^(e)	EUR		1,422		1,412,884
1.90%, 06/22/38^(e)	EUR		888		953,562
2.15%, 06/22/66^(e)	EUR		894		975,305
2.25%, 06/22/23^(a)	EUR		500		541,991
2.25%, 06/22/57^(e)	EUR		807		904,469
2.60%, 06/22/24^(e)	EUR		1,908		2,110,629
3.00%, 06/22/34^(e)	EUR		1,660		2,022,148
3.75%, 06/22/45^(a)	EUR		992		1,397,144
4.00%, 03/28/32^(a)	EUR		1,970		2,574,913
4.25%, 03/28/41^(e)	EUR		2,242		3,241,126
4.50%, 03/28/26^(e)	EUR		270		327,223
5.00%, 03/28/35^(e)	EUR		660		965,110
5.50%, 03/28/28	EUR		1,287		1,717,354
Series 86, 1.25%, 04/22/33^(e)	EUR		690		714,835
Ministeries Van de Vlaamse Gemeenschap
0.13%, 10/15/35^(a)	EUR		400		335,495
0.88%, 03/21/46^(a)	EUR		300		246,412
1.00%, 10/13/36^(a)	EUR		400		374,296
Region Wallonne, 1.25%, 06/22/71^(a)	EUR		200		141,933
Region Wallonne Belgium, 0.25%, 05/03/26^(a)	EUR		500		511,429


					54,207,351

Bulgaria — 0.0%
Bulgaria Government International Bond
0.38%, 09/23/30^(a)	EUR		350		303,764
1.38%, 09/23/50^(a)	EUR		200		139,359
2.63%, 03/26/27^(a)	EUR		100		108,704
2.95%, 09/03/24^(a)	EUR		200		218,624
3.00%, 03/21/28^(a)	EUR		100		110,242
3.13%, 03/26/35^(a)	EUR		100		105,128


					985,821

Canada — 4.6%
Canada Housing Trust No. 1
0.95%, 06/15/25^(e)	CAD		2,100		1,536,573
1.10%, 03/15/31^(e)	CAD		900		580,508
1.25%, 06/15/26^(e)	CAD		300		217,434
1.40%, 03/15/31^(e)	CAD		1,060		702,547
1.55%, 12/15/26^(e)	CAD		400		291,093
1.60%, 12/15/31^(e)	CAD		600		399,424


Security		Par (000)		Value

Canada (continued)
1.75%, 06/15/22^(e)	CAD		1,750	$	1,363,220
1.75%, 06/15/30^(e)	CAD		970		672,450
1.90%, 09/15/26^(e)	CAD		160		118,690
1.90%, 03/15/31^(e)	CAD		1,100		761,733
1.95%, 12/15/25^(e)	CAD		1,750		1,312,435
2.15%, 12/15/31^(e)	CAD		1,500		1,050,788
2.25%, 12/15/25^(e)	CAD		100		75,796
2.35%, 06/15/23^(e)	CAD		3,270		2,540,375
2.35%, 06/15/27^(e)	CAD		1,500		1,126,988
2.35%, 03/15/28^(e)	CAD		350		261,029
2.55%, 12/15/23^(e)	CAD		800		621,249
2.55%, 03/15/25^(e)	CAD		910		700,778
2.65%, 03/15/28^(e)	CAD		800		606,553
2.65%, 12/15/28^(e)	CAD		920		693,969
2.90%, 06/15/24^(e)	CAD		1,350		1,052,761
3.15%, 09/15/23^(e)	CAD		1,500		1,175,666
Canadian Government Bond
0.25%, 02/01/23	CAD		2,000		1,533,492
0.25%, 08/01/23	CAD		2,000		1,513,595
0.25%, 04/01/24	CAD		500		372,039
0.25%, 03/01/26	CAD		5,160		3,655,440
0.50%, 09/01/25	CAD		5,890		4,260,708
0.50%, 12/01/30	CAD		4,340		2,772,715
0.75%, 02/01/24	CAD		2,600		1,959,254
1.00%, 09/01/26	CAD		5,020		3,629,921
1.25%, 03/01/25	CAD		5,870		4,388,940
1.25%, 03/01/27	CAD		3,000		2,176,305
1.25%, 06/01/30	CAD		4,860		3,348,223
1.50%, 05/01/24	CAD		1,000		760,814
1.50%, 09/01/24	CAD		4,350		3,298,537
1.50%, 04/01/25	CAD		2,000		1,503,367
1.50%, 06/01/31	CAD		5,470		3,793,297
1.50%, 12/01/31	CAD		2,010		1,385,056
1.75%, 03/01/23	CAD		2,895		2,242,197
1.75%, 12/01/53	CAD		2,400		1,456,422
2.00%, 09/01/23	CAD		5,390		4,166,787
2.00%, 06/01/28	CAD		470		350,478
2.00%, 06/01/32	CAD		3,270		2,347,125
2.00%, 12/01/51	CAD		7,350		4,790,073
2.25%, 06/01/25	CAD		1,500		1,151,952
2.50%, 06/01/24	CAD		2,144		1,663,863
2.75%, 12/01/48	CAD		1,720		1,320,811
2.75%, 12/01/64	CAD		870		660,737
3.50%, 12/01/45	CAD		1,834		1,582,081
4.00%, 06/01/41	CAD		3,180		2,867,631
5.00%, 06/01/37	CAD		3,380		3,295,253
5.75%, 06/01/33	CAD		2,790		2,747,129
City of Montreal Canada
2.40%, 12/01/41	CAD		200		120,618
3.00%, 09/01/27	CAD		300		229,379
3.15%, 12/01/36	CAD		250		175,900
3.50%, 09/01/23	CAD		60		47,163
3.50%, 12/01/38	CAD		200		144,841
City of Ottawa Ontario
2.50%, 05/11/51	CAD		100		57,564
3.10%, 07/27/48	CAD		100		65,821
City of Toronto Canada
2.40%, 06/07/27	CAD		250		186,642
2.80%, 11/22/49	CAD		200		123,584
2.90%, 04/29/51	CAD		250		157,370


Security		Par (000)		Value

Canada (continued)
2.95%, 04/28/35	CAD		50	$	35,075
3.20%, 08/01/48	CAD		100		67,237
CPPIB Capital Inc.
1.13%, 12/14/29^(a)	GBP		250		289,556
1.63%, 10/22/71^(a)	GBP		250		230,821
1.95%, 09/30/29^(a)	CAD		500		352,143
Export Development Canada, 0.25%, 03/07/26^(a)	EUR		600		609,930
Hydro-Quebec
2.00%, 09/01/28	CAD		200		144,125
2.10%, 02/15/60	CAD		800		413,124
4.00%, 02/15/55	CAD		890		722,738
5.00%, 02/15/45	CAD		400		366,101
5.00%, 02/15/50	CAD		1,120		1,055,005
6.00%, 08/15/31	CAD		200		184,987
6.00%, 02/15/40	CAD		200		198,731
6.50%, 02/15/35	CAD		400		398,490
9.63%, 07/15/22	CAD		320		253,250
Japan Government Five Year Bond, 0.10%, 06/20/25	JPY		445,200		3,445,682
Labrador-Island Link Funding Trust, Series A 3.76%, 06/01/33^(e)	CAD		300		236,875
Municipal Finance Authority of British Columbia
2.15%, 12/01/22	CAD		300		233,643
2.15%, 06/03/24	CAD		1,180		904,503
Muskrat Falls/Labrador Transmission Assets Funding Trust
3.38%, 06/01/57	CAD		200		145,630
Series A, 3.63%, 06/01/29^(e)	CAD		300		237,721
OMERS Finance Trust, 0.45%, 05/13/25^(a)	EUR		250		256,654
Ontario Electricity Financial Corp., 8.25%, 06/22/26	CAD		300		278,193
Ontario Teachers’ Finance Trust
0.50%, 05/06/25^(a)	EUR		470		484,740
0.90%, 05/20/41^(a)	EUR		360		302,010
OPB Finance Trust, Series F 2.98%, 01/25/27(Call 10/25/26)	CAD		200		151,806
Province of Alberta Canada
0.63%, 01/16/26^(a)	EUR		200		205,846
1.60%, 09/01/22	CAD		250		194,535
1.65%, 06/01/31	CAD		700		463,733
2.05%, 06/01/30	CAD		1,100		768,232
2.20%, 06/01/26	CAD		300		224,954
2.35%, 06/01/25	CAD		350		266,533
2.55%, 12/15/22	CAD		200		156,169
2.55%, 06/01/27	CAD		1,080		814,340
2.90%, 12/01/28	CAD		550		416,273
2.90%, 09/20/29	CAD		300		225,152
2.95%, 06/01/52	CAD		470		314,982
3.05%, 12/01/48	CAD		700		478,647
3.10%, 06/01/50	CAD		840		580,562
3.30%, 12/01/46	CAD		990		710,081
3.45%, 12/01/43	CAD		25		18,469
3.90%, 12/01/33	CAD		200		158,407
Province of British Columbia Canada
0.88%, 10/08/25^(a)	EUR		300		312,181
2.20%, 06/18/30	CAD		1,540		1,088,831
2.30%, 06/18/26	CAD		200		150,685
2.55%, 06/18/27	CAD		300		226,362
2.75%, 06/18/52	CAD		450		288,814
2.80%, 06/18/48	CAD		830		542,399
2.85%, 06/18/25	CAD		550		425,418


Security		Par (000)		Value

Canada (continued)
2.95%, 12/18/28	CAD		200	$	151,965
2.95%, 06/18/50	CAD		820		550,399
3.20%, 06/18/44	CAD		400		283,803
3.30%, 12/18/23	CAD		400		314,258
4.30%, 06/18/42	CAD		1,010		840,502
4.95%, 06/18/40	CAD		170		151,909
5.00%, 06/18/31	CAD		120		103,837
6.35%, 06/18/31	CAD		40		37,913
Province of Manitoba Canada
2.05%, 09/05/52	CAD		100		52,991
2.45%, 06/02/25	CAD		50		38,170
2.55%, 06/02/26	CAD		200		151,945
2.60%, 06/02/27	CAD		200		151,008
2.75%, 06/02/29	CAD		300		223,067
2.85%, 09/05/46	CAD		590		383,591
3.00%, 06/02/28	CAD		300		229,059
3.20%, 03/05/50	CAD		230		159,024
3.25%, 09/05/29	CAD		600		459,931
3.40%, 09/05/48	CAD		690		493,568
4.10%, 03/05/41	CAD		400		318,773
4.60%, 03/05/38	CAD		70		58,920
Province of New Brunswick Canada
1.80%, 08/14/25	CAD		500		373,141
2.35%, 08/14/27	CAD		570		423,787
2.60%, 08/14/26	CAD		200		151,918
2.85%, 06/02/23	CAD		50		39,011
3.05%, 08/14/50	CAD		200		133,861
3.10%, 08/14/28	CAD		200		153,184
3.10%, 08/14/48	CAD		100		67,715
3.55%, 06/03/43	CAD		210		155,279
3.80%, 08/14/45	CAD		200		152,941
4.55%, 03/26/37	CAD		60		50,196
4.65%, 09/26/35	CAD		400		337,564
Province of Newfoundland and Labrador Canada
2.05%, 06/02/31	CAD		300		203,262
2.65%, 10/17/50	CAD		400		237,982
2.85%, 06/02/28	CAD		500		376,340
2.85%, 06/02/29	CAD		870		647,470
3.00%, 06/02/26	CAD		130		100,227
3.30%, 10/17/46	CAD		250		171,346
3.70%, 10/17/48	CAD		120		87,635
Province of Nova Scotia Canada
2.10%, 06/01/27	CAD		600		442,229
3.15%, 12/01/51	CAD		560		382,878
3.50%, 06/02/62	CAD		30		21,620
4.40%, 06/01/42	CAD		20		16,634
4.70%, 06/01/41	CAD		200		172,349
Province of Ontario Canada
0.00%, 11/25/30^(a)(c)	EUR		300		271,424
0.25%, 12/15/26^(a)	GBP		200		228,801
0.38%, 06/14/24^(a)	EUR		200		208,235
0.38%, 04/08/27^(a)	EUR		200		199,970
0.63%, 04/17/25^(a)	EUR		400		414,870
1.05%, 09/08/27	CAD		300		208,472
1.35%, 09/08/26	CAD		300		216,227
1.35%, 12/02/30	CAD		1,500		977,262
1.75%, 09/08/25	CAD		1,300		968,364
1.85%, 02/01/27	CAD		500		366,189
1.90%, 12/02/51	CAD		1,520		790,450
1.95%, 01/27/23	CAD		150		116,484


Security		Par (000)		Value

Canada (continued)
2.05%, 06/02/30	CAD		1,550	$	1,081,036
2.15%, 06/02/31	CAD		500		345,666
2.25%, 12/02/31	CAD		1,000		692,718
2.30%, 09/08/24	CAD		300		230,133
2.40%, 06/02/26	CAD		2,860		2,160,679
2.55%, 12/02/52	CAD		600		364,965
2.60%, 09/08/23	CAD		1,000		777,574
2.60%, 06/02/25	CAD		1,050		805,541
2.60%, 06/02/27	CAD		1,360		1,027,583
2.65%, 02/05/25	CAD		1,000		770,856
2.65%, 12/02/50	CAD		2,000		1,249,912
2.70%, 06/02/29	CAD		960		713,060
2.80%, 06/02/48	CAD		1,040		675,480
2.85%, 06/02/23	CAD		550		429,198
2.90%, 06/02/28	CAD		1,000		760,332
2.90%, 12/02/46	CAD		1,600		1,063,624
2.90%, 06/02/49	CAD		1,450		958,559
3.45%, 06/02/45	CAD		2,340		1,716,899
3.50%, 06/02/24	CAD		970		764,040
3.50%, 06/02/43	CAD		1,620		1,203,162
4.60%, 06/02/39	CAD		980		834,653
4.65%, 06/02/41	CAD		2,250		1,942,568
4.70%, 06/02/37	CAD		1,703		1,459,504
5.60%, 06/02/35	CAD		500		462,768
5.85%, 03/08/33	CAD		290		268,832
6.20%, 06/02/31	CAD		580		542,671
6.50%, 03/08/29	CAD		50		46,117
Province of Quebec Canada
0.20%, 04/07/25^(a)	EUR		500		512,584
0.25%, 05/05/31^(a)	EUR		300		274,826
0.88%, 01/15/25^(a)	EUR		100		104,772
0.88%, 05/04/27^(a)	EUR		550		563,727
1.13%, 10/28/25^(a)	EUR		300		314,925
1.50%, 12/15/23^(a)	GBP		200		249,664
1.90%, 09/01/30	CAD		3,540		2,436,156
2.25%, 02/22/24	CAD		400		308,616
2.30%, 09/01/29	CAD		2,010		1,452,617
2.45%, 03/01/23	CAD		600		467,558
2.50%, 09/01/26	CAD		1,800		1,364,351
2.60%, 07/06/25	CAD		300		230,498
2.75%, 09/01/25	CAD		250		192,626
2.75%, 09/01/27	CAD		500		380,555
2.75%, 09/01/28	CAD		590		444,880
2.85%, 12/01/53	CAD		1,000		652,061
3.00%, 09/01/23	CAD		50		39,095
3.10%, 12/01/51	CAD		1,390		956,451
3.25%, 09/01/32	CAD		500		376,745
3.50%, 12/01/45	CAD		1,160		861,271
3.50%, 12/01/48	CAD		1,280		949,580
3.75%, 09/01/24	CAD		100		79,339
4.25%, 12/01/43	CAD		600		498,276
5.00%, 12/01/38	CAD		950		846,522
5.00%, 12/01/41	CAD		1,500		1,357,806
5.75%, 12/01/36	CAD		400		379,967
6.25%, 06/01/32	CAD		110		104,337
Province of Saskatchewan Canada
2.20%, 06/02/30	CAD		400		282,004
2.65%, 06/02/27	CAD		450		340,688
2.75%, 12/02/46	CAD		300		192,809
3.05%, 12/02/28	CAD		200		152,566


Security		Par (000)		Value

Canada (continued)
3.10%, 06/02/50	CAD		400	$	273,357
3.20%, 06/03/24	CAD		20		15,664
3.30%, 06/02/48	CAD		200		142,084
3.40%, 02/03/42	CAD		100		72,915
3.75%, 03/05/54	CAD		400		308,937
3.90%, 06/02/45	CAD		150		117,515
4.75%, 06/01/40	CAD		100		86,637
PSP Capital Inc.
1.50%, 03/15/28^(a)	CAD		450		317,089
1.73%, 06/21/22^(a)	CAD		300		233,676
3.00%, 11/05/25^(a)	CAD		200		155,029
Regional Municipality of Peel Ontario, 3.85%, 10/30/42	CAD		100		75,466
Regional Municipality of York, 2.60%, 12/15/25	CAD		50		38,144
South Coast British Columbia Transportation Authority, 3.25%, 11/23/28	CAD		250		192,550
Unedic Asseo, 0.10%, 11/25/26^(a)	EUR		600		602,720


					169,563,293

Chile — 0.1%
Bonos de la Tesoreria de la Republica en pesos
4.50%, 03/01/26	CLP		780,000		841,023
4.70%, 09/01/30^(e)	CLP		350,000		359,465
5.00%, 10/01/28^(e)	CLP		600,000		640,580
5.00%, 03/01/35	CLP		600,000		612,067
5.10%, 07/15/50	CLP		250,000		239,568
6.00%, 01/01/43	CLP		315,000		346,785
Chile Government International Bond
0.83%, 07/02/31 (Call 04/02/31)	EUR		100		90,202
1.25%, 01/29/40 (Call 10/31/39)	EUR		300		240,633
1.25%, 01/22/51 (Call 07/31/50)	EUR		200		139,420
1.63%, 01/30/25	EUR		300		317,020
1.75%, 01/20/26	EUR		300		315,086


					4,141,849

China — 16.7%
Agricultural Development Bank of China
2.25%, 04/22/25	CNY		25,000		3,750,380
2.87%, 05/14/27	CNY		5,000		756,968
2.96%, 04/17/30	CNY		39,000		5,846,092
3.06%, 08/05/23	CNY		32,000		4,902,213
3.24%, 08/14/24	CNY		11,000		1,694,655
3.35%, 03/24/26	CNY		40,000		6,186,914
3.45%, 09/23/25	CNY		5,000		775,953
3.48%, 02/04/28	CNY		15,000		2,332,048
3.51%, 04/03/24	CNY		32,500		5,027,903
3.52%, 05/24/31	CNY		20,000		3,121,846
3.55%, 11/21/23	CNY		24,000		3,709,416
3.63%, 07/19/26	CNY		37,800		5,912,570
3.74%, 07/12/29	CNY		54,500		8,609,130
3.75%, 01/25/29	CNY		32,650		5,159,216
3.79%, 10/26/30	CNY		13,000		2,065,159
3.83%, 01/06/24	CNY		12,300		1,910,655
3.85%, 01/06/27	CNY		56,100		8,861,705
3.95%, 02/26/31	CNY		13,000		2,091,723
4.00%, 11/12/25	CNY		46,000		7,277,456
4.37%, 05/25/23	CNY		12,000		1,863,252
4.65%, 05/11/28	CNY		18,000		2,971,927
Agriculture Development Bank China, 3.52%, 05/24/31	CNY		16,000		2,497,477


Security		Par (000)		Value

China (continued)
China Development Bank
0.63%, 12/12/22^(a)	EUR		300	$	317,067
1.25%, 01/21/23^(a)	GBP		242		301,811
3.00%, 08/07/23	CNY		7,000		1,072,094
3.05%, 08/25/26	CNY		57,000		8,715,021
3.07%, 03/10/30	CNY		32,900		4,970,013
3.09%, 06/18/30	CNY		29,450		4,454,564
3.18%, 04/05/26	CNY		62,000		9,532,017
3.23%, 01/10/25	CNY		90,000		13,882,845
3.30%, 02/01/24	CNY		6,000		924,639
3.34%, 07/14/25	CNY		5,000		773,751
3.42%, 07/02/24	CNY		33,800		5,228,096
3.45%, 09/20/29	CNY		17,000		2,639,065
3.48%, 01/08/29	CNY		158,000		24,584,627
3.50%, 08/13/26	CNY		8,200		1,275,450
3.65%, 05/21/29	CNY		84,500		13,271,003
3.66%, 03/01/31	CNY		5,000		788,667
3.68%, 02/26/26	CNY		50,000		7,822,909
3.70%, 10/20/30	CNY		45,050		7,113,687
3.74%, 09/10/25	CNY		20,000		3,131,380
3.76%, 08/14/23	CNY		17,000		2,628,329
3.80%, 01/25/36	CNY		67,000		10,709,523
3.85%, 01/09/24	CNY		15,000		2,332,412
4.04%, 07/06/28	CNY		27,600		4,425,805
4.15%, 10/26/25	CNY		38,000		6,032,002
4.21%, 04/13/25	CNY		23,000		3,644,489
4.73%, 04/02/25	CNY		37,500		6,022,146
4.88%, 02/09/28	CNY		77,900		12,990,508
5.25%, 06/24/28	CNY		10,000		1,704,888
5.90%, 01/20/24	CNY		18,700		3,004,406
China Government Bond
0.63%, 11/17/33^(a)	EUR		400		385,977
1.99%, 04/09/25	CNY		302,100		45,248,957
2.36%, 07/02/23	CNY		228,000		34,679,745
2.56%, 10/21/23	CNY		3,000		457,551
2.68%, 05/21/30	CNY		264,360		39,502,295
2.70%, 11/03/26	CNY		5,000		761,158
2.74%, 08/04/26	CNY		50,000		7,630,560
2.75%, 09/01/23	CNY		20,000		3,059,420
2.79%, 11/17/23	CNY		10,000		1,531,881
2.85%, 06/04/27	CNY		71,000		10,862,881
2.90%, 05/05/26	CNY		103,000		15,837,795
3.01%, 05/13/28	CNY		60,000		9,222,165
3.03%, 03/11/26	CNY		15,300		2,362,174
3.12%, 12/05/26	CNY		36,050		5,591,061
3.13%, 11/21/29	CNY		15,000		2,324,214
3.19%, 04/11/24	CNY		69,500		10,738,789
3.22%, 12/06/25	CNY		30,000		4,665,553
3.25%, 06/06/26	CNY		48,080		7,485,867
3.25%, 11/22/28	CNY		46,000		7,183,598
3.29%, 05/23/29	CNY		65,700		10,299,051
3.39%, 03/16/50	CNY		143,600		21,812,506
3.40%, 02/09/27	CNY		12,000		1,891,471
3.52%, 04/25/46	CNY		8,000		1,238,306
3.54%, 08/16/28	CNY		4,000		638,439
3.60%, 09/06/25	CNY		21,730		3,427,085
3.73%, 05/25/70	CNY		13,820		2,266,631
3.74%, 09/22/35	CNY		18,250		2,988,323
3.76%, 03/22/71	CNY		25,180		4,154,031
3.81%, 09/14/50	CNY		64,500		10,553,932


Security		Par (000)		Value

China (continued)
3.86%, 07/22/49	CNY		20,000	$	3,291,544
3.97%, 07/23/48	CNY		40,600		6,790,623
4.00%, 06/24/69	CNY		26,000		4,511,614
4.05%, 07/24/47	CNY		18,400		3,105,932
4.08%, 10/22/48	CNY		34,800		5,934,015
4.09%, 04/27/35	CNY		11,000		1,875,010
4.22%, 03/19/48	CNY		4,000		695,364
4.50%, 06/23/41	CNY		10,850		1,985,664
China Government International Bond
0.13%, 11/12/26 (Call 08/12/26)^(a)	EUR		800		789,550
1.00%, 11/12/39 (Call 08/12/39)^(a)	EUR		200		175,394
Export-Import Bank of China (The)
0.75%, 05/28/23^(a)	EUR		100		105,717
2.93%, 03/02/25	CNY		58,100		8,885,234
3.22%, 05/14/26	CNY		39,000		6,005,064
3.23%, 03/23/30	CNY		30,000		4,581,980
3.26%, 02/24/27	CNY		15,000		2,312,737
3.28%, 02/11/24	CNY		62,700		9,649,822
3.33%, 02/22/26	CNY		20,000		3,090,299
3.34%, 09/04/23	CNY		6,000		923,127
3.38%, 07/16/31	CNY		6,000		926,197
3.43%, 10/23/25	CNY		28,000		4,343,379
3.74%, 11/16/30	CNY		26,000		4,114,568
3.86%, 05/20/29	CNY		40,200		6,390,012
3.87%, 09/14/25	CNY		11,000		1,729,056
3.88%, 01/12/36	CNY		2,700		434,816
4.11%, 03/20/27	CNY		7,000		1,120,000
4.37%, 06/19/23	CNY		7,000		1,088,321
4.89%, 03/26/28	CNY		21,800		3,640,537
Italy Buoni Poliennali Del Tesoro, 1.75%, 07/01/24^(a)	EUR		3,740		4,001,146


					612,916,010

Colombia — 0.2%
Colombian TES
Series B, 5.75%, 11/03/27	COP		5,148,700		1,072,564
Series B, 6.00%, 04/28/28	COP		3,890,900		805,538
Series B, 6.25%, 11/26/25	COP		6,268,700		1,426,153
Series B, 6.25%, 07/09/36	COP		3,000,000		524,485
Series B, 7.00%, 06/30/32	COP		2,425,900		488,030
Series B, 7.25%, 10/18/34	COP		4,501,400		890,067
Series B, 7.75%, 09/18/30	COP		2,864,600		629,394


					5,836,231

Croatia — 0.0%
Croatia Government International Bond
1.13%, 06/19/29^(a)	EUR		150		140,478
1.50%, 06/17/31^(a)	EUR		200		185,100
1.75%, 03/04/41^(a)	EUR		180		149,161
2.70%, 06/15/28^(a)	EUR		300		322,815
2.75%, 01/27/30^(a)	EUR		250		260,248
3.00%, 03/20/27^(a)	EUR		200		218,613


					1,276,415

Cyprus — 0.0%
Cyprus Government International Bond
1.25%, 01/21/40^(a)	EUR		472		395,078
2.38%, 09/25/28^(a)	EUR		400		432,521
4.25%, 11/04/25^(a)	EUR		300		348,251


				1,175,850


Security		Par (000)		Value

Czech Republic — 0.2%
Czech Republic Government Bond
0.45%, 10/25/23^(a)	CZK		13,470	$	537,243
0.95%, 05/15/30^(a)	CZK		16,960		562,637
1.00%, 06/26/26^(a)	CZK		39,570		1,457,741
1.20%, 03/13/31	CZK		27,110		900,124
1.25%, 02/14/25	CZK		37,500		1,445,640
1.50%, 04/24/40	CZK		8,830		248,181
1.75%, 06/23/32	CZK		17,000		580,128
2.00%, 10/13/33	CZK		12,000		409,734
2.50%, 08/25/28^(a)	CZK		14,600		558,843
2.75%, 07/23/29	CZK		17,230		665,124
4.20%, 12/04/36^(a)	CZK		8,700		370,311
4.70%, 09/12/22^(a)	CZK		4,000		170,827
5.70%, 05/25/24^(a)	CZK		11,440		494,834
Czech Republic International, 3.88%, 05/24/22^(a)	EUR		200		211,646


					8,613,013

Denmark — 0.4%
Denmark Government Bond
0.00%, 11/15/24^(c)	DKK		5,000		697,853
0.00%, 11/15/31^(c)	DKK		11,760		1,487,028
0.25%, 11/15/22	DKK		11,000		1,565,509
0.25%, 11/15/52	DKK		5,900		610,944
0.50%, 11/15/27	DKK		20,594		2,845,227
0.50%, 11/15/29	DKK		9,200		1,248,338
1.50%, 11/15/23	DKK		6,518		943,526
1.75%, 11/15/25	DKK		12,500		1,831,514
4.50%, 11/15/39	DKK		13,774		2,908,449
7.00%, 11/10/24	DKK		2,000		328,826
Kommunekredit
0.00%, 05/04/34^(a)(c)	EUR		300		254,191
0.50%, 01/24/25^(a)	EUR		300		311,678
0.63%, 05/11/26^(a)	EUR		300		308,355
0.75%, 05/18/27^(a)	EUR		120		122,701
0.88%, 11/03/36^(a)	EUR		300		273,832


					15,737,971

Finland — 0.4%
Finland Government Bond
0.13%, 09/15/31^(e)	EUR		937		883,066
0.13%, 04/15/36^(e)	EUR		640		555,373
0.13%, 04/15/52^(e)	EUR		580		402,526
0.25%, 09/15/40^(e)	EUR		250		207,422
0.50%, 04/15/26^(e)	EUR		1,245		1,298,440
0.50%, 09/15/27^(e)	EUR		1,316		1,358,396
0.50%, 09/15/28^(e)	EUR		293		298,560
0.50%, 09/15/29^(e)	EUR		660		664,956
0.75%, 04/15/31^(e)	EUR		947		956,239
1.13%, 04/15/34^(e)	EUR		762		772,883
1.38%, 04/15/47^(e)	EUR		456		468,059
2.00%, 04/15/24^(e)	EUR		868		946,190
2.63%, 07/04/42^(e)	EUR		1,036		1,289,809
2.75%, 07/04/28^(e)	EUR		1,087		1,268,777
Finnvera OYJ
0.38%, 04/09/29^(a)	EUR		300		292,723
0.50%, 04/13/26^(a)	EUR		200		204,517
0.75%, 08/07/28^(a)	EUR		200		202,036
1.13%, 05/17/32^(a)	EUR		100		99,549
Kuntarahoitus OYJ
0.00%, 03/02/31^(a)(c)	EUR		400		366,296
0.13%, 03/07/24^(a)	EUR		600		626,153


Security		Par (000)		Value

Finland (continued)
0.75%, 09/07/27^(a)	EUR		150	$	153,248
1.25%, 02/23/33^(a)	EUR		200		201,449


					13,516,667

France — 6.8%
Action Logement Services
0.50%, 10/30/34^(a)	EUR		200		177,995
0.75%, 07/19/41^(a)	EUR		300		249,317
Agence Francaise de Developpement EPIC
0.00%, 03/25/25^(a)(c)	EUR		200		206,095
0.25%, 07/21/26^(a)	EUR		700		712,168
0.25%, 06/29/29^(a)	EUR		800		775,886
0.38%, 04/30/24^(a)	EUR		300		314,624
0.50%, 10/25/22^(a)	EUR		400		423,255
0.50%, 05/25/30^(a)	EUR		400		389,652
1.00%, 01/31/28^(a)	EUR		200		208,036
1.38%, 07/05/32^(a)	EUR		700		715,048
1.50%, 10/31/34^(a)	EUR		100		101,156
Agence France Locale
0.00%, 09/20/27^(a)(c)	EUR		300		295,274
0.50%, 06/20/24^(a)	EUR		100		104,901
Bpifrance SACA
0.05%, 09/26/29^(a)	EUR		300		284,469
0.63%, 05/25/26^(a)	EUR		600		622,096
0.75%, 11/25/24^(a)	EUR		100		105,298
0.88%, 09/26/28^(a)	EUR		500		512,896
1.00%, 05/25/27^(a)	EUR		500		523,756
1.88%, 05/25/30^(a)	EUR		300		325,799
Bpifrance Saca Co., 0.13%, 11/25/28	EUR		1,200		1,171,615
Caisse D Amort Dette, 0.13%, 09/15/31^(a)	EUR		1,000		920,529
Caisse d’Amortissement de la Dette Sociale
0.00%, 02/25/28^(a)(c)	EUR		1,800		1,764,828
0.00%, 05/25/29^(a)(c)	EUR		1,100		1,054,462
0.13%, 10/25/23^(a)	EUR		1,500		1,577,678
0.45%, 01/19/32^(a)	EUR		800		756,214
1.38%, 11/25/24^(a)	EUR		1,250		1,336,319
2.50%, 10/25/22	EUR		250		267,224
4.00%, 12/15/25^(a)	EUR		540		629,984
Caisse de Refinancement de l’Habitat SA, 2.38%, 03/05/24^(a)	CHF		150		159,780
Caisse des Depots et Consignations, 0.00%, 06/19/24^(a)(c)	EUR		300		312,545
Caisse Francaise de Financement Local
0.00%, 05/07/25^(a)(c)	EUR		400		407,135
0.10%, 11/13/29^(a)	EUR		200		188,511
0.13%, 02/15/36^(a)	EUR		300		246,836
0.38%, 05/11/24^(a)	EUR		300		312,883
0.38%, 01/20/32^(a)	EUR		300		276,877
0.38%, 02/13/40^(a)	EUR		100		80,537
0.50%, 01/19/26^(a)	EUR		100		102,461
0.50%, 02/19/27^(a)	EUR		800		808,261
0.63%, 04/13/26^(a)	EUR		300		307,915
0.63%, 01/20/42^(a)	EUR		200		165,416
0.75%, 01/11/27^(a)	EUR		100		102,342
0.75%, 09/27/27^(a)	EUR		200		203,287
1.25%, 05/11/32^(a)	EUR		200		200,284
1.45%, 01/16/34^(a)	EUR		400		403,033
1.50%, 06/28/38^(a)	EUR		200		196,991
5.38%, 07/08/24^(a)	EUR		100		115,421
French Republic Government Bond OAT
0.00%, 02/25/24^(a)(c)	EUR		7,330		7,697,369


Security		Par (000)		Value

France (continued)
0.00%, 03/25/24^(a)(c)	EUR		3,640	$	3,817,632
0.00%, 02/25/25^(a)(c)	EUR		12,590		13,047,399
0.00%, 03/25/25^(a)(c)	EUR		4,969		5,151,308
0.00%, 02/25/26^(a)(c)	EUR		6,720		6,885,875
0.00%, 02/25/27^(a)(c)	EUR		3,550		3,587,593
0.00%, 11/25/29^(a)(c)	EUR		4,780		4,609,800
0.00%, 11/25/30^(a)(c)	EUR		6,540		6,174,802
0.00%, 11/25/31^(a)(c)	EUR		5,010		4,624,850
0.00%, 05/25/32^(a)(c)	EUR		7,790		7,104,597
0.25%, 11/25/26^(a)	EUR		4,514		4,632,423
0.50%, 05/25/25^(a)	EUR		4,997		5,249,867
0.50%, 05/25/26^(a)	EUR		6,697		6,982,129
0.50%, 05/25/29^(a)	EUR		5,753		5,812,223
0.50%, 05/25/40^(e)	EUR		2,630		2,230,464
0.50%, 06/25/44^(e)	EUR		1,730		1,392,323
0.50%, 05/25/72^(e)	EUR		1,350		756,398
0.75%, 05/25/28^(a)	EUR		5,883		6,112,061
0.75%, 11/25/28^(a)	EUR		11,029		11,409,675
0.75%, 05/25/52^(a)	EUR		2,300		1,793,997
0.75%, 05/25/53^(e)	EUR		3,860		2,953,704
1.00%, 11/25/25^(a)	EUR		3,620		3,857,071
1.00%, 05/25/27^(a)	EUR		6,340		6,717,680
1.25%, 05/25/34^(a)	EUR		6,700		6,807,422
1.25%, 05/25/36^(e)	EUR		4,720		4,720,837
1.25%, 05/25/38	EUR		1,520		1,495,222
1.50%, 05/25/31^(a)	EUR		5,940		6,369,738
1.50%, 05/25/50^(e)	EUR		4,732		4,597,405
1.75%, 11/25/24^(a)	EUR		3,024		3,289,607
1.75%, 06/25/39^(e)	EUR		4,460		4,762,621
1.75%, 05/25/66^(e)	EUR		1,625		1,623,179
2.00%, 05/25/48^(e)	EUR		4,335		4,720,467
2.25%, 05/25/24^(a)	EUR		3,258		3,569,044
2.50%, 05/25/30^(a)	EUR		4,724		5,483,987
2.75%, 10/25/27^(a)	EUR		9,069		10,493,367
3.25%, 05/25/45^(a)	EUR		3,092		4,140,957
3.50%, 04/25/26^(a)	EUR		1,601		1,870,017
4.00%, 10/25/38^(a)	EUR		2,615		3,681,782
4.00%, 04/25/55^(e)	EUR		1,796		2,866,250
4.00%, 04/25/60^(a)	EUR		1,980		3,254,687
4.25%, 10/25/23^(a)	EUR		4,423		4,953,407
4.50%, 04/25/41^(a)	EUR		4,505		6,822,667
4.75%, 04/25/35^(a)	EUR		1,938		2,807,212
5.50%, 04/25/29^(a)	EUR		2,118		2,898,710
5.75%, 10/25/32^(a)	EUR		2,318		3,473,288
6.00%, 10/25/25^(a)	EUR		398		496,879
Gestion Securite de Stocks Securite SA, 0.63%, 10/20/28^(a)	EUR		200		201,928
Regie Autonome des Transports Parisiens, 2.88%, 09/09/22^(a)	EUR		50		53,326
Region of Ile de France, 0.50%, 06/14/25^(a)	EUR		400		416,570
SFIL SA
0.00%, 05/24/24^(a)(c)	EUR		400		416,043
0.10%, 10/18/22^(a)	EUR		100		105,709
0.25%, 12/01/31^(a)	EUR		300		278,099
SNCF Reseau, 2.63%, 12/29/25^(a)	EUR		300		334,835
Societe Du Grand Paris EPIC
0.00%, 11/25/30^(a)(c)	EUR		300		278,054
0.30%, 11/25/31^(a)	EUR		400		370,790
0.70%, 10/15/60^(a)	EUR		400		255,256
1.00%, 11/26/51^(a)	EUR		200		156,576


Security		Par (000)		Value

France (continued)
1.00%, 02/18/70^(a)	EUR		400	$	267,426
1.13%, 05/25/34^(a)	EUR		500		484,908
1.63%, 04/08/42^(a)	EUR		400		389,116
1.70%, 05/25/50^(a)	EUR		300		288,824
Societe Nationale SNCF SA
0.63%, 04/17/30^(a)	EUR		500		490,626
0.88%, 02/28/51^(a)	EUR		300		213,672
1.00%, 05/25/40^(a)	EUR		100		85,920
1.00%, 01/19/61^(a)	EUR		200		130,499
Unedic Asseo
0.00%, 05/25/31^(a)(c)	EUR		1,200		1,099,938
0.13%, 05/25/22^(a)	EUR		200		211,070
0.13%, 11/25/24	EUR		200		206,977
0.25%, 11/25/29^(a)	EUR		400		385,829
0.25%, 07/16/35^(a)	EUR		1,100		940,553
0.50%, 03/20/29^(a)	EUR		500		498,543
0.63%, 02/17/25^(a)	EUR		700		733,776
0.63%, 03/03/26^(a)	EUR		600		621,279
0.88%, 10/25/22^(a)	EUR		300		318,162
1.25%, 10/21/27^(a)	EUR		300		316,539
1.25%, 05/25/33^(a)	EUR		200		200,405
1.50%, 04/20/32^(a)	EUR		300		312,130
Ville de Paris, 1.38%, 11/20/34^(a)	EUR		100		99,658


					250,080,117

Germany — 5.4%
Bundesobligation
0.00%, 10/13/23^(a)(c)	EUR		7,000		7,389,895
0.00%, 04/05/24^(a)(c)	EUR		5,550		5,827,455
0.00%, 10/18/24^(a)(c)	EUR		3,100		3,240,128
0.00%, 04/11/25^(a)(c)	EUR		1,150		1,196,827
0.00%, 10/10/25^(a)(c)	EUR		4,000		4,145,279
0.00%, 04/10/26^(a)(c)	EUR		2,700		2,784,790
0.00%, 10/09/26^(a)(c)	EUR		1,500		1,538,513
0.00%, 04/16/27^(a)(c)	EUR		1,500		1,530,601
Bundesrepublik Deutschland Bundesanleihe
0.00%, 08/15/26^(a)(c)	EUR		6,150		6,324,707
0.00%, 11/15/27^(a)(c)	EUR		3,290		3,340,424
0.00%, 11/15/28^(a)(c)	EUR		2,244		2,253,370
0.00%, 08/15/29^(a)(c)	EUR		2,700		2,688,003
0.00%, 02/15/30^(a)(c)	EUR		5,150		5,099,408
0.00%, 08/15/30^(a)(c)	EUR		1,760		1,733,000
0.00%, 02/15/31^(a)(c)	EUR		3,180		3,110,852
0.00%, 08/15/31^(a)(c)	EUR		2,970		2,883,517
0.00%, 02/15/32^(a)(c)	EUR		1,170		1,126,575
0.00%, 05/15/35^(a)(c)	EUR		3,700		3,405,292
0.00%, 05/15/36^(a)(c)	EUR		4,480		4,070,987
0.00%, 08/15/50^(a)(c)	EUR		3,300		2,581,411
0.00%, 08/15/52^(a)(c)	EUR		1,800		1,369,114
0.25%, 02/15/27^(a)	EUR		4,161		4,311,337
0.25%, 08/15/28^(a)	EUR		3,068		3,136,706
0.25%, 02/15/29^(a)	EUR		5,881		5,990,615
0.50%, 02/15/25^(a)	EUR		3,069		3,244,409
0.50%, 02/15/26^(a)	EUR		6,070		6,391,509
0.50%, 08/15/27^(a)	EUR		5,050		5,276,941
0.50%, 02/15/28^(a)	EUR		8,020		8,350,796
1.00%, 08/15/24^(a)	EUR		4,668		4,998,622
1.00%, 08/15/25^(a)	EUR		4,423		4,740,888
1.25%, 08/15/48^(a)	EUR		3,403		3,761,741
1.50%, 05/15/24^(a)	EUR		100		108,109
2.00%, 08/15/23^(a)	EUR		1,500		1,625,483


Security		Par (000)		Value

Germany (continued)
2.50%, 07/04/44^(a)	EUR		3,359	$	4,584,965
2.50%, 08/15/46^(a)	EUR		4,413		6,152,517
3.25%, 07/04/42^(a)	EUR		2,730		4,043,050
4.00%, 01/04/37^(a)	EUR		2,769		4,107,352
4.25%, 07/04/39^(a)	EUR		1,979		3,138,050
4.75%, 07/04/28^(a)	EUR		214		280,705
4.75%, 07/04/34^(a)	EUR		2,661		4,031,930
4.75%, 07/04/40^(a)	EUR		2,365		4,020,848
5.50%, 01/04/31^(a)	EUR		1,757		2,575,968
5.63%, 01/04/28^(a)	EUR		963		1,294,228
6.25%, 01/04/30^(a)	EUR		946		1,404,461
6.50%, 07/04/27^(a)	EUR		862		1,177,603
Series G, 0.00%, 08/15/30^(a)(c)	EUR		1,710		1,687,519
Series G, 0.00%, 08/15/31^(a)(c)	EUR		2,500		2,431,449
Series G, 0.00%, 08/15/50^(a)(c)	EUR		1,070		842,692
Free and Hanseatic City of Hamburg
0.00%, 04/07/26^(a)(c)	EUR		300		302,284
0.00%, 09/29/31^(c)	EUR		300		272,984
0.25%, 02/18/41^(a)	EUR		200		157,074
0.50%, 04/27/26^(a)	EUR		400		410,587
1.45%, 11/05/38^(a)	EUR		100		99,213
Free State of Bavaria, 0.00%, 05/07/27^(a)(c)	EUR		700		694,246
Free State of Saxony
0.00%, 01/15/24^(a)(c)	EUR		300		313,222
0.00%, 11/05/29^(a)(c)	EUR		200		189,148
Gemeinsame Deutsche Bundeslaender
0.00%, 08/26/30^(a)(c)	EUR		500		465,470
0.25%, 03/18/24^(a)	EUR		500		522,960
0.63%, 10/25/27^(a)	EUR		100		101,793
0.63%, 02/13/29^(a)	EUR		300		300,686
1.13%, 09/30/24^(a)	EUR		400		424,369
HSH Finanzfonds AoeR, 0.13%, 09/20/24	EUR		100		103,056
KfW, 4.00%, 02/27/25^(a)	AUD		500		359,517
Land Baden-Wuerttemberg
0.00%, 07/09/32^(a)(c)	EUR		200		179,287
0.63%, 01/16/25^(a)	EUR		750		784,147
0.63%, 01/27/26^(a)	EUR		100		103,513
0.80%, 04/05/28^(a)	EUR		300		306,845
Land Berlin
0.00%, 07/02/30^(a)(c)	EUR		300		280,165
0.10%, 01/18/30^(a)	EUR		300		284,865
0.10%, 01/18/41^(a)	EUR		730		557,146
0.25%, 04/22/25^(a)	EUR		300		309,209
0.63%, 03/20/26^(a)	EUR		100		103,328
0.63%, 02/08/27^(a)	EUR		350		358,599
0.63%, 01/26/52	EUR		200		158,800
0.75%, 09/08/23^(a)	EUR		540		572,402
0.75%, 04/03/34^(a)	EUR		300		281,491
1.00%, 05/19/32^(a)	EUR		300		297,790
1.38%, 06/05/37^(a)	EUR		620		611,182
Land Nordrhein Westfalen, 0.50%, 01/15/52^(a)	EUR		200		151,181
Land Thueringen
0.20%, 10/26/26^(a)	EUR		60		60,501
0.38%, 12/01/51^(a)	EUR		150		110,300
0.50%, 03/02/27^(a)	EUR		100		101,769
State of Brandenburg
0.00%, 06/26/28^(a)(c)	EUR		500		485,794
0.25%, 10/19/26^(a)	EUR		500		505,311
0.60%, 10/13/51^(a)	EUR		200		159,030
1.13%, 07/04/33^(a)	EUR		100		99,136


Security		Par (000)		Value

Germany (continued)
State of Bremen
0.00%, 10/06/28^(a)(c)	EUR		200	$	193,463
0.15%, 09/14/40^(a)	EUR		300		231,999
0.50%, 10/07/22^(a)	EUR		300		317,621
0.55%, 02/04/50^(a)	EUR		300		234,183
1.20%, 01/30/34^(a)	EUR		200		197,917
State of Hesse
0.00%, 03/11/30^(a)(c)	EUR		300		282,112
0.25%, 06/10/25^(a)	EUR		800		823,410
0.38%, 07/04/22^(a)	EUR		370		390,874
0.38%, 07/06/26^(a)	EUR		550		560,553
0.63%, 08/02/28^(a)	EUR		600		604,702
0.75%, 08/04/36^(a)	EUR		200		182,536
0.88%, 12/10/24^(a)	EUR		200		210,652
1.75%, 01/20/23^(a)	EUR		50		53,455
State of Lower Saxony
0.00%, 04/15/24^(a)(c)	EUR		500		520,122
0.00%, 08/02/24^(a)(c)	EUR		280		289,827
0.00%, 09/15/25^(a)(c)	EUR		200		203,458
0.00%, 07/10/26^(a)(c)	EUR		400		401,620
0.00%, 02/11/27^(a)(c)	EUR		400		397,687
0.00%, 08/13/30^(a)(c)	EUR		400		373,195
0.05%, 09/20/23^(a)	EUR		1,000		1,049,728
0.13%, 01/09/32^(a)	EUR		700		641,970
0.25%, 04/15/36^(a)	EUR		100		84,993
0.38%, 01/09/26^(a)	EUR		200		205,234
0.50%, 06/08/26^(a)	EUR		450		461,862
0.75%, 02/15/28^(a)	EUR		520		531,228
State of North Rhine-Westphalia Germany
0.00%, 01/15/29^(a)(c)	EUR		500		480,920
0.00%, 10/12/35^(a)(c)	EUR		375		309,463
0.13%, 06/04/31^(a)	EUR		500		464,104
0.20%, 02/16/24^(a)	EUR		310		324,356
0.20%, 03/31/27^(a)	EUR		400		401,210
0.20%, 04/09/30^(a)	EUR		300		286,435
0.20%, 01/27/51^(a)	EUR		250		173,816
0.25%, 03/13/26^(a)	EUR		670		682,827
0.50%, 03/11/25^(a)	EUR		300		311,969
0.50%, 04/16/26^(a)	EUR		65		66,840
0.50%, 02/16/27^(a)	EUR		500		509,446
0.50%, 11/25/39^(a)	EUR		100		84,035
0.63%, 11/17/23^(a)	EUR		500		528,488
0.63%, 07/21/31^(a)	EUR		160		155,152
0.75%, 08/16/41^(a)	EUR		50		43,186
0.80%, 07/30/49^(a)	EUR		430		360,907
0.95%, 01/10/2121^(a)	EUR		340		193,563
1.00%, 01/16/25^(a)	EUR		700		739,093
1.10%, 03/13/34^(a)	EUR		700		686,234
1.25%, 05/12/36^(a)	EUR		200		195,065
1.38%, 01/15/2120^(a)	EUR		360		259,946
1.45%, 02/16/43^(a)	EUR		250		245,614
1.45%, 01/19/2122^(a)	EUR		200		149,029
1.50%, 06/12/40^(a)	EUR		300		298,651
1.55%, 06/16/48^(a)	EUR		400		403,451
1.63%, 10/24/30^(a)	EUR		320		340,551
1.65%, 02/22/38^(a)	EUR		530		541,796
1.65%, 05/16/47^(a)	EUR		170		174,571
1.75%, 10/26/57^(a)	EUR		480		494,360
1.75%, 07/11/68^(a)	EUR		350		350,025
1.95%, 09/26/78^(a)	EUR		340		359,343


Security		Par (000)		Value

Germany (continued)
2.15%, 03/21/2119^(a)	EUR		350	$	363,631
State of Rhineland-Palatinate
0.05%, 01/23/30^(a)	EUR		400		378,419
0.38%, 01/26/27^(a)	EUR		300		303,873
0.38%, 03/10/51^(a)	EUR		200		148,645
0.75%, 01/19/26^(a)	EUR		500		519,969
State of Saxony-Anhalt
0.00%, 04/01/25^(a)(c)	EUR		300		307,199
0.00%, 03/10/31^(a)(c)	EUR		300		276,102
0.50%, 06/25/27^(a)	EUR		400		405,616
State of Schleswig-Holstein Germany
0.13%, 05/24/23^(a)	EUR		300		316,447
0.13%, 06/12/29^(a)	EUR		500		481,052
0.20%, 08/15/39^(a)	EUR		250		198,703
0.38%, 10/30/24^(a)	EUR		300		312,301
0.38%, 02/08/27^(a)	EUR		200		202,453


					197,202,298

Hungary — 0.2%
Hungary Government Bond
1.50%, 08/24/22	HUF		51,000		140,391
1.75%, 10/26/22	HUF		178,130		486,873
2.25%, 04/20/33	HUF		150,000		273,751
2.25%, 06/22/34	HUF		150,000		263,642
2.50%, 10/24/24	HUF		404,520		1,017,353
2.75%, 12/22/26	HUF		206,950		478,653
3.00%, 10/27/27	HUF		304,520		695,708
3.00%, 08/21/30	HUF		150,000		315,682
3.00%, 10/27/38	HUF		40,000		70,560
3.25%, 10/22/31	HUF		218,930		459,136
5.50%, 06/24/25	HUF		143,210		382,339
6.75%, 10/22/28	HUF		201,750		553,306
Hungary Government International Bond
1.25%, 10/22/25^(a)	EUR		250		258,133
1.63%, 04/28/32^(a)	EUR		823		742,913


					6,138,440

Iceland — 0.0%
Iceland Government International Bond, 0.50%, 12/20/22^(a)	EUR		100		105,653


Indonesia — 0.9%
Indonesia Government International Bond
0.90%, 02/14/27	EUR		100		97,827
1.40%, 10/30/31	EUR		200		182,506
1.75%, 04/24/25	EUR		200		209,467
2.63%, 06/14/23^(a)	EUR		250		268,023
3.38%, 07/30/25^(a)	EUR		500		547,203
3.75%, 06/14/28^(a)	EUR		300		332,537
Indonesia Treasury Bond
5.63%, 05/15/23	IDR		15,000,000		1,048,396
6.25%, 06/15/36	IDR		17,555,000		1,134,518
6.38%, 04/15/32	IDR		25,000,000		1,649,048
6.50%, 06/15/25	IDR		22,543,000		1,583,950
6.50%, 02/15/31	IDR		24,342,000		1,623,880
6.88%, 08/15/51	IDR		15,000,000		1,014,738
7.00%, 05/15/27	IDR		25,000,000		1,766,176
7.00%, 09/15/30	IDR		20,048,000		1,379,989
7.13%, 06/15/42	IDR		15,816,000		1,072,939
7.25%, 02/15/26	IDR		36,000,000		2,583,249
7.50%, 08/15/32	IDR		18,000,000		1,275,967
7.50%, 06/15/35	IDR		28,000,000		1,962,298


Security		Par (000)		Value

Indonesia (continued)
7.50%, 04/15/40	IDR		10,210,000	$	719,229
7.75%, 04/15/31	IDR		15,000,000		1,082,665
8.13%, 05/15/24	IDR		18,000,000		1,310,448
8.25%, 05/15/29	IDR		58,031,000		4,305,310
8.25%, 05/15/36	IDR		18,000,000		1,332,872
8.38%, 03/15/24	IDR		15,790,000		1,148,889
8.38%, 09/15/26	IDR		9,000,000		667,429
8.38%, 04/15/39	IDR		19,760,000		1,503,597
8.75%, 02/15/44	IDR		12,320,000		977,680
Perusahaan Penerbit SBSN Indonesia, 8.88%, 11/15/31	IDR		7,600,000		607,130


					33,387,960

Ireland — 0.5%
Ireland Government Bond
0.00%, 10/18/31^(a)(c)	EUR		790		722,034
0.20%, 05/15/27^(a)	EUR		2,050		2,095,346
0.20%, 10/18/30^(a)	EUR		770		736,702
0.40%, 05/15/35^(a)	EUR		838		751,910
0.55%, 04/22/41^(a)	EUR		898		750,563
0.90%, 05/15/28^(a)	EUR		520		542,841
1.00%, 05/15/26^(a)	EUR		928		988,559
1.10%, 05/15/29^(a)	EUR		1,064		1,115,272
1.30%, 05/15/33^(a)	EUR		1,006		1,022,798
1.35%, 03/18/31^(a)	EUR		492		518,252
1.50%, 05/15/50^(a)	EUR		1,110		1,063,384
1.70%, 05/15/37^(a)	EUR		530		556,468
2.00%, 02/18/45^(a)	EUR		1,051		1,139,277
2.40%, 05/15/30^(a)	EUR		1,517		1,739,095
3.40%, 03/18/24^(a)	EUR		1,650		1,841,017
5.40%, 03/13/25	EUR		864		1,035,638


					16,619,156

Isle Of Man — 0.0%
Isle of Man Government International Bond, 1.63%, 09/14/51 (Call 03/14/51)^(a)	GBP		150		146,733


Israel — 0.3%
Israel Government Bond - Fixed
0.50%, 02/27/26	ILS		2,650		754,634
1.00%, 03/31/30	ILS		2,730		744,803
1.25%, 11/30/22	ILS		1,200		360,498
1.50%, 11/30/23	ILS		2,760		829,243
1.50%, 05/31/37	ILS		2,700		687,650
1.75%, 08/31/25	ILS		3,049		912,546
2.00%, 03/31/27	ILS		1,550		465,326
2.25%, 09/28/28	ILS		4,628		1,397,538
3.75%, 03/31/24	ILS		1,377		430,139
3.75%, 03/31/47	ILS		3,151		1,058,277
4.25%, 03/31/23	ILS		450		138,840
5.50%, 01/31/42	ILS		2,210		925,856
6.25%, 10/30/26	ILS		650		230,632
Israel Government International Bond
1.50%, 01/18/27^(a)	EUR		100		104,988
1.50%, 01/16/29^(a)	EUR		500		519,690
2.50%, 01/16/49^(a)	EUR		200		211,034


					9,771,694

Italy — 5.2%
Cassa Depositi e Prestiti SpA
0.75%, 11/21/22(a)	EUR		200		212,136
1.00%, 09/21/28(a)	EUR		300		293,404


Security		Par (000)		Value

Italy (continued)
1.00%, 02/11/30^(a)	EUR		100	$	94,176
1.50%, 06/21/24^(a)	EUR		100		106,352
2.13%, 03/21/26^(a)	EUR		100		107,108
Italy Buoni Poliennali Del Tesoro
0.00%, 04/15/24^(a)(c)	EUR		6,670		6,911,550
0.00%, 08/15/24^(a)(c)	EUR		3,360		3,455,556
0.00%, 04/01/26^(a)(c)	EUR		2,280		2,250,506
0.25%, 03/15/28^(a)	EUR		3,362		3,187,280
0.30%, 08/15/23^(a)	EUR		3,060		3,229,730
0.35%, 02/01/25^(a)	EUR		3,378		3,471,823
0.45%, 02/15/29^(a)	EUR		1,760		1,641,705
0.50%, 02/01/26^(a)	EUR		6,270		6,350,552
0.50%, 07/15/28^(a)	EUR		2,000		1,907,814
0.60%, 08/01/31^(e)	EUR		5,283		4,626,342
0.65%, 10/15/23^(a)	EUR		3,750		3,967,853
0.85%, 01/15/27^(a)	EUR		3,900		3,934,552
0.90%, 04/01/31^(a)	EUR		2,300		2,091,811
0.95%, 08/01/30^(a)	EUR		2,411		2,245,363
0.95%, 12/01/31^(e)	EUR		1,670		1,500,955
0.95%, 06/01/32^(a)	EUR		1,910		1,696,673
0.95%, 03/01/37^(e)	EUR		1,310		1,058,849
1.25%, 12/01/26^(a)	EUR		2,307		2,378,207
1.35%, 04/01/30^(a)	EUR		2,829		2,749,816
1.45%, 11/15/24^(a)	EUR		3,793		4,016,432
1.45%, 05/15/25^(a)	EUR		6,181		6,522,995
1.45%, 03/01/36^(e)	EUR		4,700		4,162,316
1.50%, 06/01/25^(a)	EUR		945		999,859
1.50%, 04/30/45^(e)	EUR		880		691,300
1.60%, 06/01/26^(a)	EUR		1,906		2,004,281
1.65%, 12/01/30^(e)	EUR		3,013		2,951,012
1.65%, 03/01/32^(e)	EUR		3,782		3,643,027
1.70%, 09/01/51^(e)	EUR		1,680		1,291,274
1.80%, 03/01/41^(e)	EUR		3,970		3,440,442
1.85%, 05/15/24^(a)	EUR		2,680		2,877,790
1.85%, 07/01/25^(e)	EUR		760		810,173
2.00%, 12/01/25^(a)	EUR		2,082		2,230,033
2.00%, 02/01/28^(a)	EUR		1,487		1,566,687
2.05%, 08/01/27^(a)	EUR		789		836,368
2.10%, 07/15/26^(a)	EUR		6,202		6,645,262
2.15%, 09/01/52^(e)	EUR		1,220		1,027,032
2.15%, 03/01/72^(e)	EUR		550		426,731
2.20%, 06/01/27^(a)	EUR		5,734		6,140,970
2.25%, 09/01/36^(e)	EUR		2,455		2,400,710
2.45%, 10/01/23^(a)	EUR		2,169		2,354,934
2.45%, 09/01/33^(e)	EUR		2,170		2,219,809
2.45%, 09/01/50^(e)	EUR		2,240		2,051,326
2.50%, 12/01/24^(a)	EUR		819		892,249
2.50%, 11/15/25^(a)	EUR		2,750		2,996,067
2.70%, 03/01/47^(e)	EUR		2,380		2,345,572
2.80%, 12/01/28^(a)	EUR		3,483		3,814,092
2.80%, 03/01/67^(e)	EUR		990		927,773
2.95%, 09/01/38^(e)	EUR		1,854		1,955,447
3.00%, 08/01/29^(a)	EUR		2,949		3,250,983
3.10%, 03/01/40^(e)	EUR		1,457		1,556,722
3.25%, 09/01/46^(e)	EUR		2,492		2,707,673
3.35%, 03/01/35^(e)	EUR		3,349		3,721,268
3.45%, 03/01/48^(e)	EUR		2,151		2,405,894
3.50%, 03/01/30^(e)	EUR		3,700		4,221,514
3.85%, 09/01/49^(e)	EUR		1,413		1,681,253
4.00%, 02/01/37^(e)	EUR		2,846		3,401,736


Security		Par (000)		Value

Italy (continued)
4.50%, 03/01/26^(e)	EUR		1,359	$	1,590,507
4.75%, 08/01/23^(e)	EUR		2,700		3,008,558
4.75%, 09/01/28^(e)	EUR		3,153		3,837,271
4.75%, 09/01/44^(e)	EUR		1,870		2,513,963
5.00%, 03/01/25^(e)	EUR		2,212		2,574,279
5.00%, 08/01/34^(e)	EUR		1,998		2,600,655
5.00%, 08/01/39^(e)	EUR		1,684		2,259,168
5.00%, 09/01/40^(e)	EUR		2,317		3,132,762
5.25%, 11/01/29^(a)	EUR		2,240		2,852,216
5.75%, 02/01/33^(a)	EUR		1,850		2,506,456
6.00%, 05/01/31^(a)	EUR		2,905		3,924,106
6.50%, 11/01/27^(a)	EUR		2,253		2,945,454


					190,404,514

Japan — 10.8%
Development Bank of Japan Inc., 0.88%, 10/10/25^(a)	EUR		700		725,741
Japan Government Five Year Bond
0.00%, 03/20/26^(c)	JPY		245,600		1,895,061
0.00%, 06/20/26^(c)	JPY		475,000		3,664,720
0.00%, 09/20/26^(c)	JPY		1,380,000		10,641,233
0.10%, 06/20/23	JPY		304,200		2,348,980
0.10%, 12/20/23	JPY		826,100		6,383,902
0.10%, 03/20/24	JPY		796,350		6,155,413
0.10%, 06/20/24	JPY		828,450		6,404,871
0.10%, 09/20/24	JPY		995,000		7,694,564
0.10%, 12/20/24	JPY		1,500,000		11,605,741
0.10%, 03/20/25	JPY		450,000		3,482,520
0.10%, 09/20/25	JPY		68,450		529,951
0.10%, 12/20/25	JPY		685,150		5,304,600
Japan Government Forty Year Bond
0.40%, 03/20/56	JPY		163,000		1,044,155
0.50%, 03/20/59	JPY		92,750		605,257
0.50%, 03/20/60	JPY		234,100		1,520,572
0.70%, 03/20/61	JPY		146,350		1,015,930
0.80%, 03/20/58	JPY		100,000		726,419
0.90%, 03/20/57	JPY		170,550		1,280,975
1.40%, 03/20/55	JPY		212,550		1,829,363
1.70%, 03/20/54	JPY		122,200		1,125,558
1.90%, 03/20/53	JPY		73,650		706,620
2.00%, 03/20/52	JPY		84,500		824,646
2.20%, 03/20/49	JPY		77,000		773,691
2.20%, 03/20/50	JPY		65,950		666,579
2.20%, 03/20/51	JPY		80,800		818,472
Japan Government Ten Year Bond
0.10%, 03/20/26	JPY		391,700		3,033,543
0.10%, 06/20/26	JPY		1,640,700		12,708,013
0.10%, 09/20/26	JPY		716,100		5,545,878
0.10%, 12/20/26	JPY		418,050		3,237,741
0.10%, 03/20/27	JPY		505,000		3,910,496
0.10%, 06/20/27	JPY		581,350		4,500,372
0.10%, 09/20/27	JPY		805,450		6,231,710
0.10%, 12/20/27	JPY		377,000		2,915,631
0.10%, 03/20/28	JPY		754,450		5,827,708
0.10%, 06/20/28	JPY		450,050		3,473,855
0.10%, 09/20/28	JPY		268,650		2,071,695
0.10%, 12/20/28	JPY		193,100		1,488,332
0.10%, 03/20/29	JPY		758,050		5,841,264
0.10%, 06/20/29	JPY		351,000		2,700,841
0.10%, 12/20/29	JPY		757,700		5,811,943
0.10%, 03/20/30	JPY		979,650		7,510,260


Security		Par (000)		Value

Japan (continued)
0.10%, 06/20/30	JPY		723,650	$	5,542,621
0.10%, 09/20/30	JPY		585,550		4,480,320
0.10%, 12/20/30	JPY		1,196,250		9,143,397
0.10%, 03/20/31	JPY		1,375,250		10,500,117
0.10%, 06/20/31	JPY		435,000		3,316,391
0.10%, 09/20/31	JPY		120,000		914,469
0.20%, 03/20/32	JPY		384,450		2,955,888
0.30%, 12/20/24	JPY		210,000		1,633,348
0.30%, 12/20/25	JPY		328,600		2,562,941
0.40%, 03/20/25	JPY		171,500		1,338,605
0.40%, 06/20/25	JPY		425,000		3,320,191
0.40%, 09/20/25	JPY		356,950		2,791,568
0.50%, 09/20/24	JPY		823,500		6,428,916
0.50%, 12/20/24	JPY		404,250		3,160,610
0.60%, 12/20/23	JPY		365,200		2,845,197
0.60%, 03/20/24	JPY		265,200		2,069,142
0.60%, 06/20/24	JPY		326,650		2,552,262
0.80%, 06/20/23	JPY		130,000		1,011,801
Japan Government Thirty Year Bond
0.30%, 06/20/46	JPY		261,500		1,773,545
0.40%, 06/20/49	JPY		18,950		127,524
0.40%, 09/20/49	JPY		107,450		721,254
0.40%, 12/20/49	JPY		131,750		884,286
0.40%, 03/20/50	JPY		156,300		1,047,966
0.50%, 09/20/46	JPY		184,350		1,308,754
0.50%, 03/20/49	JPY		188,800		1,309,023
0.60%, 12/20/46	JPY		122,000		885,893
0.60%, 06/20/50	JPY		175,100		1,236,177
0.60%, 09/20/50	JPY		146,800		1,034,574
0.70%, 12/20/48	JPY		130,450		953,805
0.70%, 12/20/50	JPY		196,000		1,417,332
0.70%, 03/20/51	JPY		199,750		1,440,555
0.70%, 06/20/51	JPY		150,000		1,081,271
0.70%, 12/20/51	JPY		115,000		826,458
0.80%, 03/20/46	JPY		180,250		1,371,511
0.80%, 03/20/47	JPY		108,000		818,952
0.80%, 06/20/47	JPY		75,000		568,405
0.80%, 09/20/47	JPY		230,550		1,745,234
0.80%, 12/20/47	JPY		70,000		528,710
0.80%, 03/20/48	JPY		141,600		1,067,093
0.90%, 09/20/48	JPY		121,800		936,548
1.00%, 03/20/52	JPY		273,550		2,122,508
1.40%, 09/20/45	JPY		148,850		1,285,094
1.40%, 12/20/45	JPY		148,100		1,278,573
1.50%, 12/20/44	JPY		104,500		918,449
1.50%, 03/20/45	JPY		192,600		1,693,233
1.60%, 06/20/45	JPY		200,000		1,790,530
1.70%, 12/20/43	JPY		147,850		1,343,792
1.70%, 03/20/44	JPY		103,800		944,186
1.70%, 06/20/44	JPY		88,500		805,689
1.70%, 09/20/44	JPY		206,850		1,884,148
1.80%, 03/20/43	JPY		99,600		918,784
1.80%, 09/20/43	JPY		121,000		1,117,964
1.90%, 09/20/42	JPY		124,000		1,160,799
1.90%, 06/20/43	JPY		102,200		958,849
2.00%, 09/20/40	JPY		242,600		2,294,862
2.00%, 09/20/41	JPY		138,000		1,309,402
2.00%, 03/20/42	JPY		196,400		1,863,632
2.20%, 09/20/39	JPY		40,000		387,600
2.20%, 03/20/41	JPY		92,000		896,960


Security		Par (000)		Value

Japan (continued)
2.30%, 03/20/35	JPY		34,550	$	329,707
2.30%, 06/20/35	JPY		53,250		509,382
2.30%, 12/20/35	JPY		155,000		1,489,051
2.30%, 03/20/39	JPY		34,500		337,974
2.30%, 03/20/40	JPY		95,000		935,271
2.40%, 09/20/38	JPY		100,500		994,251
2.50%, 06/20/34	JPY		20,150		194,705
2.50%, 09/20/37	JPY		49,000		487,904
2.50%, 03/20/38	JPY		5,000		49,940
Japan Government Twenty Year Bond
0.20%, 06/20/36	JPY		261,200		1,940,981
0.30%, 06/20/39	JPY		75,450		551,106
0.30%, 09/20/39	JPY		167,650		1,220,722
0.30%, 12/20/39	JPY		69,850		507,075
0.40%, 03/20/36	JPY		259,350		1,985,389
0.40%, 03/20/39	JPY		195,900		1,459,374
0.40%, 03/20/40	JPY		252,150		1,857,895
0.40%, 06/20/40	JPY		253,900		1,867,483
0.40%, 09/20/40	JPY		210,350		1,542,918
0.40%, 06/20/41	JPY		125,000		907,812
0.50%, 09/20/36	JPY		151,750		1,173,904
0.50%, 03/20/38	JPY		120,000		917,252
0.50%, 12/20/38	JPY		275,000		2,087,733
0.50%, 12/20/40	JPY		310,300		2,312,228
0.50%, 03/20/41	JPY		339,300		2,519,252
0.50%, 09/20/41	JPY		150,000		1,109,751
0.50%, 12/20/41	JPY		79,200		584,313
0.60%, 12/20/36	JPY		260,850		2,042,982
0.60%, 06/20/37	JPY		346,300		2,704,115
0.60%, 09/20/37	JPY		77,000		600,099
0.60%, 12/20/37	JPY		135,000		1,050,020
0.70%, 03/20/37	JPY		192,300		1,523,804
0.70%, 09/20/38	JPY		300,000		2,354,945
0.80%, 06/20/23	JPY		100,000		778,301
0.80%, 03/20/42	JPY		305,100		2,375,442
1.00%, 12/20/35	JPY		592,250		4,903,844
1.20%, 12/20/34	JPY		360,350		3,054,929
1.20%, 03/20/35	JPY		121,000		1,026,274
1.20%, 09/20/35	JPY		511,900		4,343,034
1.30%, 06/20/35	JPY		273,050		2,342,980
1.40%, 09/20/34	JPY		417,350		3,614,922
1.50%, 03/20/34	JPY		262,000		2,289,227
1.50%, 06/20/34	JPY		759,500		6,638,887
1.60%, 06/20/30	JPY		29,550		253,928
1.60%, 03/20/32	JPY		80,400		702,434
1.60%, 03/20/33	JPY		97,000		852,090
1.60%, 12/20/33	JPY		252,500		2,225,619
1.70%, 12/20/31	JPY		95,000		834,529
1.70%, 03/20/32	JPY		56,000		493,758
1.70%, 06/20/32	JPY		68,150		601,227
1.70%, 09/20/32	JPY		115,050		1,017,183
1.70%, 12/20/32	JPY		103,000		911,964
1.70%, 06/20/33	JPY		490,050		4,350,919
1.70%, 09/20/33	JPY		150,000		1,332,495
1.80%, 09/20/31	JPY		206,750		1,827,143
1.80%, 12/20/31	JPY		110,000		974,298
1.90%, 12/20/28	JPY		118,000		1,017,632
1.90%, 09/20/30	JPY		75,000		660,318
1.90%, 06/20/31	JPY		80,000		710,220
2.00%, 03/20/27	JPY		185,000		1,564,535


Security		Par (000)		Value

Japan (continued)
2.00%, 06/20/30	JPY		34,200	$	302,346
2.10%, 09/20/25	JPY		70,000		578,534
2.10%, 12/20/26	JPY		140,350		1,187,311
2.10%, 09/20/27	JPY		60,000		513,940
2.10%, 12/20/27	JPY		50,000		430,029
2.10%, 06/20/29	JPY		129,350		1,137,124
2.10%, 09/20/29	JPY		43,950		387,447
2.10%, 03/20/30	JPY		137,200		1,216,854
2.10%, 12/20/30	JPY		205,000		1,836,778
2.20%, 03/20/26	JPY		219,350		1,836,726
2.20%, 03/20/28	JPY		75,000		650,984
2.20%, 12/20/29	JPY		105,050		935,101
2.20%, 03/20/30	JPY		355,000		3,170,859
2.30%, 06/20/27	JPY		50,000		430,337
Japan Government Two Year Bond
0.00%, 04/01/23^(c)	JPY		1,030,000		7,944,036
0.00%, 06/01/23^(c)	JPY		637,950		4,920,584
0.00%, 10/01/23^(c)	JPY		200,000		1,542,978
0.00%, 12/01/23^(c)	JPY		300,000		2,314,791


					394,396,753

Kazakhstan — 0.0%
Kazakhstan Government International Bond
0.60%, 09/30/26^(a)	EUR		200		187,819
1.50%, 09/30/34^(a)	EUR		100		81,819
1.55%, 11/09/23^(a)	EUR		100		104,552


					374,190

Latvia — 0.0%
Latvia Government International Bond
1.38%, 09/23/25^(a)	EUR		100		105,392
1.88%, 02/19/49^(a)	EUR		240		249,661


					355,053

Lithuania — 0.0%
Lithuania Government International Bond
0.75%, 05/06/30^(a)	EUR		530		520,365
0.95%, 05/26/27^(a)	EUR		220		225,414
2.13%, 10/22/35^(a)	EUR		60		65,290
Republic of Lithuania, 1.63%, 06/19/49^(a)	EUR		270		265,599


					1,076,668

Luxembourg — 0.1%
Luxembourg Government Bond
0.00%, 04/28/25^(a)(c)	EUR		700		716,274
0.63%, 02/01/27^(a)	EUR		401		410,902
2.13%, 07/10/23^(a)	EUR		217		233,999
2.25%, 03/19/28^(a)	EUR		190		210,445
State of the Grand-Duchy of Luxembourg, 0.00%, 03/24/31^(a)(c)	EUR		940		868,857


					2,440,477

Malaysia — 0.6%
Malaysia Government Bond
3.48%, 03/15/23	MYR		2,200		509,656
3.48%, 06/14/24	MYR		5,180		1,190,561
3.58%, 07/15/32	MYR		5,000		1,077,087
3.76%, 05/22/40	MYR		7,800		1,540,865
3.80%, 08/17/23	MYR		2,500		582,830
3.84%, 04/15/33	MYR		3,000		637,914
3.90%, 11/30/26	MYR		1,900		436,291
3.90%, 11/16/27	MYR		7,400		1,678,756
3.91%, 07/15/26	MYR		3,700		849,559
3.96%, 09/15/25	MYR		7,260		1,678,097


Security		Par (000)		Value

Malaysia (continued)
4.06%, 09/30/24	MYR		7,500	$	1,743,907
4.07%, 06/15/50	MYR		1,700		335,392
4.23%, 06/30/31	MYR		9,110		2,037,514
4.25%, 05/31/35	MYR		800		172,641
4.50%, 04/15/30	MYR		850		194,195
4.64%, 11/07/33	MYR		2,660		605,773
4.74%, 03/15/46	MYR		2,170		476,119
4.76%, 04/07/37	MYR		3,495		796,051
4.89%, 06/08/38	MYR		4,240		969,897
4.92%, 07/06/48	MYR		4,790		1,073,792
4.94%, 09/30/43	MYR		450		102,176
Malaysia Government Investment Issue
3.42%, 09/30/27	MYR		4,790		1,066,409
3.99%, 10/15/25	MYR		150		34,690
4.13%, 07/09/29	MYR		5,350		1,201,590
4.37%, 10/31/28	MYR		7,080		1,630,718
4.47%, 09/15/39	MYR		2,930		631,866
4.58%, 08/30/33	MYR		1,600		364,771


					23,619,117

Mexico — 0.5%
Mexican Bonos
Series M, 5.75%, 03/05/26	MXN		69,000		3,018,837
Series M, 7.75%, 05/29/31	MXN		37,000		1,663,853
Series M, 7.75%, 11/23/34	MXN		6,000		263,222
Series M, 7.75%, 11/13/42	MXN		41,000		1,736,199
Series M, 8.00%, 12/07/23	MXN		8,000		387,041
Series M, 8.00%, 09/05/24	MXN		56,000		2,686,128
Series M, 8.00%, 11/07/47	MXN		12,000		517,429
Series M 20, 7.50%, 06/03/27	MXN		34,000		1,562,619
Series M 20, 8.50%, 05/31/29	MXN		45,000		2,140,281
Series M 20, 10.00%, 12/05/24	MXN		19,000		951,923
Series M 30, 8.50%, 11/18/38	MXN		27,500		1,273,303
Series M 30, 10.00%, 11/20/36	MXN		22,000		1,151,301
Mexico Government International Bond
1.13%, 01/17/30 (Call 10/17/29)	EUR		300		263,838
1.35%, 09/18/27 (Call 06/18/27)	EUR		300		293,686
1.38%, 01/15/25	EUR		250		259,312
1.75%, 04/17/28	EUR		500		483,204
2.13%, 10/25/51 (Call 04/25/51)	EUR		400		267,438
2.88%, 04/08/39	EUR		400		342,314
3.00%, 03/06/45	EUR		200		169,611
5.63%, 03/19/2114	GBP		100		119,718
6.75%, 02/06/24	GBP		100		132,661


					19,683,918

Netherlands — 1.3%
BNG Bank NV
0.00%, 08/31/28^(a)(c)	EUR		400		386,605
0.05%, 07/11/23^(a)	EUR		500		526,088
0.13%, 04/11/26^(a)	EUR		500		507,204
0.13%, 07/09/35^(a)	EUR		200		170,064
0.25%, 01/12/32^(a)	EUR		800		741,284
0.25%, 11/22/36^(a)	EUR		500		420,482
0.50%, 04/16/25^(a)	EUR		400		415,946
0.88%, 10/24/36^(a)	EUR		200		185,323
1.60%, 11/27/30^(a)	AUD		310		179,272
Nederlandse Waterschapsbank NV, 3.00%, 11/16/23^(a)	EUR		300		328,189
Nederlandse Waterschapsbank NV 0.00%, 02/16/37^(a)(c)	EUR		500		401,862


Security		Par (000)		Value

Netherlands (continued)
0.25%, 12/15/25^(a)	GBP		300	$	352,681
0.38%, 09/28/46^(a)	EUR		300		232,484
Netherlands Government Bond
0.00%, 01/15/24^(c)(e)	EUR		500		525,988
0.00%, 01/15/29^(c)	EUR		1,000		986,853
0.00%, 07/15/30^(c)(e)	EUR		3,758		3,632,855
0.00%, 07/15/31^(c)(e)	EUR		2,150		2,046,790
0.00%, 01/15/38^(c)(e)	EUR		300		256,217
0.00%, 01/15/52^(c)(e)	EUR		1,530		1,114,066
0.25%, 07/15/25^(e)	EUR		1,000		1,045,002
0.25%, 07/15/29^(e)	EUR		1,002		1,002,166
0.50%, 07/15/26^(e)	EUR		3,962		4,145,596
0.50%, 01/15/40^(e)	EUR		1,460		1,341,415
0.75%, 07/15/27^(e)	EUR		5,328		5,599,472
0.75%, 07/15/28^(e)	EUR		1,922		2,007,805
1.75%, 07/15/23^(e)	EUR		1,545		1,667,777
2.00%, 07/15/24^(e)	EUR		4,071		4,449,624
2.50%, 01/15/33^(e)	EUR		1,727		2,053,541
2.75%, 01/15/47^(e)	EUR		2,217		3,094,733
3.75%, 01/15/42^(e)	EUR		2,602		3,896,170
4.00%, 01/15/37^(e)	EUR		2,220		3,174,614


					46,888,168

New Zealand — 0.3%
Housing New Zealand Ltd., 3.42%, 10/18/28	NZD		500		305,921
New Zealand Government Bond
0.50%, 05/15/24	NZD		2,100		1,281,152
1.50%, 05/15/31	NZD		1,430		772,568
1.75%, 05/15/41	NZD		1,180		552,471
2.75%, 04/15/25^(a)	NZD		2,630		1,664,207
2.75%, 04/15/37^(a)	NZD		2,530		1,449,075
2.75%, 05/15/51	NZD		500		261,055
3.00%, 04/20/29	NZD		2,790		1,734,344
3.50%, 04/14/33^(a)	NZD		430		273,424
4.50%, 04/15/27^(a)	NZD		1,640		1,103,591
5.50%, 04/15/23^(a)	NZD		1,220		806,882
New Zealand Local Government Funding Agency Bond
1.50%, 04/15/26^(a)	NZD		200		116,550
3.50%, 04/14/33	NZD		200		118,271


					10,439,511

Norway — 0.2%
Kommunalbanken AS
0.05%, 10/24/29^(a)	EUR		300		281,599
0.60%, 06/01/26	AUD		286		178,433
1.50%, 12/15/23^(a)	GBP		200		249,674
4.25%, 07/16/25	AUD		150		108,416
Norway Government Bond
1.25%, 09/17/31^(e)	NOK		6,470		604,125
1.38%, 08/19/30^(e)	NOK		9,130		874,789
1.50%, 02/19/26^(e)	NOK		7,670		785,485
1.75%, 03/13/25^(e)	NOK		5,300		553,306
1.75%, 02/17/27^(e)	NOK		5,794		593,129
1.75%, 09/06/29^(e)	NOK		3,117		310,874
2.00%, 05/24/23^(e)	NOK		7,533		805,187
2.00%, 04/26/28^(e)	NOK		6,000		615,606
2.13%, 05/18/32^(e)	NOK		3,860		388,459
3.00%, 03/14/24^(e)	NOK		12,287		1,327,442


					7,676,524


Security		Par (000)		Value

Peru — 0.1%
Peru Government Bond
5.35%, 08/12/40	PEN		3,760	$	716,708
5.40%, 08/12/34	PEN		1,930		400,042
6.15%, 08/12/32	PEN		2,970		678,909
6.35%, 08/12/28	PEN		3,820		934,011
Peruvian Government International Bond
1.95%, 11/17/36 (Call 08/17/36)	EUR		200		167,923
2.75%, 01/30/26	EUR		100		106,991
3.75%, 03/01/30	EUR		200		222,362


					3,226,946

Philippines — 0.0%
Philippine Government International Bond
0.70%, 02/03/29	EUR		100		93,732
0.88%, 05/17/27	EUR		200		197,803
1.20%, 04/28/33	EUR		100		89,143
1.75%, 04/28/41	EUR		100		82,023


					462,701

Poland — 0.3%
Bank Gospodarstwa Krajowego
1.38%, 06/01/25^(a)	EUR		200		209,703
1.63%, 04/30/28^(a)	EUR		100		102,170
Republic of Poland Government Bond
0.25%, 10/25/26	PLN		8,910		1,515,122
1.25%, 10/25/30	PLN		2,100		321,382
2.25%, 10/25/24	PLN		5,000		1,015,896
2.50%, 04/25/24	PLN		4,420		927,352
2.50%, 07/25/26	PLN		10,390		1,977,171
2.50%, 07/25/27	PLN		5,088		940,970
2.75%, 04/25/28	PLN		3,920		719,929
2.75%, 10/25/29	PLN		8,780		1,560,649
4.00%, 04/25/47	PLN		2,250		348,557
Republic of Poland Government International Bond
0.88%, 05/10/27^(a)	EUR		200		202,000
1.00%, 10/25/28^(a)	EUR		200		200,122
1.00%, 03/07/29^(a)	EUR		800		794,690
1.50%, 09/09/25^(a)	EUR		100		104,991
1.50%, 01/19/26^(a)	EUR		250		262,400
2.00%, 03/08/49^(a)	EUR		50		47,587
3.00%, 01/15/24^(a)	EUR		200		217,697
5.25%, 01/20/25	EUR		937		1,087,713


					12,556,101

Portugal — 0.6%
Portugal Obrigacoes do Tesouro OT
0.30%, 10/17/31^(e)	EUR		1,000		910,770
0.48%, 10/18/30^(e)	EUR		830		788,459
0.70%, 10/15/27^(e)	EUR		1,891		1,932,710
0.90%, 10/12/35^(e)	EUR		890		801,366
1.00%, 04/12/52^(e)	EUR		770		549,058
1.95%, 06/15/29^(e)	EUR		1,808		1,957,800
2.13%, 10/17/28^(e)	EUR		1,240		1,366,573
2.25%, 04/18/34^(e)	EUR		990		1,067,670
2.88%, 10/15/25^(e)	EUR		1,332		1,500,691
2.88%, 07/21/26^(e)	EUR		1,378		1,560,620
3.88%, 02/15/30^(e)	EUR		967		1,191,588
4.10%, 04/15/37^(e)	EUR		1,313		1,718,929
4.10%, 02/15/45^(e)	EUR		762		1,051,593
4.13%, 04/14/27^(e)	EUR		1,414		1,701,149
4.95%, 10/25/23^(e)	EUR		1,800		2,035,252


Security		Par (000)		Value

Portugal (continued)
5.65%, 02/15/24^(e)	EUR		1,320	$	1,522,834


					21,657,062

Romania — 0.2%
Romania Government Bond
1.75%, 07/13/30^(a)	EUR		400		333,305
4.15%, 01/26/28	RON		5,180		963,241
4.15%, 10/24/30	RON		3,000		520,489
4.50%, 06/17/24	RON		4,000		821,981
4.75%, 10/11/34	RON		2,120		358,509
4.85%, 04/22/26	RON		5,640		1,126,028
Romanian Government International Bond
2.00%, 12/08/26^(a)	EUR		200		202,177
2.00%, 01/28/32^(a)	EUR		250		200,828
2.00%, 04/14/33^(a)	EUR		325		249,742
2.12%, 07/16/31^(a)	EUR		250		208,738
2.38%, 04/19/27^(a)	EUR		250		249,884
2.75%, 10/29/25^(a)	EUR		235		250,628
2.75%, 04/14/41^(a)	EUR		200		141,937
2.88%, 05/26/28^(a)	EUR		150		148,890
2.88%, 03/11/29^(a)	EUR		397		389,431
3.38%, 02/08/38^(a)	EUR		350		284,446
3.38%, 01/28/50^(a)	EUR		310		220,866
3.50%, 04/03/34^(a)	EUR		200		174,592
3.62%, 05/26/30^(a)	EUR		200		192,566
3.63%, 04/24/24^(a)	EUR		75		81,667
4.63%, 04/03/49^(a)	EUR		375		329,631


					7,449,576

Saudi Arabia — 0.0%
Saudi Government International Bond
0.63%, 03/03/30^(a)	EUR		100		93,004
2.00%, 07/09/39^(a)	EUR		350		318,578


					411,582

Singapore — 0.4%
Singapore Government Bond
0.50%, 11/01/25	SGD		1,040		709,098
1.25%, 11/01/26	SGD		1,000		689,425
1.88%, 03/01/50	SGD		810		499,254
1.88%, 10/01/51	SGD		500		305,474
2.00%, 02/01/24	SGD		1,000		722,947
2.13%, 06/01/26	SGD		2,530		1,816,507
2.25%, 08/01/36	SGD		1,970		1,351,842
2.38%, 06/01/25	SGD		150		109,128
2.38%, 07/01/39	SGD		1,100		753,881
2.63%, 05/01/28	SGD		680		496,497
2.75%, 07/01/23	SGD		839		613,111
2.75%, 04/01/42	SGD		430		310,273
2.75%, 03/01/46	SGD		1,010		733,785
2.88%, 07/01/29	SGD		1,370		1,015,263
2.88%, 09/01/30	SGD		1,650		1,224,659
3.00%, 09/01/24	SGD		1,315		969,769
3.38%, 09/01/33	SGD		530		411,326
3.50%, 03/01/27	SGD		1,230		934,016


					13,666,255

Slovakia — 0.2%
Slovakia Government Bond
0.13%, 06/17/27	EUR		1,430		1,437,525
1.00%, 05/14/32^(a)	EUR		1,580		1,555,028
1.38%, 01/21/27^(a)	EUR		627		672,388
1.63%, 01/21/31^(a)	EUR		168		177,210


Security		Par (000)		Value

Slovakia (continued)
1.88%, 03/09/37^(a)	EUR		925	$	931,497
2.00%, 10/17/47^(a)	EUR		350		349,922
4.35%, 10/14/25^(a)	EUR		1,150		1,363,070


					6,486,640

Slovenia — 0.1%
Slovenia Government Bond
0.49%, 10/20/50^(a)	EUR		240		162,035
0.88%, 07/15/30^(a)	EUR		900		884,664
1.19%, 03/14/29^(a)	EUR		1,240		1,277,319
1.25%, 03/22/27^(a)	EUR		434		462,953
1.75%, 11/03/40^(a)	EUR		123		121,002
2.25%, 03/03/32^(a)	EUR		1,100		1,193,530
3.13%, 08/07/45^(a)	EUR		250		310,047


					4,411,550

South Korea — 2.3%
Export-Import Bank of Korea
0.63%, 07/11/23^(a)	EUR		200		211,456
0.83%, 04/27/25^(a)	EUR		536		557,243
Korea Housing Finance Corp.
0.00%, 06/29/26^(a)(c)	EUR		400		396,598
0.10%, 06/18/24^(a)	EUR		300		309,719
Korea Treasury Bond
0.88%, 12/10/23	KRW		1,989,470		1,541,598
1.00%, 06/10/23	KRW		3,000,000		2,357,342
1.13%, 06/10/24	KRW		4,000,000		3,074,564
1.13%, 09/10/25	KRW		2,799,720		2,090,862
1.13%, 09/10/39	KRW		2,004,990		1,146,045
1.25%, 03/10/26	KRW		1,862,790		1,382,426
1.38%, 09/10/24	KRW		5,048,280		3,879,166
1.38%, 12/10/29	KRW		1,326,710		925,463
1.38%, 06/10/30	KRW		5,410,230		3,739,168
1.50%, 03/10/25	KRW		3,483,470		2,658,984
1.50%, 12/10/26	KRW		1,750,000		1,292,842
1.50%, 12/10/30	KRW		2,587,710		1,793,474
1.50%, 09/10/36	KRW		1,467,540		936,273
1.50%, 09/10/40	KRW		2,095,520		1,268,429
1.50%, 03/10/50	KRW		6,228,160		3,442,364
1.63%, 06/10/22	KRW		2,000,000		1,593,047
1.63%, 09/10/70	KRW		900,000		443,472
1.75%, 09/10/26	KRW		1,000,000		750,562
1.88%, 03/10/24	KRW		1,400,000		1,097,252
1.88%, 06/10/26	KRW		1,732,660		1,311,701
1.88%, 06/10/29	KRW		2,416,350		1,762,275
1.88%, 03/10/51	KRW		6,016,310		3,641,500
2.00%, 09/10/22	KRW		1,250,000		995,798
2.00%, 06/10/31	KRW		4,516,410		3,248,043
2.00%, 03/10/46	KRW		1,715,380		1,101,050
2.00%, 03/10/49	KRW		3,125,680		1,969,770
2.00%, 09/10/68	KRW		454,650		262,726
2.13%, 06/10/27	KRW		1,260,640		953,894
2.13%, 03/10/47	KRW		2,522,020		1,649,300
2.25%, 09/10/23	KRW		1,800,000		1,429,094
2.25%, 06/10/25	KRW		1,996,790		1,553,706
2.25%, 12/10/25	KRW		3,332,750		2,578,175
2.25%, 09/10/37	KRW		1,131,500		795,523
2.38%, 03/10/23	KRW		2,600,000		2,078,087
2.38%, 03/10/27	KRW		3,190,460		2,450,570
2.38%, 12/10/27	KRW		2,300,000		1,755,653
2.38%, 12/10/28	KRW		1,000,000		757,300


Security		Par (000)		Value

South Korea (continued)
2.38%, 09/10/38	KRW		760,000	$	539,773
2.50%, 03/10/52	KRW		785,520		545,527
2.63%, 06/10/28	KRW		3,395,750		2,619,902
2.63%, 09/10/35	KRW		1,628,800		1,210,380
2.63%, 03/10/48	KRW		2,522,850		1,820,729
2.75%, 12/10/44	KRW		1,752,210		1,300,551
3.00%, 03/10/23	KRW		750,000		602,470
3.00%, 09/10/24	KRW		1,520,000		1,211,579
3.00%, 12/10/42	KRW		2,280,000		1,762,846
3.38%, 09/10/23	KRW		1,200,000		965,412
3.38%, 06/10/32	KRW		1,616,760		1,296,793
3.75%, 12/10/33	KRW		1,771,260		1,478,800
4.00%, 12/10/31	KRW		1,750,000		1,479,426
4.75%, 12/10/30	KRW		160,000		141,940
5.25%, 03/10/27	KRW		100,000		86,989
5.50%, 12/10/29	KRW		150,000		138,066


					84,383,697

Spain — 3.7%
Adif - Alta Velocidad
1.88%, 09/22/22^(a)	EUR		100		106,347
1.88%, 01/28/25^(a)	EUR		300		324,764
Autonomous Community of Andalusia Spain
0.50%, 04/30/31^(a)	EUR		100		92,394
1.88%, 10/31/28^(a)	EUR		200		213,682
Autonomous Community of Madrid Spain
0.42%, 04/30/31^(a)	EUR		100		92,262
0.83%, 07/30/27^(a)	EUR		500		511,245
1.00%, 09/30/24^(a)	EUR		250		265,062
1.19%, 05/08/22^(a)	EUR		170		179,381
1.57%, 04/30/29^(a)	EUR		200		210,072
1.77%, 04/30/28^(a)	EUR		150		160,477
1.83%, 04/30/25^(a)	EUR		250		269,703
4.30%, 09/15/26	EUR		200		237,598
Basque Government
0.45%, 04/30/32^(a)	EUR		100		90,897
1.45%, 04/30/28^(a)	EUR		200		210,688
Bonos Y Obligation Del Estado, 0.00%, 01/31/28^(c)	EUR		2,280		2,219,166
Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA, 0.50%, 03/17/23^(a)	EUR		400		423,740
Spain Government Bond
0.00%, 05/31/24^(c)	EUR		300		312,773
0.00%, 01/31/25^(c)	EUR		2,380		2,455,620
0.00%, 01/31/26^(c)	EUR		5,335		5,400,782
0.00%, 01/31/27^(c)	EUR		612		606,937
0.10%, 04/30/31^(e)	EUR		3,660		3,315,272
0.25%, 07/30/24^(e)	EUR		3,505		3,669,018
0.35%, 07/30/23	EUR		1,968		2,083,533
0.50%, 04/30/30^(e)	EUR		3,354		3,242,430
0.50%, 10/31/31^(e)	EUR		2,320		2,159,562
0.60%, 10/31/29^(e)	EUR		2,337		2,301,764
0.70%, 04/30/32	EUR		3,620		3,381,539
0.80%, 07/30/27^(e)	EUR		2,554		2,620,006
0.85%, 07/30/37^(e)	EUR		1,530		1,316,326
1.00%, 07/30/42^(e)	EUR		1,000		831,290
1.00%, 10/31/50^(e)	EUR		2,100		1,548,074
1.20%, 10/31/40^(e)	EUR		2,640		2,306,705
1.25%, 10/31/30^(e)	EUR		3,700		3,756,824
1.30%, 10/31/26^(e)	EUR		2,510		2,661,959
1.40%, 04/30/28^(e)	EUR		2,779		2,931,120
1.40%, 07/30/28^(e)	EUR		2,999		3,157,848


Security		Par (000)		Value

Spain (continued)
1.45%, 10/31/27^(e)	EUR		2,522	$	2,673,409
1.45%, 04/30/29^(e)	EUR		3,880		4,074,992
1.45%, 10/31/71^(e)	EUR		450		299,890
1.50%, 04/30/27^(e)	EUR		4,315		4,594,946
1.60%, 04/30/25^(e)	EUR		6,900		7,439,662
1.85%, 07/30/35^(e)	EUR		2,633		2,683,215
1.90%, 10/31/52^(e)	EUR		1,400		1,256,247
1.95%, 04/30/26^(e)	EUR		4,638		5,047,963
1.95%, 07/30/30^(e)	EUR		2,027		2,180,617
2.15%, 10/31/25^(e)	EUR		2,474		2,714,788
2.35%, 07/30/33^(e)	EUR		2,326		2,537,612
2.70%, 10/31/48^(e)	EUR		1,898		2,102,450
2.75%, 10/31/24^(e)	EUR		3,257		3,611,517
2.90%, 10/31/46^(e)	EUR		2,468		2,842,994
3.45%, 07/30/66^(e)	EUR		1,758		2,134,740
3.80%, 04/30/24^(e)	EUR		1,285		1,445,190
4.20%, 01/31/37^(e)	EUR		2,620		3,479,368
4.40%, 10/31/23^(e)	EUR		3,050		3,420,114
4.65%, 07/30/25^(e)	EUR		2,978		3,511,162
4.70%, 07/30/41^(e)	EUR		2,194		3,188,423
4.80%, 01/31/24^(e)	EUR		898		1,021,134
4.90%, 07/30/40^(e)	EUR		2,152		3,177,855
5.15%, 10/31/28^(e)	EUR		2,101		2,722,954
5.15%, 10/31/44^(e)	EUR		1,650		2,598,574
5.75%, 07/30/32	EUR		2,862		4,104,362
6.00%, 01/31/29	EUR		3,123		4,265,202


					134,796,240

Supranational — 2.4%
African Development Bank
0.13%, 10/07/26	EUR		150		150,479
0.25%, 11/21/24	EUR		300		310,396
0.50%, 03/21/29	EUR		300		295,891
Asian Development Bank
0.13%, 12/15/26	GBP		500		573,473
0.20%, 05/25/23	EUR		200		211,074
0.35%, 07/16/25	EUR		300		308,668
1.38%, 12/15/23^(a)	GBP		500		623,526
1.50%, 05/04/28	CAD		200		141,301
Council of Europe Development Bank
0.00%, 04/09/27^(a)(c)	EUR		400		396,606
0.13%, 04/10/24^(a)	EUR		320		333,206
0.75%, 06/09/25^(a)	EUR		50		52,217
EUROFIMA
0.15%, 10/10/34^(a)	EUR		480		409,532
0.25%, 04/25/23^(a)	EUR		250		263,759
0.25%, 02/09/24^(a)	EUR		100		104,466
European Financial Stability Facility
0.00%, 04/24/23^(a)(c)	EUR		300		316,507
0.00%, 07/17/23^(a)(c)	EUR		1,380		1,452,527
0.00%, 04/19/24^(a)(c)	EUR		900		938,261
0.00%, 10/15/25^(a)(c)	EUR		1,900		1,938,721
0.00%, 01/20/31^(a)(c)	EUR		1,150		1,067,719
0.05%, 10/17/29^(a)	EUR		570		544,268
0.05%, 01/18/52^(a)	EUR		280		180,354
0.13%, 10/17/23^(a)	EUR		650		683,270
0.20%, 01/17/24^(a)	EUR		300		314,729
0.38%, 10/11/24^(a)	EUR		350		365,670
0.40%, 02/17/25^(a)	EUR		925		963,153
0.63%, 10/16/26^(a)	EUR		900		929,479
0.70%, 01/20/50^(a)	EUR		610		496,527


Security		Par (000)		Value

Supranational (continued)
0.75%, 05/03/27^(a)	EUR		540	$	558,223
0.88%, 04/10/35^(a)	EUR		1,270		1,202,928
0.95%, 02/14/28^(a)	EUR		1,030		1,068,159
1.20%, 02/17/45^(a)	EUR		450		423,324
1.25%, 05/24/33^(a)	EUR		1,210		1,222,941
1.38%, 05/31/47^(a)	EUR		720		701,252
1.45%, 09/05/40^(a)	EUR		450		446,814
1.70%, 02/13/43^(a)	EUR		910		945,585
1.75%, 06/27/24^(a)	EUR		100		107,869
1.75%, 07/17/53^(a)	EUR		380		401,382
1.80%, 07/10/48^(a)	EUR		200		213,699
2.00%, 02/28/56^(a)	EUR		250		280,643
2.13%, 02/19/24^(a)	EUR		50		54,222
2.35%, 07/29/44^(a)	EUR		200		232,870
2.75%, 12/03/29^(a)	EUR		180		208,390
3.38%, 04/03/37^(a)	EUR		280		355,509
European Investment Bank
0.00%, 05/23/23^(c)	EUR		1,000		1,054,011
0.00%, 10/16/23^(c)	EUR		1,150		1,206,666
0.00%, 03/15/24^(c)	EUR		250		260,610
0.00%, 03/25/25^(c)	EUR		350		359,677
0.00%, 03/13/26^(a)(c)	EUR		1,460		1,480,605
0.00%, 12/22/26^(a)(c)	EUR		500		501,486
0.00%, 06/17/27^(c)	EUR		750		746,343
0.00%, 03/28/28^(a)(c)	EUR		461		452,542
0.00%, 09/09/30^(a)(c)	EUR		1,010		945,887
0.00%, 01/14/31^(a)(c)	EUR		500		465,676
0.00%, 11/15/35^(a)(c)	EUR		500		416,800
0.00%, 05/15/41^(a)(c)	EUR		340		258,108
0.05%, 05/24/24^(a)	EUR		1,000		1,040,571
0.05%, 01/16/30	EUR		800		762,003
0.05%, 10/13/34^(a)	EUR		500		428,347
0.05%, 01/27/51^(a)	EUR		200		132,369
0.10%, 10/15/26	EUR		100		100,989
0.13%, 04/15/25	EUR		150		154,685
0.13%, 12/14/26^(a)	GBP		200		229,608
0.13%, 06/20/29^(a)	EUR		50		48,414
0.20%, 07/15/24^(a)	EUR		700		729,677
0.25%, 10/14/24^(a)	EUR		630		656,451
0.25%, 09/14/29	EUR		200		194,621
0.25%, 06/15/40^(a)	EUR		350		281,525
0.38%, 04/14/26^(a)	EUR		500		513,856
0.38%, 05/15/26^(a)	EUR		510		523,498
0.50%, 01/15/27	EUR		1,691		1,733,365
0.50%, 11/13/37	EUR		375		328,124
0.63%, 01/22/29^(a)	EUR		610		615,578
0.75%, 11/15/24^(a)	GBP		790		962,720
0.88%, 12/15/23^(a)	GBP		500		618,640
0.88%, 09/13/24^(a)	EUR		500		528,646
0.88%, 01/14/28^(a)	EUR		400		414,726
1.00%, 09/21/26^(a)	GBP		240		288,606
1.00%, 03/14/31^(a)	EUR		520		527,108
1.00%, 04/14/32^(a)	EUR		690		690,690
1.00%, 11/14/42^(a)	EUR		1,310		1,208,684
1.13%, 11/15/32	EUR		450		452,434
1.13%, 04/13/33^(a)	EUR		600		599,904
1.13%, 09/15/36^(a)	EUR		350		337,586
1.25%, 05/12/25^(a)	SEK		1,000		99,449
1.50%, 11/15/47	EUR		50		50,423
1.50%, 10/16/48	EUR		430		434,926


Security		Par (000)		Value

Supranational (continued)
1.75%, 09/15/45^(a)	EUR		300	$	316,045
1.90%, 01/22/25^(a)	CAD		500		378,578
2.13%, 01/15/24	EUR		1,140		1,235,091
2.25%, 10/14/22^(a)	EUR		300		320,235
2.70%, 01/12/23^(a)	AUD		500		354,854
3.30%, 02/03/28	AUD		750		517,221
3.50%, 04/15/27^(a)	EUR		50		58,670
3.88%, 06/08/37^(a)	GBP		570		853,538
4.00%, 04/15/30	EUR		300		379,263
4.00%, 10/15/37	EUR		200		273,783
4.50%, 06/07/29^(a)	GBP		240		348,484
5.00%, 04/15/39	GBP		40		68,946
5.63%, 06/07/32	GBP		100		164,156
European Stability Mechanism
0.00%, 10/18/22^(a)(c)	EUR		350		369,842
0.00%, 02/10/23^(a)(c)	EUR		200		211,121
0.00%, 03/14/25^(a)(c)	EUR		520		534,300
0.00%, 03/04/30^(a)(c)	EUR		100		94,324
0.00%, 10/15/31^(a)(c)	EUR		420		384,384
0.10%, 07/31/23^(a)	EUR		390		410,665
0.13%, 04/22/24^(a)	EUR		400		417,710
0.50%, 03/02/26^(a)	EUR		1,100		1,135,948
0.50%, 03/05/29^(a)	EUR		660		656,371
0.75%, 03/15/27^(a)	EUR		750		774,684
0.75%, 09/05/28^(a)	EUR		900		916,471
0.88%, 07/18/42^(a)	EUR		80		70,732
1.00%, 09/23/25^(a)	EUR		500		527,317
1.13%, 05/03/32^(a)	EUR		150		151,272
1.20%, 05/23/33^(a)	EUR		600		601,714
1.63%, 11/17/36^(a)	EUR		100		103,031
1.75%, 10/20/45^(a)	EUR		310		327,829
1.80%, 11/02/46^(a)	EUR		660		703,320
1.85%, 12/01/55^(a)	EUR		400		439,336
European Union
0.00%, 11/04/25^(a)(c)	EUR		358		366,221
0.00%, 07/04/29^(a)(c)	EUR		800		768,232
0.00%, 10/04/30^(a)(c)	EUR		1,500		1,407,457
0.00%, 07/04/31^(a)(c)	EUR		2,430		2,243,857
0.00%, 07/04/35^(a)(c)	EUR		1,645		1,387,152
0.10%, 10/04/40^(a)	EUR		800		624,463
0.20%, 06/04/36^(a)	EUR		1,710		1,459,642
0.25%, 04/22/36^(a)	EUR		500		429,755
0.30%, 11/04/50^(a)	EUR		1,612		1,167,227
0.45%, 05/02/46^(a)	EUR		1,100		874,999
0.50%, 04/04/25^(a)	EUR		1,480		1,545,651
0.63%, 11/04/23^(a)	EUR		400		423,875
0.70%, 07/06/51^(a)	EUR		1,060		865,233
0.75%, 04/04/31^(a)	EUR		180		178,477
0.75%, 01/04/47^(a)	EUR		630		537,856
1.00%, 07/06/32^(a)	EUR		1,000		1,004,851
1.13%, 04/04/36^(a)	EUR		100		97,359
1.13%, 06/04/37^(a)	EUR		300		291,720
1.25%, 04/04/33^(a)	EUR		760		771,616
1.50%, 10/04/35^(a)	EUR		60		61,456
1.88%, 04/04/24^(a)	EUR		270		292,012
2.50%, 11/04/27^(a)	EUR		250		282,431
2.88%, 04/04/28	EUR		500		577,928
3.38%, 04/04/32^(a)	EUR		150		184,723
3.75%, 04/04/42^(a)	EUR		280		389,626


Security		Par (000)		Value

Supranational (continued)
Inter-American Development Bank
0.88%, 08/27/27	CAD		200	$	138,218
1.00%, 08/04/28	AUD		200		118,665
1.25%, 12/15/25	GBP		200		244,353
1.38%, 12/15/24	GBP		100		123,566
1.70%, 10/10/24	CAD		200		151,166
1.95%, 04/23/24	AUD		500		345,570
2.50%, 04/14/27^(a)	AUD		100		66,732
International Bank for Reconstruction & Development
0.00%, 02/21/30^(c)	EUR		500		468,677
0.13%, 01/03/51	EUR		200		132,818
0.20%, 01/21/61	EUR		230		140,840
0.25%, 05/21/29	EUR		500		485,098
0.25%, 01/10/50	EUR		120		85,862
0.50%, 07/24/23	GBP		600		742,784
0.50%, 05/18/26	AUD		100		62,378
0.63%, 12/15/23	GBP		200		246,327
0.63%, 11/22/27	EUR		200		203,042
0.63%, 01/12/33^(a)	EUR		60		56,579
0.88%, 12/13/24	GBP		300		366,012
1.00%, 12/21/29	GBP		400		462,842
1.25%, 09/07/23	GBP		200		249,471
1.25%, 12/13/28	GBP		500		595,359
1.80%, 07/26/24	CAD		500		380,255
1.90%, 01/16/25	CAD		940		711,536
2.60%, 09/20/22	AUD		350		248,549
2.90%, 11/26/25	AUD		510		353,087
International Development Association
0.35%, 04/22/36^(a)	EUR		200		171,484
0.75%, 09/21/28^(a)	GBP		300		346,573
International Finance Corp.
2.80%, 08/15/22	AUD		250		177,526
3.15%, 06/26/29^(a)	AUD		580		390,506
Nordic Investment Bank
0.00%, 04/30/27^(a)(c)	EUR		300		297,208
0.38%, 09/19/22^(a)	EUR		300		317,368


					87,839,728

Sweden — 0.4%
Kommuninvest I Sverige AB
0.75%, 02/22/23^(a)	SEK		2,000		203,602
1.00%, 11/13/23^(a)	SEK		5,000		505,991
1.00%, 05/12/25^(a)	SEK		13,000		1,284,914
1.00%, 11/12/26^(a)	SEK		5,000		480,337
Svensk Exportkredit AB
0.13%, 12/15/25^(a)	GBP		200		234,132
1.38%, 12/15/23^(a)	GBP		200		249,048
Sweden Government Bond
0.13%, 05/12/31^(e)	SEK		18,030		1,596,424
0.50%, 11/24/45	SEK		2,760		207,436
0.75%, 05/12/28	SEK		23,400		2,260,609
0.75%, 11/12/29^(e)	SEK		8,290		789,021
1.00%, 11/12/26^(a)	SEK		25,235		2,504,958
1.50%, 11/13/23^(e)	SEK		14,500		1,484,399
2.25%, 06/01/32^(a)	SEK		3,450		368,816
2.50%, 05/12/25	SEK		13,000		1,363,978
3.50%, 06/01/22	SEK		5,345		545,798
3.50%, 03/30/39	SEK		6,380		809,071


Security		Par (000)		Value

Sweden (continued)
Sweden Government International Bond, 0.13%, 04/24/23^(a)	EUR		400	$	422,237


					15,310,771

Switzerland — 0.4%
Canton of Zurich, 0.00%, 11/10/33^(a)(c)	CHF		300		264,528
Swiss Confederation Government Bond
0.00%, 06/22/29^(a)(c)	CHF		5,742		5,645,075
0.00%, 06/26/34^(a)(c)	CHF		4,080		3,734,306
0.00%, 07/24/39^(a)(c)	CHF		3,890		3,365,535


					13,009,444

Thailand — 0.5%
Thailand Government Bond
1.60%, 12/17/29	THB		33,180		899,968
1.60%, 06/17/35	THB		31,330		755,387
2.00%, 12/17/31	THB		39,780		1,092,423
2.00%, 06/17/42	THB		35,790		769,877
2.13%, 12/17/26	THB		36,520		1,062,759
2.40%, 12/17/23	THB		34,620		1,031,191
2.75%, 06/17/52	THB		26,420		596,861
2.88%, 12/17/28	THB		92,885		2,762,142
2.88%, 06/17/46	THB		37,325		902,557
3.30%, 06/17/38	THB		47,004		1,323,921
3.40%, 06/17/36	THB		24,175		699,317
3.58%, 12/17/27	THB		14,000		435,324
3.60%, 06/17/67	THB		38,050		981,490
3.63%, 06/16/23	THB		59,500		1,792,522
3.65%, 06/20/31	THB		31,080		969,850
3.80%, 06/14/41	THB		2,000		58,875
3.85%, 12/12/25	THB		29,633		920,994
4.00%, 06/17/66	THB		9,000		254,370
4.26%, 12/12/37^(a)	THB		35,800		1,148,568
4.68%, 06/29/44	THB		17,120		549,844
4.85%, 06/17/61	THB		4,500		149,738


					19,157,978

United Kingdom — 6.8%
LCR Finance PLC
4.50%, 12/07/28^(a)	GBP		150		216,227
4.50%, 12/07/38^(a)	GBP		200		324,058
Transport for London
2.13%, 04/24/25^(a)	GBP		150		184,990
2.25%, 08/09/22^(a)	GBP		100		125,849
3.88%, 07/23/42^(a)	GBP		350		457,707
United Kingdom Gilt
0.13%, 01/31/24^(a)	GBP		2,490		3,050,458
0.13%, 01/30/26^(a)	GBP		3,880		4,613,397
0.13%, 01/31/28^(a)	GBP		5,219		5,998,969
0.25%, 01/31/25^(a)	GBP		3,000		3,626,437
0.25%, 07/31/31^(a)	GBP		7,340		7,952,759
0.38%, 10/22/26^(a)	GBP		2,960		3,507,775
0.38%, 10/22/30^(a)	GBP		5,797		6,476,594
0.50%, 01/31/29^(a)	GBP		2,000		2,310,691
0.50%, 10/22/61^(a)	GBP		2,790		2,171,349
0.63%, 06/07/25^(a)	GBP		8,941		10,909,063
0.63%, 07/31/35^(a)	GBP		3,020		3,161,267
0.63%, 10/22/50^(a)	GBP		3,879		3,421,379
0.75%, 07/22/23^(a)	GBP		4,786		5,965,318
0.88%, 10/22/29^(a)	GBP		5,900		6,956,979
0.88%, 07/31/33^(a)	GBP		3,000		3,354,639
0.88%, 01/31/46^(a)	GBP		1,986		1,931,322


Security		Par/ Shares (000)		Value

United Kingdom (continued)
1.00%, 04/22/24^(a)	GBP		5,782	$	7,188,784
1.00%, 01/31/32^(a)	GBP		1,730		1,996,137
1.13%, 01/31/39^(a)	GBP		1,070		1,159,016
1.13%, 10/22/73^(a)	GBP		570		565,406
1.25%, 07/22/27^(a)	GBP		8,230		10,134,079
1.25%, 10/22/41^(a)	GBP		6,960		7,552,938
1.25%, 07/31/51^(a)	GBP		4,420		4,599,910
1.50%, 07/22/26^(a)	GBP		6,600		8,251,867
1.50%, 07/22/47^(a)	GBP		3,842		4,294,290
1.50%, 07/31/53^(a)	GBP		1,230		1,373,701
1.63%, 10/22/28^(a)	GBP		5,600		7,011,513
1.63%, 10/22/54^(a)	GBP		2,850		3,277,683
1.63%, 10/22/71^(a)	GBP		2,770		3,289,963
1.75%, 09/07/37^(a)	GBP		5,637		6,764,740
1.75%, 01/22/49^(a)	GBP		3,655		4,314,661
1.75%, 07/22/57^(a)	GBP		3,467		4,145,046
2.00%, 09/07/25^(a)	GBP		4,145		5,276,971
2.25%, 09/07/23^(a)	GBP		2,838		3,601,369
2.50%, 07/22/65^(a)	GBP		2,310		3,456,692
2.75%, 09/07/24^(a)	GBP		2,476		3,193,805
3.25%, 01/22/44^(a)	GBP		3,193		4,811,021
3.50%, 01/22/45^(a)	GBP		3,553		5,586,260
3.50%, 07/22/68^(a)	GBP		2,344		4,447,693
3.75%, 07/22/52^(a)	GBP		2,588		4,523,354
4.00%, 01/22/60^(a)	GBP		2,750		5,401,586
4.25%, 12/07/27^(a)	GBP		2,214		3,157,440
4.25%, 06/07/32^(a)	GBP		2,540		3,879,053
4.25%, 03/07/36^(a)	GBP		3,328		5,286,191
4.25%, 09/07/39^(a)	GBP		2,276		3,762,043
4.25%, 12/07/40^(a)	GBP		3,155		5,276,133
4.25%, 12/07/46^(a)	GBP		2,732		4,854,328
4.25%, 12/07/49^(a)	GBP		2,501		4,592,536
4.25%, 12/07/55^(a)	GBP		2,527		4,951,777
4.50%, 09/07/34^(a)	GBP		3,478		5,557,733
4.50%, 12/07/42^(a)	GBP		2,505		4,411,768
4.75%, 12/07/30^(a)	GBP		1,795		2,788,699
4.75%, 12/07/38^(a)	GBP		2,042		3,534,797
5.00%, 03/07/25^(a)	GBP		2,004		2,749,830
6.00%, 12/07/28^(a)	GBP		518		823,976


					248,562,016


Total Foreign Government Obligations — 79.1% (Cost: $3,272,372,774)					2,900,102,895


Short-Term Investments

Money Market Funds — 0.9%
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.34%^(f)(g)			31,390		31,390,000


Total Short-Term Investments — 0.9% (Cost: $31,390,000)					31,390,000


Total Investments in Securities — 98.9% (Cost: $4,099,570,331)					3,625,952,568

Other Assets, Less Liabilities — 1.1%					40,729,867


Net Assets — 100.0%				$	3,666,682,435

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

As of period end, the fair values of derivative financial instruments located in the Statements of Assets and Liabilities were as follows:

For the period ended April 30, 2022, the effect of derivative financial instruments in the Statements of Operations was as follows:

For more information about the Fund’s investment risks regarding derivative financial instruments, refer to the Notes to Financial Statements.

The following tables present the Fund’s derivative assets and liabilities by counterparty net of amounts available for offset under an MNA and net of the related collateral received and pledged by the Fund:

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.

These financial statements relate only to the following funds (each, a “Fund” and collectively, the “Funds”):

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. Each 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. Dividends from foreign securities where the ex-dividend date may have passed are subsequently recorded when the Funds are informed of the ex-dividend date. Under the applicable foreign tax laws, a withholding tax at various rates may be imposed on capital gains, dividends and interest. 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, and payment-in-kind interest are recognized daily on an accrual basis.

Foreign Currency Translation: Each Fund’s books and records are maintained in U.S. dollars. Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using prevailing market rates as quoted by one or more data service providers. Purchases and sales of investments are recorded at the rates of exchange prevailing on the respective dates of such transactions. Generally, when the U.S. dollar rises in value against a foreign currency, the investments denominated in that currency will lose value; the opposite effect occurs if the U.S. dollar falls in relative value.

Each Fund does not isolate the effect of fluctuations in foreign exchange rates from the effect of fluctuations in the market prices of investments for financial reporting purposes. Accordingly, the effects of changes in exchange rates on investments are not segregated in the Statements of Operations from the effects of changes in market prices of those investments, but are included as a component of net realized and unrealized gain (loss) from investments. Each Fund reports realized currency gains (losses) on foreign currency related transactions as components of net realized gain (loss) for financial reporting purposes, whereas such components are generally treated as ordinary income for U.S. federal income tax purposes.

Foreign Taxes: The Funds may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, capital gains on investments, or certain foreign currency transactions. All foreign taxes are recorded in accordance with the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which each Fund invests. These foreign taxes, if any, are paid by each Fund and are reflected in its Statements of Operations as follows: foreign taxes withheld at source are presented as a reduction of income, foreign taxes on securities lending income are presented as a reduction of securities lending income, foreign taxes on stock dividends are presented as “Other foreign taxes”, and foreign taxes on capital gains from sales of investments and foreign taxes on foreign currency transactions are included in their respective net realized gain (loss) categories. Foreign taxes payable or deferred as of April 30, 2022, if any, are disclosed in the Statements of Assets and Liabilities.

The Funds file withholding tax reclaims in certain jurisdictions to recover a portion of amounts previously withheld. The Funds may record a reclaim receivable based on collectability, which includes factors such as the jurisdiction’s applicable laws, payment history and market convention. The Statements of Operations includes tax reclaims recorded as well as professional and other fees, if any, associated with recovery of foreign withholding taxes.

Segregation and Collateralization: In cases where a Fund enters into certain investments (e.g., dollar rolls, TBA sale commitments and forward foreign currency exchange contracts) that would be treated as “senior securities” for 1940 Act purposes, a Fund may segregate or designate on its books and record cash or liquid assets having a market value at least equal to the amount of its future obligations under such investments. Doing so allows the investment to be excluded from treatment as a “senior security.” Furthermore, if required by an exchange or counterparty agreement, the Funds may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments or obligations.

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 Funds. Because such gains or losses are not taxable to the Funds 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 Funds’ tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.

Distributions: Dividends and distributions paid by each 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 Funds. 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, each Fund enters into contracts that contain a variety of representations that provide general indemnification. The Funds’ maximum exposure under these arrangements is unknown because it involves future potential claims against the Funds, which cannot be predicted with any certainty.

Investment Valuation Policies: Each 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. Each Fund determines the fair values of its financial instruments using various independent dealers or pricing services under policies approved by the Board of Trustees of the Trust (the “Board”). 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 a policy approved by the Board as reflecting fair value. The BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) is the committee formed by management to develop global pricing policies and procedures and to oversee the pricing function for all financial instruments.

Fair Value Inputs and Methodologies: The following methods and inputs are used to establish the fair value of each 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 Global Valuation Committee, in accordance with a policy approved by the Board as reflecting fair value (“Fair Valued Investments”). The fair valuation approaches that may be used by the Global 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 Global Valuation Committee, or its delegate, seeks to determine the price that each 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 Global Valuation Committee, or its delegate, deems relevant and consistent with the principles of fair value measurement. The pricing of all Fair Valued Investments is subsequently reported to the Board or a committee thereof on a quarterly basis.

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 Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held

companies or funds 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 Funds’ 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 Statements of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.

Warrants: Warrants entitle a fund to purchase a specified number of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under certain conditions until the expiration date of the warrants, if any. If the price of the underlying stock does not rise above the strike price before the warrant expires, the warrant generally expires without any value and a fund will lose any amount it paid for the warrant. Thus, investments in warrants may involve more risk than investments in common stock. Warrants may trade in the same markets as their underlying stock; however, the price of the warrant does not necessarily move with the price of the underlying stock.

Mortgage Dollar Roll Transactions: Certain Funds 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: Each 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 each 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, each 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 BlackRock Fund Advisors (“BFA”), the Funds’ investment adviser, 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 each 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 Statements of Assets and Liabilities.

Securities lending transactions are entered into by the Funds 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 Funds, 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 Funds 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, each 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. Each 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 each Fund.

Forward Foreign Currency Exchange Contracts: Forward foreign currency exchange contracts are entered into to gain or reduce exposure to foreign currencies (foreign currency exchange rate risk).

A forward foreign currency exchange contract is an agreement between two parties to buy and sell a currency at a set exchange rate on a specified date. These contracts help to manage the overall exposure to the currencies in which some of the investments held by the Funds are denominated and in some cases, may be used to obtain exposure to a particular market. The contracts are traded over-the-counter (“OTC”) and not on an organized exchange.

The contract is marked-to-market daily and the change in market value is recorded as unrealized appreciation or depreciation in the Statements of Assets and Liabilities. When the contract is closed, a realized gain or loss is recorded in the Statements of Operations equal to the difference between the value at the time it was opened and the value at the time it was closed. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency. The use of forward foreign currency exchange contracts involves the risk that the value of a contract changes unfavorably due to movements in the value of the

referenced foreign currencies, and such value may exceed the amount(s) reflected in the Statements of Assets and Liabilities. Cash amounts pledged for forward foreign currency exchange contracts are considered restricted and are included in cash pledged as collateral for OTC derivatives in the Statements of Assets and Liabilities. A Fund’s risk of loss from counterparty credit risk on OTC derivatives is generally limited to the aggregate unrealized gain netted against any collateral held by the Fund.

Master Netting Arrangements: In order to define its contractual rights and to secure rights that will help mitigate its counterparty risk, a Fund may enter into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) or similar agreement with its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs certain OTC derivatives and typically contains, among other things, collateral posting terms and netting provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and/or receivables with collateral held and/or posted and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of default including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For derivatives traded under an ISDA Master Agreement, the collateral requirements are typically calculated by netting the mark-to-market amount for each transaction under such agreement, and comparing that amount to the value of any collateral currently pledged by a Fund and the counterparty.

Cash collateral that has been pledged to cover obligations of the Funds and cash collateral received from the counterparty, if any, is reported separately in the Statements of Assets and Liabilities as cash pledged as collateral and cash received as collateral, respectively. Non-cash collateral pledged by the Funds, if any, is noted in the Schedules of Investments. Generally, the amount of collateral due from or to a counterparty is subject to a certain minimum transfer amount threshold before a transfer is required, which is determined at the close of business of the Funds. Any additional required collateral is delivered to/pledged by the Funds on the next business day. Typically, the counterparty is not permitted to sell, re-pledge or use cash and non-cash collateral it receives. A Fund generally agrees not to use non-cash collateral that it receives but may, absent default or certain other circumstances defined in the underlying ISDA Master Agreement, be permitted to use cash collateral received. In such cases, interest may be paid pursuant to the collateral arrangement with the counterparty. To the extent amounts due to the Funds from the counterparty are not fully collateralized, each Fund bears the risk of loss from counterparty non-performance. Likewise, to the extent the Funds have delivered collateral to a counterparty and stand ready to perform under the terms of their agreement with such counterparty, each Fund bears the risk of loss from a counterparty in the amount of the value of the collateral in the event the counterparty fails to return such collateral. Based on the terms of agreements, collateral may not be required for all derivative contracts.

For financial reporting purposes, each Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements, if any, in the Statements of Assets and Liabilities.

Investment Advisory Fees: Pursuant to an Investment Advisory Agreement with the Trust, BFA manages the investment of each 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 Funds, 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).

For its investment advisory services to each of the following Funds, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Funds, based on the average daily net assets of each Fund as follows:

Effective March 31, 2022, for its investment advisory services to the iShares Core International Aggregate Bond ETF, BFA is entitled to an annual investment advisory fee of 0.07%, 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 0.08%, 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.

For the iShares Core 1-5 Year USD Bond ETF, BFA has contractually agreed to waive a portion of its investment advisory fees for the Fund through February 29, 2024 in an amount equal to the acquired fund fees and expenses, if any, attributable to the Fund’s investments in other registered investment companies advised by BFA or its affiliates.

This amount is included in investment advisory fees waived in the Statements of Operations. For the six months ended April 30, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

Sub-Adviser: BFA has entered into separate sub-advisory agreements with BlackRock International Limited and BlackRock (Singapore) Limited (together, the “Sub-Advisers”), both affiliates of BFA, under which BFA pays each of the Sub-Advisers for services it provides to the iShares Core International Aggregate Bond ETF.

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

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 Funds, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending, including any custodial costs. Each 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 each 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. Each 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, each 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, each 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 each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the six months ended April 30, 2022, the Funds paid BTC the following amounts 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 April 30, 2022, transactions executed by the Funds pursuant to Rule 17a-7 under the 1940 Act were as follows:

Each 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 Statements 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 April 30, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term investments and in-kind transactions, were as follows:

Each Fund is treated as an entity separate from the Trust’s other funds for federal income tax purposes. It is each 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 Funds as of April 30, 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 Funds’ financial statements.

As of April 30, 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, each 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 Funds and their investments. Each 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 each 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 Funds 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: Each 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 each Fund to reinvest in lower yielding securities. Each Fund may also be exposed to reinvestment risk, which is the risk that income from each Fund’s portfolio will decline if each Fund invests the proceeds from matured, traded or called fixed-income securities at market interest rates that are below each 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.

The iShares Core International Aggregate Bond ETF may invest directly in the domestic bond market in the People’s Republic of China (“China” or the “PRC”) (the “China Interbank Bond Market”) through the northbound trading of Bond Connect (“Bond Connect”). The Fund may be exposed to additional risks when investing in the China Interbank Bond Market, such as (i) low or nonexistent trading volume, resulting in a lack of liquidity and increased volatility in prices for such securities; (ii) political and economic instability, and regulatory and tax risks (iii) potential delays and disruptions in the functionality of the newly developed trading platforms and operational systems, or the potential that Bond Connect ceases to operate; (iv) settlement and custody risks due to the link between the offshore custody agent and onshore custodians and clearing institutions; and (v) currency risk. In such event, there is no assurance that the Fund will achieve its investment objective.

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.

Valuation Risk: The market values of equities, such as common stocks and preferred securities or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company. They may also decline due to factors which affect a particular industry or industries. A fund may invest in illiquid investments. An illiquid investment is any investment that a fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment. A fund may experience difficulty in selling illiquid investments in a timely manner at the price that it believes the investments are worth. Prices may fluctuate widely over short or extended periods in response to company, market or economic news. Markets also tend to move in cycles, with periods of rising and falling prices. This volatility may cause a fund’s NAV to experience significant increases or decreases over short periods of time. If there is a general decline in the securities and other markets, the NAV of a fund may lose value, regardless of the individual results of the securities and other instruments in which a fund invests.

The price each Fund could receive upon the sale of any particular portfolio investment may differ from each Fund’s valuation of the investment, particularly for securities that trade in thin or volatile markets or that are valued using a fair valuation technique or a price provided by an independent pricing service. Changes to significant unobservable inputs and assumptions (i.e., publicly traded company multiples, growth rate, time to exit) due to the lack of observable inputs.

Counterparty Credit Risk: The Funds 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 Funds manage 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 Funds to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties. The extent of the Funds’ exposure to market, issuer and counterparty credit risks with respect to these financial assets is approximately their value recorded in the Statements of Assets and Liabilities, less any collateral held by the Funds.

A derivative contract may suffer a mark-to-market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument. Losses can also occur if the counterparty does not perform under the contract.

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 each Fund’s portfolio are disclosed in its Schedule of Investments.

Certain Funds invest a significant portion of their assets in securities of issuers located in Europe or with significant exposure to European issuers or countries. The European financial markets have recently experienced volatility and adverse trends due to concerns about economic downturns in, or rising government debt levels of, several European countries as well as acts of war in the region. These events may spread to other countries in Europe and may affect the value and liquidity of certain of the Funds’ investments.

Responses to the financial problems by European governments, central banks and others, including austerity measures and reforms, may not work, may result in social unrest and may limit future growth and economic recovery or have other unintended consequences. Further defaults or restructurings by governments and others of their debt could have additional adverse effects on economies, financial markets and asset valuations around the world. The United Kingdom has withdrawn from the European Union, and one or more other countries may withdraw from the European Union and/or abandon the Euro, the common currency of the European Union. The impact of these actions, especially if they occur in a disorderly fashion, is not clear but could be significant and far reaching. In addition, Russia launched a large-scale invasion of Ukraine on February 24, 2022. The extent and duration of the military action, resulting sanctions and resulting future market disruptions in the region are impossible to predict, but could be significant and have a severe adverse effect on the region, including significant negative impacts on the economy and the markets for certain securities and commodities, such as oil and natural gas, as well as other sectors.

Certain Funds invest a significant portion of their assets in securities of issuers located in Asia or with significant exposure to Asian issuers or countries. The Asian financial markets have recently experienced volatility and adverse trends due to concerns in several Asian countries regarding monetary policy, government intervention in the markets, rising government debt levels or economic downturns. These events may spread to other countries in Asia and may affect the value and liquidity of certain of the Funds’ investments.

The Funds invest a significant portion of their assets in fixed-income securities and/or use 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 increase as interest rates fall and decrease as interest rates rise. The Funds may be subject to a greater risk of rising interest rates due to the current period of historically low rates.

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 Funds 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 Funds is uncertain.

Capital shares are issued and redeemed by each 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 each 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 Statements of Assets and Liabilities.

Management has evaluated the impact of all subsequent events on the Funds 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.

In compliance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”), iShares Trust (the “Trust”) has adopted and implemented a liquidity risk management program (the “Program”) for iShares Core 1-5 Year USD Bond ETF and iShares Core International Aggregate Bond ETF (the “Funds” or “ETFs”), each a series of the Trust, which is reasonably designed to assess and manage each Fund’s liquidity risk.

The Board of Trustees (the “Board”) of the Trust, on behalf of the Funds, met on December 9, 2021 (the “Meeting”) to review the Program. The Board previously appointed BlackRock Fund Advisors (“BlackRock”), the investment adviser to the Funds, as the program administrator for each Fund’s Program. BlackRock also previously delegated oversight of the Program to the 40 Act Liquidity Risk Management Committee (the “Committee”). At the Meeting, the Committee, on behalf of BlackRock, provided the Board with a report that addressed the operation of the Program and assessed its adequacy and effectiveness of implementation, including the management of each Fund’s Highly Liquid Investment Minimum (“HLIM”) where applicable, and any material changes to the Program (the “Report”). The Report covered the period from October 1, 2020 through September 30, 2021 (the “Program Reporting Period”).

The Report described the Program’s liquidity classification methodology for categorizing each Fund’s investments (including derivative transactions) into one of four liquidity buckets. It also referenced the methodology used by BlackRock to establish each Fund’s HLIM and noted that the Committee reviews and ratifies the HLIM assigned to each Fund no less frequently than annually. The Report also discussed notable events affecting liquidity over the Program Reporting Period, including extended market holidays and the imposition of capital controls in certain non-U.S. countries.

The Report noted that the Program complied with the key factors for consideration under the Liquidity Rule for assessing, managing and periodically reviewing each Fund’s liquidity risk, as follows:

As part of BlackRock’s continuous review of the effectiveness of the Program, the Committee made the following material changes to the Program: (1) updates to certain model components in the Program’s methodology; and (2) certain iShares Funds entered into a $800 million credit agreement with a group of lenders that replaced a previous liquidity facility. The Report provided to the Board stated that the Committee concluded that based on the operation of the functions, as described in the Report, the Program is operating as intended and is effective in implementing the requirements of the Liquidity Rule.

On October 28, 2020, the Securities and Exchange Commission (the “SEC”) adopted regulations governing the use of derivatives by registered investment companies (“Rule 18f-4”). The Funds will be required to implement and comply with Rule 18f-4 by August 19, 2022. Once implemented, Rule 18f-4 will impose limits on the amount of derivatives a fund can enter into, eliminate the asset segregation framework currently used by funds to comply with Section 18 of the 1940 Act, treat derivatives as senior securities and require funds whose use of derivatives is more than a limited specified exposure amount to establish and maintain a comprehensive derivatives risk management program and appoint a derivatives risk manager.

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 each 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 Funds file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to their reports on Form N-PORT. The Funds’ Forms N-PORT are available on the SEC’s website at sec.gov. Additionally, each 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 Funds’ 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			Since Inception			1 Year			5 Years			Since Inception

Fund NAV		(5.06	)%		(5.36	)%		1.25	%		1.30	%		(5.36	)%		6.42	%		13.12	%
Fund Market		(4.78	)		(5.15	)		1.28			1.33			(5.15	)		6.57			13.47
Index		(5.13	)		(5.39	)		1.31			1.39			(5.39	)		6.73			14.08


Actual					Hypothetical 5% Return


	Beginning Account Value (11/01/21)	Ending Account Value (04/30/22)	Expenses Paid During the Period	^(a)		Beginning Account Value (11/01/21)	Ending Account Value (04/30/22)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 949.40	$ 0.29			$ 1,000.00	$ 1,024.50	$ 0.30		0.06	%


				Average Annual Total Returns									Cumulative Total Returns

	6 Months			1 Year			5 Years			Since Inception			1 Year			5 Years			Since Inception

Fund NAV		(5.94	)%		(5.80	)%		1.76	%		2.29	%		(5.80	)%		9.13	%		15.81	%
Fund Market		(6.11	)		(6.06	)		1.70			2.28			(6.06	)		8.78			15.69
Index		(5.94	)		(5.83	)		1.86			2.37			(5.83	)		9.65			16.39


Actual					Hypothetical 5% Return


	Beginning Account Value (11/01/21)	Ending Account Value (04/30/22)	Expenses Paid During the Period	^(a)		Beginning Account Value (11/01/21)	Ending Account Value (04/30/22)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 940.60	$ 0.38			$ 1,000.00	$ 1,024.40	$ 0.40		0.08	%


ALLOCATION BY INVESTMENT TYPE

	Percent of
Investment Type		Total Investments	^(a)

Foreign Government Obligations		80.7	%
Corporate Bonds & Notes		19.3


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
Fund Summary		4
About Fund Performance		6
Shareholder Expenses		6
Schedules of Investments		7
Financial Statements
Statements of Assets and Liabilities		117
Statements of Operations		118
Statements of Changes in Net Assets		119
Financial Highlights		120
Notes to Financial Statements		122
Statement Regarding Liquidity Risk Management Program		131
Supplemental Information		132
General Information		133
Glossary of Terms Used in this Report		134


Fund Summary as of April 30, 2022		iShares^® Core 1-5 Year USD Bond ETF


ALLOCATION BY CREDIT QUALITY

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

Aaa		57.2	%
Aa		4.7
A		13.6
Baa		13.0
Ba		3.5
B		2.7
Caa		0.8
Not Rated		4.5


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


Fund Summary as of April 30, 2022		iShares^® Core International Aggregate Bond ETF


TEN LARGEST GEOGRAPHIC ALLOCATION

	Percent of
Country/Geographic Region		Total Investments	^(a)

China		17.1	%
Japan		11.2
France		10.0
United Kingdom		9.0
Germany		8.6
Canada		6.2
Italy		6.1
Spain		4.5
Australia		3.0
Supranational		3.0




Affiliated Issuer	Value at 10/31/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value at 04/30/22		Shares Held at 04/30/22 (000)		Income			Capital Gain Distributions from Underlying Funds


BlackRock Cash Funds: Institutional,
SL Agency Shares	$	209,694,244	$	—	$	(132,585,701	)^(a)	$	(81,966	)	$	(18,225	)	$	77,008,352		77,008	$	120,023		$	—
BlackRock Cash Funds: Treasury, SL Agency Shares		436,729,815		—		(298,403,522	)^(a)		—			—			138,326,293		138,326		198,556	^(b)		—

								$	(81,966	)	$	(18,225	)	$	215,334,645			$	318,579		$	—




	Level 1		Level 2			Level 3		Total

Investments
Assets
Asset-Backed Securities	$	—	$	34,419,431		$	—	$	34,419,431
Collaterized Mortgage Obligations		—		77,543,497			—		77,543,497
Corporate Bonds & Notes		—		2,092,418,416			—		2,092,418,416
Foreign Government Obligations		—		367,652,246			—		367,652,246
Municipal Debt Obligations		—		2,172,842			—		2,172,842
U.S. Government & Agency Obligations		—		3,278,991,192			—		3,278,991,192
Common Stocks		5,031		—			4,636		9,667
Preferred Stocks		—		—			—		—
Warrants		—		—			—		—
Money Market Funds		215,334,645		—			—		215,334,645


		215,339,676		5,853,197,624			4,636		6,068,541,936

Liabilities
TBA Sales Commitments		—		(8,731,787	)		—		(8,731,787	)


	$	215,339,676	$	5,844,465,837		$	4,636	$	6,059,810,149




Affiliated Issuer	Value at 10/31/21		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 04/30/22		Shares Held at 04/30/22 (000)		Income		Capital Gain Distributions from Underlying Funds


BlackRock Cash Funds: Treasury, SL Agency Shares	$	3,420,000	$	27,970,000	^(a)	$	—	$	—	$	—	$	31,390,000		31,390	$	5,721	$	—



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


DKK	108,175,000		USD	15,341,143	DB	05/03/22	$	218
EUR	303,795,000		USD	320,488,535	CITI	05/03/22		75
EUR	303,795,000		USD	320,488,535	CITI	05/03/22		75
EUR	303,795,000		USD	320,488,535	DB	05/03/22		76
EUR	303,795,000		USD	320,488,535	SSB	05/03/22		76
EUR	303,795,000		USD	320,488,535	UBS	05/03/22		76
GBP	271,450,000		USD	337,668,327	JPM	05/03/22		3,666,582
GBP	1,230,000		USD	1,530,059	MS	05/03/22		16,605
HUF	2,315,705,000		USD	6,458,737	DB	05/03/22		939
ILS	35,015,000		USD	10,478,670	DB	05/03/22		8,003
MXN	385,760,000		USD	18,901,928	DB	05/03/22		1,853
RON	23,905,000		USD	5,096,961	DB	05/03/22		543
THB	691,565,000		USD	20,178,423	DB	05/03/22		13,256
USD	111,237,077		AUD	148,440,000	JPM	05/03/22		6,356,794
USD	46,156,158		CAD	57,770,000	DB	05/03/22		1,186,951
USD	44,302,523		CAD	55,440,000	JPM	05/03/22		1,147,030
USD	44,306,276		CAD	55,440,000	MS	05/03/22		1,150,783
USD	44,297,072		CAD	55,440,000	SSB	05/03/22		1,141,579
USD	44,254,993		CAD	55,440,000	UBS	05/03/22		1,099,500
USD	38,670,296		CHF	35,730,000	SSB	05/03/22		1,939,378
USD	10,751,890		CZK	237,650,000	UBS	05/03/22		564,409
USD	16,789,030		DKK	112,435,000	DB	05/03/22		843,518
USD	355,015,684		EUR	319,830,000	DB	05/03/22		17,610,946
USD	343,310,404		EUR	309,020,000	JPM	05/03/22		17,309,678



	Foreign Currency Exchange Contracts


Assets — Derivative Financial Instruments
Forward foreign currency exchange contracts Unrealized appreciation on forward foreign currency exchange contracts	$	191,982,851

Liabilities — Derivative Financial Instruments
Forward foreign currency exchange contracts Unrealized depreciation on forward foreign currency exchange contracts	$	14,084,911



	Foreign Currency Exchange Contracts


Net Realized Gain (Loss) from:
Forward foreign currency exchange contracts	$	110,939,216

Net Change in Unrealized Appreciation (Depreciation) on:
Forward foreign currency exchange contracts	$	189,982,552



Forward foreign currency exchange contracts:
Average amounts purchased — in USD	$	4,058,903,544
Average amounts sold — in USD	$	7,914,622,399




	Assets		Liabilities


Derivative Financial Instruments:
Forward foreign currency exchange contracts	$	191,982,851	$	14,084,911


Total derivative assets and liabilities in the Statement of Assets and Liabilities		191,982,851		14,084,911
Derivatives not subject to a Master Netting Agreement or similar agreement (“MNA”)		—		—


Total derivative assets and liabilities subject to an MNA		191,982,851		14,084,911




Counterparty		Derivative Assets Subject to an MNA by Counterparty		Derivatives Available for Offset	^(a)		Non-Cash Collateral Received		Cash Collateral Received	^(b)		Net Amount of Derivative Assets	^(c)(d)


Citibank N.A.	$	943,459	$	(347,934	)	$	—	$	(450,000	)	$	145,525
Deutsche Bank Securities Inc.		29,094,885		(1,342,319	)		—		—			27,752,566
JPMorgan Chase Bank N.A		54,123,033		(7,923,486	)		—		(19,890,000	)		26,309,547
Morgan Stanley & Co. International PLC		28,964,420		(824,039	)		—		(4,650,000	)		23,490,381
Societe Generale		349,180		—			—		—			349,180
State Street Bank and Trust Co.		52,547,216		(3,297,556	)		—		—			49,249,660
UBS AG		25,960,658		(349,577	)		—		—			25,611,081


	$	191,982,851	$	(14,084,911	)	$	—	$	(24,990,000	)	$	152,907,940




Counterparty		Derivative Liabilities Subject to an MNA by Counterparty		Derivatives Available for Offset	^(a)		Non-Cash Collateral Pledged		Cash Collateral Pledged			Net Amount of Derivative Liabilities	^(e)


Citibank N.A.	$	347,934	$	(347,934	)	$	—	$	—		$	—
Deutsche Bank Securities Inc.		1,342,319		(1,342,319	)		—		—			—
JPMorgan Chase Bank N.A.		7,923,486		(7,923,486	)		—		—			—
Morgan Stanley & Co. International PLC		824,039		(824,039	)		—		—			—
State Street Bank and Trust Co.		3,297,556		(3,297,556	)		—		—			—
UBS AG		349,577		(349,577	)		—		—			—


	$	14,084,911	$	(14,084,911	)	$	—	$	—		$	—


	iShares Core 1-5 Year USD Bond ETF			iShares Core International Aggregate Bond ETF


ASSETS
Investments in securities, at value (including securities on loan)^(a):
Unaffiliated^(b)	$	5,853,207,291		$	3,594,562,568
Affiliated^(c)		215,334,645			31,390,000
Cash		22,718			460,798
Foreign currency, at value^(d)		—			31,368,197
Receivables:
Investments sold		80,716,663			29,499,808
Securities lending income — Affiliated		44,394			—
TBA sales commitments		8,764,981			—
Capital shares sold		2,741,715			556,522
Dividends		30,848			4,543
Interest		31,714,395			26,760,006
Unrealized appreciation on:
Forward foreign currency exchange contracts		—			191,982,851


Total assets		6,192,577,650			3,906,585,293


LIABILITIES
Cash received:
Collateral — OTC derivatives		—			24,990,000
Collateral on securities loaned, at value		138,226,293			—
TBA sales commitments, at value^(e)		8,731,787			—
Deferred foreign capital gain tax		—			55,852
Payables:
Investments purchased		145,495,319			200,557,769
Capital shares redeemed		3,657,871			—
Investment advisory fees		285,552			214,326
Unrealized depreciation on:
Forward foreign currency exchange contracts		—			14,084,911


Total liabilities		296,396,822			239,902,858


NET ASSETS	$	5,896,180,828		$	3,666,682,435


NET ASSETS CONSIST OF:
Paid-in capital	$	6,238,820,785		$	3,861,951,687
Accumulated loss		(342,639,957	)		(195,269,252	)


NET ASSETS	$	5,896,180,828		$	3,666,682,435


Shares outstanding		123,400,000			71,850,000


Net asset value	$	47.78		$	51.03


Shares authorized		Unlimited			Unlimited


Par value		None			None


^(a)Securities loaned, at value	$	134,272,669		$	—
^(b)Investments, at cost — Unaffiliated	$	6,166,100,757		$	4,068,180,331
^(c)Investments, at cost — Affiliated	$	215,312,120		$	31,390,000
^(d)Foreign currency, at cost	$	—		$	32,337,938
^(e)Proceeds from TBA sales commitments	$	8,764,981		$	—


	iShares Core 1-5 Year USD Bond ETF			iShares Core International Aggregate Bond ETF


INVESTMENT INCOME
Dividends — Affiliated	$	120,401		$	5,721
Interest — Unaffiliated		48,961,060			21,966,122
Securities lending income — Affiliated — net		198,178			—
Other income — Unaffiliated		7,136			1,488
Foreign taxes withheld		—			(235,309	)


Total investment income		49,286,775			21,738,022


EXPENSES
Investment advisory fees		1,843,839			1,483,767
Professional fees		217			217


Total expenses		1,844,056			1,483,984

Less:
Investment advisory fees waived		(73,782	)		—


Total expenses after fees waived		1,770,274			1,483,984


Net investment income		47,516,501			20,254,038


REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain (loss) from:
Investments — Unaffiliated		(23,579,442	)		(17,097,579	)
Investments — Affiliated		(81,966	)		—
In-kind redemptions — Unaffiliated		(11,832,374	)		(1,144,442	)
Forward foreign currency exchange contracts		—			110,939,216
Foreign currency transactions		—			(1,240,077	)


Net realized gain (loss)		(35,493,782	)		91,457,118

Net change in unrealized appreciation (depreciation) on:
Investments — Unaffiliated^(a)		(331,030,718	)		(527,731,121	)
Investments — Affiliated		(18,225	)		—
Forward foreign currency exchange contracts		—			189,982,552
Foreign currency translations		—			(2,336,295	)


Net change in unrealized appreciation (depreciation)		(331,048,943	)		(340,084,864	)


Net realized and unrealized loss		(366,542,725	)		(248,627,746	)


NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(319,026,224	)	$	(228,373,708	)


^(a)Net of reduction in deferred foreign capital gain tax of	$	—		$	122,670


	iShares Core 1-5 Year USD Bond ETF						iShares Core International Aggregate Bond ETF


	Six Months Ended 04/30/22 (unaudited)			Year Ended 10/31/21			Six Months Ended 04/30/22 (unaudited)			Year Ended 10/31/21


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	47,516,501		$	86,319,293		$	20,254,038		$	37,090,828
Net realized gain (loss)		(35,493,782	)		11,136,487			91,457,118			29,066,274
Net change in unrealized appreciation (depreciation)		(331,048,943	)		(83,749,073	)		(340,084,864	)		(120,922,236	)


Net increase (decrease) in net assets resulting from operations		(319,026,224	)		13,706,707			(228,373,708	)		(54,765,134	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(50,121,863	)		(88,533,271	)		(43,841,992	)		(6,019,839	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions		30,196,309			1,608,968,395			51,054,276			719,713,923


NET ASSETS
Total increase (decrease) in net assets		(338,951,778	)		1,534,141,831			(221,161,424	)		658,928,950
Beginning of period		6,235,132,606			4,700,990,775			3,887,843,859			3,228,914,909


End of period	$	5,896,180,828		$	6,235,132,606		$	3,666,682,435		$	3,887,843,859


	iShares Core 1-5 Year USD Bond ETF


	Six Months Ended 04/30/22 (unaudited)				Year Ended 10/31/21			Year Ended 10/31/20			Year Ended 10/31/19			Year Ended 10/31/18			Year Ended 10/31/17


Net asset value, beginning of period		$	50.73		$	51.38		$	50.50		$	48.79		$	50.08		$	50.44

Net investment income^(a)			0.38			0.84			1.18			1.42			1.24			1.03
Net realized and unrealized gain (loss)^(b)			(2.93	)		(0.61	)		0.92			1.68			(1.37	)		(0.38	)


Net increase (decrease) from investment operations			(2.55	)		0.23			2.10			3.10			(0.13	)		0.65


Distributions^(c)
From net investment income			(0.37	)		(0.88	)		(1.22	)		(1.39	)		(1.16	)		(1.01	)
From net realized gain			(0.03	)		—			—			—			—			—


Total distributions			(0.40	)		(0.88	)		(1.22	)		(1.39	)		(1.16	)		(1.01	)


Net asset value, end of period		$	47.78		$	50.73		$	51.38		$	50.50		$	48.79		$	50.08


Total Return^(d)

Based on net asset value			(5.06	)%^(e)		0.44	%		4.22	%		6.43	%		(0.25	)%		1.29	%


Ratios to Average Net Assets^(f)
Total expenses			0.06	%^(g)		0.06	%		0.06	%		0.06	%		0.06	%		0.08	%


Total expenses after fees waived			0.06	%^(g)		0.06	%		0.06	%		0.06	%		0.06	%		0.07	%


Net investment income			1.55	%^(g)		1.64	%		2.32	%		2.85	%		2.53	%		2.06	%


Supplemental Data
Net assets, end of period (000)		$	5,896,181		$	6,235,133		$	4,700,991		$	2,863,252		$	2,205,285		$	1,156,893


Portfolio turnover rate^(h)(i)			35	%^(e)		82	%		77	%		83	%		107	%		124	%


	iShares Core International Aggregate Bond ETF


	Six Months Ended 04/30/22 (unaudited)				Year Ended 10/31/21			Year Ended 10/31/20			Year Ended 10/31/19			Year Ended 10/31/18				Year Ended 10/31/17


Net asset value, beginning of period		$	54.84		$	55.77		$	55.23		$	52.17			$	51.98		$	52.62

Net investment income^(a)			0.28			0.56			0.55			0.55				0.47			0.44
Net realized and unrealized gain (loss)^(b)			(3.46	)		(1.39	)		1.17			4.80				0.44			0.30


Net increase (decrease) from investment operations			(3.18	)		(0.83	)		1.72			5.35				0.91			0.74


Distributions^(c)
From net investment income			(0.60	)		(0.10	)		(0.46	)		(2.29	)			(0.72	)		(0.76	)
From net realized gain			(0.03	)		—			(0.01	)		—				—			(0.20	)
Return of capital			—			—			(0.71	)		—				—			(0.42	)


Total distributions			(0.63	)		(0.10	)		(1.18	)		(2.29	)			(0.72	)		(1.38	)


Net asset value, end of period		$	51.03		$	54.84		$	55.77		$	55.23			$	52.17		$	51.98


Total Return^(d)
Based on net asset value			(5.94	)%^(e)		(1.52	)%		3.16	%^(f)		10.50	%			1.77	%		1.46	%


Ratios to Average Net Assets^(g)
Total expenses			0.08	%^(h)		0.08	%		0.09	%		0.09	%			0.09	%		0.11	%


Net investment income			1.07	%^(h)		1.00	%		0.99	%		1.02	%			0.91	%		0.84	%


Supplemental Data
Net assets, end of period (000)		$	3,666,682		$	3,887,844		$	3,228,915		$	1,828,114			$	871,318		$	465,235


Portfolio turnover rate⁽ⁱ⁾			5	%^(e)		16	%		36	%		12	%			11	%		20	%



iShares ETF	Diversification Classification

Core 1-5 Year USD Bond		Diversified
Core International Aggregate Bond		Non-diversified



iShares ETF and Counterparty		Market Value of Securities on Loan		Cash Collateral Received	^(a)		Non-Cash Collateral Received		Net Amount


Core 1-5 Year USD Bond
Barclays Bank PLC	$	820,032	$	820,032		$	—	$	—
Barclays Capital, Inc.		33,734,171		33,734,171			—		—
BNP Paribas SA		56,988		56,988			—		—
BofA Securities, Inc.		1,151,372		1,151,372			—		—
Citigroup Global Markets, Inc.		650,577		650,577			—		—
Credit Suisse Securities (USA) LLC		549,530		549,530			—		—
Deutsche Bank Securities, Inc.		279,320		279,320			—		—
Goldman Sachs & Co. LLC		38,246,779		38,246,779			—		—
HSBC Securities (USA), Inc.		613,799		613,799			—		—
J.P. Morgan Securities LLC		10,795,041		10,795,041			—		—
Jefferies LLC		674,595		674,595			—		—
Morgan Stanley		38,118,765		38,118,765			—		—
Nomura Securities International, Inc.		7,797,855		7,797,855			—		—
Pershing LLC		198,287		198,287			—		—
Toronto-Dominion Bank		289,569		289,569			—		—
Wells Fargo Securities LLC		295,989		295,989			—		—


	$	134,272,669	$	134,272,669		$	—	$	—



iShares ETF	Investment Advisory Fee

Core 1-5 Year USD Bond		0.06	%
Core International Aggregate Bond		0.07



iShares ETF	Purchases		Sales		Net Realized Gain (Loss)

Core 1-5 Year USD Bond	$	2,367,273	$	380,493	$	(48,395	)



	U.S. Government Securities				Other Securities


iShares ETF	Purchases		Sales		Purchases		Sales

Core 1-5 Year USD Bond	$	1,807,739,091	$	1,797,118,492	$	365,143,195	$	380,530,746
Core International Aggregate Bond		—		—		468,895,446		189,014,198



iShares ETF	In-kind Purchases		In-kind Sales

Core 1-5 Year USD Bond	$	521,464,433	$	497,741,592
Core International Aggregate Bond		143,834,188		85,477,408



iShares ETF	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation (Depreciation)

Core 1-5 Year USD Bond	$	6,383,795,762	$	4,283,484	$	(319,504,116	)	$	(315,220,632	)
Core International Aggregate Bond		4,104,426,711		213,269,436		(513,845,639	)		(300,576,203	)



	Six Months Ended 04/30/22						Year Ended 10/31/21


iShares ETF	Shares			Amount			Shares			Amount


Core 1-5 Year USD Bond
Shares sold		11,600,000		$	573,107,010			34,900,000		$	1,789,199,643
Shares redeemed		(11,100,000	)		(542,910,701	)		(3,500,000	)		(180,231,248	)


Net increase		500,000		$	30,196,309			31,400,000		$	1,608,968,395


Core International Aggregate Bond
Shares sold		3,750,000		$	201,366,599			14,900,000		$	825,668,184
Shares redeemed		(2,800,000	)		(150,312,323	)		(1,900,000	)		(105,954,261	)


Net increase		950,000		$	51,054,276			13,000,000		$	719,713,923


S T A T E M E N T R E G A R D I N G L I Q U I D I T Y R I S K M A N A G E M E N T P R O G R A M		131