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 ESG Aware 1-5 Year USD Corporate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds having remaining maturities between one and five years and issued by companies that have positive environmental, social and governance characteristics while seeking to exhibit risk and return characteristics similar to those of the parent index of such index, as represented by the Bloomberg MSCI US Corporate 1-5 Year ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The inception date of the Fund was 7/11/17. The first day of secondary market trading was 7/13/17.

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 11 for more information.

The bond market in the U.S. experienced a challenging year broadly, while investment-grade (“IG”) corporate bonds with positive environmental, social, and governance (“ESG”) characteristics performed similarly to their traditional IG sector. Short-term issues experienced a meaningful downturn due to expectations for tighter Fed policy, weighing on returns for the Index. Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators and other key stakeholders.

In terms of relative performance, the Index slightly underperformed the broader market, as represented by the Bloomberg US Corporate 1-5 Year Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.

The Index was overweight in industrials and utilities and underweight in financials compared to the market as a whole. Within the industrials sector, the Index’s largest overweights were in the information technology and consumer cyclical industries, and energy and communications were its most notable underweights. Electricity was the key driver of the Index’s overweight in utilities, while its underweight in financials largely stemmed from below-benchmark weightings in insurance and finance companies.

The iShares ESG Aware U.S. Aggregate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade bonds from issuers generally evaluated for favorable environmental, social and governance practices while seeking to exhibit risk and return characteristics similar to those of the broad U.S. dollar-denominated investment-grade bond market, as represented by the Bloomberg MSCI US Aggregate ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Aggregate ESG Focus Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The inception date of the Fund was 10/18/18. The first day of secondary market trading was 10/23/18.

At the asset class level, U.S. Treasuries experienced the smallest losses and outpaced securitized assets and corporate bonds, respectively. Corporate bonds strongly outperformed in 2021, but their relative strength in this time was outweighed by their slump in January-February 2022 following the outbreak of the Russia-Ukraine conflict Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators, and other key stakeholders.

The Index slightly underperformed the broader market, as represented by the Bloomberg U.S. Aggregate Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.

The Index held a small overweight position in corporate bonds relative to the market, with overweights in industrials and utilities and an underweight in financials. It had modest underweights in U.S. Treasuries, government-related bonds and securitized assets.

The iShares ESG Aware USD Corporate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds issued by companies that have positive environmental, social and governance characteristics while seeking to exhibit risk and return characteristics similar to those of the parent index of such index, as represented by the Bloomberg MSCI US Corporate ESG Focus Index (the “Index”) (formerly the Bloomberg Barclays MSCI US Corporate ESG Focus Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The inception date of the Fund was 7/11/17. The first day of secondary market trading was 7/13/17.

The bond market in the U.S. experienced a challenging year broadly, while investment-grade (“IG”) corporate bonds with positive environmental, social, and governance (“ESG”) characteristics performed similarly to their traditional IG sector. Short-term issues experienced a meaningful downturn due to expectations for tighter Fed policy, weighing on returns. Although bonds with higher ESG ratings sold off in tandem with the broader fixed-income market, the ESG space continued to benefit from robust inflows and an increased focus from investors, corporations, regulators and other key stakeholders.

The Index slightly underperformed the broader market, as represented by the Bloomberg US Corporate 1-5 Year Index. Relative to the broader market, the ESG selection process leads to overweight and underweight positions in bonds with higher or lower ESG characteristics, respectively. Consequently, the Index achieved an ESG quality score that was higher than the broader market, with lower exposure to carbon intensive companies.

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

Net asset value or “NAV” is the value of one share of a fund as calculated in accordance with the standard formula for valuing mutual fund shares. Beginning August 10, 2020, the price used to calculate market return (“Market Price”) is the closing price. Prior to August 10, 2020, Market Price was determined using the midpoint between the highest bid and the lowest ask on the primary stock exchange on which shares of a fund are listed for trading, as of the time that such fund’s NAV is calculated. Since shares of a fund may not trade in the secondary market until after the fund’s inception, for the period from inception to the first day of secondary market trading in shares of the fund, the NAV of the fund is used as a proxy for the Market Price to calculate market returns. Market and NAV returns assume that dividends and capital gain distributions have been reinvested at Market Price and NAV, respectively.

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

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

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

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

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


Security	Par (000)		Value

Corporate Bonds & Notes

Advertising — 0.3%
WPP Finance 2010, 3.75%, 09/19/24	$	2,761	$	2,859,292


Aerospace & Defense — 0.2%
L3Harris Technologies Inc.
3.83%, 04/27/25 (Call 01/27/25)		713		743,003
3.85%, 06/15/23 (Call 05/15/23)^(a)		288		295,154
3.85%, 12/15/26 (Call 09/15/26)		25		26,243
3.95%, 05/28/24 (Call 02/28/24)		320		331,574
Raytheon Technologies Corp., 3.95%, 08/16/25 (Call 06/16/25)		521		549,296
Teledyne Technologies Inc., 1.60%, 04/01/26 (Call 03/01/26)		300		289,206


				2,234,476

Agriculture — 1.0%
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		5,239		5,085,550
3.25%, 08/15/26 (Call 05/15/26)^(a)		2,055		2,104,792
4.35%, 03/15/24 (Call 03/10/22)		2,617		2,742,773


				9,933,115

Airlines — 0.1%
Southwest Airlines Co., 5.25%, 05/04/25 (Call 04/04/25)		1,008		1,087,078


Apparel — 0.3%
NIKE Inc., 2.40%, 03/27/25 (Call 02/27/25)		568		576,156
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		1,192		1,259,050
Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)^(a)		383		400,821
VF Corp., 2.40%, 04/23/25 (Call 03/23/25)		920		922,981


				3,159,008

Auto Manufacturers — 1.4%
American Honda Finance Corp.
1.00%, 09/10/25		360		344,812
1.20%, 07/08/25		432		417,606
2.15%, 09/10/24^(a)		955		956,222
2.40%, 06/27/24^(a)		471		475,639
2.90%, 02/16/24		499		508,321
3.55%, 01/12/24^(a)		790		814,893
3.63%, 10/10/23		357		367,507
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		3,140		2,989,971
3.65%, 10/01/23 (Call 07/01/23)		1,687		1,729,698
General Motors Co., 4.00%, 04/01/25		595		617,598
General Motors Financial Co. Inc.
2.75%, 06/20/25 (Call 05/20/25)		110		109,946
2.90%, 02/26/25 (Call 01/26/25)		887		892,428
4.00%, 01/15/25 (Call 10/15/24)		555		574,264
4.30%, 07/13/25 (Call 04/13/25)		62		64,699
4.35%, 04/09/25 (Call 02/09/25)		1,375		1,438,814
PACCAR Financial Corp.
1.80%, 02/06/25		25		24,786
2.15%, 08/15/24^(a)		80		80,411
Toyota Motor Corp.
2.36%, 07/02/24^(a)		95		95,684
3.42%, 07/20/23		251		257,441
Toyota Motor Credit Corp.
0.50%, 08/14/23		230		226,619
1.35%, 08/25/23		167		166,492
1.80%, 02/13/25^(a)		378		375,263
2.00%, 10/07/24		222		221,967


Security	Par (000)		Value

Auto Manufacturers (continued)
2.25%, 10/18/23	$	91	$	91,873
2.90%, 04/17/24		163		166,309
3.00%, 04/01/25		413		423,106
3.35%, 01/08/24		75		77,125
3.40%, 04/14/25		162		167,644
3.45%, 09/20/23		247		253,852


				14,930,990

Auto Parts & Equipment — 0.2%
BorgWarner Inc., 3.38%, 03/15/25 (Call 12/15/24)^(a)		569		586,662
Magna International Inc., 3.63%, 06/15/24 (Call 03/15/24)		961		987,754


				1,574,416

Banks — 34.3%
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		3,555		3,502,884
1.13%, 09/18/25		8,316		7,902,445
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26)^(b)		35		33,001
1.85%, 03/25/26		1,495		1,436,740
2.71%, 06/27/24		105		105,956
2.75%, 05/28/25		550		550,528
3.85%, 04/12/23		295		301,402
5.18%, 11/19/25		710		758,337
Bank of America Corp.
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(b)		440		423,399
1.20%, 10/24/26 (Call 10/24/25), (SOFR + 1.010%)^(b)		160		151,355
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(b)		528		504,805
1.49%, 05/19/24 (Call 05/19/23), (SOFR + 1.460%)^(b)		325		323,024
1.73%, 07/22/27 (Call 07/22/26), (SOFR + 0.960%)^(b)		2,411		2,303,156
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(b)		230		227,755
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(b)		4,035		3,968,261
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(b)		915		912,896
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(b)		460		452,727
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(b)		608		616,561
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(b)		287		292,640
3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)^(b)		936		954,439
3.50%, 04/19/26		114		118,224
3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)^(b)		1,107		1,124,668
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(b)		270		277,204
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(b)		2,000		2,084,640
3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)^(b)		939		961,132
3.88%, 08/01/25		615		644,520
4.00%, 04/01/24		371		384,861
4.00%, 01/22/25		244		253,404
4.10%, 07/24/23		388		401,010
4.13%, 01/22/24^(a)		281		292,144
4.20%, 08/26/24		684		712,188
4.45%, 03/03/26		170		180,747
Series L, 3.95%, 04/21/25		802		831,393
Series N, 1.66%, 03/11/27 (Call 03/11/26), (SOFR + 0.910%)^(b)		1,303		1,246,476


Security	Par (000)		Value

Banks (continued)
Bank of Montreal
0.95%, 01/22/27 (Call 01/22/26), (SOFR + 0.603%)^(b)	$	2,540	$	2,397,227
1.25%, 09/15/26		2,065		1,958,322
1.50%, 01/10/25		200		195,814
1.85%, 05/01/25		525		518,915
2.50%, 06/28/24^(a)		1,312		1,324,057
4.34%, 10/05/28 (Call 10/05/23)^(b)		820		844,821
Series E, 3.30%, 02/05/24		2,837		2,907,102
Bank of New York Mellon Corp. (The)
0.75%, 01/28/26 (Call 12/28/25)		215		203,943
1.60%, 04/24/25 (Call 03/24/25)		2,245		2,210,202
2.05%, 01/26/27 (Call 12/26/26)		250		247,218
2.10%, 10/24/24		946		949,510
2.20%, 08/16/23 (Call 06/16/23)		2,828		2,850,228
2.80%, 05/04/26 (Call 02/04/26)		45		46,008
3.25%, 09/11/24 (Call 08/11/24)^(a)		421		433,681
3.40%, 05/15/24 (Call 04/15/24)		441		455,134
3.45%, 08/11/23		920		944,058
3.50%, 04/28/23		1,024		1,046,948
3.95%, 11/18/25 (Call 10/18/25)		170		180,346
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		1,106		1,141,646
Series G, 3.00%, 02/24/25 (Call 01/24/25)		340		348,945
Bank of Nova Scotia (The)
0.40%, 09/15/23		85		83,327
1.05%, 03/02/26		8,210		7,776,019
1.30%, 06/11/25		1,761		1,699,400
1.30%, 09/15/26 (Call 06/15/26)		4,145		3,941,066
1.35%, 06/24/26		2,830		2,700,839
1.95%, 02/02/27		200		194,284
2.20%, 02/03/25^(a)		3,814		3,801,643
2.70%, 08/03/26		1,075		1,085,503
3.40%, 02/11/24		2,231		2,289,296
4.50%, 12/16/25		55		58,462
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (SOFR + 2.090%)^(b)		2,290		2,272,459
Barclays Bank PLC, 3.75%, 05/15/24^(a)		42		43,495
Barclays PLC
2.28%, 11/24/27 (Call 11/24/26)^(b)		2,580		2,488,462
2.85%, 05/07/26 (Call 05/07/25), (SOFR + 2.714%)^(b)		1,190		1,188,548
3.65%, 03/16/25		340		348,966
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(b)		1,955		2,008,352
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)(b)		2,020		2,076,095
4.38%, 09/11/24		125		129,604
4.38%, 01/12/26		1,445		1,525,718
5.20%, 05/12/26		1,050		1,131,196
BNP Paribas SA, 4.25%, 10/15/24		1,295		1,352,161
BPCE SA, 4.00%, 04/15/24		1,710		1,771,970
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)^(b)		75		76,097
Canadian Imperial Bank of Commerce
0.95%, 06/23/23		802		793,627
0.95%, 10/23/25		730		693,982
1.25%, 06/22/26 (Call 05/22/26)		305		288,676
2.25%, 01/28/25		2,068		2,065,436
3.10%, 04/02/24		2,146		2,188,727
3.50%, 09/13/23		2,441		2,509,006
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23)		276		285,260


Security	Par (000)		Value

Banks (continued)
Citigroup Inc.
1.12%, 01/28/27 (Call 01/28/26), (SOFR + 0.765%)^(b)	$	3,110	$	2,929,869
1.46%, 06/09/27 (Call 06/09/26), (SOFR + 0.770%)^(b)		1,255		1,188,736
1.68%, 05/15/24 (Call 05/15/23), (SOFR + 1.667%)^(b)		550		549,307
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(b)		360		354,737
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(b)		500		504,400
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(b)		1,502		1,522,157
3.30%, 04/27/25^(a)		498		509,987
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(b)		1,146		1,169,779
3.40%, 05/01/26		70		72,161
3.50%, 05/15/23		1,058		1,082,239
3.70%, 01/12/26		1,565		1,634,815
3.75%, 06/16/24		241		249,442
3.88%, 10/25/23		262		270,426
3.88%, 03/26/25		425		439,395
4.00%, 08/05/24		239		247,014
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(b)		1,836		1,883,185
4.40%, 06/10/25		1,688		1,771,505
4.60%, 03/09/26		730		778,968
5.50%, 09/13/25		587		640,382
Citizens Bank N.A./Providence RI, 2.25%, 04/28/25 (Call 03/28/25)		320		319,002
Comerica Bank
2.50%, 07/23/24		849		857,456
4.00%, 07/27/25		405		425,756
Comerica Inc., 3.70%, 07/31/23 (Call 06/30/23)		2,682		2,743,766
Cooperatieve Rabobank U.A.
4.38%, 08/04/25		350		366,534
4.63%, 12/01/23^(a)		170		177,254
Credit Suisse AG/New York NY
1.00%, 05/05/23		292		289,752
2.95%, 04/09/25		210		212,860
3.63%, 09/09/24		1,280		1,321,050
Credit Suisse Group AG
3.75%, 03/26/25		729		748,770
3.80%, 06/09/23		576		588,925
4.55%, 04/17/26^(a)		825		871,431
Deutsche Bank AG, 4.10%, 01/13/26		490		510,276
Deutsche Bank AG/London, 3.70%, 05/30/24		889		912,523
Deutsche Bank AG/New York NY
2.13%, 11/24/26 (Call 11/24/25), (SOFR + 1.870%)^(b)		2,805		2,700,430
2.22%, 09/18/24 (Call 09/18/23), (SOFR + 2.159%)^(b)		867		865,387
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(b)		25		23,908
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(b)		2,750		2,644,977
3.70%, 05/30/24		956		979,613
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(b)		2,480		2,537,362
4.10%, 01/13/26		1,083		1,129,601
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		312		312,465
4.20%, 08/08/23		252		259,908
4.68%, 08/09/28 (Call 08/09/23)^(b)		927		951,417
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (SOFR + 2.465%)^(a)(b)		125		124,248
First Horizon Corp.
3.55%, 05/26/23 (Call 04/26/23)^(a)		252		256,029
4.00%, 05/26/25 (Call 04/26/25)		582		604,064
First-Citizens Bank & Trust Co., 2.97%, 09/27/25 (Call 09/27/24), (SOFR + 1.715%)^(b)		347		350,276


Security	Par (000)		Value

Banks (continued)
FNB Corp./PA, 2.20%, 02/24/23 (Call 01/24/23)	$	25	$	25,030
Goldman Sachs Group Inc. (The)
1.09%, 12/09/26 (Call 12/09/25), (SOFR + 0.789%)^(b)		175		164,658
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(b)		2,357		2,228,072
1.54%, 09/10/27 (Call 09/10/26), (SOFR + 0.818%)^(a)(b)		1,085		1,022,439
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(b)		350		346,213
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(b)		2,905		2,784,965
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(b)		2,680		2,648,590
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(b)		1,992		2,027,637
3.50%, 01/23/25 (Call 10/23/24)		364		374,523
3.50%, 04/01/25 (Call 03/01/25)		529		543,891
3.63%, 02/20/24 (Call 01/20/24)		945		971,016
3.75%, 05/22/25 (Call 02/22/25)		531		549,404
3.85%, 07/08/24 (Call 04/08/24)^(a)		668		690,104
4.00%, 03/03/24		1,195		1,237,554
HSBC Holdings PLC
0.98%, 05/24/25 (Call 05/24/24), (SOFR + 0.708%)^(b)		300		289,983
1.16%, 11/22/24 (Call 11/22/23), (SOFR + 0.580%)^(b)		200		195,852
1.59%, 05/24/27 (Call 05/24/26), (SOFR + 1.290%)^(b)		3,325		3,134,610
1.65%, 04/18/26 (Call 04/18/25), (SOFR + 1.538%)^(b)		985		949,855
2.10%, 06/04/26 (Call 06/04/25), (SOFR + 1.929%)^(b)		1,015		990,122
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(b)		230		221,495
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(b)		785		784,011
3.60%, 05/25/23		285		291,609
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(b)		1,865		1,911,494
3.90%, 05/25/26		4,040		4,203,176
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)^(b)		385		393,362
4.25%, 03/14/24^(a)		375		387,518
4.25%, 08/18/25		402		417,015
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(b)		1,470		1,533,254
4.30%, 03/08/26		255		269,334
4.38%, 11/23/26		1,935		2,035,581
HSBC USA Inc., 3.50%, 06/23/24		225		231,644
Huntington Bancshares Inc./OH
2.63%, 08/06/24 (Call 07/06/24)		1,240		1,249,412
4.00%, 05/15/25 (Call 04/15/25)		1,185		1,238,692
Huntington National Bank (The)
1.80%, 02/03/23 (Call 01/03/23)		180		180,110
3.55%, 10/06/23 (Call 09/06/23)		200		205,350
ING Groep NV
1.73%, 04/01/27 (Call 04/01/26), (SOFR + 1.005%)^(b)		2,600		2,485,496
3.55%, 04/09/24		1,707		1,751,536
4.10%, 10/02/23		2,300		2,375,049
Intesa Sanpaolo SpA, 5.25%, 01/12/24		7,040		7,391,366
JPMorgan Chase & Co.
0.65%, 09/16/24 (Call 09/16/23), (SOFR + 0.600%)^(b)		170		166,756
1.04%, 02/04/27 (Call 02/04/26), (SOFR + 0.695%)^(b)		940		880,131
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(b)		160		150,416
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(b)		2,770		2,613,440
1.51%, 06/01/24 (Call 06/01/23), (SOFR + 1.455%)^(b)		379		377,454
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(b)		570		545,045
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(b)		2,475		2,435,152
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(b)		3,622		3,566,113
2.30%, 10/15/25 (Call 10/15/24), (SOFR + 1.160%)^(b)		534		531,549
2.60%, 02/24/26 (Call 02/24/25), (SOFR + 0.915%)^(b)		200		200,506
2.70%, 05/18/23 (Call 03/18/23)		141		142,574


Security	Par (000)		Value

Banks (continued)
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(b)	$	470	$	472,801
3.13%, 01/23/25 (Call 10/23/24)		54		55,202
3.20%, 06/15/26 (Call 03/15/26)		110		112,878
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(b)		355		361,230
3.38%, 05/01/23		336		342,337
3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)^(b)		225		229,118
3.63%, 05/13/24		544		562,153
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(b)		2,000		2,088,460
3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)^(b)		223		228,310
3.88%, 02/01/24		183		189,868
3.88%, 09/10/24		776		805,333
3.90%, 07/15/25 (Call 04/15/25)		131		136,908
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(b)		55		57,579
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(b)		690		712,101
7.63%, 10/15/26		30		36,254
7.75%, 07/15/25		35		41,001
KeyBank N.A./Cleveland OH, 3.30%, 06/01/25		272		281,115
Lloyds Bank PLC, 3.50%, 05/14/25^(a)		700		719,236
Lloyds Banking Group PLC
1.63%, 05/11/27 (Call 05/11/26)^(b)		25		23,716
2.44%, 02/05/26 (Call 02/05/25)^(b)		1,875		1,861,181
3.87%, 07/09/25 (Call 07/09/24)^(b)		936		963,930
3.90%, 03/12/24		875		906,518
4.05%, 08/16/23		1,215		1,251,535
4.45%, 05/08/25		370		389,469
4.50%, 11/04/24		950		991,430
4.58%, 12/10/25		2,020		2,118,091
4.65%, 03/24/26		3,000		3,172,950
Mitsubishi UFJ Financial Group Inc.
0.85%, 09/15/24 (Call 09/15/23)^(b)		320		314,106
1.41%, 07/17/25		500		482,340
2.19%, 02/25/25		1,345		1,335,141
2.34%, 01/19/28 (Call 01/19/27)^(b)		395		385,469
2.80%, 07/18/24		255		258,274
3.41%, 03/07/24		300		307,560
3.76%, 07/26/23		388		398,658
3.78%, 03/02/25		138		143,378
Mizuho Financial Group Inc.
0.85%, 09/08/24 (Call 09/08/23), (SOFR + 0.872%)^(b)		180		176,567
1.23%, 05/22/27 (Call 05/22/26)^(b)		1,140		1,067,633
1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(b)		387		382,836
2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)^(b)		1,305		1,288,413
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(b)		655		655,675
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(b)		390		393,260
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(b)		337		345,877
Morgan Stanley
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)^(b)		160		157,811
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)^(b)		35		34,007
0.79%, 05/30/25 (Call 05/30/24), (SOFR + 0.525%)^(b)		125		120,556
0.99%, 12/10/26 (Call 12/10/25), (SOFR + 0.720%)^(b)		4,317		4,044,640
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(b)		2,965		2,810,761
1.59%, 05/04/27 (Call 05/04/26), (SOFR + 0.879%)^(b)		4,565		4,349,167


Security	Par (000)		Value

Banks (continued)
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(b)	$	2,031	$	2,003,744
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(b)		825		811,223
2.63%, 02/18/26 (Call 02/18/25), (SOFR + 0.940%)^(b)		1,000		1,000,780
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)(b)		1,902		1,913,184
3.13%, 07/27/26		2,045		2,083,650
3.70%, 10/23/24		1,932		1,998,519
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(b)		2,902		2,958,212
3.88%, 01/27/26		2,496		2,606,947
4.00%, 07/23/25		834		874,074
4.10%, 05/22/23		805		826,123
4.35%, 09/08/26		140		148,677
5.00%, 11/24/25		1,158		1,245,730
6.25%, 08/09/26		195		223,257
Series F, 3.88%, 04/29/24		1,916		1,980,569
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(b)		436		418,451
National Australia Bank Ltd./New York, 3.63%, 06/20/23		47		48,230
Natwest Group PLC
1.64%, 06/14/27 (Call 06/14/26)^(a)(b)		1,825		1,733,476
2.36%, 05/22/24 (Call 05/22/23)^(b)		460		460,943
3.75%, 11/01/29 (Call 11/01/24)^(b)		1,259		1,274,788
3.88%, 09/12/23		1,470		1,505,515
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(b)		1,510		1,561,612
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(b)		1,285		1,322,149
4.80%, 04/05/26		2,030		2,175,551
5.13%, 05/28/24		1,477		1,551,441
6.00%, 12/19/23		1,125		1,194,829
6.10%, 06/10/23^(a)		1,213		1,268,968
Northern Trust Corp., 3.95%, 10/30/25		823		872,503
Pacific Western Bank, 3.25%, 05/01/31 (Call 05/01/26), (SOFR + 2.520%)^(b)		5		4,885
People’s United Bank N.A., 4.00%, 07/15/24 (Call 04/16/24)		30		30,934
PNC Bank N.A.
2.95%, 02/23/25 (Call 01/24/25)		85		87,230
3.25%, 06/01/25 (Call 05/02/25)		157		162,330
3.30%, 10/30/24 (Call 09/30/24)		27		27,872
3.50%, 06/08/23 (Call 05/09/23)		237		242,264
3.80%, 07/25/23 (Call 06/25/23)		80		82,093
PNC Bank NA
3.88%, 04/10/25 (Call 03/10/25)		2,050		2,138,970
2.50%, 08/27/24 (Call 07/27/24)		2,530		2,557,273
PNC Financial Services Group Inc. (The)
2.20%, 11/01/24 (Call 10/02/24)		803		805,706
3.50%, 01/23/24 (Call 12/23/23)		2,610		2,686,055
3.90%, 04/29/24 (Call 03/29/24)		427		443,367
Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25)		1,900		1,902,831
Royal Bank of Canada
1.15%, 06/10/25		1,718		1,654,125
1.20%, 04/27/26		280		265,944
1.60%, 04/17/23		506		506,729
2.05%, 01/21/27		250		244,913
2.25%, 11/01/24		988		988,731
2.55%, 07/16/24		1,183		1,194,830
3.70%, 10/05/23		515		530,826
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(b)		2,245		2,180,546


Security	Par (000)		Value

Banks (continued)
3.24%, 10/05/26 (Call 08/05/26)	$	20	$	20,208
3.45%, 06/02/25 (Call 05/02/25)		420		427,102
3.50%, 06/07/24 (Call 05/07/24)		441		450,067
4.50%, 07/17/25 (Call 04/17/25)		660		692,003
Santander UK Group Holdings PLC
1.53%, 08/21/26 (Call 08/21/25)^(b)		475		453,117
1.67%, 06/14/27 (Call 06/14/26), (SOFR + 0.989%)^(b)		200		188,946
2.47%, 01/11/28 (Call 01/11/27), (SOFR + 1.220%)^(b)		1,995		1,931,220
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(b)		1,005		1,044,497
Santander UK PLC
2.88%, 06/18/24^(a)		30		30,408
4.00%, 03/13/24		281		291,349
State Street Corp.
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)^(b)		90		88,966
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(b)		300		296,163
2.35%, 11/01/25 (Call 11/01/24)^(b)		2,232		2,245,481
2.65%, 05/19/26		35		35,725
2.90%, 03/30/26 (Call 03/30/25), (SOFR + 2.600%)^(b)		245		249,993
3.10%, 05/15/23		1,068		1,086,861
3.30%, 12/16/24		963		996,262
3.55%, 08/18/25		2,338		2,440,778
3.70%, 11/20/23		526		543,495
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(b)		525		541,758
Sumitomo Mitsui Banking Corp.
3.40%, 07/11/24		250		257,655
3.65%, 07/23/25		260		270,559
3.95%, 07/19/23^(a)		115		118,292
3.95%, 01/10/24		20		20,751
Sumitomo Mitsui Financial Group Inc.
1.47%, 07/08/25		1,995		1,926,472
2.35%, 01/15/25		1,875		1,868,400
2.45%, 09/27/24		1,045		1,047,832
2.70%, 07/16/24^(a)		975		984,282
3.75%, 07/19/23		377		387,345
3.94%, 10/16/23		486		501,999
SVB Financial Group, 3.50%, 01/29/25		424		437,004
Svenska Handelsbanken AB, 3.90%, 11/20/23		500		518,665
Toronto-Dominion Bank (The)
0.45%, 09/11/23		578		566,729
0.75%, 06/12/23		513		507,629
0.75%, 09/11/25		605		571,804
0.75%, 01/06/26		50		47,154
1.15%, 06/12/25		1,372		1,321,867
1.20%, 06/03/26		150		142,764
1.25%, 09/10/26		4,125		3,912,604
2.65%, 06/12/24		2,577		2,609,934
3.25%, 03/11/24		1,486		1,524,918
3.50%, 07/19/23		4,173		4,277,367
3.63%, 09/15/31 (Call 09/15/26)^(b)		1,040		1,072,094
Truist Bank
1.25%, 03/09/23 (Call 02/09/23)		150		149,670
1.50%, 03/10/25 (Call 02/10/25)		45		44,263
2.15%, 12/06/24 (Call 11/05/24)		155		155,521
2.64%, 09/17/29 (Call 09/17/24)^(b)		631		633,492
2.75%, 05/01/23 (Call 04/01/23)		245		248,229
3.20%, 04/01/24 (Call 03/01/24)		141		144,776
3.30%, 05/15/26 (Call 04/15/26)		90		93,165
3.63%, 09/16/25 (Call 08/16/25)		435		453,218


Security	Par (000)		Value

Banks (continued)
3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)^(b)	$	80	$	82,067
Truist Financial Corp.
1.20%, 08/05/25 (Call 07/03/25)		65		62,669
1.27%, 03/02/27 (Call 03/02/26), (SOFR + 0.609%)^(b)		475		453,772
2.20%, 03/16/23 (Call 02/13/23)		171		171,911
2.50%, 08/01/24 (Call 07/01/24)		213		215,439
2.85%, 10/26/24 (Call 09/26/24)		134		136,554
3.70%, 06/05/25 (Call 05/05/25)		74		77,329
3.75%, 12/06/23 (Call 11/06/23)		305		314,720
4.00%, 05/01/25 (Call 03/01/25)		390		409,305
U.S. Bancorp.
1.45%, 05/12/25 (Call 04/11/25)		210		205,361
2.40%, 07/30/24 (Call 06/28/24)		378		382,260
3.38%, 02/05/24 (Call 01/05/24)		284		291,969
3.60%, 09/11/24 (Call 08/11/24)		126		130,730
3.70%, 01/30/24 (Call 12/29/23)		116		120,109
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		117		117,089
2.80%, 01/27/25 (Call 12/27/24)		102		104,033
Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.360%)^(b)		270		265,372
Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), (SOFR + 2.250%)^(b)		925		917,193
Westpac Banking Corp.
1.15%, 06/03/26		155		148,391
2.35%, 02/19/25		1,138		1,147,377
2.85%, 05/13/26		345		354,077
2.89%, 02/04/30 (Call 02/04/25)^(b)		1,401		1,384,314
3.30%, 02/26/24		1,552		1,597,908
3.65%, 05/15/23		1,137		1,166,596
4.32%, 11/23/31 (Call 11/23/26)^(b)		30		31,292


				354,053,547

Beverages — 3.3%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25)		415		433,820
Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25)		55		57,180
Coca-Cola Co. (The), 1.75%, 09/06/24		144		144,055
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		5,245		5,091,059
2.13%, 10/24/24 (Call 09/24/24)		4,850		4,868,042
2.63%, 04/29/23 (Call 01/29/23)		2,735		2,763,116
3.50%, 09/18/23 (Call 08/18/23)		3,950		4,051,752
Keurig Dr Pepper Inc.
3.13%, 12/15/23 (Call 10/15/23)		295		300,992
4.06%, 05/25/23 (Call 04/25/23)		256		262,615
4.42%, 05/25/25 (Call 03/25/25)		339		358,587
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26)		10,550		10,738,951
PepsiCo Inc.
0.75%, 05/01/23		507		503,400
2.25%, 03/19/25 (Call 02/19/25)		1,310		1,323,297
2.75%, 04/30/25 (Call 01/30/25)^(a)		706		720,995
2.85%, 02/24/26 (Call 11/24/25)		245		252,558
3.50%, 07/17/25 (Call 04/17/25)		2,021		2,111,622
3.60%, 03/01/24 (Call 12/01/23)^(a)		547		565,401


				34,547,442


Security	Par (000)		Value

Biotechnology — 1.2%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)	$	627	$	623,257
2.25%, 08/19/23 (Call 06/19/23)^(a)		747		753,409
2.60%, 08/19/26 (Call 05/19/26)^(a)		80		80,724
3.13%, 05/01/25 (Call 02/01/25)		811		829,515
3.63%, 05/22/24 (Call 02/22/24)^(a)		2,210		2,283,505
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25)		375		391,957
Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25)		1,302		1,361,111
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 03/21/22)		293		288,775
2.50%, 09/01/23 (Call 07/01/23)		1,123		1,135,308
3.50%, 02/01/25 (Call 11/01/24)		969		1,002,469
3.65%, 03/01/26 (Call 12/01/25)		788		822,199
3.70%, 04/01/24 (Call 01/01/24)		2,791		2,881,317


				12,453,546

Building Materials — 0.9%
Carrier Global Corp., 2.24%, 02/15/25 (Call 01/15/25)		492		491,395
Fortune Brands Home & Security Inc.
4.00%, 09/21/23 (Call 08/21/23)		752		773,244
4.00%, 06/15/25 (Call 03/15/25)^(a)		643		672,302
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(c)		2,340		2,416,401
3.90%, 02/14/26 (Call 11/14/25)		3,092		3,257,051
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		595		572,580
3.00%, 11/15/23 (Call 09/15/23)		491		498,247
Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24)		238		248,572
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		350		360,206
4.20%, 12/01/24 (Call 09/01/24)		254		265,163
Vulcan Materials Co., 4.50%, 04/01/25 (Call 01/01/25)		65		68,881


				9,624,042

Chemicals — 1.7%
Air Products and Chemicals Inc., 3.35%, 07/31/24 (Call 04/30/24)		175		180,320
Albemarle Corp., 4.15%, 12/01/24 (Call 09/01/24)		324		337,579
Celanese U.S. Holdings LLC, 3.50%, 05/08/24 (Call 04/08/24)		379		386,667
Dow Chemical Co. (The), 3.63%, 05/15/26 (Call 03/15/26)		660		689,311
DuPont de Nemours Inc., 4.21%, 11/15/23 (Call 10/15/23)		771		798,879
Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24)		763		790,811
Ecolab Inc.
1.65%, 02/01/27 (Call 01/01/27)^(a)		4,305		4,188,593
2.70%, 11/01/26 (Call 08/01/26)		2,605		2,653,036
EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25)		779		763,334
FMC Corp., 4.10%, 02/01/24 (Call 11/01/23)		15		15,466
International Flavors & Fragrances Inc., 3.20%, 05/01/23 (Call 02/01/23)		351		355,180
Linde Inc./CT, 2.65%, 02/05/25 (Call 11/05/24)		1,035		1,053,144
LYB International Finance BV, 4.00%, 07/15/23		268		275,713
LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24)^(a)		300		319,605
Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23)		368		380,597
Nutrien Ltd.
1.90%, 05/13/23		511		511,899
3.00%, 04/01/25 (Call 01/01/25)		75		76,267
4.00%, 12/15/26 (Call 09/15/26)		500		532,575


Security	Par (000)		Value

Chemicals (continued)
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)	$	1,696	$	1,619,053
2.40%, 08/15/24 (Call 07/15/24)		566		570,488
3.20%, 03/15/23 (Call 02/15/23)		307		312,277
Sherwin-Williams Co. (The)
3.13%, 06/01/24 (Call 04/01/24)		380		388,664
3.45%, 08/01/25 (Call 05/01/25)		115		118,348


				17,317,806

Commercial Services — 2.1%
Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25)		7,625		7,959,356
Block Financial LLC, 5.25%, 10/01/25 (Call 07/01/25)		335		361,334
GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26)^(d)		2,240		2,137,587
Moody’s Corp.
3.75%, 03/24/25 (Call 02/24/25)		40		41,725
4.88%, 02/15/24 (Call 11/15/23)^(a)		280		293,628
PayPal Holdings Inc.
1.35%, 06/01/23		727		725,437
1.65%, 06/01/25 (Call 05/01/25)		2,609		2,556,950
RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23)		7,352		7,476,911
S&P Global Inc., 4.00%, 06/15/25 (Call 03/15/25)		332		349,692


				21,902,620

Computers — 2.7%
Hewlett Packard Enterprise Co.
1.45%, 04/01/24 (Call 03/01/24)		986		970,678
1.75%, 04/01/26 (Call 03/01/26)^(a)		997		962,554
2.25%, 04/01/23 (Call 03/01/23)		1,061		1,067,430
4.45%, 10/02/23 (Call 09/02/23)		1,010		1,047,703
4.90%, 10/15/25 (Call 07/15/25)		2,738		2,940,448
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		275		260,835
2.20%, 06/17/25 (Call 05/17/25)		1,838		1,826,365
International Business Machines Corp.
3.00%, 05/15/24		5,103		5,222,359
3.30%, 05/15/26		925		962,869
3.38%, 08/01/23		1,774		1,818,368
3.45%, 02/19/26^(a)		5,190		5,414,416
3.63%, 02/12/24		2,209		2,284,923
7.00%, 10/30/25		2,138		2,482,154
Leidos Inc.
2.95%, 05/15/23 (Call 04/15/23)		301		304,639
3.63%, 05/15/25 (Call 04/15/25)		681		702,247


				28,267,988

Cosmetics & Personal Care — 0.4%
Colgate-Palmolive Co.
2.10%, 05/01/23		598		602,072
3.25%, 03/15/24^(a)		1,883		1,941,298
Procter & Gamble Co. (The), 3.10%, 08/15/23		318		325,546
Unilever Capital Corp.
0.38%, 09/14/23		240		235,438
2.60%, 05/05/24 (Call 03/05/24)		614		621,362
3.25%, 03/07/24 (Call 02/07/24)^(a)		525		537,589
3.38%, 03/22/25 (Call 01/22/25)		200		206,708


				4,470,013

Distribution & Wholesale — 0.3%
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25)		2,996		2,971,732


Security	Par (000)		Value

Diversified Financial Services — 5.7%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.75%, 01/30/26 (Call 12/30/25)	$	2,415	$	2,291,086
2.45%, 10/29/26 (Call 09/29/26)		1,460		1,406,958
2.88%, 08/14/24 (Call 07/14/24)		708		710,181
3.15%, 02/15/24 (Call 01/15/24)		145		146,478
3.50%, 01/15/25 (Call 11/15/24)		1,065		1,082,029
4.13%, 07/03/23 (Call 06/03/23)		600		613,404
4.45%, 10/01/25 (Call 08/01/25)		665		692,132
4.50%, 09/15/23 (Call 08/15/23)		320		330,112
4.88%, 01/16/24 (Call 12/16/23)		420		436,800
6.50%, 07/15/25 (Call 06/15/25)		680		749,598
Affiliated Managers Group Inc.
3.50%, 08/01/25		35		36,229
4.25%, 02/15/24		295		307,375
Air Lease Corp.
2.20%, 01/15/27 (Call 12/15/26)		1,000		959,820
2.30%, 02/01/25 (Call 01/01/25)		810		801,041
2.88%, 01/15/26 (Call 12/15/25)^(a)		491		489,763
3.00%, 09/15/23 (Call 07/15/23)		325		328,520
3.25%, 03/01/25 (Call 01/01/25)		569		574,201
3.38%, 07/01/25 (Call 06/01/25)		199		201,336
4.25%, 02/01/24 (Call 01/01/24)		473		488,609
4.25%, 09/15/24 (Call 06/15/24)		576		596,667
Aircastle Ltd.
4.13%, 05/01/24 (Call 02/01/24)		271		277,320
4.25%, 06/15/26 (Call 04/15/26)		55		56,613
4.40%, 09/25/23 (Call 08/25/23)		602		617,110
5.00%, 04/01/23		510		524,984
Ally Financial Inc.
1.45%, 10/02/23 (Call 09/02/23)		255		251,960
3.05%, 06/05/23 (Call 05/05/23)		288		291,381
3.88%, 05/21/24 (Call 04/21/24)		815		840,893
4.63%, 03/30/25		528		555,963
5.13%, 09/30/24		1,275		1,352,469
5.80%, 05/01/25 (Call 04/01/25)^(a)		260		281,468
American Express Co.
2.50%, 07/30/24 (Call 06/30/24)		2,550		2,580,370
3.00%, 10/30/24 (Call 09/29/24)		1,890		1,932,903
3.13%, 05/20/26 (Call 04/20/26)		423		434,506
3.40%, 02/22/24 (Call 01/22/24)		1,784		1,834,148
3.63%, 12/05/24 (Call 11/04/24)^(a)		779		806,421
3.70%, 08/03/23 (Call 07/03/23)		1,695		1,740,511
4.20%, 11/06/25 (Call 10/06/25)^(a)		1,262		1,342,579
Ameriprise Financial Inc.
3.00%, 04/02/25 (Call 03/02/25)		949		966,082
3.70%, 10/15/24^(a)		504		525,027
4.00%, 10/15/23		379		391,700
BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24)		650		662,149
Brookfield Finance Inc.
4.00%, 04/01/24 (Call 02/01/24)		1,591		1,645,237
4.25%, 06/02/26 (Call 03/02/26)		60		64,010
Charles Schwab Corp. (The)
3.00%, 03/10/25 (Call 12/10/24)		258		264,233
3.85%, 05/21/25 (Call 03/21/25)^(a)		447		469,614
4.20%, 03/24/25 (Call 02/24/25)		404		428,648
CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24)		805		826,510
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		505		523,084
3.95%, 11/06/24 (Call 08/06/24)		263		273,194
Franklin Resources Inc., 2.85%, 03/30/25^(a)		515		525,176


Security	Par (000)		Value

Diversified Financial Services (continued)
Intercontinental Exchange Inc.
0.70%, 06/15/23	$	240	$	237,271
3.45%, 09/21/23 (Call 08/21/23)		189		193,700
4.00%, 10/15/23		313		323,964
Invesco Finance PLC
3.75%, 01/15/26		283		296,522
4.00%, 01/30/24		888		916,416
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		1,595		1,701,083
Legg Mason Inc., 4.75%, 03/15/26		150		163,214
Mastercard Inc.
2.00%, 03/03/25 (Call 02/03/25)		543		544,520
3.38%, 04/01/24		476		492,227
Mizuho Financial Group Inc., 2.65%, 05/22/26 (Call 05/22/25)^(b)		500		500,365
Nasdaq Inc., 4.25%, 06/01/24 (Call 03/01/24)		293		305,344
Nomura Holdings Inc.
1.65%, 07/14/26		2,515		2,389,200
1.85%, 07/16/25		2,015		1,960,655
2.33%, 01/22/27		1,815		1,752,673
2.65%, 01/16/25		330		331,040
ORIX Corp.
3.25%, 12/04/24		185		189,418
4.05%, 01/16/24^(a)		250		259,013
Synchrony Financial
3.70%, 08/04/26 (Call 05/04/26)		155		157,928
4.25%, 08/15/24 (Call 05/15/24)^(a)		1,277		1,321,363
4.38%, 03/19/24 (Call 02/19/24)		630		651,773
4.50%, 07/23/25 (Call 04/23/25)		1,770		1,856,270
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)^(a)		2,052		1,958,244
2.85%, 01/10/25 (Call 12/10/24)		2,559		2,591,525
4.25%, 06/09/23 (Call 05/09/23)		1,014		1,039,147
				58,661,477

Electric — 5.2%
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)^(a)		4,171		4,253,669
3.20%, 04/15/25 (Call 03/15/25)		7,666		7,841,781
Baltimore Gas & Electric Co., 3.35%, 07/01/23 (Call 04/01/23)		680		692,084
Commonwealth Edison Co., 2.55%, 06/15/26 (Call 03/15/26)		50		50,488
Connecticut Light & Power Co. (The), Series A, 0.75%, 12/01/25 (Call 11/01/25)		160		151,258
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 04/08/22)		217		212,506
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)		767		786,275
Edison International
2.95%, 03/15/23 (Call 01/15/23)		402		404,890
3.55%, 11/15/24 (Call 10/15/24)		290		296,716
4.95%, 04/15/25 (Call 03/15/25)		541		572,600
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		1,045		1,076,601
Eversource Energy
2.80%, 05/01/23 (Call 02/01/23)		881		888,938
2.90%, 03/01/27 (Call 02/01/27)		1,000		1,006,630
Series H, 3.15%, 01/15/25 (Call 10/15/24)^(a)		418		426,134
Series L, 2.90%, 10/01/24 (Call 08/01/24)		1,897		1,924,905
Series N, 3.80%, 12/01/23 (Call 11/01/23)		913		938,464
Series Q, 0.80%, 08/15/25 (Call 07/15/25)^(a)		611		577,016


Security	Par (000)		Value

Electric (continued)
Series U, 1.40%, 08/15/26 (Call 07/15/26)	$	2,875	$	2,737,086
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		405		418,017
3.95%, 06/15/25 (Call 03/15/25)		1,770		1,841,296
Florida Power & Light Co.
2.75%, 06/01/23 (Call 12/01/22)		120		121,129
2.85%, 04/01/25 (Call 03/01/25)		4,739		4,839,040
3.13%, 12/01/25 (Call 06/01/25)		636		655,239
3.25%, 06/01/24 (Call 12/01/23)		778		797,613
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		2,975		3,003,649
Iberdrola International BV, 5.81%, 03/15/25^(a)		315		348,018
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		2,680		2,751,476
3.65%, 06/15/24 (Call 03/15/24)		1,996		2,047,657
National Rural Utilities Cooperative Finance Corp.
4.75%, 04/30/43 (Call 04/30/23), (3 mo. LIBOR US + 2.910%)^(b)		1,078		1,059,210
5.25%, 04/20/46 (Call 04/20/26), (3 mo. LIBOR US + 3.630%)^(b)		10		10,335
NextEra Energy Capital Holdings Inc., 1.88%, 01/15/27 (Call 12/15/26)		1,850		1,791,207
Oncor Electric Delivery Co. LLC, 2.95%, 04/01/25 (Call 01/01/25)		2,370		2,417,376
PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25)		35		36,009
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)^(a)		210		216,378
Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)^(a)		307		313,984
Public Service Electric & Gas Co.
0.95%, 03/15/26 (Call 02/15/26)		107		102,158
2.38%, 05/15/23 (Call 02/15/23)		361		363,794
3.00%, 05/15/25 (Call 02/15/25)		70		71,387
3.25%, 09/01/23 (Call 08/01/23)		498		508,109
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		788		745,046
2.88%, 06/15/24 (Call 05/15/24)		2,052		2,080,708
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		145		146,320
Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		755		771,285
Southern California Edison Co.
Series C, 3.50%, 10/01/23 (Call 07/01/23)		267		272,866
Series D, 3.40%, 06/01/23 (Call 05/01/23)		40		40,552
Series E, 3.70%, 08/01/25 (Call 06/01/25)		530		549,372


				53,157,271

Electrical Components & Equipment — 0.0%
Emerson Electric Co., 3.15%, 06/01/25 (Call 03/01/25)		127		130,805


Electronics — 1.4%
Agilent Technologies Inc.
3.05%, 09/22/26 (Call 06/22/26)		55		56,218
3.88%, 07/15/23 (Call 04/15/23)		1,638		1,676,444
Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 (Call 08/01/24)		384		389,100
Amphenol Corp.
2.05%, 03/01/25 (Call 02/01/25)		225		223,279
3.20%, 04/01/24 (Call 02/01/24)		193		196,956
Avnet Inc., 4.63%, 04/15/26 (Call 01/15/26)		25		26,492
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		2,420		2,497,730
4.75%, 06/15/25 (Call 03/15/25)		200		212,074


Security	Par (000)		Value

Electronics (continued)
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)^(a)	$	10	$	10,298
Honeywell International Inc.
1.35%, 06/01/25 (Call 05/01/25)		2,748		2,684,851
2.30%, 08/15/24 (Call 07/15/24)		1,467		1,481,905
3.35%, 12/01/23		280		287,655
Keysight Technologies Inc., 4.55%, 10/30/24 (Call 07/30/24)		959		1,009,242
Legrand France SA, 8.50%, 02/15/25		328		385,964
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		868		890,516
4.75%, 12/01/24 (Call 09/01/24)		1,120		1,181,544
Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24)^(a)		84		86,239
Vontier Corp, 1.80%, 04/01/26 (Call 03/01/26)		738		689,351


				13,985,858

Environmental Control — 0.1%
Republic Services Inc.
2.50%, 08/15/24 (Call 07/15/24)		243		245,384
3.20%, 03/15/25 (Call 12/15/24)		273		279,418
Waste Management Inc.
2.40%, 05/15/23 (Call 03/15/23)		266		268,027
3.13%, 03/01/25 (Call 12/01/24)		45		46,317


				839,146

Food — 2.6%
Campbell Soup Co.
3.30%, 03/19/25 (Call 12/19/24)		308		315,026
3.95%, 03/15/25 (Call 01/15/25)		470		490,379
Conagra Brands Inc., 4.30%, 05/01/24 (Call 04/01/24)		1,333		1,383,734
General Mills Inc.
3.20%, 02/10/27 (Call 11/10/26)		3,000		3,087,930
3.65%, 02/15/24 (Call 11/15/23)^(a)		443		456,290
3.70%, 10/17/23 (Call 09/17/23)		2,125		2,186,476
4.00%, 04/17/25 (Call 02/17/25)		1,128		1,180,486
Hershey Co. (The)
0.90%, 06/01/25 (Call 05/01/25)		540		519,809
3.20%, 08/21/25 (Call 05/21/25)		15		15,497
Hormel Foods Corp., 0.65%, 06/03/24 (Call 06/03/22)		20		19,477
Ingredion Inc., 3.20%, 10/01/26 (Call 07/01/26)^(a)		650		667,531
JM Smucker Co. (The), 3.50%, 03/15/25		507		524,603
Kellogg Co.
2.65%, 12/01/23		2,657		2,695,394
3.25%, 04/01/26		8,902		9,138,704
Kroger Co. (The)
3.85%, 08/01/23 (Call 05/01/23)		135		138,325
4.00%, 02/01/24 (Call 11/01/23)		232		240,064
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		560		528,018
3.15%, 08/15/24 (Call 06/15/24)		1,192		1,220,894
Mondelez International Inc., 1.50%, 05/04/25 (Call 04/04/25)		1,302		1,268,200
Tyson Foods Inc.
3.90%, 09/28/23 (Call 08/28/23)		88		90,487
3.95%, 08/15/24 (Call 05/15/24)		349		362,482


				26,529,806

Forest Products & Paper — 0.0%
Celulosa Arauco y Constitucion SA, 4.50%, 08/01/24 (Call 05/01/24)		420		434,473


Security	Par (000)		Value

Gas — 0.3%
National Fuel Gas Co.
3.75%, 03/01/23 (Call 12/01/22)	$	187	$	189,510
5.20%, 07/15/25 (Call 04/15/25)		235		250,541
5.50%, 01/15/26 (Call 12/15/25)		1,249		1,354,203
ONE Gas Inc.
1.10%, 03/11/24 (Call 03/11/24)		215		210,182
3.61%, 02/01/24 (Call 11/01/23)		276		282,635
Southern California Gas Co.
3.15%, 09/15/24 (Call 06/15/24)		325		333,063
3.20%, 06/15/25 (Call 03/15/25)		50		51,359
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		310		313,212


				2,984,705

Hand & Machine Tools — 0.0%
Stanley Black & Decker Inc., 4.00%, 03/15/60 (Call 03/15/25)^(b)		492		477,668


Health Care - Products — 0.0%
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)		32		33,125
DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24)		338		338,223
Zimmer Biomet Holdings Inc., 3.55%, 04/01/25 (Call 01/01/25)^(a)		45		46,302


				417,650

Health Care - Services — 1.1%
Aetna Inc.
2.80%, 06/15/23 (Call 04/15/23)		411		416,298
3.50%, 11/15/24 (Call 08/15/24)		301		309,870
Anthem Inc.
1.50%, 03/15/26 (Call 02/15/26)		805		778,701
2.38%, 01/15/25 (Call 12/15/24)		525		527,525
3.35%, 12/01/24 (Call 10/01/24)		643		661,904
3.50%, 08/15/24 (Call 05/15/24)		505		519,524
HCA Inc.
4.75%, 05/01/23		263		270,893
5.00%, 03/15/24		2,021		2,124,111
5.25%, 04/15/25		782		839,751
5.25%, 06/15/26 (Call 12/15/25)		255		276,293
Humana Inc.
3.85%, 10/01/24 (Call 07/01/24)		314		325,659
4.50%, 04/01/25 (Call 03/01/25)		702		745,629
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		510		488,942
2.30%, 12/01/24 (Call 11/01/24)		123		122,963
3.25%, 09/01/24 (Call 07/01/24)		589		600,509
3.60%, 02/01/25 (Call 11/01/24)		441		453,533
4.00%, 11/01/23 (Call 08/01/23)		30		30,877
Quest Diagnostics Inc.
3.45%, 06/01/26 (Call 03/01/26)^(a)		265		274,362
3.50%, 03/30/25 (Call 12/30/24)		555		572,044
4.25%, 04/01/24 (Call 01/01/24)		713		741,499
UnitedHealth Group Inc., 3.75%, 07/15/25		251		263,151


				11,344,038

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		20		21,043
Whirlpool Corp.
3.70%, 05/01/25		2		2,085
4.00%, 03/01/24		40		41,557


				64,685


Security	Par (000)		Value

Household Products & Wares — 0.2%
Clorox Co. (The), 3.50%, 12/15/24 (Call 09/15/24)	$	888	$	921,229
Kimberly-Clark Corp.
2.40%, 06/01/23		569		575,367
2.75%, 02/15/26		185		189,316
3.05%, 08/15/25		240		247,539


				1,933,451

Insurance — 1.5%
Aflac Inc.
3.25%, 03/17/25^(a)		184		190,350
3.63%, 11/15/24		310		323,541
Allstate Corp. (The), Series B, 5.75%, 08/15/53 (Call 08/15/23), (3 mo. LIBOR US + 2.938%)^(b)		1,007		1,012,921
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		280		281,268
3.75%, 07/10/25 (Call 04/10/25)		383		398,665
4.13%, 02/15/24		93		96,895
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		70		72,709
Assurant Inc., 4.20%, 09/27/23 (Call 08/27/23)		230		237,636
CNO Financial Group Inc., 5.25%, 05/30/25 (Call 02/28/25) .		313		335,289
Lincoln National Corp.
3.35%, 03/09/25^(a)		225		232,018
4.00%, 09/01/23		110		113,484
Manulife Financial Corp., 4.15%, 03/04/26		215		228,117
Marsh & McLennan Companies Inc.
3.50%, 06/03/24 (Call 03/03/24)		1,186		1,222,137
3.50%, 03/10/25 (Call 12/10/24)		356		368,777
3.75%, 03/14/26 (Call 12/14/25)		50		52,778
3.88%, 03/15/24 (Call 02/15/24)		1,412		1,462,945
MetLife Inc.
3.00%, 03/01/25		807		830,766
3.60%, 04/10/24^(a)		345		357,168
Principal Financial Group Inc., 3.40%, 05/15/25 (Call 02/15/25)		51		52,324
Prudential Financial Inc.
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(b)		413		416,940
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(a)(b)		1,055		1,074,064
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(b)		394		405,556
Reinsurance Group of America Inc., 4.70%, 09/15/23		58		60,305
Swiss Re America Holding Corp., 7.00%, 02/15/26^(a)		1,835		2,147,849
Voya Financial Inc.
3.65%, 06/15/26		30		31,479
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)^(b)		581		586,490
Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24)^(a)		294		301,582
XLIT Ltd., 4.45%, 03/31/25		2,025		2,137,286


				15,031,339

Internet — 0.4%
Amazon.com Inc.
0.80%, 06/03/25 (Call 05/03/25)		776		748,700
2.80%, 08/22/24 (Call 06/22/24)^(a)		317		324,231
3.80%, 12/05/24 (Call 09/05/24)		381		399,280
Booking Holdings Inc., 3.65%, 03/15/25 (Call 12/15/24)		263		273,339
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		200		191,690
1.90%, 03/11/25 (Call 02/11/25)		526		519,830


Security	Par (000)		Value

Internet (continued)
3.45%, 08/01/24 (Call 05/01/24)	$	347	$	356,511
Expedia Group Inc., 5.00%, 02/15/26 (Call 11/15/25)		1,190		1,281,142


				4,094,723

Iron & Steel — 0.2%
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		238		235,506
4.00%, 08/01/23 (Call 05/01/23)		210		215,569
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)		553		532,196
4.50%, 04/15/23 (Call 01/15/23)^(a)		244		249,636
Steel Dynamics Inc.
2.40%, 06/15/25 (Call 05/15/25)		239		238,434
2.80%, 12/15/24 (Call 11/15/24)		360		365,436
5.00%, 12/15/26 (Call 04/08/22)		25		25,689


				1,862,466

Leisure Time — 0.0%
Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25)		330		335,716


Lodging — 0.8%
Hyatt Hotels Corp.
4.85%, 03/15/26 (Call 12/15/25)^(a)		162		171,924
5.38%, 04/23/25 (Call 03/23/25)		545		589,118
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		529		510,136
3.20%, 08/08/24 (Call 07/08/24)		613		605,160
3.50%, 08/18/26 (Call 06/18/26)		30		29,166
Marriott International Inc./MD
3.60%, 04/15/24 (Call 03/15/24)		265		272,430
3.75%, 03/15/25 (Call 12/15/24)		339		349,543
3.75%, 10/01/25 (Call 07/01/25)		95		98,246
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		426		464,595
Series R, 3.13%, 06/15/26 (Call 03/15/26)^(a)		120		122,149
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		61		62,970
Sands China Ltd.
3.80%, 01/08/26 (Call 12/08/25)		1,000		953,810
5.13%, 08/08/25 (Call 06/08/25)		4,159		4,188,030


				8,417,277

Machinery — 1.4%
Caterpillar Financial Services Corp.
0.45%, 09/14/23		220		216,271
0.65%, 07/07/23		364		359,840
1.45%, 05/15/25		327		319,930
2.15%, 11/08/24		246		247,193
2.85%, 05/17/24		545		556,298
3.25%, 12/01/24		231		238,669
3.30%, 06/09/24		785		809,578
3.45%, 05/15/23		65		66,552
3.65%, 12/07/23^(a)		184		190,451
3.75%, 11/24/23		356		369,250
Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24)		302		311,918
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		645		612,550
1.88%, 01/15/26 (Call 12/15/25)		2,095		2,041,305
1.95%, 07/02/23		766		766,008
4.20%, 01/15/24		1,371		1,417,408
CNH Industrial NV, 4.50%, 08/15/23		1,897		1,959,544
Deere & Co., 2.75%, 04/15/25 (Call 03/15/25)		215		219,085
John Deere Capital Corp.
0.70%, 07/05/23		50		49,433


Security	Par (000)		Value

Machinery (continued)
1.20%, 04/06/23	$	183	$	182,583
2.05%, 01/09/25		37		37,084
2.60%, 03/07/24		174		176,882
2.65%, 06/24/24		320		325,277
3.35%, 06/12/24		214		220,546
3.40%, 09/11/25		100		104,107
3.45%, 06/07/23		142		145,479
3.45%, 01/10/24		238		245,388
3.45%, 03/13/25^(a)		149		155,178
3.65%, 10/12/23		402		414,852
Otis Worldwide Corp., 2.06%, 04/05/25 (Call 03/05/25)		581		576,195
Rockwell Automation Inc., 2.88%, 03/01/25 (Call 12/01/24)		60		61,401
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		245		247,369
4.40%, 03/15/24 (Call 02/15/24)		287		297,329
Xylem Inc./NY, 3.25%, 11/01/26 (Call 08/01/26)		20		20,539


				13,961,492

Manufacturing — 3.1%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)^(a)		3,161		3,151,991
2.25%, 03/15/23 (Call 02/15/23)		2,372		2,392,708
2.25%, 09/19/26 (Call 06/19/26)^(a)		315		314,820
2.65%, 04/15/25 (Call 03/15/25)		3,301		3,349,789
3.00%, 08/07/25^(a)		2,217		2,281,360
3.25%, 02/14/24 (Call 01/14/24)		3,841		3,954,117
Carlisle Companies Inc., 3.50%, 12/01/24 (Call 10/01/24)		198		204,219
Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23)		374		385,078
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)		351		355,549
3.30%, 11/21/24 (Call 08/21/24)		278		284,494
Textron Inc.
3.88%, 03/01/25 (Call 12/01/24)		176		183,515
4.30%, 03/01/24 (Call 12/01/23)		20		20,763
Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23		7,386		7,610,904
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		2,110		2,202,629
3.55%, 11/01/24 (Call 08/01/24)^(a)		5,478		5,657,733


				32,349,669

Media — 0.6%
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25 (Call 04/23/25)		271		287,501
Comcast Corp., 3.38%, 08/15/25 (Call 05/15/25)		311		321,845
Discovery Communications LLC
2.95%, 03/20/23 (Call 02/20/23)		335		338,796
3.45%, 03/15/25 (Call 12/15/24)		133		135,947
3.80%, 03/13/24 (Call 01/13/24)		179		183,890
3.90%, 11/15/24 (Call 08/15/24)		261		270,200
3.95%, 06/15/25 (Call 03/15/25)		224		231,883
4.90%, 03/11/26 (Call 12/11/25)		30		32,061
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		588		599,766
4.03%, 01/25/24 (Call 12/25/23)		350		362,719
Paramount Global
3.50%, 01/15/25 (Call 10/15/24)		240		247,493
3.70%, 08/15/24 (Call 03/03/22)		157		163,291
3.88%, 04/01/24 (Call 03/18/22)		65		67,436
4.75%, 05/15/25 (Call 04/15/25)		523		558,622


Security	Par (000)		Value

Media (continued)
Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23)	$	252	$	260,578
TWDC Enterprises 18 Corp., 3.15%, 09/17/25		473		486,745
Walt Disney Co. (The)
1.75%, 08/30/24 (Call 07/30/24)		290		288,770
3.35%, 03/24/25		821		850,014
3.70%, 09/15/24 (Call 06/15/24)		276		286,452


				5,974,009

Metal Fabricate & Hardware — 0.0%
Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24)		30		30,903


Mining — 0.2%
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23)		1,870		1,980,311


Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp., 2.67%, 12/01/26 (Call 11/01/26)		500		488,840


Oil & Gas — 1.9%
BP Capital Markets America Inc.
2.75%, 05/10/23		55		55,662
3.19%, 04/06/25 (Call 03/06/25)		302		309,402
3.79%, 02/06/24 (Call 01/06/24)		331		341,615
3.80%, 09/21/25 (Call 07/21/25)		279		292,526
BP Capital Markets PLC
2.75%, 05/10/23		115		116,421
3.51%, 03/17/25		307		318,230
3.54%, 11/04/24		168		173,880
3.81%, 02/10/24		443		458,230
3.99%, 09/26/23		314		324,152
Chevron Corp., 1.55%, 05/11/25 (Call 04/11/25)		1,389		1,368,776
ConocoPhillips Co.
2.40%, 03/07/25 (Call 03/07/23)		230		230,287
3.35%, 11/15/24 (Call 08/15/24)		231		238,156
4.95%, 03/15/26 (Call 12/15/25)^(a)		145		158,875
Devon Energy Corp., 5.85%, 12/15/25 (Call 09/15/25)		605		674,787
Diamondback Energy Inc., 4.75%, 05/31/25 (Call 03/18/22)		677		723,381
Exxon Mobil Corp.
2.71%, 03/06/25 (Call 12/06/24)^(a)		312		317,778
2.99%, 03/19/25 (Call 02/19/25)		776		797,115
Hess Corp., 3.50%, 07/15/24 (Call 04/15/24)		1,951		1,997,941
HollyFrontier Corp.
2.63%, 10/01/23^(a)		63		63,364
5.88%, 04/01/26 (Call 01/01/26)		1,754		1,904,914
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		515		529,276
4.70%, 05/01/25 (Call 04/01/25)		614		652,535
5.13%, 12/15/26 (Call 09/15/26)		10		11,004
Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25)		1,105		1,194,472
Phillips 66
1.30%, 02/15/26 (Call 01/15/26)		479		457,062
3.70%, 04/06/23		178		181,911
3.85%, 04/09/25 (Call 03/09/25)^(a)		339		352,787
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		884		896,482
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		1,176		1,185,761
3.70%, 01/15/24		1,404		1,452,747
3.75%, 04/10/24		1,571		1,615,334
Valero Energy Corp., 2.85%, 04/15/25 (Call 03/15/25)		95		96,067


				19,490,930


Security	Par (000)		Value

Oil & Gas Services — 0.5%
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 2.06%, 12/15/26 (Call 11/15/26)	$	2,675	$	2,612,485
Halliburton Co.
3.50%, 08/01/23 (Call 05/01/23)^(a)		417		425,457
3.80%, 11/15/25 (Call 08/15/25)		206		215,791
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		580		563,099
Schlumberger Investment SA, 3.65%, 12/01/23 (Call 09/01/23)		1,353		1,389,856


				5,206,688

Packaging & Containers — 0.2%
Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26)		795		832,174
Packaging Corp. of America, 3.65%, 09/15/24 (Call 06/15/24)		599		619,216
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		160		162,810
3.75%, 03/15/25 (Call 01/15/25)		255		264,930


				1,879,130

Pharmaceuticals — 2.7%
AbbVie Inc., 3.60%, 05/14/25 (Call 02/14/25)		498		514,648
AmerisourceBergen Corp.
3.25%, 03/01/25 (Call 12/01/24)		151		154,991
3.40%, 05/15/24 (Call 02/15/24)		226		231,829
Astrazeneca Finance LLC
0.70%, 05/28/24 (Call 05/28/22)		160		155,786
1.20%, 05/28/26 (Call 04/28/26)		2,945		2,823,578
AstraZeneca PLC
0.30%, 05/26/23		155		152,895
0.70%, 04/08/26 (Call 03/08/26)		2,842		2,671,253
3.38%, 11/16/25		4,483		4,669,313
3.50%, 08/17/23 (Call 07/17/23)		2,522		2,588,278
Becton Dickinson and Co.
3.36%, 06/06/24 (Call 04/06/24)		211		216,283
3.73%, 12/15/24 (Call 09/15/24)		110		113,800
Bristol-Myers Squibb Co.
2.90%, 07/26/24 (Call 06/26/24)		211		216,037
3.25%, 11/01/23^(a)		149		153,022
3.63%, 05/15/24 (Call 02/15/24)^(a)		15		15,511
3.88%, 08/15/25 (Call 04/04/22)		188		198,297
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		1,190		1,211,836
3.20%, 03/15/23		267		271,032
3.50%, 11/15/24 (Call 08/15/24)		696		716,469
3.75%, 09/15/25 (Call 06/15/25)		670		697,483
Cigna Corp.
1.25%, 03/15/26 (Call 02/15/26)^(a)		332		317,591
3.00%, 07/15/23 (Call 05/16/23)		74		75,122
3.25%, 04/15/25 (Call 01/15/25)		195		199,259
3.50%, 06/15/24 (Call 03/17/24)		353		362,538
3.75%, 07/15/23 (Call 06/15/23)		269		276,107
4.13%, 11/15/25 (Call 09/15/25)		351		369,750
CVS Health Corp.
2.63%, 08/15/24 (Call 07/15/24)^(a)		360		364,252
3.38%, 08/12/24 (Call 05/12/24)		222		228,025
3.88%, 07/20/25 (Call 04/20/25)		657		686,775
4.00%, 12/05/23 (Call 09/05/23)		91		93,969
4.10%, 03/25/25 (Call 01/25/25)		686		719,868
Eli Lilly & Co., 2.75%, 06/01/25 (Call 03/01/25)		257		262,312


Security	Par (000)		Value

Pharmaceuticals (continued)
GlaxoSmithKline Capital Inc.
2.80%, 03/18/23	$	359	$	363,972
3.38%, 05/15/23		459		469,130
3.63%, 05/15/25		223		233,294
GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 (Call 05/01/24)		780		797,534
Johnson & Johnson, 0.55%, 09/01/25 (Call 08/01/25)		202		192,338
McKesson Corp., 3.80%, 03/15/24 (Call 12/15/23)		349		360,046
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25)		660		695,000
Merck & Co. Inc.
2.75%, 02/10/25 (Call 11/10/24)		425		434,775
2.80%, 05/18/23		394		400,785
2.90%, 03/07/24 (Call 02/07/24)^(a)		197		201,498
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		263		261,475
3.40%, 05/06/24		465		480,610
Shire Acquisitions Investments Ireland DAC, 2.88%, 09/23/23 (Call 07/23/23)		642		650,609
Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23)		365		378,903
Zoetis Inc., 4.50%, 11/13/25 (Call 08/13/25)		120		128,101


				27,775,979

Pipelines — 2.2%
Boardwalk Pipelines LP
3.38%, 02/01/23 (Call 11/01/22)		116		116,916
4.95%, 12/15/24 (Call 09/15/24)		207		218,673
5.95%, 06/01/26 (Call 03/01/26)		35		38,963
Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/25 (Call 10/02/24)		999		1,079,100
7.00%, 06/30/24 (Call 01/01/24)		735		795,784
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)^(a)		526		558,307
Enbridge Inc.
1.60%, 10/04/26 (Call 09/04/26)		15		14,325
2.15%, 02/16/24		80		80,159
2.50%, 01/15/25 (Call 12/15/24)		619		620,158
2.50%, 02/14/25		160		160,576
3.50%, 06/10/24 (Call 03/10/24)		315		322,790
4.00%, 10/01/23 (Call 07/01/23)		607		623,796
4.25%, 12/01/26 (Call 09/01/26)		25		26,654
Energy Transfer LP, 3.90%, 05/15/24 (Call 02/15/24)		320		328,662
Kinder Morgan Energy Partners LP
3.50%, 09/01/23 (Call 06/01/23)		228		232,423
4.15%, 02/01/24 (Call 11/01/23)		191		197,135
4.25%, 09/01/24 (Call 06/01/24)		320		332,954
4.30%, 05/01/24 (Call 02/01/24)		376		390,104
Kinder Morgan Inc., 4.30%, 06/01/25 (Call 03/01/25)		376		394,176
MPLX LP
4.00%, 02/15/25 (Call 11/15/24)		214		222,560
4.50%, 07/15/23 (Call 04/15/23)		385		395,665
4.88%, 12/01/24 (Call 09/01/24)		534		565,864
4.88%, 06/01/25 (Call 03/01/25)		723		769,966
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)^(a)		835		824,061
2.75%, 09/01/24 (Call 08/01/24)		1,218		1,224,541
5.85%, 01/15/26 (Call 12/15/25)^(a)		2,458		2,736,172
7.50%, 09/01/23 (Call 06/01/23)		900		960,732
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)^(a)		196		207,803


Security	Par (000)		Value

Pipelines (continued)
5.00%, 09/15/23 (Call 06/15/23)	$	772	$	800,371
Phillips 66 Partners LP, 2.45%, 12/15/24 (Call 11/15/24)		50		50,232
Plains All American Pipeline LP/PAA Finance Corp.
3.60%, 11/01/24 (Call 08/01/24)		729		746,423
4.65%, 10/15/25 (Call 07/15/25)		169		179,105
Sabine Pass Liquefaction LLC
5.63%, 04/15/23 (Call 01/15/23)		245		253,073
5.63%, 03/01/25 (Call 12/01/24)		1,255		1,354,948
5.75%, 05/15/24 (Call 02/15/24)^(a)		925		984,200
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		35		36,033
3.50%, 03/15/25 (Call 12/15/24)		733		753,311
4.75%, 03/15/24 (Call 12/15/23)		557		582,577
TC PipeLines LP, 4.38%, 03/13/25 (Call 12/13/24)		621		652,652
Williams Companies Inc. (The)
3.90%, 01/15/25 (Call 10/15/24)		487		505,579
4.00%, 09/15/25 (Call 06/15/25)		420		438,169
4.30%, 03/04/24 (Call 12/04/23)		352		364,968
4.50%, 11/15/23 (Call 08/15/23)		229		237,441
4.55%, 06/24/24 (Call 03/24/24)		238		249,522


				22,627,623

Real Estate — 0.3%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		290		301,240
CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25)		2,680		2,910,882


				3,212,122

Real Estate Investment Trusts — 3.2%
Alexandria Real Estate Equities Inc., 3.45%, 04/30/25 (Call 02/28/25)^(a)		384		397,528
American Campus Communities Operating Partnership LP, 4.13%, 07/01/24 (Call 04/01/24)		238		247,258
American Tower Corp.
1.30%, 09/15/25 (Call 08/15/25)		233		223,286
1.45%, 09/15/26 (Call 08/15/26)		1,035		980,352
1.60%, 04/15/26 (Call 03/15/26)		275		263,733
2.40%, 03/15/25 (Call 02/15/25)		839		836,407
2.75%, 01/15/27 (Call 11/15/26)		525		524,312
2.95%, 01/15/25 (Call 12/15/24)		325		328,559
3.00%, 06/15/23		1,399		1,419,761
3.38%, 05/15/24 (Call 04/15/24)		909		929,162
3.38%, 10/15/26 (Call 07/15/26)		600		615,846
4.00%, 06/01/25 (Call 03/01/25)		140		145,753
4.40%, 02/15/26 (Call 11/15/25)		335		355,381
5.00%, 02/15/24		1,678		1,767,656
Boston Properties LP
3.13%, 09/01/23 (Call 06/01/23)		309		313,959
3.20%, 01/15/25 (Call 10/15/24)		961		982,209
3.80%, 02/01/24 (Call 11/01/23)		700		719,768
Brandywine Operating Partnership LP, 4.10%, 10/01/24 (Call 07/01/24)		178		184,075
Brixmor Operating Partnership LP
3.65%, 06/15/24 (Call 04/15/24)		371		382,115
3.85%, 02/01/25 (Call 11/01/24)		615		638,997
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.85%, 04/15/23		253		259,168
Corporate Office Properties LP, 2.25%, 03/15/26 (Call 02/15/26)		235		231,090
Crown Castle International Corp.
1.35%, 07/15/25 (Call 06/15/25)		175		167,913


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.15%, 07/15/23 (Call 06/15/23)^(a)	$	248	$	252,357
3.20%, 09/01/24 (Call 07/01/24)		285		290,766
3.70%, 06/15/26 (Call 03/15/26)		55		57,074
4.45%, 02/15/26 (Call 11/15/25)		30		31,881
CyrusOne LP/CyrusOne Finance Corp., 2.90%, 11/15/24 (Call 10/15/24)^(a)		641		653,000
EPR Properties, 4.75%, 12/15/26 (Call 09/15/26)		1,000		1,034,330
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		1,334		1,263,618
1.25%, 07/15/25 (Call 06/15/25)		1,298		1,237,864
1.45%, 05/15/26 (Call 04/15/26)		784		745,945
2.63%, 11/18/24 (Call 10/18/24)		1,902		1,913,868
ERP Operating LP, 3.38%, 06/01/25 (Call 03/01/25)		46		47,708
Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23)^(a)		247		254,393
GLP Capital LP/GLP Financing II Inc., 5.25%, 06/01/25 (Call 03/01/25)		407		430,162
Healthpeak Properties Inc.
3.40%, 02/01/25 (Call 11/01/24)		34		34,916
4.00%, 06/01/25 (Call 03/01/25)		326		340,765
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)		497		507,929
Series E, 4.00%, 06/15/25 (Call 03/15/25)		520		538,387
Series F, 4.50%, 02/01/26 (Call 11/01/25)		552		579,263
Kilroy Realty LP
3.45%, 12/15/24 (Call 09/15/24)		584		598,594
4.38%, 10/01/25 (Call 07/01/25)		168		177,107
Kimco Realty Corp.
2.70%, 03/01/24 (Call 01/01/24)		305		307,538
3.13%, 06/01/23 (Call 03/01/23)		170		172,343
3.30%, 02/01/25 (Call 12/01/24)		448		459,500
Office Properties Income Trust, 4.50%, 02/01/25
(Call 11/01/24)		815		835,538
Piedmont Operating Partnership LP
3.40%, 06/01/23 (Call 03/01/23)		5		5,058
4.45%, 03/15/24 (Call 12/15/23)		133		137,807
Realty Income Corp.
3.88%, 07/15/24 (Call 04/15/24)		132		136,851
3.88%, 04/15/25 (Call 02/15/25)		273		285,028
Simon Property Group LP, 3.50%, 09/01/25 (Call 06/01/25) .		525		542,383
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		474		486,291
4.25%, 02/01/26 (Call 11/01/25)		215		223,972
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)		855		859,608
3.50%, 04/15/24 (Call 03/15/24)		579		593,267
3.50%, 02/01/25 (Call 11/01/24)		448		459,657
3.75%, 05/01/24 (Call 02/01/24)		614		630,817
Welltower Inc.
3.63%, 03/15/24 (Call 02/15/24)		1,073		1,102,583
4.00%, 06/01/25 (Call 03/01/25)		858		898,026
4.50%, 01/15/24 (Call 10/15/23)		205		212,938
WP Carey Inc.
4.00%, 02/01/25 (Call 11/01/24)		135		141,036
4.60%, 04/01/24 (Call 01/01/24)		300		313,098


				32,707,554

Retail — 2.7%
AutoNation Inc., 3.50%, 11/15/24 (Call 09/15/24)		556		571,423
AutoZone Inc., 3.63%, 04/15/25 (Call 03/15/25)		1,266		1,309,690
Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25)		389		406,680


Security	Par (000)		Value

Retail (continued)
Home Depot Inc. (The)
2.13%, 09/15/26 (Call 06/15/26)	$	160	$	160,141
2.70%, 04/01/23 (Call 01/01/23)		1,880		1,900,812
3.00%, 04/01/26 (Call 01/01/26)		615		637,214
3.35%, 09/15/25 (Call 06/15/25)		1,014		1,054,033
3.75%, 02/15/24 (Call 11/15/23)		1,199		1,241,456
Lowe’s Companies Inc.
2.50%, 04/15/26 (Call 01/15/26)		570		575,991
3.13%, 09/15/24 (Call 06/15/24)		873		893,638
3.38%, 09/15/25 (Call 06/15/25)		650		674,017
3.88%, 09/15/23 (Call 06/15/23)		235		241,571
4.00%, 04/15/25 (Call 03/15/25)		821		863,224
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		311		303,527
3.25%, 06/10/24		110		113,354
3.30%, 07/01/25 (Call 06/01/25)		282		290,965
3.38%, 05/26/25 (Call 02/26/25)		415		430,093
Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25)		861		917,197
Starbucks Corp., 3.80%, 08/15/25 (Call 06/15/25)		363		380,322
Target Corp.
2.25%, 04/15/25 (Call 03/15/25)		6,376		6,419,038
2.50%, 04/15/26^(a)		7,017		7,178,321
3.50%, 07/01/24		1,670		1,738,353


				28,301,060

Savings & Loans — 0.0%
New York Community Bancorp Inc., 5.90%, 11/06/28 (Call 11/06/23), (3 mo. LIBOR US + 2.780%)^(b)		380		405,825


Semiconductors — 1.5%
Altera Corp., 4.10%, 11/15/23		414		429,446
Applied Materials Inc., 3.90%, 10/01/25 (Call 07/01/25)		2,343		2,475,567
Intel Corp.
2.60%, 05/19/26 (Call 02/19/26)		1,330		1,356,547
2.88%, 05/11/24 (Call 03/11/24)^(a)		1,097		1,122,132
3.40%, 03/25/25 (Call 02/25/25)		730		756,214
3.70%, 07/29/25 (Call 04/29/25)		580		607,069
Lam Research Corp., 3.80%, 03/15/25 (Call 12/15/24)		335		350,517
NVIDIA Corp., 3.20%, 09/16/26 (Call 06/16/26)		1,080		1,127,110
NXP BV/NXP Funding LLC, 5.35%, 03/01/26 (Call 01/01/26)^(d)		1,175		1,292,406
NXP BV/NXP Funding LLC/NXP USA Inc., 2.70%, 05/01/25 (Call 04/01/25)^(d)		486		488,882
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		90		86,596
1.38%, 03/12/25 (Call 02/12/25)		2,875		2,826,528
2.25%, 05/01/23 (Call 02/01/23)		751		756,204
2.63%, 05/15/24 (Call 03/15/24)		1,607		1,633,467


				15,308,685

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
0.67%, 08/16/23 (Call 08/16/22)^(d)		20		19,605
3.84%, 05/01/25 (Call 04/01/25)		420		434,612


				454,217

Software — 3.8%
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		544		544,185
3.25%, 02/01/25 (Call 11/01/24)		1,027		1,060,449
Autodesk Inc., 4.38%, 06/15/25 (Call 03/15/25)		459		484,438


Security	Par (000)		Value

Software (continued)
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)	$	800	$	839,928
Citrix Systems Inc., 1.25%, 03/01/26 (Call 02/01/26)		1,650		1,613,931
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25)		90		97,814
Fiserv Inc., 3.85%, 06/01/25 (Call 03/01/25)^(a)		280		291,600
Intuit Inc.
0.65%, 07/15/23		965		952,272
0.95%, 07/15/25 (Call 06/15/25)^(a)		4,216		4,041,373
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		1,780		1,796,590
2.38%, 05/01/23 (Call 02/01/23)		730		737,395
2.40%, 08/08/26 (Call 05/08/26)		3,595		3,653,670
2.70%, 02/12/25 (Call 11/12/24)		2,024		2,076,503
2.88%, 02/06/24 (Call 12/06/23)		2,499		2,559,326
3.13%, 11/03/25 (Call 08/03/25)		3,056		3,173,778
3.63%, 12/15/23 (Call 09/15/23)		2,240		2,323,014
Oracle Corp.
2.50%, 04/01/25 (Call 03/01/25)		550		548,075
2.95%, 05/15/25 (Call 02/15/25)		517		521,632
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		294		279,676
2.35%, 09/15/24 (Call 08/15/24)		720		722,808
3.65%, 09/15/23 (Call 08/15/23)		661		677,697
salesforce.com Inc., 3.25%, 04/11/23 (Call 03/11/23)		4,839		4,935,780
VMware Inc.
1.40%, 08/15/26 (Call 07/15/26)		3,867		3,671,137
4.50%, 05/15/25 (Call 04/15/25)		1,121		1,186,993


				38,790,064

Telecommunications — 1.6%
AT&T Inc.
3.40%, 05/15/25 (Call 02/15/25)		473		489,148
3.60%, 07/15/25 (Call 04/15/25)		100		104,143
3.80%, 03/01/24 (Call 01/01/24)		97		100,292
3.90%, 03/11/24 (Call 12/11/23)		282		292,096
3.95%, 01/15/25 (Call 10/15/24)		80		83,754
British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23)^(a)		1,202		1,244,936
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		1,878		1,897,099
2.60%, 02/28/23^(a)		255		258,221
3.50%, 06/15/25		1,914		2,002,714
3.63%, 03/04/24^(a)		1,185		1,229,663
Motorola Solutions Inc., 4.00%, 09/01/24		1,084		1,120,867
Rogers Communications Inc.
3.63%, 12/15/25 (Call 09/15/25)		1,375		1,425,600
4.10%, 10/01/23 (Call 07/01/23)		1,043		1,070,295
T-Mobile USA Inc., 3.50%, 04/15/25 (Call 03/15/25)		861		884,901
Verizon Communications Inc.
2.63%, 08/15/26		625		628,375
3.38%, 02/15/25^(a)		391		404,556
3.50%, 11/01/24 (Call 08/01/24)		279		288,587
Vodafone Group PLC
3.75%, 01/16/24		321		332,286
4.13%, 05/30/25		2,393		2,516,407


				16,373,940


Security	Par (000)		Value

Toys, Games & Hobbies — 0.4%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)	$	1,536	$	1,557,181
3.55%, 11/19/26 (Call 09/19/26)		2,085		2,153,972


				3,711,153

Transportation — 2.1%
BNSF Funding Trust I, 6.61%, 12/15/55 (Call 01/15/26), (3 mo. LIBOR US + 2.350%)^(b)		502		540,880
Canadian National Railway Co., 2.95%, 11/21/24 (Call 08/21/24)		322		327,996
Canadian Pacific Railway Co., 2.90%, 02/01/25 (Call 11/01/24)		395		402,533
CSX Corp., 3.40%, 08/01/24 (Call 05/01/24)^(a)		492		506,824
Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23)		597		602,403
Norfolk Southern Corp.
2.90%, 06/15/26 (Call 03/15/26)		55		56,338
3.65%, 08/01/25 (Call 06/01/25)		75		78,199
3.85%, 01/15/24 (Call 10/15/23)		356		367,228
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		2,130		2,049,848
2.50%, 09/01/24 (Call 08/01/24)		3,256		3,269,480
2.85%, 03/01/27 (Call 02/01/27)		410		411,156
2.90%, 12/01/26 (Call 10/01/26)		500		504,565
3.35%, 09/01/25 (Call 08/01/25)		1,571		1,609,097
3.40%, 03/01/23 (Call 02/01/23)		4		4,064
3.65%, 03/18/24 (Call 02/18/24)		2,679		2,759,531
3.75%, 06/09/23 (Call 05/09/23)		2,830		2,892,600
3.88%, 12/01/23 (Call 11/01/23)		2,284		2,354,895
4.63%, 06/01/25 (Call 05/01/25)		1,092		1,161,680
Union Pacific Corp.
3.25%, 01/15/25 (Call 10/15/24)		132		135,618
3.25%, 08/15/25 (Call 05/15/25)		192		197,950
3.65%, 02/15/24 (Call 11/15/23)		190		195,810
3.75%, 03/15/24 (Call 12/15/23)		30		31,007
3.75%, 07/15/25 (Call 05/15/25)^(a)		153		160,286
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		262		264,355
2.80%, 11/15/24 (Call 09/15/24)		255		260,521
3.90%, 04/01/25 (Call 03/01/25)		969		1,019,436


				22,164,300

Trucking & Leasing — 0.1%
GATX Corp.
3.25%, 03/30/25 (Call 12/30/24)		293		299,558
4.35%, 02/15/24 (Call 01/15/24)		295		307,254


				606,812


Security	Par/ Shares (000)		Value

Venture Capital — 0.1%
Hercules Capital Inc.
2.63%, 09/16/26 (Call 08/16/26)	$	50	$	47,219
3.38%, 01/20/27 (Call 12/20/26)		950		917,833


				965,052

Water — 0.1%
American Water Capital Corp.
3.40%, 03/01/25 (Call 12/01/24)		397		408,890
3.85%, 03/01/24 (Call 12/01/23)		110		113,738


				522,628

Total Corporate Bonds & Notes — 98.6% (Cost: $1,047,364,371)				1,017,378,651


Short-Term Investments

Money Market Funds — 3.1%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%^(e)(f)(g)		29,631		29,636,964
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(e)(f)		2,760		2,760,000


				32,396,964


Total Short-Term Investments — 3.1% (Cost: $32,394,115)				32,396,964


Total Investments in Securities — 101.7% (Cost: $1,079,758,486)				1,049,775,615

Other Assets, Less Liabilities — (1.7)%			(17,687,990)


Net Assets — 100.0%			$	1,032,087,625

^(a)

All or a portion of this security is on loan.

^(b)

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.

^(c)

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.

^(d)

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.

^(e)

Affiliate of the Fund.

^(f)

Annualized 7-day yield as of period end.

^(g)

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.


Security	Par (000)		Value

Asset-Backed Securities

BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26	$	100	$	97,444
BMW Vehicle Lease Trust1.10%, 03/25/25 (Call 04/25/24)		420		415,641
Carmax Auto Owner Trust Series 2021-1, Class A3, 0.34%, 12/15/25 (Call 05/15/24)		2,990		2,944,567
GM Financial Consumer Automobile Receivables Trust Series 2021-1, Class A4, 0.54%, 05/17/27 (Call 06/16/24)		850		825,626
Toyota Auto Receivables Owner Trust Series 2021-B, Class A4, 0.53%, 10/15/26 (Call 12/15/24)		1,000		963,096


Total Asset-Backed Securities — 0.3% (Cost: $5,361,929)				5,246,374


Collaterized Mortgage Obligations

Mortgage-Backed Securities — 1.1%
BANK, Series 2017-BNK5, Class A4, 3.13%, 06/15/60 (Call 05/15/27)		850		863,668
BBCMS Mortgage Trust
2.32%, 09/15/54		2,000		1,909,049
Series 2020-C7, Class A5, 2.04%, 04/15/53 (Call 02/15/30)		670		630,696
Benchmark Mortgage Trust
3.93%, 03/15/52 (Call 09/15/28)		1,500		1,582,190
Series 2018-B4, Class A5, 4.12%, 07/15/51^(a)		100		107,536
Series 2018-B4, Class ASB, 4.06%, 07/15/51^(a)		250		263,508
Series 2018-B6, Class AAB, 4.17%, 10/10/51 (Call 03/10/28)		250		266,196
Series 2019-B11, Class A4, 3.28%, 05/15/52 (Call 03/15/29)		100		102,359
Series 2020-B21, Class A4, 1.70%, 12/17/53 (Call 03/15/30)		1,200		1,105,086
Series 2020-B21, Class A5, 1.98%, 12/17/53 (Call 11/15/30)		800		747,087
CD Mortgage Trust, 3.35%, 11/10/49 (Call 09/10/26)		2,195		2,242,270
COMM Mortgage Trust
Series 2013-CR9, Class A4, 4.26%, 07/10/45^(a)		300		305,958
Series 2014-CR17, Class A5, 3.98%, 05/10/47 (Call 04/10/24)		585		602,739
Series 2014-UBS3, Class A4, 3.82%, 06/10/47 (Call 05/10/24)		720		739,705
GS Mortgage Securities Corp. II, Series 2013-GC10, Class A4, 2.68%, 02/10/46 (Call 12/10/22)		143		143,995
GS Mortgage Securities Trust, Series 2015-GC30, Class A4, 3.38%, 05/10/50 (Call 05/10/25)		250		255,487
JP Morgan Chase Commercial Mortgage Securities Trust,
Series 2016-JP3, Class A5, 2.87%, 08/15/49 (Call 08/15/26)		100		100,517
JPMCC Commercial Mortgage Securities Trust, 3.28%, 07/15/50 (Call 12/15/26)		1,500		1,533,762
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C18, Class ASB, 3.62%, 10/15/47		56		57,135
Series 2014-C19, Class A4, 3.53%, 12/15/47 (Call 11/15/24)		100		102,357
Series 2015-C27, Class A4, 3.75%, 12/15/47 (Call 10/15/25)		250		258,734
Series 2016-C31, Class A5, 3.10%, 11/15/49 (Call 10/15/26)		500		507,580


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 11/15/29)	$	82	$	83,054
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class C5, 2.90%, 10/10/48 (Call 10/10/25)		1,050		1,063,086
UBS Commercial Mortgage Trust, Series 2018-C12, Class ASB, 4.19%, 08/15/51 (Call 01/15/28)		400		423,349
Wells Fargo Commercial Mortgage Trust
4.17%, 05/15/51 (Call 01/15/28)		1,000		1,053,926
Class A4, 2.34%, 08/15/54 (Call 07/15/31)		460		438,498
Series 2014-LC16, Class ASB, 3.48%, 08/15/50 (Call 03/15/24)		667		679,906
Series 2015-LC22, Class A4, 3.84%, 09/15/58 (Call 09/15/25)		500		518,662
Series 2017-C41, Class A4, 3.47%, 11/15/50 (Call 11/15/27)		1,000		1,034,325
Series 2019-C51, Class A4, 3.31%, 06/15/52 (Call 06/15/29)		2,000		2,051,383
Series 2020-C56, Class A5, 2.45%, 06/15/53 (Call 03/15/30)		130		125,971
WFRBS Commercial Mortgage Trust
Series 2012-C9, Class A3, 2.87%, 11/15/45 (Call 10/15/22)		82		82,099
Series 2014-C21, Class A5, 3.68%, 08/15/47 (Call 07/15/24)		635		652,228
Series 2014-C25, Class A5, 3.63%, 11/15/47 (Call 11/15/24)		213		218,897


				22,852,998


Total Collaterized Mortgage Obligations — 1.1% (Cost: $24,082,050)				22,852,998


Corporate Bonds & Notes

Advertising — 0.0%
Interpublic Group of Companies Inc. (The), 5.40%, 10/01/48 (Call 04/01/48)		100		124,719
WPP Finance 2010, 3.75%, 09/19/24		792		820,195


				944,914

Aerospace & Defense — 0.2%
L3Harris Technologies Inc.
2.90%, 12/15/29 (Call 09/15/29)		302		299,925
3.83%, 04/27/25 (Call 01/27/25)		190		197,995
4.40%, 06/15/28 (Call 03/15/28)		382		412,946
4.85%, 04/27/35 (Call 10/27/34)		210		240,364
5.05%, 04/27/45 (Call 10/27/44)		99		117,852
6.15%, 12/15/40		29		38,767
Raytheon Technologies Corp.
1.90%, 09/01/31 (Call 06/01/31)		100		91,378
2.25%, 07/01/30 (Call 04/01/30)		134		127,308
2.38%, 03/15/32 (Call 12/15/31)		185		175,472
2.65%, 11/01/26 (Call 08/01/26)		25		25,447
2.82%, 09/01/51 (Call 03/01/51)		50		43,308
3.03%, 03/15/52 (Call 09/15/51)		195		175,282
3.13%, 05/04/27 (Call 02/04/27)		132		136,100
3.13%, 07/01/50 (Call 01/01/50)		21		19,322
3.75%, 11/01/46 (Call 05/01/46)		145		146,389
3.95%, 08/16/25 (Call 06/16/25)		175		184,504
4.05%, 05/04/47 (Call 11/04/46)		147		155,348
4.13%, 11/16/28 (Call 08/16/28)		161		174,038
4.15%, 05/15/45 (Call 11/16/44)		195		209,061


Security	Par (000)		Value

Aerospace & Defense (continued)
4.35%, 04/15/47 (Call 10/15/46)	$	212	$	233,351
4.45%, 11/16/38 (Call 05/16/38)		90		100,471
4.50%, 06/01/42		283		315,689
4.63%, 11/16/48 (Call 05/16/48)		184		212,647
4.70%, 12/15/41		17		19,232
4.80%, 12/15/43 (Call 06/15/43)		30		34,583
4.88%, 10/15/40		35		40,408
6.13%, 07/15/38		45		59,000
7.50%, 09/15/29		5		6,561


				3,992,748

Agriculture — 0.2%
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		283		286,206
2.70%, 09/15/51 (Call 03/15/51)		25		22,471
2.90%, 03/01/32 (Call 12/01/31)		50		50,589
3.25%, 03/27/30 (Call 12/27/29)		178		184,876
3.75%, 09/15/47 (Call 03/15/47)		34		36,702
4.02%, 04/16/43		8		8,845
4.50%, 03/15/49 (Call 09/15/48)		55		66,089
4.54%, 03/26/42		42		49,072
5.94%, 10/01/32		72		91,496
Bunge Ltd. Finance Corp.
2.75%, 05/14/31 (Call 02/14/31)		205		195,156
3.25%, 08/15/26 (Call 05/15/26)		531		543,866
3.75%, 09/25/27 (Call 06/25/27)		719		751,592
4.35%, 03/15/24 (Call 02/15/24)		1,026		1,075,310


				3,362,270

Airlines — 0.0%
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		155		148,149
3.00%, 11/15/26 (Call 08/15/26)		37		37,439
3.45%, 11/16/27 (Call 08/16/27)		10		10,296
5.13%, 06/15/27 (Call 04/15/27)		167		185,357


				381,241

Apparel — 0.1%
NIKE Inc.
2.40%, 03/27/25 (Call 02/27/25)		110		111,580
3.25%, 03/27/40 (Call 09/27/39)		195		194,557
3.38%, 11/01/46 (Call 05/01/46)		35		34,609
3.38%, 03/27/50 (Call 09/27/49)		173		176,245
3.63%, 05/01/43 (Call 11/01/42)		44		45,860
3.88%, 11/01/45 (Call 05/01/45)		197		213,237
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		495		522,844
Tapestry Inc., 4.13%, 07/15/27 (Call 04/15/27)		7		7,325
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		65		65,211
2.80%, 04/23/27 (Call 02/23/27)		46		46,572
2.95%, 04/23/30 (Call 01/23/30)		265		262,289


				1,680,329

Auto Manufacturers — 0.2%
American Honda Finance Corp.
1.30%, 09/09/26		115		110,193
1.50%, 01/13/25		25		24,533
2.25%, 01/12/29		25		24,269
2.30%, 09/09/26		25		24,993
2.35%, 01/08/27		90		89,842
3.50%, 02/15/28		155		162,496
Cummins Inc.
1.50%, 09/01/30 (Call 06/01/30)		429		385,787


Security	Par (000)		Value

Auto Manufacturers (continued)
3.65%, 10/01/23 (Call 07/01/23)	$	467	$	478,820
4.88%, 10/01/43 (Call 04/01/43)		267		322,144
Daimler Finance North America LLC, 8.50%, 01/18/31		142		201,450
General Motors Co.
5.00%, 04/01/35		25		27,055
5.15%, 04/01/38 (Call 10/01/37)		25		27,131
5.20%, 04/01/45		89		95,985
5.40%, 04/01/48 (Call 10/01/47)		25		27,704
5.95%, 04/01/49 (Call 10/01/48)		55		65,731
6.25%, 10/02/43		70		84,883
6.60%, 04/01/36 (Call 10/01/35)		74		91,545
6.75%, 04/01/46 (Call 10/01/45)		59		75,394
General Motors Financial Co. Inc.
1.20%, 10/15/24		35		33,943
2.40%, 10/15/28 (Call 08/15/28)		50		47,406
Toyota Motor Credit Corp.
0.63%, 09/13/24		100		96,586
1.45%, 01/13/25		100		98,470
1.80%, 02/13/25		117		116,153
1.90%, 01/13/27		50		49,120
2.15%, 02/13/30		67		64,454
3.05%, 01/11/28		52		53,609
3.20%, 01/11/27		115		119,683
3.38%, 04/01/30		155		162,325
3.40%, 04/14/25		57		58,986
3.65%, 01/08/29		66		70,283


				3,290,973

Auto Parts & Equipment — 0.1%
Aptiv PLC
3.10%, 12/01/51 (Call 06/01/51)		210		177,345
4.35%, 03/15/29 (Call 12/15/28)		105		112,988
4.40%, 10/01/46 (Call 04/01/46)		54		55,677
5.40%, 03/15/49 (Call 09/15/48)		282		330,363
BorgWarner Inc.
3.38%, 03/15/25 (Call 12/15/24)		65		67,018
4.38%, 03/15/45 (Call 09/15/44)		36		37,396
Lear Corp.
2.60%, 01/15/32 (Call 10/15/31)		25		23,189
3.50%, 05/30/30 (Call 02/28/30)		124		124,614
3.55%, 01/15/52 (Call 07/15/51)		10		8,674
3.80%, 09/15/27 (Call 06/15/27)		86		89,653
4.25%, 05/15/29 (Call 02/15/29)		87		92,134
5.25%, 05/15/49 (Call 11/15/48)		92		103,106
Magna International Inc.
3.63%, 06/15/24 (Call 03/15/24)		75		77,088
4.15%, 10/01/25 (Call 07/01/25)		60		63,452


				1,362,697

Banks — 4.9%
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25		125		131,899
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		400		394,136
1.13%, 09/18/25		2,917		2,771,938
Banco Santander SA
3.23%, 11/22/32 (Call 08/22/31)^(a)		400		371,620
4.38%, 04/12/28		210		222,844
Bank of America Corp.
1.84%, 02/04/25 (Call 02/04/24), (SOFR + 0.670%)^(a)		30		29,707


Security	Par (000)		Value

Banks (continued)
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)	$	30	$	29,504
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		36		35,917
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(a)		88		83,840
2.55%, 02/04/28 (Call 02/04/27), (SOFR + 1.050%)^(a)		50		49,210
2.57%, 10/20/32 (Call 10/20/31), (SOFR + 1.210%)^(a)		60		56,930
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(a)		274		262,182
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)^(a)		25		21,799
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(a)		66		64,677
2.97%, 02/04/33 (Call 02/04/32), (SOFR + 1.330%)^(a)		50		48,997
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)^(a)		192		170,922
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		75		76,056
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(a)		60		60,071
3.25%, 10/21/27 (Call 10/21/26)		80		81,844
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		65		66,277
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(a)		100		102,363
3.50%, 04/19/26		102		105,779
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)		20		20,534
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(a)		205		211,669
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(a)		150		155,341
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(a)		25		26,058
3.88%, 08/01/25		65		68,120
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.190%)^(a)		181		189,127
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(a)		95		99,464
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(a)		101		105,970
4.00%, 01/22/25		95		98,661
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)^(a)		80		84,722
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)^(a)		459		493,462
4.20%, 08/26/24		125		130,151
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)^(a)		243		265,220
4.25%, 10/22/26		35		37,135
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(a)		80		85,288
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)^(a)		373		413,948
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)^(a)		265		296,720
4.88%, 04/01/44		66		76,689
5.00%, 01/21/44		283		333,020
5.88%, 02/07/42		277		359,474
7.75%, 05/14/38		125		181,392
Series L, 3.95%, 04/21/25		65		67,382
Series L, 4.18%, 11/25/27 (Call 11/25/26)		165		173,379


Security	Par (000)		Value

Banks (continued)
Series L, 4.75%, 04/21/45	$	132	$	148,705
Series N, 3.48%, 03/13/52 (Call 03/11/51), (SOFR + 1.650%)^(a)		255		248,559
Bank of America N.A., 6.00%, 10/15/36		315		400,941
Bank of Montreal
0.51%, 01/10/25^(a)		100		100,077
1.25%, 09/15/26		200		189,668
1.85%, 05/01/25		135		133,435
2.50%, 06/28/24		355		358,262
3.80%, 12/15/32 (Call 12/15/27)^(a)		370		379,106
4.34%, 10/05/28 (Call 10/05/23)^(a)		135		139,086
Series E, 3.30%, 02/05/24		264		270,523
Bank of New York Mellon Corp. (The)
1.60%, 04/24/25 (Call 03/24/25)		333		327,838
2.05%, 01/26/27 (Call 12/26/26)		200		197,774
2.10%, 10/24/24		252		252,935
2.20%, 08/16/23 (Call 06/16/23)		126		126,990
2.45%, 08/17/26 (Call 05/17/26)		138		139,684
2.50%, 01/26/32 (Call 10/26/31)		100		97,318
2.80%, 05/04/26 (Call 02/04/26)		144		147,227
3.00%, 10/30/28 (Call 07/30/28)		159		160,518
3.25%, 09/11/24 (Call 08/11/24)		125		128,765
3.25%, 05/16/27 (Call 02/16/27)		45		46,769
3.30%, 08/23/29 (Call 05/23/29)		220		227,513
3.40%, 05/15/24 (Call 04/15/24)		50		51,603
3.40%, 01/29/28 (Call 10/29/27)		185		193,717
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(a)		262		273,869
3.45%, 08/11/23		67		68,752
3.85%, 04/28/28		100		106,997
3.95%, 11/18/25 (Call 10/18/25)		174		184,590
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		179		184,769
Series G, 3.00%, 02/24/25 (Call 01/24/25)		85		87,236
Series J, 0.85%, 10/25/24 (Call 09/25/24)		100		97,296
Series J, 1.90%, 01/25/29 (Call 11/25/28)		200		191,840
Bank of Nova Scotia (The)
1.05%, 03/02/26		350		331,499
1.30%, 06/11/25		325		313,631
1.30%, 09/15/26 (Call 06/15/26)		300		285,240
1.63%, 05/01/23		374		374,045
1.95%, 02/02/27		200		194,284
2.15%, 08/01/31		725		677,121
2.20%, 02/03/25		605		603,040
2.45%, 02/02/32		200		189,772
2.70%, 08/03/26		341		344,332
3.40%, 02/11/24		524		537,692
4.50%, 12/16/25		256		272,113
Bank of Nova Scotia/The, 1.45%, 01/10/25		100		97,858
BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30)		140		149,562
Barclays PLC
2.28%, 11/24/27 (Call 11/24/26)^(a)		500		482,260
3.56%, 09/23/35 (Call 09/23/30)^(a)		335		320,123
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(a)		65		66,774
4.34%, 01/10/28 (Call 01/10/27)		55		58,134
4.38%, 09/11/24		25		25,921
4.38%, 01/12/26		360		380,110
4.95%, 01/10/47		435		491,433
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)^(a)		205		219,399


Security	Par (000)		Value

Banks (continued)
5.20%, 05/12/26	$	200	$	215,466
BNP Paribas SA
3.25%, 03/03/23		164		166,596
4.25%, 10/15/24		205		214,049
BPCE SA, 3.38%, 12/02/26		15		15,461
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)^(a)		25		25,366
Canadian Imperial Bank of Commerce
1.00%, 10/18/24		200		193,748
2.25%, 01/28/25		249		248,691
3.10%, 04/02/24		622		634,384
3.50%, 09/13/23		1,087		1,117,284
Citigroup Inc.
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)		162		156,244
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(a)		40		39,493
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		241		244,234
3.20%, 10/21/26 (Call 07/21/26)		330		336,531
3.30%, 04/27/25		10		10,241
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		245		250,084
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(a)		35		35,966
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(a)		90		93,145
3.70%, 01/12/26		295		308,160
3.88%, 10/25/23		32		33,029
3.88%, 03/26/25		90		93,048
3.88%, 01/24/39 (Call 01/22/38), (3 mo. LIBOR US + 1.168%)^(a)		170		177,692
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(a)		80		83,526
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(a)		55		57,907
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		332		340,532
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(a)		31		32,663
4.13%, 07/25/28		121		127,111
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)^(a)		54		59,478
4.30%, 11/20/26		50		53,239
4.40%, 06/10/25		175		183,657
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(a)		108		117,238
4.45%, 09/29/27		390		416,699
4.60%, 03/09/26		90		96,037
4.65%, 07/30/45		239		270,849
4.65%, 07/23/48 (Call 06/23/48)		240		280,188
4.75%, 05/18/46		315		350,878
5.30%, 05/06/44		131		154,215
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)^(a)		90		108,991
5.50%, 09/13/25		228		248,734
5.88%, 02/22/33		16		19,085
5.88%, 01/30/42		220		283,213
6.00%, 10/31/33		37		45,003
6.63%, 01/15/28		43		51,407
6.63%, 06/15/32		262		328,446
6.68%, 09/13/43		116		160,382
8.13%, 07/15/39		209		327,340
Citizens Bank N.A./Providence RI, 3.75%, 02/18/26 (Call 11/18/25)		250		262,805


Security	Par (000)		Value

Banks (continued)
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 12/06/29)	$	70	$	67,085
2.85%, 07/27/26 (Call 04/25/26)		72		72,727
3.25%, 04/30/30 (Call 01/30/30)		80		80,870
4.30%, 12/03/25 (Call 11/03/25)		5		5,268
Comerica Inc.
3.70%, 07/31/23 (Call 07/01/23)		413		422,511
4.00%, 02/01/29 (Call 10/31/28)		154		165,260
Cooperatieve Rabobank U.A.
3.75%, 07/21/26		55		56,810
4.38%, 08/04/25		65		68,071
5.25%, 05/24/41		191		246,726
5.25%, 08/04/45		107		127,997
5.75%, 12/01/43		85		107,896
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25		250		245,697
Credit Suisse AG/New York NY
2.95%, 04/09/25		20		20,272
3.63%, 09/09/24		80		82,566
Credit Suisse Group AG
3.75%, 03/26/25		165		169,475
4.55%, 04/17/26		150		158,442
4.88%, 05/15/45		220		242,112
Deutsche Bank AG, 4.10%, 01/13/26		205		213,483
Deutsche Bank AG/London, 3.70%, 05/30/24		231		237,112
Deutsche Bank AG/New York NY
2.31%, 11/16/27 (Call 11/16/26), (SOFR + 1.219%)^(a)		170		162,576
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(a)		180		173,126
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)^(a)		165		155,001
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(a)		225		222,050
3.70%, 05/30/24		100		102,470
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)		35		35,810
4.10%, 01/13/26		15		15,645
Discover Bank
2.70%, 02/06/30 (Call 11/06/29)		85		81,922
3.45%, 07/27/26 (Call 04/27/26)		15		15,429
4.65%, 09/13/28 (Call 06/13/28)		255		276,802
Fifth Third Bancorp., 8.25%, 03/01/38		246		373,403
First Republic Bank/CA, 4.38%, 08/01/46 (Call 02/01/46)		80		90,154
Goldman Sachs Capital I, 6.35%, 02/15/34		90		112,495
Goldman Sachs Group Inc. (The)
0.93%, 10/21/24 (Call 10/21/23), (SOFR + 0.486%)^(a)		100		97,899
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(a)		50		49,459
1.95%, 10/21/27 (Call 10/21/26), (SOFR + 0.913%)^(a)		55		52,727
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(a)		155		143,713
2.60%, 02/07/30 (Call 11/07/29)		80		76,926
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(a)		125		118,248
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(a)		25		24,707
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)^(a)		55		52,165
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)^(a)		50		49,183
3.21%, 04/22/42 (Call 04/22/41), (SOFR + 1.513%)^(a)		10		9,315
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)^(a)		35		33,646
3.50%, 04/01/25 (Call 03/01/25)		205		210,771
3.50%, 11/16/26 (Call 11/16/25)		228		233,707
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(a)		135		139,817
3.75%, 05/22/25 (Call 02/22/25)		78		80,703
3.75%, 02/25/26 (Call 11/25/25)		110		114,545
3.80%, 03/15/30 (Call 12/15/29)		123		128,116
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(a)		102		105,866


Security	Par (000)		Value

Banks (continued)
3.85%, 01/26/27 (Call 01/26/26)	$	280	$	291,690
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)^(a)		225		237,134
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(a)		173		183,382
4.25%, 10/21/25		85		89,249
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)^(a)		180		194,785
4.75%, 10/21/45 (Call 04/21/45)		166		189,428
4.80%, 07/08/44 (Call 01/08/44)		390		447,307
5.15%, 05/22/45		259		303,999
5.95%, 01/15/27		60		67,752
6.13%, 02/15/33		225		278,903
6.25%, 02/01/41		255		334,894
6.45%, 05/01/36		64		81,562
6.75%, 10/01/37		541		710,679
HSBC Holdings PLC
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)^(a)		40		37,330
2.25%, 11/22/27 (Call 11/22/26), (SOFR + 1.100%)^(a)		200		192,604
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)^(a)		10		9,176
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)		437		436,449
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(a)		75		70,795
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(a)		25		25,623
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(a)		55		56,725
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)^(a)		260		269,498
4.25%, 03/14/24		200		206,676
4.25%, 08/18/25		30		31,121
4.29%, 09/12/26 (Call 09/15/25), (3 mo. LIBOR US + 1.348%)^(a)		35		36,506
4.30%, 03/08/26		225		237,647
4.38%, 11/23/26		55		57,859
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)^(a)		65		69,377
4.95%, 03/31/30		220		243,978
5.25%, 03/14/44		210		241,271
6.10%, 01/14/42		235		310,169
6.50%, 05/02/36		595		749,373
6.50%, 09/15/37		355		452,966
6.80%, 06/01/38		350		457,586
7.63%, 05/17/32		127		165,804
HSBC USA Inc., 3.50%, 06/23/24		100		102,953
Huntington Bancshares Inc./OH
2.49%, 08/15/36 (Call 08/15/31)^(a)(b)		275		251,303
2.55%, 02/04/30 (Call 01/04/30)		219		212,964
ING Groep NV
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)^(a)		275		262,952
3.55%, 04/09/24		175		179,566
3.95%, 03/29/27		290		304,665
4.10%, 10/02/23		732		755,885
4.55%, 10/02/28		85		92,467
Intesa Sanpaolo SpA, 5.25%, 01/12/24		495		519,705
JPMorgan Chase & Co.
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)^(a)		300		288,774
1.47%, 09/22/27 (Call 09/22/26), (SOFR + 0.765%)^(a)		200		188,696
1.56%, 12/10/25 (Call 12/10/24), (SOFR + 0.605%)^(a)		200		194,956
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(a)		40		38,403
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(a)		230		219,763


Security	Par (000)		Value

Banks (continued)
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(a)	$	86	$	84,020
2.95%, 10/01/26 (Call 07/01/26)		82		83,387
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(a)		190		187,971
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)^(a)		188		177,919
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)^(a)		333		308,481
3.20%, 06/15/26 (Call 03/15/26)		185		189,840
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)^(a)		180		173,403
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(a)		77		79,077
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(a)		45		46,504
3.63%, 12/01/27 (Call 12/01/26)		188		194,606
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(a)		50		51,889
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(a)		65		67,875
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)^(a)		118		125,012
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)^(a)		229		238,561
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(a)		45		47,110
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)^(a)		254		269,408
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(a)		22		23,185
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)^(a)		235		250,374
4.13%, 12/15/26		149		158,374
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(a)		55		58,583
4.25%, 10/01/27		30		32,080
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)^(a)		189		206,936
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(a)		84		90,765
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(a)		147		161,356
4.85%, 02/01/44		109		129,289
4.95%, 06/01/45		82		96,222
5.40%, 01/06/42		190		235,499
5.50%, 10/15/40		215		267,264
5.60%, 07/15/41		255		321,361
5.63%, 08/16/43		199		250,575
6.40%, 05/15/38		240		321,960
7.63%, 10/15/26		20		24,169
7.75%, 07/15/25		5		5,857
8.00%, 04/29/27		222		276,308
8.75%, 09/01/30		5		7,023
KeyBank N.A./Cleveland OH
3.40%, 05/20/26		450		466,591
6.95%, 02/01/28		20		24,210
KeyCorp.
2.25%, 04/06/27		215		211,857
2.55%, 10/01/29		220		213,952
4.10%, 04/30/28		65		69,762
4.15%, 10/29/25		66		70,002
KfW
0.00%, 04/18/36^(c)		553		409,458
0.00%, 06/29/37^(c)		435		314,148
0.25%, 10/19/23		340		333,744


Security	Par (000)		Value

Banks (continued)
0.38%, 07/18/25	$	175	$	167,123
0.63%, 01/22/26		430		410,757
0.75%, 09/30/30		245		223,146
1.75%, 09/14/29		436		431,213
2.00%, 05/02/25		778		784,465
2.50%, 11/20/24		1,065		1,089,399
2.63%, 02/28/24		1,083		1,107,064
2.88%, 04/03/28		1,057		1,116,689
Lloyds Banking Group PLC
2.44%, 02/05/26 (Call 02/05/25)^(a)		35		34,742
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)		200		204,974
3.75%, 01/11/27		130		134,952
3.87%, 07/09/25 (Call 07/09/24)^(a)		545		561,263
3.90%, 03/12/24		35		36,261
4.05%, 08/16/23		45		46,353
4.34%, 01/09/48		285		291,222
4.38%, 03/22/28		250		266,495
4.45%, 05/08/25		315		331,575
4.50%, 11/04/24		542		565,637
4.55%, 08/16/28		60		64,830
4.58%, 12/10/25		255		267,383
4.65%, 03/24/26		120		126,918
Mitsubishi UFJ Financial Group Inc.
0.96%, 10/11/25 (Call 10/11/24)^(a)		200		192,654
1.64%, 10/13/27 (Call 10/13/26)^(a)		200		189,984
2.34%, 01/19/28 (Call 01/19/27)^(a)		200		195,174
2.76%, 09/13/26		250		251,130
3.20%, 07/18/29		25		25,184
3.29%, 07/25/27		140		143,699
3.74%, 03/07/29		95		99,340
3.78%, 03/02/25		86		89,351
3.85%, 03/01/26		255		266,694
3.96%, 03/02/28		50		52,886
4.05%, 09/11/28		75		79,832
4.15%, 03/07/39		94		103,124
4.29%, 07/26/38		100		111,039
Mizuho Financial Group Inc.
2.56%, 09/13/31		200		183,122
2.59%, 05/25/31 (Call 05/25/30), (3 mo. LIBOR US + 1.070%)^(a)		20		19,120
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)^(a)		200		199,790
3.17%, 09/11/27		10		10,183
3.66%, 02/28/27		15		15,679
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)^(a)		42		44,883
Morgan Stanley
1.16%, 10/21/25 (Call 10/21/24), (SOFR + 0.560%)^(a)		400		386,400
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(a)		25		22,340
1.93%, 04/28/32 (Call 01/28/32), (SOFR + 1.020%)^(a)		40		36,059
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		682		672,848
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(a)		200		184,716
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(a)		130		127,829
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(a)		235		213,411
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)^(a)		175		165,368
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(a)		182		176,416
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		65		65,382
2.80%, 01/25/52 (Call 07/25/51), (SOFR + 1.430%)^(a)		100		87,336
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(a)		50		48,946


Security	Par (000)		Value

Banks (continued)
3.13%, 07/27/26	$	135	$	137,551
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(a)		277		286,163
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(a)		284		293,423
3.63%, 01/20/27		180		187,693
3.70%, 10/23/24		285		294,813
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(a)		210		214,068
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(a)		224		232,528
3.88%, 01/27/26		105		109,667
3.95%, 04/23/27		290		304,396
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)^(a)		370		389,233
4.00%, 07/23/25		106		111,093
4.10%, 05/22/23		195		200,117
4.30%, 01/27/45		280		304,721
4.35%, 09/08/26		205		217,706
4.38%, 01/22/47		187		207,720
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(a)		25		26,997
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 1.431%)^(a)		115		126,106
5.00%, 11/24/25		151		162,440
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)^(a)		503		671,213
6.25%, 08/09/26		245		280,503
6.38%, 07/24/42		351		478,792
7.25%, 04/01/32		157		210,361
Series F, 3.88%, 04/29/24		205		211,908
National Australia Bank Ltd./New York
2.50%, 07/12/26		295		298,912
3.38%, 01/14/26		10		10,471
Natwest Group PLC
3.03%, 11/28/35 (Call 08/28/30)^(a)		210		194,218
3.75%, 11/01/29 (Call 11/01/24)^(a)		425		430,329
3.88%, 09/12/23		115		117,778
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		747		772,532
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)^(a)		189		201,480
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(a)		225		231,505
4.80%, 04/05/26		350		375,095
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)^(a)		50		54,471
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(a)		285		314,050
5.13%, 05/28/24		183		192,223
6.00%, 12/19/23		281		298,442
Northern Trust Corp.
3.15%, 05/03/29 (Call 02/03/29)		236		245,582
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)^(a)		550		560,604
3.65%, 08/03/28 (Call 05/03/28)		244		262,017
3.95%, 10/30/25		310		328,646
Oesterreichische Kontrollbank AG
1.50%, 02/12/25		904		898,196
3.13%, 11/07/23		579		595,212
PNC Bank N.A.
2.70%, 10/22/29		145		143,103


Security	Par (000)		Value

Banks (continued)
2.95%, 02/23/25 (Call 01/23/25)	$	30	$	30,787
3.25%, 01/22/28 (Call 12/23/27)		20		20,710
4.05%, 07/26/28		10		10,718
PNC Bank NA
3.88%, 04/10/25 (Call 03/10/25)		250		260,850
2.50%, 08/27/24 (Call 07/27/24)		280		283,018
PNC Financial Services Group Inc. (The)
1.15%, 08/13/26 (Call 07/13/26)		100		95,530
2.20%, 11/01/24 (Call 10/02/24)		67		67,226
2.55%, 01/22/30 (Call 10/24/29)		120		117,997
2.60%, 07/23/26 (Call 05/24/26)		199		201,788
3.15%, 05/19/27 (Call 04/19/27)		205		212,474
3.45%, 04/23/29 (Call 01/23/29)		438		459,742
Regions Bank/Birmingham AL, 6.45%, 06/26/37		148		193,668
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		100		93,659
7.38%, 12/10/37		128		178,972
Royal Bank of Canada
0.75%, 10/07/24		150		144,724
1.40%, 11/02/26		150		142,971
2.25%, 11/01/24		285		285,211
2.30%, 11/03/31		250		236,437
2.55%, 07/16/24		108		109,080
3.70%, 10/05/23		405		417,446
4.65%, 01/27/26		100		107,673
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(a)		85		82,560
3.24%, 10/05/26 (Call 08/05/26)		189		190,969
4.40%, 07/13/27 (Call 04/14/27)		682		716,782
4.50%, 07/17/25 (Call 04/17/25)		360		377,456
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (SOFR + 0.560%)^(a)		200		193,812
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)		50		49,361
2.35%, 11/01/25 (Call 11/01/24)^(a)		205		206,238
2.40%, 01/24/30		303		297,052
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)^(a)		50		49,007
2.65%, 05/19/26		221		225,579
3.03%, 11/01/34 (Call 11/01/29), (SOFR + 1.490%)^(a)		358		355,820
3.10%, 05/15/23		125		127,208
3.30%, 12/16/24		381		394,160
3.55%, 08/18/25		253		264,122
3.70%, 11/20/23		160		165,322
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		198		204,320
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)^(a)		37		40,043
Sumitomo Mitsui Financial Group Inc.
2.45%, 09/27/24		5		5,014
2.63%, 07/14/26		60		60,138
2.70%, 07/16/24		205		206,952
2.72%, 09/27/29		35		34,239
3.01%, 10/19/26		120		121,840
3.04%, 07/16/29		40		39,923
3.20%, 09/17/29		37		36,974
3.35%, 10/18/27		82		84,547
3.36%, 07/12/27		158		163,306
3.45%, 01/11/27		182		188,157
3.54%, 01/17/28		25		25,943
3.78%, 03/09/26		80		83,687
3.94%, 07/19/28		105		111,166


Security	Par (000)		Value

Banks (continued)
4.31%, 10/16/28	$	48	$	52,023
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		200		193,196
3.13%, 06/05/30 (Call 03/05/30)		199		200,015
3.50%, 01/29/25		85		87,607
Toronto-Dominion Bank (The)
0.70%, 09/10/24		100		96,546
1.25%, 12/13/24		100		97,701
1.25%, 09/10/26		100		94,851
1.45%, 01/10/25^(d)		200		195,812
1.95%, 01/12/27		200		195,348
2.00%, 09/10/31		100		92,769
2.45%, 01/12/32		200		191,508
2.65%, 06/12/24		596		603,617
3.25%, 03/11/24		268		275,019
3.50%, 07/19/23		252		258,303
3.63%, 09/15/31 (Call 09/15/26)^(a)		326		336,060
Truist Bank
2.25%, 03/11/30 (Call 12/11/29)		340		322,391
2.64%, 09/17/29 (Call 09/17/24)^(a)		15		15,059
3.20%, 04/01/24 (Call 03/01/24)		125		128,348
3.30%, 05/15/26 (Call 04/15/26)		10		10,352
4.05%, 11/03/25 (Call 09/03/25)		60		63,764
Truist Financial Corp.
2.50%, 08/01/24 (Call 07/01/24)		300		303,435
2.85%, 10/26/24 (Call 09/26/24)		361		367,881
3.70%, 06/05/25 (Call 05/05/25)		70		73,149
3.75%, 12/06/23 (Call 11/06/23)		242		249,713
3.88%, 03/19/29 (Call 02/19/29)		10		10,603
4.00%, 05/01/25 (Call 03/01/25)		128		134,336
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28)		104		111,822
Westpac Banking Corp.
2.35%, 02/19/25		51		51,420
2.70%, 08/19/26		130		132,412
2.85%, 05/13/26		190		194,999
2.89%, 02/04/30 (Call 02/04/25)^(a)		175		172,916
3.02%, 11/18/36 (Call 11/18/31)^(a)		185		171,872
3.13%, 11/18/41		65		58,451
3.30%, 02/26/24		491		505,524
3.35%, 03/08/27		123		128,628
3.40%, 01/25/28		185		193,985
4.11%, 07/24/34 (Call 07/24/29)^(a)		464		478,022
4.32%, 11/23/31 (Call 11/23/26)^(a)		204		212,782
4.42%, 07/24/39		141		152,339
Wintrust Financial Corp., 4.85%, 06/06/29		15		15,795


				96,332,979

Beverages — 1.4%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.
3.65%, 02/01/26 (Call 11/01/25)		611		638,709
4.70%, 02/01/36 (Call 08/01/35)		252		281,174
4.90%, 02/01/46 (Call 08/01/45)		425		482,800
Anheuser-Busch InBev Finance Inc.
4.00%, 01/17/43		180		183,622
4.63%, 02/01/44		250		272,860
4.70%, 02/01/36 (Call 08/01/35)		321		357,764
4.90%, 02/01/46 (Call 08/01/45)		158		177,143
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		110		114,949
3.75%, 07/15/42		87		85,900


Security	Par (000)		Value

Beverages (continued)
4.00%, 04/13/28 (Call 01/13/28)	$	269	$	286,767
4.35%, 06/01/40 (Call 12/01/39)		150		159,961
4.38%, 04/15/38 (Call 10/15/37)		184		197,432
4.44%, 10/06/48 (Call 04/06/48)		200		214,186
4.50%, 06/01/50 (Call 12/01/49)		191		210,402
4.60%, 04/15/48 (Call 10/15/47)		288		316,310
4.60%, 06/01/60 (Call 12/01/59)		180		195,719
4.75%, 01/23/29 (Call 10/23/28)		300		333,861
4.75%, 04/15/58 (Call 10/15/57)		140		155,050
4.90%, 01/23/31 (Call 10/23/30)		163		187,251
4.95%, 01/15/42		137		156,366
5.45%, 01/23/39 (Call 07/23/38)		253		301,401
5.55%, 01/23/49 (Call 07/23/48)		168		208,008
5.80%, 01/23/59 (Call 07/23/58)		178		228,506
8.00%, 11/15/39		32		48,066
8.20%, 01/15/39		270		411,064
Brown-Forman Corp.
3.50%, 04/15/25 (Call 02/15/25)		162		168,422
4.00%, 04/15/38 (Call 10/15/37)		23		24,931
4.50%, 07/15/45 (Call 01/15/45)		139		159,961
Coca-Cola Co. (The)
1.65%, 06/01/30		261		241,874
1.75%, 09/06/24		681		681,259
2.13%, 09/06/29		295		287,719
2.50%, 06/01/40		237		214,886
2.50%, 03/15/51		55		47,142
2.60%, 06/01/50		168		147,326
2.75%, 06/01/60		39		34,010
2.90%, 05/25/27		40		41,232
3.38%, 03/25/27		195		205,360
3.45%, 03/25/30		322		340,724
4.20%, 03/25/50		125		143,858
Coca-Cola Femsa SAB de CV, 5.25%, 11/26/43		210		251,538
Constellation Brands Inc.
3.75%, 05/01/50 (Call 11/01/49)		46		43,963
4.10%, 02/15/48 (Call 08/15/47)		27		26,935
4.50%, 05/09/47 (Call 11/09/46)		47		49,410
5.25%, 11/15/48 (Call 05/15/48)		71		82,644
Diageo Capital PLC
2.00%, 04/29/30 (Call 01/29/30)		520		491,738
2.13%, 10/24/24 (Call 09/24/24)		4,535		4,551,870
2.13%, 04/29/32 (Call 01/29/32)		1,210		1,138,634
2.38%, 10/24/29 (Call 07/24/29)		500		488,865
2.63%, 04/29/23 (Call 01/29/23)		2,325		2,348,901
3.50%, 09/18/23 (Call 08/18/23)		1,550		1,589,928
3.88%, 05/18/28 (Call 02/18/28)		400		429,824
5.88%, 09/30/36		90		118,782
Diageo Investment Corp.
4.25%, 05/11/42		130		146,507
7.45%, 04/15/35		124		179,902
Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50 (Call 07/16/49)		215		201,999
Keurig Dr Pepper Inc.
2.55%, 09/15/26 (Call 06/15/26)		123		123,077
3.13%, 12/15/23 (Call 10/15/23)		147		149,986
3.20%, 05/01/30 (Call 02/01/30)		174		176,015
3.40%, 11/15/25 (Call 08/15/25)		60		61,852
3.43%, 06/15/27 (Call 03/15/27)		263		272,605
3.80%, 05/01/50 (Call 11/01/49)		117		115,093
4.42%, 05/25/25 (Call 03/25/25)		329		348,010


Security	Par (000)		Value

Beverages (continued)
4.42%, 12/15/46 (Call 06/15/46)	$	225	$	240,586
4.50%, 11/15/45 (Call 05/15/45)		14		15,001
4.60%, 05/25/28 (Call 02/25/28)		290		317,086
4.99%, 05/25/38 (Call 11/25/37)		35		39,967
5.09%, 05/25/48 (Call 11/25/47)		39		45,638
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		1,050		1,068,805
4.20%, 07/15/46 (Call 01/15/46)		175		174,436
5.00%, 05/01/42		152		166,227
PepsiCo Inc.
1.95%, 10/21/31 (Call 07/21/31)		50		47,322
2.25%, 03/19/25 (Call 02/19/25)		240		242,436
2.38%, 10/06/26 (Call 07/06/26)		434		440,128
2.63%, 03/19/27 (Call 01/19/27)		181		185,215
2.63%, 07/29/29 (Call 04/29/29)		150		151,688
2.63%, 10/21/41 (Call 04/21/41)		50		46,418
2.75%, 04/30/25 (Call 01/30/25)		482		492,238
2.75%, 03/19/30 (Call 12/19/29)		389		394,574
2.75%, 10/21/51 (Call 04/21/51)		50		45,941
2.85%, 02/24/26 (Call 11/24/25)		230		237,095
2.88%, 10/15/49 (Call 04/15/49)		65		61,268
3.00%, 10/15/27 (Call 07/15/27)		289		300,522
3.38%, 07/29/49 (Call 01/29/49)		90		91,025
3.45%, 10/06/46 (Call 04/06/46)		244		251,571
3.50%, 07/17/25 (Call 04/17/25)		125		130,605
3.60%, 03/01/24 (Call 12/01/23)		190		196,392
3.60%, 08/13/42		75		78,882
3.63%, 03/19/50 (Call 09/19/49)		106		113,296
3.88%, 03/19/60 (Call 09/19/59)		15		16,753
4.00%, 05/02/47 (Call 11/02/46)		50		56,128
7.00%, 03/01/29		110		141,939


				28,121,235

Biotechnology — 0.4%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)		576		572,561
2.20%, 02/21/27 (Call 12/21/26)		287		282,881
2.30%, 02/25/31 (Call 11/25/30)		235		222,155
2.45%, 02/21/30 (Call 11/21/29)		291		280,960
2.60%, 08/19/26 (Call 05/19/26)		62		62,561
2.77%, 09/01/53 (Call 03/01/53)		10		8,125
2.80%, 08/15/41 (Call 02/15/41)		200		175,578
3.00%, 01/15/52 (Call 07/15/51)		310		265,704
3.13%, 05/01/25 (Call 02/01/25)		94		96,146
3.15%, 02/21/40 (Call 08/21/39)		205		190,783
3.20%, 11/02/27 (Call 08/02/27)		142		146,524
3.35%, 02/22/32 (Call 11/22/31)		30		30,596
3.38%, 02/21/50 (Call 08/21/49)		225		206,368
3.63%, 05/22/24 (Call 02/22/24)		234		241,783
4.40%, 05/01/45 (Call 11/01/44)		180		192,364
4.56%, 06/15/48 (Call 12/15/47)		254		278,531
4.66%, 06/15/51 (Call 12/15/50)		143		160,417
4.95%, 10/01/41		151		173,439
5.15%, 11/15/41 (Call 05/15/41)		67		77,794
5.65%, 06/15/42 (Call 12/15/41)		5		6,221
6.38%, 06/01/37		55		73,945
Baxalta Inc.
4.00%, 06/23/25 (Call 03/23/25)		271		283,255
5.25%, 06/23/45 (Call 12/23/44)		215		256,295
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		115		105,269


Security	Par (000)		Value

Biotechnology (continued)
3.15%, 05/01/50 (Call 11/01/49)	$	192	$	158,767
3.25%, 02/15/51 (Call 08/15/50)^(b)		30		25,237
4.05%, 09/15/25 (Call 06/15/25)		582		608,423
5.20%, 09/15/45 (Call 03/15/45)		167		188,728
Gilead Sciences Inc.
1.65%, 10/01/30 (Call 07/01/30)		220		199,707
2.50%, 09/01/23 (Call 07/01/23)		185		187,028
2.80%, 10/01/50 (Call 04/01/50)		126		106,635
2.95%, 03/01/27 (Call 12/01/26)		448		456,848
3.50%, 02/01/25 (Call 11/01/24)		159		164,492
3.65%, 03/01/26 (Call 12/01/25)		380		396,492
3.70%, 04/01/24 (Call 01/01/24)		175		180,663
4.00%, 09/01/36 (Call 03/01/36)		114		121,619
4.15%, 03/01/47 (Call 09/01/46)		260		272,810
4.50%, 02/01/45 (Call 08/01/44)		240		262,521
4.60%, 09/01/35 (Call 03/01/35)		210		237,544
4.75%, 03/01/46 (Call 09/01/45)		191		216,791
4.80%, 04/01/44 (Call 10/01/43)		233		264,450
5.65%, 12/01/41 (Call 06/01/41)		85		106,213
Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50)		104		85,803
Royalty Pharma PLC
3.35%, 09/02/51 (Call 03/02/51)		7		5,856
3.55%, 09/02/50 (Call 03/02/50)		52		45,097


				8,681,979

Building Materials — 0.3%
Carrier Global Corp.
2.70%, 02/15/31 (Call 11/15/30)		190		183,717
3.38%, 04/05/40 (Call 10/05/39)		175		164,593
3.58%, 04/05/50 (Call 10/05/49)		145		137,782
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		132		133,960
4.00%, 09/21/23 (Call 08/21/23)		423		434,950
4.00%, 06/15/25 (Call 03/15/25)		97		101,420
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(e)		572		590,676
3.90%, 02/14/26 (Call 11/14/25)		585		616,227
4.50%, 02/15/47 (Call 08/15/46)		127		138,651
4.63%, 07/02/44 (Call 01/02/44)		200		224,944
4.95%, 07/02/64 (Call 01/02/64)^(e)		140		161,403
5.13%, 09/14/45 (Call 03/14/45)		172		207,248
6.00%, 01/15/36		105		134,867
Johnson Controls International PLC/Tyco Fire & Security Finance SCA
1.75%, 09/15/30 (Call 06/15/30)		125		114,346
2.00%, 09/16/31 (Call 06/16/31)		130		118,424
Lafarge SA, 7.13%, 07/15/36		38		51,805
Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23)		115		116,697
Martin Marietta Materials Inc., 4.25%, 12/15/47 (Call 06/15/47)		17		17,787
Masco Corp.
3.50%, 11/15/27 (Call 08/15/27)		106		108,880
4.50%, 05/15/47 (Call 11/15/46)		120		129,356
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)		50		51,386
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		208		214,065
3.95%, 08/15/29 (Call 05/15/29)		106		111,115
4.20%, 12/01/24 (Call 09/01/24)		570		595,052
4.30%, 07/15/47 (Call 01/15/47)		140		146,420
4.40%, 01/30/48 (Call 07/30/47)		50		53,071


Security	Par (000)		Value

Building Materials (continued)
7.00%, 12/01/36	$	41	$	53,918
Vulcan Materials Co.
4.50%, 06/15/47 (Call 12/15/46)		44		48,458
4.70%, 03/01/48 (Call 09/01/47)		45		50,954


				5,212,172

Chemicals — 0.6%
Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44)		50		59,769
Dow Chemical Co. (The)
3.60%, 11/15/50 (Call 05/15/50)		20		19,059
4.25%, 10/01/34 (Call 04/01/34)		44		47,576
4.38%, 11/15/42 (Call 05/15/42)		32		34,288
4.63%, 10/01/44 (Call 04/01/44)		92		101,736
4.80%, 11/30/28 (Call 08/30/28)		65		72,563
4.80%, 05/15/49 (Call 11/15/48)		204		231,926
5.25%, 11/15/41 (Call 05/15/41)		69		81,682
5.55%, 11/30/48 (Call 05/30/48)		15		18,929
7.38%, 11/01/29		50		64,735
9.40%, 05/15/39		115		193,527
DuPont de Nemours Inc.
4.49%, 11/15/25 (Call 09/25/25)		140		149,198
4.73%, 11/15/28 (Call 08/15/28)		519		574,813
5.32%, 11/15/38 (Call 05/15/38)		302		359,459
5.42%, 11/15/48 (Call 05/15/48)		160		201,219
Eastman Chemical Co.
4.65%, 10/15/44 (Call 04/15/44)		107		115,983
4.80%, 09/01/42 (Call 03/01/42)		113		124,079
Ecolab Inc.
1.30%, 01/30/31 (Call 10/30/30)		125		111,247
1.65%, 02/01/27 (Call 01/01/27)		70		68,107
2.13%, 02/01/32 (Call 11/01/31)		200		188,674
2.70%, 11/01/26 (Call 08/01/26)		3,760		3,829,334
2.70%, 12/15/51 (Call 06/15/51)		145		126,531
2.75%, 08/18/55 (Call 02/18/55)		10		8,637
3.25%, 12/01/27 (Call 09/01/27)		281		294,404
3.95%, 12/01/47 (Call 06/01/47)		255		277,891
4.80%, 03/24/30 (Call 12/24/29)		496		569,224
FMC Corp., 4.50%, 10/01/49 (Call 04/01/49)		27		29,035
International Flavors & Fragrances Inc.
3.20%, 05/01/23 (Call 02/01/23)		200		202,382
4.38%, 06/01/47 (Call 12/01/46)		40		42,000
4.45%, 09/26/28 (Call 06/26/28)		90		97,636
5.00%, 09/26/48 (Call 03/26/48)		36		41,070
Linde Inc./CT, 3.55%, 11/07/42 (Call 05/07/42)		236		244,239
LYB International Finance BV
4.88%, 03/15/44 (Call 09/15/43)		140		153,878
5.25%, 07/15/43		56		64,732
LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26)		15		15,615
LYB International Finance III LLC
3.63%, 04/01/51 (Call 04/01/50)		65		61,366
3.80%, 10/01/60 (Call 04/01/60)		45		40,822
4.20%, 10/15/49 (Call 04/15/49)		40		40,574
4.20%, 05/01/50 (Call 11/01/49)		194		196,685
LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54)		125		132,409
Mosaic Co. (The)
4.05%, 11/15/27 (Call 08/15/27)		10		10,566
4.88%, 11/15/41 (Call 05/15/41)		5		5,469
5.45%, 11/15/33 (Call 05/15/33)		15		17,633
5.63%, 11/15/43 (Call 05/15/43)		125		154,156


Security	Par (000)		Value

Chemicals (continued)
Nutrien Ltd.
4.13%, 03/15/35 (Call 09/15/34)	$	52	$	56,050
4.90%, 06/01/43 (Call 12/01/42)		115		133,687
5.00%, 04/01/49 (Call 10/01/48)		18		21,798
5.25%, 01/15/45 (Call 07/15/44)		58		70,301
5.63%, 12/01/40		148		184,446
5.88%, 12/01/36		80		100,965
6.13%, 01/15/41 (Call 07/15/40)		10		13,161
PPG Industries Inc.
2.40%, 08/15/24 (Call 07/15/24)		5		5,040
2.80%, 08/15/29 (Call 05/15/29)		134		133,819
3.20%, 03/15/23 (Call 02/15/23)		157		159,699
3.75%, 03/15/28 (Call 12/15/27)		135		144,974
Rohm & Haas Co., 7.85%, 07/15/29		178		233,488
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)		25		24,371
4.25%, 01/15/48 (Call 07/15/47)		20		21,345
5.25%, 06/01/45 (Call 12/01/44)		25		30,050
Sherwin-Williams Co. (The)
2.20%, 03/15/32 (Call 12/15/31)		200		186,270
2.90%, 03/15/52 (Call 09/15/51)		80		68,601
3.30%, 05/15/50 (Call 11/15/49)		70		64,310
3.45%, 08/01/25 (Call 05/01/25)		140		144,075
3.80%, 08/15/49 (Call 02/15/49)		45		44,830
3.95%, 01/15/26 (Call 10/15/25)		15		15,876
4.00%, 12/15/42 (Call 06/15/42)		33		33,950
4.50%, 06/01/47 (Call 12/01/46)		159		173,916
4.55%, 08/01/45 (Call 02/01/45)		15		16,429


				11,556,308

Commercial Services — 0.6%
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		676		608,339
1.70%, 05/15/28 (Call 03/15/28)		370		356,691
3.38%, 09/15/25 (Call 06/15/25)		657		685,809
Block Financial LLC
3.88%, 08/15/30 (Call 05/15/30)		262		265,545
5.25%, 10/01/25 (Call 07/01/25)		33		35,594
Global Payments Inc.
2.15%, 01/15/27 (Call 12/15/26)		90		87,016
2.90%, 11/15/31 (Call 08/15/31)		155		147,672
4.15%, 08/15/49 (Call 02/15/49)		92		90,729
GXO Logistics Inc., 2.65%, 07/15/31 (Call 04/15/31)^(b)		90		83,504
Moody’s Corp.
2.55%, 08/18/60 (Call 02/18/60)		25		18,933
3.10%, 11/29/61 (Call 05/29/61)		95		80,867
3.25%, 01/15/28 (Call 10/15/27)		190		197,072
3.25%, 05/20/50 (Call 11/20/49)		84		76,492
3.75%, 03/24/25 (Call 02/24/25)		120		125,174
4.25%, 02/01/29 (Call 11/01/28)		73		79,019
4.88%, 02/15/24 (Call 11/15/23)		368		385,911
4.88%, 12/17/48 (Call 06/17/48)		109		128,337
5.25%, 07/15/44		105		126,731
PayPal Holdings Inc.
2.40%, 10/01/24 (Call 09/01/24)		552		556,797
2.65%, 10/01/26 (Call 08/01/26)		285		287,995
2.85%, 10/01/29 (Call 07/01/29)		198		197,337
3.25%, 06/01/50 (Call 12/01/49)		86		80,578
Quanta Services Inc.
2.35%, 01/15/32 (Call 10/15/31)		85		77,019
2.90%, 10/01/30 (Call 07/01/30)		115		110,275


Security	Par (000)		Value

Commercial Services (continued)
3.05%, 10/01/41 (Call 04/01/41)	$	30	$	26,132
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		975		975,760
3.50%, 03/16/23 (Call 02/16/23)		3,990		4,057,790
4.00%, 03/18/29 (Call 12/18/28)		688		733,215
S&P Global Inc.
2.50%, 12/01/29 (Call 09/01/29)		155		152,129
2.95%, 01/22/27 (Call 10/22/26)		83		85,283
3.25%, 12/01/49 (Call 06/01/49)		178		170,654
4.00%, 06/15/25 (Call 03/15/25)		152		160,100
Verisk Analytics Inc.
3.63%, 05/15/50 (Call 11/15/49)		105		101,269
4.13%, 03/15/29 (Call 12/15/28)		106		113,014
5.50%, 06/15/45 (Call 12/15/44)		51		63,437


				11,528,219

Computers — 0.5%
Apple Inc.
1.40%, 08/05/28 (Call 06/05/28)		100		94,398
1.70%, 08/05/31 (Call 05/05/31)		100		92,728
2.55%, 08/20/60 (Call 02/20/60)		23		19,133
2.65%, 05/11/50 (Call 11/11/49)		253		225,236
2.65%, 02/08/51 (Call 08/08/50)		15		13,344
2.70%, 08/05/51 (Call 02/05/51)		95		84,926
2.80%, 02/08/61 (Call 02/08/60)		105		92,432
2.85%, 08/05/61 (Call 02/05/61)		100		88,813
2.95%, 09/11/49 (Call 03/11/49)		119		111,952
3.45%, 02/09/45		167		170,674
3.75%, 09/12/47 (Call 03/12/47)		85		90,636
3.75%, 11/13/47 (Call 05/13/47)		51		54,539
3.85%, 05/04/43		252		271,097
3.85%, 08/04/46 (Call 02/04/46)		90		97,354
4.25%, 02/09/47 (Call 08/09/46)		35		40,223
4.38%, 05/13/45		195		226,126
4.45%, 05/06/44		14		16,349
4.65%, 02/23/46 (Call 08/23/45)		272		330,260
Dell Inc., 6.50%, 04/15/38		15		17,286
Dell International LLC/EMC Corp.
3.38%, 12/15/41 (Call 06/15/41)^(b)		50		44,092
3.45%, 12/15/51 (Call 06/15/51)^(b)		50		42,273
8.35%, 07/15/46 (Call 01/15/46)		68		103,478
Hewlett Packard Enterprise Co.
2.25%, 04/01/23 (Call 03/01/23)		432		434,618
4.45%, 10/02/23 (Call 09/02/23)		527		546,673
4.90%, 10/15/25 (Call 07/15/25)		530		569,188
6.20%, 10/15/35 (Call 04/15/35)		224		268,027
6.35%, 10/15/45 (Call 04/15/45)		305		364,033
HP Inc.
3.40%, 06/17/30 (Call 03/17/30)		266		268,458
6.00%, 09/15/41		267		320,170
International Business Machines Corp.
3.00%, 05/15/24		469		479,970
3.30%, 05/15/26		397		413,253
3.30%, 01/27/27		100		104,195
3.38%, 08/01/23		547		560,680
3.45%, 02/19/26		422		440,247
3.50%, 05/15/29		365		382,199
3.63%, 02/12/24		430		444,779
4.00%, 06/20/42		209		220,044
4.15%, 05/15/39		135		144,414
4.25%, 05/15/49		236		259,310


Security	Par (000)		Value

Computers (continued)
4.70%, 02/19/46	$	90	$	105,180
5.60%, 11/30/39		51		64,379
5.88%, 11/29/32		30		37,606
6.50%, 01/15/28		2		2,421
7.00%, 10/30/25		251		291,403
7.13%, 12/01/96^(d)		20		32,881
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		120		109,429
4.38%, 05/15/30 (Call 02/15/30)		586		622,473
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		145		137,039


				9,950,418

Cosmetics & Personal Care — 0.2%
Colgate-Palmolive Co.
3.25%, 03/15/24		345		355,681
3.70%, 08/01/47 (Call 02/01/47)		156		171,357
4.00%, 08/15/45		298		335,855
Estee Lauder Companies Inc. (The)
3.13%, 12/01/49 (Call 06/01/49)		57		55,611
4.15%, 03/15/47 (Call 09/15/46)		5		5,652
4.38%, 06/15/45 (Call 12/15/44)		12		13,814
6.00%, 05/15/37		25		33,437
Procter & Gamble Co. (The)
2.30%, 02/01/32		200		198,538
2.45%, 11/03/26		481		489,721
2.70%, 02/02/26		245		252,387
2.80%, 03/25/27		487		501,902
2.85%, 08/11/27		176		182,223
3.60%, 03/25/50		80		88,074
5.55%, 03/05/37		16		21,281
5.80%, 08/15/34		25		32,820
Unilever Capital Corp.
1.75%, 08/12/31 (Call 05/12/31)		100		91,783
2.00%, 07/28/26		175		173,366
2.90%, 05/05/27 (Call 02/05/27)		100		102,217
3.10%, 07/30/25		30		30,871
3.38%, 03/22/25 (Call 01/22/25)		195		201,540
3.50%, 03/22/28 (Call 12/22/27)		35		36,906
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)		100		86,817


				3,461,853

Distribution & Wholesale — 0.0%
WW Grainger Inc.
1.85%, 02/15/25 (Call 01/15/25)		489		485,039
3.75%, 05/15/46 (Call 11/15/45)		96		99,761
4.20%, 05/15/47 (Call 11/15/46)		74		82,250
4.60%, 06/15/45 (Call 12/15/44)		157		181,109


				848,159

Diversified Financial Services — 1.1%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.15%, 10/29/23		200		195,496
1.65%, 10/29/24 (Call 09/29/24)		340		330,079
2.45%, 10/29/26 (Call 09/29/26)		180		173,461
3.30%, 01/30/32 (Call 10/30/31)		200		189,728
3.50%, 01/15/25 (Call 11/15/24)		315		320,037
3.65%, 07/21/27 (Call 04/21/27)		340		345,651
3.88%, 01/23/28 (Call 10/23/27)		265		269,349
4.45%, 10/01/25 (Call 08/01/25)		250		260,200
4.45%, 04/03/26 (Call 02/03/26)		265		276,278
4.63%, 10/15/27 (Call 08/15/27)		25		26,569
6.50%, 07/15/25 (Call 06/15/25)		505		556,687


Security	Par (000)		Value

Diversified Financial Services (continued)
Affiliated Managers Group Inc.
3.30%, 06/15/30 (Call 03/15/30)	$	155	$	156,869
3.50%, 08/01/25		35		36,229
4.25%, 02/15/24		2		2,084
Air Lease Corp.
3.00%, 02/01/30 (Call 11/01/29)		90		85,957
3.25%, 10/01/29 (Call 07/01/29)		85		83,101
3.63%, 04/01/27 (Call 01/01/27)		45		45,892
3.63%, 12/01/27 (Call 09/01/27)		59		59,887
3.75%, 06/01/26 (Call 04/01/26)		79		81,144
4.63%, 10/01/28 (Call 07/01/28)		55		58,170
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26)		107		110,138
Ally Financial Inc.
3.88%, 05/21/24 (Call 04/21/24)		168		173,337
4.63%, 03/30/25		60		63,178
5.13%, 09/30/24		533		565,385
5.80%, 05/01/25 (Call 04/01/25)		120		129,908
8.00%, 11/01/31		697		914,655
American Express Co.
1.65%, 11/04/26 (Call 10/04/26)		100		96,793
2.50%, 07/30/24 (Call 06/29/24)		155		156,846
3.00%, 10/30/24 (Call 09/29/24)		519		530,781
3.13%, 05/20/26 (Call 04/20/26)		250		256,800
3.30%, 05/03/27 (Call 04/02/27)^(b)		135		139,304
3.40%, 02/22/24 (Call 01/22/24)		544		559,292
3.63%, 12/05/24 (Call 11/04/24)		255		263,976
3.70%, 08/03/23 (Call 07/03/23)		170		174,565
4.05%, 12/03/42		421		462,313
4.20%, 11/06/25 (Call 10/06/25)		214		227,664
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		45		46,081
3.00%, 04/02/25 (Call 03/02/25)		20		20,360
3.70%, 10/15/24		35		36,460
Brookfield Finance Inc.
3.50%, 03/30/51 (Call 09/30/50)		35		32,014
3.90%, 01/25/28 (Call 10/25/27)		120		126,034
4.00%, 04/01/24 (Call 02/01/24)		97		100,307
4.25%, 06/02/26 (Call 03/02/26)		10		10,668
4.35%, 04/15/30 (Call 01/15/30)		192		206,454
4.70%, 09/20/47 (Call 03/20/47)		260		284,567
4.85%, 03/29/29 (Call 12/29/28)		205		225,892
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49)		95		85,889
Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26)		142		149,091
Charles Schwab Corp. (The)
2.75%, 10/01/29 (Call 07/01/29)		22		21,963
3.20%, 03/02/27 (Call 12/02/26)		30		31,116
3.20%, 01/25/28 (Call 10/25/27)		246		256,056
3.25%, 05/22/29 (Call 02/22/29)		85		87,507
4.00%, 02/01/29 (Call 11/01/28)		154		166,158
4.63%, 03/22/30 (Call 12/22/29)		20		22,684
CI Financial Corp.
3.20%, 12/17/30 (Call 09/17/30)		144		135,307
4.10%, 06/15/51 (Call 12/15/50)		69		65,645
CME Group Inc.
4.15%, 06/15/48 (Call 12/15/47)		280		320,589
5.30%, 09/15/43 (Call 03/15/43)		94		120,070
Credit Suisse USA Inc., 7.13%, 07/15/32		126		167,183


Security	Par (000)		Value

Diversified Financial Services (continued)
Discover Financial Services
4.10%, 02/09/27 (Call 11/09/26)	$	291	$	305,082
4.50%, 01/30/26 (Call 11/30/25)		190		202,213
Intercontinental Exchange Inc.
3.00%, 06/15/50 (Call 12/15/49)		110		98,065
3.00%, 09/15/60 (Call 03/15/60)		165		141,413
3.10%, 09/15/27 (Call 06/15/27)		70		71,879
3.75%, 09/21/28 (Call 06/21/28)		49		51,963
4.25%, 09/21/48 (Call 03/21/48)		154		170,355
Invesco Finance PLC
3.75%, 01/15/26		15		15,717
4.00%, 01/30/24		87		89,784
5.38%, 11/30/43		113		134,812
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		330		351,948
Jefferies Group LLC
6.25%, 01/15/36		87		107,083
6.50%, 01/20/43		50		63,008
Jefferies Group LLC/Jefferies Group Capital Finance Inc.,
4.15%, 01/23/30		57		59,901
Legg Mason Inc.
4.75%, 03/15/26		231		251,349
5.63%, 01/15/44		128		159,597
Mastercard Inc.
2.00%, 03/03/25 (Call 02/03/25)		115		115,322
2.00%, 11/18/31 (Call 08/18/31)		200		189,158
2.95%, 11/21/26 (Call 08/21/26)		100		103,743
2.95%, 06/01/29 (Call 03/01/29)		105		107,902
3.30%, 03/26/27 (Call 01/26/27)		45		47,293
3.35%, 03/26/30 (Call 12/26/29)		224		235,016
3.38%, 04/01/24		130		134,432
3.50%, 02/26/28 (Call 11/26/27)		315		335,311
3.65%, 06/01/49 (Call 12/01/48)		30		31,699
3.80%, 11/21/46 (Call 05/21/46)		115		123,064
3.85%, 03/26/50 (Call 09/26/49)		243		263,881
3.95%, 02/26/48 (Call 08/26/47)		47		51,415
Morgan Stanley Domestic Holdings Inc.
3.80%, 08/24/27 (Call 05/24/27)		199		208,104
4.50%, 06/20/28 (Call 03/20/28)		115		124,193
Nasdaq Inc.
3.25%, 04/28/50 (Call 10/28/49)		80		72,521
3.85%, 06/30/26 (Call 03/30/26)		67		70,164
Nomura Holdings Inc.
2.33%, 01/22/27		200		193,132
2.61%, 07/14/31		65		60,653
2.65%, 01/16/25		325		326,024
2.71%, 01/22/29		200		192,848
3.00%, 01/22/32		200		192,604
3.10%, 01/16/30		375		368,681
ORIX Corp.
3.25%, 12/04/24		20		20,478
4.05%, 01/16/24		40		41,442
Raymond James Financial Inc.
3.75%, 04/01/51 (Call 10/01/50)		30		29,843
4.65%, 04/01/30 (Call 01/01/30)		164		180,407
4.95%, 07/15/46		150		172,605
Synchrony Financial
3.70%, 08/04/26 (Call 05/04/26)		305		310,761
3.95%, 12/01/27 (Call 09/01/27)		351		362,074
4.50%, 07/23/25 (Call 04/24/25)		235		246,454


Security	Par (000)		Value

Diversified Financial Services (continued)
5.15%, 03/19/29 (Call 12/19/28)	$	200	$	218,748
Visa Inc.
1.90%, 04/15/27 (Call 02/15/27)		331		326,068
2.05%, 04/15/30 (Call 01/15/30)		130		125,453
2.70%, 04/15/40 (Call 10/15/39)		130		122,277
2.75%, 09/15/27 (Call 06/15/27)		95		97,485
3.15%, 12/14/25 (Call 09/14/25)		400		414,556
3.65%, 09/15/47 (Call 03/15/47)		131		138,843
4.15%, 12/14/35 (Call 06/14/35)		197		220,947
4.30%, 12/14/45 (Call 06/14/45)		379		438,878
Western Union Co. (The)
2.85%, 01/10/25 (Call 12/10/24)		492		498,253
6.20%, 11/17/36		182		205,800


				21,088,599

Electric — 2.1%
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)		280		269,438
4.00%, 10/15/28 (Call 07/15/28)		19		20,108
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		3,557		3,627,500
3.20%, 04/15/25 (Call 03/15/25)		1,147		1,173,301
3.80%, 06/01/29 (Call 03/01/29)		897		937,383
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47)		139		154,614
Baltimore Gas & Electric Co.
2.90%, 06/15/50 (Call 12/15/49)		37		32,956
3.20%, 09/15/49 (Call 03/15/49)		127		118,802
3.50%, 08/15/46 (Call 02/15/46)		55		53,969
3.75%, 08/15/47 (Call 02/15/47)		61		62,224
6.35%, 10/01/36		55		73,972
CenterPoint Energy Houston Electric LLC
3.00%, 03/01/32 (Call 12/01/31)		25		25,356
3.55%, 08/01/42 (Call 02/01/42)		40		40,195
3.95%, 03/01/48 (Call 09/01/47)		84		89,416
4.50%, 04/01/44 (Call 10/01/43)		142		160,622
Series AC, 4.25%, 02/01/49 (Call 08/01/48)		114		127,315
Series AD, 2.90%, 07/01/50 (Call 01/01/50)		72		64,567
Cleveland Electric Illuminating Co. (The), 5.95%, 12/15/36		30		37,766
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		164		156,691
3.00%, 03/01/50 (Call 09/01/49)		190		171,973
3.65%, 06/15/46 (Call 12/15/45)		151		151,892
3.70%, 08/15/28 (Call 05/15/28)		85		89,629
3.70%, 03/01/45 (Call 09/01/44)		43		43,298
4.00%, 03/01/48 (Call 09/01/47)		59		63,139
4.00%, 03/01/49 (Call 09/01/48)		95		101,205
4.35%, 11/15/45 (Call 05/15/45)		56		61,160
5.90%, 03/15/36		15		19,216
6.45%, 01/15/38		19		25,461
Series 122, 2.95%, 08/15/27 (Call 05/15/27)		80		81,470
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		135		137,012
Series 127, 3.20%, 11/15/49 (Call 05/15/49)		179		167,386
Series 131, 2.75%, 09/01/51 (Call 03/01/51)		200		173,464
Connecticut Light & Power Co. (The)
4.00%, 04/01/48 (Call 10/01/47)		185		198,178
4.30%, 04/15/44 (Call 10/15/43)		125		137,854
Series A, 2.05%, 07/01/31 (Call 04/01/31)		97		90,728
Series A, 3.20%, 03/15/27 (Call 12/15/26)		360		371,070
Series A, 4.15%, 06/01/45 (Call 12/01/44)		120		129,650
Consolidated Edison Co. of New York Inc.
3.70%, 11/15/59 (Call 05/15/59)		224		211,292


Security	Par (000)		Value

Electric (continued)
3.80%, 05/15/28 (Call 02/15/28)	$	89	$	94,255
3.85%, 06/15/46 (Call 12/15/45)		49		48,675
3.95%, 03/01/43 (Call 09/01/42)		64		64,006
4.45%, 03/15/44 (Call 09/15/43)		30		32,294
4.50%, 12/01/45 (Call 06/01/45)		45		48,365
4.50%, 05/15/58 (Call 11/15/57)		85		92,603
4.63%, 12/01/54 (Call 06/01/54)		39		43,217
5.70%, 06/15/40		57		69,437
Series 05-A, 5.30%, 03/01/35		105		123,149
Series 06-A, 5.85%, 03/15/36		14		17,158
Series 06-B, 6.20%, 06/15/36		25		31,532
Series 08-B, 6.75%, 04/01/38		30		40,497
Series 09-C, 5.50%, 12/01/39		50		59,878
Series 12-A, 4.20%, 03/15/42		112		116,612
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		211		210,614
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)		200		205,182
Series A, 4.13%, 05/15/49 (Call 11/15/48)		125		129,299
Series C, 4.00%, 11/15/57 (Call 05/15/57)		64		64,193
Series C, 4.30%, 12/01/56 (Call 06/01/56)		61		64,460
Series D, 4.00%, 12/01/28 (Call 09/01/28)		94		100,807
Series E, 4.65%, 12/01/48 (Call 06/01/48)		120		133,267
Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44)		62		65,731
Edison International
4.13%, 03/15/28 (Call 12/15/27)		175		180,154
5.75%, 06/15/27 (Call 04/15/27)		215		238,697
El Paso Electric Co.
5.00%, 12/01/44 (Call 06/01/44)		20		22,439
6.00%, 05/15/35		107		133,459
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		360		370,886
Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49)		165		159,913
Entergy Louisiana LLC
2.90%, 03/15/51 (Call 09/15/50)		140		124,194
4.20%, 09/01/48 (Call 03/01/48)		170		182,730
4.20%, 04/01/50 (Call 10/01/49)		200		216,644
Entergy Mississippi LLC
3.50%, 06/01/51 (Call 12/01/50)		25		24,396
3.85%, 06/01/49 (Call 12/01/48)		110		113,867
Entergy Texas Inc.
3.55%, 09/30/49 (Call 03/30/49)		70		66,458
4.50%, 03/30/39 (Call 09/30/38)		35		37,823
Eversource Energy
2.90%, 03/01/27 (Call 02/01/27)		200		201,326
3.38%, 03/01/32 (Call 12/01/31)		200		202,588
3.45%, 01/15/50 (Call 07/15/49)		310		290,873
Series H, 3.15%, 01/15/25 (Call 10/15/24)		365		372,103
Series L, 2.90%, 10/01/24 (Call 08/01/24)		630		639,267
Series M, 3.30%, 01/15/28 (Call 10/15/27)		350		356,482
Series O, 4.25%, 04/01/29 (Call 01/01/29)		255		273,776
Series R, 1.65%, 08/15/30 (Call 05/15/30)		565		501,415
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		988		1,019,754
4.05%, 04/15/30 (Call 01/15/30)		825		874,871
4.45%, 04/15/46 (Call 10/15/45)		126		136,721
4.70%, 04/15/50 (Call 10/15/49)		195		221,109
4.95%, 06/15/35 (Call 12/15/34)		122		136,580
5.10%, 06/15/45 (Call 12/15/44)		110		127,767
5.63%, 06/15/35		120		142,608
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)		3,232		3,300,228


Security	Par (000)		Value

Electric (continued)
3.13%, 12/01/25 (Call 06/01/25)	$	564	$	581,061
3.15%, 10/01/49 (Call 04/01/49)		126		120,373
3.70%, 12/01/47 (Call 06/01/47)		143		147,712
3.80%, 12/15/42 (Call 06/15/42)		67		69,795
3.95%, 03/01/48 (Call 09/01/47)		174		188,317
3.99%, 03/01/49 (Call 09/01/48)		166		179,954
4.05%, 06/01/42 (Call 12/01/41)		77		82,221
4.05%, 10/01/44 (Call 04/01/44)		230		249,893
4.13%, 02/01/42 (Call 08/01/41)		40		43,286
4.13%, 06/01/48 (Call 12/01/47)		80		88,989
4.95%, 06/01/35		20		23,471
5.25%, 02/01/41 (Call 08/01/40)		160		195,208
5.63%, 04/01/34		220		274,318
5.65%, 02/01/37		17		21,424
5.69%, 03/01/40		50		64,498
5.95%, 02/01/38		80		103,349
5.96%, 04/01/39		45		58,966
Iberdrola International BV
5.81%, 03/15/25		505		557,934
6.75%, 07/15/36		334		456,685
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		390		400,401
3.35%, 11/15/27 (Call 08/15/27)		264		272,216
3.65%, 06/15/24 (Call 03/15/24)		445		456,517
5.30%, 07/01/43 (Call 01/01/43)		259		314,496
National Grid USA, 5.80%, 04/01/35		280		330,588
National Rural Utilities Cooperative Finance Corp.
1.88%, 02/07/25		50		49,612
2.40%, 03/15/30 (Call 12/15/29)		152		146,450
2.75%, 04/15/32 (Call 01/15/32)		50		49,051
4.02%, 11/01/32 (Call 05/01/32)		20		21,548
4.30%, 03/15/49 (Call 09/15/48)		32		35,825
4.40%, 11/01/48 (Call 05/01/48)		85		94,358
Series C, 8.00%, 03/01/32		55		77,375
Series D, 1.00%, 10/18/24		45		43,820
NextEra Energy Capital Holdings Inc.
2.25%, 06/01/30 (Call 03/01/30)		994		924,340
2.75%, 11/01/29 (Call 08/01/29)		430		421,735
3.50%, 04/01/29 (Call 01/01/29)		195		200,762
3.55%, 05/01/27 (Call 02/01/27)		582		605,495
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)^(a)		585		579,694
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)^(a)		140		147,904
NSTAR Electric Co.
1.95%, 08/15/31 (Call 05/15/31)		94		87,090
3.10%, 06/01/51 (Call 12/01/50)		170		158,622
3.20%, 05/15/27 (Call 02/15/27)		570		588,149
3.25%, 05/15/29 (Call 02/15/29)		10		10,287
3.95%, 04/01/30 (Call 01/01/30)		300		322,737
4.40%, 03/01/44 (Call 09/01/43)		59		65,396
5.50%, 03/15/40		210		262,338
Ohio Edison Co., 6.88%, 07/15/36		5		6,744
Ohio Power Co.
4.00%, 06/01/49 (Call 12/01/48)		90		93,508
4.15%, 04/01/48 (Call 10/01/47)		130		135,897
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		75		66,812
Series R, 2.90%, 10/01/51 (Call 04/01/51)		345		295,382
Oncor Electric Delivery Co. LLC
2.70%, 11/15/51 (Call 05/15/51)^(b)		55		47,493


Security	Par (000)		Value

Electric (continued)
3.10%, 09/15/49 (Call 03/15/49)	$	120	$	111,832
3.75%, 04/01/45 (Call 10/01/44)		109		111,528
3.80%, 09/30/47 (Call 03/30/47)		68		70,453
3.80%, 06/01/49 (Call 12/01/48)		78		81,601
4.10%, 11/15/48 (Call 05/15/48)		115		125,494
4.55%, 12/01/41 (Call 06/01/41)		20		22,566
5.25%, 09/30/40		30		36,534
5.30%, 06/01/42 (Call 12/01/41)		110		135,570
7.00%, 05/01/32		21		27,882
7.25%, 01/15/33		2		2,734
7.50%, 09/01/38		15		21,938
PECO Energy Co.
2.80%, 06/15/50 (Call 12/15/49)		79		69,590
3.00%, 09/15/49 (Call 03/15/49)		85		78,110
3.70%, 09/15/47 (Call 03/15/47)		160		163,888
3.90%, 03/01/48 (Call 09/01/47)		109		115,939
4.15%, 10/01/44 (Call 04/01/44)		312		337,590
Potomac Electric Power Co., 4.15%, 03/15/43 (Call 09/15/42)		20		21,707
PPL Electric Utilities Corp.
3.00%, 10/01/49 (Call 04/01/49)		5		4,597
3.95%, 06/01/47 (Call 12/01/46)		39		40,673
4.15%, 06/15/48 (Call 12/15/47)		10		10,880
Public Service Co. of New Hampshire
3.60%, 07/01/49 (Call 01/01/49)		380		384,936
Series V, 2.20%, 06/15/31 (Call 03/15/31)		50		47,134
Public Service Electric & Gas Co.
2.45%, 01/15/30 (Call 10/15/29)		175		171,983
2.70%, 05/01/50 (Call 11/01/49)		72		62,304
3.15%, 01/01/50 (Call 07/01/49)		70		66,189
3.20%, 05/15/29 (Call 02/15/29)		275		282,826
3.20%, 08/01/49 (Call 02/01/49)		225		214,877
3.60%, 12/01/47 (Call 06/01/47)		45		45,421
3.65%, 09/01/28 (Call 06/01/28)		360		380,063
3.70%, 05/01/28 (Call 02/01/28)		72		76,375
3.80%, 01/01/43 (Call 07/01/42)		15		15,572
3.80%, 03/01/46 (Call 09/01/45)		280		291,564
3.85%, 05/01/49 (Call 11/01/48)		100		105,510
4.05%, 05/01/48 (Call 11/01/47)		25		27,021
5.80%, 05/01/37		45		57,325
Public Service Enterprise Group Inc.
0.84%, 11/08/23 (Call 05/08/22)		200		196,274
1.60%, 08/15/30 (Call 05/15/30)		452		402,104
San Diego Gas & Electric Co.
4.15%, 05/15/48 (Call 11/15/47)		170		182,466
4.50%, 08/15/40		67		75,223
6.00%, 06/01/39		55		70,057
Series RRR, 3.75%, 06/01/47 (Call 12/01/46)		62		61,859
Series TTT, 4.10%, 06/15/49 (Call 12/15/48)		179		189,423
Series UUU, 3.32%, 04/15/50 (Call 10/15/49)		42		39,467
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		310		281,737
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)		240		245,201
3.40%, 02/01/28 (Call 10/01/27)		621		639,630
3.80%, 02/01/38 (Call 08/01/37)		229		233,060
4.00%, 02/01/48 (Call 08/01/47)		252		254,404
6.00%, 10/15/39		59		75,047
Southern California Edison Co.
2.25%, 06/01/30 (Call 03/01/30)		165		154,324
2.75%, 02/01/32 (Call 11/01/31)		100		96,401


Security	Par (000)		Value

Electric (continued)
2.85%, 08/01/29 (Call 05/01/29)	$	37	$	36,490
3.65%, 02/01/50 (Call 08/01/49)		158		149,319
4.00%, 04/01/47 (Call 10/01/46)		182		179,112
4.05%, 03/15/42 (Call 09/15/41)		69		68,320
4.50%, 09/01/40 (Call 03/01/40)		15		15,619
4.65%, 10/01/43 (Call 04/01/43)		96		102,593
5.50%, 03/15/40		4		4,614
5.63%, 02/01/36		97		112,730
6.00%, 01/15/34		133		163,102
6.05%, 03/15/39		126		152,742
6.65%, 04/01/29		250		295,327
Series 04-G, 5.75%, 04/01/35		20		23,892
Series 05-E, 5.35%, 07/15/35		75		86,938
Series 06-E, 5.55%, 01/15/37		10		11,676
Series 08-A, 5.95%, 02/01/38		12		14,416
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42)		20		19,311
Series A, 4.20%, 03/01/29 (Call 12/01/28)		187		198,985
Series B, 4.88%, 03/01/49 (Call 09/01/48)		109		119,277
Series C, 3.60%, 02/01/45 (Call 08/01/44)		59		54,893
Series C, 4.13%, 03/01/48 (Call 09/01/47)		126		126,692


				41,948,658

Electrical Components & Equipment — 0.0%
Emerson Electric Co.
2.00%, 12/21/28 (Call 10/21/28)		25		24,135
2.20%, 12/21/31 (Call 09/21/31)		25		23,765
2.75%, 10/15/50 (Call 04/15/50)		29		24,976
2.80%, 12/21/51 (Call 06/21/51)		25		21,822
3.15%, 06/01/25 (Call 03/01/25)		62		63,857
5.25%, 11/15/39		15		18,231


				176,786

Electronics — 0.5%
Agilent Technologies Inc.
2.75%, 09/15/29 (Call 06/15/29)		52		51,208
3.05%, 09/22/26 (Call 06/22/26)		205		209,541
3.88%, 07/15/23 (Call 04/15/23)		786		804,447
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		760		771,788
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		106		107,408
3.55%, 10/01/27 (Call 07/01/27)		100		102,537
Amphenol Corp., 4.35%, 06/01/29 (Call 03/01/29)		71		77,093
Arrow Electronics Inc.
2.95%, 02/15/32 (Call 11/15/31)		160		152,866
3.88%, 01/12/28 (Call 10/12/27)		247		256,989
Avnet Inc.
3.00%, 05/15/31 (Call 02/15/31)		20		19,046
4.63%, 04/15/26 (Call 01/15/26)		390		413,271
Flex Ltd.
4.75%, 06/15/25 (Call 03/15/25)		25		26,509
4.88%, 06/15/29 (Call 03/15/29)		310		335,411
4.88%, 05/12/30 (Call 02/12/30)		270		291,562
Fortive Corp.
3.15%, 06/15/26 (Call 03/15/26)		233		239,953
4.30%, 06/15/46 (Call 12/15/45)		70		75,643
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		50		47,275
1.75%, 09/01/31 (Call 06/01/31)		50		46,107
1.95%, 06/01/30 (Call 03/01/30)		205		193,364
2.30%, 08/15/24 (Call 07/15/24)		364		367,698
2.50%, 11/01/26 (Call 08/01/26)		334		338,372


Security	Par (000)		Value

Electronics (continued)
2.70%, 08/15/29 (Call 05/15/29)	$	165	$	166,312
2.80%, 06/01/50 (Call 12/01/49)^(d)		86		81,358
3.35%, 12/01/23		65		66,777
3.81%, 11/21/47 (Call 05/21/47)		52		57,318
5.38%, 03/01/41		30		38,984
5.70%, 03/15/36		45		58,226
5.70%, 03/15/37		17		22,042
Hubbell Inc.
3.15%, 08/15/27 (Call 05/15/27)		16		16,375
3.35%, 03/01/26 (Call 12/01/25)		95		97,882
3.50%, 02/15/28 (Call 11/15/27)		60		62,229
Jabil Inc.
3.60%, 01/15/30 (Call 10/15/29)		73		73,945
3.95%, 01/12/28 (Call 10/12/27)		97		101,392
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)		453		453,371
4.55%, 10/30/24 (Call 07/30/24)		603		634,591
4.60%, 04/06/27 (Call 01/06/27)		358		390,854
Legrand France SA, 8.50%, 02/15/25		440		517,757
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		152		155,943
4.75%, 12/01/24 (Call 09/01/24)		401		423,035
4.90%, 06/15/28 (Call 03/15/28)		259		278,925
Tyco Electronics Group SA
3.13%, 08/15/27 (Call 05/15/27)		180		184,916
3.70%, 02/15/26 (Call 11/15/25)		50		52,409
7.13%, 10/01/37		30		42,842


				8,905,571

Environmental Control — 0.0%
Republic Services Inc.
2.38%, 03/15/33 (Call 12/15/32)		150		139,429
3.05%, 03/01/50 (Call 09/01/49)		50		46,111
6.20%, 03/01/40		23		30,430
Waste Connections Inc.
2.20%, 01/15/32 (Call 10/15/31)		100		92,794
2.95%, 01/15/52 (Call 07/15/51)		70		60,925
3.05%, 04/01/50 (Call 10/01/49)		57		50,515
Waste Management Inc., 4.15%, 07/15/49 (Call 01/15/49)		37		41,379


				461,583

Food — 0.6%
Ahold Finance USA LLC, 6.88%, 05/01/29		110		137,389
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		173		164,654
3.13%, 04/24/50 (Call 10/24/49)		26		22,789
3.30%, 03/19/25 (Call 12/19/24)		135		138,079
3.95%, 03/15/25 (Call 01/15/25)		425		443,428
4.15%, 03/15/28 (Call 12/15/27)		258		275,500
4.80%, 03/15/48 (Call 09/15/47)		176		200,290
Conagra Brands Inc.
4.60%, 11/01/25 (Call 09/01/25)		232		246,948
4.85%, 11/01/28 (Call 08/01/28)		222		243,867
5.30%, 11/01/38 (Call 05/01/38)		115		132,593
5.40%, 11/01/48 (Call 05/01/48)		116		140,495
7.00%, 10/01/28		35		42,981
8.25%, 09/15/30		170		230,969
General Mills Inc.
2.25%, 10/14/31 (Call 07/14/31)		115		108,122
2.88%, 04/15/30 (Call 01/15/30)		161		160,860
3.00%, 02/01/51 (Call 08/01/50)		35		31,695


Security	Par (000)		Value

Food (continued)
3.20%, 02/10/27 (Call 11/10/26)	$	173	$	178,071
3.65%, 02/15/24 (Call 11/15/23)		610		628,300
3.70%, 10/17/23 (Call 09/17/23)		440		452,729
4.00%, 04/17/25 (Call 02/17/25)		438		458,380
4.20%, 04/17/28 (Call 01/17/28)		408		439,481
4.70%, 04/17/48 (Call 10/17/47)		50		58,975
5.40%, 06/15/40		15		18,396
Hershey Co. (The)
3.13%, 11/15/49 (Call 05/15/49)		40		39,179
3.38%, 08/15/46 (Call 02/15/46)		45		45,677
Ingredion Inc.
3.20%, 10/01/26 (Call 07/01/26)		240		246,473
3.90%, 06/01/50 (Call 12/01/49)		129		131,334
JM Smucker Co. (The)
2.13%, 03/15/32 (Call 12/15/31)		100		91,496
3.55%, 03/15/50 (Call 09/15/49)		38		36,152
4.25%, 03/15/35		57		61,518
4.38%, 03/15/45		40		43,266
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		310		291,474
2.65%, 12/01/23		834		846,051
3.25%, 04/01/26		377		387,024
3.40%, 11/15/27 (Call 08/15/27)		593		614,490
4.30%, 05/15/28 (Call 02/15/28)		79		85,790
4.50%, 04/01/46		249		281,430
Series B, 7.45%, 04/01/31		199		265,707
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40		101		130,288
Kroger Co. (The)
2.65%, 10/15/26 (Call 07/15/26)		234		236,183
3.50%, 02/01/26 (Call 11/01/25)		210		218,652
3.70%, 08/01/27 (Call 05/01/27)		49		51,626
3.88%, 10/15/46 (Call 04/15/46)		128		128,771
3.95%, 01/15/50 (Call 07/15/49)		70		71,989
4.45%, 02/01/47 (Call 08/01/46)		90		97,803
4.50%, 01/15/29 (Call 10/15/28)		110		120,916
4.65%, 01/15/48 (Call 07/15/47)		115		128,737
5.00%, 04/15/42 (Call 10/15/41)		70		80,839
5.15%, 08/01/43 (Call 02/01/43)		75		87,157
5.40%, 07/15/40 (Call 01/15/40)		42		50,255
5.40%, 01/15/49 (Call 07/15/48)		133		164,961
6.90%, 04/15/38		22		29,793
7.50%, 04/01/31		30		40,399
McCormick & Co. Inc./MD
3.15%, 08/15/24 (Call 06/15/24)		414		424,035
3.40%, 08/15/27 (Call 05/15/27)		265		275,730
4.20%, 08/15/47 (Call 02/15/47)		144		159,093
Mondelez International Inc., 2.63%, 09/04/50 (Call 03/04/50)		55		46,363
Sysco Corp.
2.45%, 12/14/31 (Call 09/14/31)		25		23,797
3.15%, 12/14/51 (Call 06/14/51)		25		21,819
3.25%, 07/15/27 (Call 04/15/27)		39		40,195
3.30%, 07/15/26 (Call 04/15/26)		150		154,518
3.30%, 02/15/50 (Call 08/15/49)		43		38,595
3.75%, 10/01/25 (Call 07/01/25)		60		62,582
4.45%, 03/15/48 (Call 09/15/47)		67		71,364
4.50%, 04/01/46 (Call 10/01/45)		79		83,952
4.85%, 10/01/45 (Call 04/01/45)		131		143,790
5.38%, 09/21/35		37		44,222
5.95%, 04/01/30 (Call 01/01/30)		110		131,333


Security	Par (000)		Value

Food (continued)
6.60%, 04/01/40 (Call 10/01/39)	$	40	$	53,500
6.60%, 04/01/50 (Call 10/01/49)		120		166,374
Tyson Foods Inc.
4.55%, 06/02/47 (Call 12/02/46)		70		77,745
5.10%, 09/28/48 (Call 03/28/48)		82		98,316
5.15%, 08/15/44 (Call 02/15/44)		67		79,776


				12,257,520

Forest Products & Paper — 0.1%
Celulosa Arauco y Constitucion SA, 3.88%, 11/02/27 (Call 08/02/27)		65		66,638
International Paper Co.
4.35%, 08/15/48 (Call 02/15/48)		75		81,619
4.40%, 08/15/47 (Call 02/15/47)		151		165,547
4.80%, 06/15/44 (Call 12/15/43)		186		210,455
5.15%, 05/15/46 (Call 11/15/45)		25		29,950
6.00%, 11/15/41 (Call 05/15/41)		120		150,982
7.30%, 11/15/39		160		225,485
Suzano Austria GmbH, 6.00%, 01/15/29 (Call 10/15/28)		15		16,482


				947,158

Gas — 0.1%
Atmos Energy Corp.
3.38%, 09/15/49 (Call 03/15/49)		182		172,707
4.13%, 10/15/44 (Call 04/15/44)		74		77,479
4.13%, 03/15/49 (Call 09/15/48)		75		80,485
4.30%, 10/01/48 (Call 04/01/48)		45		48,919
5.50%, 06/15/41 (Call 12/15/40)		15		18,083
National Fuel Gas Co.
2.95%, 03/01/31 (Call 12/01/30)		15		14,219
3.95%, 09/15/27 (Call 06/15/27)		50		51,212
4.75%, 09/01/28 (Call 06/01/28)		110		115,280
ONE Gas Inc.
4.50%, 11/01/48 (Call 05/01/48)		115		128,584
4.66%, 02/01/44 (Call 08/01/43)		65		73,819
Piedmont Natural Gas Co. Inc., 3.35%, 06/01/50 (Call 12/01/49)		70		64,494
Southern California Gas Co.
3.75%, 09/15/42 (Call 03/15/42)		90		90,689
Series UU, 4.13%, 06/01/48 (Call 12/01/47)		105		112,103
Series VV, 4.30%, 01/15/49 (Call 07/15/48)		125		137,282
Series WW, 3.95%, 02/15/50 (Call 08/15/49)		147		155,147
Southwest Gas Corp.
3.70%, 04/01/28 (Call 01/01/28)		55		57,474
3.80%, 09/29/46 (Call 03/29/46)		55		54,701
4.15%, 06/01/49 (Call 12/01/48)		196		202,891
Washington Gas Light Co.
3.65%, 09/15/49 (Call 03/15/49)		139		142,073
Series K, 3.80%, 09/15/46 (Call 03/15/46)		95		99,044


				1,896,685

Hand & Machine Tools — 0.0%
Kennametal Inc., 4.63%, 06/15/28 (Call 03/15/28)		196		210,579
Snap-on Inc.
3.10%, 05/01/50 (Call 11/01/49)		57		53,724
3.25%, 03/01/27 (Call 12/01/26)		35		36,588
4.10%, 03/01/48 (Call 09/01/47)		42		46,520
Stanley Black & Decker Inc.
3.00%, 05/15/32 (Call 02/15/32)		40		40,192
4.25%, 11/15/28 (Call 08/15/28)		15		16,373
4.85%, 11/15/48 (Call 05/15/48)		35		42,530


Security	Par (000)		Value

Hand & Machine Tools (continued)
5.20%, 09/01/40	$	57	$	68,820


				515,326

Health Care - Products — 0.2%
Abbott Laboratories
4.75%, 11/30/36 (Call 05/30/36)		116		138,202
4.75%, 04/15/43 (Call 10/15/42)		37		43,883
4.90%, 11/30/46 (Call 05/30/46)		205		253,271
5.30%, 05/27/40		135		168,950
6.00%, 04/01/39		155		206,930
6.15%, 11/30/37		35		47,814
Baxter International Inc.
1.92%, 02/01/27 (Call 01/01/27)^(b)		70		67,910
2.27%, 12/01/28 (Call 10/01/28)^(b)		50		48,165
3.50%, 08/15/46 (Call 02/15/46)		198		191,288
Boston Scientific Corp.
4.55%, 03/01/39 (Call 09/01/38)		55		60,859
4.70%, 03/01/49 (Call 09/01/48)		59		67,238
6.75%, 11/15/35		2		2,655
7.38%, 01/15/40		65		96,209
Danaher Corp.
2.60%, 10/01/50 (Call 04/01/50)		5		4,259
2.80%, 12/10/51 (Call 06/10/51)		35		30,975
4.38%, 09/15/45 (Call 03/15/45)		75		84,007
DENTSPLY SIRONA Inc., 3.25%, 06/01/30
(Call 03/01/30)		64		64,395
DH Europe Finance II Sarl
3.25%, 11/15/39 (Call 05/15/39)		68		66,603
3.40%, 11/15/49 (Call 05/15/49)		142		138,921
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		184		199,335
Koninklijke Philips NV
5.00%, 03/15/42		37		43,491
6.88%, 03/11/38		40		54,668
Medtronic Inc., 4.63%, 03/15/45		148		174,331
PerkinElmer Inc.
1.90%, 09/15/28 (Call 07/15/28)		60		56,323
2.25%, 09/15/31 (Call 06/15/31)		35		32,026
3.30%, 09/15/29 (Call 06/15/29)		223		224,478
3.63%, 03/15/51 (Call 09/15/50)		35		33,650
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		65		58,819
STERIS Irish FinCo UnLtd Co.
2.70%, 03/15/31 (Call 12/15/30)		230		218,479
3.75%, 03/15/51 (Call 09/15/50)		225		215,797
Stryker Corp.
2.90%, 06/15/50 (Call 12/15/49)		10		8,814
4.38%, 05/15/44 (Call 11/15/43)		24		26,718
4.63%, 03/15/46 (Call 09/15/45)		69		78,937
Thermo Fisher Scientific Inc.
4.10%, 08/15/47 (Call 02/15/47)		8		8,883
5.30%, 02/01/44 (Call 08/01/43)		133		168,097
Zimmer Biomet Holdings Inc.
2.60%, 11/24/31 (Call 08/24/31)		200		188,846
4.45%, 08/15/45 (Call 02/15/45)		74		79,484
5.75%, 11/30/39		15		18,586


				3,672,296

Health Care - Services — 0.5%
Aetna Inc.
3.88%, 08/15/47 (Call 02/15/47)		190		191,596
4.13%, 11/15/42 (Call 05/15/42)		95		97,405


Security	Par (000)		Value

Health Care - Services (continued)
4.50%, 05/15/42 (Call 11/15/41)	$	25	$	26,831
4.75%, 03/15/44 (Call 09/15/43)		164		182,745
6.63%, 06/15/36		116		154,476
6.75%, 12/15/37		84		113,838
Anthem Inc.
2.88%, 09/15/29 (Call 06/15/29)		79		78,887
3.13%, 05/15/50 (Call 11/15/49)		98		89,131
3.60%, 03/15/51 (Call 09/15/50)		80		78,740
3.70%, 09/15/49 (Call 03/15/49)		60		59,689
4.38%, 12/01/47 (Call 06/01/47)		111		122,045
4.55%, 03/01/48 (Call 09/01/47)		97		109,387
4.63%, 05/15/42		162		181,751
4.65%, 01/15/43		180		202,230
4.65%, 08/15/44 (Call 02/15/44)		22		24,733
5.10%, 01/15/44		76		90,350
5.85%, 01/15/36		45		56,499
5.95%, 12/15/34		30		37,625
6.38%, 06/15/37		14		18,486
HCA Inc.
3.50%, 07/15/51 (Call 01/15/51)		44		39,095
4.13%, 06/15/29 (Call 03/15/29)		363		380,998
4.50%, 02/15/27 (Call 08/15/26)		309		327,231
5.00%, 03/15/24		422		443,530
5.13%, 06/15/39 (Call 12/15/38)		97		108,242
5.25%, 04/15/25		256		274,906
5.25%, 06/15/26 (Call 12/15/25)		316		342,386
5.25%, 06/15/49 (Call 12/15/48)		147		167,273
5.50%, 06/15/47 (Call 12/15/46)		384		449,414
Humana Inc.
3.13%, 08/15/29 (Call 05/15/29)		35		35,192
3.95%, 08/15/49 (Call 02/15/49)		46		47,168
4.63%, 12/01/42 (Call 06/01/42)		107		119,599
4.80%, 03/15/47 (Call 09/14/46)		50		57,521
4.88%, 04/01/30 (Call 01/01/30)		69		77,570
4.95%, 10/01/44 (Call 04/01/44)		165		192,271
Laboratory Corp. of America Holdings
2.70%, 06/01/31 (Call 03/01/31)		35		33,553
2.95%, 12/01/29 (Call 09/01/29)		372		368,942
4.70%, 02/01/45 (Call 08/01/44)		124		136,793
Providence St Joseph Health Obligated Group
Series A, 3.93%, 10/01/48 (Call 04/01/48)		25		26,544
Series I, 3.74%, 10/01/47		89		94,380
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		350		339,560
2.95%, 06/30/30 (Call 03/30/30)		346		341,547
3.45%, 06/01/26 (Call 03/01/26)		700		724,731
3.50%, 03/30/25 (Call 12/30/24)		414		426,714
4.20%, 06/30/29 (Call 03/30/29)		146		157,235
4.25%, 04/01/24 (Call 01/01/24)		150		155,996
4.70%, 03/30/45 (Call 09/30/44)		245		278,602
UnitedHealth Group Inc.
2.90%, 05/15/50 (Call 11/15/49)		45		40,969
3.13%, 05/15/60 (Call 11/15/59)		72		65,482
3.25%, 05/15/51 (Call 11/15/50)		45		43,642
3.50%, 08/15/39 (Call 02/15/39)		10		10,201
3.70%, 08/15/49 (Call 02/15/49)		74		76,594
3.75%, 10/15/47 (Call 04/15/47)		45		46,638
3.88%, 08/15/59 (Call 02/15/59)		58		61,233
3.95%, 10/15/42 (Call 04/15/42)		30		31,878
4.20%, 01/15/47 (Call 07/15/46)		94		103,710


Security	Par (000)		Value

Health Care - Services (continued)
4.25%, 03/15/43 (Call 09/15/42)	$	45	$	49,611
4.25%, 04/15/47 (Call 10/15/46)		82		91,065
4.25%, 06/15/48 (Call 12/15/47)		105		117,199
4.38%, 03/15/42 (Call 09/15/41)		10		11,157
4.45%, 12/15/48 (Call 06/15/48)		219		252,369
4.63%, 07/15/35		74		85,555
4.63%, 11/15/41 (Call 05/15/41)		96		111,057
4.75%, 07/15/45		162		190,839
5.70%, 10/15/40 (Call 04/15/40)		64		81,769
5.80%, 03/15/36		20		25,639
5.95%, 02/15/41 (Call 08/15/40)		60		79,721
6.50%, 06/15/37		44		60,455
6.63%, 11/15/37		95		131,909
6.88%, 02/15/38		95		135,598


				9,967,727

Home Builders — 0.0%
MDC Holdings Inc.
3.97%, 08/06/61 (Call 02/06/61)		95		77,473
6.00%, 01/15/43 (Call 10/15/42)		50		54,035


				131,508

Home Furnishings — 0.0%
Leggett & Platt Inc.
3.50%, 11/15/27 (Call 08/15/27)		47		48,626
3.50%, 11/15/51 (Call 05/15/51)		175		162,720
4.40%, 03/15/29 (Call 12/15/28)		30		32,403
Whirlpool Corp.
4.50%, 06/01/46 (Call 12/01/45)		62		66,471
4.60%, 05/15/50 (Call 11/15/49)		58		63,258
4.75%, 02/26/29 (Call 11/26/28)		77		85,106


				458,584

Household Products & Wares — 0.1%
Church & Dwight Co. Inc., 3.95%, 08/01/47
(Call 02/01/47)		70		75,513
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		125		115,159
3.10%, 10/01/27 (Call 07/01/27)		466		480,441
3.50%, 12/15/24 (Call 09/15/24)		265		274,916
3.90%, 05/15/28 (Call 02/15/28)		124		132,468
Kimberly-Clark Corp.
2.00%, 11/02/31 (Call 08/02/31)		100		94,344
2.40%, 06/01/23		100		101,119
2.75%, 02/15/26		204		208,759
2.88%, 02/07/50 (Call 08/07/49)		160		149,770
3.05%, 08/15/25		60		61,885
3.10%, 03/26/30 (Call 12/26/29)		453		468,194
3.20%, 04/25/29 (Call 01/25/29)		270		280,028
3.20%, 07/30/46 (Call 01/30/46)		100		97,635
3.90%, 05/04/47 (Call 11/04/46)		110		119,167
3.95%, 11/01/28 (Call 08/01/28)		5		5,430
5.30%, 03/01/41		130		162,303
6.63%, 08/01/37		70		99,051


				2,926,182

Insurance — 0.8%
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)^(a)		200		213,420
Aflac Inc.
3.60%, 04/01/30 (Call 01/01/30)		169		179,718
4.00%, 10/15/46 (Call 04/15/46)		15		15,923
4.75%, 01/15/49 (Call 07/15/48)		32		38,294


Security	Par (000)		Value

Insurance (continued)
Allstate Corp. (The)
3.85%, 08/10/49 (Call 02/10/49)	$	121	$	126,985
4.20%, 12/15/46 (Call 06/15/46)		62		68,082
4.50%, 06/15/43		82		92,551
5.35%, 06/01/33		38		45,768
5.55%, 05/09/35		5		6,127
6.50%, 05/15/67 (Call 05/15/37), (3 mo. LIBOR US + 2.120%)^(a)		15		18,747
American Financial Group Inc./OH
4.50%, 06/15/47 (Call 12/15/46)		37		39,719
5.25%, 04/02/30 (Call 01/02/30)		40		45,165
American International Group Inc.
3.88%, 01/15/35 (Call 07/15/34)		115		120,339
4.20%, 04/01/28 (Call 01/01/28)		40		43,277
4.25%, 03/15/29 (Call 12/15/28)		40		43,170
4.38%, 01/15/55 (Call 07/15/54)		145		157,831
4.50%, 07/16/44 (Call 01/16/44)		273		302,730
4.70%, 07/10/35 (Call 01/10/35)		55		62,076
4.75%, 04/01/48 (Call 10/01/47)		71		82,304
4.80%, 07/10/45 (Call 01/10/45)		10		11,523
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)^(a)		60		61,623
Aon Corp.
3.75%, 05/02/29 (Call 02/02/29)		52		54,498
4.50%, 12/15/28 (Call 09/15/28)		49		53,408
6.25%, 09/30/40		65		86,141
Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31 (Call 09/02/31)		25		23,862
Aon PLC
4.60%, 06/14/44 (Call 03/14/44)		55		60,428
4.75%, 05/15/45 (Call 11/15/44)		92		102,322
Arch Capital Finance LLC, 5.03%, 12/15/46 (Call 06/15/46)		56		65,203
Arch Capital Group Ltd.
3.64%, 06/30/50 (Call 12/30/49)		60		57,482
7.35%, 05/01/34		42		57,574
Arch Capital Group U.S. Inc., 5.14%, 11/01/43		40		47,436
Assurant Inc.
3.70%, 02/22/30 (Call 11/22/29)		49		49,999
4.90%, 03/27/28 (Call 12/27/27)		29		31,787
Athene Holding Ltd.
4.13%, 01/12/28 (Call 10/12/27)		65		68,249
6.15%, 04/03/30 (Call 01/03/30)		59		68,841
AXA SA, 8.60%, 12/15/30		288		388,607
AXIS Specialty Finance LLC
3.90%, 07/15/29 (Call 04/15/29)		15		15,699
4.90%, 01/15/40 (Call 01/15/30)^(a)		45		45,041
Berkshire Hathaway Finance Corp.
4.20%, 08/15/48 (Call 02/15/48)		285		314,703
4.25%, 01/15/49 (Call 07/15/48)		149		165,879
4.30%, 05/15/43		27		29,926
5.75%, 01/15/40		135		176,598
Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46)		28		27,987
Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28)		10		10,776
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29)		96		103,804
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29)		14		14,982
Equitable Holdings Inc.
4.35%, 04/20/28 (Call 01/20/28)		360		385,416


Security	Par (000)		Value

Insurance (continued)
5.00%, 04/20/48 (Call 10/20/47)	$	225	$	251,350
7.00%, 04/01/28		15		18,221
Everest Reinsurance Holdings Inc., 4.87%, 06/01/44		20		23,092
First American Financial Corp.
2.40%, 08/15/31 (Call 05/15/31)		40		36,545
4.00%, 05/15/30 (Call 02/15/30)		55		57,171
4.60%, 11/15/24		40		42,200
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26)		118		126,287
Hartford Financial Services Group Inc. (The)
2.80%, 08/19/29 (Call 05/19/29)		12		11,895
3.60%, 08/19/49 (Call 02/19/49)		104		101,450
4.30%, 04/15/43		60		63,164
4.40%, 03/15/48 (Call 09/15/47)		36		40,034
5.95%, 10/15/36		38		47,964
6.10%, 10/01/41		32		42,243
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)		45		44,748
3.63%, 12/12/26 (Call 09/15/26)		46		48,292
3.80%, 03/01/28 (Call 12/01/27)		40		42,104
4.35%, 03/01/48 (Call 09/01/47)		109		118,576
6.30%, 10/09/37		52		68,011
7.00%, 06/15/40		30		41,839
Loews Corp.
4.13%, 05/15/43 (Call 11/15/42)		34		35,904
6.00%, 02/01/35		15		18,913
Manulife Financial Corp.
4.06%, 02/24/32 (Call 02/24/27)^(a)		115		118,509
4.15%, 03/04/26		376		398,940
5.38%, 03/04/46		170		216,529
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		85		87,303
4.15%, 09/17/50 (Call 03/17/50)		40		41,850
4.30%, 11/01/47 (Call 05/01/47)		40		42,764
5.00%, 04/05/46		91		105,999
5.00%, 05/20/49 (Call 11/20/48)		20		23,295
Marsh & McLennan Companies Inc.
3.50%, 06/03/24 (Call 03/03/24)		185		190,637
3.50%, 03/10/25 (Call 12/10/24)		15		15,538
3.75%, 03/14/26 (Call 12/14/25)		169		178,388
3.88%, 03/15/24 (Call 02/15/24)		86		89,103
4.20%, 03/01/48 (Call 09/01/47)		60		64,582
4.35%, 01/30/47 (Call 07/30/46)		162		180,525
4.38%, 03/15/29 (Call 12/15/28)		17		18,545
4.75%, 03/15/39 (Call 09/15/38)		70		80,746
4.90%, 03/15/49 (Call 09/15/48)		407		487,830
5.88%, 08/01/33		55		68,405
MetLife Inc.
4.05%, 03/01/45		278		302,394
4.13%, 08/13/42		160		171,728
4.55%, 03/23/30 (Call 12/23/29)		141		158,280
4.60%, 05/13/46 (Call 11/13/45)		40		47,110
4.72%, 12/15/44		47		54,637
4.88%, 11/13/43		52		62,004
5.70%, 06/15/35		55		69,021
5.88%, 02/06/41		10		13,023
6.38%, 06/15/34		60		78,724
6.40%, 12/15/66 (Call 12/15/31)		180		203,400
6.50%, 12/15/32		15		19,689
Munich Re America Corp., Series B, 7.45%, 12/15/26		15		18,360


Security	Par (000)		Value

Insurance (continued)
Principal Financial Group Inc.
3.10%, 11/15/26 (Call 08/15/26)	$	198	$	202,536
3.70%, 05/15/29 (Call 02/15/29)		52		55,461
4.30%, 11/15/46 (Call 05/15/46)		79		88,091
4.35%, 05/15/43		96		105,931
4.63%, 09/15/42		9		10,285
6.05%, 10/15/36		64		84,431
Progressive Corp. (The)
2.45%, 01/15/27		79		79,872
3.20%, 03/26/30 (Call 12/26/29)		25		25,807
3.70%, 01/26/45		39		39,980
3.95%, 03/26/50 (Call 09/26/49)		30		32,078
4.00%, 03/01/29 (Call 12/01/28)		54		58,304
4.13%, 04/15/47 (Call 10/15/46)		76		83,054
4.20%, 03/15/48 (Call 09/15/47)		103		113,451
4.35%, 04/25/44		75		84,101
6.25%, 12/01/32		30		38,950
6.63%, 03/01/29		9		11,151
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		74		72,421
2.10%, 03/10/30 (Call 12/10/29)		35		33,462
3.00%, 03/10/40 (Call 09/10/39)		25		23,468
3.70%, 03/13/51 (Call 09/13/50)		50		50,608
3.88%, 03/27/28 (Call 12/27/27)		24		25,647
3.91%, 12/07/47 (Call 06/07/47)		114		118,821
3.94%, 12/07/49 (Call 06/07/49)		165		173,341
4.35%, 02/25/50 (Call 08/25/49)		105		118,313
4.42%, 03/27/48 (Call 09/27/47)		38		42,586
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)^(a)		115		111,107
4.60%, 05/15/44		122		138,764
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(a)		148		150,674
5.70%, 12/14/36		260		330,351
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)^(a)		137		143,135
5.75%, 07/15/33		15		18,379
6.63%, 12/01/37		10		13,570
6.63%, 06/21/40		15		20,475
Prudential PLC, 3.13%, 04/14/30		30		30,534
Reinsurance Group of America Inc.
3.90%, 05/15/29 (Call 02/15/29)		172		180,013
3.95%, 09/15/26 (Call 06/15/26)		55		58,061
Selective Insurance Group Inc., 5.38%, 03/01/49 (Call 09/01/48)		30		34,314
Swiss Re America Holding Corp., 7.00%, 02/15/26		15		17,557
Transatlantic Holdings Inc., 8.00%, 11/30/39		10		14,827
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		40		34,220
3.75%, 05/15/46 (Call 11/15/45)		88		91,202
4.00%, 05/30/47 (Call 11/30/46)		167		179,719
4.05%, 03/07/48 (Call 09/07/47)		10		10,870
4.10%, 03/04/49 (Call 09/04/48)		60		66,098
4.30%, 08/25/45 (Call 02/25/45)		125		140,922
4.60%, 08/01/43		87		100,888
5.35%, 11/01/40		75		94,316
6.25%, 06/15/37		142		190,456
6.75%, 06/20/36		99		136,888
Travelers Property Casualty Corp., 6.38%, 03/15/33		50		65,591


Security	Par (000)		Value

Insurance (continued)
Unum Group
4.50%, 12/15/49 (Call 06/15/49)	$	35	$	33,785
5.75%, 08/15/42		100		111,418
Voya Financial Inc.
3.65%, 06/15/26		85		89,190
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)^(a)		25		23,794
4.80%, 06/15/46		144		166,735
5.70%, 07/15/43		69		86,780
W R Berkley Corp., 4.75%, 08/01/44		67		76,104
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		65		63,623
3.88%, 09/15/49 (Call 03/15/49)		63		61,647
4.50%, 09/15/28 (Call 06/15/28)		49		52,359
5.05%, 09/15/48 (Call 03/15/48)		128		146,445
XLIT Ltd.
4.45%, 03/31/25		536		565,721
5.25%, 12/15/43		279		357,589


				15,150,152

Internet — 0.2%
Alibaba Group Holding Ltd.
4.00%, 12/06/37 (Call 06/06/37)		50		48,869
4.20%, 12/06/47 (Call 06/06/47)		40		38,930
4.40%, 12/06/57 (Call 06/06/57)		40		39,332
4.50%, 11/28/34 (Call 05/28/34)		205		215,201
Alphabet Inc.
2.00%, 08/15/26 (Call 05/15/26)		469		470,130
2.05%, 08/15/50 (Call 02/15/50)		110		88,750
2.25%, 08/15/60 (Call 02/15/60)		69		55,248
Amazon.com Inc.
2.50%, 06/03/50 (Call 12/03/49)		70		60,508
2.70%, 06/03/60 (Call 12/03/59)		234		200,014
3.10%, 05/12/51 (Call 11/12/50)		160		154,608
3.25%, 05/12/61 (Call 11/12/60)		75		71,440
4.05%, 08/22/47 (Call 02/22/47)		257		288,927
4.25%, 08/22/57 (Call 02/22/57)		184		212,848
4.95%, 12/05/44 (Call 06/05/44)		119		147,944
Booking Holdings Inc.
3.55%, 03/15/28 (Call 12/15/27)		67		70,450
3.60%, 06/01/26 (Call 03/01/26)		75		78,446
4.63%, 04/13/30 (Call 01/13/30)		165		184,684
eBay Inc.
1.90%, 03/11/25 (Call 02/11/25)		166		164,053
3.45%, 08/01/24 (Call 05/01/24)		25		25,685
3.60%, 06/05/27 (Call 03/05/27)		265		277,728
3.65%, 05/10/51 (Call 11/10/50)		30		28,417
4.00%, 07/15/42 (Call 01/15/42)		182		183,407
Expedia Group Inc., 3.25%, 02/15/30 (Call 11/15/29)		90		88,887
JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49)		200		184,250


				3,378,756

Iron & Steel — 0.0%
Nucor Corp.
4.40%, 05/01/48 (Call 11/01/47)		30		34,181
5.20%, 08/01/43 (Call 02/01/43)		7		8,654
6.40%, 12/01/37		20		27,127
Steel Dynamics Inc.
2.80%, 12/15/24 (Call 11/15/24)		185		187,793
3.25%, 10/15/50 (Call 04/15/50)		30		26,643


Security	Par (000)		Value

Iron & Steel (continued)
3.45%, 04/15/30 (Call 01/15/30)	$	210	$	213,574


				497,972

Leisure Time — 0.0%
Harley-Davidson Inc.
3.50%, 07/28/25 (Call 04/28/25)		75		76,299
4.63%, 07/28/45 (Call 01/28/45)		205		201,039


				277,338

Lodging — 0.5%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		95		97,059
3.70%, 01/15/31 (Call 10/15/30)		117		118,447
Las Vegas Sands Corp.
3.50%, 08/18/26 (Call 06/18/26)		147		142,912
3.90%, 08/08/29 (Call 05/08/29)		165		157,915
Marriott International Inc./MD
Series AA, 4.65%, 12/01/28 (Call 09/01/28)		65		69,768
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		335		362,028
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		55		54,845
Series X, 4.00%, 04/15/28 (Call 01/15/28)		125		130,060
Sands China Ltd.
4.38%, 06/18/30 (Call 03/18/30)		35		32,272
5.13%, 08/08/25 (Call 06/08/25)		270		271,885
5.40%, 08/08/28 (Call 05/08/28)		7,660		7,582,021


				9,019,212

Machinery — 0.4%
ABB Finance USA Inc., 3.80%, 04/03/28 (Call 01/03/28)		125		132,876
Caterpillar Financial Services Corp.
0.95%, 01/10/24		50		49,367
1.15%, 09/14/26		100		95,483
1.70%, 01/08/27		50		48,829
2.15%, 11/08/24		204		204,989
2.40%, 08/09/26		40		40,345
2.85%, 05/17/24		44		44,912
3.25%, 12/01/24		132		136,382
3.30%, 06/09/24		311		320,737
3.65%, 12/07/23		274		283,606
3.75%, 11/24/23		287		297,682
Caterpillar Inc.
2.60%, 09/19/29 (Call 06/19/29)		51		51,066
3.25%, 09/19/49 (Call 03/19/49)		46		45,335
3.25%, 04/09/50 (Call 10/09/49)		75		73,690
3.40%, 05/15/24 (Call 02/15/24)		59		60,938
3.80%, 08/15/42		40		42,612
4.30%, 05/15/44 (Call 11/15/43)		10		11,415
4.75%, 05/15/64 (Call 11/15/63)		62		78,571
5.20%, 05/27/41		42		52,818
5.30%, 09/15/35		24		29,962
6.05%, 08/15/36		26		34,378
CNH Industrial Capital LLC, 4.20%, 01/15/24		276		285,343
CNH Industrial NV
3.85%, 11/15/27 (Call 08/15/27)		112		117,265
4.50%, 08/15/23		1,721		1,777,741
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		315		320,985
2.88%, 09/07/49 (Call 03/07/49)		15		13,840
3.10%, 04/15/30 (Call 01/15/30)		30		31,040
3.75%, 04/15/50 (Call 10/15/49)		65		69,776
5.38%, 10/16/29		55		65,419
7.13%, 03/03/31		5		6,678


Security	Par (000)		Value

Machinery (continued)
Dover Corp., 5.38%, 03/01/41 (Call 12/01/40)	$	25	$	30,155
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		50		46,216
3.50%, 10/01/30 (Call 07/01/30)		45		44,586
John Deere Capital Corp.
1.25%, 01/10/25		50		49,021
1.30%, 10/13/26		30		28,879
1.70%, 01/11/27		50		48,882
1.75%, 03/09/27		109		106,606
2.05%, 01/09/25		35		35,080
2.25%, 09/14/26		25		25,132
2.45%, 01/09/30		2		1,977
2.65%, 06/10/26		220		224,305
2.80%, 09/08/27		23		23,579
2.80%, 07/18/29		65		65,973
3.05%, 01/06/28		114		118,103
3.40%, 09/11/25		55		57,259
3.45%, 03/13/25		70		72,902
3.45%, 03/07/29		20		21,141
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		82		80,350
4.60%, 05/15/28 (Call 02/15/28)		10		10,752
Rockwell Automation Inc.
2.88%, 03/01/25 (Call 12/01/24)		27		27,630
3.50%, 03/01/29 (Call 12/01/28)		334		353,285
4.20%, 03/01/49 (Call 09/01/48)		47		52,636
Westinghouse Air Brake Technologies Corp., 4.95%, 09/15/28 (Call 06/15/28)		402		436,656
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		798		763,255
2.25%, 01/30/31 (Call 10/30/30)		250		235,150
3.25%, 11/01/26 (Call 08/01/26)		185		189,988
4.38%, 11/01/46 (Call 05/01/46)		150		163,760


				8,137,338

Manufacturing — 0.8%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)		1,379		1,375,070
2.25%, 03/15/23 (Call 02/15/23)		7,149		7,211,411
2.25%, 09/19/26 (Call 06/19/26)		586		585,666
2.38%, 08/26/29 (Call 05/26/29)		844		826,082
2.65%, 04/15/25 (Call 03/15/25)		405		410,986
2.88%, 10/15/27 (Call 07/15/27)		610		626,317
3.00%, 08/07/25		655		674,015
3.05%, 04/15/30 (Call 01/15/30)		135		138,132
3.25%, 08/26/49 (Call 02/26/49)		30		28,627
3.38%, 03/01/29 (Call 12/01/28)		119		124,209
3.63%, 09/14/28 (Call 06/14/28)		130		138,161
3.63%, 10/15/47 (Call 04/15/47)		234		235,236
3.70%, 04/15/50 (Call 10/15/49)		10		10,286
4.00%, 09/14/48 (Call 03/14/48)		102		109,302
Carlisle Companies Inc.
2.20%, 03/01/32 (Call 12/01/31)		60		54,290
2.75%, 03/01/30 (Call 12/01/29)		127		123,238
3.50%, 12/01/24 (Call 10/01/24)		81		83,544
3.75%, 12/01/27 (Call 09/01/27)		70		73,075
Eaton Corp.
3.10%, 09/15/27 (Call 06/15/27)		107		110,351
3.92%, 09/15/47 (Call 02/15/47)		55		57,923
4.00%, 11/02/32		10		10,872
4.15%, 11/02/42		45		48,311


Security	Par (000)		Value

Manufacturing (continued)
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35	$	343	$	386,520
General Electric Co., 6.75%, 03/15/32		54		69,701
Illinois Tool Works Inc.
3.90%, 09/01/42 (Call 03/01/42)		56		59,448
4.88%, 09/15/41 (Call 03/15/41)		10		12,048
Parker-Hannifin Corp.
3.25%, 03/01/27 (Call 12/01/26)		15		15,531
3.25%, 06/14/29 (Call 03/14/29)		45		45,888
4.00%, 06/14/49 (Call 12/14/48)		43		45,377
4.10%, 03/01/47 (Call 09/01/46)		61		64,726
4.20%, 11/21/34 (Call 05/21/34)		50		53,994
4.45%, 11/21/44 (Call 05/21/44)		138		151,385
6.25%, 05/15/38		20		25,599
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29)		165		178,299
Textron Inc.
3.00%, 06/01/30 (Call 03/01/30)		51		50,181
3.38%, 03/01/28 (Call 12/01/27)		10		10,211
3.65%, 03/15/27 (Call 12/15/26)		189		195,933
3.90%, 09/17/29 (Call 06/17/29)		50		52,673
4.00%, 03/15/26 (Call 12/15/25)		128		134,510
Trane Technologies Global Holding Co. Ltd.
3.75%, 08/21/28 (Call 05/21/28)		105		109,507
4.25%, 06/15/23		421		433,819
4.30%, 02/21/48 (Call 08/21/47)		80		86,795
5.75%, 06/15/43		94		120,060
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		107		111,697
3.55%, 11/01/24 (Call 08/01/24)		364		375,943
3.80%, 03/21/29 (Call 12/21/28)		380		399,008
4.50%, 03/21/49 (Call 09/21/48)		205		227,593
4.65%, 11/01/44 (Call 05/01/44)		27		30,543


				16,502,093

Media — 0.5%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		25		23,237
3.50%, 03/01/42 (Call 09/01/41)		50		42,817
3.70%, 04/01/51 (Call 10/01/50)		77		64,708
3.85%, 04/01/61 (Call 10/01/60)		145		119,653
3.90%, 06/01/52 (Call 12/01/51)		54		46,985
3.95%, 06/30/62 (Call 12/30/61)		60		50,125
4.40%, 12/01/61 (Call 06/01/61)		200		178,814
4.80%, 03/01/50 (Call 09/01/49)		105		102,354
5.13%, 07/01/49 (Call 01/01/49)		274		277,978
5.38%, 04/01/38 (Call 10/01/37)		30		31,738
5.38%, 05/01/47 (Call 11/01/46)		89		93,596
5.75%, 04/01/48 (Call 10/01/47)		152		167,606
6.38%, 10/23/35 (Call 04/23/35)		170		203,410
6.48%, 10/23/45 (Call 04/23/45)		230		273,525
6.83%, 10/23/55 (Call 04/23/55)		80		99,011
Comcast Corp.
2.45%, 08/15/52 (Call 02/15/52)		87		70,178
2.65%, 08/15/62 (Call 02/15/62)		54		42,764
2.80%, 01/15/51 (Call 07/15/50)		58		49,727
2.89%, 11/01/51 (Call 05/01/51)^(b)		367		318,237
2.94%, 11/01/56 (Call 05/01/56)^(b)		277		234,824
2.99%, 11/01/63 (Call 05/01/63)^(b)		209		174,197
3.25%, 11/01/39 (Call 05/01/39)		68		65,493
3.40%, 07/15/46 (Call 01/15/46)		70		67,113


Security	Par (000)		Value

Media (continued)
3.45%, 02/01/50 (Call 08/01/49)	$	190	$	181,574
3.75%, 04/01/40 (Call 10/01/39)		95		97,758
3.90%, 03/01/38 (Call 09/01/37)		87		91,378
3.97%, 11/01/47 (Call 05/01/47)		238		245,956
4.00%, 08/15/47 (Call 02/15/47)		124		129,065
4.00%, 03/01/48 (Call 09/01/47)		168		174,429
4.00%, 11/01/49 (Call 05/01/49)		211		218,953
4.05%, 11/01/52 (Call 05/01/52)		49		51,809
4.60%, 10/15/38 (Call 04/15/38)		140		157,216
4.60%, 08/15/45 (Call 02/15/45)		131		145,994
4.65%, 07/15/42		69		78,074
4.70%, 10/15/48 (Call 04/15/48)		75		86,320
4.75%, 03/01/44		14		16,169
4.95%, 10/15/58 (Call 04/15/58)		50		60,704
5.65%, 06/15/35		28		34,793
6.45%, 03/15/37		10		13,402
6.50%, 11/15/35		113		151,430
6.55%, 07/01/39		5		6,943
6.95%, 08/15/37		5		7,053
Discovery Communications LLC
4.00%, 09/15/55 (Call 03/15/55)		167		151,830
4.65%, 05/15/50 (Call 11/15/49)		193		197,315
4.88%, 04/01/43		75		78,296
5.00%, 09/20/37 (Call 03/20/37)		37		40,179
5.20%, 09/20/47 (Call 03/20/47)		172		186,747
5.30%, 05/15/49 (Call 11/15/48)		113		124,990
6.35%, 06/01/40		30		36,619
Fox Corp.
5.48%, 01/25/39 (Call 07/25/38)		110		128,436
5.58%, 01/25/49 (Call 07/25/48)		199		239,500
Grupo Televisa SAB
5.00%, 05/13/45 (Call 11/13/44)		70		76,073
6.63%, 01/15/40		180		226,575
NBCUniversal Media LLC
4.45%, 01/15/43		61		66,547
6.40%, 04/30/40		10		13,654
Paramount Global
3.38%, 02/15/28 (Call 12/15/27)		72		73,524
3.70%, 06/01/28 (Call 03/01/28)		20		20,694
4.20%, 06/01/29 (Call 03/01/29)		55		57,836
4.38%, 03/15/43		132		131,937
4.60%, 01/15/45 (Call 07/15/44)		146		148,713
4.85%, 07/01/42 (Call 01/01/42)		45		47,475
4.90%, 08/15/44 (Call 02/15/44)		52		55,233
4.95%, 01/15/31 (Call 10/15/30)		35		38,674
4.95%, 05/19/50 (Call 11/19/49)		110		120,317
5.25%, 04/01/44 (Call 10/01/43)		128		140,630
5.50%, 05/15/33		42		48,920
5.85%, 09/01/43 (Call 03/01/43)		180		215,059
5.90%, 10/15/40 (Call 04/15/40)		72		84,285
6.88%, 04/30/36		132		168,549
7.88%, 07/30/30		65		84,802
Thomson Reuters Corp.
5.50%, 08/15/35		40		48,323
5.65%, 11/23/43 (Call 05/23/43)		52		66,595
5.85%, 04/15/40		80		103,683
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		147		139,021
5.50%, 09/01/41 (Call 03/01/41)		37		39,352
5.88%, 11/15/40 (Call 05/15/40)		119		132,746


Security	Par (000)		Value

Media (continued)
6.55%, 05/01/37	$	45	$	53,994
6.75%, 06/15/39		67		81,038
7.30%, 07/01/38		60		75,425
Time Warner Entertainment Co. LP, 8.38%, 07/15/33		47		63,728
TWDC Enterprises 18 Corp.
3.00%, 07/30/46		35		32,062
3.70%, 12/01/42		40		40,755
4.13%, 06/01/44		26		28,002
4.38%, 08/16/41		110		121,331
Series E, 4.13%, 12/01/41		45		48,105
Walt Disney Co. (The)
2.75%, 09/01/49 (Call 03/01/49)		195		170,295
3.50%, 05/13/40 (Call 11/13/39)		101		100,753
3.60%, 01/13/51 (Call 07/13/50)		195		197,400
3.80%, 05/13/60 (Call 11/13/59)		46		47,599
4.63%, 03/23/40 (Call 09/23/39)		22		25,070
4.70%, 03/23/50 (Call 09/23/49)		101		119,994
4.75%, 09/15/44 (Call 03/15/44)		10		11,499
4.75%, 11/15/46 (Call 05/15/46)		160		188,523
4.95%, 10/15/45 (Call 04/15/45)		42		49,950
5.40%, 10/01/43		67		83,629
6.15%, 03/01/37		40		52,155
6.15%, 02/15/41		4		5,355
6.20%, 12/15/34		110		141,977
6.40%, 12/15/35		114		152,076
6.65%, 11/15/37		140		189,889
7.75%, 12/01/45		225		361,354


				10,722,197

Metal Fabricate & Hardware — 0.0%
Crane Co., 4.20%, 03/15/48 (Call 09/15/47)		10		10,599
Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28)		39		41,907
Valmont Industries Inc.
5.00%, 10/01/44 (Call 04/01/44)		104		117,375
5.25%, 10/01/54 (Call 04/01/54)		15		17,491


				187,372

Mining — 0.1%
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)		639		687,283
5.95%, 03/15/24 (Call 12/15/23)		175		185,323
Newmont Corp.
2.60%, 07/15/32 (Call 04/15/32)		115		109,259
2.80%, 10/01/29 (Call 07/01/29)		275		268,936
4.88%, 03/15/42 (Call 09/15/41)		250		287,397
5.45%, 06/09/44 (Call 12/09/43)		30		36,622
6.25%, 10/01/39		68		88,152
Rio Tinto Finance USA Ltd.
2.75%, 11/02/51 (Call 05/02/51)		80		70,301
5.20%, 11/02/40		148		180,656
Rio Tinto Finance USA PLC
4.13%, 08/21/42 (Call 02/21/42)		98		107,184
4.75%, 03/22/42 (Call 09/22/41)		105		123,113


				2,144,226

Multi-National — 0.0%
Council of Europe Development Bank, 0.88%, 09/22/26		140		134,480
International Bank for Reconstruction & Development, 0.85%, 02/10/27 (Call 05/10/22)^(d)		75		71,002


				205,482


Security	Par (000)		Value

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31)	$	55	$	53,561


Office Furnishings — 0.0%
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)		269		293,258


Oil & Gas — 0.8%
BP Capital Markets America Inc.
2.72%, 01/12/32 (Call 10/12/31)		200		191,882
2.77%, 11/10/50 (Call 05/10/50)		157		127,928
2.94%, 06/04/51 (Call 12/04/50)		130		109,435
3.00%, 02/24/50 (Call 08/24/49)		200		170,810
3.00%, 03/17/52 (Call 09/17/51)		100		85,083
3.02%, 01/16/27 (Call 10/16/26)		20		20,325
3.12%, 05/04/26 (Call 02/04/26)		90		92,462
3.19%, 04/06/25 (Call 03/06/25)		30		30,735
3.38%, 02/08/61 (Call 08/08/60)		55		48,484
3.41%, 02/11/26 (Call 12/11/25)		22		22,790
3.54%, 04/06/27 (Call 02/06/27)		55		57,198
3.59%, 04/14/27 (Call 01/14/27)		128		133,467
3.63%, 04/06/30 (Call 01/06/30)		171		178,026
3.80%, 09/21/25 (Call 07/21/25)		55		57,666
3.94%, 09/21/28 (Call 06/21/28)		35		37,141
4.23%, 11/06/28 (Call 08/06/28)		118		127,664
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		135		138,939
3.72%, 11/28/28 (Call 08/28/28)		60		62,857
Burlington Resources LLC
5.95%, 10/15/36		201		260,102
7.20%, 08/15/31		80		107,826
7.40%, 12/01/31		64		88,984
Chevron Corp.
2.98%, 05/11/40 (Call 11/11/39)		5		4,797
3.08%, 05/11/50 (Call 11/11/49)		209		201,273
Chevron USA Inc.
2.34%, 08/12/50 (Call 02/12/50)		72		59,920
4.20%, 10/15/49 (Call 04/15/49)		35		39,195
5.25%, 11/15/43 (Call 05/15/43)		5		6,339
CNOOC Finance 2014 ULC, 4.88%, 04/30/44		200		222,954
CNOOC Petroleum North America ULC, 6.40%, 05/15/37		5		6,246
Conoco Funding Co., 7.25%, 10/15/31		47		63,625
ConocoPhillips
4.85%, 08/15/48 (Call 02/15/48)^(b)		27		32,179
4.88%, 10/01/47 (Call 04/01/47)^(b)		15		18,021
5.90%, 10/15/32		172		214,082
5.90%, 05/15/38		173		223,890
6.50%, 02/01/39		127		175,979
ConocoPhillips Co.
3.80%, 03/15/52 (Call 09/15/51)		25		25,378
4.30%, 11/15/44 (Call 05/15/44)		89		97,538
4.95%, 03/15/26 (Call 12/15/25)		486		532,505
5.95%, 03/15/46 (Call 09/15/45)		30		40,758
6.95%, 04/15/29		161		205,921
Devon Energy Corp.
4.75%, 05/15/42 (Call 11/15/41)		69		74,010
5.00%, 06/15/45 (Call 12/15/44)		102		113,670
5.60%, 07/15/41 (Call 01/15/41)		81		94,688
Diamondback Energy Inc.
3.50%, 12/01/29 (Call 09/01/29)		206		208,171
4.40%, 03/24/51 (Call 09/24/50)		9		9,324
Eni USA Inc., 7.30%, 11/15/27		45		54,984


Security	Par (000)		Value

Oil & Gas (continued)
EOG Resources Inc.
4.38%, 04/15/30 (Call 01/15/30)	$	118	$	130,508
4.95%, 04/15/50 (Call 10/15/49)		100		121,469
Equinor ASA
2.38%, 05/22/30 (Call 02/22/30)		405		394,413
2.65%, 01/15/24		426		432,880
2.88%, 04/06/25 (Call 03/06/25)		335		341,405
3.00%, 04/06/27 (Call 02/06/27)		520		533,806
3.13%, 04/06/30 (Call 01/06/30)		235		241,225
3.25%, 11/10/24		515		530,867
3.25%, 11/18/49 (Call 05/18/49)		140		133,718
3.63%, 09/10/28 (Call 06/10/28)		99		104,592
3.70%, 03/01/24		287		296,927
3.70%, 04/06/50 (Call 10/06/49)		155		161,535
3.95%, 05/15/43		232		245,124
4.25%, 11/23/41		97		106,813
4.80%, 11/08/43		145		171,362
5.10%, 08/17/40		190		230,664
7.25%, 09/23/27		25		31,031
7.75%, 06/15/23		20		21,509
Exxon Mobil Corp.
2.28%, 08/16/26 (Call 06/16/26)		69		69,345
2.44%, 08/16/29 (Call 05/16/29)		35		34,462
2.61%, 10/15/30 (Call 07/15/30)		74		73,361
3.10%, 08/16/49 (Call 02/16/49)		106		99,240
3.29%, 03/19/27 (Call 01/19/27)		45		47,224
3.45%, 04/15/51 (Call 10/15/50)		134		132,834
3.48%, 03/19/30 (Call 12/19/29)		219		231,187
3.57%, 03/06/45 (Call 09/06/44)		132		131,985
4.11%, 03/01/46 (Call 09/01/45)		84		91,545
4.23%, 03/19/40 (Call 09/19/39)		126		138,684
4.33%, 03/19/50 (Call 09/19/49)		192		217,386
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		210		215,053
4.30%, 04/01/27 (Call 01/01/27)		300		317,304
5.60%, 02/15/41		374		431,020
5.80%, 04/01/47 (Call 10/01/46)		145		173,261
6.00%, 01/15/40		145		172,446
7.13%, 03/15/33		45		57,196
7.30%, 08/15/31		121		154,092
7.88%, 10/01/29		40		51,651
HollyFrontier Corp., 4.50%, 10/01/30 (Call 07/01/30)		75		75,651
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		235		249,528
5.20%, 06/01/45 (Call 12/01/44)		159		175,894
6.60%, 10/01/37		196		246,789
6.80%, 03/15/32		92		113,177
Marathon Petroleum Corp.
3.80%, 04/01/28 (Call 01/01/28)		15		15,513
4.50%, 04/01/48 (Call 10/01/47)		110		113,746
4.70%, 05/01/25 (Call 04/01/25)		126		133,908
4.75%, 09/15/44 (Call 03/15/44)		124		131,120
5.00%, 09/15/54 (Call 03/15/54)		66		70,964
5.13%, 12/15/26 (Call 09/15/26)		70		77,027
6.50%, 03/01/41 (Call 09/01/40)		83		105,555
Ovintiv Inc.
6.50%, 08/15/34		45		54,902
6.50%, 02/01/38		25		29,707
6.63%, 08/15/37		155		189,272
7.20%, 11/01/31		70		86,053


Security	Par (000)		Value

Oil & Gas (continued)
7.38%, 11/01/31	$	50	$	63,241
Phillips 66
3.30%, 03/15/52 (Call 09/15/51)		120		107,231
3.85%, 04/09/25 (Call 03/09/25)		162		168,589
3.90%, 03/15/28 (Call 12/15/27)		210		219,883
4.65%, 11/15/34 (Call 05/15/34)		117		130,566
4.88%, 11/15/44 (Call 05/15/44)		305		347,270
5.88%, 05/01/42		52		65,940
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		195		196,619
2.83%, 01/10/30 (Call 10/10/29)		160		160,526
2.99%, 06/29/41 (Call 12/29/40)		115		106,397
3.13%, 05/29/50 (Call 11/29/49)		208		192,215
3.39%, 06/29/60 (Call 12/29/59)		138		128,368
3.46%, 02/19/29 (Call 11/19/28)		60		62,498
3.46%, 07/12/49 (Call 01/12/49)		150		145,745
3.70%, 01/15/24		100		103,472
3.75%, 04/10/24		75		77,117
TotalEnergies Capital SA, 3.88%, 10/11/28		70		74,872
Valero Energy Corp.
2.80%, 12/01/31 (Call 09/01/31)		50		47,248
3.65%, 12/01/51 (Call 06/01/51)		55		49,436
4.00%, 04/01/29 (Call 01/01/29)		48		50,217
4.35%, 06/01/28 (Call 03/01/28)		67		71,431
4.90%, 03/15/45		51		55,092
6.63%, 06/15/37		131		168,381
7.50%, 04/15/32		31		40,413


				16,645,948

Oil & Gas Services — 0.2%
Baker Hughes Holdings LLC, 5.13%, 09/15/40		364		417,716
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
1.23%, 12/15/23		100		98,946
2.06%, 12/15/26 (Call 11/15/26)		70		68,364
3.14%, 11/07/29 (Call 08/07/29)		260		262,369
3.34%, 12/15/27 (Call 09/15/27)		616		634,997
4.08%, 12/15/47 (Call 06/15/47)		202		204,537
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		148		145,700
3.80%, 11/15/25 (Call 08/15/25)		24		25,141
4.50%, 11/15/41 (Call 05/15/41)		75		77,627
4.75%, 08/01/43 (Call 02/01/43)		60		63,930
4.85%, 11/15/35 (Call 05/15/35)		150		167,093
5.00%, 11/15/45 (Call 05/15/45)		169		188,599
6.70%, 09/15/38		51		65,632
7.45%, 09/15/39		114		157,127
NOV Inc.
3.60%, 12/01/29 (Call 09/01/29)		151		151,291
3.95%, 12/01/42 (Call 06/01/42)		97		88,166
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)		275		267,710
3.65%, 12/01/23 (Call 09/01/23)		155		159,222


				3,244,167

Packaging & Containers — 0.0%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		167		174,809
4.50%, 05/15/28 (Call 02/15/28)		121		133,423
Amcor Flexibles North America Inc., 2.63%, 06/19/30 (Call 03/19/30)		170		164,268


Security	Par (000)		Value

Packaging & Containers (continued)
Packaging Corp. of America
3.05%, 10/01/51 (Call 04/01/51)	$	40	$	34,835
4.05%, 12/15/49 (Call 06/15/49)		57		58,846
WestRock MWV LLC, 8.20%, 01/15/30		40		52,810


				618,991

Pharmaceuticals — 1.1%
AbbVie Inc.
4.05%, 11/21/39 (Call 05/21/39)		243		255,111
4.25%, 11/14/28 (Call 08/14/28)		205		221,527
4.25%, 11/21/49 (Call 05/21/49)		264		280,579
4.30%, 05/14/36 (Call 11/14/35)		233		253,800
4.40%, 11/06/42		162		175,023
4.45%, 05/14/46 (Call 11/14/45)		270		291,419
4.50%, 05/14/35 (Call 11/14/34)		223		247,381
4.63%, 10/01/42 (Call 04/01/42)		67		73,401
4.70%, 05/14/45 (Call 11/14/44)		343		381,196
4.88%, 11/14/48 (Call 05/14/48)		143		164,572
AmerisourceBergen Corp.
3.45%, 12/15/27 (Call 09/15/27)		130		135,184
4.25%, 03/01/45 (Call 09/01/44)		122		126,293
4.30%, 12/15/47 (Call 06/15/47)		109		114,392
AstraZeneca PLC
3.13%, 06/12/27 (Call 03/12/27)		210		217,413
3.38%, 11/16/25		437		455,162
3.50%, 08/17/23 (Call 07/17/23)		457		469,010
4.00%, 01/17/29 (Call 10/17/28)		179		193,776
4.00%, 09/18/42		179		194,331
4.38%, 11/16/45		260		297,664
4.38%, 08/17/48 (Call 02/17/48)		44		50,859
6.45%, 09/15/37		260		352,864
Becton Dickinson and Co.
3.70%, 06/06/27 (Call 03/06/27)		547		573,918
3.79%, 05/20/50 (Call 11/20/49)		98		97,963
4.67%, 06/06/47 (Call 12/06/46)		97		108,805
4.69%, 12/15/44 (Call 06/15/44)		77		86,014
Bristol-Myers Squibb Co.
2.95%, 03/15/32 (Call 12/15/31)		10		10,144
3.25%, 02/27/27		132		138,060
3.25%, 08/01/42		33		32,066
3.55%, 03/15/42 (Call 09/15/41)		10		10,205
4.25%, 10/26/49 (Call 04/26/49)		203		228,062
4.35%, 11/15/47 (Call 05/15/47)		113		128,195
4.50%, 03/01/44 (Call 09/01/43)		10		11,585
4.55%, 02/20/48 (Call 08/20/47)		96		111,653
5.00%, 08/15/45 (Call 02/15/45)		139		171,976
Cardinal Health Inc.
3.41%, 06/15/27 (Call 03/15/27)		493		511,019
3.75%, 09/15/25 (Call 06/15/25)		282		293,568
4.37%, 06/15/47 (Call 12/15/46)		162		166,361
4.50%, 11/15/44 (Call 05/15/44)		96		98,889
4.60%, 03/15/43		156		163,252
4.90%, 09/15/45 (Call 03/15/45)		210		227,531
Cigna Corp.
2.40%, 03/15/30 (Call 12/15/29)		191		181,507
3.20%, 03/15/40 (Call 09/15/39)		40		36,975
3.40%, 03/15/50 (Call 09/15/49)		229		209,489
3.88%, 10/15/47 (Call 04/15/47)		99		97,065
4.13%, 11/15/25 (Call 09/15/25)		206		217,005
4.38%, 10/15/28 (Call 07/15/28)		416		450,911
4.80%, 08/15/38 (Call 02/15/38)		178		198,577


Security	Par (000)		Value

Pharmaceuticals (continued)
4.80%, 07/15/46 (Call 01/16/46)	$	165	$	183,947
4.90%, 12/15/48 (Call 06/15/48)		170		193,084
6.13%, 11/15/41		129		166,825
CVS Health Corp.
3.25%, 08/15/29 (Call 05/15/29)		212		215,553
3.63%, 04/01/27 (Call 02/01/27)		165		172,763
3.75%, 04/01/30 (Call 01/01/30)		188		197,257
4.13%, 04/01/40 (Call 10/01/39)		91		94,502
4.25%, 04/01/50 (Call 10/01/49)		123		131,900
4.30%, 03/25/28 (Call 12/25/27)		303		327,507
4.78%, 03/25/38 (Call 09/25/37)		397		444,493
4.88%, 07/20/35 (Call 01/20/35)		152		174,733
5.05%, 03/25/48 (Call 09/25/47)		361		421,641
5.13%, 07/20/45 (Call 01/20/45)		265		307,130
5.30%, 12/05/43 (Call 06/05/43)		260		309,429
6.13%, 09/15/39^(d)		35		44,825
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)		70		58,122
2.75%, 06/01/25 (Call 03/01/25)		220		224,547
3.10%, 05/15/27 (Call 02/15/27)		255		264,338
3.38%, 03/15/29 (Call 12/15/28)		275		290,183
3.70%, 03/01/45 (Call 09/01/44)		130		140,126
3.95%, 05/15/47 (Call 11/15/46)		150		168,351
3.95%, 03/15/49 (Call 09/15/48)		10		11,197
GlaxoSmithKline Capital Inc.
3.38%, 05/15/23		264		269,826
3.63%, 05/15/25		115		120,308
3.88%, 05/15/28		102		109,359
4.20%, 03/18/43		50		56,132
6.38%, 05/15/38		126		174,117
GlaxoSmithKline Capital PLC
3.00%, 06/01/24 (Call 05/01/24)		301		307,766
3.38%, 06/01/29 (Call 03/01/29)		114		119,278
Johnson & Johnson
3.40%, 01/15/38 (Call 07/15/37)		59		61,214
3.50%, 01/15/48 (Call 07/15/47)		87		90,776
3.55%, 03/01/36 (Call 09/01/35)		122		131,476
3.63%, 03/03/37 (Call 09/03/36)		135		145,538
3.70%, 03/01/46 (Call 09/01/45)		110		118,075
3.75%, 03/03/47 (Call 09/03/46)		85		92,508
4.50%, 12/05/43 (Call 06/05/43)		103		121,429
4.85%, 05/15/41		47		57,698
5.85%, 07/15/38		150		200,062
5.95%, 08/15/37		102		138,323
6.95%, 09/01/29		20		26,506
Mead Johnson Nutrition Co.
4.13%, 11/15/25 (Call 08/15/25)		340		358,030
4.60%, 06/01/44 (Call 12/01/43)		42		49,817
5.90%, 11/01/39		83		110,309
Merck & Co. Inc.
1.70%, 06/10/27 (Call 05/10/27)		170		165,617
1.90%, 12/10/28 (Call 10/10/28)		130		126,056
2.15%, 12/10/31 (Call 09/10/31)		115		109,854
2.45%, 06/24/50 (Call 12/24/49)		90		76,888
2.75%, 12/10/51 (Call 06/10/51)		80		71,467
2.90%, 12/10/61 (Call 06/10/61)		100		88,247
3.40%, 03/07/29 (Call 12/07/28)		185		194,742
3.60%, 09/15/42 (Call 03/15/42)		5		5,155
3.70%, 02/10/45 (Call 08/10/44)		240		250,570
3.90%, 03/07/39 (Call 09/07/38)		60		65,047


Security	Par (000)		Value

Pharmaceuticals (continued)
4.00%, 03/07/49 (Call 09/07/48)	$	121	$	133,371
4.15%, 05/18/43		125		138,924
6.50%, 12/01/33		76		102,685
6.55%, 09/15/37		17		24,123
Merck Sharp & Dohme Corp.
5.75%, 11/15/36		22		28,759
5.95%, 12/01/28		10		12,106
Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47)		63		68,346
Novartis Capital Corp., 4.00%, 11/20/45 (Call 05/20/45)		5		5,547
Pfizer Inc.
4.00%, 03/15/49 (Call 09/15/48)		5		5,561
4.13%, 12/15/46		17		19,155
4.20%, 09/15/48 (Call 03/15/48)		190		216,651
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26)		318		326,351
Takeda Pharmaceutical Co. Ltd.
3.18%, 07/09/50 (Call 01/09/50)		55		49,239
3.38%, 07/09/60 (Call 01/09/60)		85		75,704
5.00%, 11/26/28 (Call 08/26/28)		295		333,143
Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45)		80		84,930
Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49)		132		116,850
Zoetis Inc.
3.00%, 09/12/27 (Call 06/12/27)		540		550,454
3.90%, 08/20/28 (Call 05/20/28)		146		154,506
3.95%, 09/12/47 (Call 03/12/47)		185		199,173
4.45%, 08/20/48 (Call 02/20/48)		196		222,981
4.50%, 11/13/25 (Call 08/13/25)		277		295,700
4.70%, 02/01/43 (Call 08/01/42)		320		368,874


				21,599,528

Pipelines — 0.6%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		72		70,541
4.45%, 07/15/27 (Call 04/15/27)		10		10,553
4.80%, 05/03/29 (Call 02/03/29)		234		251,990
5.95%, 06/01/26 (Call 03/01/26)		34		37,850
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/29 (Call 05/18/29)		210		214,404
5.13%, 06/30/27 (Call 01/01/27)		105		114,615
5.88%, 03/31/25 (Call 10/02/24)		175		189,031
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44)		85		102,415
Enbridge Energy Partners LP, 7.38%, 10/15/45 (Call 04/15/45)		55		78,092
Enbridge Inc.
1.60%, 10/04/26 (Call 09/04/26)		50		47,752
2.50%, 01/15/25 (Call 12/15/24)		85		85,159
3.13%, 11/15/29 (Call 08/15/29)		100		100,408
3.70%, 07/15/27 (Call 04/15/27)		94		98,044
4.00%, 11/15/49 (Call 05/15/49)		175		175,985
4.25%, 12/01/26 (Call 09/01/26)		95		101,286
4.50%, 06/10/44 (Call 12/10/43)		135		143,022
5.50%, 12/01/46 (Call 05/29/46)		30		36,861
Energy Transfer LP
4.15%, 09/15/29 (Call 06/15/29)		108		111,385
4.40%, 03/15/27 (Call 12/15/26)		160		168,064
4.95%, 05/15/28 (Call 02/15/28)		34		36,635
5.00%, 05/15/44 (Call 11/15/43)		46		45,796
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		60		59,103


Security	Par (000)		Value

Pipelines (continued)
3.13%, 07/31/29 (Call 04/30/29)	$	45	$	45,440
3.70%, 01/31/51 (Call 07/31/50)		125		116,840
3.95%, 01/31/60 (Call 07/31/59)		41		38,501
4.15%, 10/16/28 (Call 07/16/28)		33		35,465
4.20%, 01/31/50 (Call 07/31/49)		164		164,712
4.25%, 02/15/48 (Call 08/15/47)		130		131,820
4.45%, 02/15/43 (Call 08/15/42)		43		44,193
4.80%, 02/01/49 (Call 08/01/48)		46		50,229
4.85%, 08/15/42 (Call 02/15/42)		87		94,606
4.85%, 03/15/44 (Call 09/15/43)		40		43,571
4.90%, 05/15/46 (Call 11/15/45)		91		99,661
4.95%, 10/15/54 (Call 04/15/54)		54		60,135
5.10%, 02/15/45 (Call 08/15/44)		164		183,365
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)^(a)		75		69,599
5.70%, 02/15/42		88		104,364
5.95%, 02/01/41		103		125,761
6.13%, 10/15/39		20		24,748
6.45%, 09/01/40		2		2,562
7.55%, 04/15/38		24		32,829
Series D, 6.88%, 03/01/33		15		19,284
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)^(a)		20		19,041
Series H, 6.65%, 10/15/34		5		6,307
Kinder Morgan Energy Partners LP
4.70%, 11/01/42 (Call 05/01/42)		23		23,540
5.00%, 08/15/42 (Call 02/15/42)		15		15,781
5.00%, 03/01/43 (Call 09/01/42)		30		31,804
5.40%, 09/01/44 (Call 03/01/44)		99		110,418
5.50%, 03/01/44 (Call 09/01/43)		101		113,378
5.63%, 09/01/41		5		5,646
5.80%, 03/15/35		40		46,975
6.38%, 03/01/41		94		113,312
6.50%, 02/01/37		47		58,203
6.50%, 09/01/39		78		94,550
6.55%, 09/15/40		9		11,013
6.95%, 01/15/38		223		284,610
7.30%, 08/15/33		72		92,350
7.40%, 03/15/31		15		19,166
7.50%, 11/15/40		21		28,075
7.75%, 03/15/32		60		79,493
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)		50		47,909
3.25%, 08/01/50 (Call 02/01/50)		85		71,532
3.60%, 02/15/51 (Call 08/15/50)		10		8,966
4.30%, 03/01/28 (Call 12/01/27)		65		69,270
5.05%, 02/15/46 (Call 08/15/45)		13		14,078
5.20%, 03/01/48 (Call 09/01/47)		159		177,015
5.30%, 12/01/34 (Call 06/01/34)		140		157,865
5.55%, 06/01/45 (Call 12/01/44)		279		319,756
7.75%, 01/15/32		60		79,448
7.80%, 08/01/31		5		6,607
Magellan Midstream Partners LP
3.95%, 03/01/50 (Call 09/01/49)		128		121,175
4.20%, 10/03/47 (Call 04/03/47)		93		91,384
4.25%, 09/15/46 (Call 03/15/46)		35		34,686
4.85%, 02/01/49 (Call 08/01/48)		22		23,567
5.15%, 10/15/43 (Call 04/15/43)		45		49,590
MPLX LP
4.00%, 03/15/28 (Call 12/15/27)		29		30,265


Security	Par (000)		Value

Pipelines (continued)
4.25%, 12/01/27 (Call 09/01/27)	$	145	$	153,738
4.50%, 04/15/38 (Call 10/15/37)		49		50,687
4.70%, 04/15/48 (Call 10/15/47)		118		122,249
4.80%, 02/15/29 (Call 11/15/28)		123		134,764
4.90%, 04/15/58 (Call 10/15/57)		70		72,169
5.20%, 03/01/47 (Call 09/01/46)		82		90,325
5.50%, 02/15/49 (Call 08/15/48)		196		223,912
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27)		27		28,482
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)		9		8,882
2.75%, 09/01/24 (Call 08/01/24)		40		40,215
3.10%, 03/15/30 (Call 12/15/29)		145		140,566
3.40%, 09/01/29 (Call 06/01/29)		25		24,758
4.00%, 07/13/27 (Call 04/13/27)		129		134,304
4.35%, 03/15/29 (Call 12/15/28)		95		99,525
4.45%, 09/01/49 (Call 03/01/49)		155		152,608
4.50%, 03/15/50 (Call 09/15/49)		83		82,024
4.55%, 07/15/28 (Call 04/15/28)		148		157,938
4.95%, 07/13/47 (Call 01/06/47)		177		185,668
5.20%, 07/15/48 (Call 01/15/48)		70		76,234
6.00%, 06/15/35		90		103,553
6.35%, 01/15/31 (Call 10/15/30)		30		35,603
7.15%, 01/15/51 (Call 07/15/50)		130		172,480
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)		155		164,334
6.13%, 02/01/41 (Call 08/01/40)		89		102,516
6.20%, 09/15/43 (Call 03/15/43)		116		134,025
6.65%, 10/01/36		40		48,226
6.85%, 10/15/37		25		30,909
Phillips 66 Partners LP
4.68%, 02/15/45 (Call 08/15/44)		2		2,157
4.90%, 10/01/46 (Call 04/01/46)		25		27,760
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		20		19,789
4.30%, 01/31/43 (Call 07/31/42)		107		97,276
4.70%, 06/15/44 (Call 12/15/43)		35		33,284
4.90%, 02/15/45 (Call 08/15/44)		41		39,743
5.15%, 06/01/42 (Call 12/01/41)		65		65,003
6.65%, 01/15/37		47		55,517
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		122		128,492
4.50%, 05/15/30 (Call 11/15/29)		84		90,439
5.00%, 03/15/27 (Call 09/15/26)		147		159,971
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		95		97,803
3.50%, 03/15/25 (Call 12/15/24)		15		15,416
4.50%, 03/15/45 (Call 09/15/44)		94		97,793
5.95%, 09/25/43 (Call 03/25/43)		27		33,901
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		95		100,774
4.38%, 03/13/25 (Call 12/13/24)		50		52,549
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		50		59,904
7.63%, 04/01/37		10		13,045
Texas Eastern Transmission LP, 7.00%, 07/15/32		95		122,934
TransCanada PipeLines Ltd.
4.10%, 04/15/30 (Call 01/15/30)		74		78,502
4.25%, 05/15/28 (Call 02/15/28)		140		149,416
4.63%, 03/01/34 (Call 12/01/33)		37		40,494
4.75%, 05/15/38 (Call 11/15/37)		45		49,245


Security	Par (000)		Value

Pipelines (continued)
4.88%, 05/15/48 (Call 11/15/47)	$	49	$	55,480
5.00%, 10/16/43 (Call 04/16/43)		9		10,193
5.10%, 03/15/49 (Call 09/15/48)		104		122,212
5.60%, 03/31/34		12		14,083
5.85%, 03/15/36		70		84,893
6.10%, 06/01/40		55		69,536
6.20%, 10/15/37		67		84,639
7.25%, 08/15/38		79		109,097
7.63%, 01/15/39		172		245,528
Transcontinental Gas Pipe Line Co. LLC
3.95%, 05/15/50 (Call 11/15/49)		85		84,651
4.00%, 03/15/28 (Call 12/15/27)		15		15,840
4.45%, 08/01/42 (Call 02/01/42)		7		7,414
4.60%, 03/15/48 (Call 09/15/47)		90		98,036
5.40%, 08/15/41 (Call 02/15/41)		23		26,823
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27)		80		85,419
Williams Companies Inc. (The)
3.75%, 06/15/27 (Call 03/15/27)		95		99,037
4.85%, 03/01/48 (Call 09/01/47)		30		32,609
4.90%, 01/15/45 (Call 07/15/44)		97		104,481
5.10%, 09/15/45 (Call 03/15/45)		206		227,894
5.40%, 03/04/44 (Call 09/04/43)		43		48,307
5.75%, 06/24/44 (Call 12/24/43)		30		35,353
5.80%, 11/15/43 (Call 05/15/43)		26		30,764
6.30%, 04/15/40		105		129,670
8.75%, 03/15/32		58		81,619
Series A, 7.50%, 01/15/31		7		8,996


				12,537,926

Real Estate — 0.0%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		85		88,295
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		215		203,527
4.88%, 03/01/26 (Call 12/01/25)		518		562,626


				854,448

Real Estate Investment Trusts — 0.9%
Alexandria Real Estate Equities Inc.
2.75%, 12/15/29 (Call 09/15/29)		10		9,892
3.38%, 08/15/31 (Call 05/15/31)		32		32,708
3.95%, 01/15/27 (Call 10/15/26)		13		13,830
4.00%, 02/01/50 (Call 08/01/49)		45		46,669
4.50%, 07/30/29 (Call 04/30/29)		85		93,718
4.70%, 07/01/30 (Call 04/01/30)		127		141,985
4.85%, 04/15/49 (Call 10/15/48)		42		48,974
4.90%, 12/15/30 (Call 09/15/30)		89		102,075
American Campus Communities Operating Partnership LP
2.85%, 02/01/30 (Call 11/01/29)		133		129,019
3.30%, 07/15/26 (Call 05/15/26)		50		51,446
3.63%, 11/15/27 (Call 08/15/27)		92		95,295
American Homes 4 Rent LP
4.25%, 02/15/28 (Call 11/15/27)		24		25,325
4.90%, 02/15/29 (Call 11/15/28)		43		47,294
American Tower Corp.
2.10%, 06/15/30 (Call 03/15/30)		45		40,805
2.40%, 03/15/25 (Call 02/15/25)		502		500,449
2.75%, 01/15/27 (Call 11/15/26)		200		199,738
2.90%, 01/15/30 (Call 10/15/29)		25		24,135
2.95%, 01/15/25 (Call 12/15/24)		195		197,135


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.95%, 01/15/51 (Call 07/15/50)	$	150	$	122,797
3.00%, 06/15/23		200		202,968
3.10%, 06/15/50 (Call 12/15/49)		164		137,565
3.13%, 01/15/27 (Call 10/15/26)		65		65,690
3.38%, 05/15/24 (Call 04/15/24)		90		91,996
3.38%, 10/15/26 (Call 07/15/26)		225		230,942
3.55%, 07/15/27 (Call 04/15/27)		50		51,432
3.60%, 01/15/28 (Call 10/15/27)		215		220,685
3.70%, 10/15/49 (Call 04/15/49)		67		62,470
3.80%, 08/15/29 (Call 05/15/29)		255		263,568
3.95%, 03/15/29 (Call 12/15/28)		106		110,083
4.00%, 06/01/25 (Call 03/01/25)		327		340,436
4.40%, 02/15/26 (Call 11/15/25)		125		132,605
5.00%, 02/15/24		245		258,090
AvalonBay Communities Inc.
2.30%, 03/01/30 (Call 12/01/29)		27		26,113
3.30%, 06/01/29 (Call 03/01/29)		32		33,167
3.90%, 10/15/46 (Call 04/15/46)		29		31,196
4.35%, 04/15/48 (Call 10/15/47)		127		145,542
Boston Properties LP
2.75%, 10/01/26 (Call 07/01/26)		145		145,355
2.90%, 03/15/30 (Call 12/15/29)		60		58,501
3.20%, 01/15/25 (Call 10/15/24)		260		265,738
3.25%, 01/30/31 (Call 10/30/30)		77		76,865
3.40%, 06/21/29 (Call 03/21/29)		121		123,668
3.65%, 02/01/26 (Call 11/03/25)		367		380,142
4.50%, 12/01/28 (Call 09/01/28)		35		38,182
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		70		73,058
4.55%, 10/01/29 (Call 07/01/29)		10		10,726
Brixmor Operating Partnership LP
3.85%, 02/01/25 (Call 11/01/24)		10		10,390
3.90%, 03/15/27 (Call 12/15/26)		60		62,545
4.05%, 07/01/30 (Call 04/01/30)		172		179,958
4.13%, 06/15/26 (Call 03/15/26)		35		36,891
4.13%, 05/15/29 (Call 02/15/29)		10		10,556
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		30		29,728
3.15%, 07/01/29 (Call 04/01/29)		55		56,126
3.35%, 11/01/49 (Call 05/01/49)		30		29,543
4.10%, 10/15/28 (Call 07/15/28)		15		16,226
Crown Castle International Corp.
3.10%, 11/15/29 (Call 08/15/29)		90		88,584
3.25%, 01/15/51 (Call 07/15/50)		18		15,557
3.30%, 07/01/30 (Call 04/01/30)		175		173,561
3.65%, 09/01/27 (Call 06/01/27)		115		119,051
3.70%, 06/15/26 (Call 03/15/26)		65		67,451
3.80%, 02/15/28 (Call 11/15/27)		137		142,392
4.00%, 03/01/27 (Call 12/01/26)		15		15,747
4.00%, 11/15/49 (Call 05/15/49)		120		117,570
4.15%, 07/01/50 (Call 01/01/50)		10		9,966
4.30%, 02/15/29 (Call 11/15/28)		135		143,640
4.45%, 02/15/26 (Call 11/15/25)		164		174,281
4.75%, 05/15/47 (Call 11/15/46)		144		158,148
5.20%, 02/15/49 (Call 08/15/48)		161		185,651
CubeSmart LP
2.25%, 12/15/28 (Call 10/15/28)		80		76,051
3.00%, 02/15/30 (Call 11/15/29)		35		34,720
4.38%, 02/15/29 (Call 11/15/28)		5		5,407


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
CyrusOne LP/CyrusOne Finance Corp., 3.45%, 11/15/29 (Call 08/15/29)	$	164	$	173,748
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		124		127,637
3.70%, 08/15/27 (Call 05/15/27)		34		35,607
4.45%, 07/15/28 (Call 04/15/28)		170		183,410
Duke Realty LP
2.88%, 11/15/29 (Call 08/15/29)		25		24,987
3.05%, 03/01/50 (Call 09/01/49)		56		49,334
3.25%, 06/30/26 (Call 03/30/26)		27		27,744
3.38%, 12/15/27 (Call 09/15/27)		10		10,350
4.00%, 09/15/28 (Call 06/15/28)		20		21,437
Equinix Inc.
2.15%, 07/15/30 (Call 04/15/30)		200		182,456
2.63%, 11/18/24 (Call 10/18/24)		450		452,808
2.90%, 11/18/26 (Call 09/18/26)		225		226,665
2.95%, 09/15/51 (Call 03/15/51)		25		20,527
3.00%, 07/15/50 (Call 01/15/50)		237		197,791
3.20%, 11/18/29 (Call 08/18/29)		361		356,293
3.40%, 02/15/52 (Call 08/15/51)		40		36,007
ERP Operating LP
1.85%, 08/01/31 (Call 05/01/31)		65		59,931
2.50%, 02/15/30 (Call 11/15/29)		74		72,464
2.85%, 11/01/26 (Call 08/01/26)		12		12,284
3.00%, 07/01/29 (Call 04/01/29)		55		55,635
3.25%, 08/01/27 (Call 05/01/27)		10		10,356
3.50%, 03/01/28 (Call 12/01/27)		24		25,271
4.00%, 08/01/47 (Call 02/01/47)		5		5,455
4.15%, 12/01/28 (Call 09/01/28)		5		5,410
4.50%, 07/01/44 (Call 01/01/44)		45		51,881
4.50%, 06/01/45 (Call 12/01/44)		11		12,718
Essex Portfolio LP
3.00%, 01/15/30 (Call 10/15/29)		20		19,918
4.50%, 03/15/48 (Call 09/15/47)		15		16,751
Federal Realty Investment Trust
3.20%, 06/15/29 (Call 03/15/29)		4		4,060
4.50%, 12/01/44 (Call 06/01/44)		20		21,876
GLP Capital LP/GLP Financing II Inc.
4.00%, 01/15/30 (Call 10/17/29)		129		130,054
5.30%, 01/15/29 (Call 10/15/28)		102		110,977
5.75%, 06/01/28 (Call 03/03/28)		102		112,814
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29)		15		14,794
Healthpeak Properties Inc.
3.00%, 01/15/30 (Call 10/15/29)		259		258,360
3.25%, 07/15/26 (Call 05/15/26)		80		82,762
3.40%, 02/01/25 (Call 11/01/24)		5		5,135
3.50%, 07/15/29 (Call 04/15/29)		114		117,985
4.00%, 06/01/25 (Call 03/01/25)		12		12,543
6.75%, 02/01/41 (Call 08/01/40)		115		160,129
Highwoods Realty LP, 3.05%, 02/15/30 (Call 11/15/29)		10		9,868
Host Hotels & Resorts LP
Series E, 4.00%, 06/15/25 (Call 03/15/25)		165		170,834
Series F, 4.50%, 02/01/26 (Call 11/01/25)		25		26,235
Series H, 3.38%, 12/15/29 (Call 09/16/29)		10		9,857
Series I, 3.50%, 09/15/30 (Call 06/15/30)		45		44,029
Series J, 2.90%, 12/15/31 (Call 09/15/31)		80		73,933
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		10		9,974
3.95%, 11/01/27 (Call 08/01/27)		25		26,012


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.65%, 04/01/29 (Call 01/01/29)	$	40	$	43,408
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)		35		32,147
3.05%, 02/15/30 (Call 11/15/29)		59		57,995
3.45%, 12/15/24 (Call 09/15/24)		30		30,750
4.25%, 08/15/29 (Call 05/15/29)		125		132,835
4.38%, 10/01/25 (Call 07/01/25)		55		57,982
4.75%, 12/15/28 (Call 09/15/28)		100		108,846
Kimco Realty Corp.
2.80%, 10/01/26 (Call 07/01/26)		15		15,075
3.70%, 10/01/49 (Call 04/01/49)		102		98,939
3.80%, 04/01/27 (Call 01/01/27)		25		26,262
4.13%, 12/01/46 (Call 06/01/46)		107		110,599
4.25%, 04/01/45 (Call 10/01/44)		25		26,233
4.45%, 09/01/47 (Call 03/01/47)		80		87,705
Life Storage LP
2.40%, 10/15/31 (Call 07/15/31)		45		41,766
3.88%, 12/15/27 (Call 09/15/27)		10		10,603
4.00%, 06/15/29 (Call 03/15/29)		35		37,110
Mid-America Apartments LP
2.75%, 03/15/30 (Call 12/15/29)		12		11,837
3.95%, 03/15/29 (Call 12/15/28)		22		23,522
4.20%, 06/15/28 (Call 03/15/28)		2		2,155
National Retail Properties Inc.
2.50%, 04/15/30 (Call 01/15/30)		10		9,594
3.10%, 04/15/50 (Call 10/15/49)		10		8,695
4.30%, 10/15/28 (Call 07/15/28)		10		10,708
Omega Healthcare Investors Inc., 3.63%, 10/01/29 (Call 07/01/29)		77		75,830
Physicians Realty LP, 3.95%, 01/15/28 (Call 10/15/27)		5		5,247
Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30)		70		68,372
Prologis LP
2.13%, 04/15/27 (Call 02/15/27)		185		182,046
2.25%, 04/15/30 (Call 01/15/30)		192		184,449
3.00%, 04/15/50 (Call 10/15/49)		101		92,897
3.25%, 10/01/26 (Call 07/01/26)		22		22,861
3.88%, 09/15/28 (Call 06/15/28)		105		112,038
4.38%, 02/01/29 (Call 11/01/28)		35		38,540
4.38%, 09/15/48 (Call 03/15/48)		100		113,477
Realty Income Corp.
3.25%, 06/15/29 (Call 03/15/29)		10		10,251
3.65%, 01/15/28 (Call 10/15/27)		97		101,281
4.65%, 03/15/47 (Call 09/15/46)		58		67,359
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		80		78,969
3.60%, 02/01/27 (Call 11/01/26)		30		31,456
4.13%, 03/15/28 (Call 12/15/27)		32		34,216
4.40%, 02/01/47 (Call 08/01/46)		20		21,342
4.65%, 03/15/49 (Call 09/15/48)		70		78,590
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		50		46,417
3.90%, 10/15/29 (Call 07/15/29)		85		84,839
Simon Property Group LP
2.45%, 09/13/29 (Call 06/13/29)		60		57,980
2.65%, 02/01/32 (Call 11/01/31)		50		48,081
3.25%, 11/30/26 (Call 08/30/26)		25		25,720
3.25%, 09/13/49 (Call 03/13/49)		210		193,496
3.38%, 12/01/27 (Call 09/01/27)		30		30,940
3.80%, 07/15/50 (Call 01/15/50)		87		87,980


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.25%, 10/01/44 (Call 04/01/44)	$	50	$	53,300
4.25%, 11/30/46 (Call 05/30/46)		27		29,219
4.75%, 03/15/42 (Call 09/15/41)		5		5,617
6.75%, 02/01/40 (Call 11/01/39)		9		12,248
SITE Centers Corp., 4.70%, 06/01/27 (Call 03/01/27)		137		146,438
Spirit Realty LP
3.40%, 01/15/30 (Call 10/15/29)		10		9,980
4.00%, 07/15/29 (Call 04/15/29)		30		31,205
STORE Capital Corp., 4.63%, 03/15/29 (Call 12/15/28)		59		63,332
Tanger Properties LP, 3.88%, 07/15/27 (Call 04/15/27)		25		25,851
UDR Inc.
3.00%, 08/15/31 (Call 05/15/31)		90		88,716
3.10%, 11/01/34 (Call 08/01/34)		25		24,219
3.20%, 01/15/30 (Call 10/15/29)		10		10,025
3.50%, 01/15/28 (Call 10/15/27)		25		25,731
4.40%, 01/26/29 (Call 10/26/28)		30		32,407
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)		40		40,216
3.00%, 01/15/30 (Call 10/15/29)		55		54,388
3.25%, 10/15/26 (Call 07/15/26)		25		25,581
3.50%, 02/01/25 (Call 11/01/24)		55		56,431
3.85%, 04/01/27 (Call 01/01/27)		70		73,779
4.00%, 03/01/28 (Call 12/01/27)		5		5,314
4.13%, 01/15/26 (Call 10/15/25)		105		110,717
4.38%, 02/01/45 (Call 08/01/44)		21		22,042
4.40%, 01/15/29 (Call 10/15/28)		87		94,328
4.75%, 11/15/30 (Call 08/15/30)		45		50,278
4.88%, 04/15/49 (Call 10/15/48)		79		90,803
5.70%, 09/30/43 (Call 03/30/43)		48		59,512
Welltower Inc.
2.70%, 02/15/27 (Call 12/15/26)		110		110,846
3.10%, 01/15/30 (Call 10/15/29)		20		20,012
3.63%, 03/15/24 (Call 02/15/24)		215		220,928
4.00%, 06/01/25 (Call 03/01/25)		95		99,432
4.13%, 03/15/29 (Call 12/15/28)		65		69,580
4.25%, 04/01/26 (Call 01/01/26)		116		123,422
4.25%, 04/15/28 (Call 01/15/28)		74		79,440
4.95%, 09/01/48 (Call 03/01/48)		28		33,033
6.50%, 03/15/41 (Call 09/15/40)		80		107,016
Weyerhaeuser Co.
3.38%, 03/09/33 (Call 12/09/32)		60		60,474
4.00%, 11/15/29 (Call 08/15/29)		164		174,816
4.00%, 04/15/30 (Call 01/15/30)		342		363,054
4.00%, 03/09/52		35		35,524
6.95%, 10/01/27		90		108,319
7.38%, 03/15/32		319		428,915
8.50%, 01/15/25		55		64,415
WP Carey Inc.
2.45%, 02/01/32 (Call 11/01/31)		35		32,348
3.85%, 07/15/29 (Call 04/15/29)		30		31,422


				17,621,031

Retail — 0.8%
AutoNation Inc.
3.80%, 11/15/27 (Call 08/15/27)		195		202,135
3.85%, 03/01/32 (Call 12/01/31)		100		101,089
4.75%, 06/01/30 (Call 03/01/30)		166		179,058
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		990		903,424
4.45%, 10/01/28 (Call 07/01/28)		691		744,718


Security	Par (000)		Value

Retail (continued)
Darden Restaurants Inc.
3.85%, 05/01/27 (Call 02/01/27)	$	213	$	224,340
4.55%, 02/15/48 (Call 08/15/47)		178		181,450
Dollar General Corp., 4.13%, 04/03/50 (Call 10/03/49)		64		66,088
Home Depot Inc. (The)
1.50%, 09/15/28 (Call 07/15/28)		100		94,634
1.88%, 09/15/31 (Call 06/15/31)		100		92,877
2.13%, 09/15/26 (Call 06/15/26)		100		100,088
2.50%, 04/15/27 (Call 02/15/27)		172		173,619
2.70%, 04/01/23 (Call 01/01/23)		1,002		1,013,092
2.70%, 04/15/30 (Call 01/15/30)		358		357,681
2.75%, 09/15/51 (Call 03/15/51)		50		44,438
2.80%, 09/14/27 (Call 06/14/27)		80		81,877
2.95%, 06/15/29 (Call 03/15/29)		800		817,352
3.00%, 04/01/26 (Call 01/01/26)		5		5,181
3.13%, 12/15/49 (Call 06/15/49)		152		143,255
3.30%, 04/15/40 (Call 10/15/39)		51		51,017
3.35%, 09/15/25 (Call 06/15/25)		230		239,080
3.35%, 04/15/50 (Call 10/15/49)		77		75,451
3.50%, 09/15/56 (Call 03/15/56)		90		90,009
3.75%, 02/15/24 (Call 11/15/23)		82		84,904
3.90%, 12/06/28 (Call 09/06/28)		190		205,242
3.90%, 06/15/47 (Call 12/15/46)		85		90,327
4.20%, 04/01/43 (Call 10/01/42)		70		77,596
4.25%, 04/01/46 (Call 10/01/45)		149		165,685
4.40%, 03/15/45 (Call 09/15/44)		185		208,921
4.50%, 12/06/48 (Call 06/06/48)		145		167,993
4.88%, 02/15/44 (Call 08/15/43)		55		65,960
5.40%, 09/15/40 (Call 03/15/40)		45		56,327
5.88%, 12/16/36		255		336,873
5.95%, 04/01/41 (Call 10/01/40)		186		246,590
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45)		17		17,375
Lowe’s Companies Inc.
2.50%, 04/15/26 (Call 01/15/26)		59		59,620
3.00%, 10/15/50 (Call 04/15/50)		78		67,890
3.10%, 05/03/27 (Call 02/03/27)		200		205,974
3.13%, 09/15/24 (Call 06/15/24)		12		12,284
3.38%, 09/15/25 (Call 06/15/25)		110		114,065
3.65%, 04/05/29 (Call 01/05/29)		215		225,380
3.70%, 04/15/46 (Call 10/15/45)		185		180,408
3.88%, 09/15/23 (Call 06/15/23)		100		102,796
4.00%, 04/15/25 (Call 03/15/25)		175		184,000
4.05%, 05/03/47 (Call 11/03/46)		200		205,552
4.38%, 09/15/45 (Call 03/15/45)		139		148,113
4.50%, 04/15/30 (Call 01/15/30)		225		248,132
4.55%, 04/05/49 (Call 10/05/48)		130		144,812
4.65%, 04/15/42 (Call 10/15/41)		85		94,766
5.00%, 04/15/40 (Call 10/15/39)		104		119,374
5.13%, 04/15/50 (Call 10/15/49)		106		127,673
5.50%, 10/15/35		63		76,943
6.50%, 03/15/29		15		18,225
McDonald’s Corp.
3.63%, 05/01/43		83		81,129
3.63%, 09/01/49 (Call 03/01/49)		152		149,474
3.70%, 02/15/42		50		49,680
3.80%, 04/01/28 (Call 01/01/28)		126		133,939
4.20%, 04/01/50 (Call 10/01/49)		82		87,742
4.45%, 03/01/47 (Call 09/01/46)		127		139,028
4.45%, 09/01/48 (Call 03/01/48)		41		45,075
4.60%, 05/26/45 (Call 11/26/44)		105		116,153


Security	Par (000)		Value

Retail (continued)
4.70%, 12/09/35 (Call 06/09/35)	$	124	$	140,664
4.88%, 07/15/40		70		80,732
4.88%, 12/09/45 (Call 06/09/45)		120		137,538
5.70%, 02/01/39		69		84,675
6.30%, 10/15/37		67		88,746
6.30%, 03/01/38		75		98,325
O’Reilly Automotive Inc.
3.90%, 06/01/29 (Call 03/01/29)		20		21,026
4.20%, 04/01/30 (Call 01/01/30)		62		66,471
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		190		185,375
2.25%, 03/12/30 (Call 12/12/29)		100		94,456
3.35%, 03/12/50 (Call 09/12/49)		70		63,685
3.50%, 03/01/28 (Call 12/01/27)		136		141,496
3.50%, 11/15/50 (Call 05/15/50)		70		65,698
3.55%, 08/15/29 (Call 05/15/29)		70		72,862
3.75%, 12/01/47 (Call 06/01/47)		93		90,159
4.00%, 11/15/28 (Call 08/15/28)		37		39,637
4.30%, 06/15/45 (Call 12/10/44)		37		38,727
4.45%, 08/15/49 (Call 02/15/49)		71		76,314
4.50%, 11/15/48 (Call 05/15/48)		85		92,309
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)		35		34,699
2.25%, 04/15/25 (Call 03/15/25)		147		147,992
2.35%, 02/15/30 (Call 11/15/29)		86		84,522
2.50%, 04/15/26		85		86,954
2.65%, 09/15/30 (Call 06/15/30)		105		105,359
2.95%, 01/15/52 (Call 07/15/51)		150		141,488
3.38%, 04/15/29 (Call 01/15/29)		230		243,814
3.50%, 07/01/24		137		142,607
3.63%, 04/15/46		146		153,741
3.90%, 11/15/47 (Call 05/15/47)		20		22,000
4.00%, 07/01/42		146		161,749
6.50%, 10/15/37		230		323,113
7.00%, 01/15/38		110		161,038
TJX Companies Inc. (The)
2.25%, 09/15/26 (Call 06/15/26)		65		65,111
3.88%, 04/15/30 (Call 01/15/30)		142		152,281
4.50%, 04/15/50 (Call 10/15/49)^(d)		36		44,167
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30)		174		154,803
Walgreens Boots Alliance Inc.
0.95%, 11/17/23 (Call 05/17/22)		200		197,150
4.10%, 04/15/50 (Call 10/15/49)		23		23,065


				14,968,521

Semiconductors — 0.7%
Analog Devices Inc.
2.80%, 10/01/41 (Call 04/01/41)		25		23,002
5.30%, 12/15/45 (Call 06/15/45)		15		19,171
Applied Materials Inc.
2.75%, 06/01/50 (Call 12/01/49)		25		22,652
3.30%, 04/01/27 (Call 01/01/27)		541		565,080
3.90%, 10/01/25 (Call 07/01/25)		132		139,469
4.35%, 04/01/47 (Call 10/01/46)		271		310,585
5.10%, 10/01/35 (Call 04/01/35)		20		24,344
5.85%, 06/15/41		240		319,673
Broadcom Inc.
3.14%, 11/15/35 (Call 08/15/35)^(b)		45		41,702
3.19%, 11/15/36 (Call 08/15/36)^(b)		39		36,200
3.42%, 04/15/33 (Call 01/15/33)^(b)		159		155,209
3.47%, 04/15/34 (Call 01/15/34)^(b)		104		100,849


Security	Par (000)		Value

Semiconductors (continued)
3.50%, 02/15/41 (Call 08/15/40)^(b)	$	118	$	109,038
3.75%, 02/15/51 (Call 08/15/50)^(b)		74		69,115
4.30%, 11/15/32 (Call 08/15/32)		318		335,140
5.00%, 04/15/30 (Call 01/15/30)		120		132,624
Intel Corp.
1.60%, 08/12/28 (Call 06/12/28)		75		71,128
2.00%, 08/12/31 (Call 05/12/31)		100		93,169
2.45%, 11/15/29 (Call 08/15/29)		160		156,712
2.60%, 05/19/26 (Call 02/19/26)		225		229,491
2.70%, 06/17/24 (Call 04/17/24)		30		30,586
2.80%, 08/12/41 (Call 02/12/41)		60		54,068
2.88%, 05/11/24 (Call 03/11/24)		271		277,209
3.05%, 08/12/51 (Call 02/12/51)		10		9,037
3.10%, 02/15/60 (Call 08/15/59)		27		23,617
3.15%, 05/11/27 (Call 02/11/27)		135		139,932
3.20%, 08/12/61 (Call 02/12/61)		5		4,433
3.25%, 11/15/49 (Call 05/15/49)		175		163,413
3.40%, 03/25/25 (Call 02/25/25)		261		270,373
3.70%, 07/29/25 (Call 04/29/25)		134		140,254
3.73%, 12/08/47 (Call 06/08/47)		189		191,147
3.75%, 03/25/27 (Call 01/25/27)		88		93,624
3.90%, 03/25/30 (Call 12/25/29)		87		93,818
4.00%, 12/15/32		181		199,303
4.10%, 05/19/46 (Call 11/19/45)		74		79,096
4.10%, 05/11/47 (Call 11/11/46)		100		106,708
4.25%, 12/15/42		45		49,357
4.60%, 03/25/40 (Call 09/25/39)		335		379,046
4.75%, 03/25/50 (Call 09/25/49)		178		208,970
4.80%, 10/01/41		100		117,712
4.90%, 07/29/45 (Call 01/29/45)		77		91,451
4.95%, 03/25/60 (Call 09/25/59)^(d)		135		165,494
KLA Corp.
3.30%, 03/01/50 (Call 08/28/49)		65		61,422
5.00%, 03/15/49 (Call 09/15/48)		35		42,192
Lam Research Corp.
2.88%, 06/15/50 (Call 12/15/49)		96		85,770
3.13%, 06/15/60 (Call 12/15/59)		65		58,657
3.75%, 03/15/26 (Call 01/15/26)		334		353,258
3.80%, 03/15/25 (Call 12/15/24)		54		56,501
4.00%, 03/15/29 (Call 12/15/28)		226		245,102
4.88%, 03/15/49 (Call 09/15/48)		175		212,002
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27)		35		36,570
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		50		46,738
3.48%, 11/01/51 (Call 05/01/51)		75		66,440
4.19%, 02/15/27 (Call 12/15/26)		149		157,642
4.66%, 02/15/30 (Call 11/15/29)		67		72,654
4.98%, 02/06/26 (Call 12/06/25)		185		199,817
5.33%, 02/06/29 (Call 11/06/28)		128		143,027
NVIDIA Corp.
2.00%, 06/15/31 (Call 03/15/31)		415		390,415
2.85%, 04/01/30 (Call 01/01/30)		365		369,555
3.20%, 09/16/26 (Call 06/16/26)		685		714,880
3.50%, 04/01/40 (Call 10/01/39)		225		231,163
3.50%, 04/01/50 (Call 10/01/49)		297		304,532
3.70%, 04/01/60 (Call 10/01/59)		30		31,328
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)^(b)		320		297,859
3.25%, 11/30/51 (Call 05/30/51)^(b)		5		4,389


Security	Par (000)		Value

Semiconductors (continued)
QUALCOMM Inc.
4.30%, 05/20/47 (Call 11/20/46)	$	90	$	101,751
4.80%, 05/20/45 (Call 11/20/44)		229		272,870
Texas Instruments Inc.
1.38%, 03/12/25 (Call 02/12/25)		653		641,990
1.75%, 05/04/30 (Call 02/04/30)		170		160,237
1.90%, 09/15/31 (Call 06/15/31)		80		75,462
2.25%, 09/04/29 (Call 06/04/29)		129		127,224
2.63%, 05/15/24 (Call 03/15/24)		620		630,211
2.70%, 09/15/51 (Call 03/15/51)		100		90,259
2.90%, 11/03/27 (Call 08/03/27)		370		383,705
3.88%, 03/15/39 (Call 09/15/38)		153		166,761
4.15%, 05/15/48 (Call 11/15/47)		300		340,947
TSMC Arizona Corp., 3.25%, 10/25/51 (Call 04/25/51)		35		33,371


				13,049,702

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
3.48%, 12/01/27 (Call 09/01/27)		65		66,640
3.84%, 05/01/25 (Call 04/01/25)		140		144,871
4.20%, 05/01/30 (Call 02/01/30)		109		116,718


				328,229

Software — 1.2%
Activision Blizzard Inc.
2.50%, 09/15/50 (Call 03/15/50)		124		104,099
3.40%, 06/15/27 (Call 03/15/27)		60		62,818
4.50%, 06/15/47 (Call 12/15/46)		114		132,066
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		743		743,253
2.15%, 02/01/27 (Call 12/01/26)		249		247,887
2.30%, 02/01/30 (Call 11/01/29)		465		453,133
3.25%, 02/01/25 (Call 11/01/24)		365		376,888
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		105		97,276
2.85%, 01/15/30 (Call 10/15/29)		370		361,501
3.50%, 06/15/27 (Call 03/15/27)		331		344,730
4.38%, 06/15/25 (Call 03/15/25)		170		179,421
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		182		191,084
Citrix Systems Inc.
3.30%, 03/01/30 (Call 12/01/29)		129		129,530
4.50%, 12/01/27 (Call 09/01/27)		250		258,580
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25)		439		477,114
Fidelity National Information Services Inc., 4.50%, 08/15/46 (Call 02/15/46)		67		73,697
Fiserv Inc.
3.50%, 07/01/29 (Call 04/01/29)		75		76,120
3.85%, 06/01/25 (Call 03/01/25)		82		85,397
4.20%, 10/01/28 (Call 07/01/28)		96		102,380
4.40%, 07/01/49 (Call 01/01/49)		158		168,344
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		1,202		1,213,203
2.38%, 05/01/23 (Call 02/01/23)		410		414,153
2.40%, 08/08/26 (Call 05/08/26)		2,059		2,092,603
2.53%, 06/01/50 (Call 12/01/49)		330		293,080
2.68%, 06/01/60 (Call 12/01/59)		502		442,563
2.70%, 02/12/25 (Call 11/12/24)		1,190		1,220,869
2.88%, 02/06/24 (Call 12/06/23)		945		967,812
2.92%, 03/17/52 (Call 09/17/51)		1,305		1,246,993
3.04%, 03/17/62 (Call 09/17/61)		291		278,414


Security	Par (000)		Value

Software (continued)
3.13%, 11/03/25 (Call 08/03/25)	$	1,512	$	1,570,272
3.30%, 02/06/27 (Call 11/06/26)		849		897,699
3.45%, 08/08/36 (Call 02/08/36)		370		397,195
3.50%, 02/12/35 (Call 08/12/34)		305		329,461
3.50%, 11/15/42		30		31,645
3.63%, 12/15/23 (Call 09/15/23)		945		980,022
3.70%, 08/08/46 (Call 02/08/46)		65		70,317
3.75%, 02/12/45 (Call 08/12/44)		5		5,396
4.10%, 02/06/37 (Call 08/06/36)		100		114,443
4.20%, 11/03/35 (Call 05/03/35)		5		5,760
4.25%, 02/06/47 (Call 08/06/46)		55		64,897
4.45%, 11/03/45 (Call 05/03/45)		10		11,990
Oracle Corp.
3.60%, 04/01/40 (Call 10/01/39)		112		101,380
3.60%, 04/01/50 (Call 10/01/49)		367		318,717
3.80%, 11/15/37 (Call 05/15/37)		307		291,911
3.85%, 07/15/36 (Call 01/15/36)		59		56,986
3.85%, 04/01/60 (Call 10/01/59)		408		351,598
3.90%, 05/15/35 (Call 11/15/34)		87		85,223
3.95%, 03/25/51 (Call 09/25/50)		151		138,487
4.00%, 07/15/46 (Call 01/15/46)		227		208,586
4.00%, 11/15/47 (Call 05/15/47)		229		209,787
4.10%, 03/25/61 (Call 09/25/60)		39		35,191
4.13%, 05/15/45 (Call 11/15/44)		117		109,124
4.30%, 07/08/34 (Call 01/08/34)		210		216,724
4.38%, 05/15/55 (Call 11/15/54)		176		167,348
4.50%, 07/08/44 (Call 01/08/44)		100		99,444
5.38%, 07/15/40		142		155,817
6.13%, 07/08/39		69		82,658
6.50%, 04/15/38		56		69,304
Roper Technologies Inc.
2.35%, 09/15/24 (Call 08/15/24)		213		213,831
2.95%, 09/15/29 (Call 06/15/29)		110		108,946
3.65%, 09/15/23 (Call 08/15/23)		345		353,715
3.80%, 12/15/26 (Call 09/15/26)		134		141,006
3.85%, 12/15/25 (Call 09/15/25)		60		62,821
4.20%, 09/15/28 (Call 06/15/28)		205		218,963
salesforce.com Inc.
2.90%, 07/15/51 (Call 01/15/51)		355		323,703
3.05%, 07/15/61 (Call 01/15/61)		125		112,807
3.25%, 04/11/23 (Call 03/11/23)		1,345		1,371,900
3.70%, 04/11/28 (Call 01/11/28)		320		341,485
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		80		70,547
VMware Inc.
3.90%, 08/21/27 (Call 05/21/27)		260		271,929
4.50%, 05/15/25 (Call 04/15/25)		175		185,302
4.65%, 05/15/27 (Call 03/15/27)		170		184,052
4.70%, 05/15/30 (Call 02/15/30)		138		151,496


				24,124,893

Telecommunications — 1.3%
America Movil SAB de CV
6.13%, 11/15/37		2		2,537
6.13%, 03/30/40		267		341,173
AT&T Inc.
3.30%, 02/01/52 (Call 08/01/51)		75		66,548
3.50%, 06/01/41 (Call 12/01/40)		240		228,151
3.50%, 09/15/53 (Call 03/15/53)		524		480,178
3.50%, 02/01/61 (Call 08/01/60)		361		318,759
3.55%, 09/15/55 (Call 03/15/55)		521		472,521
3.65%, 06/01/51 (Call 12/01/50)		219		206,924


Security	Par (000)		Value

Telecommunications (continued)
3.65%, 09/15/59 (Call 03/15/59)	$	438	$	397,564
3.80%, 12/01/57 (Call 06/01/57)		375		352,879
3.85%, 06/01/60 (Call 12/01/59)		130		121,659
4.30%, 02/15/30 (Call 11/15/29)		331		360,413
4.30%, 12/15/42 (Call 06/15/42)		15		15,582
4.35%, 06/15/45 (Call 12/15/44)		50		51,710
4.50%, 05/15/35 (Call 11/15/34)		284		311,985
4.50%, 03/09/48 (Call 09/09/47)		277		297,382
4.55%, 03/09/49 (Call 09/09/48)		141		152,796
4.65%, 06/01/44 (Call 12/01/43)		85		91,785
4.75%, 05/15/46 (Call 11/15/45)		15		16,652
4.80%, 06/15/44 (Call 12/15/43)		10		11,024
4.85%, 03/01/39 (Call 09/01/38)		70		78,002
4.85%, 07/15/45 (Call 01/15/45)		100		111,236
4.90%, 08/15/37 (Call 02/14/37)		83		93,768
4.90%, 06/15/42		142		159,722
5.15%, 03/15/42		65		75,171
5.15%, 02/15/50 (Call 08/14/49)		207		243,680
5.25%, 03/01/37 (Call 09/01/36)		115		135,196
5.35%, 09/01/40		28		33,302
5.45%, 03/01/47 (Call 09/01/46)		120		145,878
5.55%, 08/15/41		20		24,219
5.65%, 02/15/47 (Call 08/15/46)		25		31,183
5.70%, 03/01/57 (Call 09/01/56)		47		59,467
6.00%, 08/15/40 (Call 05/15/40)		40		50,098
6.15%, 09/15/34		15		18,531
6.30%, 01/15/38		10		12,885
6.55%, 02/15/39		18		23,390
British Telecommunications PLC
4.50%, 12/04/23 (Call 11/04/23)		410		424,645
5.13%, 12/04/28 (Call 09/24/28)		145		157,003
9.63%, 12/15/30		577		807,910
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		551		556,604
2.50%, 09/20/26 (Call 06/20/26)		242		247,324
2.60%, 02/28/23		210		212,652
2.95%, 02/28/26		175		181,393
3.50%, 06/15/25		60		62,781
3.63%, 03/04/24		385		399,511
5.50%, 01/15/40		295		379,810
5.90%, 02/15/39		162		215,194
Corning Inc.
3.90%, 11/15/49 (Call 05/15/49)		32		32,322
4.38%, 11/15/57 (Call 05/15/57)		96		101,060
4.75%, 03/15/42		56		64,356
5.35%, 11/15/48 (Call 05/15/48)		49		61,178
5.45%, 11/15/79 (Call 05/15/79)		120		138,923
5.75%, 08/15/40		68		85,562
5.85%, 11/15/68 (Call 05/15/68)		90		116,007
Deutsche Telekom International Finance BV, 8.75%, 06/15/30		348		482,112
Juniper Networks Inc., 5.95%, 03/15/41		59		71,026
Koninklijke KPN NV, 8.38%, 10/01/30		780		1,048,554
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		45		41,362
4.00%, 09/01/24		380		392,924
4.60%, 02/23/28 (Call 11/23/27)		458		494,200
4.60%, 05/23/29 (Call 02/23/29)		147		158,623
5.50%, 09/01/44		195		226,498


Security	Par (000)		Value

Telecommunications (continued)
Orange SA
5.38%, 01/13/42	$	320	$	387,082
5.50%, 02/06/44 (Call 08/06/43)		100		125,663
9.00%, 03/01/31		525		751,422
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)		84		85,558
3.00%, 03/15/23 (Call 12/15/22)		116		117,146
3.63%, 12/15/25 (Call 09/15/25)		337		349,402
3.70%, 11/15/49 (Call 05/15/49)		75		67,736
4.10%, 10/01/23 (Call 07/01/23)		249		255,516
4.30%, 02/15/48 (Call 08/15/47)		180		178,583
4.35%, 05/01/49 (Call 11/01/48)		210		209,544
4.50%, 03/15/43 (Call 09/15/42)		62		64,626
5.00%, 03/15/44 (Call 09/15/43)		170		183,576
5.45%, 10/01/43 (Call 04/01/43)		50		57,461
7.50%, 08/15/38		17		24,091
Telefonica Emisiones SA
4.10%, 03/08/27		50		52,811
4.67%, 03/06/38		10		10,373
4.90%, 03/06/48		200		208,706
5.21%, 03/08/47		45		48,895
5.52%, 03/01/49 (Call 09/01/48)		182		205,283
7.05%, 06/20/36		358		464,448
Telefonica Europe BV, 8.25%, 09/15/30		100		134,219
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		85		85,990
3.40%, 05/13/32 (Call 02/13/32)		50		50,546
3.70%, 09/15/27 (Call 06/15/27)		105		110,556
4.30%, 06/15/49 (Call 12/15/48)		106		116,217
4.60%, 11/16/48 (Call 05/16/48)		56		62,746
T-Mobile USA Inc.
3.30%, 02/15/51 (Call 08/15/50)		50		43,569
3.40%, 10/15/52 (Call 04/15/52)^(b)		150		132,604
3.60%, 11/15/60 (Call 05/15/60)		115		100,864
3.60%, 11/15/60 (Call 05/15/60)^(b)		125		109,795
3.88%, 04/15/30 (Call 01/15/30)		370		382,513
4.38%, 04/15/40 (Call 10/15/39)		159		165,424
4.50%, 04/15/50 (Call 10/15/49)		330		344,233
Verizon Communications Inc.
2.85%, 09/03/41 (Call 03/03/41)		220		196,887
2.88%, 11/20/50 (Call 05/20/50)		120		102,659
2.99%, 10/30/56 (Call 04/30/56)		476		405,833
3.00%, 11/20/60 (Call 05/20/60)		86		71,439
3.55%, 03/22/51 (Call 09/22/50)		205		198,376
3.70%, 03/22/61 (Call 09/22/60)		522		498,040
3.85%, 11/01/42 (Call 05/01/42)		236		238,636
3.88%, 03/01/52 (Call 09/01/51)		50		51,748
4.13%, 08/15/46		159		167,177
4.27%, 01/15/36		280		306,908
4.40%, 11/01/34 (Call 05/01/34)		476		523,238
4.50%, 08/10/33		339		376,910
4.52%, 09/15/48		120		136,181
4.67%, 03/15/55		50		58,047
4.75%, 11/01/41		239		269,996
4.81%, 03/15/39		217		252,879
4.86%, 08/21/46		413		495,860
5.25%, 03/16/37		230		276,874
5.50%, 03/16/47		47		60,057
5.85%, 09/15/35		50		62,936
6.55%, 09/15/43		20		28,475


Security	Par (000)		Value

Telecommunications (continued)
7.75%, 12/01/30	$	5	$	6,772
Vodafone Group PLC
3.75%, 01/16/24		135		139,747
4.13%, 05/30/25		681		716,119
4.25%, 09/17/50		175		179,268
4.38%, 05/30/28		335		362,386
4.38%, 02/19/43		62		64,079
4.88%, 06/19/49		240		266,998
5.00%, 05/30/38		123		139,496
5.13%, 06/19/59		125		143,145
5.25%, 05/30/48		154		178,923
6.15%, 02/27/37		305		379,045
6.25%, 11/30/32		65		80,539
7.88%, 02/15/30		125		165,819


				26,042,174

Toys, Games & Hobbies — 0.1%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		335		339,620
3.50%, 09/15/27 (Call 06/15/27)		199		204,703
3.55%, 11/19/26 (Call 09/19/26)		174		179,756
3.90%, 11/19/29 (Call 08/19/29)		856		894,956
5.10%, 05/15/44 (Call 11/15/43)		220		249,425
6.35%, 03/15/40		5		6,373


				1,874,833

Transportation — 0.6%
Burlington Northern Santa Fe LLC
2.88%, 06/15/52 (Call 12/15/51)		25		22,486
3.05%, 02/15/51 (Call 08/15/50)		52		48,248
3.55%, 02/15/50 (Call 08/15/49)		43		43,584
3.90%, 08/01/46 (Call 02/01/46)		67		71,021
4.05%, 06/15/48 (Call 12/15/47)		65		70,698
4.13%, 06/15/47 (Call 12/15/46)		37		40,599
4.15%, 04/01/45 (Call 10/01/44)		57		61,998
4.15%, 12/15/48 (Call 06/15/48)		18		19,889
4.38%, 09/01/42 (Call 03/01/42)		10		11,206
4.40%, 03/15/42 (Call 09/15/41)		10		11,209
4.45%, 03/15/43 (Call 09/15/42)		105		118,812
4.55%, 09/01/44 (Call 03/01/44)		20		22,861
4.70%, 09/01/45 (Call 03/01/45)		20		23,381
4.90%, 04/01/44 (Call 10/01/43)		40		48,183
4.95%, 09/15/41 (Call 03/15/41)		2		2,382
5.05%, 03/01/41 (Call 09/01/40)		31		37,255
5.15%, 09/01/43 (Call 03/01/43)		77		94,852
5.40%, 06/01/41 (Call 12/01/40)		35		43,762
5.75%, 05/01/40 (Call 11/01/39)		140		179,871
6.15%, 05/01/37		5		6,643
6.20%, 08/15/36		25		33,627
Canadian National Railway Co.
2.45%, 05/01/50 (Call 11/01/49)		50		41,514
3.20%, 08/02/46 (Call 02/02/46)		139		133,211
3.65%, 02/03/48 (Call 08/03/47)		57		58,680
4.45%, 01/20/49 (Call 07/20/48)		40		46,009
6.20%, 06/01/36		55		72,187
6.25%, 08/01/34		10		13,037
6.38%, 11/15/37		41		54,655
Canadian Pacific Railway Co.
1.75%, 12/02/26 (Call 11/02/26)		30		29,134
2.45%, 12/02/31 (Call 09/02/31)		70		67,195
3.00%, 12/02/41 (Call 06/02/41)		45		41,853


Security	Par (000)		Value

Transportation (continued)
3.10%, 12/02/51 (Call 06/02/51)	$	60	$	54,515
4.80%, 09/15/35 (Call 03/15/35)		50		57,965
4.80%, 08/01/45 (Call 02/01/45)		70		81,731
5.95%, 05/15/37		30		38,735
6.13%, 09/15/2115 (Call 03/15/15)		95		125,510
7.13%, 10/15/31		25		32,987
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		160		173,418
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		59		57,211
2.50%, 05/15/51 (Call 11/15/50)		30		24,711
3.35%, 09/15/49 (Call 03/15/49)		35		33,406
3.80%, 11/01/46 (Call 05/01/46)		99		100,638
3.80%, 04/15/50 (Call 10/15/49)		105		107,933
3.95%, 05/01/50 (Call 11/01/49)		83		87,314
4.10%, 03/15/44 (Call 09/15/43)		69		73,323
4.25%, 11/01/66 (Call 05/01/66)		45		48,608
4.30%, 03/01/48 (Call 09/01/47)		95		104,253
4.40%, 03/01/43 (Call 09/01/42)		38		41,326
4.50%, 03/15/49 (Call 09/15/48)		93		105,283
4.50%, 08/01/54 (Call 02/01/54)		70		80,062
4.65%, 03/01/68 (Call 09/01/67)		148		169,796
4.75%, 05/30/42 (Call 11/30/41)		120		136,844
4.75%, 11/15/48 (Call 05/15/48)		28		32,648
5.50%, 04/15/41 (Call 10/15/40)		110		135,378
6.00%, 10/01/36		107		137,008
6.15%, 05/01/37		44		57,108
6.22%, 04/30/40		40		53,378
FedEx Corp.
3.88%, 08/01/42		10		9,996
3.90%, 02/01/35		49		51,235
4.05%, 02/15/48 (Call 08/15/47)		75		76,123
4.10%, 04/15/43		53		54,170
4.10%, 02/01/45		60		61,081
4.40%, 01/15/47 (Call 07/15/46)		60		63,750
4.55%, 04/01/46 (Call 10/01/45)		178		193,838
4.75%, 11/15/45 (Call 05/15/45)		123		136,930
4.90%, 01/15/34		22		25,218
4.95%, 10/17/48 (Call 04/17/48)		31		35,718
5.10%, 01/15/44		70		81,254
5.25%, 05/15/50 (Call 11/15/49)		264		316,985
Kansas City Southern
2.88%, 11/15/29 (Call 08/15/29)		330		327,878
3.50%, 05/01/50 (Call 11/01/49)		60		57,705
4.20%, 11/15/69 (Call 05/15/69)		220		229,942
4.30%, 05/15/43 (Call 11/15/42)		122		130,165
4.70%, 05/01/48 (Call 11/01/47)		201		230,336
4.95%, 08/15/45 (Call 02/15/45)		350		408,541
Norfolk Southern Corp.
2.55%, 11/01/29 (Call 08/01/29)		145		143,520
2.90%, 08/25/51 (Call 02/25/51)		66		58,021
3.16%, 05/15/55 (Call 11/15/54)		65		59,701
3.40%, 11/01/49 (Call 05/01/49)		76		73,310
3.94%, 11/01/47 (Call 05/01/47)		55		57,653
3.95%, 10/01/42 (Call 04/01/42)		32		33,657
4.05%, 08/15/52 (Call 02/15/52)		99		106,064
4.10%, 05/15/49 (Call 11/15/48)		375		404,587
4.15%, 02/28/48 (Call 08/28/47)		154		166,077
4.45%, 06/15/45 (Call 12/15/44)		56		62,742
4.65%, 01/15/46 (Call 07/15/45)		100		114,665


Security	Par (000)		Value

Transportation (continued)
4.84%, 10/01/41	$	125	$	146,437
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		135		129,920
2.50%, 09/01/24 (Call 08/01/24)		355		356,470
2.85%, 03/01/27 (Call 02/01/27)		45		45,127
3.65%, 03/18/24 (Call 02/18/24)		240		247,214
3.75%, 06/09/23 (Call 05/09/23)		302		308,680
3.88%, 12/01/23 (Call 11/01/23)		70		72,173
4.63%, 06/01/25 (Call 05/01/25)		283		301,058
Union Pacific Corp.
2.95%, 03/10/52 (Call 09/10/51)		35		31,787
3.25%, 02/05/50 (Call 08/05/49)		15		14,402
3.35%, 08/15/46 (Call 02/15/46)		44		42,544
3.38%, 02/01/35 (Call 08/01/34)		60		61,628
3.55%, 08/15/39 (Call 02/15/39)		105		106,792
3.55%, 05/20/61 (Call 11/20/60)		50		48,505
3.60%, 09/15/37 (Call 03/15/37)		25		25,928
3.75%, 02/05/70 (Call 08/05/69)		72		71,804
3.80%, 10/01/51 (Call 04/01/51)		59		61,602
3.80%, 04/06/71 (Call 10/06/70)		45		45,416
3.84%, 03/20/60 (Call 09/20/59)		77		79,288
3.88%, 02/01/55 (Call 08/01/54)		60		62,264
3.95%, 08/15/59 (Call 02/15/59)		75		78,607
4.00%, 04/15/47 (Call 10/15/46)		25		26,761
4.05%, 11/15/45 (Call 05/15/45)		64		68,431
4.05%, 03/01/46 (Call 09/01/45)		35		37,669
4.10%, 09/15/67 (Call 03/15/67)		55		58,982
4.50%, 09/10/48 (Call 03/10/48)		300		343,467
United Parcel Service Inc.
3.40%, 11/15/46 (Call 05/15/46)		76		77,377
3.40%, 09/01/49 (Call 03/01/49)		120		123,841
3.63%, 10/01/42		40		41,990
3.75%, 11/15/47 (Call 05/15/47)		140		150,753
4.25%, 03/15/49 (Call 09/15/48)		45		52,263
4.88%, 11/15/40 (Call 05/15/40)		45		54,036
5.20%, 04/01/40 (Call 10/01/39)		60		74,741
5.30%, 04/01/50 (Call 10/01/49)		128		171,835
6.20%, 01/15/38		86		116,827


				11,228,612

Trucking & Leasing — 0.0%
GATX Corp.
3.10%, 06/01/51 (Call 12/01/50)		45		38,981
3.25%, 03/30/25 (Call 12/30/24)		85		86,902
3.25%, 09/15/26 (Call 06/15/26)		85		87,001
3.50%, 03/15/28 (Call 12/15/27)		45		46,570
3.85%, 03/30/27 (Call 12/30/26)		15		15,760
4.35%, 02/15/24 (Call 01/15/24)		50		52,077
4.55%, 11/07/28 (Call 08/07/28)		179		197,133
4.70%, 04/01/29 (Call 01/01/29)		10		11,001
5.20%, 03/15/44 (Call 09/15/43)		85		98,154


				633,579

Water — 0.1%
American Water Capital Corp.
2.80%, 05/01/30 (Call 02/01/30)		97		95,802
3.45%, 06/01/29 (Call 03/01/29)		97		100,141
3.45%, 05/01/50 (Call 11/01/49)		160		152,862
3.75%, 09/01/47 (Call 03/01/47)		252		251,030
4.00%, 12/01/46 (Call 06/01/46)		46		47,588
4.15%, 06/01/49 (Call 12/01/48)		83		86,744


Security	Par (000)		Value

Water (continued)
4.20%, 09/01/48 (Call 03/01/48)	$	111	$	117,317
4.30%, 12/01/42 (Call 06/01/42)		50		53,940
4.30%, 09/01/45 (Call 03/01/45)		15		16,025
6.59%, 10/15/37		25		33,764
Essential Utilities Inc.
2.70%, 04/15/30 (Call 01/15/30)		37		35,936
3.35%, 04/15/50 (Call 10/15/49)		193		177,890
3.57%, 05/01/29 (Call 02/01/29)		70		72,397
4.28%, 05/01/49 (Call 11/01/48)		108		114,941
United Utilities PLC, 6.88%, 08/15/28		25		30,975
Veolia Environnement SA, 6.75%, 06/01/38		30		41,645


				1,428,997


Total Corporate Bonds & Notes — 26.7% (Cost: $558,622,823)				529,433,213


Foreign Government Obligations^(f)

Canada — 0.2%
Hydro-Quebec
Series HH, 8.50%, 12/01/29		180		258,086
Series HK, 9.38%, 04/15/30		60		90,260
Series HQ, 9.50%, 11/15/30		100		154,613
Series IO, 8.05%, 07/07/24		1,249		1,418,202
Province of Alberta Canada
1.30%, 07/22/30		441		409,543
1.88%, 11/13/24		200		200,664
2.95%, 01/23/24		70		71,776
3.30%, 03/15/28		649		691,140
Province of Ontario Canada
1.13%, 10/07/30		40		36,686
1.60%, 02/25/31		115		109,272
Province of Quebec Canada
1.90%, 04/21/31		55		53,736
Series PD, 7.50%, 09/15/29		544		739,329


				4,233,307

Chile — 0.0%
Chile Government International Bond
3.10%, 01/22/61 (Call 07/22/60)		65		52,829
3.25%, 09/21/71 (Call 03/21/71)		20		16,172
3.50%, 01/25/50 (Call 07/25/49)		482		439,083
3.86%, 06/21/47		30		29,289


				537,373

Hungary — 0.0%
Hungary Government International Bond, 7.63%, 03/29/41		178		260,752


Indonesia — 0.0%
Indonesia Government International Bond
3.20%, 09/23/61 (Call 03/23/61)		15		12,787
3.35%, 03/12/71		65		54,788
3.50%, 02/14/50		110		103,252
3.70%, 10/30/49		20		19,142
4.10%, 04/24/28		250		268,307
4.20%, 10/15/50		15		15,590
4.45%, 04/15/70		442		459,751
5.35%, 02/11/49		30		35,443


				969,060


Security	Par (000)		Value

Israel — 0.1%
Israel Government International Bond
3.88%, 07/03/50	$	625	$	667,925
4.13%, 01/17/48		245		272,886
4.50%, 01/30/43		85		100,278
4.50%, April 03, 2120		105		117,653


				1,158,742

Italy — 0.1%
Republic of Italy Government International Bond
2.88%, 10/17/29		30		29,584
4.00%, 10/17/49		307		311,175
5.38%, 06/15/33		916		1,081,027


				1,421,786

Mexico — 0.2%
Mexico Government International Bond
3.77%, 05/24/61 (Call 11/24/60)		10		8,093
4.35%, 01/15/47		207		192,580
4.50%, 04/22/29		255		270,443
4.50%, 01/31/50 (Call 07/31/49)		297		280,261
4.60%, 01/23/46		297		285,785
4.60%, 02/10/48		282		269,098
4.75%, 03/08/44		385		381,493
5.55%, 01/21/45		315		344,475
5.75%, October 12, 2110		304		309,673
6.05%, 01/11/40		368		419,818
6.75%, 09/27/34		376		463,849
7.50%, 04/08/33		90		118,716
8.30%, 08/15/31		270		373,364


				3,717,648

Panama — 0.1%
Panama Government International Bond
3.87%, 07/23/60 (Call 01/23/60)		105		90,111
4.30%, 04/29/53		20		18,771
4.50%, 05/15/47 (Call 11/15/46)		25		24,579
4.50%, 04/01/56 (Call 10/01/55)		507		486,766
6.70%, 01/26/36		577		711,164
9.38%, 04/01/29		167		227,835


				1,559,226

Peru — 0.1%
Peruvian Government International Bond
2.78%, 12/01/60 (Call 06/01/60)		50		38,236
3.00%, 01/15/34 (Call 10/15/33)		80		74,025
3.23%, July 28, 2121 (Call 01/28/21)		110		81,891
3.30%, 03/11/41 (Call 09/11/40)		30		26,948
3.55%, 03/10/51 (Call 09/10/50)		20		18,221
3.60%, 01/15/72 (Call 07/15/71)		10		8,400
5.63%, 11/18/50		247		309,955
6.55%, 03/14/37		281		356,687
8.75%, 11/21/33		392		572,700


				1,487,063

Philippines — 0.1%
Philippine Government International Bond
3.70%, 03/01/41		312		300,690
3.70%, 02/02/42		152		146,631
3.95%, 01/20/40		97		96,605
5.00%, 01/13/37		282		320,600
6.38%, 01/15/32		120		150,990
6.38%, 10/23/34		257		330,094
7.75%, 01/14/31		130		174,968


Security	Par (000)		Value

Philippines (continued)
9.50%, 02/02/30	$	282	$	406,757


				1,927,335

South Korea — 0.0%
Korea International Bond
3.88%, 09/20/48		245		301,178
4.13%, 06/10/44		435		540,283


				841,461

Supranational — 2.1%
Asian Development Bank
6.22%, 08/15/27^(d)		285		343,565
6.38%, 10/01/28		96		121,055
Council of Europe Development Bank
1.38%, 02/27/25		145		143,672
2.50%, 02/27/24		500		509,705
European Investment Bank
0.75%, 10/26/26		240		228,912
2.38%, 05/24/27		665		683,022
2.50%, 03/15/23		365		370,147
2.88%, 08/15/23		714		729,922
3.13%, 12/14/23		560		576,660
3.25%, 01/29/24		504		520,798
4.88%, 02/15/36		993		1,322,160
Inter-American Development Bank
0.50%, 05/24/23		170		168,487
0.63%, 07/15/25		240		231,074
0.63%, 09/16/27		275		256,883
0.88%, 04/03/25		1,140		1,111,523
0.88%, 04/20/26		255		245,223
1.13%, 07/20/28		160		152,546
1.13%, 01/13/31		320		299,302
1.75%, 03/14/25		425		425,731
2.00%, 06/02/26^(d)		105		105,625
2.00%, 07/23/26		170		171,505
2.13%, 01/15/25		550		557,293
2.25%, 06/18/29		690		705,256
2.38%, 07/07/27		682		699,998
2.63%, 01/16/24		400		408,568
3.00%, 10/04/23		450		461,304
3.00%, 02/21/24		1,065		1,096,023
3.13%, 09/18/28		810		870,815
3.20%, 08/07/42		335		371,502
3.88%, 10/28/41		610		742,846
4.38%, 01/24/44		530		696,902
7.00%, 06/15/25		15		17,454
International Bank for Reconstruction & Development
0.25%, 11/24/23		270		264,608
0.38%, 07/28/25		220		209,953
0.63%, 04/22/25		1,550		1,498,431
0.75%, 03/11/25		225		218,851
0.75%, 11/24/27		1,620		1,520,953
0.75%, 08/26/30		1,950		1,773,934
0.88%, 05/14/30		1,575		1,449,331
1.50%, 08/28/24		1,470		1,467,457
1.63%, 01/15/25		1,108		1,107,357
1.75%, 04/19/23		280		281,660
1.75%, 10/23/29		82		80,982
1.88%, 06/19/23		205		206,562
1.88%, 10/27/26		1,984		1,992,333
2.13%, 03/03/25		1,240		1,255,971


Security	Par (000)		Value

Supranational (continued)
2.50%, 03/19/24	$	1,845	$	1,882,417
2.50%, 11/25/24		818		837,215
2.50%, 07/29/25		1,786		1,829,650
2.50%, 11/22/27		1,400		1,446,578
3.00%, 09/27/23		2,383		2,443,099
3.13%, 11/20/25		680		712,429
4.75%, 02/15/35		314		403,405
Series GDIF, 0.65%, 02/10/26 (Call 05/10/22)		160		151,246
International Finance Corp.
0.38%, 07/16/25		185		176,699
0.50%, 03/20/23		1,000		992,860
0.75%, 08/27/30		180		164,002
1.38%, 10/16/24		1,561		1,552,227
2.13%, 04/07/26		340		343,723
2.88%, 07/31/23		140		143,028


				41,752,439

Uruguay — 0.1%
Uruguay Government International Bond
4.13%, 11/20/45		115		125,495
4.98%, 04/20/55		264		312,779
5.10%, 06/18/50		462		551,942
7.63%, 03/21/36		153		218,194


				1,208,410


Total Foreign Government Obligations — 3.1% (Cost: $63,683,016)				61,074,602


Municipal Debt Obligations

California — 0.0%
State of California GO BAB, 7.55%, 04/01/39		35		54,453


Illinois — 0.0%
State of Illinois GO, 5.10%, 06/01/33		95		104,708


Total Municipal Debt Obligations — 0.0% (Cost: $140,057)				159,161


U.S. Government & Agency Obligations

Mortgage-Backed Securities — 30.9%
Federal Home Loan Mortgage Corp.
1.50%, 03/01/37		1,300		1,264,579
1.50%, 05/01/51		2,505		2,326,379
2.00%, 08/01/36		722		717,619
2.00%, 09/01/36		2,497		2,481,203
2.00%, 10/01/36		709		704,815
2.00%, 11/01/36		616		612,463
2.00%, 12/01/36		345		343,371
2.00%, 01/01/37		1,092		1,085,912
2.00%, 08/01/50		945		910,359
2.00%, 08/01/51		97		92,948
2.00%, 10/01/51		1,550		1,489,357
2.00%, 11/01/51		2,250		2,161,635
2.00%, 12/01/51		2,104		2,019,882
2.00%, 03/01/52		420		402,975
2.50%, 01/01/32		123		124,896
2.50%, 07/01/36		1,447		1,464,744
2.50%, 11/01/50		1,674		1,656,851
2.50%, 12/01/50		1,774		1,755,602
2.50%, 04/01/51		322		318,722


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 10/01/51	$	1,772	$	1,750,283
2.50%, 11/01/51		1,987		1,961,821
2.50%, 01/01/52		4,139		4,087,689
3.00%, 05/01/29		5,364		5,512,811
3.00%, 03/01/46		430		439,937
3.00%, 09/01/46		405		417,280
3.00%, 12/01/46		516		528,152
3.00%, 03/01/48		1,401		1,430,817
3.00%, 05/01/51		380		389,803
3.00%, 11/01/51		670		677,296
3.50%, 05/01/33		27		28,050
3.50%, 06/01/34		20		20,386
3.50%, 03/01/38		36		37,191
3.50%, 10/01/42		12		12,677
3.50%, 10/01/44		14		14,311
3.50%, 07/01/47		18		18,405
3.50%, 09/01/47		17		17,453
3.50%, 11/01/47		355		368,094
3.50%, 02/01/48		199		206,838
3.50%, 03/01/48		7		6,892
4.00%, 09/01/45		7		7,472
4.00%, 01/01/48		472		496,544
4.00%, 02/01/48		6		6,119
4.00%, 05/01/48		3,154		3,303,455
4.00%, 01/01/49		12		12,775
4.00%, 05/01/50		1,339		1,397,380
4.50%, 10/01/48		19		20,413
4.50%, 01/01/49		4		4,376
5.00%, 12/01/49		531		582,692
Federal National Mortgage Association
1.50%, 10/01/36		473		460,576
1.50%, 11/01/36		320		311,300
1.50%, 02/01/37		2,776		2,703,235
1.50%, 03/01/37		1,216		1,182,878
1.50%, 11/01/50		494		459,090
1.50%, 02/01/51		3,700		3,439,149
1.50%, 11/01/51		1,640		1,522,072
2.00%, 06/01/36		1,740		1,729,131
2.00%, 08/01/36		762		757,518
2.00%, 11/01/36		820		814,984
2.00%, 12/01/36		1,582		1,571,803
2.00%, 01/01/37		554		550,665
2.00%, 07/01/50		1,469		1,415,203
2.00%, 11/01/50		4,748		4,575,632
2.00%, 12/01/50		5,250		5,058,961
2.00%, 04/01/51		5,082		4,885,419
2.00%, 05/01/51		2,020		1,941,900
2.00%, 06/01/51		2,639		2,537,504
2.00%, 07/01/51		3,223		3,098,183
2.00%, 08/01/51		1,202		1,155,116
2.00%, 10/01/51		14,372		13,807,478
2.00%, 11/01/51		10,246		9,843,885
2.00%, 12/01/51		5,965		5,726,989
2.00%, 02/01/52		6,987		6,704,451
2.50%, 05/01/36		2,401		2,434,077
2.50%, 06/01/36		588		595,202
2.50%, 07/01/36		839		852,427
2.50%, 11/01/50		3,364		3,329,893
2.50%, 01/01/51		216		214,190
2.50%, 03/01/51		1,402		1,388,008


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 07/01/51	$	1,399	$	1,381,781
2.50%, 08/01/51		6,696		6,629,417
2.50%, 09/01/51		1,461		1,442,695
2.50%, 10/01/51		1,182		1,166,991
2.50%, 11/01/51		173		170,791
2.50%, 12/01/51		7,239		7,155,136
2.50%, 01/01/52		347		342,919
2.50%, 03/01/52		2,000		1,976,744
3.00%, 03/01/30		1,317		1,353,894
3.00%, 01/01/48		80		81,460
3.00%, 06/01/51		3,318		3,353,186
3.00%, 08/01/51		1,157		1,179,038
3.50%, 07/01/47		1,868		1,955,581
3.50%, 10/01/47		1,367		1,416,491
3.50%, 03/01/49		1,033		1,069,922
3.50%, 06/01/49		731		757,113
4.00%, 03/01/49		2,152		2,253,876
4.00%, 07/01/49		2,927		3,065,100
4.00%, 04/01/50		1,749		1,826,156
4.50%, 10/01/48		490		519,510
Series 2017-M8, Class A2, 3.06%, 05/25/27^(a)		1,924		2,014,826
Series 2021-M13, Class A2, 1.60%, 04/25/31^(a)		600		564,594
Series 2021-M17, Class A2, 1.71%, 07/25/31^(a)		1,000		947,016
FHLMC Multifamily Structured Pass Through Certificates, Series K047, Class A2, 3.33%, 05/25/25 (Call 05/25/25)^(a)		200		207,948
Freddie Mac Multifamily Structured Pass
Through Certificates
Series K033, Class A2, 3.06%, 07/25/23 (Call 07/25/23)^(a)		225		229,106
Series K037, Class A2, 3.49%, 01/25/24 (Call 01/25/24)		1,000		1,025,826
Series K048, Class A2, 3.28%, 06/25/25 (Call 06/25/25)^(a)		225		233,728
Series K062, Class A2, 3.41%, 12/25/26 (Call 12/25/26)		100		105,797
Series K077, Class A2, 3.85%, 05/25/28 (Call 05/25/28)^(a)		2,000		2,190,158
Series K100, Class A2, 2.67%, 09/25/29 (Call 09/25/29)		1,000		1,032,623
Series K101, Class A2, 2.52%, 10/25/29 (Call 10/25/29)		300		306,745
Series K115, Class A2, 1.38%, 06/25/30 (Call 06/25/30).		1,920		1,797,031
Series K131, Class A2, 1.85%, 07/25/31 (Call 07/25/31)		2,000		1,922,406
Series K735, Class A2, 2.86%, 05/25/26 (Call 05/25/26)		3,000		3,092,702
Series K739, Class A2, 1.34%, 09/25/27 (Call 09/25/27)		900		866,992
Government National Mortgage Association
1.50%, 10/20/51		272		254,437
1.50%, 03/21/52		75		70,310
2.00%, 07/20/50		93		91,088
2.00%, 08/20/50		1,113		1,091,516
2.00%, 09/20/50		4,997		4,898,385
2.00%, 08/20/51		5,003		4,894,591
2.00%, 10/20/51		3,714		3,633,906
2.00%, 12/20/51		3,728		3,647,776
2.00%, 03/21/52^(g)		12,419		12,141,513
2.50%, 12/20/46		141		141,893


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 06/20/50	$	5,004	$	5,016,108
2.50%, 08/20/50		397		397,878
2.50%, 09/20/50		555		557,509
2.50%, 01/20/51		1,515		1,518,471
2.50%, 02/20/51		1,883		1,883,159
2.50%, 07/20/51		2,420		2,420,149
2.50%, 08/20/51^(h)		7,228		7,229,027
2.50%, 11/20/51		988		988,176
2.50%, 12/20/51		1,687		1,687,580
2.50%, 03/21/52^(g)		13,058		13,047,288
3.00%, 07/20/45		70		72,381
3.00%, 11/20/45		320		330,250
3.00%, 12/20/45		56		57,310
3.00%, 01/20/46		30		30,569
3.00%, 03/20/46		524		538,022
3.00%, 04/20/46		14		14,263
3.00%, 05/20/46		36		36,593
3.00%, 08/20/46		430		441,801
3.00%, 09/20/46		1,045		1,072,280
3.00%, 11/20/46		27		27,461
3.00%, 02/15/47		28		28,746
3.00%, 03/20/47		11		11,073
3.00%, 06/20/47		34		35,085
3.00%, 10/20/47		616		630,968
3.00%, 02/20/48		23		24,066
3.00%, 04/20/49		1,102		1,129,046
3.00%, 10/15/49		192		196,370
3.00%, 01/20/50		1,138		1,159,805
3.00%, 02/20/50		245		249,935
3.00%, 07/20/50		1,520		1,546,892
3.00%, 08/20/50		169		171,556
3.00%, 12/20/50		1,550		1,578,259
3.00%, 10/20/51		3,812		3,878,164
3.00%, 11/20/51		1,674		1,703,365
3.00%, 02/20/52		2,909		2,964,014
3.00%, 03/21/52^(g)		4,341		4,413,067
3.50%, 09/20/42		43		45,261
3.50%, 12/20/42		39		40,937
3.50%, 09/20/45		3,385		3,543,552
3.50%, 11/20/46		11		11,091
3.50%, 01/20/47		10		10,403
3.50%, 06/20/47		9		9,461
3.50%, 08/20/47		151		158,913
3.50%, 09/20/47		3,968		4,125,878
3.50%, 11/20/47		39		40,882
3.50%, 02/20/48		21		22,070
3.50%, 08/20/48		40		41,133
3.50%, 01/20/49		17		17,709
3.50%, 05/20/49^(g)		6,638		6,849,065
3.50%, 09/20/49		529		547,779
3.50%, 12/20/49		351		363,511
3.50%, 01/20/50		810		838,365
3.50%, 03/20/50		558		577,369
3.50%, 08/20/50		262		270,789
4.00%, 04/20/47		82		85,685
4.00%, 07/20/47		93		97,788
4.00%, 11/20/47		19		20,039
4.00%, 04/20/48		4		3,909
4.00%, 05/15/48		6		6,447
4.00%, 05/20/48		14		14,829


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 08/20/48	$	31	$	32,390
4.00%, 09/20/48		79		82,302
4.00%, 11/20/48		882		922,668
4.00%, 12/20/48		1,568		1,641,054
4.00%, 02/20/49		1,135		1,187,928
4.00%, 02/20/50		65		67,708
4.00%, 03/21/52^(g)		8,813		9,156,569
4.50%, 06/20/48		29		30,714
4.50%, 08/20/48		5		5,021
4.50%, 09/20/48		350		367,657
4.50%, 10/20/48		176		184,419
4.50%, 12/20/48		69		72,086
4.50%, 01/20/49		260		272,851
4.50%, 03/20/49		3		3,687
4.50%, 06/20/49		49		51,683
4.50%, 07/20/49		20		21,394
4.50%, 08/20/49		5		5,393
4.50%, 03/21/52^(g)		448		469,114
5.00%, 04/20/48		10		10,198
5.00%, 05/20/48		4		4,386
5.00%, 11/20/48		3		3,397
5.00%, 12/20/48		7		7,166
5.00%, 01/20/49		34		36,196
5.00%, 06/20/49		520		554,276
5.00%, 03/21/52^(g)		1,663		1,759,337
Uniform Mortgage-Backed Securities
1.50%, 03/17/37^(g)		14,601		14,207,457
1.50%, 03/14/52^(g)		15,750		14,607,510
1.50%, 04/13/52^(g)		1,900		1,759,474
2.00%, 12/01/35		2,014		2,003,300
2.00%, 02/01/36		5,896		5,861,820
2.00%, 03/01/36		640		635,270
2.00%, 05/01/36		635		630,695
2.00%, 01/01/37		1,362		1,353,522
2.00%, 03/17/37^(g)		11,102		11,019,602
2.00%, 09/01/50		1,382		1,331,485
2.00%, 10/01/50		541		521,426
2.00%, 12/01/50		692		667,380
2.00%, 01/01/51		4,396		4,236,305
2.00%, 02/01/51		3,503		3,373,720
2.00%, 03/01/51		2,194		2,111,629
2.00%, 04/01/51		4,599		4,422,393
2.00%, 05/01/51		4,785		4,599,915
2.00%, 06/01/51		1,973		1,894,002
2.00%, 11/01/51		631		606,416
2.00%, 12/01/51		963		924,277
2.00%, 02/01/52		1,264		1,213,227
2.00%, 03/14/52^(g)		34,185		32,790,904
2.00%, 04/13/52^(g)		6,125		5,863,155
2.50%, 01/01/32		101		102,903
2.50%, 04/01/32		479		486,824
2.50%, 06/01/32		180		182,764
2.50%, 01/01/33		99		100,557
2.50%, 11/01/34		533		540,295
2.50%, 07/01/35		711		723,183
2.50%, 10/01/35		2,838		2,879,112
2.50%, 03/01/36		1,135		1,154,990
2.50%, 03/16/36^(g)		5,284		5,345,903
2.50%, 04/01/47		15		15,387
2.50%, 06/01/50		95		93,711


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 07/01/50	$	279	$	277,506
2.50%, 08/01/50		303		300,089
2.50%, 09/01/50		1,818		1,802,247
2.50%, 10/01/50		724		717,460
2.50%, 11/01/50		3,840		3,801,765
2.50%, 01/01/51		1,010		1,000,170
2.50%, 02/01/51		258		255,049
2.50%, 03/01/51		779		770,574
2.50%, 11/25/51^(g)		41,775		41,215,280
2.50%, 04/13/52^(g)		9,900		9,744,769
3.00%, 03/01/30		253		259,139
3.00%, 01/01/31		63		64,457
3.00%, 08/01/32		111		114,734
3.00%, 10/01/33		46		47,142
3.00%, 07/01/34		11		11,261
3.00%, 09/01/34		78		80,306
3.00%, 11/01/34		35		36,061
3.00%, 12/01/34		86		87,932
3.00%, 03/01/35		271		278,319
3.00%, 07/01/35		221		226,691
3.00%, 03/17/37^(g)		4,659		4,776,385
3.00%, 07/01/46		503		514,730
3.00%, 11/01/46		1,072		1,096,805
3.00%, 12/01/46		505		516,338
3.00%, 12/01/47		238		242,990
3.00%, 03/01/48		31		31,954
3.00%, 11/01/48		154		157,345
3.00%, 04/25/49^(g)		19,862		20,060,620
3.00%, 09/01/49		13		13,190
3.00%, 11/01/49		10		10,071
3.00%, 12/01/49		116		116,953
3.00%, 02/01/50		72		73,352
3.00%, 03/01/50		188		190,397
3.00%, 04/01/50		318		321,579
3.00%, 05/01/50		47		47,283
3.00%, 06/01/50		2,882		2,918,137
3.00%, 07/01/50		339		342,865
3.00%, 08/01/50		2,112		2,156,440
3.00%, 10/01/50		3,217		3,257,265
3.00%, 01/01/51		898		908,728
3.00%, 04/01/51^(h)		8,596		8,704,082
3.00%, 04/13/52^(g)		4,150		4,182,422
3.50%, 06/01/33		29		30,131
3.50%, 11/01/33		24		24,608
3.50%, 02/01/34		574		599,927
3.50%, 07/01/34		47		48,399
3.50%, 08/01/34		17		17,314
3.50%, 01/01/35		22		22,597
3.50%, 03/16/36^(g)		1,547		1,596,035
3.50%, 08/01/45		52		54,157
3.50%, 01/01/46		119		123,959
3.50%, 09/01/46		496		517,289
3.50%, 01/01/47		69		71,899
3.50%, 07/01/47		487		504,176
3.50%, 08/01/47		16		16,245
3.50%, 09/01/47		197		203,787
3.50%, 01/01/48		133		137,678
3.50%, 02/01/48		879		910,370
3.50%, 04/01/48		81		83,689
3.50%, 07/01/48		217		225,857


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 11/01/48	$	13	$	13,777
3.50%, 01/01/49		144		149,189
3.50%, 02/01/49		368		383,740
3.50%, 06/01/49		731		757,312
3.50%, 04/01/50		205		213,008
3.50%, 05/01/50^(h)		6,604		6,803,272
3.50%, 03/14/52^(g)		17,653		18,179,832
3.50%, 04/13/52^(g)		3,550		3,647,764
4.00%, 07/01/33		16		16,837
4.00%, 03/17/37^(g)		800		829,034
4.00%, 01/01/46		346		367,171
4.00%, 10/01/46		10		11,071
4.00%, 07/01/47		2,311		2,427,909
4.00%, 08/01/47		446		472,734
4.00%, 09/01/47		510		536,460
4.00%, 09/01/48		2,947		3,087,371
4.00%, 10/01/48		7		7,530
4.00%, 12/01/48		4		3,794
4.00%, 03/01/49		28		28,768
4.00%, 05/01/49		20		21,031
4.00%, 06/01/49		20		21,586
4.00%, 07/01/49		24		24,988
4.00%, 12/01/49		14		14,315
4.00%, 04/01/50		776		809,706
4.00%, 05/01/50		233		243,451
4.00%, 03/14/52^(g)		8,677		9,059,330
4.00%, 04/13/52^(g)		1,775		1,850,992
4.50%, 03/17/37		25		25,845
4.50%, 10/01/47		12		13,151
4.50%, 08/01/48		29		30,805
4.50%, 10/01/48		168		179,011
4.50%, 11/01/48		27		28,337
4.50%, 12/01/48		37		39,108
4.50%, 01/01/49		91		96,913
4.50%, 02/01/49		142		150,634
4.50%, 04/01/49		222		238,550
4.50%, 05/01/49		18		18,680
4.50%, 07/01/49		18		19,524
4.50%, 08/01/49		7		7,486
4.50%, 03/01/50		137		145,186
4.50%, 06/01/50		463		489,945
4.50%, 03/11/51^(g)		4,525		4,776,968
5.00%, 06/01/48		184		202,402
5.00%, 08/01/48		9		10,319
5.00%, 04/01/49		16		17,985
5.00%, 03/14/52^(g)		2,161		2,330,757
5.50%, 03/14/52		50		54,209
Series 2017-M11, Class A2, 2.98%, 08/25/29		150		157,750


				613,233,551

U.S. Government Agency Obligations — 0.2%
Federal Home Loan Banks, 3.25%, 11/16/28		310		335,194
Federal Home Loan Mortgage Corp.,Series 1, 0.00% 11/15/38^(c)		20		13,055
Federal National Mortgage Association
1.63%, 01/07/25		300		299,601
5.63%, 07/15/37		2,037		2,848,235
6.21%, 08/06/38		110		167,051
6.25%, 05/15/29		53		68,136
6.63%, 11/15/30		85		115,235


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
7.13%, 01/15/30	$	100	$	137,292


				3,983,799

U.S. Government Obligations — 39.1%
U.S. Treasury Note/Bond
0.13%, 02/28/23		8,400		8,321,250
0.13%, 04/30/23		3,000		2,962,969
0.13%, 05/15/23		1,300		1,283,547
0.13%, 07/31/23		4,000		3,933,906
0.13%, 09/15/23		6,550		6,429,746
0.13%, 10/15/23		2,600		2,547,898
0.13%, 12/15/23		9,900		9,674,543
0.13%, 01/15/24		9,630		9,394,893
0.25%, 06/15/23		2,300		2,271,160
0.25%, 11/15/23		10,650		10,444,488
0.25%, 03/15/24		5,950		5,801,250
0.25%, 05/15/24		10,250		9,964,922
0.25%, 06/15/24		15,550		15,096,863
0.25%, 05/31/25		300		286,453
0.25%, 06/30/25		2,000		1,906,562
0.25%, 07/31/25		6,000		5,712,656
0.25%, 08/31/25		2,100		1,995,984
0.25%, 09/30/25		3,300		3,132,680
0.25%, 10/31/25		8,390		7,954,113
0.38%, 04/15/24		12,000		11,714,063
0.38%, 08/15/24		5,050		4,904,023
0.38%, 09/15/24		9,600		9,309,000
0.38%, 04/30/25		500		480,078
0.38%, 11/30/25		10,650		10,129,981
0.38%, 12/31/25		10,500		9,978,281
0.38%, 01/31/26		10,250		9,723,086
0.38%, 09/30/27		10,400		9,625,688
0.50%, 03/15/23		2,000		1,987,656
0.50%, 02/28/26		4,850		4,618,867
0.50%, 04/30/27		2,350		2,204,961
0.50%, 05/31/27		1,100		1,030,391
0.50%, 06/30/27		4,100		3,836,383
0.50%, 08/31/27		2,300		2,146,727
0.50%, 10/31/27		7,250		6,748,731
0.63%, 10/15/24		7,000		6,825,000
0.63%, 07/31/26		3,000		2,857,266
0.63%, 11/30/27		7,450		6,976,809
0.63%, 12/31/27		10,300		9,635,328
0.63%, 05/15/30		1,800		1,637,156
0.63%, 08/15/30		7,300		6,619,047
0.75%, 11/15/24		12,230		11,950,048
0.75%, 05/31/26		1,350		1,295,051
0.75%, 08/31/26		7,000		6,699,219
0.75%, 01/31/28		5,300		4,989,039
0.88%, 01/31/24^(d)		2,000		1,978,594
0.88%, 06/30/26		7,590		7,314,270
0.88%, 09/30/26		5,700		5,480,906
0.88%, 11/15/30		5,090		4,704,273
1.00%, 12/15/24		10,750		10,570,273
1.00%, 07/31/28		5,000		4,751,953
1.13%, 01/15/25		12,000		11,831,250
1.13%, 10/31/26		1,500		1,457,930
1.13%, 02/28/27		250		242,559
1.13%, 02/29/28		4,000		3,849,688
1.13%, 08/31/28		8,750		8,376,758
1.13%, 02/15/31		11,700		11,032,734


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.13%, 05/15/40	$	7,100	$	5,905,203
1.13%, 08/15/40		8,500		7,043,047
1.25%, 07/31/23		4,100		4,098,238
1.25%, 08/31/24		3,100		3,074,570
1.25%, 11/30/26		7,200		7,039,688
1.25%, 12/31/26		5,600		5,472,250
1.25%, 03/31/28		7,100		6,876,461
1.25%, 04/30/28		5,100		4,936,641
1.25%, 05/31/28		4,700		4,544,680
1.25%, 06/30/28		10,470		10,116,637
1.25%, 09/30/28		10,200		9,836,625
1.25%, 08/15/31		14,400		13,680,000
1.25%, 05/15/50		8,550		6,823,969
1.38%, 06/30/23		1,900		1,902,969
1.38%, 09/30/23		9,850		9,853,463
1.38%, 01/31/25		5,150		5,112,180
1.38%, 08/31/26		375		368,936
1.38%, 10/31/28		4,500		4,372,734
1.38%, 12/31/28^(d)		6,750		6,556,992
1.38%, 11/15/31		11,000		10,549,687
1.38%, 11/15/40		7,650		6,616,055
1.38%, 08/15/50		4,720		3,886,625
1.50%, 01/15/23		1,700		1,706,906
1.50%, 02/28/23		1,250		1,255,029
1.50%, 03/31/23		100		100,383
1.50%, 10/31/24		2,800		2,791,906
1.50%, 11/30/24		3,500		3,489,062
1.50%, 02/15/25		2,250		2,241,211
1.50%, 08/15/26		3,250		3,215,723
1.50%, 01/31/27^(d)		10,900		10,775,672
1.50%, 11/30/28		8,800		8,618,500
1.50%, 02/15/30		4,200		4,104,844
1.63%, 05/31/23		1,000		1,005,078
1.63%, 02/15/26		1,975		1,966,359
1.63%, 05/15/26		1,500		1,492,383
1.63%, 10/31/26		2,500		2,486,328
1.63%, 11/30/26		1,600		1,591,125
1.63%, 08/15/29		665		656,999
1.63%, 05/15/31		6,100		5,997,062
1.63%, 11/15/50		5,100		4,468,078
1.75%, 05/15/23		2,000		2,012,891
1.75%, 06/30/24		6,000		6,028,594
1.75%, 12/31/24		350		351,230
1.75%, 12/31/26		2,750		2,750,430
1.75%, 01/31/29		8,800		8,758,750
1.75%, 11/15/29		550		548,539
1.75%, 08/15/41		7,400		6,790,656
1.88%, 08/31/24		360		362,616
1.88%, 06/30/26		175		175,943
1.88%, 02/28/27		1,800		1,812,656
1.88%, 02/28/29		2,000		2,007,812
1.88%, 02/15/32		2,500		2,510,547
1.88%, 02/15/41		5,500		5,172,578
1.88%, 02/15/51		8,800		8,190,875
1.88%, 11/15/51		10,850		10,127,797
2.00%, 02/15/23		800		807,063
2.00%, 04/30/24		780		787,983
2.00%, 05/31/24		5,750		5,809,297
2.00%, 06/30/24		300		303,117
2.00%, 02/15/25		1,425		1,439,584


Security	Par (000)		Value

U.S. Government Obligations (continued)
2.00%, 08/15/25	$	2,900	$	2,928,320
2.00%, 11/15/26		1,750		1,769,414
2.00%, 11/15/41		7,700		7,376,359
2.00%, 02/15/50		450		430,734
2.00%, 08/15/51		7,000		6,720,000
2.13%, 12/31/22		14,450		14,585,469
2.13%, 02/29/24		850		860,891
2.13%, 03/31/24		2,100		2,127,070
2.13%, 09/30/24		3,000		3,039,609
2.13%, 05/15/25		1,000		1,013,906
2.25%, 01/31/24		500		507,520
2.25%, 04/30/24		2,643		2,684,297
2.25%, 11/15/24		375		381,357
2.25%, 12/31/24		2,100		2,136,586
2.25%, 11/15/25		1,500		1,528,594
2.25%, 03/31/26		275		280,436
2.25%, 02/15/27		300		307,102
2.25%, 08/15/27		1,400		1,434,891
2.25%, 11/15/27		230		235,624
2.25%, 05/15/41		4,300		4,289,250
2.25%, 08/15/46		8,755		8,657,874
2.25%, 02/15/52		1,300		1,324,781
2.38%, 01/31/23		1,000		1,012,109
2.38%, 08/15/24		675		687,814
2.38%, 05/15/27		1,300		1,339,305
2.38%, 05/15/29		790		819,748
2.38%, 02/15/42		1,000		1,021,719
2.38%, 11/15/49		1,690		1,751,527
2.38%, 05/15/51		4,700		4,903,422
2.50%, 05/15/24		475		484,908
2.50%, 02/15/45		3,250		3,353,594
2.50%, 02/15/46		6,050		6,261,750
2.50%, 05/15/46		4,950		5,124,797
2.63%, 12/31/23^(d)		10,900		11,136,734
2.63%, 03/31/25		600		617,438
2.63%, 12/31/25		2,600		2,687,141
2.63%, 01/31/26		350		361,758
2.63%, 02/15/29		715		752,649
2.75%, 05/31/23		1,000		1,018,945
2.75%, 07/31/23		1,000		1,020,625
2.75%, 02/15/24		3,000		3,074,648
2.75%, 06/30/25		3,900		4,033,148
2.75%, 08/31/25		2,900		3,001,500
2.75%, 02/15/28		4,225		4,453,084
2.75%, 08/15/42		475		511,145
2.75%, 11/15/42		925		994,953
2.75%, 11/15/47		900		986,062
2.88%, 09/30/23		1,125		1,151,719
2.88%, 10/31/23		2,600		2,662,867
2.88%, 04/30/25		560		580,694
2.88%, 05/31/25		1,275		1,322,514
2.88%, 07/31/25		1,500		1,558,594
2.88%, 11/30/25		3,000		3,124,453
2.88%, 05/15/28		1,458		1,548,131
2.88%, 08/15/28		900		957,797
2.88%, 05/15/43		400		438,250
2.88%, 08/15/45		3,395		3,742,987
2.88%, 11/15/46		3,800		4,214,437
2.88%, 05/15/49		435		494,201
3.00%, 10/31/25		1,200		1,254,281


Security	Par/ Shares (000)			Value

U.S. Government Obligations (continued)
3.00%, 05/15/42	$	170		$	190,347
3.00%, 11/15/44		1,000			1,121,719
3.00%, 05/15/45		285			320,224
3.00%, 11/15/45		5,400			6,086,812
3.00%, 02/15/47		4,475			5,081,223
3.00%, 05/15/47		4,000			4,553,750
3.00%, 08/15/48		555			640,071
3.00%, 02/15/49		375			435,234
3.13%, 11/15/28		275			297,516
3.13%, 11/15/41		825			938,953
3.13%, 02/15/43		500			569,063
3.13%, 05/15/48		750			883,594
3.38%, 05/15/44		520			616,931
3.50%, 02/15/39		350			420,766
3.63%, 08/15/43		225			275,695
3.63%, 02/15/44		220			270,119
3.75%, 11/15/43		300			374,672
3.88%, 08/15/40		300			376,500
4.25%, 11/15/40		250			328,242
4.38%, 02/15/38		2,600			3,446,625
4.38%, 11/15/39		150			200,086
4.38%, 05/15/40		250			333,906
4.50%, 02/15/36^(d)		1,900			2,512,750
4.50%, 05/15/38		500			671,953
4.63%, 02/15/40		250			343,008
5.00%, 05/15/37		2,400			3,360,000
6.25%, 08/15/23		300			321,188
6.25%, 05/15/30		100			133,766
6.38%, 08/15/27		800			990,437


					777,184,888


Total U.S. Government & Agency Obligations — 70.2% (Cost: $1,430,844,477)					1,394,402,238


Short-Term Investments

Money Market Funds — 13.4%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%^(i)(j)		233,957			234,003,604
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(i)(j)(k)		32,053			32,053,228


					266,056,832


Total Short-Term Investments — 13.4% (Cost: $266,088,846)					266,056,832


Total Investments Before TBA Sales Commitments — 114.8% (Cost: $2,348,823,198)					2,279,225,418


TBA Sales Commitments^(g)

Mortgage-Backed Securities — (2.6)%
Government National Mortgage Association, 2.50%, 03/21/52	$	(5,000	)		(4,995,899	)
Uniform Mortgage-Backed Securities
1.50%, 03/17/37		(1,450	)		(1,410,918	)
1.50%, 03/14/52		(9,750	)		(9,042,744	)
2.00%, 03/14/52		(16,595	)		(15,918,235	)
2.50%, 11/25/51		(9,740	)		(9,609,499	)
3.00%, 04/25/49		(4,150	)		(4,191,500	)


Security	Par (000)			Value


Mortgage-Backed Securities (continued)
3.50%, 03/14/52		(3,550	)	$	(3,655,945	)
4.00%, 03/14/52		(1,775	)		(1,853,211	)


					(50,677,951	)


Total TBA Sales Commitments — (2.6)% (Proceeds: $(50,349,819))					(50,677,951	)


Total Investments, Net of TBA Sales Commitments — 112.2% (Cost: $2,298,473,379)					2,228,547,467

Other Assets, Less Liabilities — (12.2)%					(242,683,546	)


Net Assets — 100.0%				$	1,985,863,921

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

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

^(c)	Zero-coupon bond.

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


Security	Par (000)		Value

Corporate Bonds & Notes

Advertising — 0.2%
Interpublic Group of Companies Inc. (The)
4.65%, 10/01/28 (Call 07/01/28)^(a)	$	100	$	109,676
4.75%, 03/30/30 (Call 12/30/29)		112		124,213
5.40%, 10/01/48 (Call 04/01/48)^(a)		233		290,595
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		180		172,816
4.20%, 06/01/30 (Call 03/01/30)		30		32,483
WPP Finance 2010, 3.75%, 09/19/24		664		687,638


				1,417,421

Aerospace & Defense — 1.2%
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)		340		307,598
2.90%, 12/15/29 (Call 09/15/29)^(a)		338		335,678
3.83%, 04/27/25 (Call 01/27/25)		982		1,023,323
4.40%, 06/15/28 (Call 03/15/28)		1,411		1,525,529
4.85%, 04/27/35 (Call 10/27/34)		408		466,993
5.05%, 04/27/45 (Call 10/27/44)		234		278,558
6.15%, 12/15/40		90		120,310
Raytheon Technologies Corp.
2.25%, 07/01/30 (Call 04/01/30)^(a)		1,235		1,173,324
2.65%, 11/01/26 (Call 08/01/26)		30		30,536
2.82%, 09/01/51 (Call 03/01/51)		475		411,426
3.03%, 03/15/52 (Call 09/15/51)		35		31,461
3.13%, 05/04/27 (Call 02/04/27)		292		301,070
3.13%, 07/01/50 (Call 01/01/50)		194		178,499
3.75%, 11/01/46 (Call 05/01/46)		192		193,839
3.95%, 08/16/25 (Call 06/16/25)		522		550,350
4.05%, 05/04/47 (Call 11/04/46)		185		195,506
4.13%, 11/16/28 (Call 08/16/28)		402		434,554
4.15%, 05/15/45 (Call 11/16/44)		195		209,061
4.35%, 04/15/47 (Call 10/15/46)		104		114,474
4.45%, 11/16/38 (Call 05/16/38)		179		199,827
4.50%, 06/01/42		429		478,554
4.63%, 11/16/48 (Call 05/16/48)		435		502,725
4.70%, 12/15/41		37		41,858
4.80%, 12/15/43 (Call 06/15/43)		215		247,848
4.88%, 10/15/40		149		172,020
5.40%, 05/01/35		25		30,405
6.13%, 07/15/38		30		39,333
Teledyne Technologies Inc.
2.25%, 04/01/28 (Call 02/01/28)		35		34,032
2.75%, 04/01/31 (Call 01/01/31)		1,215		1,168,830


				10,797,521

Agriculture — 0.8%
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		409		413,634
3.25%, 03/27/30 (Call 12/27/29)		310		321,975
3.75%, 09/15/47 (Call 03/15/47)		224		241,801
4.02%, 04/16/43		98		108,356
4.50%, 03/15/49 (Call 09/15/48)		110		132,178
4.54%, 03/26/42		70		81,787
5.38%, 09/15/35		29		36,406
5.94%, 10/01/32^(a)		112		142,326
Bunge Ltd. Finance Corp.
2.75%, 05/14/31 (Call 02/14/31)		940		894,861
3.25%, 08/15/26 (Call 05/15/26)^(a)		813		832,699
3.75%, 09/25/27 (Call 06/25/27)		632		660,649


Security	Par (000)		Value

Agriculture (continued)
4.35%, 03/15/24 (Call 03/10/22)	$	3,274	$	3,431,349


				7,298,021

Airlines — 0.1%
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		288		275,270
3.00%, 11/15/26 (Call 08/15/26)		70		70,831
3.45%, 11/16/27 (Call 08/16/27)		137		141,054
5.13%, 06/15/27 (Call 04/15/27)		432		479,486


				966,641

Apparel — 0.3%
NIKE Inc.
2.38%, 11/01/26 (Call 08/01/26)		254		257,094
2.40%, 03/27/25 (Call 02/27/25)		103		104,479
2.75%, 03/27/27 (Call 01/27/27)		80		82,174
2.85%, 03/27/30 (Call 12/27/29)		191		194,157
3.25%, 03/27/40 (Call 09/27/39)		208		207,528
3.38%, 11/01/46 (Call 05/01/46)		131		129,537
3.38%, 03/27/50 (Call 09/27/49)		168		171,152
3.63%, 05/01/43 (Call 11/01/42)		169		176,145
3.88%, 11/01/45 (Call 05/01/45)		193		208,907
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		390		411,937
Ralph Lauren Corp.
2.95%, 06/15/30 (Call 03/15/30)		30		29,961
3.75%, 09/15/25 (Call 07/15/25)^(a)		128		133,956
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		173		173,561
2.80%, 04/23/27 (Call 02/23/27)^(a)		276		279,433
2.95%, 04/23/30 (Call 01/23/30)^(a)		438		433,519


				2,993,540

Auto Manufacturers — 0.5%
American Honda Finance Corp.
1.50%, 01/13/25		100		98,131
2.25%, 01/12/29		100		97,078
2.30%, 09/09/26		212		211,945
2.35%, 01/08/27		265		264,534
3.50%, 02/15/28		203		212,817
Cummins Inc.
1.50%, 09/01/30 (Call 06/01/30)		246		221,220
2.60%, 09/01/50 (Call 03/01/50)		245		202,194
3.65%, 10/01/23 (Call 07/01/23)		79		80,999
4.88%, 10/01/43 (Call 04/01/43)^(a)		125		150,816
Daimler Finance North America LLC, 8.50%, 01/18/31		324		459,646
General Motors Co.
5.00%, 04/01/35		55		59,522
5.15%, 04/01/38 (Call 10/01/37)		40		43,409
5.20%, 04/01/45		121		130,496
5.40%, 04/01/48 (Call 10/01/47)		31		34,353
5.95%, 04/01/49 (Call 10/01/48)^(a)		136		162,535
6.25%, 10/02/43		336		407,437
6.60%, 04/01/36 (Call 10/01/35)		583		721,229
6.75%, 04/01/46 (Call 10/01/45)		113		144,398
General Motors Financial Co. Inc.
2.35%, 02/26/27 (Call 01/26/27)		50		48,496
5.65%, 01/17/29 (Call 10/17/28)		20		22,479
Toyota Motor Corp., 3.67%, 07/20/28		25		26,625
Toyota Motor Credit Corp.
1.45%, 01/13/25		100		98,470
1.80%, 02/13/25		76		75,450
1.90%, 01/13/27		100		98,240


Security	Par (000)		Value

Auto Manufacturers (continued)
2.00%, 10/07/24	$	40	$	39,994
2.15%, 02/13/30		90		86,580
3.00%, 04/01/25		120		122,936
3.05%, 01/11/28		134		138,146
3.20%, 01/11/27		108		112,398
3.38%, 04/01/30		23		24,087
3.40%, 04/14/25		46		47,603
3.65%, 01/08/29		23		24,493


				4,668,756

Auto Parts & Equipment — 0.2%
Aptiv PLC
3.10%, 12/01/51 (Call 06/01/51)		300		253,350
4.35%, 03/15/29 (Call 12/15/28)		22		23,674
4.40%, 10/01/46 (Call 04/01/46)		226		233,017
5.40%, 03/15/49 (Call 09/15/48)^(a)		191		223,756
BorgWarner Inc.
3.38%, 03/15/25 (Call 12/15/24)^(a)		131		135,066
4.38%, 03/15/45 (Call 09/15/44)		193		200,483
Lear Corp.
3.50%, 05/30/30 (Call 02/28/30)		30		30,149
3.55%, 01/15/52 (Call 07/15/51)^(a)		15		13,011
3.80%, 09/15/27 (Call 06/15/27)		37		38,572
4.25%, 05/15/29 (Call 02/15/29)^(a)		55		58,246
5.25%, 05/15/49 (Call 11/15/48)^(a)		268		300,353
Magna International Inc.
3.63%, 06/15/24 (Call 03/15/24)		116		119,229
4.15%, 10/01/25 (Call 07/01/25)		60		63,452


				1,692,358

Banks — 21.4%
Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25^(a)		390		411,524
Banco Bilbao Vizcaya Argentaria SA
0.88%, 09/18/23		8,535		8,409,877
1.13%, 09/18/25		3,895		3,701,302
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26)^(b)		200		188,578
3.31%, 06/27/29		207		209,453
3.80%, 02/23/28		160		165,035
5.18%, 11/19/25		50		53,404
Bank of America Corp.
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(b)		90		88,511
2.48%, 09/21/36 (Call 09/21/31)^(b)		450		408,109
2.50%, 02/13/31 (Call 02/13/30), (3 mo. LIBOR US + 0.990%)^(b)		151		143,862
2.59%, 04/29/31 (Call 04/29/30), (SOFR + 2.150%)^(b)		168		160,754
2.68%, 06/19/41 (Call 06/19/40), (SOFR + 1.930%)^(b)		197		173,039
2.69%, 04/22/32 (Call 04/22/31), (SOFR + 1.880%)^(b)		105		100,960
2.83%, 10/24/51 (Call 10/24/50), (SOFR + 3.150%)^(b)		30		26,159
2.88%, 10/22/30 (Call 10/22/29), (3 mo. LIBOR US + 1.190%)^(b)		29		28,419
2.97%, 07/21/52 (Call 07/21/51), (SOFR + 1.560%)^(b)		300		267,066
3.19%, 07/23/30 (Call 07/23/29), (3 mo. LIBOR US + 1.180%)^(b)		108		108,127
3.25%, 10/21/27 (Call 10/21/26)		118		120,720
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(b)		134		136,633
3.42%, 12/20/28 (Call 12/20/27), (3 mo. LIBOR US + 1.040%)^(b)		113		115,670


Security	Par (000)		Value

Banks (continued)
3.50%, 04/19/26	$	118	$	122,372
3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)^(a)(b)		112		114,988
3.59%, 07/21/28 (Call 07/21/27), (3 mo. LIBOR US + 1.370%)^(b)		52		53,692
3.71%, 04/24/28 (Call 04/24/27), (3 mo. LIBOR US + 1.512%)^(b)		232		240,262
3.82%, 01/20/28 (Call 01/20/27), (3 mo. LIBOR US + 1.575%)^(b)		286		298,104
3.88%, 08/01/25		72		75,456
3.95%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.190%)^(b)		266		277,943
3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)^(b)		248		259,654
3.97%, 02/07/30 (Call 02/07/29), (3 mo. LIBOR US + 1.210%)^(b)		114		119,610
4.00%, 01/22/25		122		126,702
4.08%, 04/23/40 (Call 04/23/39), (3 mo. LIBOR US + 1.320%)^(b)		225		238,282
4.08%, 03/20/51 (Call 03/20/50), (3 mo. LIBOR US + 1.320%)^(b)		708		761,157
4.24%, 04/24/38 (Call 04/24/37), (3 mo. LIBOR US + 1.814%)^(b)		477		520,617
4.25%, 10/22/26		238		252,518
4.27%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.310%)^(b)		113		120,469
4.33%, 03/15/50 (Call 03/15/49), (3 mo. LIBOR US + 1.520%)^(b)		473		524,926
4.44%, 01/20/48 (Call 01/20/47), (3 mo. LIBOR US + 1.990%)^(b)		682		763,635
4.45%, 03/03/26		239		254,110
4.88%, 04/01/44^(a)		286		332,321
5.00%, 01/21/44		446		524,830
5.88%, 02/07/42		536		695,589
6.11%, 01/29/37		697		876,938
6.22%, 09/15/26^(a)		155		177,100
7.75%, 05/14/38		252		365,687
Series L, 3.95%, 04/21/25		254		263,309
Series L, 4.18%, 11/25/27 (Call 11/25/26)		244		256,390
Series N, 3.48%, 03/13/52 (Call 03/13/51), (SOFR + 1.650%)^(b)		350		341,159
Bank of America N.A., 6.00%, 10/15/36		259		329,663
Bank of Montreal
0.51%, 01/10/25^(b)		100		100,077
1.85%, 05/01/25		373		368,677
2.50%, 06/28/24		342		345,143
3.80%, 12/15/32 (Call 12/15/27)^(b)		753		771,531
4.34%, 10/05/28 (Call 10/05/23)^(b)		701		722,219
Series E, 3.30%, 02/05/24		857		878,176
Bank of New York Mellon Corp. (The)
1.60%, 04/24/25 (Call 03/24/25)		1,648		1,622,456
2.05%, 01/26/27 (Call 12/26/26)		100		98,887
2.10%, 10/24/24		289		290,072
2.20%, 08/16/23 (Call 06/16/23)		506		509,977
2.45%, 08/17/26 (Call 05/17/26)		1,401		1,418,092
2.50%, 01/26/32 (Call 10/26/31)		100		97,318
2.80%, 05/04/26 (Call 02/04/26)		866		885,407
3.00%, 10/30/28 (Call 07/30/28)		1,120		1,130,696
3.25%, 09/11/24 (Call 08/11/24)		290		298,735
3.25%, 05/16/27 (Call 02/16/27)^(a)		488		507,188


Security	Par (000)		Value

Banks (continued)
3.30%, 08/23/29 (Call 05/23/29)	$	336	$	347,474
3.40%, 05/15/24 (Call 04/15/24)		256		264,205
3.40%, 01/29/28 (Call 10/29/27)		446		467,016
3.44%, 02/07/28 (Call 02/07/27), (3 mo. LIBOR US + 1.069%)^(b)		655		684,671
3.45%, 08/11/23		574		589,010
3.50%, 04/28/23		232		237,199
3.85%, 04/28/28		438		468,647
3.95%, 11/18/25 (Call 10/18/25)		235		249,302
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		284		293,153
Series G, 3.00%, 02/24/25 (Call 01/24/25)		112		114,947
Bank of Nova Scotia (The)
0.65%, 07/31/24		70		67,524
0.70%, 04/15/24		340		329,865
1.05%, 03/02/26		4,190		3,968,517
1.30%, 06/11/25^(a)		2,455		2,369,124
1.35%, 06/24/26		230		219,503
1.95%, 02/02/27		125		121,428
2.15%, 08/01/31		1,810		1,690,468
2.20%, 02/03/25		2,778		2,768,999
2.45%, 02/02/32		125		118,608
2.70%, 08/03/26^(a)		261		263,550
3.40%, 02/11/24		3,062		3,142,010
4.50%, 12/16/25		1,567		1,665,627
Bank of Nova Scotia/The, 1.45%, 01/10/25		100		97,858
BankUnited Inc., 5.13%, 06/11/30 (Call 03/11/30)		170		181,611
Barclays PLC
2.67%, 03/10/32 (Call 03/10/31)^(b)		400		375,044
2.89%, 11/24/32 (Call 11/24/31)^(b)		1,575		1,492,265
3.56%, 09/23/35 (Call 09/23/30)^(a)(b)		137		130,916
3.65%, 03/16/25		125		128,296
3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)^(b)		1,865		1,915,896
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)(b)		425		436,802
4.34%, 01/10/28 (Call 01/10/27)		235		248,390
4.38%, 09/11/24		20		20,737
4.38%, 01/12/26		165		174,217
4.84%, 05/09/28 (Call 05/07/27)		145		153,497
4.95%, 01/10/47		390		440,595
4.97%, 05/16/29 (Call 05/16/28), (3 mo. LIBOR US + 1.902%)^(b)		401		435,839
5.09%, 06/20/30 (Call 06/20/29), (3 mo. LIBOR US + 3.054%)^(b)		236		252,577
5.20%, 05/12/26		110		118,506
5.25%, 08/17/45		375		439,890
BNP Paribas SA, 4.25%, 10/15/24^(a)		490		511,629
BPCE SA
3.38%, 12/02/26		1,085		1,118,353
4.00%, 04/15/24		1,073		1,111,886
Canadian Imperial Bank of Commerce
2.25%, 01/28/25		442		441,452
3.10%, 04/02/24		1,131		1,153,518
3.50%, 09/13/23		1,428		1,467,784
Citigroup Inc.
2.01%, 01/25/26 (Call 01/25/25), (SOFR + 0.694%)^(b)		75		73,904
2.67%, 01/29/31 (Call 01/29/30), (SOFR + 1.146%)^(a)(b)		192		185,178
2.90%, 11/03/42 (Call 11/03/41), (SOFR + 1.379%)^(b)		50		45,081
2.98%, 11/05/30 (Call 11/05/29), (SOFR + 1.422%)^(b)		99		97,746
3.06%, 01/25/33 (Call 01/25/32), (SOFR + 1.351%)^(b)		50		49,314


Security	Par (000)		Value

Banks (continued)
3.07%, 02/24/28 (Call 02/24/27), (SOFR + 1.280%)^(b)	$	200	$	201,760
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(b)		217		219,912
3.20%, 10/21/26 (Call 07/21/26)		141		143,790
3.30%, 04/27/25		140		143,370
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(b)		242		247,021
3.40%, 05/01/26		79		81,439
3.50%, 05/15/23		5		5,115
3.52%, 10/27/28 (Call 10/27/27), (3 mo. LIBOR US + 1.151%)^(b)		475		488,110
3.67%, 07/24/28 (Call 07/24/27), (3 mo. LIBOR US + 1.390%)^(b)		421		435,710
3.70%, 01/12/26		87		90,881
3.88%, 03/26/25		95		98,218
3.88%, 01/24/39 (Call 01/24/38), (3 mo. LIBOR US + 1.168%)^(b)		300		313,575
3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)^(b)		367		383,177
3.98%, 03/20/30 (Call 03/20/29), (3 mo. LIBOR US + 1.338%)^(b)		188		197,938
4.08%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.192%)^(b)		130		136,976
4.13%, 07/25/28^(a)		208		218,504
4.28%, 04/24/48 (Call 04/24/47), (3 mo. LIBOR US + 1.839%)^(b)		233		256,636
4.30%, 11/20/26		216		229,992
4.40%, 06/10/25		16		16,792
4.41%, 03/31/31 (Call 03/31/30), (SOFR + 3.914%)^(b)		181		196,483
4.45%, 09/29/27		432		461,575
4.60%, 03/09/26		194		207,014
4.65%, 07/30/45		256		290,115
4.65%, 07/23/48 (Call 06/23/48)		561		654,939
4.75%, 05/18/46		238		265,108
5.30%, 05/06/44		233		274,290
5.32%, 03/26/41 (Call 03/26/40), (SOFR + 4.548%)^(b)		290		351,193
5.50%, 09/13/25		97		105,821
5.88%, 02/22/33		47		56,062
5.88%, 01/30/42		90		115,860
6.00%, 10/31/33		89		108,252
6.13%, 08/25/36		285		359,935
6.63%, 01/15/28^(a)		170		203,238
6.63%, 06/15/32		54		67,695
6.68%, 09/13/43		213		294,494
8.13%, 07/15/39		408		639,018
Citizens Bank N.A./Providence RI, 3.75%, 02/18/26 (Call 11/18/25)		50		52,561
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 11/06/29)		164		157,169
2.85%, 07/27/26 (Call 04/27/26)		66		66,667
3.25%, 04/30/30 (Call 01/30/30)		330		333,590
4.30%, 12/03/25 (Call 11/03/25)		50		52,683
Comerica Bank, 4.00%, 07/27/25		40		42,050
Comerica Inc.
3.70%, 07/31/23 (Call 06/30/23)		519		530,953
4.00%, 02/01/29 (Call 11/03/28)^(a)		276		296,181
Cooperatieve Rabobank U.A.
3.75%, 07/21/26		80		82,633
4.38%, 08/04/25		315		329,881
4.63%, 12/01/23^(a)		15		15,640
5.25%, 05/24/41^(a)		305		393,987


Security	Par (000)		Value

Banks (continued)
5.25%, 08/04/45	$	342	$	409,111
5.75%, 12/01/43		202		256,413
Cooperatieve Rabobank U.A./New York, 3.38%, 05/21/25		80		82,969
Credit Suisse AG/New York NY, 3.63%, 09/09/24		45		46,443
Credit Suisse Group AG
3.75%, 03/26/25		5		5,136
3.80%, 06/09/23		105		107,356
4.55%, 04/17/26		55		58,095
4.88%, 05/15/45		490		539,250
Deutsche Bank AG, 4.10%, 01/13/26		144		149,959
Deutsche Bank AG/London, 3.70%, 05/30/24		226		231,980
Deutsche Bank AG/New York NY
2.55%, 01/07/28 (Call 01/07/27), (SOFR + 1.318%)^(b)		180		173,126
3.04%, 05/28/32 (Call 05/28/31), (SOFR + 1.718%)^(b)		445		418,033
3.55%, 09/18/31 (Call 09/18/30), (SOFR + 3.043%)^(b)		435		429,297
3.70%, 05/30/24		275		281,792
3.96%, 11/26/25 (Call 11/26/24), (SOFR + 2.581%)^(a)(b)		505		516,681
4.10%, 01/13/26		100		104,303
Discover Bank
2.70%, 02/06/30 (Call 11/06/29)		107		103,126
3.45%, 07/27/26 (Call 04/27/26)		80		82,290
4.25%, 03/13/26		25		26,441
4.65%, 09/13/28 (Call 06/13/28)		175		189,963
Fifth Third Bancorp., 8.25%, 03/01/38		377		572,248
First Horizon Bank, 5.75%, 05/01/30 (Call 02/01/30)^(a)		40		46,145
First Republic Bank/CA
4.38%, 08/01/46 (Call 02/01/46)		310		349,345
4.63%, 02/13/47 (Call 08/13/46)		90		102,598
Goldman Sachs Capital I, 6.35%, 02/15/34		249		311,235
Goldman Sachs Group Inc. (The)
1.76%, 01/24/25 (Call 01/24/24), (SOFR + 0.730%)^(b)		125		123,648
2.38%, 07/21/32 (Call 07/21/31), (SOFR + 1.248%)^(b)		255		236,431
2.60%, 02/07/30 (Call 11/07/29)		203		195,199
2.62%, 04/22/32 (Call 04/22/31), (SOFR + 1.281%)^(b)		1,040		983,819
2.64%, 02/24/28 (Call 02/24/27), (SOFR + 1.114%)^(b)		145		143,301
2.65%, 10/21/32 (Call 10/21/31), (SOFR + 1.264%)^(b)		295		279,793
2.91%, 07/21/42 (Call 07/21/41), (SOFR + 1.472%)^(b)		100		89,342
3.10%, 02/24/33 (Call 02/24/32), (SOFR + 1.410%)^(b)		280		275,425
3.44%, 02/24/43 (Call 02/24/42), (SOFR + 1.632%)^(b)		210		201,875
3.50%, 01/23/25 (Call 10/23/24)		67		68,937
3.50%, 04/01/25 (Call 03/01/25)		45		46,267
3.50%, 11/16/26 (Call 11/16/25)		455		466,389
3.69%, 06/05/28 (Call 06/05/27), (3 mo. LIBOR US + 1.510%)^(b)		240		248,563
3.75%, 02/25/26 (Call 11/25/25)		64		66,644
3.80%, 03/15/30 (Call 12/15/29)		299		311,435
3.81%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.158%)^(b)		320		332,128
3.85%, 01/26/27 (Call 01/26/26)		27		28,127
4.02%, 10/31/38 (Call 10/31/37), (3 mo. LIBOR US + 1.373%)^(b)		380		400,493
4.22%, 05/01/29 (Call 05/01/28), (3 mo. LIBOR US + 1.301%)^(b)		446		472,764
4.25%, 10/21/25		260		272,997
4.41%, 04/23/39 (Call 04/23/38), (3 mo. LIBOR US + 1.430%)^(b)		305		330,053
4.75%, 10/21/45 (Call 04/21/45)		383		437,053
4.80%, 07/08/44 (Call 01/08/44)		527		604,437
5.15%, 05/22/45		104		122,069
5.95%, 01/15/27		118		133,246


Security	Par (000)		Value

Banks (continued)
6.13%, 02/15/33	$	561	$	695,399
6.25%, 02/01/41		813		1,067,721
6.45%, 05/01/36		320		407,811
6.75%, 10/01/37		744		977,348
HSBC Bank USA N.A., 7.00%, 01/15/39		360		515,167
HSBC Bank USA N.A./New York NY, 5.63%, 08/15/35		252		297,728
HSBC Holdings PLC
2.21%, 08/17/29 (Call 08/17/28), (SOFR + 1.285%)^(a)(b)		200		186,650
2.36%, 08/18/31 (Call 08/18/30), (SOFR + 1.947%)^(b)		90		82,583
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(b)		175		174,780
2.80%, 05/24/32 (Call 05/24/31), (SOFR + 1.187%)^(b)		880		830,658
2.85%, 06/04/31 (Call 06/04/30), (SOFR + 2.387%)^(b)		70		66,879
2.87%, 11/22/32 (Call 11/22/31), (SOFR + 1.410%)^(a)(b)		325		308,350
3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)^(b)		150		153,740
3.90%, 05/25/26		145		150,857
3.97%, 05/22/30 (Call 05/22/29), (3 mo. LIBOR US + 1.610%)^(b)		820		845,723
4.04%, 03/13/28 (Call 03/13/27), (3 mo. LIBOR US + 1.546%)^(b)		345		357,603
4.25%, 03/14/24		427		441,253
4.25%, 08/18/25		95		98,548
4.29%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 1.348%)^(b)		165		172,100
4.30%, 03/08/26		65		68,654
4.38%, 11/23/26		500		525,990
4.58%, 06/19/29 (Call 06/19/28), (3 mo. LIBOR US + 1.535%)^(b)		525		560,353
4.95%, 03/31/30		215		238,433
5.25%, 03/14/44^(a)		324		372,247
6.10%, 01/14/42		409		539,827
6.50%, 05/02/36		420		528,969
6.50%, 09/15/37		445		567,802
6.80%, 06/01/38		275		359,532
7.63%, 05/17/32		437		570,521
Huntington Bancshares Inc./OH
2.49%, 08/15/36 (Call 08/15/31)^(b)(c)		360		328,979
2.55%, 02/04/30 (Call 11/04/29)^(a)		424		412,315
2.63%, 08/06/24 (Call 07/06/24)		415		418,150
4.00%, 05/15/25 (Call 04/15/25)		508		531,017
ING Groep NV
2.73%, 04/01/32 (Call 04/01/31), (SOFR + 1.316%)^(b)		620		592,838
3.55%, 04/09/24		537		551,010
3.95%, 03/29/27		585		614,583
4.05%, 04/09/29		307		326,016
4.10%, 10/02/23		393		405,824
4.55%, 10/02/28		605		658,149
Intesa Sanpaolo SpA, 5.25%, 01/12/24		7,355		7,722,088
JPMorgan Chase & Co.
2.01%, 03/13/26 (Call 03/13/25), (SOFR + 1.585%)^(b)		206		202,683
2.08%, 04/22/26 (Call 04/22/25), (SOFR + 1.850%)^(a)(b)		140		137,840
2.52%, 04/22/31 (Call 04/22/30), (SOFR + 2.040%)^(b)		161		154,571
2.55%, 11/08/32 (Call 11/08/31), (SOFR + 1.180%)^(b)		30		28,665
2.58%, 04/22/32 (Call 04/22/31), (SOFR + 1.250%)^(b)		1,500		1,437,270
2.74%, 10/15/30 (Call 10/15/29), (SOFR + 1.510%)^(b)		262		255,969
2.95%, 10/01/26 (Call 07/01/26)		264		268,467
2.95%, 02/24/28 (Call 02/24/27), (SOFR + 1.170%)^(b)		280		281,669
2.96%, 01/25/33 (Call 01/25/32), (SOFR + 1.260%)^(b)		600		593,592
3.11%, 04/22/41 (Call 04/22/40), (SOFR + 2.460%)^(b)		207		195,901
3.11%, 04/22/51 (Call 04/22/50), (SOFR + 2.440%)^(b)		429		397,413


Security	Par (000)		Value

Banks (continued)
3.16%, 04/22/42 (Call 04/22/41), (SOFR + 1.460%)^(b)	$	150	$	141,924
3.20%, 06/15/26 (Call 03/15/26)		137		140,584
3.30%, 04/01/26 (Call 01/01/26)		128		132,017
3.33%, 04/22/52 (Call 04/22/51), (SOFR + 1.580%)^(b)		399		384,377
3.51%, 01/23/29 (Call 01/23/28), (3 mo. LIBOR US + 0.945%)^(b)		174		178,695
3.54%, 05/01/28 (Call 05/01/27), (3 mo. LIBOR US + 1.380%)^(b)		2		2,067
3.63%, 12/01/27 (Call 12/01/26)		243		251,539
3.70%, 05/06/30 (Call 05/06/29), (3 mo. LIBOR US + 1.160%)^(b)		292		303,029
3.78%, 02/01/28 (Call 02/01/27), (3 mo. LIBOR US + 1.337%)^(b)		299		312,225
3.88%, 07/24/38 (Call 07/24/37), (3 mo. LIBOR US + 1.360%)^(b)		277		293,459
3.90%, 01/23/49 (Call 01/23/48), (3 mo. LIBOR US + 1.220%)^(b)		444		462,537
3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)^(b)		160		167,502
3.96%, 11/15/48 (Call 11/15/47), (3 mo. LIBOR US + 1.380%)^(b)		701		743,523
4.01%, 04/23/29 (Call 04/23/28), (3 mo. LIBOR US + 1.120%)^(b)		219		230,800
4.03%, 07/24/48 (Call 07/24/47), (3 mo. LIBOR US + 1.460%)^(b)		265		282,336
4.13%, 12/15/26		102		108,417
4.20%, 07/23/29 (Call 07/23/28), (3 mo. LIBOR US + 1.260%)^(b)		125		133,143
4.25%, 10/01/27		167		178,576
4.26%, 02/22/48 (Call 02/22/47), (3 mo. LIBOR US + 1.580%)^(b)		551		603,290
4.45%, 12/05/29 (Call 12/05/28), (3 mo. LIBOR US + 1.330%)^(b)		43		46,463
4.49%, 03/24/31 (Call 03/24/30), (SOFR + 3.790%)^(b)		146		160,258
4.85%, 02/01/44		310		367,703
4.95%, 06/01/45^(a)		149		174,843
5.40%, 01/06/42		411		509,422
5.50%, 10/15/40		246		305,800
5.60%, 07/15/41		348		438,564
6.40%, 05/15/38		503		674,774
7.63%, 10/15/26		109		131,723
7.75%, 07/15/25		30		35,144
8.00%, 04/29/27		365		454,290
8.75%, 09/01/30		14		19,663
KeyBank N.A./Cleveland OH
3.30%, 06/01/25		87		89,915
3.40%, 05/20/26		360		373,273
KeyCorp.
2.25%, 04/06/27		263		259,155
2.55%, 10/01/29		356		346,214
4.10%, 04/30/28		315		338,077
4.15%, 10/29/25		267		283,188
Lloyds Bank PLC, 3.50%, 05/14/25		200		205,496
Lloyds Banking Group PLC
2.44%, 02/05/26 (Call 02/05/25)^(b)		80		79,410
3.57%, 11/07/28 (Call 11/07/27), (3 mo. LIBOR US + 1.205%)^(a)(b)		225		230,596
3.75%, 01/11/27		200		207,618
3.87%, 07/09/25 (Call 07/09/24)^(b)		130		133,879
3.90%, 03/12/24		180		186,484


Security	Par (000)		Value

Banks (continued)
4.05%, 08/16/23	$	86	$	88,586
4.34%, 01/09/48		413		422,016
4.38%, 03/22/28		515		548,980
4.45%, 05/08/25		300		315,786
4.50%, 11/04/24		125		130,451
4.55%, 08/16/28^(a)		105		113,453
4.58%, 12/10/25		310		325,054
4.65%, 03/24/26		205		216,818
5.30%, 12/01/45		137		157,969
Mitsubishi UFJ Financial Group Inc.
2.34%, 01/19/28 (Call 01/19/27)^(b)		200		195,174
2.56%, 02/25/30		14		13,443
2.80%, 07/18/24		5		5,064
2.85%, 01/19/33 (Call 01/19/32)^(b)		200		193,714
3.20%, 07/18/29		12		12,088
3.29%, 07/25/27		122		125,223
3.68%, 02/22/27		105		109,628
3.74%, 03/07/29		109		113,979
3.75%, 07/18/39		285		297,754
3.78%, 03/02/25		126		130,910
3.85%, 03/01/26		12		12,550
3.96%, 03/02/28		108		114,233
4.05%, 09/11/28		10		10,644
4.15%, 03/07/39^(a)		253		277,556
4.29%, 07/26/38		143		158,786
Mizuho Financial Group Inc.
2.56%, 09/13/25 (Call 09/13/24), (SOFR + 1.362%)^(b)		25		25,026
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(b)		210		211,756
2.87%, 09/13/30 (Call 09/13/29), (SOFR + 1.572%)^(b)		275		269,632
3.15%, 07/16/30 (Call 07/16/29), (3 mo. LIBOR US + 1.130%)^(b)		55		54,942
3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)^(b)		30		30,790
4.02%, 03/05/28		50		52,796
4.25%, 09/11/29 (Call 09/11/28), (3 mo. LIBOR US + 1.270%)^(a)(b)		107		114,344
Morgan Stanley
1.79%, 02/13/32 (Call 02/13/31), (SOFR + 1.034%)^(b)		290		259,141
1.93%, 04/28/32 (Call 04/28/31), (SOFR + 1.020%)^(b)		490		441,720
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(b)		173		170,678
2.24%, 07/21/32 (Call 07/21/31), (SOFR + 1.178%)^(b)		1,080		997,466
2.48%, 01/21/28 (Call 01/21/27), (SOFR + 1.000%)^(b)		260		255,658
2.48%, 09/16/36 (Call 09/16/31), (SOFR + 1.360%)^(b)		300		272,439
2.51%, 10/20/32 (Call 10/20/31), (SOFR + 1.200%)^(b)		260		245,690
2.70%, 01/22/31 (Call 01/22/30), (SOFR + 1.143%)^(b)		292		283,041
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(b)		431		433,534
2.80%, 01/25/52 (Call 01/25/51), (SOFR + 1.430%)^(b)		340		296,942
2.94%, 01/21/33 (Call 01/21/32), (SOFR + 1.290%)^(b)		115		112,576
3.13%, 07/27/26		315		320,953
3.59%, 07/22/28 (Call 07/22/27), (3 mo. LIBOR US + 1.340%)^(b)		443		457,654
3.62%, 04/01/31 (Call 04/01/30), (SOFR + 3.120%)^(b)		290		299,622
3.63%, 01/20/27		110		114,701
3.70%, 10/23/24		125		129,304
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(b)		312		318,043
3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)^(b)		261		270,936
3.88%, 01/27/26		488		509,692
3.95%, 04/23/27		285		299,147


Security	Par (000)		Value

Banks (continued)
3.97%, 07/22/38 (Call 07/22/37), (3 mo. LIBOR US + 1.455%)^(b)	$	322	$	338,738
4.00%, 07/23/25		259		271,445
4.10%, 05/22/23		105		107,755
4.30%, 01/27/45		760		827,100
4.35%, 09/08/26		494		524,618
4.38%, 01/22/47		665		738,682
4.43%, 01/23/30 (Call 01/23/29), (3 mo. LIBOR US + 1.628%)^(b)		157		169,543
4.46%, 04/22/39 (Call 04/22/38), (3 mo. LIBOR US + 1.431%)^(b)		216		236,859
5.00%, 11/24/25		282		303,364
5.60%, 03/24/51 (Call 03/24/50), (SOFR + 4.480%)^(b)		241		321,595
6.25%, 08/09/26		110		125,940
6.38%, 07/24/42		664		905,749
7.25%, 04/01/32		322		431,441
Series F, 3.88%, 04/29/24		150		155,055
National Australia Bank Ltd./New York
2.50%, 07/12/26^(a)		566		573,505
3.38%, 01/14/26^(a)		40		41,884
National Bank of Canada, 2.10%, 02/01/23		127		127,446
Natwest Group PLC
3.03%, 11/28/35 (Call 08/28/30)^(b)		375		346,819
3.75%, 11/01/29 (Call 11/01/24)^(b)		160		162,006
3.88%, 09/12/23		377		386,108
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(b)		605		625,679
4.45%, 05/08/30 (Call 05/08/29), (3 mo. LIBOR US + 1.871%)^(b)		319		340,064
4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)^(b)		162		166,683
4.80%, 04/05/26		485		519,774
4.89%, 05/18/29 (Call 05/18/28), (3 mo. LIBOR US + 1.754%)^(b)		620		675,440
5.08%, 01/27/30 (Call 01/27/29), (3 mo. LIBOR US + 1.905%)^(b)		895		986,227
5.13%, 05/28/24		430		451,672
6.00%, 12/19/23		396		420,580
6.10%, 06/10/23^(a)		51		53,353
Northern Trust Corp.
3.15%, 05/03/29 (Call 02/03/29)		647		673,268
3.38%, 05/08/32 (Call 05/08/27), (3 mo. LIBOR US + 1.131%)^(b)		842		858,234
3.65%, 08/03/28 (Call 05/03/28)		404		433,831
3.95%, 10/30/25		1,029		1,090,894
People’s United Bank N.A., 4.00%, 07/15/24 (Call 04/16/24)		15		15,467
PNC Bank N.A.
2.70%, 10/22/29		380		375,030
3.10%, 10/25/27 (Call 09/25/27)		331		342,866
3.25%, 01/22/28 (Call 12/23/27)		1,857		1,922,942
3.30%, 10/30/24 (Call 09/30/24)		20		20,646
4.05%, 07/26/28		160		171,480
PNC Bank NA
3.88%, 04/10/25 (Call 03/10/25)		2,602		2,714,927
2.50%, 08/27/24 (Call 07/27/24)		2,844		2,874,658
PNC Financial Services Group Inc. (The)
2.20%, 11/01/24 (Call 10/02/24)		117		117,394
2.55%, 01/22/30 (Call 10/24/29)		354		348,092
2.60%, 07/23/26 (Call 05/23/26)		284		287,979
3.15%, 05/19/27 (Call 04/19/27)		207		214,547


Security	Par (000)		Value

Banks (continued)
3.45%, 04/23/29 (Call 01/23/29)^(a)	$	429	$	450,296
3.90%, 04/29/24 (Call 03/29/24)		30		31,150
Regions Bank/Birmingham AL, 6.45%, 06/26/37^(a)		110		143,943
Regions Financial Corp., 7.38%, 12/10/37		338		472,598
Royal Bank of Canada
2.25%, 11/01/24		352		352,260
2.55%, 07/16/24		195		196,950
3.70%, 10/05/23		325		334,987
4.65%, 01/27/26		147		158,279
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (SOFR + 1.249%)^(b)		205		199,114
3.24%, 10/05/26 (Call 08/05/26)		476		480,960
3.50%, 06/07/24 (Call 05/07/24)		547		558,246
4.40%, 07/13/27 (Call 04/14/27)		540		567,540
4.50%, 07/17/25 (Call 04/17/25)		484		507,469
Santander UK Group Holdings PLC
2.90%, 03/15/32 (Call 03/15/31), (SOFR + 1.475%)^(b)		5		4,764
3.82%, 11/03/28 (Call 11/03/27), (3 mo. LIBOR US + 1.400%)^(b)		80		82,169
4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)^(b)		195		202,664
State Street Corp.
1.75%, 02/06/26 (Call 02/06/25), (SOFR + 0.441%)^(b)		60		59,311
2.20%, 02/07/28 (Call 02/07/27), (SOFR + 0.730%)^(b)		200		197,442
2.35%, 11/01/25 (Call 11/01/24)^(b)		484		486,923
2.62%, 02/07/33 (Call 02/07/32), (SOFR + 1.002%)^(b)		200		196,026
2.65%, 05/19/26		1,838		1,876,083
3.30%, 12/16/24		976		1,009,711
3.55%, 08/18/25		1,647		1,719,402
3.70%, 11/20/23		1,631		1,685,247
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(b)		1,089		1,123,761
4.14%, 12/03/29 (Call 12/03/28), (3 mo. LIBOR US + 1.030%)^(b)		415		449,125
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25		30		31,218
Sumitomo Mitsui Financial Group Inc.
2.35%, 01/15/25		45		44,842
2.45%, 09/27/24		51		51,138
2.63%, 07/14/26		171		171,393
2.70%, 07/16/24		25		25,238
2.72%, 09/27/29		20		19,565
2.75%, 01/15/30		290		283,315
3.01%, 10/19/26		73		74,119
3.04%, 07/16/29		342		341,340
3.20%, 09/17/29		160		159,886
3.35%, 10/18/27		74		76,298
3.36%, 07/12/27^(a)		115		118,862
3.45%, 01/11/27		39		40,319
3.54%, 01/17/28		296		307,162
3.78%, 03/09/26^(a)		134		140,176
3.94%, 07/19/28		46		48,701
4.31%, 10/16/28^(a)		128		138,728
SVB Financial Group
3.13%, 06/05/30 (Call 03/05/30)		360		361,836
3.50%, 01/29/25		270		278,281
Svenska Handelsbanken AB, 3.90%, 11/20/23		51		52,904
Toronto-Dominion Bank (The)
1.45%, 01/10/25^(a)		100		97,906
1.95%, 01/12/27		100		97,674
2.00%, 09/10/31^(a)		320		296,861


Security	Par (000)		Value

Banks (continued)
2.45%, 01/12/32	$	100	$	95,754
2.65%, 06/12/24		626		634,000
3.25%, 03/11/24		798		818,900
3.50%, 07/19/23		1,176		1,205,412
3.63%, 09/15/31 (Call 09/15/26)^(b)		797		821,595
Truist Bank
2.15%, 12/06/24 (Call 11/05/24)		293		293,984
2.25%, 03/11/30 (Call 12/11/29)		97		91,976
2.64%, 09/17/29 (Call 09/17/24)^(b)		15		15,059
3.20%, 04/01/24 (Call 03/01/24)		5		5,134
3.63%, 09/16/25 (Call 08/16/25)		64		66,680
3.80%, 10/30/26 (Call 09/30/26)		20		21,070
4.05%, 11/03/25 (Call 09/03/25)		68		72,266
Truist Financial Corp.
2.85%, 10/26/24 (Call 09/26/24)^(a)		127		129,421
3.70%, 06/05/25 (Call 05/05/25)		160		167,197
3.88%, 03/19/29 (Call 02/16/29)		160		169,651
4.00%, 05/01/25 (Call 03/01/25)		180		188,910
U.S. Bancorp.
2.22%, 01/27/28 (Call 01/27/27), (SOFR + 0.730%)^(b)		50		49,402
2.68%, 01/27/33 (Call 01/27/32), (SOFR + 1.020%)^(b)		50		49,141
3.00%, 07/30/29 (Call 04/30/29)^(a)		172		173,581
3.90%, 04/26/28 (Call 03/24/28)		123		131,600
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28)		52		55,911
Westpac Banking Corp.
2.35%, 02/19/25		155		156,277
2.65%, 01/16/30		206		205,195
2.67%, 11/15/35 (Call 11/15/30)^(b)		237		214,513
2.70%, 08/19/26		331		337,140
2.85%, 05/13/26		522		535,734
2.89%, 02/04/30 (Call 02/04/25)^(b)		241		238,130
3.02%, 11/18/36 (Call 11/18/31)^(b)		250		232,260
3.30%, 02/26/24		20		20,592
3.35%, 03/08/27		453		473,729
3.40%, 01/25/28		420		440,399
4.11%, 07/24/34 (Call 07/24/29)^(b)		199		205,014
4.32%, 11/23/31 (Call 11/23/26)^(b)		161		167,931
4.42%, 07/24/39		331		357,619
Zions Bancorp. N.A., 3.25%, 10/29/29 (Call 07/29/29)		280		278,659


				192,306,443

Beverages — 4.6%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.
3.65%, 02/01/26 (Call 11/01/25)		806		842,552
4.70%, 02/01/36 (Call 08/01/35)		619		690,662
4.90%, 02/01/46 (Call 08/01/45)		1,106		1,256,416
Anheuser-Busch InBev Finance Inc.
4.00%, 01/17/43		230		234,628
4.63%, 02/01/44		321		350,352
4.70%, 02/01/36 (Call 08/01/35)^(a)		382		425,750
4.90%, 02/01/46 (Call 08/01/45)		199		223,111
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)^(a)		197		205,863
3.75%, 07/15/42		444		438,388
4.00%, 04/13/28 (Call 01/13/28)		536		571,403
4.35%, 06/01/40 (Call 12/01/39)		102		108,774
4.38%, 04/15/38 (Call 10/15/37)		226		242,498
4.44%, 10/06/48 (Call 04/06/48)		282		302,002
4.50%, 06/01/50 (Call 12/01/49)		286		315,052
4.60%, 04/15/48 (Call 10/15/47)		361		396,486


Security	Par (000)		Value

Beverages (continued)
4.60%, 06/01/60 (Call 12/01/59)	$	75	$	81,550
4.75%, 01/23/29 (Call 10/23/28)		626		696,657
4.75%, 04/15/58 (Call 10/15/57)		292		323,390
4.90%, 01/23/31 (Call 10/23/30)		481		552,563
4.95%, 01/15/42		269		307,026
5.45%, 01/23/39 (Call 07/23/38)		239		284,723
5.55%, 01/23/49 (Call 07/23/48)		464		574,497
5.80%, 01/23/59 (Call 07/23/58)		429		550,724
5.88%, 06/15/35		65		79,752
8.00%, 11/15/39		64		96,131
8.20%, 01/15/39		199		302,970
Brown-Forman Corp.
3.50%, 04/15/25 (Call 02/15/25)		160		166,342
4.00%, 04/15/38 (Call 10/15/37)		34		36,855
4.50%, 07/15/45 (Call 01/15/45)		168		193,334
Coca-Cola Co. (The)
1.65%, 06/01/30		508		470,774
1.75%, 09/06/24^(a)		353		353,134
2.13%, 09/06/29		552		538,377
2.50%, 06/01/40		330		299,208
2.50%, 03/15/51		96		82,284
2.60%, 06/01/50		172		150,834
2.75%, 06/01/60		195		170,052
2.90%, 05/25/27^(a)		105		108,233
3.00%, 03/05/51		150		142,609
3.38%, 03/25/27		266		280,133
3.45%, 03/25/30		203		214,804
4.20%, 03/25/50		160		184,138
Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 (Call 10/22/29)		59		56,994
Constellation Brands Inc.
2.88%, 05/01/30 (Call 02/01/30)		74		72,242
3.15%, 08/01/29 (Call 05/01/29)		125		125,136
3.50%, 05/09/27 (Call 02/09/27)		146		151,374
3.60%, 02/15/28 (Call 11/15/27)		250		257,597
3.70%, 12/06/26 (Call 09/06/26)		145		151,603
3.75%, 05/01/50 (Call 11/01/49)		67		64,033
4.10%, 02/15/48 (Call 08/15/47)		30		29,928
4.50%, 05/09/47 (Call 11/09/46)		107		112,486
4.65%, 11/15/28 (Call 08/15/28)		150		163,882
5.25%, 11/15/48 (Call 05/15/48)		105		122,220
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		1,030		999,769
2.00%, 04/29/30 (Call 01/29/30)		1,002		947,541
2.13%, 10/24/24 (Call 09/24/24)		3,310		3,322,313
2.38%, 10/24/29 (Call 07/24/29)^(a)		600		586,638
2.63%, 04/29/23 (Call 01/29/23)		3,184		3,216,732
3.50%, 09/18/23 (Call 08/18/23)		1,178		1,208,345
3.88%, 05/18/28 (Call 02/18/28)		1,860		1,998,682
5.88%, 09/30/36		94		124,061
Diageo Investment Corp.
4.25%, 05/11/42^(a)		355		400,078
7.45%, 04/15/35		380		551,312
Fomento Economico Mexicano SAB de CV
3.50%, 01/16/50 (Call 07/16/49)		495		465,067
4.38%, 05/10/43		120		127,237
Keurig Dr Pepper Inc.
2.55%, 09/15/26 (Call 06/15/26)		275		275,173
3.13%, 12/15/23 (Call 10/15/23)		44		44,894
3.20%, 05/01/30 (Call 02/01/30)^(a)		345		348,995


Security	Par (000)		Value

Beverages (continued)
3.35%, 03/15/51 (Call 09/15/50)	$	55	$	50,099
3.40%, 11/15/25 (Call 08/15/25)		153		157,723
3.43%, 06/15/27 (Call 03/15/27)		167		173,099
3.80%, 05/01/50 (Call 11/01/49)		129		126,897
4.06%, 05/25/23 (Call 04/25/23)		69		70,783
4.42%, 05/25/25 (Call 03/25/25)		237		250,694
4.42%, 12/15/46 (Call 06/15/46)		178		190,330
4.50%, 11/15/45 (Call 05/15/45)		76		81,433
4.60%, 05/25/28 (Call 02/25/28)		357		390,344
4.99%, 05/25/38 (Call 11/25/37)^(a)		121		138,170
5.09%, 05/25/48 (Call 11/25/47)		62		72,553
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		859		874,385
4.20%, 07/15/46 (Call 01/15/46)^(a)		634		631,959
5.00%, 05/01/42		374		409,006
PepsiCo Inc.
1.63%, 05/01/30 (Call 02/01/30)		369		344,052
1.95%, 10/21/31 (Call 07/21/31)		90		85,180
2.25%, 03/19/25 (Call 02/19/25)		604		610,131
2.38%, 10/06/26 (Call 07/06/26)		530		537,484
2.63%, 03/19/27 (Call 01/19/27)		144		147,354
2.63%, 07/29/29 (Call 04/29/29)		503		508,659
2.63%, 10/21/41 (Call 04/21/41)		50		46,417
2.75%, 04/30/25 (Call 01/30/25)		755		771,036
2.75%, 03/19/30 (Call 12/19/29)		463		469,635
2.75%, 10/21/51 (Call 04/21/51)		50		45,941
2.85%, 02/24/26 (Call 11/24/25)		362		373,168
2.88%, 10/15/49 (Call 04/15/49)^(a)		139		131,019
3.00%, 10/15/27 (Call 07/15/27)		1,166		1,212,488
3.38%, 07/29/49 (Call 01/29/49)		138		139,572
3.45%, 10/06/46 (Call 04/06/46)		141		145,375
3.50%, 07/17/25 (Call 04/17/25)		336		351,066
3.60%, 03/01/24 (Call 12/01/23)		1,075		1,111,163
3.63%, 03/19/50 (Call 09/19/49)		194		207,353
4.00%, 03/05/42^(a)		55		60,459
4.25%, 10/22/44 (Call 04/22/44)		95		107,929
4.45%, 04/14/46 (Call 10/14/45)		630		746,323
5.50%, 01/15/40		10		13,126
7.00%, 03/01/29		35		45,162


				41,596,930

Biotechnology — 1.6%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)		214		212,722
2.20%, 02/21/27 (Call 12/21/26)		557		549,007
2.25%, 08/19/23 (Call 06/19/23)^(a)		160		161,373
2.30%, 02/25/31 (Call 11/25/30)^(a)		149		140,856
2.45%, 02/21/30 (Call 11/21/29)		94		90,757
2.60%, 08/19/26 (Call 05/19/26)^(a)		399		402,611
2.77%, 09/01/53 (Call 03/01/53)		125		101,558
3.00%, 01/15/52 (Call 07/15/51)		325		278,561
3.13%, 05/01/25 (Call 02/01/25)		471		481,753
3.15%, 02/21/40 (Call 08/21/39)		160		148,904
3.20%, 11/02/27 (Call 08/02/27)		388		400,362
3.35%, 02/22/32 (Call 11/22/31)^(a)		60		61,192
3.38%, 02/21/50 (Call 08/21/49)		350		321,016
3.63%, 05/22/24 (Call 02/22/24)		474		489,765
4.40%, 05/01/45 (Call 11/01/44)		451		481,979
4.40%, 02/22/62 (Call 08/22/61)		50		52,674
4.56%, 06/15/48 (Call 12/15/47)		322		353,099
4.66%, 06/15/51 (Call 12/15/50)		638		715,708


Security	Par (000)		Value

Biotechnology (continued)
4.95%, 10/01/41	$	237	$	272,218
5.15%, 11/15/41 (Call 05/15/41)		300		348,330
5.65%, 06/15/42 (Call 12/15/41)		63		78,380
5.75%, 03/15/40		15		18,654
6.38%, 06/01/37		25		33,612
Baxalta Inc.
4.00%, 06/23/25 (Call 03/23/25)		236		246,672
5.25%, 06/23/45 (Call 12/23/44)		281		334,972
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		350		320,383
3.15%, 05/01/50 (Call 11/01/49)		313		258,823
3.25%, 02/15/51 (Call 08/15/50)^(c)		30		25,237
4.05%, 09/15/25 (Call 06/15/25)		280		292,712
5.20%, 09/15/45 (Call 03/15/45)		510		576,356
Gilead Sciences Inc.
1.65%, 10/01/30 (Call 07/01/30)		25		22,694
2.50%, 09/01/23 (Call 07/01/23)		70		70,767
2.80%, 10/01/50 (Call 04/01/50)		25		21,158
2.95%, 03/01/27 (Call 12/01/26)^(a)		762		777,049
3.50%, 02/01/25 (Call 11/01/24)		891		921,775
3.65%, 03/01/26 (Call 12/01/25)		462		482,051
3.70%, 04/01/24 (Call 01/01/24)		683		705,102
4.00%, 09/01/36 (Call 03/01/36)		180		192,029
4.15%, 03/01/47 (Call 09/01/46)		250		262,317
4.50%, 02/01/45 (Call 08/01/44)		516		564,421
4.60%, 09/01/35 (Call 03/01/35)		447		505,629
4.75%, 03/01/46 (Call 09/01/45)		474		538,004
4.80%, 04/01/44 (Call 10/01/43)		330		374,543
5.65%, 12/01/41 (Call 06/01/41)		337		421,102
Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 (Call 03/15/50)		135		111,379
Royalty Pharma PLC
3.35%, 09/02/51 (Call 03/02/51)		75		62,741
3.55%, 09/02/50 (Call 03/02/50)		134		116,213


				14,399,220

Building Materials — 0.9%
Carrier Global Corp.
2.70%, 02/15/31 (Call 11/15/30)^(a)		352		340,359
2.72%, 02/15/30 (Call 11/15/29)		95		92,382
3.38%, 04/05/40 (Call 10/05/39)		288		270,873
3.58%, 04/05/50 (Call 10/05/49)		291		276,514
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		203		206,015
4.00%, 09/21/23 (Call 08/21/23)		416		427,752
4.00%, 06/15/25 (Call 03/15/25)		231		241,527
Johnson Controls International PLC
3.63%, 07/02/24 (Call 04/02/24)^(d)		653		674,320
3.90%, 02/14/26 (Call 11/14/25)		266		280,199
4.50%, 02/15/47 (Call 08/15/46)		68		74,238
4.63%, 07/02/44 (Call 01/02/44)		264		296,926
4.95%, 07/02/64 (Call 01/02/64)^(d)		166		191,378
5.13%, 09/14/45 (Call 03/14/45)^(a)		108		130,132
6.00%, 01/15/36		80		102,756
Johnson Controls International PLC/Tyco Fire & Security Finance SCA
1.75%, 09/15/30 (Call 06/15/30)		2,050		1,875,279
2.00%, 09/16/31 (Call 06/16/31)		25		22,774
Lafarge SA, 7.13%, 07/15/36^(a)		55		74,981
Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23)		136		138,007


Security	Par (000)		Value

Building Materials (continued)
Martin Marietta Materials Inc.
3.20%, 07/15/51 (Call 01/15/51)	$	30	$	26,840
3.45%, 06/01/27 (Call 03/01/27)		60		62,483
3.50%, 12/15/27 (Call 09/15/27)		103		108,232
4.25%, 12/15/47 (Call 06/15/47)		96		100,443
Series CB, 2.50%, 03/15/30 (Call 12/15/29)		69		66,155
Masco Corp.
3.13%, 02/15/51 (Call 08/15/50)		20		17,463
3.50%, 11/15/27 (Call 08/15/27)		163		167,429
4.50%, 05/15/47 (Call 11/15/46)		138		148,760
Mohawk Industries Inc., 3.63%, 05/15/30 (Call 02/15/30)		5		5,139
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		293		301,544
3.95%, 08/15/29 (Call 05/15/29)		28		29,351
4.20%, 12/01/24 (Call 09/01/24)		210		219,230
4.30%, 07/15/47 (Call 01/15/47)		240		251,006
4.40%, 01/30/48 (Call 07/30/47)		167		177,257
7.00%, 12/01/36		107		140,711
Vulcan Materials Co.
3.90%, 04/01/27 (Call 01/01/27)		157		165,434
4.50%, 06/15/47 (Call 12/15/46)^(a)		67		73,788
4.70%, 03/01/48 (Call 09/01/47)		87		98,512


				7,876,189

Chemicals — 1.8%
Albemarle Corp., 5.45%, 12/01/44 (Call 06/01/44)		33		39,447
Cabot Corp., 4.00%, 07/01/29 (Call 04/01/29)		95		100,269
CF Industries Inc., 5.38%, 03/15/44		30		33,852
Dow Chemical Co. (The)
3.60%, 11/15/50 (Call 05/15/50)		97		92,434
3.63%, 05/15/26 (Call 03/15/26)		178		185,905
4.25%, 10/01/34 (Call 04/01/34)		66		71,364
4.38%, 11/15/42 (Call 05/15/42)		178		190,725
4.63%, 10/01/44 (Call 04/01/44)^(a)		58		64,138
4.80%, 11/30/28 (Call 08/30/28)		60		66,982
4.80%, 05/15/49 (Call 11/15/48)		247		280,812
5.25%, 11/15/41 (Call 05/15/41)		238		281,742
5.55%, 11/30/48 (Call 05/30/48)		101		127,457
7.38%, 11/01/29		98		126,881
9.40%, 05/15/39		179		301,228
DuPont de Nemours Inc.
4.21%, 11/15/23 (Call 10/15/23)		300		310,848
4.49%, 11/15/25 (Call 09/15/25)		102		108,701
4.73%, 11/15/28 (Call 08/15/28)		45		49,839
5.32%, 11/15/38 (Call 05/15/38)		276		328,512
5.42%, 11/15/48 (Call 05/15/48)		227		285,480
Eastman Chemical Co.
4.50%, 12/01/28 (Call 09/01/28)		60		65,032
4.65%, 10/15/44 (Call 04/15/44)		198		214,622
4.80%, 09/01/42 (Call 03/01/42)		110		120,784
Ecolab Inc.
1.30%, 01/30/31 (Call 10/30/30)		692		615,866
2.13%, 02/01/32 (Call 11/01/31)		155		146,222
2.70%, 11/01/26 (Call 08/01/26)		3,103		3,160,219
2.70%, 12/15/51 (Call 06/15/51)		40		34,905
2.75%, 08/18/55 (Call 02/18/55)^(a)		433		373,978
3.25%, 12/01/27 (Call 09/01/27)^(a)		1,307		1,369,344
3.95%, 12/01/47 (Call 06/01/47)		80		87,182
4.80%, 03/24/30 (Call 12/24/29)		655		751,698
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)		52		53,180


Security	Par (000)		Value

Chemicals (continued)
3.45%, 10/01/29 (Call 07/01/29)	$	56	$	56,519
4.50%, 10/01/49 (Call 04/01/49)		62		66,674
International Flavors & Fragrances Inc.
3.20%, 05/01/23 (Call 02/01/23)		44		44,524
4.38%, 06/01/47 (Call 12/01/46)		286		300,297
4.45%, 09/26/28 (Call 06/26/28)		226		245,176
5.00%, 09/26/48 (Call 03/26/48)		43		49,055
Linde Inc./CT
2.65%, 02/05/25 (Call 11/05/24)		159		161,787
3.20%, 01/30/26 (Call 10/30/25)^(a)		105		108,935
3.55%, 11/07/42 (Call 05/07/42)		220		227,680
Lubrizol Corp. (The), 6.50%, 10/01/34		175		238,161
LYB International Finance BV
4.88%, 03/15/44 (Call 09/15/43)		219		240,709
5.25%, 07/15/43		127		146,803
LYB International Finance III LLC
3.63%, 04/01/51 (Call 10/01/50)		237		223,752
3.80%, 10/01/60 (Call 04/01/60)^(a)		229		207,737
4.20%, 10/15/49 (Call 04/15/49)		223		226,202
4.20%, 05/01/50 (Call 11/01/49)		138		139,910
LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54)		156		165,246
Mosaic Co. (The)
4.05%, 11/15/27 (Call 08/15/27)		60		63,397
4.25%, 11/15/23 (Call 08/15/23)		25		25,856
4.88%, 11/15/41 (Call 05/15/41)		15		16,408
5.45%, 11/15/33 (Call 05/15/33)		532		625,377
5.63%, 11/15/43 (Call 05/15/43)		30		36,997
Nutrien Ltd.
3.00%, 04/01/25 (Call 01/01/25)		71		72,199
4.00%, 12/15/26 (Call 09/15/26)		30		31,955
4.13%, 03/15/35 (Call 09/15/34)		50		53,894
4.20%, 04/01/29 (Call 01/01/29)		173		187,553
4.90%, 06/01/43 (Call 12/01/42)		122		141,825
5.00%, 04/01/49 (Call 10/01/48)		111		134,420
5.25%, 01/15/45 (Call 07/15/44)		167		202,417
5.63%, 12/01/40		87		108,425
5.88%, 12/01/36		23		29,027
PPG Industries Inc.
2.40%, 08/15/24 (Call 07/15/24)		170		171,348
2.80%, 08/15/29 (Call 05/15/29)		86		85,884
3.20%, 03/15/23 (Call 02/15/23)		24		24,413
3.75%, 03/15/28 (Call 12/15/27)^(a)		221		237,327
Rohm & Haas Co., 7.85%, 07/15/29		36		47,222
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)		45		43,868
3.75%, 03/15/27 (Call 12/15/26)^(a)		3		3,158
4.25%, 01/15/48 (Call 07/15/47)^(a)		40		42,690
4.55%, 03/01/29 (Call 12/01/28)		52		56,438
5.25%, 06/01/45 (Call 12/01/44)^(a)		48		57,696
Sherwin-Williams Co. (The)
2.30%, 05/15/30 (Call 02/15/30)		95		90,183
2.95%, 08/15/29 (Call 05/15/29)^(a)		78		78,221
3.30%, 05/15/50 (Call 11/15/49)		41		37,667
3.45%, 08/01/25 (Call 05/01/25)		133		136,872
3.45%, 06/01/27 (Call 03/01/27)		13		13,526
3.80%, 08/15/49 (Call 02/15/49)		69		68,740
3.95%, 01/15/26 (Call 10/15/25)		94		99,489
4.00%, 12/15/42 (Call 06/15/42)		65		66,871
4.50%, 06/01/47 (Call 12/01/46)		223		243,920


Security	Par (000)		Value

Chemicals (continued)
4.55%, 08/01/45 (Call 02/01/45)	$	128	$	140,192
Westlake Corp., 4.38%, 11/15/47 (Call 05/15/47)		13		13,750


				16,378,040

Commercial Services — 1.2%
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		3,081		2,772,623
1.70%, 05/15/28 (Call 03/15/28)		255		245,828
3.38%, 09/15/25 (Call 06/15/25)		552		576,205
Block Financial LLC
3.88%, 08/15/30 (Call 05/15/30)		60		60,812
5.25%, 10/01/25 (Call 07/01/25)		80		86,289
Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27)		45		47,515
Global Payments Inc., 4.15%, 08/15/49 (Call 02/15/49)		176		173,568
Moody’s Corp.
2.55%, 08/18/60 (Call 02/18/60)		95		71,945
3.25%, 01/15/28 (Call 10/15/27)^(a)		302		313,240
3.25%, 05/20/50 (Call 11/20/49)		89		81,045
3.75%, 02/25/52 (Call 08/25/51)		40		39,998
4.25%, 02/01/29 (Call 11/01/28)		653		706,840
4.88%, 12/17/48 (Call 06/17/48)		228		268,447
5.25%, 07/15/44		100		120,696
PayPal Holdings Inc.
2.30%, 06/01/30 (Call 03/01/30)		215		204,992
2.85%, 10/01/29 (Call 07/01/29)		236		235,209
3.25%, 06/01/50 (Call 12/01/49)^(a)		285		267,031
Quanta Services Inc.
2.35%, 01/15/32 (Call 10/15/31)		20		18,122
2.90%, 10/01/30 (Call 07/01/30)		433		415,208
3.05%, 10/01/41 (Call 04/01/41)		110		95,819
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		1,110		1,110,866
4.00%, 03/18/29 (Call 12/18/28)		1,737		1,851,156
S&P Global Inc.
2.30%, 08/15/60 (Call 02/15/60)		194		145,944
2.50%, 12/01/29 (Call 09/01/29)		131		128,574
3.25%, 12/01/49 (Call 06/01/49)		225		215,714
Verisk Analytics Inc.
3.63%, 05/15/50 (Call 11/15/49)		77		74,264
5.50%, 06/15/45 (Call 12/15/44)		167		207,725


				10,535,675

Computers — 1.7%
Apple Inc.
2.65%, 05/11/50 (Call 11/11/49)		189		168,259
2.65%, 02/08/51 (Call 08/08/50)		80		71,167
2.70%, 08/05/51 (Call 02/05/51)		152		135,882
2.80%, 02/08/61 (Call 08/08/60)		97		85,389
2.85%, 08/05/61 (Call 02/05/61)		137		121,674
2.95%, 09/11/49 (Call 03/11/49)		159		149,582
3.45%, 02/09/45		73		74,606
3.75%, 09/12/47 (Call 03/12/47)		59		62,912
3.75%, 11/13/47 (Call 05/13/47)		135		144,368
3.85%, 05/04/43		321		345,325
3.85%, 08/04/46 (Call 02/04/46)		356		385,089
4.25%, 02/09/47 (Call 08/09/46)		117		134,460
4.38%, 05/13/45		403		467,327
4.45%, 05/06/44		143		166,998
4.65%, 02/23/46 (Call 08/23/45)		670		813,507
Dell Inc., 6.50%, 04/15/38		25		28,809


Security	Par (000)		Value

Computers (continued)
Dell International LLC/EMC Corp.
3.45%, 12/15/51 (Call 06/15/51)^(c)	$	240	$	202,908
8.10%, 07/15/36 (Call 01/15/36)		68		94,126
8.35%, 07/15/46 (Call 01/15/46)		109		165,870
Hewlett Packard Enterprise Co.
4.45%, 10/02/23 (Call 09/02/23)		290		300,826
4.90%, 10/15/25 (Call 07/15/25)^(a)		858		921,441
6.20%, 10/15/35 (Call 04/15/35)		473		565,968
6.35%, 10/15/45 (Call 04/15/45)		447		533,517
HP Inc.
2.65%, 06/17/31 (Call 03/17/31)		520		488,030
6.00%, 09/15/41		493		591,176
International Business Machines Corp.
2.95%, 05/15/50 (Call 11/15/49)		315		282,883
3.00%, 05/15/24		337		344,882
3.30%, 05/15/26		426		443,441
3.30%, 01/27/27		695		724,155
3.38%, 08/01/23		258		264,453
3.45%, 02/19/26^(a)		435		453,809
3.50%, 05/15/29		895		937,172
3.63%, 02/12/24		1,367		1,413,984
4.00%, 06/20/42		199		209,515
4.15%, 05/15/39		300		320,919
4.25%, 05/15/49		645		708,707
4.70%, 02/19/46		150		175,301
5.60%, 11/30/39		141		177,990
5.88%, 11/29/32		82		102,790
6.22%, 08/01/27		200		237,502
6.50%, 01/15/28		42		50,850
7.00%, 10/30/25		241		279,794
7.13%, 12/01/96		10		16,441
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		40		36,476
4.38%, 05/15/30 (Call 02/15/30)		1,110		1,179,086


				15,579,366

Cosmetics & Personal Care — 0.6%
Colgate-Palmolive Co.
2.10%, 05/01/23^(a)		169		170,151
3.25%, 03/15/24		197		203,099
3.70%, 08/01/47 (Call 02/01/47)		432		474,526
4.00%, 08/15/45		197		222,025
Estee Lauder Companies Inc. (The)
2.38%, 12/01/29 (Call 09/01/29)		90		88,401
2.60%, 04/15/30 (Call 01/15/30)		151		150,026
3.13%, 12/01/49 (Call 06/01/49)^(a)		123		120,004
4.15%, 03/15/47 (Call 09/15/46)		108		122,077
4.38%, 06/15/45 (Call 12/15/44)		114		131,232
6.00%, 05/15/37		74		98,972
Procter & Gamble Co. (The)
2.30%, 02/01/32		200		198,538
2.45%, 11/03/26		324		329,874
2.70%, 02/02/26		46		47,387
2.80%, 03/25/27		401		413,271
2.85%, 08/11/27		392		405,861
3.00%, 03/25/30		294		306,416
3.60%, 03/25/50^(a)		155		170,644
5.55%, 03/05/37		15		19,951
5.80%, 08/15/34^(a)		35		45,948
Unilever Capital Corp.
1.75%, 08/12/31 (Call 05/12/31)		100		91,783


Security	Par (000)		Value

Cosmetics & Personal Care (continued)
2.00%, 07/28/26	$	105	$	104,019
2.13%, 09/06/29 (Call 06/06/29)		117		112,570
2.60%, 05/05/24 (Call 03/05/24)		110		111,319
2.90%, 05/05/27 (Call 02/05/27)		92		94,040
3.10%, 07/30/25		185		190,372
3.25%, 03/07/24 (Call 02/07/24)		114		116,734
3.38%, 03/22/25 (Call 01/22/25)		110		113,689
3.50%, 03/22/28 (Call 12/22/27)		46		48,505
5.90%, 11/15/32		97		123,429
Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)^(a)		155		134,566


				4,959,429

Distribution & Wholesale — 0.1%
WW Grainger Inc.
1.85%, 02/15/25 (Call 01/15/25)		415		411,638
3.75%, 05/15/46 (Call 11/15/45)		58		60,272
4.20%, 05/15/47 (Call 11/15/46)		73		81,139
4.60%, 06/15/45 (Call 12/15/44)		266		306,847


				859,896

Diversified Financial Services — 2.9%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
2.88%, 08/14/24 (Call 07/14/24)^(a)		138		138,425
3.30%, 01/30/32 (Call 10/30/31)^(a)		700		664,048
3.40%, 10/29/33 (Call 07/29/33)		300		283,092
3.50%, 01/15/25 (Call 11/15/24)		80		81,279
3.65%, 07/21/27 (Call 04/21/27)		435		442,230
3.88%, 01/23/28 (Call 10/23/27)		30		30,492
4.45%, 10/01/25 (Call 08/01/25)		25		26,020
4.45%, 04/03/26 (Call 02/03/26)		150		156,384
4.63%, 10/15/27 (Call 08/15/27)		70		74,394
4.88%, 01/16/24 (Call 12/16/23)		100		104,000
6.50%, 07/15/25 (Call 06/15/25)		90		99,212
Affiliated Managers Group Inc.
3.50%, 08/01/25		116		120,074
4.25%, 02/15/24		14		14,587
Air Lease Corp.
3.00%, 02/01/30 (Call 11/01/29)		87		83,092
3.25%, 03/01/25 (Call 01/01/25)		127		128,161
3.25%, 10/01/29 (Call 07/01/29)		175		171,090
3.63%, 04/01/27 (Call 01/01/27)^(a)		178		181,528
3.63%, 12/01/27 (Call 09/01/27)		212		215,186
3.75%, 06/01/26 (Call 04/01/26)^(a)		132		135,582
4.63%, 10/01/28 (Call 07/01/28)		197		208,353
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26)		467		480,697
Ally Financial Inc.
4.63%, 03/30/25^(a)		99		104,243
5.13%, 09/30/24		384		407,332
5.80%, 05/01/25 (Call 04/01/25)^(a)		55		59,541
8.00%, 11/01/31		268		352,900
8.00%, 11/01/31^(a)		503		658,387
American Express Co.
2.50%, 07/30/24 (Call 06/30/24)^(a)		874		884,409
3.00%, 10/30/24 (Call 09/29/24)		753		770,093
3.13%, 05/20/26 (Call 04/20/26)		417		428,342
3.40%, 02/22/24 (Call 01/22/24)		600		616,866
3.63%, 12/05/24 (Call 11/04/24)^(a)		260		269,152
3.70%, 08/03/23 (Call 07/03/23)		636		653,077
4.05%, 12/03/42		540		592,990
4.20%, 11/06/25 (Call 10/06/25)		697		741,503


Security	Par (000)		Value

Diversified Financial Services (continued)
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)	$	74	$	75,777
3.00%, 04/02/25 (Call 03/02/25)		128		130,304
3.70%, 10/15/24		150		156,258
Brookfield Finance Inc.
3.50%, 03/30/51 (Call 09/30/50)		58		53,052
3.90%, 01/25/28 (Call 10/25/27)		181		190,101
4.00%, 04/01/24 (Call 02/01/24)		344		355,727
4.25%, 06/02/26 (Call 03/02/26)^(a)		287		306,183
4.35%, 04/15/30 (Call 01/15/30)		149		160,217
4.70%, 09/20/47 (Call 03/20/47)		268		293,323
4.85%, 03/29/29 (Call 12/29/28)^(a)		272		299,720
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49)		176		159,120
Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26)		103		108,144
Charles Schwab Corp. (The)
3.20%, 03/02/27 (Call 12/02/26)^(a)		44		45,637
3.20%, 01/25/28 (Call 10/25/27)		117		121,783
3.25%, 05/22/29 (Call 02/22/29)^(a)		92		94,713
4.00%, 02/01/29 (Call 11/01/28)		105		113,290
4.63%, 03/22/30 (Call 12/22/29)^(a)		50		56,711
CI Financial Corp.
3.20%, 12/17/30 (Call 09/17/30)		85		79,869
4.10%, 06/15/51 (Call 12/15/50)^(a)		75		71,354
CME Group Inc.
3.00%, 03/15/25 (Call 12/15/24)		128		131,420
3.75%, 06/15/28 (Call 03/15/28)		199		213,079
4.15%, 06/15/48 (Call 12/15/47)^(a)		78		89,307
5.30%, 09/15/43 (Call 03/15/43)		115		146,894
Credit Suisse USA Inc., 7.13%, 07/15/32		408		541,355
Discover Financial Services
4.10%, 02/09/27 (Call 11/09/26)		432		452,904
4.50%, 01/30/26 (Call 11/30/25)		345		367,177
Franklin Resources Inc., 2.85%, 03/30/25		124		126,450
Intercontinental Exchange Inc.
2.65%, 09/15/40 (Call 03/15/40)^(a)		182		161,494
3.00%, 06/15/50 (Call 12/15/49)		217		193,455
3.00%, 09/15/60 (Call 03/15/60)		370		317,108
3.10%, 09/15/27 (Call 06/15/27)		121		124,248
3.75%, 12/01/25 (Call 09/01/25)		147		154,275
3.75%, 09/21/28 (Call 06/21/28)		80		84,838
4.25%, 09/21/48 (Call 03/21/48)		225		248,895
Invesco Finance PLC
3.75%, 01/15/26		75		78,584
4.00%, 01/30/24		95		98,040
5.38%, 11/30/43		151		180,148
Janus Henderson US Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		227		242,098
Jefferies Group LLC
6.25%, 01/15/36		122		150,162
6.50%, 01/20/43		65		81,910
Jefferies Group LLC/Jefferies Group Capital Finance Inc., 4.15%, 01/23/30		64		67,258
Legg Mason Inc.
4.75%, 03/15/26		363		394,977
5.63%, 01/15/44		246		306,725
Mastercard Inc.
2.95%, 06/01/29 (Call 03/01/29)		97		99,681
2.95%, 03/15/51 (Call 09/15/50)		10		9,496
3.35%, 03/26/30 (Call 12/26/29)		185		194,098
3.65%, 06/01/49 (Call 12/01/48)		170		179,627


Security	Par (000)		Value

Diversified Financial Services (continued)
3.80%, 11/21/46 (Call 05/21/46)	$	191	$	204,393
3.85%, 03/26/50 (Call 09/26/49)		206		223,702
3.95%, 02/26/48 (Call 08/26/47)		233		254,888
Morgan Stanley Domestic Holdings Inc.
3.80%, 08/24/27 (Call 05/24/27)		261		272,941
4.50%, 06/20/28 (Call 03/20/28)		291		314,263
Nasdaq Inc.
3.25%, 04/28/50 (Call 10/28/49)		151		136,883
3.85%, 06/30/26 (Call 03/30/26)		179		187,452
Nomura Holdings Inc.
2.33%, 01/22/27		200		193,132
2.61%, 07/14/31		20		18,663
2.65%, 01/16/25		80		80,252
2.68%, 07/16/30		300		284,013
2.71%, 01/22/29		200		192,848
3.00%, 01/22/32		200		192,604
3.10%, 01/16/30		625		614,469
ORIX Corp.
3.25%, 12/04/24		2		2,048
3.70%, 07/18/27		106		111,107
4.05%, 01/16/24		137		141,939
Raymond James Financial Inc.
3.75%, 04/01/51 (Call 10/01/50)		90		89,530
4.65%, 04/01/30 (Call 01/01/30)		187		205,707
4.95%, 07/15/46		195		224,386
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)		100		92,917
3.70%, 08/04/26 (Call 05/04/26)^(a)		300		305,667
3.95%, 12/01/27 (Call 09/01/27)		270		278,518
4.50%, 07/23/25 (Call 04/23/25)		381		399,570
5.15%, 03/19/29 (Call 12/19/28)		332		363,122
Visa Inc.
2.00%, 08/15/50 (Call 02/15/50)		171		136,220
2.05%, 04/15/30 (Call 01/15/30)		214		206,514
3.65%, 09/15/47 (Call 03/15/47)		168		178,058
4.15%, 12/14/35 (Call 06/14/35)		393		440,773
4.30%, 12/14/45 (Call 06/14/45)		493		570,889
Western Union Co. (The)
2.85%, 01/10/25 (Call 12/10/24)^(a)		504		510,406
4.25%, 06/09/23 (Call 05/09/23)		147		150,646
6.20%, 11/17/36		178		201,277


				26,463,544

Electric — 7.9%
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)^(a)		195		187,645
4.00%, 10/15/28 (Call 07/15/28)		265		280,450
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		1,569		1,600,098
3.20%, 04/15/25 (Call 03/15/25)		1,966		2,011,080
3.80%, 06/01/29 (Call 03/01/29)		3,650		3,814,323
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47)		303		337,036
Baltimore Gas & Electric Co.
2.40%, 08/15/26 (Call 05/15/26)^(a)		504		507,709
3.20%, 09/15/49 (Call 03/15/49)		323		302,150
3.35%, 07/01/23 (Call 04/01/23)		55		55,977
3.50%, 08/15/46 (Call 02/15/46)		161		157,981
3.75%, 08/15/47 (Call 02/15/47)		132		134,649
4.25%, 09/15/48 (Call 03/15/48)		30		32,971
6.35%, 10/01/36		218		293,197


Security	Par (000)		Value

Electric (continued)
CenterPoint Energy Houston Electric LLC
3.00%, 03/01/32 (Call 12/01/31)	$	25	$	25,356
3.55%, 08/01/42 (Call 02/01/42)^(a)		199		199,969
3.95%, 03/01/48 (Call 09/01/47)		178		189,477
4.50%, 04/01/44 (Call 10/01/43)		177		200,212
Series AA, 3.00%, 02/01/27 (Call 11/01/26)		72		73,760
Series AC, 4.25%, 02/01/49 (Call 08/01/48)		87		97,162
Series AD, 2.90%, 07/01/50 (Call 01/01/50)		133		119,269
Series AF, 3.35%, 04/01/51 (Call 10/01/50)		82		79,730
Series Z, 2.40%, 09/01/26 (Call 06/01/26)		125		125,403
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		587		560,837
2.55%, 06/15/26 (Call 03/15/26)		454		458,426
3.00%, 03/01/50 (Call 09/01/49)		110		99,563
3.65%, 06/15/46 (Call 12/15/45)		216		217,277
3.70%, 08/15/28 (Call 05/15/28)		316		333,209
3.70%, 03/01/45 (Call 09/01/44)		169		170,173
3.80%, 10/01/42 (Call 04/01/42)		90		92,412
4.00%, 03/01/48 (Call 09/01/47)		102		109,156
4.00%, 03/01/49 (Call 09/01/48)		272		289,767
4.35%, 11/15/45 (Call 05/15/45)		84		91,740
4.60%, 08/15/43 (Call 02/15/43)		15		17,041
4.70%, 01/15/44 (Call 07/15/43)		58		66,862
5.90%, 03/15/36		318		407,377
6.45%, 01/15/38		159		213,065
Series 122, 2.95%, 08/15/27 (Call 05/15/27)		86		87,580
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		270		274,023
Series 127, 3.20%, 11/15/49 (Call 05/15/49)		286		267,444
Connecticut Light & Power Co. (The)
4.00%, 04/01/48 (Call 10/01/47)		240		257,095
4.30%, 04/15/44 (Call 10/15/43)		210		231,594
Series A, 3.20%, 03/15/27 (Call 12/15/26)		53		54,630
Series A, 4.15%, 06/01/45 (Call 12/01/44)		279		301,437
Consolidated Edison Co. of New York Inc.
3.70%, 11/15/59 (Call 05/15/59)		44		41,504
3.80%, 05/15/28 (Call 02/15/28)^(a)		86		91,077
3.85%, 06/15/46 (Call 12/15/45)		235		233,440
3.95%, 03/01/43 (Call 09/01/42)		211		211,019
4.45%, 03/15/44 (Call 09/15/43)		184		198,069
4.50%, 12/01/45 (Call 06/01/45)		168		180,563
4.50%, 05/15/58 (Call 11/15/57)		114		124,197
4.63%, 12/01/54 (Call 06/01/54)		116		128,544
5.70%, 06/15/40		120		146,184
Series 05-A, 5.30%, 03/01/35		75		87,964
Series 06-A, 5.85%, 03/15/36		49		60,052
Series 06-B, 6.20%, 06/15/36		10		12,613
Series 07-A, 6.30%, 08/15/37		53		68,398
Series 08-B, 6.75%, 04/01/38		98		132,291
Series 09-C, 5.50%, 12/01/39		242		289,810
Series 12-A, 4.20%, 03/15/42		134		139,518
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		189		188,654
Series 20A, 3.35%, 04/01/30 (Call 01/01/30)		396		406,542
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)^(a)		266		272,892
Series A, 4.13%, 05/15/49 (Call 11/15/48)		143		147,918
Series B, 3.13%, 11/15/27 (Call 08/15/27)		261		266,504
Series C, 4.00%, 11/15/57 (Call 05/15/57)		105		105,317
Series C, 4.30%, 12/01/56 (Call 06/01/56)		170		179,642
Series D, 4.00%, 12/01/28 (Call 09/01/28)		119		127,617
Series E, 4.65%, 12/01/48 (Call 06/01/48)		73		81,071


Security	Par (000)		Value

Electric (continued)
Delmarva Power & Light Co., 4.15%, 05/15/45 (Call 11/15/44)	$	134	$	142,064
Edison International
3.55%, 11/15/24 (Call 10/15/24)		88		90,038
4.13%, 03/15/28 (Call 12/15/27)^(a)		256		263,539
4.95%, 04/15/25 (Call 03/15/25)		210		222,266
5.75%, 06/15/27 (Call 04/15/27)^(a)		200		222,044
El Paso Electric Co., 6.00%, 05/15/35		55		68,600
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)^(a)		363		373,977
Entergy Corp., 3.75%, 06/15/50 (Call 12/15/49)		242		234,539
Entergy Louisiana LLC
2.90%, 03/15/51 (Call 09/15/50)		85		75,404
4.20%, 09/01/48 (Call 03/01/48)		20		21,498
4.20%, 04/01/50 (Call 10/01/49)		35		37,913
Entergy Mississippi LLC
3.50%, 06/01/51 (Call 03/01/51)		250		243,955
3.85%, 06/01/49 (Call 12/01/48)		250		258,788
Entergy Texas Inc.
3.55%, 09/30/49 (Call 03/30/49)		180		170,892
4.50%, 03/30/39 (Call 09/30/38)		10		10,807
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		650		618,787
2.80%, 05/01/23 (Call 02/01/23)		85		85,766
2.90%, 03/01/27 (Call 02/01/27)		200		201,326
3.38%, 03/01/32 (Call 12/01/31)		200		202,588
3.45%, 01/15/50 (Call 07/15/49)		603		565,795
Series H, 3.15%, 01/15/25 (Call 10/15/24)		835		851,249
Series L, 2.90%, 10/01/24 (Call 08/01/24)		892		905,121
Series M, 3.30%, 01/15/28 (Call 10/15/27)		415		422,686
Series N, 3.80%, 12/01/23 (Call 11/01/23)		442		454,327
Series O, 4.25%, 04/01/29 (Call 01/01/29)^(a)		697		748,320
Series R, 1.65%, 08/15/30 (Call 05/15/30)		1,705		1,513,119
Exelon Corp.
3.40%, 04/15/26 (Call 01/15/26)		566		584,191
3.95%, 06/15/25 (Call 03/15/25)		713		741,720
4.05%, 04/15/30 (Call 01/15/30)		825		874,871
4.45%, 04/15/46 (Call 10/15/45)		531		576,183
4.70%, 04/15/50 (Call 10/15/49)		471		534,062
4.95%, 06/15/35 (Call 12/15/34)^(a)		273		305,626
5.10%, 06/15/45 (Call 12/15/44)		195		226,496
5.63%, 06/15/35^(a)		255		303,042
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)^(a)		535		546,294
2.88%, 12/04/51 (Call 06/04/51)		80		72,847
3.13%, 12/01/25 (Call 06/01/25)		727		748,992
3.15%, 10/01/49 (Call 04/01/49)		256		244,567
3.70%, 12/01/47 (Call 06/01/47)		306		316,083
3.80%, 12/15/42 (Call 06/15/42)		77		80,212
3.95%, 03/01/48 (Call 09/01/47)		293		317,108
3.99%, 03/01/49 (Call 09/01/48)		180		195,131
4.05%, 06/01/42 (Call 12/01/41)		106		113,188
4.05%, 10/01/44 (Call 04/01/44)		315		342,244
4.13%, 02/01/42 (Call 08/01/41)		144		155,831
4.13%, 06/01/48 (Call 12/01/47)		301		334,820
4.95%, 06/01/35		291		341,500
5.25%, 02/01/41 (Call 08/01/40)		25		30,501
5.63%, 04/01/34		216		269,330
5.65%, 02/01/37		87		109,643
5.69%, 03/01/40		220		283,789
5.95%, 02/01/38		231		298,420


Security	Par (000)		Value

Electric (continued)
5.96%, 04/01/39	$	162	$	212,277
Iberdrola International BV
5.81%, 03/15/25^(a)		46		50,822
6.75%, 07/15/36		1,001		1,368,687
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		507		520,522
3.35%, 11/15/27 (Call 08/15/27)		315		324,803
3.65%, 06/15/24 (Call 03/15/24)		314		322,126
5.30%, 07/01/43 (Call 01/01/43)		343		416,495
National Grid USA, 5.80%, 04/01/35		280		330,588
National Rural Utilities Cooperative Finance Corp.
2.40%, 03/15/30 (Call 12/15/29)		461		444,169
2.75%, 04/15/32 (Call 01/15/32)		100		98,101
3.70%, 03/15/29 (Call 12/15/28)		175		183,803
3.90%, 11/01/28 (Call 08/01/28)		195		207,907
4.02%, 11/01/32 (Call 05/01/32)		131		141,138
4.30%, 03/15/49 (Call 09/15/48)		131		146,660
4.40%, 11/01/48 (Call 05/01/48)		105		116,559
Series C, 8.00%, 03/01/32		218		306,685
NextEra Energy Capital Holdings Inc.
2.25%, 06/01/30 (Call 03/01/30)		2,741		2,548,911
2.44%, 01/15/32 (Call 10/15/31)		50		46,828
2.75%, 11/01/29 (Call 08/01/29)		2,091		2,050,811
3.00%, 01/15/52 (Call 07/15/51)		55		47,544
3.50%, 04/01/29 (Call 01/01/29)		1,027		1,057,348
3.55%, 05/01/27 (Call 02/01/27)		1,088		1,131,923
4.80%, 12/01/77 (Call 12/01/27), (3 mo. LIBOR US + 2.409%)^(b)		154		152,603
5.65%, 05/01/79 (Call 05/01/29), (3 mo. LIBOR US + 3.156%)^(b)		145		153,187
NSTAR Electric Co.
3.10%, 06/01/51 (Call 12/01/50)		295		275,256
3.20%, 05/15/27 (Call 02/15/27)		1,390		1,434,258
3.25%, 05/15/29 (Call 02/15/29)		108		111,097
3.95%, 04/01/30 (Call 01/01/30)		688		740,144
4.40%, 03/01/44 (Call 09/01/43)		401		444,472
5.50%, 03/15/40		200		249,846
Ohio Power Co.
4.00%, 06/01/49 (Call 12/01/48)		145		150,652
4.15%, 04/01/48 (Call 10/01/47)		90		94,082
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		1,395		1,242,694
Series R, 2.90%, 10/01/51 (Call 04/01/51)		160		136,989
Oncor Electric Delivery Co. LLC
3.10%, 09/15/49 (Call 03/15/49)		332		309,401
3.70%, 11/15/28 (Call 08/15/28)		65		69,109
3.75%, 04/01/45 (Call 10/01/44)		305		312,073
3.80%, 09/30/47 (Call 03/30/47)		115		119,149
3.80%, 06/01/49 (Call 12/01/48)		230		240,619
4.10%, 11/15/48 (Call 05/15/48)		80		87,300
4.55%, 12/01/41 (Call 06/01/41)		10		11,283
5.25%, 09/30/40^(a)		30		36,534
5.30%, 06/01/42 (Call 12/01/41)		125		154,056
5.75%, 03/15/29 (Call 12/15/28)		42		49,406
7.00%, 05/01/32		20		26,554
7.25%, 01/15/33		72		98,441
7.50%, 09/01/38		95		138,939
PECO Energy Co.
2.85%, 09/15/51 (Call 03/15/51)		40		35,638
3.00%, 09/15/49 (Call 03/15/49)		295		271,087
3.15%, 10/15/25 (Call 07/15/25)		263		270,582


Security	Par (000)		Value

Electric (continued)
3.70%, 09/15/47 (Call 03/15/47)	$	90	$	92,187
3.90%, 03/01/48 (Call 09/01/47)		316		336,117
4.15%, 10/01/44 (Call 04/01/44)^(a)		118		127,678
Potomac Electric Power Co.
3.60%, 03/15/24 (Call 12/15/23)		154		158,677
4.15%, 03/15/43 (Call 09/15/42)		237		257,233
6.50%, 11/15/37		67		91,195
PPL Electric Utilities Corp.
3.00%, 10/01/49 (Call 04/01/49)		30		27,583
3.95%, 06/01/47 (Call 12/01/46)		35		36,501
4.15%, 06/15/48 (Call 12/15/47)		90		97,922
Public Service Co. of New Hampshire
3.50%, 11/01/23 (Call 08/01/23)		319		326,257
3.60%, 07/01/49 (Call 01/01/49)		432		437,612
Public Service Electric & Gas Co.
2.25%, 09/15/26 (Call 06/15/26)		72		71,834
2.45%, 01/15/30 (Call 10/15/29)		177		173,949
3.00%, 05/15/25 (Call 02/15/25)		31		31,614
3.00%, 05/15/27 (Call 02/15/27)		135		138,497
3.15%, 01/01/50 (Call 07/01/49)		297		280,831
3.20%, 05/15/29 (Call 02/15/29)		110		113,131
3.20%, 08/01/49 (Call 02/01/49)		269		256,898
3.60%, 12/01/47 (Call 06/01/47)		228		230,134
3.65%, 09/01/28 (Call 06/01/28)		177		186,864
3.65%, 09/01/42 (Call 03/01/42)		200		203,162
3.70%, 05/01/28 (Call 02/01/28)^(a)		125		132,595
3.80%, 01/01/43 (Call 07/01/42)		20		20,763
3.80%, 03/01/46 (Call 09/01/45)		488		508,154
3.85%, 05/01/49 (Call 11/01/48)		375		395,662
3.95%, 05/01/42 (Call 11/01/41)		71		76,346
4.05%, 05/01/48 (Call 11/01/47)		76		82,144
5.50%, 03/01/40		35		43,462
5.80%, 05/01/37		38		48,408
Public Service Enterprise Group Inc.
1.60%, 08/15/30 (Call 05/15/30)		1,232		1,096,000
2.45%, 11/15/31 (Call 08/15/31)		200		189,412
2.88%, 06/15/24 (Call 05/15/24)		343		347,799
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		424		427,858
4.15%, 05/15/48 (Call 11/15/47)		204		218,959
4.50%, 08/15/40		194		217,810
6.00%, 06/01/39		7		8,916
Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		94		96,028
Series RRR, 3.75%, 06/01/47 (Call 12/01/46)		183		182,583
Series TTT, 4.10%, 06/15/49 (Call 12/15/48)		184		194,714
Series UUU, 3.32%, 04/15/50 (Call 10/15/49)		328		308,222
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)		575		587,460
3.40%, 02/01/28 (Call 11/01/27)		552		568,560
3.80%, 02/01/38 (Call 08/01/37)		391		397,932
4.00%, 02/01/48 (Call 08/01/47)		377		380,597
4.13%, 04/01/52 (Call 01/01/27)^(b)		500		468,095
6.00%, 10/15/39		260		330,717
Southern California Edison Co.
2.25%, 06/01/30 (Call 03/01/30)		175		163,678
2.75%, 02/01/32 (Call 11/01/31)		100		96,401
2.85%, 08/01/29 (Call 05/01/29)		133		131,167
3.45%, 02/01/52 (Call 08/01/51)^(a)		50		46,048
3.65%, 02/01/50 (Call 08/01/49)		332		313,760
4.00%, 04/01/47 (Call 10/01/46)		298		293,271


Security	Par (000)		Value

Electric (continued)
4.05%, 03/15/42 (Call 09/15/41)	$	125	$	123,768
4.50%, 09/01/40 (Call 03/01/40)		63		65,601
4.65%, 10/01/43 (Call 04/01/43)		107		114,349
5.50%, 03/15/40		151		174,194
5.63%, 02/01/36		132		153,406
6.00%, 01/15/34^(a)		173		212,155
6.05%, 03/15/39		44		53,339
6.65%, 04/01/29		186		219,724
Series 04-G, 5.75%, 04/01/35		5		5,973
Series 05-E, 5.35%, 07/15/35		91		105,484
Series 06-E, 5.55%, 01/15/37		5		5,838
Series 08-A, 5.95%, 02/01/38		60		72,082
Series 13-A, 3.90%, 03/15/43 (Call 09/15/42)		88		84,968
Series A, 4.20%, 03/01/29 (Call 12/01/28)		135		143,652
Series B, 3.65%, 03/01/28 (Call 12/01/27)		43		44,729
Series B, 4.88%, 03/01/49 (Call 09/01/48)		69		75,505
Series C, 3.60%, 02/01/45 (Call 08/01/44)		148		137,698
Series C, 4.13%, 03/01/48 (Call 09/01/47)		262		263,438
Series E, 3.70%, 08/01/25 (Call 06/01/25)		166		172,067


				71,067,336

Electrical Components & Equipment — 0.0%
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30)		221		204,268
Emerson Electric Co.
2.80%, 12/21/51 (Call 06/21/51)		25		21,822
3.15%, 06/01/25 (Call 03/01/25)		106		109,176
5.25%, 11/15/39		10		12,154


				347,420

Electronics — 1.1%
Agilent Technologies Inc.
2.75%, 09/15/29 (Call 06/15/29)		688		677,522
3.05%, 09/22/26 (Call 06/22/26)		216		220,784
3.88%, 07/15/23 (Call 04/15/23)		386		395,059
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		549		557,515
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		399		404,299
3.55%, 10/01/27 (Call 07/01/27)		82		84,080
Amphenol Corp.
2.80%, 02/15/30 (Call 11/15/29)		149		146,589
4.35%, 06/01/29 (Call 03/01/29)		69		74,921
Flex Ltd.
4.75%, 06/15/25 (Call 03/15/25)		146		154,814
4.88%, 06/15/29 (Call 03/15/29)^(a)		273		295,378
4.88%, 05/12/30 (Call 02/12/30)		979		1,057,183
Fortive Corp.
3.15%, 06/15/26 (Call 03/15/26)		65		66,940
4.30%, 06/15/46 (Call 12/15/45)		157		169,657
Honeywell International Inc.
2.30%, 08/15/24 (Call 07/15/24)		428		432,348
2.50%, 11/01/26 (Call 08/01/26)^(a)		704		713,215
2.70%, 08/15/29 (Call 05/15/29)		146		147,161
3.35%, 12/01/23^(a)		65		66,777
3.81%, 11/21/47 (Call 05/21/47)		71		78,261
5.38%, 03/01/41^(a)		115		149,439
5.70%, 03/15/36		38		49,169
5.70%, 03/15/37		18		23,339
Hubbell Inc.
3.15%, 08/15/27 (Call 05/15/27)		21		21,492
3.35%, 03/01/26 (Call 12/01/25)		140		144,248
3.50%, 02/15/28 (Call 11/15/27)		65		67,415


Security	Par (000)		Value

Electronics (continued)
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)	$	286	$	286,234
4.55%, 10/30/24 (Call 07/30/24)		387		407,275
4.60%, 04/06/27 (Call 01/06/27)^(a)		627		684,540
Legrand France SA, 8.50%, 02/15/25		535		629,545
Trimble Inc.
4.15%, 06/15/23 (Call 05/15/23)		419		429,869
4.75%, 12/01/24 (Call 09/01/24)		601		634,025
4.90%, 06/15/28 (Call 03/15/28)		605		651,543
Tyco Electronics Group SA, 7.13%, 10/01/37		109		155,661
Vontier Corp, 2.95%, 04/01/31 (Call 01/01/31)		75		68,114


				10,144,411

Environmental Control — 0.1%
Republic Services Inc.
3.05%, 03/01/50 (Call 09/01/49)		10		9,222
5.70%, 05/15/41 (Call 11/15/40)		20		25,179
6.20%, 03/01/40		35		46,307
Waste Connections Inc.
2.60%, 02/01/30 (Call 11/01/29)		67		65,052
2.95%, 01/15/52 (Call 07/15/51)		50		43,518
3.05%, 04/01/50 (Call 10/01/49)		77		68,239
3.50%, 05/01/29 (Call 02/01/29)		25		25,866
4.25%, 12/01/28 (Call 09/01/28)		100		107,658
Waste Management Inc.
3.13%, 03/01/25 (Call 12/01/24)^(a)		70		72,048
3.15%, 11/15/27 (Call 08/15/27)^(a)		118		121,421
4.10%, 03/01/45 (Call 09/01/44)		10		10,945
4.15%, 07/15/49 (Call 01/15/49)		121		135,321


				730,776

Food — 2.5%
Ahold Finance USA LLC, 6.88%, 05/01/29		63		78,686
Bestfoods, Series E, 7.25%, 12/15/26^(a)		10		12,269
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)^(a)		215		204,628
3.13%, 04/24/50 (Call 10/24/49)		109		95,538
3.30%, 03/19/25 (Call 12/19/24)		95		97,167
3.95%, 03/15/25 (Call 01/15/25)		348		363,089
4.15%, 03/15/28 (Call 12/15/27)^(a)		508		542,458
4.80%, 03/15/48 (Call 09/15/47)		318		361,887
Conagra Brands Inc.
4.30%, 05/01/24 (Call 04/01/24)		189		196,193
4.60%, 11/01/25 (Call 09/01/25)		418		444,932
4.85%, 11/01/28 (Call 08/01/28)^(a)		150		164,775
5.30%, 11/01/38 (Call 05/01/38)		281		323,987
5.40%, 11/01/48 (Call 05/01/48)		218		264,033
7.00%, 10/01/28		98		120,346
8.25%, 09/15/30		114		154,885
General Mills Inc.
2.25%, 10/14/31 (Call 07/14/31)		100		94,019
2.88%, 04/15/30 (Call 01/15/30)		640		639,443
3.00%, 02/01/51 (Call 08/01/50)		300		271,671
3.20%, 02/10/27 (Call 11/10/26)		402		413,783
3.65%, 02/15/24 (Call 11/15/23)^(a)		265		272,950
3.70%, 10/17/23 (Call 09/17/23)		1,306		1,343,783
4.00%, 04/17/25 (Call 02/17/25)		561		587,103
4.20%, 04/17/28 (Call 01/17/28)^(a)		402		433,018
4.70%, 04/17/48 (Call 10/17/47)^(a)		95		112,052
5.40%, 06/15/40		72		88,301


Security	Par (000)		Value

Food (continued)
Hershey Co. (The)
2.45%, 11/15/29 (Call 08/15/29)^(a)	$	45	$	44,819
3.13%, 11/15/49 (Call 05/15/49)		132		129,290
3.38%, 08/15/46 (Call 02/15/46)		30		30,451
Hormel Foods Corp., 3.05%, 06/03/51 (Call 12/03/50)		35		33,341
Ingredion Inc.
2.90%, 06/01/30 (Call 03/01/30)^(a)		898		885,168
3.20%, 10/01/26 (Call 07/01/26)		125		128,371
3.90%, 06/01/50 (Call 12/01/49)		153		155,768
JM Smucker Co. (The)
2.38%, 03/15/30 (Call 12/15/29)		176		167,596
3.38%, 12/15/27 (Call 09/15/27)^(a)		119		123,395
3.50%, 03/15/25		130		134,514
3.55%, 03/15/50 (Call 09/15/49)		137		130,339
4.25%, 03/15/35		341		368,028
4.38%, 03/15/45		52		56,246
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		327		307,458
2.65%, 12/01/23		2,408		2,442,796
3.25%, 04/01/26		1,361		1,397,189
3.40%, 11/15/27 (Call 08/15/27)		479		496,359
4.30%, 05/15/28 (Call 02/15/28)		164		178,096
4.50%, 04/01/46		413		466,789
Series B, 7.45%, 04/01/31		751		1,002,743
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40^(a)		163		210,267
Kroger Co. (The)
2.20%, 05/01/30 (Call 02/01/30)		32		30,286
2.65%, 10/15/26 (Call 07/15/26)		208		209,941
3.50%, 02/01/26 (Call 11/01/25)		189		196,787
3.70%, 08/01/27 (Call 05/01/27)^(a)		69		72,698
3.85%, 08/01/23 (Call 05/01/23)		74		75,823
3.88%, 10/15/46 (Call 04/15/46)		152		152,915
3.95%, 01/15/50 (Call 07/15/49)^(a)		153		157,347
4.00%, 02/01/24 (Call 11/01/23)		66		68,294
4.45%, 02/01/47 (Call 08/01/46)		198		215,167
4.50%, 01/15/29 (Call 10/15/28)		125		137,405
4.65%, 01/15/48 (Call 07/15/47)^(a)		133		148,887
5.00%, 04/15/42 (Call 10/15/41)		69		79,684
5.15%, 08/01/43 (Call 02/01/43)		156		181,286
5.40%, 07/15/40 (Call 01/15/40)		110		131,622
5.40%, 01/15/49 (Call 07/15/48)		80		99,225
6.90%, 04/15/38		191		258,658
7.50%, 04/01/31^(a)		171		230,272
McCormick & Co. Inc./MD
2.50%, 04/15/30 (Call 01/15/30)		185		178,292
3.15%, 08/15/24 (Call 06/15/24)		258		264,254
3.40%, 08/15/27 (Call 05/15/27)		192		199,774
4.20%, 08/15/47 (Call 02/15/47)		148		163,512
Mondelez International Inc.
2.63%, 09/04/50 (Call 03/04/50)		118		99,470
2.75%, 04/13/30 (Call 01/13/30)		125		123,181
3.63%, 02/13/26 (Call 12/13/25)		154		160,376
4.13%, 05/07/28 (Call 02/07/28)		48		51,926
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)^(a)		54		51,602
3.25%, 07/15/27 (Call 04/15/27)		145		149,443
3.30%, 07/15/26 (Call 04/15/26)		80		82,410
3.30%, 02/15/50 (Call 08/15/49)^(a)		220		197,463
3.75%, 10/01/25 (Call 07/01/25)		156		162,714
4.45%, 03/15/48 (Call 09/15/47)^(a)		97		103,319


Security	Par (000)		Value

Food (continued)
4.50%, 04/01/46 (Call 10/01/45)	$	137	$	145,587
4.85%, 10/01/45 (Call 04/01/45)		157		172,328
5.38%, 09/21/35^(a)		40		47,807
5.95%, 04/01/30 (Call 01/01/30)		129		154,018
6.60%, 04/01/40 (Call 10/01/39)		10		13,375
6.60%, 04/01/50 (Call 10/01/49)		238		329,975
Tyson Foods Inc.
3.55%, 06/02/27 (Call 03/02/27)		206		214,088
4.35%, 03/01/29 (Call 12/01/28)		108		116,966
4.55%, 06/02/47 (Call 12/02/46)		111		123,282
4.88%, 08/15/34 (Call 02/15/34)		68		77,654
5.10%, 09/28/48 (Call 03/28/48)		218		261,375
5.15%, 08/15/44 (Call 02/15/44)		55		65,487


				22,725,994

Forest Products & Paper — 0.2%
Celulosa Arauco y Constitucion SA
3.88%, 11/02/27 (Call 08/02/27)		20		20,504
5.50%, 11/02/47 (Call 05/02/47)		5		5,190
International Paper Co.
4.35%, 08/15/48 (Call 02/15/48)		186		202,416
4.40%, 08/15/47 (Call 02/15/47)		199		218,172
4.80%, 06/15/44 (Call 12/15/43)		233		263,635
5.00%, 09/15/35 (Call 03/15/35)^(a)		40		47,104
5.15%, 05/15/46 (Call 11/15/45)		20		23,960
6.00%, 11/15/41 (Call 05/15/41)		224		281,832
7.30%, 11/15/39		112		157,839
Suzano Austria GmbH
3.13%, 01/15/32 (Call 10/15/31)		230		204,286
5.00%, 01/15/30 (Call 10/15/29)		240		246,866
6.00%, 01/15/29 (Call 10/15/28)		250		274,698


				1,946,502

Gas — 0.5%
Atmos Energy Corp.
2.63%, 09/15/29 (Call 06/15/29)		20		19,593
2.85%, 02/15/52 (Call 08/15/51)		45		38,925
3.00%, 06/15/27 (Call 03/15/27)		15		15,417
3.38%, 09/15/49 (Call 03/15/49)		223		211,614
4.13%, 10/15/44 (Call 04/15/44)		217		227,201
4.13%, 03/15/49 (Call 09/15/48)		232		248,966
4.15%, 01/15/43 (Call 07/15/42)		6		6,260
4.30%, 10/01/48 (Call 04/01/48)		45		48,919
5.50%, 06/15/41 (Call 12/15/40)		68		81,977
National Fuel Gas Co.
4.75%, 09/01/28 (Call 06/01/28)		68		71,264
5.20%, 07/15/25 (Call 04/15/25)		227		242,011
ONE Gas Inc.
2.00%, 05/15/30 (Call 02/15/30)		120		112,145
3.61%, 02/01/24 (Call 11/01/23)		215		220,169
4.50%, 11/01/48 (Call 05/01/48)		125		139,765
4.66%, 02/01/44 (Call 08/01/43)		154		174,895
Piedmont Natural Gas Co. Inc., 3.35%, 06/01/50 (Call 12/01/49)		55		50,674
Southern California Gas Co.
3.15%, 09/15/24 (Call 06/15/24)		190		194,714
3.20%, 06/15/25 (Call 03/15/25)		309		317,402
3.75%, 09/15/42 (Call 03/15/42)		228		229,744
5.13%, 11/15/40		20		23,925
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		354		357,667
Series UU, 4.13%, 06/01/48 (Call 12/01/47)		183		195,380


Security	Par (000)		Value

Gas (continued)
Series VV, 4.30%, 01/15/49 (Call 07/15/48)	$	126	$	138,381
Series WW, 3.95%, 02/15/50 (Call 08/15/49)		295		311,349
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		110		107,161
Southwest Gas Corp.
3.18%, 08/15/51 (Call 02/15/51)		75		65,680
3.70%, 04/01/28 (Call 01/01/28)^(a)		35		36,574
3.80%, 09/29/46 (Call 03/29/46)^(a)		299		297,373
4.15%, 06/01/49 (Call 12/01/48)		236		244,298
Washington Gas Light Co.
3.65%, 09/15/49 (Call 03/15/49)		130		132,874
Series K, 3.80%, 09/15/46 (Call 03/15/46)		15		15,639


				4,577,956

Hand & Machine Tools — 0.1%
Snap-on Inc.
3.10%, 05/01/50 (Call 11/01/49)		77		72,575
3.25%, 03/01/27 (Call 12/01/26)^(a)		30		31,361
4.10%, 03/01/48 (Call 09/01/47)		65		71,995
Stanley Black & Decker Inc.
2.30%, 03/15/30 (Call 12/15/29)		110		105,898
3.00%, 05/15/32 (Call 02/15/32)^(a)		40		40,192
3.40%, 03/01/26 (Call 01/01/26)		47		48,870
4.00%, 03/15/60 (Call 03/15/25)^(b)		80		77,670
4.25%, 11/15/28 (Call 08/15/28)		67		73,131
4.85%, 11/15/48 (Call 05/15/48)		45		54,681
5.20%, 09/01/40		93		112,285


				688,658

Health Care - Products — 1.0%
Abbott Laboratories
4.75%, 11/30/36 (Call 05/30/36)		268		319,295
4.75%, 04/15/43 (Call 10/15/42)^(a)		220		260,924
4.90%, 11/30/46 (Call 05/30/46)		526		649,857
5.30%, 05/27/40		123		153,932
6.00%, 04/01/39		98		130,833
6.15%, 11/30/37		198		270,490
Baxter International Inc.
2.60%, 08/15/26 (Call 05/15/26)^(a)		110		110,649
3.13%, 12/01/51 (Call 06/01/51)^(c)		35		31,511
3.50%, 08/15/46 (Call 02/15/46)		143		138,152
Boston Scientific Corp.
4.55%, 03/01/39 (Call 09/01/38)		51		56,433
4.70%, 03/01/49 (Call 09/01/48)		317		361,260
6.75%, 11/15/35		55		73,011
7.38%, 01/15/40		123		182,057
Danaher Corp.
2.60%, 10/01/50 (Call 04/01/50)		80		68,147
2.80%, 12/10/51 (Call 06/10/51)		140		123,899
4.38%, 09/15/45 (Call 03/15/45)		121		135,532
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30)		415		417,561
DH Europe Finance II Sarl
2.60%, 11/15/29 (Call 08/15/29)		140		137,479
3.25%, 11/15/39 (Call 05/15/39)		158		154,755
3.40%, 11/15/49 (Call 05/15/49)		332		324,802
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		803		869,922
Koninklijke Philips NV
5.00%, 03/15/42		146		171,614
6.88%, 03/11/38		236		322,539
Medtronic Inc.
4.38%, 03/15/35		270		309,342
4.63%, 03/15/45		455		535,949


Security	Par (000)		Value

Health Care - Products (continued)
PerkinElmer Inc.
3.30%, 09/15/29 (Call 06/15/29)	$	381	$	383,526
3.63%, 03/15/51 (Call 09/15/50)^(a)		50		48,072
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		55		49,770
STERIS Irish FinCo UnLtd Co.
2.70%, 03/15/31 (Call 12/15/30)		640		607,942
3.75%, 03/15/51 (Call 09/15/50)		350		335,685
Stryker Corp.
2.90%, 06/15/50 (Call 12/15/49)		71		62,579
4.10%, 04/01/43 (Call 10/01/42)		35		37,567
4.38%, 05/15/44 (Call 11/15/43)		140		155,856
4.63%, 03/15/46 (Call 09/15/45)		141		161,305
Thermo Fisher Scientific Inc.
2.60%, 10/01/29 (Call 07/01/29)		85		84,004
4.10%, 08/15/47 (Call 02/15/47)		157		174,325
5.30%, 02/01/44 (Call 08/01/43)		291		367,792
Zimmer Biomet Holdings Inc., 4.45%, 08/15/45 (Call 02/15/45)		120		128,893


				8,907,261

Health Care - Services — 1.8%
Aetna Inc.
3.88%, 08/15/47 (Call 02/15/47)		332		334,789
4.13%, 11/15/42 (Call 05/15/42)		109		111,760
4.50%, 05/15/42 (Call 11/15/41)		97		104,104
4.75%, 03/15/44 (Call 09/15/43)		267		297,518
6.63%, 06/15/36		111		147,818
6.75%, 12/15/37^(a)		170		230,387
Anthem Inc.
2.88%, 09/15/29 (Call 06/15/29)		208		207,703
3.13%, 05/15/50 (Call 11/15/49)		105		95,497
3.60%, 03/15/51 (Call 09/15/50)		65		63,976
3.65%, 12/01/27 (Call 09/01/27)		237		248,627
3.70%, 09/15/49 (Call 03/15/49)		163		162,156
4.10%, 03/01/28 (Call 12/01/27)		209		223,599
4.38%, 12/01/47 (Call 06/01/47)		141		155,029
4.55%, 03/01/48 (Call 09/01/47)		147		165,772
4.63%, 05/15/42		168		188,483
4.65%, 01/15/43		171		192,118
4.65%, 08/15/44 (Call 02/15/44)		328		368,744
5.10%, 01/15/44		209		248,461
5.85%, 01/15/36		24		30,133
6.38%, 06/15/37		33		43,574
HCA Inc.
3.50%, 07/15/51 (Call 01/15/51)		152		135,055
4.13%, 06/15/29 (Call 03/15/29)		404		424,030
4.50%, 02/15/27 (Call 08/15/26)		462		489,258
5.00%, 03/15/24^(a)		435		457,194
5.13%, 06/15/39 (Call 12/15/38)		252		281,207
5.25%, 04/15/25		250		268,462
5.25%, 06/15/26 (Call 12/15/25)		430		465,905
5.25%, 06/15/49 (Call 12/15/48)		359		408,510
5.50%, 06/15/47 (Call 12/15/46)		462		540,702
Humana Inc.
3.13%, 08/15/29 (Call 05/15/29)		32		32,175
3.85%, 10/01/24 (Call 07/01/24)		234		242,688
3.95%, 03/15/27 (Call 12/15/26)		317		335,180
3.95%, 08/15/49 (Call 02/15/49)		71		72,803
4.50%, 04/01/25 (Call 03/01/25)		211		224,114
4.63%, 12/01/42 (Call 06/01/42)^(a)		204		228,021
4.80%, 03/15/47 (Call 09/15/46)		62		71,325


Security	Par (000)		Value

Health Care - Services (continued)
4.88%, 04/01/30 (Call 01/01/30)	$	47	$	52,837
4.95%, 10/01/44 (Call 04/01/44)		71		82,735
Laboratory Corp. of America Holdings
2.70%, 06/01/31 (Call 03/01/31)		312		299,105
2.95%, 12/01/29 (Call 09/01/29)		191		189,430
3.60%, 02/01/25 (Call 11/01/24)		350		359,947
3.60%, 09/01/27 (Call 06/01/27)		103		107,683
4.70%, 02/01/45 (Call 08/01/44)		271		298,959
Providence St Joseph Health Obligated Group, Series A, 3.93%, 10/01/48 (Call 04/01/48)		75		79,630
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		494		479,264
2.95%, 06/30/30 (Call 03/30/30)		412		406,698
3.45%, 06/01/26 (Call 03/01/26)^(a)		619		640,869
3.50%, 03/30/25 (Call 12/30/24)		282		290,660
4.20%, 06/30/29 (Call 03/30/29)		268		288,623
4.25%, 04/01/24 (Call 01/01/24)		162		168,475
4.70%, 03/30/45 (Call 09/30/44)		331		376,397
UnitedHealth Group Inc.
2.88%, 08/15/29		536		543,311
2.90%, 05/15/50 (Call 11/15/49)		268		243,993
3.13%, 05/15/60 (Call 11/15/59)		95		86,400
3.25%, 05/15/51 (Call 11/15/50)		60		58,190
3.50%, 08/15/39 (Call 02/15/39)		79		80,588
3.70%, 08/15/49 (Call 02/15/49)		179		185,276
3.75%, 10/15/47 (Call 04/15/47)		65		67,367
3.85%, 06/15/28		140		150,133
3.88%, 12/15/28		116		124,980
3.88%, 08/15/59 (Call 02/15/59)		166		175,253
3.95%, 10/15/42 (Call 04/15/42)		38		40,378
4.20%, 01/15/47 (Call 07/15/46)		141		155,565
4.25%, 03/15/43 (Call 09/15/42)		107		117,964
4.25%, 04/15/47 (Call 10/15/46)		179		198,788
4.25%, 06/15/48 (Call 12/15/47)		220		245,560
4.38%, 03/15/42 (Call 09/15/41)		45		50,207
4.45%, 12/15/48 (Call 06/15/48)		222		255,826
4.63%, 07/15/35		173		200,014
4.63%, 11/15/41 (Call 05/15/41)		80		92,547
4.75%, 07/15/45		170		200,263
5.70%, 10/15/40 (Call 04/15/40)		28		35,774
5.80%, 03/15/36^(a)		117		149,986
5.95%, 02/15/41 (Call 08/15/40)		55		73,078
6.50%, 06/15/37		101		138,772
6.63%, 11/15/37		167		231,883
6.88%, 02/15/38		138		196,974


				16,517,259

Home Builders — 0.1%
MDC Holdings Inc.
3.97%, 08/06/61 (Call 02/06/61)		105		85,629
6.00%, 01/15/43 (Call 10/15/42)		90		97,263
PulteGroup Inc.
6.00%, 02/15/35		67		80,517
6.38%, 05/15/33		190		234,359
7.88%, 06/15/32^(a)		97		131,100


				628,868

Home Furnishings — 0.1%
Leggett & Platt Inc.
3.50%, 11/15/27 (Call 08/15/27)		79		81,734
3.50%, 11/15/51 (Call 05/15/51)		50		46,492


Security	Par (000)		Value

Home Furnishings (continued)
3.80%, 11/15/24 (Call 08/15/24)	$	34	$	34,997
4.40%, 03/15/29 (Call 12/15/28)		143		154,454
Whirlpool Corp.
4.50%, 06/01/46 (Call 12/01/45)		167		179,042
4.60%, 05/15/50 (Call 11/15/49)		135		147,239
4.75%, 02/26/29 (Call 11/26/28)^(a)		60		66,316


				710,274

Household Products & Wares — 0.6%
Avery Dennison Corp.
2.65%, 04/30/30 (Call 02/01/30)		66		63,563
4.88%, 12/06/28 (Call 09/06/28)^(a)		40		44,570
Church & Dwight Co. Inc.
2.30%, 12/15/31 (Call 09/15/31)		10		9,591
3.15%, 08/01/27 (Call 05/01/27)		238		244,747
3.95%, 08/01/47 (Call 02/01/47)^(a)		65		70,119
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		308		283,751
3.10%, 10/01/27 (Call 07/01/27)		501		516,526
3.50%, 12/15/24 (Call 09/15/24)		757		785,327
3.90%, 05/15/28 (Call 02/15/28)^(a)		152		162,380
Kimberly-Clark Corp.
2.00%, 11/02/31 (Call 08/02/31)^(a)		75		70,758
2.40%, 06/01/23		261		263,921
2.75%, 02/15/26		113		115,636
2.88%, 02/07/50 (Call 08/07/49)^(a)		259		242,439
3.05%, 08/15/25		370		381,622
3.10%, 03/26/30 (Call 12/26/29)		448		463,026
3.20%, 04/25/29 (Call 01/25/29)^(a)		604		626,432
3.20%, 07/30/46 (Call 01/30/46)		246		240,182
3.90%, 05/04/47 (Call 11/04/46)		170		184,168
3.95%, 11/01/28 (Call 08/01/28)		146		158,565
5.30%, 03/01/41		93		116,109
6.63%, 08/01/37		139		196,688


				5,240,120

Insurance — 3.0%
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6 mo. LIBOR US + 3.540%)^(b)		260		277,446
Aflac Inc.
3.60%, 04/01/30 (Call 01/01/30)		31		32,966
4.00%, 10/15/46 (Call 04/15/46)		10		10,615
4.75%, 01/15/49 (Call 07/15/48)		37		44,277
Alleghany Corp., 4.90%, 09/15/44 (Call 03/15/44)		7		7,737
Allstate Corp. (The)
3.28%, 12/15/26 (Call 09/15/26)		49		51,077
3.85%, 08/10/49 (Call 02/10/49)		99		103,897
4.20%, 12/15/46 (Call 06/15/46)		148		162,517
4.50%, 06/15/43		91		102,709
5.35%, 06/01/33		38		45,768
5.55%, 05/09/35		56		68,625
5.95%, 04/01/36		60		77,062
6.50%, 05/15/67 (Call 05/15/37), (3 mo. LIBOR US + 2.120%)^(b)		146		182,469
Series B, 5.75%, 08/15/53 (Call 08/15/23), (3 mo. LIBOR US + 2.938%)^(b)		262		263,541
American Financial Group Inc./OH
4.50%, 06/15/47 (Call 12/15/46)		57		61,188
5.25%, 04/02/30 (Call 01/02/30)		86		97,104
American International Group Inc.
3.88%, 01/15/35 (Call 07/15/34)		218		228,122


Security	Par (000)		Value

Insurance (continued)
3.90%, 04/01/26 (Call 01/01/26)	$	322	$	338,496
4.20%, 04/01/28 (Call 01/01/28)		165		178,517
4.25%, 03/15/29 (Call 12/15/28)		215		232,037
4.38%, 06/30/50 (Call 12/30/49)		70		77,874
4.38%, 01/15/55 (Call 07/15/54)		202		219,875
4.50%, 07/16/44 (Call 01/16/44)		193		214,018
4.70%, 07/10/35 (Call 01/10/35)		189		213,315
4.75%, 04/01/48 (Call 10/01/47)		191		221,409
4.80%, 07/10/45 (Call 01/10/45)		164		188,969
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)^(b)		61		62,650
Aon Corp.
3.75%, 05/02/29 (Call 02/02/29)		45		47,161
4.50%, 12/15/28 (Call 09/15/28)		17		18,529
6.25%, 09/30/40		113		149,753
Aon PLC
4.60%, 06/14/44 (Call 03/14/44)		34		37,355
4.75%, 05/15/45 (Call 11/15/44)		148		164,606
Arch Capital Finance LLC
4.01%, 12/15/26 (Call 09/15/26)		26		27,678
5.03%, 12/15/46 (Call 06/15/46)		85		98,969
Arch Capital Group Ltd.
3.64%, 06/30/50 (Call 12/30/49)		77		73,769
7.35%, 05/01/34		99		135,711
Arch Capital Group U.S. Inc., 5.14%, 11/01/43		97		115,032
Arthur J Gallagher & Co.
3.05%, 03/09/52 (Call 09/09/51)		100		85,166
3.50%, 05/20/51 (Call 11/20/50)		60		56,178
Assurant Inc.
3.70%, 02/22/30 (Call 11/22/29)		174		177,548
4.90%, 03/27/28 (Call 12/27/27)		83		90,976
Athene Holding Ltd.
3.95%, 05/25/51 (Call 11/25/50)		35		33,461
4.13%, 01/12/28 (Call 10/12/27)		89		93,449
6.15%, 04/03/30 (Call 01/03/30)		65		75,841
AXA SA, 8.60%, 12/15/30		1,130		1,524,743
AXIS Specialty Finance LLC
3.90%, 07/15/29 (Call 04/15/29)		15		15,699
4.90%, 01/15/40 (Call 01/15/30)^(b)		70		70,064
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27)		142		149,117
Berkshire Hathaway Finance Corp.
1.85%, 03/12/30 (Call 12/12/29)^(a)		105		99,565
4.20%, 08/15/48 (Call 02/15/48)		301		332,370
4.25%, 01/15/49 (Call 07/15/48)		326		362,929
4.30%, 05/15/43		161		178,448
4.40%, 05/15/42		208		232,159
5.75%, 01/15/40		92		120,348
Berkshire Hathaway Inc., 4.50%, 02/11/43		269		308,029
Brighthouse Financial Inc., 4.70%, 06/22/47 (Call 12/22/46)		103		102,954
Brown & Brown Inc., 4.50%, 03/15/29 (Call 12/15/28)		10		10,776
Chubb INA Holdings Inc., 4.35%, 11/03/45 (Call 05/03/45)		100		113,228
Cincinnati Financial Corp., 6.92%, 05/15/28		45		55,786
CNO Financial Group Inc., 5.25%, 05/30/29 (Call 02/28/29)		92		99,479
Enstar Group Ltd., 4.95%, 06/01/29 (Call 03/01/29)		77		82,401
Equitable Holdings Inc.
4.35%, 04/20/28 (Call 01/20/28)		237		253,732
5.00%, 04/20/48 (Call 10/20/47)		165		184,323
Everest Reinsurance Holdings Inc.
3.13%, 10/15/52 (Call 04/15/52)		25		21,862


Security	Par (000)		Value

Insurance (continued)
3.50%, 10/15/50 (Call 04/15/50)	$	35	$	32,847
4.87%, 06/01/44^(a)		50		57,730
First American Financial Corp., 4.60%, 11/15/24		10		10,550
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26)		127		135,919
Hartford Financial Services Group Inc. (The)
2.80%, 08/19/29 (Call 05/19/29)^(a)		22		21,808
3.60%, 08/19/49 (Call 02/19/49)		58		56,578
4.30%, 04/15/43		97		102,115
4.40%, 03/15/48 (Call 09/15/47)		53		58,939
5.95%, 10/15/36		60		75,733
6.10%, 10/01/41		108		142,570
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)		66		65,630
3.35%, 03/09/25		38		39,185
3.40%, 01/15/31 (Call 10/15/30)^(a)		40		40,684
3.63%, 12/12/26 (Call 09/15/26)		61		64,039
3.80%, 03/01/28 (Call 12/01/27)		66		69,471
4.35%, 03/01/48 (Call 09/01/47)		121		131,630
4.38%, 06/15/50 (Call 12/15/49)		78		85,516
6.30%, 10/09/37		55		71,935
7.00%, 06/15/40		116		161,776
Loews Corp.
3.75%, 04/01/26 (Call 01/01/26)		123		129,654
4.13%, 05/15/43 (Call 11/15/42)		147		155,233
6.00%, 02/01/35		5		6,305
Manulife Financial Corp.
4.06%, 02/24/32 (Call 02/24/27)^(b)		253		260,719
4.15%, 03/04/26		540		572,945
5.38%, 03/04/46		257		327,341
Markel Corp.
3.35%, 09/17/29 (Call 06/17/29)		45		46,219
3.50%, 11/01/27 (Call 08/01/27)		85		88,437
4.15%, 09/17/50 (Call 03/17/50)		97		101,486
4.30%, 11/01/47 (Call 05/01/47)		30		32,073
5.00%, 04/05/46		75		87,361
5.00%, 05/20/49 (Call 11/20/48)		30		34,943
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		247		231,876
2.90%, 12/15/51 (Call 06/15/51)^(a)		30		26,381
3.50%, 06/03/24 (Call 03/03/24)		167		172,088
3.50%, 03/10/25 (Call 12/10/24)		272		281,762
3.75%, 03/14/26 (Call 12/14/25)		353		372,609
3.88%, 03/15/24 (Call 02/15/24)		114		118,113
4.20%, 03/01/48 (Call 09/01/47)		89		95,797
4.35%, 01/30/47 (Call 07/30/46)		216		240,700
4.38%, 03/15/29 (Call 12/15/28)		391		426,530
4.75%, 03/15/39 (Call 09/15/38)		97		111,891
4.90%, 03/15/49 (Call 09/15/48)		343		411,120
5.88%, 08/01/33		152		189,045
MetLife Inc.
4.05%, 03/01/45		146		158,811
4.13%, 08/13/42		156		167,435
4.55%, 03/23/30 (Call 12/23/29)^(a)		114		127,971
4.60%, 05/13/46 (Call 11/13/45)		92		108,353
4.72%, 12/15/44		225		261,558
4.88%, 11/13/43		220		262,326
5.70%, 06/15/35		87		109,179
5.88%, 02/06/41		150		195,337
6.38%, 06/15/34^(a)		25		32,802


Security	Par (000)		Value

Insurance (continued)
6.40%, 12/15/66 (Call 12/15/31)	$	290	$	327,700
6.50%, 12/15/32		85		111,573
10.75%, 08/01/69 (Call 08/01/34)		40		62,222
Munich Re America Corp., Series B, 7.45%, 12/15/26		41		50,183
Nationwide Financial Services Inc., 6.75%, 05/15/87		28		31,970
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29)		61		64,491
Principal Financial Group Inc.
3.10%, 11/15/26 (Call 08/15/26)		57		58,306
3.40%, 05/15/25 (Call 02/15/25)		49		50,272
3.70%, 05/15/29 (Call 02/15/29)		15		15,998
4.30%, 11/15/46 (Call 05/15/46)		132		147,191
4.35%, 05/15/43		193		212,966
4.63%, 09/15/42		100		114,282
6.05%, 10/15/36		88		116,092
Progressive Corp. (The)
2.45%, 01/15/27^(a)		49		49,541
3.20%, 03/26/30 (Call 12/26/29)		20		20,646
3.70%, 01/26/45		70		71,760
3.95%, 03/26/50 (Call 09/26/49)		76		81,264
4.00%, 03/01/29 (Call 12/01/28)		49		52,906
4.13%, 04/15/47 (Call 10/15/46)		152		166,107
4.20%, 03/15/48 (Call 09/15/47)		72		79,306
4.35%, 04/25/44		82		91,951
6.25%, 12/01/32		2		2,597
6.63%, 03/01/29		70		86,731
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		140		137,012
2.10%, 03/10/30 (Call 12/10/29)^(a)		57		54,496
3.00%, 03/10/40 (Call 09/10/39)		42		39,426
3.70%, 03/13/51 (Call 09/13/50)		266		269,237
3.88%, 03/27/28 (Call 12/27/27)		45		48,088
3.91%, 12/07/47 (Call 06/07/47)		215		224,092
3.94%, 12/07/49 (Call 06/07/49)		295		309,912
4.35%, 02/25/50 (Call 08/25/49)		176		198,315
4.42%, 03/27/48 (Call 09/27/47)		80		89,655
4.50%, 09/15/47 (Call 09/15/27), (3 mo. LIBOR US + 2.380%)^(a)(b)		217		209,655
4.60%, 05/15/44^(a)		146		166,062
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(b)		171		172,631
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(b)		158		160,855
5.63%, 06/15/43 (Call 06/15/23), (3 mo. LIBOR US + 3.920%)^(b)		214		220,277
5.70%, 12/14/36		58		73,694
5.70%, 09/15/48 (Call 09/15/28), (3 mo. LIBOR US + 2.665%)^(b)		263		274,777
5.75%, 07/15/33^(a)		111		136,002
6.63%, 12/01/37		33		44,782
6.63%, 06/21/40		101		137,862
Prudential PLC, 3.13%, 04/14/30		29		29,516
Reinsurance Group of America Inc.
3.90%, 05/15/29 (Call 02/15/29)		181		189,433
3.95%, 09/15/26 (Call 06/15/26)		35		36,948
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)		15		15,596
Swiss Re America Holding Corp., 7.00%, 02/15/26^(a)		84		98,321
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		129		110,358
3.75%, 05/15/46 (Call 11/15/45)		157		162,713


Security	Par (000)		Value

Insurance (continued)
4.00%, 05/30/47 (Call 11/30/46)	$	228	$	245,364
4.05%, 03/07/48 (Call 09/07/47)		77		83,697
4.10%, 03/04/49 (Call 09/04/48)		62		68,302
4.30%, 08/25/45 (Call 02/25/45)		119		134,158
4.60%, 08/01/43		185		214,532
5.35%, 11/01/40		170		213,783
6.25%, 06/15/37		198		265,566
6.75%, 06/20/36		179		247,505
Travelers Property Casualty Corp., 6.38%, 03/15/33		50		65,591
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)		65		69,137
Unum Group
4.00%, 06/15/29 (Call 03/15/29)		15		15,815
4.50%, 12/15/49 (Call 06/15/49)		60		57,918
Voya Financial Inc.
3.65%, 06/15/26		65		68,204
4.70%, 01/23/48 (Call 01/23/28), (3 mo. LIBOR US + 2.084%)^(b)		170		161,799
4.80%, 06/15/46		198		229,260
5.65%, 05/15/53 (Call 05/15/23), (3 mo. LIBOR US + 3.580%)^(b)		30		30,284
5.70%, 07/15/43		203		255,309
W R Berkley Corp.
4.00%, 05/12/50 (Call 11/12/49)		50		50,906
4.75%, 08/01/44^(a)		69		78,376
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		49		47,962
3.88%, 09/15/49 (Call 03/15/49)		89		87,089
4.50%, 09/15/28 (Call 06/15/28)		48		51,291
5.05%, 09/15/48 (Call 03/15/48)^(a)		152		173,903
XLIT Ltd.
4.45%, 03/31/25		540		569,943
5.25%, 12/15/43		150		192,252
5.50%, 03/31/45		295		366,653


				26,652,898

Internet — 0.7%
Alibaba Group Holding Ltd.
3.15%, 02/09/51 (Call 08/09/50)		200		162,266
3.25%, 02/09/61 (Call 08/09/60)		250		194,800
4.00%, 12/06/37 (Call 06/06/37)		45		43,983
4.20%, 12/06/47 (Call 06/06/47)		132		128,469
4.40%, 12/06/57 (Call 06/06/57)		208		204,524
4.50%, 11/28/34 (Call 05/28/34)		85		89,230
Alphabet Inc.
2.05%, 08/15/50 (Call 02/15/50)		187		150,875
2.25%, 08/15/60 (Call 02/15/60)		257		205,777
Amazon.com Inc.
2.50%, 06/03/50 (Call 12/03/49)		191		165,100
2.70%, 06/03/60 (Call 12/03/59)		395		337,630
3.10%, 05/12/51 (Call 11/12/50)		670		647,421
3.15%, 08/22/27 (Call 05/22/27)		333		348,245
3.25%, 05/12/61 (Call 11/12/60)		192		182,886
3.88%, 08/22/37 (Call 02/22/37)		93		102,121
4.05%, 08/22/47 (Call 02/22/47)		336		377,741
4.25%, 08/22/57 (Call 02/22/57)		308		356,288
4.80%, 12/05/34 (Call 06/05/34)		120		144,479
4.95%, 12/05/44 (Call 06/05/44)		260		323,240
5.20%, 12/03/25 (Call 09/03/25)		117		128,975
Booking Holdings Inc.
3.55%, 03/15/28 (Call 12/15/27)		70		73,604
3.60%, 06/01/26 (Call 03/01/26)		55		57,527


Security	Par (000)		Value

Internet (continued)
4.63%, 04/13/30 (Call 01/13/30)	$	192	$	214,906
eBay Inc.
1.90%, 03/11/25 (Call 02/11/25)		256		252,997
2.70%, 03/11/30 (Call 12/11/29)		220		212,976
3.45%, 08/01/24 (Call 05/01/24)		76		78,083
3.60%, 06/05/27 (Call 03/05/27)		293		307,073
3.65%, 05/10/51 (Call 11/10/50)		110		104,196
4.00%, 07/15/42 (Call 01/15/42)		286		288,211
Expedia Group Inc.
3.25%, 02/15/30 (Call 11/15/29)		110		108,639
3.80%, 02/15/28 (Call 11/15/27)		230		236,555
JD.com Inc., 4.13%, 01/14/50 (Call 07/14/49)		5		4,606


				6,233,423

Iron & Steel — 0.1%
ArcelorMittal SA, 7.00%, 10/15/39		80		98,487
Nucor Corp.
3.95%, 05/01/28 (Call 02/01/28)		75		79,703
4.40%, 05/01/48 (Call 11/01/47)		20		22,787
6.40%, 12/01/37		30		40,690
Steel Dynamics Inc.
2.80%, 12/15/24 (Call 11/15/24)		110		111,661
3.25%, 10/15/50 (Call 04/15/50)^(a)		114		101,243
3.45%, 04/15/30 (Call 01/15/30)		26		26,443


				481,014

Leisure Time — 0.0%
Harley-Davidson Inc.
3.50%, 07/28/25 (Call 04/28/25)		52		52,901
4.63%, 07/28/45 (Call 01/28/45)		287		281,455


				334,356

Lodging — 1.0%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		40		40,867
3.70%, 01/15/31 (Call 10/15/30)		40		40,495
Hyatt Hotels Corp., 5.75%, 04/23/30 (Call 01/23/30)^(a)		76		86,689
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		40		38,574
3.20%, 08/08/24 (Call 07/08/24)		121		119,452
3.50%, 08/18/26 (Call 06/18/26)		155		150,689
3.90%, 08/08/29 (Call 05/08/29)		220		210,553
Marriott International Inc./MD
3.75%, 10/01/25 (Call 07/01/25)		50		51,708
Series AA, 4.65%, 12/01/28 (Call 09/01/28)		60		64,401
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		45		49,077
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		167		180,473
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		261		260,267
Series R, 3.13%, 06/15/26 (Call 03/15/26)		121		123,167
Series X, 4.00%, 04/15/28 (Call 01/15/28)		170		176,882
Sands China Ltd.
4.38%, 06/18/30 (Call 03/18/30)^(a)		250		230,515
5.13%, 08/08/25 (Call 06/08/25)		440		443,071
5.40%, 08/08/28 (Call 05/08/28)^(a)		6,885		6,814,911


				9,081,791

Machinery — 1.4%
ABB Finance USA Inc.
3.80%, 04/03/28 (Call 01/03/28)		120		127,561
4.38%, 08/05/42		60		68,629
Caterpillar Financial Services Corp.
1.70%, 01/08/27		100		97,658
2.15%, 11/08/24		186		186,902


Security	Par (000)		Value

Machinery (continued)
2.40%, 08/09/26	$	15	$	15,129
2.85%, 05/17/24		130		132,695
3.25%, 12/01/24		169		174,611
3.30%, 06/09/24		99		102,100
3.65%, 12/07/23^(a)		218		225,643
3.75%, 11/24/23^(a)		241		249,970
Caterpillar Inc.
2.60%, 09/19/29 (Call 06/19/29)		174		174,226
2.60%, 04/09/30 (Call 01/09/30)		389		388,770
3.25%, 09/19/49 (Call 03/19/49)^(a)		110		108,409
3.25%, 04/09/50 (Call 10/09/49)		110		108,078
3.40%, 05/15/24 (Call 02/15/24)		317		327,410
3.80%, 08/15/42		109		116,117
4.30%, 05/15/44 (Call 11/15/43)		36		41,095
4.75%, 05/15/64 (Call 11/15/63)		97		122,925
5.20%, 05/27/41		51		64,136
5.30%, 09/15/35		104		129,835
6.05%, 08/15/36		75		99,168
CNH Industrial Capital LLC, 4.20%, 01/15/24		257		265,699
CNH Industrial NV
3.85%, 11/15/27 (Call 08/15/27)		558		584,232
4.50%, 08/15/23		1,049		1,083,586
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		79		80,501
2.88%, 09/07/49 (Call 03/07/49)		33		30,449
3.10%, 04/15/30 (Call 01/15/30)		131		135,543
3.75%, 04/15/50 (Call 10/15/49)		68		72,996
3.90%, 06/09/42 (Call 12/09/41)		186		202,232
5.38%, 10/16/29^(a)		10		11,894
7.13%, 03/03/31		20		26,712
Dover Corp.
2.95%, 11/04/29 (Call 08/04/29)		15		15,173
3.15%, 11/15/25 (Call 08/15/25)		10		10,309
5.38%, 10/15/35		25		29,577
5.38%, 03/01/41 (Call 12/01/40)		65		78,402
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		295		272,674
3.50%, 10/01/30 (Call 07/01/30)		130		128,803
IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31)		20		19,057
John Deere Capital Corp.
1.70%, 01/11/27		100		97,764
1.75%, 03/09/27		119		116,387
2.05%, 01/09/25		17		17,039
2.25%, 09/14/26		57		57,302
2.45%, 01/09/30		10		9,883
2.65%, 06/24/24		90		91,484
2.65%, 06/10/26		90		91,761
2.80%, 09/08/27		55		56,384
2.80%, 07/18/29		75		76,123
3.05%, 01/06/28		70		72,519
3.35%, 06/12/24		89		91,723
3.40%, 09/11/25		85		88,491
3.45%, 03/13/25		76		79,151
3.45%, 03/07/29		70		73,994
nVent Finance Sarl, 4.55%, 04/15/28 (Call 01/15/28)		130		139,464
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		560		548,733
4.60%, 05/15/28 (Call 02/15/28)		195		209,670
Otis Worldwide Corp., 3.36%, 02/15/50 (Call 08/15/49)		59		54,816


Security	Par (000)		Value

Machinery (continued)
Rockwell Automation Inc.
2.88%, 03/01/25 (Call 12/01/24)	$	10	$	10,234
3.50%, 03/01/29 (Call 12/01/28)		140		148,084
4.20%, 03/01/49 (Call 09/01/48)^(a)		146		163,507
Westinghouse Air Brake Technologies Corp.
3.45%, 11/15/26 (Call 08/15/26)		217		220,073
4.95%, 09/15/28 (Call 06/15/28)		163		177,052
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		1,894		1,811,535
2.25%, 01/30/31 (Call 10/30/30)^(a)		475		446,785
3.25%, 11/01/26 (Call 08/01/26)		1,110		1,139,926
4.38%, 11/01/46 (Call 05/01/46)		205		223,805


				12,422,595

Manufacturing — 2.6%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)^(a)		1,352		1,348,147
2.25%, 09/19/26 (Call 06/19/26)		746		745,575
2.38%, 08/26/29 (Call 05/26/29)		746		730,162
2.65%, 04/15/25 (Call 03/15/25)		165		167,439
2.88%, 10/15/27 (Call 07/15/27)		920		944,610
3.00%, 08/07/25		1,321		1,359,349
3.05%, 04/15/30 (Call 01/15/30)^(a)		585		598,572
3.13%, 09/19/46 (Call 03/19/46)		101		94,879
3.25%, 02/14/24 (Call 01/14/24)		467		480,753
3.25%, 08/26/49 (Call 02/26/49)		236		225,196
3.38%, 03/01/29 (Call 12/01/28)^(a)		515		537,542
3.63%, 09/14/28 (Call 06/14/28)		610		648,296
3.63%, 10/15/47 (Call 04/15/47)		266		267,404
3.70%, 04/15/50 (Call 10/15/49)		252		259,210
4.00%, 09/14/48 (Call 03/14/48)^(a)		260		278,613
5.70%, 03/15/37		78		99,587
Carlisle Companies Inc.
2.75%, 03/01/30 (Call 12/01/29)		158		153,320
3.50%, 12/01/24 (Call 10/01/24)		129		133,052
3.75%, 12/01/27 (Call 09/01/27)		56		58,460
Eaton Corp.
3.10%, 09/15/27 (Call 06/15/27)^(a)		66		68,067
3.92%, 09/15/47 (Call 03/15/47)		60		63,189
4.00%, 11/02/32		60		65,231
4.15%, 11/02/42		155		166,405
GE Capital International Funding Co. Unlimited Co., 4.42%, 11/15/35		728		820,369
General Electric Co.
4.35%, 05/01/50 (Call 11/01/49)		10		11,316
6.75%, 03/15/32		195		251,698
6.88%, 01/10/39		5		6,900
Illinois Tool Works Inc.
2.65%, 11/15/26 (Call 08/15/26)		169		172,787
3.50%, 03/01/24 (Call 12/01/23)		116		119,436
3.90%, 09/01/42 (Call 03/01/42)^(a)		89		94,480
4.88%, 09/15/41 (Call 03/15/41)^(a)		65		78,314
Parker-Hannifin Corp.
3.25%, 03/01/27 (Call 12/01/26)		162		167,730
3.25%, 06/14/29 (Call 03/14/29)		116		118,290
4.00%, 06/14/49 (Call 12/14/48)		115		121,358
4.10%, 03/01/47 (Call 09/01/46)		38		40,321
4.20%, 11/21/34 (Call 05/21/34)		171		184,661
4.45%, 11/21/44 (Call 05/21/44)		84		92,147
6.25%, 05/15/38		70		89,595
Pentair Finance Sarl, 4.50%, 07/01/29 (Call 04/01/29)		170		183,702


Security	Par (000)		Value

Manufacturing (continued)
Textron Inc.
3.00%, 06/01/30 (Call 03/01/30)	$	204	$	200,726
3.38%, 03/01/28 (Call 12/01/27)		70		71,474
3.65%, 03/15/27 (Call 12/15/26)		132		136,842
3.88%, 03/01/25 (Call 12/01/24)		93		96,971
3.90%, 09/17/29 (Call 06/17/29)		79		83,223
4.00%, 03/15/26 (Call 12/15/25)		103		108,239
Trane Technologies Global Holding Co. Ltd.
3.75%, 08/21/28 (Call 05/21/28)		583		608,022
4.25%, 06/15/23		6,570		6,770,056
4.30%, 02/21/48 (Call 08/21/47)		176		190,949
5.75%, 06/15/43		151		192,862
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		370		386,243
3.55%, 11/01/24 (Call 08/01/24)		1,439		1,486,214
3.80%, 03/21/29 (Call 12/21/28)		549		576,461
4.50%, 03/21/49 (Call 09/21/48)		155		172,083
4.65%, 11/01/44 (Call 05/01/44)		193		218,325


				23,344,852

Media — 2.4%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.80%, 04/01/31 (Call 01/01/31)		131		122,323
3.70%, 04/01/51 (Call 10/01/50)		275		231,102
3.85%, 04/01/61 (Call 10/01/60)		273		225,277
3.90%, 06/01/52 (Call 12/01/51)		77		66,997
3.95%, 06/30/62 (Call 12/30/61)		300		250,626
4.40%, 12/01/61 (Call 06/01/61)		205		183,284
4.80%, 03/01/50 (Call 09/01/49)		254		247,599
5.13%, 07/01/49 (Call 01/01/49)		99		100,437
5.38%, 04/01/38 (Call 10/01/37)		170		179,850
5.38%, 05/01/47 (Call 11/01/46)		654		687,773
5.75%, 04/01/48 (Call 10/01/47)		206		227,150
6.38%, 10/23/35 (Call 04/23/35)		700		837,571
6.48%, 10/23/45 (Call 04/23/45)		530		630,297
6.83%, 10/23/55 (Call 04/23/55)		96		118,813
Comcast Corp.
2.45%, 08/15/52 (Call 02/15/52)		125		100,830
2.65%, 02/01/30 (Call 11/01/29)		44		43,428
2.65%, 08/15/62 (Call 02/15/62)		72		57,019
2.80%, 01/15/51 (Call 07/15/50)		155		132,892
2.89%, 11/01/51 (Call 05/01/51)^(c)		1,631		1,414,289
2.94%, 11/01/56 (Call 05/01/56)^(c)		872		739,229
2.99%, 11/01/63 (Call 05/01/63)^(c)		433		360,897
3.20%, 07/15/36 (Call 01/15/36)		159		156,213
3.25%, 11/01/39 (Call 05/01/39)		121		116,539
3.40%, 04/01/30 (Call 01/01/30)		52		54,068
3.40%, 07/15/46 (Call 01/15/46)		186		178,329
3.45%, 02/01/50 (Call 08/01/49)		201		192,086
3.55%, 05/01/28 (Call 02/01/28)		20		20,959
3.75%, 04/01/40 (Call 10/01/39)		71		73,061
3.90%, 03/01/38 (Call 09/01/37)		88		92,428
3.97%, 11/01/47 (Call 05/01/47)		165		170,516
4.00%, 08/15/47 (Call 02/15/47)		176		183,190
4.00%, 03/01/48 (Call 09/01/47)		34		35,301
4.00%, 11/01/49 (Call 05/01/49)		87		90,279
4.05%, 11/01/52 (Call 05/01/52)		135		142,740
4.15%, 10/15/28 (Call 07/15/28)		15		16,249
4.20%, 08/15/34 (Call 02/15/34)		105		115,029
4.25%, 10/15/30 (Call 07/15/30)		32		35,162


Security	Par (000)		Value

Media (continued)
4.25%, 01/15/33	$	77	$	84,928
4.40%, 08/15/35 (Call 02/15/35)		88		98,197
4.60%, 10/15/38 (Call 04/15/38)		110		123,527
4.60%, 08/15/45 (Call 02/15/45)		126		140,422
4.65%, 07/15/42		102		115,413
4.70%, 10/15/48 (Call 04/15/48)^(a)		496		570,861
4.75%, 03/01/44		120		138,588
4.95%, 10/15/58 (Call 04/15/58)		128		155,401
5.65%, 06/15/35		32		39,763
6.50%, 11/15/35		85		113,908
6.55%, 07/01/39		20		27,771
7.05%, 03/15/33		50		67,308
Discovery Communications LLC
3.45%, 03/15/25 (Call 12/15/24)		37		37,820
3.95%, 06/15/25 (Call 03/15/25)		69		71,428
3.95%, 03/20/28 (Call 12/20/27)		78		80,517
4.00%, 09/15/55 (Call 03/15/55)		498		452,762
4.13%, 05/15/29 (Call 02/15/29)		109		113,962
4.65%, 05/15/50 (Call 11/15/49)^(a)		102		104,281
4.88%, 04/01/43		47		49,066
4.90%, 03/11/26 (Call 12/11/25)		35		37,405
5.00%, 09/20/37 (Call 03/20/37)		149		161,802
5.20%, 09/20/47 (Call 03/20/47)^(a)		261		283,378
5.30%, 05/15/49 (Call 11/15/48)		214		236,708
6.35%, 06/01/40		35		42,722
Fox Corp.
3.50%, 04/08/30 (Call 01/08/30)^(a)		107		109,283
4.71%, 01/25/29 (Call 10/25/28)		122		133,328
5.48%, 01/25/39 (Call 07/25/38)		148		172,805
5.58%, 01/25/49 (Call 07/25/48)		224		269,588
Grupo Televisa SAB
5.00%, 05/13/45 (Call 11/13/44)		85		92,374
5.25%, 05/24/49 (Call 11/24/48)		30		34,408
6.63%, 01/15/40		106		133,428
NBCUniversal Media LLC
4.45%, 01/15/43		192		209,459
5.95%, 04/01/41		180		236,462
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		26		26,077
3.38%, 02/15/28 (Call 11/15/27)		85		86,799
3.70%, 06/01/28 (Call 03/01/28)		117		121,061
4.20%, 06/01/29 (Call 03/01/29)^(a)		65		68,352
4.38%, 03/15/43		314		313,849
4.60%, 01/15/45 (Call 07/15/44)		73		74,356
4.85%, 07/01/42 (Call 01/01/42)		108		113,941
4.90%, 08/15/44 (Call 02/15/44)		144		152,952
4.95%, 01/15/31 (Call 10/15/30)^(a)		74		81,768
4.95%, 05/19/50 (Call 11/19/49)		135		147,662
5.25%, 04/01/44 (Call 10/01/43)		132		145,024
5.50%, 05/15/33		93		108,323
5.85%, 09/01/43 (Call 03/01/43)^(a)		221		264,044
5.90%, 10/15/40 (Call 04/15/40)		67		78,432
6.88%, 04/30/36^(a)		208		265,593
7.88%, 07/30/30		34		44,358
TCI Communications Inc., 7.13%, 02/15/28		115		142,703
Thomson Reuters Corp.
5.65%, 11/23/43 (Call 05/23/43)		162		207,470
5.85%, 04/15/40		36		46,657
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		106		100,246


Security	Par (000)		Value

Media (continued)
5.50%, 09/01/41 (Call 03/01/41)	$	181	$	192,506
5.88%, 11/15/40 (Call 05/15/40)^(a)		145		161,749
6.55%, 05/01/37		296		355,162
6.75%, 06/15/39		256		309,637
7.30%, 07/01/38		163		204,904
Time Warner Entertainment Co. LP, 8.38%, 07/15/33		241		326,774
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		51		50,093
2.95%, 06/15/27^(a)		46		47,075
3.00%, 02/13/26		37		38,045
3.00%, 07/30/46		17		15,573
3.15%, 09/17/25		58		59,685
3.70%, 12/01/42		170		173,208
4.13%, 06/01/44		126		135,703
4.38%, 08/16/41		113		124,640
Series B, 7.00%, 03/01/32^(a)		33		44,203
Series E, 4.13%, 12/01/41		208		222,350
Walt Disney Co. (The)
2.00%, 09/01/29 (Call 06/01/29)		143		136,379
2.75%, 09/01/49 (Call 03/01/49)		470		410,456
3.35%, 03/24/25		40		41,414
3.38%, 11/15/26 (Call 08/15/26)		97		101,169
3.60%, 01/13/51 (Call 07/13/50)^(a)		470		475,786
3.70%, 10/15/25 (Call 07/15/25)		35		36,580
3.70%, 03/23/27		52		55,148
3.80%, 03/22/30		69		74,045
3.80%, 05/13/60 (Call 11/13/59)		172		177,980
4.63%, 03/23/40 (Call 09/23/39)		157		178,909
4.70%, 03/23/50 (Call 09/23/49)		280		332,657
4.75%, 09/15/44 (Call 03/15/44)		220		252,982
4.75%, 11/15/46 (Call 05/15/46)		53		62,448
4.95%, 10/15/45 (Call 04/15/45)		182		216,449
5.40%, 10/01/43^(a)		104		129,812
6.15%, 03/01/37		15		19,558
6.20%, 12/15/34		160		206,512
6.40%, 12/15/35^(a)		100		133,400
6.55%, 03/15/33		88		115,333
6.65%, 11/15/37^(a)		148		200,740


				21,777,636

Metal Fabricate & Hardware — 0.0%
Crane Co., 4.20%, 03/15/48 (Call 09/15/47)		20		21,198
Precision Castparts Corp., 4.38%, 06/15/45 (Call 12/15/44)		47		53,511
Timken Co. (The), 4.50%, 12/15/28 (Call 09/15/28)		5		5,372
Valmont Industries Inc.
5.00%, 10/01/44 (Call 04/01/44)		95		107,218
5.25%, 10/01/54 (Call 04/01/54)		23		26,820


				214,119

Mining — 0.3%
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23)		288		304,989
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		62		58,012
2.60%, 07/15/32 (Call 04/15/32)		115		109,259
2.80%, 10/01/29 (Call 07/01/29)		36		35,206
4.88%, 03/15/42 (Call 09/15/41)		209		240,264
5.45%, 06/09/44 (Call 12/09/43)		123		150,151
5.88%, 04/01/35		107		130,713
6.25%, 10/01/39^(a)		181		234,640
Rio Tinto Alcan Inc.
5.75%, 06/01/35		81		102,332


Security	Par (000)		Value

Mining (continued)
6.13%, 12/15/33	$	170	$	221,877
7.25%, 03/15/31^(a)		82		109,009
Rio Tinto Finance USA Ltd.
5.20%, 11/02/40^(a)		381		465,068
7.13%, 07/15/28		125		156,430
Rio Tinto Finance USA PLC
4.13%, 08/21/42 (Call 02/21/42)		215		235,148
4.75%, 03/22/42 (Call 09/22/41)		72		84,420


				2,637,518

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31)		25		24,346


Office Furnishings — 0.0%
Steelcase Inc., 5.13%, 01/18/29 (Call 10/18/28)^(a)		355		387,014


Oil & Gas — 2.8%
BP Capital Markets America Inc.
2.77%, 11/10/50 (Call 05/10/50)		241		196,374
2.94%, 06/04/51 (Call 12/04/50)		218		183,515
3.00%, 02/24/50 (Call 08/24/49)		372		317,707
3.00%, 03/17/52 (Call 09/17/51)^(a)		85		72,321
3.02%, 01/16/27 (Call 10/16/26)		150		152,440
3.12%, 05/04/26 (Call 02/04/26)		163		167,460
3.19%, 04/06/25 (Call 03/06/25)		162		165,971
3.38%, 02/08/61 (Call 08/08/60)		184		162,200
3.41%, 02/11/26 (Call 12/11/25)		110		113,952
3.54%, 04/06/27 (Call 02/06/27)		128		133,115
3.59%, 04/14/27 (Call 01/14/27)		80		83,417
3.63%, 04/06/30 (Call 01/06/30)		233		242,574
3.80%, 09/21/25 (Call 07/21/25)		198		207,599
3.94%, 09/21/28 (Call 06/21/28)		151		160,238
4.23%, 11/06/28 (Call 08/06/28)		180		194,742
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		89		91,597
3.51%, 03/17/25		42		43,536
3.54%, 11/04/24^(a)		101		104,535
3.72%, 11/28/28 (Call 08/28/28)		127		133,048
Burlington Resources LLC
5.95%, 10/15/36		167		216,105
7.20%, 08/15/31		165		222,392
7.40%, 12/01/31		339		471,335
Chevron Corp.
2.95%, 05/16/26 (Call 02/16/26)		89		91,968
3.08%, 05/11/50 (Call 11/11/49)		396		381,360
Chevron USA Inc.
2.34%, 08/12/50 (Call 02/12/50)		182		151,464
5.25%, 11/15/43 (Call 05/15/43)		10		12,678
Conoco Funding Co., 7.25%, 10/15/31		189		255,855
ConocoPhillips
4.85%, 08/15/48 (Call 02/15/48)^(c)		53		63,166
4.88%, 10/01/47 (Call 04/01/47)^(c)		58		69,682
5.90%, 10/15/32^(a)		126		156,827
5.90%, 05/15/38		367		474,957
6.50%, 02/01/39		372		515,465
ConocoPhillips Co.
2.40%, 03/07/25 (Call 03/07/23)		25		25,031
3.35%, 11/15/24 (Call 08/15/24)		83		85,571
3.80%, 03/15/52 (Call 09/15/51)		25		25,378
4.30%, 11/15/44 (Call 05/15/44)		182		199,459


Security	Par (000)		Value

Oil & Gas (continued)
4.95%, 03/15/26 (Call 12/15/25)^(a)	$	300	$	328,707
5.95%, 03/15/46 (Call 09/15/45)		213		289,382
6.95%, 04/15/29		453		579,391
Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43)		80		80,618
Devon Energy Corp.
4.75%, 05/15/42 (Call 11/15/41)^(a)		95		101,898
5.00%, 06/15/45 (Call 12/15/44)^(a)		125		139,301
5.60%, 07/15/41 (Call 01/15/41)		277		323,810
7.88%, 09/30/31		10		13,478
7.95%, 04/15/32		17		23,091
Diamondback Energy Inc., 3.50%, 12/01/29 (Call 09/01/29)		129		130,360
Eni USA Inc., 7.30%, 11/15/27		85		103,859
EOG Resources Inc.
3.90%, 04/01/35 (Call 10/01/34)		147		158,047
4.38%, 04/15/30 (Call 01/15/30)		137		151,522
4.95%, 04/15/50 (Call 10/15/49)		188		228,362
Exxon Mobil Corp.
2.28%, 08/16/26 (Call 06/16/26)^(a)		169		169,845
2.44%, 08/16/29 (Call 05/16/29)^(a)		158		155,571
2.61%, 10/15/30 (Call 07/15/30)^(a)		181		179,436
3.00%, 08/16/39 (Call 02/16/39)		189		179,975
3.10%, 08/16/49 (Call 02/16/49)		201		188,182
3.29%, 03/19/27 (Call 01/19/27)		80		83,954
3.45%, 04/15/51 (Call 10/15/50)		266		263,686
3.48%, 03/19/30 (Call 12/19/29)		198		209,019
3.57%, 03/06/45 (Call 09/06/44)		188		187,979
4.11%, 03/01/46 (Call 09/01/45)		391		426,120
4.23%, 03/19/40 (Call 09/19/39)		175		192,617
4.33%, 03/19/50 (Call 09/19/49)		333		377,029
Hess Corp.
3.50%, 07/15/24 (Call 04/15/24)		348		356,373
4.30%, 04/01/27 (Call 01/01/27)		478		505,571
5.60%, 02/15/41		212		244,321
5.80%, 04/01/47 (Call 10/01/46)		269		321,428
6.00%, 01/15/40		310		368,677
7.13%, 03/15/33		185		235,139
7.30%, 08/15/31		192		244,510
7.88%, 10/01/29		248		320,235
HollyFrontier Corp.
4.50%, 10/01/30 (Call 07/01/30)^(a)		25		25,217
5.88%, 04/01/26 (Call 01/01/26)		172		186,799
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		69		73,266
5.20%, 06/01/45 (Call 12/01/44)^(a)		128		141,600
6.60%, 10/01/37^(a)		264		332,410
6.80%, 03/15/32		216		265,719
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		232		238,431
3.80%, 04/01/28 (Call 01/01/28)		90		93,075
4.50%, 04/01/48 (Call 10/01/47)		137		141,665
4.70%, 05/01/25 (Call 04/01/25)		195		207,238
4.75%, 09/15/44 (Call 03/15/44)		218		230,518
5.00%, 09/15/54 (Call 03/15/54)		150		161,281
5.13%, 12/15/26 (Call 09/15/26)		186		204,672
6.50%, 03/01/41 (Call 09/01/40)		241		306,492
Ovintiv Inc.
6.50%, 08/15/34		900		1,098,036
6.50%, 02/01/38^(a)		50		59,414
6.63%, 08/15/37		15		18,317


Security	Par (000)		Value

Oil & Gas (continued)
7.20%, 11/01/31	$	25	$	30,733
7.38%, 11/01/31		5		6,324
8.13%, 09/15/30		115		147,529
Phillips 66
3.30%, 03/15/52 (Call 09/15/51)		85		75,955
3.85%, 04/09/25 (Call 03/09/25)^(a)		332		345,502
3.90%, 03/15/28 (Call 12/15/27)		319		334,012
4.65%, 11/15/34 (Call 05/15/34)		231		257,784
4.88%, 11/15/44 (Call 05/15/44)		453		515,781
5.88%, 05/01/42		227		287,852
Tosco Corp., 8.13%, 02/15/30		10		13,509
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		555		562,837
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		196		197,627
2.83%, 01/10/30 (Call 10/10/29)		372		373,224
2.99%, 06/29/41 (Call 12/29/40)		167		154,507
3.13%, 05/29/50 (Call 11/29/49)		458		423,242
3.39%, 06/29/60 (Call 12/29/59)		116		107,903
3.46%, 02/19/29 (Call 11/19/28)		167		173,954
3.46%, 07/12/49 (Call 01/12/49)		236		229,305
3.70%, 01/15/24		494		511,152
3.75%, 04/10/24		489		502,800
TotalEnergies Capital SA, 3.88%, 10/11/28		258		275,957
Valero Energy Corp.
2.85%, 04/15/25 (Call 03/15/25)		56		56,629
3.65%, 12/01/51 (Call 06/01/51)		150		134,826
4.00%, 04/01/29 (Call 01/01/29)		189		197,728
4.35%, 06/01/28 (Call 03/01/28)		128		136,465
4.90%, 03/15/45^(a)		178		192,283
6.63%, 06/15/37		281		361,183
7.50%, 04/15/32		270		351,988


				24,949,268

Oil & Gas Services — 0.6%
Baker Hughes Holdings LLC, 5.13%, 09/15/40		326		374,108
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
3.14%, 11/07/29 (Call 08/07/29)		320		322,915
3.34%, 12/15/27 (Call 09/15/27)		525		541,191
4.08%, 12/15/47 (Call 06/15/47)		774		783,721
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)^(a)		164		161,451
3.80%, 11/15/25 (Call 08/15/25)		28		29,331
4.50%, 11/15/41 (Call 05/15/41)		32		33,121
4.75%, 08/01/43 (Call 02/01/43)		193		205,642
4.85%, 11/15/35 (Call 05/15/35)		212		236,157
5.00%, 11/15/45 (Call 05/15/45)		325		362,690
6.70%, 09/15/38		201		258,669
7.45%, 09/15/39		189		260,501
NOV Inc.
3.60%, 12/01/29 (Call 09/01/29)^(a)		282		282,544
3.95%, 12/01/42 (Call 06/01/42)		372		338,122
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)^(a)		442		430,283
3.65%, 12/01/23 (Call 09/01/23)		353		362,616


				4,983,062

Packaging & Containers — 0.2%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		480		502,445
4.50%, 05/15/28 (Call 02/15/28)		71		78,290


Security	Par (000)		Value

Packaging & Containers (continued)
Amcor Flexibles North America Inc.
2.63%, 06/19/30 (Call 03/19/30)	$	204	$	197,121
2.69%, 05/25/31 (Call 02/25/31)		185		178,042
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)^(a)		97		96,996
3.40%, 12/15/27 (Call 09/15/27)		86		89,574
4.05%, 12/15/49 (Call 06/15/49)		157		162,085
Sonoco Products Co., 3.13%, 05/01/30 (Call 02/01/30)		140		139,863
WestRock MWV LLC
7.95%, 02/15/31^(a)		18		24,111
8.20%, 01/15/30		81		106,941
WRKCo Inc.
3.38%, 09/15/27 (Call 06/15/27)		42		43,382
3.90%, 06/01/28 (Call 03/01/28)^(a)		80		83,472
4.00%, 03/15/28 (Call 12/15/27)^(a)		36		38,193
4.20%, 06/01/32 (Call 03/01/32)		38		40,733
4.90%, 03/15/29 (Call 12/15/28)^(a)		72		79,924


				1,861,172

Pharmaceuticals — 4.1%
AbbVie Inc.
3.20%, 05/14/26 (Call 02/14/26)		149		152,886
4.05%, 11/21/39 (Call 05/21/39)		405		425,185
4.25%, 11/14/28 (Call 08/14/28)		199		215,043
4.25%, 11/21/49 (Call 05/21/49)		807		857,680
4.30%, 05/14/36 (Call 11/14/35)		502		546,814
4.40%, 11/06/42		400		432,156
4.45%, 05/14/46 (Call 11/14/45)		527		568,807
4.50%, 05/14/35 (Call 11/14/34)		605		671,145
4.70%, 05/14/45 (Call 11/14/44)		511		567,905
4.85%, 06/15/44 (Call 12/15/43)		123		139,108
4.88%, 11/14/48 (Call 05/14/48)		328		377,479
AmerisourceBergen Corp.
3.25%, 03/01/25 (Call 12/01/24)		35		35,925
3.45%, 12/15/27 (Call 09/15/27)		298		309,884
4.25%, 03/01/45 (Call 09/01/44)		152		157,349
4.30%, 12/15/47 (Call 06/15/47)^(a)		216		226,686
AstraZeneca PLC
3.13%, 06/12/27 (Call 03/12/27)		276		285,743
3.38%, 11/16/25		825		859,287
3.50%, 08/17/23 (Call 07/17/23)		490		502,877
4.00%, 01/17/29 (Call 10/17/28)		496		536,945
4.00%, 09/18/42		352		382,149
4.38%, 11/16/45		283		323,995
4.38%, 08/17/48 (Call 02/17/48)		236		272,788
6.45%, 09/15/37		395		536,081
Becton Dickinson and Co.
3.70%, 06/06/27 (Call 03/06/27)		165		173,120
4.67%, 06/06/47 (Call 12/06/46)		443		496,913
4.69%, 12/15/44 (Call 06/15/44)^(a)		399		445,711
Bristol-Myers Squibb Co.
2.55%, 11/13/50 (Call 05/13/50)		59		49,998
2.95%, 03/15/32 (Call 12/15/31)		55		55,791
3.25%, 02/27/27		341		356,655
3.25%, 08/01/42		108		104,943
3.55%, 03/15/42 (Call 09/15/41)		40		40,821
3.90%, 03/15/62 (Call 09/15/61)		500		519,265
4.25%, 10/26/49 (Call 04/26/49)		388		435,902
4.35%, 11/15/47 (Call 05/15/47)		281		318,786
4.50%, 03/01/44 (Call 09/01/43)		96		111,212
4.55%, 02/20/48 (Call 08/20/47)		364		423,350


Security	Par (000)		Value

Pharmaceuticals (continued)
4.63%, 05/15/44 (Call 11/15/43)	$	40	$	47,123
5.00%, 08/15/45 (Call 02/15/45)		97		120,012
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		92		93,688
3.41%, 06/15/27 (Call 03/15/27)		481		498,581
3.50%, 11/15/24 (Call 08/15/24)		116		119,412
3.75%, 09/15/25 (Call 06/15/25)^(a)		215		223,819
4.37%, 06/15/47 (Call 12/15/46)		180		184,846
4.50%, 11/15/44 (Call 05/15/44)		212		218,379
4.60%, 03/15/43		180		188,368
4.90%, 09/15/45 (Call 03/15/45)		200		216,696
Cigna Corp.
2.40%, 03/15/30 (Call 12/15/29)		318		302,195
3.20%, 03/15/40 (Call 09/15/39)		70		64,706
3.40%, 03/15/50 (Call 09/15/49)		352		322,010
3.40%, 03/15/51 (Call 09/15/50)		125		113,952
3.88%, 10/15/47 (Call 04/15/47)		125		122,556
4.13%, 11/15/25 (Call 09/15/25)		605		637,319
4.38%, 10/15/28 (Call 07/15/28)		548		593,988
4.80%, 08/15/38 (Call 02/15/38)		417		465,205
4.80%, 07/15/46 (Call 01/16/46)		155		172,799
4.90%, 12/15/48 (Call 06/15/48)		574		651,943
6.13%, 11/15/41		94		121,563
CVS Health Corp.
2.88%, 06/01/26 (Call 03/01/26)		143		144,677
3.00%, 08/15/26 (Call 06/15/26)		221		224,834
3.25%, 08/15/29 (Call 05/15/29)		269		273,508
3.63%, 04/01/27 (Call 02/01/27)		261		273,280
3.75%, 04/01/30 (Call 01/01/30)		94		98,629
3.88%, 07/20/25 (Call 04/20/25)		159		166,206
4.13%, 04/01/40 (Call 10/01/39)		288		299,082
4.25%, 04/01/50 (Call 10/01/49)		199		213,400
4.30%, 03/25/28 (Call 12/25/27)		409		442,080
4.78%, 03/25/38 (Call 09/25/37)		466		521,748
4.88%, 07/20/35 (Call 01/20/35)		531		610,416
5.05%, 03/25/48 (Call 09/25/47)		1,038		1,212,363
5.13%, 07/20/45 (Call 01/20/45)		449		520,382
5.30%, 12/05/43 (Call 06/05/43)		198		235,642
6.13%, 09/15/39^(a)		99		126,790
6.25%, 06/01/27^(a)		31		36,199
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)^(a)		522		433,427
2.75%, 06/01/25 (Call 03/01/25)		254		259,250
3.10%, 05/15/27 (Call 02/15/27)^(a)		151		156,530
3.38%, 03/15/29 (Call 12/15/28)		175		184,662
3.70%, 03/01/45 (Call 09/01/44)^(a)		31		33,415
3.95%, 03/15/49 (Call 09/15/48)		25		27,992
GlaxoSmithKline Capital Inc.
3.63%, 05/15/25		205		214,463
3.88%, 05/15/28		246		263,749
4.20%, 03/18/43^(a)		109		122,367
5.38%, 04/15/34		54		67,625
6.38%, 05/15/38		432		596,972
GlaxoSmithKline Capital PLC
3.00%, 06/01/24 (Call 05/01/24)		526		537,824
3.38%, 06/01/29 (Call 03/01/29)		128		133,926
Johnson & Johnson
2.45%, 09/01/60 (Call 03/01/60)		86		71,474
2.90%, 01/15/28 (Call 10/15/27)		362		374,268
2.95%, 03/03/27 (Call 12/03/26)		153		158,693


Security	Par (000)		Value

Pharmaceuticals (continued)
3.40%, 01/15/38 (Call 07/15/37)	$	211	$	218,917
3.50%, 01/15/48 (Call 07/15/47)		90		93,906
3.55%, 03/01/36 (Call 09/01/35)		102		109,922
3.63%, 03/03/37 (Call 09/03/36)		217		233,939
3.70%, 03/01/46 (Call 09/01/45)		343		368,180
3.75%, 03/03/47 (Call 09/03/46)		292		317,792
4.38%, 12/05/33 (Call 06/05/33)		171		198,776
4.50%, 09/01/40		96		112,286
4.50%, 12/05/43 (Call 06/05/43)		62		73,093
4.85%, 05/15/41^(a)		23		28,235
4.95%, 05/15/33		95		116,232
5.85%, 07/15/38		102		136,042
5.95%, 08/15/37^(a)		158		214,265
6.95%, 09/01/29^(a)		5		6,627
McKesson Corp., 3.95%, 02/16/28 (Call 11/16/27)		90		95,468
Mead Johnson Nutrition Co.
4.13%, 11/15/25 (Call 08/15/25)		540		568,636
4.60%, 06/01/44 (Call 12/01/43)		80		94,889
5.90%, 11/01/39		21		27,910
Merck & Co. Inc.
2.75%, 12/10/51 (Call 06/10/51)		125		111,667
2.90%, 12/10/61 (Call 06/10/61)		165		145,608
3.40%, 03/07/29 (Call 12/07/28)		314		330,535
3.60%, 09/15/42 (Call 03/15/42)		198		204,124
3.70%, 02/10/45 (Call 08/10/44)		395		412,396
3.90%, 03/07/39 (Call 09/07/38)		32		34,692
4.00%, 03/07/49 (Call 09/07/48)		292		321,854
4.15%, 05/18/43		77		85,577
6.50%, 12/01/33		172		232,393
6.55%, 09/15/37		68		96,491
Merck Sharp & Dohme Corp.
5.75%, 11/15/36^(a)		120		156,868
5.95%, 12/01/28		43		52,057
Mylan Inc., 5.20%, 04/15/48 (Call 10/15/47)		304		329,794
Novartis Capital Corp.
2.75%, 08/14/50 (Call 02/14/50)		65		59,517
4.00%, 11/20/45 (Call 05/20/45)		148		164,178
4.40%, 05/06/44		186		216,312
Pfizer Inc.
4.00%, 03/15/49 (Call 09/15/48)		28		31,142
4.13%, 12/15/46		96		108,170
4.20%, 09/15/48 (Call 03/15/48)		86		98,063
7.20%, 03/15/39		62		92,858
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26)		288		295,563
Takeda Pharmaceutical Co. Ltd.
3.18%, 07/09/50 (Call 01/09/50)		342		306,179
3.38%, 07/09/60 (Call 01/09/60)		222		197,720
4.40%, 11/26/23 (Call 10/26/23)		57		59,171
5.00%, 11/26/28 (Call 08/26/28)		150		169,395
Utah Acquisition Sub Inc., 5.25%, 06/15/46 (Call 12/15/45)		149		158,183
Viatris Inc., 4.00%, 06/22/50 (Call 12/22/49)		140		123,932
Zoetis Inc.
3.00%, 09/12/27 (Call 06/12/27)		517		527,009
3.00%, 05/15/50 (Call 11/15/49)		30		27,695
3.90%, 08/20/28 (Call 05/20/28)		342		361,925
3.95%, 09/12/47 (Call 03/12/47)		248		266,999
4.45%, 08/20/48 (Call 02/20/48)		208		236,633
4.50%, 11/13/25 (Call 08/13/25)		363		387,506


Security	Par (000)		Value

Pharmaceuticals (continued)
4.70%, 02/01/43 (Call 08/01/42)	$	378	$	435,732


				37,284,470

Pipelines — 3.2%
Boardwalk Pipelines LP
4.45%, 07/15/27 (Call 04/15/27)		38		40,100
4.80%, 05/03/29 (Call 02/03/29)		109		117,380
4.95%, 12/15/24 (Call 09/15/24)		105		110,921
5.95%, 06/01/26 (Call 03/01/26)		122		135,815
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/29 (Call 05/18/29)		10		10,210
5.13%, 06/30/27 (Call 01/01/27)		248		270,709
5.88%, 03/31/25 (Call 10/02/24)		135		145,824
7.00%, 06/30/24 (Call 01/01/24)		170		184,059
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44)		191		230,132
Enbridge Energy Partners LP
7.38%, 10/15/45 (Call 04/15/45)		54		76,672
Series B, 7.50%, 04/15/38		58		80,717
Enbridge Inc.
2.50%, 01/15/25 (Call 12/15/24)		151		151,282
3.13%, 11/15/29 (Call 08/15/29)		205		205,836
3.40%, 08/01/51 (Call 02/01/51)		35		31,926
3.50%, 06/10/24 (Call 03/10/24)		122		125,017
3.70%, 07/15/27 (Call 04/15/27)^(a)		167		174,184
4.00%, 10/01/23 (Call 07/01/23)		160		164,427
4.00%, 11/15/49 (Call 05/15/49)^(a)		168		168,946
4.25%, 12/01/26 (Call 09/01/26)		206		219,631
4.50%, 06/10/44 (Call 12/10/43)		144		152,556
5.50%, 12/01/46 (Call 06/01/46)		212		260,487
Energy Transfer LP
4.15%, 09/15/29 (Call 06/15/29)		1,070		1,103,534
4.40%, 03/15/27 (Call 12/15/26)^(a)		79		82,982
4.95%, 05/15/28 (Call 02/15/28)		1,138		1,226,206
5.00%, 05/15/44 (Call 11/15/43)		210		209,070
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		168		165,488
3.13%, 07/31/29 (Call 04/30/29)		134		135,309
3.70%, 01/31/51 (Call 07/31/50)		45		42,062
3.95%, 01/31/60 (Call 07/31/59)		214		200,957
4.15%, 10/16/28 (Call 07/16/28)		430		462,121
4.20%, 01/31/50 (Call 07/31/49)		159		159,690
4.25%, 02/15/48 (Call 08/15/47)		248		251,472
4.45%, 02/15/43 (Call 08/15/42)		120		123,329
4.80%, 02/01/49 (Call 08/01/48)		78		85,171
4.85%, 08/15/42 (Call 02/15/42)		66		71,770
4.85%, 03/15/44 (Call 09/15/43)		132		143,784
4.90%, 05/15/46 (Call 11/15/45)		157		171,943
4.95%, 10/15/54 (Call 04/15/54)		70		77,953
5.10%, 02/15/45 (Call 08/15/44)		367		410,335
5.38%, 02/15/78 (Call 02/15/28), (3 mo. LIBOR US + 2.570%)^(b)		102		94,655
5.70%, 02/15/42		80		94,876
5.95%, 02/01/41^(a)		101		123,319
6.13%, 10/15/39		65		80,432
6.45%, 09/01/40		24		30,749
7.55%, 04/15/38		55		75,233
Series D, 6.88%, 03/01/33		88		113,134
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)^(b)		105		99,967
Series H, 6.65%, 10/15/34		12		15,138


Security	Par (000)		Value

Pipelines (continued)
Kinder Morgan Energy Partners LP
4.70%, 11/01/42 (Call 05/01/42)	$	84	$	85,971
5.00%, 08/15/42 (Call 02/15/42)		155		163,072
5.00%, 03/01/43 (Call 09/01/42)^(a)		163		172,803
5.40%, 09/01/44 (Call 03/01/44)		156		173,991
5.50%, 03/01/44 (Call 09/01/43)		135		151,544
5.63%, 09/01/41		95		107,276
5.80%, 03/15/35		53		62,242
6.38%, 03/01/41		113		136,216
6.50%, 02/01/37		78		96,593
6.50%, 09/01/39		113		136,976
6.55%, 09/15/40		75		91,777
6.95%, 01/15/38		165		210,586
7.30%, 08/15/33		90		115,438
7.40%, 03/15/31^(a)		34		43,444
7.50%, 11/15/40		74		98,932
7.75%, 03/15/32		146		193,434
Kinder Morgan Inc.
3.25%, 08/01/50 (Call 02/01/50)		120		100,986
3.60%, 02/15/51 (Call 08/15/50)		37		33,175
4.30%, 06/01/25 (Call 03/01/25)		244		255,795
4.30%, 03/01/28 (Call 12/01/27)		309		329,298
5.05%, 02/15/46 (Call 08/15/45)		200		216,592
5.20%, 03/01/48 (Call 09/01/47)		143		159,202
5.30%, 12/01/34 (Call 06/01/34)		271		305,582
5.55%, 06/01/45 (Call 12/01/44)		277		317,464
7.75%, 01/15/32		273		361,487
7.80%, 08/01/31^(a)		114		150,646
Magellan Midstream Partners LP
3.95%, 03/01/50 (Call 09/01/49)		140		132,535
4.20%, 10/03/47 (Call 04/03/47)		195		191,611
4.25%, 09/15/46 (Call 03/15/46)		73		72,345
4.85%, 02/01/49 (Call 08/01/48)		83		88,912
5.15%, 10/15/43 (Call 04/15/43)		96		105,791
MPLX LP
4.00%, 03/15/28 (Call 12/15/27)		125		130,454
4.13%, 03/01/27 (Call 12/01/26)		316		333,127
4.25%, 12/01/27 (Call 09/01/27)		88		93,303
4.50%, 04/15/38 (Call 10/15/37)		242		250,332
4.70%, 04/15/48 (Call 10/15/47)		288		298,371
4.80%, 02/15/29 (Call 11/15/28)		182		199,406
4.90%, 04/15/58 (Call 10/15/57)		72		74,231
5.20%, 03/01/47 (Call 09/01/46)		247		272,075
5.50%, 02/15/49 (Call 08/15/48)		309		353,005
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27)		28		29,537
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)		334		329,625
2.75%, 09/01/24 (Call 08/01/24)		272		273,461
3.10%, 03/15/30 (Call 12/15/29)		225		218,120
3.40%, 09/01/29 (Call 06/01/29)		266		263,420
4.00%, 07/13/27 (Call 04/13/27)		274		285,267
4.35%, 03/15/29 (Call 12/15/28)		202		211,621
4.45%, 09/01/49 (Call 03/01/49)		73		71,874
4.50%, 03/15/50 (Call 09/15/49)		92		90,918
4.55%, 07/15/28 (Call 04/15/28)		230		245,444
4.95%, 07/13/47 (Call 01/06/47)		213		223,431
5.20%, 07/15/48 (Call 01/15/48)		65		70,789
6.00%, 06/15/35		118		135,770
6.35%, 01/15/31 (Call 10/15/30)		20		23,735
7.15%, 01/15/51 (Call 07/15/50)		74		98,181


Security	Par (000)		Value

Pipelines (continued)
7.50%, 09/01/23 (Call 06/01/23)	$	230	$	245,520
ONEOK Partners LP
4.90%, 03/15/25 (Call 12/15/24)^(a)		112		118,745
5.00%, 09/15/23 (Call 06/15/23)		100		103,675
6.13%, 02/01/41 (Call 08/01/40)		206		237,285
6.20%, 09/15/43 (Call 03/15/43)		176		203,349
6.65%, 10/01/36		274		330,348
6.85%, 10/15/37		140		173,088
Phillips 66 Partners LP
3.75%, 03/01/28 (Call 12/01/27)		23		23,686
4.68%, 02/15/45 (Call 08/15/44)		33		35,583
4.90%, 10/01/46 (Call 04/01/46)		98		108,818
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		156		154,351
4.70%, 06/15/44 (Call 12/15/43)		149		141,695
4.90%, 02/15/45 (Call 08/15/44)		169		163,820
5.15%, 06/01/42 (Call 12/01/41)		114		114,006
6.65%, 01/15/37		193		227,974
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		296		311,750
4.50%, 05/15/30 (Call 11/15/29)		183		197,027
5.00%, 03/15/27 (Call 09/15/26)		317		344,972
5.63%, 03/01/25 (Call 12/01/24)		414		446,971
5.88%, 06/30/26 (Call 12/31/25)		307		341,313
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		298		306,794
3.50%, 03/15/25 (Call 12/15/24)		90		92,494
4.50%, 03/15/45 (Call 09/15/44)		211		219,514
4.75%, 03/15/24 (Call 12/15/23)		83		86,811
5.95%, 09/25/43 (Call 03/25/43)^(a)		156		195,870
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		229		242,919
4.38%, 03/13/25 (Call 12/13/24)^(a)		45		47,294
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		177		212,062
7.00%, 10/15/28		109		132,826
Texas Eastern Transmission LP, 7.00%, 07/15/32		58		75,054
TransCanada PipeLines Ltd.
4.10%, 04/15/30 (Call 01/15/30)		93		98,658
4.25%, 05/15/28 (Call 02/15/28)		92		98,188
4.63%, 03/01/34 (Call 12/01/33)		176		192,620
4.75%, 05/15/38 (Call 11/15/37)		86		94,113
4.88%, 05/15/48 (Call 11/15/47)		151		170,968
5.00%, 10/16/43 (Call 04/16/43)		210		237,835
5.10%, 03/15/49 (Call 09/15/48)		103		121,037
5.60%, 03/31/34		125		146,698
5.85%, 03/15/36		111		134,616
6.10%, 06/01/40		111		140,337
6.20%, 10/15/37		118		149,066
7.25%, 08/15/38		228		314,861
7.63%, 01/15/39		171		244,101
Transcontinental Gas Pipe Line Co. LLC
3.95%, 05/15/50 (Call 11/15/49)		85		84,652
4.00%, 03/15/28 (Call 12/15/27)		170		179,517
4.45%, 08/01/42 (Call 02/01/42)^(a)		65		68,846
4.60%, 03/15/48 (Call 09/15/47)		133		144,876
5.40%, 08/15/41 (Call 02/15/41)		103		120,119
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27)		268		286,154
Williams Companies Inc. (The)
3.75%, 06/15/27 (Call 03/15/27)		261		272,090


Security	Par (000)		Value

Pipelines (continued)
4.85%, 03/01/48 (Call 09/01/47)	$	148	$	160,870
4.90%, 01/15/45 (Call 07/15/44)		212		228,349
5.10%, 09/15/45 (Call 03/15/45)		195		215,725
5.40%, 03/04/44 (Call 09/04/43)		88		98,862
5.75%, 06/24/44 (Call 12/24/43)		80		94,274
5.80%, 11/15/43 (Call 05/15/43)		77		91,108
6.30%, 04/15/40		203		250,695
8.75%, 03/15/32		86		121,021


				28,540,593

Real Estate — 0.2%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		294		305,395
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		585		553,784
4.88%, 03/01/26 (Call 12/01/25)		1,057		1,148,061


				2,007,240

Real Estate Investment Trusts — 2.6%
Alexandria Real Estate Equities Inc.
2.75%, 12/15/29 (Call 09/15/29)		5		4,946
3.00%, 05/18/51 (Call 11/18/50)		100		87,846
3.38%, 08/15/31 (Call 05/15/31)		24		24,531
3.55%, 03/15/52 (Call 09/15/51)		50		48,140
3.95%, 01/15/27 (Call 10/15/26)		61		64,893
3.95%, 01/15/28 (Call 10/15/27)		33		35,047
4.00%, 02/01/50 (Call 08/01/49)		32		33,187
4.30%, 01/15/26 (Call 10/15/25)		18		19,194
4.70%, 07/01/30 (Call 04/01/30)		107		119,625
4.85%, 04/15/49 (Call 10/15/48)		74		86,287
4.90%, 12/15/30 (Call 09/15/30)		96		110,103
American Campus Communities Operating Partnership LP
2.85%, 02/01/30 (Call 11/01/29)		5		4,850
3.30%, 07/15/26 (Call 05/15/26)^(a)		86		88,487
3.63%, 11/15/27 (Call 08/15/27)		28		29,003
American Homes 4 Rent LP
4.25%, 02/15/28 (Call 11/15/27)		65		68,588
4.90%, 02/15/29 (Call 11/15/28)		55		60,492
American Tower Corp.
2.10%, 06/15/30 (Call 03/15/30)		27		24,483
2.40%, 03/15/25 (Call 02/15/25)		261		260,194
2.70%, 04/15/31 (Call 01/15/31)^(a)		85		80,111
2.75%, 01/15/27 (Call 11/15/26)		462		461,395
2.90%, 01/15/30 (Call 10/15/29)		281		271,277
2.95%, 01/15/25 (Call 12/15/24)		208		210,278
2.95%, 01/15/51 (Call 07/15/50)		45		36,839
3.00%, 06/15/23		274		278,066
3.10%, 06/15/50 (Call 12/15/49)		313		262,548
3.13%, 01/15/27 (Call 10/15/26)		333		336,533
3.38%, 05/15/24 (Call 04/15/24)		400		408,872
3.38%, 10/15/26 (Call 07/15/26)		329		337,689
3.55%, 07/15/27 (Call 04/15/27)		215		221,155
3.60%, 01/15/28 (Call 10/15/27)		175		179,627
3.70%, 10/15/49 (Call 04/15/49)		267		248,948
3.80%, 08/15/29 (Call 05/15/29)		334		345,222
3.95%, 03/15/29 (Call 12/15/28)		146		151,624
4.00%, 06/01/25 (Call 03/01/25)		180		187,396
4.40%, 02/15/26 (Call 11/15/25)		209		221,716
5.00%, 02/15/24		163		171,709
AvalonBay Communities Inc.
2.30%, 03/01/30 (Call 12/01/29)		12		11,606


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.20%, 01/15/28 (Call 10/15/27)	$	28	$	28,792
3.30%, 06/01/29 (Call 03/01/29)^(a)		26		26,948
3.90%, 10/15/46 (Call 04/15/46)		118		126,937
4.15%, 07/01/47 (Call 01/01/47)		25		27,929
4.35%, 04/15/48 (Call 10/18/47)		75		85,950
Boston Properties LP
2.45%, 10/01/33 (Call 07/01/33)		200		182,016
2.75%, 10/01/26 (Call 07/01/26)^(a)		105		105,257
2.90%, 03/15/30 (Call 12/15/29)		66		64,351
3.20%, 01/15/25 (Call 10/15/24)^(a)		227		232,010
3.25%, 01/30/31 (Call 10/30/30)		82		81,857
3.40%, 06/21/29 (Call 03/21/29)		149		152,285
3.65%, 02/01/26 (Call 11/03/25)		467		483,723
3.80%, 02/01/24 (Call 11/01/23)		118		121,332
4.50%, 12/01/28 (Call 09/01/28)		203		221,457
Brandywine Operating Partnership LP, 3.95%, 11/15/27 (Call 08/15/27)		39		40,704
Brixmor Operating Partnership LP
3.65%, 06/15/24 (Call 04/15/24)		115		118,445
3.85%, 02/01/25 (Call 11/01/24)		73		75,848
3.90%, 03/15/27 (Call 12/15/26)		121		126,133
4.13%, 06/15/26 (Call 03/15/26)		109		114,888
4.13%, 05/15/29 (Call 02/15/29)		88		92,888
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)^(a)		62		61,438
3.15%, 07/01/29 (Call 04/01/29)		37		37,757
3.35%, 11/01/49 (Call 05/01/49)		49		48,253
4.10%, 10/15/28 (Call 07/15/28)		43		46,515
Crown Castle International Corp.
3.10%, 11/15/29 (Call 08/15/29)		95		93,506
3.25%, 01/15/51 (Call 07/15/50)		237		204,834
3.30%, 07/01/30 (Call 04/01/30)		90		89,260
3.65%, 09/01/27 (Call 06/01/27)		82		84,889
3.70%, 06/15/26 (Call 03/15/26)		57		59,149
3.80%, 02/15/28 (Call 11/15/27)		52		54,047
4.00%, 03/01/27 (Call 12/01/26)		83		87,131
4.00%, 11/15/49 (Call 05/15/49)		110		107,773
4.15%, 07/01/50 (Call 01/01/50)		55		54,812
4.30%, 02/15/29 (Call 11/15/28)		74		78,736
4.45%, 02/15/26 (Call 11/15/25)^(a)		97		103,081
4.75%, 05/15/47 (Call 11/15/46)^(a)		168		184,506
5.20%, 02/15/49 (Call 08/15/48)		147		169,507
CubeSmart LP
3.00%, 02/15/30 (Call 11/15/29)		20		19,840
4.38%, 02/15/29 (Call 11/15/28)		5		5,407
CyrusOne LP/CyrusOne Finance Corp.
2.90%, 11/15/24 (Call 10/15/24)^(a)		52		52,973
3.45%, 11/15/29 (Call 08/15/29)		86		91,112
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		100		102,933
3.70%, 08/15/27 (Call 05/15/27)		20		20,945
4.45%, 07/15/28 (Call 04/15/28)		129		139,176
Duke Realty LP
2.88%, 11/15/29 (Call 08/15/29)		40		39,979
3.05%, 03/01/50 (Call 09/01/49)		52		45,810
3.25%, 06/30/26 (Call 03/30/26)		68		69,873
3.38%, 12/15/27 (Call 09/15/27)		8		8,280
4.00%, 09/15/28 (Call 06/15/28)		55		58,952
Equinix Inc.
1.80%, 07/15/27 (Call 05/15/27)		112		105,844


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
2.15%, 07/15/30 (Call 04/15/30)	$	337	$	307,438
2.50%, 05/15/31 (Call 02/15/31)		90		83,238
2.63%, 11/18/24 (Call 10/18/24)		342		344,134
2.90%, 11/18/26 (Call 09/18/26)		243		244,798
2.95%, 09/15/51 (Call 03/15/51)		304		249,611
3.00%, 07/15/50 (Call 01/15/50)		234		195,287
3.20%, 11/18/29 (Call 08/18/29)		454		448,080
3.40%, 02/15/52 (Call 08/15/51)		65		58,512
ERP Operating LP
2.50%, 02/15/30 (Call 11/15/29)		69		67,568
2.85%, 11/01/26 (Call 08/01/26)		120		122,844
3.00%, 07/01/29 (Call 04/01/29)		24		24,277
3.25%, 08/01/27 (Call 05/01/27)		53		54,885
3.50%, 03/01/28 (Call 12/01/27)^(a)		37		38,959
4.00%, 08/01/47 (Call 02/01/47)^(a)		27		29,455
4.15%, 12/01/28 (Call 09/01/28)		18		19,474
4.50%, 07/01/44 (Call 01/01/44)		134		154,491
4.50%, 06/01/45 (Call 12/01/44)		20		23,124
Essex Portfolio LP
2.65%, 03/15/32 (Call 12/15/31)		40		38,070
3.00%, 01/15/30 (Call 10/15/29)		10		9,959
3.63%, 05/01/27 (Call 02/01/27)		15		15,740
4.00%, 03/01/29 (Call 12/01/28)		20		21,294
4.50%, 03/15/48 (Call 09/15/47)		78		87,103
Federal Realty Investment Trust
3.20%, 06/15/29 (Call 03/15/29)		50		50,750
3.25%, 07/15/27 (Call 04/15/27)		95		98,080
4.50%, 12/01/44 (Call 06/01/44)		91		99,536
GLP Capital LP/GLP Financing II Inc.
4.00%, 01/15/30 (Call 10/15/29)		80		80,654
4.00%, 01/15/31 (Call 10/15/30)		135		136,507
5.30%, 01/15/29 (Call 10/15/28)		199		216,514
5.75%, 06/01/28 (Call 03/03/28)		86		95,118
Healthcare Realty Trust Inc., 2.40%, 03/15/30 (Call 12/15/29)		16		15,116
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29)		35		34,520
Healthpeak Properties Inc.
3.00%, 01/15/30 (Call 10/15/29)		193		192,523
3.25%, 07/15/26 (Call 05/15/26)		205		212,079
3.40%, 02/01/25 (Call 11/01/24)		9		9,243
3.50%, 07/15/29 (Call 04/15/29)^(a)		53		54,853
4.00%, 06/01/25 (Call 03/01/25)		43		44,947
6.75%, 02/01/41 (Call 08/01/40)		311		433,046
Highwoods Realty LP
3.05%, 02/15/30 (Call 11/15/29)		10		9,868
4.20%, 04/15/29 (Call 01/15/29)		20		21,142
Host Hotels & Resorts LP
Series E, 4.00%, 06/15/25 (Call 03/15/25)		106		109,748
Series F, 4.50%, 02/01/26 (Call 11/01/25)		31		32,531
Series H, 3.38%, 12/15/29 (Call 09/15/29)		81		79,839
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		62		61,840
3.95%, 11/01/27 (Call 08/01/27)		20		20,809
4.65%, 04/01/29 (Call 01/01/29)		30		32,556
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)		20		18,370
3.05%, 02/15/30 (Call 11/15/29)		15		14,745
3.45%, 12/15/24 (Call 09/15/24)		41		42,025
4.38%, 10/01/25 (Call 07/01/25)		10		10,542
4.75%, 12/15/28 (Call 09/15/28)		135		146,942


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Kimco Realty Corp.
2.80%, 10/01/26 (Call 07/01/26)	$	41	$	41,206
3.30%, 02/01/25 (Call 12/01/24)		44		45,129
3.70%, 10/01/49 (Call 04/01/49)		98		95,059
3.80%, 04/01/27 (Call 01/01/27)^(a)		5		5,252
4.13%, 12/01/46 (Call 06/01/46)		115		118,869
4.25%, 04/01/45 (Call 10/01/44)		120		125,918
4.45%, 09/01/47 (Call 03/01/47)		73		80,031
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		30		31,251
Kite Realty Group Trust, 4.75%, 09/15/30 (Call 06/15/30)		50		53,763
Life Storage LP
3.88%, 12/15/27 (Call 09/15/27)		57		60,437
4.00%, 06/15/29 (Call 03/15/29)		27		28,628
Mid-America Apartments LP
2.75%, 03/15/30 (Call 12/15/29)		55		54,254
3.95%, 03/15/29 (Call 12/15/28)		45		48,113
National Retail Properties Inc.
3.00%, 04/15/52 (Call 10/15/51)		10		8,236
3.10%, 04/15/50 (Call 10/15/49)		43		37,389
4.80%, 10/15/48 (Call 04/15/48)		31		35,511
Omega Healthcare Investors Inc.
3.38%, 02/01/31 (Call 11/01/30)		70		66,300
3.63%, 10/01/29 (Call 07/01/29)		63		62,042
Physicians Realty LP
3.95%, 01/15/28 (Call 10/15/27)		5		5,247
4.30%, 03/15/27 (Call 12/15/26)		112		120,217
Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30)^(a)		30		29,303
Prologis LP
2.13%, 04/15/27 (Call 02/15/27)		57		56,090
2.13%, 10/15/50 (Call 04/15/50)		30		23,081
2.25%, 04/15/30 (Call 01/15/30)		33		31,702
3.00%, 04/15/50 (Call 10/15/49)		263		241,900
3.25%, 10/01/26 (Call 07/01/26)		12		12,470
3.88%, 09/15/28 (Call 06/15/28)		105		112,038
4.38%, 02/01/29 (Call 11/01/28)		130		143,150
4.38%, 09/15/48 (Call 03/15/48)		30		34,043
Realty Income Corp.
3.25%, 06/15/29 (Call 03/15/29)		10		10,251
3.65%, 01/15/28 (Call 10/15/27)		107		111,722
4.65%, 03/15/47 (Call 09/15/46)		53		61,552
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		74		73,046
3.60%, 02/01/27 (Call 11/01/26)		63		66,057
4.13%, 03/15/28 (Call 12/15/27)		35		37,423
4.40%, 02/01/47 (Call 08/01/46)		85		90,704
4.65%, 03/15/49 (Call 09/15/48)		126		141,463
Sabra Health Care LP
3.90%, 10/15/29 (Call 07/15/29)		5		4,991
5.13%, 08/15/26 (Call 05/15/26)		103		109,197
Simon Property Group LP
2.45%, 09/13/29 (Call 06/13/29)		26		25,125
2.65%, 02/01/32 (Call 12/01/31)		50		48,081
3.25%, 09/13/49 (Call 03/13/49)		104		95,827
3.38%, 12/01/27 (Call 09/01/27)		48		49,504
3.80%, 07/15/50 (Call 01/15/50)		126		127,420
4.25%, 10/01/44 (Call 04/01/44)		70		74,621
4.25%, 11/30/46 (Call 05/30/46)		136		147,179
4.75%, 03/15/42 (Call 09/15/41)^(a)		85		95,491
6.75%, 02/01/40 (Call 11/01/39)		86		117,040


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
SITE Centers Corp.
4.25%, 02/01/26 (Call 11/01/25)	$	30	$	31,252
4.70%, 06/01/27 (Call 03/01/27)		20		21,378
Spirit Realty LP
3.40%, 01/15/30 (Call 10/15/29)		45		44,910
4.00%, 07/15/29 (Call 04/15/29)		20		20,803
STORE Capital Corp.
4.50%, 03/15/28 (Call 12/15/27)		5		5,338
4.63%, 03/15/29 (Call 12/15/28)		85		91,242
Tanger Properties LP
3.13%, 09/01/26 (Call 06/01/26)		85		84,783
3.88%, 07/15/27 (Call 04/15/27)		40		41,362
UDR Inc.
3.00%, 08/15/31 (Call 05/15/31)		17		16,757
3.20%, 01/15/30 (Call 10/15/29)		69		69,175
3.50%, 01/15/28 (Call 10/15/27)		23		23,673
4.40%, 01/26/29 (Call 10/26/28)		89		96,140
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)		55		55,296
3.00%, 01/15/30 (Call 10/15/29)		126		124,598
3.25%, 10/15/26 (Call 07/15/26)^(a)		84		85,950
3.50%, 04/15/24 (Call 03/15/24)		20		20,493
3.50%, 02/01/25 (Call 11/01/24)		134		137,487
3.75%, 05/01/24 (Call 02/01/24)		25		25,685
3.85%, 04/01/27 (Call 01/01/27)		93		98,020
4.00%, 03/01/28 (Call 12/01/27)^(a)		41		43,571
4.13%, 01/15/26 (Call 10/15/25)		95		100,173
4.38%, 02/01/45 (Call 08/01/44)^(a)		91		95,516
4.40%, 01/15/29 (Call 10/15/28)		98		106,255
4.75%, 11/15/30 (Call 08/15/30)		35		39,105
4.88%, 04/15/49 (Call 10/15/48)		76		87,355
5.70%, 09/30/43 (Call 03/30/43)		91		112,825
Welltower Inc.
2.70%, 02/15/27 (Call 12/15/26)^(a)		72		72,554
3.10%, 01/15/30 (Call 10/15/29)		140		140,084
3.63%, 03/15/24 (Call 02/15/24)		204		209,624
4.00%, 06/01/25 (Call 03/01/25)		368		385,167
4.13%, 03/15/29 (Call 12/15/28)		105		112,398
4.25%, 04/01/26 (Call 01/01/26)		159		169,173
4.25%, 04/15/28 (Call 01/15/28)		82		88,028
4.50%, 01/15/24 (Call 10/15/23)		67		69,594
4.95%, 09/01/48 (Call 03/01/48)		70		82,582
6.50%, 03/15/41 (Call 09/15/40)		179		239,448
Weyerhaeuser Co.
3.38%, 03/09/33 (Call 12/09/32)		180		181,422
4.00%, 11/15/29 (Call 08/15/29)		254		270,751
4.00%, 04/15/30 (Call 01/15/30)		240		254,774
4.00%, 03/09/52 (Call 09/09/51)		35		35,524
6.95%, 10/01/27^(a)		207		249,133
7.38%, 03/15/32		351		471,941
WP Carey Inc., 3.85%, 07/15/29 (Call 04/15/29)		15		15,711


				23,461,732

Retail — 2.5%
AutoNation Inc.
3.80%, 11/15/27 (Call 08/15/27)		160		165,854
3.85%, 03/01/32 (Call 12/01/31)		100		101,089
4.50%, 10/01/25 (Call 07/01/25)		12		12,663
4.75%, 06/01/30 (Call 03/01/30)		124		133,754
AutoZone Inc., 3.75%, 04/18/29 (Call 01/18/29)		50		52,228


Security	Par (000)		Value

Retail (continued)
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)	$	1,617	$	1,475,593
4.45%, 10/01/28 (Call 07/01/28)		1,276		1,375,196
Costco Wholesale Corp.
1.60%, 04/20/30 (Call 01/20/30)		94		87,073
1.75%, 04/20/32 (Call 01/20/32)		121		111,458
Darden Restaurants Inc., 4.55%, 02/15/48 (Call 08/15/47)		286		291,543
Dollar General Corp.
3.50%, 04/03/30 (Call 01/03/30)		85		87,032
4.13%, 05/01/28 (Call 02/01/28)		72		76,738
4.13%, 04/03/50 (Call 10/03/49)		190		196,200
Dollar Tree Inc., 4.20%, 05/15/28 (Call 02/15/28)		172		183,827
Home Depot Inc. (The)
2.13%, 09/15/26 (Call 06/15/26)		254		254,224
2.38%, 03/15/51 (Call 09/15/50)		25		20,556
2.50%, 04/15/27 (Call 02/15/27)		533		538,016
2.70%, 04/15/30 (Call 01/15/30)		172		171,847
2.75%, 09/15/51 (Call 03/15/51)		40		35,550
2.80%, 09/14/27 (Call 06/14/27)		490		501,495
2.95%, 06/15/29 (Call 03/15/29)^(a)		342		349,418
3.00%, 04/01/26 (Call 01/01/26)		160		165,779
3.13%, 12/15/49 (Call 06/15/49)		372		350,599
3.30%, 04/15/40 (Call 10/15/39)		196		196,065
3.35%, 09/15/25 (Call 06/15/25)^(a)		178		185,027
3.35%, 04/15/50 (Call 10/15/49)		217		212,634
3.50%, 09/15/56 (Call 03/15/56)		419		419,042
3.75%, 02/15/24 (Call 11/15/23)		109		112,860
3.90%, 12/06/28 (Call 09/06/28)		268		289,499
3.90%, 06/15/47 (Call 12/15/46)		186		197,657
4.20%, 04/01/43 (Call 10/01/42)		170		188,448
4.25%, 04/01/46 (Call 10/01/45)		348		386,969
4.40%, 03/15/45 (Call 09/15/44)		158		178,429
4.50%, 12/06/48 (Call 06/06/48)		216		250,251
4.88%, 02/15/44 (Call 08/15/43)		247		296,220
5.40%, 09/15/40 (Call 03/15/40)		287		359,244
5.88%, 12/16/36		401		529,749
5.95%, 04/01/41 (Call 10/01/40)		20		26,515
Kohl’s Corp., 5.55%, 07/17/45 (Call 01/17/45)		113		115,495
Lowe’s Companies Inc.
2.50%, 04/15/26 (Call 01/15/26)		48		48,504
2.63%, 04/01/31 (Call 01/01/31)^(a)		207		199,997
3.00%, 10/15/50 (Call 04/15/50)		100		87,039
3.10%, 05/03/27 (Call 02/03/27)		157		161,690
3.13%, 09/15/24 (Call 06/15/24)		126		128,979
3.38%, 09/15/25 (Call 06/15/25)		62		64,291
3.65%, 04/05/29 (Call 01/05/29)		270		283,036
3.70%, 04/15/46 (Call 10/15/45)		322		314,008
3.88%, 09/15/23 (Call 06/15/23)		160		164,474
4.00%, 04/15/25 (Call 03/15/25)		269		282,835
4.05%, 05/03/47 (Call 11/03/46)		282		289,828
4.38%, 09/15/45 (Call 03/15/45)		178		189,670
4.50%, 04/15/30 (Call 01/15/30)		171		188,580
4.55%, 04/05/49 (Call 10/05/48)		27		30,076
4.65%, 04/15/42 (Call 10/15/41)		246		274,263
5.00%, 04/15/40 (Call 10/15/39)		289		331,723
5.13%, 04/15/50 (Call 10/15/49)		125		150,557
5.50%, 10/15/35^(a)		178		217,395
6.50%, 03/15/29		32		38,880
McDonald’s Corp.
2.13%, 03/01/30 (Call 12/01/29)		103		97,655


Security	Par (000)		Value

Retail (continued)
2.63%, 09/01/29 (Call 06/01/29)^(a)	$	93	$	91,574
3.50%, 03/01/27 (Call 12/01/26)		119		124,461
3.50%, 07/01/27 (Call 05/01/27)		73		76,536
3.60%, 07/01/30 (Call 04/01/30)		44		46,207
3.63%, 05/01/43^(a)		72		70,377
3.63%, 09/01/49 (Call 03/01/49)		115		113,089
3.70%, 02/15/42		92		91,410
3.80%, 04/01/28 (Call 01/01/28)		187		198,783
4.20%, 04/01/50 (Call 10/01/49)		137		146,594
4.45%, 03/01/47 (Call 09/01/46)		88		96,334
4.45%, 09/01/48 (Call 03/01/48)		140		153,915
4.60%, 05/26/45 (Call 11/26/44)		124		137,171
4.70%, 12/09/35 (Call 06/09/35)		128		145,202
4.88%, 07/15/40		153		176,456
4.88%, 12/09/45 (Call 06/09/45)		199		228,084
5.70%, 02/01/39^(a)		167		204,937
6.30%, 10/15/37		197		260,938
6.30%, 03/01/38		162		212,382
O’Reilly Automotive Inc.
3.90%, 06/01/29 (Call 03/01/29)		45		47,308
4.20%, 04/01/30 (Call 01/01/30)		114		122,221
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		117		114,152
2.25%, 03/12/30 (Call 12/12/29)		56		52,895
3.35%, 03/12/50 (Call 09/12/49)		122		110,994
3.50%, 03/01/28 (Call 12/01/27)^(a)		84		87,394
3.50%, 11/15/50 (Call 05/15/50)		249		233,696
3.55%, 08/15/29 (Call 05/15/29)		12		12,491
3.75%, 12/01/47 (Call 06/01/47)		148		143,479
4.00%, 11/15/28 (Call 08/15/28)^(a)		70		74,990
4.30%, 06/15/45 (Call 12/15/44)		82		85,828
4.45%, 08/15/49 (Call 02/15/49)		163		175,201
4.50%, 11/15/48 (Call 05/15/48)		197		213,940
Target Corp.
2.25%, 04/15/25 (Call 03/15/25)		351		353,369
2.35%, 02/15/30 (Call 11/15/29)		234		229,978
2.50%, 04/15/26^(a)		245		250,633
2.65%, 09/15/30 (Call 06/15/30)		400		401,368
3.38%, 04/15/29 (Call 01/15/29)		375		397,522
3.50%, 07/01/24		278		289,379
3.63%, 04/15/46		201		211,657
3.90%, 11/15/47 (Call 05/15/47)		201		221,104
4.00%, 07/01/42		40		44,315
6.35%, 11/01/32		50		65,567
6.50%, 10/15/37		65		91,315
7.00%, 01/15/38		35		51,239
TJX Companies Inc. (The)
2.25%, 09/15/26 (Call 06/15/26)		161		161,275
3.88%, 04/15/30 (Call 01/15/30)		57		61,127
4.50%, 04/15/50 (Call 10/15/49)		114		139,863
Tractor Supply Co., 1.75%, 11/01/30 (Call 08/01/30)		180		160,141
Walgreens Boots Alliance Inc.
4.10%, 04/15/50 (Call 10/15/49)		406		407,141
4.80%, 11/18/44 (Call 05/18/44)		300		327,831


				22,139,179

Semiconductors — 2.9%
Altera Corp., 4.10%, 11/15/23		168		174,268
Analog Devices Inc., 5.30%, 12/15/45 (Call 06/15/45)^(a)		5		6,390
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		255		238,688


Security	Par (000)		Value

Semiconductors (continued)
2.75%, 06/01/50 (Call 12/01/49)	$	75	$	67,955
3.30%, 04/01/27 (Call 01/01/27)		478		499,276
3.90%, 10/01/25 (Call 07/01/25)^(a)		491		518,781
4.35%, 04/01/47 (Call 10/01/46)		221		253,281
5.10%, 10/01/35 (Call 04/01/35)		268		326,207
5.85%, 06/15/41		262		348,976
Broadcom Inc.
3.14%, 11/15/35 (Call 08/15/35)^(c)		260		240,942
3.19%, 11/15/36 (Call 08/15/36)^(c)		55		51,051
3.42%, 04/15/33 (Call 01/15/33)^(c)		252		245,992
3.47%, 04/15/34 (Call 01/15/34)^(c)		42		40,727
3.50%, 02/15/41 (Call 08/15/40)^(c)		258		238,405
3.75%, 02/15/51 (Call 08/15/50)^(a)(c)		245		228,828
4.15%, 11/15/30 (Call 08/15/30)		107		112,204
4.30%, 11/15/32 (Call 08/15/32)		315		331,978
5.00%, 04/15/30 (Call 01/15/30)		1,193		1,318,504
Intel Corp.
2.45%, 11/15/29 (Call 08/15/29)		249		243,883
2.60%, 05/19/26 (Call 02/19/26)^(a)		241		245,810
2.70%, 06/17/24 (Call 04/17/24)		10		10,195
2.88%, 05/11/24 (Call 03/11/24)		678		693,533
3.05%, 08/12/51 (Call 02/12/51)^(a)		80		72,292
3.10%, 02/15/60 (Call 08/15/59)		70		61,230
3.15%, 05/11/27 (Call 02/11/27)^(a)		263		272,607
3.20%, 08/12/61 (Call 02/12/61)		50		44,330
3.25%, 11/15/49 (Call 05/15/49)		433		404,331
3.40%, 03/25/25 (Call 02/25/25)^(a)		551		570,786
3.70%, 07/29/25 (Call 04/29/25)^(a)		511		534,848
3.73%, 12/08/47 (Call 06/08/47)		243		245,760
3.75%, 03/25/27 (Call 01/25/27)		200		212,782
3.90%, 03/25/30 (Call 12/25/29)		280		301,944
4.00%, 12/15/32^(a)		465		512,021
4.10%, 05/19/46 (Call 11/19/45)		180		192,395
4.10%, 05/11/47 (Call 11/11/46)		180		192,074
4.25%, 12/15/42		92		100,907
4.60%, 03/25/40 (Call 09/25/39)		141		159,539
4.75%, 03/25/50 (Call 09/25/49)		253		297,019
4.80%, 10/01/41^(a)		65		76,513
4.90%, 07/29/45 (Call 01/29/45)		385		457,257
4.95%, 03/25/60 (Call 09/25/59)		349		427,832
KLA Corp.
3.30%, 03/01/50 (Call 08/28/49)		98		92,606
5.00%, 03/15/49 (Call 09/15/48)		68		81,973
Lam Research Corp.
2.88%, 06/15/50 (Call 12/15/49)		204		182,262
3.13%, 06/15/60 (Call 12/15/59)		172		155,216
3.75%, 03/15/26 (Call 01/15/26)		1,004		1,061,891
3.80%, 03/15/25 (Call 12/15/24)		196		205,079
4.00%, 03/15/29 (Call 12/15/28)		338		366,568
4.88%, 03/15/49 (Call 09/15/48)		181		219,271
Maxim Integrated Products Inc., 3.45%, 06/15/27 (Call 03/15/27)		160		167,178
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		100		93,476
3.48%, 11/01/51 (Call 05/01/51)		65		57,582
4.66%, 02/15/30 (Call 11/15/29)		195		211,456
5.33%, 02/06/29 (Call 11/06/28)		713		796,706
NVIDIA Corp.
2.00%, 06/15/31 (Call 03/15/31)		690		649,124
2.85%, 04/01/30 (Call 01/01/30)		1,501		1,519,732


Security	Par (000)		Value

Semiconductors (continued)
3.20%, 09/16/26 (Call 06/16/26)	$	2,480	$	2,588,178
3.50%, 04/01/40 (Call 10/01/39)		347		356,504
3.50%, 04/01/50 (Call 10/01/49)		452		463,463
3.70%, 04/01/60 (Call 10/01/59)		285		297,620
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)^(c)		630		586,410
2.65%, 02/15/32 (Call 11/15/31)^(c)		75		70,634
3.25%, 11/30/51 (Call 05/30/51)^(a)(c)		20		17,557
4.30%, 06/18/29 (Call 03/18/29)^(c)		216		230,677
QUALCOMM Inc.
4.30%, 05/20/47 (Call 11/20/46)		145		163,933
4.80%, 05/20/45 (Call 11/20/44)		67		79,835
Texas Instruments Inc.
1.38%, 03/12/25 (Call 02/12/25)		401		394,239
1.75%, 05/04/30 (Call 02/04/30)		380		358,177
1.90%, 09/15/31 (Call 06/15/31)		235		221,671
2.25%, 05/01/23 (Call 02/01/23)		25		25,173
2.25%, 09/04/29 (Call 06/04/29)		318		313,621
2.63%, 05/15/24 (Call 03/15/24)		186		189,063
2.70%, 09/15/51 (Call 03/15/51)^(a)		180		162,466
2.90%, 11/03/27 (Call 08/03/27)		418		433,483
3.88%, 03/15/39 (Call 09/15/38)		87		94,825
4.15%, 05/15/48 (Call 11/15/47)		466		529,604
TSMC Arizona Corp.
2.50%, 10/25/31 (Call 07/25/31)		1,045		996,690
3.25%, 10/25/51 (Call 04/25/51)^(a)		25		23,837


				26,030,121

Shipbuilding — 0.1%
Huntington Ingalls Industries Inc.
3.48%, 12/01/27 (Call 09/01/27)^(a)		202		207,097
3.84%, 05/01/25 (Call 04/01/25)		352		364,246
4.20%, 05/01/30 (Call 02/01/30)^(a)		109		116,718


				688,061

Software — 3.5%
Activision Blizzard Inc.
2.50%, 09/15/50 (Call 03/15/50)		152		127,606
3.40%, 09/15/26 (Call 06/15/26)		48		50,260
3.40%, 06/15/27 (Call 03/15/27)		81		84,804
4.50%, 06/15/47 (Call 12/15/46)^(a)		260		301,202
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		294		294,100
2.15%, 02/01/27 (Call 12/01/26)		423		421,109
2.30%, 02/01/30 (Call 11/01/29)^(a)		388		378,098
3.25%, 02/01/25 (Call 11/01/24)		332		342,813
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		25		23,161
2.85%, 01/15/30 (Call 10/15/29)		264		257,936
3.50%, 06/15/27 (Call 03/15/27)		463		482,205
4.38%, 06/15/25 (Call 03/15/25)		358		377,840
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		146		153,287
Citrix Systems Inc.
3.30%, 03/01/30 (Call 12/01/29)		385		386,582
4.50%, 12/01/27 (Call 09/01/27)		508		525,435
Electronic Arts Inc.
2.95%, 02/15/51 (Call 08/15/50)		35		30,137
4.80%, 03/01/26 (Call 12/01/25)		292		317,351
Fidelity National Information Services Inc., 4.50%, 08/15/46 (Call 02/15/46)		52		57,198


Security	Par (000)		Value

Software (continued)
Fiserv Inc.
3.50%, 07/01/29 (Call 04/01/29)	$	252	$	255,762
4.40%, 07/01/49 (Call 01/01/49)		165		175,803
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)^(a)		1,414		1,427,178
2.38%, 05/01/23 (Call 02/01/23)		362		365,667
2.40%, 08/08/26 (Call 05/08/26)		953		968,553
2.53%, 06/01/50 (Call 12/01/49)		507		450,277
2.68%, 06/01/60 (Call 12/01/59)		427		376,443
2.70%, 02/12/25 (Call 11/12/24)^(a)		1,489		1,527,625
2.88%, 02/06/24 (Call 12/06/23)		1,175		1,203,364
2.92%, 03/17/52 (Call 09/17/51)		1,630		1,557,470
3.04%, 03/17/62 (Call 09/17/61)		110		105,243
3.13%, 11/03/25 (Call 08/03/25)		1,400		1,453,956
3.30%, 02/06/27 (Call 11/06/26)		1,414		1,495,107
3.45%, 08/08/36 (Call 02/08/36)		208		223,288
3.50%, 02/12/35 (Call 08/12/34)		695		750,739
3.50%, 11/15/42		170		179,325
3.63%, 12/15/23 (Call 09/15/23)^(a)		1,007		1,044,319
3.70%, 08/08/46 (Call 02/08/46)		360		389,448
3.75%, 02/12/45 (Call 08/12/44)		515		555,773
3.95%, 08/08/56 (Call 02/08/56)		250		281,252
4.10%, 02/06/37 (Call 08/06/36)		80		91,554
4.20%, 11/03/35 (Call 05/03/35)		115		132,472
4.25%, 02/06/47 (Call 08/06/46)		45		53,097
4.45%, 11/03/45 (Call 05/03/45)^(a)		275		329,728
4.50%, 10/01/40^(a)		110		132,303
5.30%, 02/08/41^(a)		25		32,716
Oracle Corp.
2.95%, 04/01/30 (Call 01/01/30)		205		198,227
3.25%, 05/15/30 (Call 02/15/30)^(a)		227		223,967
3.60%, 04/01/40 (Call 10/01/39)		196		177,415
3.60%, 04/01/50 (Call 10/01/49)		509		442,036
3.80%, 11/15/37 (Call 05/15/37)		220		209,187
3.85%, 07/15/36 (Call 01/15/36)		256		247,263
3.85%, 04/01/60 (Call 10/01/59)		581		500,683
3.90%, 05/15/35 (Call 11/15/34)		294		287,997
3.95%, 03/25/51 (Call 09/25/50)		352		322,830
4.00%, 07/15/46 (Call 01/15/46)		499		458,521
4.00%, 11/15/47 (Call 05/15/47)		284		260,172
4.10%, 03/25/61 (Call 09/25/60)		332		299,577
4.13%, 05/15/45 (Call 11/15/44)		476		443,956
4.30%, 07/08/34 (Call 01/08/34)		367		378,751
4.38%, 05/15/55 (Call 11/15/54)		127		120,757
4.50%, 07/08/44 (Call 01/08/44)		167		166,071
5.38%, 07/15/40		516		566,207
6.13%, 07/08/39		87		104,221
6.50%, 04/15/38		10		12,376
Roper Technologies Inc.
2.35%, 09/15/24 (Call 08/15/24)		139		139,542
2.95%, 09/15/29 (Call 06/15/29)		186		184,218
3.65%, 09/15/23 (Call 08/15/23)		330		338,336
3.80%, 12/15/26 (Call 09/15/26)		254		267,279
3.85%, 12/15/25 (Call 09/15/25)		107		112,031
4.20%, 09/15/28 (Call 06/15/28)		98		104,675
salesforce.com Inc.
2.90%, 07/15/51 (Call 01/15/51)		183		166,867
3.05%, 07/15/61 (Call 01/15/61)		273		246,372
3.70%, 04/11/28 (Call 01/11/28)		1,616		1,724,498
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		160		141,094


Security	Par (000)		Value

Software (continued)
VMware Inc.
3.90%, 08/21/27 (Call 05/21/27)	$	390	$	407,893
4.50%, 05/15/25 (Call 04/15/25)		438		463,785
4.65%, 05/15/27 (Call 03/15/27)		732		792,507
4.70%, 05/15/30 (Call 02/15/30)		471		517,064


				31,195,961

Telecommunications — 4.8%
America Movil SAB de CV
4.38%, 07/16/42		10		10,781
4.38%, 04/22/49 (Call 10/22/48)^(a)		32		35,225
6.13%, 11/15/37		30		38,050
6.13%, 03/30/40		270		345,006
AT&T Inc.
3.30%, 02/01/52 (Call 08/01/51)		237		210,290
3.50%, 09/15/53 (Call 03/15/53)		820		751,423
3.50%, 02/01/61 (Call 08/01/60)		505		445,910
3.55%, 09/15/55 (Call 03/15/55)		910		825,324
3.65%, 06/01/51 (Call 12/01/50)		325		307,080
3.65%, 09/15/59 (Call 03/15/59)		880		798,758
3.80%, 02/15/27 (Call 11/15/26)		55		58,094
3.80%, 12/01/57 (Call 06/01/57)		853		802,682
3.85%, 06/01/60 (Call 12/01/59)		180		168,451
4.10%, 02/15/28 (Call 11/15/27)		75		80,490
4.25%, 03/01/27 (Call 12/01/26)^(a)		15		16,164
4.30%, 02/15/30 (Call 11/15/29)		37		40,288
4.30%, 12/15/42 (Call 06/15/42)		535		555,747
4.35%, 03/01/29 (Call 12/01/28)		85		92,619
4.35%, 06/15/45 (Call 12/15/44)		68		70,326
4.50%, 05/15/35 (Call 11/15/34)		489		537,186
4.50%, 03/09/48 (Call 09/09/47)		321		344,619
4.55%, 03/09/49 (Call 09/09/48)		149		161,465
4.65%, 06/01/44 (Call 12/01/43)		70		75,587
4.75%, 05/15/46 (Call 11/15/45)		286		317,506
4.80%, 06/15/44 (Call 12/15/43)		55		60,634
4.85%, 03/01/39 (Call 09/01/38)		260		289,723
4.85%, 07/15/45 (Call 01/15/45)		85		94,551
4.90%, 08/15/37 (Call 02/14/37)^(a)		63		71,174
4.90%, 06/15/42		15		16,872
5.15%, 03/15/42		325		375,856
5.15%, 11/15/46 (Call 05/15/46)^(a)		80		93,882
5.15%, 02/15/50 (Call 08/14/49)		192		226,022
5.25%, 03/01/37 (Call 09/01/36)		361		424,399
5.35%, 09/01/40		525		624,409
5.45%, 03/01/47 (Call 09/01/46)		110		133,722
5.55%, 08/15/41		53		64,180
5.65%, 02/15/47 (Call 08/15/46)		170		212,046
5.70%, 03/01/57 (Call 09/01/56)		74		93,629
6.00%, 08/15/40 (Call 05/15/40)		65		81,409
6.15%, 09/15/34^(a)		189		233,494
6.25%, 03/29/41		10		13,007
6.30%, 01/15/38		69		88,903
6.38%, 03/01/41		65		85,341
Bell Telephone Co. of Canada or Bell Canada (The)
3.65%, 08/15/52 (Call 02/15/52)		50		48,590
4.30%, 07/29/49 (Call 01/29/49)		93		99,836
4.46%, 04/01/48 (Call 10/01/47)		136		149,782
British Telecommunications PLC
4.50%, 12/04/23 (Call 11/04/23)^(a)		397		411,181
5.13%, 12/04/28 (Call 09/04/28)^(a)		457		494,830
9.63%, 12/15/30		768		1,075,346


Security	Par (000)		Value

Telecommunications (continued)
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)	$	446	$	450,536
2.50%, 09/20/26 (Call 06/20/26)		329		336,238
2.95%, 02/28/26		555		575,274
3.50%, 06/15/25		494		516,897
3.63%, 03/04/24		298		309,232
5.50%, 01/15/40		578		744,169
5.90%, 02/15/39		486		645,583
Corning Inc.
3.90%, 11/15/49 (Call 05/15/49)^(a)		159		160,600
4.38%, 11/15/57 (Call 05/15/57)		108		113,693
4.70%, 03/15/37^(a)		15		16,823
4.75%, 03/15/42		111		127,563
5.35%, 11/15/48 (Call 05/15/48)		81		101,131
5.45%, 11/15/79 (Call 05/19/79)		170		196,807
5.75%, 08/15/40		65		81,788
5.85%, 11/15/68 (Call 05/15/68)		164		211,391
Deutsche Telekom International Finance BV
8.75%, 06/15/30		250		346,345
9.25%, 06/01/32		75		112,740
Juniper Networks Inc.
3.75%, 08/15/29 (Call 05/15/29)^(a)		272		280,601
5.95%, 03/15/41		115		138,440
Koninklijke KPN NV, 8.38%, 10/01/30		844		1,134,589
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		80		73,532
4.00%, 09/01/24		392		405,332
4.60%, 02/23/28 (Call 11/23/27)		430		463,987
4.60%, 05/23/29 (Call 02/23/29)		216		233,079
5.50%, 09/01/44		282		327,551
Orange SA
5.38%, 01/13/42		360		435,467
5.50%, 02/06/44 (Call 08/06/43)		235		295,308
9.00%, 03/01/31		109		156,010
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)		61		62,132
3.63%, 12/15/25 (Call 09/15/25)		50		51,840
3.70%, 11/15/49 (Call 05/15/49)		330		298,040
4.10%, 10/01/23 (Call 07/01/23)		78		80,041
4.30%, 02/15/48 (Call 08/15/47)		48		47,622
4.35%, 05/01/49 (Call 11/01/48)		230		229,501
4.50%, 03/15/43 (Call 09/15/42)		115		119,871
5.00%, 03/15/44 (Call 09/15/43)		302		326,118
5.45%, 10/01/43 (Call 04/01/43)		145		166,635
7.50%, 08/15/38		60		85,027
Telefonica Emisiones SA
4.10%, 03/08/27		227		239,760
4.67%, 03/06/38		135		140,031
4.90%, 03/06/48		118		123,137
5.21%, 03/08/47		388		421,581
5.52%, 03/01/49 (Call 09/01/48)		217		244,761
7.05%, 06/20/36^(a)		373		483,908
Telefonica Europe BV, 8.25%, 09/15/30		199		267,096
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)^(a)		532		538,198
3.40%, 05/13/32 (Call 02/13/32)		400		404,368
3.70%, 09/15/27 (Call 06/15/27)		511		538,037
4.30%, 06/15/49 (Call 12/15/48)^(a)		207		226,953
4.60%, 11/16/48 (Call 05/16/48)		294		329,418


Security	Par (000)		Value

Telecommunications (continued)
T-Mobile USA Inc.
3.00%, 02/15/41 (Call 08/15/40)	$	263	$	229,260
3.30%, 02/15/51 (Call 08/15/50)^(a)		446		388,631
3.40%, 10/15/52 (Call 04/15/52)^(c)		195		172,386
3.60%, 11/15/60 (Call 05/15/60)		224		196,466
3.60%, 11/15/60 (Call 05/15/60)^(c)		110		96,620
3.75%, 04/15/27 (Call 02/15/27)		63		65,436
3.88%, 04/15/30 (Call 01/15/30)		379		391,818
4.38%, 04/15/40 (Call 10/15/39)		377		392,231
4.50%, 04/15/50 (Call 10/15/49)		467		487,142
Verizon Communications Inc.
2.63%, 08/15/26		111		111,599
2.85%, 09/03/41 (Call 03/03/41)		220		196,887
2.88%, 11/20/50 (Call 05/20/50)^(a)		321		274,612
2.99%, 10/30/56 (Call 04/30/56)		933		795,466
3.00%, 03/22/27 (Call 01/22/27)		90		91,632
3.00%, 11/20/60 (Call 05/20/60)		380		315,662
3.15%, 03/22/30 (Call 12/22/29)		121		122,364
3.38%, 02/15/25		164		169,686
3.55%, 03/22/51 (Call 09/22/50)		680		658,029
3.70%, 03/22/61 (Call 09/22/60)		735		701,263
3.85%, 11/01/42 (Call 05/01/42)		288		291,217
3.88%, 02/08/29 (Call 11/08/28)^(a)		242		257,328
3.88%, 03/01/52 (Call 09/01/51)		50		51,748
4.00%, 03/22/50 (Call 09/22/49)		96		98,903
4.02%, 12/03/29 (Call 09/03/29)		129		138,285
4.13%, 03/16/27		129		138,230
4.13%, 08/15/46		240		252,343
4.27%, 01/15/36		588		644,507
4.33%, 09/21/28		161		175,513
4.40%, 11/01/34 (Call 05/01/34)		548		602,384
4.50%, 08/10/33		1,173		1,304,177
4.52%, 09/15/48		105		119,158
4.75%, 11/01/41		286		323,091
4.81%, 03/15/39		358		417,192
4.86%, 08/21/46		662		794,817
5.01%, 04/15/49		5		6,060
5.01%, 08/21/54		55		66,729
5.25%, 03/16/37		572		688,574
5.50%, 03/16/47		37		47,279
5.85%, 09/15/35		40		50,348
6.55%, 09/15/43		10		14,237
7.75%, 12/01/30		40		54,179
Vodafone Group PLC
3.75%, 01/16/24		15		15,527
4.13%, 05/30/25		265		278,666
4.25%, 09/17/50		324		331,902
4.38%, 05/30/28		297		321,280
4.38%, 02/19/43		282		291,455
4.88%, 06/19/49		91		101,237
5.00%, 05/30/38		340		385,597
5.13%, 06/19/59		120		137,419
5.25%, 05/30/48		596		692,457
6.15%, 02/27/37		320		397,686
6.25%, 11/30/32		108		133,818
7.88%, 02/15/30		222		294,494


				42,841,697

Toys, Games & Hobbies — 0.2%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		166		168,289


Security	Par (000)		Value

Toys, Games & Hobbies (continued)
3.50%, 09/15/27 (Call 06/15/27)	$	242	$	248,936
3.55%, 11/19/26 (Call 09/19/26)		357		368,810
3.90%, 11/19/29 (Call 08/19/29)		344		359,655
5.10%, 05/15/44 (Call 11/15/43)^(a)		387		438,761
6.35%, 03/15/40		188		239,621


				1,824,072

Transportation — 2.5%
Burlington Northern Santa Fe LLC
3.05%, 02/15/51 (Call 08/15/50)		79		73,299
3.55%, 02/15/50 (Call 08/15/49)		138		139,874
3.90%, 08/01/46 (Call 02/01/46)^(a)		155		164,303
4.05%, 06/15/48 (Call 12/15/47)		210		228,409
4.13%, 06/15/47 (Call 12/15/46)		40		43,891
4.15%, 04/01/45 (Call 10/01/44)		173		188,170
4.15%, 12/15/48 (Call 06/15/48)		139		153,585
4.38%, 09/01/42 (Call 03/01/42)		135		151,278
4.40%, 03/15/42 (Call 09/15/41)		59		66,131
4.45%, 03/15/43 (Call 09/15/42)		106		119,943
4.55%, 09/01/44 (Call 03/01/44)		112		128,021
4.70%, 09/01/45 (Call 03/01/45)		60		70,144
4.90%, 04/01/44 (Call 10/01/43)		177		213,211
4.95%, 09/15/41 (Call 03/15/41)		6		7,147
5.05%, 03/01/41 (Call 09/01/40)		50		60,088
5.15%, 09/01/43 (Call 03/01/43)		89		109,635
5.40%, 06/01/41 (Call 12/01/40)		25		31,258
5.75%, 05/01/40 (Call 11/01/39)		56		71,948
6.15%, 05/01/37		40		53,147
Canadian National Railway Co.
3.20%, 08/02/46 (Call 02/02/46)		275		263,546
3.65%, 02/03/48 (Call 08/03/47)		441		453,996
4.45%, 01/20/49 (Call 07/20/48)		58		66,713
6.20%, 06/01/36		83		108,937
6.25%, 08/01/34		37		48,238
6.38%, 11/15/37		117		155,968
6.90%, 07/15/28		46		57,054
Canadian Pacific Railway Co.
2.05%, 03/05/30 (Call 12/05/29)		172		162,371
2.90%, 02/01/25 (Call 11/01/24)		50		50,954
3.10%, 12/02/51 (Call 06/02/51)		85		77,230
4.00%, 06/01/28 (Call 03/01/28)		189		202,360
4.80%, 09/15/35 (Call 03/15/35)		58		67,240
4.80%, 08/01/45 (Call 02/01/45)^(a)		90		105,082
5.95%, 05/15/37		131		169,143
6.13%, 09/15/2115 (Call 03/15/2115)		244		322,363
7.13%, 10/15/31		55		72,570
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		302		327,326
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)^(a)		191		185,209
2.60%, 11/01/26 (Call 08/01/26)		60		60,658
3.25%, 06/01/27 (Call 03/01/27)		149		154,170
3.35%, 11/01/25 (Call 08/01/25)		74		76,518
3.35%, 09/15/49 (Call 03/15/49)		141		134,580
3.80%, 03/01/28 (Call 12/01/27)		194		205,211
3.80%, 11/01/46 (Call 05/01/46)		213		216,525
3.80%, 04/15/50 (Call 10/15/49)		71		72,983
3.95%, 05/01/50 (Call 11/01/49)		294		309,282
4.10%, 03/15/44 (Call 09/15/43)		226		240,159
4.25%, 03/15/29 (Call 12/15/28)		288		313,543
4.25%, 11/01/66 (Call 05/01/66)		137		147,985


Security	Par (000)		Value

Transportation (continued)
4.30%, 03/01/48 (Call 09/01/47)	$	345	$	378,603
4.40%, 03/01/43 (Call 09/01/42)		249		270,793
4.50%, 03/15/49 (Call 09/15/48)		123		139,246
4.50%, 08/01/54 (Call 02/01/54)		80		91,499
4.65%, 03/01/68 (Call 09/01/67)		78		89,487
4.75%, 05/30/42 (Call 11/30/41)		142		161,933
4.75%, 11/15/48 (Call 05/15/48)^(a)		137		159,741
5.50%, 04/15/41 (Call 10/15/40)		103		126,763
6.00%, 10/01/36^(a)		76		97,314
6.15%, 05/01/37		123		159,642
6.22%, 04/30/40		53		70,726
FedEx Corp.
3.10%, 08/05/29 (Call 05/05/29)		184		186,705
3.40%, 02/15/28 (Call 11/15/27)		44		45,789
3.88%, 08/01/42^(a)		67		66,976
3.90%, 02/01/35		80		83,650
4.05%, 02/15/48 (Call 08/15/47)		177		179,650
4.10%, 04/15/43		42		42,927
4.10%, 02/01/45		192		195,458
4.20%, 10/17/28 (Call 07/17/28)		151		165,137
4.25%, 05/15/30 (Call 02/15/30)^(a)		105		114,268
4.40%, 01/15/47 (Call 07/15/46)		171		181,688
4.55%, 04/01/46 (Call 10/01/45)		125		136,123
4.75%, 11/15/45 (Call 05/15/45)		223		248,255
4.90%, 01/15/34		170		194,864
4.95%, 10/17/48 (Call 04/17/48)		197		226,980
5.10%, 01/15/44		126		146,257
5.25%, 05/15/50 (Call 11/15/49)		83		99,658
Kansas City Southern
2.88%, 11/15/29 (Call 08/15/29)		293		291,116
3.00%, 05/15/23 (Call 02/15/23)		25		25,226
3.50%, 05/01/50 (Call 11/01/49)		280		269,290
4.20%, 11/15/69 (Call 05/15/69)		100		104,519
4.30%, 05/15/43 (Call 11/15/42)		207		220,854
4.70%, 05/01/48 (Call 11/01/47)		306		350,661
4.95%, 08/15/45 (Call 02/15/45)		386		450,562
Norfolk Southern Corp.
2.55%, 11/01/29 (Call 08/01/29)		191		189,050
2.90%, 06/15/26 (Call 03/15/26)		158		161,844
3.00%, 03/15/32 (Call 12/15/31)		40		40,752
3.15%, 06/01/27 (Call 03/01/27)		63		64,966
3.16%, 05/15/55 (Call 11/15/54)		100		91,848
3.40%, 11/01/49 (Call 05/01/49)		134		129,256
3.65%, 08/01/25 (Call 06/01/25)		153		159,525
3.70%, 03/15/53 (Call 09/15/52)		30		30,707
3.80%, 08/01/28 (Call 05/01/28)		117		123,862
3.85%, 01/15/24 (Call 10/15/23)		40		41,262
3.94%, 11/01/47 (Call 05/01/47)		224		234,804
3.95%, 10/01/42 (Call 04/01/42)		66		69,417
4.05%, 08/15/52 (Call 02/15/52)		280		299,978
4.10%, 05/15/49 (Call 11/15/48)		187		201,754
4.10%, 05/15/2121 (Call 11/15/2120)		100		96,359
4.15%, 02/28/48 (Call 08/28/47)		373		402,251
4.45%, 06/15/45 (Call 12/15/44)		103		115,401
4.65%, 01/15/46 (Call 07/15/45)		123		141,038
4.84%, 10/01/41		106		124,179
7.80%, 05/15/27		10		12,562
Ryder System Inc.
2.50%, 09/01/24 (Call 08/01/24)		177		177,733
2.85%, 03/01/27 (Call 02/01/27)		45		45,127


Security	Par (000)		Value

Transportation (continued)
2.90%, 12/01/26 (Call 10/01/26)	$	139	$	140,269
3.65%, 03/18/24 (Call 02/18/24)		175		180,261
3.75%, 06/09/23 (Call 05/09/23)		38		38,841
3.88%, 12/01/23 (Call 11/01/23)		186		191,773
4.63%, 06/01/25 (Call 05/01/25)		400		425,524
Union Pacific Corp.
2.40%, 02/05/30 (Call 11/05/29)		55		53,657
3.25%, 02/05/50 (Call 08/05/49)		350		336,053
3.35%, 08/15/46 (Call 02/15/46)		63		60,915
3.38%, 02/01/35 (Call 08/01/34)		80		82,171
3.50%, 02/14/53 (Call 08/14/52)		500		502,015
3.55%, 08/15/39 (Call 02/15/39)		137		139,339
3.60%, 09/15/37 (Call 03/15/37)		52		53,929
3.70%, 03/01/29 (Call 12/01/28)^(a)		104		110,312
3.75%, 02/05/70 (Call 08/05/69)		148		147,597
3.80%, 10/01/51 (Call 04/01/51)		276		288,174
3.80%, 04/06/71 (Call 10/06/70)		20		20,185
3.84%, 03/20/60 (Call 09/20/59)		145		149,308
3.88%, 02/01/55 (Call 08/01/54)		168		174,339
3.95%, 09/10/28 (Call 06/10/28)		136		146,324
3.95%, 08/15/59 (Call 02/15/59)		113		118,434
4.00%, 04/15/47 (Call 10/15/46)		188		201,239
4.05%, 11/15/45 (Call 05/15/45)		67		71,639
4.05%, 03/01/46 (Call 09/01/45)		103		110,855
4.10%, 09/15/67 (Call 03/15/67)		81		86,864
4.30%, 03/01/49 (Call 09/01/48)		153		172,258
4.50%, 09/10/48 (Call 03/10/48)		198		226,688
United Parcel Service Inc.
2.50%, 09/01/29 (Call 06/01/29)		109		108,611
3.40%, 03/15/29 (Call 12/15/28)		235		247,958
3.40%, 11/15/46 (Call 05/15/46)		100		101,812
3.40%, 09/01/49 (Call 03/01/49)^(a)		302		311,667
3.63%, 10/01/42		56		58,787
3.75%, 11/15/47 (Call 05/15/47)		126		135,678
4.25%, 03/15/49 (Call 09/15/48)		201		233,439
4.45%, 04/01/30 (Call 01/01/30)		110		124,148
4.88%, 11/15/40 (Call 05/15/40)		73		87,659
5.20%, 04/01/40 (Call 10/01/39)		165		205,537
5.30%, 04/01/50 (Call 10/01/49)		25		33,562
6.20%, 01/15/38		427		580,058


				22,085,310

Trucking & Leasing — 0.1%
GATX Corp.
3.10%, 06/01/51 (Call 12/01/50)		75		64,968
3.25%, 03/30/25 (Call 12/30/24)		83		84,858
3.25%, 09/15/26 (Call 06/15/26)		30		30,706
3.50%, 03/15/28 (Call 12/15/27)		157		162,478
3.85%, 03/30/27 (Call 12/30/26)		86		90,360
4.35%, 02/15/24 (Call 01/15/24)		151		157,273
4.55%, 11/07/28 (Call 08/07/28)		231		254,400
4.70%, 04/01/29 (Call 01/01/29)^(a)		176		193,614
5.20%, 03/15/44 (Call 09/15/43)		50		57,737


				1,096,394

Water — 0.3%
American Water Capital Corp.
2.80%, 05/01/30 (Call 02/01/30)		171		168,888
2.95%, 09/01/27 (Call 06/01/27)^(a)		18		18,342
3.45%, 06/01/29 (Call 03/01/29)		142		146,598
3.45%, 05/01/50 (Call 11/01/49)		288		275,152


Security	Par/ Shares (000)		Value


Water (continued)
3.75%, 09/01/28 (Call 06/01/28)	$	133	$	140,102
3.75%, 09/01/47 (Call 03/01/47)		251		250,034
4.00%, 12/01/46 (Call 06/01/46)		115		118,971
4.15%, 06/01/49 (Call 12/01/48)		198		206,932
4.20%, 09/01/48 (Call 03/01/48)		327		345,609
4.30%, 12/01/42 (Call 06/01/42)		82		88,461
4.30%, 09/01/45 (Call 03/01/45)		40		42,734
6.59%, 10/15/37		212		286,321
Essential Utilities Inc.
2.70%, 04/15/30 (Call 01/15/30)		39		37,878
3.35%, 04/15/50 (Call 10/15/49)		149		137,335
3.57%, 05/01/29 (Call 02/01/29)		99		102,391
4.28%, 05/01/49 (Call 11/01/48)		231		245,846


				2,611,594


Total Corporate Bonds & Notes — 98.2% (Cost: $937,880,574)				882,213,313


Short-Term Investments

Money Market Funds — 5.7%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.09%^(e)(f)(g)		46,704		46,713,665
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.03%^(e)(f)		4,390		4,390,000


				51,103,665


Total Short-Term Investments — 5.7% (Cost: $51,106,732)				51,103,665


Total Investments in Securities — 103.9% (Cost: $988,987,306)				933,316,978

Other Assets, Less Liabilities — (3.9)%				(35,301,656	)


Net Assets — 100.0%			$	898,015,322

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

^(b)	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.

^(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)	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.

^(e)	Affiliate of the Fund.

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

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

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

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

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

Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. 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 a Fund enters into certain investments (e.g., dollar rolls and TBA sale commitments ) that would be treated as “senior securities” for 1940 Act purposes, a Fund may segregate or designate on its books and record cash or liquid assets having a market value at least equal to the amount of its future obligations under such investments. Doing so allows the investment to be excluded from treatment as a “senior security.” Furthermore, if required by an exchange or counterparty agreement, the Funds may be required to deliver/deposit cash and/or securities to/with an exchange, or broker-dealer or custodian as collateral for certain investments or obligations.

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

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

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

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

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

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

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

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

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

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

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

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

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

TBA Commitments: TBA commitments are forward agreements for the purchase or sale of securities, including mortgage-backed securities for a fixed price, with payment and delivery on an agreed upon future settlement date. The specific securities to be delivered are not identified at the trade date. However, delivered securities must meet specified terms, including issuer, rate and mortgage terms. When entering into TBA commitments, a fund may take possession of or deliver the underlying mortgage-backed securities but can extend the settlement or roll the transaction. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date, if there are expenses or delays in connection with the TBA transactions, or if the counterparty fails to complete the transaction.

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

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

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

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

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

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

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

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

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

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

For the iShares ESG Aware U.S. Aggregate Bond ETF, BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through June 30, 2024 in an amount equal to the acquired fund fees and expenses, if any, attributable to the Fund’s investments in other iShares funds.

This amount is included in investment advisory fees waived in the Statements 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 each Fund. Pursuant to the distribution agreement, BFA is responsible for any fees or expenses for distribution services provided to the Funds.

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

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

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

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

The share of securities lending income earned by each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the year ended February 28, 2022, the Funds paid BTC the following amounts for securities lending agent services:

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

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

For the year ended February 28, 2022, transactions executed by the Funds pursuant to Rule 17a-7 under the 1940 Act were as follows:

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

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

For the 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:

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

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

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

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

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

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

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 Funds may be exposed to counterparty credit risk, or the risk that an entity may fail to or be unable to perform on its commitments related to unsettled or open transactions, including making timely interest and/or principal payments or otherwise honoring its obligations. The Funds manage counterparty credit risk by entering into transactions only with counterparties that the Manager believes have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially expose the Funds to market, issuer and counterparty credit risks, consist principally of financial

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

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

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

The Funds invest a significant portion of their 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 Funds may be exposed to financial instruments tied to LIBOR to determine payment obligations, financing terms, hedging strategies or investment value. The transition process away from LIBOR might lead to increased volatility and illiquidity in markets for, and reduce the effectiveness of new hedges placed against, instruments whose terms currently include LIBOR. The ultimate effect of the LIBOR transition process on the Funds is uncertain.

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

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

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

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

Shareholders of iShares ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of iShares ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S. Aggregate Bond ETF and iShares ESG Aware USD Corporate Bond ETF (three of the funds constituting iShares Trust, hereafter collectively referred to as the “Funds”) as of February 28, 2022, the related statements of operations for the year ended February 28, 2022, the statements 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 periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of February 28, 2022, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended February 28, 2022 and each of the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.

These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ 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 Funds 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 opinions.

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

The Funds hereby designate the following amounts, or maximum amounts allowable by law, as capital gain dividends, subject to a long-term capital gains tax rate as noted below, for the fiscal year ended February 28, 2022:

The Funds hereby designate the following amounts, or maximum amounts 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 Funds hereby designate the following amounts, or maximum amounts 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 Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest-related dividends and qualified short-term capital gains 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 ESG Aware 1-5 Year USD Corporate Bond ETF, iShares ESG Aware U.S. Aggregate Bond ETF and iShares ESG Aware USD Corporate Bond ETF (the “Funds” or “ETFs”), each a series of the Trust, which is reasonably designed to assess and manage each Fund’s liquidity risk.

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

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

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

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

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

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

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

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

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

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

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

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


	Average Annual Total Returns						Cumulative Total Returns

	1 Year			Since Inception			1 Year			Since Inception

Fund NAV		(2.33	)%		2.22	%		(2.33	)%		10.75	%
Fund Market		(2.23	)		2.24			(2.23	)		10.84
Index		(2.13	)		2.50			(2.13	)		12.11


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	$	971.10	$	0.59		$	1,000.00	$	1,024.20	$	0.60		0.12	%



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

Aaa	1.6	%
Aa	3.8
A	47.1
Baa	45.8
Ba	0.7
Not Rated	1.0



Maturity	Percent of Total Investments	^(a)

0-1 Year	0.1	%
1-2 Years	19.7
2-3 Years	25.0
3-4 Years	31.9
4-5 Years	17.4
5-6 Years	4.8
6-7 Years	0.2
7-8 Years	0.3
9-10 Years	0.4
21-22 Years	0.2


	Average Annual Total Returns						Cumulative Total Returns

	1 Year			Since Inception			1 Year			Since Inception

Fund NAV		(2.78	)%		3.89	%		(2.78	)%		13.73	%
Fund Market		(2.72	)		3.92			(2.72	)		13.81
Index		(2.65	)		4.02			(2.65	)		14.19


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		11
Shareholder Expenses		11
Schedules of Investments		12
Financial Statements
Statements of Assets and Liabilities		106
Statements of Operations		107
Statements of Changes in Net Assets		108
Financial Highlights		110
Notes to Financial Statements		113
Report of Independent Registered Public Accounting Firm		122
Important Tax Information (Unaudited)		123
Statement Regarding Liquidity Risk Management Program		124
Supplemental Information		125
Trustee and Officer Information		126
General Information		129
Glossary of Terms Used in this Report		130


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^® ESG Aware 1-5 Year USD Corporate Bond ETF


Fund Summary as of February 28, 2022 (continued)		iShares^® ESG Aware 1-5 Year USD Corporate Bond ETF


Fund Summary as of February 28, 2022		iShares^® ESG Aware U.S. Aggregate Bond ETF



Investment Type	Percent of Total Investments	^(a)

U.S. Government & Agency Obligations	71.0	%
Corporate Bonds & Notes	27.0
Foreign Government Obligations	3.1
Collaterized Mortgage Obligations	1.2
Asset-Backed Securities	0.3
Municipal Debt Obligations	0.0	^(b)
TBA Sales Commitments	(2.6	)


Fund Summary as of February 28, 2022		iShares^® ESG Aware USD Corporate Bond ETF


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		11




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	$	29,259,474		$389,558	^(a)	$	—		$	(8,572	)	$	(3,496	)	$	29,636,964		29,631	$	56,240	^(b)	$	—
BlackRock Cash Funds: Treasury, SL Agency Shares		6,216,000		—			(3,456,000	)^(a)		—			—			2,760,000		2,760		658			—


									$	(8,572	)	$	(3,496	)	$	32,396,964			$	56,898		$	—


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	$	958.40	$	0.44		$	1,000.00	$	1,024.30	$	0.45		0.09	%


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	$	937.60	$	0.86		$	1,000.00	$	1,023.90	$	0.90		0.18	%




	Level 1		Level 2		Level 3		Total


Investments

Assets

Corporate Bonds & Notes	$	—	$	1,017,378,651	$	—	$	1,017,378,651

Money Market Funds		32,396,964		—		—		32,396,964



	$	32,396,964	$	1,017,378,651	$	—	$	1,049,775,615


	iShares ESG Aware 1-5 Year USD Corporate Bond ETF			iShares ESG Aware U.S. Aggregate Bond ETF			iShares ESG Aware USD Corporate Bond ETF


ASSETS
Investments in securities, at value (including securities on loan)^(a):
Unaffiliated^(b)	$	1,017,378,651		$	2,013,168,586		$	882,213,313
Affiliated^(c)		32,396,964			266,056,832			51,103,665
Cash		1,925			—			—
Receivables:
Investments sold		18,597,744			18,552,981			11,800,574
Securities lending income — Affiliated		3,843			2,697			6,415
TBA sales commitments		—			50,349,819			—
Capital shares sold		—			2,017,367			115,239
Dividends		112			20,447			75
Interest		8,416,135			8,721,085			8,888,192


Total assets		1,076,795,374			2,358,889,814			954,127,473


LIABILITIES
Bank overdraft		—			22,739			427,371
Collateral on securities loaned, at value		29,651,771			31,953,228			46,738,399
TBA sales commitments, at value^(d)		—			50,677,951			—
Payables:
Investments purchased		14,961,275			290,184,868			8,822,836
Capital shares redeemed		—			55,522			—
Investment advisory fees		94,703			131,585			123,545


Total liabilities		44,707,749			373,025,893			56,112,151


NET ASSETS	$	1,032,087,625		$	1,985,863,921		$	898,015,322


NET ASSETS CONSIST OF:
Paid-in capital	$	1,062,181,354		$	2,061,818,263		$	952,774,036
Accumulated loss		(30,093,729	)		(75,954,342	)		(54,758,714	)


NET ASSETS	$	1,032,087,625		$	1,985,863,921		$	898,015,322


Shares outstanding		41,100,000			37,400,000			34,750,000

Net asset value	$	25.11		$	53.10		$	25.84

Shares authorized		Unlimited			Unlimited			Unlimited

Par value		None			None			None


^(a)Securities loaned, at value	$	28,833,727		$	31,359,441		$	45,574,866
^(b)Investments, at cost — Unaffiliated	$	1,047,364,371		$	2,082,734,352		$	937,880,574
^(c)Investments, at cost — Affiliated	$	32,394,115		$	266,088,846		$	51,106,732
^(d)Proceeds from TBA sales commitments	$	—		$	50,349,819		$	—


	iShares ESG Aware 1-5 Year USD Corporate Bond ETF			iShares ESG Aware U.S. Aggregate Bond ETF			iShares ESG Aware USD Corporate Bond ETF


INVESTMENT INCOME
Dividends — Affiliated	$	2,368		$	197,856		$	3,217
Interest — Unaffiliated		11,265,655			17,926,524			18,168,396
Securities lending income — Affiliated — net		54,530			34,721			76,213
Other income — Unaffiliated		—			45			838


Total investment income		11,322,553			18,159,146			18,248,664


EXPENSES
Investment advisory fees		1,152,913			1,493,975			1,509,984
Professional fees		390			390			390


Total expenses		1,153,303			1,494,365			1,510,374

Less:
Investment advisory fees waived		—			(162,985	)		—


Total expenses after fees waived		1,153,303			1,331,380			1,510,374


Net investment income		10,169,250			16,827,766			16,738,290


REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain (loss) from:
Investments — Unaffiliated		1,060,706			(7,411,407	)		438,906
Investments — Affiliated		(8,572	)		(31,929	)		(10,595	)
In-kind redemptions — Unaffiliated		805,742			(166,264	)		505,000


Net realized gain (loss)		1,857,876			(7,609,600	)		933,311

Net change in unrealized appreciation (depreciation) on:
Investments — Unaffiliated		(37,852,411	)		(63,074,789	)		(52,793,324	)

Investments — Affiliated		(3,496	)		(42,856	)		(4,875	)


Net change in unrealized appreciation (depreciation)		(37,855,907	)		(63,117,645	)		(52,798,199	)


Net realized and unrealized loss		(35,998,031	)		(70,727,245	)		(51,864,888	)


NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(25,828,781	)	$	(53,899,479	)	$	(35,126,598	)


	iShares ESG Aware 1-5 Year USD Corporate Bond ETF						iShares ESG Aware U.S. Aggregate Bond ETF


	Year Ended		Year Ended				Year Ended				Year Ended
	02/28/22		02/28/21				02/28/22				02/28/21


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income		$10,169,250		$	6,560,618			$	16,827,766			$	6,868,997
Net realized gain (loss)		1,857,876			577,689				(7,609,600	)			577,939
Net change in unrealized appreciation (depreciation)		(37,855,907)			2,352,374				(63,117,645	)			(16,570,987	)


Net increase (decrease) in net assets resulting from operations		(25,828,781)			9,490,681				(53,899,479	)			(9,124,051	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(12,151,822)			(6,717,241	)			(15,695,144	)			(7,832,895	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions		417,581,930			378,135,781				934,414,027				916,315,593


NET ASSETS
Total increase in net assets		379,601,327			380,909,221				864,819,404				899,358,647
Beginning of year		652,486,298			271,577,077				1,121,044,517				221,685,870


End of year		$1,032,087,625		$	652,486,298			$	1,985,863,921			$	1,121,044,517


		iShares ESG Aware USD Corporate Bond ETF


	Year Ended				Year Ended
	02/28/22				02/28/21


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income		$	16,738,290			$	9,494,793
Net realized gain			933,311				1,461,425
Net change in unrealized appreciation (depreciation)			(52,798,199	)			(9,011,912	)


Net increase (decrease) in net assets resulting from operations			(35,126,598	)			1,944,306


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders			(18,686,761	)			(8,539,323	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions			123,891,039				707,577,839


NET ASSETS
Total increase in net assets			70,077,680				700,982,822
Beginning of year			827,937,642				126,954,820


End of year		$	898,015,322			$	827,937,642


	iShares ESG Aware 1-5 Year USD Corporate Bond ETF


		Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19			Period From 07/11/17 to 02/28/18	^(a)


Net asset value, beginning of period	$	26.05		$	25.74		$	24.72		$	24.60		$	25.00

Net investment income^(b)		0.27			0.44			0.70			0.72			0.35
Net realized and unrealized gain (loss)^(c)		(0.88	)		0.35			1.02			0.06			(0.47	)


Net increase (decrease) from investment operations		(0.61	)		0.79			1.72			0.78			(0.12	)


Distributions^(d)
From net investment income		(0.29	)		(0.47	)		(0.70	)		(0.66	)		(0.28	)
From net realized gain		(0.04	)		(0.01	)		—			—			—


Total distributions		(0.33	)		(0.48	)		(0.70	)		(0.66	)		(0.28	)


Net asset value, end of period	$	25.11		$	26.05		$	25.74		$	24.72		$	24.60


Total Return^(e)
Based on net asset value		(2.33	)%		3.07	%		7.07	%		3.23	%		(0.47	)%^(f)


Ratios to Average Net Assets^(g)
Total expenses		0.12	%		0.12	%		0.12	%		0.12	%		0.12	%^(h)


Net investment income		1.06	%		1.68	%		2.75	%		2.93	%		2.20	%^(h)


Supplemental Data
Net assets, end of period (000)	$	1,032,088		$	652,486		$	271,577		$	70,453		$	24,603


Portfolio turnover rate⁽ⁱ⁾		37	%		38	%		24	%		29	%		30	%^(f)


	iShares ESG Aware U.S. Aggregate Bond ETF


		Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Period From 10/18/18 to 02/28/19	^(a)


Net asset value, beginning of period	$	55.22		$	55.42		$	51.25		$	50.00


Net investment income^(b)		0.62			0.74			1.44			0.60
Net realized and unrealized gain (loss)^(c)		(2.15	)		0.04			4.38			1.12


Net increase (decrease) from investment operations		(1.53	)		0.78			5.82			1.72


Distributions^(d)
From net investment income		(0.59	)		(0.87	)		(1.48	)		(0.47	)
From net realized gain		—			(0.11	)		(0.17	)		—


Total distributions		(0.59	)		(0.98	)		(1.65	)		(0.47	)


Net asset value, end of period	$	53.10		$	55.22		$	55.42		$	51.25


Total Return^(e)
Based on net asset value		(2.78	)%		1.39	%		11.52	%		3.46	%^(f)


Ratios to Average Net Assets^(g)
Total expenses		0.10	%		0.10	%		0.10	%		0.10	%^(h)


Total expenses after fees waived		0.09	%		0.08	%		0.09	%		0.09	%^(h)


Net investment income		1.13	%		1.32	%		2.69	%		3.21	%^(h)


Supplemental Data
Net assets, end of period (000)	$	1,985,864		$	1,121,045		$	221,686		$	56,371


Portfolio turnover rate^(i)(j)		234	%		384	%		266	%		99	%^(f)


	iShares ESG Aware USD Corporate Bond ETF


		Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19			Period From 07/11/17 to 02/28/18	^(a)


Net asset value, beginning of period	$	27.42		$	27.30		$	24.31		$	24.56		$	24.98

Net investment income^(b)		0.54			0.58			0.82			0.84			0.46
Net realized and unrealized gain (loss)^(c)		(1.51	)		0.14			2.97			(0.28	)		(0.48	)


Net increase (decrease) from investment operations		(0.97	)		0.72			3.79			0.56			(0.02	)


Distributions^(d)
From net investment income		(0.56	)		(0.60	)		(0.80	)		(0.81	)		(0.40	)
From net realized gain		(0.05	)		—			—			—			—


Total distributions		(0.61	)		(0.60	)		(0.80	)		(0.81	)		(0.40	)


Net asset value, end of period	$	25.84		$	27.42		$	27.30		$	24.31		$	24.56


Total Return^(e)
Based on net asset value		(3.60	)%		2.64	%		15.85	%		2.35	%		(0.11	)%^(f)


Ratios to Average Net Assets^(g)
Total expenses		0.18	%		0.18	%		0.18	%		0.18	%		0.18	%^(h)


Net investment income		2.00	%		2.08	%		3.14	%		3.48	%		2.90	%^(h)


Supplemental Data
Net assets, end of period (000)	$	898,015		$	827,938		$	126,955		$	25,524		$	12,279


Portfolio turnover rate⁽ⁱ⁾		17	%		25	%		11	%		20	%		17	%^(f)



iShares ETF		Diversification Classification

ESG Aware 1-5 Year USD Corporate Bond		Diversified
ESG Aware U.S. Aggregate Bond		Diversified
ESG Aware USD Corporate Bond		Diversified



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

ESG Aware 1-5 Year USD Corporate Bond
Barclays Bank PLC	$	2,219,971	$	2,219,971	$	—	$	—
BofA Securities, Inc.		6,374,512		6,374,512		—		—
Citadel Clearing LLC		52,307		52,307		—		—
Citigroup Global Markets, Inc.		306,671		306,671		—		—
Credit Suisse Securities (USA) LLC		607,342		607,342		—		—
J.P. Morgan Securities LLC		10,091,975		10,091,975		—		—
Morgan Stanley		6,975,091		6,975,091		—		—
Pershing LLC		288,684		288,684		—		—
Scotia Capital (USA), Inc.		109,610		109,610		—		—
Wells Fargo Securities LLC		1,807,564		1,807,564		—		—


	$	28,833,727	$	28,833,727	$	—	$	—



iShares ETF	Investment Advisory Fee

ESG Aware 1-5 Year USD Corporate Bond		0.12	%
ESG Aware U.S. Aggregate Bond		0.10
ESG Aware USD Corporate Bond		0.18



iShares ETF	Amounts waived

ESG Aware U.S. Aggregate Bond	$	162,985



iShares ETF	Fees Paid to BTC

ESG Aware 1-5 Year USD Corporate Bond	$	23,371
ESG Aware U.S. Aggregate Bond		14,492
ESG Aware USD Corporate Bond		32,442



iShares ETF	Purchases		Sales		Net Realized Gain (Loss)

ESG Aware 1-5 Year USD Corporate Bond	$	—	$	4,466,253	$	(29,491	)
ESG Aware U.S. Aggregate Bond		—		458,751		(178	)
ESG Aware USD Corporate Bond		—		504,169		(18,086	)



	U.S. Government Securities				Other Securities

iShares ETF	Purchases		Sales		Purchases		Sales

ESG Aware 1-5 Year USD Corporate Bond	$	—	$	—	$	370,996,361	$	346,008,872
ESG Aware U.S. Aggregate Bond		3,653,852,750		3,384,790,462		86,991,575		92,739,248
ESG Aware USD Corporate Bond		—		—		145,999,670		139,499,662



iShares ETF	In-kind Purchases		In-kind Sales

ESG Aware 1-5 Year USD Corporate Bond	$	529,369,204	$	118,265,832
ESG Aware U.S. Aggregate Bond		677,252,197		7,616,466
ESG Aware USD Corporate Bond		314,594,968		190,472,825



iShares ETF	Paid-in Capital			Accumulated Loss

ESG Aware 1-5 Year USD Corporate Bond	$	885,871		$	(885,871	)
ESG Aware U.S. Aggregate Bond		(166,264	)		166,264
ESG Aware USD Corporate Bond		657,904			(657,904	)




iShares ETF	Year Ended 02/28/22		Year Ended 02/28/21


ESG Aware 1-5 Year USD Corporate Bond
Ordinary income	$	10,606,031	$	6,629,211
Long-term capital gains		1,545,791		88,030


	$	12,151,822	$	6,717,241

ESG Aware U.S. Aggregate Bond
Ordinary income	$	15,695,144	$	6,912,434
Long-term capital gains		—		920,461


	$	15,695,144	$	7,832,895

ESG Aware USD Corporate Bond
Ordinary income	$	17,812,658	$	8,539,323
Long-term capital gains		874,103		—


	$	18,686,761	$	8,539,323



iShares ETF		Undistributed Ordinary Income		Non-expiring Capital Loss Carryforwards	^(a)		Net Unrealized Gains (Losses)	^(b)		Qualified Late-Year Losses	^(c)		Total

ESG Aware 1-5 Year USD Corporate Bond	$	1,203,553	$	—		$	(30,863,739	)	$	(433,543	)	$	(30,093,729	)
ESG Aware U.S. Aggregate Bond		2,061,356		(7,634,554	)		(70,381,144	)		—			(75,954,342	)
ESG Aware USD Corporate Bond		1,671,211		—			(56,130,746	)		(299,179	)		(54,758,714	)



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

ESG Aware 1-5 Year USD Corporate Bond	$	1,080,639,354	$	984,682	$	(31,848,421	)	$	(30,863,739	)
ESG Aware U.S. Aggregate Bond		2,349,912,369		1,828,783		(72,843,866	)		(71,015,083	)
ESG Aware USD Corporate Bond		989,447,724		1,034,617		(57,165,363	)		(56,130,746	)