The Markets in Review

Dear Shareholder,

The 12-month reporting period as of February 28, 2022 saw a continuation of the resurgent growth that followed the initial coronavirus (or “COVID-19”) pandemic reopening, albeit at a slower pace. The global economy weathered the emergence of several variant strains and the resulting peaks and troughs in infections amid optimism that increasing vaccinations and economic adaptation could help contain the pandemic’s disruptions. However, rapid changes in consumer spending led to supply constraints and elevated inflation. 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, as persistently high inflation drove investors’ expectations for higher interest rates, which particularly weighed 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 posted a solid advance. International equities from developed markets gained slightly, although emerging market stocks declined, 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 the economy expanded rapidly and inflation reached its highest annualized reading in decades. In the corporate bond market, the improving economy assuaged credit concerns and led to modest returns for high-yield corporate bonds, outpacing the negative return of investment-grade corporate bonds.

The U.S. Federal Reserve (the “Fed”) maintained accommodative monetary policy during the reporting period by keeping near-zero interest rates. However, the Fed’s tone shifted during the period, as it reduced its bond-buying program and raised the prospect of higher rates in 2022. Continued high inflation and the Fed’s new stance led many analysts to anticipate that the Fed will 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. Sanctions on Russia and general wartime disruption are likely to drive already-high commodity prices even further upwards, and we have already seen spikes in energy and metal markets. While this will exacerbate inflationary pressure, it could also constrain economic growth, making the Fed’s way forward less clear. Its challenge will be combating inflation without stifling a recovery that is now facing additional supply shocks.

In this environment, we favor an overweight to equities, as we believe low interest rates and continued economic growth will support further gains, albeit likely more modest than what we saw in 2021. Sectors that are better poised to manage the transition to a lower-carbon world, such as technology and health care, are particularly attractive in the long term. U.S. and other developed market equities have room for further growth, while we believe Chinese equities stand to gain from a more accommodative monetary and fiscal environment. We are underweight long-term credit, but inflation-protected U.S. Treasuries, Asian fixed income, and emerging market local-currency bonds offer potential opportunities. We believe that international diversification and a focus on sustainability can help provide portfolio resilience, and the disruption created by the coronavirus appears to be accelerating the shift toward sustainable investments.

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 February 28, 2022
	6-Month	12-Month
U.S. large cap equities (S&P 500^® Index)	(2.62)%	16.39%
U.S. small cap equities (Russell 2000^® Index)	(9.46)	(6.01)
International equities (MSCI Europe, Australasia, Far East Index)	(6.78)	2.83
Emerging market equities (MSCI Emerging Markets Index)	(9.81)	(10.69)
3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)	0.02	0.04
U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)	(3.94)	(1.67)
U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)	(4.07)	(2.64)
Tax-exempt municipal bonds (Bloomberg Municipal Bond Index)	(3.09)	(0.66)
U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)	(3.07)	0.64
Past performance is not an indication of future results. Index performance is shown for illustrative purposes only. You cannot invest directly in an index.

U.S. investment-grade bonds lost ground during the 12 months ended February 28, 2022 (the “reporting period”). The Bloomberg U.S. Aggregate Bond Index, a broad measure of U.S. bond performance, returned -2.64% in this interval.

The market downturn reflected a shift from an environment dominated by the adverse economic effects of COVID-19 to one characterized by improving growth and rising inflation. As vaccines were rolled out and lockdowns related to the virus gradually eased, economic growth rebounded in kind. U.S. GDP rose nearly 6% in real (after-inflation) terms in 2021, up from -3.4% in 2020. However, the supply of goods and labor was insufficient to keep up with the increase in demand. These circumstances translated to a surge in inflation, with sharply rising prices for commodities, consumer products, housing costs and labor. Inflation, as measured by the U.S. Core Personal Consumption Index, moved north of 4% in October 2021 and exceeded 5% in January 2022 – well above its range of recent years.

The U.S. Federal Reserve (“Fed”) at first did not adjust its monetary policy in response to accelerating inflation, calling the uptrend “transitory.” As inflation in fact persisted, the Fed shifted gears in November 2021 by announcing it would taper the stimulative bond-buying program known as quantitative easing. It also stated its intention to begin raising interest rates. Investors, appearing to sense that the Fed had fallen behind the curve in fighting inflation, soon began to price in the possibility of as many as six to seven rate increases in 2022.

Late in the period, Russia’s invasion of Ukraine led to a large increase in uncertainty and somewhat dampened expectations regarding the likely extent of Fed tightening. At the same time, commodity prices surged in anticipation that the sanctions levied on Russia would further constrict the available supply of raw materials. Expectations for future inflation therefore remained elevated as of the end of February, limiting the typical “flight to quality” into higher-rated bonds.

Yields on U.S. Treasuries rose, as prices fell, in the annual period. Short-dated issues, which are most sensitive to Fed policy, were hardest hit in the downturn. The yield on the two-year note surged from 0.13% at the beginning of the period to 1.43% by February 28, 2022. Longer-dated bonds, where prices are driven more by longer-term growth expectations than the Fed, held up better on a relative basis. The 10-year yield moved from 1.41% to 1.83% over the 12-month interval, while the 30-year bond stayed even around 2.15%.

Investment-grade corporate bonds experienced a loss and lagged the broader market. Corporate issues performed reasonably well through most of 2021, when the generally favorable investment backdrop encouraged investors to take on greater risk in search of more attractive yields. However, corporates gave up all of their previous gains in January and February 2022 after the start of the Russia-Ukraine conflict fueled a spike in the market’s aversion to risk.

Securitized assets also posted negative returns, underperforming Treasuries but finishing slightly ahead of corporate bonds. Although the housing market remained robust, mortgage-backed securities—which make up the bulk of the category—nonetheless lost ground in the environment of rising interest rates.

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

Past performance is 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 7 for more information.

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

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

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

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

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

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

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


Security	Par (000)		Value

Asset-Backed Securities

American Express Credit Account Master Trust Class A, 0.90%, 11/15/26	$	70,000	$	68,456,602
AmeriCredit Automobile Receivables Trust
Series 2021-1, Class A3, 0.37%, 08/18/25 (Call 04/18/24)		7,620		7,559,713
Series 2021-1, Class B, 0.68%, 10/19/26 (Call 04/18/24)		11,050		10,867,616
BA Credit Card Trust
Series 2020-A1, Class A1, 0.34%, 05/15/26		9,450		9,225,072
Series 2021-A1, Class A1, 0.44%, 09/15/26		23,870		23,259,930
BMW Vehicle Lease Trust
1.10%, 03/25/25 (Call 04/25/24)		16,740		16,566,265
1.23%, 05/27/25 (Call 04/25/24)		6,500		6,406,264
Capital One Multi-Asset Execution Trust
Class A2, 1.39%, 07/15/30		11,000		10,504,579
Series 2021-A1, Class A1, 0.55%, 07/15/26		20,000		19,453,166
Carmax Auto Owner Trust Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 05/15/24)		7,490		7,376,189
CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 (Call 09/15/25)		7,490		7,294,490
Discover Card Execution Note Trust Series 2022-A1, Class A1, 1.96%, 02/16/27		6,900		6,932,047
Exeter Automobile Receivables Trust Series 2021-2, Class D, 1.40%, 04/15/27 (Call 06/15/24)		3,261		3,175,222
GM Financial Automobile Leasing Trust Series 2020-2, Class A4, 1.01%, 07/22/24 (Call 01/20/23)		3,480		3,476,489
GM Financial Consumer Automobile Receivables Trust
1.26%, 11/16/26 (Call 11/16/25)		14,000		13,779,358
1.51%, 04/17/28 (Call 11/16/25)		2,940		2,901,843
Santander Drive Auto Receivables Trust Series 2021-3, Class C, 0.95%, 09/15/27 (Call 05/15/24)		13,720		13,558,695
Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 05/20/24)		28,690		27,897,059
Volkswagen Auto Lease Trust, Series 2020-A, Class A3, 0.39%, 01/22/24 (Call 03/20/23)		2,130		2,119,987


Total Asset-Backed Securities — 0.3% (Cost: $266,317,327)				260,810,586


Collaterized Mortgage Obligations

Mortgage-Backed Securities — 1.2%
Banc of America Commercial Mortgage Trust, Series 2017-BNK3, Class ASB, 3.37%, 02/15/50 (Call 06/15/26)		2,359		2,418,838
Bank
Series 2018-BN15, Class A4, 4.41%, 11/15/61 (Call 10/15/28)^(a)		5,000		5,458,095
Series 2019-BN21, Class A5, 2.85%, 10/17/52 (Call 09/15/29)		15,310		15,296,334
Series 2020, Class A5, 2.65%, 01/15/63 (Call 01/15/30)		6,500		6,388,117
Series 2020-BN27, Class A5, 2.14%, 04/15/63 (Call 03/15/30)		23,610		22,357,948
Series 2020-BN29, Class A4, 2.00%, 11/15/53 (Call 11/15/30)		5,760		5,362,807
Barclays Commercial Mortgage Trust, Series 2019-C4, Class A5, 2.92%, 08/15/52 (Call 07/15/29)		8,750		8,777,725
BBCMS Mortgage Trust 2.32%, 09/15/54		1,965		1,875,641


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2017-C1, Class A4, 3.67%, 02/15/50 (Call 02/15/27)	$	18,450	$	19,190,205
Series 2020-C6, Class A4, 2.64%, 02/15/53 (Call 01/15/30)		10,000		9,839,424
Series 2020-C7, Class A5, 2.04%, 04/15/53 (Call 02/15/30)		16,670		15,692,102
BBCMS Trust, Series 2021-C10, Class A5, 2.49%, 07/15/54 (Call 06/15/31)		18,590		18,024,111
Benchmark Mortgage Trust
Series 2018-B2, Class A5, 3.88%, 02/15/51 (Call 01/15/28)^(a)		10,616		11,227,201
Series 2018-B3, Class A5, 4.03%, 04/10/51 (Call 02/10/28)		7,000		7,476,558
Series 2018-B5, Class A4, 4.21%, 07/15/51 (Call 07/15/28)		6,150		6,653,113
Series 2018-B7, Class A4, 4.51%, 05/15/53 (Call 10/15/28)^(a)		10,093		11,123,676
Series 2018-B8, Class A5, 4.23%, 01/15/52 (Call 12/15/28)		17,000		18,435,515
Series 2019-B11, Class A4, 3.28%, 05/15/52 (Call 03/15/29)		20,650		21,137,088
Series 2019-B11, Class A5, 3.54%, 05/15/52 (Call 05/15/29)		20,000		20,905,579
Series 2020-B19, Class B, 2.35%, 09/15/53 (Call 09/15/30)		2,700		2,490,407
Series 2020-B21, Class A4, 1.70%, 12/17/53 (Call 03/15/30)		7,000		6,446,337
Series 2020-B21, Class A5, 1.98%, 12/17/53 (Call 11/15/30)		8,616		8,046,129
Series 2020-B23, Class A5, 2.07%, 02/15/54 (Call 01/15/31)		25,000		23,392,257
Citigroup Commercial Mortgage Trust
Series 2013-GC17, Class A4, 4.13%, 11/10/46 (Call 11/10/23)		10,000		10,281,783
Series 2014-GC25, Class AAB, 3.37%, 10/10/47 (Call 07/10/24)		5,360		5,456,229
Series 2014-GC25, Class AS, 4.02%, 10/10/47 (Call 09/10/24)		5,209		5,357,653
Series 2015-GC27, Class AAB, 2.94%, 02/10/48 (Call 07/10/24)		6,285		6,357,140
Series 2016-GC37, Class A4, 3.31%, 04/10/49 (Call 01/10/26)		17,730		18,153,075
Series 2016-P5, Class A4, 2.94%, 10/10/49 (Call 08/10/26)		11,400		11,520,258
Series 2017-P7, Class A4, 3.71%, 04/14/50 (Call 03/14/27)		13,900		14,473,788
Series 2018-B2, Class A4, 4.01%, 03/10/51 (Call 02/10/28)		20,020		21,357,613
COMM Mortgage Trust
Series 2013-CR11, Class A4, 4.26%, 08/10/50 (Call 09/10/23)		13,802		14,216,864
Series 2013-CR12, Class A4, 4.05%, 10/10/46 (Call 10/10/23)		8,900		9,105,975
Series 2014-CR16, Class A4, 4.05%, 04/10/47 (Call 03/10/24)		2,800		2,885,463
Series 2014-CR18, Class AM, 4.10%, 07/15/47 (Call 06/15/24)		10,000		10,294,966
Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 09/10/24)		6,335		6,418,112


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2014-UBS2, Class A4, 3.69%, 03/10/47 (Call 01/10/24)	$	5,990	$	6,126,856
Series 2014-UBS2, Class A5, 3.96%, 03/10/47 (Call 02/10/24)		9,700		9,972,967
Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 05/10/24)		12,887		13,239,698
Series 2014-UBS4, Class A5, 3.69%, 08/10/47 (Call 07/10/24)		12,920		13,249,376
Series 2015-CR22, Class A5, 3.31%, 03/10/48 (Call 02/10/25)		3,000		3,059,218
Series 2015-CR24, Class A5, 3.70%, 08/10/48 (Call 07/10/25)		16,990		17,497,621
Series 2015-DC1, Class A5, 3.35%, 02/10/48 (Call 01/10/25)		2,750		2,807,643
Series 2015-DC1, Class C, 4.31%, 02/10/48 (Call 01/10/25)^(a)		3,000		2,970,003
Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 05/10/25)		15,500		15,893,460
Series 2015-LC23, Class A2, 3.22%, 10/10/48 (Call 10/10/22)		10,441		10,364,547
Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 05/10/25)		9,650		10,000,179
Series 2016-CR28, Class A4, 3.76%, 02/10/49		8,000		8,299,673
Series 2016-DC2, Class A5, 3.77%, 02/10/49 (Call 01/10/26)		4,000		4,156,216
CSAIL Commercial Mortgage Trust
Series 2015-C2, Class A4, 3.50%, 06/15/57 (Call 04/15/25)		10,000		10,239,806
Series 2015-C4, Class A4, 3.81%, 11/15/48		17,519		18,169,165
Series 2016-C7, Class A5, 3.50%, 11/15/49 (Call 10/15/26)		5,200		5,369,691
Series 2018-CX11, Class A5, 4.03%, 04/15/51 (Call 02/15/28)^(a)		27,000		28,626,931
Series 2019-C18, Class A4, 2.97%, 12/15/52		10,000		10,041,603
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49 (Call 07/10/26)		1,000		1,007,037
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/51^(a)		3,000		3,218,996
GS Mortgage Securities Trust
Series 2013-GC12, Class AS, 3.38%, 06/10/46 (Call 05/10/23)		5,000		5,034,717
Series 2013-GC16, Class A4, 4.27%, 11/10/46 (Call 10/10/23)		10,000		10,253,519
Series 2014-GC24, Class A4, 3.67%, 09/10/47 (Call 08/10/24)		19,444		19,769,666
Series 2014-GC24, Class A5, 3.93%, 09/10/47 (Call 08/10/24)		6,000		6,198,532
Series 2015-GC32, Class A2, 3.06%, 07/10/48 (Call 07/10/22)		196		195,705
Series 2015-GS1, Class A3, 3.73%, 11/10/48 (Call 11/10/25)		10,000		10,360,942
Series 2017-GS7, Class A3, 3.17%, 08/10/50 (Call 05/10/27)		13,000		13,236,398
Series 2018-GS9, Class A4, 3.99%, 03/10/51 (Call 02/10/28)^(a)		3,000		3,187,251
Series 2019-GC38, Class A4, 3.97%, 02/10/52 (Call 01/10/29)		2,500		2,676,873
JPMBB Commercial Mortgage Securities Trust
Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 08/15/24)		7,000		7,213,520


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2014-C23, Class A5, 3.93%, 09/15/47 (Call 09/15/24)	$	9,660	$	9,975,476
Series 2014-C24, Class A5, 3.64%, 11/15/47 (Call 10/15/24)		16,995		17,425,064
Series 2014-C25, Class B, 4.35%, 11/15/47 (Call 11/15/24)^(a)		3,800		3,915,412
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 (Call 05/15/24)		9,000		9,236,980
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C09, Class A4, 3.10%, 05/15/46 (Call 04/15/23)		5,000		5,033,064
Series 2013-C10, Class A5, 4.07%, 07/15/46 (Call 06/15/23)^(a)		1,600		1,634,839
Series 2013-C10, Class AS, 4.07%, 07/15/46 (Call 06/15/23)^(a)		8,166		8,315,985
Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 04/15/25)		5,000		5,088,754
Series 2015-C23, Class A4, 3.72%, 07/15/50 (Call 06/15/25)		1,850		1,908,656
Series 2015-C24, Class A4, 3.73%, 05/15/48 (Call 07/15/25)		7,275		7,512,506
Series 2015-C27, Class A4, 3.75%, 12/15/47 (Call 10/15/25)		17,025		17,619,802
Series 2016-C28, Class A4, 3.54%, 01/15/49 (Call 01/15/26)		16,420		16,907,710
Series 2016-C28, Class AS, 3.95%, 01/15/49 (Call 01/15/26)		2,000		2,056,795
Series 2016-C32, Class A3, 3.46%, 12/15/49 (Call 11/15/26)		9,522		9,735,236
Morgan Stanley Capital I Trust
Series 2015-UBS8, Class A4, 3.81%, 12/15/48 (Call 11/15/25)		3,500		3,637,755
Series 2017-H1, Class A5, 3.53%, 06/15/50 (Call 05/15/27)		12,000		12,422,876
Series 2018, Class A3, 4.14%, 10/15/51 (Call 07/15/28)		21,700		23,259,968
Series 2018-H3, Class A4, 3.91%, 07/15/51 (Call 05/15/28)		700		739,218
Series 2019-H6, Class A4, 3.42%, 06/15/52 (Call 05/15/29)		7,660		7,915,602
Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29)		720		729,256
Series 2020-L4, Class A3, 2.70%, 02/15/53 (Call 02/15/30)		20,000		19,754,618
Series 2021-L7, Class A5, 2.57%, 10/15/54 (Call 09/15/31)		10,430		10,155,211
UBS Commercial Mortgage Trust, Series 2018-C08, Class A4, 3.98%, 02/15/51 (Call 02/15/28)		18,150		19,276,456
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.53%, 05/10/63 (Call 06/10/22)		16,157		16,168,049
Wells Fargo Commercial Mortgage Trust
Class A4, 2.34%, 08/15/54 (Call 07/15/31)		4,600		4,384,977
Series 2013-LC12, Class A4, 4.22%, 07/15/46 (Call 06/15/23)^(a)		25,059		25,571,540
Series 2014-LC16, Class A5, 3.82%, 08/15/50 (Call 05/15/24)		15,200		15,602,693
Series 2014-LC18, Class ASB, 3.24%, 12/15/47 (Call 10/15/24)		9,478		9,639,671


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series 2015-C27, Class A5, 3.45%, 02/15/48 (Call 02/15/25)	$	8,500	$	8,688,701
Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25)		5,000		5,186,621
Series 2015-SG1, Class A4, 3.79%, 09/15/48 (Call 08/15/25)		11,037		11,349,117
Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 03/15/30)		6,480		6,279,147
Series 2020-C58, Class A4, 2.09%, 07/15/53 (Call 11/15/30)		17,680		16,560,139
Series 2021-C59, Class A5, 2.63%, 04/15/54 (Call 04/15/31)		5,200		5,086,346
WFRBS Commercial Mortgage Trust
Series 2012-C10, Class A3, 2.88%, 12/15/45 (Call 12/15/22)		27,100		27,177,697
Series 2013-C14, Class A5, 3.34%, 06/15/46 (Call 05/15/23)		10,315		10,445,010


				1,052,728,882


Total Collaterized Mortgage Obligations — 1.2% (Cost: $1,066,414,695)				1,052,728,882


Corporate Bonds & Notes

Advertising — 0.0%
Interpublic Group of Companies Inc. (The)
2.40%, 03/01/31 (Call 12/01/30)		1,833		1,738,234
3.38%, 03/01/41 (Call 09/01/40)		3,755		3,517,571
4.65%, 10/01/28 (Call 07/01/28)		665		729,345
4.75%, 03/30/30 (Call 12/30/29)		2,928		3,247,269
5.40%, 10/01/48 (Call 04/01/48)		1,110		1,384,381
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		4,387		4,211,915
2.60%, 08/01/31 (Call 05/01/31)		2,435		2,341,861
4.20%, 06/01/30 (Call 03/01/30)		1,876		2,031,239
Omnicom Group Inc./Omnicom Capital Inc.
3.60%, 04/15/26 (Call 01/15/26)		6,620		6,901,152
3.65%, 11/01/24 (Call 08/01/24)		1,900		1,963,270
WPP Finance 2010, 3.75%, 09/19/24		6,116		6,333,730


				34,399,967

Aerospace & Defense — 0.5%
Boeing Co. (The)
1.43%, 02/04/24 (Call 03/31/22)		5,980		5,884,200
1.88%, 06/15/23 (Call 04/15/23)		2,477		2,473,953
1.95%, 02/01/24		378		376,624
2.20%, 02/04/26 (Call 02/04/23)		6,390		6,188,459
2.25%, 06/15/26 (Call 03/15/26)		3,284		3,206,235
2.60%, 10/30/25 (Call 07/30/25)		3,053		3,035,232
2.70%, 02/01/27 (Call 12/01/26)		6,915		6,820,818
2.75%, 02/01/26 (Call 01/01/26)		315		315,104
2.80%, 03/01/23 (Call 02/01/23)		1,850		1,869,333
2.80%, 03/01/24 (Call 02/01/24)		2,252		2,278,416
2.80%, 03/01/27 (Call 12/01/26)		2,220		2,190,985
2.85%, 10/30/24 (Call 07/30/24)		3,721		3,758,805
2.95%, 02/01/30 (Call 11/01/29)		4,364		4,207,812
3.10%, 05/01/26 (Call 03/01/26)		4,946		4,990,019
3.20%, 03/01/29 (Call 12/01/28)		3,561		3,520,725
3.25%, 02/01/28 (Call 12/01/27)		400		401,020
3.25%, 03/01/28 (Call 12/01/27)		1,799		1,801,986
3.25%, 02/01/35 (Call 11/01/34)		2,824		2,625,021


Security	Par (000)		Value

Aerospace & Defense (continued)
3.38%, 06/15/46 (Call 12/15/45)	$	1,043	$	889,043
3.45%, 11/01/28 (Call 08/01/28)		4,003		4,031,101
3.50%, 03/01/39 (Call 09/01/38)		2,069		1,881,900
3.55%, 03/01/38 (Call 09/01/37)		1,958		1,817,886
3.60%, 05/01/34 (Call 02/01/34)		2,571		2,494,101
3.63%, 02/01/31 (Call 11/01/30)		362		365,164
3.63%, 03/01/48 (Call 09/01/47)		1,040		919,589
3.65%, 03/01/47 (Call 09/01/46)		2,051		1,799,732
3.75%, 02/01/50 (Call 08/01/49)		5,328		4,950,831
3.83%, 03/01/59 (Call 09/01/58)		1,416		1,238,264
3.85%, 11/01/48 (Call 05/01/48)		2,089		1,899,194
3.90%, 05/01/49 (Call 11/01/48)		3,651		3,402,221
3.95%, 08/01/59 (Call 02/01/59)		3,543		3,215,202
4.51%, 05/01/23 (Call 04/01/23)		1,025		1,053,536
4.88%, 05/01/25 (Call 04/01/25)		11,417		12,139,696
5.04%, 05/01/27 (Call 03/01/27)		6,764		7,354,497
5.15%, 05/01/30 (Call 02/01/30)		11,943		13,180,773
5.71%, 05/01/40 (Call 11/01/39)		6,052		7,050,156
5.81%, 05/01/50 (Call 11/01/49)		16,933		20,132,829
5.88%, 02/15/40		2,473		2,863,751
5.93%, 05/01/60 (Call 11/01/59)		12,527		14,891,722
6.13%, 02/15/33		1,798		2,175,526
6.63%, 02/15/38		1,344		1,675,861
6.88%, 03/15/39		2,615		3,330,359
General Dynamics Corp.
1.15%, 06/01/26 (Call 05/01/26)		1,875		1,795,781
1.88%, 08/15/23 (Call 06/15/23)		2,586		2,595,956
2.13%, 08/15/26 (Call 05/15/26)		3,818		3,811,509
2.25%, 06/01/31 (Call 03/01/31)		1,375		1,334,671
2.38%, 11/15/24 (Call 09/15/24)		751		758,240
2.63%, 11/15/27 (Call 08/15/27)		2,334		2,367,983
2.85%, 06/01/41 (Call 12/01/40)		2,375		2,222,050
3.25%, 04/01/25 (Call 03/01/25)		2,579		2,661,115
3.38%, 05/15/23 (Call 04/15/23)		4,198		4,284,689
3.50%, 05/15/25 (Call 03/15/25)		4,812		4,995,385
3.50%, 04/01/27 (Call 02/01/27)		767		807,804
3.60%, 11/15/42 (Call 05/15/42)		608		634,022
3.63%, 04/01/30 (Call 01/01/30)		3,837		4,085,216
3.75%, 05/15/28 (Call 02/15/28)		3,753		3,993,642
4.25%, 04/01/40 (Call 10/01/39)		1,439		1,609,752
4.25%, 04/01/50 (Call 10/01/49)		2,990		3,451,566
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)		3,040		2,750,288
2.90%, 12/15/29 (Call 09/15/29)		2,441		2,424,230
3.83%, 04/27/25 (Call 01/27/25)		2,371		2,470,772
3.85%, 06/15/23 (Call 05/15/23)		4,438		4,548,240
3.85%, 12/15/26 (Call 09/15/26)		2,828		2,968,608
3.95%, 05/28/24 (Call 02/28/24)		1,430		1,481,723
4.40%, 06/15/28 (Call 03/15/28)		5,532		5,980,455
4.85%, 04/27/35 (Call 10/27/34)		2,316		2,650,870
5.05%, 04/27/45 (Call 10/27/44)		850		1,011,857
6.15%, 12/15/40		1,400		1,871,492
Lockheed Martin Corp.
1.85%, 06/15/30 (Call 03/15/30)		1,345		1,260,480
2.80%, 06/15/50 (Call 12/15/49)		3,340		3,008,071
2.90%, 03/01/25 (Call 12/01/24)		3,982		4,074,542
3.55%, 01/15/26 (Call 10/15/25)		7,461		7,845,316
3.60%, 03/01/35 (Call 09/01/34)		2,778		2,912,233
3.80%, 03/01/45 (Call 09/01/44)		3,880		4,069,344
4.07%, 12/15/42		1,903		2,075,469


Security	Par (000)		Value

Aerospace & Defense (continued)
4.09%, 09/15/52 (Call 03/15/52)	$	6,016	$	6,656,764
4.50%, 05/15/36 (Call 11/15/35)		2,595		2,953,681
4.70%, 05/15/46 (Call 11/15/45)		3,899		4,611,503
5.72%, 06/01/40		627		797,695
Series B, 6.15%, 09/01/36		1,925		2,544,234
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		5,559		5,664,843
3.20%, 02/01/27 (Call 11/01/26)		2,254		2,317,698
3.25%, 08/01/23		3,645		3,723,914
3.25%, 01/15/28 (Call 10/15/27)		6,973		7,156,390
3.85%, 04/15/45 (Call 10/15/44)		1,669		1,708,338
4.03%, 10/15/47 (Call 04/15/47)		7,996		8,452,971
4.40%, 05/01/30 (Call 02/01/30)		377		415,541
4.75%, 06/01/43		3,689		4,263,709
5.05%, 11/15/40^(b)		1,128		1,335,259
5.15%, 05/01/40 (Call 11/01/39)		2,135		2,537,469
5.25%, 05/01/50 (Call 11/01/49)		3,618		4,572,899
Raytheon Technologies Corp.
1.90%, 09/01/31 (Call 06/01/31)		2,582		2,359,380
2.25%, 07/01/30 (Call 04/01/30)		4,725		4,489,034
2.38%, 03/15/32 (Call 12/15/31)		4,680		4,438,980
2.65%, 11/01/26 (Call 08/01/26)		525		534,377
2.82%, 09/01/51 (Call 03/01/51)		1,440		1,247,270
3.03%, 03/15/52 (Call 09/15/51)		5,075		4,561,816
3.13%, 05/04/27 (Call 02/04/27)		4,683		4,828,454
3.13%, 07/01/50 (Call 01/01/50)		3,230		2,971,923
3.20%, 03/15/24 (Call 01/15/24)		3,645		3,733,574
3.50%, 03/15/27 (Call 12/15/26)		5,255		5,491,422
3.70%, 12/15/23 (Call 09/15/23)		2,058		2,117,497
3.75%, 11/01/46 (Call 05/01/46)		4,169		4,208,939
3.95%, 08/16/25 (Call 06/16/25)		6,026		6,353,272
4.05%, 05/04/47 (Call 11/04/46)		4,158		4,394,133
4.13%, 11/16/28 (Call 08/16/28)		7,245		7,831,700
4.15%, 05/15/45 (Call 11/16/44)		4,186		4,487,853
4.35%, 04/15/47 (Call 10/15/46)		3,468		3,817,262
4.45%, 11/16/38 (Call 05/16/38)		3,270		3,650,465
4.50%, 06/01/42		11,882		13,254,490
4.63%, 11/16/48 (Call 05/16/48)		5,923		6,845,152
4.70%, 12/15/41		2,015		2,279,570
4.80%, 12/15/43 (Call 06/15/43)		2,996		3,453,729
4.88%, 10/15/40		634		731,953
6.13%, 07/15/38		95		124,555
7.20%, 08/15/27		2,203		2,716,057
Teledyne Technologies Inc.
0.65%, 04/01/23		500		494,395
0.95%, 04/01/24 (Call 04/01/22)		1,115		1,089,154
1.60%, 04/01/26 (Call 03/01/26)		460		443,449
2.25%, 04/01/28 (Call 02/01/28)		275		267,396
2.75%, 04/01/31 (Call 01/01/31)		1,420		1,366,040


				429,807,251

Agriculture — 0.3%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		4,315		4,307,147
2.45%, 02/04/32 (Call 11/04/31)		6,995		6,247,934
2.63%, 09/16/26 (Call 06/16/26)^(b)		3,760		3,754,849
3.40%, 05/06/30 (Call 02/06/30)		3,864		3,819,293
3.40%, 02/04/41 (Call 08/04/40)		4,727		3,912,254
3.70%, 02/04/51 (Call 08/04/50)		4,892		3,996,275
3.88%, 09/16/46 (Call 03/16/46)		5,862		5,035,048
4.00%, 01/31/24		80		82,839


Security	Par (000)		Value

Agriculture (continued)
4.00%, 02/04/61 (Call 08/04/60)	$	2,865	$	2,384,368
4.25%, 08/09/42		3,611		3,293,954
4.40%, 02/14/26 (Call 12/14/25)		2,356		2,502,897
4.45%, 05/06/50 (Call 11/06/49)		2,633		2,421,939
4.50%, 05/02/43		3,198		2,999,116
4.80%, 02/14/29 (Call 11/14/28)		2,600		2,814,162
5.38%, 01/31/44		5,952		6,226,566
5.80%, 02/14/39 (Call 08/14/38)		7,637		8,375,040
5.95%, 02/14/49 (Call 08/14/48)		5,467		6,111,723
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		5,850		5,916,280
2.70%, 09/15/51 (Call 03/15/51)		575		516,827
2.90%, 03/01/32 (Call 12/01/31)		1,000		1,011,770
3.25%, 03/27/30 (Call 12/27/29)		2,491		2,587,227
3.75%, 09/15/47 (Call 03/15/47)		1,499		1,618,126
4.02%, 04/16/43		637		704,312
4.50%, 03/15/49 (Call 09/15/48)		3,674		4,414,752
4.54%, 03/26/42		1,252		1,462,824
5.38%, 09/15/35		417		523,485
5.94%, 10/01/32		152		193,157
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		1,330		1,241,701
2.73%, 03/25/31 (Call 12/25/30)		3,888		3,563,430
2.79%, 09/06/24 (Call 08/06/24)		4,968		4,999,348
3.22%, 08/15/24 (Call 06/15/24)		7,917		8,038,130
3.22%, 09/06/26 (Call 07/06/26)		6,727		6,733,929
3.46%, 09/06/29 (Call 06/06/29)		2,387		2,357,210
3.56%, 08/15/27 (Call 05/15/27)		8,807		8,889,522
3.73%, 09/25/40 (Call 03/25/40)		1,683		1,456,014
3.98%, 09/25/50 (Call 03/25/50)		2,141		1,841,688
4.39%, 08/15/37 (Call 02/15/37)		7,944		7,627,511
4.54%, 08/15/47 (Call 02/15/47)		8,531		7,875,563
4.70%, 04/02/27 (Call 02/02/27)		2,165		2,298,905
4.76%, 09/06/49 (Call 03/06/49)		4,488		4,267,235
4.91%, 04/02/30 (Call 01/02/30)		3,858		4,121,501
5.28%, 04/02/50 (Call 10/02/49)		2,547		2,575,093
BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26)		2,453		2,333,760
Bunge Ltd. Finance Corp. 1.63%, 08/17/25 (Call 07/17/25)		2,125		2,062,759
2.75%, 05/14/31 (Call 02/14/31)		4,020		3,826,960
3.25%, 08/15/26 (Call 05/15/26)		2,663		2,727,524
3.75%, 09/25/27 (Call 06/25/27)		2,920		3,052,364
4.35%, 03/15/24 (Call 03/10/22)		5,036		5,278,030
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		1,525		1,434,156
1.13%, 05/01/23		1,649		1,643,905
1.50%, 05/01/25 (Call 04/01/25)		2,546		2,483,929
1.75%, 11/01/30 (Call 08/01/30)		393		356,089
2.10%, 05/01/30 (Call 02/01/30)		1,708		1,605,025
2.13%, 05/10/23 (Call 03/10/23)		3,188		3,207,511
2.63%, 03/06/23		827		836,006
2.75%, 02/25/26 (Call 11/25/25)		3,700		3,752,207
2.88%, 05/01/24 (Call 04/01/24)		4,578		4,670,613
3.13%, 08/17/27 (Call 05/17/27)		2,120		2,188,306
3.13%, 03/02/28 (Call 12/02/27)		3,526		3,623,741
3.25%, 11/10/24		3,610		3,727,072
3.38%, 08/11/25 (Call 05/11/25)		2,473		2,552,062
3.38%, 08/15/29 (Call 05/15/29)		4,106		4,226,716
3.60%, 11/15/23		2,193		2,262,408


Security	Par (000)		Value

Agriculture (continued)
3.88%, 08/21/42	$	2,981	$	2,918,011
4.13%, 03/04/43		1,619		1,625,800
4.25%, 11/10/44		1,249		1,287,257
4.38%, 11/15/41		3,012		3,125,161
4.50%, 03/20/42		3,785		4,002,259
4.88%, 11/15/43		3,720		4,104,685
6.38%, 05/16/38		5,363		6,944,495
Reynolds American Inc.
4.45%, 06/12/25 (Call 03/12/25)		8,898		9,316,028
4.85%, 09/15/23		1,900		1,976,589
5.70%, 08/15/35 (Call 02/15/35)		2,026		2,226,392
5.85%, 08/15/45 (Call 02/15/45)		6,143		6,629,218
6.15%, 09/15/43		2,983		3,333,831
7.25%, 06/15/37		2,425		3,003,896


				263,465,709

Airlines — 0.1%
American Airlines Pass Through Trust
Class A, 2.88%, 01/11/36		4,530		4,275,776
Series 2015-2, Class AA, 3.60%, 03/22/29		935		940,707
Series 2016-1, Class AA, 3.58%, 07/15/29		963		962,242
Series 2016-2, Class AA, 3.20%, 12/15/29		731		717,867
Series 2016-3, Class AA, 3.00%, 04/15/30		526		514,668
Series 2017-1, Class AA, 3.65%, 02/15/29		3,656		3,691,628
Series 2017-2, Class AA, 3.35%, 04/15/31		1,332		1,319,584
Series 2019-1, Class AA, 3.15%, 08/15/33		1,389		1,351,607
Continental Airlines 2012-2 Class A Pass Through Trust, Series 2012-2 A, Class A, 4.00%, 04/29/26		1,011		1,027,589
Delta Air Lines Inc. Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25		200		203,584
Delta Air Lines Pass Through Trust, Series 2020, Class AA, 2.00%, 12/10/29		5,398		5,138,375
JetBlue Pass Through Trust
Series 1A, Class A, 4.00%, 05/15/34		2,009		2,109,374
Series 2019-1, Class AA, 2.75%, 11/15/33		1,344		1,291,770
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		803		767,507
3.00%, 11/15/26 (Call 08/15/26)		1,515		1,532,983
3.45%, 11/16/27 (Call 08/16/27)		1,288		1,326,112
4.75%, 05/04/23		1,706		1,763,100
5.13%, 06/15/27 (Call 04/15/27)		6,928		7,689,526
5.25%, 05/04/25 (Call 04/04/25)		4,579		4,938,223
Spirit Airlines Pass Through Trust, Series 2015-1, Class A, 4.10%, 10/01/29^(b)		1,580		1,586,191
United Airlines Pass Through Trust
Series 2012-1 A, Class A, 4.15%, 10/11/25		2,068		2,106,297
Series 2013-1, Class A, 4.30%, 02/15/27		911		940,791
Series 2014-1, Class A, 4.00%, 10/11/27		4,274		4,362,752
Series 2014-2, Class A, 3.75%, 03/03/28		3,573		3,636,347
Series 2016-1, Class AA, 3.10%, 01/07/30		2,262		2,237,675
Series 2016-2, Class AA, 2.88%, 04/07/30		1,408		1,379,456
Series 2018-1, Class AA, 3.50%, 09/01/31		3,847		3,892,467
Series 2019, Class AA, 4.15%, 02/25/33		398		419,122
Series 2019-2, Class AA, 2.70%, 11/01/33		1,909		1,836,877
Series 2020-1, Class A, 5.88%, 04/15/29		3,744		3,945,518
Series 2020-1, Class B, 4.88%, 07/15/27		1,969		1,999,143


				69,904,858

Apparel — 0.1%
NIKE Inc. 2.25%, 05/01/23 (Call 02/01/23)		303		305,567


Security	Par (000)		Value

Apparel (continued)
2.38%, 11/01/26 (Call 08/01/26)	$	1,083	$	1,096,191
2.40%, 03/27/25 (Call 02/27/25)		6,851		6,949,380
2.75%, 03/27/27 (Call 01/27/27)		5,907		6,067,552
2.85%, 03/27/30 (Call 12/27/29)		6,695		6,805,668
3.25%, 03/27/40 (Call 09/27/39)		1,845		1,840,812
3.38%, 11/01/46 (Call 05/01/46)		3,775		3,732,833
3.38%, 03/27/50 (Call 09/27/49)		3,357		3,419,977
3.63%, 05/01/43 (Call 11/01/42)		1,179		1,228,848
3.88%, 11/01/45 (Call 05/01/45)		3,808		4,121,855
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		1,928		2,036,450
Ralph Lauren Corp.
2.95%, 06/15/30 (Call 03/15/30)		1,954		1,951,440
3.75%, 09/15/25 (Call 07/15/25)		4,305		4,505,312
Tapestry Inc.
3.05%, 03/15/32 (Call 12/15/31)		1,375		1,309,894
4.13%, 07/15/27 (Call 04/15/27)		296		309,723
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		3,789		3,801,276
2.80%, 04/23/27 (Call 02/23/27)		3,909		3,957,628
2.95%, 04/23/30 (Call 01/23/30)		2,659		2,631,799


				56,072,205

Auto Manufacturers — 0.4%
American Honda Finance Corp.
0.55%, 07/12/24		442		427,052
0.65%, 09/08/23		1,451		1,428,814
0.75%, 08/09/24		700		679,189
0.88%, 07/07/23		480		475,618
1.00%, 09/10/25		315		301,710
1.20%, 07/08/25		140		135,335
1.30%, 09/09/26		2,335		2,237,397
1.50%, 01/13/25		3,200		3,140,192
1.80%, 01/13/31		606		558,399
1.95%, 05/10/23		1,415		1,421,962
2.00%, 03/24/28		1,120		1,081,091
2.15%, 09/10/24		2,678		2,681,428
2.25%, 01/12/29		3,085		2,994,856
2.30%, 09/09/26		1,911		1,910,503
2.35%, 01/08/27		1,636		1,633,121
2.40%, 06/27/24		4,160		4,200,976
2.90%, 02/16/24		3,440		3,504,259
3.45%, 07/14/23		2,194		2,244,572
3.50%, 02/15/28		3,336		3,497,329
3.55%, 01/12/24		5,005		5,162,707
3.63%, 10/10/23		3,743		3,853,156
Aptiv PLC/Aptiv Corp., 3.25%, 03/01/32 (Call 12/01/31)		3,205		3,214,647
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		2,005		1,909,201
1.50%, 09/01/30 (Call 06/01/30)		1,589		1,428,940
2.60%, 09/01/50 (Call 03/01/50)		3,290		2,715,171
3.65%, 10/01/23 (Call 07/01/23)		3,556		3,646,002
4.88%, 10/01/43 (Call 04/01/43)		1,271		1,533,500
Daimler Finance North America LLC, 8.50%, 01/18/31		6,419		9,106,378
General Motors Co.
4.00%, 04/01/25		2,117		2,197,404
4.20%, 10/01/27 (Call 07/01/27)		2,428		2,560,884
4.88%, 10/02/23		6,870		7,170,837
5.00%, 10/01/28 (Call 07/01/28)		2,660		2,901,980
5.00%, 04/01/35		2,828		3,060,518
5.15%, 04/01/38 (Call 10/01/37)		3,120		3,385,918
5.20%, 04/01/45		3,302		3,561,141


Security	Par (000)		Value

Auto Manufacturers (continued)
5.40%, 10/02/23	$	4,239	$	4,457,224
5.40%, 04/01/48 (Call 10/01/47)		4,059		4,498,103
5.95%, 04/01/49 (Call 10/01/48)		4,062		4,854,537
6.13%, 10/01/25 (Call 09/01/25)		7,156		7,914,608
6.25%, 10/02/43		1,860		2,255,455
6.60%, 04/01/36 (Call 10/01/35)		5,090		6,296,839
6.75%, 04/01/46 (Call 10/01/45)		4,477		5,720,979
6.80%, 10/01/27 (Call 08/01/27)		3,501		4,126,314
General Motors Financial Co. Inc.
1.05%, 03/08/24		2,604		2,540,801
1.20%, 10/15/24		3,190		3,093,694
1.25%, 01/08/26 (Call 12/08/25)		1,130		1,066,517
1.50%, 06/10/26 (Call 05/10/26)		5,220		4,943,079
1.70%, 08/18/23		1,365		1,360,045
2.35%, 02/26/27 (Call 01/26/27)		4,955		4,805,954
2.35%, 01/08/31 (Call 10/08/30)		1,060		961,134
2.40%, 04/10/28 (Call 02/10/28)		2,950		2,817,486
2.40%, 10/15/28 (Call 08/15/28)		4,470		4,238,141
2.70%, 08/20/27 (Call 06/20/27)		534		522,984
2.70%, 06/10/31 (Call 03/10/31)		4,075		3,781,559
2.75%, 06/20/25 (Call 05/20/25)		7,469		7,465,340
2.90%, 02/26/25 (Call 01/26/25)		6,286		6,324,470
3.10%, 01/12/32 (Call 10/12/31)		1,700		1,623,092
3.50%, 11/07/24 (Call 09/07/24)		5,120		5,244,160
3.60%, 06/21/30 (Call 03/21/30)		1,696		1,702,767
3.70%, 05/09/23 (Call 03/09/23)		4,464		4,544,754
3.85%, 01/05/28 (Call 10/05/27)		2,779		2,863,398
3.95%, 04/13/24 (Call 02/13/24)		3,093		3,185,481
4.00%, 01/15/25 (Call 10/15/24)		2,265		2,343,618
4.00%, 10/06/26 (Call 07/06/26)		4,546		4,744,706
4.15%, 06/19/23 (Call 05/19/23)		2,587		2,652,839
4.25%, 05/15/23		1,909		1,964,075
4.30%, 07/13/25 (Call 04/13/25)		2,863		2,987,626
4.35%, 04/09/25 (Call 02/09/25)		2,232		2,335,587
4.35%, 01/17/27 (Call 10/17/26)		5,444		5,736,452
5.10%, 01/17/24 (Call 12/17/23)		7,350		7,712,869
5.25%, 03/01/26 (Call 12/01/25)		4,149		4,489,840
5.65%, 01/17/29 (Call 10/17/28)		2,669		2,999,769
PACCAR Financial Corp.
0.35%, 08/11/23		350		344,680
0.35%, 02/02/24		560		545,048
0.50%, 08/09/24		585		566,058
0.80%, 06/08/23		810		803,471
0.90%, 11/08/24		170		165,701
1.10%, 05/11/26		1,917		1,840,186
1.80%, 02/06/25		981		972,583
2.00%, 02/04/27		1,075		1,065,916
2.15%, 08/15/24		1,508		1,515,751
2.65%, 04/06/23		240		243,540
3.40%, 08/09/23		1,297		1,329,477
Stellantis NV, 5.25%, 04/15/23		22,280		23,035,515
Toyota Motor Corp.
0.68%, 03/25/24 (Call 02/25/24)		4,525		4,413,051
1.34%, 03/25/26 (Call 02/25/26)		2,710		2,616,180
2.36%, 07/02/24		2,326		2,342,747
2.36%, 03/25/31 (Call 12/25/30)		1,295		1,264,762
2.76%, 07/02/29		977		983,409
3.42%, 07/20/23		4,830		4,953,938
3.67%, 07/20/28		1,790		1,906,332


Security	Par (000)		Value

Auto Manufacturers (continued)
Toyota Motor Credit Corp. 0.40%, 04/06/23	$	25	$	24,720
0.45%, 01/11/24		295		288,020
0.50%, 08/14/23		1,321		1,301,581
0.50%, 06/18/24		4,900		4,746,777
0.63%, 09/13/24		3,505		3,385,339
0.80%, 10/16/25		505		480,169
1.13%, 06/18/26		8,904		8,525,402
1.15%, 08/13/27		1,978		1,856,452
1.35%, 08/25/23		2,522		2,514,333
1.45%, 01/13/25		2,160		2,126,952
1.65%, 01/10/31		596		545,227
1.80%, 02/13/25		2,718		2,698,322
1.90%, 01/13/27		2,000		1,964,800
1.90%, 04/06/28		3,444		3,318,053
1.90%, 09/12/31		4,060		3,765,163
2.00%, 10/07/24		1,983		1,982,703
2.15%, 02/13/30		3,800		3,655,600
2.25%, 10/18/23		3,830		3,866,730
2.40%, 01/13/32		200		193,528
2.90%, 03/30/23		5,442		5,529,398
2.90%, 04/17/24		1,907		1,945,712
3.00%, 04/01/25		4,608		4,720,758
3.05%, 01/11/28		2,680		2,762,919
3.20%, 01/11/27		4,267		4,440,752
3.35%, 01/08/24		3,124		3,212,534
3.38%, 04/01/30		1,214		1,271,374
3.40%, 04/14/25		3,550		3,673,682
3.45%, 09/20/23		4,796		4,929,041
3.65%, 01/08/29		4,055		4,318,169


				368,091,038

Auto Parts & Equipment — 0.0%
Aptiv PLC 3.10%, 12/01/51 (Call 06/01/51)		5,745		4,851,652
4.35%, 03/15/29 (Call 12/15/28)		820		882,386
4.40%, 10/01/46 (Call 04/01/46)		1,167		1,203,235
5.40%, 03/15/49 (Call 09/15/48)		1,962		2,298,483
Aptiv PLC/Aptiv Corp., 4.15%, 05/01/52 (Call 11/01/51)		3,300		3,307,161
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		2,208		2,203,893
3.38%, 03/15/25 (Call 12/15/24)		454		468,092
4.38%, 03/15/45 (Call 09/15/44)		1,885		1,958,081
Lear Corp.
2.60%, 01/15/32 (Call 10/15/31)		1,650		1,530,474
3.50%, 05/30/30 (Call 02/28/30)		325		326,609
3.55%, 01/15/52 (Call 07/15/51)		890		771,995
3.80%, 09/15/27 (Call 06/15/27)		1,589		1,656,501
4.25%, 05/15/29 (Call 02/15/29)		2,775		2,938,753
5.25%, 05/15/49 (Call 11/15/48)^(b)		1,265		1,417,711
Magna International Inc.
2.45%, 06/15/30 (Call 03/15/30)		608		585,626
3.63%, 06/15/24 (Call 03/15/24)		5,025		5,164,896
4.15%, 10/01/25 (Call 07/01/25)		1,934		2,045,263


				33,610,811

Banks — 5.5%
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25		3,669		3,871,492


Security	Par (000)		Value

Banks (continued)
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23	$	6,920	$	6,818,553
1.13%, 09/18/25		4,045		3,843,842
Banco Santander SA
0.70%, 06/30/24 (Call 06/30/23)^(a)		425		417,541
1.72%, 09/14/27 (Call 09/14/26)^(a)		3,150		2,970,103
1.85%, 03/25/26		3,775		3,627,888
2.71%, 06/27/24		6,915		6,977,926
2.75%, 05/28/25		7,779		7,786,468
2.75%, 12/03/30		1,718		1,558,329
2.96%, 03/25/31		4,000		3,840,360
3.23%, 11/22/32 (Call 08/22/31)^(a)		4,560		4,236,468
3.31%, 06/27/29		4,159		4,208,284
3.49%, 05/28/30		4,950		4,968,067
3.80%, 02/23/28		971		1,001,557
3.85%, 04/12/23		2,503		2,557,315
4.25%, 04/11/27		4,905		5,181,789
4.38%, 04/12/28		2,731		2,898,028
5.18%, 11/19/25		5,858		6,256,813
Bank of America Corp.
0.52%, 06/14/24 (Call 06/14/23), (SOFR + 0.410%)^(a)		5,635		5,532,950
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		10,665		10,416,186
0.98%, 04/22/25 (Call 04/22/24), (SOFR + 0.690%)^(a)		11,318		10,988,080
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		1,298		1,249,026
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(a)		9,355		8,849,549
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(a)		14,048		13,430,871
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)^(a)		3,709		3,686,449
1.53%, 12/06/25 (Call 11/06/25), (SOFR + 0.650%)^(a)		11,025		10,712,331
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(a)		17,638		16,849,052
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(a)		2,890		2,861,794
1.90%, 07/23/31 (Call 07/23/30), (SOFR + 1.530%)^(a)		2,450		2,219,675
1.92%, 10/24/31 (Call 10/24/30), (SOFR + 1.370%)^(a)		11,841		10,715,513
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)		4,115		4,046,938
2.09%, 06/14/29 (Call 06/14/28), (SOFR + 1.060%)^(a)		7,100		6,719,369
2.30%, 07/21/32 (Call 07/21/31), (SOFR + 1.220%)^(a)		6,700		6,217,332
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		10,576		10,551,675
2.48%, 09/21/36 (Call 09/21/31)^(a)		6,725		6,098,970
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(a)		12,844		12,236,864
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(a)		9,645		9,492,513
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)^(a)		8,755		8,307,007


Security	Par (000)		Value

Banks (continued)
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(a)	$	12,384	$	11,849,878
2.68%, 06/19/41 (Call 06/19/40), (SOFR + 1.930%)^(a)		14,012		12,307,720
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.880%)^(a)		12,975		12,475,722
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)^(a)		2,794		2,436,256
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(a)		7,388		7,239,871
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)^(a)		13,260		12,993,872
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)^(a)		5,330		4,744,873
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		3,994		4,050,236
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(a)		9,644		9,655,380
3.25%, 10/21/27 (Call 10/21/26)		10,136		10,369,635
3.31%, 04/22/42 (Call 04/22/41), (SOFR + 1.320%)^(a)		11,965		11,478,862
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		4,469		4,556,816
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(a)		17,175		17,580,845
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(a)		7,019		7,157,274
3.50%, 04/19/26		11,141		11,553,774
3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)^(a)		7,045		7,157,438
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)		12,957		13,302,693
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(a)		8,486		8,762,050
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(a)		8,515		8,818,219
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(a)		10,288		10,723,388
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)^(a)		9,206		9,422,985
3.88%, 08/01/25		1,943		2,036,264
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.190%)^(a)		3,055		3,192,169
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(a)		8,540		8,941,295
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(a)		9,084		9,531,024
4.00%, 04/01/24		6,353		6,590,348
4.00%, 01/22/25		9,614		9,984,524
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)^(a)		2,299		2,434,710
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)^(a)		14,968		16,091,797
4.10%, 07/24/23		5,449		5,631,705
4.13%, 01/22/24		4,236		4,404,000
4.20%, 08/26/24		7,527		7,837,188
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)^(a)		6,299		6,874,981
4.25%, 10/22/26		9,224		9,786,664


Security	Par (000)		Value

Banks (continued)
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(a)	$	13,139	$	14,007,488
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)^(a)		10,565		11,724,826
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)^(a)		7,390		8,274,583
4.45%, 03/03/26		7,013		7,456,362
4.88%, 04/01/44		1,673		1,943,959
5.00%, 01/21/44		8,000		9,414,000
5.88%, 02/07/42		6,432		8,347,064
6.11%, 01/29/37		8,627		10,854,146
6.22%, 09/15/26		2,279		2,603,940
7.75%, 05/14/38		6,489		9,416,447
Series L, 3.95%, 04/21/25		10,753		11,147,097
Series L, 4.18%, 11/25/27 (Call 11/25/26)		8,886		9,337,231
Series L, 4.75%, 04/21/45		3,503		3,946,305
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(a)		10,635		10,173,654
Series N, 2.65%, 03/11/32 (Call 03/11/31), (SOFR + 1.220%)^(a)		9,665		9,238,194
Series N, 3.48%, 03/13/52 (Call 03/13/51), (SOFR + 1.650%)^(a)		5,015		4,888,321
Bank of America N.A., 6.00%, 10/15/36		6,363		8,099,017
Bank of Montreal 0.40%, 09/15/23		373		365,223
0.45%, 12/08/23		236		230,232
0.63%, 07/09/24		1,461		1,410,596
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(a)		440		415,268
1.25%, 09/15/26		5,550		5,263,287
1.50%, 01/10/25		290		283,930
1.85%, 05/01/25		5,427		5,364,101
2.50%, 06/28/24		1,513		1,526,904
3.09%, 01/10/37 (Call 01/10/32)^(a)		210		199,817
3.80%, 12/15/32 (Call 12/15/27)^(a)		5,678		5,817,736
4.34%, 10/05/28 (Call 10/05/23)^(a)		4,659		4,800,028
Series E, 3.30%, 02/05/24		8,185		8,387,251
Bank of New York Mellon Corp. (The) 0.35%, 12/07/23 (Call 11/07/23)		125		122,316
0.50%, 04/26/24 (Call 03/26/24)		2,051		1,995,233
0.75%, 01/28/26 (Call 12/28/25)		146		138,491
1.05%, 10/15/26 (Call 09/15/26)		1,760		1,673,778
1.60%, 04/24/25 (Call 03/24/25)		1,581		1,556,495
1.65%, 07/14/28 (Call 05/14/28)		2,390		2,266,365
1.65%, 01/28/31 (Call 10/28/30)		451		416,350
1.80%, 07/28/31 (Call 04/28/31)		4,530		4,161,349
2.05%, 01/26/27 (Call 12/26/26)		2,190		2,165,625
2.10%, 10/24/24		3,581		3,594,286
2.20%, 08/16/23 (Call 06/16/23)		5,655		5,699,448
2.45%, 08/17/26 (Call 05/17/26)		2,981		3,017,368
2.50%, 01/26/32 (Call 10/26/31)		2,080		2,024,214
2.80%, 05/04/26 (Call 02/04/26)		3,652		3,733,841
3.00%, 10/30/28 (Call 07/30/28)		2,847		2,874,189
3.25%, 09/11/24 (Call 08/11/24)		2,412		2,484,649
3.25%, 05/16/27 (Call 02/16/27)		4,022		4,180,145
3.30%, 08/23/29 (Call 05/23/29)		2,254		2,330,974
3.40%, 05/15/24 (Call 04/15/24)		3,777		3,898,053
3.40%, 01/29/28 (Call 10/29/27)		4,352		4,557,066
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(a)		2,236		2,337,291


Security	Par (000)		Value

Banks (continued)
3.45%, 08/11/23	$	2,931	$	3,007,646
3.50%, 04/28/23		2,724		2,785,045
3.85%, 04/28/28		2,415		2,583,978
3.95%, 11/18/25 (Call 10/18/25)		4,409		4,677,332
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		2,680		2,766,376
Series G, 3.00%, 02/24/25 (Call 01/24/25)		2,971		3,049,167
Series J, 0.85%, 10/25/24 (Call 09/25/24)		2,302		2,239,754
Series J, 1.90%, 01/25/29 (Call 11/25/28)		2,970		2,848,824
Bank of Nova Scotia (The)
0.40%, 09/15/23		140		137,245
0.55%, 09/15/23		1,150		1,127,529
0.65%, 07/31/24		8,110		7,823,149
0.70%, 04/15/24		1,186		1,150,645
0.80%, 06/15/23		100		98,910
1.05%, 03/02/26		860		814,540
1.30%, 06/11/25		4,317		4,165,991
1.30%, 09/15/26		5,625		5,348,250
1.35%, 06/24/26		5,220		4,981,759
1.63%, 05/01/23		1,879		1,879,225
1.95%, 02/02/27		2,740		2,661,691
2.15%, 08/01/31		446		416,546
2.20%, 02/03/25		5,369		5,351,604
2.45%, 02/02/32		2,000		1,897,720
2.70%, 08/03/26		5,446		5,499,207
3.40%, 02/11/24		5,588		5,734,014
4.50%, 12/16/25		4,867		5,173,329
Bank of Nova Scotia/The, 1.45%, 01/10/25		5,090		4,980,972
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (SOFR + 2.090%)^(a)		470		466,400
BankUnited Inc.
4.88%, 11/17/25 (Call 08/17/25)		771		826,103
5.13%, 06/11/30 (Call 03/11/30)		2,097		2,240,225
Barclays Bank PLC, 3.75%, 05/15/24		665		688,667
Barclays PLC 1.01%, 12/10/24 (Call 12/10/23)^(a)		772		752,885
2.28%, 11/24/27 (Call 11/24/26)^(a)		7,420		7,156,738
2.65%, 06/24/31 (Call 06/24/30), (SOFR + 1.900%)^(a)		1,144		1,079,719
2.67%, 03/10/32 (Call 03/10/31)^(a)		1,235		1,157,948
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)^(a)		3,320		3,315,950
3.33%, 11/24/42 (Call 11/24/41)^(a)		5,000		4,566,250
3.56%, 09/23/35 (Call 09/23/30)^(a)		2,480		2,369,863
3.65%, 03/16/25		10,118		10,384,812
3.81%, 03/10/42 (Call 03/10/41)^(a)		350		326,988
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(a)		7,052		7,244,449
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)		5,389		5,538,653
4.34%, 01/10/28 (Call 01/10/27)		6,020		6,363,020
4.38%, 09/11/24		7,128		7,390,524
4.38%, 01/12/26		10,992		11,606,013
4.84%, 05/09/28 (Call 05/07/27)		7,553		7,995,606
4.95%, 01/10/47		6,747		7,622,288
4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)^(a)		5,885		6,396,289
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)^(a)		4,725		5,056,884
5.20%, 05/12/26		7,208		7,765,395
5.25%, 08/17/45		4,854		5,693,936


Security	Par (000)		Value

Banks (continued)
BNP Paribas SA 3.25%, 03/03/23	$	4,797	$	4,872,937
4.25%, 10/15/24		4,569		4,770,676
BPCE SA 3.38%, 12/02/26		3,157		3,254,046
4.00%, 04/15/24		3,270		3,388,505
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)^(a)		750		760,973
Canadian Imperial Bank of Commerce 0.45%, 06/22/23		515		506,379
0.50%, 12/14/23		5,870		5,718,847
0.95%, 06/23/23		3,153		3,120,083
0.95%, 10/23/25		3,043		2,892,858
1.00%, 10/18/24		3,720		3,603,713
1.25%, 06/22/26		5,125		4,850,710
2.25%, 01/28/25		3,395		3,390,790
3.10%, 04/02/24		5,318		5,423,881
3.50%, 09/13/23		6,556		6,738,650
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23)		8,052		8,322,145
Citigroup Inc.
0.78%, 10/30/24 (Call 10/30/23), (SOFR + 0.686%)^(a)		1,781		1,741,729
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		4,200		4,082,190
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(a)		9,399		8,854,610
1.28%, 11/03/25 (Call 11/03/24), (SOFR + 0.528%)^(a)		1,320		1,278,842
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(a)		9,545		9,041,024
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)^(a)		1,903		1,900,602
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(a)		2,520		2,483,158
2.52%, 11/03/32 (Call 11/03/31), (SOFR + 1.177%)^(a)		2,255		2,124,774
2.56%, 05/01/32 (Call 05/01/31), (SOFR + 1.167%)^(a)		9,810		9,312,044
2.57%, 06/03/31 (Call 06/03/30), (SOFR + 2.107%)^(a)		12,840		12,246,407
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)		9,427		9,092,059
2.90%, 11/03/42 (Call 11/03/41), (SOFR + 1.379%)^(a)		2,110		1,902,397
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(a)		3,417		3,373,707
3.06%, 01/25/33 (Call 01/25/32), (SOFR + 1.351%)^(a)		2,775		2,736,899
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(a)		5,000		5,044,000
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		14,852		15,051,314
3.20%, 10/21/26 (Call 07/21/26)		9,860		10,055,129
3.30%, 04/27/25		5,347		5,475,702
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		13,185		13,458,589
3.38%, 03/01/23		1,895		1,928,655
3.40%, 05/01/26		7,345		7,571,740
3.50%, 05/15/23		6,615		6,766,550


Security	Par (000)		Value

Banks (continued)
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(a)	$	9,228	$	9,482,693
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(a)		8,510		8,807,339
3.70%, 01/12/26		7,699		8,042,452
3.75%, 06/16/24		4,675		4,838,765
3.88%, 10/25/23		1,873		1,933,236
3.88%, 03/26/25		5,548		5,735,911
3.88%, 01/24/39 (Call 01/24/38), (3 mo. LIBOR US + 1.168%)^(a)		1,881		1,966,115
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)		11,207		11,701,005
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(a)		10,214		10,753,912
4.00%, 08/05/24		2,768		2,860,811
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		8,210		8,420,997
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(a)		8,503		8,959,271
4.13%, 07/25/28		7,344		7,714,872
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)^(a)		1,895		2,087,229
4.30%, 11/20/26		5,329		5,674,213
4.40%, 06/10/25		2,845		2,985,742
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(a)		12,889		13,991,525
4.45%, 09/29/27		14,237		15,211,665
4.60%, 03/09/26		7,535		8,040,448
4.65%, 07/30/45		4,965		5,626,636
4.65%, 07/23/48 (Call 06/23/48)		7,008		8,181,490
4.75%, 05/18/46		8,043		8,959,098
5.30%, 05/06/44		4,300		5,062,003
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)^(a)		1,952		2,363,892
5.50%, 09/13/25		7,558		8,245,325
5.88%, 02/22/33		1,096		1,307,309
5.88%, 01/30/42		4,419		5,688,711
6.00%, 10/31/33		5,017		6,102,227
6.13%, 08/25/36		1,008		1,273,033
6.63%, 01/15/28		847		1,012,605
6.63%, 06/15/32		3,845		4,820,130
6.68%, 09/13/43		4,529		6,261,795
8.13%, 07/15/39		7,008		10,976,070
Citizens Bank N.A./Providence RI 2.25%, 04/28/25 (Call 03/28/25)		1,363		1,358,747
3.70%, 03/29/23 (Call 02/28/23)		2,478		2,526,296
3.75%, 02/18/26 (Call 11/18/25)		2,099		2,206,511
Citizens Financial Group Inc. 2.50%, 02/06/30 (Call 11/06/29)		1,583		1,517,068
2.64%, 09/30/32 (Call 07/02/32)		1,207		1,123,500
2.85%, 07/27/26 (Call 04/27/26)		3,505		3,540,400
3.25%, 04/30/30 (Call 01/30/30)		3,668		3,707,908
4.30%, 12/03/25 (Call 11/03/25)		450		474,143
Comerica Bank 2.50%, 07/23/24		2,251		2,273,420
4.00%, 07/27/25		1,055		1,109,069
Comerica Inc. 3.70%, 07/31/23 (Call 06/30/23)		4,897		5,009,778
4.00%, 02/01/29 (Call 11/03/28)		2,771		2,973,616


Security	Par (000)		Value

Banks (continued)
Cooperatieve Rabobank U.A. 3.75%, 07/21/26	$	6,113	$	6,314,179
4.38%, 08/04/25		5,689		5,957,748
5.25%, 05/24/41		3,191		4,122,006
5.25%, 08/04/45		5,470		6,543,378
5.75%, 12/01/43		4,935		6,264,341
Cooperatieve Rabobank U.A./New York
0.38%, 01/12/24		874		852,089
3.38%, 05/21/25		3,087		3,201,559
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25		2,000		1,965,580
Credit Agricole Corporate & Investment Bank SA, 0.78%, 06/28/24 (Call 06/28/22)^(b)		250		243,103
Credit Suisse AG/New York NY
0.50%, 02/02/24		1,170		1,134,526
1.00%, 05/05/23		10,905		10,821,031
1.25%, 08/07/26		3,030		2,847,533
2.95%, 04/09/25		5,730		5,808,043
3.63%, 09/09/24		11,874		12,254,799
Credit Suisse Group AG
3.75%, 03/26/25		6,631		6,810,833
3.80%, 06/09/23		8,712		8,907,497
4.55%, 04/17/26		4,044		4,271,596
4.88%, 05/15/45		5,978		6,578,849
Deutsche Bank AG, 4.10%, 01/13/26		3,354		3,492,789
Deutsche Bank AG/London, 3.70%, 05/30/24		5,425		5,568,545
Deutsche Bank AG/New York NY
0.90%, 05/28/24		2,630		2,551,468
0.96%, 11/08/23		1,145		1,124,539
1.45%, 04/01/25 (Call 04/01/24), (SOFR + 1.131%)^(a)		2,320		2,265,805
1.69%, 03/19/26		3,335		3,220,376
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)^(a)		3,940		3,793,117
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(a)		10,465		10,445,535
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(a)		4,845		4,633,419
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		7,400		7,117,394
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)^(a)		2,617		2,458,410
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(a)		6,249		6,167,076
3.70%, 05/30/24		2,536		2,598,639
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)		4,170		4,266,452
4.10%, 01/13/26		1,608		1,677,192
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		3,590		3,595,349
2.70%, 02/06/30 (Call 11/06/29)		2,898		2,793,063
3.45%, 07/27/26 (Call 04/27/26)		4,848		4,986,798
4.20%, 08/08/23		2,256		2,326,793
4.25%, 03/13/26		1,450		1,533,593
4.65%, 09/13/28 (Call 06/13/28)		4,634		5,030,207
4.68%, 08/09/28 (Call 08/09/23)^(a)		2,231		2,289,765
Fifth Third Bancorp.
1.63%, 05/05/23 (Call 04/05/23)		3,437		3,435,178
1.71%, 11/01/27 (Call 11/01/26), (SOFR + 0.685%)^(a)		5,260		5,047,864
2.38%, 01/28/25 (Call 12/28/24)		4,283		4,289,938


Security	Par (000)		Value

Banks (continued)
2.55%, 05/05/27 (Call 04/05/27)	$	5,499	$	5,485,802
3.65%, 01/25/24 (Call 12/25/23)		6,686		6,880,696
3.95%, 03/14/28 (Call 02/14/28)		4,223		4,480,265
4.30%, 01/16/24 (Call 12/16/23)		3,735		3,879,544
8.25%, 03/01/38		2,700		4,098,330
Fifth Third Bank NA
2.25%, 02/01/27 (Call 01/01/27)		4,736		4,706,921
3.85%, 03/15/26 (Call 02/15/26)		2,956		3,097,326
3.95%, 07/28/25 (Call 06/28/25)		3,292		3,487,084
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)^(a)		470		467,171
First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30)		2,408		2,777,917
First Horizon Corp.
3.55%, 05/26/23 (Call 04/26/23)		478		485,643
4.00%, 05/26/25 (Call 04/26/25)		190		197,203
First Republic Bank/CA
4.38%, 08/01/46 (Call 02/01/46)		2,305		2,597,551
4.63%, 02/13/47 (Call 08/13/46)		1,978		2,254,880
First-Citizens Bank & Trust Co.
2.97%, 09/27/25 (Call 09/27/24), (SOFR + 1.715%)^(a)		1,040		1,049,818
3.93%, 06/19/24 (Call 06/19/23), (SOFR + 3.827%)^(a)		25		25,487
6.13%, 03/09/28		1,415		1,616,524
FNB Corp./PA, 2.20%, 02/24/23 (Call 01/24/23)		300		300,354
Goldman Sachs Capital I, 6.35%, 02/15/34		5,215		6,518,437
Goldman Sachs Group Inc. (The)
0.52%, 03/08/23 (Call 03/08/22)		425		421,196
0.66%, 09/10/24 (Call 09/10/23), (SOFR + 0.505%)^(a)		10,774		10,521,673
0.67%, 03/08/24 (Call 03/08/23), (SOFR + 0.572%)^(a)		3,411		3,366,930
0.86%, 02/12/26 (Call 02/12/25), (SOFR + 0.609%)^(a)		1,170		1,117,970
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)^(a)		5,840		5,717,302
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(a)		1,242		1,168,598
1.22%, 12/06/23 (Call 12/06/22)		200		197,696
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		7,180		6,787,254
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)		10,285		9,691,967
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		7,085		7,008,340
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(a)		12,075		11,576,061
1.99%, 01/27/32 (Call 01/27/31), (SOFR + 1.090%)^(a)		10,080		9,092,362
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(a)		7,140		6,620,065
2.60%, 02/07/30 (Call 11/07/29)		7,171		6,895,418
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(a)		14,010		13,253,180
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(a)		6,390		6,315,109
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)^(a)		8,560		8,118,732
2.91%, 07/21/42 (Call 07/21/41), (SOFR + 1.472%)^(a)		7,280		6,504,098


Security	Par (000)		Value

Banks (continued)
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)^(a)	$	11,360	$	11,174,378
3.21%, 04/22/42 (Call 04/22/41), (SOFR + 1.513%)^(a)		8,683		8,088,041
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)		9,125		9,288,246
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)^(a)		3,585		3,446,296
3.50%, 01/23/25 (Call 10/23/24)		4,418		4,545,724
3.50%, 04/01/25 (Call 03/01/25)		14,892		15,311,210
3.50%, 11/16/26 (Call 11/16/25)		11,563		11,852,422
3.63%, 02/20/24 (Call 01/20/24)		6,604		6,785,808
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(a)		9,995		10,351,622
3.75%, 05/22/25 (Call 02/22/25)		10,370		10,729,424
3.75%, 02/25/26 (Call 11/25/25)		8,373		8,718,972
3.80%, 03/15/30 (Call 12/15/29)		9,328		9,715,952
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(a)		7,231		7,505,055
3.85%, 07/08/24 (Call 04/08/24)		12,180		12,583,036
3.85%, 01/26/27 (Call 01/26/26)		12,026		12,528,085
4.00%, 03/03/24		10,217		10,580,827
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)^(a)		5,132		5,408,769
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(a)		8,456		8,963,445
4.25%, 10/21/25		5,278		5,541,847
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)^(a)		3,204		3,467,177
4.75%, 10/21/45 (Call 04/21/45)		8,109		9,253,423
4.80%, 07/08/44 (Call 01/08/44)		8,374		9,604,476
5.15%, 05/22/45		8,777		10,301,916
5.95%, 01/15/27		4,044		4,566,485
6.13%, 02/15/33		2,888		3,579,878
6.25%, 02/01/41		3,715		4,878,947
6.45%, 05/01/36		4,351		5,544,958
6.75%, 10/01/37		20,751		27,259,344
HSBC Bank USA N.A., 7.00%, 01/15/39		1,875		2,683,162
HSBC Bank USA N.A./New York NY
5.63%, 08/15/35		940		1,110,572
5.88%, 11/01/34		1,100		1,319,164
HSBC Holdings PLC
0.73%, 08/17/24 (Call 08/17/23), (SOFR + 0.534%)^(a)		900		880,776
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)^(a)		3,600		3,479,796
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)^(a)		3,515		3,442,099
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)^(a)		670		631,636
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)^(a)		8,896		8,578,591
2.01%, 09/22/28 (Call 09/22/27), (SOFR + 1.732%)^(a)		585		549,145
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)^(a)		2,315		2,258,259
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)^(a)		2,750		2,566,437
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(a)		5,210		5,017,334


Security	Par (000)		Value

Banks (continued)
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)^(a)	$	1,063	$	975,398
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)		8,414		8,403,398
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(a)		7,430		7,013,400
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)^(a)		2,903		2,773,555
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)^(a)		7,080		6,717,292
3.60%, 05/25/23		7,262		7,430,406
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(a)		9,510		9,747,084
3.90%, 05/25/26		8,184		8,514,552
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)^(a)		5,654		5,776,805
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(a)		12,575		12,969,478
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)^(a)		8,463		8,772,153
4.25%, 03/14/24		10,457		10,806,055
4.25%, 08/18/25		7,321		7,594,439
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(a)		9,694		10,111,133
4.30%, 03/08/26		11,102		11,726,043
4.38%, 11/23/26		6,506		6,844,182
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)^(a)		14,130		15,081,514
4.95%, 03/31/30		10,242		11,358,276
5.25%, 03/14/44		2,664		3,060,696
6.10%, 01/14/42		3,062		4,041,442
6.50%, 05/02/36		9,482		11,942,105
6.50%, 09/15/37		9,577		12,219,869
6.80%, 06/01/38		6,452		8,435,280
7.63%, 05/17/32		3,179		4,150,312
HSBC USA Inc., 3.50%, 06/23/24		2,313		2,381,303
Huntington Bancshares Inc./OH
2.49%, 08/15/36 (Call 08/15/31)^(a)(c)		2,445		2,234,314
2.55%, 02/04/30 (Call 11/04/29)		3,077		2,992,198
2.63%, 08/06/24 (Call 07/06/24)		3,350		3,375,426
4.00%, 05/15/25 (Call 04/15/25)		1,647		1,721,626
Huntington National Bank (The), 3.55%, 10/06/23 (Call 09/06/23)		3,365		3,455,014
Industrial & Commercial Bank of China Ltd./New York NY, 3.54%, 11/08/27		3,405		3,599,800
ING Groep NV
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)^(a)		2,218		2,120,319
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)^(a)		2,640		2,524,342
3.55%, 04/09/24		4,543		4,661,527
3.95%, 03/29/27		7,997		8,401,408
4.05%, 04/09/29		4,380		4,651,297
4.10%, 10/02/23		5,461		5,639,192
4.55%, 10/02/28		3,681		4,004,376
Intesa Sanpaolo SpA, 5.25%, 01/12/24		200		209,982
JPMorgan Chase & Co.
0.56%, 02/16/25 (Call 02/16/24), (SOFR + 0.420%)^(a)		1,680		1,630,994


Security	Par (000)		Value

Banks (continued)
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)^(a)	$	975	$	956,397
0.70%, 03/16/24 (Call 03/16/23), (SOFR + 0.580%)^(a)		1,755		1,735,063
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)^(a)		10,550		10,155,219
0.82%, 06/01/25 (Call 06/01/24), (SOFR + 0.540%)^(a)		7,930		7,673,306
0.97%, 06/23/25 (Call 06/23/24), (SOFR + 0.580%)^(a)		11,060		10,715,149
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(a)		1,260		1,179,751
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)		1,682		1,581,248
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(a)		5,985		5,646,728
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)^(a)		2,188		2,179,073
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)^(a)		10,000		9,747,800
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		1,779		1,701,115
1.76%, 11/19/31 (Call 11/19/30), (SOFR + 1.105%)^(a)		2,015		1,810,538
1.95%, 02/04/32 (Call 02/04/31), (SOFR + 1.065%)^(a)		3,175		2,895,632
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(a)		13,265		13,051,433
2.07%, 06/01/29 (Call 06/01/28), (SOFR + 1.015%)^(a)		8,256		7,821,404
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)		11,742		11,560,821
2.18%, 06/01/28 (Call 06/01/27), (SOFR + 1.890%)^(a)		6,805		6,579,346
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)^(a)		6,231		6,202,400
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(a)		12,847		12,334,019
2.53%, 11/19/41 (Call 11/19/40), (SOFR + 1.510%)^(a)		930		803,734
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(a)		8,020		7,663,030
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)^(a)		4,299		4,119,216
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(a)		1,070		1,072,707
2.70%, 05/18/23 (Call 03/18/23)		5,961		6,027,525
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(a)		5,725		5,593,210
2.95%, 10/01/26 (Call 07/01/26)		11,988		12,190,837
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(a)		1,870		1,881,145
2.96%, 05/13/31 (Call 05/13/30), (SOFR + 2.515%)^(a)		2,850		2,766,865
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(a)		9,190		9,091,851
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)^(a)		9,271		8,773,889
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)^(a)		12,325		11,417,510


Security	Par (000)		Value

Banks (continued)
3.13%, 01/23/25 (Call 10/23/24)	$	7,285	$	7,447,091
3.16%, 04/22/42 (Call 04/22/41), (SOFR + 1.460%)^(a)		3,455		3,268,983
3.20%, 06/15/26 (Call 03/15/26)		5,967		6,123,097
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		7,236		7,362,992
3.30%, 04/01/26 (Call 01/01/26)		9,441		9,737,259
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)^(a)		8,675		8,357,061
3.38%, 05/01/23		10,434		10,630,785
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(a)		9,819		10,083,917
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(a)		5,595		5,781,985
3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)^(a)		11,332		11,539,376
3.63%, 05/13/24		7,139		7,377,228
3.63%, 12/01/27 (Call 12/01/26)		7,581		7,847,396
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(a)		9,306		9,657,488
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		11,201		11,696,420
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)^(a)		9,355		9,577,743
3.88%, 02/01/24		10,430		10,821,438
3.88%, 09/10/24		11,359		11,788,370
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)^(a)		9,471		10,033,767
3.90%, 07/15/25 (Call 04/15/25)		10,075		10,529,382
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)^(a)		7,823		8,149,610
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		9,532		9,978,955
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)^(a)		6,841		7,255,975
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(a)		4,610		4,858,387
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		6,396		6,600,864
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)^(a)		7,131		7,597,510
4.13%, 12/15/26		10,401		11,055,327
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(a)		9,797		10,435,177
4.25%, 10/01/27		2,973		3,179,088
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)^(a)		9,004		9,858,480
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(a)		8,896		9,612,395
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(a)		15,185		16,667,967
4.85%, 02/01/44		4,844		5,745,662
4.95%, 06/01/45		6,146		7,211,962
5.40%, 01/06/42		7,078		8,772,969
5.50%, 10/15/40		8,074		10,036,709
5.60%, 07/15/41		7,540		9,502,210
5.63%, 08/16/43		6,057		7,626,793
6.40%, 05/15/38		6,162		8,266,323
7.63%, 10/15/26		3,150		3,806,680
7.75%, 07/15/25		880		1,030,894


Security	Par (000)		Value

Banks (continued)
8.00%, 04/29/27	$	5,050	$	6,285,381
8.75%, 09/01/30		1,184		1,662,928
KeyBank N.A./Cleveland OH
0.43%, 06/14/24 (Call 06/14/23), (SOFR + 0.320%)^(a)		398		390,884
1.25%, 03/10/23		440		439,802
3.30%, 06/01/25		663		685,217
3.38%, 03/07/23		1,876		1,909,149
3.40%, 05/20/26		2,032		2,106,920
3.90%, 04/13/29		1,925		2,028,257
KeyCorp.
2.25%, 04/06/27		3,002		2,958,111
2.55%, 10/01/29		3,456		3,360,995
4.10%, 04/30/28		3,855		4,137,417
4.15%, 10/29/25		1,699		1,802,541
KfW
0.00%, 04/18/36^(d)		8,695		6,438,039
0.00%, 06/29/37^(d)		13,341		9,634,603
0.25%, 04/25/23		1,420		1,404,522
0.25%, 10/19/23		2,976		2,921,242
0.25%, 03/08/24		2,630		2,564,487
0.38%, 07/18/25		6,955		6,641,955
0.50%, 09/20/24		500		485,965
0.63%, 01/22/26		5,120		4,890,880
0.75%, 09/30/30		3,904		3,555,763
1.00%, 10/01/26		1,165		1,124,959
1.38%, 08/05/24		11,595		11,539,692
1.75%, 09/14/29		9,322		9,219,644
2.00%, 05/02/25		6,762		6,818,192
2.50%, 11/20/24		25,715		26,304,131
2.63%, 02/28/24		17,025		17,403,295
2.88%, 04/03/28		9,669		10,215,008
Korea Development Bank (The)
0.40%, 03/09/24		460		448,201
0.80%, 07/19/26		1,735		1,646,255
1.00%, 09/09/26		800		764,160
1.63%, 01/19/31		1,990		1,871,615
2.00%, 09/12/26		500		499,025
2.13%, 10/01/24		1,577		1,590,578
2.75%, 03/19/23		280		283,522
3.00%, 01/13/26		4,750		4,929,170
3.25%, 02/19/24		1,335		1,374,810
3.38%, 03/12/23		600		611,190
3.38%, 09/16/25		2,845		2,970,322
3.75%, 01/22/24		3,960		4,110,678
Kreditanstalt fuer Wiederaufbau, 1.25%, 01/31/25		10,000		9,873,200
Landwirtschaftliche Rentenbank
0.88%, 03/30/26^(b)		600		576,810
0.88%, 09/03/30		1,215		1,114,447
1.75%, 07/27/26		6,930		6,917,803
2.00%, 01/13/25		9,627		9,714,509
2.38%, 06/10/25		3,515		3,582,207
3.13%, 11/14/23		1,405		1,444,677
Series 37, 2.50%, 11/15/27		2,597		2,680,130
Series 40, 0.50%, 05/27/25		9,125		8,764,654
Lloyds Banking Group PLC
1.63%, 05/11/27 (Call 05/11/26)^(a)		955		905,942
2.44%, 02/05/26 (Call 02/05/25)^(a)		4,637		4,602,825
3.37%, 12/14/46 (Call 09/14/41)^(a)		270		236,885


Security	Par (000)		Value

Banks (continued)
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)	$	4,082	$	4,183,519
3.75%, 01/11/27		4,769		4,950,651
3.87%, 07/09/25 (Call 07/09/24)^(a)		3,197		3,292,398
3.90%, 03/12/24		2,454		2,542,393
4.05%, 08/16/23		5,624		5,793,114
4.34%, 01/09/48		6,284		6,421,180
4.38%, 03/22/28		1,808		1,927,292
4.45%, 05/08/25		4,977		5,238,890
4.50%, 11/04/24		1,995		2,082,002
4.55%, 08/16/28		6,440		6,958,420
4.58%, 12/10/25		6,073		6,367,905
4.65%, 03/24/26		6,552		6,929,723
5.30%, 12/01/45		4,294		4,951,240
M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)		3,185		3,257,936
Manufacturers & Traders Trust Co.
2.90%, 02/06/25 (Call 01/06/25)		2,751		2,812,100
3.40%, 08/17/27		4,350		4,491,418
Mitsubishi UFJ Financial Group Inc.
0.85%, 09/15/24 (Call 09/15/23)^(a)		555		544,777
0.95%, 07/19/25 (Call 07/19/24)^(a)		1,675		1,617,330
0.96%, 10/11/25 (Call 10/11/24)^(a)		2,665		2,567,115
1.41%, 07/17/25		2,104		2,029,687
1.54%, 07/20/27 (Call 07/20/26)^(a)		1,200		1,139,076
1.64%, 10/13/27 (Call 10/13/26)^(a)		2,325		2,208,564
2.05%, 07/17/30		970		893,574
2.19%, 02/25/25		6,964		6,912,954
2.31%, 07/20/32 (Call 07/20/31)^(a)		1,350		1,253,948
2.34%, 01/19/28 (Call 01/19/27)^(a)		2,070		2,020,051
2.49%, 10/13/32 (Call 10/13/31)^(a)		1,375		1,295,071
2.53%, 09/13/23		1,054		1,065,141
2.56%, 02/25/30		5,420		5,204,284
2.76%, 09/13/26		2,605		2,616,775
2.80%, 07/18/24		6,696		6,781,977
2.85%, 01/19/33 (Call 01/19/32)^(a)		2,000		1,937,140
3.20%, 07/18/29		7,594		7,649,968
3.29%, 07/25/27		3,157		3,240,408
3.41%, 03/07/24		6,604		6,770,421
3.46%, 03/02/23		2,659		2,707,154
3.68%, 02/22/27		3,569		3,726,322
3.74%, 03/07/29		6,519		6,816,788
3.75%, 07/18/39		6,405		6,691,624
3.76%, 07/26/23		6,392		6,567,588
3.78%, 03/02/25		4,761		4,946,536
3.85%, 03/01/26		2,429		2,540,394
3.96%, 03/02/28		4,828		5,106,624
4.05%, 09/11/28		4,451		4,737,733
4.15%, 03/07/39		3,041		3,336,159
4.29%, 07/26/38		3,155		3,503,280
Mizuho Financial Group Inc.
0.85%, 09/08/24 (Call 09/08/23), (SOFR + 0.872%)^(a)		820		804,363
1.23%, 05/22/27 (Call 05/22/26)^(a)		1,785		1,671,688
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(a)		6,305		6,237,158
1.55%, 07/09/27 (Call 07/09/26)^(a)		2,295		2,172,722
1.98%, 09/08/31 (Call 09/08/30), (SOFR + 1.532%)^(a)		1,150		1,044,120
2.17%, 05/22/32 (Call 05/22/31)^(a)		465		426,191


Security	Par (000)		Value

Banks (continued)
2.20%, 07/10/31 (Call 07/10/30), (SOFR + 1.772%)^(a)	$	3,625	$	3,355,300
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)^(a)		3,326		3,283,727
2.26%, 07/09/32 (Call 07/09/31)^(a)(b)		2,475		2,285,019
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(a)		2,253		2,255,321
2.56%, 09/13/31		2,970		2,719,362
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)^(a)		2,700		2,581,200
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)		3,967		4,000,164
2.84%, 09/13/26		2,259		2,269,346
2.87%, 09/13/30 (Call 09/13/29), (SOFR + 1.572%)^(a)		2,205		2,161,958
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)^(a)		2,548		2,545,325
3.17%, 09/11/27		4,143		4,218,983
3.26%, 05/22/30 (Call 05/22/29)^(a)		2,690		2,696,752
3.55%, 03/05/23		3,997		4,077,220
3.66%, 02/28/27		3,102		3,242,428
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(a)		2,653		2,722,880
4.02%, 03/05/28		3,940		4,160,325
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)^(a)		4,965		5,305,798
Morgan Stanley
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)^(a)		920		907,414
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)^(a)		4,125		4,007,974
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(a)		13,220		12,750,029
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(a)		11,639		10,904,695
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)^(a)		13,935		13,461,210
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)		9,899		9,384,054
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)^(a)		3,287		3,131,591
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(a)		6,690		5,978,117
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)^(a)		14,970		13,495,006
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		12,139		11,976,095
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(a)		8,144		7,521,636
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		6,505		6,396,366
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(a)		15,205		13,808,117
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)^(a)		7,595		7,176,971
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)^(a)		5,060		5,063,947
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(a)		13,107		12,704,877


Security	Par (000)		Value

Banks (continued)
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)	$	10,204	$	10,264,000
2.80%, 01/25/52 (Call 01/25/51), (SOFR + 1.430%)^(a)		4,750		4,148,460
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(a)		2,925		2,863,341
3.13%, 07/27/26		9,907		10,094,242
3.22%, 04/22/42 (Call 04/22/41), (SOFR + 1.485%)^(a)		1,929		1,840,054
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(a)		10,057		10,389,686
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(a)		3,054		3,155,332
3.63%, 01/20/27		9,806		10,225,108
3.70%, 10/23/24		11,378		11,769,745
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(a)		8,813		8,983,708
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(a)		10,509		10,909,078
3.88%, 01/27/26		11,436		11,944,330
3.95%, 04/23/27		5,140		5,395,150
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)^(a)		7,785		8,189,664
4.00%, 07/23/25		7,133		7,475,741
4.10%, 05/22/23		7,684		7,885,628
4.30%, 01/27/45		6,304		6,860,580
4.35%, 09/08/26		9,679		10,278,904
4.38%, 01/22/47		8,430		9,364,044
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(a)		9,099		9,825,919
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 1.431%)^(a)		6,152		6,746,099
5.00%, 11/24/25		7,086		7,622,835
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)^(a)		5,760		7,686,259
6.25%, 08/09/26		4,836		5,536,785
6.38%, 07/24/42		8,022		10,942,650
7.25%, 04/01/32		5,164		6,919,140
Series F, 3.88%, 04/29/24		7,802		8,064,927
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		2,503		2,402,254
National Australia Bank Ltd./New York
2.50%, 07/12/26		5,901		5,979,247
2.88%, 04/12/23		2,131		2,164,371
3.38%, 01/14/26		3,229		3,381,118
3.63%, 06/20/23		3,390		3,478,716
National Bank of Canada
0.55%, 11/15/24 (Call 11/15/23)^(a)		860		838,947
0.75%, 08/06/24		4,350		4,200,621
Natwest Group PLC
1.64%, 06/14/27 (Call 06/14/26)^(a)		3,655		3,471,702
2.36%, 05/22/24 (Call 05/22/23)^(a)		5,018		5,028,287
3.03%, 11/28/35 (Call 08/28/30)^(a)		1,790		1,655,482
3.07%, 05/22/28 (Call 05/22/27)^(a)		6,017		6,017,782
3.75%, 11/01/29 (Call 11/01/24)^(a)		3,635		3,680,583
3.88%, 09/12/23		11,309		11,582,225
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		7,818		8,085,219
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)^(a)		2,259		2,408,162


Security	Par (000)		Value

Banks (continued)
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(a)	$	5,490	$	5,648,716
4.80%, 04/05/26		7,547		8,088,120
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)^(a)		6,100		6,645,462
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(a)		6,837		7,533,895
5.13%, 05/28/24		3,690		3,875,976
6.00%, 12/19/23		3,142		3,337,024
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)		2,011		1,912,863
3.15%, 05/03/29 (Call 02/03/29)		3,732		3,883,519
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)^(a)		2,811		2,865,196
3.65%, 08/03/28 (Call 05/03/28)		425		456,382
3.95%, 10/30/25		4,096		4,342,374
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		2,020		1,918,859
0.50%, 09/16/24		50		48,594
0.50%, 02/02/26		200		189,540
1.50%, 02/12/25		10,410		10,343,168
2.88%, 03/13/23		2,400		2,440,872
3.13%, 11/07/23		321		329,988
OWL Rock Core Income Corp., 4.70%, 02/08/27 (Call 01/08/27)^(c)		240		237,542
Pacific Western Bank, 3.25%, 05/01/31 (Call 05/01/26), (SOFR + 2.520%)^(a)		165		161,208
People’s United Bank N.A., 4.00%, 07/15/24 (Call 04/16/24)		344		354,705
PNC Bank N.A.
2.70%, 10/22/29		3,367		3,322,960
2.95%, 02/23/25 (Call 01/24/25)		1,801		1,848,240
3.10%, 10/25/27 (Call 09/25/27)		4,138		4,286,347
3.25%, 06/01/25 (Call 05/02/25)		3,407		3,522,668
3.25%, 01/22/28 (Call 12/23/27)		4,419		4,575,919
3.30%, 10/30/24 (Call 09/30/24)		1,786		1,843,706
3.50%, 06/08/23 (Call 05/09/23)		804		821,857
3.80%, 07/25/23 (Call 06/25/23)		7,814		8,018,414
4.05%, 07/26/28		2,986		3,200,245
4.20%, 11/01/25 (Call 10/02/25)		2,618		2,777,515
PNC Bank NA
3.88%, 04/10/25 (Call 03/10/25)		4,231		4,414,625
2.50%, 08/27/24 (Call 07/27/24)		3,247		3,282,003
PNC Financial Services Group Inc. (The)
1.15%, 08/13/26 (Call 07/13/26)		3,426		3,272,858
2.20%, 11/01/24 (Call 10/02/24)		2,227		2,234,505
2.31%, 04/23/32 (Call 04/23/31), (SOFR + 0.979%)^(a)		3,908		3,723,503
2.55%, 01/22/30 (Call 10/24/29)		7,842		7,711,117
2.60%, 07/23/26 (Call 05/23/26)		2,306		2,338,307
3.15%, 05/19/27 (Call 04/19/27)		3,667		3,800,699
3.45%, 04/23/29 (Call 01/23/29)		4,775		5,012,031
3.50%, 01/23/24 (Call 12/23/23)		3,165		3,257,228
3.90%, 04/29/24 (Call 03/29/24)		3,396		3,526,169
Regions Bank/Birmingham AL, 6.45%, 06/26/37		2,025		2,649,854
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		3,170		2,968,990
2.25%, 05/18/25 (Call 04/18/25)		2,590		2,593,859
7.38%, 12/10/37		1,273		1,779,934


Security	Par (000)		Value

Banks (continued)
Royal Bank of Canada
0.43%, 01/19/24	$	1,155	$	1,124,739
0.50%, 10/26/23		1,320		1,293,508
0.65%, 07/29/24		5,040		4,865,162
0.75%, 10/07/24		5,502		5,308,495
0.88%, 01/20/26		2,829		2,671,594
1.15%, 06/10/25		3,631		3,495,999
1.15%, 07/14/26		5,055		4,786,529
1.20%, 04/27/26		5,110		4,853,478
1.40%, 11/02/26		5,195		4,951,562
1.60%, 04/17/23		5,108		5,115,356
1.60%, 01/21/25		815		801,015
2.05%, 01/21/27		1,100		1,077,615
2.25%, 11/01/24		7,010		7,015,187
2.30%, 11/03/31		5,465		5,168,524
2.55%, 07/16/24		4,456		4,500,560
3.70%, 10/05/23		7,018		7,233,663
4.65%, 01/27/26		5,784		6,227,806
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(a)		2,035		1,976,575
3.24%, 10/05/26 (Call 08/05/26)		5,269		5,323,903
3.45%, 06/02/25 (Call 05/02/25)		2,637		2,681,592
3.50%, 06/07/24 (Call 05/07/24)		4,502		4,594,561
4.40%, 07/13/27 (Call 04/14/27)		4,448		4,674,848
4.50%, 07/17/25 (Call 04/17/25)		6,646		6,968,265
Santander UK Group Holdings PLC
1.09%, 03/15/25 (Call 03/15/24), (SOFR + 0.787%)^(a)		1,410		1,367,926
1.53%, 08/21/26 (Call 08/21/25)^(a)		7,825		7,464,502
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)^(a)		3,662		3,459,601
2.47%, 01/11/28 (Call 01/11/27), (SOFR + 1.220%)^(a)		1,535		1,485,926
2.90%, 03/15/32 (Call 03/15/31), (SOFR + 1.475%)^(a)		1,250		1,191,063
3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)^(a)		5,633		5,785,711
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(a)		1,206		1,253,396
Santander UK PLC
2.88%, 06/18/24^(b)		175		177,378
4.00%, 03/13/24		2,822		2,925,934
Signature Bank/New York NY, 4.00%, 10/15/30 (Call 10/15/25)^(a)		150		152,031
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)^(a)		3,415		3,309,340
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)^(a)(b)		285		281,725
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(a)		1,810		1,786,850
2.20%, 03/03/31		145		136,625
2.35%, 11/01/25 (Call 11/01/24)^(a)		2,324		2,338,037
2.40%, 01/24/30		2,843		2,787,192
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)^(a)		1,000		980,130
2.65%, 05/19/26		2,526		2,578,339
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)^(a)		3,164		3,228,482


Security	Par (000)		Value

Banks (continued)
3.03%, 11/01/34 (Call 11/01/29), (SOFR + 1.490%)^(a)	$	3,929	$	3,905,072
3.10%, 05/15/23		4,705		4,788,090
3.15%, 03/30/31 (Call 03/30/30), (SOFR + 2.650%)^(a)		1,596		1,633,969
3.30%, 12/16/24		3,112		3,219,488
3.55%, 08/18/25		2,947		3,076,550
3.70%, 11/20/23		5,307		5,483,511
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		4,064		4,193,723
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)^(a)		3,548		3,839,752
Sumitomo Mitsui Banking Corp.
3.40%, 07/11/24		1,720		1,772,666
3.65%, 07/23/25		3,800		3,954,318
3.95%, 07/19/23		3,349		3,444,882
3.95%, 01/10/24		3,685		3,823,335
Sumitomo Mitsui Financial Group Inc.
0.95%, 01/12/26		45		42,456
1.40%, 09/17/26		5,445		5,146,342
1.47%, 07/08/25		1,379		1,331,631
1.71%, 01/12/31		4,010		3,571,346
1.90%, 09/17/28		5,225		4,894,205
2.13%, 07/08/30		2,430		2,262,719
2.14%, 09/23/30		1,621		1,477,185
2.17%, 01/14/27^(b)		836		816,145
2.22%, 09/17/31		2,285		2,117,441
2.30%, 01/12/41		250		211,458
2.35%, 01/15/25		1,644		1,638,213
2.45%, 09/27/24		2,783		2,790,542
2.47%, 01/14/29		1,405		1,360,433
2.63%, 07/14/26		7,683		7,700,671
2.70%, 07/16/24		9,490		9,580,345
2.72%, 09/27/29		3,126		3,058,072
2.75%, 01/15/30		4,280		4,181,346
2.93%, 09/17/41		3,290		2,963,467
3.01%, 10/19/26		5,223		5,303,069
3.04%, 07/16/29		9,375		9,356,906
3.05%, 01/14/42		2,125		1,999,030
3.20%, 09/17/29		4,010		4,007,153
3.35%, 10/18/27		2,584		2,664,259
3.36%, 07/12/27		2,547		2,632,528
3.45%, 01/11/27		2,678		2,768,597
3.54%, 01/17/28		5,161		5,355,621
3.75%, 07/19/23		3,041		3,124,445
3.78%, 03/09/26		6,199		6,484,712
3.94%, 10/16/23		3,282		3,390,043
3.94%, 07/19/28		4,909		5,197,256
4.31%, 10/16/28		3,522		3,817,179
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		4,045		3,907,389
1.80%, 02/02/31 (Call 11/02/30)		2,278		2,062,957
2.10%, 05/15/28 (Call 03/15/28)		450		430,808
3.13%, 06/05/30 (Call 03/05/30)		2,521		2,533,857
3.50%, 01/29/25		2,807		2,893,091
Svenska Handelsbanken AB, 3.90%, 11/20/23		5,079		5,268,599
Toronto-Dominion Bank (The)
0.30%, 06/02/23		50		49,196
0.45%, 09/11/23		1,781		1,746,271
0.55%, 03/04/24		4,420		4,294,251


Security	Par (000)		Value

Banks (continued)
0.70%, 09/10/24	$	5,870	$	5,667,250
0.75%, 06/12/23		878		868,807
0.75%, 09/11/25		460		434,760
0.75%, 01/06/26		5,945		5,606,611
1.15%, 06/12/25		1,765		1,700,507
1.20%, 06/03/26		6,970		6,633,767
1.25%, 12/13/24		3,990		3,898,270
1.25%, 09/10/26		5,710		5,415,992
1.35%, 10/31/26 (Call 10/31/22)		75		73,085
1.45%, 01/10/25^(b)		4,080		3,994,565
1.95%, 01/12/27		4,250		4,151,145
2.00%, 09/10/31		4,198		3,894,443
2.45%, 01/12/32		3,050		2,920,497
2.65%, 06/12/24		4,121		4,173,666
3.25%, 03/11/24		6,029		6,186,900
3.50%, 07/19/23		5,375		5,509,429
3.63%, 09/15/31 (Call 09/15/26)^(a)		6,397		6,594,411
Truist Bank
1.25%, 03/09/23 (Call 02/09/23)		530		528,834
1.50%, 03/10/25 (Call 02/10/25)		1,998		1,965,293
2.15%, 12/06/24 (Call 11/05/24)		5,796		5,815,475
2.25%, 03/11/30 (Call 12/11/29)		2,435		2,308,891
2.64%, 09/17/29 (Call 09/17/24)^(a)		2,125		2,133,394
2.75%, 05/01/23 (Call 04/01/23)		1,625		1,646,418
3.20%, 04/01/24 (Call 03/01/24)		3,746		3,846,318
3.30%, 05/15/26 (Call 04/15/26)		5,214		5,397,376
3.63%, 09/16/25 (Call 08/16/25)		7,174		7,474,447
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)^(a)		4,646		4,766,053
3.80%, 10/30/26 (Call 09/30/26)		1,891		1,992,169
4.05%, 11/03/25 (Call 09/03/25)		2,800		2,975,644
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)		3,392		3,147,030
1.20%, 08/05/25 (Call 07/03/25)		2,261		2,179,921
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(a)		645		616,175
1.89%, 06/07/29 (Call 06/07/28), (SOFR + 0.862%)^(a)		4,270		4,033,357
1.95%, 06/05/30 (Call 03/05/30)		345		322,848
2.20%, 03/16/23 (Call 02/13/23)		3,888		3,908,723
2.50%, 08/01/24 (Call 07/01/24)		5,438		5,500,265
2.85%, 10/26/24 (Call 09/26/24)		4,439		4,523,607
3.70%, 06/05/25 (Call 05/05/25)		3,369		3,520,538
3.75%, 12/06/23 (Call 11/06/23)		5,358		5,528,759
3.88%, 03/19/29 (Call 02/16/29)		4,926		5,223,136
4.00%, 05/01/25 (Call 03/01/25)		2,727		2,861,986
U.S. Bancorp.
1.38%, 07/22/30 (Call 04/22/30)		1,271		1,136,948
1.45%, 05/12/25 (Call 04/11/25)		6,226		6,088,468
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)^(a)		2,030		2,005,701
2.40%, 07/30/24 (Call 06/28/24)		5,098		5,155,454
2.49%, 11/03/36 (Call 11/03/31)^(a)		2,915		2,718,500
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)^(a)		1,740		1,710,089
3.00%, 07/30/29 (Call 04/30/29)		1,273		1,284,699
3.10%, 04/27/26 (Call 03/27/26)		4,673		4,805,713
3.38%, 02/05/24 (Call 01/05/24)		4,978		5,117,683
3.60%, 09/11/24 (Call 08/11/24)		5,160		5,353,706
3.70%, 01/30/24 (Call 12/29/23)		3,659		3,788,602


Security	Par (000)		Value

Banks (continued)
3.90%, 04/26/28 (Call 03/24/28)	$	3,699	$	3,957,634
3.95%, 11/17/25 (Call 10/17/25)		2,354		2,495,005
Series V, 2.38%, 07/22/26 (Call 06/22/26)		6,049		6,090,678
Series X, 3.15%, 04/27/27 (Call 03/27/27)		4,752		4,926,684
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		1,993		1,994,515
2.80%, 01/27/25 (Call 12/27/24)		5,782		5,897,235
3.40%, 07/24/23 (Call 06/23/23)		3,290		3,366,229
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)^(a)		440		432,458
Wachovia Corp.
5.50%, 08/01/35		5,596		6,616,487
7.57%, 08/01/26^(e)		330		391,901
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28)		1,610		1,731,088
Wells Fargo & Co.
0.81%, 05/19/25 (Call 05/19/24), (SOFR + 0.510%)^(a)		3,955		3,829,547
1.65%, 06/02/24 (Call 06/02/23), (SOFR + 1.600%)^(a)		11,470		11,441,210
2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)^(a)(b)		10,733		10,605,707
2.19%, 04/30/26 (Call 04/30/25), (SOFR + 2.000%)^(a)		7,111		7,020,335
2.39%, 06/02/28 (Call 06/02/27), (SOFR + 2.100%)^(a)		7,735		7,562,974
2.41%, 10/30/25 (Call 10/30/24), (SOFR + 1.087%)^(a)		11,025		10,993,689
2.57%, 02/11/31 (Call 02/11/30), (SOFR + 1.262%)^(a)		12,030		11,547,116
2.88%, 10/30/30 (Call 10/30/29), (SOFR + 1.432%)^(a)		13,966		13,746,175
3.00%, 02/19/25		10,972		11,171,142
3.00%, 04/22/26		12,090		12,255,028
3.00%, 10/23/26		12,128		12,297,186
3.07%, 04/30/41 (Call 04/30/40), (SOFR + 2.530%)^(a)		7,010		6,539,419
3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)^(a)		10,827		11,004,455
3.30%, 09/09/24		9,854		10,107,346
3.35%, 03/02/33 (Call 03/02/32), (SOFR + 1.500%)^(a)		7,290		7,384,478
3.55%, 09/29/25		10,680		11,069,927
3.58%, 05/22/28 (Call 05/22/27), (3 mo. LIBOR US + 1.310%)^(a)		12,864		13,282,852
3.75%, 01/24/24 (Call 12/22/23)		6,332		6,528,609
3.90%, 05/01/45		8,336		8,647,266
4.10%, 06/03/26		8,142		8,578,493
4.13%, 08/15/23		5,562		5,735,312
4.15%, 01/24/29 (Call 10/24/28)		5,845		6,228,724
4.30%, 07/22/27		5,311		5,669,546
4.40%, 06/14/46		8,267		8,862,307
4.48%, 01/16/24		4,886		5,103,036
4.48%, 04/04/31 (Call 04/04/30), (SOFR + 4.032%)^(a)		7,029		7,684,243
4.65%, 11/04/44		8,088		8,859,272
4.75%, 12/07/46		8,100		9,110,070
4.90%, 11/17/45		7,313		8,294,697
5.01%, 04/04/51 (Call 04/04/50), (SOFR + 4.502%)^(a)		14,566		17,959,587


Security	Par (000)		Value

Banks (continued)
5.38%, 02/07/35	$	85	$	103,212
5.38%, 11/02/43		8,083		9,659,347
5.61%, 01/15/44		9,413		11,536,290
5.95%, 12/01/86		1,550		1,875,655
Series B, 7.95%, 11/15/29		234		307,911
Wells Fargo Bank N.A.
5.85%, 02/01/37		1,706		2,111,516
5.95%, 08/26/36		2,092		2,638,368
6.60%, 01/15/38		2,330		3,157,569
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)^(a)		840		832,910
Westpac Banking Corp. 1.02%, 11/18/24		3,290		3,210,185
1.15%, 06/03/26		6,115		5,854,256
1.95%, 11/20/28		5,210		4,980,343
2.15%, 06/03/31		7,620		7,259,726
2.35%, 02/19/25		4,277		4,312,242
2.65%, 01/16/30		4,389		4,371,839
2.67%, 11/15/35 (Call 11/15/30)^(a)		654		591,948
2.70%, 08/19/26		4,036		4,110,868
2.85%, 05/13/26		6,210		6,373,385
2.89%, 02/04/30 (Call 02/04/25)^(a)		6,193		6,119,241
2.96%, 11/16/40		1,946		1,713,044
3.02%, 11/18/36 (Call 11/18/31)^(a)		2,740		2,545,570
3.13%, 11/18/41		1,900		1,708,556
3.30%, 02/26/24		4,884		5,028,469
3.35%, 03/08/27		4,375		4,575,200
3.40%, 01/25/28		3,900		4,089,423
3.65%, 05/15/23		3,268		3,353,066
4.11%, 07/24/34 (Call 07/24/29)^(a)		5,111		5,265,454
4.32%, 11/23/31 (Call 11/23/26)^(a)		5,783		6,031,958
4.42%, 07/24/39		3,677		3,972,704
Wintrust Financial Corp., 4.85%, 06/06/29		480		505,440
Zions Bancorp. N.A., 3.25%, 10/29/29 (Call 07/29/29)		3,148		3,132,921


				4,793,536,882

Beverages — 0.6%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.
3.65%, 02/01/26 (Call 11/01/25)		12,264		12,820,172
4.70%, 02/01/36 (Call 08/01/35)		19,527		21,787,641
4.90%, 02/01/46 (Call 08/01/45)		29,931		34,001,616
Anheuser-Busch InBev Finance Inc.
4.00%, 01/17/43		2,270		2,315,672
4.63%, 02/01/44		3,298		3,599,569
4.70%, 02/01/36 (Call 08/01/35)		3,251		3,623,337
4.90%, 02/01/46 (Call 08/01/45)		2,852		3,197,548
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		1,856		1,939,501
3.75%, 07/15/42		6,079		6,002,161
4.00%, 04/13/28 (Call 01/13/28)		9,284		9,897,208
4.35%, 06/01/40 (Call 12/01/39)		3,624		3,864,670
4.38%, 04/15/38 (Call 10/15/37)		7,073		7,589,329
4.44%, 10/06/48 (Call 04/06/48)		6,067		6,497,332
4.50%, 06/01/50 (Call 12/01/49)		6,554		7,219,755
4.60%, 04/15/48 (Call 10/15/47)		4,456		4,894,025
4.60%, 06/01/60 (Call 12/01/59)		1,843		2,003,949
4.75%, 01/23/29 (Call 10/23/28)		12,557		13,974,309
4.75%, 04/15/58 (Call 10/15/57)		5,812		6,436,790
4.90%, 01/23/31 (Call 10/23/30)		2,619		3,008,655
4.95%, 01/15/42		4,568		5,213,732


Security	Par (000)		Value

Beverages (continued)
5.45%, 01/23/39 (Call 07/23/38)	$	9,050	$	10,781,355
5.55%, 01/23/49 (Call 07/23/48)		14,225		17,612,541
5.80%, 01/23/59 (Call 07/23/58)		7,961		10,219,854
5.88%, 06/15/35		485		595,076
8.00%, 11/15/39		3,180		4,776,519
8.20%, 01/15/39		4,501		6,852,592
Brown-Forman Corp.
3.50%, 04/15/25 (Call 02/15/25)		205		213,126
4.00%, 04/15/38 (Call 10/15/37)		571		618,941
4.50%, 07/15/45 (Call 01/15/45)		1,490		1,714,692
Coca-Cola Co. (The)
1.00%, 03/15/28		1,255		1,161,252
1.38%, 03/15/31		1,464		1,314,321
1.45%, 06/01/27		1,167		1,121,837
1.50%, 03/05/28		1,625		1,553,874
1.65%, 06/01/30		3,874		3,590,113
1.75%, 09/06/24		4,633		4,634,761
2.00%, 03/05/31		2,204		2,086,395
2.13%, 09/06/29		5,668		5,528,114
2.25%, 01/05/32		8,680		8,372,468
2.50%, 06/01/40		2,598		2,355,581
2.50%, 03/15/51		750		642,848
2.60%, 06/01/50		4,304		3,774,350
2.75%, 06/01/60		3,651		3,183,891
2.88%, 05/05/41		5,550		5,272,444
2.90%, 05/25/27		3,193		3,291,312
3.00%, 03/05/51		1,950		1,853,924
3.38%, 03/25/27		1,977		2,082,038
3.45%, 03/25/30		5,498		5,817,709
4.20%, 03/25/50		437		502,926
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)		3,142		3,298,911
Coca-Cola Femsa SAB de CV
1.85%, 09/01/32 (Call 06/01/32)		1,450		1,265,647
2.75%, 01/22/30 (Call 10/22/29)		2,063		1,992,858
5.25%, 11/26/43		2,706		3,241,247
Constellation Brands Inc.
2.25%, 08/01/31 (Call 05/01/31)		290		266,246
2.88%, 05/01/30 (Call 02/01/30)		2,850		2,782,284
3.15%, 08/01/29 (Call 05/01/29)		3,642		3,645,970
3.50%, 05/09/27 (Call 02/09/27)		2,315		2,400,215
3.60%, 02/15/28 (Call 11/15/27)		1,430		1,473,458
3.70%, 12/06/26 (Call 09/06/26)		2,768		2,894,055
3.75%, 05/01/50 (Call 11/01/49)		1,905		1,820,628
4.10%, 02/15/48 (Call 08/15/47)		1,531		1,527,341
4.25%, 05/01/23		2,958		3,041,682
4.40%, 11/15/25 (Call 09/15/25)		2,579		2,733,946
4.50%, 05/09/47 (Call 11/09/46)		2,300		2,417,921
4.65%, 11/15/28 (Call 08/15/28)		2,492		2,722,635
4.75%, 11/15/24		3,246		3,451,180
4.75%, 12/01/25		1,547		1,673,483
5.25%, 11/15/48 (Call 05/15/48)		2,400		2,793,600
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		3,016		2,927,480
2.00%, 04/29/30 (Call 01/29/30)		3,926		3,712,622
2.13%, 10/24/24 (Call 09/24/24)		3,945		3,959,675
2.13%, 04/29/32 (Call 01/29/32)		4,310		4,055,796
2.38%, 10/24/29 (Call 07/24/29)		2,010		1,965,237
2.63%, 04/29/23 (Call 01/29/23)		2,080		2,101,382
3.50%, 09/18/23 (Call 08/18/23)		1,787		1,833,033


Security	Par (000)		Value

Beverages (continued)
3.88%, 05/18/28 (Call 02/18/28)	$	1,266	$	1,360,393
3.88%, 04/29/43 (Call 10/29/42)		1,992		2,146,480
5.88%, 09/30/36		2,424		3,199,195
Diageo Investment Corp.
4.25%, 05/11/42		722		813,680
7.45%, 04/15/35		2,160		3,133,771
Fomento Economico Mexicano SAB de CV
2.88%, 05/10/23		338		342,073
3.50%, 01/16/50 (Call 07/16/49)		8,632		8,110,023
4.38%, 05/10/43		801		849,308
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 03/31/22)		3,260		3,176,968
2.25%, 03/15/31 (Call 12/15/30)		2,628		2,465,590
2.55%, 09/15/26 (Call 06/15/26)		3,202		3,204,017
3.13%, 12/15/23 (Call 10/15/23)		3,389		3,457,831
3.20%, 05/01/30 (Call 02/01/30)		804		813,310
3.35%, 03/15/51 (Call 09/15/50)		2,480		2,259,032
3.40%, 11/15/25 (Call 08/15/25)		2,699		2,782,318
3.43%, 06/15/27 (Call 03/15/27)		2,758		2,858,722
3.80%, 05/01/50 (Call 11/01/49)		1,515		1,490,306
4.06%, 05/25/23 (Call 04/25/23)		2,793		2,865,171
4.42%, 05/25/25 (Call 03/25/25)		3,016		3,190,264
4.42%, 12/15/46 (Call 06/15/46)		1,362		1,456,346
4.50%, 11/15/45 (Call 05/15/45)		2,550		2,732,299
4.60%, 05/25/28 (Call 02/25/28)		7,307		7,989,474
4.99%, 05/25/38 (Call 11/25/37)		2,116		2,416,260
5.09%, 05/25/48 (Call 11/25/47)		2,804		3,281,269
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		3,322		3,381,497
4.20%, 07/15/46 (Call 01/15/46)		5,932		5,912,899
5.00%, 05/01/42		4,467		4,885,111
PepsiCo Inc.
0.40%, 10/07/23		3,116		3,061,034
0.75%, 05/01/23		3,394		3,369,903
1.40%, 02/25/31 (Call 11/25/30)		2,780		2,526,269
1.63%, 05/01/30 (Call 02/01/30)		5,067		4,724,420
1.95%, 10/21/31 (Call 07/21/31)		5,320		5,035,061
2.25%, 03/19/25 (Call 02/19/25)		5,810		5,868,971
2.38%, 10/06/26 (Call 07/06/26)		5,034		5,105,080
2.63%, 03/19/27 (Call 01/19/27)		1,788		1,829,643
2.63%, 07/29/29 (Call 04/29/29)		6,313		6,384,021
2.63%, 10/21/41 (Call 04/21/41)		3,475		3,226,016
2.75%, 03/01/23		1,109		1,125,191
2.75%, 04/30/25 (Call 01/30/25)		1,821		1,859,678
2.75%, 03/19/30 (Call 12/19/29)		8,078		8,193,758
2.75%, 10/21/51 (Call 04/21/51)		3,000		2,756,430
2.85%, 02/24/26 (Call 11/24/25)		2,942		3,032,761
2.88%, 10/15/49 (Call 04/15/49)		2,937		2,768,357
3.00%, 10/15/27 (Call 07/15/27)		5,111		5,314,776
3.38%, 07/29/49 (Call 01/29/49)		1,930		1,951,983
3.45%, 10/06/46 (Call 04/06/46)		3,284		3,385,903
3.50%, 07/17/25 (Call 04/17/25)		4,051		4,232,647
3.60%, 03/01/24 (Call 12/01/23)		4,692		4,849,839
3.60%, 08/13/42		460		483,810
3.63%, 03/19/50 (Call 09/19/49)		3,209		3,429,875
4.00%, 03/05/42		25		27,481
4.00%, 05/02/47 (Call 11/02/46)		630		707,207
4.25%, 10/22/44 (Call 04/22/44)		100		113,610
7.00%, 03/01/29		2,110		2,722,638


				506,070,326


Security	Par (000)		Value

Biotechnology — 0.3%
Amgen Inc.
1.65%, 08/15/28 (Call 06/15/28)	$	6,975	$	6,531,320
1.90%, 02/21/25 (Call 01/21/25)		1,988		1,976,132
2.00%, 01/15/32 (Call 10/15/31)		5,140		4,701,661
2.20%, 02/21/27 (Call 12/21/26)		1,997		1,968,343
2.25%, 08/19/23 (Call 06/19/23)		1,709		1,723,663
2.30%, 02/25/31 (Call 11/25/30)		6,691		6,325,270
2.45%, 02/21/30 (Call 11/21/29)		1,897		1,831,553
2.60%, 08/19/26 (Call 05/19/26)		5,144		5,190,553
2.77%, 09/01/53 (Call 03/01/53)		5,654		4,593,649
2.80%, 08/15/41 (Call 02/15/41)		5,800		5,091,762
3.00%, 01/15/52 (Call 07/15/51)		7,870		6,745,456
3.13%, 05/01/25 (Call 02/01/25)		5,352		5,474,186
3.15%, 02/21/40 (Call 08/21/39)		6,047		5,627,641
3.20%, 11/02/27 (Call 08/02/27)		2,317		2,390,820
3.35%, 02/22/32 (Call 11/22/31)		2,445		2,493,582
3.38%, 02/21/50 (Call 08/21/49)		4,265		3,911,815
3.63%, 05/22/24 (Call 02/22/24)		7,210		7,449,805
4.20%, 02/22/52 (Call 08/22/51)		885		928,029
4.40%, 05/01/45 (Call 11/01/44)		9,224		9,857,597
4.40%, 02/22/62 (Call 08/22/61)		1,695		1,785,649
4.56%, 06/15/48 (Call 12/15/47)		7,349		8,058,766
4.66%, 06/15/51 (Call 12/15/50)		7,427		8,331,609
4.95%, 10/01/41		3,697		4,246,374
5.15%, 11/15/41 (Call 05/15/41)		1,815		2,107,396
5.65%, 06/15/42 (Call 12/15/41)		320		398,122
6.38%, 06/01/37		125		168,058
6.40%, 02/01/39		250		338,005
Baxalta Inc.
4.00%, 06/23/25 (Call 03/23/25)		8,043		8,406,704
5.25%, 06/23/45 (Call 12/23/44)		2,078		2,477,121
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		5,280		4,833,206
3.15%, 05/01/50 (Call 11/01/49)		6,351		5,251,705
3.25%, 02/15/51 (Call 08/15/50)^(c)		5,956		5,010,306
4.05%, 09/15/25 (Call 06/15/25)		4,909		5,131,869
5.20%, 09/15/45 (Call 03/15/45)		367		414,750
Bio-Rad Laboratories Inc.
3.30%, 03/15/27 (Call 02/15/27)		285		287,103
3.70%, 03/15/32 (Call 12/15/31)		1,810		1,821,512
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 03/11/22)		2,313		2,279,647
1.20%, 10/01/27 (Call 08/01/27)		3,295		3,065,569
1.65%, 10/01/30 (Call 07/01/30)		6,427		5,834,174
2.50%, 09/01/23 (Call 07/01/23)		2,795		2,825,633
2.60%, 10/01/40 (Call 04/01/40)		3,941		3,397,576
2.80%, 10/01/50 (Call 04/01/50)		5,080		4,299,255
2.95%, 03/01/27 (Call 12/01/26)		2,850		2,906,287
3.50%, 02/01/25 (Call 11/01/24)		1,791		1,852,861
3.65%, 03/01/26 (Call 12/01/25)		4,893		5,105,356
3.70%, 04/01/24 (Call 01/01/24)		7,174		7,406,151
4.00%, 09/01/36 (Call 03/01/36)		2,493		2,659,607
4.15%, 03/01/47 (Call 09/01/46)		7,765		8,147,582
4.50%, 02/01/45 (Call 08/01/44)		4,870		5,327,001
4.60%, 09/01/35 (Call 03/01/35)		4,368		4,940,907
4.75%, 03/01/46 (Call 09/01/45)		9,173		10,411,630
4.80%, 04/01/44 (Call 10/01/43)		2,611		2,963,433
5.65%, 12/01/41 (Call 06/01/41)		4,982		6,225,308


Security	Par (000)		Value

Biotechnology (continued)
Illumina Inc.
0.55%, 03/23/23	$	135	$	133,232
2.55%, 03/23/31 (Call 12/23/30)		5,300		5,005,532
Regeneron Pharmaceuticals Inc.
1.75%, 09/15/30 (Call 06/15/30)		5,427		4,845,605
2.80%, 09/15/50 (Call 03/15/50)		3,443		2,840,578
Royalty Pharma PLC 0.75%, 09/02/23		790		775,590
1.20%, 09/02/25 (Call 08/02/25)		1,572		1,491,608
1.75%, 09/02/27 (Call 07/02/27)		1,941		1,822,521
2.15%, 09/02/31 (Call 06/02/31)		1,755		1,568,408
2.20%, 09/02/30 (Call 06/02/30)		1,554		1,412,508
3.30%, 09/02/40 (Call 03/02/40)		997		882,475
3.35%, 09/02/51 (Call 03/02/51)		2,360		1,974,234
3.55%, 09/02/50 (Call 03/02/50)		3,437		2,980,773


				249,262,133

Building Materials — 0.1%
Carrier Global Corp.
2.24%, 02/15/25 (Call 01/15/25)		4,627		4,621,309
2.49%, 02/15/27 (Call 12/15/26)		3,143		3,130,114
2.70%, 02/15/31 (Call 11/15/30)		2,780		2,688,065
2.72%, 02/15/30 (Call 11/15/29)		6,108		5,939,664
3.38%, 04/05/40 (Call 10/05/39)		5,595		5,262,265
3.58%, 04/05/50 (Call 10/05/49)		5,296		5,032,365
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		1,670		1,561,233
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		2,752		2,792,867
4.00%, 09/21/23 (Call 08/21/23)		2,857		2,937,710
4.00%, 06/15/25 (Call 03/15/25)		675		705,760
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(e)		333		343,872
3.90%, 02/14/26 (Call 11/14/25)		991		1,043,900
4.50%, 02/15/47 (Call 08/15/46)		3,492		3,812,356
4.63%, 07/02/44 (Call 01/02/44)		2,065		2,322,547
4.95%, 07/02/64 (Call 01/02/64)^(e)		1,665		1,919,545
5.13%, 09/14/45 (Call 03/14/45)		520		626,564
6.00%, 01/15/36		454		583,140
Johnson Controls International PLC/Tyco Fire & Security Finance SCA
1.75%, 09/15/30 (Call 06/15/30)		2,405		2,200,022
2.00%, 09/16/31 (Call 06/16/31)		2,460		2,240,937
Lafarge SA, 7.13%, 07/15/36		665		906,588
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		1,095		1,053,740
1.70%, 08/01/27 (Call 06/01/27)		888		846,530
3.00%, 11/15/23 (Call 09/15/23)		1,868		1,895,572
Martin Marietta Materials Inc.
0.65%, 07/15/23 (Call 07/02/22)		330		325,162
2.40%, 07/15/31 (Call 04/15/31)		910		856,574
3.20%, 07/15/51 (Call 01/15/51)		1,150		1,028,882
3.45%, 06/01/27 (Call 03/01/27)		918		955,987
3.50%, 12/15/27 (Call 09/15/27)		2,519		2,646,965
4.25%, 07/02/24 (Call 04/02/24)		550		574,431
4.25%, 12/15/47 (Call 06/15/47)		2,595		2,715,097
Series CB, 2.50%, 03/15/30 (Call 12/15/29)		2,546		2,441,028
Masco Corp.
1.50%, 02/15/28 (Call 12/15/27)		2,402		2,208,279
2.00%, 10/01/30 (Call 07/01/30)		1,609		1,457,931
2.00%, 02/15/31 (Call 11/15/30)		385		347,693
3.13%, 02/15/51 (Call 08/15/50)		1,915		1,672,063


Security	Par (000)		Value

Building Materials (continued)
3.50%, 11/15/27 (Call 08/15/27)	$	2,190	$	2,249,502
4.50%, 05/15/47 (Call 11/15/46)		1,170		1,261,225
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)		1,700		1,747,124
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		2,998		3,085,422
3.88%, 06/01/30 (Call 03/01/30)		1,785		1,866,182
3.95%, 08/15/29 (Call 05/15/29)		2,463		2,581,840
4.20%, 12/01/24 (Call 09/01/24)		719		750,600
4.30%, 07/15/47 (Call 01/15/47)		2,701		2,824,868
4.40%, 01/30/48 (Call 07/30/47)		2,044		2,169,542
7.00%, 12/01/36		1,215		1,597,798
Vulcan Materials Co.
3.50%, 06/01/30 (Call 03/01/30)		3,845		3,983,035
3.90%, 04/01/27 (Call 01/01/27)		801		844,030
4.50%, 04/01/25 (Call 01/01/25)		1,582		1,676,461
4.50%, 06/15/47 (Call 12/15/46)		2,999		3,302,829
4.70%, 03/01/48 (Call 09/01/47)		1,528		1,730,185


				103,367,400

Chemicals — 0.4%
Air Products and Chemicals Inc.
1.50%, 10/15/25 (Call 09/15/25)		2,651		2,592,890
1.85%, 05/15/27 (Call 03/15/27)		5,260		5,151,802
2.05%, 05/15/30 (Call 02/15/30)		3,997		3,820,013
2.70%, 05/15/40 (Call 11/15/39)		1,676		1,539,322
2.80%, 05/15/50 (Call 11/15/49)		4,507		4,040,931
3.35%, 07/31/24 (Call 04/30/24)		1,804		1,858,842
Albemarle Corp.
4.15%, 12/01/24 (Call 09/01/24)		4,426		4,611,494
5.45%, 12/01/44 (Call 06/01/44)		425		508,032
Braskem Finance Ltd., 6.45%, 02/03/24		25		26,580
Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29)		3,838		4,050,855
Celanese U.S. Holdings LLC
1.40%, 08/05/26 (Call 07/05/26)		1,450		1,363,826
3.50%, 05/08/24 (Call 04/08/24)		2,017		2,057,804
CF Industries Inc.
3.45%, 06/01/23		240		244,255
4.95%, 06/01/43		3,120		3,362,923
5.15%, 03/15/34		2,785		3,123,907
5.38%, 03/15/44		2,955		3,334,452
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)		756		705,325
3.60%, 11/15/50 (Call 05/15/50)		1,071		1,020,588
3.63%, 05/15/26 (Call 03/15/26)		2,694		2,813,640
4.25%, 10/01/34 (Call 04/01/34)		4,022		4,348,868
4.38%, 11/15/42 (Call 05/15/42)		4,547		4,872,065
4.63%, 10/01/44 (Call 04/01/44)		3,330		3,682,414
4.80%, 11/30/28 (Call 08/30/28)		2,235		2,495,065
4.80%, 05/15/49 (Call 11/15/48)		2,535		2,882,016
5.25%, 11/15/41 (Call 05/15/41)		4,831		5,718,889
5.55%, 11/30/48 (Call 05/30/48)		2,713		3,423,670
7.38%, 11/01/29		2,254		2,918,254
9.40%, 05/15/39		1,582		2,662,253
DuPont de Nemours Inc.
4.21%, 11/15/23 (Call 10/15/23)		9,842		10,197,887
4.49%, 11/15/25 (Call 09/15/25)		8,088		8,619,382
4.73%, 11/15/28 (Call 08/15/28)		8,524		9,440,671
5.32%, 11/15/38 (Call 05/15/38)		4,950		5,891,787
5.42%, 11/15/48 (Call 05/15/48)		6,259		7,871,444


Security	Par (000)		Value

Chemicals (continued)
Eastman Chemical Co.
3.80%, 03/15/25 (Call 12/15/24)	$	5,034	$	5,217,489
4.50%, 12/01/28 (Call 09/01/28)		758		821,573
4.65%, 10/15/44 (Call 04/15/44)		3,886		4,212,230
4.80%, 09/01/42 (Call 03/01/42)		2,102		2,308,080
Ecolab Inc.
0.90%, 12/15/23 (Call 12/15/22)		95		93,416
1.30%, 01/30/31 (Call 10/30/30)		5,355		4,765,843
2.13%, 02/01/32 (Call 11/01/31)		3,015		2,844,261
2.13%, 08/15/50 (Call 02/15/50)		1,068		833,286
2.70%, 11/01/26 (Call 08/01/26)		3,329		3,390,387
2.70%, 12/15/51 (Call 06/15/51)		1,485		1,295,856
2.75%, 08/18/55 (Call 02/18/55)		5,549		4,792,616
3.25%, 12/01/27 (Call 09/01/27)^(b)		1,305		1,367,248
3.95%, 12/01/47 (Call 06/01/47)		410		446,806
4.80%, 03/24/30 (Call 12/24/29)		1,503		1,724,888
EI du Pont de Nemours and Co.
1.70%, 07/15/25 (Call 06/15/25)		4,965		4,865,154
2.30%, 07/15/30 (Call 04/15/30)		2,997		2,892,944
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)		1,738		1,777,453
3.45%, 10/01/29 (Call 07/01/29)		1,396		1,408,927
4.10%, 02/01/24 (Call 11/01/23)		1,958		2,018,757
4.50%, 10/01/49 (Call 04/01/49)		1,520		1,634,578
Huntsman International LLC
2.95%, 06/15/31 (Call 03/15/31)		1,775		1,699,243
4.50%, 05/01/29 (Call 02/01/29)		3,080		3,266,987
International Flavors & Fragrances Inc.
3.20%, 05/01/23 (Call 02/01/23)		2,049		2,073,404
4.38%, 06/01/47 (Call 12/01/46)		2,540		2,666,975
4.45%, 09/26/28 (Call 06/26/28)		1,405		1,524,214
5.00%, 09/26/48 (Call 03/26/48)		2,217		2,529,198
Linde Inc./CT
1.10%, 08/10/30 (Call 05/10/30)		4,322		3,847,012
2.00%, 08/10/50 (Call 02/10/50)		1,730		1,369,624
2.65%, 02/05/25 (Call 11/05/24)		4,540		4,619,586
3.20%, 01/30/26 (Call 10/30/25)		2,449		2,540,788
3.55%, 11/07/42 (Call 05/07/42)		1,482		1,533,737
Lubrizol Corp. (The), 6.50%, 10/01/34		212		288,515
LYB International Finance BV
4.00%, 07/15/23		2,237		2,301,381
4.88%, 03/15/44 (Call 09/15/43)		3,475		3,819,477
5.25%, 07/15/43		319		368,742
LYB International Finance III LLC
1.25%, 10/01/25 (Call 09/01/25)		1,565		1,495,389
2.25%, 10/01/30 (Call 07/01/30)		1,791		1,682,698
3.38%, 10/01/40 (Call 04/01/40)		2,438		2,276,019
3.63%, 04/01/51 (Call 10/01/50)		5,261		4,966,910
3.80%, 10/01/60 (Call 04/01/60)		3,491		3,166,861
4.20%, 10/15/49 (Call 04/15/49)		1,993		2,021,619
4.20%, 05/01/50 (Call 11/01/49)		4,587		4,650,484
LyondellBasell Industries NV
4.63%, 02/26/55 (Call 08/26/54)		3,702		3,921,417
5.75%, 04/15/24 (Call 01/15/24)		1,857		1,978,355
Mosaic Co. (The)
4.05%, 11/15/27 (Call 08/15/27)		1,160		1,225,668
4.25%, 11/15/23 (Call 08/15/23)		1,798		1,859,545
4.88%, 11/15/41 (Call 05/15/41)		1,090		1,192,307
5.45%, 11/15/33 (Call 05/15/33)		1,517		1,783,264
5.63%, 11/15/43 (Call 05/15/43)		923		1,138,290


Security	Par (000)		Value

Chemicals (continued)
NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30)	$	1,150	$	1,107,036
Nutrien Ltd.
1.90%, 05/13/23		357		357,628
2.95%, 05/13/30 (Call 02/13/30)		614		614,792
3.00%, 04/01/25 (Call 01/01/25)		2,165		2,201,567
3.95%, 05/13/50 (Call 11/13/49)		1,085		1,136,375
4.00%, 12/15/26 (Call 09/15/26)		1,354		1,442,213
4.13%, 03/15/35 (Call 09/15/34)		2,785		3,001,924
4.20%, 04/01/29 (Call 01/01/29)		2,431		2,635,496
4.90%, 06/01/43 (Call 12/01/42)		2,409		2,800,462
5.00%, 04/01/49 (Call 10/01/48)		2,304		2,790,121
5.25%, 01/15/45 (Call 07/15/44)		3,097		3,753,812
5.63%, 12/01/40		951		1,185,193
5.88%, 12/01/36		1,184		1,494,279
6.13%, 01/15/41 (Call 07/15/40)		100		131,611
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		4,875		4,653,821
2.40%, 08/15/24 (Call 07/15/24)		1,366		1,376,832
2.55%, 06/15/30 (Call 03/15/30)		1,117		1,089,633
2.80%, 08/15/29 (Call 05/15/29)		1,515		1,512,955
3.20%, 03/15/23 (Call 02/15/23)		1,350		1,373,206
3.75%, 03/15/28 (Call 12/15/27)		3,911		4,199,945
Rohm & Haas Co., 7.85%, 07/15/29		1,709		2,241,747
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)		1,610		1,569,508
3.75%, 03/15/27 (Call 12/15/26)		2,610		2,747,443
4.25%, 01/15/48 (Call 07/15/47)		181		193,170
4.55%, 03/01/29 (Call 12/01/28)		1,959		2,126,201
5.25%, 06/01/45 (Call 12/01/44)		1,630		1,959,244
Sherwin-Williams Co. (The)
2.20%, 03/15/32 (Call 12/15/31)		1,800		1,676,430
2.30%, 05/15/30 (Call 02/15/30)		1,781		1,690,685
2.90%, 03/15/52 (Call 09/15/51)		2,150		1,843,646
2.95%, 08/15/29 (Call 05/15/29)		2,697		2,704,632
3.13%, 06/01/24 (Call 04/01/24)		1,982		2,027,190
3.30%, 05/15/50 (Call 11/15/49)		1,810		1,662,865
3.45%, 08/01/25 (Call 05/01/25)		2,825		2,907,236
3.45%, 06/01/27 (Call 03/01/27)		5,335		5,550,907
3.80%, 08/15/49 (Call 02/15/49)		2,575		2,565,292
3.95%, 01/15/26 (Call 10/15/25)		2,256		2,387,728
4.00%, 12/15/42 (Call 06/15/42)		1,445		1,486,587
4.50%, 06/01/47 (Call 12/01/46)		4,343		4,750,417
4.55%, 08/01/45 (Call 02/01/45)		467		511,482
Westlake Chemical Corp.
0.88%, 08/15/24 (Call 08/15/22)		420		407,828
2.88%, 08/15/41 (Call 02/15/41)		273		237,944
3.13%, 08/15/51 (Call 02/15/51)		2,335		2,000,955
3.38%, 08/15/61 (Call 02/15/61)		2,410		2,017,748
3.60%, 08/15/26 (Call 05/15/26)		4,829		5,018,731
Westlake Corp, 3.38%, 06/15/30 (Call 03/15/30)		1,505		1,525,167
Westlake Corp.
4.38%, 11/15/47 (Call 05/15/47)		410		433,645
5.00%, 08/15/46 (Call 02/15/46)		2,655		3,018,735


				333,893,711

Commercial Services — 0.3%
American University (The), Series 2019, 3.67%, 04/01/49		1,680		1,793,534
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		6,177		5,558,744
1.70%, 05/15/28 (Call 03/15/28)		2,900		2,795,687


Security	Par (000)		Value

Commercial Services (continued)
3.38%, 09/15/25 (Call 06/15/25)	$	4,196	$	4,379,995
Block Financial LLC
2.50%, 07/15/28 (Call 05/15/28)		2,488		2,375,319
3.88%, 08/15/30 (Call 05/15/30)		1,350		1,368,266
5.25%, 10/01/25 (Call 07/01/25)		1,034		1,115,283
Brown University in Providence in the State of Rhode Island and Providence Plant, Series A, 2.92%, 09/01/50 (Call 03/01/50)		1,850		1,809,282
California Endowment (The), Series 2021, 2.50%, 04/01/51 (Call 10/01/50)		1,495		1,333,749
California Institute of Technology
3.65%, 09/01/2119 (Call 03/01/19)		476		452,014
4.32%, 08/01/45		567		674,231
4.70%, 11/01/2111		1,524		1,936,882
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27)		4,810		5,078,879
Cleveland Clinic Foundation (The), 4.86%, 01/01/2114		1,360		1,777,819
Duke University
Series 2020, 2.68%, 10/01/44		511		471,612
Series 2020, 2.76%, 10/01/50^(b)		1,228		1,111,401
Series 2020, 2.83%, 10/01/55		2,235		2,056,982
Emory University
Series 2020, 2.14%, 09/01/30 (Call 06/01/30)		143		139,791
Series 2020, 2.97%, 09/01/50 (Call 03/01/50)		2,118		2,007,652
Equifax Inc.
2.35%, 09/15/31 (Call 06/15/31)		2,150		1,976,904
2.60%, 12/01/24 (Call 11/01/24)		5,153		5,191,854
2.60%, 12/15/25 (Call 11/15/25)		1,532		1,533,777
3.10%, 05/15/30 (Call 02/15/30)		2,131		2,110,926
3.95%, 06/15/23 (Call 05/15/23)		1,786		1,829,489
Ford Foundation (The)
Series 2020, 2.42%, 06/01/50 (Call 12/01/49)		885		771,649
Series 2020, 2.82%, 06/01/70 (Call 12/01/69)		2,747		2,497,737
George Washington University (The)
4.87%, 09/15/45		1,500		1,843,560
Series 2014, 4.30%, 09/15/44		385		443,532
Series 2018, 4.13%, 09/15/48 (Call 03/15/48)		3,107		3,484,438
Georgetown University (The)
Series 20A, 2.94%, 04/01/50		1,199		1,082,853
Series A, 5.22%, 10/01/2118 (Call 04/01/18)		811		1,046,352
Series B, 4.32%, 04/01/49 (Call 10/01/48)		1,178		1,306,826
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		1,332		1,257,555
1.50%, 11/15/24 (Call 10/15/24)		30		29,290
2.15%, 01/15/27 (Call 12/15/26)		2,675		2,586,324
2.65%, 02/15/25 (Call 01/15/25)		2,236		2,246,308
2.90%, 05/15/30 (Call 02/15/30)		4,464		4,296,243
2.90%, 11/15/31 (Call 08/15/31)		2,315		2,205,547
3.20%, 08/15/29 (Call 05/15/29)		4,292		4,242,599
3.75%, 06/01/23 (Call 03/01/23)		1,734		1,765,854
4.00%, 06/01/23 (Call 05/01/23)		4,738		4,854,744
4.15%, 08/15/49 (Call 02/15/49)		1,207		1,190,319
4.45%, 06/01/28 (Call 03/01/28)		3,845		4,118,802
4.80%, 04/01/26 (Call 01/01/26)		4,312		4,628,803
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)^(c)		6,149		5,867,868
2.65%, 07/15/31 (Call 04/15/31)^(c)		3,310		3,071,084
Johns Hopkins University
Series 2013, 4.08%, 07/01/53		2,023		2,412,832
Series A, 2.81%, 01/01/60 (Call 07/01/59)		420		382,402


Security	Par (000)		Value

Commercial Services (continued)
Leland Stanford Junior University (The)
1.29%, 06/01/27 (Call 04/01/27)	$	595	$	568,915
2.41%, 06/01/50 (Call 12/01/49)		1,400		1,228,542
3.65%, 05/01/48 (Call 11/01/47)		2,626		2,909,503
Massachusetts Institute of Technology
3.89%, 07/01/2116		413		438,589
3.96%, 07/01/38		629		706,933
4.68%, 07/01/2114		2,458		3,177,776
5.60%, 07/01/2111		2,980		4,580,945
Series F, 2.99%, 07/01/50 (Call 01/01/50)		2,096		2,077,492
Series G, 2.29%, 07/01/51 (Call 01/01/51)		1,344		1,140,975
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)		1,581		1,452,117
2.55%, 08/18/60 (Call 02/18/60)		2,202		1,667,619
2.75%, 08/19/41 (Call 02/19/41)		1,885		1,646,114
3.10%, 11/29/61 (Call 05/29/61)		2,535		2,157,868
3.25%, 01/15/28 (Call 10/15/27)		3,929		4,075,237
3.25%, 05/20/50 (Call 11/20/49)		1,528		1,391,427
3.75%, 03/24/25 (Call 02/24/25)		495		516,344
3.75%, 02/25/52 (Call 08/25/51)		660		659,967
4.25%, 02/01/29 (Call 11/01/28)		1,691		1,830,423
4.88%, 02/15/24 (Call 11/15/23)		3,554		3,726,973
4.88%, 12/17/48 (Call 06/17/48)		1,880		2,213,512
5.25%, 07/15/44		1,126		1,359,037
Northeastern University, Series 2020, 2.89%, 10/01/50		1,286		1,153,465
Northwestern University
4.64%, 12/01/44		710		841,364
Series 2017, 3.66%, 12/01/57 (Call 06/01/57)		999		1,141,667
Series 2020, 2.64%, 12/01/50 (Call 06/01/50)		1,484		1,341,966
PayPal Holdings Inc.
1.35%, 06/01/23		6,451		6,437,130
1.65%, 06/01/25 (Call 05/01/25)		4,016		3,935,881
2.30%, 06/01/30 (Call 03/01/30)		3,379		3,221,708
2.40%, 10/01/24 (Call 09/01/24)		5,085		5,129,189
2.65%, 10/01/26 (Call 08/01/26)		3,861		3,901,579
2.85%, 10/01/29 (Call 07/01/29)		4,089		4,075,302
3.25%, 06/01/50 (Call 12/01/49)		4,312		4,040,128
President and Fellows of Harvard College
2.52%, 10/15/50 (Call 04/15/50)		1,689		1,518,918
3.15%, 07/15/46 (Call 01/15/46)		1,010		1,027,463
3.30%, 07/15/56 (Call 01/15/56)		1,851		1,921,375
4.88%, 10/15/40		625		792,013
Quanta Services Inc.
0.95%, 10/01/24 (Call 10/01/22)		225		216,905
2.35%, 01/15/32 (Call 10/15/31)		1,015		919,692
2.90%, 10/01/30 (Call 07/01/30)		2,036		1,952,341
3.05%, 10/01/41 (Call 04/01/41)		1,295		1,128,049
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		1,234		1,234,963
3.50%, 03/16/23 (Call 02/16/23)		1,158		1,177,674
4.00%, 03/18/29 (Call 12/18/28)		4,732		5,042,987
Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50)		1,999		1,777,771
S&P Global Inc.
1.25%, 08/15/30 (Call 05/15/30)^(b)		3,058		2,717,706
2.30%, 08/15/60 (Call 02/15/60)		1,960		1,474,488
2.50%, 12/01/29 (Call 09/01/29)		2,782		2,730,477
2.95%, 01/22/27 (Call 10/22/26)		3,000		3,082,530
3.25%, 12/01/49 (Call 06/01/49)		3,198		3,066,019
4.00%, 06/15/25 (Call 03/15/25)		2,000		2,106,580


Security	Par (000)		Value

Commercial Services (continued)
Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57)	$	716	$	697,312
Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31)		10		9,634
Trustees of Boston College, 3.13%, 07/01/52		1,728		1,684,973
Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48)		1,437		1,604,023
Trustees of Princeton University (The)
5.70%, 03/01/39		2,670		3,600,842
Series 2020, 2.52%, 07/01/50 (Call 01/01/50)		1,837		1,623,265
Trustees of the University of Pennsylvania (The)
3.61%, 02/15/2119 (Call 08/15/18)		2,043		2,060,304
4.67%, 09/01/2112		25		32,285
Series 2020, 2.40%, 10/01/50 (Call 04/01/50)		1,173		1,008,674
University of Chicago (The)
3.00%, 10/01/52 (Call 04/01/52)		435		426,557
4.00%, 10/01/53 (Call 04/01/53)		1,536		1,722,793
Series 20B, 2.76%, 04/01/45 (Call 10/01/44)		927		878,333
Series C, 2.55%, 04/01/50 (Call 10/01/49)		1,786		1,564,000
University of Notre Dame du Lac
Series 2015, 3.44%, 02/15/45		935		973,569
Series 2017, 3.39%, 02/15/48 (Call 08/15/47)		1,381		1,441,446
University of Southern California
2.81%, 10/01/50 (Call 04/01/50)		910		838,465
3.03%, 10/01/39		3,079		3,013,048
5.25%, 10/01/2111		723		995,137
Series 2017, 3.84%, 10/01/47 (Call 04/01/47)		1,888		2,090,205
Series 21A, 2.95%, 10/01/51 (Call 04/01/51)		1,400		1,349,992
Series A, 3.23%, 10/01/2120 (Call 04/01/20)		844		787,967
Verisk Analytics Inc.
3.63%, 05/15/50 (Call 11/15/49)		1,822		1,757,264
4.00%, 06/15/25 (Call 03/15/25)		743		772,921
4.13%, 03/15/29 (Call 12/15/28)		3,078		3,281,671
5.50%, 06/15/45 (Call 12/15/44)		2,190		2,724,053
William Marsh Rice University
3.57%, 05/15/45		670		713,161
3.77%, 05/15/55		2,085		2,364,494
Yale University
Series 2020, 0.87%, 04/15/25 (Call 03/15/25)		2,202		2,133,804
Series 2020, 1.48%, 04/15/30 (Call 01/15/30)		589		543,676
Series 2020, 2.40%, 04/15/50 (Call 10/15/49)		898		786,801


				260,627,900

Computers — 0.7%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		1,602		1,510,237
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		4,483		4,267,054
0.70%, 02/08/26 (Call 01/08/26)		4,890		4,673,569
0.75%, 05/11/23		3,959		3,933,227
1.13%, 05/11/25 (Call 04/11/25)		6,211		6,065,538
1.20%, 02/08/28 (Call 12/08/27)		3,987		3,746,664
1.25%, 08/20/30 (Call 05/20/30)		8,267		7,451,130
1.40%, 08/05/28 (Call 06/05/28)		6,395		6,036,752
1.65%, 05/11/30 (Call 02/11/30)		6,028		5,637,024
1.65%, 02/08/31 (Call 11/08/30)		3,095		2,872,655
1.70%, 08/05/31 (Call 05/05/31)^(b)		10,595		9,824,532
1.80%, 09/11/24 (Call 08/11/24)		2,407		2,407,361
2.05%, 09/11/26 (Call 07/11/26)		11,382		11,361,285
2.20%, 09/11/29 (Call 06/11/29)		3,735		3,665,268
2.38%, 02/08/41 (Call 08/08/40)		2,835		2,521,931
2.40%, 05/03/23		17,771		17,989,583


Security	Par (000)		Value

Computers (continued)
2.40%, 08/20/50 (Call 02/20/50)	$	2,296	$	1,942,623
2.45%, 08/04/26 (Call 05/04/26)		9,591		9,741,483
2.50%, 02/09/25		6,067		6,174,689
2.55%, 08/20/60 (Call 02/20/60)		10,437		8,682,227
2.65%, 05/11/50 (Call 11/11/49)		6,741		6,001,243
2.65%, 02/08/51 (Call 08/08/50)		4,960		4,412,366
2.70%, 08/05/51 (Call 02/05/51)		10,294		9,202,424
2.75%, 01/13/25 (Call 11/13/24)		7,753		7,942,871
2.80%, 02/08/61 (Call 08/08/60)		2,270		1,998,281
2.85%, 05/11/24 (Call 03/11/24)		8,357		8,543,445
2.85%, 08/05/61 (Call 02/05/61)		2,000		1,776,260
2.90%, 09/12/27 (Call 06/12/27)		6,716		6,925,741
2.95%, 09/11/49 (Call 03/11/49)		7,198		6,771,662
3.00%, 02/09/24 (Call 12/09/23)		6,301		6,458,714
3.00%, 06/20/27 (Call 03/20/27)		4,560		4,745,455
3.00%, 11/13/27 (Call 08/13/27)		6,887		7,156,213
3.20%, 05/13/25		9,315		9,664,312
3.20%, 05/11/27 (Call 02/11/27)		5,192		5,440,074
3.25%, 02/23/26 (Call 11/23/25)		11,093		11,578,097
3.35%, 02/09/27 (Call 11/09/26)		8,645		9,109,064
3.45%, 05/06/24		11,035		11,433,363
3.45%, 02/09/45		7,606		7,773,332
3.75%, 09/12/47 (Call 03/12/47)		4,464		4,760,008
3.75%, 11/13/47 (Call 05/13/47)		5,477		5,857,049
3.85%, 05/04/43		11,143		11,987,417
3.85%, 08/04/46 (Call 02/04/46)		6,309		6,824,508
4.25%, 02/09/47 (Call 08/09/46)		5,216		5,994,384
4.38%, 05/13/45		5,468		6,340,802
4.45%, 05/06/44		2,382		2,781,747
4.50%, 02/23/36 (Call 08/23/35)		3,583		4,206,263
4.65%, 02/23/46 (Call 08/23/45)		11,399		13,840,552
CGI Inc.
1.45%, 09/14/26 (Call 08/14/26)^(c)		1,565		1,488,816
2.30%, 09/14/31 (Call 06/14/31)^(c)		1,643		1,517,541
Dell Inc.
6.50%, 04/15/38		1,690		1,947,505
7.10%, 04/15/28		1,720		2,007,636
Dell International LLC/EMC Corp.
3.38%, 12/15/41 (Call 06/15/41)^(c)		2,490		2,195,782
3.45%, 12/15/51 (Call 06/15/51)^(c)		5,125		4,332,931
4.00%, 07/15/24 (Call 06/15/24)		5,807		6,025,634
4.90%, 10/01/26 (Call 08/01/26)		6,574		7,125,164
5.30%, 10/01/29 (Call 07/01/29)		6,335		7,091,272
5.45%, 06/15/23 (Call 04/15/23)		3,358		3,495,544
5.85%, 07/15/25 (Call 06/15/25)		5,100		5,605,308
6.02%, 06/15/26 (Call 03/15/26)		7,859		8,789,584
6.10%, 07/15/27 (Call 05/15/27)		3,815		4,395,185
6.20%, 07/15/30 (Call 04/15/30)		3,733		4,420,096
8.10%, 07/15/36 (Call 01/15/36)		1,957		2,708,899
8.35%, 07/15/46 (Call 01/15/46)		1,965		2,990,219
DXC Technology Co.
1.80%, 09/15/26 (Call 08/15/26)		3,445		3,287,874
2.38%, 09/15/28 (Call 07/15/28)		2,450		2,326,838
Fortinet Inc.
1.00%, 03/15/26 (Call 02/15/26)		4,145		3,887,181
2.20%, 03/15/31 (Call 12/15/30)		2,124		1,953,910
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24)		3,717		3,817,582
Genpact Luxembourg SARL/Genpact USA Inc., 1.75%, 04/10/26 (Call 03/10/26)		385		372,576


Security	Par (000)		Value

Computers (continued)
Hewlett Packard Enterprise Co.
1.45%, 04/01/24 (Call 03/01/24)	$	3,676	$	3,618,875
1.75%, 04/01/26 (Call 03/01/26)		826		797,462
2.25%, 04/01/23 (Call 03/01/23)		3,853		3,876,349
4.45%, 10/02/23 (Call 09/02/23)		2,735		2,837,098
4.90%, 10/15/25 (Call 07/15/25)		4,116		4,420,337
6.20%, 10/15/35 (Call 04/15/35)		4,035		4,828,079
6.35%, 10/15/45 (Call 04/15/45)		3,582		4,275,296
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		4,650		4,410,478
2.20%, 06/17/25 (Call 05/17/25)		4,929		4,897,799
2.65%, 06/17/31 (Call 03/17/31)		5,745		5,391,797
3.00%, 06/17/27 (Call 04/17/27)		3,119		3,145,855
3.40%, 06/17/30 (Call 03/17/30)		2,438		2,460,527
6.00%, 09/15/41		1,412		1,693,186
IBM Corp., 2.72%, 02/09/32 (Call 11/09/31)		2,010		1,981,358
International Business Machines Corp.
1.70%, 05/15/27 (Call 03/15/27)		5,086		4,890,036
1.95%, 05/15/30 (Call 02/15/30)		5,240		4,919,993
2.85%, 05/15/40 (Call 11/15/39)		2,978		2,712,511
2.95%, 05/15/50 (Call 11/15/49)		3,849		3,456,556
3.00%, 05/15/24		10,549		10,795,741
3.30%, 05/15/26		9,146		9,520,437
3.30%, 01/27/27		2,860		2,979,977
3.38%, 08/01/23		5,412		5,547,354
3.45%, 02/19/26		5,793		6,043,489
3.50%, 05/15/29		9,170		9,602,090
3.63%, 02/12/24		7,473		7,729,847
4.00%, 06/20/42		4,056		4,270,319
4.15%, 05/15/39		7,539		8,064,694
4.25%, 05/15/49		7,470		8,207,812
4.70%, 02/19/46		2,344		2,739,362
5.60%, 11/30/39		3,035		3,831,202
5.88%, 11/29/32		1,874		2,349,134
6.22%, 08/01/27		1,617		1,920,204
6.50%, 01/15/28		1,965		2,379,045
7.00%, 10/30/25		2,332		2,707,382
7.13%, 12/01/96^(b)		1,350		2,219,468
Kyndryl Holdings Inc.
2.05%, 10/15/26 (Call 09/15/26)^(c)		1,720		1,622,854
2.70%, 10/15/28 (Call 08/15/28)^(c)		1,365		1,262,611
3.15%, 10/15/31 (Call 07/15/31)^(c)		3,055		2,774,032
4.10%, 10/15/41 (Call 04/15/41)^(c)		2,420		2,058,404
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		3,978		3,627,578
2.95%, 05/15/23 (Call 04/15/23)		2,079		2,104,135
3.63%, 05/15/25 (Call 04/15/25)		1,541		1,589,079
4.38%, 05/15/30 (Call 02/15/30)		1,333		1,415,966
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		5,260		5,156,115
2.38%, 06/22/27 (Call 04/22/27)		1,500		1,482,900
2.70%, 06/22/30 (Call 03/22/30)		3,837		3,714,101
3.30%, 09/29/24 (Call 07/29/24)		1,307		1,338,028
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		916		865,712
Western Digital Corp.
2.85%, 02/01/29 (Call 12/01/28)		890		847,672
3.10%, 02/01/32 (Call 11/01/31)		1,640		1,523,199
4.75%, 02/15/26 (Call 11/15/25)		8,765		9,105,783


				587,822,874


Security	Par (000)		Value

Cosmetics & Personal Care — 0.1%
Colgate-Palmolive Co. 2.10%, 05/01/23	$	764	$	769,203
3.25%, 03/15/24		952		981,474
3.70%, 08/01/47 (Call 02/01/47)		1,695		1,861,856
4.00%, 08/15/45		3,343		3,767,661
Estee Lauder Companies Inc. (The)
1.95%, 03/15/31 (Call 12/15/30)		5,410		5,088,051
2.00%, 12/01/24 (Call 11/01/24)		2,121		2,130,417
2.38%, 12/01/29 (Call 09/01/29)		3,208		3,150,994
2.60%, 04/15/30 (Call 01/15/30)		724		719,330
3.13%, 12/01/49 (Call 06/01/49)		2,252		2,197,141
3.15%, 03/15/27 (Call 12/15/26)		2,072		2,154,403
4.15%, 03/15/47 (Call 09/15/46)		1,275		1,441,184
4.38%, 06/15/45 (Call 12/15/44)		517		595,150
6.00%, 05/15/37		1,917		2,563,911
Procter & Gamble Co. (The) 0.55%, 10/29/25		8,080		7,684,322
1.00%, 04/23/26		565		542,372
1.20%, 10/29/30		6,675		6,049,553
1.90%, 02/01/27		25		24,949
1.95%, 04/23/31		1,175		1,129,962
2.30%, 02/01/32		1,025		1,017,507
2.45%, 11/03/26		3,235		3,293,651
2.70%, 02/02/26		3,234		3,331,505
2.80%, 03/25/27		2,795		2,880,527
2.85%, 08/11/27		3,815		3,949,898
3.00%, 03/25/30		6,345		6,612,949
3.10%, 08/15/23		2,867		2,935,034
3.50%, 10/25/47		355		382,126
3.55%, 03/25/40		295		315,827
3.60%, 03/25/50		527		580,190
5.80%, 08/15/34		30		39,384
Unilever Capital Corp. 0.38%, 09/14/23		525		515,020
0.63%, 08/12/24 (Call 08/12/22)		975		942,747
1.38%, 09/14/30 (Call 06/14/30)		3,146		2,815,513
1.75%, 08/12/31 (Call 05/12/31)		3,140		2,881,986
2.00%, 07/28/26		2,734		2,708,465
2.13%, 09/06/29 (Call 06/06/29)		1,814		1,745,322
2.60%, 05/05/24 (Call 03/05/24)		3,817		3,862,766
2.90%, 05/05/27 (Call 02/05/27)		4,525		4,625,319
3.10%, 07/30/25		585		601,988
3.13%, 03/22/23 (Call 02/22/23)		407		413,886
3.25%, 03/07/24 (Call 02/07/24)		3,548		3,633,081
3.38%, 03/22/25 (Call 01/22/25)		1,439		1,487,264
3.50%, 03/22/28 (Call 12/22/27)		3,569		3,763,332
5.90%, 11/15/32		3,585		4,561,769
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)		1,185		1,028,782


				103,777,771

Distribution & Wholesale — 0.0%
WW Grainger Inc. 1.85%, 02/15/25 (Call 01/15/25)		2,585		2,564,062
3.75%, 05/15/46 (Call 11/15/45)		2,301		2,391,130
4.20%, 05/15/47 (Call 11/15/46)		2,100		2,334,129
4.60%, 06/15/45 (Call 12/15/44)		3,370		3,887,497


				11,176,818


Security	Par (000)		Value

Diversified Financial Services — 0.9%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.15%, 10/29/23	$	5,440	$	5,317,491
1.65%, 10/29/24 (Call 09/29/24)		8,871		8,612,144
1.75%, 01/30/26 (Call 12/30/25)		650		616,649
2.45%, 10/29/26 (Call 09/29/26)		7,805		7,521,444
2.88%, 08/14/24 (Call 07/14/24)		3,757		3,768,572
3.00%, 10/29/28 (Call 08/29/28)		6,045		5,821,516
3.15%, 02/15/24 (Call 01/15/24)		1,080		1,091,005
3.30%, 01/30/32 (Call 10/30/31)		8,325		7,897,428
3.40%, 10/29/33 (Call 07/29/33)		4,890		4,614,400
3.50%, 01/15/25 (Call 11/15/24)		4,051		4,115,775
3.65%, 07/21/27 (Call 04/21/27)		3,582		3,641,533
3.85%, 10/29/41 (Call 04/29/41)		2,450		2,252,824
3.88%, 01/23/28 (Call 10/23/27)		2,672		2,715,848
4.13%, 07/03/23 (Call 06/03/23)		2,397		2,450,549
4.45%, 10/01/25 (Call 08/01/25)		3,504		3,646,963
4.45%, 04/03/26 (Call 02/03/26)		4,468		4,658,158
4.50%, 09/15/23 (Call 08/15/23)		842		868,607
4.63%, 10/15/27 (Call 08/15/27)		1,095		1,163,733
4.88%, 01/16/24 (Call 12/16/23)		2,377		2,472,080
6.50%, 07/15/25 (Call 06/15/25)		2,085		2,298,400
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22)		35		34,008
Affiliated Managers Group Inc.
3.30%, 06/15/30 (Call 03/15/30)		1,134		1,147,676
3.50%, 08/01/25		3,116		3,225,434
4.25%, 02/15/24		1,301		1,355,577
Air Lease Corp.
0.70%, 02/15/24 (Call 01/15/24)		906		875,903
0.80%, 08/18/24 (Call 07/18/24)		200		192,022
1.88%, 08/15/26 (Call 07/15/26)		1,135		1,079,056
2.10%, 09/01/28 (Call 07/01/28)		3,025		2,785,632
2.20%, 01/15/27 (Call 12/15/26)		5		4,799
2.30%, 02/01/25 (Call 01/01/25)		4,552		4,501,655
2.88%, 01/15/26 (Call 12/15/25)		1,009		1,006,457
2.88%, 01/15/32 (Call 10/15/31)		150		140,493
3.00%, 09/15/23 (Call 07/15/23)		1,609		1,626,425
3.00%, 02/01/30 (Call 11/01/29)		3,396		3,243,452
3.13%, 12/01/30 (Call 09/01/30)		313		300,464
3.25%, 03/01/25 (Call 01/01/25)		3,068		3,096,042
3.25%, 10/01/29 (Call 07/01/29)		3,061		2,992,617
3.38%, 07/01/25 (Call 06/01/25)		905		915,625
3.63%, 04/01/27 (Call 01/01/27)		2,618		2,669,889
3.63%, 12/01/27 (Call 09/01/27)		3,179		3,226,780
3.75%, 06/01/26 (Call 04/01/26)		3,318		3,408,051
3.88%, 07/03/23 (Call 06/03/23)		2,821		2,879,254
4.25%, 02/01/24 (Call 01/01/24)		3,289		3,397,537
4.25%, 09/15/24 (Call 06/15/24)		3,117		3,228,838
4.63%, 10/01/28 (Call 07/01/28)		3,559		3,764,105
Aircastle Ltd.
4.13%, 05/01/24 (Call 02/01/24)		2,708		2,771,151
4.25%, 06/15/26 (Call 04/15/26)		2,842		2,925,356
4.40%, 09/25/23 (Call 08/25/23)		1,430		1,465,893
5.00%, 04/01/23		1,101		1,133,347
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)		3,481		3,439,506
2.20%, 11/02/28 (Call 09/02/28)		1,355		1,270,665
3.05%, 06/05/23 (Call 05/05/23)		1,631		1,650,148
3.88%, 05/21/24 (Call 04/21/24)		4,452		4,593,440
4.63%, 03/30/25		837		881,328


Security	Par (000)		Value

Diversified Financial Services (continued)
5.13%, 09/30/24	$	3,640	$	3,861,166
5.80%, 05/01/25 (Call 04/01/25)		5,568		6,027,750
8.00%, 11/01/31		8,969		11,774,788
American Express Co.
0.75%, 11/03/23		1,720		1,693,615
1.65%, 11/04/26 (Call 10/04/26)		2,756		2,667,615
2.50%, 07/30/24 (Call 06/30/24)		5,265		5,327,706
3.00%, 10/30/24 (Call 09/29/24)		6,568		6,717,094
3.13%, 05/20/26 (Call 04/20/26)		6,509		6,686,045
3.30%, 05/03/27 (Call 04/02/27)^(c)		4,746		4,897,302
3.40%, 02/22/24 (Call 01/22/24)		6,203		6,377,366
3.63%, 12/05/24 (Call 11/04/24)		4,233		4,382,002
3.70%, 08/03/23 (Call 07/03/23)		5,822		5,978,321
4.05%, 12/03/42		4,265		4,683,524
4.20%, 11/06/25 (Call 10/06/25)		2,318		2,466,004
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27)		325		337,259
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		2,393		2,450,480
3.00%, 04/02/25 (Call 03/02/25)		1,247		1,269,446
3.70%, 10/15/24		2,649		2,759,516
4.00%, 10/15/23		4,408		4,555,712
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)		1,275		1,194,025
BGC Partners Inc.
3.75%, 10/01/24 (Call 09/01/24)		2,940		2,994,949
5.38%, 07/24/23		3,524		3,652,379
Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31)		3,060		2,810,763
Brookfield Finance Inc.
2.72%, 04/15/31 (Call 01/15/31)		2,625		2,508,397
3.50%, 03/30/51 (Call 09/30/50)		2,877		2,631,563
3.63%, 02/15/52 (Call 08/15/51)		1,060		982,811
3.90%, 01/25/28 (Call 10/25/27)		4,221		4,433,232
4.00%, 04/01/24 (Call 02/01/24)		5,014		5,184,927
4.25%, 06/02/26 (Call 03/02/26)		1,671		1,782,690
4.35%, 04/15/30 (Call 01/15/30)		3,434		3,692,512
4.70%, 09/20/47 (Call 03/20/47)		3,211		3,514,407
4.85%, 03/29/29 (Call 12/29/28)		3,949		4,351,443
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49)		1,858		1,679,799
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25), (SOFR + 0.911%)^(a)		1,360		1,351,962
Capital One Financial Corp.
1.34%, 12/06/24 (Call 12/06/23), (SOFR + 0.690%)^(a)		100		98,571
1.88%, 11/02/27 (Call 11/02/26), (SOFR + 0.855%)^(a)		3,775		3,619,130
2.36%, 07/29/32 (Call 07/29/31), (SOFR + 1.337%)^(a)		3,590		3,218,112
2.60%, 05/11/23 (Call 04/11/23)		3,651		3,685,758
2.62%, 11/02/32 (Call 11/02/31), (SOFR + 1.265%)^(a)		2,160		2,022,278
3.20%, 02/05/25 (Call 01/05/25)		4,281		4,373,170
3.30%, 10/30/24 (Call 09/30/24)		6,229		6,378,683
3.50%, 06/15/23		3,520		3,595,434
3.65%, 05/11/27 (Call 04/11/27)		4,127		4,279,658
3.75%, 04/24/24 (Call 03/24/24)		4,012		4,141,949
3.75%, 07/28/26 (Call 06/28/26)		6,143		6,382,147
3.75%, 03/09/27 (Call 02/09/27)		3,214		3,358,662


Security	Par (000)		Value

Diversified Financial Services (continued)
3.80%, 01/31/28 (Call 12/31/27)	$	5,495	$	5,730,186
3.90%, 01/29/24 (Call 12/29/23)		4,923		5,077,385
4.20%, 10/29/25 (Call 09/29/25)		5,478		5,752,886
4.25%, 04/30/25 (Call 03/31/25)		3,974		4,180,529
Cboe Global Markets Inc.
1.63%, 12/15/30 (Call 09/15/30)		5,860		5,284,196
3.65%, 01/12/27 (Call 10/12/26)		4,069		4,272,206
Charles Schwab Corp. (The)
0.75%, 03/18/24 (Call 02/18/24)		442		432,762
0.90%, 03/11/26 (Call 02/11/26)		6,557		6,215,708
1.15%, 05/13/26 (Call 04/13/26)		5,555		5,332,189
1.65%, 03/11/31 (Call 12/11/30)		3,639		3,304,248
1.95%, 12/01/31 (Call 09/01/31)		3,895		3,596,643
2.00%, 03/20/28 (Call 01/20/28)		2,032		1,973,478
2.30%, 05/13/31 (Call 02/13/31)		3,245		3,106,795
2.75%, 10/01/29 (Call 07/01/29)		2,874		2,869,200
3.00%, 03/10/25 (Call 12/10/24)		4,543		4,652,759
3.20%, 03/02/27 (Call 12/02/26)		2,402		2,491,378
3.20%, 01/25/28 (Call 10/25/27)		4,173		4,343,592
3.25%, 05/22/29 (Call 02/22/29)		2,285		2,352,385
3.30%, 04/01/27 (Call 01/01/27)		3,950		4,117,164
3.45%, 02/13/26 (Call 11/13/25)		1,633		1,705,571
3.55%, 02/01/24 (Call 01/01/24)		4,548		4,690,716
3.63%, 04/01/25 (Call 01/01/25)		1,614		1,678,705
3.75%, 04/01/24 (Call 03/02/24)		1,855		1,920,407
3.85%, 05/21/25 (Call 03/21/25)		3,416		3,588,815
4.00%, 02/01/29 (Call 11/01/28)		2,373		2,560,348
4.20%, 03/24/25 (Call 02/24/25)		3,669		3,892,846
4.63%, 03/22/30 (Call 12/22/29)		1,998		2,266,172
CI Financial Corp.
3.20%, 12/17/30 (Call 09/17/30)		616		578,812
4.10%, 06/15/51 (Call 12/15/50)		1,230		1,170,197
Citigroup Global Markets Holdings Inc./U.S, 0.75%, 06/07/24 (Call 06/07/22)		1,000		970,650
CME Group Inc.
3.00%, 03/15/25 (Call 12/15/24)		7,406		7,603,888
3.75%, 06/15/28 (Call 03/15/28)		4,639		4,967,209
4.15%, 06/15/48 (Call 12/15/47)		2,118		2,425,025
5.30%, 09/15/43 (Call 03/15/43)		2,724		3,479,474
Credit Suisse USA Inc., 7.13%, 07/15/32		3,031		4,021,682
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		2,312		2,394,793
3.95%, 11/06/24 (Call 08/06/24)		2,039		2,118,032
4.10%, 02/09/27 (Call 11/09/26)		2,389		2,504,604
4.50%, 01/30/26 (Call 11/30/25)		3,581		3,811,187
Eaton Vance Corp.
3.50%, 04/06/27 (Call 01/06/27)		3,080		3,190,326
3.63%, 06/15/23		795		812,283
Franklin Resources Inc.
2.85%, 03/30/25		1,026		1,046,274
2.94%, 10/30/30 (Call 07/30/30)		1,117		999,637
3.35%, 08/12/51 (Call 02/12/51)		2,045		1,767,494
Intercontinental Exchange Inc.
0.70%, 06/15/23		1,200		1,186,356
1.85%, 09/15/32 (Call 06/15/32)		3,813		3,409,813
2.10%, 06/15/30 (Call 03/15/30)		7,681		7,250,250
2.65%, 09/15/40 (Call 03/15/40)		2,328		2,065,704
3.00%, 06/15/50 (Call 12/15/49)		5,061		4,511,881
3.00%, 09/15/60 (Call 03/15/60)		2,219		1,901,794
3.10%, 09/15/27 (Call 06/15/27)		3,960		4,066,286


Security	Par (000)		Value

Diversified Financial Services (continued)
3.45%, 09/21/23 (Call 08/21/23)	$	2,275	$	2,331,579
3.75%, 12/01/25 (Call 09/01/25)		6,191		6,497,393
3.75%, 09/21/28 (Call 06/21/28)		2,049		2,172,903
4.00%, 10/15/23		4,930		5,102,698
4.25%, 09/21/48 (Call 03/21/48)		5,070		5,608,434
Invesco Finance PLC
3.75%, 01/15/26		778		815,173
4.00%, 01/30/24		1,519		1,567,608
5.38%, 11/30/43		999		1,191,837
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		1,255		1,338,470
Jefferies Financial Group Inc., 5.50%, 10/18/23 (Call 01/18/23)		50		51,584
Jefferies Group LLC
2.75%, 10/15/32 (Call 07/15/32)		1,360		1,256,586
6.25%, 01/15/36		2,668		3,283,881
6.45%, 06/08/27		1,563		1,831,523
6.50%, 01/20/43		1,079		1,359,702
Jefferies Group LLC/Jefferies Group Capital Finance Inc.
2.63%, 10/15/31 (Call 07/15/31)		1,660		1,543,418
4.15%, 01/23/30		2,510		2,637,759
4.85%, 01/15/27		5,503		5,996,399
Lazard Group LLC
3.63%, 03/01/27 (Call 12/01/26)		806		833,686
3.75%, 02/13/25		2,824		2,928,827
4.38%, 03/11/29 (Call 12/11/28)		2,807		2,974,718
4.50%, 09/19/28 (Call 06/19/28)		948		1,017,280
Legg Mason Inc.
4.75%, 03/15/26		1,041		1,132,702
5.63%, 01/15/44		1,805		2,250,564
Mastercard Inc.
1.90%, 03/15/31 (Call 12/15/30)		3,315		3,154,123
2.00%, 03/03/25 (Call 02/03/25)		3,678		3,688,298
2.00%, 11/18/31 (Call 08/18/31)		2,560		2,421,222
2.95%, 11/21/26 (Call 08/21/26)		2,076		2,153,705
2.95%, 06/01/29 (Call 03/01/29)		4,724		4,854,571
2.95%, 03/15/51 (Call 09/15/50)		4,155		3,945,422
3.30%, 03/26/27 (Call 01/26/27)		2,815		2,958,452
3.35%, 03/26/30 (Call 12/26/29)		3,650		3,829,507
3.38%, 04/01/24		3,595		3,717,554
3.50%, 02/26/28 (Call 11/26/27)		1,860		1,979,933
3.65%, 06/01/49 (Call 12/01/48)		3,211		3,392,839
3.80%, 11/21/46 (Call 05/21/46)		2,077		2,222,639
3.85%, 03/26/50 (Call 09/26/49)		2,784		3,023,229
3.95%, 02/26/48 (Call 08/26/47)		3,377		3,694,235
Mizuho Financial Group Inc., 2.65%, 05/22/26 (Call 05/22/25)^(a)		3,020		3,022,205
Morgan Stanley Domestic Holdings Inc.
3.80%, 08/24/27 (Call 05/24/27)		3,337		3,489,668
4.50%, 06/20/28 (Call 03/20/28)		1,252		1,352,085
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)		4,090		3,608,689
2.50%, 12/21/40 (Call 06/21/40)		445		374,272
3.25%, 04/28/50 (Call 10/28/49)		3,713		3,365,872
3.85%, 06/30/26 (Call 03/30/26)		2,996		3,137,471
4.25%, 06/01/24 (Call 03/01/24)		4,743		4,942,823
Nomura Holdings Inc.
1.65%, 07/14/26		5,100		4,844,898
1.85%, 07/16/25		1,200		1,167,636


Security	Par (000)		Value

Diversified Financial Services (continued)
2.17%, 07/14/28	$	5,895	$	5,542,420
2.33%, 01/22/27		5,025		4,852,441
2.61%, 07/14/31		2,165		2,020,226
2.65%, 01/16/25		6,545		6,565,617
2.68%, 07/16/30		1,565		1,481,601
2.71%, 01/22/29		4,590		4,425,862
3.00%, 01/22/32		3,020		2,908,320
3.10%, 01/16/30		1,730		1,700,850
ORIX Corp.
2.25%, 03/09/31		2,800		2,690,968
3.25%, 12/04/24		2,425		2,482,909
3.70%, 07/18/27		2,930		3,071,167
4.05%, 01/16/24		1,617		1,675,293
Private Export Funding Corp., Series EE, 2.80%, 05/15/22		100		100,391
Raymond James Financial Inc.
3.75%, 04/01/51 (Call 10/01/50)		2,890		2,874,914
4.65%, 04/01/30 (Call 01/01/30)		1,467		1,613,759
4.95%, 07/15/46		3,099		3,566,019
Stifel Financial Corp.
4.00%, 05/15/30 (Call 02/15/30)		1,377		1,446,924
4.25%, 07/18/24		3,820		3,978,148
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)		3,515		3,266,033
3.70%, 08/04/26 (Call 05/04/26)		4,277		4,357,793
3.95%, 12/01/27 (Call 09/01/27)		2,812		2,900,719
4.25%, 08/15/24 (Call 05/15/24)		5,270		5,453,080
4.38%, 03/19/24 (Call 02/19/24)		2,617		2,707,444
4.50%, 07/23/25 (Call 04/23/25)		2,443		2,562,072
5.15%, 03/19/29 (Call 12/19/28)		1,490		1,629,673
Visa Inc.
0.75%, 08/15/27 (Call 06/15/27)		1,134		1,050,549
1.10%, 02/15/31 (Call 11/15/30)		3,782		3,351,003
1.90%, 04/15/27 (Call 02/15/27)		3,511		3,458,686
2.00%, 08/15/50 (Call 02/15/50)		6,288		5,009,084
2.05%, 04/15/30 (Call 01/15/30)		6,287		6,067,081
2.70%, 04/15/40 (Call 10/15/39)		4,629		4,353,991
2.75%, 09/15/27 (Call 06/15/27)		2,269		2,328,357
3.15%, 12/14/25 (Call 09/14/25)		16,580		17,183,346
3.65%, 09/15/47 (Call 03/15/47)		3,837		4,066,721
4.15%, 12/14/35 (Call 06/14/35)		7,012		7,864,379
4.30%, 12/14/45 (Call 06/14/45)		10,189		11,798,760
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		1,320		1,259,689
2.75%, 03/15/31 (Call 12/15/30)		2,305		2,197,241
2.85%, 01/10/25 (Call 12/10/24)		3,779		3,827,031
4.25%, 06/09/23 (Call 05/09/23)		1,529		1,566,919
6.20%, 11/17/36		1,952		2,207,263


				768,779,601

Electric — 1.9%
AEP Texas Inc.
3.45%, 05/15/51 (Call 11/15/50)		335		307,694
3.80%, 10/01/47 (Call 04/01/47)		1,616		1,554,931
3.95%, 06/01/28 (Call 03/01/28)		1,475		1,554,134
Series G, 4.15%, 05/01/49 (Call 11/01/48)		1,881		1,920,275
Series H, 3.45%, 01/15/50 (Call 07/15/49)		2,607		2,402,116
Series I, 2.10%, 07/01/30 (Call 04/01/30)		2,620		2,419,046
AEP Transmission Co. LLC
3.10%, 12/01/26 (Call 09/01/26)		1,574		1,613,854
3.15%, 09/15/49 (Call 03/15/49)		275		247,924


Security	Par (000)		Value

Electric (continued)
3.75%, 12/01/47 (Call 06/01/47)	$	1,445	$	1,463,467
3.80%, 06/15/49 (Call 12/15/48)		1,507		1,526,712
4.00%, 12/01/46 (Call 06/01/46)		1,440		1,509,379
4.25%, 09/15/48 (Call 03/15/48)		1,512		1,640,535
Series M, 3.65%, 04/01/50 (Call 10/01/49)		625		617,950
Series N, 2.75%, 08/15/51 (Call 02/15/51)		1,139		966,419
AES Corp. (The)
1.38%, 01/15/26 (Call 12/15/25)		2,530		2,402,083
2.45%, 01/15/31 (Call 10/15/30)		570		527,541
Alabama Power Co.
3.00%, 03/15/52 (Call 09/15/51)		1,445		1,279,027
3.13%, 07/15/51 (Call 01/15/51)		2,410		2,175,145
3.45%, 10/01/49 (Call 04/01/49)		2,149		2,045,483
3.75%, 03/01/45 (Call 09/01/44)		2,693		2,671,402
3.85%, 12/01/42		1,392		1,399,197
4.15%, 08/15/44 (Call 02/15/44)		1,370		1,449,063
4.30%, 01/02/46 (Call 07/02/45)		2,537		2,722,708
6.00%, 03/01/39		409		526,547
6.13%, 05/15/38		1,115		1,440,078
Series 13-A, 3.55%, 12/01/23		374		384,498
Series 20-A, 1.45%, 09/15/30 (Call 06/15/30)		2,919		2,608,039
Series A, 4.30%, 07/15/48 (Call 01/15/48)		2,906		3,143,827
Series B, 3.70%, 12/01/47 (Call 06/01/47)		381		378,699
Ameren Corp.
1.75%, 03/15/28 (Call 01/15/28)		278		260,341
1.95%, 03/15/27 (Call 02/15/27)		1,705		1,647,252
2.50%, 09/15/24 (Call 08/15/24)		3,851		3,859,511
3.50%, 01/15/31 (Call 10/15/30)		3,629		3,711,886
3.65%, 02/15/26 (Call 11/15/25)		1,913		1,991,242
Ameren Illinois Co.
1.55%, 11/15/30 (Call 08/15/30)		867		781,748
2.90%, 06/15/51 (Call 12/15/50)		1,229		1,105,510
3.25%, 03/01/25 (Call 12/01/24)		430		441,799
3.25%, 03/15/50 (Call 09/15/49)		967		918,795
3.70%, 12/01/47 (Call 06/01/47)		2,341		2,398,284
3.80%, 05/15/28 (Call 02/15/28)		1,587		1,692,678
4.15%, 03/15/46 (Call 09/15/45)		1,591		1,741,684
4.50%, 03/15/49 (Call 09/15/48)		1,614		1,854,034
American Electric Power Co. Inc.
2.03%, 03/15/24		1,595		1,590,933
2.30%, 03/01/30 (Call 12/01/29)		2,573		2,416,330
3.20%, 11/13/27 (Call 08/13/27)^(b)		2,176		2,222,697
3.25%, 03/01/50 (Call 09/01/49)		660		582,542
3.88%, 02/15/62 (Call 11/15/26)^(a)		2,000		1,879,480
Series J, 4.30%, 12/01/28 (Call 09/01/28)		2,910		3,123,623
Series M, 0.75%, 11/01/23 (Call 03/31/22)		455		445,604
Series N, 1.00%, 11/01/25 (Call 10/01/25)		547		518,851
Appalachian Power Co.
3.40%, 06/01/25 (Call 03/01/25)		190		196,420
4.40%, 05/15/44 (Call 11/15/43)		904		952,020
4.45%, 06/01/45 (Call 12/01/44)		1,288		1,363,181
7.00%, 04/01/38		2,280		3,049,454
Series AA, 2.70%, 04/01/31 (Call 01/01/31)		107		103,372
Series X, 3.30%, 06/01/27 (Call 03/01/27)		1,714		1,776,612
Series Y, 4.50%, 03/01/49 (Call 09/01/48)		2,145		2,303,387
Series Z, 3.70%, 05/01/50 (Call 11/01/49)		770		744,113
Arizona Public Service Co.
2.20%, 12/15/31 (Call 09/15/31)		1,630		1,485,794
2.60%, 08/15/29 (Call 05/15/29)		2,330		2,263,711
2.65%, 09/15/50 (Call 03/15/50)		626		503,260


Security	Par (000)		Value

Electric (continued)
2.95%, 09/15/27 (Call 06/15/27)	$	625	$	632,669
3.15%, 05/15/25 (Call 02/15/25)		1,641		1,672,606
3.35%, 05/15/50 (Call 11/15/49)		1,597		1,439,823
3.50%, 12/01/49 (Call 06/01/49)		1,573		1,455,135
3.75%, 05/15/46 (Call 11/15/45)		1,261		1,235,969
4.20%, 08/15/48 (Call 02/15/48)		1,148		1,178,250
4.25%, 03/01/49 (Call 09/01/48)		1,335		1,394,167
4.35%, 11/15/45 (Call 05/15/45)		1,577		1,645,410
4.50%, 04/01/42 (Call 10/01/41)		1,875		2,022,000
5.05%, 09/01/41 (Call 03/01/41)		1,450		1,624,594
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)		790		760,201
4.00%, 10/15/28 (Call 07/15/28)		1,302		1,377,907
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		2,640		2,692,325
3.20%, 04/15/25 (Call 03/15/25)		3,930		4,020,115
3.80%, 06/01/29 (Call 03/01/29)		3,554		3,714,001
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47)		2,430		2,702,962
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		2,170		2,062,976
2.40%, 08/15/26 (Call 05/15/26)		563		567,144
2.90%, 06/15/50 (Call 12/15/49)		1,655		1,474,092
3.20%, 09/15/49 (Call 03/15/49)		1,790		1,674,455
3.35%, 07/01/23 (Call 04/01/23)		2,572		2,617,704
3.50%, 08/15/46 (Call 02/15/46)		1,675		1,643,594
3.75%, 08/15/47 (Call 02/15/47)		1,909		1,947,314
4.25%, 09/15/48 (Call 03/15/48)		649		713,277
6.35%, 10/01/36		830		1,116,300
Berkshire Hathaway Energy Co.
1.65%, 05/15/31 (Call 02/15/31)^(b)		1,952		1,757,756
2.85%, 05/15/51 (Call 11/15/50)		5,175		4,402,010
3.25%, 04/15/28 (Call 01/15/28)		2,307		2,389,291
3.50%, 02/01/25 (Call 11/01/24)		1,979		2,049,156
3.70%, 07/15/30 (Call 04/15/30)		3,674		3,884,006
3.75%, 11/15/23 (Call 08/15/23)		3,532		3,639,479
3.80%, 07/15/48 (Call 01/15/48)		1,781		1,782,852
4.05%, 04/15/25 (Call 03/15/25)		2,554		2,698,761
4.25%, 10/15/50 (Call 04/15/50)		2,861		3,087,191
4.45%, 01/15/49 (Call 07/15/48)		3,664		4,022,669
4.50%, 02/01/45 (Call 08/01/44)		1,969		2,150,877
5.15%, 11/15/43 (Call 05/15/43)		2,878		3,336,264
5.95%, 05/15/37		1,918		2,437,931
6.13%, 04/01/36		2,613		3,332,751
Black Hills Corp.
2.50%, 06/15/30 (Call 03/15/30)		2,420		2,278,938
3.05%, 10/15/29 (Call 07/15/29)		2,797		2,774,428
3.15%, 01/15/27 (Call 07/15/26)		1,079		1,095,930
3.88%, 10/15/49 (Call 04/15/49)		1,464		1,422,027
3.95%, 01/15/26 (Call 07/15/25)		2,194		2,296,175
4.20%, 09/15/46 (Call 03/15/46)		650		664,385
4.25%, 11/30/23 (Call 08/30/23)		2,548		2,634,785
4.35%, 05/01/33 (Call 02/01/33)		75		80,033
CenterPoint Energy Houston Electric LLC
3.00%, 03/01/32 (Call 12/01/31)		355		360,052
3.55%, 08/01/42 (Call 02/01/42)		1,575		1,582,670
3.60%, 03/01/52 (Call 09/01/51)		260		264,332
3.95%, 03/01/48 (Call 09/01/47)		2,643		2,813,421
4.50%, 04/01/44 (Call 10/01/43)		2,933		3,317,634
Series AA, 3.00%, 02/01/27 (Call 11/01/26)		705		722,237
Series AC, 4.25%, 02/01/49 (Call 08/01/48)		1,527		1,705,354


Security	Par (000)		Value

Electric (continued)
Series AD, 2.90%, 07/01/50 (Call 01/01/50)	$	2,330	$	2,089,451
Series AE, 2.35%, 04/01/31 (Call 01/01/31)		385		371,371
Series AF, 3.35%, 04/01/51 (Call 10/01/50)		305		296,558
Series K2, 6.95%, 03/15/33		125		166,175
Series Z, 2.40%, 09/01/26 (Call 06/01/26)		1,535		1,539,943
CenterPoint Energy Inc.
1.45%, 06/01/26 (Call 05/01/26)		1,043		1,002,573
2.50%, 09/01/24 (Call 08/01/24)		1,326		1,332,405
2.65%, 06/01/31 (Call 03/01/31)^(b)		1,335		1,278,169
2.95%, 03/01/30 (Call 12/01/29)		2,633		2,602,431
3.70%, 09/01/49 (Call 03/01/49)		1,300		1,276,496
4.25%, 11/01/28 (Call 08/01/28)		1,920		2,053,574
Cleco Corporate Holdings LLC
3.74%, 05/01/26 (Call 02/01/26)		3,038		3,160,462
4.97%, 05/01/46 (Call 11/01/45)		1,319		1,446,310
Cleveland Electric Illuminating Co. (The)
5.50%, 08/15/24		3,020		3,248,614
5.95%, 12/15/36		724		911,429
CMS Energy Corp.
3.00%, 05/15/26 (Call 02/15/26)		629		639,624
3.45%, 08/15/27 (Call 05/15/27)		2,059		2,139,301
3.75%, 12/01/50 (Call 09/01/30)^(a)		110		99,112
4.75%, 06/01/50 (Call 03/01/30)^(a)		806		811,666
4.88%, 03/01/44 (Call 09/01/43)		1,260		1,446,253
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		1,465		1,399,705
2.55%, 06/15/26 (Call 03/15/26)		1,135		1,146,066
3.00%, 03/01/50 (Call 09/01/49)		925		837,236
3.65%, 06/15/46 (Call 12/15/45)		2,624		2,639,508
3.70%, 08/15/28 (Call 05/15/28)		2,951		3,111,711
3.70%, 03/01/45 (Call 09/01/44)		1,735		1,747,041
3.80%, 10/01/42 (Call 04/01/42)		894		917,959
4.00%, 03/01/48 (Call 09/01/47)		2,850		3,049,956
4.00%, 03/01/49 (Call 09/01/48)		2,109		2,246,760
4.35%, 11/15/45 (Call 05/15/45)		2,006		2,190,833
4.60%, 08/15/43 (Call 02/15/43)		1,130		1,283,770
4.70%, 01/15/44 (Call 07/15/43)		1,230		1,417,932
5.90%, 03/15/36		959		1,228,537
6.45%, 01/15/38		2,130		2,854,264
Series 122, 2.95%, 08/15/27 (Call 05/15/27)		2,187		2,227,175
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		3,145		3,191,860
Series 127, 3.20%, 11/15/49 (Call 05/15/49)		1,483		1,386,783
Series 130, 3.13%, 03/15/51 (Call 09/15/50)		2,760		2,549,550
Series 131, 2.75%, 09/01/51 (Call 03/01/51)		605		524,729
Connecticut Light & Power Co. (The)
4.00%, 04/01/48 (Call 10/01/47)		3,406		3,648,609
4.30%, 04/15/44 (Call 10/15/43)		2,145		2,365,570
Series A, 0.75%, 12/01/25 (Call 11/01/25)		550		519,948
Series A, 2.05%, 07/01/31 (Call 04/01/31)		1,490		1,393,657
Series A, 3.20%, 03/15/27 (Call 12/15/26)		2,463		2,538,737
Series A, 4.15%, 06/01/45 (Call 12/01/44)		245		264,703
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)		3,000		2,859,600
3.60%, 06/15/61 (Call 12/15/60)		3,070		2,873,827
3.70%, 11/15/59 (Call 05/15/59)		2,293		2,162,918
3.80%, 05/15/28 (Call 02/15/28)		2,471		2,616,888
3.85%, 06/15/46 (Call 12/15/45)		2,654		2,636,377
3.95%, 03/01/43 (Call 09/01/42)		1,146		1,146,103
4.45%, 03/15/44 (Call 09/15/43)		913		982,808
4.50%, 12/01/45 (Call 06/01/45)		2,922		3,140,507


Security	Par (000)		Value

Electric (continued)
4.50%, 05/15/58 (Call 11/15/57)	$	2,899	$	3,158,316
4.63%, 12/01/54 (Call 06/01/54)		2,137		2,368,095
5.70%, 06/15/40		1,687		2,055,103
Series 05-A, 5.30%, 03/01/35		820		961,737
Series 06-A, 5.85%, 03/15/36		1,548		1,897,151
Series 06-B, 6.20%, 06/15/36		632		797,116
Series 07-A, 6.30%, 08/15/37		853		1,100,822
Series 08-B, 6.75%, 04/01/38		1,538		2,076,162
Series 09-C, 5.50%, 12/01/39		2,466		2,953,183
Series 12-A, 4.20%, 03/15/42		380		395,648
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		3,317		3,310,930
Series 20A, 3.35%, 04/01/30 (Call 01/01/30)		4,304		4,418,572
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)		4,009		4,112,873
Series A, 4.13%, 05/15/49 (Call 11/15/48)		2,152		2,226,007
Series B, 3.13%, 11/15/27 (Call 08/15/27)		499		509,524
Series C, 3.00%, 12/01/60 (Call 06/01/60)		1,568		1,297,740
Series C, 4.00%, 11/15/57 (Call 05/15/57)		1,243		1,246,754
Series C, 4.30%, 12/01/56 (Call 06/01/56)		2,744		2,899,640
Series D, 4.00%, 12/01/28 (Call 09/01/28)		1,777		1,905,673
Series E, 4.65%, 12/01/48 (Call 06/01/48)		2,664		2,958,532
Constellation Energy Generation LLC
3.25%, 06/01/25 (Call 05/01/25)		1,932		1,974,079
5.60%, 06/15/42 (Call 12/15/41)		1,983		2,177,433
Consumers Energy Co.
2.50%, 05/01/60 (Call 11/01/59)		1,785		1,398,280
2.65%, 08/15/52 (Call 02/15/52)		305		262,889
3.10%, 08/15/50 (Call 02/15/50)		2,402		2,264,293
3.25%, 08/15/46 (Call 02/15/46)		1,443		1,386,406
3.38%, 08/15/23 (Call 05/15/23)		2,045		2,086,922
3.50%, 08/01/51 (Call 02/01/51)		2,584		2,581,390
3.75%, 02/15/50 (Call 08/15/49)		1,511		1,564,807
3.80%, 11/15/28 (Call 08/15/28)		676		722,759
3.95%, 05/15/43 (Call 11/15/42)		966		1,028,152
3.95%, 07/15/47 (Call 01/15/47)		1,813		1,917,646
4.05%, 05/15/48 (Call 11/15/47)		1,997		2,154,603
4.35%, 04/15/49 (Call 10/15/48)		1,984		2,245,352
Dayton Power & Light Co. (The), 3.95%, 06/15/49 (Call 12/15/48)		2,525		2,616,632
Delmarva Power & Light Co.
3.50%, 11/15/23 (Call 08/15/23)		1,310		1,342,920
4.15%, 05/15/45 (Call 11/15/44)		2,231		2,365,262
Dominion Energy Inc.
3.07%, 08/15/24^(e)		2,933		2,988,434
3.90%, 10/01/25 (Call 07/01/25)		1,223		1,277,595
4.25%, 06/01/28 (Call 03/01/28)		3,687		3,949,994
4.70%, 12/01/44 (Call 06/01/44)		2,075		2,335,371
5.75%, 10/01/54 (Call 10/01/24), (3 mo. LIBOR US + 3.057%)^(a)		1,499		1,531,768
7.00%, 06/15/38		1,920		2,617,478
Series A, 1.45%, 04/15/26 (Call 03/15/26)		1,790		1,719,456
Series A, 3.30%, 03/15/25 (Call 02/15/25)		765		782,327
Series A, 4.60%, 03/15/49 (Call 09/15/48)		565		627,427
Series B, 3.30%, 04/15/41 (Call 10/15/40)		2,040		1,906,319
Series B, 3.60%, 03/15/27 (Call 01/15/27)		1,105		1,153,863
Series B, 5.95%, 06/15/35		2,052		2,514,336
Series C, 2.25%, 08/15/31 (Call 05/15/31)		1,090		1,009,689
Series C, 3.38%, 04/01/30 (Call 01/01/30)		4,214		4,274,934
Series C, 4.05%, 09/15/42 (Call 03/15/42)		1,390		1,415,201
Series C, 4.90%, 08/01/41 (Call 02/01/41)		1,515		1,708,026
Series D, 2.85%, 08/15/26 (Call 05/15/26)		1,293		1,309,111


Security	Par (000)		Value

Electric (continued)
Series E, 6.30%, 03/15/33	$	875	$	1,085,613
Series F, 5.25%, 08/01/33		2,005		2,324,276
Dominion Energy South Carolina Inc.
4.60%, 06/15/43 (Call 12/15/42)		1,525		1,703,074
5.10%, 06/01/65 (Call 12/01/64)		2,375		2,960,699
5.30%, 05/15/33		220		264,268
5.45%, 02/01/41 (Call 08/01/40)		1,615		1,983,252
6.05%, 01/15/38		1,715		2,218,558
6.63%, 02/01/32		315		406,615
Series A, 2.30%, 12/01/31 (Call 09/01/31)		2,000		1,907,760
DTE Electric Co.
2.25%, 03/01/30 (Call 12/01/29)		2,037		1,964,177
2.95%, 03/01/50 (Call 09/01/49)		695		636,321
3.38%, 03/01/25 (Call 12/01/24)		1,107		1,142,214
3.65%, 03/15/24 (Call 12/15/23)		1,385		1,427,589
3.65%, 03/01/52 (Call 09/01/51)		935		970,362
3.70%, 03/15/45 (Call 09/15/44)		2,355		2,404,055
3.70%, 06/01/46 (Call 12/01/45)		1,160		1,194,591
3.75%, 08/15/47 (Call 02/15/47)		1,742		1,793,337
3.95%, 03/01/49 (Call 09/01/48)		2,099		2,235,435
4.30%, 07/01/44 (Call 01/01/44)		1,661		1,830,140
Series A, 1.90%, 04/01/28 (Call 02/01/28)		2,160		2,075,846
Series A, 3.00%, 03/01/32 (Call 12/01/31)		1,810		1,837,204
Series A, 4.00%, 04/01/43 (Call 10/01/42)		252		268,942
Series A, 4.05%, 05/15/48 (Call 11/15/47)		1,701		1,834,699
Series B, 3.25%, 04/01/51 (Call 10/01/50)		2,086		1,991,671
Series C, 2.63%, 03/01/31 (Call 12/01/30)		2,067		2,037,628
DTE Energy Co.
2.85%, 10/01/26 (Call 07/01/26)		3,619		3,654,575
2.95%, 03/01/30 (Call 12/01/29)		2,313		2,273,124
Series C, 2.53%, 10/01/24		1,469		1,477,491
Series C, 3.40%, 06/15/29 (Call 03/15/29)		2,805		2,866,373
Series F, 1.05%, 06/01/25 (Call 05/01/25)		3,255		3,111,454
Duke Energy Carolinas LLC
2.45%, 08/15/29 (Call 05/15/29)		3,084		3,017,386
2.45%, 02/01/30 (Call 11/01/29)		2,395		2,322,910
2.50%, 03/15/23 (Call 01/15/23)		1,359		1,371,843
2.55%, 04/15/31 (Call 01/15/31)		2,400		2,335,608
2.95%, 12/01/26 (Call 09/01/26)		3,530		3,646,666
3.05%, 03/15/23 (Call 02/15/23)		441		446,931
3.20%, 08/15/49 (Call 02/15/49)		1,215		1,140,788
3.45%, 04/15/51 (Call 10/15/50)^(b)		2,175		2,137,068
3.70%, 12/01/47 (Call 06/01/47)		3,007		3,026,395
3.75%, 06/01/45 (Call 12/01/44)		2,133		2,136,242
3.88%, 03/15/46 (Call 09/15/45)		2,370		2,447,357
3.95%, 11/15/28 (Call 08/15/28)		1,961		2,110,114
3.95%, 03/15/48 (Call 09/15/47)		1,240		1,290,976
4.00%, 09/30/42 (Call 03/30/42)		939		983,781
4.25%, 12/15/41 (Call 06/15/41)		984		1,055,379
5.30%, 02/15/40		1,025		1,241,172
6.00%, 01/15/38		771		986,209
6.05%, 04/15/38		1,440		1,860,408
6.10%, 06/01/37		2,892		3,662,978
6.45%, 10/15/32		910		1,146,882
Series A, 6.00%, 12/01/28		1,577		1,865,086
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		3,176		3,014,754
2.45%, 06/01/30 (Call 03/01/30)		653		617,856
2.55%, 06/15/31 (Call 03/15/31)		145		135,907
2.65%, 09/01/26 (Call 06/01/26)		1,969		1,979,869


Security	Par (000)		Value

Electric (continued)
3.15%, 08/15/27 (Call 05/15/27)	$	3,413	$	3,485,970
3.25%, 01/15/82 (Call 01/15/27)^(a)		2,608		2,387,520
3.30%, 06/15/41 (Call 12/15/40)		3,923		3,609,866
3.40%, 06/15/29 (Call 03/15/29)		2,342		2,384,156
3.50%, 06/15/51 (Call 12/15/50)		250		229,600
3.75%, 04/15/24 (Call 01/15/24)		3,728		3,848,303
3.75%, 09/01/46 (Call 03/01/46)		3,837		3,664,450
3.95%, 10/15/23 (Call 07/15/23)		1,959		2,011,403
3.95%, 08/15/47 (Call 02/15/47)		2,495		2,452,760
4.20%, 06/15/49 (Call 12/15/48)		2,520		2,593,004
4.80%, 12/15/45 (Call 06/15/45)		2,589		2,865,997
Duke Energy Florida LLC
1.75%, 06/15/30 (Call 03/15/30)		2,780		2,554,876
2.40%, 12/15/31 (Call 09/15/31)		3,640		3,487,411
2.50%, 12/01/29 (Call 09/01/29)		2,483		2,430,559
3.00%, 12/15/51 (Call 06/15/51)		1,675		1,513,999
3.20%, 01/15/27 (Call 10/15/26)		3,347		3,458,823
3.40%, 10/01/46 (Call 04/01/46)		2,523		2,419,935
3.80%, 07/15/28 (Call 04/15/28)		2,210		2,335,108
3.85%, 11/15/42 (Call 05/15/42)		1,526		1,565,188
4.20%, 07/15/48 (Call 01/15/48)		1,645		1,797,755
5.65%, 04/01/40^(b)		1,421		1,755,930
6.35%, 09/15/37		856		1,136,331
6.40%, 06/15/38		2,989		3,994,171
Duke Energy Florida Project Finance LLC, Series 2026, 2.54%, 09/01/31		1,051		1,055,803
Duke Energy Indiana LLC
2.75%, 04/01/50 (Call 10/01/49)		1,610		1,373,233
3.75%, 05/15/46 (Call 11/15/45)		979		996,994
6.12%, 10/15/35		839		1,037,608
6.35%, 08/15/38		703		908,417
6.45%, 04/01/39		1,993		2,629,205
Series WWW, 4.90%, 07/15/43 (Call 01/15/43)		614		694,440
Series YYY, 3.25%, 10/01/49 (Call 04/01/49)		2,685		2,473,422
Duke Energy Ohio Inc.
2.13%, 06/01/30 (Call 03/01/30)		3,613		3,389,500
3.65%, 02/01/29 (Call 11/01/28)		1,891		1,974,072
3.70%, 06/15/46 (Call 12/15/45)		1,622		1,618,870
3.80%, 09/01/23 (Call 06/01/23)		1,604		1,642,881
4.30%, 02/01/49 (Call 08/01/48)		962		1,056,084
Duke Energy Progress LLC
2.00%, 08/15/31 (Call 05/15/31)		1,280		1,192,218
2.50%, 08/15/50 (Call 02/15/50)		1,705		1,413,735
2.90%, 08/15/51 (Call 02/15/51)		908		817,618
3.25%, 08/15/25 (Call 05/15/25)		1,662		1,715,167
3.38%, 09/01/23 (Call 08/01/23)		1,006		1,030,275
3.45%, 03/15/29 (Call 12/15/28)		2,710		2,810,758
3.60%, 09/15/47 (Call 03/15/47)		2,796		2,769,410
3.70%, 09/01/28 (Call 06/01/28)		2,537		2,677,905
3.70%, 10/15/46 (Call 04/15/46)		2,449		2,460,388
4.10%, 05/15/42 (Call 11/15/41)		640		674,035
4.10%, 03/15/43 (Call 09/15/42)		1,354		1,427,901
4.15%, 12/01/44 (Call 06/01/44)		2,469		2,621,930
4.20%, 08/15/45 (Call 02/15/45)		3,001		3,216,772
4.38%, 03/30/44 (Call 09/30/43)		2,427		2,676,884
6.30%, 04/01/38		1,405		1,830,153
Edison International
2.95%, 03/15/23 (Call 01/15/23)		786		791,651
3.55%, 11/15/24 (Call 10/15/24)		1,673		1,711,747
4.13%, 03/15/28 (Call 12/15/27)		2,625		2,702,306


Security	Par (000)		Value

Electric (continued)
4.95%, 04/15/25 (Call 03/15/25)	$	1,760	$	1,862,802
5.75%, 06/15/27 (Call 04/15/27)		2,913		3,234,071
El Paso Electric Co.
5.00%, 12/01/44 (Call 06/01/44)		2,037		2,285,433
6.00%, 05/15/35		564		703,466
Emera U.S. Finance LP 0.83%, 06/15/24		2,590		2,489,948
2.64%, 06/15/31 (Call 03/15/31)		1,575		1,471,255
3.55%, 06/15/26 (Call 03/15/26)		5,833		6,019,423
4.75%, 06/15/46 (Call 12/15/45)		3,011		3,210,659
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		3,533		3,639,838
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		2,597		2,770,272
Enel Generacion Chile SA, 4.25%, 04/15/24 (Call 01/15/24)		1,275		1,294,737
Entergy Arkansas LLC
2.65%, 06/15/51 (Call 12/15/50)		938		787,573
3.35%, 06/15/52 (Call 12/15/51)		2,720		2,567,626
3.50%, 04/01/26 (Call 01/01/26)		2,722		2,829,165
3.70%, 06/01/24 (Call 03/01/24)		315		325,071
4.00%, 06/01/28 (Call 03/01/28)		350		371,480
4.20%, 04/01/49 (Call 10/01/48)		1,694		1,841,412
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		1,823		1,723,975
1.90%, 06/15/28 (Call 04/15/28)		1,790		1,678,376
2.40%, 06/15/31 (Call 03/05/31)		3,260		3,023,226
2.80%, 06/15/30 (Call 03/15/30)		2,292		2,217,808
2.95%, 09/01/26 (Call 06/01/26)		3,437		3,480,856
3.75%, 06/15/50 (Call 12/15/49)		2,059		1,995,521
Entergy Gulf States Louisiana LLC, 5.59%, 10/01/24		102		109,855
Entergy Louisiana LLC
0.62%, 11/17/23 (Call 03/31/22)		575		564,161
0.95%, 10/01/24 (Call 10/01/22)		480		466,570
1.60%, 12/15/30 (Call 09/15/30)		2,548		2,291,671
2.35%, 06/15/32 (Call 03/15/32)		100		94,503
2.40%, 10/01/26 (Call 07/01/26)		3,536		3,508,242
2.90%, 03/15/51 (Call 09/15/50)		2,755		2,443,960
3.05%, 06/01/31 (Call 03/01/31)		2,319		2,331,012
3.10%, 06/15/41 (Call 12/15/40)		100		94,801
3.12%, 09/01/27 (Call 06/01/27)		1,855		1,899,372
3.25%, 04/01/28 (Call 01/01/28)		1,977		2,028,303
4.00%, 03/15/33 (Call 12/15/32)		2,537		2,734,861
4.05%, 09/01/23 (Call 06/01/23)		1,114		1,143,588
4.20%, 09/01/48 (Call 03/01/48)		2,876		3,091,355
4.20%, 04/01/50 (Call 10/01/49)		3,121		3,380,730
4.95%, 01/15/45 (Call 01/15/25)		610		641,952
5.40%, 11/01/24		191		206,836
Entergy Mississippi LLC
2.85%, 06/01/28 (Call 03/01/28)		3,383		3,391,390
3.50%, 06/01/51 (Call 03/01/51)		400		390,328
3.85%, 06/01/49 (Call 12/01/48)		2,874		2,975,021
Entergy Texas Inc.
1.75%, 03/15/31 (Call 12/15/30)		719		648,222
3.55%, 09/30/49 (Call 03/30/49)		1,585		1,504,799
4.00%, 03/30/29 (Call 12/30/28)		532		567,032
4.50%, 03/30/39 (Call 09/30/38)		175		189,114
Evergy Inc.
2.45%, 09/15/24 (Call 08/15/24)		3,279		3,275,983
2.90%, 09/15/29 (Call 06/15/29)		2,670		2,636,865
Evergy Kansas Central Inc.
2.55%, 07/01/26 (Call 04/01/26)		1,370		1,381,618


Security	Par (000)		Value

Electric (continued)
3.10%, 04/01/27 (Call 01/01/27)	$	1,780	$	1,832,937
3.25%, 09/01/49 (Call 03/01/49)		1,088		1,010,850
3.45%, 04/15/50 (Call 10/15/49)		1,410		1,355,137
4.10%, 04/01/43 (Call 10/01/42)		1,350		1,426,450
4.13%, 03/01/42 (Call 09/01/41)		1,207		1,271,321
4.25%, 12/01/45 (Call 06/01/45)		1,259		1,343,894
Evergy Metro Inc.
3.15%, 03/15/23 (Call 12/15/22)		226		228,174
3.65%, 08/15/25 (Call 05/15/25)		1,360		1,412,455
4.20%, 06/15/47 (Call 12/15/46)		1,330		1,448,051
4.20%, 03/15/48 (Call 09/15/47)		1,554		1,683,635
5.30%, 10/01/41 (Call 04/01/41)		1,691		2,055,969
Series 2019, 4.13%, 04/01/49 (Call 10/01/48)		1,733		1,863,928
Series 2020, 2.25%, 06/01/30 (Call 03/01/30)		1,023		980,893
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		3,045		2,898,779
2.80%, 05/01/23 (Call 02/01/23)		1,483		1,496,362
2.90%, 03/01/27 (Call 02/01/27)		1,810		1,822,000
3.38%, 03/01/32 (Call 12/01/31)		1,810		1,833,421
3.45%, 01/15/50 (Call 07/15/49)		2,270		2,129,941
Series H, 3.15%, 01/15/25 (Call 10/15/24)		1,556		1,586,280
Series L, 2.90%, 10/01/24 (Call 08/01/24)		2,696		2,735,658
Series M, 3.30%, 01/15/28 (Call 10/15/27)		551		561,205
Series N, 3.80%, 12/01/23 (Call 11/01/23)		2,364		2,429,932
Series O, 4.25%, 04/01/29 (Call 01/01/29)		1,912		2,052,781
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		2,936		2,772,700
Series R, 1.65%, 08/15/30 (Call 05/15/30)		2,241		1,988,798
Series U, 1.40%, 08/15/26 (Call 07/15/26)		1,290		1,228,119
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		2,662		2,747,557
3.95%, 06/15/25 (Call 03/15/25)		3,683		3,831,351
4.05%, 04/15/30 (Call 01/15/30)		4,715		5,000,022
4.45%, 04/15/46 (Call 10/15/45)		1,868		2,026,948
4.70%, 04/15/50 (Call 10/15/49)		2,907		3,296,218
4.95%, 06/15/35 (Call 12/15/34)		2,354		2,635,327
5.10%, 06/15/45 (Call 12/15/44)		2,030		2,357,886
5.63%, 06/15/35		2,184		2,595,466
Exelon Generation Co. LLC
5.75%, 10/01/41 (Call 04/01/41)		3,056		3,451,630
6.25%, 10/01/39		807		940,559
Florida Power & Light Co.
2.45%, 02/03/32 (Call 11/03/31)		330		320,724
2.75%, 06/01/23 (Call 12/01/22)		1,198		1,209,273
2.85%, 04/01/25 (Call 03/01/25)		4,930		5,034,072
2.88%, 12/04/51 (Call 06/04/51)		5,420		4,935,398
3.13%, 12/01/25 (Call 06/01/25)		1,818		1,872,994
3.15%, 10/01/49 (Call 04/01/49)		2,999		2,865,065
3.25%, 06/01/24 (Call 12/01/23)		2,516		2,579,428
3.70%, 12/01/47 (Call 06/01/47)		3,550		3,666,972
3.80%, 12/15/42 (Call 06/15/42)		1,228		1,279,232
3.95%, 03/01/48 (Call 09/01/47)		4,062		4,396,221
3.99%, 03/01/49 (Call 09/01/48)		3,080		3,338,905
4.05%, 06/01/42 (Call 12/01/41)		2,310		2,466,641
4.05%, 10/01/44 (Call 04/01/44)		2,413		2,621,700
4.13%, 02/01/42 (Call 08/01/41)		1,673		1,810,454
4.13%, 06/01/48 (Call 12/01/47)		2,061		2,292,574
4.95%, 06/01/35		354		415,433
5.25%, 02/01/41 (Call 08/01/40)		2,605		3,178,230
5.63%, 04/01/34		320		399,008
5.65%, 02/01/37		2,632		3,317,004


Security	Par (000)		Value

Electric (continued)
5.69%, 03/01/40	$	1,004	$	1,295,110
5.95%, 02/01/38		1,633		2,109,607
5.96%, 04/01/39		575		753,451
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		6,237		6,297,062
Georgia Power Co. 3.25%, 04/01/26 (Call 01/01/26)		295		302,974
3.25%, 03/30/27 (Call 12/30/26)		715		730,165
4.30%, 03/15/42		4,503		4,701,537
4.30%, 03/15/43		1,452		1,495,328
Series 10-C, 4.75%, 09/01/40		2,229		2,425,263
Series A, 2.10%, 07/30/23		1,661		1,668,076
Series A, 2.20%, 09/15/24 (Call 08/15/24)		2,052		2,046,829
Series A, 3.25%, 03/15/51 (Call 09/15/50)		355		317,413
Series B, 2.65%, 09/15/29 (Call 06/15/29)		1,267		1,232,525
Series B, 3.70%, 01/30/50 (Call 07/30/49)		1,548		1,472,086
Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27)		1,586		1,641,415
Iberdrola International BV 5.81%, 03/15/25		165		182,295
6.75%, 07/15/36		1,532		2,094,734
Idaho Power Co., Series K, 4.20%, 03/01/48 (Call 09/01/47)		246		274,231
Indiana Michigan Power Co. 3.25%, 05/01/51 (Call 11/01/50)		2,645		2,436,918
3.85%, 05/15/28 (Call 02/15/28)		1,587		1,670,000
4.25%, 08/15/48 (Call 02/15/48)		1,460		1,570,726
6.05%, 03/15/37		215		276,011
Series K, 4.55%, 03/15/46 (Call 09/15/45)		2,058		2,276,724
Series L, 3.75%, 07/01/47 (Call 01/01/47)		1,938		1,904,647
Interstate Power & Light Co. 2.30%, 06/01/30 (Call 03/01/30)		552		525,145
3.10%, 11/30/51 (Call 05/30/51)		1,080		972,961
3.25%, 12/01/24 (Call 09/01/24)		2,945		3,012,853
3.50%, 09/30/49 (Call 03/30/49)		1,159		1,127,672
3.60%, 04/01/29 (Call 01/01/29)		592		614,324
3.70%, 09/15/46 (Call 03/15/46)		2,303		2,374,992
4.10%, 09/26/28 (Call 06/26/28)		2,597		2,776,686
6.25%, 07/15/39		570		759,058
IPALCO Enterprises Inc. 3.70%, 09/01/24 (Call 07/01/24)		1,393		1,431,990
4.25%, 05/01/30 (Call 02/01/30)		3,080		3,204,555
ITC Holdings Corp. 3.25%, 06/30/26 (Call 03/30/26)		1,565		1,606,739
3.35%, 11/15/27 (Call 08/15/27)		1,460		1,505,435
3.65%, 06/15/24 (Call 03/15/24)		1,202		1,233,108
5.30%, 07/01/43 (Call 01/01/43)		1,826		2,217,257
John Sevier Combined Cycle Generation LLC, 4.63%, 01/15/42		168		193,698
Kentucky Utilities Co. 3.30%, 06/01/50 (Call 12/01/49)		1,760		1,650,194
4.38%, 10/01/45 (Call 04/01/45)		1,811		1,966,148
5.13%, 11/01/40 (Call 05/01/40)		3,044		3,572,225
Louisville Gas & Electric Co.
4.25%, 04/01/49 (Call 10/01/48)		610		663,338
Series 25, 3.30%, 10/01/25 (Call 07/01/25)		1,177		1,213,004
MidAmerican Energy Co. 2.70%, 08/01/52 (Call 02/01/52)		2,270		1,962,279
3.10%, 05/01/27 (Call 02/01/27)		1,910		1,976,181
3.15%, 04/15/50 (Call 10/15/49)		1,602		1,513,714
3.50%, 10/15/24 (Call 07/15/24)		4,446		4,613,081


Security	Par (000)		Value

Electric (continued)
3.65%, 04/15/29 (Call 01/15/29)	$	4,650	$	4,952,622
3.65%, 08/01/48 (Call 02/01/48)		3,223		3,271,571
3.95%, 08/01/47 (Call 02/01/47)		2,473		2,625,930
4.25%, 05/01/46 (Call 11/01/45)		2,450		2,711,856
4.25%, 07/15/49 (Call 01/15/49)		3,774		4,201,255
4.40%, 10/15/44 (Call 04/15/44)		1,302		1,449,230
4.80%, 09/15/43 (Call 03/15/43)		702		811,119
5.75%, 11/01/35		180		226,575
5.80%, 10/15/36^(b)		1,629		2,069,074
6.75%, 12/30/31		945		1,242,580
Mississippi Power Co.
3.95%, 03/30/28 (Call 12/30/27)		3,615		3,818,778
Series 12-A, 4.25%, 03/15/42		2,363		2,455,535
Series B, 3.10%, 07/30/51 (Call 01/30/51)		2,414		2,144,694
National Grid USA, 5.80%, 04/01/35		1,175		1,387,287
National Rural Utilities Cooperative Finance Corp.
0.35%, 02/08/24		309		300,113
1.00%, 06/15/26 (Call 05/15/26)		967		914,066
1.35%, 03/15/31 (Call 12/15/30)		909		794,693
1.65%, 06/15/31 (Call 03/15/31)		1,175		1,050,450
1.88%, 02/07/25		1,000		992,230
2.40%, 03/15/30 (Call 12/15/29)		2,185		2,105,226
2.75%, 04/15/32 (Call 01/15/32)		1,110		1,088,921
2.85%, 01/27/25 (Call 10/27/24)		1,612		1,642,386
2.95%, 02/07/24 (Call 12/07/23)		3,816		3,883,963
3.05%, 04/25/27 (Call 01/25/27)		1,616		1,653,233
3.25%, 11/01/25 (Call 08/01/25)		2,375		2,445,632
3.40%, 11/15/23 (Call 08/15/23)		534		546,229
3.40%, 02/07/28 (Call 11/07/27)		2,360		2,437,078
3.70%, 03/15/29 (Call 12/15/28)		2,690		2,825,307
3.90%, 11/01/28 (Call 08/01/28)		1,155		1,231,449
4.02%, 11/01/32 (Call 05/01/32)		2,194		2,363,794
4.30%, 03/15/49 (Call 09/15/48)		2,099		2,349,914
4.40%, 11/01/48 (Call 05/01/48)		1,455		1,615,181
4.75%, 04/30/43 (Call 04/30/23), (3 mo. LIBOR US + 2.910%)^(a)		1,602		1,574,077
5.25%, 04/20/46 (Call 04/20/26), (3 mo. LIBOR US + 3.630%)^(a)		558		576,699
Series C, 8.00%, 03/01/32		1,043		1,467,303
Series D, 1.00%, 10/18/24		1,135		1,105,240
Nevada Power Co.
Series CC, 3.70%, 05/01/29 (Call 02/01/29)		2,399		2,524,995
Series DD, 2.40%, 05/01/30 (Call 02/01/30)		2,510		2,423,781
Series EE, 3.13%, 08/01/50 (Call 02/01/50)		1,225		1,106,641
Series N, 6.65%, 04/01/36		645		867,061
Series R, 6.75%, 07/01/37		1,420		1,927,508
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)		5,340		5,170,295
1.90%, 06/15/28 (Call 04/15/28)		3,005		2,856,733
2.25%, 06/01/30 (Call 03/01/30)		2,210		2,055,123
2.44%, 01/15/32 (Call 10/15/31)		2,953		2,765,662
2.75%, 11/01/29 (Call 08/01/29)		3,537		3,469,019
3.00%, 01/15/52 (Call 07/15/51)		2,640		2,282,122
3.50%, 04/01/29 (Call 01/01/29)		4,249		4,374,558
3.55%, 05/01/27 (Call 02/01/27)		4,835		5,030,189
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)^(a)		2,790		2,764,695
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)^(a)		136		143,679


Security	Par (000)		Value

Electric (continued)
Northern States Power Co./MN
2.25%, 04/01/31 (Call 10/01/30)	$	1,215	$	1,161,698
2.60%, 05/15/23 (Call 11/15/22)		1,437		1,446,743
2.60%, 06/01/51 (Call 12/01/50)		1,520		1,301,181
2.90%, 03/01/50 (Call 09/01/49)		2,584		2,341,853
3.20%, 04/01/52 (Call 10/01/51)		1,445		1,395,408
3.40%, 08/15/42 (Call 02/15/42)		1,018		1,005,489
3.60%, 05/15/46 (Call 11/15/45)		796		800,521
3.60%, 09/15/47 (Call 03/15/47)		2,008		2,026,112
4.00%, 08/15/45 (Call 02/15/45)		1,897		2,026,091
4.13%, 05/15/44 (Call 11/15/43)		1,300		1,401,543
5.35%, 11/01/39		790		986,394
6.20%, 07/01/37		963		1,286,972
6.25%, 06/01/36		1,110		1,465,255
NorthWestern Corp.,
4.18%, 11/15/44 (Call 05/15/44)		405		443,179
NSTAR Electric Co.
1.95%, 08/15/31 (Call 05/15/31)		851		788,443
3.10%, 06/01/51 (Call 12/01/50)		335		312,578
3.20%, 05/15/27 (Call 02/15/27)		2,286		2,358,786
3.25%, 05/15/29 (Call 02/15/29)		1,952		2,007,983
3.95%, 04/01/30 (Call 01/01/30)		2,771		2,981,014
4.40%, 03/01/44 (Call 09/01/43)		1,450		1,607,194
5.50%, 03/15/40		180		224,861
OGE Energy Corp.,
0.70%, 05/26/23 (Call 03/31/22)		400		394,572
Oglethorpe Power Corp.
3.75%, 08/01/50 (Call 02/01/50)		1,560		1,534,650
5.05%, 10/01/48 (Call 04/01/48)		1,830		2,102,048
5.25%, 09/01/50		867		1,006,266
5.38%, 11/01/40		1,640		1,937,857
5.95%, 11/01/39		1,816		2,245,048
Ohio Edison Co., 6.88%, 07/15/36		1,070		1,443,302
Ohio Power Co.
4.00%, 06/01/49 (Call 12/01/48)		2,092		2,173,546
4.15%, 04/01/48 (Call 10/01/47)		1,587		1,658,986
Series P, 2.60%, 04/01/30 (Call 01/01/30)		1,958		1,907,523
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		3,426		3,051,949
Series R, 2.90%, 10/01/51 (Call 04/01/51)		950		813,371
Oklahoma Gas & Electric Co.
0.55%, 05/26/23 (Call 03/31/22)		60		59,174
3.25%, 04/01/30 (Call 10/01/29)		1,571		1,597,189
3.30%, 03/15/30 (Call 09/15/29)		1,346		1,374,508
3.80%, 08/15/28 (Call 02/15/28)		1,182		1,240,994
3.85%, 08/15/47 (Call 02/15/47)		1,460		1,547,702
4.15%, 04/01/47 (Call 10/01/46)		1,835		1,967,157
Oncor Electric Delivery Co. LLC
0.55%, 10/01/25 (Call 09/01/25)		4,450		4,178,372
2.70%, 11/15/51 (Call 05/15/51)^(c)		1,720		1,485,220
2.75%, 06/01/24 (Call 05/01/24)		4,300		4,366,736
2.75%, 05/15/30 (Call 02/15/30)		1,424		1,418,802
2.75%, 05/15/30 (Call 02/15/30)^(c)		35		34,872
2.95%, 04/01/25 (Call 01/01/25)		871		888,411
3.10%, 09/15/49 (Call 03/15/49)		1,595		1,486,428
3.70%, 11/15/28 (Call 08/15/28)		3,068		3,261,928
3.70%, 05/15/50 (Call 11/15/49)		1,796		1,842,049
3.75%, 04/01/45 (Call 10/01/44)		2,306		2,359,476
3.80%, 09/30/47 (Call 03/30/47)		1,482		1,535,471
3.80%, 06/01/49 (Call 12/01/48)		2,328		2,435,484
4.10%, 11/15/48 (Call 05/15/48)		1,420		1,549,575
4.55%, 12/01/41 (Call 06/01/41)		1,066		1,202,746
5.25%, 09/30/40		912		1,110,624


Security	Par (000)		Value

Electric (continued)
5.30%, 06/01/42 (Call 12/01/41)	$	1,633	$	2,012,591
5.75%, 03/15/29 (Call 12/15/28)		529		622,284
7.00%, 05/01/32		682		905,498
7.25%, 01/15/33		857		1,171,725
7.50%, 09/01/38		1,259		1,841,313
Series WI, 5.35%, 10/01/52 (Call 04/01/52)		15		19,756
Pacific Gas and Electric Co.
1.70%, 11/15/23 (Call 11/15/22)		180		177,271
2.10%, 08/01/27 (Call 06/01/27)		4,635		4,305,173
2.50%, 02/01/31 (Call 11/01/30)		7,193		6,401,626
2.95%, 03/01/26 (Call 12/01/25)		2,349		2,304,792
3.00%, 06/15/28 (Call 04/15/28)		3,175		3,058,160
3.15%, 01/01/26		2,393		2,383,334
3.25%, 06/15/23 (Call 03/15/23)		8,135		8,192,026
3.25%, 06/01/31 (Call 03/01/31)		1,980		1,859,992
3.30%, 03/15/27 (Call 12/15/26)		1,394		1,386,040
3.30%, 12/01/27 (Call 09/01/27)		1,929		1,898,657
3.30%, 08/01/40 (Call 02/01/40)		3,492		2,929,893
3.40%, 08/15/24 (Call 05/15/24)		100		100,869
3.45%, 07/01/25		1,507		1,517,172
3.50%, 06/15/25 (Call 03/15/25)		495		500,094
3.50%, 08/01/50 (Call 02/01/50)		7,073		5,824,262
3.75%, 02/15/24 (Call 11/15/23)		50		50,795
3.75%, 07/01/28		3,774		3,756,224
3.75%, 08/15/42 (Call 02/15/42)		408		347,012
3.85%, 11/15/23 (Call 08/15/23)		2,205		2,238,803
3.95%, 12/01/47 (Call 06/01/47)		2,738		2,379,048
4.00%, 12/01/46 (Call 06/01/46)^(b)		2,904		2,525,406
4.20%, 03/01/29 (Call 01/01/29)^(b)		1,435		1,469,009
4.20%, 06/01/41 (Call 12/01/40)		3,012		2,763,390
4.25%, 08/01/23 (Call 07/01/23)		9,812		10,015,599
4.25%, 03/15/46 (Call 09/15/45)		2,092		1,883,323
4.30%, 03/15/45 (Call 09/15/44)		2,039		1,837,995
4.40%, 03/01/32 (Call 12/01/31)		4,490		4,591,654
4.45%, 04/15/42 (Call 10/15/41)		1,251		1,162,579
4.50%, 07/01/40 (Call 01/01/40)		7,158		6,772,399
4.55%, 07/01/30 (Call 01/01/30)		11,534		11,856,606
4.60%, 06/15/43 (Call 12/15/42)		1,131		1,078,861
4.65%, 08/01/28 (Call 05/01/28)		925		957,477
4.75%, 02/15/44 (Call 08/15/43)		1,370		1,310,405
4.95%, 07/01/50 (Call 01/01/50)		10,317		10,254,685
5.25%, 03/01/52 (Call 09/01/51)		1,370		1,442,637
PacifiCorp.
2.70%, 09/15/30 (Call 06/15/30)		1,385		1,365,610
2.90%, 06/15/52 (Call 12/15/51)		540		477,965
2.95%, 06/01/23 (Call 03/01/23)		1,084		1,099,534
3.30%, 03/15/51 (Call 09/15/50)		2,324		2,183,816
3.50%, 06/15/29 (Call 03/15/29)		2,295		2,402,934
3.60%, 04/01/24 (Call 01/01/24)		2,445		2,521,333
4.10%, 02/01/42 (Call 08/01/41)		1,386		1,441,842
4.13%, 01/15/49 (Call 07/15/48)		1,635		1,716,832
4.15%, 02/15/50 (Call 08/15/49)		1,496		1,583,366
5.25%, 06/15/35		869		1,033,980
5.75%, 04/01/37		337		412,808
6.00%, 01/15/39		2,938		3,726,442
6.10%, 08/01/36		1,980		2,517,233
6.25%, 10/15/37		2,345		3,030,678
6.35%, 07/15/38		680		883,850
7.70%, 11/15/31		50		68,761


Security	Par (000)		Value

Electric (continued)
PECO Energy Co. 2.80%, 06/15/50 (Call 12/15/49)	$	355	$	312,712
2.85%, 09/15/51 (Call 03/15/51)		720		641,484
3.00%, 09/15/49 (Call 03/15/49)		1,050		964,887
3.05%, 03/15/51 (Call 09/15/50)		840		776,294
3.15%, 10/15/25 (Call 07/15/25)		835		859,073
3.70%, 09/15/47 (Call 03/15/47)		1,421		1,455,530
3.90%, 03/01/48 (Call 09/01/47)		2,470		2,627,240
4.15%, 10/01/44 (Call 04/01/44)		855		925,127
5.95%, 10/01/36		630		807,931
PG&E Energy Recovery Funding LLC, Series A-3, 2.82%, 07/15/48		220		201,109
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		2,128		2,042,391
Potomac Electric Power Co. 3.60%, 03/15/24 (Call 12/15/23)		2,322		2,392,519
4.15%, 03/15/43 (Call 09/15/42)		2,069		2,245,631
6.50%, 11/15/37		135		183,751
PPL Capital Funding Inc. 3.10%, 05/15/26 (Call 02/15/26)		4,281		4,363,110
4.13%, 04/15/30 (Call 01/15/30)		375		406,725
PPL Electric Utilities Corp. 3.00%, 10/01/49 (Call 04/01/49)		1,762		1,620,036
3.95%, 06/01/47 (Call 12/01/46)		683		712,294
4.13%, 06/15/44 (Call 12/15/43)		801		860,010
4.15%, 10/01/45 (Call 04/01/45)		1,395		1,496,974
4.15%, 06/15/48 (Call 12/15/47)		2,115		2,301,162
4.75%, 07/15/43 (Call 01/15/43)		995		1,150,976
6.25%, 05/15/39		1,830		2,435,419
Progress Energy Inc. 6.00%, 12/01/39		2,922		3,613,287
7.00%, 10/30/31		1,115		1,427,546
7.75%, 03/01/31		1,799		2,391,663
Public Service Co. of Colorado 1.88%, 06/15/31 (Call 12/15/30)		285		263,343
3.60%, 09/15/42 (Call 03/15/42)		528		530,703
3.70%, 06/15/28 (Call 12/15/27)		1,760		1,864,474
3.80%, 06/15/47 (Call 12/15/46)		1,664		1,708,745
4.05%, 09/15/49 (Call 03/15/49)		2,041		2,179,257
4.10%, 06/15/48 (Call 12/15/47)		1,955		2,101,957
4.30%, 03/15/44 (Call 09/15/43)		1,381		1,503,660
Series 17, 6.25%, 09/01/37		789		1,073,277
Series 34, 3.20%, 03/01/50 (Call 09/01/49)		1,354		1,276,010
Series 35, 1.90%, 01/15/31 (Call 07/15/30)		2,699		2,510,205
Series 36, 2.70%, 01/15/51 (Call 07/15/50)		1,340		1,148,259
Public Service Co. of New Hampshire 3.50%, 11/01/23 (Call 08/01/23)		237		242,392
3.60%, 07/01/49 (Call 01/01/49)		1,840		1,863,902
Public Service Co. of Oklahoma
Series J, 2.20%, 08/15/31 (Call 05/15/31)		1,015		943,595
Series K, 3.15%, 08/15/51 (Call 02/15/51)		500		449,930
Public Service Electric & Gas Co. 0.95%, 03/15/26 (Call 02/15/26)		805		768,574
1.90%, 08/15/31 (Call 05/15/31)		1,585		1,471,134
2.05%, 08/01/50 (Call 02/01/50)		950		716,699
2.25%, 09/15/26 (Call 06/15/26)		1,179		1,176,277
2.38%, 05/15/23 (Call 02/15/23)		50		50,387
2.45%, 01/15/30 (Call 10/15/29)		3,537		3,476,022
2.70%, 05/01/50 (Call 11/01/49)		380		328,829
3.00%, 05/15/25 (Call 02/15/25)		438		446,677


Security	Par (000)		Value

Electric (continued)
3.00%, 05/15/27 (Call 02/15/27)	$	1,709	$	1,753,263
3.00%, 03/01/51 (Call 09/01/50)		85		77,950
3.15%, 01/01/50 (Call 07/01/49)		1,545		1,460,890
3.20%, 05/15/29 (Call 02/15/29)		1,395		1,434,702
3.20%, 08/01/49 (Call 02/01/49)		1,635		1,561,441
3.25%, 09/01/23 (Call 08/01/23)		1,200		1,224,360
3.60%, 12/01/47 (Call 06/01/47)		2,354		2,376,033
3.65%, 09/01/28 (Call 06/01/28)		1,923		2,030,169
3.65%, 09/01/42 (Call 03/01/42)		1,910		1,940,197
3.70%, 05/01/28 (Call 02/01/28)		1,544		1,637,813
3.80%, 01/01/43 (Call 07/01/42)		444		460,943
3.80%, 03/01/46 (Call 09/01/45)		2,318		2,413,733
3.85%, 05/01/49 (Call 11/01/48)		2,752		2,903,635
3.95%, 05/01/42 (Call 11/01/41)		200		215,060
4.05%, 05/01/48 (Call 11/01/47)		1,381		1,492,640
5.50%, 03/01/40		247		306,717
5.80%, 05/01/37		193		245,861
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		1,487		1,405,944
0.84%, 11/08/23 (Call 05/08/22)		9,010		8,842,144
1.60%, 08/15/30 (Call 05/15/30)		1,405		1,249,902
2.45%, 11/15/31 (Call 08/15/31)		20		18,941
2.88%, 06/15/24 (Call 05/15/24)		5,027		5,097,328
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)		2,775		2,642,688
3.65%, 05/15/25 (Call 02/15/25)		1,918		1,982,560
4.10%, 06/15/30 (Call 03/15/30)		964		1,005,510
Puget Sound Energy Inc.
2.89%, 09/15/51 (Call 03/15/51)		390		344,089
3.25%, 09/15/49 (Call 03/15/49)		2,773		2,585,157
4.22%, 06/15/48 (Call 12/15/47)		3,510		3,778,831
4.30%, 05/20/45 (Call 11/20/44)		987		1,073,293
5.76%, 10/01/39		1,320		1,638,925
5.80%, 03/15/40		870		1,094,069
6.27%, 03/15/37^(b)		1,370		1,775,287
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		2,690		2,714,479
4.15%, 05/15/48 (Call 11/15/47)		1,555		1,669,028
4.50%, 08/15/40		453		508,597
6.00%, 06/01/39		940		1,197,334
Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		1,403		1,433,263
Series RRR, 3.75%, 06/01/47 (Call 12/01/46)		2,560		2,554,163
Series TTT, 4.10%, 06/15/49 (Call 12/15/48)		1,964		2,078,364
Series UUU, 3.32%, 04/15/50 (Call 10/15/49)		1,796		1,687,701
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		2,900		2,635,607
Series WWW, 2.95%, 08/15/51 (Call 02/15/51)		1,110		994,715
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)		2,925		2,988,385
3.40%, 02/01/28 (Call 11/01/27)		3,407		3,509,210
3.80%, 02/01/38 (Call 08/01/37)		3,427		3,487,761
4.00%, 02/01/48 (Call 08/01/47)		817		824,794
4.13%, 04/01/52 (Call 01/01/27)^(a)		3,400		3,183,046
6.00%, 10/15/39		3,829		4,870,450
Sierra Pacific Power Co., 2.60%, 05/01/26 (Call 02/01/26)		2,789		2,819,735
Southern California Edison Co.
0.70%, 04/03/23		306		302,683
1.10%, 04/01/24 (Call 04/01/23)		1,015		993,523
2.25%, 06/01/30 (Call 03/01/30)		1,412		1,320,644
2.75%, 02/01/32 (Call 11/01/31)		2,650		2,554,626


Security	Par (000)		Value

Electric (continued)
2.85%, 08/01/29 (Call 05/01/29)	$	2,803	$	2,764,375
3.45%, 02/01/52 (Call 08/01/51)		1,000		920,950
3.65%, 02/01/50 (Call 08/01/49)		4,449		4,204,572
4.00%, 04/01/47 (Call 10/01/46)		6,874		6,764,910
4.05%, 03/15/42 (Call 09/15/41)		1,547		1,531,747
4.50%, 09/01/40 (Call 03/01/40)		1,175		1,223,516
4.65%, 10/01/43 (Call 04/01/43)		1,603		1,713,094
5.50%, 03/15/40		2,768		3,193,165
5.63%, 02/01/36		1,574		1,829,256
6.00%, 01/15/34		994		1,218,972
6.05%, 03/15/39^(b)		2,845		3,448,823
6.65%, 04/01/29		1,315		1,553,423
Series 04-G, 5.75%, 04/01/35		609		727,524
Series 05-E, 5.35%, 07/15/35		1,636		1,896,402
Series 06-E, 5.55%, 01/15/37		1,590		1,856,516
Series 08-A, 5.95%, 02/01/38		1,867		2,242,958
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42)		1,704		1,645,297
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		1,065		1,013,294
Series 20A, 2.95%, 02/01/51 (Call 08/01/50)		275		231,734
Series A, 4.20%, 03/01/29 (Call 12/01/28)		1,270		1,351,394
Series B, 3.65%, 03/01/28 (Call 12/01/27)		2,612		2,717,029
Series B, 4.88%, 03/01/49 (Call 09/01/48)		3,291		3,601,275
Series C, 3.50%, 10/01/23 (Call 07/01/23)		5,144		5,257,014
Series C, 3.60%, 02/01/45 (Call 08/01/44)		2,820		2,623,700
Series C, 4.13%, 03/01/48 (Call 09/01/47)		2,972		2,988,316
Series D, 3.40%, 06/01/23 (Call 05/01/23)		2,406		2,439,227
Series E, 3.70%, 08/01/25 (Call 06/01/25)		3,816		3,955,475
Series G, 2.50%, 06/01/31 (Call 03/01/31)		2,197		2,073,660
Series H, 3.65%, 06/01/51 (Call 12/01/50)		1,025		972,213
Series J, 0.70%, 08/01/23		25		24,619
Series K, 0.98%, 08/01/24		270		262,680
Southern Co. (The)
2.95%, 07/01/23 (Call 05/01/23)		5,788		5,861,276
3.25%, 07/01/26 (Call 04/01/26)		9,523		9,736,315
4.25%, 07/01/36 (Call 01/01/36)		160		168,050
4.40%, 07/01/46 (Call 01/01/46)		5,806		6,079,869
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		845		820,512
Series 21-A, 3.75%, 09/15/51 (Call 06/15/26)^(a)		370		343,874
Series 21-B, 1.75%, 03/15/28 (Call 01/15/28)		580		543,686
Series A, 3.70%, 04/30/30 (Call 01/30/30)		3,825		3,944,378
Series B, 4.00%, 01/15/51 (Call 10/15/25)^(a)		965		927,143
Southern Power Co.
0.90%, 01/15/26 (Call 12/15/25)		765		721,739
4.15%, 12/01/25 (Call 09/01/25)		3,446		3,645,110
5.15%, 09/15/41		2,453		2,729,649
5.25%, 07/15/43		385		434,576
Series F, 4.95%, 12/15/46 (Call 06/15/46)		2,325		2,561,266
Southwestern Electric Power Co.
3.25%, 11/01/51 (Call 05/01/51)		595		525,546
6.20%, 03/15/40		1,684		2,138,175
Series J, 3.90%, 04/01/45 (Call 10/01/44)		1,795		1,755,797
Series K, 2.75%, 10/01/26 (Call 07/01/26)		1,690		1,713,694
Series L, 3.85%, 02/01/48 (Call 08/01/47)		2,588		2,508,497
Series M, 4.10%, 09/15/28 (Call 06/15/28)		1,265		1,339,850
Series N, 1.65%, 03/15/26 (Call 02/15/26)		850		822,571
Southwestern Public Service Co.
3.30%, 06/15/24 (Call 12/15/23)		800		817,600
3.40%, 08/15/46 (Call 02/15/46)		1,048		1,011,058
3.70%, 08/15/47 (Call 02/15/47)		1,450		1,457,366
3.75%, 06/15/49 (Call 12/15/48)		1,393		1,443,246


Security	Par (000)		Value

Electric (continued)
4.50%, 08/15/41 (Call 02/15/41)	$	2,031	$	2,250,673
Series 6, 4.40%, 11/15/48 (Call 05/15/48)		1,593		1,778,170
Series 8, 3.15%, 05/01/50 (Call 11/01/49)		783		731,901
Tampa Electric Co. 2.40%, 03/15/31 (Call 12/15/30)		569		543,344
3.45%, 03/15/51 (Call 09/15/50)		120		116,590
3.63%, 06/15/50 (Call 12/15/49)		791		801,394
4.10%, 06/15/42 (Call 12/15/41)		1,011		1,067,020
4.30%, 06/15/48 (Call 12/15/47)		1,188		1,316,007
4.35%, 05/15/44 (Call 11/15/43)		2,500		2,735,200
4.45%, 06/15/49 (Call 12/15/48)		1,839		2,100,230
Toledo Edison Co. (The), 6.15%, 05/15/37		639		809,837
Tucson Electric Power Co.
1.50%, 08/01/30 (Call 05/01/30)		3,990		3,542,442
3.05%, 03/15/25 (Call 12/15/24)		260		264,872
3.25%, 05/15/32 (Call 02/15/32)		975		986,057
3.25%, 05/01/51 (Call 11/01/50)		1,100		998,965
4.00%, 06/15/50 (Call 12/15/49)		1,287		1,313,667
4.85%, 12/01/48 (Call 06/01/48)		1,092		1,257,777
Union Electric Co.
2.15%, 03/15/32 (Call 12/15/31)		1,630		1,539,535
2.63%, 03/15/51 (Call 09/15/50)		871		753,441
2.95%, 06/15/27 (Call 03/15/27)		2,568		2,622,031
2.95%, 03/15/30 (Call 12/15/29)		2,859		2,893,708
3.25%, 10/01/49 (Call 04/01/49)		2,601		2,496,518
3.50%, 04/15/24 (Call 01/15/24)		1,896		1,955,781
3.50%, 03/15/29 (Call 12/15/28)		1,884		1,971,757
3.65%, 04/15/45 (Call 10/15/44)		2,445		2,455,562
3.90%, 09/15/42 (Call 03/15/42)		750		779,370
4.00%, 04/01/48 (Call 10/01/47)		2,295		2,452,299
5.30%, 08/01/37		115		137,724
8.45%, 03/15/39		88		139,542
Virginia Electric & Power Co.
2.30%, 11/15/31 (Call 08/15/31)		3,030		2,885,227
2.45%, 12/15/50 (Call 06/15/50)		2,905		2,381,809
2.95%, 11/15/51 (Call 05/15/51)		2,075		1,881,485
3.30%, 12/01/49 (Call 06/01/49)		1,415		1,362,376
3.45%, 02/15/24 (Call 11/15/23)		1,114		1,143,387
4.00%, 01/15/43 (Call 07/15/42)		1,235		1,306,568
4.45%, 02/15/44 (Call 08/15/43)		1,735		1,932,391
4.60%, 12/01/48 (Call 06/01/48)		2,530		2,945,426
6.35%, 11/30/37		1,502		2,023,404
8.88%, 11/15/38		1,808		2,964,071
Series A, 2.88%, 07/15/29 (Call 04/15/29)		946		954,429
Series A, 3.10%, 05/15/25 (Call 02/15/25)		2,602		2,662,210
Series A, 3.15%, 01/15/26 (Call 10/15/25)		4,272		4,385,721
Series A, 3.50%, 03/15/27 (Call 12/15/26)		2,127		2,228,968
Series A, 3.80%, 04/01/28 (Call 01/01/28)		3,025		3,207,256
Series A, 6.00%, 05/15/37		1,907		2,454,786
Series B, 2.95%, 11/15/26 (Call 08/15/26)		2,167		2,208,693
Series B, 3.80%, 09/15/47 (Call 03/15/47)		2,557		2,634,835
Series B, 4.20%, 05/15/45 (Call 11/15/44)		1,752		1,893,386
Series B, 6.00%, 01/15/36		1,124		1,431,200
Series C, 2.75%, 03/15/23 (Call 12/15/22)		1,603		1,618,790
Series C, 4.00%, 11/15/46 (Call 05/15/46)		1,870		1,968,979
Series D, 4.65%, 08/15/43 (Call 02/15/43)		2,545		2,871,727
Virginia Electric and Power Co, 2.40%, 03/30/32 (Call 12/30/31)		1,000		954,340
WEC Energy Group Inc.
0.55%, 09/15/23		1,042		1,021,775


Security	Par (000)		Value

Electric (continued)
0.80%, 03/15/24 (Call 02/15/24)	$	790	$	770,914
1.38%, 10/15/27 (Call 08/15/27)		1,350		1,253,151
1.80%, 10/15/30 (Call 07/15/30)		513		462,434
3.55%, 06/15/25 (Call 03/15/25)		830		853,796
Wisconsin Electric Power Co.
1.70%, 06/15/28 (Call 04/15/28)		1,800		1,699,128
2.05%, 12/15/24 (Call 11/15/24)		1,370		1,369,657
4.30%, 10/15/48 (Call 04/15/48)		510		562,382
5.63%, 05/15/33		100		120,562
5.70%, 12/01/36		475		598,619
Wisconsin Power and Light Co.
1.95%, 09/16/31 (Call 06/16/31)		1,635		1,524,131
3.00%, 07/01/29 (Call 04/01/29)		1,903		1,920,793
3.05%, 10/15/27 (Call 07/15/27)		1,065		1,086,162
3.65%, 04/01/50 (Call 10/01/49)		1,585		1,604,749
6.38%, 08/15/37		240		317,050
Wisconsin Public Service Corp.
2.85%, 12/01/51 (Call 06/01/51)		1,205		1,058,086
3.30%, 09/01/49 (Call 03/01/49)		2,075		1,966,228
3.67%, 12/01/42		1,055		1,064,157
4.75%, 11/01/44 (Call 05/01/44)		2,308		2,671,233
Xcel Energy Inc.
0.50%, 10/15/23 (Call 09/15/23)		514		503,273
1.75%, 03/15/27 (Call 02/15/27)		3,000		2,873,760
2.35%, 11/15/31 (Call 05/15/31)		3,035		2,862,521
2.60%, 12/01/29 (Call 06/01/29)		2,561		2,499,638
3.30%, 06/01/25 (Call 12/01/24)		2,539		2,595,061
3.35%, 12/01/26 (Call 06/01/26)		3,097		3,203,227
3.40%, 06/01/30 (Call 12/01/29)		2,305		2,373,827
3.50%, 12/01/49 (Call 06/01/49)		1,435		1,363,566
4.00%, 06/15/28 (Call 12/15/27)		3,771		3,996,091
6.50%, 07/01/36		689		909,384


				1,686,784,532

Electrical Components & Equipment — 0.0%
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30)		1,080		998,233
Emerson Electric Co.
0.88%, 10/15/26 (Call 09/15/26)		344		324,616
1.80%, 10/15/27 (Call 08/15/27)		2,251		2,170,392
1.95%, 10/15/30 (Call 07/15/30)		611		570,906
2.00%, 12/21/28 (Call 10/21/28)		2,200		2,123,858
2.20%, 12/21/31 (Call 09/21/31)		2,025		1,924,965
2.75%, 10/15/50 (Call 04/15/50)		2,260		1,946,402
2.80%, 12/21/51 (Call 06/21/51)		1,905		1,662,856
3.15%, 06/01/25 (Call 03/01/25)		3,640		3,749,054
5.25%, 11/15/39		1,300		1,580,007


				17,051,289

Electronics — 0.2%
Agilent Technologies Inc.
2.10%, 06/04/30 (Call 03/04/30)		689		638,476
2.30%, 03/12/31 (Call 12/12/30)		3,370		3,151,557
2.75%, 09/15/29 (Call 06/15/29)		1,917		1,887,804
3.05%, 09/22/26 (Call 06/22/26)		2,871		2,934,593
3.88%, 07/15/23 (Call 04/15/23)		1,815		1,857,598
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		2,911		2,956,150
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		2,916		2,954,724
3.55%, 10/01/27 (Call 07/01/27)		1,442		1,478,584


Security	Par (000)		Value

Electronics (continued)
Amphenol Corp.
2.05%, 03/01/25 (Call 02/01/25)	$	846	$	839,528
2.20%, 09/15/31 (Call 06/15/31)		2,095		1,937,100
2.80%, 02/15/30 (Call 11/15/29)		4,257		4,188,122
3.20%, 04/01/24 (Call 02/01/24)		1,750		1,785,875
4.35%, 06/01/29 (Call 03/01/29)		1,325		1,438,698
Arrow Electronics Inc.
2.95%, 02/15/32 (Call 11/15/31)		2,835		2,708,587
3.25%, 09/08/24 (Call 07/08/24)		2,189		2,225,031
3.88%, 01/12/28 (Call 10/12/27)^(b)		1,320		1,373,381
4.00%, 04/01/25 (Call 01/01/25)		1,341		1,390,684
4.50%, 03/01/23 (Call 12/01/22)		1,687		1,721,162
Avnet Inc.
3.00%, 05/15/31 (Call 02/15/31)		3,060		2,913,977
4.63%, 04/15/26 (Call 01/15/26)		2,851		3,021,119
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		2,090		2,157,131
4.75%, 06/15/25 (Call 03/15/25)		3,257		3,453,625
4.88%, 06/15/29 (Call 03/15/29)		3,431		3,712,239
4.88%, 05/12/30 (Call 02/12/30)		1,934		2,088,449
Fortive Corp.
3.15%, 06/15/26 (Call 03/15/26)		4,981		5,129,633
4.30%, 06/15/46 (Call 12/15/45)		1,255		1,356,178
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		2,107		1,992,190
1.35%, 06/01/25 (Call 05/01/25)		3,274		3,198,763
1.75%, 09/01/31 (Call 06/01/31)		2,385		2,199,280
1.95%, 06/01/30 (Call 03/01/30)		2,166		2,043,058
2.30%, 08/15/24 (Call 07/15/24)		4,635		4,682,092
2.50%, 11/01/26 (Call 08/01/26)		8,182		8,289,102
2.70%, 08/15/29 (Call 05/15/29)		5,030		5,069,989
2.80%, 06/01/50 (Call 12/01/49)^(b)		3,700		3,500,274
3.35%, 12/01/23		125		128,418
3.81%, 11/21/47 (Call 05/21/47)		3,635		4,006,751
5.38%, 03/01/41		730		948,613
5.70%, 03/15/36		285		368,767
5.70%, 03/15/37		933		1,209,737
Hubbell Inc.
2.30%, 03/15/31 (Call 12/15/30)		500		474,695
3.15%, 08/15/27 (Call 05/15/27)		480		491,237
3.35%, 03/01/26 (Call 12/01/25)		1,600		1,648,544
3.50%, 02/15/28 (Call 11/15/27)		2,100		2,178,015
Jabil Inc.
1.70%, 04/15/26 (Call 03/15/26)		3,125		3,019,063
3.00%, 01/15/31 (Call 10/15/30)		3,961		3,791,786
3.60%, 01/15/30 (Call 10/15/29)		736		745,531
3.95%, 01/12/28 (Call 10/12/27)		2,710		2,832,709
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)		2,106		2,107,727
4.55%, 10/30/24 (Call 07/30/24)		3,513		3,697,046
4.60%, 04/06/27 (Call 01/06/27)		4,253		4,643,298
Legrand France SA, 8.50%, 02/15/25		2,757		3,244,217
TD SYNNEX Corp.
1.25%, 08/09/24 (Call 08/09/22)^(c)		305		295,951
1.75%, 08/09/26 (Call 07/09/26)^(c)		4,006		3,804,458
2.38%, 08/09/28 (Call 06/09/28)^(c)		3,000		2,795,160
2.65%, 08/09/31 (Call 05/09/31)^(c)		1,830		1,644,401
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		2,211		2,268,353
4.75%, 12/01/24 (Call 09/01/24)		3,210		3,386,390


Security	Par (000)		Value

Electronics (continued)
4.90%, 06/15/28 (Call 03/15/28)	$	2,122	$	2,285,245
Tyco Electronics Group SA 2.50%, 02/04/32 (Call 11/04/31)		150		145,866
3.13%, 08/15/27 (Call 05/15/27)		3,430		3,523,673
3.45%, 08/01/24 (Call 05/01/24)		679		697,095
3.70%, 02/15/26 (Call 11/15/25)		1,319		1,382,549
7.13%, 10/01/37		366		522,677
Vontier Corp 1.80%, 04/01/26 (Call 03/01/26)		1,330		1,242,326
2.40%, 04/01/28 (Call 02/01/28)		1,140		1,046,668
2.95%, 04/01/31 (Call 01/01/31)		1,980		1,798,216


				154,649,935

Environmental Control — 0.1%
Nature Conservancy (The), 3.96%, 03/01/52
(Call 09/01/51)		733		760,568
Republic Services Inc. 0.88%, 11/15/25 (Call 10/15/25)		1,355		1,279,269
1.45%, 02/15/31 (Call 11/15/30)		3,688		3,257,094
1.75%, 02/15/32 (Call 11/15/31)		1,010		900,667
2.30%, 03/01/30 (Call 12/01/29)		2,150		2,048,971
2.38%, 03/15/33 (Call 12/15/32)		2,345		2,179,748
2.50%, 08/15/24 (Call 07/15/24)		3,018		3,047,607
2.90%, 07/01/26 (Call 04/01/26)		1,529		1,555,176
3.05%, 03/01/50 (Call 09/01/49)		2,010		1,853,642
3.20%, 03/15/25 (Call 12/15/24)		3,390		3,469,699
3.38%, 11/15/27 (Call 08/15/27)		2,620		2,706,486
3.95%, 05/15/28 (Call 02/15/28)		3,296		3,504,835
4.75%, 05/15/23 (Call 02/15/23)		1,841		1,894,849
5.70%, 05/15/41 (Call 11/15/40)		136		171,216
6.20%, 03/01/40		280		370,454
Waste Connections Inc. 2.20%, 01/15/32 (Call 10/15/31)		3,052		2,832,073
2.60%, 02/01/30 (Call 11/01/29)		2,687		2,608,889
2.95%, 01/15/52 (Call 07/15/51)		2,315		2,014,883
3.05%, 04/01/50 (Call 10/01/49)		701		621,240
3.50%, 05/01/29 (Call 02/01/29)		2,431		2,515,234
4.25%, 12/01/28 (Call 09/01/28)		2,722		2,930,451
Waste Management Inc. 0.75%, 11/15/25 (Call 10/15/25)		818		773,035
1.15%, 03/15/28 (Call 01/15/28)		1,055		963,764
1.50%, 03/15/31 (Call 12/15/30)		473		423,430
2.00%, 06/01/29 (Call 04/01/29)		1,480		1,409,567
2.40%, 05/15/23 (Call 03/15/23)		1,021		1,028,780
2.50%, 11/15/50 (Call 05/15/50)		125		104,476
2.95%, 06/01/41 (Call 12/01/40)		3,190		2,988,392
3.13%, 03/01/25 (Call 12/01/24)		345		355,095
3.15%, 11/15/27 (Call 08/15/27)		3,423		3,522,233
4.15%, 07/15/49 (Call 01/15/49)		2,637		2,949,089


				57,040,912

Food — 0.4%
Ahold Finance USA LLC, 6.88%, 05/01/29		1,435		1,792,301
Bestfoods, Series E, 7.25%, 12/15/26		1,052		1,290,657
Campbell Soup Co. 2.38%, 04/24/30 (Call 01/24/30)^(b)		2,861		2,722,985
3.13%, 04/24/50 (Call 10/24/49)		1,720		1,507,580
3.30%, 03/19/25 (Call 12/19/24)		2,204		2,254,273
3.65%, 03/15/23 (Call 02/15/23)		2,536		2,583,119
3.95%, 03/15/25 (Call 01/15/25)		4,157		4,337,248
4.15%, 03/15/28 (Call 12/15/27)		3,472		3,707,506


Security	Par (000)		Value

Food (continued)
4.80%, 03/15/48 (Call 09/15/47)	$	2,290	$	2,606,043
Conagra Brands Inc. 0.50%, 08/11/23 (Call 08/11/22)		445		436,492
1.38%, 11/01/27 (Call 09/01/27)		1,088		1,000,253
4.30%, 05/01/24 (Call 04/01/24)		4,990		5,179,919
4.60%, 11/01/25 (Call 09/01/25)		3,011		3,204,999
4.85%, 11/01/28 (Call 08/01/28)		3,115		3,421,827
5.30%, 11/01/38 (Call 05/01/38)		3,841		4,428,596
5.40%, 11/01/48 (Call 05/01/48)		3,858		4,672,655
7.00%, 10/01/28		3,773		4,633,319
8.25%, 09/15/30		2,805		3,810,985
Flowers Foods Inc. 2.40%, 03/15/31 (Call 12/15/30)		1,665		1,570,378
3.50%, 10/01/26 (Call 07/01/26)		1,552		1,618,053
General Mills Inc. 2.25%, 10/14/31 (Call 07/14/31)		2,633		2,475,520
2.88%, 04/15/30 (Call 01/15/30)		2,959		2,956,426
3.00%, 02/01/51 (Call 08/01/50)		7,334		6,641,450
3.20%, 02/10/27 (Call 11/10/26)		2,847		2,930,446
3.65%, 02/15/24 (Call 11/15/23)		3,362		3,462,860
3.70%, 10/17/23 (Call 09/17/23)		2,735		2,814,124
4.00%, 04/17/25 (Call 02/17/25)		3,870		4,050,071
4.20%, 04/17/28 (Call 01/17/28)		4,998		5,383,646
4.70%, 04/17/48 (Call 10/17/47)		10		11,795
5.40%, 06/15/40		282		345,845
Hershey Co. (The) 0.90%, 06/01/25 (Call 05/01/25)		1,511		1,454,504
1.70%, 06/01/30 (Call 03/01/30)		1,137		1,059,957
2.05%, 11/15/24 (Call 10/15/24)		1,255		1,261,815
2.30%, 08/15/26 (Call 05/15/26)		4,117		4,148,372
2.45%, 11/15/29 (Call 08/15/29)		1,373		1,367,481
2.65%, 06/01/50 (Call 12/01/49)^(b)		620		554,900
3.13%, 11/15/49 (Call 05/15/49)		1,734		1,698,401
3.20%, 08/21/25 (Call 05/21/25)		878		907,071
3.38%, 05/15/23 (Call 04/15/23)		2,825		2,886,359
Hormel Foods Corp. 0.65%, 06/03/24 (Call 06/03/22)		222		216,199
1.70%, 06/03/28 (Call 04/03/28)		5,140		4,909,471
1.80%, 06/11/30 (Call 03/11/30)		377		352,107
3.05%, 06/03/51 (Call 12/03/50)		3,955		3,767,493
Ingredion Inc. 2.90%, 06/01/30 (Call 03/01/30)		1,078		1,062,595
3.20%, 10/01/26 (Call 07/01/26)		3,145		3,229,821
3.90%, 06/01/50 (Call 12/01/49)		1,820		1,852,924
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc.
3.00%, 02/02/29 (Call 12/02/28)^(c)		50		47,443
4.38%, 02/02/52 (Call 08/02/51)^(c)		25		22,200
JM Smucker Co. (The) 2.13%, 03/15/32 (Call 12/15/31)		2,175		1,990,038
2.38%, 03/15/30 (Call 12/15/29)		1,915		1,823,559
2.75%, 09/15/41 (Call 03/15/41)		580		503,017
3.38%, 12/15/27 (Call 09/15/27)		2,535		2,628,618
3.50%, 03/15/25		5,420		5,608,182
3.55%, 03/15/50 (Call 09/15/49)		2,063		1,962,697
4.25%, 03/15/35		2,032		2,193,056
4.38%, 03/15/45		1,846		1,996,726
Kellogg Co. 2.10%, 06/01/30 (Call 03/01/30)		590		554,742
2.65%, 12/01/23		4,257		4,318,514


Security	Par (000)		Value

Food (continued)
3.25%, 04/01/26	$	2,896	$	2,973,005
3.40%, 11/15/27 (Call 08/15/27)		1,741		1,804,094
4.30%, 05/15/28 (Call 02/15/28)		2,914		3,164,458
4.50%, 04/01/46		1,589		1,795,951
Series B, 7.45%, 04/01/31		4,163		5,558,479
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40		1,020		1,315,780
Kroger Co. (The) 1.70%, 01/15/31 (Call 10/15/30)		2,555		2,314,217
2.20%, 05/01/30 (Call 02/01/30)		1,823		1,725,378
2.65%, 10/15/26 (Call 07/15/26)		3,627		3,660,840
3.50%, 02/01/26 (Call 11/01/25)		2,941		3,062,169
3.70%, 08/01/27 (Call 05/01/27)		2,260		2,381,136
3.85%, 08/01/23 (Call 05/01/23)		3,730		3,821,870
3.88%, 10/15/46 (Call 04/15/46)		2,756		2,772,591
3.95%, 01/15/50 (Call 07/15/49)		2,681		2,757,167
4.00%, 02/01/24 (Call 11/01/23)		3,199		3,310,197
4.45%, 02/01/47 (Call 08/01/46)		1,401		1,522,467
4.50%, 01/15/29 (Call 10/15/28)		1,901		2,089,655
4.65%, 01/15/48 (Call 07/15/47)		1,564		1,750,820
5.00%, 04/15/42 (Call 10/15/41)		1,276		1,473,576
5.15%, 08/01/43 (Call 02/01/43)		2,235		2,597,271
5.40%, 07/15/40 (Call 01/15/40)		808		966,820
5.40%, 01/15/49 (Call 07/15/48)		2,867		3,555,969
6.90%, 04/15/38		1,515		2,051,658
7.50%, 04/01/31		1,178		1,586,318
McCormick & Co. Inc./MD 0.90%, 02/15/26 (Call 01/15/26)		2,950		2,781,525
1.85%, 02/15/31 (Call 11/15/30)		1,730		1,573,470
2.50%, 04/15/30 (Call 01/15/30)		2,400		2,312,976
3.15%, 08/15/24 (Call 06/15/24)		3,865		3,958,688
3.40%, 08/15/27 (Call 05/15/27)		4,015		4,177,567
4.20%, 08/15/47 (Call 02/15/47)^(b)		925		1,021,949
Mondelez International Inc. 1.50%, 05/04/25 (Call 04/04/25)		3,745		3,647,780
1.50%, 02/04/31 (Call 11/04/30)		2,561		2,263,847
1.88%, 10/15/32 (Call 07/15/32)		2,009		1,806,392
2.63%, 09/04/50 (Call 03/04/50)		3,410		2,874,528
2.75%, 04/13/30 (Call 01/13/30)		4,372		4,308,387
3.63%, 02/13/26 (Call 12/13/25)		3,112		3,240,837
4.13%, 05/07/28 (Call 02/07/28)		3,225		3,488,805
Sysco Corp. 2.40%, 02/15/30 (Call 11/15/29)		2,869		2,741,616
2.45%, 12/14/31 (Call 09/14/31)		1,250		1,189,862
3.15%, 12/14/51 (Call 06/14/51)		1,000		872,760
3.25%, 07/15/27 (Call 04/15/27)		4,225		4,354,454
3.30%, 07/15/26 (Call 04/15/26)		3,050		3,141,866
3.30%, 02/15/50 (Call 08/15/49)		1,779		1,596,759
3.75%, 10/01/25 (Call 07/01/25)		5,580		5,820,163
4.45%, 03/15/48 (Call 09/15/47)		2,533		2,698,000
4.50%, 04/01/46 (Call 10/01/45)		410		435,699
4.85%, 10/01/45 (Call 04/01/45)		2,280		2,502,596
5.38%, 09/21/35		1,904		2,275,623
5.95%, 04/01/30 (Call 01/01/30)		4,403		5,256,918
6.60%, 04/01/40 (Call 10/01/39)		455		608,562
6.60%, 04/01/50 (Call 10/01/49)		4,922		6,824,107
Tyson Foods Inc. 3.55%, 06/02/27 (Call 03/02/27)		6,153		6,394,567
3.90%, 09/28/23 (Call 08/28/23)		1,986		2,042,124
3.95%, 08/15/24 (Call 05/15/24)		4,266		4,430,796
4.00%, 03/01/26 (Call 01/01/26)		3,586		3,753,430


Security	Par (000)		Value

Food (continued)
4.35%, 03/01/29 (Call 12/01/28)	$	3,614	$	3,914,034
4.55%, 06/02/47 (Call 12/02/46)		1,666		1,850,343
4.88%, 08/15/34 (Call 02/15/34)		4,211		4,808,836
5.10%, 09/28/48 (Call 03/28/48)		4,365		5,233,504
5.15%, 08/15/44 (Call 02/15/44)		2,461		2,930,263


				315,375,152

Forest Products & Paper — 0.1%
Celulosa Arauco y Constitucion SA 3.88%, 11/02/27 (Call 08/02/27)		2,613		2,678,848
4.50%, 08/01/24 (Call 05/01/24)		2,135		2,208,572
5.50%, 11/02/47 (Call 05/02/47)^(b)		1,430		1,484,197
Fibria Overseas Finance Ltd. 4.00%, 01/14/25 (Call 11/14/24)		522		536,277
5.50%, 01/17/27		2,869		3,084,921
Georgia-Pacific LLC 7.75%, 11/15/29		1,295		1,724,526
8.00%, 01/15/24		3,334		3,707,975
8.88%, 05/15/31		2,065		2,996,067
International Paper Co. 4.35%, 08/15/48 (Call 02/15/48)		646		703,016
4.40%, 08/15/47 (Call 02/15/47)		3,248		3,560,912
4.80%, 06/15/44 (Call 12/15/43)		3,525		3,988,467
5.15%, 05/15/46 (Call 11/15/45)		300		359,400
6.00%, 11/15/41 (Call 05/15/41)		2,614		3,288,882
7.30%, 11/15/39		2,111		2,974,990
Suzano Austria GmbH 2.50%, 09/15/28 (Call 07/15/28)		1,540		1,409,008
3.13%, 01/15/32 (Call 10/15/31)		210		186,522
3.75%, 01/15/31 (Call 10/15/30)		635		599,376
5.00%, 01/15/30 (Call 10/15/29)		3,896		4,007,465
6.00%, 01/15/29 (Call 10/15/28)		6,147		6,754,262


				46,253,683

Gas — 0.1%
Atmos Energy Corp. 1.50%, 01/15/31 (Call 10/15/30)		1,520		1,344,182
2.63%, 09/15/29 (Call 06/15/29)		570		558,401
2.85%, 02/15/52 (Call 08/15/51)		455		393,580
3.00%, 06/15/27 (Call 03/15/27)		2,055		2,112,191
3.38%, 09/15/49 (Call 03/15/49)		2,661		2,525,129
4.13%, 10/15/44 (Call 04/15/44)		1,641		1,718,143
4.13%, 03/15/49 (Call 09/15/48)		2,344		2,515,417
4.15%, 01/15/43 (Call 07/15/42)		2,489		2,596,848
4.30%, 10/01/48 (Call 04/01/48)		1,463		1,590,413
5.50%, 06/15/41 (Call 12/15/40)		2,396		2,888,498
CenterPoint Energy Resources Corp. 1.75%, 10/01/30 (Call 07/01/30)		2,000		1,805,960
4.00%, 04/01/28 (Call 01/01/28)		2,029		2,136,050
4.10%, 09/01/47 (Call 03/01/47)		1,883		1,955,270
5.85%, 01/15/41 (Call 07/15/40)		878		1,094,427
Eastern Energy Gas Holdings LLC 3.55%, 11/01/23 (Call 08/01/23)		3,592		3,672,928
3.60%, 12/15/24 (Call 09/15/24)		501		517,157
Series A, 2.50%, 11/15/24 (Call 10/15/24)		4,481		4,490,545
National Fuel Gas Co. 2.95%, 03/01/31 (Call 12/01/30)		755		715,702
3.75%, 03/01/23 (Call 12/01/22)		690		699,260
3.95%, 09/15/27 (Call 06/15/27)		494		505,970
4.75%, 09/01/28 (Call 06/01/28)		1,973		2,067,704
5.20%, 07/15/25 (Call 04/15/25)		1,597		1,702,610


Security	Par (000)		Value

Gas (continued)
5.50%, 01/15/26 (Call 12/15/25)	$	1,565	$	1,696,820
NiSource Inc. 0.95%, 08/15/25 (Call 07/15/25)		4,844		4,580,438
1.70%, 02/15/31 (Call 11/15/30)		2,970		2,614,016
2.95%, 09/01/29 (Call 06/01/29)		3,474		3,420,431
3.49%, 05/15/27 (Call 02/15/27)		1,514		1,564,446
3.60%, 05/01/30 (Call 02/01/30)		3,794		3,880,389
3.95%, 03/30/48 (Call 09/30/47)		3,106		3,047,452
4.38%, 05/15/47 (Call 11/15/46)		2,001		2,097,008
4.80%, 02/15/44 (Call 08/15/43)		2,849		3,099,712
5.25%, 02/15/43 (Call 08/15/42)		1,055		1,197,784
5.65%, 02/01/45 (Call 08/01/44)		2,432		2,883,355
5.95%, 06/15/41 (Call 12/15/40)		2,215		2,735,591
ONE Gas Inc. 1.10%, 03/11/24 (Call 03/16/22)		610		596,330
2.00%, 05/15/30 (Call 02/15/30)		177		165,414
3.61%, 02/01/24 (Call 11/01/23)		828		847,905
4.50%, 11/01/48 (Call 05/01/48)		1,707		1,908,631
4.66%, 02/01/44 (Call 08/01/43)		1,208		1,371,901
Piedmont Natural Gas Co. Inc. 2.50%, 03/15/31 (Call 12/15/30)		2,025		1,917,007
3.35%, 06/01/50 (Call 12/01/49)		2,330		2,146,722
3.50%, 06/01/29 (Call 03/01/29)		4,604		4,729,367
3.64%, 11/01/46 (Call 05/01/46)		1,942		1,837,870
4.65%, 08/01/43 (Call 02/01/43)		730		826,922
Southern California Gas Co. 3.15%, 09/15/24 (Call 06/15/24)		3,440		3,525,346
3.20%, 06/15/25 (Call 03/15/25)		1,227		1,260,362
3.75%, 09/15/42 (Call 03/15/42)		910		916,961
5.13%, 11/15/40		2,005		2,398,461
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		3,297		3,331,157
Series UU, 4.13%, 06/01/48 (Call 12/01/47)		1,914		2,043,482
Series VV, 4.30%, 01/15/49 (Call 07/15/48)		1,605		1,762,707
Series WW, 3.95%, 02/15/50 (Call 08/15/49)		1,537		1,622,181
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		2,078		2,024,367
Southern Co. Gas Capital Corp. 2.45%, 10/01/23 (Call 08/01/23)		1,518		1,531,708
3.25%, 06/15/26 (Call 03/15/26)		1,265		1,299,281
3.95%, 10/01/46 (Call 04/01/46)		2,188		2,154,392
4.40%, 06/01/43 (Call 12/01/42)		1,790		1,858,127
4.40%, 05/30/47 (Call 11/30/46)		1,783		1,878,070
5.88%, 03/15/41 (Call 09/15/40)		1,790		2,247,470
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30)		2,284		2,029,265
Series 21A, 3.15%, 09/30/51 (Call 03/30/51)		1,530		1,347,792
Southwest Gas Corp. 2.20%, 06/15/30 (Call 03/15/30)		1,353		1,256,761
3.18%, 08/15/51 (Call 02/15/51)		1,745		1,528,149
3.70%, 04/01/28 (Call 01/01/28)		1,833		1,915,448
3.80%, 09/29/46 (Call 03/29/46)		1,366		1,358,569
4.15%, 06/01/49 (Call 12/01/48)		1,709		1,769,088
Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50)		295		282,132
Washington Gas Light Co. 3.65%, 09/15/49 (Call 03/15/49)		990		1,011,889
Series K, 3.80%, 09/15/46 (Call 03/15/46)		1,686		1,757,773


				132,882,834

Hand & Machine Tools — 0.0%
Kennametal Inc. 2.80%, 03/01/31 (Call 12/01/30)		1,325		1,260,035
4.63%, 06/15/28 (Call 03/15/28)		634		681,157


Security	Par (000)		Value

Hand & Machine Tools (continued)
Snap-on Inc. 3.10%, 05/01/50 (Call 11/01/49)	$	1,234	$	1,163,082
3.25%, 03/01/27 (Call 12/01/26)		1,600		1,672,608
4.10%, 03/01/48 (Call 09/01/47)		490		542,734
Stanley Black & Decker Inc. 2.30%, 03/15/30 (Call 12/15/29)		3,630		3,494,637
2.75%, 11/15/50 (Call 05/15/50)		1,650		1,413,621
3.00%, 05/15/32 (Call 02/15/32)		1,435		1,441,902
3.40%, 03/01/26 (Call 01/01/26)		3,120		3,244,145
4.00%, 03/15/60 (Call 03/15/25)^(a)		2,755		2,674,747
4.25%, 11/15/28 (Call 08/15/28)		1,586		1,731,119
4.85%, 11/15/48 (Call 05/15/48)		1,362		1,655,007
5.20%, 09/01/40		2,368		2,859,052


				23,833,846

Health Care - Products — 0.3%
Abbott Laboratories 1.15%, 01/30/28 (Call 11/30/27)		4,550		4,266,626
1.40%, 06/30/30 (Call 03/30/30)		2,923		2,675,071
2.95%, 03/15/25 (Call 12/15/24)		4,080		4,185,713
3.40%, 11/30/23 (Call 09/30/23)		4,326		4,448,123
3.75%, 11/30/26 (Call 08/30/26)		5,057		5,394,555
3.88%, 09/15/25 (Call 06/15/25)		3,079		3,252,132
4.75%, 11/30/36 (Call 05/30/36)		6,318		7,527,265
4.75%, 04/15/43 (Call 10/15/42)		2,735		3,243,765
4.90%, 11/30/46 (Call 05/30/46)		7,647		9,447,639
5.30%, 05/27/40		3,400		4,255,032
6.00%, 04/01/39		2,785		3,718,059
6.15%, 11/30/37		1,930		2,636,592
Baxter International Inc. 0.87%, 12/01/23^(c)		530		520,391
1.32%, 11/29/24^(c)		466		453,376
1.73%, 04/01/31 (Call 01/01/31)		365		329,584
1.92%, 02/01/27 (Call 01/01/27)^(c)		8,655		8,396,562
2.27%, 12/01/28 (Call 10/01/28)^(c)		5,825		5,611,164
2.54%, 02/01/32 (Call 11/01/31)^(c)		810		776,369
2.60%, 08/15/26 (Call 05/15/26)		4,527		4,553,709
3.13%, 12/01/51 (Call 06/01/51)^(c)		2,025		1,823,148
3.50%, 08/15/46 (Call 02/15/46)		403		389,338
3.95%, 04/01/30 (Call 01/01/30)		3,595		3,868,903
Boston Scientific Corp. 1.90%, 06/01/25 (Call 05/01/25)		2,440		2,398,227
2.65%, 06/01/30 (Call 03/01/30)		1,841		1,787,077
3.45%, 03/01/24 (Call 02/01/24)		4,048		4,151,750
3.75%, 03/01/26 (Call 01/01/26)		5,387		5,631,785
3.85%, 05/15/25		4,875		5,090,329
4.00%, 03/01/28 (Call 12/01/27)		331		355,150
4.00%, 03/01/29 (Call 12/01/28)		1,462		1,555,246
4.55%, 03/01/39 (Call 09/01/38)		2,675		2,959,968
4.70%, 03/01/49 (Call 09/01/48)		3,707		4,224,571
6.75%, 11/15/35		1,083		1,437,661
7.38%, 01/15/40		1,601		2,369,704
Danaher Corp. 2.60%, 10/01/50 (Call 04/01/50)		4,746		4,042,833
2.80%, 12/10/51 (Call 06/10/51)		3,850		3,407,212
3.35%, 09/15/25 (Call 06/15/25)		886		917,134
4.38%, 09/15/45 (Call 03/15/45)		2,863		3,206,846
DENTSPLY SIRONA Inc., 3.25%, 06/01/30
(Call 03/01/30)		1,877		1,888,581
DH Europe Finance II Sarl 2.20%, 11/15/24 (Call 10/15/24)		2,832		2,833,869


Security	Par (000)		Value

Health Care - Products (continued)
2.60%, 11/15/29 (Call 08/15/29)	$	2,681	$	2,632,715
3.25%, 11/15/39 (Call 05/15/39)		3,312		3,243,972
3.40%, 11/15/49 (Call 05/15/49)		1,440		1,408,781
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		2,236		2,422,348
Koninklijke Philips NV
5.00%, 03/15/42		3,357		3,945,952
6.88%, 03/11/38		2,190		2,993,051
Medtronic Global Holdings SCA, 3.35%, 04/01/27 (Call 01/01/27)		3,331		3,471,302
Medtronic Inc.
3.50%, 03/15/25		4,040		4,213,437
4.38%, 03/15/35		6,800		7,790,828
4.63%, 03/15/45		6,367		7,499,753
PerkinElmer Inc.
0.55%, 09/15/23 (Call 09/15/22)		25		24,514
0.85%, 09/15/24 (Call 09/15/22)		310		299,556
1.90%, 09/15/28 (Call 07/15/28)		3,125		2,933,469
2.25%, 09/15/31 (Call 06/15/31)		1,685		1,541,842
2.55%, 03/15/31 (Call 12/15/30)		700		666,631
3.30%, 09/15/29 (Call 06/15/29)		5,258		5,292,861
3.63%, 03/15/51 (Call 09/15/50)		400		384,576
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		7,495		6,782,226
STERIS Irish FinCo UnLtd Co.
2.70%, 03/15/31 (Call 12/15/30)		3,066		2,912,424
3.75%, 03/15/51 (Call 09/15/50)		2,500		2,397,750
Stryker Corp.
0.60%, 12/01/23 (Call 03/11/22)		1,147		1,122,431
1.15%, 06/15/25 (Call 05/15/25)		680		655,207
1.95%, 06/15/30 (Call 03/15/30)		2,703		2,502,221
2.90%, 06/15/50 (Call 12/15/49)		1,456		1,283,304
3.38%, 05/15/24 (Call 02/15/24)		4,340		4,445,549
3.38%, 11/01/25 (Call 08/01/25)		2,688		2,774,742
3.50%, 03/15/26 (Call 12/15/25)		4,229		4,392,831
3.65%, 03/07/28 (Call 12/07/27)		3,582		3,746,879
4.10%, 04/01/43 (Call 10/01/42)		3,725		3,998,154
4.38%, 05/15/44 (Call 11/15/43)		2,533		2,819,888
4.63%, 03/15/46 (Call 09/15/45)		1,816		2,077,522
Thermo Fisher Scientific Inc.
0.80%, 10/18/23 (Call 10/18/22)		85		83,814
1.22%, 10/18/24 (Call 10/18/22)		25		24,446
1.75%, 10/15/28 (Call 08/15/28)		2,645		2,506,296
2.00%, 10/15/31 (Call 07/15/31)		2,130		1,977,535
2.60%, 10/01/29 (Call 07/01/29)		3,496		3,455,027
2.80%, 10/15/41 (Call 04/15/41)		680		625,172
4.10%, 08/15/47 (Call 02/15/47)		2,869		3,185,594
5.30%, 02/01/44 (Call 08/01/43)		3,479		4,397,073
Zimmer Biomet Holdings Inc.
1.45%, 11/22/24 (Call 11/22/22)		140		136,829
2.60%, 11/24/31 (Call 08/24/31)		5,185		4,895,833
3.05%, 01/15/26 (Call 12/15/25)		2,408		2,445,517
4.45%, 08/15/45 (Call 02/15/45)		1,644		1,765,837
5.75%, 11/30/39		218		270,117


				248,476,865

Health Care - Services — 0.7%
AdventHealth Obligated Group, Series E, 2.80%, 11/15/51 (Call 05/15/51)		1,139		1,022,207
Adventist Health System/West
2.95%, 03/01/29 (Call 12/01/28)		608		612,207
3.63%, 03/01/49 (Call 09/01/48)		2,601		2,690,578


Security	Par (000)		Value

Health Care - Services (continued)
Advocate Health & Hospitals Corp.
3.39%, 10/15/49 (Call 04/15/49)	$	2,017	$	2,002,599
3.83%, 08/15/28 (Call 05/15/28)		1,186		1,273,468
4.27%, 08/15/48 (Call 02/15/48)		1,861		2,119,121
Series 2020, 2.21%, 06/15/30 (Call 03/15/30)^(b)		455		438,151
Series 2020, 3.01%, 06/15/50 (Call 12/15/49)		1,622		1,530,795
Aetna Inc.
2.80%, 06/15/23 (Call 04/15/23)		5,040		5,104,966
3.50%, 11/15/24 (Call 08/15/24)		4,180		4,303,185
3.88%, 08/15/47 (Call 02/15/47)		700		705,880
4.13%, 11/15/42 (Call 05/15/42)		3,419		3,505,569
4.50%, 05/15/42 (Call 11/15/41)		1,401		1,503,609
4.75%, 03/15/44 (Call 09/15/43)		2,314		2,578,490
6.63%, 06/15/36		3,141		4,182,838
6.75%, 12/15/37		2,713		3,676,712
AHS Hospital Corp.
5.02%, 07/01/45		651		802,963
Series 2021, 2.78%, 07/01/51 (Call 01/01/51)		776		667,740
Allina Health System
2.90%, 11/15/51 (Call 05/15/51)		195		174,519
Series 2019, 3.89%, 04/15/49		2,783		2,961,808
Anthem Inc.
0.45%, 03/15/23		640		633,107
1.50%, 03/15/26 (Call 02/15/26)		3,505		3,390,492
2.25%, 05/15/30 (Call 02/15/30)		2,434		2,305,339
2.38%, 01/15/25 (Call 12/15/24)		2,235		2,245,750
2.55%, 03/15/31 (Call 12/15/30)		4,060		3,911,323
2.88%, 09/15/29 (Call 06/15/29)		2,712		2,708,122
3.13%, 05/15/50 (Call 11/15/49)		571		519,325
3.35%, 12/01/24 (Call 10/01/24)		5,199		5,351,851
3.50%, 08/15/24 (Call 05/15/24)		4,543		4,673,657
3.60%, 03/15/51 (Call 09/15/50)		5,693		5,603,335
3.65%, 12/01/27 (Call 09/01/27)		6,923		7,262,642
3.70%, 09/15/49 (Call 03/15/49)		3,657		3,638,057
4.10%, 03/01/28 (Call 12/01/27)		3,528		3,774,431
4.38%, 12/01/47 (Call 06/01/47)		4,588		5,044,506
4.55%, 03/01/48 (Call 09/01/47)		3,425		3,862,372
4.63%, 05/15/42		1,439		1,614,443
4.65%, 01/15/43		3,525		3,960,337
4.65%, 08/15/44 (Call 02/15/44)		3,877		4,358,601
5.10%, 01/15/44		4,303		5,115,449
5.85%, 01/15/36		994		1,247,997
5.95%, 12/15/34		330		413,876
6.38%, 06/15/37		495		653,608
Ascension Health
3.95%, 11/15/46		3,025		3,354,392
4.85%, 11/15/53^(b)		3,980		5,131,135
Series B, 2.53%, 11/15/29 (Call 08/15/29)		2,124		2,124,552
Series B, 3.11%, 11/15/39 (Call 05/15/39)		971		961,203
Banner Health
1.90%, 01/01/31 (Call 07/01/30)		938		869,967
2.34%, 01/01/30 (Call 10/01/29)		1,871		1,814,458
2.91%, 01/01/42 (Call 07/01/41)		140		130,519
2.91%, 01/01/51 (Call 07/01/50)		1,502		1,377,755
Series 2020, 3.18%, 01/01/50 (Call 07/01/49)		1,558		1,503,392
Baptist Health South Florida Obligated Group, Series 2021, 3.12%, 11/15/71 (Call 05/15/71)^(b)		485		424,453
Baptist Healthcare System Obligated Group, Series 20B, 3.54%, 08/15/50 (Call 02/15/50)		523		519,281


Security	Par (000)		Value

Health Care - Services (continued)
BayCare Health System Inc., Series 2020, 3.83%, 11/15/50 (Call 05/15/50)	$	2,394	$	2,616,522
Baylor Scott & White Holdings
3.97%, 11/15/46 (Call 05/15/46)		425		463,696
4.19%, 11/15/45 (Call 05/15/45)		1,208		1,338,367
Series 2021, 1.78%, 11/15/30 (Call 05/15/30)		1,081		994,379
Series 2021, 2.84%, 11/15/50 (Call 11/15/49)		4,550		4,111,107
Beth Israel Lahey Health Inc., 3.08%, 07/01/51 (Call 01/01/51)		600		535,530
BHSH System Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49)		1,713		1,711,544
Bon Secours Mercy Health Inc.
3.46%, 06/01/30 (Call 12/01/29)		3,982		4,159,398
Series 20-2, 2.10%, 06/01/31 (Call 12/01/30)		1,120		1,040,211
Series 20-2, 3.21%, 06/01/50 (Call 12/01/49)		1,540		1,431,199
Catholic Health Services of Long Island Obligated Group, Series 2020, 3.37%, 07/01/50 (Call 01/01/50)		1,540		1,436,373
Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 (Call 02/15/31)		1,075		1,020,702
Children’s Health System of Texas, 2.51%, 08/15/50 (Call 02/15/50)		1,801		1,514,173
Children’s Hospital Corp. (The)
Series 2017, 4.12%, 01/01/47 (Call 07/01/46)		1,703		1,931,355
Series 2020, 2.59%, 02/01/50 (Call 08/01/49)		455		389,516
Children’s Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44		1,238		1,383,341
Children’s Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50)		1,203		1,062,466
Children’s Hospital/DC, Series 2020, 2.93%, 07/15/50 (Call 01/15/50)		921		806,971
CHRISTUS Health, Series C, 4.34%, 07/01/28 (Call 04/01/28)		1,435		1,535,120
City of Hope
Series 2013, 5.62%, 11/15/43		545		703,688
Series 2018, 4.38%, 08/15/48 (Call 02/15/48)		577		664,087
CommonSpirit Health 1.55%, 10/01/25 (Call 07/01/25)		1,828		1,763,563
2.76%, 10/01/24 (Call 07/01/24)		264		266,257
2.78%, 10/01/30 (Call 04/01/30)		1,872		1,821,025
3.35%, 10/01/29 (Call 04/01/29)		3,045		3,080,413
3.82%, 10/01/49 (Call 04/01/49)		3,372		3,441,295
3.91%, 10/01/50 (Call 04/01/50)		1,304		1,316,062
4.19%, 10/01/49 (Call 04/01/49)		2,966		3,126,728
4.35%, 11/01/42		4,033		4,214,203
Community Health Network Inc., Series 20-A, 3.10%, 05/01/50 (Call 11/01/49)		1,370		1,238,932
Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 (Call 05/01/49)		1,875		1,801,369
Dartmouth-Hitchcock Health, Series B, 4.18%, 08/01/48 (Call 02/01/48)		2,517		2,703,334
Dignity Health 4.50%, 11/01/42		1,030		1,130,137
5.27%, 11/01/64		1,455		1,810,762
Duke University Health System Inc., Series 2017, 3.92%, 06/01/47 (Call 12/01/46)		1,686		1,848,665
Franciscan Missionaries of Our Lady Health System Inc., Series B, 3.91%, 07/01/49 (Call 01/01/49)		160		164,547


Security	Par (000)		Value

Health Care - Services (continued)
Hackensack Meridian Health Inc. 4.21%, 07/01/48 (Call 01/01/48)	$	1,291	$	1,465,711
4.50%, 07/01/57 (Call 01/01/57)		1,710		2,071,066
Series 2020, 2.68%, 09/01/41 (Call 03/01/41)		2,686		2,409,825
Series 2020, 2.88%, 09/01/50 (Call 03/01/50)		2,082		1,911,547
Hartford HealthCare Corp., 3.45%, 07/01/54		2,230		2,162,319
HCA Inc. 2.38%, 07/15/31 (Call 04/15/31)		4,275		3,940,096
3.50%, 07/15/51 (Call 01/15/51)		3,625		3,220,885
4.13%, 06/15/29 (Call 03/15/29)		8,099		8,500,548
4.50%, 02/15/27 (Call 08/15/26)		4,691		4,967,769
4.75%, 05/01/23		2,801		2,885,058
5.00%, 03/15/24		2,308		2,425,754
5.13%, 06/15/39 (Call 12/15/38)		5,045		5,629,715
5.25%, 04/15/25		1,028		1,103,918
5.25%, 06/15/26 (Call 12/15/25)		5,533		5,995,005
5.25%, 06/15/49 (Call 12/15/48)		4,658		5,300,385
5.50%, 06/15/47 (Call 12/15/46)		6,052		7,082,958
Humana Inc. 0.65%, 08/03/23 (Call 03/08/22)		95		93,534
1.35%, 02/03/27 (Call 01/03/27)		4,245		3,998,960
2.15%, 02/03/32 (Call 11/03/31)		2,750		2,527,167
3.13%, 08/15/29 (Call 05/15/29)		2,902		2,917,903
3.85%, 10/01/24 (Call 07/01/24)		4,579		4,749,018
3.95%, 03/15/27 (Call 12/15/26)		2,057		2,174,969
3.95%, 08/15/49 (Call 02/15/49)		1,602		1,642,675
4.50%, 04/01/25 (Call 03/01/25)		2,433		2,584,211
4.63%, 12/01/42 (Call 06/01/42)		1,685		1,883,409
4.80%, 03/15/47 (Call 09/15/46)		1,410		1,622,078
4.88%, 04/01/30 (Call 01/01/30)		2,784		3,129,773
4.95%, 10/01/44 (Call 04/01/44)		2,781		3,240,644
IHC Health Services Inc., 4.13%, 05/15/48 (Call 11/15/47)		100		117,806
Indiana University Health Inc. Obligated Group 3.97%, 11/01/48 (Call 05/01/48)		2,282		2,526,106
Series 2021, 2.85%, 11/01/51 (Call 05/01/51)		500		468,650
Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50)		1,744		1,840,112
Iowa Health System, Series 2020, 3.67%, 02/15/50 (Call 08/15/49)		255		257,772
Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46		2,781		3,031,985
Kaiser Foundation Hospitals 3.15%, 05/01/27 (Call 02/01/27)		3,438		3,560,874
4.15%, 05/01/47 (Call 11/01/46)		5,822		6,533,739
4.88%, 04/01/42		1,957		2,347,167
Series 2019, 3.27%, 11/01/49 (Call 05/01/49)		4,051		3,934,939
Series 2021, 2.81%, 06/01/41 (Call 12/01/40)		2,942		2,715,701
Series 2021, 3.00%, 06/01/51 (Call 12/01/50)		2,364		2,195,400
Laboratory Corp. of America Holdings 1.55%, 06/01/26 (Call 05/01/26)		2,165		2,075,607
2.30%, 12/01/24 (Call 11/01/24)		2,230		2,229,331
2.70%, 06/01/31 (Call 03/01/31)		1,990		1,907,753
2.95%, 12/01/29 (Call 09/01/29)		1,682		1,668,174
3.25%, 09/01/24 (Call 07/01/24)		2,504		2,552,928
3.60%, 02/01/25 (Call 11/01/24)		4,609		4,739,988
3.60%, 09/01/27 (Call 06/01/27)		2,945		3,078,909
4.00%, 11/01/23 (Call 08/01/23)		780		802,807
4.70%, 02/01/45 (Call 08/01/44)		3,388		3,737,540


Security	Par (000)		Value

Health Care - Services (continued)
Mass General Brigham Inc.
Series 2015, 4.12%, 07/01/55	$	199	$	225,869
Series 2017, 3.77%, 07/01/48 (Call 01/01/48)		1,264		1,390,172
Series 2020, 3.19%, 07/01/49 (Call 01/01/49)		1,835		1,768,408
Series 2020, 3.34%, 07/01/60 (Call 01/01/60)		2,326		2,193,767
Mayo Clinic 3.77%, 11/15/43		245		264,720
Series 2016, 4.13%, 11/15/52		2,781		3,226,739
Series 2021, 3.20%, 11/15/61 (Call 05/15/61)		2,816		2,731,576
McLaren Health Care Corp., Series A, 4.39%, 05/15/48 (Call 11/15/47)		1,492		1,692,764
MedStar Health Inc., Series 20A, 3.63%, 08/15/49		1,547		1,522,774
Memorial Health Services, 3.45%, 11/01/49 (Call 05/01/49)		2,393		2,371,080
Memorial Sloan-Kettering Cancer Center 4.13%, 07/01/52		2,000		2,298,420
5.00%, 07/01/42		690		853,765
Series 2015, 4.20%, 07/01/55		2,344		2,718,946
Series 2020, 2.96%, 01/01/50 (Call 07/01/49)		781		714,670
Mercy Health/OH, Series 2018, 4.30%, 07/01/28 (Call 01/01/28)		1,231		1,325,368
Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50)		3,236		2,838,199
MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49)		1,748		1,693,969
Montefiore Obligated Group 4.29%, 09/01/50		1,466		1,323,534
Series 18-C, 5.25%, 11/01/48		2,072		2,152,083
Mount Nittany Medical Center Obligated Group, 3.80%, 11/15/52		660		666,686
Mount Sinai Hospitals Group Inc.
Series 2017, 3.98%, 07/01/48		928		1,001,238
Series 2019, 3.74%, 07/01/49 (Call 01/01/49)		1,370		1,388,016
Series 2020, 3.39%, 07/01/50 (Call 07/01/49)		1,646		1,529,727
MultiCare Health System, 2.80%, 08/15/50 (Call 02/15/50)		933		832,973
New York and Presbyterian Hospital (The) 2.26%, 08/01/40 (Call 02/01/40)		1,964		1,712,883
2.61%, 08/01/60 (Call 02/01/60)		1,728		1,441,895
4.02%, 08/01/45		3,139		3,442,573
4.06%, 08/01/56		553		620,781
Series 2019, 3.95%, 08/01/2119 (Call 02/01/19)		2,140		2,175,802
Northwell Healthcare Inc. 3.81%, 11/01/49 (Call 11/01/48)		3,220		3,300,693
3.98%, 11/01/46 (Call 11/01/45)		2,295		2,396,623
4.26%, 11/01/47 (Call 11/01/46)		660		710,206
Northwestern Memorial Healthcare Obligated Group, Series 2021, 2.63%, 07/15/51 (Call 01/15/51)^(b)		275		235,824
Novant Health Inc. 2.64%, 11/01/36 (Call 08/01/36)		791		736,350
3.17%, 11/01/51 (Call 05/01/51)		2,584		2,459,322
3.32%, 11/01/61 (Call 05/01/61)		1,216		1,162,703
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery, Series 2020, 2.67%, 10/01/50 (Call 04/01/50)		875		763,368
Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30)		1,785		1,645,234
OhioHealth Corp. 2.30%, 11/15/31 (Call 05/15/31)		1,162		1,104,992
2.83%, 11/15/41 (Call 05/15/41)		1,360		1,247,786


Security	Par (000)		Value

Health Care - Services (continued)
Series 2020, 3.04%, 11/15/50 (Call 05/15/50)	$	1,192	$	1,128,705
Orlando Health Obligated Group 3.33%, 10/01/50 (Call 04/01/50)		1,678		1,640,883
4.09%, 10/01/48 (Call 04/01/48)		1,772		1,956,908
PeaceHealth Obligated Group
Series 2018, 4.79%, 11/15/48 (Call 05/15/48)		2,272		2,775,180
Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		947		918,344
Series 2020, 3.22%, 11/15/50 (Call 05/15/50)		1,698		1,563,128
Piedmont Healthcare Inc. 2.04%, 01/01/32 (Call 07/01/31)		716		656,457
2.86%, 01/01/52 (Call 07/01/51)		971		853,897
Series 2042, 2.72%, 01/01/42 (Call 07/01/41)		961		847,487
Providence St Joseph Health Obligated Group
Series 19A, 2.53%, 10/01/29 (Call 07/01/29)		2,527		2,475,727
Series 21A, 2.70%, 10/01/51 (Call 04/01/51)		1,650		1,409,298
Series A, 3.93%, 10/01/48 (Call 04/01/48)		1,110		1,178,531
Series H, 2.75%, 10/01/26 (Call 07/01/26)		822		839,681
Series I, 3.74%, 10/01/47		2,468		2,617,191
Quest Diagnostics Inc. 2.80%, 06/30/31 (Call 03/30/31)		2,136		2,072,283
2.95%, 06/30/30 (Call 03/30/30)		3,902		3,851,781
3.45%, 06/01/26 (Call 03/01/26)		1,917		1,984,728
3.50%, 03/30/25 (Call 12/30/24)		530		546,276
4.20%, 06/30/29 (Call 03/30/29)		2,588		2,787,147
4.25%, 04/01/24 (Call 01/01/24)		2,665		2,771,520
4.70%, 03/30/45 (Call 09/30/44)		1,551		1,763,720
Rady Children’s Hospital-San Diego/CA, Series 21A, 3.15%, 08/15/51 (Call 08/15/50)		910		889,234
Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29)		528		565,815
RWJ Barnabas Health Inc. 3.48%, 07/01/49 (Call 01/01/49)		924		936,012
3.95%, 07/01/46 (Call 07/01/45)		2,865		3,085,806
Seattle Children’s Hospital, Series 2021, 2.72%, 10/01/50 (Call 10/01/49)		1,700		1,489,659
Sentara Healthcare, 2.93%, 11/01/51 (Call 05/01/51)		1,054		983,972
Sharp HealthCare, Series 20B, 2.68%, 08/01/50 (Call 08/01/49)		841		737,877
SSM Health Care Corp.
Series 2018, 3.69%, 06/01/23 (Call 03/01/23)		2,633		2,683,053
Series A, 3.82%, 06/01/27 (Call 03/01/27)		25		26,663
Stanford Health Care 3.03%, 08/15/51 (Call 02/15/51)		2,495		2,326,088
Series 2018, 3.80%, 11/15/48 (Call 05/15/48)		1,669		1,775,198
Series 2020, 3.31%, 08/15/30 (Call 05/15/30)		605		628,607
Summa Health, 3.51%, 11/15/51 (Call 05/15/51)		1,135		1,138,689
Sutter Health
Series 2018, 3.70%, 08/15/28 (Call 05/15/28)		2,054		2,169,866
Series 2018, 4.09%, 08/15/48 (Call 02/15/48)		2,951		3,215,646
Series 20A, 1.32%, 08/15/25 (Call 05/15/25)		1,109		1,067,867
Series 20A, 2.29%, 08/15/30 (Call 02/15/30)		1,489		1,399,452
Series 20A, 3.16%, 08/15/40 (Call 02/15/40)		857		801,501
Series 20A, 3.36%, 08/15/50 (Call 02/15/50)		2,014		1,909,775
Texas Health Resources 2.33%, 11/15/50 (Call 05/15/50)		2,082		1,780,256
4.33%, 11/15/55		584		679,916
Toledo Hospital (The) 5.75%, 11/15/38 (Call 11/15/28)		2,170		2,422,827
6.02%, 11/15/48		1,138		1,338,368
Series B, 5.33%, 11/15/28		1,522		1,671,750


Security	Par (000)		Value

Health Care - Services (continued)
Trinity Health Corp. 4.13%, 12/01/45	$	711	$	795,801
Series 2019, 3.43%, 12/01/48		1,600		1,599,696
Series 2021, 2.63%, 12/01/40 (Call 06/01/40)		686		617,434
UnitedHealth Group Inc. 0.55%, 05/15/24 (Call 05/15/22)		300		292,371
1.15%, 05/15/26 (Call 04/15/26)		3,135		3,011,700
1.25%, 01/15/26		1,886		1,822,272
2.00%, 05/15/30		4,145		3,921,875
2.30%, 05/15/31 (Call 02/15/31)		5,260		5,069,378
2.38%, 08/15/24		4,242		4,293,159
2.75%, 05/15/40 (Call 11/15/39)		5,111		4,712,240
2.88%, 03/15/23		5,718		5,816,979
2.88%, 08/15/29		4,034		4,089,024
2.90%, 05/15/50 (Call 11/15/49)		3,938		3,585,234
2.95%, 10/15/27		4,654		4,794,877
3.05%, 05/15/41 (Call 11/15/40)		3,772		3,623,383
3.10%, 03/15/26		3,158		3,268,309
3.13%, 05/15/60 (Call 11/15/59)		1,419		1,290,538
3.25%, 05/15/51 (Call 11/15/50)		3,010		2,919,188
3.38%, 04/15/27		3,353		3,520,382
3.45%, 01/15/27		3,473		3,654,082
3.50%, 06/15/23		2,678		2,746,316
3.50%, 02/15/24		1,551		1,604,510
3.50%, 08/15/39 (Call 02/15/39)		3,844		3,921,264
3.70%, 12/15/25		2,916		3,071,190
3.70%, 08/15/49 (Call 02/15/49)		3,282		3,397,067
3.75%, 07/15/25		8,624		9,041,488
3.75%, 10/15/47 (Call 04/15/47)		2,911		3,016,990
3.85%, 06/15/28		5,316		5,700,772
3.88%, 12/15/28		1,762		1,898,396
3.88%, 08/15/59 (Call 02/15/59)		3,065		3,235,843
3.95%, 10/15/42 (Call 04/15/42)		2,525		2,683,040
4.20%, 01/15/47 (Call 07/15/46)		4,531		4,999,052
4.25%, 03/15/43 (Call 09/15/42)		3,083		3,398,915
4.25%, 04/15/47 (Call 10/15/46)		2,369		2,630,893
4.25%, 06/15/48 (Call 12/15/47)		5,203		5,807,485
4.38%, 03/15/42 (Call 09/15/41)		934		1,042,064
4.45%, 12/15/48 (Call 06/15/48)		3,736		4,305,254
4.63%, 07/15/35		4,056		4,689,344
4.63%, 11/15/41 (Call 05/15/41)		3,671		4,246,760
4.75%, 07/15/45		6,925		8,157,788
5.70%, 10/15/40 (Call 04/15/40)		3,024		3,863,583
5.80%, 03/15/36		1,730		2,217,739
5.95%, 02/15/41 (Call 08/15/40)		1,615		2,145,834
6.50%, 06/15/37		4,033		5,541,261
6.63%, 11/15/37		2,628		3,649,031
6.88%, 02/15/38		3,221		4,597,494
Universal Health Services Inc. 1.65%, 09/01/26 (Call 08/01/26)^(c)		2,502		2,381,203
2.65%, 10/15/30 (Call 07/15/30)^(c)		2,198		2,071,087
2.65%, 01/15/32 (Call 10/15/31)^(c)		2,290		2,118,891
WakeMed, 3.29%, 10/01/52 (Call 04/01/52)		642		614,079
West Virginia United Health System Obligated Group, Series 2020, 3.13%, 06/01/50 (Call 12/01/49)		623		567,609
Willis-Knighton Medical Center
Series 2018, 4.81%, 09/01/48 (Call 03/01/48)		3,133		3,671,281
Series 2021, 3.07%, 03/01/51 (Call 09/01/50)		825		757,301


Security	Par (000)		Value

Health Care - Services (continued)
Yale-New Haven Health Services Corp., Series 2020, 2.50%, 07/01/50 (Call 07/01/49)	$	3,041	$	2,528,287


				652,156,657

Holding Companies - Diversified — 0.1%
Ares Capital Corp. 2.15%, 07/15/26 (Call 06/15/26)		1,210		1,142,397
2.88%, 06/15/27 (Call 05/15/27)		1,000		954,580
2.88%, 06/15/28 (Call 04/15/28)		3,255		3,015,920
3.20%, 11/15/31 (Call 08/15/31)		2,000		1,805,980
3.25%, 07/15/25 (Call 06/15/25)		3,675		3,657,287
3.88%, 01/15/26 (Call 12/15/25)		1,366		1,383,867
4.20%, 06/10/24 (Call 05/10/24)		2,579		2,659,207
4.25%, 03/01/25 (Call 01/01/25)		1,307		1,336,708
Bain Capital Specialty Finance Inc. 2.55%, 10/13/26 (Call 09/13/26)		1,705		1,597,056
2.95%, 03/10/26 (Call 02/10/26)		2,165		2,094,075
Barings BDC Inc., 3.30%, 11/23/26 (Call 10/13/26)^(c)		405		382,984
Blackstone Private Credit Fund 1.75%, 09/15/24^(c)		1,025		984,605
2.35%, 11/22/24^(c)		419		405,596
2.63%, 12/15/26 (Call 11/15/26)^(c)		1,860		1,727,531
2.70%, 01/15/25 (Call 11/15/24)^(c)		570		555,043
3.25%, 03/15/27 (Call 02/15/27)^(c)		6,665		6,409,197
4.00%, 01/15/29 (Call 11/15/28)^(c)		5,295		5,104,539
Blackstone Secured Lending Fund 2.13%, 02/15/27 (Call 01/15/27)^(c)		479		444,119
2.75%, 09/16/26 (Call 08/19/26)		1,250		1,199,525
2.85%, 09/30/28 (Call 07/30/28)^(c)		1,500		1,376,820
3.63%, 01/15/26 (Call 12/15/25)		287		287,000
3.65%, 07/14/23		925		939,088
FS KKR Capital Corp. 1.65%, 10/12/24		2,675		2,567,492
2.63%, 01/15/27 (Call 12/15/26)		2,630		2,486,902
3.13%, 10/12/28 (Call 08/12/28)		2,070		1,923,962
3.25%, 07/15/27 (Call 06/15/27)		2,000		1,921,460
3.40%, 01/15/26 (Call 12/15/25)		990		975,833
4.13%, 02/01/25 (Call 01/01/25)		1,840		1,862,393
4.63%, 07/15/24 (Call 06/15/24)		2,324		2,386,771
Goldman Sachs BDC Inc. 2.88%, 01/15/26 (Call 12/15/25)^(b)		730		715,926
3.75%, 02/10/25 (Call 01/10/25)		1,686		1,721,423
Golub Capital BDC Inc. 2.05%, 02/15/27 (Call 01/15/27)		4,775		4,368,839
2.50%, 08/24/26 (Call 07/24/26)		1,960		1,855,042
3.38%, 04/15/24 (Call 03/15/24)		975		977,828
Main Street Capital Corp. 3.00%, 07/14/26 (Call 06/14/26)		1,935		1,855,336
5.20%, 05/01/24		2,394		2,471,613
Oaktree Specialty Lending Corp. 2.70%, 01/15/27 (Call 12/15/26)		3,800		3,613,990
3.50%, 02/25/25 (Call 01/25/25)		3,531		3,552,716
Owl Rock Capital Corp. 2.63%, 01/15/27 (Call 12/15/26)		2,567		2,359,073
2.88%, 06/11/28 (Call 04/11/28)		2,845		2,581,382
3.40%, 07/15/26 (Call 06/15/26)		705		675,439
3.75%, 07/22/25 (Call 06/22/25)		1,971		1,950,107
4.00%, 03/30/25 (Call 02/28/25)		2,097		2,115,286
4.25%, 01/15/26 (Call 12/15/25)		2,215		2,234,115
5.25%, 04/15/24 (Call 03/15/24)		1,347		1,397,391


Security	Par (000)		Value

Holding Companies - Diversified (continued)
Owl Rock Capital Corp. III, 3.13%, 04/13/27
(Call 03/13/27)^(c)	$	3,015	$	2,790,744
Owl Rock Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26)		690		648,980
Prospect Capital Corp. 3.36%, 11/15/26 (Call 10/15/26)^(b)		1,240		1,187,746
3.44%, 10/15/28 (Call 08/15/28)		1,805		1,630,186
3.71%, 01/22/26 (Call 12/22/25)^(b)		1,499		1,467,956
Sixth Street Specialty Lending Inc. 2.50%, 08/01/26 (Call 07/01/26)		450		428,049
3.88%, 11/01/24 (Call 10/01/24)		1,486		1,512,540


				97,699,644

Home Builders — 0.1%
DR Horton Inc. 1.30%, 10/15/26 (Call 09/15/26)		5,335		5,013,246
1.40%, 10/15/27 (Call 08/15/27)		964		892,606
2.50%, 10/15/24 (Call 09/15/24)		1,565		1,572,074
2.60%, 10/15/25 (Call 09/15/25)		566		566,640
5.75%, 08/15/23 (Call 05/15/23)		2,971		3,108,736
Lennar Corp. 4.50%, 04/30/24 (Call 01/31/24)		3,655		3,803,137
4.75%, 05/30/25 (Call 02/28/25)		3,230		3,422,185
4.75%, 11/29/27 (Call 05/29/27)		3,383		3,678,268
4.88%, 12/15/23 (Call 09/15/23)		3,425		3,570,734
5.00%, 06/15/27 (Call 12/15/26)		1,313		1,426,955
5.25%, 06/01/26 (Call 12/01/25)		2,611		2,839,228
5.88%, 11/15/24 (Call 05/15/24)		3,464		3,719,435
MDC Holdings Inc. 2.50%, 01/15/31 (Call 07/15/30)		1,757		1,587,801
3.85%, 01/15/30 (Call 07/15/29)		2,194		2,187,966
3.97%, 08/06/61 (Call 02/06/61)		835		680,951
6.00%, 01/15/43 (Call 10/15/42)		2,915		3,150,240
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29)		588		579,498
PulteGroup Inc. 5.00%, 01/15/27 (Call 10/15/26)		1,380		1,505,138
5.50%, 03/01/26 (Call 12/01/25)		425		467,806
6.00%, 02/15/35		1,483		1,782,180
6.38%, 05/15/33		2,031		2,505,178
7.88%, 06/15/32^(b)		389		525,753
Toll Brothers Finance Corp. 3.80%, 11/01/29 (Call 08/01/29)		1,555		1,556,648
4.35%, 02/15/28 (Call 11/15/27)		1,585		1,650,778
4.88%, 11/15/25 (Call 08/15/25)		735		779,423
4.88%, 03/15/27 (Call 12/15/26)		1,540		1,642,302


				54,214,906

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		1,015		1,067,953
Leggett & Platt Inc. 3.50%, 11/15/27 (Call 08/15/27)		2,261		2,339,231
3.50%, 11/15/51 (Call 05/15/51)		2,210		2,054,924
3.80%, 11/15/24 (Call 08/15/24)		2,250		2,315,992
4.40%, 03/15/29 (Call 12/15/28)		2,877		3,107,448
Whirlpool Corp. 2.40%, 05/15/31 (Call 02/15/31)		1,635		1,554,803
3.70%, 05/01/25		1,646		1,715,922
4.00%, 03/01/24		978		1,016,064
4.50%, 06/01/46 (Call 12/01/45)		1,728		1,852,606
4.60%, 05/15/50 (Call 11/15/49)		1,845		2,012,268


Security	Par (000)		Value

Home Furnishings (continued)
4.75%, 02/26/29 (Call 11/26/28)	$	2,801	$	3,095,861


				22,133,072

Household Products & Wares — 0.0%
Avery Dennison Corp. 2.25%, 02/15/32 (Call 11/15/31)		2,445		2,239,253
2.65%, 04/30/30 (Call 02/01/30)		1,402		1,350,238
4.88%, 12/06/28 (Call 09/06/28)		2,471		2,753,287
Church & Dwight Co. Inc. 2.30%, 12/15/31 (Call 09/15/31)		3,330		3,193,736
3.15%, 08/01/27 (Call 05/01/27)		2,254		2,317,901
3.95%, 08/01/47 (Call 02/01/47)		2,734		2,949,330
Clorox Co. (The) 1.80%, 05/15/30 (Call 02/15/30)		1,189		1,095,390
3.10%, 10/01/27 (Call 07/01/27)		2,288		2,358,905
3.50%, 12/15/24 (Call 09/15/24)		1,864		1,933,751
3.90%, 05/15/28 (Call 02/15/28)		2,233		2,385,492
Kimberly-Clark Corp. 1.05%, 09/15/27 (Call 07/15/27)		1,556		1,460,182
2.00%, 11/02/31 (Call 08/02/31)		1,180		1,113,259
2.75%, 02/15/26		1,399		1,431,639
2.88%, 02/07/50 (Call 08/07/49)		2,714		2,540,467
3.05%, 08/15/25		1,168		1,204,687
3.10%, 03/26/30 (Call 12/26/29)		1,623		1,677,436
3.20%, 04/25/29 (Call 01/25/29)		1,230		1,275,682
3.20%, 07/30/46 (Call 01/30/46)		2,780		2,714,253
3.90%, 05/04/47 (Call 11/04/46)		2,082		2,255,514
3.95%, 11/01/28 (Call 08/01/28)		1,972		2,141,710
5.30%, 03/01/41		1,615		2,016,295
6.63%, 08/01/37		1,063		1,504,166


				43,912,573

Insurance — 0.8%
ACE Capital Trust II, Series N, 9.70%, 04/01/30		520		725,577
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28),
(6 mo. LIBOR US + 3.540%)^(a)		2,340		2,497,014
Aflac Inc. 1.13%, 03/15/26 (Call 02/15/26)		430		410,852
2.88%, 10/15/26 (Call 07/15/26)		1,097		1,129,471
3.25%, 03/17/25		4,629		4,788,747
3.60%, 04/01/30 (Call 01/01/30)		5,448		5,793,512
3.63%, 11/15/24		3,876		4,045,304
4.00%, 10/15/46 (Call 04/15/46)		1,381		1,465,959
4.75%, 01/15/49 (Call 07/15/48)		2,433		2,911,522
Alleghany Corp. 3.25%, 08/15/51 (Call 02/15/51)		890		762,703
3.63%, 05/15/30 (Call 02/15/30)		4,155		4,240,261
4.90%, 09/15/44 (Call 03/15/44)		1,700		1,878,959
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		2,350		2,460,074
Allstate Corp. (The) 0.75%, 12/15/25 (Call 11/15/25)		1,010		950,238
1.45%, 12/15/30 (Call 09/15/30)		869		779,641
3.15%, 06/15/23		1,032		1,050,865
3.28%, 12/15/26 (Call 09/15/26)		2,432		2,535,092
3.85%, 08/10/49 (Call 02/10/49)		2,623		2,752,734
4.20%, 12/15/46 (Call 06/15/46)		2,697		2,961,549
4.50%, 06/15/43		951		1,073,365
5.35%, 06/01/33		1,464		1,763,256
5.55%, 05/09/35		2,496		3,058,723
5.95%, 04/01/36		216		277,422


Security	Par (000)		Value

Insurance (continued)
6.50%, 05/15/67 (Call 05/15/37), (3 mo. LIBOR US + 2.120%)^(a)	$	1,901	$	2,375,851
Series B, 5.75%, 08/15/53 (Call 08/15/23), (3 mo. LIBOR US + 2.938%)^(a)		3,711		3,732,821
American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27)		1,442		1,566,776
American Financial Group Inc./OH
3.50%, 08/15/26 (Call 05/15/26)		2,662		2,774,682
4.50%, 06/15/47 (Call 12/15/46)		235		252,268
5.25%, 04/02/30 (Call 01/02/30)		357		403,096
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		5,040		5,062,831
3.40%, 06/30/30 (Call 03/30/30)		5,629		5,788,301
3.75%, 07/10/25 (Call 04/10/25)		3,609		3,756,608
3.88%, 01/15/35 (Call 07/15/34)		5,516		5,772,108
3.90%, 04/01/26 (Call 01/01/26)		8,579		9,018,502
4.13%, 02/15/24		2,115		2,203,576
4.20%, 04/01/28 (Call 01/01/28)		4,225		4,571,112
4.25%, 03/15/29 (Call 12/15/28)		1,799		1,941,553
4.38%, 06/30/50 (Call 12/30/49)		3,329		3,703,479
4.38%, 01/15/55 (Call 07/15/54)		4,361		4,746,905
4.50%, 07/16/44 (Call 01/16/44)		6,006		6,660,053
4.70%, 07/10/35 (Call 01/10/35)		2,698		3,045,098
4.75%, 04/01/48 (Call 10/01/47)		2,813		3,260,858
4.80%, 07/10/45 (Call 01/10/45)		3,135		3,612,304
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)^(a)		808		829,856
Aon Corp.
2.80%, 05/15/30 (Call 02/15/30)		886		872,533
3.75%, 05/02/29 (Call 02/02/29)		2,387		2,501,648
4.50%, 12/15/28 (Call 09/15/28)		1,191		1,298,130
6.25%, 09/30/40		1,784		2,364,246
Aon Corp./Aon Global Holdings PLC
2.05%, 08/23/31 (Call 05/23/31)		3,455		3,173,970
2.60%, 12/02/31 (Call 09/02/31)		1,175		1,121,514
2.85%, 05/28/27 (Call 04/28/27)		795		800,867
2.90%, 08/23/51 (Call 02/23/51)		2,125		1,824,228
3.90%, 02/28/52 (Call 08/28/51)		1,735		1,745,202
Aon PLC
3.50%, 06/14/24 (Call 03/14/24)		1,858		1,907,274
3.88%, 12/15/25 (Call 09/15/25)		956		998,379
4.00%, 11/27/23 (Call 08/27/23)		853		880,185
4.60%, 06/14/44 (Call 03/14/44)		2,657		2,919,219
4.75%, 05/15/45 (Call 11/15/44)		2,484		2,762,705
Arch Capital Finance LLC
4.01%, 12/15/26 (Call 09/15/26)		1,422		1,513,762
5.03%, 12/15/46 (Call 06/15/46)		809		941,951
Arch Capital Group Ltd.
3.64%, 06/30/50 (Call 12/30/49)		5,007		4,796,906
7.35%, 05/01/34		780		1,069,240
Arch Capital Group U.S. Inc., 5.14%, 11/01/43		2,245		2,662,346
Arthur J Gallagher & Co.
2.40%, 11/09/31 (Call 08/09/31)		2,830		2,656,323
3.05%, 03/09/52 (Call 09/09/51)		1,255		1,068,833
3.50%, 05/20/51 (Call 11/20/50)		637		596,423
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		2,046		2,125,180
Assurant Inc.
2.65%, 01/15/32 (Call 10/15/31)		185		170,716
3.70%, 02/22/30 (Call 11/22/29)		1,936		1,975,475
4.20%, 09/27/23 (Call 08/27/23)		1,286		1,328,695


Security	Par (000)		Value

Insurance (continued)
4.90%, 03/27/28 (Call 12/27/27)	$	1,505	$	1,649,631
Assured Guaranty U.S. Holdings Inc.
3.15%, 06/15/31 (Call 03/15/31)		1,935		1,918,959
3.60%, 09/15/51 (Call 03/15/51)		475		432,274
5.00%, 07/01/24		1,750		1,853,828
Athene Holding Ltd.
3.45%, 05/15/52 (Call 11/15/51)		520		454,709
3.50%, 01/15/31 (Call 10/15/30)		1,315		1,313,317
3.95%, 05/25/51 (Call 11/25/50)		1,025		979,921
4.13%, 01/12/28 (Call 10/12/27)		4,460		4,682,955
6.15%, 04/03/30 (Call 01/03/30)		1,182		1,379,146
AXA SA, 8.60%, 12/15/30		2,098		2,830,894
AXIS Specialty Finance LLC
3.90%, 07/15/29 (Call 04/15/29)		2,184		2,285,753
4.90%, 01/15/40 (Call 01/15/30)^(a)		1,765		1,766,606
AXIS Specialty Finance PLC, 4.00%, 12/06/27
(Call 09/06/27)		1,349		1,416,612
Berkshire Hathaway Finance Corp.
1.45%, 10/15/30 (Call 07/15/30)		3,110		2,844,468
1.85%, 03/12/30 (Call 12/12/29)		2,791		2,646,538
2.50%, 01/15/51 (Call 07/15/50)		4,515		3,749,391
2.85%, 10/15/50 (Call 04/15/50)		3,884		3,412,249
4.20%, 08/15/48 (Call 02/15/48)		7,842		8,659,293
4.25%, 01/15/49 (Call 07/15/48)		5,139		5,721,146
4.30%, 05/15/43		2,797		3,100,111
4.40%, 05/15/42		3,913		4,367,495
5.75%, 01/15/40		3,088		4,039,505
Berkshire Hathaway Inc.
2.75%, 03/15/23 (Call 01/15/23)		6,936		7,022,353
3.13%, 03/15/26 (Call 12/15/25)		9,651		10,021,405
4.50%, 02/11/43		4,150		4,752,123
Brighthouse Financial Inc.
3.70%, 06/22/27 (Call 03/22/27)		145		150,255
3.85%, 12/22/51 (Call 06/22/51)		330		288,149
4.70%, 06/22/47 (Call 12/22/46)		1,867		1,866,160
5.63%, 05/15/30 (Call 02/15/30)		3,698		4,218,530
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)		2,467		2,293,126
4.20%, 09/15/24 (Call 06/15/24)		2,271		2,365,951
4.50%, 03/15/29 (Call 12/15/28)		1,950		2,101,359
Chubb Corp. (The), 6.00%, 05/11/37		3,440		4,548,884
Chubb INA Holdings Inc.
2.70%, 03/13/23		88		89,000
2.85%, 12/15/51 (Call 06/15/51)		1,000		892,150
3.05%, 12/15/61 (Call 06/15/61)		3,385		3,025,750
3.15%, 03/15/25		1,955		2,023,014
3.35%, 05/03/26 (Call 02/03/26)		1,412		1,467,816
4.15%, 03/13/43		2,315		2,536,916
4.35%, 11/03/45 (Call 05/03/45)		5,630		6,374,736
6.70%, 05/15/36		65		90,252
Cincinnati Financial Corp.
6.13%, 11/01/34		35		45,119
6.92%, 05/15/28		634		785,970
CNA Financial Corp.
2.05%, 08/15/30 (Call 05/15/30)		525		486,518
3.45%, 08/15/27 (Call 05/15/27)		2,582		2,675,546
3.90%, 05/01/29 (Call 02/01/29)		2,301		2,445,526
3.95%, 05/15/24 (Call 02/15/24)		2,983		3,078,217
4.50%, 03/01/26 (Call 12/01/25)		2,214		2,378,655


Security	Par (000)		Value

Insurance (continued)
CNO Financial Group Inc.
5.25%, 05/30/25 (Call 02/28/25)	$	888	$	951,234
5.25%, 05/30/29 (Call 02/28/29)		2,285		2,470,748
Enstar Group Ltd.
3.10%, 09/01/31 (Call 03/01/31)		406		378,818
4.95%, 06/01/29 (Call 03/01/29)^(b)		2,608		2,790,925
Equitable Holdings Inc.
3.90%, 04/20/23 (Call 03/20/23)		2,283		2,335,920
4.35%, 04/20/28 (Call 01/20/28)		4,738		5,072,503
5.00%, 04/20/48 (Call 10/20/47)		3,407		3,805,994
7.00%, 04/01/28		124		150,624
Everest Reinsurance Holdings Inc.
3.13%, 10/15/52 (Call 04/15/52)		900		787,014
3.50%, 10/15/50 (Call 04/15/50)		657		616,581
4.87%, 06/01/44		1,491		1,721,509
Fairfax Financial Holdings Ltd.
3.38%, 03/03/31 (Call 12/03/30)		903		897,076
4.63%, 04/29/30 (Call 01/29/30)		1,212		1,310,451
4.85%, 04/17/28 (Call 01/17/28)		2,079		2,218,480
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)		2,589		2,412,378
3.20%, 09/17/51 (Call 03/17/51)		1,060		896,124
3.40%, 06/15/30 (Call 03/15/30)		2,556		2,561,802
4.50%, 08/15/28 (Call 05/15/28)		2,102		2,246,933
First American Financial Corp.
2.40%, 08/15/31 (Call 05/15/31)		1,623		1,482,805
4.00%, 05/15/30 (Call 02/15/30)		305		317,038
4.60%, 11/15/24		1,963		2,070,985
Globe Life Inc.
2.15%, 08/15/30 (Call 05/15/30)		4,097		3,836,636
4.55%, 09/15/28 (Call 06/15/28)		2,100		2,295,090
Hanover Insurance Group Inc. (The)
2.50%, 09/01/30 (Call 06/01/30)		3,175		3,039,682
4.50%, 04/15/26 (Call 01/15/26)		1,977		2,115,845
Hartford Financial Services Group Inc. (The)
2.80%, 08/19/29 (Call 05/19/29)		2,685		2,661,533
2.90%, 09/15/51 (Call 03/15/51)		1,035		875,455
3.60%, 08/19/49 (Call 02/19/49)		2,696		2,629,894
4.30%, 04/15/43		1,831		1,927,549
4.40%, 03/15/48 (Call 09/15/47)		1,648		1,832,675
5.95%, 10/15/36		1,535		1,937,508
6.10%, 10/01/41		2,364		3,120,693
Jackson Financial Inc.
1.13%, 11/22/23^(c)		130		127,950
3.13%, 11/23/31 (Call 08/23/31)^(c)		50		47,951
4.00%, 11/23/51 (Call 05/23/51)^(c)		25		22,541
Kemper Corp.
2.40%, 09/30/30 (Call 06/30/30)		350		319,557
4.35%, 02/15/25 (Call 11/15/24)		465		488,157
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)		3,550		3,530,084
3.35%, 03/09/25		1,347		1,389,013
3.40%, 01/15/31 (Call 10/15/30)		1,089		1,107,633
3.63%, 12/12/26 (Call 09/15/26)		798		837,756
3.80%, 03/01/28 (Call 12/01/27)		1,392		1,465,205
4.00%, 09/01/23		365		376,560
4.35%, 03/01/48 (Call 09/01/47)		2,843		3,092,758
4.38%, 06/15/50 (Call 12/15/49)^(b)		857		939,581
6.30%, 10/09/37		1,020		1,334,068
7.00%, 06/15/40		2,822		3,935,618


Security	Par (000)		Value

Insurance (continued)
Loews Corp.
2.63%, 05/15/23 (Call 02/15/23)	$	2,647	$	2,672,755
3.20%, 05/15/30 (Call 02/15/30)		3,815		3,898,167
3.75%, 04/01/26 (Call 01/01/26)		3,687		3,886,467
4.13%, 05/15/43 (Call 11/15/42)		2,802		2,958,940
6.00%, 02/01/35		192		242,093
Manulife Financial Corp.
2.48%, 05/19/27 (Call 03/19/27)		1,855		1,854,091
4.06%, 02/24/32 (Call 02/24/27)^(a)		3,451		3,556,290
4.15%, 03/04/26		5,641		5,985,157
5.38%, 03/04/46		1,028		1,309,364
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		1,070		1,098,997
3.45%, 05/07/52 (Call 11/07/51)		1,830		1,706,402
3.50%, 11/01/27 (Call 08/01/27)		1,856		1,931,057
4.15%, 09/17/50 (Call 03/17/50)		1,961		2,051,696
4.30%, 11/01/47 (Call 05/01/47)		2,151		2,299,656
5.00%, 04/05/46		2,730		3,179,959
5.00%, 05/20/49 (Call 11/20/48)		1,440		1,677,254
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		2,815		2,642,638
2.38%, 12/15/31 (Call 09/15/31)		255		241,360
2.90%, 12/15/51 (Call 06/15/51)		580		510,035
3.30%, 03/14/23 (Call 01/14/23)		2,276		2,311,050
3.50%, 06/03/24 (Call 03/03/24)		4,153		4,279,542
3.50%, 03/10/25 (Call 12/10/24)		3,931		4,072,084
3.75%, 03/14/26 (Call 12/14/25)		3,169		3,345,038
3.88%, 03/15/24 (Call 02/15/24)		2,985		3,092,699
4.20%, 03/01/48 (Call 09/01/47)		3,780		4,068,679
4.35%, 01/30/47 (Call 07/30/46)		3,827		4,264,617
4.38%, 03/15/29 (Call 12/15/28)		5,742		6,263,776
4.75%, 03/15/39 (Call 09/15/38)		1,818		2,097,099
4.90%, 03/15/49 (Call 09/15/48)		2,946		3,531,076
5.88%, 08/01/33		375		466,395
Mercury General Corp., 4.40%, 03/15/27
(Call 12/15/26)		2,125		2,254,901
MetLife Inc.
3.00%, 03/01/25		3,323		3,420,862
3.60%, 04/10/24		6,138		6,354,487
3.60%, 11/13/25 (Call 08/13/25)		2,433		2,546,280
4.05%, 03/01/45		3,082		3,352,446
4.13%, 08/13/42		2,903		3,115,790
4.55%, 03/23/30 (Call 12/23/29)		3,790		4,254,464
4.60%, 05/13/46 (Call 11/13/45)		2,099		2,472,097
4.72%, 12/15/44		3,211		3,732,723
4.88%, 11/13/43		3,045		3,630,828
5.70%, 06/15/35		4,348		5,456,436
5.88%, 02/06/41		4,027		5,244,161
6.38%, 06/15/34		991		1,300,251
6.40%, 12/15/66 (Call 12/15/31)		2,334		2,637,420
6.50%, 12/15/32		1,415		1,857,357
10.75%, 08/01/69 (Call 08/01/34)		1,832		2,849,749
Series D, 4.37%, 09/15/23		4,617		4,798,633
Munich Re America Corp., Series B, 7.45%, 12/15/26		150		183,596
Nationwide Financial Services Inc., 6.75%, 05/15/87		29		33,111
Old Republic International Corp.
3.85%, 06/11/51 (Call 12/11/50)		1,174		1,107,164
3.88%, 08/26/26 (Call 07/26/26)		3,092		3,228,264
4.88%, 10/01/24 (Call 09/01/24)		3,059		3,240,766


Security	Par (000)		Value

Insurance (continued)
PartnerRe Finance B LLC
3.70%, 07/02/29 (Call 04/02/29)	$	2,191	$	2,316,391
4.50%, 10/01/50 (Call 04/01/30)^(a)		35		34,614
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)		1,240		1,197,480
Principal Financial Group Inc.
2.13%, 06/15/30 (Call 03/15/30)		3,141		2,970,789
3.10%, 11/15/26 (Call 08/15/26)		3,584		3,666,109
3.13%, 05/15/23		1,279		1,300,244
3.40%, 05/15/25 (Call 02/15/25)		2,849		2,922,960
3.70%, 05/15/29 (Call 02/15/29)		1,175		1,253,208
4.30%, 11/15/46 (Call 05/15/46)		1,169		1,303,529
4.35%, 05/15/43		1,663		1,835,037
4.63%, 09/15/42		111		126,853
6.05%, 10/15/36		2,395		3,159,556
Progressive Corp. (The)
2.45%, 01/15/27		2,646		2,675,212
3.20%, 03/26/30 (Call 12/26/29)		3,786		3,908,212
3.70%, 01/26/45		495		507,444
3.95%, 03/26/50 (Call 09/26/49)		1,663		1,778,179
4.00%, 03/01/29 (Call 12/01/28)		2,852		3,079,333
4.13%, 04/15/47 (Call 10/15/46)		5,463		5,970,021
4.20%, 03/15/48 (Call 09/15/47)		1,195		1,316,257
4.35%, 04/25/44		2,268		2,543,222
6.25%, 12/01/32		680		882,878
6.63%, 03/01/29		81		100,360
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		1,531		1,498,328
2.10%, 03/10/30 (Call 12/10/29)		3,975		3,800,378
3.00%, 03/10/40 (Call 09/10/39)		2,812		2,639,653
3.70%, 10/01/50 (Call 07/01/30)^(a)		105		96,438
3.70%, 03/13/51 (Call 09/13/50)		4,249		4,300,710
3.88%, 03/27/28 (Call 12/27/27)		1,532		1,637,141
3.91%, 12/07/47 (Call 06/07/47)		4,081		4,253,585
3.94%, 12/07/49 (Call 06/07/49)		4,534		4,763,194
4.35%, 02/25/50 (Call 08/25/49)		4,257		4,796,745
4.42%, 03/27/48 (Call 09/27/47)		2,238		2,508,104
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)^(a)		2,622		2,533,245
4.60%, 05/15/44		2,696		3,066,457
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(a)		2,771		2,797,435
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(a)		3,577		3,641,636
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(a)		7,040		7,246,483
5.70%, 12/14/36		1,974		2,508,125
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)^(a)		2,712		2,833,443
5.75%, 07/15/33		217		265,877
6.63%, 12/01/37		760		1,031,335
6.63%, 06/21/40		645		880,406
Prudential PLC, 3.13%, 04/14/30		1,320		1,343,483
Reinsurance Group of America Inc.
3.15%, 06/15/30 (Call 03/15/30)		1,985		1,976,008
3.90%, 05/15/29 (Call 02/15/29)		3,558		3,723,767
3.95%, 09/15/26 (Call 06/15/26)		2,381		2,513,503
4.70%, 09/15/23		110		114,371
RenaissanceRe Finance Inc., 3.45%, 07/01/27 (Call 04/01/27)		1,220		1,276,035


Security	Par (000)		Value

Insurance (continued)
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)	$	2,452	$	2,549,442
Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48)		310		354,581
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		1,065		1,028,247
Swiss Re America Holding Corp., 7.00%, 02/15/26		554		648,451
Transatlantic Holdings Inc., 8.00%, 11/30/39		1,618		2,398,992
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		2,451		2,096,806
3.05%, 06/08/51 (Call 12/08/50)		2,320		2,162,658
3.75%, 05/15/46 (Call 11/15/45)		2,345		2,430,335
4.00%, 05/30/47 (Call 11/30/46)		2,887		3,106,874
4.05%, 03/07/48 (Call 09/07/47)		1,470		1,597,846
4.10%, 03/04/49 (Call 09/04/48)		2,201		2,424,710
4.30%, 08/25/45 (Call 02/25/45)		1,947		2,195,009
4.60%, 08/01/43		990		1,148,034
5.35%, 11/01/40		3,047		3,831,755
6.25%, 06/15/37		2,833		3,799,733
6.75%, 06/20/36		1,102		1,523,746
Travelers Property Casualty Corp., 6.38%, 03/15/33		858		1,125,542
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)		1,563		1,662,485
Unum Group
4.00%, 03/15/24		1,170		1,211,734
4.00%, 06/15/29 (Call 03/15/29)		2,891		3,047,981
4.13%, 06/15/51 (Call 12/15/50)		2,000		1,814,640
4.50%, 12/15/49 (Call 06/15/49)		745		719,149
5.75%, 08/15/42		2,380		2,651,748
Voya Financial Inc.
3.65%, 06/15/26		2,507		2,630,595
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)^(a)		878		835,645
4.80%, 06/15/46		2,074		2,401,443
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)^(a)		475		479,489
5.70%, 07/15/43		2,378		2,990,763
W R Berkley Corp.
3.15%, 09/30/61 (Call 03/30/61)		1,325		1,099,883
3.55%, 03/30/52 (Call 09/30/51)		548		511,761
4.00%, 05/12/50 (Call 11/12/49)		2,159		2,198,121
4.75%, 08/01/44		1,231		1,398,268
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		2,244		2,196,472
3.60%, 05/15/24 (Call 03/15/24)		2,045		2,097,741
3.88%, 09/15/49 (Call 03/15/49)		1,280		1,252,518
4.50%, 09/15/28 (Call 06/15/28)		2,968		3,171,486
5.05%, 09/15/48 (Call 03/15/48)		3,272		3,743,495
XLIT Ltd.
4.45%, 03/31/25		2,335		2,464,476
5.25%, 12/15/43		880		1,127,878
5.50%, 03/31/45		2,505		3,113,439


				724,482,606

Internet — 0.4%
Alibaba Group Holding Ltd.
2.13%, 02/09/31 (Call 11/09/30)		705		635,092
2.70%, 02/09/41 (Call 08/09/40)		610		490,672
2.80%, 06/06/23 (Call 05/06/23)		961		971,148
3.15%, 02/09/51 (Call 08/09/50)		5,245		4,255,426
3.25%, 02/09/61 (Call 08/09/60)		3,403		2,651,618


Security	Par (000)		Value

Internet (continued)
3.40%, 12/06/27 (Call 09/06/27)	$	9,372	$	9,511,080
3.60%, 11/28/24 (Call 08/28/24)		11,377		11,695,328
4.00%, 12/06/37 (Call 06/06/37)		6,825		6,670,687
4.20%, 12/06/47 (Call 06/06/47)		6,595		6,418,584
4.40%, 12/06/57 (Call 06/06/57)		3,230		3,176,027
4.50%, 11/28/34 (Call 05/28/34)		3,622		3,802,231
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		2,963		2,826,050
0.80%, 08/15/27 (Call 06/15/27)		3,714		3,461,745
1.10%, 08/15/30 (Call 05/15/30)		5,652		5,120,034
1.90%, 08/15/40 (Call 02/15/40)		4,918		4,134,513
2.00%, 08/15/26 (Call 05/15/26)		8,836		8,857,295
2.05%, 08/15/50 (Call 02/15/50)		8,883		7,166,982
2.25%, 08/15/60 (Call 02/15/60)		2,220		1,777,532
3.38%, 02/25/24		2,716		2,811,820
Amazon.com Inc.
0.25%, 05/12/23		605		597,389
0.40%, 06/03/23		1,984		1,962,970
0.45%, 05/12/24		9,795		9,549,635
0.80%, 06/03/25 (Call 05/03/25)		1,850		1,784,917
1.00%, 05/12/26 (Call 04/12/26)		9,750		9,384,472
1.20%, 06/03/27 (Call 04/03/27)		1,328		1,262,742
1.50%, 06/03/30 (Call 03/03/30)		5,250		4,865,962
1.65%, 05/12/28 (Call 03/12/28)		9,855		9,475,385
2.10%, 05/12/31 (Call 02/12/31)		11,785		11,342,591
2.50%, 06/03/50 (Call 12/03/49)		6,851		5,922,004
2.70%, 06/03/60 (Call 12/03/59)		7,440		6,359,414
2.80%, 08/22/24 (Call 06/22/24)		9,749		9,971,375
2.88%, 05/12/41 (Call 11/12/40)		7,974		7,590,770
3.10%, 05/12/51 (Call 11/12/50)		10,060		9,720,978
3.15%, 08/22/27 (Call 05/22/27)		12,403		12,970,809
3.25%, 05/12/61 (Call 11/12/60)		4,940		4,705,498
3.80%, 12/05/24 (Call 09/05/24)		6,900		7,231,062
3.88%, 08/22/37 (Call 02/22/37)		11,517		12,646,472
4.05%, 08/22/47 (Call 02/22/47)		13,413		15,079,297
4.25%, 08/22/57 (Call 02/22/57)		6,591		7,624,337
4.80%, 12/05/34 (Call 06/05/34)		4,212		5,071,206
4.95%, 12/05/44 (Call 06/05/44)		6,448		8,016,347
5.20%, 12/03/25 (Call 09/03/25)		3,386		3,732,557
Baidu Inc.
1.63%, 02/23/27 (Call 01/23/27)		1,355		1,276,695
1.72%, 04/09/26 (Call 03/09/26)		155		148,693
2.38%, 08/23/31 (Call 05/23/31)^(b)		760		700,218
3.08%, 04/07/25 (Call 03/07/25)		385		389,889
3.43%, 04/07/30 (Call 01/07/30)		1,305		1,321,365
3.63%, 07/06/27		841		866,878
3.88%, 09/29/23 (Call 08/29/23)		3,293		3,378,091
4.13%, 06/30/25		2,280		2,384,447
4.38%, 05/14/24 (Call 04/14/24)		2,909		3,029,491
4.38%, 03/29/28 (Call 12/29/27)		2,105		2,241,699
4.88%, 11/14/28 (Call 08/14/28)		3,985		4,386,847
Booking Holdings Inc.
2.75%, 03/15/23 (Call 02/15/23)		2,750		2,780,167
3.55%, 03/15/28 (Call 12/15/27)		3,299		3,468,866
3.60%, 06/01/26 (Call 03/01/26)		3,846		4,022,724
3.65%, 03/15/25 (Call 12/15/24)		3,041		3,160,542
4.63%, 04/13/30 (Call 01/13/30)		5,209		5,830,434
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		3,700		3,546,265
1.90%, 03/11/25 (Call 02/11/25)		4,130		4,081,555


Security	Par (000)		Value

Internet (continued)
2.60%, 05/10/31 (Call 02/10/31)	$	2,605	$	2,480,559
2.70%, 03/11/30 (Call 12/11/29)		4,836		4,681,587
3.45%, 08/01/24 (Call 05/01/24)		4,483		4,605,879
3.60%, 06/05/27 (Call 03/05/27)		2,837		2,973,261
3.65%, 05/10/51 (Call 11/10/50)		1,600		1,515,584
4.00%, 07/15/42 (Call 01/15/42)		2,766		2,787,381
Expedia Group Inc.
2.95%, 03/15/31 (Call 12/15/30)		4,275		4,096,262
3.25%, 02/15/30 (Call 11/15/29)		3,479		3,435,965
3.60%, 12/15/23 (Call 11/15/23)		1,940		1,983,786
3.80%, 02/15/28 (Call 11/15/27)		1,704		1,752,564
4.50%, 08/15/24 (Call 05/15/24)		2,674		2,792,993
4.63%, 08/01/27 (Call 05/01/27)		366		391,668
5.00%, 02/15/26 (Call 11/15/25)		4,637		4,992,148
JD.com Inc.
3.38%, 01/14/30 (Call 10/14/29)		2,265		2,265,612
3.88%, 04/29/26		885		923,639
4.13%, 01/14/50 (Call 07/14/49)		2,615		2,409,069
Tencent Music Entertainment Group
1.38%, 09/03/25 (Call 08/03/25)		565		536,213
2.00%, 09/03/30 (Call 06/03/30)		2,075		1,859,470
VeriSign Inc.
2.70%, 06/15/31 (Call 03/15/31)		2,850		2,660,931
4.75%, 07/15/27 (Call 07/15/22)		2,330		2,407,566
5.25%, 04/01/25 (Call 01/01/25)		2,075		2,228,010
Weibo Corp.
3.38%, 07/08/30 (Call 04/08/30)		2,254		2,100,322
3.50%, 07/05/24 (Call 06/05/24)		2,330		2,355,164


				358,552,552

Iron & Steel — 0.1%
ArcelorMittal SA
4.25%, 07/16/29^(b)		1,695		1,736,883
4.55%, 03/11/26		2,530		2,656,905
6.75%, 03/01/41		1,780		2,171,956
7.00%, 10/15/39		2,480		3,053,103
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		4,102		4,059,011
2.70%, 06/01/30 (Call 03/01/30)		3,114		3,063,771
2.98%, 12/15/55 (Call 06/15/55)		5,467		4,780,345
3.95%, 05/01/28 (Call 02/01/28)		877		931,988
4.00%, 08/01/23 (Call 05/01/23)		5,497		5,642,780
4.40%, 05/01/48 (Call 11/01/47)		199		226,733
5.20%, 08/01/43 (Call 02/01/43)		405		500,681
6.40%, 12/01/37		38		51,541
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)		2,603		2,505,075
2.15%, 08/15/30 (Call 05/15/30)		15		13,907
4.50%, 04/15/23 (Call 01/15/23)		4,289		4,388,076
Steel Dynamics Inc.
1.65%, 10/15/27 (Call 08/15/27)		535		503,703
2.40%, 06/15/25 (Call 05/15/25)		1,152		1,149,270
2.80%, 12/15/24 (Call 11/15/24)		3,008		3,053,421
3.25%, 01/15/31 (Call 10/15/30)		2,096		2,093,128
3.25%, 10/15/50 (Call 04/15/50)		2,139		1,899,646
3.45%, 04/15/30 (Call 01/15/30)		1,339		1,361,790
5.00%, 12/15/26 (Call 03/31/22)		1,958		2,011,923
Vale Overseas Ltd.
3.75%, 07/08/30 (Call 04/08/30)		3,576		3,532,194
6.25%, 08/10/26		6,461		7,298,669
6.88%, 11/21/36		7,845		9,615,146


Security	Par (000)		Value

Iron & Steel (continued)
6.88%, 11/10/39	$	5,885	$	7,282,805
8.25%, 01/17/34		733		966,336
Vale SA, 5.63%, 09/11/42		906		1,000,586


				77,551,372

Leisure Time — 0.0%
Brunswick Corp.
0.85%, 08/18/24 (Call 08/18/22)		1,113		1,076,260
2.40%, 08/18/31 (Call 05/18/31)		909		831,698
Harley-Davidson Inc.
3.50%, 07/28/25 (Call 04/28/25)		2,949		3,000,077
4.63%, 07/28/45 (Call 01/28/45)		2,359		2,313,424


				7,221,459

Lodging — 0.1%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		1,851		1,891,111
3.70%, 01/15/31 (Call 10/15/30)		870		880,762
Hyatt Hotels Corp.
1.30%, 10/01/23 (Call 10/01/22)		640		630,080
1.80%, 10/01/24 (Call 10/01/22)		190		186,873
3.38%, 07/15/23 (Call 04/15/23)		3,472		3,515,712
4.38%, 09/15/28 (Call 06/15/28)		3,110		3,224,075
4.85%, 03/15/26 (Call 12/15/25)		3,260		3,459,708
5.38%, 04/23/25 (Call 03/23/25)		1,248		1,349,026
5.75%, 04/23/30 (Call 01/23/30)		1,530		1,745,179
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		2,404		2,318,273
3.20%, 08/08/24 (Call 07/08/24)		5,659		5,586,621
3.50%, 08/18/26 (Call 06/18/26)		3,572		3,472,663
3.90%, 08/08/29 (Call 05/08/29)		3,070		2,938,174
Marriott International Inc./MD
3.60%, 04/15/24 (Call 03/15/24)		2,250		2,313,090
3.75%, 03/15/25 (Call 12/15/24)		2,466		2,542,693
3.75%, 10/01/25 (Call 07/01/25)		2,655		2,745,721
Series AA, 4.65%, 12/01/28 (Call 09/01/28)		1,904		2,043,658
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		2,836		3,092,942
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		4,712		5,092,164
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		1,787		1,781,979
Series HH, 2.85%, 04/15/31 (Call 01/15/31)		431		410,670
Series II, 2.75%, 10/15/33 (Call 07/15/33)		2,300		2,120,876
Series R, 3.13%, 06/15/26 (Call 03/15/26)		3,333		3,392,694
Series X, 4.00%, 04/15/28 (Call 01/15/28)		1,649		1,715,752
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		161		166,199
Sands China Ltd.
2.30%, 03/08/27 (Call 02/08/27)^(c)		2,300		2,007,348
2.85%, 03/08/29 (Call 01/08/29)^(c)		2,000		1,696,180
3.80%, 01/08/26 (Call 12/08/25)		850		810,738
4.38%, 06/18/30 (Call 03/18/30)		3,575		3,296,364
5.13%, 08/08/25 (Call 06/08/25)		5,561		5,599,816
5.40%, 08/08/28 (Call 05/08/28)		6,676		6,608,038


				78,635,179

Machinery — 0.3%
ABB Finance USA Inc.
3.80%, 04/03/28 (Call 01/03/28)		280		297,643
4.38%, 08/05/42		155		177,292
Caterpillar Financial Services Corp.
0.25%, 03/01/23		373		369,013
0.45%, 09/14/23		765		752,033
0.60%, 09/13/24		169		163,469
0.65%, 07/07/23		921		910,473


Security	Par (000)		Value

Machinery (continued)
0.80%, 11/13/25	$	15	$	14,294
0.90%, 03/02/26		495		471,799
0.95%, 01/10/24		1,025		1,012,013
1.10%, 09/14/27		800		751,984
1.15%, 09/14/26		3,340		3,189,132
1.45%, 05/15/25		880		860,974
1.70%, 01/08/27		3,050		2,978,569
2.15%, 11/08/24		4,296		4,316,836
2.40%, 08/09/26		2,246		2,265,361
2.63%, 03/01/23		1,029		1,040,576
2.85%, 05/17/24		3,359		3,428,632
3.25%, 12/01/24		2,750		2,841,300
3.30%, 06/09/24		4,910		5,063,732
3.45%, 05/15/23		5,979		6,121,779
3.65%, 12/07/23		1,431		1,481,171
3.75%, 11/24/23		3,428		3,555,590
Caterpillar Inc.
1.90%, 03/12/31 (Call 12/12/30)^(b)		255		243,545
2.60%, 09/19/29 (Call 06/19/29)		2,788		2,791,624
2.60%, 04/09/30 (Call 01/09/30)		4,940		4,937,085
3.25%, 09/19/49 (Call 03/19/49)		4,649		4,581,775
3.25%, 04/09/50 (Call 10/09/49)		4,582		4,501,952
3.40%, 05/15/24 (Call 02/15/24)		4,086		4,220,184
3.80%, 08/15/42		5,348		5,697,171
4.30%, 05/15/44 (Call 11/15/43)		2,192		2,502,234
4.75%, 05/15/64 (Call 11/15/63)		2,433		3,083,268
5.20%, 05/27/41		1,681		2,113,975
5.30%, 09/15/35		475		592,995
6.05%, 08/15/36		1,078		1,425,375
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		1,285		1,220,352
1.88%, 01/15/26 (Call 12/15/25)		1,450		1,412,836
1.95%, 07/02/23		667		667,007
4.20%, 01/15/24		2,165		2,238,285
CNH Industrial NV
3.85%, 11/15/27 (Call 08/15/27)		3,405		3,565,069
4.50%, 08/15/23		2,565		2,649,568
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		2,870		2,924,530
2.88%, 09/07/49 (Call 03/07/49)		1,775		1,637,775
3.10%, 04/15/30 (Call 01/15/30)		3,121		3,229,236
3.75%, 04/15/50 (Call 10/15/49)		3,236		3,473,749
3.90%, 06/09/42 (Call 12/09/41)		3,949		4,293,629
5.38%, 10/16/29		1,495		1,778,213
7.13%, 03/03/31		775		1,035,082
Dover Corp.
2.95%, 11/04/29 (Call 08/04/29)		2,115		2,139,428
3.15%, 11/15/25 (Call 08/15/25)		2,321		2,392,742
5.38%, 10/15/35		92		108,842
5.38%, 03/01/41 (Call 12/01/40)		1,985		2,394,287
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		2,455		2,269,206
3.50%, 10/01/30 (Call 07/01/30)		2,388		2,366,007
IBM Corp., 2.20%, 02/09/27 (Call 01/09/27)		1,350		1,339,686
IDEX Corp.
2.63%, 06/15/31 (Call 03/15/31)		1,265		1,205,368
3.00%, 05/01/30 (Call 02/01/30)		1,189		1,177,348
John Deere Capital Corp.
0.40%, 10/10/23		1,463		1,437,251
0.45%, 01/17/24		1,065		1,041,251


Security	Par (000)		Value

Machinery (continued)
0.45%, 06/07/24	$	2,615	$	2,536,524
0.63%, 09/10/24		1,425		1,384,373
0.70%, 07/05/23		2,379		2,352,022
0.70%, 01/15/26		3,055		2,899,348
1.05%, 06/17/26		2,025		1,934,948
1.20%, 04/06/23		505		503,849
1.25%, 01/10/25		1,025		1,004,920
1.30%, 10/13/26		1,435		1,381,360
1.45%, 01/15/31		2,400		2,188,512
1.50%, 03/06/28		1,270		1,213,422
1.70%, 01/11/27		2,000		1,955,280
1.75%, 03/09/27		2,231		2,182,007
2.00%, 06/17/31		2,880		2,737,642
2.05%, 01/09/25		2,805		2,811,395
2.25%, 09/14/26		2,801		2,815,817
2.45%, 01/09/30		2,274		2,247,371
2.60%, 03/07/24		2,850		2,897,196
2.65%, 06/24/24		4,670		4,747,008
2.65%, 06/10/26		1,059		1,079,725
2.80%, 03/06/23		3,743		3,794,841
2.80%, 09/08/27		2,900		2,972,993
2.80%, 07/18/29		1,716		1,741,689
3.05%, 01/06/28		735		761,453
3.35%, 06/12/24		695		716,260
3.40%, 09/11/25		605		629,847
3.45%, 06/07/23		1,389		1,423,030
3.45%, 01/10/24		861		887,725
3.45%, 03/13/25		3,858		4,017,953
3.45%, 03/07/29		2,599		2,747,299
3.65%, 10/12/23		2,751		2,838,949
nVent Finance Sarl
2.75%, 11/15/31 (Call 08/15/31)		1,255		1,191,685
4.55%, 04/15/28 (Call 01/15/28)		2,349		2,520,007
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		886		868,174
4.60%, 05/15/28 (Call 02/15/28)		1,413		1,519,300
Otis Worldwide Corp.
2.06%, 04/05/25 (Call 03/05/25)		4,599		4,560,966
2.29%, 04/05/27 (Call 02/05/27)		1,543		1,521,429
2.57%, 02/15/30 (Call 11/15/29)		6,851		6,642,250
3.11%, 02/15/40 (Call 08/15/39)		3,028		2,803,020
3.36%, 02/15/50 (Call 08/15/49)		2,106		1,956,664
Rockwell Automation Inc.
0.35%, 08/15/23 (Call 08/15/22)		435		427,701
1.75%, 08/15/31 (Call 05/15/31)		970		887,696
2.80%, 08/15/61 (Call 02/15/61)		1,843		1,579,838
2.88%, 03/01/25 (Call 12/01/24)		1,042		1,066,331
3.50%, 03/01/29 (Call 12/01/28)		1,583		1,674,402
4.20%, 03/01/49 (Call 09/01/48)		2,538		2,842,332
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		1,343		1,355,987
3.45%, 11/15/26 (Call 08/15/26)		3,794		3,847,723
4.40%, 03/15/24 (Call 02/15/24)		4,953		5,131,258
4.95%, 09/15/28 (Call 06/15/28)		5,622		6,106,673
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		2,567		2,455,233
2.25%, 01/30/31 (Call 10/30/30)		1,563		1,470,158
3.25%, 11/01/26 (Call 08/01/26)		3,613		3,710,406
4.38%, 11/01/46 (Call 05/01/46)		1,030		1,124,482


				247,420,068


Security	Par (000)		Value

Manufacturing — 0.2%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)	$	3,473	$	3,463,102
2.25%, 03/15/23 (Call 02/15/23)		2,306		2,326,131
2.25%, 09/19/26 (Call 06/19/26)		3,000		2,998,290
2.38%, 08/26/29 (Call 05/26/29)		3,435		3,362,075
2.65%, 04/15/25 (Call 03/15/25)		1,020		1,035,076
2.88%, 10/15/27 (Call 07/15/27)		3,908		4,012,539
3.00%, 08/07/25		1,498		1,541,487
3.05%, 04/15/30 (Call 01/15/30)		845		864,604
3.13%, 09/19/46 (Call 03/19/46)		3,192		2,998,565
3.25%, 02/14/24 (Call 01/14/24)		3,769		3,879,997
3.25%, 08/26/49 (Call 02/26/49)^(b)		2,461		2,348,335
3.38%, 03/01/29 (Call 12/01/28)		3,098		3,233,599
3.63%, 09/14/28 (Call 06/14/28)		1,945		2,067,107
3.63%, 10/15/47 (Call 04/15/47)		1,416		1,423,476
3.70%, 04/15/50 (Call 10/15/49)		2,657		2,733,017
3.88%, 06/15/44		2,200		2,305,116
4.00%, 09/14/48 (Call 03/14/48)		3,725		3,991,673
5.70%, 03/15/37		1,017		1,298,455
Carlisle Companies Inc.
0.55%, 09/01/23 (Call 09/01/22)		20		19,600
2.20%, 03/01/32 (Call 12/01/31)		805		728,396
2.75%, 03/01/30 (Call 12/01/29)		3,169		3,075,134
3.50%, 12/01/24 (Call 10/01/24)		2,322		2,394,934
3.75%, 12/01/27 (Call 09/01/27)		1,415		1,477,161
Eaton Corp.
3.10%, 09/15/27 (Call 06/15/27)		2,527		2,606,146
3.92%, 09/15/47 (Call 03/15/47)		2,739		2,884,578
4.00%, 11/02/32		2,884		3,135,456
4.15%, 11/02/42		2,290		2,458,498
GE Capital Funding LLC, 4.55%, 05/15/32 (Call 02/15/32)		4,498		5,014,056
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35		22,543		25,403,256
General Electric Co.
4.35%, 05/01/50 (Call 11/01/49)^(b)		350		396,042
5.88%, 01/14/38		200		250,926
6.75%, 03/15/32		6,055		7,815,552
6.88%, 01/10/39		275		379,489
Illinois Tool Works Inc.
2.65%, 11/15/26 (Call 08/15/26)		6,194		6,332,808
3.50%, 03/01/24 (Call 12/01/23)		4,407		4,537,535
3.90%, 09/01/42 (Call 03/01/42)		1,787		1,897,026
4.88%, 09/15/41 (Call 03/15/41)		1,920		2,313,274
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)		1,602		1,622,762
3.25%, 03/01/27 (Call 12/01/26)		3,556		3,681,776
3.25%, 06/14/29 (Call 03/14/29)		2,213		2,256,685
3.30%, 11/21/24 (Call 08/21/24)		948		970,145
4.00%, 06/14/49 (Call 12/14/48)		3,090		3,260,846
4.10%, 03/01/47 (Call 09/01/46)		2,411		2,558,288
4.20%, 11/21/34 (Call 05/21/34)		1,840		1,986,998
4.45%, 11/21/44 (Call 05/21/44)		1,862		2,042,595
6.25%, 05/15/38		1,631		2,087,574
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29)		1,613		1,743,008
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		4,390		4,122,298
3.00%, 06/01/30 (Call 03/01/30)		716		704,508
3.38%, 03/01/28 (Call 12/01/27)		800		816,848
3.65%, 03/15/27 (Call 12/15/26)		1,789		1,854,620


Security	Par (000)		Value

Manufacturing (continued)
3.88%, 03/01/25 (Call 12/01/24)	$	1,230	$	1,282,521
3.90%, 09/17/29 (Call 06/17/29)		1,989		2,095,312
4.00%, 03/15/26 (Call 12/15/25)		2,544		2,673,388
4.30%, 03/01/24 (Call 12/01/23)		2,260		2,346,242
Trane Technologies Global Holding Co. Ltd.
3.75%, 08/21/28 (Call 05/21/28)		2,368		2,469,635
4.25%, 06/15/23		3,574		3,682,828
4.30%, 02/21/48 (Call 08/21/47)		1,493		1,619,815
5.75%, 06/15/43		1,827		2,333,499
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		3,394		3,542,997
3.55%, 11/01/24 (Call 08/01/24)		2,425		2,504,564
3.80%, 03/21/29 (Call 12/21/28)		3,020		3,171,060
4.50%, 03/21/49 (Call 09/21/48)		1,650		1,831,846
4.65%, 11/01/44 (Call 05/01/44)		1,338		1,513,572


				179,778,741

Media — 0.9%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		3,565		3,313,561
2.30%, 02/01/32 (Call 11/01/31)		2,510		2,231,691
2.80%, 04/01/31 (Call 01/01/31)		5,552		5,184,236
3.50%, 06/01/41 (Call 12/01/40)		3,325		2,867,912
3.50%, 03/01/42 (Call 09/01/41)		3,525		3,018,563
3.70%, 04/01/51 (Call 10/01/50)		8,209		6,898,597
3.75%, 02/15/28 (Call 11/15/27)		4,271		4,373,931
3.85%, 04/01/61 (Call 10/01/60)		5,810		4,794,354
3.90%, 06/01/52 (Call 12/01/51)		7,825		6,808,454
3.95%, 06/30/62 (Call 12/30/61)		2,340		1,954,883
4.20%, 03/15/28 (Call 12/15/27)		5,028		5,258,835
4.40%, 12/01/61 (Call 06/01/61)		4,743		4,240,574
4.50%, 02/01/24 (Call 01/01/24)		3,349		3,485,438
4.80%, 03/01/50 (Call 09/01/49)		9,401		9,164,095
4.91%, 07/23/25 (Call 04/23/25)		14,462		15,342,591
5.05%, 03/30/29 (Call 12/30/28)		4,783		5,216,148
5.13%, 07/01/49 (Call 01/01/49)		5,150		5,224,778
5.38%, 04/01/38 (Call 10/01/37)		2,082		2,202,631
5.38%, 05/01/47 (Call 11/01/46)		8,969		9,432,159
5.75%, 04/01/48 (Call 10/01/47)		7,306		8,056,107
6.38%, 10/23/35 (Call 04/23/35)		9,620		11,510,619
6.48%, 10/23/45 (Call 04/23/45)		12,694		15,096,213
6.83%, 10/23/55 (Call 04/23/55)		2,933		3,629,998
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		7,625		6,830,094
1.95%, 01/15/31 (Call 10/15/30)		5,316		4,948,718
2.35%, 01/15/27 (Call 10/15/26)		2,161		2,156,116
2.45%, 08/15/52 (Call 02/15/52)		4,620		3,726,677
2.65%, 02/01/30 (Call 11/01/29)		4,590		4,530,284
2.65%, 08/15/62 (Call 02/15/62)		5,549		4,394,420
2.80%, 01/15/51 (Call 07/15/50)		4,774		4,093,084
2.89%, 11/01/51 (Call 05/01/51)^(c)		12,320		10,683,042
2.94%, 11/01/56 (Call 05/01/56)^(c)		21,346		18,095,858
2.99%, 11/01/63 (Call 05/01/63)^(c)		14,498		12,083,793
3.15%, 03/01/26 (Call 12/01/25)		9,419		9,723,422
3.15%, 02/15/28 (Call 11/15/27)		4,742		4,873,828
3.20%, 07/15/36 (Call 01/15/36)		3,070		3,016,183
3.25%, 11/01/39 (Call 05/01/39)		2,032		1,957,080
3.30%, 02/01/27 (Call 11/01/26)		4,146		4,306,367
3.30%, 04/01/27 (Call 02/01/27)		1,952		2,028,206
3.38%, 02/15/25 (Call 11/15/24)		8,422		8,708,938


Security	Par (000)		Value

Media (continued)
3.38%, 08/15/25 (Call 05/15/25)	$	5,749	$	5,949,468
3.40%, 04/01/30 (Call 01/01/30)		6,425		6,680,522
3.40%, 07/15/46 (Call 01/15/46)		1,627		1,559,903
3.45%, 02/01/50 (Call 08/01/49)		5,635		5,385,088
3.55%, 05/01/28 (Call 02/01/28)		3,704		3,881,533
3.70%, 04/15/24 (Call 03/15/24)		9,146		9,483,487
3.75%, 04/01/40 (Call 10/01/39)		5,449		5,607,184
3.90%, 03/01/38 (Call 09/01/37)		3,687		3,872,530
3.95%, 10/15/25 (Call 08/15/25)		3,941		4,160,198
3.97%, 11/01/47 (Call 05/01/47)		4,122		4,259,798
4.00%, 08/15/47 (Call 02/15/47)		4,247		4,420,490
4.00%, 03/01/48 (Call 09/01/47)		4,986		5,176,814
4.00%, 11/01/49 (Call 05/01/49)		5,343		5,544,378
4.05%, 11/01/52 (Call 05/01/52)		3,854		4,074,950
4.15%, 10/15/28 (Call 07/15/28)		6,074		6,579,721
4.20%, 08/15/34 (Call 02/15/34)		5,280		5,784,293
4.25%, 10/15/30 (Call 07/15/30)		3,814		4,190,899
4.25%, 01/15/33		7,962		8,781,768
4.40%, 08/15/35 (Call 02/15/35)		4,494		5,014,765
4.60%, 10/15/38 (Call 04/15/38)		3,610		4,053,922
4.60%, 08/15/45 (Call 02/15/45)		4,021		4,481,244
4.65%, 07/15/42		3,067		3,470,311
4.70%, 10/15/48 (Call 04/15/48)		7,003		8,059,963
4.75%, 03/01/44		2,941		3,396,561
4.95%, 10/15/58 (Call 04/15/58)		4,144		5,031,106
5.65%, 06/15/35		3,181		3,952,679
6.45%, 03/15/37^(b)		50		67,008
6.50%, 11/15/35		3,472		4,652,792
6.55%, 07/01/39		710		985,871
6.95%, 08/15/37		70		98,744
7.05%, 03/15/33		1,762		2,371,934
Discovery Communications LLC
2.95%, 03/20/23 (Call 02/20/23)		2,417		2,444,385
3.45%, 03/15/25 (Call 12/15/24)		1,881		1,922,683
3.63%, 05/15/30 (Call 02/15/30)		3,942		3,955,994
3.80%, 03/13/24 (Call 01/13/24)		1,444		1,483,450
3.90%, 11/15/24 (Call 08/15/24)		2,028		2,099,487
3.95%, 06/15/25 (Call 03/15/25)		1,823		1,887,151
3.95%, 03/20/28 (Call 12/20/27)		6,155		6,353,622
4.00%, 09/15/55 (Call 03/15/55)		7,208		6,553,225
4.13%, 05/15/29 (Call 02/15/29)		2,418		2,528,067
4.65%, 05/15/50 (Call 11/15/49)		2,643		2,702,097
4.88%, 04/01/43		436		455,162
4.90%, 03/11/26 (Call 12/11/25)		2,825		3,019,078
5.00%, 09/20/37 (Call 03/20/37)		2,970		3,225,182
5.20%, 09/20/47 (Call 03/20/47)		4,570		4,961,832
5.30%, 05/15/49 (Call 11/15/48)		3,212		3,552,825
6.35%, 06/01/40		216		263,654
FactSet Research Systems Inc., 2.90%, 03/01/27 (Call 02/01/27)		1,100		1,106,985
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		3,524		3,594,515
3.50%, 04/08/30 (Call 01/08/30)		2,473		2,525,774
4.03%, 01/25/24 (Call 12/25/23)		4,722		4,893,597
4.71%, 01/25/29 (Call 10/25/28)		8,142		8,897,985
5.48%, 01/25/39 (Call 07/25/38)		4,566		5,331,262
5.58%, 01/25/49 (Call 07/25/48)		5,488		6,604,918
Grupo Televisa SAB
4.63%, 01/30/26 (Call 10/30/25)		1,219		1,289,519
5.00%, 05/13/45 (Call 11/13/44)		3,340		3,629,745


Security	Par (000)		Value

Media (continued)
5.25%, 05/24/49 (Call 11/24/48)	$	2,530	$	2,901,758
6.13%, 01/31/46 (Call 07/31/45)		2,759		3,464,587
6.63%, 03/18/25		2,530		2,812,905
6.63%, 01/15/40		3,021		3,802,684
8.50%, 03/11/32		970		1,329,278
NBCUniversal Media LLC
4.45%, 01/15/43		4,983		5,436,104
5.95%, 04/01/41		3,371		4,428,415
6.40%, 04/30/40		72		98,308
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		1,522		1,526,536
3.38%, 02/15/28 (Call 11/15/27)		2,824		2,883,784
3.50%, 01/15/25 (Call 10/15/24)		2,312		2,384,181
3.70%, 08/15/24 (Call 03/03/22)		3,541		3,682,888
3.70%, 06/01/28 (Call 03/01/28)		2,560		2,648,858
3.88%, 04/01/24 (Call 03/18/22)		2,919		3,028,404
4.00%, 01/15/26 (Call 10/15/25)		2,673		2,789,783
4.20%, 06/01/29 (Call 03/01/29)		2,220		2,334,485
4.38%, 03/15/43		5,006		5,003,597
4.60%, 01/15/45 (Call 07/15/44)		2,122		2,161,427
4.75%, 05/15/25 (Call 04/15/25)		4,981		5,320,256
4.85%, 07/01/42 (Call 01/01/42)		3,772		3,979,498
4.90%, 08/15/44 (Call 02/15/44)		3,001		3,187,572
4.95%, 01/15/31 (Call 10/15/30)		4,550		5,027,613
4.95%, 05/19/50 (Call 11/19/49)		2,353		2,573,688
5.25%, 04/01/44 (Call 10/01/43)		1,324		1,454,639
5.50%, 05/15/33		1,997		2,326,026
5.85%, 09/01/43 (Call 03/01/43)		924		1,103,967
5.90%, 10/15/40 (Call 04/15/40)		1,553		1,817,988
6.88%, 04/30/36		4,396		5,613,208
7.88%, 07/30/30		2,894		3,775,657
TCI Communications Inc.
7.13%, 02/15/28		2,402		2,980,642
7.88%, 02/15/26		3,557		4,284,655
Thomson Reuters Corp.
3.35%, 05/15/26 (Call 02/15/26)		2,213		2,286,826
4.30%, 11/23/23 (Call 08/23/23)		1,691		1,748,562
5.50%, 08/15/35		792		956,799
5.65%, 11/23/43 (Call 05/23/43)		1,816		2,325,715
5.85%, 04/15/40		2,354		3,050,878
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		5,641		5,334,807
5.50%, 09/01/41 (Call 03/01/41)		3,889		4,136,224
5.88%, 11/15/40 (Call 05/15/40)		3,374		3,763,731
6.55%, 05/01/37		4,952		5,941,756
6.75%, 06/15/39		6,226		7,530,472
7.30%, 07/01/38		4,873		6,125,751
Time Warner Entertainment Co. LP
8.38%, 03/15/23		1,068		1,140,453
8.38%, 07/15/33		2,758		3,739,600
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		3,251		3,193,197
2.95%, 06/15/27^(b)		3,649		3,734,314
3.00%, 02/13/26		2,768		2,846,168
3.00%, 07/30/46		2,619		2,399,135
3.15%, 09/17/25		3,082		3,171,563
3.70%, 12/01/42		1,546		1,575,173
4.13%, 06/01/44		3,382		3,642,448
4.38%, 08/16/41		2,235		2,465,227
Series B, 7.00%, 03/01/32		1,888		2,528,919


Security	Par (000)		Value

Media (continued)
Series E, 4.13%, 12/01/41	$	3,483	$	3,723,292
ViacomCBS Inc., 4.20%, 05/19/32 (Call 02/19/32)		3,695		3,853,035
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)		6,707		6,678,562
1.75%, 01/13/26		4,570		4,485,501
2.00%, 09/01/29 (Call 06/01/29)		6,547		6,243,874
2.20%, 01/13/28		667		653,600
2.65%, 01/13/31		9,483		9,390,161
2.75%, 09/01/49 (Call 03/01/49)		7,142		6,237,180
3.35%, 03/24/25		7,793		8,068,405
3.38%, 11/15/26 (Call 08/15/26)		3,364		3,508,585
3.50%, 05/13/40 (Call 11/13/39)		5,967		5,952,381
3.60%, 01/13/51 (Call 07/13/50)		9,262		9,376,015
3.70%, 09/15/24 (Call 06/15/24)		2,853		2,961,043
3.70%, 10/15/25 (Call 07/15/25)		3,132		3,273,378
3.70%, 03/23/27		1,910		2,025,612
3.80%, 03/22/30		3,524		3,781,675
3.80%, 05/13/60 (Call 11/13/59)		4,807		4,974,139
4.63%, 03/23/40 (Call 09/23/39)		1,021		1,163,481
4.70%, 03/23/50 (Call 09/23/49)		4,925		5,851,195
4.75%, 09/15/44 (Call 03/15/44)		2,389		2,747,159
4.75%, 11/15/46 (Call 05/15/46)		1,578		1,859,310
4.95%, 10/15/45 (Call 04/15/45)		2,931		3,485,780
5.40%, 10/01/43		3,027		3,778,271
6.15%, 03/01/37		25		32,597
6.15%, 02/15/41		512		685,455
6.20%, 12/15/34		3,610		4,659,427
6.40%, 12/15/35		3,924		5,234,616
6.55%, 03/15/33		765		1,002,609
6.65%, 11/15/37		3,112		4,220,961


				761,483,004

Metal Fabricate & Hardware — 0.0%
Crane Co.
4.20%, 03/15/48 (Call 09/15/47)		778		824,594
4.45%, 12/15/23 (Call 09/15/23)		1,017		1,055,015
Precision Castparts Corp.
3.25%, 06/15/25 (Call 03/15/25)		5,499		5,699,604
3.90%, 01/15/43 (Call 07/15/42)		2,685		2,883,932
4.38%, 06/15/45 (Call 12/15/44)		1,098		1,250,106
Timken Co. (The)
3.88%, 09/01/24 (Call 06/01/24)		997		1,027,020
4.50%, 12/15/28 (Call 09/15/28)		2,040		2,192,041
Valmont Industries Inc.
5.00%, 10/01/44 (Call 04/01/44)		1,449		1,635,356
5.25%, 10/01/54 (Call 04/01/54)		1,759		2,051,152


				18,618,820

Mining — 0.2%
AngloGold Ashanti Holdings PLC
3.38%, 11/01/28 (Call 09/01/28)		460		432,382
3.75%, 10/01/30 (Call 07/01/30)		450		425,151
Barrick Gold Corp.
5.25%, 04/01/42		1,305		1,544,650
6.45%, 10/15/35		432		558,839
Barrick North America Finance LLC
5.70%, 05/30/41		3,213		3,996,008
5.75%, 05/01/43		2,952		3,674,384
Barrick PD Australia Finance Pty Ltd., 5.95%, 10/15/39 .		4,698		5,898,903
BHP Billiton Finance USA Ltd.
3.85%, 09/30/23		4,705		4,866,429


Security	Par (000)		Value

Mining (continued)
4.13%, 02/24/42	$	2,096	$	2,273,783
5.00%, 09/30/43		9,683		11,676,439
6.42%, 03/01/26		255		294,969
Freeport-McMoRan Inc.
4.13%, 03/01/28 (Call 03/01/23)		2,217		2,241,143
4.25%, 03/01/30 (Call 03/01/25)		2,330		2,346,636
4.38%, 08/01/28 (Call 08/01/23)		2,100		2,133,831
4.55%, 11/14/24 (Call 08/14/24)		2,155		2,250,531
4.63%, 08/01/30 (Call 08/01/25)		2,076		2,139,505
5.00%, 09/01/27 (Call 09/01/22)		2,100		2,165,352
5.25%, 09/01/29 (Call 09/01/24)		2,150		2,252,985
5.40%, 11/14/34 (Call 05/14/34)		2,140		2,430,805
5.45%, 03/15/43 (Call 09/15/42)		6,085		6,995,377
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)		2,169		2,332,890
5.95%, 03/15/24 (Call 12/15/23)		2,514		2,662,301
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		5,068		4,741,976
2.60%, 07/15/32 (Call 04/15/32)		4,520		4,294,362
2.80%, 10/01/29 (Call 07/01/29)		3,342		3,268,309
4.88%, 03/15/42 (Call 09/15/41)		973		1,118,551
5.45%, 06/09/44 (Call 12/09/43)		2,487		3,035,980
5.88%, 04/01/35		2,730		3,335,023
6.25%, 10/01/39		1,766		2,289,354
Rio Tinto Alcan Inc.
5.75%, 06/01/35		668		843,924
6.13%, 12/15/33		2,118		2,764,329
7.25%, 03/15/31		1,938		2,576,338
Rio Tinto Finance USA Ltd.
2.75%, 11/02/51 (Call 05/02/51)		4,725		4,152,141
5.20%, 11/02/40		4,199		5,125,509
7.13%, 07/15/28		2,690		3,366,374
Rio Tinto Finance USA PLC
4.13%, 08/21/42 (Call 02/21/42)		3,079		3,367,533
4.75%, 03/22/42 (Call 09/22/41)		1,600		1,876,000
Southern Copper Corp.
3.88%, 04/23/25		2,244		2,311,365
5.25%, 11/08/42		5,617		6,542,232
5.88%, 04/23/45		3,018		3,772,862
6.75%, 04/16/40		3,423		4,439,699
7.50%, 07/27/35		2,668		3,530,244
Teck Resources Ltd.
3.90%, 07/15/30 (Call 04/15/30)		265		271,238
5.20%, 03/01/42 (Call 09/01/41)		1,178		1,276,316
5.40%, 02/01/43 (Call 08/01/42)		473		523,564
6.00%, 08/15/40 (Call 02/15/40)		2,130		2,521,302
6.13%, 10/01/35		1,794		2,172,803
6.25%, 07/15/41 (Call 01/15/41)		2,411		2,918,467
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)		395		366,726


				142,395,814

Multi-National — 0.0%
Asian Development Bank
0.63%, 10/08/24		10,125		9,867,217
1.50%, 01/20/27		430		423,430
Council of Europe Development Bank, 0.88%, 09/22/26		119		114,308
European Investment Bank, 1.38%, 03/15/27		16,190		15,841,267
Inter-American Development Bank, 0.50%, 09/23/24		875		850,754


				27,096,976


Security	Par (000)		Value

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)	$	4,605	$	4,502,217
3.25%, 02/15/29 (Call 08/15/23)		2,820		2,627,845
3.28%, 12/01/28 (Call 10/01/28)		3,400		3,338,596
3.57%, 12/01/31 (Call 09/01/31)		4,310		4,197,207
4.13%, 05/01/25 (Call 05/01/22)		2,110		2,138,612
4.25%, 04/01/28 (Call 10/01/22)		2,505		2,478,647
5.50%, 12/01/24 (Call 06/01/24)		2,249		2,354,950


				21,638,074

Office Furnishings — 0.0%
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)		2,501		2,726,540


Oil & Gas — 1.1%
BP Capital Markets America Inc.
1.75%, 08/10/30 (Call 05/10/30)		3,711		3,367,992
2.72%, 01/12/32 (Call 10/12/31)		7,200		6,907,752
2.75%, 05/10/23		2,734		2,766,917
2.77%, 11/10/50 (Call 05/10/50)		2,230		1,817,071
2.94%, 06/04/51 (Call 12/04/50)		8,665		7,294,284
3.00%, 02/24/50 (Call 08/24/49)		7,160		6,114,998
3.00%, 03/17/52 (Call 09/17/51)		2,140		1,820,776
3.02%, 01/16/27 (Call 10/16/26)		6,406		6,510,226
3.06%, 06/17/41 (Call 12/17/40)		4,600		4,131,720
3.12%, 05/04/26 (Call 02/04/26)		4,054		4,164,917
3.19%, 04/06/25 (Call 03/06/25)		1,872		1,917,883
3.38%, 02/08/61 (Call 08/08/60)		9,005		7,938,088
3.41%, 02/11/26 (Call 12/11/25)		4,289		4,443,104
3.54%, 04/06/27 (Call 02/06/27)		1,643		1,708,654
3.59%, 04/14/27 (Call 01/14/27)		2,254		2,350,268
3.63%, 04/06/30 (Call 01/06/30)		4,172		4,343,427
3.79%, 02/06/24 (Call 01/06/24)		2,665		2,750,467
3.80%, 09/21/25 (Call 07/21/25)		4,248		4,453,943
3.94%, 09/21/28 (Call 06/21/28)		3,953		4,194,845
4.23%, 11/06/28 (Call 08/06/28)		4,240		4,587,256
BP Capital Markets PLC
2.75%, 05/10/23		1,661		1,681,530
3.28%, 09/19/27 (Call 06/19/27)		4,227		4,350,344
3.51%, 03/17/25		4,248		4,403,392
3.54%, 11/04/24		2,661		2,754,135
3.72%, 11/28/28 (Call 08/28/28)		5,167		5,413,053
3.81%, 02/10/24		2,824		2,921,089
3.99%, 09/26/23		5,815		6,002,999
Burlington Resources LLC
5.95%, 10/15/36		4,197		5,431,086
7.20%, 08/15/31		1,821		2,454,398
7.40%, 12/01/31		1,951		2,712,612
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		3,121		3,074,154
2.95%, 07/15/30 (Call 04/15/30)		1,785		1,745,516
3.80%, 04/15/24 (Call 01/15/24)		3,345		3,439,697
3.85%, 06/01/27 (Call 03/01/27)		4,239		4,425,346
3.90%, 02/01/25 (Call 11/01/24)		2,720		2,828,038
4.95%, 06/01/47 (Call 12/01/46)		2,668		3,009,717
5.85%, 02/01/35		1,560		1,839,739
6.25%, 03/15/38		2,818		3,446,724
6.45%, 06/30/33		1,985		2,437,203
6.50%, 02/15/37		2,289		2,876,930
6.75%, 02/01/39		1,660		2,116,085
7.20%, 01/15/32		700		900,851


Security	Par (000)		Value

Oil & Gas (continued)
Cenovus Energy Inc.
3.75%, 02/15/52 (Call 08/15/51)	$	2,085	$	1,881,900
4.25%, 04/15/27 (Call 01/15/27)		3,105		3,294,560
4.40%, 04/15/29 (Call 01/15/29)		2,882		3,070,944
5.25%, 06/15/37 (Call 12/15/36)		3,860		4,295,369
5.38%, 07/15/25 (Call 04/15/25)		4,284		4,640,172
5.40%, 06/15/47 (Call 12/15/46)		376		424,993
6.75%, 11/15/39		3,530		4,428,632
6.80%, 09/15/37		1,950		2,464,449
Cenovus Energy Inc/CA, 2.65%, 01/15/32
(Call 10/15/31)		2,391		2,212,775
Chevron Corp.
1.14%, 05/11/23		2,100		2,092,314
1.55%, 05/11/25 (Call 04/11/25)		9,798		9,655,341
2.00%, 05/11/27 (Call 03/11/27)		4,585		4,517,004
2.24%, 05/11/30 (Call 02/11/30)		3,594		3,500,664
2.57%, 05/16/23 (Call 03/16/23)		4,184		4,235,380
2.90%, 03/03/24 (Call 01/03/24)		3,815		3,896,717
2.95%, 05/16/26 (Call 02/16/26)		6,862		7,090,848
3.08%, 05/11/50 (Call 11/11/49)		3,061		2,947,835
3.19%, 06/24/23 (Call 03/24/23)		7,022		7,157,525
3.33%, 11/17/25 (Call 08/17/25)		4,034		4,194,432
Chevron USA Inc.
0.43%, 08/11/23		993		978,244
0.69%, 08/12/25 (Call 07/12/25)		5,306		5,068,079
1.02%, 08/12/27 (Call 06/12/27)		3,649		3,410,866
2.34%, 08/12/50 (Call 02/12/50)		2,436		2,027,288
3.25%, 10/15/29 (Call 07/15/29)		1,365		1,423,340
3.85%, 01/15/28 (Call 10/15/27)		2,190		2,346,848
3.90%, 11/15/24 (Call 08/15/24)		2,436		2,554,536
5.25%, 11/15/43 (Call 05/15/43)		165		209,189
CNOOC Finance 2013 Ltd.
2.88%, 09/30/29 (Call 06/30/29)		1,249		1,253,322
3.00%, 05/09/23		10,101		10,228,576
3.30%, 09/30/49 (Call 03/30/49)		1,315		1,138,343
4.25%, 05/09/43^(b)		3,599		3,683,648
CNOOC Finance 2014 ULC
4.25%, 04/30/24		7,345		7,675,598
4.88%, 04/30/44		3,380		3,767,923
CNOOC Finance 2015 Australia Pty Ltd., 4.20%, 05/05/45		1,250		1,272,213
CNOOC Finance 2015 USA LLC
3.50%, 05/05/25		4,520		4,669,296
3.75%, 05/02/23		200		204,146
4.38%, 05/02/28		5,052		5,520,876
CNOOC Petroleum North America ULC
5.88%, 03/10/35^(b)		1,913		2,246,417
6.40%, 05/15/37		3,637		4,543,049
7.50%, 07/30/39		1,006		1,424,184
7.88%, 03/15/32		1,846		2,501,902
Conoco Funding Co., 7.25%, 10/15/31		3,669		4,966,835
ConocoPhillips
2.40%, 02/15/31 (Call 11/15/30)^(c)		1,835		1,793,346
3.75%, 10/01/27 (Call 07/01/27)^(c)		2,553		2,728,110
4.30%, 08/15/28 (Call 05/15/28)^(c)		5,526		6,055,114
4.85%, 08/15/48 (Call 02/15/48)^(c)		4,224		5,034,205
4.88%, 10/01/47 (Call 04/01/47)^(c)		2,649		3,182,535
5.90%, 10/15/32		1,686		2,098,497
5.90%, 05/15/38		283		366,247
6.50%, 02/01/39		6,805		9,429,416


Security	Par (000)		Value

Oil & Gas (continued)
ConocoPhillips Co.
2.13%, 03/08/24 (Call 09/08/22)	$	15	$	15,005
2.40%, 03/07/25 (Call 03/07/23)		505		505,631
3.35%, 11/15/24 (Call 08/15/24)		165		170,112
3.80%, 03/15/52 (Call 09/15/51)		1,635		1,659,721
4.30%, 11/15/44 (Call 05/15/44)		1,370		1,501,424
4.95%, 03/15/26 (Call 12/15/25)		4,361		4,778,304
5.95%, 03/15/46 (Call 09/15/45)		3,225		4,381,485
6.95%, 04/15/29		3,589		4,590,367
Continental Resources Inc./OK
3.80%, 06/01/24 (Call 03/01/24)		3,820		3,901,710
4.38%, 01/15/28 (Call 10/15/27)		3,410		3,533,612
4.50%, 04/15/23 (Call 01/15/23)		2,200		2,247,916
4.90%, 06/01/44 (Call 12/01/43)		3,035		3,058,430
Coterra Energy Inc.
3.90%, 05/15/27 (Call 02/15/27)^(c)		2,638		2,751,408
4.38%, 06/01/24 (Call 03/01/24)^(c)		2,706		2,810,885
4.38%, 03/15/29 (Call 12/15/28)^(c)		1,727		1,852,829
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		2,465		2,574,865
4.75%, 05/15/42 (Call 11/15/41)		2,623		2,813,456
5.00%, 06/15/45 (Call 12/15/44)		3,685		4,106,601
5.25%, 09/15/24 (Call 06/15/24)		1,085		1,155,384
5.25%, 10/15/27 (Call 10/15/22)		600		623,184
5.60%, 07/15/41 (Call 01/15/41)		2,095		2,449,034
5.85%, 12/15/25 (Call 09/15/25)		4,059		4,527,206
5.88%, 06/15/28 (Call 06/15/23)		1,150		1,224,348
7.88%, 09/30/31		977		1,316,840
7.95%, 04/15/32		1,335		1,813,357
Diamondback Energy Inc.
2.88%, 12/01/24 (Call 11/01/24)		5,309		5,373,345
3.13%, 03/24/31 (Call 12/24/30)		1,542		1,504,699
3.25%, 12/01/26 (Call 10/01/26)		5,291		5,407,561
3.50%, 12/01/29 (Call 09/01/29)		2,610		2,637,509
4.40%, 03/24/51 (Call 09/24/50)		1,220		1,263,969
4.75%, 05/31/25 (Call 04/30/25)		594		634,695
Eni USA Inc., 7.30%, 11/15/27		385		470,420
EOG Resources Inc.
2.63%, 03/15/23 (Call 12/15/22)		6,143		6,192,390
3.15%, 04/01/25 (Call 01/01/25)		1,009		1,036,596
3.90%, 04/01/35 (Call 10/01/34)		1,768		1,900,865
4.15%, 01/15/26 (Call 10/15/25)		4,264		4,559,239
4.38%, 04/15/30 (Call 01/15/30)		2,984		3,300,304
4.95%, 04/15/50 (Call 10/15/49)		3,101		3,766,754
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		2,691		2,640,436
2.38%, 05/22/30 (Call 02/22/30)		4,542		4,423,272
2.65%, 01/15/24		6,202		6,302,162
2.88%, 04/06/25 (Call 03/06/25)		4,263		4,344,509
3.00%, 04/06/27 (Call 02/06/27)		1,346		1,381,736
3.13%, 04/06/30 (Call 01/06/30)		4,721		4,846,059
3.25%, 11/10/24		3,123		3,219,220
3.25%, 11/18/49 (Call 05/18/49)		4,599		4,392,643
3.63%, 09/10/28 (Call 06/10/28)		2,026		2,140,428
3.63%, 04/06/40 (Call 10/06/39)		3,159		3,226,445
3.70%, 03/01/24		4,340		4,490,121
3.70%, 04/06/50 (Call 10/06/49)		3,370		3,512,079
3.95%, 05/15/43		4,057		4,286,504
4.25%, 11/23/41		2,245		2,472,127
4.80%, 11/08/43		2,475		2,924,980


Security	Par (000)		Value

Oil & Gas (continued)
5.10%, 08/17/40	$	2,992	$	3,632,348
7.25%, 09/23/27		775		961,961
7.75%, 06/15/23		1,422		1,529,261
Exxon Mobil Corp.
1.57%, 04/15/23		5,963		5,977,490
2.02%, 08/16/24 (Call 07/16/24)		6,832		6,865,818
2.28%, 08/16/26 (Call 06/16/26)		3,600		3,618,000
2.44%, 08/16/29 (Call 05/16/29)		7,816		7,695,868
2.61%, 10/15/30 (Call 07/15/30)		4,475		4,436,336
2.71%, 03/06/25 (Call 12/06/24)		2,105		2,143,985
2.73%, 03/01/23 (Call 01/01/23)		1,381		1,397,392
2.99%, 03/19/25 (Call 02/19/25)		10,734		11,026,072
3.00%, 08/16/39 (Call 02/16/39)		5,600		5,332,600
3.04%, 03/01/26 (Call 12/01/25)		9,126		9,445,775
3.10%, 08/16/49 (Call 02/16/49)		5,751		5,384,259
3.18%, 03/15/24 (Call 12/15/23)		3,650		3,750,849
3.29%, 03/19/27 (Call 01/19/27)		2,280		2,392,678
3.45%, 04/15/51 (Call 10/15/50)		4,243		4,206,086
3.48%, 03/19/30 (Call 12/19/29)		3,237		3,417,139
3.57%, 03/06/45 (Call 09/06/44)		2,403		2,402,736
4.11%, 03/01/46 (Call 09/01/45)		10,051		10,953,781
4.23%, 03/19/40 (Call 09/19/39)		4,136		4,552,371
4.33%, 03/19/50 (Call 09/19/49)		8,570		9,703,125
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31)^(c)		495		474,566
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		2,385		2,442,383
4.30%, 04/01/27 (Call 01/01/27)		5,202		5,502,051
5.60%, 02/15/41		4,503		5,189,527
5.80%, 04/01/47 (Call 10/01/46)^(b)		2,234		2,669,407
6.00%, 01/15/40		1,963		2,334,557
7.13%, 03/15/33		2,027		2,576,358
7.30%, 08/15/31		2,624		3,341,638
7.88%, 10/01/29		652		841,908
HollyFrontier Corp.
2.63%, 10/01/23		2,769		2,784,977
4.50%, 10/01/30 (Call 07/01/30)		1,592		1,605,819
5.88%, 04/01/26 (Call 01/01/26)		4,779		5,190,185
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		3,779		4,012,618
5.20%, 06/01/45 (Call 12/01/44)		1,636		1,809,825
6.60%, 10/01/37		2,848		3,586,002
6.80%, 03/15/32		2,869		3,529,386
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		2,984		3,066,716
3.80%, 04/01/28 (Call 01/01/28)		2,116		2,188,304
4.50%, 04/01/48 (Call 10/01/47)		3,222		3,331,709
4.70%, 05/01/25 (Call 04/01/25)		5,650		6,004,594
4.75%, 09/15/44 (Call 03/15/44)		4,456		4,711,864
5.00%, 09/15/54 (Call 03/15/54)		2,228		2,395,568
5.13%, 12/15/26 (Call 09/15/26)		3,164		3,481,634
6.50%, 03/01/41 (Call 09/01/40)		1,766		2,245,910
Ovintiv Exploration Inc.
5.38%, 01/01/26 (Call 10/01/25)		3,205		3,464,509
5.63%, 07/01/24		3,690		3,947,156
Ovintiv Inc.
6.50%, 08/15/34		3,105		3,788,224
6.50%, 02/01/38		2,115		2,513,212
6.63%, 08/15/37		2,110		2,576,542
7.20%, 11/01/31		1,285		1,579,689


Security	Par (000)		Value

Oil & Gas (continued)
7.38%, 11/01/31	$	1,875	$	2,371,519
8.13%, 09/15/30		1,075		1,379,075
Phillips 66
0.90%, 02/15/24 (Call 03/31/22)		415		407,912
1.30%, 02/15/26 (Call 01/15/26)		3,074		2,933,211
2.15%, 12/15/30 (Call 09/15/30)		3,780		3,491,321
3.30%, 03/15/52 (Call 09/15/51)		2,520		2,251,847
3.70%, 04/06/23		2,372		2,424,113
3.85%, 04/09/25 (Call 03/09/25)		5,976		6,219,044
3.90%, 03/15/28 (Call 12/15/27)		3,830		4,010,240
4.65%, 11/15/34 (Call 05/15/34)		5,122		5,715,896
4.88%, 11/15/44 (Call 05/15/44)		3,888		4,426,838
5.88%, 05/01/42		4,499		5,705,047
Pioneer Natural Resources Co.
1.13%, 01/15/26 (Call 12/15/25)		300		285,483
1.90%, 08/15/30 (Call 05/15/30)		7,795		7,086,824
2.15%, 01/15/31 (Call 10/15/30)		385		355,367
Shell International Finance BV
0.38%, 09/15/23		777		763,573
2.00%, 11/07/24 (Call 10/07/24)		5,005		5,020,666
2.38%, 11/07/29 (Call 08/07/29)		4,471		4,358,376
2.50%, 09/12/26		8,080		8,174,455
2.75%, 04/06/30 (Call 01/06/30)		1,563		1,560,280
2.88%, 05/10/26		5,112		5,269,654
2.88%, 11/26/41 (Call 05/26/41)		2,555		2,350,191
3.00%, 11/26/51 (Call 05/26/51)		3,335		3,036,884
3.13%, 11/07/49 (Call 05/07/49)		5,038		4,675,566
3.25%, 05/11/25		12,161		12,608,282
3.25%, 04/06/50 (Call 10/06/49)		7,388		7,092,037
3.50%, 11/13/23 (Call 10/13/23)		4,827		4,972,727
3.63%, 08/21/42		2,648		2,671,276
3.75%, 09/12/46		4,981		5,113,843
3.88%, 11/13/28 (Call 08/13/28)		3,325		3,566,827
4.00%, 05/10/46		8,419		8,925,740
4.13%, 05/11/35		4,743		5,201,838
4.38%, 05/11/45		10,083		11,144,034
4.55%, 08/12/43		4,918		5,611,487
5.50%, 03/25/40		3,045		3,837,766
6.38%, 12/15/38		7,146		9,710,914
Suncor Energy Inc.
2.80%, 05/15/23		4,915		4,969,704
3.10%, 05/15/25 (Call 04/15/25)		2,449		2,499,988
3.75%, 03/04/51 (Call 09/04/50)		898		861,110
4.00%, 11/15/47 (Call 05/15/47)		3,307		3,333,390
5.35%, 07/15/33		1,060		1,201,468
5.95%, 12/01/34		1,550		1,841,338
5.95%, 05/15/35		2,180		2,628,993
6.50%, 06/15/38		2,327		2,942,119
6.80%, 05/15/38		5,192		6,759,569
6.85%, 06/01/39		3,271		4,307,743
7.15%, 02/01/32		217		277,695
Tosco Corp., 8.13%, 02/15/30		725		979,388
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		3,153		3,197,520
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		3,671		3,701,469
2.83%, 01/10/30 (Call 10/10/29)		5,626		5,644,510
2.99%, 06/29/41 (Call 12/29/40)		1,618		1,496,957
3.13%, 05/29/50 (Call 11/29/49)		5,754		5,317,329
3.39%, 06/29/60 (Call 12/29/59)		454		422,311
3.46%, 02/19/29 (Call 11/19/28)		5,259		5,477,985


Security	Par (000)		Value

Oil & Gas (continued)
3.46%, 07/12/49 (Call 01/12/49)	$	5,525	$	5,368,256
3.70%, 01/15/24		4,814		4,981,142
3.75%, 04/10/24		6,680		6,868,510
TotalEnergies Capital SA, 3.88%, 10/11/28		3,832		4,098,707
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		1,320		1,281,984
2.80%, 12/01/31 (Call 09/01/31)		2,340		2,211,206
2.85%, 04/15/25 (Call 03/15/25)		1,334		1,348,981
3.65%, 12/01/51 (Call 06/01/51)		3,090		2,777,416
4.00%, 04/01/29 (Call 01/01/29)		3,958		4,140,780
4.00%, 06/01/52 (Call 12/01/51)^(b)		580		553,529
4.35%, 06/01/28 (Call 03/01/28)		3,248		3,462,790
4.90%, 03/15/45^(b)		4,683		5,058,764
6.63%, 06/15/37		1,975		2,538,566
7.50%, 04/15/32		2,173		2,832,853


				960,794,440

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC, 5.13%, 09/15/40		2,994		3,435,825
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
1.23%, 12/15/23		2,000		1,978,920
2.06%, 12/15/26 (Call 11/15/26)		2,625		2,563,654
3.14%, 11/07/29 (Call 08/07/29)		1,890		1,907,218
3.34%, 12/15/27 (Call 09/15/27)		4,286		4,418,180
4.08%, 12/15/47 (Call 06/15/47)		6,858		6,944,136
4.49%, 05/01/30 (Call 02/01/30)		1,224		1,345,274
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		988		972,646
3.50%, 08/01/23 (Call 05/01/23)		2,259		2,304,813
3.80%, 11/15/25 (Call 08/15/25)		1,441		1,509,491
4.50%, 11/15/41 (Call 05/15/41)		3,150		3,260,313
4.75%, 08/01/43 (Call 02/01/43)		3,445		3,670,647
4.85%, 11/15/35 (Call 05/15/35)		3,332		3,711,681
5.00%, 11/15/45 (Call 05/15/45)		4,396		4,905,804
6.70%, 09/15/38		3,559		4,580,113
7.45%, 09/15/39		4,226		5,824,738
NOV Inc.
3.60%, 12/01/29 (Call 09/01/29)		2,477		2,481,781
3.95%, 12/01/42 (Call 06/01/42)		4,372		3,973,842
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		2,550		2,475,693
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)		2,018		1,964,503
3.65%, 12/01/23 (Call 09/01/23)		5,934		6,095,642


				70,324,914

Packaging & Containers — 0.1%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		1,289		1,349,274
4.50%, 05/15/28 (Call 02/15/28)		540		595,442
Amcor Flexibles North America Inc.
2.63%, 06/19/30 (Call 03/19/30)		3,830		3,700,852
2.69%, 05/25/31 (Call 02/25/31)		2,925		2,814,991
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)		1,015		987,057
1.57%, 01/15/26 (Call 12/15/25)		1,322		1,259,179
1.65%, 01/15/27 (Call 12/15/26)		1,635		1,520,387
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)		878		877,965
3.05%, 10/01/51 (Call 04/01/51)		1,005		875,224


Security	Par (000)		Value

Packaging & Containers (continued)
3.40%, 12/15/27 (Call 09/15/27)	$	1,206	$	1,256,121
3.65%, 09/15/24 (Call 06/15/24)		1,114		1,151,598
4.05%, 12/15/49 (Call 06/15/49)		2,057		2,123,626
Sonoco Products Co.
1.80%, 02/01/25 (Call 02/01/23)		5,010		4,906,844
2.25%, 02/01/27 (Call 01/01/27)		3,685		3,608,389
2.85%, 02/01/32 (Call 11/01/31)		4,385		4,255,949
3.13%, 05/01/30 (Call 02/01/30)		1,295		1,293,731
5.75%, 11/01/40 (Call 05/01/40)^(b)		50		62,416
WestRock MWV LLC
7.95%, 02/15/31		1,395		1,868,616
8.20%, 01/15/30		486		641,646
WestRock RKT LLC, 4.00%, 03/01/23 (Call 03/22/22)		2,710		2,760,189
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		3,333		3,391,528
3.00%, 06/15/33 (Call 03/15/33)		2,285		2,208,224
3.38%, 09/15/27 (Call 06/15/27)		1,236		1,276,652
3.75%, 03/15/25 (Call 01/15/25)		1,984		2,061,257
3.90%, 06/01/28 (Call 03/01/28)		2,366		2,468,684
4.00%, 03/15/28 (Call 12/15/27)		1,842		1,954,196
4.20%, 06/01/32 (Call 03/01/32)		2,001		2,144,932
4.65%, 03/15/26 (Call 01/15/26)		5,377		5,801,568
4.90%, 03/15/29 (Call 12/15/28)		2,120		2,353,327


				61,569,864

Pharmaceuticals — 1.4%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)		12,305		12,416,483
2.85%, 05/14/23 (Call 03/14/23)		5,420		5,488,292
2.95%, 11/21/26 (Call 09/21/26)		5,639		5,732,325
3.20%, 05/14/26 (Call 02/14/26)		6,971		7,152,804
3.20%, 11/21/29 (Call 08/21/29)		17,389		17,631,577
3.60%, 05/14/25 (Call 02/14/25)		11,929		12,327,786
3.75%, 11/14/23 (Call 10/14/23)		4,784		4,932,974
3.80%, 03/15/25 (Call 12/15/24)		9,611		9,982,465
3.85%, 06/15/24 (Call 03/15/24)		5,180		5,357,674
4.05%, 11/21/39 (Call 05/21/39)		10,871		11,412,811
4.25%, 11/14/28 (Call 08/14/28)		3,931		4,247,917
4.25%, 11/21/49 (Call 05/21/49)		16,763		17,815,716
4.30%, 05/14/36 (Call 11/14/35)		5,938		6,468,085
4.40%, 11/06/42		9,687		10,465,738
4.45%, 05/14/46 (Call 11/14/45)		8,128		8,772,794
4.50%, 05/14/35 (Call 11/14/34)		5,616		6,229,997
4.55%, 03/15/35 (Call 09/15/34)		6,061		6,724,376
4.63%, 10/01/42 (Call 04/01/42)		1,523		1,668,492
4.70%, 05/14/45 (Call 11/14/44)		9,880		10,980,237
4.75%, 03/15/45 (Call 09/15/44)		4,354		4,842,214
4.85%, 06/15/44 (Call 12/15/43)		4,936		5,582,419
4.88%, 11/14/48 (Call 05/14/48)		7,205		8,291,874
AmerisourceBergen Corp.
2.70%, 03/15/31 (Call 12/15/30)		2,477		2,388,051
2.80%, 05/15/30 (Call 02/15/30)		3,358		3,294,064
3.25%, 03/01/25 (Call 12/01/24)		1,892		1,942,006
3.40%, 05/15/24 (Call 02/15/24)		2,635		2,702,957
3.45%, 12/15/27 (Call 09/15/27)		4,014		4,174,078
4.25%, 03/01/45 (Call 09/01/44)		1,685		1,744,295
4.30%, 12/15/47 (Call 06/15/47)		2,872		3,014,078
Astrazeneca Finance LLC
0.70%, 05/28/24 (Call 05/28/22)		609		592,959
1.20%, 05/28/26 (Call 04/28/26)		6,195		5,939,580
1.75%, 05/28/28 (Call 03/28/28)		4,841		4,632,401


Security	Par (000)		Value

Pharmaceuticals (continued)
2.25%, 05/28/31 (Call 02/28/31)	$	1,255	$	1,207,034
AstraZeneca PLC
0.30%, 05/26/23		360		355,111
0.70%, 04/08/26 (Call 03/08/26)		4,105		3,858,372
1.38%, 08/06/30 (Call 05/06/30)		7,446		6,711,154
2.13%, 08/06/50 (Call 02/06/50)		3,100		2,446,055
3.00%, 05/28/51 (Call 11/28/50)		3,760		3,526,354
3.13%, 06/12/27 (Call 03/12/27)		3,796		3,929,999
3.38%, 11/16/25		8,606		8,963,665
3.50%, 08/17/23 (Call 07/17/23)		3,634		3,729,501
4.00%, 01/17/29 (Call 10/17/28)		2,740		2,966,187
4.00%, 09/18/42		2,474		2,685,898
4.38%, 11/16/45		1,829		2,093,949
4.38%, 08/17/48 (Call 02/17/48)		3,262		3,770,481
6.45%, 09/15/37		10,222		13,872,971
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)		4,550		4,144,003
2.82%, 05/20/30 (Call 02/20/30)		4,112		4,048,099
3.36%, 06/06/24 (Call 04/06/24)		2,615		2,680,480
3.70%, 06/06/27 (Call 03/06/27)		4,848		5,086,570
3.73%, 12/15/24 (Call 09/15/24)		2,312		2,391,880
3.79%, 05/20/50 (Call 11/20/49)		4,510		4,508,286
4.67%, 06/06/47 (Call 12/06/46)		1,942		2,178,341
4.69%, 12/15/44 (Call 06/15/44)		5,132		5,732,803
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 03/31/22)		315		309,733
0.75%, 11/13/25 (Call 10/13/25)		828		785,664
1.13%, 11/13/27 (Call 09/13/27)		531		499,469
1.45%, 11/13/30 (Call 08/13/30)		1,000		905,320
2.35%, 11/13/40 (Call 05/13/40)		749		648,814
2.55%, 11/13/50 (Call 05/13/50)		4,986		4,225,236
2.90%, 07/26/24 (Call 06/26/24)		5,552		5,684,526
2.95%, 03/15/32 (Call 12/15/31)		1,235		1,252,759
3.20%, 06/15/26 (Call 04/15/26)		6,867		7,154,521
3.25%, 11/01/23		363		372,797
3.25%, 02/27/27		2,672		2,794,672
3.25%, 08/01/42		2,823		2,743,081
3.40%, 07/26/29 (Call 04/26/29)		9,694		10,206,813
3.45%, 11/15/27 (Call 08/15/27)		5,737		6,052,191
3.55%, 03/15/42 (Call 09/15/41)		1,430		1,459,344
3.63%, 05/15/24 (Call 02/15/24)		160		165,448
3.70%, 03/15/52 (Call 09/15/51)		775		799,149
3.88%, 08/15/25 (Call 05/15/25)		5,021		5,296,000
3.90%, 02/20/28 (Call 11/20/27)		6,812		7,328,963
3.90%, 03/15/62 (Call 09/15/61)		1,330		1,381,245
4.13%, 06/15/39 (Call 12/15/38)		10,306		11,300,014
4.25%, 10/26/49 (Call 04/26/49)		11,357		12,759,135
4.35%, 11/15/47 (Call 05/15/47)		4,219		4,786,329
4.50%, 03/01/44 (Call 09/01/43)		1,160		1,343,814
4.55%, 02/20/48 (Call 08/20/47)		4,591		5,339,563
4.63%, 05/15/44 (Call 11/15/43)		135		159,039
5.00%, 08/15/45 (Call 02/15/45)		4,858		6,010,512
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		5,338		5,435,952
3.20%, 03/15/23		2,400		2,436,240
3.41%, 06/15/27 (Call 03/15/27)		1,406		1,457,389
3.50%, 11/15/24 (Call 08/15/24)		2,149		2,212,202
3.75%, 09/15/25 (Call 06/15/25)		1,982		2,063,302
4.37%, 06/15/47 (Call 12/15/46)		1,884		1,934,717
4.50%, 11/15/44 (Call 05/15/44)		1,565		1,612,091


Security	Par (000)		Value

Pharmaceuticals (continued)
4.60%, 03/15/43	$	1,560	$	1,632,524
4.90%, 09/15/45 (Call 03/15/45)		1,802		1,952,431
Cigna Corp.
0.61%, 03/15/24 (Call 03/31/22)		2,673		2,607,271
1.25%, 03/15/26 (Call 02/15/26)		1,155		1,104,873
2.38%, 03/15/31 (Call 12/15/30)		2,181		2,053,041
2.40%, 03/15/30 (Call 12/15/29)		6,627		6,297,638
3.00%, 07/15/23 (Call 05/16/23)		2,733		2,774,432
3.05%, 10/15/27 (Call 07/15/27)		3,474		3,537,678
3.20%, 03/15/40 (Call 09/15/39)		1,485		1,372,689
3.25%, 04/15/25 (Call 01/15/25)		4,030		4,118,015
3.40%, 03/01/27 (Call 12/01/26)		4,916		5,093,468
3.40%, 03/15/50 (Call 09/15/49)		5,782		5,289,374
3.40%, 03/15/51 (Call 09/15/50)		2,000		1,823,240
3.50%, 06/15/24 (Call 03/17/24)		2,983		3,063,601
3.75%, 07/15/23 (Call 06/15/23)		2,235		2,294,049
3.88%, 10/15/47 (Call 04/15/47)		5,086		4,986,569
4.13%, 11/15/25 (Call 09/15/25)		7,305		7,695,233
4.38%, 10/15/28 (Call 07/15/28)		8,748		9,482,132
4.50%, 02/25/26 (Call 11/27/25)		3,370		3,609,101
4.80%, 08/15/38 (Call 02/15/38)		10,134		11,305,490
4.80%, 07/15/46 (Call 01/16/46)		3,534		3,939,809
4.90%, 12/15/48 (Call 06/15/48)		9,408		10,685,512
6.13%, 11/15/41		2,223		2,874,828
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		9,771		9,113,998
1.75%, 08/21/30 (Call 05/21/30)		4,935		4,462,375
1.88%, 02/28/31 (Call 11/28/30)		4,855		4,412,127
2.13%, 09/15/31 (Call 06/15/31)		5,895		5,454,702
2.63%, 08/15/24 (Call 07/15/24)		2,983		3,018,229
2.70%, 08/21/40 (Call 02/21/40)		5,179		4,517,693
2.88%, 06/01/26 (Call 03/01/26)		5,090		5,149,706
3.00%, 08/15/26 (Call 06/15/26)		3,182		3,237,208
3.25%, 08/15/29 (Call 05/15/29)		7,570		7,696,873
3.38%, 08/12/24 (Call 05/12/24)		5,407		5,553,746
3.63%, 04/01/27 (Call 02/01/27)		2,818		2,950,587
3.75%, 04/01/30 (Call 01/01/30)		2,898		3,040,697
3.88%, 07/20/25 (Call 04/20/25)		9,938		10,388,390
4.00%, 12/05/23 (Call 09/05/23)		675		697,025
4.10%, 03/25/25 (Call 01/25/25)		1,513		1,587,697
4.13%, 04/01/40 (Call 10/01/39)		5,175		5,374,134
4.25%, 04/01/50 (Call 10/01/49)		3,883		4,163,974
4.30%, 03/25/28 (Call 12/25/27)		10,295		11,127,660
4.78%, 03/25/38 (Call 09/25/37)		14,795		16,564,926
4.88%, 07/20/35 (Call 01/20/35)		1,169		1,343,836
5.05%, 03/25/48 (Call 09/25/47)		27,324		31,913,885
5.13%, 07/20/45 (Call 01/20/45)		9,608		11,135,480
5.30%, 12/05/43 (Call 06/05/43)		3,878		4,615,247
6.13%, 09/15/39^(b)		1,023		1,310,166
6.25%, 06/01/27		705		823,228
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)		3,857		3,202,544
2.50%, 09/15/60 (Call 03/15/60)		1,790		1,478,916
2.75%, 06/01/25 (Call 03/01/25)		2,494		2,545,551
3.10%, 05/15/27 (Call 02/15/27)		4,700		4,872,114
3.38%, 03/15/29 (Call 12/15/28)		6,485		6,843,037
3.70%, 03/01/45 (Call 09/01/44)		75		80,842
3.95%, 05/15/47 (Call 11/15/46)^(b)		310		347,925
5.55%, 03/15/37		50		63,078


Security	Par (000)		Value

Pharmaceuticals (continued)
GlaxoSmithKline Capital Inc.
2.80%, 03/18/23	$	2,633	$	2,669,467
3.38%, 05/15/23		3,009		3,075,409
3.63%, 05/15/25		4,247		4,443,041
3.88%, 05/15/28		6,613		7,090,128
4.20%, 03/18/43		3,619		4,062,798
5.38%, 04/15/34		2,096		2,624,863
6.38%, 05/15/38		6,163		8,516,526
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/01/22)		1,613		1,586,127
3.00%, 06/01/24 (Call 05/01/24)		6,467		6,612,378
3.38%, 06/01/29 (Call 03/01/29)		5,933		6,207,698
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		1,302		1,239,725
0.95%, 09/01/27 (Call 07/01/27)		1,901		1,791,883
1.30%, 09/01/30 (Call 06/01/30)		2,393		2,195,099
2.05%, 03/01/23 (Call 01/01/23)		1,573		1,584,624
2.10%, 09/01/40 (Call 03/01/40)		3,221		2,783,395
2.25%, 09/01/50 (Call 03/01/50)		2,406		2,017,696
2.45%, 03/01/26 (Call 12/01/25)		3,120		3,176,441
2.45%, 09/01/60 (Call 03/01/60)		638		530,235
2.63%, 01/15/25 (Call 11/15/24)		4,704		4,804,430
2.90%, 01/15/28 (Call 10/15/27)		5,546		5,733,954
2.95%, 03/03/27 (Call 12/03/26)		3,580		3,713,212
3.38%, 12/05/23		4,562		4,722,947
3.40%, 01/15/38 (Call 07/15/37)		3,605		3,740,260
3.50%, 01/15/48 (Call 07/15/47)		3,270		3,411,918
3.55%, 03/01/36 (Call 09/01/35)		3,476		3,745,981
3.63%, 03/03/37 (Call 09/03/36)		7,451		8,032,625
3.70%, 03/01/46 (Call 09/01/45)		6,909		7,416,190
3.75%, 03/03/47 (Call 09/03/46)		4,191		4,561,191
4.38%, 12/05/33 (Call 06/05/33)		5,448		6,332,919
4.50%, 09/01/40		2,677		3,131,153
4.50%, 12/05/43 (Call 06/05/43)		2,393		2,821,156
4.85%, 05/15/41		1,932		2,371,762
4.95%, 05/15/33		644		787,928
5.85%, 07/15/38		1,008		1,344,420
5.95%, 08/15/37		4,264		5,782,453
6.95%, 09/01/29^(b)		903		1,196,746
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		2,230		2,109,558
1.30%, 08/15/26 (Call 07/15/26)		2,520		2,388,406
2.85%, 03/15/23 (Call 12/15/22)		951		961,547
3.80%, 03/15/24 (Call 12/15/23)		4,821		4,973,585
3.95%, 02/16/28 (Call 11/16/27)		2,517		2,669,908
Mead Johnson Nutrition Co.
4.13%, 11/15/25 (Call 08/15/25)		3,616		3,807,756
4.60%, 06/01/44 (Call 12/01/43)		3,708		4,398,096
5.90%, 11/01/39^(b)		340		451,870
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		1,260		1,200,062
1.45%, 06/24/30 (Call 03/24/30)		959		875,922
1.70%, 06/10/27 (Call 05/10/27)		5,090		4,958,780
1.90%, 12/10/28 (Call 10/10/28)		5,110		4,954,963
2.15%, 12/10/31 (Call 09/10/31)		6,415		6,127,929
2.35%, 06/24/40 (Call 12/24/39)		3,261		2,872,941
2.45%, 06/24/50 (Call 12/24/49)^(b)		4,590		3,921,283
2.75%, 02/10/25 (Call 11/10/24)		10,701		10,947,123
2.75%, 12/10/51 (Call 06/10/51)		3,070		2,742,554
2.80%, 05/18/23		9,278		9,437,767


Security	Par (000)		Value

Pharmaceuticals (continued)
2.90%, 03/07/24 (Call 02/07/24)	$	3,545	$	3,625,932
2.90%, 12/10/61 (Call 06/10/61)		3,621		3,195,424
3.40%, 03/07/29 (Call 12/07/28)		8,681		9,138,141
3.60%, 09/15/42 (Call 03/15/42)		2,790		2,876,295
3.70%, 02/10/45 (Call 08/10/44)		7,182		7,498,295
3.90%, 03/07/39 (Call 09/07/38)		4,725		5,122,420
4.00%, 03/07/49 (Call 09/07/48)		6,678		7,360,759
4.15%, 05/18/43		3,788		4,209,945
6.50%, 12/01/33		563		760,681
6.55%, 09/15/37		90		127,709
Merck Sharp & Dohme Corp.
5.75%, 11/15/36		400		522,892
5.95%, 12/01/28		400		484,252
Mylan Inc.
4.20%, 11/29/23 (Call 08/29/23)		977		1,004,747
4.55%, 04/15/28 (Call 01/15/28)		3,008		3,204,663
5.20%, 04/15/48 (Call 10/15/47)		3,067		3,327,235
5.40%, 11/29/43 (Call 05/29/43)		2,404		2,676,974
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		3,120		3,101,904
2.00%, 02/14/27 (Call 12/14/26)		3,776		3,743,338
2.20%, 08/14/30 (Call 05/14/30)		1,478		1,436,971
2.75%, 08/14/50 (Call 02/14/50)		4,718		4,320,037
3.00%, 11/20/25 (Call 08/20/25)		5,496		5,670,718
3.10%, 05/17/27 (Call 02/17/27)		1,084		1,124,368
3.40%, 05/06/24		4,913		5,077,929
3.70%, 09/21/42		2,057		2,176,615
4.00%, 11/20/45 (Call 05/20/45)		4,711		5,225,959
4.40%, 05/06/44		6,523		7,586,053
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		4,222		4,073,554
1.70%, 05/28/30 (Call 02/28/30)		4,076		3,801,278
1.75%, 08/18/31 (Call 05/18/31)		3,580		3,317,693
2.55%, 05/28/40 (Call 11/28/39)		4,295		3,929,367
2.63%, 04/01/30 (Call 01/01/30)		4,668		4,675,282
2.70%, 05/28/50 (Call 11/28/49)		2,940		2,662,199
2.75%, 06/03/26		3,707		3,810,055
2.95%, 03/15/24 (Call 02/15/24)		2,882		2,949,525
3.00%, 06/15/23		3,644		3,715,568
3.00%, 12/15/26		7,073		7,359,456
3.20%, 09/15/23 (Call 08/15/23)		3,769		3,863,376
3.40%, 05/15/24		3,403		3,524,589
3.45%, 03/15/29 (Call 12/15/28)		5,188		5,475,986
3.60%, 09/15/28 (Call 06/15/28)		2,708		2,900,458
3.90%, 03/15/39 (Call 09/15/38)		4,343		4,732,784
4.00%, 12/15/36		3,742		4,139,625
4.00%, 03/15/49 (Call 09/15/48)		5,072		5,641,180
4.10%, 09/15/38 (Call 03/15/38)		4,247		4,720,201
4.13%, 12/15/46		1,897		2,137,483
4.20%, 09/15/48 (Call 03/15/48)		1,870		2,132,305
4.30%, 06/15/43		1,753		1,982,678
4.40%, 05/15/44		4,939		5,679,159
5.60%, 09/15/40		1,299		1,677,191
7.20%, 03/15/39		9,143		13,693,563
Pharmacia LLC, 6.60%, 12/01/28		3,444		4,249,001
Sanofi
3.38%, 06/19/23 (Call 05/19/23)		2,233		2,284,850
3.63%, 06/19/28 (Call 03/19/28)		5,166		5,578,505


Security	Par (000)		Value

Pharmaceuticals (continued)
Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/23 (Call 07/23/23)	$	10,977	$	11,124,202
3.20%, 09/23/26 (Call 06/23/26)		6,864		7,044,249
Takeda Pharmaceutical Co. Ltd.
2.05%, 03/31/30 (Call 12/31/29)		9,315		8,633,421
3.03%, 07/09/40 (Call 01/09/40)		6,288		5,698,689
3.18%, 07/09/50 (Call 01/09/50)		6,555		5,868,429
3.38%, 07/09/60 (Call 01/09/60)		2,216		1,973,636
4.40%, 11/26/23 (Call 10/26/23)		5,081		5,274,535
5.00%, 11/26/28 (Call 08/26/28)		4,926		5,562,932
Utah Acquisition Sub Inc.
3.95%, 06/15/26 (Call 03/15/26)		5,617		5,800,507
5.25%, 06/15/46 (Call 12/15/45)		1,902		2,019,220
Viatris Inc.
1.65%, 06/22/25 (Call 05/22/25)		3,592		3,471,883
2.30%, 06/22/27 (Call 04/22/27)		3,423		3,293,029
2.70%, 06/22/30 (Call 03/22/30)		3,735		3,487,407
3.85%, 06/22/40 (Call 12/22/39)		5,921		5,556,918
4.00%, 06/22/50 (Call 12/22/49)		7,061		6,250,609
Wyeth LLC
5.95%, 04/01/37		5,571		7,303,191
6.00%, 02/15/36		1,304		1,716,181
6.45%, 02/01/24		2,707		2,938,719
6.50%, 02/01/34		2,729		3,622,666
Zoetis Inc.
2.00%, 05/15/30 (Call 02/15/30)		3,705		3,446,687
3.00%, 09/12/27 (Call 06/12/27)		4,766		4,858,270
3.00%, 05/15/50 (Call 11/15/49)		3,220		2,972,640
3.90%, 08/20/28 (Call 05/20/28)		1,844		1,951,431
3.95%, 09/12/47 (Call 03/12/47)		1,869		2,012,184
4.45%, 08/20/48 (Call 02/20/48)		1,894		2,154,728
4.50%, 11/13/25 (Call 08/13/25)		3,703		3,952,990
4.70%, 02/01/43 (Call 08/01/42)		2,271		2,617,850


				1,239,006,548

Pipelines — 0.9%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		970		950,338
3.60%, 09/01/32 (Call 06/01/32)		110		108,897
4.45%, 07/15/27 (Call 04/15/27)		657		693,299
4.80%, 05/03/29 (Call 02/03/29)		2,026		2,181,759
4.95%, 12/15/24 (Call 09/15/24)		1,718		1,814,878
5.95%, 06/01/26 (Call 03/01/26)		1,865		2,076,193
Cheniere Corpus Christi Holdings LLC
2.74%, 12/31/39 (Call 07/04/39)^(c)		3,090		2,805,813
3.70%, 11/15/29 (Call 05/18/29)		4,729		4,828,167
5.13%, 06/30/27 (Call 01/01/27)		1,887		2,059,793
5.88%, 03/31/25 (Call 10/02/24)		6,352		6,861,303
7.00%, 06/30/24 (Call 01/01/24)		6,330		6,853,491
Columbia Pipeline Group Inc.
4.50%, 06/01/25 (Call 03/01/25)		6,984		7,412,957
5.80%, 06/01/45 (Call 12/01/44)		2,397		2,888,097
Eastern Gas Transmission & Storage Inc.
3.00%, 11/15/29 (Call 08/15/29)^(c)		2,240		2,231,018
4.60%, 12/15/44 (Call 06/15/44)^(b)(c)		1,936		2,093,145
4.80%, 11/01/43 (Call 05/01/43)^(c)		2,003		2,172,053
Enbridge Energy Partners LP
5.50%, 09/15/40 (Call 03/15/40)		2,090		2,452,594
5.88%, 10/15/25 (Call 07/15/25)		2,592		2,869,111
7.38%, 10/15/45 (Call 04/15/45)		3,059		4,343,352
Series B, 7.50%, 04/15/38		1,460		2,031,838


Security	Par (000)		Value

Pipelines (continued)
Enbridge Inc.
0.55%, 10/04/23	$	1,444	$	1,414,427
1.60%, 10/04/26 (Call 09/04/26)		2,185		2,086,741
2.15%, 02/16/24		725		726,443
2.50%, 01/15/25 (Call 12/15/24)		2,347		2,351,389
2.50%, 02/14/25		580		582,088
2.50%, 08/01/33 (Call 05/01/33)		3,460		3,185,864
3.13%, 11/15/29 (Call 08/15/29)		3,560		3,574,525
3.40%, 08/01/51 (Call 02/01/51)		1,580		1,441,244
3.50%, 06/10/24 (Call 03/10/24)		2,483		2,544,405
3.70%, 07/15/27 (Call 04/15/27)		2,312		2,411,462
4.00%, 10/01/23 (Call 07/01/23)		2,199		2,259,846
4.00%, 11/15/49 (Call 05/15/49)		1,393		1,400,843
4.25%, 12/01/26 (Call 09/01/26)		3,531		3,764,646
4.50%, 06/10/44 (Call 12/10/43)		428		453,432
5.50%, 12/01/46 (Call 06/01/46)		641		787,603
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		3,770		3,791,677
3.75%, 05/15/30 (Call 02/15/30)		4,056		4,110,878
3.90%, 05/15/24 (Call 02/15/24)		2,396		2,460,860
3.90%, 07/15/26 (Call 04/15/26)		2,694		2,784,976
4.00%, 10/01/27 (Call 07/01/27)		2,605		2,691,278
4.05%, 03/15/25 (Call 12/15/24)		3,577		3,704,484
4.15%, 09/15/29 (Call 06/15/29)		3,027		3,121,866
4.20%, 04/15/27 (Call 01/15/27)		2,422		2,520,551
4.25%, 03/15/23 (Call 12/15/22)		1,155		1,177,476
4.25%, 04/01/24 (Call 01/01/24)		2,709		2,799,752
4.40%, 03/15/27 (Call 12/15/26)		3,004		3,155,402
4.50%, 04/15/24 (Call 03/15/24)		3,651		3,802,663
4.75%, 01/15/26 (Call 10/15/25)		3,714		3,945,345
4.90%, 02/01/24 (Call 11/01/23)		1,678		1,746,244
4.90%, 03/15/35 (Call 09/15/34)		2,650		2,786,820
4.95%, 05/15/28 (Call 02/15/28)		3,568		3,844,556
4.95%, 06/15/28 (Call 03/15/28)		4,944		5,350,001
4.95%, 01/15/43 (Call 07/15/42)		1,374		1,355,259
5.00%, 05/15/44 (Call 11/15/43)		1,695		1,687,491
5.00%, 05/15/50 (Call 11/15/49)		5,799		6,042,210
5.15%, 02/01/43 (Call 08/01/42)		2,096		2,127,629
5.15%, 03/15/45 (Call 09/15/44)		963		987,768
5.25%, 04/15/29 (Call 01/15/29)		4,062		4,463,651
5.30%, 04/01/44 (Call 10/01/43)		2,474		2,561,876
5.30%, 04/15/47 (Call 10/15/46)		3,680		3,857,266
5.35%, 05/15/45 (Call 11/15/44)		4,048		4,251,331
5.40%, 10/01/47 (Call 04/01/47)		5,153		5,478,824
5.50%, 06/01/27 (Call 03/01/27)		2,633		2,905,463
5.88%, 01/15/24 (Call 10/15/23)		2,322		2,452,171
5.95%, 12/01/25 (Call 09/01/25)		1,951		2,143,817
5.95%, 10/01/43 (Call 04/01/43)		1,133		1,249,291
6.00%, 06/15/48 (Call 12/15/47)		3,245		3,669,868
6.05%, 06/01/41 (Call 12/01/40)		2,129		2,417,203
6.10%, 02/15/42		2,340		2,637,718
6.13%, 12/15/45 (Call 06/15/45)		4,558		5,171,735
6.25%, 04/15/49 (Call 10/15/48)		6,409		7,482,379
6.50%, 02/01/42 (Call 08/01/41)		797		942,253
6.63%, 10/15/36		1,305		1,537,590
7.50%, 07/01/38		2,430		3,097,764
Series 20Y, 5.80%, 06/15/38 (Call 12/15/37)		1,671		1,868,546
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)		2,570		2,645,070
Energy Transfer LP/Regency Energy Finance Corp.,
4.50%, 11/01/23 (Call 08/01/23)		2,247		2,316,208


Security	Par (000)		Value

Pipelines (continued)
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)^(b)	$	3,306	$	3,256,575
3.13%, 07/31/29 (Call 04/30/29)		4,651		4,696,440
3.20%, 02/15/52 (Call 08/15/51)		4,685		4,048,730
3.30%, 02/15/53 (Call 08/15/52)		1,070		936,646
3.35%, 03/15/23 (Call 12/15/22)		3,899		3,951,792
3.70%, 02/15/26 (Call 11/15/25)		4,027		4,202,577
3.70%, 01/31/51 (Call 07/31/50)		4,517		4,222,130
3.75%, 02/15/25 (Call 11/15/24)		6,038		6,280,909
3.90%, 02/15/24 (Call 11/15/23)		6,139		6,348,156
3.95%, 02/15/27 (Call 11/15/26)		3,259		3,440,983
3.95%, 01/31/60 (Call 07/31/59)		2,773		2,603,986
4.15%, 10/16/28 (Call 07/16/28)		3,438		3,694,819
4.20%, 01/31/50 (Call 07/31/49)		3,345		3,359,517
4.25%, 02/15/48 (Call 08/15/47)		2,694		2,731,716
4.45%, 02/15/43 (Call 08/15/42)		2,936		3,017,445
4.80%, 02/01/49 (Call 08/01/48)		4,268		4,660,357
4.85%, 08/15/42 (Call 02/15/42)		3,764		4,093,087
4.85%, 03/15/44 (Call 09/15/43)		5,632		6,134,769
4.90%, 05/15/46 (Call 11/15/45)		4,392		4,810,031
4.95%, 10/15/54 (Call 04/15/54)		1,377		1,533,441
5.10%, 02/15/45 (Call 08/15/44)		4,861		5,434,987
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)^(a)		1,504		1,395,697
5.70%, 02/15/42		717		850,326
5.95%, 02/01/41		3,719		4,540,825
6.13%, 10/15/39		1,947		2,409,237
6.45%, 09/01/40^(b)		1,575		2,017,906
7.55%, 04/15/38		1,459		1,995,722
Series D, 6.88%, 03/01/33		795		1,022,060
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)^(a)		3,086		2,938,088
Series H, 6.65%, 10/15/34		1,375		1,734,508
FactSet Research Systems Inc., 3.45%, 03/01/32 (Call 12/01/31)		1,060		1,064,982
Kemper Corp., 3.80%, 02/23/32 (Call 11/23/31)		300		301,356
Kinder Morgan Energy Partners LP
3.50%, 09/01/23 (Call 06/01/23)		3,645		3,715,713
4.15%, 02/01/24 (Call 11/01/23)		3,029		3,126,291
4.25%, 09/01/24 (Call 06/01/24)		1,564		1,627,311
4.30%, 05/01/24 (Call 02/01/24)		2,772		2,875,978
4.70%, 11/01/42 (Call 05/01/42)		737		754,297
5.00%, 08/15/42 (Call 02/15/42)		1,520		1,599,162
5.00%, 03/01/43 (Call 09/01/42)		2,275		2,411,819
5.40%, 09/01/44 (Call 03/01/44)		2,610		2,911,011
5.50%, 03/01/44 (Call 09/01/43)		3,375		3,788,606
5.63%, 09/01/41		2,207		2,492,189
5.80%, 03/15/35		1,251		1,469,137
6.38%, 03/01/41		2,261		2,725,522
6.50%, 02/01/37		780		965,929
6.50%, 09/01/39		1,796		2,177,075
6.55%, 09/15/40^(b)		2,173		2,659,078
6.95%, 01/15/38		4,723		6,027,870
7.30%, 08/15/33		780		1,000,459
7.40%, 03/15/31		560		715,546
7.50%, 11/15/40		1,974		2,639,080
7.75%, 03/15/32		736		975,119
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)		4,705		4,508,190
2.00%, 02/15/31 (Call 11/15/30)		195		175,126


Security	Par (000)		Value

Pipelines (continued)
3.25%, 08/01/50 (Call 02/01/50)	$	2,151	$	1,810,174
3.60%, 02/15/51 (Call 08/15/50)		1,030		923,529
4.30%, 06/01/25 (Call 03/01/25)		5,630		5,902,154
4.30%, 03/01/28 (Call 12/01/27)		5,904		6,291,834
5.05%, 02/15/46 (Call 08/15/45)		3,263		3,533,698
5.20%, 03/01/48 (Call 09/01/47)		2,853		3,176,245
5.30%, 12/01/34 (Call 06/01/34)		3,618		4,079,693
5.55%, 06/01/45 (Call 12/01/44)		6,715		7,695,927
7.75%, 01/15/32		3,519		4,659,613
7.80%, 08/01/31		770		1,017,524
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)		1,102		1,101,460
3.95%, 03/01/50 (Call 09/01/49)		2,989		2,829,627
4.20%, 10/03/47 (Call 04/03/47)		1,958		1,923,970
4.25%, 09/15/46 (Call 03/15/46)		1,633		1,618,352
4.85%, 02/01/49 (Call 08/01/48)		1,958		2,097,468
5.00%, 03/01/26 (Call 12/01/25)		2,644		2,875,112
5.15%, 10/15/43 (Call 04/15/43)		2,261		2,491,599
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		5,733		5,509,814
2.65%, 08/15/30 (Call 05/15/30)		5,802		5,468,095
3.38%, 03/15/23 (Call 02/15/23)		4,831		4,906,267
4.00%, 02/15/25 (Call 11/15/24)		2,095		2,178,800
4.00%, 03/15/28 (Call 12/15/27)		3,770		3,934,485
4.13%, 03/01/27 (Call 12/01/26)		3,494		3,683,375
4.25%, 12/01/27 (Call 09/01/27)		2,259		2,395,127
4.50%, 07/15/23 (Call 04/15/23)		4,873		5,007,982
4.50%, 04/15/38 (Call 10/15/37)		6,665		6,894,476
4.70%, 04/15/48 (Call 10/15/47)		4,304		4,458,987
4.80%, 02/15/29 (Call 11/15/28)		2,830		3,100,661
4.88%, 12/01/24 (Call 09/01/24)		4,074		4,317,096
4.88%, 06/01/25 (Call 03/01/25)		4,852		5,167,186
4.90%, 04/15/58 (Call 10/15/57)		686		707,252
5.20%, 03/01/47 (Call 09/01/46)		3,623		3,990,807
5.20%, 12/01/47 (Call 06/01/47)		2,101		2,288,451
5.50%, 02/15/49 (Call 08/15/48)		5,486		6,267,261
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27)		3,004		3,168,890
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)		1,260		1,243,494
2.75%, 09/01/24 (Call 08/01/24)		974		979,230
3.10%, 03/15/30 (Call 12/15/29)		1,363		1,321,319
3.40%, 09/01/29 (Call 06/01/29)		3,190		3,159,057
4.00%, 07/13/27 (Call 04/13/27)		2,051		2,135,337
4.35%, 03/15/29 (Call 12/15/28)		3,033		3,177,462
4.45%, 09/01/49 (Call 03/01/49)		2,613		2,572,681
4.50%, 03/15/50 (Call 09/15/49)		735		726,356
4.55%, 07/15/28 (Call 04/15/28)		2,631		2,807,672
4.95%, 07/13/47 (Call 01/06/47)		2,890		3,031,523
5.20%, 07/15/48 (Call 01/15/48)		3,824		4,164,565
5.85%, 01/15/26 (Call 12/15/25)		1,556		1,732,093
6.00%, 06/15/35		305		350,930
6.35%, 01/15/31 (Call 10/15/30)		1,610		1,910,684
7.15%, 01/15/51 (Call 07/15/50)		1,455		1,930,450
7.50%, 09/01/23 (Call 06/01/23)		1,975		2,108,273
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)		2,273		2,409,880
5.00%, 09/15/23 (Call 06/15/23)		457		473,795
6.13%, 02/01/41 (Call 08/01/40)		2,395		2,758,729
6.20%, 09/15/43 (Call 03/15/43)		947		1,094,154


Security	Par (000)		Value

Pipelines (continued)
6.65%, 10/01/36	$	2,110	$	2,543,922
6.85%, 10/15/37		2,180		2,695,221
Phillips 66 Partners LP
2.45%, 12/15/24 (Call 11/15/24)		2,342		2,352,867
3.15%, 12/15/29 (Call 09/15/29)		2,176		2,161,464
3.55%, 10/01/26 (Call 07/01/26)		2,025		2,086,034
3.61%, 02/15/25 (Call 11/15/24)		672		693,094
3.75%, 03/01/28 (Call 12/01/27)		2,477		2,550,889
4.68%, 02/15/45 (Call 08/15/44)		1,515		1,633,579
4.90%, 10/01/46 (Call 04/01/46)		1,907		2,117,514
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		2,393		2,367,706
3.60%, 11/01/24 (Call 08/01/24)		3,649		3,736,211
3.80%, 09/15/30 (Call 06/15/30)		1,984		1,987,809
3.85%, 10/15/23 (Call 07/15/23)		3,202		3,275,870
4.30%, 01/31/43 (Call 07/31/42)		2,122		1,929,153
4.50%, 12/15/26 (Call 09/15/26)		3,631		3,871,772
4.65%, 10/15/25 (Call 07/15/25)		4,238		4,491,390
4.70%, 06/15/44 (Call 12/15/43)		3,050		2,900,459
4.90%, 02/15/45 (Call 08/15/44)		1,646		1,595,550
5.15%, 06/01/42 (Call 12/01/41)		1,614		1,614,081
6.65%, 01/15/37		2,557		3,020,354
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		3,805		4,007,464
4.50%, 05/15/30 (Call 11/15/29)		1,750		1,884,138
5.00%, 03/15/27 (Call 09/15/26)		8,958		9,748,454
5.63%, 04/15/23 (Call 01/15/23)		4,257		4,397,268
5.63%, 03/01/25 (Call 12/01/24)		8,082		8,725,650
5.75%, 05/15/24 (Call 02/15/24)		7,165		7,623,560
5.88%, 06/30/26 (Call 12/31/25)		1,865		2,073,451
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		3,035		3,124,563
3.50%, 03/15/25 (Call 12/15/24)		2,294		2,357,567
4.50%, 03/15/45 (Call 09/15/44)		3,690		3,838,891
4.75%, 03/15/24 (Call 12/15/23)		3,110		3,252,811
5.95%, 09/25/43 (Call 03/25/43)		2,256		2,832,588
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		2,935		3,113,389
4.38%, 03/13/25 (Call 12/13/24)		2,168		2,278,503
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		770		922,529
7.00%, 10/15/28		1,170		1,425,750
7.63%, 04/01/37		110		143,499
Texas Eastern Transmission LP, 7.00%, 07/15/32		957		1,238,396
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		1,230		1,191,895
2.50%, 10/12/31 (Call 07/12/31)		3,264		3,061,436
3.75%, 10/16/23 (Call 07/16/23)		4,471		4,586,709
4.10%, 04/15/30 (Call 01/15/30)		989		1,049,171
4.25%, 05/15/28 (Call 02/15/28)		5,334		5,692,765
4.63%, 03/01/34 (Call 12/01/33)		3,969		4,343,793
4.75%, 05/15/38 (Call 11/15/37)		2,395		2,620,944
4.88%, 01/15/26 (Call 10/15/25)		3,010		3,256,850
4.88%, 05/15/48 (Call 11/15/47)		2,670		3,023,081
5.00%, 10/16/43 (Call 04/16/43)		3,211		3,636,618
5.10%, 03/15/49 (Call 09/15/48)		3,601		4,231,607
5.60%, 03/31/34		1,196		1,403,602
5.85%, 03/15/36		3,908		4,739,466
6.10%, 06/01/40		2,695		3,407,288
6.20%, 10/15/37		4,473		5,650,607


Security	Par (000)		Value

Pipelines (continued)
7.25%, 08/15/38	$	3,191	$	4,406,675
7.63%, 01/15/39		2,074		2,960,614
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		1,514		1,521,903
3.95%, 05/15/50 (Call 11/15/49)		1,974		1,965,907
4.00%, 03/15/28 (Call 12/15/27)		1,104		1,165,802
4.45%, 08/01/42 (Call 02/01/42)		713		755,188
4.60%, 03/15/48 (Call 09/15/47)		2,445		2,663,314
5.40%, 08/15/41 (Call 02/15/41)		1,940		2,262,428
7.85%, 02/01/26 (Call 11/01/25)		2,877		3,401,103
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27)		2,501		2,670,418
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		845		799,429
3.50%, 11/15/30 (Call 08/15/30)		2,269		2,307,437
3.50%, 10/15/51 (Call 04/15/51)		235		209,691
3.75%, 06/15/27 (Call 03/15/27)		6,820		7,109,782
3.90%, 01/15/25 (Call 10/15/24)		5,645		5,860,357
4.00%, 09/15/25 (Call 06/15/25)		3,721		3,881,970
4.30%, 03/04/24 (Call 12/04/23)		5,719		5,929,688
4.50%, 11/15/23 (Call 08/15/23)		2,569		2,663,693
4.55%, 06/24/24 (Call 03/24/24)		1,937		2,030,770
4.85%, 03/01/48 (Call 09/01/47)		3,826		4,158,709
4.90%, 01/15/45 (Call 07/15/44)		2,286		2,462,296
5.10%, 09/15/45 (Call 03/15/45)		1,763		1,950,372
5.40%, 03/04/44 (Call 09/04/43)		2,684		3,015,286
5.75%, 06/24/44 (Call 12/24/43)		1,786		2,104,658
5.80%, 11/15/43 (Call 05/15/43)		1,650		1,952,313
6.30%, 04/15/40		5,173		6,388,396
8.75%, 03/15/32		500		703,610
Series A, 7.50%, 01/15/31		195		250,591


				782,550,889

Real Estate — 0.0%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		887		921,380
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		5,810		5,499,979
4.88%, 03/01/26 (Call 12/01/25)		2,014		2,187,506
Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31)		1,792		1,650,647


				10,259,512

Real Estate Investment Trusts — 1.0%
Agree LP
2.00%, 06/15/28 (Call 04/15/28)		1,500		1,413,435
2.60%, 06/15/33 (Call 03/15/33)		730		670,337
2.90%, 10/01/30 (Call 07/01/30)		659		638,149
Alexandria Real Estate Equities Inc.
1.88%, 02/01/33 (Call 11/01/32)		1,500		1,322,985
2.00%, 05/18/32 (Call 02/18/32)		1,513		1,370,309
2.75%, 12/15/29 (Call 09/15/29)		1,091		1,079,228
2.95%, 03/15/34 (Call 12/15/33)		665		650,456
3.00%, 05/18/51 (Call 11/18/50)		3,635		3,193,202
3.38%, 08/15/31 (Call 05/15/31)		2,000		2,044,280
3.45%, 04/30/25 (Call 02/28/25)		1,380		1,428,617
3.55%, 03/15/52 (Call 09/15/51)		2,745		2,642,886
3.80%, 04/15/26 (Call 02/15/26)		1,486		1,565,635
3.95%, 01/15/27 (Call 10/15/26)		351		373,401
3.95%, 01/15/28 (Call 10/15/27)		1,102		1,170,368
4.00%, 02/01/50 (Call 08/01/49)		2,930		3,038,674


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.30%, 01/15/26 (Call 10/15/25)	$	590	$	629,129
4.50%, 07/30/29 (Call 04/30/29)		1,446		1,594,316
4.70%, 07/01/30 (Call 04/01/30)		882		986,067
4.85%, 04/15/49 (Call 10/15/48)		1,338		1,560,162
4.90%, 12/15/30 (Call 09/15/30)		1,785		2,047,234
American Assets Trust LP, 3.38%, 02/01/31
(Call 11/01/30)		35		33,928
American Campus Communities Operating Partnership LP
2.25%, 01/15/29 (Call 11/15/28)		1,590		1,495,490
2.85%, 02/01/30 (Call 11/01/29)		1,586		1,538,531
3.30%, 07/15/26 (Call 05/15/26)		1,758		1,808,841
3.63%, 11/15/27 (Call 08/15/27)		1,791		1,855,154
3.75%, 04/15/23 (Call 01/15/23)		3,627		3,682,130
3.88%, 01/30/31 (Call 10/30/30)		1,530		1,595,423
4.13%, 07/01/24 (Call 04/01/24)		1,675		1,740,157
American Homes 4 Rent LP
2.38%, 07/15/31 (Call 04/15/31)		210		192,704
3.38%, 07/15/51 (Call 01/15/51)		1,700		1,457,529
4.25%, 02/15/28 (Call 11/15/27)		2,887		3,046,362
4.90%, 02/15/29 (Call 11/15/28)		1,416		1,557,402
American Tower Corp.
0.60%, 01/15/24		3,569		3,475,457
1.30%, 09/15/25 (Call 08/15/25)		2,360		2,261,612
1.45%, 09/15/26 (Call 08/15/26)		2,530		2,396,416
1.50%, 01/31/28 (Call 11/30/27)		1,365		1,251,200
1.60%, 04/15/26 (Call 03/15/26)		3,890		3,730,627
1.88%, 10/15/30 (Call 07/15/30)		2,101		1,861,507
2.10%, 06/15/30 (Call 03/15/30)		1,577		1,429,976
2.30%, 09/15/31 (Call 06/15/31)		3,695		3,357,388
2.40%, 03/15/25 (Call 02/15/25)		5,142		5,126,111
2.70%, 04/15/31 (Call 01/15/31)		2,922		2,753,927
2.75%, 01/15/27 (Call 11/15/26)		2,728		2,724,426
2.90%, 01/15/30 (Call 10/15/29)		1,759		1,698,139
2.95%, 01/15/25 (Call 12/15/24)		2,815		2,845,824
2.95%, 01/15/51 (Call 07/15/50)		4,100		3,356,465
3.00%, 06/15/23		3,110		3,156,152
3.10%, 06/15/50 (Call 12/15/49)		3,444		2,888,862
3.13%, 01/15/27 (Call 10/15/26)		3,458		3,494,689
3.38%, 05/15/24 (Call 04/15/24)		3,705		3,787,177
3.38%, 10/15/26 (Call 07/15/26)		3,585		3,679,680
3.55%, 07/15/27 (Call 04/15/27)		1,891		1,945,139
3.60%, 01/15/28 (Call 10/15/27)		2,763		2,836,054
3.70%, 10/15/49 (Call 04/15/49)		2,346		2,187,387
3.80%, 08/15/29 (Call 05/15/29)		5,106		5,277,562
3.95%, 03/15/29 (Call 12/15/28)		3,988		4,141,618
4.00%, 06/01/25 (Call 03/01/25)		2,486		2,588,150
4.40%, 02/15/26 (Call 11/15/25)		1,669		1,770,542
5.00%, 02/15/24		4,512		4,753,076
AvalonBay Communities Inc.
1.90%, 12/01/28 (Call 10/01/28)		2,440		2,325,540
2.05%, 01/15/32 (Call 10/15/31)^(b)		2,565		2,392,632
2.30%, 03/01/30 (Call 12/01/29)		2,478		2,396,548
2.45%, 01/15/31 (Call 10/17/30)		2,169		2,110,936
2.90%, 10/15/26 (Call 07/15/26)		2,492		2,549,067
2.95%, 05/11/26 (Call 02/11/26)		2,170		2,225,009
3.20%, 01/15/28 (Call 10/15/27)		2,703		2,779,441
3.30%, 06/01/29 (Call 03/01/29)		2,233		2,314,438
3.35%, 05/15/27 (Call 02/15/27)		902		939,280
3.45%, 06/01/25 (Call 03/03/25)		2,102		2,167,961


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.50%, 11/15/24 (Call 08/15/24)	$	397	$	409,398
3.50%, 11/15/25 (Call 08/15/25)		470		488,565
3.90%, 10/15/46 (Call 04/15/46)		905		973,545
4.15%, 07/01/47 (Call 01/01/47)		980		1,094,807
4.20%, 12/15/23 (Call 09/16/23)		1,212		1,254,141
4.35%, 04/15/48 (Call 10/18/47)		1,665		1,908,090
Boston Properties LP
2.45%, 10/01/33 (Call 07/01/33)		4,685		4,263,725
2.55%, 04/01/32 (Call 01/01/32)		3,265		3,048,106
2.75%, 10/01/26 (Call 07/01/26)		4,421		4,431,831
2.90%, 03/15/30 (Call 12/15/29)		2,529		2,465,800
3.13%, 09/01/23 (Call 06/01/23)		4,082		4,147,516
3.20%, 01/15/25 (Call 10/15/24)		4,067		4,156,759
3.25%, 01/30/31 (Call 10/30/30)		3,033		3,027,692
3.40%, 06/21/29 (Call 03/21/29)		1,700		1,737,485
3.65%, 02/01/26 (Call 11/03/25)		4,663		4,829,982
3.80%, 02/01/24 (Call 11/01/23)		3,265		3,357,204
4.50%, 12/01/28 (Call 09/01/28)		3,987		4,349,498
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		2,238		2,335,756
4.10%, 10/01/24 (Call 07/01/24)		227		234,748
4.55%, 10/01/29 (Call 07/01/29)		1,204		1,291,410
Brixmor Operating Partnership LP
2.25%, 04/01/28 (Call 02/01/28)		513		487,406
2.50%, 08/16/31 (Call 05/16/31)		3,865		3,564,805
3.65%, 06/15/24 (Call 04/15/24)		1,817		1,871,437
3.85%, 02/01/25 (Call 11/01/24)		944		980,835
3.90%, 03/15/27 (Call 12/15/26)		661		689,040
4.05%, 07/01/30 (Call 04/01/30)		3,487		3,648,343
4.13%, 06/15/26 (Call 03/15/26)		1,703		1,794,996
4.13%, 05/15/29 (Call 02/15/29)		1,874		1,978,101
Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31)		3,092		2,858,338
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		1,865		1,848,103
3.15%, 07/01/29 (Call 04/01/29)		3,008		3,069,574
3.35%, 11/01/49 (Call 05/01/49)		2,340		2,304,338
4.10%, 10/15/28 (Call 07/15/28)		1,062		1,148,818
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.85%, 04/15/23		1,792		1,835,689
Corporate Office Properties LP
2.00%, 01/15/29 (Call 11/15/28)		1,210		1,116,007
2.25%, 03/15/26 (Call 02/15/26)		50		49,168
2.75%, 04/15/31 (Call 01/15/31)		775		726,322
2.90%, 12/01/33 (Call 09/01/33)		1,495		1,381,380
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		4,580		4,277,766
1.35%, 07/15/25 (Call 06/15/25)		1,945		1,866,227
2.10%, 04/01/31 (Call 01/01/31)		3,755		3,382,316
2.25%, 01/15/31 (Call 10/15/30)		1,977		1,799,742
2.90%, 04/01/41 (Call 10/01/40)		3,410		2,934,544
3.10%, 11/15/29 (Call 08/15/29)		3,557		3,501,048
3.15%, 07/15/23 (Call 06/15/23)		2,580		2,625,331
3.20%, 09/01/24 (Call 07/01/24)		3,381		3,449,398
3.25%, 01/15/51 (Call 07/15/50)		2,170		1,875,488
3.30%, 07/01/30 (Call 04/01/30)		3,760		3,729,093
3.65%, 09/01/27 (Call 06/01/27)		1,945		2,013,522
3.70%, 06/15/26 (Call 03/15/26)		4,804		4,985,159
3.80%, 02/15/28 (Call 11/15/27)		4,274		4,442,225
4.00%, 03/01/27 (Call 12/01/26)		1,747		1,833,948


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.00%, 11/15/49 (Call 05/15/49)	$	2,023	$	1,982,034
4.15%, 07/01/50 (Call 01/01/50)^(b)		2,168		2,160,607
4.30%, 02/15/29 (Call 11/15/28)		2,810		2,989,840
4.45%, 02/15/26 (Call 11/15/25)		1,960		2,082,872
4.75%, 05/15/47 (Call 11/15/46)		1,858		2,040,548
5.20%, 02/15/49 (Call 08/15/48)		1,103		1,271,880
CubeSmart LP
2.00%, 02/15/31 (Call 11/15/30)		1,560		1,420,380
2.25%, 12/15/28 (Call 10/15/28)		4,320		4,106,765
2.50%, 02/15/32 (Call 11/15/31)		5,930		5,554,690
3.00%, 02/15/30 (Call 11/15/29)		670		664,640
3.13%, 09/01/26 (Call 06/01/26)		2,182		2,227,844
4.00%, 11/15/25 (Call 08/15/25)		1,301		1,361,041
4.38%, 02/15/29 (Call 11/15/28)		2,346		2,537,082
CyrusOne LP/CyrusOne Finance Corp.
2.15%, 11/01/30 (Call 08/01/30)		1,566		1,520,680
2.90%, 11/15/24 (Call 10/15/24)		3,815		3,886,417
3.45%, 11/15/29 (Call 08/15/29)		3,549		3,759,953
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		3,934		4,049,384
3.70%, 08/15/27 (Call 05/15/27)		4,585		4,801,687
4.45%, 07/15/28 (Call 04/15/28)		1,055		1,138,218
Duke Realty LP
1.75%, 07/01/30 (Call 04/01/30)		1,742		1,582,015
1.75%, 02/01/31 (Call 11/01/30)		2,360		2,128,744
2.25%, 01/15/32 (Call 10/15/31)		1,500		1,405,860
2.88%, 11/15/29 (Call 08/15/29)		2,090		2,088,892
3.05%, 03/01/50 (Call 09/01/49)		1,561		1,375,194
3.25%, 06/30/26 (Call 03/30/26)		454		466,508
3.38%, 12/15/27 (Call 09/15/27)		3,210		3,322,254
4.00%, 09/15/28 (Call 06/15/28)		1,201		1,287,304
EPR Properties
3.75%, 08/15/29 (Call 05/15/29)		1,500		1,444,800
4.50%, 04/01/25 (Call 01/01/25)		1,000		1,028,420
4.50%, 06/01/27 (Call 03/01/27)		1,500		1,528,830
4.75%, 12/15/26 (Call 09/15/26)		1,500		1,551,495
4.95%, 04/15/28 (Call 01/15/28)		1,000		1,030,660
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		1,414		1,339,397
1.25%, 07/15/25 (Call 06/15/25)		2,513		2,396,573
1.45%, 05/15/26 (Call 04/15/26)		3,155		3,001,856
1.55%, 03/15/28 (Call 01/15/28)		283		260,102
1.80%, 07/15/27 (Call 05/15/27)		1,581		1,494,108
2.00%, 05/15/28 (Call 03/15/28)		2,570		2,409,375
2.15%, 07/15/30 (Call 04/15/30)		855		779,999
2.50%, 05/15/31 (Call 02/15/31)		580		536,425
2.63%, 11/18/24 (Call 10/18/24)		3,462		3,483,603
2.90%, 11/18/26 (Call 09/18/26)		2,535		2,553,759
2.95%, 09/15/51 (Call 03/15/51)		2,335		1,917,245
3.00%, 07/15/50 (Call 01/15/50)		2,364		1,972,900
3.20%, 11/18/29 (Call 08/18/29)		3,402		3,357,638
3.40%, 02/15/52 (Call 08/15/51)		2,060		1,854,371
ERP Operating LP
1.85%, 08/01/31 (Call 05/01/31)		705		650,024
2.50%, 02/15/30 (Call 11/15/29)		1,930		1,889,933
2.85%, 11/01/26 (Call 08/01/26)		426		436,096
3.00%, 04/15/23 (Call 01/15/23)		2,572		2,605,076
3.00%, 07/01/29 (Call 04/01/29)		1,768		1,788,420
3.25%, 08/01/27 (Call 05/01/27)		1,054		1,091,491
3.38%, 06/01/25 (Call 03/01/25)		288		298,696


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.50%, 03/01/28 (Call 12/01/27)	$	2,933	$	3,088,273
4.00%, 08/01/47 (Call 02/01/47)		956		1,042,910
4.15%, 12/01/28 (Call 09/01/28)		2,550		2,758,870
4.50%, 07/01/44 (Call 01/01/44)		315		363,170
4.50%, 06/01/45 (Call 12/01/44)		1,245		1,439,457
Essex Portfolio LP
1.65%, 01/15/31 (Call 10/15/30)		1,440		1,276,675
1.70%, 03/01/28 (Call 01/01/28)		585		552,772
2.55%, 06/15/31 (Call 03/15/31)		920		877,634
2.65%, 03/15/32 (Call 12/15/31)		2,608		2,482,164
2.65%, 09/01/50 (Call 03/01/50)		105		84,381
3.00%, 01/15/30 (Call 10/15/29)		2,335		2,325,450
3.25%, 05/01/23 (Call 02/01/23)		411		415,953
3.38%, 04/15/26 (Call 01/15/26)		1,219		1,254,717
3.50%, 04/01/25 (Call 01/01/25)		1,116		1,150,540
3.63%, 05/01/27 (Call 02/01/27)		1,655		1,736,691
3.88%, 05/01/24 (Call 02/01/24)		2,030		2,096,198
4.00%, 03/01/29 (Call 12/01/28)		1,481		1,576,806
4.50%, 03/15/48 (Call 09/15/47)^(b)		1,610		1,797,887
Extra Space Storage LP
2.35%, 03/15/32 (Call 12/15/31)		1,395		1,283,372
2.55%, 06/01/31 (Call 03/01/31)		1,345		1,269,034
Federal Realty Investment Trust
1.25%, 02/15/26 (Call 01/15/26)		959		916,957
3.20%, 06/15/29 (Call 03/15/29)		1,743		1,769,128
3.25%, 07/15/27 (Call 04/15/27)		1,669		1,723,109
3.50%, 06/01/30 (Call 03/01/30)		341		349,931
3.95%, 01/15/24 (Call 10/15/23)		1,515		1,560,344
4.50%, 12/01/44 (Call 06/01/44)		777		849,883
GLP Capital LP/GLP Financing II Inc.
3.25%, 01/15/32 (Call 10/15/31)		1,415		1,330,624
3.35%, 09/01/24 (Call 08/01/24)		1,233		1,247,414
4.00%, 01/15/30 (Call 10/15/29)		4,551		4,588,182
4.00%, 01/15/31 (Call 10/15/30)		2,027		2,049,621
5.25%, 06/01/25 (Call 03/01/25)		4,460		4,713,819
5.30%, 01/15/29 (Call 10/15/28)		3,135		3,410,911
5.38%, 11/01/23 (Call 08/01/23)		3,509		3,657,817
5.38%, 04/15/26 (Call 01/15/26)		4,502		4,819,661
5.75%, 06/01/28 (Call 03/03/28)		2,509		2,775,004
Healthcare Realty Trust Inc.
2.05%, 03/15/31 (Call 12/15/30)^(b)		685		626,981
2.40%, 03/15/30 (Call 12/15/29)		350		330,670
3.63%, 01/15/28 (Call 10/15/27)		1,027		1,055,551
Healthcare Trust of America Holdings LP
2.00%, 03/15/31 (Call 12/15/30)		1,768		1,597,724
3.10%, 02/15/30 (Call 11/15/29)		1,750		1,726,007
3.50%, 08/01/26 (Call 05/01/26)		2,147		2,225,258
3.75%, 07/01/27 (Call 04/01/27)		2,498		2,627,147
Healthpeak Properties Inc.
1.35%, 02/01/27 (Call 01/01/27)		1,265		1,196,981
2.13%, 12/01/28 (Call 10/01/28)		2,530		2,424,980
2.88%, 01/15/31 (Call 10/15/30)		1,650		1,621,818
3.00%, 01/15/30 (Call 10/15/29)		3,194		3,186,111
3.25%, 07/15/26 (Call 05/15/26)		1,112		1,150,397
3.40%, 02/01/25 (Call 11/01/24)		348		357,379
3.50%, 07/15/29 (Call 04/15/29)		1,856		1,920,886
4.00%, 06/01/25 (Call 03/01/25)		2,516		2,629,950
6.75%, 02/01/41 (Call 08/01/40)		658		916,219
Highwoods Realty LP
2.60%, 02/01/31 (Call 11/01/30)		321		303,753


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.05%, 02/15/30 (Call 11/15/29)	$	1,845	$	1,820,701
3.88%, 03/01/27 (Call 12/01/26)		2,025		2,137,144
4.13%, 03/15/28 (Call 12/15/27)		708		753,284
4.20%, 04/15/29 (Call 01/15/29)		2,235		2,362,663
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)		3,202		3,272,412
Series E, 4.00%, 06/15/25 (Call 03/15/25)		1,779		1,841,905
Series F, 4.50%, 02/01/26 (Call 11/01/25)		305		320,064
Series H, 3.38%, 12/15/29 (Call 09/15/29)		2,069		2,039,351
Series I, 3.50%, 09/15/30 (Call 06/15/30)		275		269,068
Series J, 2.90%, 12/15/31 (Call 09/15/31)		1,550		1,432,448
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		1,614		1,609,836
3.95%, 11/01/27 (Call 08/01/27)		1,341		1,395,270
4.65%, 04/01/29 (Call 01/01/29)		2,336		2,535,027
Invitation Homes Operating Partnership LP
2.00%, 08/15/31 (Call 05/15/31)		1,250		1,111,162
2.30%, 11/15/28 (Call 09/15/28)		1,530		1,446,187
2.70%, 01/15/34 (Call 10/15/33)		2,530		2,312,926
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)		1,563		1,435,584
2.65%, 11/15/33 (Call 08/15/33)		1,300		1,184,209
3.05%, 02/15/30 (Call 11/15/29)		1,463		1,438,085
3.45%, 12/15/24 (Call 09/15/24)		3,977		4,076,385
4.25%, 08/15/29 (Call 05/15/29)		1,843		1,958,519
4.38%, 10/01/25 (Call 07/01/25)		1,106		1,165,956
4.75%, 12/15/28 (Call 09/15/28)		1,754		1,909,159
Kimco Realty Corp.
1.90%, 03/01/28 (Call 01/01/28)		598		563,711
2.25%, 12/01/31 (Call 09/01/31)		545		503,051
2.70%, 03/01/24 (Call 01/01/24)^(b)		2,812		2,835,396
2.70%, 10/01/30 (Call 07/01/30)		730		708,516
2.80%, 10/01/26 (Call 07/01/26)		3,078		3,093,482
3.13%, 06/01/23 (Call 03/01/23)		1,793		1,817,708
3.30%, 02/01/25 (Call 12/01/24)		1,187		1,217,470
3.70%, 10/01/49 (Call 04/01/49)		325		315,247
3.80%, 04/01/27 (Call 01/01/27)^(b)		2,124		2,231,198
4.13%, 12/01/46 (Call 06/01/46)		831		858,955
4.25%, 04/01/45 (Call 10/01/44)		1,361		1,428,125
4.45%, 09/01/47 (Call 03/01/47)		2,170		2,378,993
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		1,357		1,413,600
Kite Realty Group Trust, 4.75%, 09/15/30
(Call 06/15/30)		2,250		2,419,312
Life Storage LP
2.20%, 10/15/30 (Call 07/15/30)		1,241		1,148,980
2.40%, 10/15/31 (Call 07/15/31)		4,405		4,088,457
3.88%, 12/15/27 (Call 09/15/27)		731		775,079
4.00%, 06/15/29 (Call 03/15/29)		2,282		2,419,582
LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26)		1,524		1,585,981
LXP Industrial Trust
2.38%, 10/01/31 (Call 07/01/31)		245		226,221
2.70%, 09/15/30 (Call 06/15/30)		420		400,088
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)		2,005		1,881,713
1.70%, 02/15/31 (Call 11/15/30)		2,206		1,990,033
2.75%, 03/15/30 (Call 12/15/29)		1,155		1,139,327
2.88%, 09/15/51 (Call 03/15/51)		835		731,852
3.60%, 06/01/27 (Call 03/01/27)		2,675		2,813,404
3.75%, 06/15/24 (Call 03/15/24)		1,112		1,146,972
3.95%, 03/15/29 (Call 12/15/28)		1,540		1,646,522


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.00%, 11/15/25 (Call 08/15/25)	$	1,647	$	1,728,741
4.20%, 06/15/28 (Call 03/15/28)		1,054		1,135,580
4.30%, 10/15/23 (Call 07/15/23)		3,525		3,628,952
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		3,278		3,023,660
National Retail Properties Inc.
2.50%, 04/15/30 (Call 01/15/30)		2,087		2,002,226
3.00%, 04/15/52 (Call 10/15/51)		435		358,253
3.10%, 04/15/50 (Call 10/15/49)		2,027		1,762,517
3.50%, 10/15/27 (Call 07/15/27)		780		813,883
3.50%, 04/15/51 (Call 10/15/50)		1,382		1,276,871
3.60%, 12/15/26 (Call 09/15/26)		2,072		2,148,560
3.90%, 06/15/24 (Call 03/15/24)		2,130		2,202,846
4.00%, 11/15/25 (Call 08/15/25)		2,180		2,294,079
4.30%, 10/15/28 (Call 07/15/28)		1,070		1,145,735
4.80%, 10/15/48 (Call 04/15/48)		585		670,135
Office Properties Income Trust
2.40%, 02/01/27 (Call 01/01/27)		595		549,893
2.65%, 06/15/26 (Call 05/15/26)		1,398		1,333,119
3.45%, 10/15/31 (Call 07/15/31)		1,070		980,580
4.25%, 05/15/24 (Call 02/15/24)		2,777		2,832,151
4.50%, 02/01/25 (Call 11/01/24)		1,872		1,919,174
Omega Healthcare Investors Inc.
3.25%, 04/15/33 (Call 01/15/33)		3,558		3,266,742
3.38%, 02/01/31 (Call 11/01/30)		1,389		1,315,577
3.63%, 10/01/29 (Call 07/01/29)		2,382		2,345,794
4.38%, 08/01/23 (Call 06/01/23)		1,803		1,848,057
4.50%, 01/15/25 (Call 10/15/24)		2,010		2,094,440
4.50%, 04/01/27 (Call 01/01/27)		1,235		1,303,580
4.75%, 01/15/28 (Call 10/15/27)		1,797		1,890,156
4.95%, 04/01/24 (Call 01/01/24)		2,498		2,606,738
5.25%, 01/15/26 (Call 10/15/25)		3,270		3,511,882
Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31)		2,300		2,140,633
Physicians Realty LP
2.63%, 11/01/31 (Call 08/01/31)		2,508		2,360,204
3.95%, 01/15/28 (Call 10/15/27)		2,963		3,109,609
4.30%, 03/15/27 (Call 12/15/26)		115		123,438
Piedmont Operating Partnership LP
2.75%, 04/01/32 (Call 01/01/32)		300		277,647
3.15%, 08/15/30 (Call 05/15/30)		1,302		1,271,728
3.40%, 06/01/23 (Call 03/01/23)		1,505		1,522,533
4.45%, 03/15/24 (Call 12/15/23)		850		880,719
Prologis LP
1.25%, 10/15/30 (Call 07/15/30)		3,568		3,148,510
1.63%, 03/15/31 (Call 12/15/30)		1,604		1,457,090
2.13%, 04/15/27 (Call 02/15/27)		1,526		1,501,630
2.13%, 10/15/50 (Call 04/15/50)		1,608		1,237,163
2.25%, 04/15/30 (Call 01/15/30)		2,667		2,562,107
3.00%, 04/15/50 (Call 10/15/49)		2,741		2,521,090
3.25%, 10/01/26 (Call 07/01/26)		1,305		1,356,078
3.88%, 09/15/28 (Call 06/15/28)		1,889		2,015,620
4.38%, 02/01/29 (Call 11/01/28)		2,131		2,346,551
4.38%, 09/15/48 (Call 03/15/48)		289		327,949
Public Storage
0.88%, 02/15/26 (Call 01/15/26)		987		939,762
1.50%, 11/09/26 (Call 10/09/26)^(b)		2,204		2,137,109
1.85%, 05/01/28 (Call 03/01/28)		2,670		2,549,156
1.95%, 11/09/28 (Call 09/09/28)		2,125		2,032,987
2.25%, 11/09/31 (Call 08/09/31)		1,505		1,431,511


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.30%, 05/01/31 (Call 02/01/31)	$	3,120	$	2,994,514
3.09%, 09/15/27 (Call 06/15/27)		3,240		3,360,593
3.39%, 05/01/29 (Call 02/01/29)		2,316		2,409,335
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		3,186		3,041,292
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)		2,078		1,940,748
1.80%, 03/15/33 (Call 12/15/32)		1,458		1,272,469
2.20%, 06/15/28 (Call 04/15/28)		605		585,731
2.85%, 12/15/32 (Call 09/15/32)		501		488,786
3.00%, 01/15/27 (Call 10/15/26)		2,635		2,679,505
3.10%, 12/15/29 (Call 09/15/29)		1,104		1,113,980
3.25%, 06/15/29 (Call 03/15/29)		1,082		1,109,169
3.25%, 01/15/31 (Call 10/15/30)		3,329		3,383,263
3.40%, 01/15/28 (Call 11/15/27)		1,660		1,713,369
3.65%, 01/15/28 (Call 10/15/27)		2,359		2,463,103
3.88%, 07/15/24 (Call 04/15/24)		2,000		2,073,500
3.88%, 04/15/25 (Call 02/15/25)		2,407		2,513,052
3.95%, 08/15/27 (Call 05/15/27)		3,344		3,555,140
4.13%, 10/15/26 (Call 07/15/26)		2,504		2,658,071
4.60%, 02/06/24 (Call 11/06/23)		2,039		2,124,597
4.63%, 11/01/25 (Call 09/01/25)		1,641		1,762,286
4.65%, 03/15/47 (Call 09/15/46)		2,733		3,173,997
4.88%, 06/01/26 (Call 03/01/26)		3,054		3,326,020
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		1,170		1,154,919
3.60%, 02/01/27 (Call 11/01/26)		436		457,155
3.70%, 06/15/30 (Call 03/15/30)		535		558,123
4.13%, 03/15/28 (Call 12/15/27)		1,066		1,139,810
4.40%, 02/01/47 (Call 08/01/46)		2,223		2,372,163
4.65%, 03/15/49 (Call 09/15/48)		1,776		1,993,951
Rexford Industrial Realty LP
2.13%, 12/01/30 (Call 09/01/30)		3,323		3,004,125
2.15%, 09/01/31 (Call 06/01/31)		2,325		2,089,966
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		3,010		2,794,303
3.90%, 10/15/29 (Call 07/15/29)		1,884		1,880,439
5.13%, 08/15/26 (Call 05/15/26)		2,876		3,049,020
Safehold Operating Partnership LP
2.80%, 06/15/31 (Call 03/15/31)		2,220		2,068,396
2.85%, 01/15/32 (Call 10/15/31)		200		184,102
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)^(b)		3,504		3,312,471
1.75%, 02/01/28 (Call 11/01/27)		460		432,717
2.00%, 09/13/24 (Call 06/13/24)		5,627		5,608,150
2.20%, 02/01/31 (Call 11/01/30)		924		861,861
2.25%, 01/15/32 (Call 10/15/31)		3,090		2,864,245
2.45%, 09/13/29 (Call 06/13/29)		4,448		4,298,236
2.65%, 07/15/30 (Call 04/15/30)		1,028		1,000,727
2.65%, 02/01/32 (Call 11/01/31)		3,200		3,077,152
2.75%, 06/01/23 (Call 03/01/23)		1,475		1,490,266
3.25%, 11/30/26 (Call 08/30/26)		3,838		3,948,496
3.25%, 09/13/49 (Call 03/13/49)		4,323		3,983,255
3.30%, 01/15/26 (Call 10/15/25)		2,302		2,359,366
3.38%, 10/01/24 (Call 07/01/24)		6,480		6,666,494
3.38%, 06/15/27 (Call 03/15/27)		1,212		1,251,523
3.38%, 12/01/27 (Call 09/01/27)		3,368		3,473,519
3.50%, 09/01/25 (Call 06/01/25)		3,503		3,618,984
3.75%, 02/01/24 (Call 11/01/23)		3,893		4,011,503
3.80%, 07/15/50 (Call 01/15/50)		2,235		2,260,188
4.25%, 10/01/44 (Call 04/01/44)		1,052		1,121,443


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.25%, 11/30/46 (Call 05/30/46)	$	2,362	$	2,556,156
4.75%, 03/15/42 (Call 09/15/41)		2,166		2,433,328
6.75%, 02/01/40 (Call 11/01/39)		2,383		3,243,096
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		2,460		2,523,788
4.25%, 02/01/26 (Call 11/01/25)		2,029		2,113,670
4.70%, 06/01/27 (Call 03/01/27)		2,679		2,863,556
Spirit Realty LP
2.10%, 03/15/28 (Call 01/15/28)		451		424,251
2.70%, 02/15/32 (Call 11/15/31)		280		263,273
3.20%, 01/15/27 (Call 11/15/26)		1,542		1,565,947
3.20%, 02/15/31 (Call 11/15/30)		725		710,108
3.40%, 01/15/30 (Call 10/15/29)		1,365		1,362,270
4.00%, 07/15/29 (Call 04/15/29)		2,632		2,737,701
4.45%, 09/15/26 (Call 06/15/26)		1,111		1,188,081
STORE Capital Corp.
2.70%, 12/01/31 (Call 09/01/31)		2,865		2,655,196
2.75%, 11/18/30 (Call 08/18/30)		369		348,222
4.50%, 03/15/28 (Call 12/15/27)		1,712		1,827,800
4.63%, 03/15/29 (Call 12/15/28)		1,366		1,466,305
Sun Communities Operating LP
2.30%, 11/01/28 (Call 09/01/28)		615		579,859
2.70%, 07/15/31 (Call 04/15/31)		2,807		2,640,629
Tanger Properties LP
2.75%, 09/01/31 (Call 06/01/31)		650		589,836
3.13%, 09/01/26 (Call 06/01/26)		748		746,093
3.88%, 07/15/27 (Call 04/15/27)		2,165		2,238,697
UDR Inc.
1.90%, 03/15/33 (Call 12/15/32)		1,670		1,455,839
2.10%, 08/01/32 (Call 05/01/32)		1,245		1,127,958
2.10%, 06/15/33 (Call 03/15/33)		585		521,604
2.95%, 09/01/26 (Call 06/01/26)		715		725,303
3.00%, 08/15/31 (Call 05/15/31)		2,248		2,215,921
3.10%, 11/01/34 (Call 08/01/34)		2,143		2,076,074
3.20%, 01/15/30 (Call 10/15/29)		2,363		2,368,978
3.50%, 07/01/27 (Call 04/01/27)		873		911,622
3.50%, 01/15/28 (Call 10/15/27)		1,050		1,080,702
4.40%, 01/26/29 (Call 10/26/28)		2,040		2,203,669
Ventas Realty LP
2.50%, 09/01/31 (Call 06/01/31)		1,785		1,683,666
2.65%, 01/15/25 (Call 12/15/24)		2,939		2,954,841
3.00%, 01/15/30 (Call 10/15/29)		1,950		1,928,296
3.25%, 10/15/26 (Call 07/15/26)		679		694,766
3.50%, 04/15/24 (Call 03/15/24)		1,780		1,823,859
3.50%, 02/01/25 (Call 11/01/24)		2,628		2,696,381
3.75%, 05/01/24 (Call 02/01/24)		2,480		2,547,927
3.85%, 04/01/27 (Call 01/01/27)		1,170		1,233,157
4.00%, 03/01/28 (Call 12/01/27)		948		1,007,440
4.13%, 01/15/26 (Call 10/15/25)		5,617		5,922,846
4.38%, 02/01/45 (Call 08/01/44)		338		354,775
4.40%, 01/15/29 (Call 10/15/28)		484		524,767
4.75%, 11/15/30 (Call 08/15/30)		875		977,629
4.88%, 04/15/49 (Call 10/15/48)		1,927		2,214,913
5.70%, 09/30/43 (Call 03/30/43)		950		1,177,848
Vornado Realty LP
2.15%, 06/01/26 (Call 05/01/26)		1,010		980,306
3.40%, 06/01/31 (Call 03/01/31)		1,000		967,430
3.50%, 01/15/25 (Call 11/15/24)		3,260		3,326,830
Welltower Inc.
2.05%, 01/15/29 (Call 11/15/28)		2,653		2,513,293


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.70%, 02/15/27 (Call 12/15/26)	$	1,734	$	1,747,334
2.75%, 01/15/31 (Call 10/15/30)		451		436,699
2.75%, 01/15/32 (Call 10/15/31)		4,145		3,970,910
2.80%, 06/01/31 (Call 03/01/31)		3,300		3,195,192
3.10%, 01/15/30 (Call 10/15/29)		2,510		2,511,506
3.63%, 03/15/24 (Call 02/15/24)		5,033		5,171,760
4.00%, 06/01/25 (Call 03/01/25)		3,568		3,734,447
4.13%, 03/15/29 (Call 12/15/28)		1,961		2,099,172
4.25%, 04/01/26 (Call 01/01/26)		3,452		3,672,859
4.25%, 04/15/28 (Call 01/15/28)		3,278		3,518,966
4.50%, 01/15/24 (Call 10/15/23)		1,656		1,720,120
4.95%, 09/01/48 (Call 03/01/48)		305		359,821
6.50%, 03/15/41 (Call 09/15/40)		2,057		2,751,649
Weyerhaeuser Co.
3.38%, 03/09/33 (Call 12/09/32)		470		473,713
4.00%, 11/15/29 (Call 08/15/29)		2,219		2,365,343
4.00%, 04/15/30 (Call 01/15/30)		3,130		3,322,683
4.00%, 03/09/52 (Call 09/09/51)		320		324,790
6.95%, 10/01/27		1,029		1,238,443
7.38%, 03/15/32		4,528		6,088,168
8.50%, 01/15/25		50		58,559
WP Carey Inc.
2.25%, 04/01/33 (Call 01/01/33)		740		659,377
2.40%, 02/01/31 (Call 11/01/30)		1,670		1,568,147
2.45%, 02/01/32 (Call 11/01/31)		1,615		1,492,631
3.85%, 07/15/29 (Call 04/15/29)		1,440		1,508,256
4.00%, 02/01/25 (Call 11/01/24)		2,328		2,432,085
4.25%, 10/01/26 (Call 07/01/26)		935		995,766
4.60%, 04/01/24 (Call 01/01/24)		2,357		2,459,907


				922,872,355

Retail — 0.6%
Advance Auto Parts Inc.
1.75%, 10/01/27 (Call 08/01/27)		3,060		2,872,544
3.90%, 04/15/30 (Call 01/15/30)		2,239		2,319,738
AutoNation Inc.
1.95%, 08/01/28 (Call 06/01/28)		787		736,176
2.40%, 08/01/31 (Call 05/01/31)		1,800		1,628,604
3.50%, 11/15/24 (Call 09/15/24)		2,649		2,722,483
3.80%, 11/15/27 (Call 08/15/27)		1,082		1,121,590
3.85%, 03/01/32 (Call 12/01/31)^(b)		1,200		1,213,068
4.50%, 10/01/25 (Call 07/01/25)		1,849		1,951,213
4.75%, 06/01/30 (Call 03/01/30)		1,658		1,788,418
AutoZone Inc.
1.65%, 01/15/31 (Call 10/15/30)		531		471,087
3.13%, 07/15/23 (Call 04/15/23)		1,626		1,652,227
3.13%, 04/18/24 (Call 03/18/24)		1,434		1,467,011
3.13%, 04/21/26 (Call 01/21/26)		2,973		3,042,122
3.25%, 04/15/25 (Call 01/15/25)		2,793		2,861,875
3.63%, 04/15/25 (Call 03/15/25)		555		574,153
3.75%, 06/01/27 (Call 03/01/27)		2,000		2,108,640
3.75%, 04/18/29 (Call 01/18/29)		3,195		3,337,369
4.00%, 04/15/30 (Call 01/15/30)		910		964,891
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		4,650		4,243,357
4.45%, 10/01/28 (Call 07/01/28)		3,284		3,539,298
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)		3,986		3,824,766
1.60%, 04/20/30 (Call 01/20/30)		6,063		5,616,218
1.75%, 04/20/32 (Call 01/20/32)		4,715		4,343,175
2.75%, 05/18/24 (Call 03/18/24)		4,773		4,873,758


Security	Par (000)		Value

Retail (continued)
3.00%, 05/18/27 (Call 02/18/27)	$	4,287	$	4,444,290
Darden Restaurants Inc.
3.85%, 05/01/27 (Call 02/01/27)		5,099		5,370,471
4.55%, 02/15/48 (Call 08/15/47)		1,925		1,962,307
Dick’s Sporting Goods Inc.
3.15%, 01/15/32 (Call 10/15/31)		2,005		1,926,685
4.10%, 01/15/52 (Call 07/15/51)		1,350		1,178,240
Dollar General Corp.
3.25%, 04/15/23 (Call 01/15/23)		1,085		1,100,950
3.50%, 04/03/30 (Call 01/03/30)		1,358		1,390,470
3.88%, 04/15/27 (Call 01/15/27)		3,584		3,785,636
4.13%, 05/01/28 (Call 02/01/28)		2,622		2,794,528
4.13%, 04/03/50 (Call 10/03/49)		3,462		3,574,965
4.15%, 11/01/25 (Call 08/01/25)		1,907		2,020,829
Dollar Tree Inc.
2.65%, 12/01/31 (Call 09/01/31)		3,330		3,162,934
3.38%, 12/01/51 (Call 06/01/51)		2,200		1,953,270
4.00%, 05/15/25 (Call 03/15/25)		4,490		4,694,070
4.20%, 05/15/28 (Call 02/15/28)		5,283		5,646,259
Genuine Parts Co.
1.88%, 11/01/30 (Call 08/01/30)		1,845		1,662,031
2.75%, 02/01/32 (Call 11/01/31)		35		33,503
Home Depot Inc. (The)
0.90%, 03/15/28 (Call 01/15/28)^(b)		4,347		3,997,067
1.38%, 03/15/31 (Call 12/15/30)		5,770		5,163,284
1.50%, 09/15/28 (Call 07/15/28)		1,000		946,340
1.88%, 09/15/31 (Call 06/15/31)		1,375		1,277,059
2.13%, 09/15/26 (Call 06/15/26)		3,765		3,768,313
2.38%, 03/15/51 (Call 09/15/50)		5,845		4,805,993
2.50%, 04/15/27 (Call 02/15/27)		6,389		6,449,120
2.70%, 04/01/23 (Call 01/01/23)		4,440		4,489,151
2.70%, 04/15/30 (Call 01/15/30)		4,424		4,420,063
2.75%, 09/15/51 (Call 03/15/51)		1,395		1,239,820
2.80%, 09/14/27 (Call 06/14/27)		2,859		2,926,072
2.95%, 06/15/29 (Call 03/15/29)		1,856		1,896,257
3.00%, 04/01/26 (Call 01/01/26)		4,992		5,172,311
3.13%, 12/15/49 (Call 06/15/49)		5,834		5,498,370
3.30%, 04/15/40 (Call 10/15/39)		2,587		2,587,854
3.35%, 09/15/25 (Call 06/15/25)		1,555		1,616,391
3.35%, 04/15/50 (Call 10/15/49)		2,906		2,847,531
3.50%, 09/15/56 (Call 03/15/56)		3,110		3,110,311
3.75%, 02/15/24 (Call 11/15/23)		2,988		3,093,805
3.90%, 12/06/28 (Call 09/06/28)		3,201		3,457,784
3.90%, 06/15/47 (Call 12/15/46)		3,880		4,123,160
4.20%, 04/01/43 (Call 10/01/42)		4,464		4,948,433
4.25%, 04/01/46 (Call 10/01/45)		5,305		5,899,054
4.40%, 03/15/45 (Call 09/15/44)		2,577		2,910,206
4.50%, 12/06/48 (Call 06/06/48)		5,263		6,097,554
4.88%, 02/15/44 (Call 08/15/43)		4,635		5,558,616
5.40%, 09/15/40 (Call 03/15/40)		2,649		3,315,806
5.88%, 12/16/36		8,968		11,847,356
5.95%, 04/01/41 (Call 10/01/40)		4,280		5,674,210
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45)		2,730		2,790,278
Lowe’s Companies Inc.
1.30%, 04/15/28 (Call 02/15/28)		5,512		5,085,371
1.70%, 09/15/28 (Call 07/15/28)		2,970		2,782,474
1.70%, 10/15/30 (Call 07/15/30)		3,543		3,187,460
2.50%, 04/15/26 (Call 01/15/26)		2,271		2,294,868
2.63%, 04/01/31 (Call 01/01/31)		5,880		5,681,080
2.80%, 09/15/41 (Call 03/15/41)		2,075		1,838,263


Security	Par (000)		Value

Retail (continued)
3.00%, 10/15/50 (Call 04/15/50)	$	3,343	$	2,909,714
3.10%, 05/03/27 (Call 02/03/27)		4,066		4,187,451
3.13%, 09/15/24 (Call 06/15/24)		3,955		4,048,496
3.38%, 09/15/25 (Call 06/15/25)		5,397		5,596,419
3.50%, 04/01/51 (Call 10/01/50)		5,565		5,268,330
3.65%, 04/05/29 (Call 01/05/29)		4,518		4,736,129
3.70%, 04/15/46 (Call 10/15/45)		6,631		6,466,419
3.88%, 09/15/23 (Call 06/15/23)		1,427		1,466,899
4.00%, 04/15/25 (Call 03/15/25)		4,712		4,954,338
4.05%, 05/03/47 (Call 11/03/46)		6,839		7,028,851
4.38%, 09/15/45 (Call 03/15/45)		1,428		1,521,620
4.50%, 04/15/30 (Call 01/15/30)		6,286		6,932,264
4.55%, 04/05/49 (Call 10/05/48)		283		315,245
4.65%, 04/15/42 (Call 10/15/41)		2,105		2,346,843
5.00%, 04/15/40 (Call 10/15/39)		2,081		2,388,634
5.13%, 04/15/50 (Call 10/15/49)		110		132,491
5.50%, 10/15/35^(b)		163		199,075
6.50%, 03/15/29		505		613,570
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		687		670,491
2.13%, 03/01/30 (Call 12/01/29)		1,085		1,028,699
2.63%, 09/01/29 (Call 06/01/29)		4,303		4,237,035
3.25%, 06/10/24		1,127		1,161,362
3.30%, 07/01/25 (Call 06/01/25)		6,696		6,908,866
3.35%, 04/01/23 (Call 03/01/23)		3,993		4,067,310
3.38%, 05/26/25 (Call 02/26/25)		2,450		2,539,107
3.50%, 03/01/27 (Call 12/01/26)		1,629		1,703,755
3.50%, 07/01/27 (Call 05/01/27)		4,123		4,322,718
3.60%, 07/01/30 (Call 04/01/30)		1,900		1,995,285
3.63%, 05/01/43		1,771		1,731,082
3.63%, 09/01/49 (Call 03/01/49)		4,507		4,432,094
3.70%, 01/30/26 (Call 10/30/25)		4,370		4,592,258
3.70%, 02/15/42		2,806		2,788,014
3.80%, 04/01/28 (Call 01/01/28)		3,741		3,976,720
4.20%, 04/01/50 (Call 10/01/49)		2,900		3,103,087
4.45%, 03/01/47 (Call 09/01/46)		3,785		4,143,477
4.45%, 09/01/48 (Call 03/01/48)		2,595		2,852,917
4.60%, 05/26/45 (Call 11/26/44)		2,829		3,129,496
4.70%, 12/09/35 (Call 06/09/35)		3,078		3,491,652
4.88%, 07/15/40		1,667		1,922,568
4.88%, 12/09/45 (Call 06/09/45)		6,125		7,020,169
5.70%, 02/01/39		1,939		2,379,483
6.30%, 10/15/37		2,528		3,348,488
6.30%, 03/01/38		2,068		2,711,148
O’Reilly Automotive Inc.
1.75%, 03/15/31 (Call 12/15/30)		1,265		1,133,364
3.55%, 03/15/26 (Call 12/15/25)		2,668		2,774,853
3.60%, 09/01/27 (Call 06/01/27)		1,425		1,489,595
3.85%, 06/15/23 (Call 03/15/23)		1,942		1,982,860
3.90%, 06/01/29 (Call 03/01/29)		4,142		4,354,485
4.20%, 04/01/30 (Call 01/01/30)		1,556		1,668,203
4.35%, 06/01/28 (Call 03/01/28)		1,625		1,751,620
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		2,943		2,778,104
1.88%, 04/15/31 (Call 01/15/31)		1,220		1,103,185
4.60%, 04/15/25 (Call 03/15/25)		2,697		2,873,033
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		2,211		2,157,184
2.25%, 03/12/30 (Call 12/12/29)		2,865		2,706,164
2.45%, 06/15/26 (Call 03/15/26)		1,390		1,396,755


Security	Par (000)		Value

Retail (continued)
2.55%, 11/15/30 (Call 08/15/30)	$	3,836	$	3,686,396
3.00%, 02/14/32 (Call 11/14/31)		3,435		3,418,478
3.10%, 03/01/23 (Call 02/01/23)		4,082		4,145,230
3.35%, 03/12/50 (Call 09/12/49)		3,340		3,038,699
3.50%, 03/01/28 (Call 12/01/27)^(b)		2,446		2,544,843
3.50%, 11/15/50 (Call 05/15/50)		2,575		2,416,741
3.55%, 08/15/29 (Call 05/15/29)		2,790		2,904,055
3.75%, 12/01/47 (Call 06/01/47)		2,504		2,427,503
3.80%, 08/15/25 (Call 06/15/25)		3,676		3,851,419
3.85%, 10/01/23 (Call 07/01/23)		3,271		3,363,864
4.00%, 11/15/28 (Call 08/15/28)		3,565		3,819,113
4.30%, 06/15/45 (Call 12/15/44)		2,351		2,460,745
4.45%, 08/15/49 (Call 02/15/49)		1,274		1,369,359
4.50%, 11/15/48 (Call 05/15/48)		4,070		4,419,979
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)		2,340		2,319,899
2.25%, 04/15/25 (Call 03/15/25)		8,663		8,721,475
2.35%, 02/15/30 (Call 11/15/29)		3,681		3,617,724
2.50%, 04/15/26		4,211		4,307,811
2.65%, 09/15/30 (Call 06/15/30)		2,509		2,517,581
2.95%, 01/15/52 (Call 07/15/51)		5,000		4,716,250
3.38%, 04/15/29 (Call 01/15/29)		6,530		6,922,192
3.50%, 07/01/24		6,440		6,703,589
3.63%, 04/15/46		4,558		4,799,665
3.90%, 11/15/47 (Call 05/15/47)		4,002		4,402,280
4.00%, 07/01/42		2,166		2,399,646
6.50%, 10/15/37		383		538,054
7.00%, 01/15/38		260		380,635
TJX Companies Inc. (The)
1.15%, 05/15/28 (Call 03/15/28)		195		179,993
1.60%, 05/15/31 (Call 02/15/31)		320		289,869
2.25%, 09/15/26 (Call 06/15/26)		6,845		6,856,705
2.50%, 05/15/23 (Call 02/15/23)		2,175		2,196,402
3.88%, 04/15/30 (Call 01/15/30)		2,325		2,493,330
4.50%, 04/15/50 (Call 10/15/49)^(b)		2,375		2,913,816
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30)		2,215		1,970,619
Walgreens Boots Alliance Inc.
0.95%, 11/17/23 (Call 05/17/22)		2,000		1,971,500
3.20%, 04/15/30 (Call 01/15/30)		2,000		2,021,280
3.45%, 06/01/26 (Call 03/01/26)		2,252		2,346,291
4.10%, 04/15/50 (Call 10/15/49)		1,850		1,855,199
Walmart Inc.
2.38%, 09/24/29 (Call 06/24/29)		1,477		1,472,288
2.55%, 04/11/23 (Call 01/11/23)		6,720		6,797,818
2.65%, 12/15/24 (Call 10/15/24)		135		138,170
2.85%, 07/08/24 (Call 06/08/24)		75		76,821
2.95%, 09/24/49 (Call 03/24/49)		93		89,390
3.25%, 07/08/29 (Call 04/08/29)		310		328,333
3.30%, 04/22/24 (Call 01/22/24)		8,965		9,250,804
3.40%, 06/26/23 (Call 05/26/23)		100		102,536
3.55%, 06/26/25 (Call 04/26/25)		25		26,294
3.63%, 12/15/47 (Call 06/15/47)		220		236,401
3.70%, 06/26/28 (Call 03/26/28)		290		312,722
3.95%, 06/28/38 (Call 12/28/37)		215		239,768
4.05%, 06/29/48 (Call 12/29/47)		135		154,409
5.00%, 10/25/40		20		25,040
5.63%, 04/01/40		340		451,789
6.50%, 08/15/37		220		317,189
7.55%, 02/15/30		400		546,136


				560,185,915


Security	Par (000)		Value

Savings & Loans — 0.0%
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)^(a)	$	2,005	$	2,141,260


Semiconductors — 0.6%
Altera Corp., 4.10%, 11/15/23		2,427		2,517,551
Analog Devices Inc.
1.70%, 10/01/28 (Call 08/01/28)		2,170		2,065,384
2.10%, 10/01/31 (Call 07/01/31)		2,190		2,088,537
2.80%, 10/01/41 (Call 04/01/41)		610		561,255
2.95%, 04/01/25 (Call 03/01/25)		751		769,249
2.95%, 10/01/51 (Call 04/01/51)		540		493,997
3.50%, 12/05/26 (Call 09/05/26)		4,053		4,277,941
5.30%, 12/15/45 (Call 06/15/45)		200		255,614
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		3,020		2,826,811
2.75%, 06/01/50 (Call 12/01/49)		3,901		3,534,540
3.30%, 04/01/27 (Call 01/01/27)		4,225		4,413,055
3.90%, 10/01/25 (Call 07/01/25)		3,106		3,281,737
4.35%, 04/01/47 (Call 10/01/46)		2,997		3,434,772
5.10%, 10/01/35 (Call 04/01/35)		1,054		1,282,918
5.85%, 06/15/41		2,049		2,729,207
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		777		794,576
3.50%, 01/15/28 (Call 10/15/27)		5,046		5,154,893
3.63%, 01/15/24 (Call 11/15/23)		351		360,144
3.88%, 01/15/27 (Call 10/15/26)		13,342		13,896,627
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(c)		3,255		3,073,697
2.45%, 02/15/31 (Call 11/15/30)^(c)		10,720		9,902,278
2.60%, 02/15/33 (Call 11/15/32)^(c)		4,195		3,823,197
3.14%, 11/15/35 (Call 08/15/35)^(c)		595		551,387
3.15%, 11/15/25 (Call 10/15/25)		1,478		1,505,491
3.19%, 11/15/36 (Call 08/15/36)^(c)		755		700,791
3.42%, 04/15/33 (Call 01/15/33)^(c)		17,151		16,742,120
3.46%, 09/15/26 (Call 07/15/26)		6,512		6,706,513
3.47%, 04/15/34 (Call 01/15/34)^(c)		11,880		11,520,036
3.50%, 02/15/41 (Call 08/15/40)^(c)		8,670		8,011,513
3.63%, 10/15/24 (Call 09/15/24)		670		689,711
3.75%, 02/15/51 (Call 08/15/50)^(c)		3,691		3,447,357
4.11%, 09/15/28 (Call 06/15/28)		4,179		4,392,087
4.15%, 11/15/30 (Call 08/15/30)		10,207		10,703,468
4.25%, 04/15/26 (Call 02/15/26)		270		285,258
4.30%, 11/15/32 (Call 08/15/32)		8,089		8,524,997
4.70%, 04/15/25 (Call 03/15/25)		825		876,818
4.75%, 04/15/29 (Call 01/15/29)		9,481		10,304,804
5.00%, 04/15/30 (Call 01/15/30)		5,150		5,691,780
Intel Corp.
1.60%, 08/12/28 (Call 06/12/28)		3,720		3,527,974
2.00%, 08/12/31 (Call 05/12/31)		5,000		4,658,450
2.45%, 11/15/29 (Call 08/15/29)		6,827		6,686,705
2.60%, 05/19/26 (Call 02/19/26)		4,496		4,585,740
2.80%, 08/12/41 (Call 02/12/41)		1,175		1,058,840
2.88%, 05/11/24 (Call 03/11/24)		5,189		5,307,880
3.05%, 08/12/51 (Call 02/12/51)		515		465,380
3.10%, 02/15/60 (Call 08/15/59)		4,905		4,290,453
3.15%, 05/11/27 (Call 02/11/27)		3,113		3,226,718
3.20%, 08/12/61 (Call 02/12/61)		355		314,739
3.25%, 11/15/49 (Call 05/15/49)		9,688		9,046,558
3.40%, 03/25/25 (Call 02/25/25)		6,452		6,683,691
3.70%, 07/29/25 (Call 04/29/25)		8,838		9,250,469


Security	Par (000)		Value

Semiconductors (continued)
3.73%, 12/08/47 (Call 06/08/47)	$	3,977	$	4,022,179
3.75%, 03/25/27 (Call 01/25/27)		4,630		4,925,903
3.90%, 03/25/30 (Call 12/25/29)		6,334		6,830,396
4.00%, 12/15/32		2,836		3,122,776
4.10%, 05/19/46 (Call 11/19/45)		6,322		6,757,333
4.10%, 05/11/47 (Call 11/11/46)		4,958		5,290,583
4.25%, 12/15/42		782		857,713
4.60%, 03/25/40 (Call 09/25/39)		5,824		6,589,740
4.75%, 03/25/50 (Call 09/25/49)		6,054		7,107,335
4.80%, 10/01/41		595		700,386
4.90%, 07/29/45 (Call 01/29/45)		1,621		1,925,229
4.95%, 03/25/60 (Call 09/25/59)^(b)		3,289		4,031,919
KLA Corp.
3.30%, 03/01/50 (Call 08/28/49)		2,978		2,814,091
4.10%, 03/15/29 (Call 12/15/28)		2,683		2,893,374
4.65%, 11/01/24 (Call 08/01/24)		3,871		4,097,879
5.00%, 03/15/49 (Call 09/15/48)		1,789		2,156,622
Lam Research Corp.
1.90%, 06/15/30 (Call 03/15/30)		2,904		2,718,376
2.88%, 06/15/50 (Call 12/15/49)		2,959		2,643,689
3.13%, 06/15/60 (Call 12/15/59)		3,744		3,378,660
3.75%, 03/15/26 (Call 01/15/26)		4,100		4,336,406
3.80%, 03/15/25 (Call 12/15/24)		2,747		2,874,241
4.00%, 03/15/29 (Call 12/15/28)		3,341		3,623,381
4.88%, 03/15/49 (Call 09/15/48)		2,123		2,571,887
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		3,850		3,702,660
2.45%, 04/15/28 (Call 02/15/28)		2,957		2,852,440
2.95%, 04/15/31 (Call 01/15/31)		1,640		1,583,879
4.20%, 06/22/23 (Call 05/22/23)		3,179		3,268,171
4.88%, 06/22/28 (Call 03/22/28)		1,712		1,870,720
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27)		1,049		1,096,058
Microchip Technology Inc.
2.67%, 09/01/23		195		196,831
4.25%, 09/01/25 (Call 09/01/22)		4,100		4,198,851
4.33%, 06/01/23 (Call 05/01/23)		783		805,370
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		4,322		4,040,033
3.37%, 11/01/41 (Call 05/01/41)		1,985		1,801,149
3.48%, 11/01/51 (Call 05/01/51)		2,140		1,895,762
4.19%, 02/15/27 (Call 12/15/26)		2,832		2,996,256
4.66%, 02/15/30 (Call 11/15/29)		3,637		3,943,926
4.98%, 02/06/26 (Call 12/06/25)		3,926		4,240,433
5.33%, 02/06/29 (Call 11/06/28)		2,469		2,758,861
NVIDIA Corp.
0.31%, 06/15/23 (Call 06/15/22)		250		246,320
0.58%, 06/14/24 (Call 06/14/23)		375		364,853
1.55%, 06/15/28 (Call 04/15/28)		6,385		6,023,354
2.00%, 06/15/31 (Call 03/15/31)		3,333		3,135,553
2.85%, 04/01/30 (Call 01/01/30)		7,089		7,177,471
3.20%, 09/16/26 (Call 06/16/26)		3,222		3,362,544
3.50%, 04/01/40 (Call 10/01/39)		2,450		2,517,106
3.50%, 04/01/50 (Call 10/01/49)		6,567		6,733,539
3.70%, 04/01/60 (Call 10/01/59)		1,910		1,994,575
NXP BV/NXP Funding LLC
4.88%, 03/01/24 (Call 02/01/24)^(c)		2,392		2,509,662
5.35%, 03/01/26 (Call 01/01/26)^(c)		2,985		3,283,261
5.55%, 12/01/28 (Call 09/01/28)^(c)		3,032		3,462,635


Security	Par (000)		Value

Semiconductors (continued)
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)^(c)	$	3,675	$	3,420,727
2.65%, 02/15/32 (Call 11/15/31)^(c)		3,991		3,758,684
2.70%, 05/01/25 (Call 04/01/25)^(c)		2,259		2,272,396
3.13%, 02/15/42 (Call 08/15/41)^(c)		2,140		1,930,344
3.15%, 05/01/27 (Call 03/01/27)^(c)		3,270		3,313,491
3.25%, 05/11/41 (Call 11/11/40)^(c)		3,735		3,419,542
3.25%, 11/30/51 (Call 05/30/51)^(c)		1,850		1,623,986
3.40%, 05/01/30 (Call 02/01/30)^(c)		4,293		4,330,693
3.88%, 06/18/26 (Call 04/18/26)^(c)		2,985		3,126,459
4.30%, 06/18/29 (Call 03/18/29)^(c)		3,749		4,003,745
Qorvo Inc.
1.75%, 12/15/24 (Call 12/15/22)^(c)		605		589,409
4.38%, 10/15/29 (Call 10/15/24)		3,055		3,116,589
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)		3,515		3,269,091
1.65%, 05/20/32 (Call 02/20/32)		4,553		4,101,388
2.15%, 05/20/30 (Call 02/20/30)		5,374		5,159,040
2.90%, 05/20/24 (Call 03/20/24)		88		89,903
3.25%, 05/20/27 (Call 02/20/27)		8,787		9,159,042
3.25%, 05/20/50 (Call 11/20/49)^(b)		3,979		3,901,449
3.45%, 05/20/25 (Call 02/20/25)		346		359,390
4.30%, 05/20/47 (Call 11/20/46)		6,656		7,525,074
4.65%, 05/20/35 (Call 11/20/34)		3,747		4,362,295
4.80%, 05/20/45 (Call 11/20/44)		2,416		2,878,833
Skyworks Solutions Inc.
0.90%, 06/01/23 (Call 06/01/22)		795		783,902
1.80%, 06/01/26 (Call 05/01/26)		2,035		1,944,239
3.00%, 06/01/31 (Call 03/01/31)		1,740		1,623,385
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		610		586,930
1.38%, 03/12/25 (Call 02/12/25)		3,683		3,620,905
1.75%, 05/04/30 (Call 02/04/30)		2,595		2,445,969
1.90%, 09/15/31 (Call 06/15/31)		3,310		3,122,257
2.25%, 05/01/23 (Call 02/01/23)		1,252		1,260,676
2.25%, 09/04/29 (Call 06/04/29)		2,494		2,459,658
2.63%, 05/15/24 (Call 03/15/24)		1,153		1,171,990
2.70%, 09/15/51 (Call 03/15/51)^(b)		3,300		2,978,547
2.90%, 11/03/27 (Call 08/03/27)		2,366		2,453,637
3.88%, 03/15/39 (Call 09/15/38)		2,598		2,831,664
4.15%, 05/15/48 (Call 11/15/47)		4,346		4,939,186
TSMC Arizona Corp.
1.75%, 10/25/26 (Call 09/25/26)		5,655		5,480,147
2.50%, 10/25/31 (Call 07/25/31)		800		763,016
3.13%, 10/25/41 (Call 04/25/41)		4,025		3,817,390
3.25%, 10/25/51 (Call 04/25/51)^(b)		3,955		3,770,934
Xilinx Inc.
2.38%, 06/01/30 (Call 03/01/30)		2,831		2,728,235
2.95%, 06/01/24 (Call 04/01/24)		5,844		5,949,134


				520,071,450

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
0.67%, 08/16/23 (Call 08/16/22)^(c)		387		379,361
2.04%, 08/16/28 (Call 06/16/28)^(c)		2,244		2,112,187
3.48%, 12/01/27 (Call 09/01/27)		1,572		1,611,662
3.84%, 05/01/25 (Call 04/01/25)		1,975		2,043,710
4.20%, 05/01/30 (Call 02/01/30)		895		958,375


				7,105,295


Security	Par (000)		Value

Software — 0.7%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)	$	1,861	$	1,657,593
2.50%, 09/15/50 (Call 03/15/50)		3,138		2,634,382
3.40%, 09/15/26 (Call 06/15/26)		2,020		2,115,122
3.40%, 06/15/27 (Call 03/15/27)		2,840		2,973,366
4.50%, 06/15/47 (Call 12/15/46)		3,662		4,242,317
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		2,613		2,613,888
2.15%, 02/01/27 (Call 12/01/26)		2,446		2,435,066
2.30%, 02/01/30 (Call 11/01/29)		5,483		5,343,074
3.25%, 02/01/25 (Call 11/01/24)		2,798		2,889,131
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		2,825		2,617,193
2.85%, 01/15/30 (Call 10/15/29)		1,577		1,540,776
3.50%, 06/15/27 (Call 03/15/27)		4,005		4,171,127
4.38%, 06/15/25 (Call 03/15/25)		2,727		2,878,130
Broadridge Financial Solutions Inc.
2.60%, 05/01/31 (Call 02/01/31)		3,800		3,573,520
2.90%, 12/01/29 (Call 09/01/29)		4,856		4,783,597
3.40%, 06/27/26 (Call 03/27/26)		1,989		2,065,457
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		1,800		1,889,838
Citrix Systems Inc.
1.25%, 03/01/26 (Call 02/01/26)		4,410		4,313,597
3.30%, 03/01/30 (Call 12/01/29)		2,951		2,963,129
4.50%, 12/01/27 (Call 09/01/27)		4,642		4,801,313
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)		2,257		2,062,582
2.95%, 02/15/51 (Call 08/15/50)		2,780		2,393,719
4.80%, 03/01/26 (Call 12/01/25)		3,813		4,144,045
Fidelity National Information Services Inc.
0.38%, 03/01/23		4,680		4,619,675
0.60%, 03/01/24		3,868		3,756,137
1.15%, 03/01/26 (Call 02/01/26)		4,613		4,358,409
1.65%, 03/01/28 (Call 01/01/28)		4,250		3,937,880
2.25%, 03/01/31 (Call 12/01/30)		4,055		3,708,297
3.10%, 03/01/41 (Call 09/01/40)		3,080		2,769,382
4.50%, 08/15/46 (Call 02/15/46)		1,532		1,685,139
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)		1,255		1,227,327
2.65%, 06/01/30 (Call 03/01/30)		5,474		5,223,072
2.75%, 07/01/24 (Call 06/01/24)		6,364		6,430,822
3.20%, 07/01/26 (Call 05/01/26)		8,024		8,194,350
3.50%, 07/01/29 (Call 04/01/29)		10,457		10,613,123
3.80%, 10/01/23 (Call 09/01/23)		3,226		3,320,554
3.85%, 06/01/25 (Call 03/01/25)		4,405		4,587,499
4.20%, 10/01/28 (Call 07/01/28)		2,517		2,684,280
4.40%, 07/01/49 (Call 01/01/49)		5,490		5,849,430
Intuit Inc.
0.65%, 07/15/23		4,416		4,357,753
0.95%, 07/15/25 (Call 06/15/25)		5,570		5,339,291
1.35%, 07/15/27 (Call 05/15/27)		5,228		4,945,531
1.65%, 07/15/30 (Call 04/15/30)		4,697		4,315,510
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		7,279		7,346,840
2.38%, 05/01/23 (Call 02/01/23)		4,290		4,333,458
2.40%, 08/08/26 (Call 05/08/26)		11,962		12,157,220
2.53%, 06/01/50 (Call 12/01/49)		32,779		29,111,685
2.68%, 06/01/60 (Call 12/01/59)		13,183		11,622,133
2.70%, 02/12/25 (Call 11/12/24)		7,415		7,607,345


Security	Par (000)		Value

Software (continued)
2.88%, 02/06/24 (Call 12/06/23)	$	9,830	$	10,067,296
2.92%, 03/17/52 (Call 09/17/51)		36,186		34,577,532
3.04%, 03/17/62 (Call 09/17/61)		7,794		7,456,909
3.13%, 11/03/25 (Call 08/03/25)		5,381		5,588,384
3.30%, 02/06/27 (Call 11/06/26)		12,690		13,417,898
3.45%, 08/08/36 (Call 02/08/36)		3,841		4,123,313
3.50%, 02/12/35 (Call 08/12/34)		9,951		10,749,070
3.50%, 11/15/42		720		759,492
3.63%, 12/15/23 (Call 09/15/23)		7,010		7,269,791
3.70%, 08/08/46 (Call 02/08/46)		460		497,628
3.75%, 02/12/45 (Call 08/12/44)		360		388,501
3.95%, 08/08/56 (Call 02/08/56)		385		433,129
4.10%, 02/06/37 (Call 08/06/36)		695		795,379
4.20%, 11/03/35 (Call 05/03/35)		160		184,309
4.25%, 02/06/47 (Call 08/06/46)		525		619,469
4.45%, 11/03/45 (Call 05/03/45)		370		443,634
4.50%, 10/01/40		70		84,132
4.50%, 02/06/57 (Call 08/06/56)		210		263,010
4.75%, 11/03/55 (Call 05/03/55)		1		827
5.30%, 02/08/41		100		130,863
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		6,925		6,632,696
2.30%, 03/25/28 (Call 01/25/28)		8,835		8,407,474
2.40%, 09/15/23 (Call 07/15/23)		6,940		6,990,107
2.50%, 04/01/25 (Call 03/01/25)		8,439		8,409,463
2.65%, 07/15/26 (Call 04/15/26)		13,896		13,801,368
2.80%, 04/01/27 (Call 02/01/27)		6,982		6,940,248
2.88%, 03/25/31 (Call 12/25/30)		8,981		8,572,993
2.95%, 11/15/24 (Call 09/15/24)		3,932		3,988,424
2.95%, 05/15/25 (Call 02/15/25)		6,889		6,950,725
2.95%, 04/01/30 (Call 01/01/30)		12,400		11,990,304
3.25%, 11/15/27 (Call 08/15/27)		6,647		6,731,151
3.25%, 05/15/30 (Call 02/15/30)		4,490		4,430,014
3.40%, 07/08/24 (Call 04/08/24)		7,379		7,555,801
3.60%, 04/01/40 (Call 10/01/39)		8,345		7,553,727
3.60%, 04/01/50 (Call 10/01/49)		16,631		14,443,026
3.63%, 07/15/23		3,487		3,575,779
3.65%, 03/25/41 (Call 09/25/40)		5,703		5,163,097
3.80%, 11/15/37 (Call 05/15/37)		7,768		7,386,203
3.85%, 07/15/36 (Call 01/15/36)		4,862		4,696,060
3.85%, 04/01/60 (Call 10/01/59)		11,567		9,967,978
3.90%, 05/15/35 (Call 11/15/34)		4,360		4,270,969
3.95%, 03/25/51 (Call 09/25/50)		6,645		6,094,329
4.00%, 07/15/46 (Call 01/15/46)		9,053		8,318,621
4.00%, 11/15/47 (Call 05/15/47)		5,947		5,448,047
4.10%, 03/25/61 (Call 09/25/60)		4,900		4,421,466
4.13%, 05/15/45 (Call 11/15/44)		7,274		6,784,314
4.30%, 07/08/34 (Call 01/08/34)		6,594		6,805,140
4.38%, 05/15/55 (Call 11/15/54)		6,504		6,184,263
4.50%, 07/08/44 (Call 01/08/44)		4,693		4,666,907
5.38%, 07/15/40		10,174		11,163,930
6.13%, 07/08/39		4,839		5,796,832
6.50%, 04/15/38		5,385		6,664,314
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		2,017		1,918,732
1.40%, 09/15/27 (Call 07/15/27)		2,464		2,301,943
1.75%, 02/15/31 (Call 11/15/30)		1,880		1,667,748
2.00%, 06/30/30 (Call 03/30/30)		2,766		2,527,294
2.35%, 09/15/24 (Call 08/15/24)		3,645		3,659,216
2.95%, 09/15/29 (Call 06/15/29)		3,010		2,981,164


Security	Par (000)		Value

Software (continued)
3.65%, 09/15/23 (Call 08/15/23)	$	2,363	$	2,422,689
3.80%, 12/15/26 (Call 09/15/26)		2,747		2,890,613
3.85%, 12/15/25 (Call 09/15/25)		2,656		2,780,885
4.20%, 09/15/28 (Call 06/15/28)		2,144		2,290,028
salesforce.com Inc.
0.63%, 07/15/24 (Call 07/15/22)		600		584,154
1.50%, 07/15/28 (Call 05/15/28)		640		604,410
1.95%, 07/15/31 (Call 04/15/31)		1,405		1,324,803
2.70%, 07/15/41 (Call 01/15/41)		1,025		935,610
2.90%, 07/15/51 (Call 01/15/51)		1,685		1,536,450
3.05%, 07/15/61 (Call 01/15/61)		1,020		920,509
3.25%, 04/11/23 (Call 03/11/23)		6,107		6,229,140
3.70%, 04/11/28 (Call 01/11/28)		7,993		8,529,650
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		8,029		7,080,293
VMware Inc.
0.60%, 08/15/23		230		226,003
1.00%, 08/15/24 (Call 08/15/22)		525		509,497
1.40%, 08/15/26 (Call 07/15/26)		550		522,143
1.80%, 08/15/28 (Call 06/15/28)		45		41,712
3.90%, 08/21/27 (Call 05/21/27)		3,184		3,330,082
4.50%, 05/15/25 (Call 04/15/25)		1,411		1,494,066
4.65%, 05/15/27 (Call 03/15/27)		3,192		3,455,851
4.70%, 05/15/30 (Call 02/15/30)		640		702,592


				627,327,717

Telecommunications — 1.2%
America Movil SAB de CV
2.88%, 05/07/30 (Call 02/07/30)		5,155		5,055,766
3.63%, 04/22/29 (Call 01/22/29)		1,721		1,776,640
4.38%, 07/16/42		4,835		5,212,565
4.38%, 04/22/49 (Call 10/22/48)		3,836		4,222,554
6.13%, 11/15/37		3,565		4,521,561
6.13%, 03/30/40		4,136		5,284,981
6.38%, 03/01/35		3,516		4,552,095
AT&T Inc.
0.90%, 03/25/24 (Call 03/25/22)		1,585		1,556,201
1.65%, 02/01/28 (Call 12/01/27)		8,881		8,390,058
1.70%, 03/25/26 (Call 03/25/23)		1,629		1,585,212
2.25%, 02/01/32 (Call 11/01/31)		10,649		9,832,861
2.30%, 06/01/27 (Call 04/01/27)		2,232		2,201,868
2.55%, 12/01/33 (Call 09/01/33)		36,458		33,817,712
2.75%, 06/01/31 (Call 03/01/31)		12,481		12,143,763
2.95%, 07/15/26 (Call 04/15/26)		1,905		1,938,014
3.10%, 02/01/43 (Call 08/01/42)		5,620		5,027,427
3.30%, 02/01/52 (Call 08/01/51)		7,047		6,252,803
3.40%, 05/15/25 (Call 02/15/25)		1,077		1,113,769
3.50%, 06/01/41 (Call 12/01/40)		8,715		8,284,740
3.50%, 09/15/53 (Call 03/15/53)		34,761		31,853,938
3.50%, 02/01/61 (Call 08/01/60)		4,786		4,225,990
3.55%, 09/15/55 (Call 03/15/55)		34,748		31,514,699
3.60%, 07/15/25 (Call 04/15/25)		176		183,292
3.65%, 06/01/51 (Call 12/01/50)		7,021		6,633,862
3.65%, 09/15/59 (Call 03/15/59)		23,864		21,660,876
3.80%, 03/01/24 (Call 01/01/24)		220		227,467
3.80%, 02/15/27 (Call 11/15/26)		517		546,081
3.80%, 12/01/57 (Call 06/01/57)		21,011		19,771,561
3.85%, 06/01/60 (Call 12/01/59)		6,220		5,820,925
3.88%, 01/15/26 (Call 10/15/25)		1,471		1,551,802
3.90%, 03/11/24 (Call 12/11/23)		2,026		2,098,531
3.95%, 01/15/25 (Call 10/15/24)		6,521		6,827,031
4.05%, 12/15/23		739		767,924


Security	Par (000)		Value

Telecommunications (continued)
4.10%, 02/15/28 (Call 11/15/27)	$	845	$	906,854
4.13%, 02/17/26 (Call 11/17/25)		1,175		1,252,832
4.25%, 03/01/27 (Call 12/01/26)		290		312,510
4.30%, 02/15/30 (Call 11/15/29)		8,717		9,491,593
4.30%, 12/15/42 (Call 06/15/42)		1,178		1,223,683
4.35%, 03/01/29 (Call 12/01/28)		11,229		12,235,455
4.35%, 06/15/45 (Call 12/15/44)		725		749,795
4.45%, 04/01/24 (Call 01/01/24)		4,463		4,663,701
4.50%, 05/15/35 (Call 11/15/34)		10,471		11,502,812
4.50%, 03/09/48 (Call 09/09/47)		2,340		2,512,177
4.55%, 03/09/49 (Call 09/09/48)		1,869		2,025,361
4.65%, 06/01/44 (Call 12/01/43)		1,719		1,856,211
4.75%, 05/15/46 (Call 11/15/45)		711		789,324
4.80%, 06/15/44 (Call 12/15/43)		655		722,098
4.85%, 03/01/39 (Call 09/01/38)		10,647		11,864,165
4.85%, 07/15/45 (Call 01/15/45)		1,188		1,321,484
4.90%, 08/15/37 (Call 02/14/37)		3,923		4,431,970
4.90%, 06/15/42		4,976		5,597,005
5.15%, 03/15/42		650		751,712
5.15%, 11/15/46 (Call 05/15/46)		476		558,596
5.15%, 02/15/50 (Call 08/14/49)		1,059		1,246,655
5.25%, 03/01/37 (Call 09/01/36)		810		952,252
5.35%, 09/01/40		566		673,172
5.45%, 03/01/47 (Call 09/01/46)		1,092		1,327,490
5.55%, 08/15/41		344		416,563
5.65%, 02/15/47 (Call 08/15/46)		435		542,589
5.70%, 03/01/57 (Call 09/01/56)		447		565,571
6.00%, 08/15/40 (Call 05/15/40)		1,209		1,514,200
6.15%, 09/15/34		2,167		2,677,155
6.25%, 03/29/41		485		630,825
6.30%, 01/15/38		250		322,113
6.38%, 03/01/41		959		1,259,109
6.55%, 02/15/39		226		293,673
Bell Canada, Series US-6, 3.20%, 02/15/52 (Call 08/15/51)		490		438,320
Bell Telephone Co of Canada or Bell Canada, Series US-3, 0.75%, 03/17/24		410		399,643
Bell Telephone Co of Canada or Bell Canada (The), Series US-5, 2.15%, 02/15/32 (Call 11/15/31)		1,450		1,329,868
Bell Telephone Co. of Canada or Bell Canada (The)
3.65%, 08/15/52 (Call 02/15/52)		1,785		1,734,663
4.30%, 07/29/49 (Call 01/29/49)		2,315		2,485,176
4.46%, 04/01/48 (Call 10/01/47)		4,041		4,450,515
Series US-4, 3.65%, 03/17/51 (Call 09/17/50)		2,579		2,513,210
British Telecommunications PLC
4.50%, 12/04/23 (Call 11/04/23)		3,049		3,157,910
5.13%, 12/04/28 (Call 09/04/28)		3,598		3,895,842
9.63%, 12/15/30		6,966		9,753,724
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		2,797		2,825,445
2.50%, 09/20/26 (Call 06/20/26)		2,522		2,577,484
2.95%, 02/28/26		1,364		1,413,827
3.50%, 06/15/25		2,178		2,278,950
3.63%, 03/04/24		4,022		4,173,589
5.50%, 01/15/40		6,956		8,955,780
5.90%, 02/15/39		7,140		9,484,490
Corning Inc.
3.90%, 11/15/49 (Call 05/15/49)		2,328		2,351,420
4.38%, 11/15/57 (Call 05/15/57)		2,437		2,565,454
4.70%, 03/15/37		582		652,742


Security	Par (000)		Value

Telecommunications (continued)
4.75%, 03/15/42	$	744	$	855,020
5.35%, 11/15/48 (Call 05/15/48)		1,790		2,234,869
5.45%, 11/15/79 (Call 05/19/79)		2,623		3,036,621
5.75%, 08/15/40		2,307		2,902,829
5.85%, 11/15/68 (Call 05/15/68)		2,635		3,396,436
Deutsche Telekom International Finance BV
8.75%, 06/15/30		8,445		11,699,534
9.25%, 06/01/32		2,652		3,986,486
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		265		253,245
2.00%, 12/10/30 (Call 09/10/30)		1,221		1,093,992
3.75%, 08/15/29 (Call 05/15/29)		2,701		2,786,406
5.95%, 03/15/41		2,104		2,532,858
Koninklijke KPN NV, 8.38%, 10/01/30		777		1,044,521
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		866		795,984
2.75%, 05/24/31 (Call 02/24/31)		3,440		3,248,977
4.00%, 09/01/24		3,815		3,944,748
4.60%, 02/23/28 (Call 11/23/27)		3,582		3,865,121
4.60%, 05/23/29 (Call 02/23/29)		2,381		2,569,266
5.50%, 09/01/44		2,113		2,454,313
Orange SA
5.38%, 01/13/42		4,098		4,957,064
5.50%, 02/06/44 (Call 08/06/43)		1,899		2,386,340
9.00%, 03/01/31		7,440		10,648,723
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)		2,947		3,001,667
3.00%, 03/15/23 (Call 12/15/22)		768		775,588
3.63%, 12/15/25 (Call 09/15/25)		3,628		3,761,510
3.70%, 11/15/49 (Call 05/15/49)		3,948		3,565,636
4.10%, 10/01/23 (Call 07/01/23)		4,977		5,107,248
4.30%, 02/15/48 (Call 08/15/47)		2,022		2,006,087
4.35%, 05/01/49 (Call 11/01/48)		2,908		2,901,690
4.50%, 03/15/43 (Call 09/15/42)		1,648		1,717,809
5.00%, 03/15/44 (Call 09/15/43)		4,083		4,409,068
5.45%, 10/01/43 (Call 04/01/43)^(b)		2,678		3,077,584
7.50%, 08/15/38^(b)		1,641		2,325,494
Telefonica Emisiones SA
4.10%, 03/08/27		3,949		4,170,973
4.67%, 03/06/38		4,708		4,883,467
4.90%, 03/06/48		3,056		3,189,028
5.21%, 03/08/47		8,549		9,288,916
5.52%, 03/01/49 (Call 09/01/48)		4,050		4,568,116
7.05%, 06/20/36		7,835		10,164,659
Telefonica Europe BV, 8.25%, 09/15/30		3,060		4,107,101
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		2,440		2,468,426
3.40%, 05/13/32 (Call 02/13/32)		2,720		2,749,702
3.70%, 09/15/27 (Call 06/15/27)		3,543		3,730,460
4.30%, 06/15/49 (Call 12/15/48)		2,162		2,370,395
4.60%, 11/16/48 (Call 05/16/48)		3,067		3,436,481
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		841		806,561
2.05%, 02/15/28 (Call 12/15/27)		7,245		6,898,254
2.25%, 11/15/31 (Call 08/15/31)		6,254		5,675,130
2.40%, 03/15/29 (Call 01/15/29)^(c)		291		276,453
2.55%, 02/15/31 (Call 11/15/30)		10,867		10,161,297
2.70%, 03/15/32 (Call 12/15/31)^(c)		2,310		2,171,446
3.00%, 02/15/41 (Call 08/15/40)		7,511		6,547,414
3.30%, 02/15/51 (Call 08/15/50)		6,479		5,645,606


Security	Par (000)		Value

Telecommunications (continued)
3.40%, 10/15/52 (Call 04/15/52)^(c)	$	7,310	$	6,462,259
3.50%, 04/15/25 (Call 03/15/25)		13,078		13,441,045
3.60%, 11/15/60 (Call 05/15/60)		3,350		2,938,218
3.60%, 11/15/60 (Call 05/15/60)^(c)		2,740		2,406,706
3.75%, 04/15/27 (Call 02/15/27)		11,294		11,730,739
3.88%, 04/15/30 (Call 01/15/30)		23,517		24,312,345
4.38%, 04/15/40 (Call 10/15/39)		7,475		7,776,990
4.50%, 04/15/50 (Call 10/15/49)		12,078		12,598,924
Verizon Communications Inc.
0.75%, 03/22/24		1,580		1,546,520
0.85%, 11/20/25 (Call 10/20/25)		5,941		5,646,326
1.45%, 03/20/26 (Call 02/20/26)		4,220		4,078,630
1.50%, 09/18/30 (Call 06/18/30)		755		672,969
1.68%, 10/30/30 (Call 07/30/30)		1,645		1,478,296
1.75%, 01/20/31 (Call 10/20/30)		7,515		6,758,089
2.10%, 03/22/28 (Call 01/22/28)		10,608		10,249,025
2.36%, 03/15/32 (Call 12/15/31)^(c)		19,116		17,858,932
2.55%, 03/21/31 (Call 12/21/30)		10,725		10,290,530
2.63%, 08/15/26		11,339		11,400,231
2.65%, 11/20/40 (Call 05/20/40)		12,218		10,612,066
2.85%, 09/03/41 (Call 03/03/41)		3,007		2,691,085
2.88%, 11/20/50 (Call 05/20/50)		11,568		9,896,308
2.99%, 10/30/56 (Call 04/30/56)		15,204		12,962,778
3.00%, 03/22/27 (Call 01/22/27)		2,892		2,944,432
3.00%, 11/20/60 (Call 05/20/60)		6,661		5,533,226
3.15%, 03/22/30 (Call 12/22/29)		7,209		7,290,245
3.38%, 02/15/25		6,068		6,278,378
3.40%, 03/22/41 (Call 09/22/40)		8,415		8,102,551
3.50%, 11/01/24 (Call 08/01/24)		3,684		3,810,582
3.55%, 03/22/51 (Call 09/22/50)		16,018		15,500,458
3.70%, 03/22/61 (Call 09/22/60)		6,755		6,444,945
3.85%, 11/01/42 (Call 05/01/42)		5,981		6,047,808
3.88%, 02/08/29 (Call 11/08/28)		5,947		6,323,683
3.88%, 03/01/52 (Call 09/01/51)		5,245		5,428,365
4.00%, 03/22/50 (Call 09/22/49)		3,767		3,880,914
4.02%, 12/03/29 (Call 09/03/29)		10,744		11,517,353
4.13%, 03/16/27		8,548		9,159,609
4.13%, 08/15/46		5,117		5,380,167
4.27%, 01/15/36		7,549		8,274,459
4.33%, 09/21/28		17,526		19,105,794
4.40%, 11/01/34 (Call 05/01/34)		11,529		12,673,138
4.50%, 08/10/33		12,896		14,338,160
4.52%, 09/15/48		890		1,010,008
4.67%, 03/15/55		35		40,633
4.75%, 11/01/41		4,613		5,211,260
4.81%, 03/15/39		6,841		7,972,091
4.86%, 08/21/46		13,839		16,615,519
5.01%, 04/15/49		1,025		1,242,310
5.25%, 03/16/37		4,392		5,287,090
5.50%, 03/16/47		3,942		5,037,088
5.85%, 09/15/35		637		801,798
6.55%, 09/15/43		1,898		2,702,240
7.75%, 12/01/30		279		377,900
Vodafone Group PLC
3.75%, 01/16/24		100		103,516
4.13%, 05/30/25		5,582		5,869,864
4.25%, 09/17/50		5,054		5,177,267
4.38%, 05/30/28		886		958,431
4.38%, 02/19/43		7,322		7,567,507
4.88%, 06/19/49		1,558		1,733,259


Security	Par (000)		Value

Telecommunications (continued)
5.00%, 05/30/38	$	5,412	$	6,137,803
5.13%, 06/19/59		3,891		4,455,818
5.25%, 05/30/48		11,069		12,860,407
6.15%, 02/27/37		5,296		6,581,710
6.25%, 11/30/32		1,503		1,862,307
7.88%, 02/15/30		3,220		4,271,491


				1,057,456,540

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		2,798		2,836,584
3.50%, 09/15/27 (Call 06/15/27)		3,169		3,259,824
3.55%, 11/19/26 (Call 09/19/26)		1,879		1,941,157
3.90%, 11/19/29 (Call 08/19/29)		2,049		2,142,250
5.10%, 05/15/44 (Call 11/15/43)		1,571		1,781,121
6.35%, 03/15/40		2,284		2,911,141


				14,872,077

Transportation — 0.6%
BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), (3 mo. LIBOR US + 2.350%)^(a)		1,007		1,084,992
Burlington Northern Santa Fe LLC
2.88%, 06/15/52 (Call 12/15/51)		1,044		939,026
3.00%, 03/15/23 (Call 12/15/22)		2,656		2,689,678
3.00%, 04/01/25 (Call 01/01/25)		2,840		2,905,008
3.05%, 02/15/51 (Call 08/15/50)		2,622		2,432,796
3.25%, 06/15/27 (Call 03/15/27)		4,633		4,876,371
3.30%, 09/15/51 (Call 03/15/51)		3,670		3,553,441
3.40%, 09/01/24 (Call 06/01/24)		2,648		2,729,108
3.55%, 02/15/50 (Call 08/15/49)		2,334		2,365,696
3.65%, 09/01/25 (Call 06/01/25)		1,539		1,608,717
3.75%, 04/01/24 (Call 01/01/24)		3,643		3,769,412
3.85%, 09/01/23 (Call 06/01/23)		3,934		4,043,168
3.90%, 08/01/46 (Call 02/01/46)		2,931		3,106,919
4.05%, 06/15/48 (Call 12/15/47)		2,418		2,629,962
4.13%, 06/15/47 (Call 12/15/46)		1,785		1,958,645
4.15%, 04/01/45 (Call 10/01/44)		4,148		4,511,738
4.15%, 12/15/48 (Call 06/15/48)		1,685		1,861,807
4.38%, 09/01/42 (Call 03/01/42)		2,937		3,291,143
4.40%, 03/15/42 (Call 09/15/41)		2,187		2,451,343
4.45%, 03/15/43 (Call 09/15/42)		3,560		4,028,282
4.55%, 09/01/44 (Call 03/01/44)		2,883		3,295,384
4.70%, 09/01/45 (Call 03/01/45)		2,729		3,190,392
4.90%, 04/01/44 (Call 10/01/43)		2,559		3,082,520
4.95%, 09/15/41 (Call 03/15/41)		1,823		2,171,394
5.05%, 03/01/41 (Call 09/01/40)		1,335		1,604,350
5.15%, 09/01/43 (Call 03/01/43)		3,050		3,757,142
5.40%, 06/01/41 (Call 12/01/40)		2,327		2,909,518
5.75%, 05/01/40 (Call 11/01/39)		2,241		2,879,214
6.15%, 05/01/37		1,137		1,510,709
6.20%, 08/15/36		730		981,916
7.00%, 12/15/25		1,454		1,696,556
Canadian National Railway Co.
2.45%, 05/01/50 (Call 11/01/49)		1,877		1,558,436
2.75%, 03/01/26 (Call 12/01/25)		2,908		2,965,171
2.95%, 11/21/24 (Call 08/21/24)		3,873		3,945,115
3.20%, 08/02/46 (Call 02/02/46)		2,379		2,279,915
3.65%, 02/03/48 (Call 08/03/47)		2,779		2,860,897
4.45%, 01/20/49 (Call 07/20/48)		2,315		2,662,759
6.20%, 06/01/36		618		811,119
6.25%, 08/01/34		915		1,192,922


Security	Par (000)		Value

Transportation (continued)
6.38%, 11/15/37	$	457	$	609,208
6.90%, 07/15/28		1,330		1,649,612
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 12/02/22)		245		239,279
1.75%, 12/02/26 (Call 11/02/26)		950		922,564
2.05%, 03/05/30 (Call 12/05/29)		1,796		1,695,460
2.45%, 12/02/31 (Call 09/02/31)		2,050		1,967,857
2.90%, 02/01/25 (Call 11/01/24)		5,234		5,333,812
3.00%, 12/02/41 (Call 06/02/41)		1,795		1,669,458
3.10%, 12/02/51 (Call 06/02/51)		1,925		1,749,036
4.00%, 06/01/28 (Call 03/01/28)		3,513		3,761,334
4.80%, 09/15/35 (Call 03/15/35)		2,268		2,629,315
4.80%, 08/01/45 (Call 02/01/45)		2,177		2,541,822
5.95%, 05/15/37		1,088		1,404,793
6.13%, 09/15/2115 (Call 03/15/15)		2,224		2,938,260
7.13%, 10/15/31		4,247		5,603,747
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		2,210		2,395,331
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		1,683		1,631,971
2.50%, 05/15/51 (Call 11/15/50)		621		511,524
2.60%, 11/01/26 (Call 08/01/26)		3,348		3,384,694
3.25%, 06/01/27 (Call 03/01/27)		4,941		5,112,453
3.35%, 11/01/25 (Call 08/01/25)		5,399		5,582,728
3.35%, 09/15/49 (Call 03/15/49)		2,824		2,695,423
3.40%, 08/01/24 (Call 05/01/24)		2,949		3,037,853
3.80%, 03/01/28 (Call 12/01/27)		2,541		2,687,844
3.80%, 11/01/46 (Call 05/01/46)		4,029		4,095,680
3.80%, 04/15/50 (Call 10/15/49)		3,021		3,105,377
3.95%, 05/01/50 (Call 11/01/49)		2,696		2,836,138
4.10%, 03/15/44 (Call 09/15/43)		3,138		3,334,596
4.25%, 03/15/29 (Call 12/15/28)		3,550		3,864,849
4.25%, 11/01/66 (Call 05/01/66)		1,693		1,828,745
4.30%, 03/01/48 (Call 09/01/47)		1,688		1,852,411
4.40%, 03/01/43 (Call 09/01/42)		1,215		1,321,337
4.50%, 03/15/49 (Call 09/15/48)		2,796		3,165,296
4.50%, 08/01/54 (Call 02/01/54)		1,760		2,012,982
4.65%, 03/01/68 (Call 09/01/67)		680		780,144
4.75%, 05/30/42 (Call 11/30/41)		2,690		3,067,595
4.75%, 11/15/48 (Call 05/15/48)		1,596		1,860,920
5.50%, 04/15/41 (Call 10/15/40)		624		767,963
6.00%, 10/01/36		1,292		1,654,341
6.15%, 05/01/37		1,400		1,817,060
6.22%, 04/30/40		2,278		3,039,900
FedEx Corp.
2.40%, 05/15/31 (Call 02/15/31)		3,165		3,009,282
3.10%, 08/05/29 (Call 05/05/29)		4,132		4,192,740
3.25%, 04/01/26 (Call 01/01/26)		4,660		4,847,379
3.25%, 05/15/41 (Call 11/15/40)		1,960		1,829,993
3.40%, 02/15/28 (Call 11/15/27)		3,532		3,675,611
3.88%, 08/01/42		1,025		1,024,631
3.90%, 02/01/35		3,930		4,109,287
4.05%, 02/15/48 (Call 08/15/47)		1,290		1,309,311
4.10%, 04/15/43		1,850		1,890,830
4.10%, 02/01/45		3,000		3,054,030
4.20%, 10/17/28 (Call 07/17/28)		379		414,482
4.25%, 05/15/30 (Call 02/15/30)		3,777		4,110,396
4.40%, 01/15/47 (Call 07/15/46)		3,620		3,846,250
4.55%, 04/01/46 (Call 10/01/45)		5,055		5,504,794
4.75%, 11/15/45 (Call 05/15/45)		4,782		5,323,561


Security	Par (000)		Value

Transportation (continued)
4.90%, 01/15/34	$	2,364	$	2,709,759
4.95%, 10/17/48 (Call 04/17/48)		1,556		1,792,792
5.10%, 01/15/44		3,017		3,502,043
5.25%, 05/15/50 (Call 11/15/49)		4,591		5,512,414
Series 2020-1, Class AA, 1.88%, 08/20/35		864		816,570
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		3,579		3,772,194
Kansas City Southern
2.88%, 11/15/29 (Call 08/15/29)		1,724		1,712,915
3.00%, 05/15/23 (Call 02/15/23)		2,666		2,690,127
3.50%, 05/01/50 (Call 11/01/49)		1,041		1,001,182
4.20%, 11/15/69 (Call 05/15/69)		1,350		1,411,007
4.30%, 05/15/43 (Call 11/15/42)		2,006		2,140,254
4.70%, 05/01/48 (Call 11/01/47)		1,050		1,203,248
4.95%, 08/15/45 (Call 02/15/45)		2,307		2,692,869
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		3,442		3,554,312
Norfolk Southern Corp.
2.30%, 05/15/31 (Call 02/15/31)		2,800		2,694,776
2.55%, 11/01/29 (Call 08/01/29)		2,034		2,013,233
2.90%, 06/15/26 (Call 03/15/26)		2,813		2,881,440
2.90%, 08/25/51 (Call 02/25/51)		1,198		1,053,162
3.00%, 03/15/32 (Call 11/29/31)		2,360		2,404,392
3.05%, 05/15/50 (Call 11/15/49)		3,527		3,218,881
3.15%, 06/01/27 (Call 03/01/27)		1,774		1,829,367
3.16%, 05/15/55 (Call 11/15/54)		3,335		3,063,131
3.40%, 11/01/49 (Call 05/01/49)		2,219		2,140,447
3.65%, 08/01/25 (Call 06/01/25)		2,865		2,987,192
3.70%, 03/15/53 (Call 09/15/52)		1,705		1,745,204
3.80%, 08/01/28 (Call 05/01/28)		2,141		2,266,570
3.85%, 01/15/24 (Call 10/15/23)		2,106		2,172,423
3.94%, 11/01/47 (Call 05/01/47)		3,174		3,327,082
3.95%, 10/01/42 (Call 04/01/42)		1,062		1,116,980
4.05%, 08/15/52 (Call 02/15/52)		1,514		1,622,024
4.10%, 05/15/49 (Call 11/15/48)		1,215		1,310,864
4.10%, 05/15/2121 (Call 11/15/20)		2,390		2,302,980
4.15%, 02/28/48 (Call 08/28/47)		3,055		3,294,573
4.45%, 06/15/45 (Call 12/15/44)		2,407		2,696,803
4.65%, 01/15/46 (Call 07/15/45)		1,939		2,223,354
4.84%, 10/01/41		2,947		3,452,410
5.10%, 08/01/2118 (Call 02/01/18)		225		262,175
7.80%, 05/15/27		50		62,810
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		1,840		1,770,761
2.50%, 09/01/24 (Call 08/01/24)		3,417		3,431,146
2.85%, 03/01/27 (Call 02/01/27)		745		747,101
2.90%, 12/01/26 (Call 10/01/26)		1,567		1,581,307
3.35%, 09/01/25 (Call 08/01/25)		1,030		1,054,978
3.40%, 03/01/23 (Call 02/01/23)		1,025		1,041,400
3.65%, 03/18/24 (Call 02/18/24)		2,916		3,003,655
3.75%, 06/09/23 (Call 05/09/23)		2,019		2,063,660
3.88%, 12/01/23 (Call 11/01/23)		1,419		1,463,046
4.63%, 06/01/25 (Call 05/01/25)		1,703		1,811,668
Union Pacific Corp.
2.15%, 02/05/27 (Call 12/05/26)		1,734		1,715,776
2.38%, 05/20/31 (Call 02/20/31)		3,160		3,066,243
2.40%, 02/05/30 (Call 11/05/29)		2,162		2,109,226
2.75%, 04/15/23 (Call 01/15/23)		1,776		1,794,879
2.75%, 03/01/26 (Call 12/01/25)		4,102		4,163,899
2.80%, 02/14/32 (Call 11/14/31)		1,260		1,263,326
2.89%, 04/06/36 (Call 01/06/36)		2,460		2,398,328


Security	Par (000)		Value

Transportation (continued)
2.95%, 03/10/52 (Call 09/10/51)	$	1,915	$	1,739,203
2.97%, 09/16/62 (Call 03/16/62)		835		719,670
3.00%, 04/15/27 (Call 01/15/27)		2,981		3,068,343
3.15%, 03/01/24 (Call 02/01/24)		3,793		3,887,408
3.20%, 05/20/41 (Call 11/20/40)		1,610		1,568,671
3.25%, 01/15/25 (Call 10/15/24)		2,659		2,731,883
3.25%, 08/15/25 (Call 05/15/25)		3,480		3,587,845
3.25%, 02/05/50 (Call 08/05/49)		5,336		5,123,360
3.35%, 08/15/46 (Call 02/15/46)		1,596		1,543,188
3.38%, 02/01/35 (Call 08/01/34)		1,966		2,019,357
3.38%, 02/14/42 (Call 08/14/41)		1,740		1,736,885
3.50%, 06/08/23 (Call 05/08/23)		2,465		2,520,586
3.50%, 02/14/53 (Call 08/14/52)		2,800		2,811,284
3.55%, 08/15/39 (Call 02/15/39)		2,480		2,522,334
3.55%, 05/20/61 (Call 11/20/60)		1,182		1,146,670
3.60%, 09/15/37 (Call 03/15/37)		3,324		3,447,320
3.65%, 02/15/24 (Call 11/15/23)		791		815,189
3.70%, 03/01/29 (Call 12/01/28)		3,050		3,235,104
3.75%, 03/15/24 (Call 12/15/23)		1,631		1,685,753
3.75%, 07/15/25 (Call 05/15/25)		2,635		2,760,479
3.75%, 02/05/70 (Call 08/05/69)		2,150		2,144,152
3.80%, 10/01/51 (Call 04/01/51)		2,948		3,078,036
3.80%, 04/06/71 (Call 10/06/70)		815		822,531
3.84%, 03/20/60 (Call 09/20/59)		4,036		4,155,910
3.85%, 02/14/72 (Call 08/14/71)		1,345		1,359,593
3.88%, 02/01/55 (Call 08/01/54)		1,318		1,367,728
3.95%, 09/10/28 (Call 06/10/28)		5,429		5,841,115
3.95%, 08/15/59 (Call 02/15/59)		2,225		2,332,000
4.00%, 04/15/47 (Call 10/15/46)		2,149		2,300,333
4.05%, 11/15/45 (Call 05/15/45)		2,546		2,722,285
4.05%, 03/01/46 (Call 09/01/45)		3,000		3,228,780
4.10%, 09/15/67 (Call 03/15/67)		1,516		1,625,758
4.30%, 03/01/49 (Call 09/01/48)		2,334		2,627,781
4.50%, 09/10/48 (Call 03/10/48)		2,353		2,693,926
6.63%, 02/01/29		1,770		2,179,197
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		2,403		2,424,603
2.40%, 11/15/26 (Call 08/15/26)		2,232		2,252,155
2.50%, 04/01/23 (Call 03/01/23)		4,888		4,940,497
2.50%, 09/01/29 (Call 06/01/29)		2,653		2,643,529
2.80%, 11/15/24 (Call 09/15/24)		3,362		3,434,787
3.05%, 11/15/27 (Call 08/15/27)^(b)		5,861		6,116,598
3.40%, 03/15/29 (Call 12/15/28)		3,579		3,776,346
3.40%, 11/15/46 (Call 05/15/46)		1,056		1,075,135
3.40%, 09/01/49 (Call 03/01/49)		3,496		3,607,907
3.63%, 10/01/42		1,190		1,249,214
3.75%, 11/15/47 (Call 05/15/47)		3,017		3,248,736
3.90%, 04/01/25 (Call 03/01/25)		3,543		3,727,413
4.25%, 03/15/49 (Call 09/15/48)		3,918		4,550,326
4.45%, 04/01/30 (Call 01/01/30)		1,177		1,328,386
4.88%, 11/15/40 (Call 05/15/40)		1,558		1,870,862
5.20%, 04/01/40 (Call 10/01/39)		1,094		1,362,774
5.30%, 04/01/50 (Call 10/01/49)		4,242		5,694,715
6.20%, 01/15/38		5,517		7,494,569
Walmart Inc.
1.05%, 09/17/26 (Call 08/17/26)		4,350		4,178,653
1.50%, 09/22/28 (Call 07/22/28)		4,628		4,409,003
1.80%, 09/22/31 (Call 06/22/31)		7,200		6,754,896
2.50%, 09/22/41 (Call 03/22/41)		4,076		3,736,143


Security	Par (000)		Value

Transportation (continued)
2.65%, 09/22/51 (Call 03/22/51)	$	5,505	$	5,036,414


				545,693,646

Trucking & Leasing — 0.0%
GATX Corp.
1.90%, 06/01/31 (Call 03/01/31)		2,166		1,951,284
3.10%, 06/01/51 (Call 12/01/50)		1,675		1,450,952
3.25%, 03/30/25 (Call 12/30/24)		1,350		1,380,213
3.25%, 09/15/26 (Call 06/15/26)		1,361		1,393,038
3.50%, 03/15/28 (Call 12/15/27)		1,813		1,876,256
3.85%, 03/30/27 (Call 12/30/26)		2,863		3,008,154
4.00%, 06/30/30 (Call 03/30/30)		1,691		1,788,030
4.35%, 02/15/24 (Call 01/15/24)		2,183		2,273,682
4.55%, 11/07/28 (Call 08/07/28)		2,483		2,734,528
4.70%, 04/01/29 (Call 01/01/29)		1,497		1,646,820
5.20%, 03/15/44 (Call 09/15/43)		1,030		1,189,392


				20,692,349

Venture Capital — 0.0%
Hercules Capital Inc.
2.63%, 09/16/26 (Call 08/16/26)		750		708,292
3.38%, 01/20/27 (Call 12/20/26)		655		632,822


				1,341,114

Water — 0.1%
American Water Capital Corp.
2.30%, 06/01/31 (Call 03/01/31)		2,175		2,052,982
2.80%, 05/01/30 (Call 02/01/30)		2,574		2,542,211
2.95%, 09/01/27 (Call 06/01/27)		1,770		1,803,630
3.25%, 06/01/51 (Call 12/01/50)^(b)		3,040		2,818,019
3.40%, 03/01/25 (Call 12/01/24)		4,620		4,758,369
3.45%, 06/01/29 (Call 03/01/29)		2,508		2,589,209
3.45%, 05/01/50 (Call 11/01/49)		2,499		2,387,520
3.75%, 09/01/28 (Call 06/01/28)		2,187		2,303,786
3.75%, 09/01/47 (Call 03/01/47)		3,472		3,458,633
3.85%, 03/01/24 (Call 12/01/23)		1,589		1,642,994
4.00%, 12/01/46 (Call 06/01/46)		1,345		1,391,443
4.15%, 06/01/49 (Call 12/01/48)		2,626		2,744,459
4.20%, 09/01/48 (Call 03/01/48)		900		951,219
4.30%, 12/01/42 (Call 06/01/42)		1,009		1,088,499
4.30%, 09/01/45 (Call 03/01/45)		2,056		2,196,507
6.59%, 10/15/37		775		1,046,692
Essential Utilities Inc.
2.40%, 05/01/31 (Call 02/01/31)		2,920		2,745,559
2.70%, 04/15/30 (Call 01/15/30)		1,270		1,233,475
3.35%, 04/15/50 (Call 10/15/49)		2,834		2,612,126
3.57%, 05/01/29 (Call 02/01/29)		1,975		2,042,644
4.28%, 05/01/49 (Call 11/01/48)		2,152		2,290,309
United Utilities PLC, 6.88%, 08/15/28		166		205,671
Veolia Environnement SA, 6.75%, 06/01/38		35		48,585


				46,954,541


Total Corporate Bonds & Notes — 25.7% (Cost: $23,097,578,445)				22,624,954,786


Foreign Government Obligations^(f)

Canada — 0.2%
Canada Government International Bond
0.75%, 05/19/26		25		23,896
1.63%, 01/22/25		12,580		12,562,891


Security	Par (000)		Value

Canada (continued)
Export Development Canada
2.63%, 02/21/24	$	5,255	$	5,365,670
2.75%, 03/15/23		20		20,322
Hydro-Quebec
Series HH, 8.50%, 12/01/29		1,000		1,433,810
Series HK, 9.38%, 04/15/30		1,405		2,113,584
Series IO, 8.05%, 07/07/24		2,740		3,111,188
Province of Alberta Canada
1.00%, 05/20/25		6,565		6,388,073
1.30%, 07/22/30		4,100		3,807,547
1.88%, 11/13/24		3,425		3,436,371
2.95%, 01/23/24		750		769,028
3.30%, 03/15/28		10,881		11,587,503
3.35%, 11/01/23		8,010		8,252,302
Province of British Columbia Canada
0.90%, 07/20/26		200		192,064
1.30%, 01/29/31		645		602,843
2.25%, 06/02/26		6,930		7,021,684
6.50%, 01/15/26		188		218,065
7.25%, 09/01/36		300		468,078
Series 10, 1.75%, 09/27/24		100		100,206
Province of Manitoba Canada
2.13%, 06/22/26		1,625		1,631,468
3.05%, 05/14/24		1,935		1,991,541
Province of New Brunswick Canada, 3.63%, 02/24/28		1,846		2,006,011
Province of Ontario Canada
0.63%, 01/21/26		3,422		3,251,208
1.05%, 04/14/26		105		101,052
1.05%, 05/21/27^(b)		525		499,947
1.13%, 10/07/30		10,600		9,721,896
1.60%, 02/25/31		7,010		6,660,832
2.00%, 10/02/29		5,265		5,211,455
2.30%, 06/15/26		8,335		8,428,602
2.50%, 04/27/26		12,684		12,931,719
3.05%, 01/29/24		3,343		3,436,470
3.20%, 05/16/24		7,745		8,005,155
3.40%, 10/17/23		6,550		6,752,067
Province of Quebec Canada
0.60%, 07/23/25		636		609,879
1.35%, 05/28/30		5,485		5,154,309
1.90%, 04/21/31		350		341,957
2.50%, 04/20/26		9,408		9,605,568
2.75%, 04/12/27		9,847		10,219,020
Series NJ, 7.50%, 07/15/23		580		627,154
Series NN, 7.13%, 02/09/24		2,172		2,395,064
Series PD, 7.50%, 09/15/29		5,272		7,164,964
Series QO, 2.88%, 10/16/24		9,388		9,669,734
Series QW, 2.50%, 04/09/24		195		198,531
Series QX, 1.50%, 02/11/25		6,607		6,557,448


				190,648,176

Chile — 0.1%
Chile Government International Bond
2.45%, 01/31/31 (Call 10/31/30)		12,779		12,036,412
2.55%, 01/27/32 (Call 10/27/31)		10,473		9,878,134
2.55%, 07/27/33 (Call 04/27/33)		5,780		5,261,823
3.10%, 05/07/41 (Call 11/07/40)		9,026		7,989,093
3.10%, 01/22/61 (Call 07/22/60)		5,535		4,498,627
3.13%, 03/27/25		1,475		1,518,984
3.13%, 01/21/26		7,145		7,328,412
3.24%, 02/06/28 (Call 11/06/27)		9,685		9,838,217


Security	Par (000)		Value

Chile (continued)
3.25%, 09/21/71 (Call 03/21/71)	$	2,415	$	1,952,769
3.50%, 01/25/50 (Call 07/25/49)		10,155		9,250,799
3.63%, 10/30/42		1,280		1,222,771
3.86%, 06/21/47		3,253		3,175,936
Republic of Chile
2.75%, 01/31/27 (Call 12/31/26)		200		200,262
4.00%, 01/31/52 (Call 07/31/51)		3,000		2,953,410


				77,105,649

Finland — 0.0%
Finland Government International Bond, 6.95%, 02/15/26		207		244,287


Germany — 0.0%
FMS Wertmanagement
2.75%, 03/06/23		1,095		1,112,334
2.75%, 01/30/24		7,765		7,947,943


				9,060,277

Hong Kong — 0.0%
Hong Kong Government International Bond, 1.75%, 11/24/31^(g)		300		289,878


Hungary — 0.0%
Hungary Government International Bond
5.38%, 03/25/24		11,310		11,983,284
5.75%, 11/22/23		5,858		6,192,433
7.63%, 03/29/41		4,265		6,247,799


				24,423,516

Indonesia — 0.1%
Indonesia Government International Bond
1.85%, 03/12/31		200		183,086
2.15%, 07/28/31 (Call 04/28/31)		200		187,126
2.85%, 02/14/30		5,031		5,011,832
3.05%, 03/12/51		200		181,466
3.20%, 09/23/61 (Call 03/23/61)		555		473,126
3.35%, 03/12/71		570		480,448
3.40%, 09/18/29		2,795		2,895,480
3.50%, 01/11/28		1,545		1,601,331
3.50%, 02/14/50		3,786		3,553,767
3.70%, 10/30/49		4,516		4,322,264
3.85%, 10/15/30^(b)		9,885		10,572,008
4.10%, 04/24/28		3,815		4,094,372
4.20%, 10/15/50		7,160		7,441,603
4.35%, 01/11/48		7,060		7,295,239
4.45%, 02/11/24		1,496		1,568,930
4.45%, 04/15/70		5,365		5,580,458
4.75%, 02/11/29		8,953		9,987,698
5.35%, 02/11/49		4,250		5,021,035


				70,451,269

Israel — 0.1%
Israel Government AID Bond, 5.50%, 12/04/23		25,000		26,728,000
Israel Government International Bond
2.75%, 07/03/30		9,060		9,240,113
2.88%, 03/16/26		2,970		3,052,091
3.15%, 06/30/23		1,125		1,147,916
3.25%, 01/17/28		3,440		3,613,307
3.88%, 07/03/50		7,460		7,972,353
4.13%, 01/17/48		2,520		2,806,826
4.50%, 01/30/43		6,815		8,039,928
4.50%, April 03, 2120		3,215		3,602,440


Security	Par (000)		Value

Israel (continued)
State of Israel
2.50%, 01/15/30	$	2,845	$	2,846,991
3.38%, 01/15/50		7,425		7,276,426


				76,326,391

Italy — 0.1%
Republic of Italy Government International Bond
0.88%, 05/06/24		1,020		993,878
1.25%, 02/17/26		1,720		1,631,833
2.38%, 10/17/24		7,209		7,241,008
2.88%, 10/17/29		7,520		7,415,698
3.88%, 05/06/51		3,555		3,463,103
4.00%, 10/17/49		8,985		9,107,196
5.38%, 06/15/33		7,542		8,900,767
6.88%, 09/27/23		11,850		12,772,996


				51,526,479

Japan — 0.1%
Japan Bank for International Cooperation
0.50%, 04/15/24		100		97,598
0.63%, 05/22/23		5,325		5,279,578
0.63%, 07/15/25		300		287,508
1.25%, 01/21/31		10,055		9,382,823
1.75%, 10/17/24		5,320		5,320,904
1.88%, 07/21/26		5,970		5,960,448
1.88%, 04/15/31		9,795		9,627,897
2.00%, 10/17/29		5,100		5,064,810
2.13%, 02/10/25		680		686,018
2.25%, 11/04/26		7,173		7,271,414
2.38%, 04/20/26		5,555		5,627,326
2.50%, 05/23/24		4,275		4,351,223
2.50%, 05/28/25		2,370		2,415,765
2.75%, 01/21/26		6,900		7,096,650
2.75%, 11/16/27		7,579		7,848,206
2.88%, 06/01/27		6,617		6,887,834
2.88%, 07/21/27		4,600		4,791,912
3.00%, 05/29/24		5,215		5,368,217
3.25%, 07/20/23		2,075		2,126,481
3.25%, 07/20/28		1,360		1,460,667
3.38%, 07/31/23		900		924,246
3.38%, 10/31/23		640		659,315
3.50%, 10/31/28		1,140		1,243,729
Japan International Cooperation Agency
2.75%, 04/27/27		1,655		1,713,256
3.38%, 06/12/28		300		322,200


				101,816,025

Mexico — 0.3%
Mexico Government International Bond
2.66%, 05/24/31 (Call 02/24/31)		2,690		2,470,711
3.25%, 04/16/30 (Call 01/16/30)^(b)		17,765		17,231,517
3.50%, 02/12/34 (Call 11/12/33)		1,400		1,315,594
3.60%, 01/30/25		8,665		9,002,155
3.75%, 01/11/28		10,580		10,909,884
3.77%, 05/24/61 (Call 11/24/60)		7,660		6,199,008
3.90%, 04/27/25 (Call 03/27/25)		725		760,061
4.13%, 01/21/26		8,671		9,203,139
4.15%, 03/28/27		8,055		8,565,445
4.28%, 08/14/41 (Call 02/14/41)		2,503		2,351,869
4.35%, 01/15/47		4,600		4,279,564
4.40%, 02/12/52 (Call 08/12/51)		375		344,820
4.50%, 04/22/29		10,475		11,109,366


Security	Par (000)		Value

Mexico (continued)
4.50%, 01/31/50 (Call 07/31/49)	$	11,710	$	11,050,025
4.60%, 01/23/46		9,914		9,539,647
4.60%, 02/10/48		10,457		9,978,592
4.75%, 04/27/32 (Call 01/27/32)		7,267		7,768,496
4.75%, 03/08/44		16,473		16,322,931
5.00%, 04/27/51 (Call 10/27/50)		6,930		7,018,704
5.55%, 01/21/45		10,580		11,569,971
5.75%, October 12, 2110		10,254		10,445,340
6.05%, 01/11/40		9,818		11,200,473
6.75%, 09/27/34		10,167		12,542,418
7.50%, 04/08/33		3,674		4,846,263
8.30%, 08/15/31		4,483		6,199,227
11.50%, 05/15/26		500		681,175


				202,906,395

Panama — 0.1%
Panama Government International Bond
2.25%, 09/29/32 (Call 06/29/32)		10,900		9,618,378
3.16%, 01/23/30 (Call 10/23/29)		8,920		8,755,604
3.30%, 01/19/33 (Call 10/19/32)		500		480,690
3.75%, 03/16/25 (Call 12/16/24)		8,848		9,094,151
3.87%, 07/23/60 (Call 01/23/60)		9,360		8,032,752
3.88%, 03/17/28 (Call 12/17/27)		6,094		6,286,205
4.00%, 09/22/24 (Call 06/22/24)		7,295		7,533,473
4.30%, 04/29/53		6,777		6,360,689
4.50%, 05/15/47		3,998		3,930,754
4.50%, 04/16/50 (Call 10/16/49)		8,615		8,392,907
4.50%, 04/01/56 (Call 10/01/55)		9,380		9,005,644
6.70%, 01/26/36		5,541		6,829,393
7.13%, 01/29/26		4,012		4,644,412
8.88%, 09/30/27		4,961		6,432,681
9.38%, 04/01/29		2,735		3,731,306


				99,129,039

Peru — 0.1%
Peruvian Government International Bond
1.86%, 12/01/32 (Call 09/01/32)		6,370		5,468,199
2.39%, 01/23/26 (Call 12/23/25)		7,078		6,928,513
2.78%, 01/23/31 (Call 10/23/30)		13,519		12,819,527
2.78%, 12/01/60 (Call 06/01/60)		5,938		4,540,848
2.84%, 06/20/30		4,957		4,764,222
3.00%, 01/15/34 (Call 10/15/33)		6,510		6,023,768
3.23%, July 28, 2121 (Call 01/28/21)		3,738		2,782,791
3.30%, 03/11/41 (Call 09/11/40)		2,271		2,039,926
3.55%, 03/10/51 (Call 09/10/50)		5,238		4,772,185
3.60%, 01/15/72 (Call 07/15/71)		3,195		2,683,832
4.13%, 08/25/27		8,043		8,464,212
5.63%, 11/18/50		7,195		9,028,861
6.55%, 03/14/37		4,396		5,580,063
7.35%, 07/21/25		9,719		11,156,732
8.75%, 11/21/33		6,480		9,467,085


				96,520,764

Philippines — 0.1%
Philippine Government International Bond
1.65%, 06/10/31		963		857,041
1.95%, 01/06/32		835		759,341
2.46%, 05/05/30		5,119		4,906,715
2.65%, 12/10/45		2,945		2,423,882
2.95%, 05/05/45		5,172		4,455,730
3.00%, 02/01/28		8,831		8,956,047
3.20%, 07/06/46		5,100		4,562,613


Security	Par (000)		Value

Philippines (continued)
3.70%, 03/01/41	$	8,881	$	8,559,064
3.70%, 02/02/42		7,694		7,422,248
3.75%, 01/14/29		7,506		7,879,874
3.95%, 01/20/40		8,910		8,873,736
4.20%, 01/21/24		4,758		4,905,117
5.00%, 01/13/37		5,217		5,931,103
5.50%, 03/30/26		3,420		3,806,905
6.38%, 01/15/32		4,382		5,513,651
6.38%, 10/23/34		10,081		12,948,137
7.50%, 09/25/24^(b)		985		1,058,964
7.75%, 01/14/31		5,753		7,743,020
9.50%, 10/21/24^(b)		900		1,061,289
9.50%, 02/02/30		2,225		3,209,340
10.63%, 03/16/25		5,226		6,523,093


				112,356,910

Poland — 0.0%
Republic of Poland Government International Bond
3.00%, 03/17/23		10,162		10,265,653
3.25%, 04/06/26		3,035		3,137,431
4.00%, 01/22/24		7,804		8,059,581


				21,462,665

South Korea — 0.1%
Export-Import Bank of Korea
0.38%, 02/09/24		2,000		1,949,500
0.63%, 06/29/24		2,200		2,143,372
0.75%, 09/21/25		215		205,293
1.13%, 12/29/26		1,130		1,079,557
1.25%, 01/18/25		435		426,026
1.25%, 09/21/30		1,700		1,561,977
1.38%, 02/09/31		1,445		1,332,810
1.63%, 01/18/27		1,625		1,582,539
1.88%, 02/12/25		7,385		7,354,943
2.13%, 01/18/32		815		786,768
2.38%, 04/21/27		1,570		1,580,880
2.50%, 06/29/41		1,765		1,698,477
2.63%, 05/26/26		3,594		3,672,852
2.88%, 01/21/25		3,775		3,866,317
3.25%, 11/10/25		5,925		6,159,986
3.25%, 08/12/26		3,885		4,079,211
3.63%, 11/27/23		199		205,895
4.00%, 01/14/24		1,555		1,621,165
Korea Development Bank (The)
0.75%, 01/25/25		1,665		1,609,089
0.80%, 04/27/26		1,700		1,618,638
1.38%, 04/25/27^(b)		1,600		1,536,016
2.00%, 02/24/25		25		25,012
2.00%, 10/25/31		2,435		2,328,055
2.25%, 02/24/27		25		25,027
Korea International Bond
1.00%, 09/16/30		1,325		1,212,600
1.75%, 10/15/31		2,655		2,573,146
2.00%, 06/19/24		1,135		1,140,959
2.50%, 06/19/29		3,100		3,188,319
2.75%, 01/19/27		2,860		2,948,832
3.50%, 09/20/28		1,745		1,890,900
3.88%, 09/11/23		3,421		3,538,682
3.88%, 09/20/48		2,500		3,073,250
4.13%, 06/10/44		4,186		5,199,138


Security	Par (000)		Value

South Korea (continued)
5.63%, 11/03/25	$	25	$	28,113


				73,243,344

Supranational — 1.0%
African Development Bank
0.75%, 04/03/23		6,000		5,970,120
0.88%, 03/23/26		7,070		6,797,946
0.88%, 07/22/26		5,723		5,503,695
3.00%, 09/20/23		1,050		1,075,694
Asian Development Bank
0.25%, 07/14/23		10,975		10,819,265
0.25%, 10/06/23		2,175		2,136,503
0.38%, 06/11/24		1,030		1,002,437
0.38%, 09/03/25		1,805		1,718,829
0.50%, 02/04/26		4,160		3,951,085
0.63%, 04/29/25		13,705		13,242,867
0.75%, 10/08/30		749		681,395
1.00%, 04/14/26		2,520		2,435,227
1.50%, 10/18/24		14,619		14,578,798
1.50%, 03/04/31		1,059		1,021,924
1.75%, 08/14/26		2,200		2,196,722
1.75%, 09/19/29		8,155		8,053,715
1.88%, 01/24/30		9,176		9,139,296
2.00%, 01/22/25		6,152		6,210,998
2.00%, 04/24/26		5,685		5,717,916
2.13%, 03/19/25		570		577,313
2.38%, 08/10/27		315		323,140
2.50%, 11/02/27		5,977		6,169,041
2.63%, 01/30/24		11,026		11,266,257
2.63%, 01/12/27		5,909		6,128,224
2.75%, 03/17/23		5,441		5,530,940
2.75%, 01/19/28		6,815		7,133,192
3.13%, 09/26/28		809		871,447
5.82%, 06/16/28		10,405		12,754,761
6.22%, 08/15/27^(b)		855		1,030,694
6.38%, 10/01/28		615		775,509
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23		9,910		9,732,710
0.50%, 10/30/24		7,195		6,984,258
0.50%, 05/28/25		10,160		9,750,349
0.50%, 01/27/26		630		597,479
2.25%, 05/16/24		9,416		9,556,016
Corp. Andina de Fomento, 3.75%, 11/23/23		210		216,689
Council of Europe Development Bank
0.25%, 10/20/23		492		482,731
2.50%, 02/27/24		100		101,941
European Bank for Reconstruction & Development
0.25%, 07/10/23		3,773		3,719,574
0.50%, 05/19/25		1,670		1,604,269
0.50%, 11/25/25		1,060		1,009,502
0.50%, 01/28/26		130		123,455
1.50%, 02/13/25		4,430		4,404,483
1.63%, 09/27/24		1,475		1,475,900
2.75%, 03/07/23		2,570		2,610,991
European Investment Bank
0.25%, 09/15/23		8,323		8,182,757
0.38%, 12/15/25		3,035		2,876,512
0.38%, 03/26/26		1,675		1,581,317
0.63%, 07/25/25		13,562		13,058,985
0.63%, 10/21/27		1,900		1,773,422
0.75%, 10/26/26		6,242		5,953,620


Security	Par (000)		Value

Supranational (continued)
0.75%, 09/23/30	$	675	$	614,628
0.88%, 05/17/30		17,955		16,530,091
1.25%, 02/14/31		12,475		11,796,485
1.38%, 05/15/23		12,100		12,120,449
1.63%, 03/14/25		19,988		19,947,025
1.63%, 10/09/29		5,290		5,184,993
1.63%, 05/13/31		100		97,714
1.88%, 02/10/25		7,738		7,780,172
2.13%, 04/13/26		6,515		6,596,437
2.25%, 06/24/24		285		289,457
2.38%, 05/24/27		6,956		7,144,508
2.50%, 03/15/23		23,535		23,866,843
2.50%, 10/15/24^(b)		7,300		7,467,462
2.63%, 03/15/24		7,017		7,175,374
2.88%, 08/15/23		3,680		3,762,064
3.13%, 12/14/23		12,820		13,201,395
3.25%, 01/29/24		16,910		17,473,610
4.88%, 02/15/36		7,071		9,414,895
Inter-American Development Bank
0.25%, 11/15/23		3,510		3,441,836
0.50%, 05/24/23		7,485		7,418,383
0.63%, 07/15/25		645		621,012
0.63%, 09/16/27		1,090		1,018,191
0.88%, 04/03/25		7,825		7,629,531
0.88%, 04/20/26		3,625		3,486,017
1.13%, 07/20/28		10,145		9,672,344
1.13%, 01/13/31		1,810		1,692,929
1.75%, 03/14/25		18,554		18,585,913
2.00%, 06/02/26^(b)		8,488		8,538,504
2.00%, 07/23/26		5,303		5,349,932
2.13%, 01/15/25		10,811		10,954,354
2.25%, 06/18/29		9,434		9,642,586
2.38%, 07/07/27		4,594		4,715,236
2.63%, 01/16/24		8,434		8,614,656
3.00%, 10/04/23		5,816		5,962,098
3.00%, 02/21/24		17,515		18,025,212
3.13%, 09/18/28		10,765		11,573,236
3.20%, 08/07/42		4,945		5,483,807
3.88%, 10/28/41		6,100		7,428,458
4.38%, 01/24/44		3,235		4,253,734
7.00%, 06/15/25		90		104,726
International Bank for Reconstruction & Development
0.13%, 04/20/23		600		592,620
0.25%, 11/24/23		1,055		1,033,932
0.38%, 07/28/25		13,600		12,978,888
0.50%, 10/28/25		20,725		19,783,049
0.63%, 04/22/25		26,095		25,226,819
0.75%, 03/11/25		13,177		12,816,873
0.75%, 11/24/27		3,570		3,351,730
0.75%, 08/26/30		3,665		3,334,087
0.88%, 07/15/26		8,575		8,248,893
0.88%, 05/14/30		15,410		14,180,436
1.13%, 09/13/28		17,000		16,184,000
1.25%, 02/10/31		12,790		12,093,712
1.38%, 04/20/28		17,820		17,271,679
1.50%, 08/28/24		2,285		2,281,047
1.63%, 01/15/25		9,309		9,303,601
1.63%, 11/03/31		16,750		16,202,777
1.75%, 04/19/23^(b)		6,225		6,261,914
1.75%, 10/23/29		13,656		13,486,392


Security	Par (000)		Value

Supranational (continued)
1.88%, 06/19/23	$	1,349	$	1,359,279
1.88%, 10/27/26		7,005		7,034,421
2.13%, 03/03/25		5,844		5,919,271
2.50%, 03/19/24		14,049		14,333,914
2.50%, 11/25/24		16,734		17,127,082
2.50%, 07/29/25		17,605		18,035,266
2.50%, 11/22/27		7,975		8,240,328
3.00%, 09/27/23		13,580		13,922,488
3.13%, 11/20/25		4,437		4,648,601
4.75%, 02/15/35		672		863,339
International Finance Corp.
0.38%, 07/16/25		2,292		2,189,158
0.50%, 03/20/23		50		49,643
0.75%, 10/08/26		150		143,259
0.75%, 08/27/30^(b)		8,115		7,393,739
1.38%, 10/16/24		1,665		1,655,643
2.13%, 04/07/26		4,993		5,047,673
2.88%, 07/31/23		825		842,845
Nordic Investment Bank
0.38%, 05/19/23		3,750		3,709,537
0.38%, 09/11/25		25		23,779
2.25%, 05/21/24		2,150		2,181,627


				874,641,548

Sweden — 0.0%
Svensk Exportkredit AB
0.25%, 09/29/23		750		736,177
0.38%, 07/30/24		350		339,738
0.50%, 11/10/23		100		98,380
0.63%, 05/14/25		7,505		7,230,392
0.75%, 04/06/23		5,502		5,471,519
1.75%, 12/12/23		5,025		5,045,150
2.88%, 03/14/23		5,038		5,124,402


				24,045,758

Uruguay — 0.1%
Uruguay Government International Bond
4.13%, 11/20/45		1,982		2,163,423
4.38%, 10/27/27		11,690		12,639,462
4.38%, 01/23/31 (Call 10/23/30)		10,561		11,618,779
4.50%, 08/14/24		4,910		5,094,470
4.98%, 04/20/55		8,791		10,415,313
5.10%, 06/18/50		10,712		12,797,412
7.63%, 03/21/36		4,466		6,369,134


				61,097,993


Total Foreign Government Obligations — 2.5% (Cost: $2,220,645,212)				2,167,296,363


Municipal Debt Obligations

Alabama — 0.0%
Alabama Federal Aid Highway Finance Authority, 2.65%, 09/01/37 (Call 09/01/31)		1,150		1,113,070


Arizona — 0.0%
Salt River Project Agricultural Improvement & Power District RB BAB, 4.84%, 01/01/41		1,875		2,369,981


California — 0.3%
Bay Area Toll Authority RB
2.57%, 04/01/31		2,930		2,941,248
3.13%, 04/01/55 (Call 04/01/31)^(b)		470		449,381


Security	Par (000)		Value

California (continued)
Bay Area Toll Authority RB BAB
Series F-2, 6.26%, 04/01/49	$	4,735	$	7,157,383
Series S-1, 7.04%, 04/01/50^(b)		4,100		6,770,674
Series S-3, 6.91%, 10/01/50		1,300		2,178,991
California State University RB
Class B, 2.72%, 11/01/52		910		845,557
2.94%, 11/01/52 (Call 11/01/31)		1,000		930,939
Class B, 2.98%, 11/01/51 (Call 05/01/51)		3,315		3,189,129
Series E, 2.90%, 11/01/51 (Call 11/01/30)		1,895		1,751,164
City of San Francisco CA Public Utilities Commission Water Revenue RB
3.30%, 11/01/39 (Call 11/01/29)		1,670		1,707,446
Series E, 2.83%, 11/01/41 (Call 11/01/30)		980		946,172
City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, Series B, 6.00%, 11/01/40		2,500		3,231,275
East Bay Municipal Utility District Water System Revenue RB BAB, Series B, 5.87%, 06/01/40		4,480		6,103,772
Foothill-Eastern Transportation Corridor Agency RB
3.92%, 01/15/53 (Call 01/15/30)		1,025		1,050,967
Series A, 4.09%, 01/15/49 (Call 01/15/30)		2,040		2,106,702
Golden State Tobacco Securitization Corp. RB
Class B, 2.75%, 06/01/34 (Call 06/01/31)		1,270		1,238,250
Class B, 3.00%, 06/01/46		860		901,050
3.12%, 06/01/38 (Call 06/01/31) (SAP)		1,000		997,336
Class B, 3.29%, 06/01/42 (Call 06/01/31)		2,790		2,749,612
3.49%, 06/01/36 (Call 12/01/31)		230		219,975
3.71%, 06/01/41 (Call 12/01/31)		830		781,505
3.85%, 06/01/50 (Call 12/01/31)		1,320		1,297,783
4.21%, 06/01/50 (Call 12/01/31)		1,535		1,441,643
Los Angeles Community College District/CA GO
1.81%, 08/01/30		5,000		4,781,455
2.11%, 08/01/32 (Call 08/01/30)		3,000		2,897,931
Los Angeles Community College District/CA GO BAB, 6.75%, 08/01/49		1,100		1,785,277
Los Angeles County Metropolitan Transportation
Authority RB BAB, Series A, 5.74%, 06/01/39		815		1,038,415
Los Angeles County Public Works Financing Authority RB BAB, 7.62%, 08/01/40		1,150		1,797,158
Los Angeles Department of Water & Power System Revenue RB BAB
Series A, 5.72%, 07/01/39		2,100		2,848,606
Series A, 6.60%, 07/01/50		385		613,891
Series D, 6.57%, 07/01/45		2,470		3,909,326
Los Angeles Unified School District/CA GO BAB
5.75%, 07/01/34		4,760		5,998,871
5.76%, 07/01/29		2,170		2,538,299
Series RY, 6.76%, 07/01/34		3,025		4,062,599
Regents of the University of California Medical Center Pooled Revenue RB
Class A, 3.71%, 05/15/20 (Call 11/15/19)		2,600		2,602,371
Series N, Class A, 3.26%, 05/15/60 (Call 11/15/59)^(b)		1,835		1,848,025
Regents of the University of California Medical Center Pooled Revenue RB BAB
Series H, Class H, 6.55%, 05/15/48		2,575		3,759,297
Series F, 6.58%, 05/15/49^(b)		2,015		2,941,239
San Diego County Regional Transportation Commission RB, 3.25%, 04/01/48 (Call 04/01/30)		1,025		1,028,520
San Diego County Regional Transportation Commission RB BAB, 5.91%, 04/01/48		1,905		2,727,539


Security	Par (000)		Value

California (continued)
San Diego County Water Authority RB BAB, Series B, 6.14%, 05/01/49	$	2,350	$	3,387,309
San Joaquin Hills Transportation Corridor Agency RB, 3.49%, 01/15/50 (Call 01/15/32)		1,600		1,522,147
Santa Clara Valley Transportation Authority RB BAB, 5.88%, 04/01/32		2,620		3,076,422
State of California
2.50%, 10/01/29		6,000		5,996,202
3.38%, 04/01/25		3,000		3,142,086
State of California Department of Water Resources Power Supply Revenue RB, Series P, 2.00%, 05/01/22		1,865		1,869,497
State of California GO
3.50%, 04/01/28		860		916,706
4.50%, 04/01/33 (Call 04/01/28)		2,750		3,046,175
4.60%, 04/01/38 (Call 04/01/28)		1,640		1,820,161
Series A, 3.05%, 04/01/29		1,110		1,151,613
State of California GO BAB
7.30%, 10/01/39		5,220		7,712,080
7.35%, 11/01/39		2,130		3,174,326
7.50%, 04/01/34		8,030		11,692,122
7.55%, 04/01/39		12,470		19,400,739
7.60%, 11/01/40		6,825		10,908,978
7.63%, 03/01/40		3,350		5,218,178
University of California
Series AX, 3.06%, 07/01/25 (Call 04/01/25)		2,925		3,016,008
Series BG, 0.88%, 05/15/25 (Call 04/15/25)		950		919,276
Series BG, 1.32%, 05/15/27 (Call 03/15/27)		775		743,007
Series BG, 1.61%, 05/15/30 (Call 02/15/30)		2,990		2,801,648
University of California RB
Series AD, 4.86%, 05/15/12		3,285		4,408,444
Series AJ, 4.60%, 05/15/31		1,750		1,957,763
Series AQ, 4.77%, 05/15/15		835		1,088,220
Series BD, 3.35%, 07/01/29		4,670		4,953,007
Series BG, 3.07%, 05/15/51 (Call 05/15/31)^(b)		3,110		2,918,744
University of California RB BAB, 5.95%, 05/15/45		2,255		3,059,424


				208,067,055

Colorado — 0.0%
Regional Transportation District Sales Tax Revenue RB BAB, Series B, 5.84%, 11/01/50		700		1,044,928


Connecticut — 0.0%
State of Connecticut GO, Series A, 5.85%, 03/15/32^(b)		3,040		3,792,996
State of Connecticut GO BAB, Series D, 5.09%, 10/01/30		1,515		1,693,879


				5,486,875

District of Columbia — 0.0%
District of Columbia RB BAB, Series E, 5.59%, 12/01/34		700		855,714
District of Columbia Water & Sewer Authority RB 3.21%, 10/01/48 (Call 10/01/29)		1,000		1,010,492
Series A, 4.81%, 10/01/14		1,690		2,300,631
Metropolitan Washington Airports Authority Dulles Toll Road Revenue RB BAB, 7.46%, 10/01/46		1,300		2,099,024


				6,265,861

Florida — 0.0%
County of Broward FL Airport System Revenue RB, 3.48%, 10/01/43 (Call 10/01/29)		250		248,144


Security	Par (000)		Value

Florida (continued)
County of Miami-Dade FL Aviation Revenue RB, Series C, 4.28%, 10/01/41 (Call 10/01/28)	$	985	$	1,050,321
County of Miami-Dade FL Transit System RB, Series B, 2.60%, 07/01/42 (Call 07/01/30)		1,300		1,206,637
County of Miami-Dade FL Water & Sewer System Revenue RB, 3.49%, 10/01/42 (Call 10/01/29)		1,265		1,315,462
State Board of Administration Finance Corp.
1.26%, 07/01/25		4,385		4,266,723
2.15%, 07/01/30		4,902		4,743,665
State Board of Administration Finance Corp. RB, 1.71%, 07/01/27		3,000		2,925,837


				15,756,789

Georgia — 0.0%
City of Atlanta GA Water & Wastewater Revenue RB, 2.26%, 11/01/35 (Call 11/01/30)		1,330		1,265,917
Municipal Electric Authority of Georgia RB BAB
Project J, Series 2010-A, 6.64%, 04/01/57		3,880		5,537,214
Project M, Series 2010-A, 6.66%, 04/01/57		3,395		4,957,240
Project P, Series 2010-A, 7.06%, 04/01/57		321		448,966


				12,209,337

Idaho — 0.0%
Idaho Energy Resources Authority RB, 2.86%, 09/01/46		580		557,403


Illinois — 0.1%
Chicago O’Hare International Airport RB
Series C, 4.47%, 01/01/49^(b)		1,050		1,331,776
Series C, 4.57%, 01/01/54		2,450		3,204,632
Chicago O’Hare International Airport RB BAB, Series B, 6.40%, 01/01/40		500		725,590
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue RB
Series A, 6.90%, 12/01/40		2,400		3,218,393
Series B, 6.90%, 12/01/40		3,850		5,158,684
Illinois State Toll Highway Authority RB BAB, Series A, 6.18%, 01/01/34		1,820		2,390,604
Sales Tax Securitization Corp. RB, 3.24%, 01/01/42		5,125		4,933,115
State of Illinois, 4.95%, 06/01/23		26		25,998
State of Illinois GO, 5.10%, 06/01/33		27,923		30,776,647
State of Illinois GO BAB, Series 5, 7.35%, 07/01/35		3,900		4,734,877


				56,500,316

Indiana — 0.0%
Indiana Finance Authority RB, 3.05%, 01/01/51		645		622,337


Kansas — 0.0%
Kansas Development Finance Authority RB, 2.77%, 05/01/51		605		558,139
State of Kansas Department of Transportation RB BAB, 4.60%, 09/01/35		500		584,323


				1,142,462

Louisiana — 0.0%
State of Louisiana Gasoline & Fuels Tax Revenue RB, 2.95%, 05/01/41		1,185		1,161,525


Maryland — 0.0%
Maryland Health & Higher Educational Facilities Authority RB, Class D, 3.05%, 07/01/40 (Call 01/01/40)		2,500		2,421,020


Security	Par (000)		Value

Maryland (continued)
Maryland State Transportation Authority RB BAB, 5.89%, 07/01/43	$	1,500	$	2,018,974


				4,439,994

Massachusetts — 0.0%
Commonwealth of Massachusetts, 4.91%, 05/01/29		1,950		2,257,876
Commonwealth of Massachusetts GOL
2.51%, 07/01/41 (Call 07/01/30)		540		499,985
2.90%, 09/01/49		2,675		2,539,939
Series D, 2.66%, 09/01/39		1,977		1,930,579
Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39		3,700		4,826,905
Commonwealth of Massachusetts Transportation Fund Revenue RB BAB, Series A, 5.73%, 06/01/40		1,435		1,884,377
Massachusetts School Building Authority RB
3.40%, 10/15/40 (Call 10/15/29)		1,755		1,772,208
Series B, 1.75%, 08/15/30		2,050		1,954,757
Massachusetts School Building Authority RB BAB, Series B, 5.72%, 08/15/39		1,060		1,411,156
Massachusetts Water Resources Authority RB, 2.82%, 08/01/41 (Call 08/01/31)		925		903,455


				19,981,237

Michigan — 0.0%
Great Lakes Water Authority Sewage Disposal System Revenue RB, 3.06%, 07/01/39		1,685		1,677,413
Great Lakes Water Authority Water Supply System Revenue RB, 3.47%, 07/01/41 (Call 07/01/30)		575		585,592
Michigan Finance Authority RB
3.08%, 12/01/34		2,110		2,167,360
3.38%, 12/01/40		845		891,357
Michigan State Building Authority RB, 2.71%, 10/15/40 (Call 10/15/30)		1,250		1,172,896
Michigan Strategic Fund RB, 3.23%, 09/01/47 (Call 09/01/31)		460		452,725
University of Michigan RB, Series B, 2.44%, 04/01/40 (Call 10/01/39)		2,862		2,719,155


				9,666,498

Mississippi — 0.0%
State of Mississippi GO BAB, Series F, 5.25%, 11/01/34		1,000		1,199,855


Missouri — 0.0%
Health & Educational Facilities Authority of the State of Missouri RB, Series A, 3.65%, 08/15/57 (Call 02/15/57)		4,730		5,156,348


Nebraska — 0.0%
University of Nebraska Facilities Corp. RB, Series A, Class A, 3.04%, 10/01/49		1,000		997,400


Nevada — 0.0%
County of Clark Department of Aviation RB BAB, Series C, 6.82%, 07/01/45		850		1,272,560


New Jersey — 0.1%
New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC)		5,560		6,784,462
New Jersey State Turnpike Authority RB BAB, Series F, 7.41%, 01/01/40		6,979		10,732,495
New Jersey Transportation Trust Fund Authority RB
4.08%, 06/15/39		1,200		1,260,643
4.13%, 06/15/42		345		357,727


Security	Par (000)		Value

New Jersey (continued)
New Jersey Transportation Trust Fund Authority RB BAB
Series B, 6.56%, 12/15/40	$	2,650	$	3,637,605
Series C, 5.75%, 12/15/28		2,475		2,785,028
New Jersey Turnpike Authority RB BAB, Series A, 7.10%, 01/01/41		4,230		6,346,709
Rutgers The State University of New Jersey RB 3.27%, 05/01/43		1,000		1,031,124
Series P, 3.92%, 05/01/19 (Call 11/01/18)		1,475		1,531,476
Rutgers The State University of New Jersey RB BAB, Class H, 5.67%, 05/01/40		900		1,165,872


				35,633,141

New York — 0.1%
City of New York NY GO BAB
Series C-1, 5.52%, 10/01/37		3,000		3,844,521
Series F1, 6.27%, 12/01/37		1,255		1,703,356
Metropolitan Transportation Authority RB, Series C2, 5.18%, 11/15/49^(b)		3,880		4,819,022
Metropolitan Transportation Authority RB BAB
7.34%, 11/15/39		3,265		5,011,050
Series 2010-A, 6.67%, 11/15/39		50		67,494
Series A, 5.87%, 11/15/39		100		125,137
Series B, 6.65%, 11/15/39		220		297,653
Series E, 6.81%, 11/15/40		1,230		1,713,866
New York City Transitional Finance Authority Future Tax Secured Revenue RB BAB
5.51%, 08/01/37		2,235		2,821,080
5.57%, 11/01/38		2,100		2,636,735
Series C-2, 5.77%, 08/01/36		2,000		2,413,818
New York City Water & Sewer System RB BAB
5.44%, 06/15/43		1,385		1,882,804
5.72%, 06/15/42^(b)		3,145		4,378,956
5.88%, 06/15/44		3,200		4,587,872
6.01%, 06/15/42		1,860		2,638,177
New York State Dormitory Authority RB
3.19%, 02/15/43		450		457,413
Series B, 3.14%, 07/01/43		275		278,175
Series F, 3.11%, 02/15/39		2,350		2,371,329
New York State Dormitory Authority RB BAB
Series D, 5.60%, 03/15/40		2,075		2,672,770
Series F, 5.63%, 03/15/39		2,165		2,699,456
New York State Thruway Authority RB
Class M, 2.90%, 01/01/35		2,000		2,004,726
Series M, 3.50%, 01/01/42 (Call 01/01/30)		1,005		1,019,383
New York State Urban Development Corp. RB
Series B, 2.10%, 03/15/22		425		425,212
Series B, 3.90%, 03/15/33 (Call 09/15/28)		290		310,915
New York State Urban Development Corp. RB BAB, 5.77%, 03/15/39		1,260		1,494,150
Port Authority of New York & New Jersey RB
3.14%, 02/15/51 (Call 08/15/31)		1,145		1,094,990
3.29%, 08/01/69		1,300		1,265,622
4.03%, 09/01/48		1,440		1,581,916
Series 164, 5.65%, 11/01/40^(b)		2,255		2,927,254
Series 165, 5.65%, 11/01/40		1,795		2,330,120
Series 168, 4.93%, 10/01/51		2,500		3,204,597
Series 174, 4.46%, 10/01/62		6,585		7,887,098
Series 181, 4.96%, 08/01/46		2,000		2,523,608
Series 182, 5.31%, 08/01/46 (Call 08/01/24)		1,000		1,064,403
Series 192, 4.81%, 10/15/65		4,235		5,420,542


Security	Par (000)		Value

New York (continued)
Series 225, 3.18%, 07/15/60 (Call 07/15/31)	$	675	$	621,385
Series AAA, 1.09%, 07/01/23		2,255		2,246,929


				84,843,534

North Carolina — 0.0%
Charlotte-Mecklenburg Hospital Authority (The) RB, 3.20%, 01/15/51 (Call 01/15/50)		750		747,469


Ohio — 0.0%
American Municipal Power Inc. RB BAB
5.94%, 02/15/47		1,300		1,811,740
Series B, 8.08%, 02/15/50		4,075		7,018,385
JobsOhio Beverage System RB
2.83%, 01/01/38		1,950		1,903,658
Series B, 4.53%, 01/01/35		2,400		2,771,383
Ohio State University (The) RB
Series A, 3.80%, 12/01/46		3,750		4,298,408
Series A, 4.05%, 12/01/56		500		608,893
Series A, 4.80%, 06/01/11		350		475,311
Ohio State University (The) RB BAB, Series C, 4.91%, 06/01/40		1,795		2,277,575
Ohio Turnpike & Infrastructure Commission RB, Series A, Class A, 3.22%, 02/15/48 (Call 02/15/30)		1,775		1,736,012
Ohio Water Development Authority Water Pollution Control Loan Fund RB, Series B-2, 4.88%, 12/01/34 .		1,115		1,280,226


				24,181,591

Oregon — 0.0%
Oregon School Boards Association
Series B, 5.55%, 06/30/28 (NPFGC)		50		57,062
Series B, 5.68%, 06/30/28 (NPFGC)		1,000		1,158,938
Oregon State University RB, 3.42%, 03/01/60 (Call 03/01/30) (BAM)		1,100		1,106,761
State of Oregon Department of Transportation RB BAB, Series 2010-A, 5.83%, 11/15/34		2,085		2,734,263
State of Oregon GO, 5.89%, 06/01/27		8,020		9,080,549


				14,137,573

Pennsylvania — 0.0%
City of Philadelphia PA Water & Wastewater Revenue RB, 2.93%, 07/01/45 (Call 07/01/31)		1,030		1,000,197
Commonwealth Financing Authority RB
Class A, 2.99%, 06/01/42		1,130		1,097,135
Series A, 4.14%, 06/01/38		50		55,892
Pennsylvania State University (The) RB
2.79%, 09/01/43		1,250		1,208,336
2.84%, 09/01/50		975		895,884
Pennsylvania Turnpike Commission RB BAB, Series B, 5.51%, 12/01/45		1,000		1,326,740
University of Pittsburgh-of the Commonwealth System of Higher Education RB, 3.56%, 09/15/19 (Call 03/15/19)		2,000		1,975,048


				7,559,232

South Carolina — 0.0%
South Carolina Public Service Authority RB BAB, Series C, 6.45%, 01/01/50		1,000		1,471,725


Tennessee — 0.0%
Metropolitan Government Nashville & Davidson County Health & Educational Facility Building RB, Series 2016B, 4.05%, 07/01/26 (Call 04/01/26)		1,000		1,068,663


Security	Par (000)		Value

Texas — 0.1%
City of Houston TX GOL, Series A, 6.29%, 03/01/32	$	530	$	640,435
City of San Antonio Texas Electric & Gas Systems Revenue RB BAB
2.91%, 02/01/48 (Call 02/01/31)		480		455,557
5.81%, 02/01/41		1,875		2,529,862
Series C, 5.99%, 02/01/39		1,000		1,343,534
Dallas Area Rapid Transit RB, 2.61%, 12/01/48 (Call 12/01/31)		870		792,585
Dallas Area Rapid Transit RB BAB
5.02%, 12/01/48^(b)		3,250		4,228,640
Series B, 6.00%, 12/01/44		400		563,769
Dallas Convention Center Hotel Development Corp. RB BAB, 7.09%, 01/01/42		700		941,005
Dallas County Hospital District GOL BAB, Series C, 5.62%, 08/15/44		1,250		1,680,538
Dallas Fort Worth International Airport RB 2.84%, 11/01/46 (Call 11/01/31)		220		209,508
Class A, 2.99%, 11/01/38		1,200		1,238,830
Series A, Class A, 3.14%, 11/01/45		1,405		1,405,111
Series C, Class C, 2.92%, 11/01/50^(b)		2,670		2,601,715
Series C, Class C, 3.09%, 11/01/40 (Call 11/01/30)		340		342,762
Dallas Independent School District GO BAB, Series C, 6.45%, 02/15/35 (Call 03/31/22) (PSF)		400		431,292
Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30)		4,805		4,573,269
North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49		4,120		6,396,671
Permanent University Fund - Texas A&M University System RB, Series B, 3.66%, 07/01/47 (Call 07/01/27)		2,000		2,104,792
Permanent University Fund - University of Texas System RB, Series A, 3.38%, 07/01/47 (Call 01/01/47)		1,625		1,744,325
State of Texas GO BAB
5.52%, 04/01/39		2,300		3,044,917
Series A, 4.63%, 04/01/33		1,255		1,459,138
Series A, 4.68%, 04/01/40		2,250		2,761,636
Texas Private Activity Bond Surface Transportation Corp. RB, Series B, 3.92%, 12/31/49		3,350		3,396,900
Texas Transportation Commission GO, 2.47%, 10/01/44 (Call 10/01/30)		2,395		2,136,802
Texas Transportation Commission State Highway Fund, First Class, 5.18%, 04/01/30		5,115		5,939,390
Texas Transportation Commission State Highway Fund RB, 4.00%, 10/01/33		2,725		3,119,425
University of Texas System (The) RB, Series B, 2.44%, 08/15/49 (Call 02/15/49)^(b)		765		680,135
University of Texas System (The) RB BAB, Series C, 4.79%, 08/15/46		2,400		2,969,890


				59,732,433

Utah — 0.0%
State of Utah, Series B, 3.54%, 07/01/25		1,630		1,674,615


Virginia — 0.0%
University of Virginia RB
2.26%, 09/01/50 (Call 03/01/50)^(b)		2,790		2,343,112
2.58%, 11/01/51 (Call 05/01/51)		1,000		899,729
Series A, 3.23%, 09/01/19 (Call 03/01/19)		790		737,714
Series C, 4.18%, 09/01/17 (Call 03/01/17)		840		1,027,230


				5,007,785


Security	Par (000)		Value

Washington — 0.0%
Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Revenue RB BAB, 5.49%, 11/01/39	$	1,200	$	1,579,054
State of Washington GO BAB, Series F, 5.14%, 08/01/40^(b)		2,165		2,782,092


				4,361,146

Wisconsin — 0.0%
State of Wisconsin RB
Series A, 5.70%, 05/01/26		240		263,429
Series C, 3.15%, 05/01/27		2,580		2,723,796


				2,987,225


Total Municipal Debt Obligations — 0.7% (Cost: $565,577,555)				598,417,963


U.S. Government & Agency Obligations

Mortgage-Backed Securities — 29.5%
Federal Home Loan Mortgage Corp.
1.50%, 07/01/36		3,855		3,753,965
1.50%, 02/01/37		32,914		32,053,250
1.50%, 03/01/37		51,343		49,952,911
1.50%, 05/01/51		50,031		46,461,746
1.50%, 11/01/51		470		436,257
2.00%, 11/01/35		19,091		19,001,233
2.00%, 04/01/36		695		690,259
2.00%, 08/01/36		15,093		15,001,292
2.00%, 09/01/36		25,794		25,628,482
2.00%, 10/01/36		7,529		7,483,307
2.00%, 11/01/36		23,593		23,441,515
2.00%, 12/01/36		20,022		19,899,795
2.00%, 01/01/37		61,847		61,490,463
2.00%, 08/01/41, (12 mo. LIBOR US + 1.763%)^(a)		210		218,556
2.00%, 12/01/50		13,484		12,993,705
2.00%, 01/01/51		21,490		20,640,768
2.00%, 03/01/51		135,548		130,324,526
2.00%, 05/01/51		11,275		10,837,201
2.00%, 08/01/51		22,926		22,033,269
2.00%, 10/01/51		145,201		139,579,308
2.00%, 11/01/51		58,857		56,555,076
2.00%, 12/01/51		76,198		73,154,802
2.00%, 01/01/52		64,576		61,990,108
2.00%, 03/01/52		9,471		9,087,090
2.03%, 11/01/40, (12 mo. LIBOR US + 1.775%)^(a)		15		15,810
2.11%, 12/01/38, (12 mo. LIBOR US + 1.762%)^(a)		578		602,073
2.13%, 09/01/41, (12 mo. LIBOR US + 1.880%)^(a)		225		232,997
2.15%, 11/01/40, (12 mo. LIBOR US + 1.900%)^(a)		245		252,875
2.15%, 11/01/41, (12 mo. LIBOR US + 1.891%)^(a)		577		604,100
2.15%, 01/01/42, (12 mo. LIBOR US + 1.900%)^(a)		77		79,854
2.16%, 11/01/40, (12 mo. LIBOR US + 1.910%)^(a)		444		462,692
2.50%, 10/01/27		136		137,861
2.50%, 02/01/28		1,809		1,835,984
2.50%, 01/01/30		13,159		13,379,031
2.50%, 03/01/31		121		123,196
2.50%, 08/01/31		4,208		4,279,226
2.50%, 10/01/31		8,666		8,813,931
2.50%, 11/01/31		51		51,555
2.50%, 12/01/31		12,826		13,044,673
2.50%, 02/01/32		15,763		16,031,097
2.50%, 08/01/32		185		188,612


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 01/01/33	$	14,347	$	14,595,255
2.50%, 02/01/33		44		44,723
2.50%, 04/01/33		1,629		1,654,403
2.50%, 07/01/35		16,493		16,780,845
2.50%, 03/01/36		1,113		1,129,945
2.50%, 07/01/36		26,847		27,185,544
2.50%, 07/01/50		45,256		44,821,134
2.50%, 10/01/50		12,770		12,644,059
2.50%, 11/01/50		8,541		8,455,780
2.50%, 04/01/51		17,186		17,009,946
2.50%, 07/01/51		1,804		1,783,606
2.50%, 01/01/52		22,457		22,176,325
2.96%, 05/01/42, (12 mo. LIBOR US + 1.803%)^(a)		424		442,407
3.00%, 11/01/26		325		334,210
3.00%, 01/01/27		154		158,124
3.00%, 02/01/27		378		388,056
3.00%, 04/01/27		252		258,623
3.00%, 05/01/27		2,067		2,123,110
3.00%, 06/01/27		2,091		2,149,254
3.00%, 07/01/27		65		67,087
3.00%, 08/01/27		269		275,738
3.00%, 09/01/27		1,167		1,199,770
3.00%, 11/01/27		452		463,612
3.00%, 12/01/27		218		224,272
3.00%, 01/01/28		59		60,214
3.00%, 11/01/28		223		228,790
3.00%, 01/01/29		227		232,360
3.00%, 03/01/29		688		707,730
3.00%, 05/01/29		33,470		34,402,253
3.00%, 05/01/30		4,956		5,099,395
3.00%, 06/01/30		3,115		3,216,342
3.00%, 07/01/30		5,900		6,070,767
3.00%, 12/01/30		13,698		14,095,419
3.00%, 02/01/31		4,305		4,434,884
3.00%, 05/01/31		8,929		9,197,276
3.00%, 06/01/31		6,474		6,669,021
3.00%, 08/01/31		55		56,181
3.00%, 12/01/31		33		34,431
3.00%, 02/01/32		122		125,952
3.00%, 07/01/32		10,043		10,353,867
3.00%, 09/01/32		11		11,788
3.00%, 02/01/33		24		24,843
3.00%, 05/01/33		2,158		2,227,186
3.00%, 06/01/42		541		557,064
3.00%, 10/01/42		218		224,370
3.00%, 01/01/43		577		593,312
3.00%, 02/01/43		15,280		15,720,362
3.00%, 12/01/44		41		42,184
3.00%, 04/01/45		313		320,643
3.00%, 08/01/45		219		224,471
3.00%, 12/01/45		17		17,132
3.00%, 01/01/46		1,235		1,264,923
3.00%, 02/01/46		144		147,791
3.00%, 07/01/46		2,815		2,882,203
3.00%, 08/01/46		50,539		51,737,728
3.00%, 09/01/46		19,970		20,508,630
3.00%, 10/01/46		39,631		40,570,779
3.00%, 11/01/46		29,917		30,626,365
3.00%, 12/01/46		66,930		68,517,599
3.00%, 01/01/47		15,675		16,047,005


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 02/01/47	$	33,621	$	34,418,541
3.00%, 03/01/47		168		172,106
3.00%, 04/01/47		436		446,471
3.00%, 05/01/47		26,910		27,547,765
3.00%, 06/01/47		25,436		26,039,075
3.00%, 08/01/47		3,478		3,560,884
3.00%, 09/01/47		795		814,206
3.00%, 10/01/47		8,670		8,875,534
3.00%, 11/01/47		14		14,240
3.00%, 01/01/48		20		20,293
3.00%, 03/01/48		70		71,211
3.00%, 11/01/48		1,363		1,385,795
3.00%, 03/01/49		229		232,020
3.00%, 05/01/49		234		238,531
3.00%, 06/01/49		214		216,895
3.00%, 06/01/50		25,291		25,557,511
3.00%, 05/01/51		66,023		67,711,095
3.00%, 11/01/51		22,626		22,878,932
3.00%, 01/01/52		49,739		50,370,500
3.50%, 11/01/25		1,112		1,148,382
3.50%, 03/01/26		1,112		1,150,975
3.50%, 06/01/26		234		242,376
3.50%, 03/01/32		870		912,155
3.50%, 05/01/32		2,635		2,740,908
3.50%, 09/01/32		2,364		2,455,289
3.50%, 06/01/33		195		202,598
3.50%, 07/01/33		8,364		8,691,994
3.50%, 11/01/33		23		23,376
3.50%, 06/01/34		6,956		7,231,911
3.50%, 03/01/38		4,316		4,510,553
3.50%, 06/01/38		1,165		1,215,788
3.50%, 09/01/38		790		824,590
3.50%, 02/01/42		80		83,411
3.50%, 05/01/42		7		7,351
3.50%, 09/01/42		9		9,869
3.50%, 10/01/42		8,765		9,179,145
3.50%, 11/01/42		676		707,943
3.50%, 01/01/43		12		12,909
3.50%, 04/01/43		4,747		4,966,614
3.50%, 06/01/43		966		1,011,057
3.50%, 07/01/43		1,516		1,585,881
3.50%, 08/01/43		5,545		5,801,669
3.50%, 10/01/43		1,429		1,495,612
3.50%, 01/01/44		14,284		14,956,559
3.50%, 02/01/44		7,600		7,953,479
3.50%, 09/01/44		6,167		6,454,776
3.50%, 10/01/44		8,637		9,043,358
3.50%, 11/01/44		89		93,755
3.50%, 12/01/45		10,597		11,130,917
3.50%, 01/01/46		466		486,061
3.50%, 03/01/46		31,418		32,847,369
3.50%, 05/01/46		4,099		4,270,593
3.50%, 06/01/46		122		126,632
3.50%, 07/01/46		5,659		5,896,476
3.50%, 08/01/46		3,942		4,110,857
3.50%, 09/01/46		6,394		6,662,392
3.50%, 10/01/46		1,633		1,700,992
3.50%, 11/01/46		921		959,214
3.50%, 12/01/46		4,655		4,862,303
3.50%, 01/01/47		2,335		2,433,147


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 02/01/47	$	6,033	$	6,285,783
3.50%, 03/01/47		4,037		4,206,451
3.50%, 04/01/47		9,394		9,739,730
3.50%, 05/01/47		1,919		1,993,683
3.50%, 07/01/47		8,193		8,494,733
3.50%, 08/01/47		22,543		23,480,661
3.50%, 09/01/47		28,606		29,874,147
3.50%, 12/01/47		5,385		5,583,839
3.50%, 01/01/48		23,021		24,117,837
3.50%, 02/01/48		26,503		27,461,036
3.50%, 03/01/48		10,016		10,392,112
3.50%, 04/01/48		2,277		2,386,752
3.50%, 05/01/48		11,944		12,391,061
3.50%, 04/01/49		1,565		1,627,012
3.50%, 05/01/49		5,719		5,925,523
3.50%, 06/01/49		3,274		3,398,456
3.50%, 04/01/50		2,790		2,874,129
3.50%, 07/01/51		5,977		6,159,523
4.00%, 05/01/25		124		129,080
4.00%, 10/01/25		679		704,550
4.00%, 02/01/26		433		449,276
4.00%, 05/01/26		752		780,726
4.00%, 12/01/32		1,531		1,589,155
4.00%, 05/01/33		3,073		3,191,481
4.00%, 09/01/41		3,703		3,943,656
4.00%, 02/01/42		2,719		2,895,298
4.00%, 03/01/42		640		681,318
4.00%, 06/01/42		3,890		4,141,922
4.00%, 08/01/42		1,680		1,789,161
4.00%, 07/01/44		4,678		4,982,928
4.00%, 01/01/45		1,268		1,345,095
4.00%, 02/01/45		1,652		1,767,208
4.00%, 06/01/45		2,326		2,460,422
4.00%, 08/01/45		4,626		4,891,930
4.00%, 09/01/45		7,379		7,804,282
4.00%, 01/01/46		2,160		2,284,400
4.00%, 02/01/46		191		201,581
4.00%, 03/01/46		497		523,298
4.00%, 05/01/46		4,436		4,674,342
4.00%, 06/01/46		103		108,351
4.00%, 07/01/46		3,819		4,052,440
4.00%, 08/01/46		160		170,734
4.00%, 10/01/46		3,572		3,777,756
4.00%, 11/01/46		10,821		11,402,046
4.00%, 02/01/47		4,327		4,559,684
4.00%, 08/01/47		346		364,003
4.00%, 10/01/47		942		990,724
4.00%, 11/01/47		1,767		1,857,167
4.00%, 01/01/48		7,466		7,848,440
4.00%, 02/01/48		10,433		10,997,086
4.00%, 04/01/48		197		208,868
4.00%, 05/01/48		2,361		2,472,977
4.00%, 06/01/48		18,454		19,552,687
4.00%, 07/01/48		18,408		19,294,278
4.00%, 08/01/48		2,365		2,478,754
4.00%, 09/01/48		4,667		4,891,101
4.00%, 10/01/48		2,396		2,517,866
4.00%, 12/01/48		11,445		12,062,557
4.00%, 01/01/49		2,262		2,371,451
4.50%, 04/01/22		1		554


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 05/01/23	$	0	^(h)	$	461
4.50%, 07/01/24		117			120,019
4.50%, 08/01/24		31			32,124
4.50%, 09/01/24		96			98,322
4.50%, 10/01/24		89			91,303
4.50%, 08/01/30		1,475			1,570,269
4.50%, 03/01/39		1,204			1,302,126
4.50%, 05/01/39		1,418			1,533,709
4.50%, 10/01/39		885			957,152
4.50%, 01/01/40		235			254,501
4.50%, 02/01/41		1,757			1,900,118
4.50%, 04/01/41		55			59,537
4.50%, 05/01/41		4,457			4,820,605
4.50%, 05/01/42		4,555			4,926,901
4.50%, 01/01/45		3,373			3,634,050
4.50%, 11/01/45		176			188,912
4.50%, 12/01/45		167			180,481
4.50%, 01/01/46		5,308			5,718,997
4.50%, 03/01/46		258			277,992
4.50%, 04/01/46		686			733,810
4.50%, 05/01/46		562			599,968
4.50%, 07/01/46		236			252,220
4.50%, 08/01/46		378			403,862
4.50%, 09/01/46		2,875			3,114,221
4.50%, 05/01/47		2,805			2,976,325
4.50%, 06/01/47		1,536			1,630,536
4.50%, 11/01/47		184			197,158
4.50%, 05/01/48		9,976			10,582,817
4.50%, 06/01/48		7,747			8,257,856
4.50%, 07/01/48		5,727			6,107,865
4.50%, 09/01/48		269			285,547
4.50%, 10/01/48		9,488			10,220,176
4.50%, 11/01/48		43			45,810
4.50%, 12/01/48		10,097			10,711,105
4.50%, 01/01/49		2,341			2,483,594
4.50%, 05/01/49		19			19,892
5.00%, 12/01/24		0			34
5.00%, 08/01/25		623			671,692
5.00%, 04/01/33		3,625			3,955,525
5.00%, 06/01/33		432			470,915
5.00%, 12/01/33		888			968,411
5.00%, 07/01/35		1,555			1,703,477
5.00%, 01/01/36		678			742,051
5.00%, 01/01/37		87			95,776
5.00%, 02/01/37		87			95,428
5.00%, 02/01/38		454			497,361
5.00%, 03/01/38		2,970			3,273,725
5.00%, 12/01/38		388			427,155
5.00%, 03/01/40		102			112,947
5.00%, 08/01/40		450			496,053
5.00%, 09/01/40		1,864			2,055,848
5.00%, 08/01/41		639			704,797
5.00%, 09/01/47		694			748,226
5.00%, 03/01/48		431			464,524
5.00%, 04/01/48		6,308			6,805,640
5.00%, 05/01/48		2,516			2,713,919
5.00%, 07/01/48		1,332			1,437,262
5.00%, 10/01/48		825			893,232
5.00%, 11/01/48		1,864			2,037,011
5.00%, 04/01/49		895			965,263


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
5.00%, 06/01/49	$	889	$	985,459
5.50%, 02/01/34		1,482		1,637,891
5.50%, 05/01/35		1,171		1,305,016
5.50%, 06/01/35		635		707,257
5.50%, 05/01/36		806		897,441
5.50%, 07/01/36		1,408		1,571,950
5.50%, 03/01/38		1,276		1,433,771
5.50%, 04/01/38		276		309,311
5.50%, 01/01/39		684		763,969
5.50%, 11/01/39		688		769,974
6.00%, 10/01/36		808		910,262
6.00%, 02/01/37		679		772,594
6.00%, 11/01/37		2,207		2,511,205
6.00%, 09/01/38		35		40,076
Federal National Mortgage Association
1.50%, 04/01/36		374		364,657
1.50%, 10/01/36		15,098		14,703,363
1.50%, 02/01/37		138,192		134,578,250
1.50%, 03/01/37		101,179		98,438,577
1.50%, 11/01/50		99,421		92,405,779
1.50%, 01/01/51		27,583		25,636,822
1.50%, 11/01/51		96,617		89,662,772
1.67%, 10/25/31^(a)		29,670		28,012,503
1.95%, 04/01/44, (12 mo. LIBOR US + 1.590%)^(a)		294		305,435
2.00%, 06/01/36		40,066		39,808,482
2.00%, 08/01/36		16,282		16,183,160
2.00%, 10/01/36		585		581,977
2.00%, 11/01/36		30,941		30,759,327
2.00%, 12/01/36		82,912		82,407,936
2.00%, 01/01/37		30,336		30,151,590
2.00%, 08/01/41, (12 mo. LIBOR US + 1.750%)^(a)		231		241,491
2.00%, 07/01/50		67,659		65,200,428
2.00%, 11/01/50		2,845		2,741,257
2.00%, 12/01/50		76,385		73,609,950
2.00%, 02/01/51		122,654		117,978,240
2.00%, 03/01/51		109,421		105,204,045
2.00%, 04/01/51		181,885		174,719,368
2.00%, 06/01/51		166,157		159,731,224
2.00%, 07/01/51		212,983		204,742,958
2.00%, 08/01/51		28,611		27,486,225
2.00%, 10/01/51		622,414		597,809,050
2.00%, 11/01/51		237,604		228,174,438
2.00%, 12/01/51		305,994		293,805,210
2.00%, 02/01/52		274,069		262,984,648
2.07%, 10/01/41, (12 mo. LIBOR US + 1.815%)^(a)		581		608,023
2.24%, 02/01/42, (12 mo. LIBOR US + 1.805%)^(a)		106		109,362
2.50%, 06/01/32		1,024		1,040,709
2.50%, 08/01/34		872		885,672
2.50%, 09/01/35		30,388		30,767,498
2.50%, 03/01/36		448		455,127
2.50%, 04/01/36		1,790		1,818,904
2.50%, 05/01/36		24,327		24,693,610
2.50%, 07/01/36		15,379		15,628,761
2.50%, 05/01/43		255		255,611
2.50%, 12/01/47		212		211,915
2.50%, 10/01/50		102,307		101,411,108
2.50%, 11/01/50		8,844		8,755,926
2.50%, 01/01/51		67,426		66,720,136
2.50%, 02/01/51		2,675		2,643,175
2.50%, 07/01/51		153,167		151,384,728


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 08/01/51	$	222,237	$	219,770,502
2.50%, 09/01/51		18,258		18,033,681
2.50%, 10/01/51		58,195		57,491,579
2.50%, 11/01/51		81,274		80,346,883
2.50%, 12/01/51		289,878		286,525,637
2.50%, 01/01/52		396,556		391,626,030
2.50%, 02/01/52		3,985		3,934,672
2.50%, 03/01/52		114,000		112,657,292
3.00%, 03/01/30		25,776		26,500,401
3.00%, 04/01/35		29,451		30,267,205
3.00%, 05/01/45		2,968		3,053,917
3.00%, 12/01/46		1,320		1,353,409
3.00%, 02/01/47		11,150		11,468,925
3.00%, 03/01/47		8,379		8,486,120
3.00%, 11/01/48		25,168		25,748,707
3.00%, 11/01/49		12,786		12,960,427
3.00%, 02/01/50		175		177,820
3.00%, 06/01/50		6,666		6,756,929
3.00%, 09/01/50		273		276,184
3.00%, 11/01/50		2,004		2,024,860
3.00%, 12/01/50		708		715,652
3.00%, 07/01/51		4,492		4,540,100
3.00%, 08/01/51		72,762		73,850,142
3.50%, 05/01/35		455		471,043
3.50%, 02/01/48		1,007		1,048,714
3.50%, 11/01/48		46,124		47,824,401
3.50%, 03/01/49		1,191		1,231,226
3.50%, 07/01/50		17,818		18,354,567
3.50%, 05/01/51		1,008		1,061,160
3.50%, 11/01/51		7,170		7,572,205
4.00%, 12/01/41		1,309		1,393,250
4.00%, 02/01/47		12,019		12,791,467
4.00%, 05/01/47		1,470		1,544,472
4.00%, 01/01/48		393		413,244
4.00%, 04/01/48		954		1,001,677
4.00%, 10/01/48		309		323,388
4.00%, 02/01/49		1,127		1,186,647
4.00%, 03/01/49		41,802		43,785,512
4.00%, 06/01/49		14,726		15,469,318
4.00%, 07/01/49		62,731		65,707,018
4.00%, 01/01/57		8,053		8,800,919
4.00%, 02/01/57		9,022		9,859,745
4.50%, 08/01/47		388		411,029
Series 2015-M10, Class A2, 3.09%, 04/25/27^(a)		4,464		4,668,163
Series 2016-M11, Class A1, 2.08%, 07/25/26		1,317		1,322,909
Series 2016-M6, Class A2, 2.49%, 05/25/26		10,000		10,159,077
Series 2017, Class A2, 2.96%, 09/25/27^(a)		1,900		1,989,747
Series 2017-M4, Class A2, 2.57%, 12/25/26^(a)		24,408		25,024,234
Series 2017-M7, Class A2, 2.96%, 02/25/27^(a)		17,006		17,544,039
Series 2017-M8, Class A2, 3.06%, 05/25/27^(a)		10,199		10,682,148
Series 2018-M10, Class A2, 3.36%, 07/25/28^(a)		3,000		3,226,586
Series 2018-M12, Class A2, 3.64%, 08/25/30^(a)		12,300		13,511,058
Series 2018-M13, Class A2, 3.71%, 09/25/30^(a)		9,765		10,768,137
Series 2018-M2, Class A2, 2.90%, 01/25/28^(a)		9,345		9,770,699
Series 2019-M2, Class A2, 3.63%, 11/25/28^(a)		5,561		6,056,637
Series 2019-M22, Class A2, 2.52%, 08/25/29		25,000		25,556,156
Series 2021-M13, Class A2, 1.60%, 04/25/31^(a)		17,050		16,043,882
Series 2021-M17, Class A2, 1.71%, 07/25/31^(a)		20,500		19,413,827


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
FHLMC Multifamily Structured Pass Through Certificates
Series K024, Class A2, 2.57%, 09/25/22
(Call 09/25/22)	$	861	$	865,258
Series K722, Class A2, 2.41%, 03/25/23
(Call 03/25/23)		15,000		15,105,996
Series K725, Class A1, 2.67%, 05/25/23
(Call 07/25/22)		2,933		2,943,241
Freddie Mac Multifamily Structured Pass Through Certificates
2.15%, 10/25/31 (Call 10/25/31)^(a)		4,670		4,596,325
Series K026, Class A2, 2.51%, 11/25/22
(Call 11/25/22)		11,900		11,973,716
Series K031, Class A2, 3.30%, 04/25/23
(Call 04/25/23)^(a)		5,100		5,191,216
Series K033, Class A2, 3.06%, 07/25/23
(Call 07/25/23)^(a)		2,900		2,952,916
Series K034, Class A2, 3.53%, 07/25/23
(Call 07/25/23)^(a)		33,500		34,263,082
Series K036, Class A2, 3.53%, 10/25/23
(Call 10/25/23)^(a)		8,685		8,888,306
Series K037, Class A2, 3.49%, 01/25/24
(Call 01/25/24)		10,700		10,976,333
Series K046, Class A2, 3.21%, 03/25/25
(Call 03/25/25)		5,000		5,174,404
Series K048, Class A2, 3.28%, 06/25/25
(Call 06/25/25)^(a)		14,000		14,543,047
Series K052, Class A2, 3.15%, 11/25/25
(Call 11/25/25)		19,250		19,984,854
Series K053, Class A2, 3.00%, 12/25/25
(Call 12/25/25)		15,000		15,505,895
Series K059, Class A2, 3.12%, 09/25/26
(Call 09/25/26)^(a)		14,300		14,920,028
Series K063, Class A2, 3.43%, 01/25/27
(Call 01/25/27)^(a)		20,000		21,174,122
Series K066, Class A2, 3.12%, 06/25/27
(Call 06/25/27)		18,250		19,121,077
Series K067, Class A1, 2.90%, 03/25/27
(Call 03/25/27)		11,399		11,674,227
Series K069, Class A2, 3.19%, 09/25/27
(Call 09/25/27)^(a)		3,150		3,316,618
Series K072, Class A2, 3.44%, 12/25/27
(Call 12/25/27)		10,000		10,684,735
Series K074, Class A2, 3.60%, 01/25/28
(Call 01/25/28)		10,000		10,777,696
Series K076, Class A2, 3.90%, 04/25/28
(Call 04/25/28)		8,000		8,773,048
Series K081, Class A2, 3.90%, 08/25/28
(Call 08/25/28)^(a)		19,091		21,041,582
Series K085, Class A2, 4.06%, 10/25/28
(Call 10/25/28)^(a)		20,000		22,115,291
Series K089, Class A2, 3.56%, 01/25/29
(Call 01/25/29)		10,000		10,859,496
Series K100, Class A2, 2.67%, 09/25/29
(Call 09/25/29)		10,000		10,326,233
Series K101, Class A2, 2.52%, 10/25/29
(Call 10/25/29)		31,000		31,697,022
Series K105, Class A2, 1.87%, 03/25/53
(Call 01/25/30)		4,775		4,659,144


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series K108, Class A2, 1.52%, 03/25/30
(Call 03/25/30)	$	2,000	$	1,900,028
Series K110, Class A2, 1.48%, 04/25/30
(Call 04/25/30)		13,200		12,484,461
Series K111, Class A2, 1.35%, 05/25/30
(Call 05/25/30)		5,000		4,677,228
Series K117, Class A2, 1.41%, 08/25/30
(Call 08/25/30)		15,000		14,037,004
Series K126, Class A2, 2.07%, 01/25/31
(Call 01/25/31)		17,440		17,132,420
Series K1510, Class A3, 3.79%, 01/25/34
(Call 01/25/34)		20,000		22,064,714
Series K-1512, Class A2, 2.99%, 05/25/31
(Call 05/25/31)		10,960		11,510,500
Series K-1512, Class A3, 3.06%, 04/25/34
(Call 04/25/34)		16,190		16,782,792
Series K-1514, Class A2, 2.86%, 10/25/34
(Call 10/25/34)		15,500		15,814,704
Series K729, Class A1, 2.95%, 02/25/24
(Call 02/25/24)		4,033		4,071,517
Series K733, Class A2, 3.75%, 08/25/25
(Call 08/25/25)		15,000		15,731,662
Series K734, Class A2, 3.21%, 02/25/26
(Call 02/25/26)		5,700		5,915,903
Series K739, Class A2, 1.34%, 09/25/27
(Call 09/25/27)		25,490		24,555,136
Government National Mortgage Association
1.50%, 10/20/51		5,061		4,741,780
1.50%, 03/21/52⁽ⁱ⁾		10,000		9,374,609
2.00%, 07/20/50		6,610		6,479,097
2.00%, 08/20/50		35,649		34,944,486
2.00%, 09/20/50		2,489		2,439,435
2.00%, 10/20/50		9,446		9,259,010
2.00%, 02/20/51		82,086		80,312,410
2.00%, 06/20/51		8,531		8,346,593
2.00%, 08/20/51		150,008		146,766,455
2.00%, 10/20/51		89,357		87,425,803
2.00%, 12/20/51		262,247		256,579,728
2.00%, 01/20/52		68,860		67,371,756
2.00%, 03/21/52⁽ⁱ⁾		638,118		623,860,051
2.50%, 02/15/28		103		104,228
2.50%, 10/20/31		101		102,311
2.50%, 05/20/45		3,929		3,947,772
2.50%, 11/20/46		541		545,429
2.50%, 12/20/46		16,846		16,996,443
2.50%, 01/20/47		7,623		7,691,437
2.50%, 06/20/50		19,991		20,038,305
2.50%, 08/20/50		21,180		21,229,946
2.50%, 09/20/50		45,461		45,567,087
2.50%, 01/20/51		101,055		101,291,606
2.50%, 02/20/51		81,172		81,189,062
2.50%, 05/20/51		322,077		322,142,955
2.50%, 06/20/51		10,500		10,502,369
2.50%, 07/20/51		256,466		256,518,633
2.50%, 08/20/51		137,179		137,206,928
2.50%, 11/20/51		19,759		19,763,512
2.50%, 12/20/51		44,662		44,671,222
2.50%, 03/21/52⁽ⁱ⁾		280,903		280,672,073
3.00%, 09/15/42		10		10,412
3.00%, 10/15/42		37		38,657


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 03/15/43	$	202	$	210,516
3.00%, 06/15/43		36		37,777
3.00%, 07/15/43		78		81,425
3.00%, 08/15/43		188		195,644
3.00%, 09/20/43		6,727		6,965,021
3.00%, 11/15/43		599		623,263
3.00%, 01/15/44		5,312		5,519,708
3.00%, 08/20/44		18,266		18,912,471
3.00%, 09/15/44		705		728,304
3.00%, 10/15/44		122		126,965
3.00%, 03/20/45		5,903		6,082,571
3.00%, 05/20/45		24,195		24,931,984
3.00%, 06/20/45		7,943		8,184,506
3.00%, 07/20/45		15,881		16,364,993
3.00%, 10/20/45		5,354		5,517,081
3.00%, 11/20/45		3,370		3,472,770
3.00%, 12/20/45		6,210		6,399,303
3.00%, 02/20/46		18,772		19,343,542
3.00%, 04/20/46		8,709		8,938,041
3.00%, 05/20/46		14,434		14,813,044
3.00%, 06/20/46		17,208		17,659,540
3.00%, 07/20/46		24,211		24,846,483
3.00%, 08/20/46		42,037		43,141,024
3.00%, 09/20/46		31,927		32,764,834
3.00%, 11/20/46		8,548		8,772,304
3.00%, 12/15/46		8,813		9,142,530
3.00%, 12/20/46		48,968		50,253,401
3.00%, 01/20/47		2,583		2,650,918
3.00%, 02/15/47		13,450		13,881,302
3.00%, 02/20/47		15,578		15,987,485
3.00%, 03/20/47		14,433		14,811,815
3.00%, 04/20/47		315		323,088
3.00%, 06/20/47		6,996		7,165,223
3.00%, 09/20/47		416		426,188
3.00%, 10/20/47		8,506		8,712,210
3.00%, 11/20/47		155		158,764
3.00%, 02/20/48		6,952		7,100,530
3.00%, 03/20/48		24		25,059
3.00%, 07/20/49		10,306		10,521,662
3.00%, 09/20/49		36,212		36,933,863
3.00%, 10/15/49		12,993		13,295,541
3.00%, 10/20/49		19,005		19,379,020
3.00%, 11/20/49		211		214,909
3.00%, 12/20/49		112,554		114,707,353
3.00%, 01/20/50		59,553		60,677,007
3.00%, 02/20/50		76,731		78,158,467
3.00%, 07/20/50		2,340		2,381,723
3.00%, 08/20/50		31,610		32,173,374
3.00%, 06/20/51		882		897,575
3.00%, 08/20/51		52,968		53,894,545
3.00%, 10/20/51		34,330		34,930,092
3.00%, 11/20/51		57,322		58,324,208
3.00%, 02/20/52		25,472		25,953,718
3.00%, 03/21/52⁽ⁱ⁾		58,564		59,536,254
3.50%, 11/20/40		73		77,284
3.50%, 12/20/40		54		56,956
3.50%, 05/20/41		114		121,176
3.50%, 09/15/41		193		203,011
3.50%, 10/15/41		264		278,127
3.50%, 12/15/41		2,022		2,131,868


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 04/15/42	$	128	$	134,427
3.50%, 08/20/42		10,526		11,162,441
3.50%, 09/15/42		549		579,256
3.50%, 09/20/42		12,573		13,333,103
3.50%, 10/15/42		385		405,635
3.50%, 10/20/42		33,495		35,520,050
3.50%, 11/15/42		629		663,471
3.50%, 11/20/42		29,378		31,154,000
3.50%, 12/15/42		775		816,532
3.50%, 12/20/42		10,430		11,061,143
3.50%, 02/15/43		360		379,379
3.50%, 02/20/43		198		210,797
3.50%, 03/15/43		549		578,930
3.50%, 03/20/43		902		957,974
3.50%, 04/15/43		29		30,506
3.50%, 04/20/43		225		239,615
3.50%, 05/15/43		793		836,580
3.50%, 06/15/43		11,041		11,640,140
3.50%, 08/20/43		164		174,465
3.50%, 09/20/43		80		85,092
3.50%, 10/20/43		220		234,231
3.50%, 01/15/44		205		216,035
3.50%, 01/20/44		5,909		6,285,359
3.50%, 07/20/44		38		40,162
3.50%, 08/15/44		39		40,798
3.50%, 08/20/44		7,392		7,778,829
3.50%, 09/15/44		81		85,264
3.50%, 09/20/44		13,271		13,965,471
3.50%, 10/15/44		204		214,613
3.50%, 10/20/44		1,932		2,033,020
3.50%, 11/20/44		14		14,998
3.50%, 12/20/44		1,241		1,306,448
3.50%, 01/15/45		75		78,486
3.50%, 01/20/45		184		193,146
3.50%, 03/15/45		148		155,071
3.50%, 04/20/45		12,850		13,452,084
3.50%, 05/20/45		4,703		4,923,722
3.50%, 06/15/45		50		52,308
3.50%, 06/20/45		20		21,070
3.50%, 07/20/45		258		270,509
3.50%, 08/20/45		595		622,745
3.50%, 09/20/45		18,086		18,934,050
3.50%, 10/20/45		1,810		1,894,285
3.50%, 11/20/45		13,168		13,785,267
3.50%, 12/20/45		7,388		7,733,584
3.50%, 03/20/46		27,517		28,760,830
3.50%, 04/20/46		12,112		12,659,708
3.50%, 06/20/46		53,802		56,232,653
3.50%, 07/20/46		324		338,773
3.50%, 08/15/46		55		57,062
3.50%, 11/20/46		551		576,152
3.50%, 12/20/46		15,376		16,070,881
3.50%, 01/15/47		69		71,959
3.50%, 01/20/47		3,631		3,795,574
3.50%, 02/20/47		62,594		65,422,951
3.50%, 03/20/47		23,369		24,299,947
3.50%, 04/20/47		20,656		21,511,637
3.50%, 06/20/47		4,685		4,871,935
3.50%, 07/20/47		583		607,100
3.50%, 08/20/47		29,812		31,150,384


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 09/15/47	$	59	$	61,772
3.50%, 09/20/47		9,786		10,176,252
3.50%, 10/20/47		16,967		17,728,653
3.50%, 11/15/47		29		30,141
3.50%, 11/20/47		26,600		27,659,084
3.50%, 12/15/47		37,236		39,129,284
3.50%, 12/20/47		10,727		11,283,979
3.50%, 01/20/48		11,700		12,165,829
3.50%, 02/20/48		4,386		4,562,452
3.50%, 04/20/48		41,395		43,378,705
3.50%, 05/15/48		477		503,317
3.50%, 08/20/48		5,740		5,958,699
3.50%, 11/20/48		4,582		4,756,658
3.50%, 01/20/49		2,799		2,910,299
3.50%, 05/20/49⁽ⁱ⁾		143,813		148,374,928
3.50%, 06/20/49		949		984,657
3.50%, 01/20/50		39,207		40,564,549
3.50%, 03/20/50		11,042		11,419,886
3.50%, 08/20/50		8,619		8,897,480
3.50%, 01/20/52		923		953,763
4.00%, 06/15/39		7		7,782
4.00%, 09/20/40		2,757		2,960,791
4.00%, 01/15/41		2		2,077
4.00%, 01/20/41		900		966,717
4.00%, 02/15/41		2,132		2,296,395
4.00%, 05/20/41		18		19,131
4.00%, 07/15/41		1,066		1,150,441
4.00%, 09/15/41		22		23,572
4.00%, 09/20/41		1,201		1,289,257
4.00%, 10/15/41		377		407,016
4.00%, 11/15/41		228		246,305
4.00%, 12/15/41		894		963,726
4.00%, 12/20/41		3,923		4,210,807
4.00%, 01/15/42		79		84,615
4.00%, 01/20/42		1,728		1,854,803
4.00%, 02/15/42		380		409,265
4.00%, 03/15/42		2,248		2,407,275
4.00%, 04/15/42		653		699,359
4.00%, 09/20/42		833		893,126
4.00%, 08/15/43		15		16,334
4.00%, 10/20/43		4,359		4,659,292
4.00%, 03/15/44		131		139,009
4.00%, 04/15/44		31		33,371
4.00%, 06/15/44		176		187,741
4.00%, 08/15/44		14		14,816
4.00%, 08/20/44		312		332,408
4.00%, 09/15/44		3		3,672
4.00%, 10/15/44		63		66,745
4.00%, 10/20/44		5,889		6,280,906
4.00%, 08/20/45		5,265		5,587,869
4.00%, 09/20/45		6,045		6,415,015
4.00%, 10/20/45		720		764,491
4.00%, 01/20/46		2,777		2,947,312
4.00%, 03/20/46		13,798		14,642,923
4.00%, 07/20/46		2,990		3,163,985
4.00%, 08/20/46		39		41,169
4.00%, 09/20/46		664		703,209
4.00%, 11/20/46		3,580		3,788,469
4.00%, 12/15/46		5,626		5,975,069
4.00%, 04/20/47		23,278		24,425,361


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 06/20/47	$	9,257	$	9,713,378
4.00%, 07/20/47		41,221		43,252,372
4.00%, 08/20/47		1,946		2,041,727
4.00%, 11/20/47		24,961		26,190,819
4.00%, 12/20/47		58		60,858
4.00%, 01/20/48		197		206,634
4.00%, 03/15/48		61		64,794
4.00%, 03/20/48		28,926		30,351,181
4.00%, 04/20/48		15,409		16,128,073
4.00%, 05/15/48		2,664		2,816,163
4.00%, 05/20/48		16,595		17,364,734
4.00%, 08/20/48		22,465		23,507,432
4.00%, 09/20/48		9,149		9,573,191
4.00%, 10/20/48		773		808,918
4.00%, 11/20/48		21,228		22,212,850
4.00%, 02/20/49		9,842		10,299,183
4.00%, 03/20/49		398		416,376
4.00%, 05/20/49		951		988,438
4.00%, 06/15/49		965		1,017,642
4.00%, 06/20/49		2,467		2,567,382
4.00%, 09/15/49		2,489		2,628,762
4.00%, 02/20/50		158		164,271
4.00%, 07/20/50		221		230,856
4.00%, 03/21/52⁽ⁱ⁾		54,175		56,286,979
4.50%, 04/15/39		387		426,832
4.50%, 08/15/39		1,822		2,008,743
4.50%, 11/20/39		933		1,025,170
4.50%, 01/20/40		255		280,204
4.50%, 06/15/40		1,678		1,850,246
4.50%, 07/15/40		866		955,091
4.50%, 08/15/40		1,295		1,427,470
4.50%, 08/20/40		1,591		1,747,876
4.50%, 09/15/40		1,764		1,945,337
4.50%, 10/20/40		3,809		4,185,681
4.50%, 06/20/41		3,334		3,664,206
4.50%, 09/20/41		2,294		2,521,580
4.50%, 12/20/41		463		509,217
4.50%, 11/20/45		3,953		4,299,005
4.50%, 02/15/46		7		8,309
4.50%, 08/20/46		5,211		5,713,231
4.50%, 09/20/46		792		870,245
4.50%, 10/20/46		3,830		4,199,440
4.50%, 11/20/46		1,413		1,548,860
4.50%, 12/20/46		584		640,296
4.50%, 02/20/47		599		649,566
4.50%, 04/20/47		762		812,843
4.50%, 05/20/47		708		754,504
4.50%, 06/20/47		1,637		1,745,411
4.50%, 07/20/47		3,796		4,046,651
4.50%, 10/20/47		1,202		1,279,102
4.50%, 04/20/48		2,912		3,099,233
4.50%, 05/20/48		5,932		6,314,038
4.50%, 06/20/48		8,086		8,486,198
4.50%, 07/20/48		10,660		11,187,091
4.50%, 08/20/48		16,686		17,511,686
4.50%, 09/20/48		835		876,129
4.50%, 10/20/48		872		915,131
4.50%, 11/20/48		242		253,947
4.50%, 12/20/48		8,170		8,573,659
4.50%, 01/20/49		147		155,528


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 02/20/49	$	1,932	$	2,046,346
4.50%, 03/20/49		3,710		3,893,273
4.50%, 05/20/49		1,470		1,554,213
4.50%, 06/20/49		11,583		12,155,784
4.50%, 07/20/49		8,625		9,051,309
4.50%, 08/20/49		3,436		3,606,405
4.50%, 03/21/52⁽ⁱ⁾		20,477		21,693,319
5.00%, 12/15/36		545		595,742
5.00%, 01/15/39		1,628		1,794,463
5.00%, 07/15/39		2,920		3,218,625
5.00%, 05/15/40		1,042		1,148,704
5.00%, 07/20/40		5,335		6,050,498
5.00%, 08/20/40		1,935		2,194,490
5.00%, 05/15/47		1,122		1,204,366
5.00%, 06/15/47		396		422,045
5.00%, 10/15/47		267		283,095
5.00%, 11/15/47		507		538,681
5.00%, 12/15/47		267		287,120
5.00%, 01/15/48		515		545,061
5.00%, 02/15/48		614		655,713
5.00%, 03/20/48		1,638		1,753,245
5.00%, 04/20/48		5,801		6,208,517
5.00%, 05/20/48		6,062		6,483,959
5.00%, 10/20/48		125		133,175
5.00%, 11/20/48		2,275		2,423,990
5.00%, 12/20/48		4,144		4,415,320
5.00%, 01/20/49		6,935		7,388,613
5.00%, 04/20/49		16,469		17,545,256
5.00%, 05/20/49		1,921		2,047,034
5.00%, 06/20/49		15,554		16,571,098
5.00%, 03/21/52⁽ⁱ⁾		7,006		7,411,855
5.50%, 03/15/36		806		901,885
5.50%, 06/20/38		870		973,975
5.50%, 03/20/39		1,314		1,474,138
5.50%, 12/15/39		316		353,339
5.50%, 01/15/40		3,101		3,483,056
5.50%, 04/20/48		333		372,350
6.00%, 03/15/37		2,465		2,802,087
6.00%, 09/20/38		957		1,087,195
6.00%, 11/15/39		426		484,186
6.50%, 10/20/38		1,409		1,630,196
Uniform Mortgage-Backed Securities
1.50%, 03/17/37⁽ⁱ⁾		556,025		541,038,386
1.50%, 03/14/52⁽ⁱ⁾		612,575		568,139,385
1.50%, 04/13/52⁽ⁱ⁾		112,425		104,109,919
2.00%, 10/01/35		39,081		38,857,194
2.00%, 12/01/35		84,135		83,642,045
2.00%, 02/01/36		437,722		435,225,654
2.00%, 03/01/36		72,042		71,596,141
2.00%, 05/01/36		9,907		9,843,341
2.00%, 01/01/37		59,714		59,352,917
2.00%, 03/17/37⁽ⁱ⁾		295,526		293,332,890
2.00%, 09/01/50		28,965		27,912,207
2.00%, 10/01/50		43,938		42,341,592
2.00%, 12/01/50		81,218		78,267,611
2.00%, 01/01/51		94,855		91,408,414
2.00%, 02/01/51		383,211		369,140,282
2.00%, 03/01/51		244,323		235,125,120
2.00%, 04/01/51		373,570		359,222,594
2.00%, 05/01/51		50,171		48,292,306


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 06/01/51	$	123,414	$	118,502,966
2.00%, 11/01/51		78,956		75,819,023
2.00%, 12/01/51		61,588		59,141,364
2.00%, 02/01/52		28,302		27,162,106
2.00%, 03/14/52⁽ⁱ⁾		751,847		721,185,649
2.00%, 04/13/52⁽ⁱ⁾		257,025		246,037,130
2.50%, 05/01/27		1,607		1,630,205
2.50%, 10/01/27		1,698		1,722,341
2.50%, 01/01/28		180		182,641
2.50%, 03/01/28		280		284,393
2.50%, 06/01/28		49		49,603
2.50%, 09/01/28		138		140,529
2.50%, 12/01/28		53		53,694
2.50%, 09/01/29		91		92,735
2.50%, 12/01/29		2,555		2,590,900
2.50%, 02/01/30		1,570		1,595,126
2.50%, 03/01/30		4,909		4,989,194
2.50%, 04/01/30		300		304,996
2.50%, 06/01/30		793		805,543
2.50%, 07/01/30		1,580		1,605,368
2.50%, 08/01/30		4,263		4,332,354
2.50%, 09/01/30		1,518		1,542,649
2.50%, 12/01/30		3,183		3,234,342
2.50%, 01/01/31		2,055		2,088,509
2.50%, 04/01/31		1,206		1,225,741
2.50%, 05/01/31		29		29,856
2.50%, 09/01/31		5,684		5,777,497
2.50%, 10/01/31		58,088		59,039,853
2.50%, 12/01/31		10,398		10,568,600
2.50%, 01/01/32		19,863		20,189,589
2.50%, 02/01/32		23,615		24,004,009
2.50%, 03/01/32		8,984		9,131,908
2.50%, 04/01/32		56,862		57,798,779
2.50%, 05/01/32		36,208		36,804,823
2.50%, 07/01/32		16,448		16,719,263
2.50%, 10/01/32		1,137		1,156,381
2.50%, 11/01/32		784		797,376
2.50%, 12/01/32		10,327		10,500,225
2.50%, 01/01/33		33,916		34,467,370
2.50%, 03/01/33		176		178,496
2.50%, 07/01/33		188		190,691
2.50%, 10/01/34		352		357,536
2.50%, 11/01/34		30,313		30,745,687
2.50%, 10/01/35		98,964		100,410,296
2.50%, 03/01/36		26,912		27,380,054
2.50%, 03/16/36⁽ⁱ⁾		21,929		22,185,739
2.50%, 02/01/47		875		874,442
2.50%, 04/01/47		10,964		10,958,127
2.50%, 07/01/50		52,813		52,527,861
2.50%, 08/01/50		56,874		56,380,086
2.50%, 09/01/50		168,193		166,956,299
2.50%, 10/01/50		103,748		102,720,708
2.50%, 11/01/50		232,876		230,558,797
2.50%, 01/01/51		93,253		92,288,777
2.50%, 02/01/51		20,381		20,167,526
2.50%, 03/01/51		71,728		70,977,238
2.50%, 04/01/51		26,202		25,892,521
2.50%, 11/25/51⁽ⁱ⁾		1,101,885		1,087,120,967
2.50%, 04/13/52⁽ⁱ⁾		314,975		310,036,227
3.00%, 11/01/25		148		151,461


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 10/01/26	$	93	$	95,620
3.00%, 01/01/27		2,365		2,426,352
3.00%, 02/01/27		28		28,687
3.00%, 10/01/27		2,763		2,836,654
3.00%, 11/01/27		2,020		2,074,357
3.00%, 12/01/27		130		133,391
3.00%, 03/01/29		179		184,101
3.00%, 07/01/29		288		296,314
3.00%, 09/01/29		148		152,477
3.00%, 10/01/29		44		45,597
3.00%, 01/01/30		113		115,860
3.00%, 03/01/30		36,078		37,008,503
3.00%, 04/01/30		4,667		4,799,019
3.00%, 06/01/30		1,118		1,147,586
3.00%, 07/01/30		3,547		3,647,582
3.00%, 08/01/30		13,305		13,682,594
3.00%, 09/01/30		18,512		19,036,696
3.00%, 10/01/30		8,017		8,243,777
3.00%, 11/01/30		2,030		2,087,427
3.00%, 12/01/30		5,452		5,605,784
3.00%, 01/01/31		18,991		19,529,505
3.00%, 02/01/31		13,481		13,868,491
3.00%, 03/01/31		8,880		9,140,966
3.00%, 04/01/31		1,266		1,301,202
3.00%, 05/01/31		457		470,356
3.00%, 06/01/31		7,552		7,773,886
3.00%, 07/01/31		1,902		1,958,481
3.00%, 09/01/31		7,093		7,299,002
3.00%, 10/01/31		1,890		1,945,533
3.00%, 12/01/31		15,504		15,924,608
3.00%, 01/01/32		13,018		13,412,659
3.00%, 02/01/32		23,674		24,386,531
3.00%, 03/01/32		3,415		3,518,965
3.00%, 04/01/32		238		245,247
3.00%, 05/01/32		4,269		4,396,195
3.00%, 06/01/32		7,508		7,720,866
3.00%, 08/01/32		4,840		4,997,000
3.00%, 09/01/32		1,340		1,381,658
3.00%, 11/01/32		7,655		7,903,830
3.00%, 12/01/32		14,972		15,419,025
3.00%, 02/01/33		8,465		8,740,475
3.00%, 05/01/33		639		659,177
3.00%, 09/01/33		810		830,204
3.00%, 10/01/33		7,048		7,229,193
3.00%, 07/01/34		5,374		5,528,868
3.00%, 08/01/34		420		433,377
3.00%, 11/01/34		5,268		5,427,687
3.00%, 12/01/34		10,458		10,730,294
3.00%, 03/01/35		5,165		5,299,239
3.00%, 07/01/35		4,235		4,345,789
3.00%, 12/01/35		8,143		8,395,336
3.00%, 03/17/37⁽ⁱ⁾		99,535		102,042,953
3.00%, 08/01/42		257		263,702
3.00%, 09/01/42		96		99,392
3.00%, 10/01/42		4,091		4,206,278
3.00%, 11/01/42		3,228		3,319,306
3.00%, 12/01/42		16,173		16,627,763
3.00%, 01/01/43		9,676		9,949,004
3.00%, 02/01/43		273		280,692
3.00%, 03/01/43		11,794		12,131,931


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 04/01/43	$	13,225	$	13,603,613
3.00%, 05/01/43		5,273		5,424,524
3.00%, 06/01/43		2,844		2,925,115
3.00%, 07/01/43		1,915		1,971,782
3.00%, 08/01/43		3,379		3,475,339
3.00%, 09/01/43		7,553		7,769,125
3.00%, 01/01/44		10,663		10,967,935
3.00%, 10/01/44		33,586		34,546,544
3.00%, 12/01/44		11		11,516
3.00%, 01/01/45		3,399		3,496,573
3.00%, 02/01/45		293		300,853
3.00%, 03/01/45		14,443		14,856,479
3.00%, 04/01/45		126		128,941
3.00%, 05/01/45		10,789		11,097,413
3.00%, 06/01/45		71		72,563
3.00%, 08/01/45		163		166,878
3.00%, 09/01/45		1,058		1,082,842
3.00%, 11/01/45		2,247		2,299,932
3.00%, 12/01/45		400		409,917
3.00%, 01/01/46		712		727,088
3.00%, 04/01/46		3,834		3,924,116
3.00%, 06/01/46		73		74,260
3.00%, 07/01/46		87,986		90,058,889
3.00%, 08/01/46		16,018		16,388,485
3.00%, 10/01/46		4,700		4,808,004
3.00%, 11/01/46		60,596		62,002,817
3.00%, 12/01/46		130,708		133,738,577
3.00%, 01/01/47		49,069		50,212,221
3.00%, 02/01/47		80,439		82,295,531
3.00%, 03/01/47		43,891		44,904,385
3.00%, 05/01/47		1,658		1,693,303
3.00%, 07/01/47		20,178		20,644,030
3.00%, 08/01/47		6,297		6,442,058
3.00%, 12/01/47		33,033		33,755,510
3.00%, 03/01/48		5,276		5,389,045
3.00%, 04/01/48		174		176,439
3.00%, 09/01/48		501		512,143
3.00%, 11/01/48		31,956		32,640,189
3.00%, 04/25/49⁽ⁱ⁾		307,184		310,256,135
3.00%, 09/01/49		12,874		13,095,124
3.00%, 11/01/49		7,185		7,285,432
3.00%, 12/01/49		36,508		37,008,494
3.00%, 02/01/50		10,483		10,626,124
3.00%, 03/01/50		24,076		24,398,194
3.00%, 04/01/50		38,699		39,116,966
3.00%, 05/01/50		10,639		10,770,354
3.00%, 07/01/50		30,496		30,816,671
3.00%, 08/01/50		71,122		72,434,112
3.00%, 10/01/50		134,337		136,014,852
3.00%, 01/01/51		24,036		24,323,292
3.00%, 04/13/52⁽ⁱ⁾		68,150		68,682,422
3.50%, 10/01/25		280		288,894
3.50%, 01/01/27		323		333,819
3.50%, 11/01/28		164		169,225
3.50%, 01/01/29		309		319,812
3.50%, 11/01/29		148		152,907
3.50%, 12/01/29		1,185		1,224,330
3.50%, 07/01/30		7,834		8,109,305
3.50%, 10/01/30		2,082		2,154,112
3.50%, 11/01/30		408		422,313


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 03/01/31	$	2,958	$	3,066,635
3.50%, 06/01/31		9,680		10,058,196
3.50%, 01/01/32		10,882		11,332,639
3.50%, 02/01/32		1,330		1,390,027
3.50%, 05/01/32		5,194		5,408,919
3.50%, 06/01/32		4,779		4,986,610
3.50%, 07/01/32		1,781		1,849,366
3.50%, 08/01/32		1,275		1,323,885
3.50%, 09/01/32		3,159		3,269,690
3.50%, 10/01/32		1,165		1,210,016
3.50%, 11/01/32		1,406		1,462,122
3.50%, 12/01/32		164		170,769
3.50%, 02/01/33		830		865,046
3.50%, 03/01/33		6,116		6,376,722
3.50%, 04/01/33		8,017		8,325,421
3.50%, 05/01/33		5,505		5,749,006
3.50%, 06/01/33		6,593		6,847,773
3.50%, 02/01/34		31,571		32,973,124
3.50%, 03/01/34		593		617,059
3.50%, 04/01/34		2,166		2,252,218
3.50%, 05/01/34		2,545		2,655,924
3.50%, 07/01/34		11,803		12,214,186
3.50%, 08/01/34		7,891		8,201,024
3.50%, 01/01/35		5,077		5,281,068
3.50%, 03/16/36⁽ⁱ⁾		36,641		37,801,876
3.50%, 08/01/38		1,222		1,274,397
3.50%, 09/01/38		1,955		2,038,853
3.50%, 11/01/40		283		297,074
3.50%, 02/01/41		336		351,374
3.50%, 02/01/42		9,281		9,715,018
3.50%, 03/01/42		70		73,194
3.50%, 04/01/42		26		27,275
3.50%, 05/01/42		3,575		3,741,027
3.50%, 08/01/42		595		622,043
3.50%, 11/01/42		2,946		3,083,659
3.50%, 12/01/42		4,280		4,471,726
3.50%, 01/01/43		99		103,204
3.50%, 02/01/43		649		686,429
3.50%, 04/01/43		108		113,066
3.50%, 05/01/43		151		157,802
3.50%, 06/01/43		4,397		4,598,006
3.50%, 08/01/43		152		159,345
3.50%, 10/01/43		4,593		4,807,243
3.50%, 09/01/44		255		266,389
3.50%, 10/01/44		5,786		6,050,235
3.50%, 01/01/45		139		145,903
3.50%, 02/01/45		6,555		6,854,877
3.50%, 03/01/45		25,672		26,837,293
3.50%, 05/01/45		29,176		30,396,440
3.50%, 06/01/45		132		137,128
3.50%, 07/01/45		11,648		12,133,796
3.50%, 08/01/45		4,553		4,743,295
3.50%, 10/01/45		2,406		2,518,641
3.50%, 11/01/45		340		354,089
3.50%, 12/01/45		44,407		46,262,039
3.50%, 01/01/46		19,323		20,263,409
3.50%, 02/01/46		20,078		20,916,678
3.50%, 03/01/46		24,605		25,674,683
3.50%, 04/01/46		3,498		3,655,758
3.50%, 05/01/46		20,759		21,650,087


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 06/01/46	$	4,338	$	4,525,351
3.50%, 07/01/46		33,341		34,755,404
3.50%, 08/01/46		10,742		11,191,928
3.50%, 09/01/46		8,646		9,052,590
3.50%, 10/01/46		11,894		12,398,856
3.50%, 11/01/46		16,465		17,148,954
3.50%, 12/01/46		72,639		75,863,330
3.50%, 01/01/47		38,050		39,816,586
3.50%, 02/01/47		15,762		16,419,575
3.50%, 04/01/47		15,329		15,960,554
3.50%, 05/01/47		17,252		18,022,336
3.50%, 06/01/47		11,850		12,333,392
3.50%, 07/01/47		77,441		80,400,233
3.50%, 08/01/47		18,933		19,657,414
3.50%, 09/01/47		20,057		20,781,485
3.50%, 10/01/47		15,087		15,747,974
3.50%, 11/01/47		21,342		22,265,238
3.50%, 12/01/47		20,510		21,255,316
3.50%, 01/01/48		22,027		22,932,579
3.50%, 02/01/48		94,237		97,831,309
3.50%, 03/01/48		3,158		3,274,179
3.50%, 04/01/48		14,527		15,126,164
3.50%, 05/01/48		2,826		2,973,052
3.50%, 06/01/48		4,177		4,330,950
3.50%, 07/01/48		3,296		3,432,233
3.50%, 11/01/48		3,118		3,230,634
3.50%, 02/01/49		176		181,805
3.50%, 03/01/49		802		833,473
3.50%, 04/01/49		2,791		2,906,770
3.50%, 05/01/49		1,966		2,047,379
3.50%, 06/01/49		88,349		91,659,670
3.50%, 07/01/49		18,358		18,987,941
3.50%, 09/01/49		320		333,034
3.50%, 04/01/50		56,757		58,828,644
3.50%, 03/14/52⁽ⁱ⁾		184,186		189,682,801
3.50%, 04/13/52⁽ⁱ⁾		37,175		38,198,765
4.00%, 10/01/25		1,226		1,271,460
4.00%, 11/01/25		88		91,158
4.00%, 03/01/26		449		466,103
4.00%, 06/01/26		612		635,341
4.00%, 09/01/26		227		235,037
4.00%, 12/01/30		1,422		1,501,749
4.00%, 01/01/31		495		523,092
4.00%, 02/01/31		383		404,085
4.00%, 10/01/31		1,615		1,705,520
4.00%, 02/01/32		1,988		2,100,066
4.00%, 07/01/32		7,203		7,473,431
4.00%, 05/01/33		7,069		7,337,981
4.00%, 06/01/33		1,149		1,192,509
4.00%, 07/01/33		2,083		2,162,736
4.00%, 12/01/33		16,919		17,544,956
4.00%, 03/17/37⁽ⁱ⁾		10,265		10,637,537
4.00%, 06/01/38		3,739		3,956,652
4.00%, 12/01/40		27		28,440
4.00%, 03/01/42		3,099		3,298,459
4.00%, 06/01/42		2,255		2,399,307
4.00%, 07/01/42		80		86,281
4.00%, 09/01/43		131		140,717
4.00%, 10/01/43		104		110,451
4.00%, 04/01/44		49		52,749


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 05/01/44	$	3,210	$	3,431,421
4.00%, 06/01/44		5,421		5,767,359
4.00%, 10/01/44		1,881		2,002,832
4.00%, 12/01/44		11,418		12,140,918
4.00%, 01/01/45		14,726		15,676,068
4.00%, 02/01/45		40,103		42,780,431
4.00%, 03/01/45		7,660		8,146,760
4.00%, 05/01/45		14,425		15,396,964
4.00%, 06/01/45		7,583		8,074,652
4.00%, 07/01/45		538		568,930
4.00%, 08/01/45		433		457,931
4.00%, 09/01/45		1,049		1,112,139
4.00%, 11/01/45		182		192,319
4.00%, 12/01/45		1,109		1,177,536
4.00%, 01/01/46		960		1,014,472
4.00%, 02/01/46		1,547		1,631,980
4.00%, 03/01/46		2,186		2,304,013
4.00%, 04/01/46		3,457		3,640,540
4.00%, 05/01/46		9,651		10,213,445
4.00%, 06/01/46		23,936		25,581,403
4.00%, 07/01/46		27,205		28,789,854
4.00%, 08/01/46		4,901		5,165,195
4.00%, 09/01/46		221		232,876
4.00%, 10/01/46		5,024		5,328,585
4.00%, 11/01/46		1,780		1,907,379
4.00%, 02/01/47		3,802		4,018,872
4.00%, 03/01/47		2,808		2,960,164
4.00%, 04/01/47		8,135		8,580,583
4.00%, 05/01/47		5,868		6,219,329
4.00%, 06/01/47		14,589		15,448,178
4.00%, 07/01/47		24,037		25,330,566
4.00%, 08/01/47		19,904		20,988,559
4.00%, 09/01/47		22,112		23,314,722
4.00%, 10/01/47		17,175		18,266,390
4.00%, 11/01/47		8,771		9,213,751
4.00%, 12/01/47		13,827		14,534,137
4.00%, 01/01/48		2,295		2,411,653
4.00%, 02/01/48		27,859		29,265,434
4.00%, 04/01/48		30,895		32,363,485
4.00%, 05/01/48		80		84,993
4.00%, 07/01/48		3,942		4,128,161
4.00%, 09/01/48		3,427		3,589,707
4.00%, 10/01/48		10,546		11,084,090
4.00%, 11/01/48		7,664		8,027,318
4.00%, 01/01/49		4,093		4,311,672
4.00%, 02/01/49		3,393		3,542,610
4.00%, 03/01/49		9,783		10,245,577
4.00%, 04/01/49		15,042		15,914,103
4.00%, 05/01/49		11,238		11,891,466
4.00%, 06/01/49		28,268		29,842,667
4.00%, 07/01/49		15,843		16,792,227
4.00%, 08/01/49		1,118		1,186,125
4.00%, 10/01/49		2,235		2,364,376
4.00%, 11/01/49		3,538		3,728,417
4.00%, 12/01/49		5,256		5,485,878
4.00%, 02/01/50		902		941,560
4.00%, 05/01/50		3,957		4,129,365
4.00%, 06/01/50		12,048		12,576,010
4.00%, 03/14/52⁽ⁱ⁾		328,651		343,132,185
4.00%, 04/13/52⁽ⁱ⁾		67,600		70,494,125


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 10/01/24	$	221	$	227,809
4.50%, 02/01/25		92		95,221
4.50%, 04/01/25		110		113,681
4.50%, 06/01/25		616		638,406
4.50%, 08/01/31		1,427		1,519,721
4.50%, 08/01/34		412		436,939
4.50%, 03/17/37⁽ⁱ⁾		4,200		4,341,926
4.50%, 09/01/40		3,425		3,703,016
4.50%, 12/01/40		1,948		2,106,426
4.50%, 01/01/41		4,062		4,390,893
4.50%, 05/01/41		2,593		2,802,181
4.50%, 06/01/41		16,118		17,390,097
4.50%, 08/01/41		5,418		5,854,688
4.50%, 09/01/41		1,820		1,967,315
4.50%, 01/01/42		1,789		1,932,696
4.50%, 09/01/42		1,650		1,780,996
4.50%, 08/01/43		2,527		2,727,097
4.50%, 12/01/43		92		100,522
4.50%, 03/01/44		17		18,520
4.50%, 04/01/44		4,789		5,156,124
4.50%, 06/01/44		949		1,026,489
4.50%, 12/01/44		325		349,973
4.50%, 02/01/45		2,014		2,179,238
4.50%, 08/01/45		2,669		2,886,459
4.50%, 10/01/45		496		540,623
4.50%, 11/01/45		194		208,258
4.50%, 12/01/45		846		911,255
4.50%, 01/01/46		76		81,413
4.50%, 02/01/46		9,893		10,695,225
4.50%, 03/01/46		1,685		1,820,155
4.50%, 04/01/46		310		335,887
4.50%, 05/01/46		180		192,235
4.50%, 06/01/46		5		5,488
4.50%, 07/01/46		54		57,967
4.50%, 08/01/46		2,525		2,710,100
4.50%, 09/01/46		920		1,005,860
4.50%, 10/01/46		1,330		1,430,275
4.50%, 01/01/47		653		696,833
4.50%, 02/01/47		153		163,336
4.50%, 03/01/47		2,373		2,549,529
4.50%, 04/01/47		6,518		7,006,391
4.50%, 06/01/47		4,122		4,396,373
4.50%, 07/01/47		32		34,398
4.50%, 08/01/47		168		182,323
4.50%, 10/01/47		9,032		9,725,086
4.50%, 01/01/48		13,821		14,655,181
4.50%, 02/01/48		1,440		1,550,948
4.50%, 03/01/48		7,672		8,180,198
4.50%, 04/01/48		3,701		3,943,649
4.50%, 05/01/48		7,814		8,315,379
4.50%, 06/01/48		4,725		5,095,570
4.50%, 07/01/48		3,082		3,266,930
4.50%, 08/01/48		12,326		13,217,044
4.50%, 09/01/48		399		427,322
4.50%, 10/01/48		17,996		19,129,704
4.50%, 11/01/48		6,960		7,378,281
4.50%, 12/01/48		24,584		26,209,116
4.50%, 01/01/49		7,786		8,254,317
4.50%, 02/01/49		11,036		11,711,178
4.50%, 03/01/49		878		949,653


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 04/01/49	$	16,921	$	18,147,566
4.50%, 05/01/49		16,085		17,049,071
4.50%, 07/01/49		821		880,843
4.50%, 08/01/49		6,030		6,392,076
4.50%, 03/11/51⁽ⁱ⁾		202,409		213,679,860
5.00%, 07/01/23		101		103,301
5.00%, 12/01/23		22		22,610
5.00%, 09/01/33		119		129,482
5.00%, 11/01/33		3,397		3,704,128
5.00%, 06/01/35		166		181,466
5.00%, 10/01/35		53		58,061
5.00%, 12/01/36		49		53,387
5.00%, 03/17/37⁽ⁱ⁾		975		998,959
5.00%, 05/01/39		33		36,523
5.00%, 06/01/39		693		755,312
5.00%, 12/01/39		99		109,417
5.00%, 01/01/40		2		2,641
5.00%, 03/01/40		1,735		1,912,515
5.00%, 04/01/40		298		328,285
5.00%, 05/01/40		18		19,422
5.00%, 06/01/40		159		176,488
5.00%, 07/01/40		1,090		1,201,660
5.00%, 08/01/40		1,500		1,653,325
5.00%, 09/01/40		11		11,645
5.00%, 10/01/40		36		39,759
5.00%, 04/01/41		705		777,597
5.00%, 05/01/41		2,933		3,233,213
5.00%, 06/01/41		733		807,086
5.00%, 08/01/41		1,422		1,567,320
5.00%, 10/01/41		3,473		3,827,642
5.00%, 01/01/42		16,818		18,537,934
5.00%, 05/01/42		6,653		7,333,345
5.00%, 09/01/47		525		566,439
5.00%, 02/01/48		2,822		3,054,604
5.00%, 03/01/48		1,817		1,964,227
5.00%, 04/01/48		3,171		3,418,134
5.00%, 05/01/48		2,081		2,255,256
5.00%, 07/01/48		3,953		4,293,510
5.00%, 08/01/48		5,998		6,541,221
5.00%, 09/01/48		2,485		2,678,920
5.00%, 01/01/49		202		217,257
5.00%, 04/01/49		10,182		11,047,519
5.00%, 05/01/49		51		54,416
5.00%, 06/01/49		376		405,618
5.00%, 09/01/49		67		74,651
5.00%, 10/01/49		184		199,697
5.00%, 03/14/52⁽ⁱ⁾		28,792		31,053,880
5.50%, 05/01/33		1,269		1,407,145
5.50%, 11/01/33		2,570		2,853,070
5.50%, 09/01/34		3,792		4,217,007
5.50%, 09/01/36		295		326,525
5.50%, 03/01/38		243		271,106
5.50%, 06/01/38		6,234		6,975,515
5.50%, 11/01/38		497		557,358
5.50%, 07/01/40		1,579		1,759,789
5.50%, 09/01/41		40,164		44,876,875
5.50%, 01/01/47		3,182		3,549,907
5.50%, 12/01/48		388		430,698
5.50%, 03/14/52⁽ⁱ⁾		43,860		47,552,121
6.00%, 03/01/34		2,137		2,401,003


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
6.00%, 05/01/34	$	183	$	206,577
6.00%, 08/01/34		350		395,731
6.00%, 11/01/34		113		128,021
6.00%, 09/01/36		498		563,834
6.00%, 08/01/37		1,171		1,326,388
6.00%, 03/01/38		382		432,908
6.00%, 05/01/38		194		220,233
6.00%, 09/01/38		150		170,912
6.00%, 06/01/39		3,143		3,555,243
6.00%, 10/01/39		195		221,318
6.00%, 07/01/41		1,675		1,894,243
6.00%, 02/01/49		8,165		9,252,154
6.50%, 08/01/36		24		27,089
6.50%, 09/01/36		219		251,087
6.50%, 10/01/36		31		35,672
6.50%, 12/01/36		36		40,699
6.50%, 07/01/37		57		64,931
6.50%, 08/01/37		2,375		2,728,959
6.50%, 10/01/37		97		110,892
6.50%, 11/01/37		19		21,969
6.50%, 12/01/37		704		803,876
6.50%, 06/01/38		16		17,837
6.50%, 10/01/39		656		757,983
6.50%, 05/01/40		21		23,951
7.00%, 04/01/37		883		1,028,379


				25,955,606,394

U.S. Government Agency Obligations — 0.6%
Federal Home Loan Banks
0.50%, 04/14/25		7,000		6,741,910
1.50%, 08/15/24		1,000		998,530
2.00%, 09/09/22		2,000		2,012,360
2.13%, 03/10/23		290		292,836
2.13%, 12/14/29		70		70,214
2.50%, 12/08/23		1,000		1,017,370
2.75%, 12/13/24		250		257,490
2.88%, 09/13/24		1,000		1,029,820
3.00%, 12/09/22		30,510		30,969,481
3.13%, 06/13/25		980		1,022,209
3.25%, 11/16/28		25,470		27,539,947
5.50%, 07/15/36		7,900		10,917,721
Federal Home Loan Mortgage Corp.
0.13%, 07/25/22		3,080		3,073,778
2.75%, 06/19/23		6,935		7,068,984
6.25%, 07/15/32		73,423		101,485,271
6.75%, 03/15/31		21,820		30,111,600
Federal National Mortgage Association
0.25%, 07/10/23		121,600		119,841,664
0.38%, 08/25/25		24,991		23,822,171
0.63%, 04/22/25		5,000		4,835,250
0.88%, 08/05/30		17,530		15,896,730
1.63%, 01/07/25		11,645		11,629,512
1.75%, 07/02/24		1,550		1,554,960
1.88%, 04/05/22		13,780		13,799,016
1.88%, 09/24/26		1,225		1,230,071
2.00%, 10/05/22		6,400		6,446,656
2.38%, 01/19/23		1,065		1,077,524
2.50%, 02/05/24		200		203,880
2.63%, 09/06/24		39,730		40,743,512
2.88%, 09/12/23		5,000		5,113,550
5.63%, 07/15/37		750		1,048,688


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
6.25%, 05/15/29	$	580	$	745,642
6.63%, 11/15/30		8,180		11,089,708
7.13%, 01/15/30		10,000		13,729,200
7.25%, 05/15/30		16,826		23,413,042
Tennessee Valley Authority
1.50%, 09/15/31		1,000		935,290
3.50%, 12/15/42		525		580,923
4.63%, 09/15/60		1,000		1,403,030
4.88%, 01/15/48		8,035		10,928,323
5.25%, 09/15/39		287		385,033
5.50%, 06/15/38		10,000		13,616,000
5.88%, 04/01/36		95		132,971
6.15%, 01/15/38		3,553		5,172,884
7.13%, 05/01/30		3,556		4,876,165
Series B, 4.70%, 07/15/33		1,500		1,847,160
Series E, 6.75%, 11/01/25		7,000		8,209,740


				568,917,816

U.S. Government Obligations — 39.6%
U.S. Treasury Note/Bond
0.13%, 03/31/23		5,000		4,945,117
0.13%, 05/15/23		69,000		68,126,719
0.13%, 05/31/23		35,000		34,522,852
0.13%, 06/30/23		344,200		339,063,892
0.13%, 07/15/23		64,000		63,005,000
0.13%, 07/31/23		700,000		688,433,592
0.13%, 08/15/23		11,000		10,811,367
0.13%, 08/31/23		181,500		178,295,391
0.13%, 09/15/23		51,200		50,260,000
0.13%, 10/15/23		66,500		65,167,403
0.13%, 12/15/23		109,700		107,201,754
0.13%, 01/15/24		76,000		74,144,531
0.13%, 02/15/24^(b)		65,500		63,811,328
0.25%, 04/15/23		31,000		30,683,945
0.25%, 06/15/23		92,300		91,142,645
0.25%, 09/30/23^(b)		569,100		559,318,594
0.25%, 11/15/23		268,500		263,318,790
0.25%, 03/15/24		378,400		368,940,000
0.25%, 05/15/24		107,200		104,218,500
0.25%, 06/15/24		439,076		426,281,053
0.25%, 05/31/25		34,000		32,464,688
0.25%, 06/30/25		4,100		3,908,453
0.25%, 07/31/25		184,800		175,949,813
0.25%, 08/31/25		350,350		332,996,727
0.25%, 09/30/25		116,300		110,403,227
0.25%, 10/31/25		164,300		155,764,102
0.38%, 10/31/23		200,490		197,098,900
0.38%, 04/15/24		3,500		3,416,602
0.38%, 07/15/24^(b)		615		598,136
0.38%, 11/30/25		497,800		473,493,362
0.38%, 12/31/25		360,900		342,967,781
0.38%, 01/31/26		784,100		743,792,359
0.38%, 07/31/27		152,800		141,853,313
0.38%, 09/30/27		155,000		143,459,766
0.50%, 03/15/23		50,900		50,585,852
0.50%, 11/30/23		143,930		141,664,227
0.50%, 02/28/26		184,700		175,897,891
0.50%, 04/30/27		103,800		97,393,594
0.50%, 05/31/27		178,600		167,297,969
0.50%, 06/30/27		190,000		177,783,595
0.50%, 08/31/27		192,122		179,319,337


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.50%, 10/31/27	$	208,200	$	193,804,923
0.63%, 10/15/24		10,000		9,750,000
0.63%, 07/31/26		60,000		57,145,313
0.63%, 03/31/27		45,600		43,113,375
0.63%, 11/30/27		375,600		351,743,533
0.63%, 12/31/27		173,400		162,210,281
0.63%, 05/15/30		300,800		273,587,000
0.63%, 08/15/30		471,000		427,064,531
0.75%, 12/31/23		387,650		382,849,804
0.75%, 11/15/24		66,650		65,124,340
0.75%, 03/31/26		20,500		19,700,820
0.75%, 05/31/26		20,000		19,185,938
0.75%, 08/31/26		227,900		218,107,422
0.75%, 01/31/28		506,300		476,594,432
0.88%, 06/30/26		170,000		163,824,220
0.88%, 09/30/26		202,800		195,004,875
0.88%, 11/15/30		447,300		413,403,047
1.00%, 12/15/24		165,200		162,438,062
1.00%, 07/31/28		145,000		137,806,641
1.13%, 01/15/25		100,000		98,593,750
1.13%, 02/28/25		30,000		29,547,656
1.13%, 10/31/26		100,600		97,778,485
1.13%, 02/28/27		14,000		13,583,281
1.13%, 02/29/28		111,360		107,175,301
1.13%, 08/31/28		273,600		261,929,250
1.13%, 02/15/31		267,200		251,961,250
1.13%, 05/15/40		156,500		130,163,984
1.25%, 07/31/23		65,600		65,571,812
1.25%, 08/31/24		141,550		140,388,848
1.25%, 11/30/26		104,900		102,564,336
1.25%, 12/31/26		136,100		132,995,219
1.25%, 03/31/28		170,000		164,647,657
1.25%, 04/30/28		119,100		115,285,078
1.25%, 05/31/28		55,000		53,182,422
1.25%, 06/30/28		212,175		205,014,094
1.25%, 09/30/28		317,000		305,706,875
1.25%, 08/15/31		475,900		452,105,000
1.25%, 05/15/50		205,900		164,333,937
1.38%, 06/30/23		84,500		84,632,031
1.38%, 08/31/23		92,000		92,050,313
1.38%, 09/30/23		77,800		77,827,351
1.38%, 08/31/26		22,500		22,136,133
1.38%, 10/31/28		130,000		126,323,437
1.38%, 12/31/28^(b)		95,430		92,701,298
1.38%, 11/15/31		440,000		421,987,500
1.38%, 11/15/40		294,800		254,955,937
1.38%, 08/15/50		4,000		3,293,750
1.50%, 03/31/23		84,500		84,823,477
1.50%, 02/29/24		5,000		5,004,688
1.50%, 09/30/24		113,300		112,999,047
1.50%, 10/31/24		129,500		129,125,665
1.50%, 11/30/24		334,700		333,654,062
1.50%, 02/15/25		53,000		52,792,969
1.50%, 08/15/26		498,500		493,242,385
1.50%, 01/31/27^(b)		305,280		301,797,900
1.50%, 11/30/28		284,200		278,338,375
1.50%, 02/15/30		25,485		24,907,605
1.63%, 04/30/23		60,500		60,800,137
1.63%, 05/31/23		92,150		92,617,950
1.63%, 10/31/23		18,700		18,771,586


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.63%, 02/15/26	$	207,890	$	206,980,481
1.63%, 05/15/26		250,000		248,730,470
1.63%, 09/30/26		24,500		24,366,016
1.63%, 10/31/26		204,000		202,884,375
1.63%, 11/30/26		21,200		21,082,406
1.63%, 08/15/29		74,000		73,109,687
1.63%, 05/15/31		289,600		284,713,000
1.63%, 11/15/50		229,500		201,063,516
1.75%, 05/15/23		144,004		144,932,150
1.75%, 06/30/24		174,000		174,829,220
1.75%, 07/31/24^(b)		56,850		57,107,602
1.75%, 12/31/24		220,400		221,174,845
1.75%, 12/31/26		25,200		25,203,938
1.75%, 01/31/29		150,700		149,993,594
1.75%, 08/15/41		293,420		269,258,697
1.88%, 08/31/24		73,600		74,134,750
1.88%, 06/30/26		5,000		5,026,953
1.88%, 07/31/26		9,500		9,550,469
1.88%, 02/28/27		38,100		38,367,891
1.88%, 02/28/29		70,000		70,273,437
1.88%, 02/15/32		104,560		105,001,112
1.88%, 02/15/41		116,200		109,282,469
1.88%, 02/15/51		673,000		626,415,781
1.88%, 11/15/51		218,450		203,909,422
2.00%, 04/30/24		290,500		293,473,087
2.00%, 05/31/24		213,750		215,954,297
2.00%, 06/30/24		115,594		116,795,094
2.00%, 02/15/25		180,068		181,910,884
2.00%, 08/15/25		326,715		329,905,578
2.00%, 11/15/26		141,000		142,564,219
2.00%, 11/15/41		37,000		35,444,844
2.00%, 08/15/51		541,000		519,360,000
2.13%, 11/30/23		83,200		84,217,250
2.13%, 02/29/24		89,950		91,102,484
2.13%, 03/31/24		214,000		216,758,595
2.13%, 07/31/24		215,509		218,354,393
2.13%, 09/30/24		100,000		101,320,313
2.13%, 11/30/24		70,000		70,929,687
2.13%, 05/15/25		265,800		269,496,281
2.13%, 05/31/26		28,500		28,934,180
2.25%, 12/31/23		206,930		209,969,284
2.25%, 01/31/24		153,700		156,011,504
2.25%, 04/30/24		185,395		188,291,797
2.25%, 11/15/24		234,966		238,949,409
2.25%, 12/31/24		75,300		76,611,868
2.25%, 11/15/25		119,079		121,348,943
2.25%, 03/31/26		9,000		9,177,891
2.25%, 02/15/27		37,706		38,598,470
2.25%, 08/15/27		146,750		150,407,286
2.25%, 11/15/27		282,450		289,356,787
2.25%, 05/15/41		348,000		347,130,000
2.25%, 08/15/46		118,960		117,640,287
2.25%, 08/15/49		106,500		107,315,391
2.25%, 02/15/52		60,000		61,143,750
2.38%, 02/29/24		159,500		162,328,634
2.38%, 08/15/24		259,717		264,647,566
2.38%, 04/30/26		17,500		17,938,867
2.38%, 05/15/27		5,600		5,769,313
2.38%, 05/15/29		104,000		107,916,250
2.38%, 11/15/49		259,400		268,843,781


Security	Par (000)		Value

U.S. Government Obligations (continued)
2.38%, 05/15/51	$	65,000	$	67,813,281
2.50%, 03/31/23		72,000		73,040,625
2.50%, 08/15/23		147,811		150,374,597
2.50%, 01/31/24		1,400		1,427,453
2.50%, 05/15/24		7,250		7,401,231
2.50%, 02/28/26		26,900		27,685,984
2.50%, 02/15/45		19,824		20,455,890
2.50%, 02/15/46		192,800		199,548,000
2.50%, 05/15/46		148,517		153,761,507
2.63%, 06/30/23		70,000		71,252,344
2.63%, 03/31/25		5,000		5,145,313
2.63%, 12/31/25		46,500		48,058,477
2.63%, 01/31/26		42,300		43,721,016
2.63%, 02/15/29		181,591		191,152,901
2.75%, 04/30/23		65,918		67,099,788
2.75%, 05/31/23		63,562		64,766,202
2.75%, 07/31/23		74,500		76,036,562
2.75%, 08/31/23		187,765		191,688,996
2.75%, 11/15/23		120,760		123,495,969
2.75%, 02/15/24		61,365		62,891,934
2.75%, 02/28/25		90,500		93,384,687
2.75%, 06/30/25		221,900		229,475,806
2.75%, 08/31/25		183,108		189,516,780
2.75%, 02/15/28		268,702		283,207,711
2.75%, 08/15/42		106,523		114,628,735
2.75%, 11/15/42		118,580		127,547,612
2.75%, 08/15/47^(b)		261,000		285,795,000
2.75%, 11/15/47		61,500		67,380,937
2.88%, 09/30/23		90,000		92,137,500
2.88%, 10/31/23		81,600		83,573,063
2.88%, 11/30/23		180,200		184,747,235
2.88%, 04/30/25		41,000		42,515,078
2.88%, 05/31/25		146,800		152,270,594
2.88%, 07/31/25		183,900		191,083,594
2.88%, 11/30/25		60,400		62,905,657
2.88%, 05/15/28		252,994		268,707,300
2.88%, 08/15/28		139,930		148,916,130
2.88%, 05/15/43		90,184		98,807,845
2.88%, 08/15/45		183,125		201,895,312
2.88%, 11/15/46		49,000		54,344,062
2.88%, 05/15/49		42,000		47,715,938
3.00%, 09/30/25		173,100		180,835,406
3.00%, 10/31/25		127,600		133,371,907
3.00%, 05/15/42		56,050		62,758,484
3.00%, 11/15/44		99,727		111,865,646
3.00%, 05/15/45		121,400		136,404,281
3.00%, 11/15/45		55,100		62,108,031
3.00%, 02/15/47		40,300		45,759,391
3.00%, 05/15/47		172,118		195,945,586
3.00%, 02/15/48		98,550		113,363,297
3.00%, 08/15/48		91,800		105,871,219
3.00%, 02/15/49		19,300		22,400,063
3.13%, 11/15/28		187,515		202,867,791
3.13%, 11/15/41		53,900		61,344,937
3.13%, 02/15/42		71,800		81,896,875
3.13%, 02/15/43		58,700		66,807,937
3.13%, 08/15/44		60,519		69,152,414
3.13%, 05/15/48		44,150		52,014,219
3.38%, 05/15/44		84,200		99,895,406
3.38%, 11/15/48		45,550		56,240,016


Security	Par/ Shares (000)		Value

U.S. Government Obligations (continued)
3.50%, 02/15/39	$	4,000	$	4,808,750
3.63%, 08/15/43		89,600		109,788,000
3.63%, 02/15/44		83,950		103,074,859
3.75%, 08/15/41		52,000		64,398,750
3.75%, 11/15/43		36,600		45,709,969
3.88%, 08/15/40		80,516		101,047,580
4.25%, 05/15/39		6,040		7,936,938
4.25%, 11/15/40		28,889		37,930,354
4.38%, 02/15/38		12,000		15,907,500
4.38%, 11/15/39		50,933		67,939,847
4.38%, 05/15/40		40,403		53,963,257
4.38%, 05/15/41		5,949		7,955,858
4.50%, 02/15/36^(b)		34,785		46,003,163
4.50%, 08/15/39		50,207		67,952,037
4.63%, 02/15/40		45,950		63,044,836
4.75%, 02/15/37		17,977		24,541,414
4.75%, 02/15/41		91,158		127,151,167
5.00%, 05/15/37		70,058		98,081,200
5.25%, 11/15/28		42,377		51,554,269
5.25%, 02/15/29		186,690		228,432,717
5.50%, 08/15/28		97,000		118,627,969
6.00%, 02/15/26		9,468		11,008,769
6.13%, 08/15/29		16,600		21,600,750
6.50%, 11/15/26		26,950		32,689,508
6.63%, 02/15/27		28,800		35,388,000
6.75%, 08/15/26		38,500		46,702,305
6.88%, 08/15/25		6,265		7,351,097


				34,801,751,515


Total U.S. Government & Agency Obligations — 69.7% (Cost: $62,124,553,260)				61,326,275,725


Short-Term Investments

Money Market Funds — 8.7%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%^(j)(k)(l)		6,477,835		6,479,130,793
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(j)(k)(m)		1,145,114		1,145,114,050


				7,624,244,843


Total Short-Term Investments — 8.7% (Cost: $7,624,241,816)				7,624,244,843


Total Investments Before TBA Sales Commitments — 108.8% (Cost: $96,965,328,310)				95,654,729,148


Security	Par (000)			Value

TBA Sales Commitments⁽ⁱ⁾

Mortgage-Backed Securities — (1.2)%
Government National Mortgage Association
2.00%, 03/21/52		(68,850	)	$	(67,311,633	)
2.50%, 03/21/52		(20,000	)		(19,983,594	)
Uniform Mortgage-Backed Securities
1.50%, 03/17/37		(56,775	)		(55,244,736	)
1.50%, 03/14/52		(259,000	)		(240,212,383	)
2.00%, 03/14/52		(151,496	)		(145,317,804	)
2.50%, 11/25/51		(317,102	)		(312,853,328	)
3.00%, 04/25/49		(68,150	)		(68,831,500	)
3.50%, 03/14/52		(37,175	)		(38,284,441	)
4.00%, 03/14/52		(67,600	)		(70,578,625	)


					(1,018,618,044	)


Total TBA Sales Commitments — (1.2)% (Proceeds: $(1,010,810,222))					(1,018,618,044	)


Total Investments, Net of TBA Sales Commitments — 107.6% (Cost: $95,954,518,088)					94,636,111,104

Other Assets, Less Liabilities — (7.6)%					(6,713,649,807	)


Net Assets — 100.0%				$	87,922,461,297

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

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

^(c)	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.

^(d)	Zero-coupon bond.

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

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

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

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

⁽ⁱ⁾	Represents or includes a TBA transaction.

^(j)	Affiliate of the Fund.

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

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

^(m)	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 year ended February 28, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

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

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

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

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

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

Segregation and Collateralization: In cases where the Fund enters into certain investments (e.g., dollar rolls and TBA sale commitments ) that would be treated as “senior securities” for 1940 Act purposes, the 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 Fund may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments 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 Fund. Because such gains or losses are not taxable to the Fund and are not distributed to existing Fund shareholders, the gains or losses are reclassified from accumulated net realized gain (loss) to paid-in capital at the end of the Fund’s tax year. These reclassifications have no effect on net assets or net asset value (“NAV”) per share.

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

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

Investment Valuation Policies: The Fund’s investments are valued at fair value (also referred to as “market value” within the financial statements) each day that the Fund’s listing exchange is open and, for financial reporting purposes, as of the report date. U.S. GAAP defines fair value as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The 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 the Fund’s assets and liabilities:

If events (e.g., market volatility, company announcement or a natural disaster) occur that are expected to materially affect the value of such investment, or in the event that application of these methods of valuation results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available, the investment will be valued by the 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 the Fund might reasonably expect to receive or pay from the current sale or purchase of that asset or liability in an arm’s-length transaction. Fair value determinations shall be based upon all available factors that the 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 Fund’s investment adviser, or its affiliates. Such collateral, if any, is noted in the Schedule of Investments and the obligation to return the collateral is presented as a liability in the Statement of Assets and Liabilities. Securities pledged as collateral by a fund, if any, are noted in the Schedule of Investments.

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

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

As of period end, any securities on loan were collateralized by cash and/or U.S. Government obligations. Cash collateral invested in money market funds managed by BlackRock Fund Advisors (“BFA”), the Fund’s 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 the Fund’s Schedule of Investments. The market value of any securities on loan and the value of any related cash collateral are disclosed in the Statement of Assets and Liabilities.

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

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

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

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

For its investment advisory services to the Fund, BFA is entitled to an annual investment advisory fee of 0.04%, accrued daily and paid monthly by the Fund, based on the average daily net assets of the Fund.

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

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

This amount is included in investment advisory fees waived in the Statement of Operations. For the year ended February 28, 2022, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

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

Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Fund, subject to applicable conditions. As securities lending agent, BTC bears all operational

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

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

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

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

The share of securities lending income earned by the Fund is shown as securities lending income – affiliated – net in its Statement of Operations. For the year ended February 28, 2022, the Fund paid BTC $979,774 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 year ended February 28, 2022, transactions executed by the Fund pursuant to Rule 17a-7 under the 1940 Act were as follows:

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

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

For the year ended February 28, 2022, purchases and sales of investments, including mortgage dollar rolls and excluding short-term investments and in-kind transactions, were as follows:

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

Management has analyzed tax laws and regulations and their application to the Fund as of February 28, 2022, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Fund’s financial statements.

U.S. GAAP requires that certain components of net assets be adjusted to reflect permanent differences between financial and tax reporting. These reclassifications have no effect on net assets or NAV per share. As of February 28, 2022, permanent differences attributable to realized gains (losses) from in-kind redemptions were reclassified to the following accounts:

As of February 28, 2022, the tax components of accumulated net earnings (losses) were as follows:

As of February 28, 2022, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:

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

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

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

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

Municipal securities are subject to the risk that litigation, legislation or other political events, local business or economic conditions, credit rating downgrades, or the bankruptcy of the issuer could have a significant effect on an issuer’s ability to make payments of principal and/or interest or otherwise affect the value of such securities. Municipal securities can be significantly affected by political or economic changes, including changes made in the law after issuance of the securities, as well as uncertainties in the municipal market related to, taxation, legislative changes or the rights of municipal security holders, including in connection with an issuer insolvency.

Municipal securities backed by current or anticipated revenues from a specific project or specific assets can be negatively affected by the discontinuance of the tax benefits supporting the project or assets or the inability to collect revenues for the project or from the assets. Municipal securities may be less liquid than taxable bonds, and there may be less publicly available information on the financial condition of municipal security issuers than for issuers of other securities.

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

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

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

The Fund invests a significant portion of its assets in fixed-income securities and/or uses derivatives tied to the fixed-income markets. Changes in market interest rates or economic conditions may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other fixed-income securities will increase as interest rates fall and decrease as interest rates rise. The Fund may be subject to a greater risk of rising interest rates due to the current period of historically low rates.

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

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

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

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

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

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

Management’s evaluation of the impact of all subsequent events on the Fund’s financial statements was completed through the date the financial statements were available to be issued and the following items were noted:

Effective March 31, 2022, BFA reduced the investment advisory fee for the Fund from 0.04% to 0.03%.

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of iShares Core U.S. Aggregate Bond ETF (one of the funds constituting iShares Trust, referred to hereafter as the “Fund”) as of February 28, 2022, the related statement of operations for the year ended February 28, 2022, the statement of changes in net assets for each of the two years in the period ended February 28, 2022, including the related notes, and the financial highlights for each of the five years in the period ended February 28, 2022 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of February 28, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended February 28, 2022 and the financial highlights for each of the five years in the period ended February 28, 2022 in conformity with accounting principles generally accepted in the United States of America.

These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of February 28, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

We have served as the auditor of one or more BlackRock investment companies since 2000.

The Fund hereby designates the following amount, or maximum amount allowable by law, of distributions from direct federal obligation interest for the fiscal year ended February 28, 2022:

The law varies in each state as to whether and what percent of ordinary income dividends attributable to federal obligations is exempt from state income tax. Shareholders are advised to check with their tax advisers to determine if any portion of the dividends received is exempt from state income tax.

The Fund hereby designates the following amount, or maximum amount allowable by law, as interest income eligible to be treated as a Section 163(j) interest dividend for the fiscal year ended February 28, 2022:

The Fund hereby designates the following amount, or maximum amount allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident aliens and foreign corporations for the fiscal year ended February 28, 2022:

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 U.S. Aggregate Bond ETF (the “Fund” or “ETF”), each a series of the Trust, which is reasonably designed to assess and manage the Fund’s liquidity risk.

The Board of Trustees (the “Board”) of the Trust, on behalf of the Fund, met on December 9, 2021 (the “Meeting”) to review the Program. The Board previously appointed BlackRock Fund Advisors (“BlackRock”), the investment adviser to the Fund, as the program administrator for the 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 the 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 the Fund’s investments (including derivative transactions) into one of four liquidity buckets. It also referenced the methodology used by BlackRock to establish the Fund’s HLIM and noted that the Committee reviews and ratifies the HLIM assigned to the 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 the 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.

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

Information on the Fund’s net asset value, market price, premiums and discounts, and bid-ask spreads can be found at iShares.com.

The Alternative Investment Fund Managers Directive and the Alternative Investment Fund Managers Regulations 2013 (as amended) and the “Guidelines on sound remuneration policies under the AIMFD” issued by the European Securities and Markets Authority (together the “Regulations”) impose detailed and prescriptive obligations on fund managers established in the European Union (the “EU”) and the UK. These do not currently apply to managers established outside of the EU or UK, such as BFA (the “Company”). Rather, non-EU and non-UK managers are only required to comply with certain disclosure, reporting and transparency obligations of the Regulations if such managers market a fund to EU investors.

The Company has registered the iShares Core U.S. Aggregate Bond ETF (the “Fund”) to be marketed to EU investors in the United Kingdom, the Netherlands, Finland, Sweden, and Luxembourg.

The Company is required under the Regulations to make quantitative disclosures of remuneration. These disclosures are made in line with BlackRock’s interpretation of currently available regulatory guidance on quantitative remuneration disclosures. As market or regulatory practice develops BlackRock may consider it appropriate to make changes to the way in which quantitative remuneration disclosures are calculated. Where such changes are made, this may result in disclosures in relation to a fund not being comparable to the disclosures made in the prior year, or in relation to other BlackRock fund disclosures in that same year.

Disclosures are provided in relation to (a) the staff of the Company; (b) staff who are senior management; and (c) staff who have the ability to materially affect the risk profile of the Fund.

All individuals included in the aggregated figures disclosed are rewarded in line with BlackRock’s remuneration policy for their responsibilities across the relevant BlackRock business area. As all individuals have a number of areas of responsibilities, only the portion of remuneration for those individuals’ services attributable to the Fund is included in the aggregate figures disclosed.

BlackRock has a clear and well defined pay-for-performance philosophy, and compensation programmes which support that philosophy.

BlackRock operates a total compensation model for remuneration which includes a base salary, which is contractual, and a discretionary bonus scheme. Although all employees are eligible to receive a discretionary bonus, there is no contractual obligation to make a discretionary bonus award to any employees. For senior management, a significant percentage of variable remuneration is deferred over time. All employees are subject to a claw-back policy.

Remuneration decisions for employees are made once annually in January following the end of the performance year, based on BlackRock’s full-year financial results and other non-financial goals and objectives. Alongside financial performance, individual total compensation is also based on strategic and operating results and other considerations such as management and leadership capabilities. No set formulas are established and no fixed benchmarks are used in determining annual incentive awards.

Annual incentive awards are paid from a bonus pool which is reviewed throughout the year by BlackRock’s independent compensation committee, taking into account both actual and projected financial information together with information provided by the Enterprise Risk and Regulatory Compliance departments in relation to any activities, incidents or events that warrant consideration in making compensation decisions. Individuals are not involved in setting their own remuneration.

Each of the control functions (Enterprise Risk, Legal & Compliance, and Internal Audit) each have their own organisational structures which are independent of the business units. Functional bonus pools for those control functions are determined with reference to the performance of each individual function and the remuneration of the senior members of control functions is directly overseen by BlackRock’s independent remuneration committee.

Members of staff and senior management of the Company typically provide both AIFMD and non-AIFMD related services in respect of multiple funds, clients and functions of the Company and across the broader BlackRock group. Therefore, the figures disclosed are a sum of each individual’s portion of remuneration attributable to the Fund according to an objective apportionment methodology which acknowledges the multiple-service nature of the Company. Accordingly the figures are not representative of any individual’s actual remuneration or their remuneration structure.

The amount of total & aggregate remuneration awarded by the company to its staff which has been attributed to the fund in respect of the company’s financial year ending December 31, 2021 were as follows:

The Board of Trustees has responsibility for the overall management and operations of the Funds, including general supervision of the duties performed by BFA and other service providers. Each Trustee serves until he or she resigns, is removed, dies, retires or becomes incapacitated. Each officer shall hold office until his or her successor is elected and qualifies or until his or her death, resignation or removal. Trustees who are not “interested persons” (as defined in the 1940 Act) of the Trust are referred to as independent trustees (“Independent Trustees”).

The registered investment companies advised by BFA or its affiliates (the “BlackRock-advised Funds”) are organized into one complex of open-end equity, multi-asset, index and money market funds and ETFs (the “BlackRock Multi-Asset Complex”), one complex of closed-end funds and open-end non-index fixed-income funds (including ETFs) (the “BlackRock Fixed-Income Complex”) and one complex of ETFs (“Exchange-Traded Fund Complex”) (each, a “BlackRock Fund Complex”). Each Fund is included in the Exchange-Traded Fund Complex. Each Trustee also serves as a Director of iShares, Inc. and a Trustee of iShares U.S. ETF Trust and, as a result, oversees all of the funds within the Exchange-Traded Fund Complex, which consists of 374 funds as of February 28, 2022. With the exception of Robert S. Kapito, Salim Ramji and Charles Park, the address of each Trustee and officer is c/o BlackRock, Inc., 400 Howard Street, San Francisco, CA 94105. The address of Mr. Kapito, Mr. Ramji and Mr. Park is c/o BlackRock, Inc., Park Avenue Plaza, 55 East 52nd Street, New York, NY 10055. The Board has designated John E. Kerrigan as its Independent Board Chair. Additional information about the Funds’ Trustees and officers may be found in the Funds’ combined Statement of Additional Information, which is available without charge, upon request, by calling toll-free 1-800-iShares (1-800-474-2737).

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

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

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

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

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

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

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

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


	Average Annual Total Returns									Cumulative Total Returns
	1 Year			5 Years			10 Years			1 Year			5 Years			10 Years
Fund NAV		(2.68	)%		2.66	%		2.41	%		(2.68	)%		14.01	%		26.87	%
Fund Market		(2.64	)		2.65			2.39			(2.64	)		13.98			26.64
Index		(2.64	)		2.71			2.47			(2.64	)		14.30			27.66


Actual						Hypothetical 5% Return

	Beginning Account Value (09/01/21)	Ending Account Value (02/28/22	)	Expenses Paid During the Period	^(a)		Beginning Account Value (09/01/21	)	Ending Account Value (02/28/22	)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 959.00		$ 0.15			$ 1,000.00		$ 1,024.60		$ 0.15		0.03	%



Moody’s Credit Rating^*	Percent of Total Investments	^(a)
Aaa	54.8	%
Aa	10.0
A	16.1
Baa	13.3
Ba	0.4
Not Rated	5.4


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
Market Overview		4
Fund Summary		5
About Fund Performance		7
Shareholder Expenses		7
Schedule of Investments		8
Financial Statements
Statement of Assets and Liabilities		104
Statement of Operations		105
Statements of Changes in Net Assets		106
Financial Highlights		107
Notes to Financial Statements		108
Report of Independent Registered Public Accounting Firm		116
Important Tax Information (Unaudited)		117
Statement Regarding Liquidity Risk Management Program		118
Supplemental Information		119
Trustee and Officer Information		121
General Information		124
Glossary of Terms Used in this Report		125


4		2 0 2 2 I S H A R E S 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 February 28, 2022		iShares^® Core U.S. Aggregate Bond ETF


Fund Summary as of February 28, 2022 (continued)		iShares^® Core U.S. Aggregate Bond ETF



Investment Type	Percent of Total Investments	^(a)
U.S. Government & Agency Obligations	70.5	%
Corporate Bonds & Notes	26.0
Foreign Government Obligations	2.5
Collaterized Mortgage Obligations	1.2
Municipal Debt Obligations	0.7
Asset-Backed Securities	0.3
TBA Sales Commitments	(1.2	)


A B O U T F U N D P E R F O R M A N C E / S H A R E H O L D E R E X P E N S E S		7


Affiliated Issuer	Value at 02/28/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value at 02/28/22		Shares Held at 02/28/22 (000)		Income			Capital Gain Distributions from Underlying Funds
BlackRock Cash Funds: Institutional, SL Agency Shares	$	6,978,918,926	$	—	$	(496,842,738	)^(a)	$	(1,376,428	)	$	(1,568,967	)	$	6,479,130,793		6,477,835	$	8,060,832		$	—
BlackRock Cash Funds: Treasury, SL Agency Shares		1,392,338,481		—		(247,224,431	)^(a)		—			—			1,145,114,050		1,145,114		2,339,245	^(b)		—

								$	(1,376,428	)	$	(1,568,967	)	$	7,624,244,843			$	10,400,077		$	—


	Level 1		Level 2			Level 3		Total
Investments
Assets
Asset-Backed Securities	$	—	$	260,810,586		$	—	$	260,810,586
Collaterized Mortgage Obligations		—		1,052,728,882			—		1,052,728,882
Corporate Bonds & Notes		—		22,624,954,786			—		22,624,954,786
Foreign Government Obligations		—		2,167,296,363			—		2,167,296,363
Municipal Debt Obligations		—		598,417,963			—		598,417,963
U.S. Government & Agency Obligations		—		61,326,275,725			—		61,326,275,725
Money Market Funds		7,624,244,843		—			—		7,624,244,843

		7,624,244,843		88,030,484,305			—		95,654,729,148

Liabilities
TBA Sales Commitments		—		(1,018,618,044	)		—		(1,018,618,044	)

	$	7,624,244,843	$	87,011,866,261		$	—	$	94,636,111,104


	iShares Core U.S. Aggregate Bond ETF

ASSETS
Investments in securities, at value (including securities on loan)^(a):
Unaffiliated^(b)	$	88,030,484,305
Affiliated^(c)		7,624,244,843
Cash		30,978,381
Cash pledged:
Collateral — TBA commitments		47,431,000
Receivables:
Investments sold		339,882,459
Securities lending income — Affiliated		162,162
TBA sales commitments		1,010,810,222
Capital shares sold		66,685,567
Dividends		576,655
Interest		391,903,351

Total assets		97,543,158,945


LIABILITIES
Collateral on securities loaned, at value		1,145,014,050
TBA sales commitments, at value^(d)		1,018,618,044
Payables:
Investments purchased		7,404,820,433
Capital shares redeemed		50,005,787
Investment advisory fees		2,239,334

Total liabilities		9,620,697,648


NET ASSETS	$	87,922,461,297


NET ASSETS CONSIST OF:
Paid-in capital	$	89,319,268,453
Accumulated loss		(1,396,807,156	)

NET ASSETS	$	87,922,461,297


Shares outstanding		796,800,000

Net asset value	$	110.34

Shares authorized		Unlimited

Par value		None


^(a)Securities loaned, at value	$	1,129,207,809
^(b)Investments, at cost — Unaffiliated	$	89,341,086,494
^(c)Investments, at cost — Affiliated	$	7,624,241,816
^(d)Proceeds from TBA sales commitments	$	1,010,810,222


	iShares Core U.S. Aggregate Bond ETF

INVESTMENT INCOME
Dividends — Affiliated	$	8,060,842
Interest — Unaffiliated		1,558,309,695
Securities lending income — Affiliated — net		2,339,235
Other income — Unaffiliated		10,369

Total investment income		1,568,720,141


EXPENSES
Investment advisory fees		35,443,285
Professional fees		390

Total expenses		35,443,675

Less:
Investment advisory fees waived		(6,674,326	)

Total expenses after fees waived		28,769,349

Net investment income		1,539,950,792


REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain (loss) from:
Investments — Unaffiliated		(173,714,994	)
Investments — Affiliated		(1,376,428	)
In-kind redemptions — Unaffiliated		202,581,270

Net realized gain		27,489,848

Net change in unrealized appreciation (depreciation) on:
Investments — Unaffiliated		(4,047,372,374	)
Investments — Affiliated		(1,568,967	)

Net change in unrealized appreciation (depreciation)		(4,048,941,341	)

Net realized and unrealized loss		(4,021,451,493	)

NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(2,481,500,701	)


	iShares Core U.S. Aggregate Bond ETF
	Year Ended 02/28/22			Year Ended 02/28/21
INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	1,539,950,792		$	1,596,125,212
Net realized gain		27,489,848			978,536,862
Net change in unrealized appreciation (depreciation)		(4,048,941,341	)		(1,990,527,541	)

Net increase (decrease) in net assets resulting from operations		(2,481,500,701	)		584,134,533


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(1,536,535,082	)		(1,641,318,127	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions		5,982,209,116			10,602,390,316


NET ASSETS
Total increase in net assets		1,964,173,333			9,545,206,722
Beginning of year		85,958,287,964			76,413,081,242

End of year	$	87,922,461,297		$	85,958,287,964


	iShares Core U.S. Aggregate Bond ETF
	Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19			Year Ended 02/28/18

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

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

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


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

Total distributions		(1.99	)		(2.48	)		(3.01	)		(2.92	)		(2.56	)


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


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


Ratios to Average Net Assets^(e)
Total expenses		0.04	%		0.04	%		0.05	%		0.05	%		0.05	%

Total expenses after fees waived		0.03	%		0.03	%		0.05	%		0.04	%		0.04	%

Net investment income		1.74	%		2.03	%		2.70	%		2.80	%		2.37	%


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

Portfolio turnover rate^(f)(g)		163	%		179	%		108	%		146	%		252	%



iShares ETF		Diversification Classification

Core U.S. Aggregate Bond		Diversified


iShares ETF and Counterparty		Market Value of Securities on Loan		Cash Collateral Received	^(a)		Non-Cash Collateral Received		Net Amount
Core U.S. Aggregate Bond
Barclays Bank PLC	$	1,557,537	$	1,557,537		$	—	$	—
Barclays Capital, Inc.		122,401,988		122,401,988			—		—
BMO Capital Markets Corp.		1,315,570		1,315,570			—		—
BNP Paribas SA		7,674,860		7,674,860			—		—
BofA Securities, Inc.		484,258,993		484,258,993			—		—
Citigroup Global Markets, Inc.		18,501,508		18,501,508			—		—
Deutsche Bank Securities, Inc.		5,466,549		5,466,549			—		—
Goldman Sachs & Co. LLC		2,915,337		2,915,337			—		—
HSBC Securities (USA), Inc.		1,160,619		1,160,619			—		—
J.P. Morgan Securities LLC		419,433,408		419,433,408			—		—
Jefferies LLC		845,742		845,742			—		—
Mitsubishi UFJ Securities Holdings Co., Ltd.		7,198,292		7,198,292			—		—
Morgan Stanley		27,583,295		27,583,295			—		—
Nomura Securities International, Inc.		1,585,711		1,585,711			—		—
Pershing LLC		1,460,334		1,460,334			—		—
RBC Capital Markets LLC		10,766,542		10,766,542			—		—
Scotia Capital (USA), Inc.		1,066,042		1,066,042			—		—
TD Securities (USA) LLC		4,540,484		4,540,484			—		—
Wells Fargo Securities LLC		9,474,998		9,474,998			—		—

	$	1,129,207,809	$	1,129,207,809		$	—	$	—


iShares ETF	Amounts waived
Core U.S. Aggregate Bond	$	6,674,326


iShares ETF	Purchases		Sales		Net Realized Gain (Loss)
Core U.S. Aggregate Bond	$	589,942,079	$	763,007,640	$	(25,675,342	)


	U.S. Government Securities				Other Securities
iShares ETF	Purchases		Sales		Purchases		Sales
Core U.S. Aggregate Bond	$	141,040,068,910	$	137,939,927,362	$	3,553,887,512	$	4,721,333,679


iShares ETF	In-kind Purchases		In-kind Sales
Core U.S. Aggregate Bond	$	10,667,611,673	$	6,151,102,716


iShares ETF	Paid-in Capital		Accumulated Loss
Core U.S. Aggregate Bond	$	202,564,503	$	(202,564,503	)



iShares ETF		Undistributed Ordinary Income		Non-expiring Capital Loss Carryforwards	^(a)		Net Unrealized Gains (Losses)	^(b)		Total
Core U.S. Aggregate Bond	$	118,822,737	$	(184,632,391	)	$	(1,330,997,502	)	$	(1,396,807,156	)



iShares ETF	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation (Depreciation)
Core U.S. Aggregate Bond	$	96,993,236,354	$	882,828,969	$	(2,229,143,997	)	$	(1,346,315,028	)


iShares ETF	Federal Obligation Interest
Core U.S. Aggregate Bond	$	456,269,519


iShares ETF	Interest Dividends
Core U.S. Aggregate Bond	$	1,543,365,647


iShares ETF	Interest-Related Dividends
Core U.S. Aggregate Bond	$	1,488,971,137


	Total Cumulative Distributions for the Fiscal Year								% Breakdown of the Total Cumulative Distributions for the Fiscal Year
iShares ETF	Net Investment Income		Net Realized Capital Gains		Return of Capital		Total Per Share		Net Investment Income			Net Realized Capital Gains			Return of Capital			Total Per Share
Core U.S. Aggregate Bond^(a)	$	1.972510	$	—	$	0.017444	$	1.989954		99	%		—	%		1	%		100	%


iShares ETF	Total Remuneration		Fixed Remuneration		Variable Remuneration		No. of Beneficiaries		Senior Management Remuneration		Risk Taker Remuneration
Core U.S. Aggregate Bond		$8,198,912		$3,833,528		$4,365,384		661		$1,003,563		$103,717


		Interested Trustees

Name (Age)	Position(s)	Principal Occupation(s) During the Past 5 Years	Other Directorships Held by Trustee

Robert S. Kapito^(a)(65)	Trustee (since 2009).	President, BlackRock, Inc. (since 2006); Vice Chairman of BlackRock, Inc. and Head of BlackRock’s Portfolio Management Group (since its formation in 1998) and BlackRock, Inc.’s predecessor entities (since 1988); Trustee, University of Pennsylvania (since 2009); President of Board of Directors, Hope & Heroes Children’s Cancer Fund (since 2002).	Director of BlackRock, Inc. (since 2006); Director of iShares, Inc. (since 2009); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2009).

Salim Ramji^(b) (51)	Trustee (since 2019).	Senior Managing Director, BlackRock, Inc. (since 2014); Global Head of BlackRock’s ETF and Index Investments Business (since 2019); Head of BlackRock’s U.S. Wealth Advisory Business (2015-2019); Global Head of Corporate Strategy, BlackRock, Inc. (2014-2015); Senior Partner, McKinsey & Company (2010-2014).	Director of iShares, Inc. (since 2019); Trustee of iShares U.S. ETF Trust (since 2019); Trustee of iShares Trust (since 2019).

^(a)Robert S. Kapito is deemed to be an “interested person” (as defined in the 1940 Act) of the Trust due to his affiliations with BlackRock, Inc. and its affiliates.
^(b)Salim Ramji is deemed to be an “interested person” (as defined in the 1940 Act) of the Trust due to his affiliations with BlackRock, Inc. and its affiliates.

		Independent Trustees

Name (Age)	Position(s)	Principal Occupation(s) During the Past 5 Years	Other Directorships Held by Trustee

John E. Kerrigan (66)	Trustee (since 2005); Independent Board Chair (since 2022).	Chief Investment Officer, Santa Clara University (since 2002).	Director of iShares, Inc. (since 2005); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2005); Independent Board Chair of iShares, Inc. and iShares Trust and iShares U.S. ETF Trust (since 2022).

Jane D. Carlin (66)	Trustee (since 2015); Risk Committee Chair (since 2016).	Consultant (since 2012); Member of the Audit Committee (2012-2018), Chair of the Nominating and Governance Committee (2017-2018) and Director of PHH Corporation (mortgage solutions) (2012-2018); Managing Director and Global Head of Financial Holding Company Governance & Assurance and the Global Head of Operational Risk Management of Morgan Stanley (2006-2012).	Director of iShares, Inc. (since 2015); Trustee of iShares U.S. ETF Trust (since 2015); Trustee of iShares Trust (since 2015); Member of the Audit Committee (since 2016), Chair of the Audit Committee (since 2020) and Director of The Hanover Insurance Group, Inc. (since 2016).

Richard L. Fagnani (67)	Trustee (since 2017); Audit Committee Chair (since 2019).	Partner, KPMG LLP (2002-2016).	Director of iShares, Inc. (since 2017); Trustee of iShares U.S. ETF Trust (since 2017); Trustee of iShares Trust (since 2017).


		Independent Trustees (continued)

Name (Age)	Position(s)	Principal Occupation(s) During the Past 5 Years	Other Directorships Held by Trustee

Cecilia H. Herbert (72)	Trustee (since 2005); Nominating and Governance and Equity Plus Committee Chairs (since 2022).	Chair of the Finance Committee (since 2019) and Trustee and Member of the Finance, Audit and Quality Committees of Stanford Health Care (since 2016); Trustee of WNET, New York’s public media company (since 2011) and Member of the Audit Committee (since 2018) and Investment Committee (since 2011); Chair (1994-2005) and Member (since 1992) of the Investment Committee, Archdiocese of San Francisco; Trustee of Forward Funds (14 portfolios) (2009-2018); Trustee of Salient MF Trust (4 portfolios) (2015-2018); Director (1998-2013) and President (2007-2011) of the Board of Directors, Catholic Charities CYO; Trustee (2002-2011) and Chair of the Finance and Investment Committee (2006-2010) of the Thacher School; Director of the Senior Center of Jackson Hole (since 2020).	Director of iShares, Inc. (since 2005); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2005); Trustee of Thrivent Church Loan and Income Fund (since 2019).

Drew E. Lawton (62)	Trustee (since 2017); 15(c) Committee Chair (since 2017).	Senior Managing Director of New York Life Insurance Company (2010-2015).	Director of iShares, Inc. (since 2017); Trustee of iShares U.S. ETF Trust (since 2017); Trustee of iShares Trust (since 2017).

John E. Martinez (60)	Trustee (since 2003); Securities Lending Committee Chair (since 2019).	Director of Real Estate Equity Exchange, Inc. (since 2005); Director of Cloudera Foundation (2017-2020); and Director of Reading Partners (2012-2016).	Director of iShares, Inc. (since 2003); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2003).

Madhav V. Rajan (57)	Trustee (since 2011); Fixed Income Plus Committee Chair (since 2019).	Dean, and George Pratt Shultz Professor of Accounting, University of Chicago Booth School of Business (since 2017); Advisory Board Member (since 2016) and Director (since 2020) of C.M. Capital Corporation; Chair of the Board for the Center for Research in Security Prices, LLC (since 2020); Robert K. Jaedicke Professor of Accounting, Stanford University Graduate School of Business (2001-2017); Professor of Law (by courtesy), Stanford Law School (2005-2017); Senior Associate Dean for Academic Affairs and Head of MBA Program, Stanford University Graduate School of Business (2010-2016).	Director of iShares, Inc. (since 2011); Trustee of iShares U.S. ETF Trust (since 2011); Trustee of iShares Trust (since 2011).

		Officers

Name (Age)	Position(s)	Principal Occupation(s) During the Past 5 Years

Armando Senra (50)	President (since 2019).	Managing Director, BlackRock, Inc. (since 2007); Head of U.S., Canada and Latam iShares, BlackRock, Inc. (since 2019); Head of Latin America Region, BlackRock, Inc. (2006-2019); Managing Director, Bank of America Merrill Lynch (1994-2006).

Trent Walker (47)	Treasurer and Chief Financial Officer (since 2020).	Managing Director, BlackRock, Inc. (since September 2019); Chief Financial Officer of iShares Delaware Trust Sponsor LLC, BlackRock Funds, BlackRock Funds II, BlackRock Funds IV, BlackRock Funds V and BlackRock Funds VI (since 2021); Executive Vice President of PIMCO (2016-2019); Senior Vice President of PIMCO (2008-2015); Treasurer (2013-2019) and Assistant Treasurer (2007-2017) of PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series, PIMCO Equity Series VIT, PIMCO Managed Accounts Trust, 2 PIMCO-sponsored interval funds and 21 PIMCO-sponsored closed-end funds.

Charles Park (54)	Chief Compliance Officer (since 2006).	Chief Compliance Officer of BlackRock Advisors, LLC and the BlackRock-advised Funds in the BlackRock Multi-Asset Complex and the BlackRock Fixed-Income Complex (since 2014); Chief Compliance Officer of BFA (since 2006).

Deepa Damre Smith (46)	Secretary (since 2019).	Managing Director, BlackRock, Inc. (since 2014); Director, BlackRock, Inc. (2009-2013).

Scott Radell (53)	Executive Vice President (since 2012).	Managing Director, BlackRock, Inc. (since 2009); Head of Portfolio Solutions, BlackRock, Inc. (since 2009).

Alan Mason (61)	Executive Vice President (since 2016).	Managing Director, BlackRock, Inc. (since 2009).

Marybeth Leithead (59)	Executive Vice President (since 2019).	Managing Director, BlackRock, Inc. (since 2017); Chief Operating Officer of Americas iShares (since 2017); Portfolio Manager, Municipal Institutional & Wealth Management (2009-2016).


Portfolio Abbreviations - Fixed Income

BAB		Build America Bond

BAM		Build America Mutual Assurance Co.

GO		General Obligation

GOL		General Obligation Limited

LIBOR		London Interbank Offered Rate

NPFGC		National Public Finance Guarantee Corp.

PSF		Permanent School Fund

RB		Revenue Bond

SAP		Subject to Appropriations

SCA		Svenska Celluosa Aktiebolaget

SOFR		Secured Overnight Financing Rate

TBA		To-Be-Announced