The Markets in Review

Dear Shareholder,

The 12-month reporting period as of October 31, 2021 was a remarkable period of adaptation and recovery, as the global economy dealt with the implications of the coronavirus (or “COVID-19”) pandemic. The United States began the reporting period as the initial reopening-led economic rebound was beginning to slow. Nonetheless, the economy continued to grow at a solid pace for the reporting period, eventually regaining the output lost from the pandemic. However, a rapid rebound in consumer spending pushed up against supply constraints and led to elevated inflation.

Equity prices rose with the broader economy, as the implementation of mass vaccination campaigns and passage of two additional fiscal stimulus packages further boosted stocks, and many equity indices neared or surpassed all-time highs late in the reporting period. In the United States, returns of small-capitalization stocks, which benefited the most from the resumption of in-person activities, outpaced large-capitalization stocks. International equities also gained, as both developed and emerging markets continued to recover from the effects of the pandemic.

The 10-year U.S. Treasury yield (which is inversely related to bond prices) had fallen sharply prior to the beginning of the reporting period, which meant bonds were priced for extreme risk avoidance and economic disruption. Despite expectations of doom and gloom, the economy expanded rapidly, stoking inflation concerns in early 2021, which led to higher yields and a negative overall return for most U.S. Treasuries. In the corporate bond market, support from the U.S. Federal Reserve (the “Fed”) assuaged credit concerns and led to solid returns for high-yield corporate bonds, outpacing investment-grade corporate bonds.

The Fed remained committed to accommodative monetary policy by maintaining near-zero interest rates and by reiterating that inflation could exceed its 2% target for a sustained period without triggering a rate increase. In response to rising inflation late in the period, the Fed changed its market guidance, raising the possibility of higher rates in 2022 and reducing bond purchasing beginning in late 2021.

Looking ahead, we believe that the global expansion will continue to broaden as Europe and other developed market economies gain momentum, although the Delta variant of the coronavirus remains a threat, particularly in emerging markets. While we expect inflation to remain elevated in the medium-term as the expansion continues, we believe the recent uptick owes more to temporary supply disruptions than a lasting change in fundamentals. The change in Fed policy also means that moderate inflation is less likely to be followed by interest rate hikes that could threaten the economic expansion.

Overall, we favor a moderately positive stance toward risk, with an overweight in equities. 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. small-capitalization stocks and European equities are likely to benefit from the continuing vaccine-led restart, while Chinese equities stand to gain from a more accommodative monetary and fiscal environment as the Chinese economy slows. 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.

In this environment, 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 October 31, 2021

	6-Month	12-Month

U.S. large cap equities (S&P 500^® Index)	10.91%	42.91%

U.S. small cap equities (Russell 2000^® Index)	1.85	50.80

International equities (MSCI Europe, Australasia, Far East Index)	4.14	34.18

Emerging market equities (MSCI Emerging Markets Index)	(4.87)	16.96

3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)	0.01	0.06

U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)	1.59	(4.77)

U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)	1.06	(0.48)

Tax-exempt municipal bonds (S&P Municipal Bond Index)	0.33	2.76

U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)	2.36	10.53

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

Global investment-grade bonds declined slightly for the 12 months ended October 31, 2021 (“reporting period”). The Bloomberg Global Aggregate Index, a broad measure of global bond market performance, returned -1.24% in U.S. dollar terms for the reporting period.

While the global economy continued its rebound from the impact of the coronavirus pandemic, the recovery was uneven and beset with challenges. The creation of multiple COVID-19 vaccines and the implementation of vaccination programs globally helped to mitigate the pandemic’s impact and led to the lifting of restrictions in many countries. However, while nearly half of the world’s population received at least one vaccine dose by the end of the reporting period, vaccine distribution varied substantially. The spread of the highly contagious Delta variant led to swift case increases in some areas, causing renewed restrictions and constraining global growth.

Bond performance differed by type, but in general corporate bonds gained more than government bonds, and lower-rated bonds gained more than higher-rated bonds. The improving economic environment and vaccination progress led to investor optimism about the lower-rated segments of the market. However, a notable rise in global inflation pressured bonds, which typically lose value in an inflationary environment.

Bonds in the U.S. established these global patterns, as corporate bonds, particularly high-yield bonds, posted solid returns, backed by strong investor demand for yield, while U.S. Treasuries declined, largely due to rising inflation. Bond issuance was high by historical standards, as corporations were eager to take advantage of low borrowing costs, while the federal government issued debt to finance stimulus and other spending. The U.S. Federal Reserve Bank (“Fed”) continued to keep short-term interest rates at near-zero levels and maintained a significant bond-buying program for U.S. Treasuries and mortgage-backed securities, although it discontinued its corporate bond purchase program. The Fed indicated that it would begin slowing its bond buying activities late in 2021, and their forecast showed that an interest rate increase is possible in 2022. However, the improving employment environment and a sharp rise in inflation led investors to anticipate a more accelerated tightening of monetary policy. Trading activity showed that investors view multiple interest rate increases as probable in 2022.

European bond prices declined overall, as supply chain frictions and increasing commodities prices, particularly for energy commodities, led to the highest Eurozone inflation rate in 13 years. In response, the European Central Bank (“ECB”) slowed the pace of its bond purchases, while keeping its benchmark interest rate at 0%. The E.U. issued €20 billion in common European bonds to partially finance its pandemic recovery fund, attracting high investor interest. Bond prices also declined in the U.K. amid a relatively early vaccination push and robust economic recovery. While the Bank of England kept interest rates at record lows, it signaled that it would soon raise interest rates to counter growing inflation.

In contrast, bonds in the Asia/Pacific region posted a solid gain overall, although gains were mostly concentrated in corporate bonds, particularly the lower-rated segment of the market. Japanese government bonds were nearly flat, as inflation concerns were much less prominent in Japan compared to other regions, and the Bank of Japan showed no signs of tightening monetary policy. Emerging market bonds also advanced, benefiting from higher yields compared with developed economies, as investors sought income in a low interest rate environment. However, concerns late in the reporting period surrounding China’s highly indebted property companies weighed on returns of some emerging market bonds.

The iShares Core 1-5 Year USD Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated bonds that are rated either investment-grade or high yield with remaining maturities between one and five years, as represented by the Bloomberg U.S. Universal 1-5 Year Index (the “Index”) (formerly the Bloomberg Barclays U.S. Universal 1-5 Year Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

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

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

Past performance is no guarantee of future results. Performance results do not reflect the deduction of taxes that a shareholder would pay on fund distributions or on the redemption or sale of fund shares. See “About Fund Performance” on page 9 for more information.

U.S. dollar-denominated short and intermediate-term bonds posted a modest gain for the reporting period, despite rising yields (which move inversely to prices) on some bonds, as interest payments cushioned price declines. Bond yields rose in anticipation of less accommodative policy from the Fed, as well as less demand for short-maturity, relatively low-yielding bonds, as investors generally favored riskier assets.

The higher yields of the Index’s corporate bonds provided a ballast against the declining prices of lower-yielding, government-issued securities. From a credit quality perspective, lower-rated corporate bonds were the largest contributors to the Index’s return. From a sector perspective, bonds issued by companies in the energy sector contributed the most to the Index’s performance, as the prices of oil and gas more than doubled during the reporting period, reaching a seven-year high. Although oil demand remained below pre-pandemic levels, the rapid recovery in demand was met with supply disruptions and shortages, particularly for natural gas. Bonds issued by consumer cyclical companies also contributed to the Index’s return, as bonds in every industry, including automotive, home construction, and leisure, gained, reflecting rising wages and brisk consumer spending.

U.S. Treasuries, which have the lowest yields and the greatest interest rate sensitivity relative to other bond sectors, detracted the most from the Index’s return amid rising interest rates. Heightened issuance of U.S. Treasuries, following record issuance in 2020, to finance the second largest annual federal budget deficit, raised concerns about the market’s ability to absorb monthly auctions of U.S. Treasuries without higher interest rates. Growing revenue from income tax late in the reporting period allowed the U.S. Treasury to set expectations for smaller but still substantial auctions.

The iShares Core International Aggregate Bond ETF (the “Fund”) seeks to track the investment results of an index composed of global non-U.S. dollar-denominated investment-grade bonds that mitigates exposure to fluctuations between the value of the component currencies and the U.S. dollar, as represented by the Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index (the “Index”) (formerly the Bloomberg Barclays Global Aggregate ex USD 10% Issuer Capped (Hedged) Index). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

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

As represented by the Index, international investment-grade bonds declined on a currency-hedged basis for the reporting period, as bond yields rose worldwide amid growth-oriented monetary policy and rising inflation in many countries. Bond yields, which move inversely to bond prices, rose from relatively low levels as investor confidence strengthened. The U.S. dollar declined overall relative to many of the currencies of countries represented in the Index, which meant the Index’s hedging activity detracted from the Index’s performance.

The longest-maturity bonds, as well as bonds rated with Moody’s three highest ratings from Aaa to A, were the largest detractors from the Index’s return, as rising inflation and heavy bond issuance, due to large budget deficits, drove down prices for long-term, government-issued debt. From a country perspective, European bonds, including those issued by the U.K., France, and Germany, were the largest detractors from the Index’s return, as bond yields and inflation rose in the three largest European economies.

On the upside, Chinese securities contributed to the Index’s return despite volatility in the country’s credit markets. Foreign government agencies, which typically offer relatively high credit ratings with a yield premium relative to the local government bond market, also contributed to the Index’s return, as higher yields offset the negative impact of rising interest rates.

Among the local currencies represented in the Index, the euro declined approximately 1% against the U.S. dollar, while the British pound gained approximately 6%, reflecting investors’ expectations for an imminent interest rate increase by the Bank of England. The positive performance of some foreign currencies meant hedging activity detracted from the Index’s return. A fully hedged investor seeks to bypass the currency fluctuations — both on the upside and on the downside — related to holding foreign-currency-denominated securities. The Index’s hedging activity offset the positive impact of foreign currency performance relative to the U.S. dollar, leading to an Index return that was relatively close to the Index’s return measured in local currencies.

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 by 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.

As a shareholder of your Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions on purchases and sales of fund shares and (2) ongoing costs, including management fees and other fund expenses. The expense example, which is based on an investment of $1,000 invested at the beginning of the period (or from the commencement of operations if less than 6 months) and held through the end of the period, is intended to help you understand your ongoing costs (in dollars and cents) of investing in your Fund and to compare these costs with the ongoing costs of investing in other funds.

Actual Expenses – The table provides information about actual account values and actual expenses. Annualized expense ratios reflect contractual and voluntary fee waivers, if any. To estimate the expenses that you paid on your account over the period, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number under the heading entitled “Expenses Paid During the Period.”

Hypothetical Example for Comparison Purposes – The table also provides information about hypothetical account values and hypothetical expenses based on your Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions and other fees paid on purchases and sales of fund shares. Therefore, the hypothetical examples are useful in comparing ongoing costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.


Security	Par (000)		Value


Asset-Backed Securities

American Express Credit Account Master Trust Series 2018-2, Class A, 3.01%, 10/15/25	$	3,000	$	3,103,284
AmeriCredit Automobile Receivables Trust Series 2021-1, Class A3, 0.37%, 08/18/25 (Call 11/18/21)		2,290		2,283,746
BA Credit Card Trust Series 2021-A1, Class A1, 0.44%, 09/15/26		3,510		3,477,565
Capital One Multi-Asset Execution Trust Series 2021-A1, Class A1, 0.55%, 07/15/26		2,000		1,981,834
CarMax Auto Owner Trust Series 2021-4, Class A3, 0.56%, 09/15/26 (Call 11/15/21)		2,250		2,227,989
Drive Auto Receivables Trust Series 2018-2, Class D, 4.14%, 08/15/24 (Call 11/15/21)		1,323		1,341,163
GM Financial Consumer Automobile Receivables Trust
Series 2019-2, Class A4, 2.65%, 02/16/24 (Call 11/16/21)		563		567,226
Series 2020-2, Class A3, 1.49%, 12/16/24 (Call 11/16/21)		1,773		1,786,702
Honda Auto Receivables Owner Trust
Series 2019-2, Class A4, 2.54%, 03/21/25 (Call 11/21/21)		2,375		2,421,268
Series 2020-2, Class A4, 1.09%, 10/15/26 (Call 11/15/21)		2,750		2,770,094
Nissan Auto Lease Trust Series 2020-A, Class A4, 1.88%, 04/15/25 (Call 11/15/21)		1,870		1,889,437
Santander Drive Auto Receivables Trust
Class C, 0.95%, 09/15/27 (Call 11/15/21)		1,370		1,361,612
Series 2018-4, Class C, 3.56%, 07/15/24 (Call 11/15/21)		41		40,715
Series 2020-1, Class C, 4.11%, 12/15/25 (Call 11/15/21)		1,018		1,049,919
Toyota Auto Receivables Owner Trust, Class A4, 0.53%, 10/15/26 (Call 11/15/21)		750		738,492
Verizon Master Trust Series 2021-1, Class A, 0.50%, 05/20/27 (Call 11/20/21)		2,870		2,842,115
World Omni Select Auto Trust Series 2020-A, Class A3, 0.55%, 07/15/25 (Call 11/15/21)		430		430,254


Total Asset-Backed Securities — 0.5% (Cost: $30,332,653)				30,313,415


Collaterized Mortgage Obligations

Mortgage-Backed Securities — 1.5%
Benchmark Mortgage Trust
Series 2018-B21, Class A2, 1.74%, 12/17/53 (Call 12/15/21)		1,000		999,301
Series 2018-B4, Class A2, 3.98%, 07/15/51		3,345		3,488,137
CD Mortgage Trust, Series 2016-CD2, Class A3, 3.25%, 11/10/49 (Call 12/10/21)		970		1,018,342
COMM Mortgage Trust 3.09%, 10/10/49 (Call 12/10/21)		5,440		5,776,347
Class A4, 3.61%, 10/10/48 (Call 12/10/21)		1,335		1,433,745
Series 2012-CR1, Class A3, 3.39%, 05/15/45 (Call 12/15/21)		561		562,396
Series 2013-CR12, Class A4, 4.05%, 10/10/46 (Call 12/10/21)		2,000		2,108,496
Series 2013-CR8, Class A5, 3.61%, 06/10/46 (Call 12/10/21^)(a)		5,366		5,568,166
Series 2013-CR9, Class A4, 4.25%, 07/10/45^(a)		2,000		2,094,435


Security	Par (000)		Value


Mortgage-Backed Securities (continued)
Series 2014-CR20, Class A3, 3.33%, 11/10/47 (Call 12/10/21)	$	3,689	$	3,838,671
Series 2014-CR20, Class A4, 3.59%, 11/10/47 (Call 12/10/21)		4,200		4,452,917
Series 2015-CR25, Class A4, 3.76%, 08/10/48 (Call 12/10/21)		2,650		2,861,841
Series 2015-LC21, Class A4, 3.71%, 07/10/48 (Call 12/10/21)		1,560		1,674,282
Series 2015-PC1, Class A5, 3.90%, 07/10/50 (Call 12/10/21)		4,000		4,308,749
Federal National Mortgage Association, Series 2019-M25, Class A1, 2.14%, 11/25/29		1,916		1,984,485
Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class A2, 2.67%, 12/25/24 (Call 12/25/21)		5,000		5,233,072
GS Mortgage Securities Trust
Series 2014-GC20, Class AAB, 3.66%, 04/10/47		1,114		1,151,162
Series 2014-GC24, Class A4, 3.67%, 09/10/47 (Call 12/10/21)		1,987		2,069,681
Series 2014-GC24, Class A5, 3.93%, 09/10/47 (Call 12/10/21)		4,000		4,276,251
Series 2017-GS7, Class AAB, 3.20%, 08/10/50 (Call 12/10/21)		4,000		4,221,662
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4, 4.17%, 12/15/46		2,831		2,994,815
JPMBB Commercial Mortgage Securities Trust
Series 2014-C18, Class A5, 4.08%, 02/15/47 (Call 12/15/21)		225		238,929
Series 2014-C22, Class A4, 3.80%, 09/15/47 (Call 12/15/21)		3,000		3,193,446
Series 2015-C27, Class AS, 3.02%, 02/15/48 (Call 12/15/21)		1,362		1,405,545
Series 2015-C29, Class A4, 3.61%, 05/15/48 (Call 12/15/21)		2,000		2,138,840
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class A5, 3.80%, 07/15/47 (Call 12/15/21)		150		158,974
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2013-C10, Class A4, 4.08%, 07/15/46 (Call 12/15/21)^(a)		3,000		3,124,982
Series 2013-C10, Class AS, 4.22%, 07/15/46 (Call 12/15/21)^(a)		1,000		1,042,067
Series 2013-C11, Class A4, 4.15%, 08/15/46 (Call 12/15/21)^(a)		1,000		1,045,334
Series 2013-C7, Class A3, 2.66%, 02/15/46 (Call 12/15/21)		1,342		1,357,874
Series 2014-C17, Class A4, 3.44%, 08/15/47 (Call 12/15/21)		2,405		2,451,876
Series 2014-C18, Class ASB, 3.62%, 10/15/47		917		949,032
Series 2015-C22, Class A4, 3.31%, 04/15/48 (Call 12/15/21)		250		264,158
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS, 3.49%, 11/15/52 (Call 12/15/21)		970		1,049,646
UBS Commercial Mortgage Trust, Series 2018-C14, Class ASB, 4.39%, 12/15/51 (Call 12/15/21)		3,890		4,354,526
UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class A4, 3.18%, 03/10/46 (Call 12/10/21)		800		816,266
Wells Fargo Commercial Mortgage Trust
Series 2014-LC18, Class ASB, 3.24%, 12/15/47 (Call 12/15/21)		938		969,784


Security	Par (000)		Value


Mortgage-Backed Securities (continued)
Series 2016-NXS5, Class A6, 3.64%, 01/15/59 (Call 12/15/21)	$	5,000	$	5,398,640
WFRBS Commercial Mortgage Trust, Series 2012-C10, Class A3, 2.88%, 12/15/45 (Call 12/15/21)		3,000		3,047,140


				95,124,012


Total Collaterized Mortgage Obligations — 1.5% (Cost: $95,892,525)				95,124,012


Corporate Bonds & Notes

Advertising — 0.0%
Clear Channel International BV, 6.63%, 08/01/25 (Call 02/01/22)^(b)		200		208,120
National CineMedia LLC, 5.75%, 08/15/26 (Call 02/15/22)		50		40,184
Omnicom Group Inc./Omnicom Capital Inc. 3.60%, 04/15/26 (Call 01/15/26)		343		370,714
3.65%, 11/01/24 (Call 08/01/24)		850		907,460
Outfront Media Capital LLC/Outfront Media Capital Corp., 6.25%, 06/15/25 (Call 06/15/22)^(b)		200		210,040
WPP Finance 2010, 3.75%, 09/19/24		373		400,274


				2,136,792

Aerospace & Defense — 0.6%
BAE Systems Holdings Inc. 3.80%, 10/07/24^(b)		326		349,211
3.85%, 12/15/25 (Call 09/15/25)^(b)		1,105		1,196,516
Boeing Co. (The) 1.43%, 02/04/24 (Call 02/04/22)		1,329		1,329,784
1.88%, 06/15/23 (Call 04/15/23)		515		521,654
1.95%, 02/01/24		1,139		1,160,163
2.20%, 02/04/26 (Call 02/04/23)		2,190		2,195,322
2.25%, 06/15/26 (Call 03/15/26)		215		217,176
2.60%, 10/30/25 (Call 07/30/25)		25		25,673
2.75%, 02/01/26 (Call 01/01/26)		1,275		1,316,297
2.80%, 03/01/23 (Call 02/01/23)		170		174,036
2.80%, 03/01/24 (Call 02/01/24)		555		573,376
2.85%, 10/30/24 (Call 07/30/24)		61		63,303
4.51%, 05/01/23 (Call 04/01/23)		1,463		1,533,955
4.88%, 05/01/25 (Call 04/01/25)		1,613		1,781,381
Bombardier Inc. 7.13%, 06/15/26 (Call 06/15/23)^(b)		650		682,305
7.50%, 12/01/24 (Call 11/29/21)^(b)		540		562,118
7.50%, 03/15/25 (Call 11/29/21)^(b)		750		769,462
Embraer Netherlands Finance BV, 5.05%, 06/15/25		800		831,248
F-Brasile SpA / F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26 (Call 08/15/22)^(b)		225		228,380
General Dynamics Corp. 1.15%, 06/01/26 (Call 05/01/26)^(c)		90		89,762
1.88%, 08/15/23 (Call 06/15/23)		360		368,316
2.25%, 11/15/22 (Call 08/15/22)		597		605,382
2.38%, 11/15/24 (Call 09/15/24)		112		116,601
3.25%, 04/01/25 (Call 03/01/25)		1,290		1,373,527
3.38%, 05/15/23 (Call 04/15/23)		775		807,883
3.50%, 05/15/25 (Call 03/15/25)		164		176,372
Hexcel Corp., 4.95%, 08/15/25 (Call 05/15/25)		150		164,634
Howmet Aerospace Inc. 5.13%, 10/01/24 (Call 07/01/24)		630		693,731
6.88%, 05/01/25 (Call 04/01/25)		540		626,173
L3Harris Technologies Inc. 3.83%, 04/27/25 (Call 01/27/25)		89		96,082


Security	Par (000)		Value


Aerospace & Defense (continued)
3.85%, 06/15/23 (Call 05/15/23)	$	897	$	940,280
3.95%, 05/28/24 (Call 02/28/24)		407		433,357
Lockheed Martin Corp. 2.90%, 03/01/25 (Call 12/01/24)		493		520,100
3.10%, 01/15/23 (Call 11/15/22)		478		491,059
3.55%, 01/15/26 (Call 10/15/25)		1,075		1,170,481
Northrop Grumman Corp. 2.93%, 01/15/25 (Call 11/15/24)		1,201		1,262,011
3.25%, 08/01/23		364		380,395
Raytheon Technologies Corp. 3.20%, 03/15/24 (Call 01/15/24)		688		723,171
3.70%, 12/15/23 (Call 09/15/23)		182		192,172
3.95%, 08/16/25 (Call 06/16/25)		990		1,080,476
Rolls-Royce PLC, 3.63%, 10/14/25 (Call 07/14/25)^(b)		500		510,710
Spirit AeroSystems Inc. 3.95%, 06/15/23 (Call 05/15/23)		155		157,751
5.50%, 01/15/25 (Call 10/15/22)^(b)		245		255,983
7.50%, 04/15/25 (Call 04/15/22)^(b)		635		670,471
SSL Robotics LLC, 9.75%, 12/31/23 (Call 12/15/21)^(b)		240		259,416
ST Engineering RHQ Ltd., 1.50%, 04/29/25 (Call 01/29/25)^(d)		600		601,080
Teledyne Technologies Inc. 0.65%, 04/01/23		165		164,561
0.95%, 04/01/24 (Call 04/01/22)		250		249,718
1.60%, 04/01/26 (Call 03/01/26)		150		149,736
TransDigm Inc. 6.25%, 03/15/26 (Call 03/15/22)^(b)		2,250		2,350,215
6.38%, 06/15/26 (Call 12/15/21)		475		491,444
8.00%, 12/15/25 (Call 04/08/22)^(b)		555		590,315
TransDigm UK Holdings PLC, 6.88%, 05/15/26 (Call 11/15/21)		250		263,643
Triumph Group Inc. 6.25%, 09/15/24 (Call 03/15/22)^(b)		270		269,733
7.75%, 08/15/25 (Call 02/15/22)		300		304,908
8.88%, 06/01/24 (Call 02/01/23)^(b)		293		322,863


				35,435,872

Agriculture — 0.3%
Altria Group Inc. 2.35%, 05/06/25 (Call 04/06/25)		1,143		1,177,004
4.40%, 02/14/26 (Call 12/14/25)		145		160,854
BAT Capital Corp. 2.79%, 09/06/24 (Call 08/06/24)		731		760,635
3.22%, 08/15/24 (Call 06/15/24)		1,259		1,322,101
3.22%, 09/06/26 (Call 07/06/26)		100		105,110
BAT International Finance PLC 1.67%, 03/25/26 (Call 02/25/26)		2,440		2,411,964
3.95%, 06/15/25^(b)		299		322,217
Bunge Ltd. Finance Corp. 1.63%, 08/17/25 (Call 07/17/25)		412		413,545
4.35%, 03/15/24 (Call 02/15/24)		616		661,818
Cargill Inc. 0.40%, 02/02/24 (Call 01/02/24)^(b)		510		505,726
0.75%, 02/02/26 (Call 01/02/26)^(b)		1,925		1,876,086
1.38%, 07/23/23^(b)		1,396		1,413,506
3.25%, 03/01/23^(b)		106		109,856
Cooke Omega Investments Inc./Alpha VesselCo Holdings Inc., 8.50%, 12/15/22 (Call 12/15/21)^(b)		100		102,052
Imperial Brands Finance PLC 3.13%, 07/26/24 (Call 06/26/24)^(b)		475		496,061
3.50%, 02/11/23 (Call 11/11/22)^(b)		300		307,827


Security	Par (000)		Value


Agriculture (continued)
4.25%, 07/21/25 (Call 04/21/25)^(b)	$	540	$	584,048
MHP Lux SA, 6.95%, 04/03/26 (Call 04/03/22)^(d)		200		212,272
MHP SE, 7.75%, 05/10/24 (Call 11/10/21)^(d)		400		432,008
Philip Morris International Inc. 0.88%, 05/01/26 (Call 04/01/26)		360		349,758
1.13%, 05/01/23		446		450,103
1.50%, 05/01/25 (Call 04/01/25)		757		763,382
2.13%, 05/10/23 (Call 03/10/23)		453		462,817
2.50%, 11/02/22 (Call 10/02/22)		693		706,583
2.63%, 03/06/23		137		140,977
2.75%, 02/25/26 (Call 11/25/25)		575		604,566
2.88%, 05/01/24 (Call 04/01/24)		762		797,784
3.25%, 11/10/24		557		592,899
3.38%, 08/11/25 (Call 05/11/25)		112		119,987
3.60%, 11/15/23		235		249,180
Reynolds American Inc. 4.45%, 06/12/25 (Call 03/12/25)		1,296		1,414,273
4.85%, 09/15/23		280		300,821
Turning Point Brands Inc., 5.63%, 02/15/26 (Call 02/15/23)^(b)		125		127,606
Viterra Finance BV, 2.00%, 04/21/26 (Call 03/21/26)^(b)		605		605,278
Wens Foodstuffs Group Co. Ltd., 2.35%, 10/29/25 (Call 04/29/22)^(d)		200		169,934


				21,230,638

Airlines — 0.3%
Air Canada, 3.88%, 08/15/26 (Call 02/15/26)^(b)		605		612,974
Air Canada Pass Through Trust, Series 2020-1, Class C, 10.50%, 07/15/26^(b)		200		246,158
Allegiant Travel Co., 8.50%, 02/05/24 (Call 08/05/23)^(b)		75		81,133
American Airlines Group Inc. 3.75%, 03/01/25^(b)(c)		370		337,636
5.00%, 06/01/22^(b)		250		250,875
American Airlines Inc., 11.75%, 07/15/25^(b)		1,280		1,585,651
American Airlines Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/26^(b)		1,775		1,861,371
American Airlines Pass Through Trust
Series 2013-1, Class A, 4.00%, 07/15/25		119		115,184
Series 2013-2, Class A, 4.95%, 07/15/24		269		274,622
Series 2014-1, Class A, 3.70%, 10/01/26		125		127,826
Azul Investments LLP, 7.25%, 06/15/26 (Call 06/15/24)^(b)		200		185,938
British Airways Pass Through Trust, Series 2013-1, Class A, 4.63%, 12/20/25^(b)		80		83,883
Continental Airlines 2012-2 Class A Pass Through Trust, Series 2012-2 A, Class A, 4.00%, 10/29/24		51		53,474
Delta Air Lines Inc. 2.90%, 10/28/24 (Call 09/28/24)		403		411,237
3.63%, 03/15/22 (Call 02/15/22)		300		301,923
3.80%, 04/19/23 (Call 03/19/23)		344		356,174
7.00%, 05/01/25^(b)		1,849		2,163,164
7.38%, 01/15/26 (Call 12/15/25)		625		734,775
Delta Air Lines Inc. Pass Through Trust, Series 2019-1, Class AA, 3.20%, 10/25/25		90		93,658
Delta Air Lines Inc./SkyMiles IP Ltd., 4.50%, 10/20/25^(b)		1,442		1,541,743
Gol Finance SA, 7.00%, 01/31/25 (Call 01/31/22)		450		403,893
Hawaiian Airlines Pass Through Certificates, Series 2013-1, Class A, 3.90%, 07/15/27^(c)		99		98,519
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26 (Call 01/20/24)^(b)		605		635,250
Southwest Airlines Co. 2.75%, 11/16/22 (Call 10/16/22)		124		126,482


Security	Par (000)		Value


Airlines (continued)
4.75%, 05/04/23	$	720	$	761,566
5.25%, 05/04/25 (Call 04/04/25)		1,017		1,140,077
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25 (Call 09/20/23)^(b)		258		288,823
U.S. Airways Pass Through Trust, Series 2013-1, Class A, 3.95%, 11/15/25		172		174,847
United Airlines Holdings Inc. 4.25%, 10/01/22		219		223,503
4.88%, 01/15/25^(c)		225		232,650
5.00%, 02/01/24		150		155,820
United Airlines Inc., 4.38%, 04/15/26 (Call 10/15/25)^(b)		1,045		1,082,014
United Airlines Pass Through Trust
Series 16-2, Class B, 3.65%, 04/07/27		82		82,175
Series 2012-1 A, Class A, 4.15%, 04/11/24		145		152,169
Series 2013-1, Class A, 4.30%, 08/15/25		343		363,958
Series 2014-1, Class A, 4.00%, 04/11/26		193		203,328
Series 2016-1, Class B, 3.65%, 07/07/27^(c)		87		87,272
Series 2018-1, Class B, 4.60%, 09/01/27		91		93,009
Series 2020-1, Class B, 4.88%, 07/15/27		224		236,760


				17,961,514

Apparel — 0.1%
Hanesbrands Inc. 4.63%, 05/15/24 (Call 02/15/24)^(b)		475		496,617
4.88%, 05/15/26 (Call 02/15/26)^(b)		450		481,230
5.38%, 05/15/25 (Call 05/15/22)^(b)		350		364,536
Michael Kors USA Inc., 4.50%, 11/01/24 (Call 09/01/24)^(b)		225		238,205
NIKE Inc., 2.40%, 03/27/25 (Call 02/27/25)		588		612,478
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		738		808,951
Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)		28		30,454
Tapestry Inc., 4.25%, 04/01/25 (Call 01/01/25)		990		1,068,685
Under Armour Inc., 3.25%, 06/15/26 (Call 03/15/26)		325		334,796
VF Corp., 2.40%, 04/23/25 (Call 03/23/25)		458		473,810
William Carter Co. (The), 5.50%, 05/15/25 (Call 05/15/22)^(b)		250		261,595


				5,171,357

Auto Manufacturers — 1.4%
American Honda Finance Corp. 0.35%, 04/20/23		100		99,661
0.65%, 09/08/23		165		165,025
0.75%, 08/09/24		150		149,060
0.88%, 07/07/23		460		462,351
1.00%, 09/10/25		70		69,350
1.20%, 07/08/25		261		260,355
1.30%, 09/09/26		335		332,451
1.95%, 05/10/23		974		993,704
2.05%, 01/10/23		269		273,963
2.15%, 09/10/24		505		521,165
2.40%, 06/27/24		524		543,797
2.60%, 11/16/22		249		254,408
2.90%, 02/16/24		142		148,451
3.45%, 07/14/23		515		539,339
3.55%, 01/12/24		832		880,140
3.63%, 10/10/23		401		423,853
Aston Martin Capital Holdings Ltd., 10.50%, 11/30/25 (Call 11/01/24)^(b)		650		713,381
Baic Finance Investment Co. Ltd., 2.00%, 03/16/24 (Call 03/16/22)^(d)		200		200,298
BMW Finance NV, 2.40%, 08/14/24 (Call 07/14/24)^(b)		500		518,935


Security	Par (000)		Value


Auto Manufacturers (continued)
BMW U.S. Capital LLC 0.75%, 08/12/24^(b)(c)	$	217	$	216,010
0.80%, 04/01/24^(b)		445		444,137
1.25%, 08/12/26 (Call 07/12/26)^(b)(c)		285		281,956
2.25%, 09/15/23 (Call 07/15/23)^(b)		225		231,271
3.15%, 04/18/24 (Call 03/18/24)^(b)		530		557,777
3.45%, 04/12/23 (Call 03/12/23)^(b)		452		470,017
3.80%, 04/06/23^(b)		408		426,156
3.90%, 04/09/25 (Call 03/09/25)^(b)		1,079		1,171,578
Cummins Inc. 0.75%, 09/01/25 (Call 08/01/25)		245		241,369
3.65%, 10/01/23 (Call 07/01/23)		613		644,330
Daimler Finance North America LLC 0.75%, 03/01/24^(b)		75		74,642
1.45%, 03/02/26^(b)		260		258,794
1.75%, 03/10/23^(b)		75		76,099
2.13%, 03/10/25^(b)		610		625,073
2.70%, 06/14/24^(b)		304		316,643
3.30%, 05/19/25^(b)		310		330,085
3.50%, 08/03/25^(b)		125		134,213
3.65%, 02/22/24^(b)		480		508,637
3.70%, 05/04/23^(b)		405		422,941
Ford Motor Co. 8.50%, 04/21/23		1,810		1,983,398
9.00%, 04/22/25 (Call 03/22/25)		1,805		2,170,711
Ford Motor Credit Co. LLC 2.70%, 08/10/26 (Call 07/10/26)		765		762,636
2.98%, 08/03/22 (Call 07/03/22)		200		201,770
3.09%, 01/09/23		725		736,745
3.10%, 05/04/23		440		448,408
3.35%, 11/01/22		490		497,247
3.37%, 11/17/23		495		507,702
3.38%, 11/13/25 (Call 10/13/25)		1,180		1,212,568
3.55%, 10/07/22		228		231,500
3.66%, 09/08/24		500		518,725
3.81%, 01/09/24 (Call 11/09/23)		500		516,460
4.06%, 11/01/24 (Call 10/01/24)		930		976,472
4.13%, 08/04/25		800		845,080
4.14%, 02/15/23 (Call 01/15/23)		465		478,392
4.25%, 09/20/22		400		409,040
4.38%, 08/06/23		475		494,850
4.39%, 01/08/26		600		641,046
4.54%, 08/01/26 (Call 06/01/26)		350		376,698
4.69%, 06/09/25 (Call 04/09/25)		450		481,212
5.13%, 06/16/25 (Call 05/16/25)		860		934,046
5.58%, 03/18/24 (Call 02/18/24)		740		797,313
Geely Automobile Holdings Ltd. 3.63%, 01/25/23 (Call 01/25/22)^(d)		200		204,072
4.00%, (Call 12/09/21)^(a)(d)(e)		200		205,846
Geely Finance Hong Kong Ltd., 3.00%, 03/05/25 (Call 03/05/22)^(d)		200		200,634
General Motors Co. 4.88%, 10/02/23		424		454,922
5.40%, 10/02/23		867		938,632
6.13%, 10/01/25 (Call 09/01/25)		569		659,556
General Motors Financial Co. Inc. 1.05%, 03/08/24		370		369,068
1.20%, 10/15/24		605		602,526
1.25%, 01/08/26 (Call 12/08/25)		639		625,945
1.50%, 06/10/26 (Call 05/10/26)		1,230		1,210,295


Security	Par (000)		Value


Auto Manufacturers (continued)
1.70%, 08/18/23	$	163	$	165,334
2.75%, 06/20/25 (Call 05/20/25)		2,170		2,252,677
2.90%, 02/26/25 (Call 01/26/25)		778		809,143
3.25%, 01/05/23 (Call 12/05/22)		279		286,580
3.50%, 11/07/24 (Call 09/07/24)		592		626,821
3.70%, 05/09/23 (Call 03/09/23)		774		803,675
3.95%, 04/13/24 (Call 02/13/24)		743		788,628
4.00%, 01/15/25 (Call 10/15/24)		535		572,482
4.15%, 06/19/23 (Call 05/19/23)		871		914,698
4.25%, 05/15/23		402		422,325
4.30%, 07/13/25 (Call 04/13/25)		160		173,890
4.35%, 04/09/25 (Call 02/09/25)		261		283,702
5.10%, 01/17/24 (Call 12/17/23)		889		962,414
5.25%, 03/01/26 (Call 12/01/25)		350		396,032
Harley-Davidson Financial Services Inc. 3.35%, 02/15/23 (Call 01/15/23)^(b)		185		190,236
3.35%, 06/08/25 (Call 05/08/25)^(b)		1,037		1,093,724
Hyundai Assan Otomotiv Co., 1.63%, 07/12/26 (Call 01/12/22)^(d)		200		195,964
Hyundai Capital America 0.80%, 04/03/23^(b)		50		49,941
0.80%, 01/08/24^(b)		1,207		1,196,753
0.88%, 06/14/24^(b)		380		375,881
1.00%, 09/17/24^(b)		300		297,210
1.25%, 09/18/23^(b)		1,622		1,629,088
1.30%, 01/08/26 (Call 12/08/25)^(b)		1,200		1,171,020
1.50%, 06/15/26 (Call 05/15/26)^(b)		1,450		1,418,346
1.65%, 09/17/26 (Call 08/17/26)^(b)		500		491,670
1.80%, 10/15/25 (Call 09/15/25)^(b)		920		920,009
2.38%, 02/10/23^(b)		329		335,050
2.65%, 02/10/25 (Call 01/10/25)^(b)		430		443,330
2.85%, 11/01/22^(b)		730		744,556
3.40%, 06/20/24^(d)		450		473,755
4.13%, 06/08/23^(d)		300		314,655
4.30%, 02/01/24^(d)		225		239,942
5.88%, 04/07/25 (Call 03/07/25)^(b)		1,064		1,205,310
Hyundai Capital Services Inc. 1.25%, 02/08/26 (Call 02/08/22)^(d)		200		195,638
3.75%, 03/05/23 (Call 03/05/22)^(d)		250		259,277
Hyundai Motor Manu Indo Co., 1.75%, 05/06/26 (Call 11/06/21)^(d)		400		394,868
Jaguar Land Rover Automotive PLC 5.63%, 02/01/23 (Call 02/01/22)^(b)		150		150,752
7.75%, 10/15/25 (Call 10/15/22)^(b)		400		431,860
Kia Corp. 1.00%, 04/16/24 (Call 04/16/22)^(d)		400		399,044
3.00%, 04/25/23 (Call 04/25/22)^(d)		200		206,276
Nissan Motor Acceptance Co. LLC 1.13%, 09/16/24^(b)		435		431,237
1.85%, 09/16/26 (Call 08/16/26)^(b)		600		585,324
Nissan Motor Acceptance Corp. 1.05%, 03/08/24^(b)		195		193,756
3.45%, 03/15/23^(b)		110		113,574
3.88%, 09/21/23^(b)		641		673,197
Nissan Motor Co. Ltd. 3.04%, 09/15/23^(b)		755		781,108
3.52%, 09/17/25 (Call 08/17/25)^(b)		1,190		1,251,928
PACCAR Financial Corp. 0.35%, 08/11/23		62		61,770
0.35%, 02/02/24		14		13,869


Security	Par (000)		Value


Auto Manufacturers (continued)
0.50%, 08/09/24	$	290	$	286,993
0.80%, 06/08/23		68		68,237
1.10%, 05/11/26		195		193,167
1.80%, 02/06/25		186		190,023
1.90%, 02/07/23		83		84,472
2.15%, 08/15/24		385		397,705
2.65%, 04/06/23		79		81,412
3.40%, 08/09/23		113		118,623
Stellantis Finance U.S. Inc., 2.69%, 09/15/31 (Call 06/15/31)^(b)		1,000		984,520
Stellantis NV, 5.25%, 04/15/23		575		610,713
Toyota Motor Corp. 0.68%, 03/25/24 (Call 02/25/24)		1,120		1,115,128
1.34%, 03/25/26 (Call 02/25/26)		2,087		2,082,346
2.36%, 07/02/24		326		338,655
3.42%, 07/20/23		239		250,852
Toyota Motor Credit Corp. 0.50%, 08/14/23		275		274,772
0.50%, 06/18/24		505		499,864
0.63%, 09/13/24		800		793,512
0.80%, 01/09/26		15		14,654
1.13%, 06/18/26		1,055		1,040,241
1.35%, 08/25/23		1,570		1,590,677
1.80%, 02/13/25		433		441,777
2.00%, 10/07/24		435		448,333
2.25%, 10/18/23		163		168,107
2.63%, 01/10/23		201		206,063
2.70%, 01/11/23		191		196,004
2.90%, 03/30/23		2,095		2,165,581
2.90%, 04/17/24		233		244,447
3.00%, 04/01/25		160		169,414
3.35%, 01/08/24		226		238,597
3.40%, 04/14/25		33		35,421
3.45%, 09/20/23		739		778,130
Volkswagen Group of America Finance LLC 0.75%, 11/23/22^(b)		785		785,471
0.88%, 11/22/23^(b)		1,000		999,070
1.25%, 11/24/25 (Call 10/24/25)^(b)		1,760		1,734,005
2.85%, 09/26/24^(b)		220		229,867
3.35%, 05/13/25^(b)		1,010		1,070,751
4.25%, 11/13/23^(b)		790		842,330


				86,833,183

Auto Parts & Equipment — 0.1%
Adient Global Holdings Ltd., 4.88%, 08/15/26 (Call 02/15/22)^(b)		400		407,552
Adient U.S. LLC, 9.00%, 04/15/25 (Call 04/15/22)^(b)		300		321,486
American Axle & Manufacturing Inc., 6.25%, 03/15/26 (Call 11/09/21)		200		205,506
Aptiv Corp., 4.15%, 03/15/24 (Call 12/15/23)		260		277,472
BorgWarner Inc., 3.38%, 03/15/25 (Call 12/15/24)		199		211,625
Clarios Global LP, 6.75%, 05/15/25 (Call 05/15/22)^(b)		237		249,589
Clarios Global LP/Clarios US Finance Co., 6.25%, 05/15/26 (Call 05/15/22)^(b)		405		423,752
Cooper-Standard Automotive Inc., 13.00%, 06/01/24 (Call 06/01/22)^(b)		125		136,450
Dana Financing Luxembourg Sarl, 5.75%, 04/15/25 (Call 11/29/21)^(b)		200		205,958
GC EOS Buyer Inc., 9.25%, 08/01/25 (Call 08/01/22)^(b)(c)		120		128,707
Goodyear Tire & Rubber Co. (The) 5.00%, 05/31/26 (Call 11/30/21)		400		410,692


Security	Par (000)		Value


Auto Parts & Equipment (continued)
9.50%, 05/31/25 (Call 05/31/22)	$	385	$	419,215
Hankook Tire & Technology Co. Ltd., 3.50%, 01/30/23 (Call 01/30/22)^(d)		200		205,836
Magna International Inc., 3.63%, 06/15/24 (Call 03/15/24)		201		214,338
Meritor Inc., 6.25%, 06/01/25 (Call 06/01/22)^(b)		185		194,022
Tenneco Inc. 5.00%, 07/15/26 (Call 07/15/22)^(c)		250		243,790
5.38%, 12/15/24 (Call 11/29/21)		115		113,958
Toyota Industries Corp., 3.24%, 03/16/23 (Call 02/16/23)^(b)		250		258,270
ZF North America Capital Inc. 4.50%, 04/29/22^(b)		235		239,117
4.75%, 04/29/25^(b)		450		486,293


				5,353,628

Banks — 10.5%
ABN AMRO Bank NV 1.54%, 06/16/27 (Call 06/16/26)^(a)(b)		550		541,278
4.40%, 03/27/28 (Call 03/27/23)^(a)(d)		600		624,348
4.75%, 07/28/25^(b)		540		594,238
4.80%, 04/18/26^(b)		130		144,645
ABQ Finance Ltd. 1.88%, 09/08/25 (Call 03/08/22)^(d)		600		597,690
3.13%, 09/24/24 (Call 03/24/22)^(d)		200		208,854
Abu Dhabi Commercial Bank PJSC, 4.00%, 03/13/23 (Call 03/13/22)^(d)		200		208,502
ADCB Finance Cayman Ltd. 4.00%, 03/29/23		200		208,654
4.50%, 03/06/23 (Call 03/06/22)^(d)		640		668,870
ADIB Capital Invest 2 Ltd., 7.13%, (Call 09/20/23)^(a)(d)(e)		400		425,020
Agricultural Bank of China Ltd./Hong Kong 1.00%, 10/22/23 (Call 04/22/22)^(d)		400		400,612
1.25%, 06/17/26 (Call 12/17/21)^(d)		400		392,688
Agricultural Bank of China Ltd./New York 0.85%, 01/19/24 (Call 01/19/22)^(d)		600		598,458
1.25%, 01/19/26 (Call 01/19/22)^(d)		400		393,232
AHB Sukuk Co. Ltd., 4.38%, 09/19/23 (Call 03/19/22)^(d)		200		211,834
AIB Group PLC, 4.26%, 04/10/25 (Call 04/10/24)^(a)(b)		600		638,202
Akbank TAS 5.00%, 10/24/22 (Call 04/24/22)^(d)		300		305,856
5.13%, 03/31/25 (Call 03/31/22)^(d)		200		198,740
6.80%, 02/06/26 (Call 02/06/22)^(d)		400		411,200
AKCB Finance Ltd., 4.75%, 10/09/23 (Call 04/09/22)^(d)		400		428,576
Amber Circle Funding Ltd., 3.25%, 12/04/22
(Call 12/04/21)^(d)		1,040		1,066,770
ANZ New Zealand Int’l Ltd./London 1.25%, 06/22/26^(b)		300		295,410
3.40%, 03/19/24^(b)		665		704,095
Arab National Bank, 3.33%, 10/28/30 (Call 10/28/25)^(a)(d)		400		409,936
ASB Bank Ltd. 1.63%, 10/22/26^(b)		200		199,094
3.13%, 05/23/24^(b)		200		210,486
3.75%, 06/14/23^(b)		469		492,342
Australia & New Zealand Banking Group Ltd., 2.95%, 07/22/30 (Call 07/22/25)^(a)(b)		1,250		1,288,037
Australia & New Zealand Banking Group Ltd./New York NY, 2.63%, 11/09/22		775		792,779
Banco Bilbao Vizcaya Argentaria SA 0.88%, 09/18/23		1,950		1,952,925
1.13%, 09/18/25		2,195		2,155,556


Security	Par (000)		Value


Banks (continued)
Banco Bradesco SA/Cayman Islands 2.85%, 01/27/23^(d)	$	800	$	808,312
3.20%, 01/27/25^(d)		200		202,048
Banco de Bogota SA 5.38%, 02/19/23 (Call 02/19/22)^(d)		200		207,922
6.25%, 05/12/26 (Call 11/12/21)^(d)		400		437,472
Banco de Credito del Peru 2.70%, 01/11/25 (Call 12/11/24)^(d)		400		410,676
3.13%, 07/01/30 (Call 07/01/25)^(a)(d)		600		594,630
4.25%, 04/01/23 (Call 04/01/22)^(d)		400		417,120
Banco del Estado de Chile, 2.70%, 01/09/25 (Call 12/09/24)^(d)		400		411,764
Banco do Brasil SA/Cayman 3.88%, 10/10/22		271		276,065
4.63%, 01/15/25 (Call 01/15/22)^(d)		600		628,704
4.75%, 03/20/24 (Call 03/20/22)^(d)		600		630,564
4.88%, 04/19/23 (Call 04/19/22)^(d)		400		416,268
5.88%, 01/19/23 (Call 01/19/22)^(d)		400		417,752
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa, 4.13%, 06/06/24 (Call 12/06/21)^(d)		650		686,238
Banco Nacional de Comercio Exterior SNC/Cayman Islands, 4.38%, 10/14/25 (Call 04/14/22)^(d)		600		663,924
Banco Natioanal de Comercio Exterior, 2.72%, 08/11/31 (Call 08/11/26)^(a)(d)		200		199,442
Banco Safra SA/Cayman Islands, 4.13%, 02/08/23^(d)		200		205,744
Banco Santander Chile, 2.70%, 01/10/25 (Call 12/10/24)^(c)(d)		500		514,690
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
4.13%, 11/09/22 (Call 11/09/21)^(c)(d)		300		308,736
5.38%, 04/17/25 (Call 04/17/22)^(d)		1,000		1,107,190
Banco Santander SA 1.72%, 09/14/27 (Call 09/14/26)^(a)		800		787,096
1.85%, 03/25/26		1,100		1,101,573
2.71%, 06/27/24		1,380		1,439,243
2.75%, 05/28/25		1,175		1,220,801
3.13%, 02/23/23		265		273,223
3.85%, 04/12/23		445		464,629
Banco Votorantim SA, 4.38%, 07/29/25 (Call 01/29/22)^(d)		400		406,424
Bancolombia SA, 3.00%, 01/29/25 (Call 12/29/24)		725		732,685
Bangkok Bank PCL/Hong Kong, 4.05%, 03/19/24 (Call 03/19/22)^(d)		600		640,236
Bank Mandiri Persero Tbk PT 2.00%, 04/19/26 (Call 04/19/22)^(d)		200		199,056
3.75%, 04/11/24 (Call 04/11/22)^(d)		447		469,614
4.75%, 05/13/25 (Call 11/13/21)^(d)		200		219,454
Bank Muscat SAOG 4.75%, 03/17/26 (Call 03/17/22)^(d)		600		618,078
4.88%, 03/14/23 (Call 03/14/22)^(d)		200		205,736
Bank Negara Indonesia Persero Tbk PT, 3.75%, 03/30/26 (Call 03/30/22)^(d)		400		407,104
Bank of America Corp. 0.52%, 06/14/24 (Call 06/14/23)^(a)		1,035		1,030,146
0.81%, 10/24/24 (Call 10/24/23), (SOFR + 0.740%)^(a)		5,257		5,248,221
0.98%, 04/22/25 (Call 04/22/24), (SOFR + 0.690%)^(a)		1,092		1,087,403
0.98%, 09/25/25 (Call 09/25/24), (SOFR + 0.910%)^(a)		80		79,473
1.20%, 10/24/26 (Call 10/24/25)^(a)		3,235		3,179,358
1.32%, 06/19/26 (Call 06/19/25), (SOFR + 1.150%)^(a)		3,737		3,706,992
1.49%, 05/19/24 (Call 05/19/23)^(a)		101		102,093
1.73%, 07/22/27 (Call 07/22/26)^(a)		6,050		6,012,913


Security	Par (000)		Value


Banks (continued)
2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)^(a)	$	4,560	$	4,643,676
2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)^(a)		1,065		1,100,741
3.00%, 12/20/23 (Call 12/20/22), (3 mo. LIBOR US + 0.790%)^(a)		2,305		2,364,238
3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)^(a)		80		84,091
3.30%, 01/11/23		1,039		1,073,526
3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)^(a)		1,004		1,064,913
3.46%, 03/15/25 (Call 03/15/24)^(a)		1,084		1,142,308
3.50%, 04/19/26		15		16,193
3.55%, 03/05/24 (Call 03/05/23)^(a)		1,544		1,601,282
3.86%, 07/23/24 (Call 07/23/23)^(a)		1,385		1,454,375
3.88%, 08/01/25		290		316,535
4.00%, 04/01/24		892		957,170
4.00%, 01/22/25		232		250,043
4.10%, 07/24/23		1,059		1,123,610
4.13%, 01/22/24		1,041		1,115,681
4.20%, 08/26/24		1,080		1,168,182
4.45%, 03/03/26		530		587,288
Series L, 3.95%, 04/21/25		425		459,132
Series N, 1.66%, 03/11/27 (Call 03/11/26)^(a)		2,805		2,791,929
Bank of China Hong Kong Ltd., 5.90%, (Call 09/14/23)^(a)(b)(e)		2,000		2,137,440
Bank of China Ltd., 5.00%, 11/13/24^(d)		1,600		1,755,856
Bank of China Ltd./Hong Kong 0.75%, 02/04/24 (Call 02/04/22)^(d)		600		595,128
0.96%, 03/08/23 (Call 12/08/21), (3 mo. LIBOR US + 0.850%)^(a)(d)		200		201,252
1.25%, 06/24/25 (Call 12/24/21)^(d)		600		594,906
2.38%, 01/16/25 (Call 01/16/22)^(d)		600		613,758
3.13%, 04/17/24 (Call 04/17/22)^(d)		200		210,312
Bank of China Ltd./Paris 0.95%, 09/21/23 (Call 03/21/22)^(d)		600		599,814
1.01%, 11/22/22 (Call 11/22/21), (3 mo. LIBOR US + 0.88%)^(a)(d)		800		804,288
Bank of China Ltd./Singapore, 0.97%, 04/17/23 (Call 01/18/22), (3 mo. LIBOR US + 0.85%)^(a)(d)		900		904,059
Bank of Communication, 2.30%, 07/08/31 (Call 07/08/26)^(a)(d)		650		634,907
Bank of Communications Co. Ltd., 3.80%, (Call 11/18/25)^(a)(d)(e)		1,500		1,555,155
Bank of Communications Co. Ltd./Hong Kong
0.71%, 01/22/23 (Call 01/24/22), (3 mo. LIBOR US + 0.580%)^(a)(d)		700		701,015
0.93%, 07/20/23 (Call 01/20/22), (3 mo. LIBOR US + 0.800%)^(a)(d)		1,000		1,005,350
0.97%, 05/17/23 (Call 11/17/21), (3 mo. LIBOR US + 0.85%)^(a)(d)		200		201,130
1.02%, 12/04/22 (Call 12/06/21), (3 mo. LIBOR US + 0.900%)^(a)(d)		400		402,036
1.20%, 09/10/25 (Call 03/10/22)^(d)		400		393,112
Bank of East Asia Ltd. (The), 4.00%, 05/29/30 (Call 05/29/25)^(a)(d)		500		517,620
Bank of Ireland Group PLC, 4.50%, 11/25/23(b)		380		405,604
Bank of Montreal 0.40%, 09/15/23		510		507,629
0.45%, 12/08/23		60		59,719


Security	Par (000)		Value


Banks (continued)
0.63%, 07/09/24	$	670	$	663,561
0.95%, 01/22/27 (Call 01/22/26)^(a)		90		87,615
1.25%, 09/15/26		1,510		1,481,582
1.85%, 05/01/25		337		344,010
2.05%, 11/01/22		599		609,033
2.50%, 06/28/24		647		673,165
2.55%, 11/06/22 (Call 10/06/22)		369		376,432
4.34%, 10/05/28 (Call 10/05/23)^(a)		694		736,986
Series E, 3.30%, 02/05/24		1,366		1,439,914
Bank of New York Mellon Corp. (The)
0.35%, 12/07/23 (Call 11/07/23)		110		109,429
0.50%, 04/26/24 (Call 03/26/24)		650		645,288
1.05%, 10/15/26 (Call 09/15/26)		1,000		979,770
1.60%, 04/24/25 (Call 03/24/25)		1,411		1,430,627
1.85%, 01/27/23 (Call 01/27/22)		500		507,970
2.10%, 10/24/24		594		614,897
2.20%, 08/16/23 (Call 06/16/23)		815		836,671
2.80%, 05/04/26 (Call 02/04/26)		25		26,457
2.95%, 01/29/23 (Call 12/29/22)		572		588,382
3.25%, 09/11/24 (Call 08/11/24)		592		629,776
3.40%, 05/15/24 (Call 04/15/24)		102		108,275
3.45%, 08/11/23		487		511,535
3.50%, 04/28/23		584		609,924
Series 12, 3.65%, 02/04/24 (Call 01/05/24)		67		71,143
Series G, 3.00%, 02/24/25 (Call 01/24/25)		131		138,730
Series J, 0.85%, 10/25/24 (Call 09/25/24)		1,000		997,670
Bank of New Zealand, 3.50%, 02/20/24^(b)		360		380,866
Bank of Nova Scotia (The) 0.40%, 09/15/23		1,500		1,492,170
0.65%, 07/31/24		3,175		3,145,822
0.70%, 04/15/24		3,195		3,174,999
0.80%, 06/15/23		240		241,003
1.05%, 03/02/26		1,565		1,532,636
1.30%, 06/11/25		246		245,845
1.30%, 09/15/26 (Call 03/15/22)		3,000		2,949,210
1.35%, 06/24/26		1,120		1,110,906
1.63%, 05/01/23		581		590,435
1.95%, 02/01/23		386		392,782
2.00%, 11/15/22		400		406,644
2.20%, 02/03/25		534		550,351
2.38%, 01/18/23		252		257,708
3.40%, 02/11/24		1,351		1,426,021
4.50%, 12/16/25		25		27,812
Bank of the Philippine Islands
2.50%, 09/10/24 (Call 03/10/22)^(d)		400		415,012
4.25%, 09/04/23 (Call 03/04/22)^(d)		400		422,476
Bank Rakyat Indonesia Persero Tbk PT
3.95%, 03/28/24 (Call 03/28/22)^(d)		200		211,922
4.63%, 07/20/23 (Call 01/20/22)^(d)		200		211,458
BankUnited Inc., 4.88%, 11/17/25 (Call 08/17/25)		110		122,625
Banque Federative du Credit Mutuel SA
1.00%, 02/04/25^(b)		2,000		1,986,140
1.60%, 10/04/26^(b)		2,000		1,993,880
2.13%, 11/21/22^(b)		500		508,880
2.38%, 11/21/24^(b)		200		206,854
3.75%, 07/20/23^(b)		492		517,569
Barclays PLC
1.01%, 12/10/24 (Call 12/10/23)^(a)		125		124,929
2.85%, 05/07/26 (Call 05/07/25)^(a)		1,060		1,102,474
3.68%, 01/10/23 (Call 01/10/22)		365		367,150


Security	Par (000)		Value


Banks (continued)
3.93%, 05/07/25 (Call 05/07/24)^(a)	$	1,460	$	1,553,644
4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)^(a)		790		831,333
4.38%, 09/11/24		400		432,176
4.38%, 01/12/26		1,050		1,156,323
5.20%, 05/12/26		1,255		1,420,785
BBK BSC, 5.50%, 07/09/24 (Call 01/09/22)^(d)		600		622,440
BBVA Bancomer SA/Texas
1.88%, 09/18/25 (Call 03/18/22)^(d)		400		400,860
4.38%, 04/10/24 (Call 04/10/22)^(d)		200		214,586
BBVA USA
3.88%, 04/10/25 (Call 03/10/25)		130		140,453
2.50%, 08/27/24 (Call 07/27/24)		80		83,302
BDO Unibank Inc.
2.13%, 01/13/26 (Call 01/13/22)^(d)		400		405,128
2.95%, 03/06/23 (Call 03/06/22)^(d)		150		153,372
BNG Bank NV
1.50%, 10/16/24^(b)(c)		1,000		1,019,190
2.50%, 01/23/23^(b)		595		610,476
2.63%, 02/27/24^(b)		1,000		1,044,350
3.00%, 09/20/23^(b)		500		522,945
BNP Paribas SA
1.32%, 01/13/27 (Call 01/13/26)^(a)(b)		2,120		2,071,812
1.68%, 06/30/27 (Call 06/30/26)^(a)(b)		1,100		1,083,962
2.22%, 06/09/26 (Call 06/09/25)^(a)(b)		1,420		1,445,730
2.82%, 11/19/25 (Call 11/19/24)^(a)(b)		980		1,017,171
3.25%, 03/03/23		930		963,768
3.38%, 01/09/25^(b)		965		1,020,333
3.50%, 03/01/23^(b)		535		554,790
4.71%, 01/10/25 (Call 01/10/24)^(a)(b)		850		913,546
BNZ International Funding Ltd./London
2.65%, 11/03/22^(b)		250		255,350
3.38%, 03/01/23^(b)		500		518,545
BOS Funding Ltd., 4.00%, 09/18/24 (Call 03/18/22)^(d)		400		411,416
BOSCI BVI Ltd., 1.25%, 09/10/23 (Call 03/10/22)^(d)		400		397,480
Boubyan Sukuk Ltd., 2.59%, 02/18/25 (Call 02/18/22)^(d)		400		414,088
BPCE SA
1.65%, 10/06/26 (Call 10/06/25)^(a)(b)		1,460		1,449,357
2.05%, 10/19/27 (Call 10/19/26)^(a)(b)		1,595		1,587,360
2.38%, 01/14/25^(b)		1,355		1,388,807
2.75%, 01/11/23^(b)		675		692,874
4.00%, 09/12/23^(b)		260		274,700
4.00%, 04/15/24		855		917,355
4.50%, 03/15/25^(b)		600		653,106
4.63%, 07/11/24^(b)		215		232,200
5.15%, 07/21/24^(b)		375		410,640
5.70%, 10/22/23^(b)		585		636,626
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3 mo. LIBOR US + 2.470%)^(a)		125		131,093
Caixa Economica Federal, 3.50%, 11/07/22^(d)		350		355,852
Canadian Imperial Bank of Commerce
0.45%, 06/22/23		382		380,632
0.50%, 12/14/23		1,935		1,921,958
0.95%, 06/23/23		535		537,284
0.95%, 10/23/25		60		58,975
1.00%, 10/18/24		1,000		995,830
1.25%, 06/22/26 (Call 12/22/21)		730		715,736
2.25%, 01/28/25		448		461,816
3.10%, 04/02/24		818		860,176
3.50%, 09/13/23		804		847,697


Security	Par (000)		Value


Banks (continued)
CBQ Finance Ltd.
2.00%, 09/15/25 (Call 03/15/22)^(d)	$	400	$	402,092
2.00%, 05/12/26 (Call 11/12/21)^(d)		200		199,688
5.00%, 05/24/23 (Call 11/24/21)^(d)		400		425,088
China CITIC Bank Corp. Ltd., 1.12%, 12/14/22 (Call 12/14/21), (3 mo. LIBOR US + 1.000%)^(a)(d)		800		801,224
China CITIC Bank International Ltd., 4.63%, 02/28/29 (Call 02/28/24)^(a)(d)		250		262,630
China Construction Bank Corp.
2.45%, 06/24/30 (Call 06/24/25)^(a)(d)		1,200		1,205,940
4.25%, 02/27/29 (Call 02/27/24)^(a)(d)		1,510		1,600,253
China Construction Bank Corp./Hong Kong
0.86%, 04/22/24 (Call 04/22/22)^(d)		600		598,314
1.25%, 08/04/25 (Call 02/04/22)^(d)		600		592,530
1.46%, 04/22/26 (Call 04/22/22)^(d)		600		594,798
China Development Bank, 3.00%, 06/01/26 (Call 12/01/21)^(d)		600		636,792
China Everbright Bank Co. Ltd., 0.97%, 08/03/23 (Call 11/03/21)^(a)(d)		1,000		1,001,070
China Everbright Bank/HK, 0.84%, 06/15/24 (Call 12/15/21)^(d)		200		198,770
China Merchants Bank Co. Ltd./Hong Kong, 1.20%, 09/10/25 (Call 03/10/22)^(d)		600		588,918
China Minsheng Banking Corp. Ltd./Hong Kong, 1.17%, 03/09/23 (Call 12/09/21), (3 mo. LIBOR US + 1.050%)^(a)(d)		600		599,886
CIMB Bank Bhd, 0.90%, 10/09/24 (Call 01/10/22), (3 mo. LIBOR US + 0.780%)^(a)(d)		400		403,124
CIT Group Inc.
3.93%, 06/19/24 (Call 06/19/23)^(a)		250		260,150
4.75%, 02/16/24 (Call 11/16/23)		273		290,764
5.00%, 08/15/22		475		489,597
5.00%, 08/01/23		375		398,213
5.25%, 03/07/25 (Call 12/07/24)		255		280,661
Citibank N.A., 3.65%, 01/23/24 (Call 12/23/23)		1,045		1,107,773
Citigroup Inc.
0.78%, 10/30/24 (Call 04/30/22), (SOFR + 0.686%)^(a)		242		241,354
0.98%, 05/01/25 (Call 05/01/24), (SOFR + 0.669%)^(a)		855		851,323
1.00%, 11/03/25 (Call 11/03/24)^(a)		195		195,125
1.12%, 01/28/27 (Call 01/28/26)^(a)		2,734		2,667,181
1.46%, 06/09/27 (Call 06/09/26)^(a)		1,930		1,900,278
1.68%, 05/15/24 (Call 05/15/23)^(a)		819		830,957
3.11%, 04/08/26 (Call 04/08/25), (SOFR + 2.842%)^(a)		2,707		2,850,958
3.20%, 10/21/26 (Call 07/21/26)		250		265,790
3.30%, 04/27/25		70		74,729
3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)^(a)		1,723		1,814,715
3.38%, 03/01/23		10		10,361
3.50%, 05/15/23		653		680,217
3.70%, 01/12/26		75		81,360
3.75%, 06/16/24		494		529,010
3.88%, 10/25/23		665		706,536
3.88%, 03/26/25		245		263,395
4.00%, 08/05/24		146		156,982
4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)^(a)		1,326		1,394,249
4.40%, 06/10/25		1,477		1,615,882
4.60%, 03/09/26		365		407,066
5.50%, 09/13/25		1,136		1,296,153


Security	Par (000)		Value


Banks (continued)
Citizens Bank N.A./Providence RI, 2.25%, 04/28/25 (Call 03/28/25)	$	130	$	134,159
Comerica Bank, 2.50%, 07/23/24		350		364,844
Comerica Inc., 3.70%, 07/31/23 (Call 01/31/22)		1,236		1,296,094
Commerzbank AG, 8.13%, 09/19/23^(b)		450		503,586
Commonwealth Bank of Australia, 1.13%, 06/15/26^(b)		970		954,684
Cooperatieve Rabobank U.A.
3.95%, 11/09/22		525		542,771
4.38%, 08/04/25		405		444,581
Cooperatieve Rabobank U.A./New York, 2.75%, 01/10/23		610		626,421
Cooperatieve Rabobank UA
1.00%, 09/24/26 (Call 09/24/25)^(a)(b)		600		587,178
1.11%, 02/24/27 (Call 02/24/26)^(a)(b)		2,200		2,147,640
1.34%, 06/24/26 (Call 06/24/25)^(a)(b)		1,050		1,042,566
2.63%, 07/22/24^(b)		725		755,153
3.88%, 09/26/23^(b)		602		637,681
Credicorp Ltd., 2.75%, 06/17/25 (Call 05/17/25)^(d)		600		610,554
Credit Agricole SA, 1.25%, 01/26/27 (Call 01/26/26)^(a)(b)		1,050		1,024,537
Credit Agricole SA/London
1.91%, 06/16/26 (Call 06/16/25)^(a)(b)		1,240		1,252,350
3.25%, 10/04/24^(b)		1,535		1,623,800
3.75%, 04/24/23^(b)		535		559,353
Credit Bank of Moscow Via CBOM Finance PLC, 4.70%, 01/29/25 (Call 01/29/22)^(d)		400		411,056
Credit Suisse AG/New York NY
0.50%, 02/02/24		670		664,473
0.52%, 08/09/23		500		498,760
1.00%, 05/05/23		1,250		1,256,425
1.25%, 08/07/26		935		913,056
2.95%, 04/09/25		1,025		1,079,366
Credit Suisse Group AG
1.31%, 02/02/27 (Call 02/02/26)^(a)(b)		830		804,486
2.19%, 06/05/26 (Call 06/05/25)^(a)(b)		1,965		1,988,266
2.59%, 09/11/25 (Call 09/11/24)^(a)(b)		950		976,524
3.00%, 12/14/23 (Call 12/14/22)^(a)(b)		355		363,172
3.57%, 01/09/23 (Call 01/09/22)^(b)		650		653,536
3.75%, 03/26/25		625		669,500
3.80%, 06/09/23		975		1,020,503
4.21%, 06/12/24 (Call 06/12/23)^(a)(b)		550		577,357
4.55%, 04/17/26		2,000		2,222,720
Daegu Bank Ltd. (The), 3.75%, 08/13/23 (Call 02/13/22)^(d)		200		209,364
Danske Bank A/S 1.23%, 06/22/24 (Call 06/22/23)^(b)		500		502,970
3.24%, 12/20/25 (Call 12/20/24)^(a)(b)		1,000		1,050,890
3.88%, 09/12/23^(b)		250		262,878
5.38%, 01/12/24^(b)		735		799,224
DBS Group Holdings Ltd. 1.82%, 03/10/31 (Call 03/10/26)^(a)(d)		600		592,482
3.30%, (Call 02/27/25)^(a)(d)(e)		400		407,520
4.52%, 12/11/28 (Call 12/11/23)^(a)(b)(c)		410		436,929
Deutsche Bank AG
4.30%, 05/24/28 (Call 05/24/23), (5 year USD Swap + 2.248%)^(a)		800		829,176
4.50%, 04/01/25		900		964,863
Deutsche Bank AG/London, 3.70%, 05/30/24		704		744,916
Deutsche Bank AG/New York NY 0.90%, 05/28/24		560		556,147
1.45%, 04/01/25 (Call 04/01/24)^(a)		1,362		1,362,272
1.69%, 03/19/26		535		533,117
2.13%, 11/24/26 (Call 11/24/25)^(a)		1,260		1,265,418


Security	Par (000)		Value


Banks (continued)
2.22%, 09/18/24 (Call 09/18/23)^(a)	$	1,170	$	1,192,616
3.30%, 11/16/22		605		621,184
3.95%, 02/27/23		630		654,450
3.96%, 11/26/25 (Call 11/26/24)^(a)		810		864,821
Development Bank of Kazakhstan JSC, 4.13%, 12/10/22 (Call 12/10/21)^(d)		200		206,352
Dexia Credit Local SA, 1.63%, 10/16/24^(b)		1,500		1,531,710
DIB Sukuk Ltd. 1.96%, 06/22/26 (Call 12/22/21)^(d)		400		399,072
2.95%, 02/20/25 (Call 02/20/22)^(d)		500		519,325
2.95%, 01/16/26 (Call 01/16/22)^(d)		1,000		1,036,860
3.63%, 02/06/23 (Call 02/06/22)^(d)		800		824,976
DIB Tier 1 Sukuk 3 Ltd., 6.25%, (Call 01/22/25)^(a)(d)(e)		400		424,108
Discover Bank 2.45%, 09/12/24 (Call 08/12/24)		755		780,859
3.35%, 02/06/23 (Call 01/06/23)		275		283,591
3.45%, 07/27/26 (Call 04/27/26)		10		10,726
4.20%, 08/08/23		10		10,601
4.68%, 08/09/28 (Call 08/09/23)^(a)		440		465,216
DNB Bank ASA, 1.54%, 05/25/27 (Call 05/25/26)^(a)(b)		800		791,376
Doha Finance Ltd., 2.38%, 03/31/26 (Call 03/31/22)^(d)		400		405,176
Ecobank Transnational Inc., 9.50%, 04/18/24 (Call 04/18/22)^(d)		400		434,372
EI Sukuk Co. Ltd., 1.83%, 09/23/25 (Call 03/23/22)^(d)		200		199,972
Emirates Development Bank PJSC 1.64%, 06/15/26 (Call 12/15/21)^(d)		400		398,720
3.52%, 03/06/24 (Call 03/06/22)^(d)		400		423,100
Emirates NBD Bank PJSC 1.64%, 01/13/26 (Call 01/13/22)^(d)		400		401,004
2.63%, 02/18/25 (Call 02/18/22)^(d)		800		832,440
6.13%, (Call 01/09/22)^(a)(d)(e)		400		432,752
6.13%, (Call 03/20/25)^(a)(d)(e)		400		422,572
Fab Sukuk Co. Ltd. 1.41%, 01/14/26 (Call 01/14/22)^(d)		400		399,184
3.63%, 03/05/23 (Call 03/05/22)^(d)		200		207,946
3.88%, 01/22/24 (Call 01/22/22)^(d)		800		851,712
Federation des Caisses Desjardins du Quebec 0.70%, 05/21/24^(b)		515		511,055
2.05%, 02/10/25^(b)		345		352,262
Fifth Third Bancorp. 1.63%, 05/05/23 (Call 04/05/23)		666		675,431
1.71%, 11/01/27 (Call 11/01/26)		1,000		997,530
2.38%, 01/28/25 (Call 01/28/22)		330		340,593
3.65%, 01/25/24 (Call 12/25/23)		1,465		1,550,160
4.30%, 01/16/24 (Call 12/16/23)		229		244,650
Fifth Third Bank NA 1.80%, 01/30/23 (Call 12/30/22)		470		477,106
3.95%, 07/28/25 (Call 06/28/25)		15		16,447
First Horizon Corp. 3.55%, 05/26/23 (Call 04/26/23)		167		173,394
4.00%, 05/26/25 (Call 04/26/25)		235		253,875
FirstRand Bank Ltd., 6.25%, 04/23/28 (Call 04/23/23)^(a)(d)		400		415,756
FNB Corp./PA, 2.20%, 02/24/23 (Call 01/24/23)		101		102,183
Freedom Mortgage Corp. 7.63%, 05/01/26 (Call 05/01/23)^(b)		315		308,602
8.13%, 11/15/24 (Call 11/29/21)^(b)		225		227,284
8.25%, 04/15/25 (Call 11/29/21)^(b)		293		296,671
Goldman Sachs Group Inc. (The) 0.48%, 01/27/23 (Call 01/27/22)		850		848,427
0.52%, 03/08/23 (Call 03/08/22)		270		269,492


Security	Par (000)		Value


Banks (continued)
0.63%, 11/17/23 (Call 11/17/22), (SOFR + 0.538%)^(a)	$	880	$	879,023
0.66%, 09/10/24 (Call 09/10/23)^(a)		1,017		1,012,271
0.67%, 03/08/24 (Call 03/08/23)^(a)		933		931,190
0.86%, 02/12/26 (Call 02/12/25), (SOFR + 0.609%)^(a)		155		152,088
0.93%, 10/21/24 (Call 10/21/23)^(a)		1,000		998,900
1.09%, 12/09/26 (Call 12/09/25)^(a)		1,300		1,268,995
1.43%, 03/09/27 (Call 03/09/26), (SOFR + 0.798%)^(a)		548		539,358
1.54%, 09/10/27 (Call 09/10/26)^(a)		1,500		1,474,590
1.95%, 10/21/27 (Call 10/21/26)^(a)		1,335		1,337,430
3.20%, 02/23/23 (Call 01/23/23)		1,044		1,075,946
3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)^(a)		867		914,503
3.50%, 01/23/25 (Call 10/23/24)		1,165		1,237,976
3.50%, 04/01/25 (Call 03/01/25)		2,673		2,852,144
3.63%, 01/22/23		1,173		1,215,122
3.63%, 02/20/24 (Call 01/20/24)		1,187		1,255,347
3.75%, 05/22/25 (Call 02/22/25)		596		640,044
3.75%, 02/25/26 (Call 11/25/25)		1,040		1,126,788
3.85%, 07/08/24 (Call 04/08/24)		988		1,053,178
4.00%, 03/03/24		1,796		1,918,056
4.25%, 10/21/25		1,515		1,661,243
Gulf International Bank BSC, 2.38%, 09/23/25 (Call 03/23/22)^(d)		200		201,974
Hana Bank, 3.50%, 01/30/24 (Call 01/30/22)^(d)		200		211,098
HSBC Holdings PLC 0.98%, 05/24/25 (Call 05/24/24)^(a)		1,295		1,284,368
1.59%, 05/24/27 (Call 05/24/26)^(a)		1,200		1,178,016
1.65%, 04/18/26 (Call 04/18/25)^(a)		1,765		1,759,864
2.10%, 06/04/26 (Call 06/04/25)^(a)		1,000		1,012,140
2.63%, 11/07/25 (Call 11/07/24), (SOFR + 1.401%)^(a)		935		967,304
3.03%, 11/22/23 (Call 11/22/22)^(a)		460		471,233
3.60%, 05/25/23		350		365,824
3.80%, 03/11/25 (Call 03/11/24)^(a)		1,205		1,275,505
3.90%, 05/25/26		505		548,460
3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)^(a)		415		434,493
4.25%, 03/14/24		1,025		1,091,891
4.25%, 08/18/25		1,010		1,094,497
4.29%, 09/12/26 (Call 03/12/22)^(a)		75		81,725
4.30%, 03/08/26		2,105		2,316,489
HSBC USA Inc., 3.50%, 06/23/24		460		490,489
Huntington Bancshares Inc./OH 2.63%, 08/06/24 (Call 07/06/24)		1,092		1,134,610
4.00%, 05/15/25 (Call 04/15/25)		361		392,208
Huntington National Bank (The), 1.80%, 02/03/23 (Call 01/03/23)		405		410,783
ICICI Bank Ltd./Dubai, 4.00%, 03/18/26^(d)		200		213,984
Industrial & Commercial Bank of China Ltd., 4.88%, 09/21/25 (Call 03/21/22)^(d)		600		658,932
Industrial & Commercial Bank of China Ltd./Dubai DIFC
0.89%, 10/17/24 (Call 01/18/22), (3 mo. LIBOR US + 0.770%)^(a)(d)		600		603,030
0.97%, 03/05/23 (Call 12/06/21), (3 mo. LIBOR US + 0.850%)^(a)(d)		200		200,954
Industrial & Commercial Bank of China Ltd./Hong Kong
0.90%, 09/16/24 (Call 12/16/21), (3 mo. LIBOR US + 0.780%)^(a)(d)		800		805,560
1.00%, 07/20/23 (Call 01/20/22)^(d)		1,000		1,001,450
1.20%, 07/20/25 (Call 01/20/22)^(d)		1,000		985,990


Security	Par (000)		Value


Banks (continued)
Industrial & Commercial Bank of China Ltd./London, 0.97%, 10/25/23 (Call 01/25/22), (3 mo. LIBOR US + 0.850%)^(a)(d)	$	400	$	403,248
Industrial & Commercial Bank of China Ltd./New York NY, 2.96%, 11/08/22		250		255,255
Industrial & Commercial Bank of China Ltd./Singapore
0.95%, 04/25/24 (Call 01/25/22), (3 mo. LIBOR US + 0.830%)^(a)(d)		600		605,106
0.97%, 04/16/23 (Call 01/18/22), (3 mo. LIBOR US + 0.85%)^(a)(d)		300		301,893
1.20%, 09/09/25 (Call 03/09/22)^(d)		400		394,196
Industrial & Commercial Bank of China Macau Ltd., 2.88%, 09/12/29 (Call 09/12/24)^(a)(d)		300		308,253
Industrial Bank Co. Ltd./Hong Kong 0.88%, 06/10/24 (Call 12/10/21)^(d)		700		695,324
1.13%, 11/06/23 (Call 11/06/21)^(d)		200		199,296
Industrial Senior Trust, 5.50%, 11/01/22		300		307,500
ING Groep NV 1.40%, 07/01/26 (Call 07/01/25)^(a)(b)		500		496,905
1.73%, 04/01/27 (Call 04/01/26)^(a)		685		683,178
3.55%, 04/09/24		605		642,020
4.10%, 10/02/23		995		1,058,083
4.70%, 03/22/28 (Call 03/22/23)^(a)(d)		400		417,848
International Bank of Azerbaijan OJSC, 3.50%, 09/01/24 (Call 03/01/22)^(d)		480		482,472
Intesa Sanpaolo SpA 3.38%, 01/12/23^(b)		205		211,205
5.02%, 06/26/24^(b)		1,100		1,185,558
5.25%, 01/12/24		255		276,356
5.71%, 01/15/26^(b)		675		749,527
Series XR, 3.25%, 09/23/24^(b)		465		487,864
Itau Unibanco Holding SA/Cayman Island 2.90%, 01/24/23^(d)		800		809,264
3.25%, 01/24/25^(c)(d)		400		404,088
5.13%, 05/13/23^(d)		600		628,752
JPMorgan Chase & Co. 0.56%, 02/16/25 (Call 02/16/24)^(a)		145		143,521
0.65%, 09/16/24 (Call 09/16/23)^(a)		27		26,953
0.70%, 03/16/24 (Call 03/16/23), (SOFR + 0.580%)^(a)		929		929,046
0.77%, 08/09/25 (Call 08/09/24), (SOFR + 0.490%)^(a)		2,010		1,986,322
0.82%, 06/01/25 (Call 06/01/24)^(a)		960		952,205
0.97%, 06/23/25 (Call 06/23/24)^(a)		1,135		1,128,610
1.04%, 02/04/27 (Call 02/04/26)^(a)		295		286,504
1.05%, 11/19/26 (Call 11/19/25), (SOFR + 0.800%)^(a)		1,245		1,214,298
1.47%, 09/22/27 (Call 09/22/26)^(a)		2,010		1,973,137
1.51%, 06/01/24 (Call 06/01/23)^(a)		584		591,084
1.58%, 04/22/27 (Call 04/22/26), (SOFR + 0.885%)^(a)		1,770		1,753,769
2.01%, 03/13/26 (Call 03/13/25)^(a)		3,285		3,344,360
2.08%, 04/22/26 (Call 04/22/25)^(a)		3,299		3,364,848
2.30%, 10/15/25 (Call 10/15/24)^(a)		1,375		1,415,617
2.70%, 05/18/23 (Call 03/18/23)		1,419		1,460,775
2.95%, 10/01/26 (Call 07/01/26)		200		211,594
2.97%, 01/15/23 (Call 01/15/22)		763		766,899
3.13%, 01/23/25 (Call 10/23/24)		307		323,882
3.20%, 01/25/23		1,647		1,701,582
3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)^(a)		868		909,812
3.30%, 04/01/26 (Call 01/01/26)		161		172,133
3.38%, 05/01/23		1,235		1,284,857


Security	Par (000)		Value


Banks (continued)
3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)^(a)	$	1,631	$	1,698,018
3.63%, 05/13/24		880		940,166
3.80%, 07/23/24 (Call 07/23/23)^(a)		1,792		1,882,890
3.88%, 02/01/24		300		320,025
3.88%, 09/10/24		1,972		2,120,235
3.90%, 07/15/25 (Call 04/15/25)		133		144,451
3.96%, 01/29/27 (Call 01/29/26)^(a)		1,155		1,258,049
4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)^(a)		1,054		1,120,518
Kasikornbank Public Company Ltd., 3.26%, 07/12/23 (Call 01/12/22)^(d)		200		207,622
KeyBank N.A./Cleveland OH 0.42%, 01/03/24 (Call 01/03/23)^(a)		995		992,950
1.25%, 03/10/23		1,825		1,843,140
2.30%, 09/14/22		5		5,086
3.30%, 06/01/25		120		128,779
3.38%, 03/07/23		270		280,193
KeyCorp., 4.15%, 10/29/25		200		220,568
KfW 0.25%, 04/25/23		830		828,049
0.25%, 10/19/23		355		352,994
0.25%, 03/08/24		1,235		1,223,354
0.38%, 07/18/25		5,635		5,508,156
0.50%, 09/20/24		650		644,469
0.63%, 01/22/26		6,979		6,834,186
1.38%, 08/05/24		2,822		2,869,410
1.63%, 02/15/23		149		151,396
2.00%, 05/02/25		2,561		2,653,426
2.13%, 01/17/23		2,221		2,268,929
2.38%, 12/29/22		2,677		2,740,713
2.50%, 11/20/24		3,304		3,468,804
2.63%, 02/28/24		2,193		2,292,716
Kookmin Bank 1.38%, 05/06/26^(d)		200		198,120
1.75%, 05/04/25^(d)		800		808,064
4.35%, (Call 07/02/24)^(a)(d)(e)		200		210,158
Korea Development Bank (The) 0.40%, 03/09/24		200		198,518
0.47%, 02/18/23, (3 mo. LIBOR US + 0.350%)^(a)		500		501,040
2.13%, 10/01/24		400		415,408
3.00%, 01/13/26		600		639,894
3.25%, 02/19/24		450		475,902
3.38%, 09/16/25		400		431,464
3.75%, 01/22/24		800		853,312
Landesbank Baden-Wuerttemberg, 7.63%, 02/01/23		225		244,031
Landeskreditbank Baden-Wuerttemberg Foerderbank, 2.00%, 07/23/24 (Call 07/23/22)^(d)		1,500		1,549,110
Landwirtschaftliche Rentenbank 0.88%, 03/30/26		100		98,764
1.88%, 04/17/23 (Call 04/17/22)^(d)		1,320		1,347,826
2.00%, 01/13/25		1,917		1,983,999
2.38%, 01/23/24 (Call 01/23/22)^(d)		2,004		2,080,413
2.38%, 06/10/25		165		173,151
3.13%, 11/14/23		1,037		1,090,291
Series 40, 0.50%, 05/27/25		836		821,955
Lloyds Banking Group PLC 1.63%, 05/11/27 (Call 05/11/26)^(a)		2,020		1,994,770
2.44%, 02/05/26 (Call 02/05/25)^(a)		1,295		1,332,374
2.91%, 11/07/23 (Call 11/07/22)^(a)		1,505		1,537,990


Security	Par (000)		Value


Banks (continued)
3.87%, 07/09/25 (Call 07/09/24)^(a)	$	330	$	352,859
3.90%, 03/12/24		465		495,616
4.05%, 08/16/23		575		608,413
4.45%, 05/08/25		500		550,420
4.50%, 11/04/24		205		223,104
4.65%, 03/24/26		1,000		1,112,460
M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)		560		586,527
Macquarie Bank Ltd. 2.30%, 01/22/25^(b)		580		597,470
3.90%, 01/15/26^(b)		300		328,668
4.00%, 07/29/25^(b)		500		546,415
Macquarie Group Ltd. 1.20%, 10/14/25 (Call 10/14/24)^(a)(b)		1,000		993,790
1.34%, 01/12/27 (Call 01/12/26)^(a)(b)		660		647,407
1.63%, 09/23/27 (Call 09/23/26)^(a)(b)		1,000		981,530
1.94%, 04/14/28 (Call 04/14/27)^(a)(b)		1,000		987,570
3.19%, 11/28/23 (Call 11/28/22)^(a)(b)		1,387		1,422,757
4.15%, 03/27/24 (Call 03/27/23)^(a)(b)		383		400,024
Malayan Banking Bhd, 0.92%, 08/16/24 (Call 11/16/21), (3 mo. LIBOR US + 0.800%)^(a)(d)		400		403,072
MAR Sukuk Ltd., 2.21%, 09/02/25 (Call 03/02/22)^(d)		600		611,232
Mashreqbank PSC, 4.25%, 02/26/24 (Call 02/26/22)^(d)		200		212,964
Metropolitan Bank & Trust Co., 2.13%, 01/15/26 (Call 01/15/22)^(d)		400		404,524
Mitsubishi UFJ Financial Group Inc. 0.95%, 07/19/25 (Call 07/19/24)^(a)		1,085		1,078,230
0.96%, 10/11/25 (Call 10/11/24)^(a)		820		813,678
1.41%, 07/17/25		1,635		1,631,566
1.54%, 07/20/27 (Call 07/20/26)^(a)		1,250		1,234,387
1.64%, 10/13/27 (Call 10/13/26)^(a)		1,000		989,750
2.19%, 02/25/25		1,105		1,135,266
2.80%, 07/18/24		250		261,345
3.41%, 03/07/24		1,609		1,699,056
3.46%, 03/02/23		793		823,118
3.76%, 07/26/23		1,577		1,660,092
3.78%, 03/02/25		65		70,169
Mizuho Financial Group Inc. 1.24%, 07/10/24 (Call 07/10/23), (SOFR + 1.252%)^(a)		1,595		1,605,974
1.55%, 07/09/27 (Call 07/09/26)^(a)		1,000		986,790
2.23%, 05/25/26 (Call 05/25/25)^(a)		1,045		1,066,412
2.56%, 09/13/25 (Call 09/13/24)^(a)		1,215		1,258,169
2.84%, 07/16/25 (Call 07/16/24), (SOFR + 1.242%)^(a)		235		244,818
2.84%, 09/13/26		200		210,512
3.55%, 03/05/23		950		987,078
3.92%, 09/11/24 (Call 09/11/23)^(a)		850		897,464
Morgan Stanley 0.53%, 01/25/24 (Call 01/25/23), (SOFR + 0.455%)^(a)		5,182		5,170,081
0.56%, 11/10/23 (Call 11/10/22), (SOFR + 0.466%)^(a)		2,356		2,353,738
0.73%, 04/05/24 (Call 04/05/23), (SOFR + 0.610%)^(a)		346		345,599
0.79%, 01/22/25 (Call 01/22/24), (SOFR + 0.590%)^(a)		105		104,371
0.79%, 05/30/25 (Call 05/30/24)^(a)		2,179		2,156,295
0.99%, 12/10/26 (Call 12/10/25)^(a)		4,895		4,754,611
1.16%, 10/21/25 (Call 10/21/24)^(a)		1,000		994,940
1.51%, 07/20/27 (Call 07/20/26), (SOFR + 0.858%)^(a)		1,100		1,082,125
1.59%, 05/04/27 (Call 11/04/21), (SOFR + 0.879%)^(a)		635		629,012
2.19%, 04/28/26 (Call 04/28/25), (SOFR + 1.990%)^(a)		3,201		3,276,608
2.72%, 07/22/25 (Call 07/22/24), (SOFR + 1.152%)^(a)		1,397		1,449,904
3.13%, 01/23/23		1,394		1,437,186
3.13%, 07/27/26		145		154,016
3.70%, 10/23/24		1,188		1,274,178


Security	Par (000)		Value


Banks (continued)
3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)^(a)	$	1,336	$	1,393,354
3.75%, 02/25/23		1,146		1,192,952
3.88%, 01/27/26		330		360,212
4.00%, 07/23/25		207		225,878
4.10%, 05/22/23		950		998,374
4.88%, 11/01/22		1,248		1,300,878
6.25%, 08/09/26		205		246,515
Series F, 3.88%, 04/29/24		1,265		1,350,615
Series I, 0.86%, 10/21/25 (Call 10/21/24), (SOFR + 0.745%)^(a)		262		259,236
MUFG Americas Holdings Corp., 3.00%, 02/10/25 (Call 02/10/22)		60		63,726
MUFG Bank Ltd., 3.25%, 09/08/24^(b)(c)		500		529,830
MUFG Union Bank N.A., 2.10%, 12/09/22 (Call 11/09/22)		400		406,564
Nanyang Commercial Bank Ltd., 3.80%, 11/20/29 (Call 11/20/24)^(a)(d)		500		514,155
National Australia Bank Ltd., 3.45%, 12/04/23^(b)		250		264,508
National Australia Bank Ltd./New York 1.88%, 12/13/22		525		533,883
2.50%, 07/12/26		215		225,322
3.63%, 06/20/23		525		551,276
National Bank of Canada 0.75%, 08/06/24		300		297,537
2.10%, 02/01/23		990		1,008,137
National Bank of Oman SAOG, 5.63%, 09/25/23 (Call 03/25/22)^(d)		200		209,096
National Securities Clearing Corp., 1.50%, 04/23/25 (Call 03/23/25)^(b)		1,000		1,009,360
Natwest Group PLC 1.64%, 06/14/27 (Call 06/14/26)^(a)		745		735,278
2.36%, 05/22/24 (Call 05/22/23)^(a)		420		429,454
3.75%, 11/01/29 (Call 11/01/24)^(a)		685		723,333
3.88%, 09/12/23		1,742		1,835,998
4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)^(a)		545		583,297
4.52%, 06/25/24 (Call 06/25/23)^(a)		505		534,255
4.80%, 04/05/26		175		196,404
5.13%, 05/28/24		505		551,576
6.00%, 12/19/23		528		580,826
NatWest Markets PLC 0.80%, 08/12/24^(b)		390		386,264
1.60%, 09/29/26^(b)		1,000		987,510
2.38%, 05/21/23^(b)		75		76,964
NBK SPC Ltd., 1.63%, 09/15/27 (Call 09/15/26)^(a)(d)		200		196,826
NBK Tier 1 Financing 2 Ltd., 4.50%, (Call 11/27/21)^(a)(d)(e)		400		410,640
Nbk Tier 2 Ltd., 2.50%, 11/24/30 (Call 11/24/25)^(a)(d)		400		401,516
Nederlandse Waterschapsbank NV, 1.75%, 01/15/25^(b)(c)		1,950		2,000,895
NongHyup Bank 0.88%, 07/28/24^(d)		200		199,284
1.25%, 07/20/25^(d)		400		396,920
3.88%, 07/30/23^(d)		400		421,144
Noor Sukuk Co. Ltd., 4.47%, 04/24/23 (Call 04/24/22)^(d)		200		209,984
Nordea Bank Abp 0.63%, 05/24/24^(b)		205		203,553
0.75%, 08/28/25^(b)		30		29,401
1.50%, 09/30/26^(b)		200		197,084
3.75%, 08/30/23^(b)		645		680,140
Norinchukin Bank (The), 1.28%, 09/22/26^(b)		915		906,902
Northern Trust Corp., 3.95%, 10/30/25		165		182,234


Security	Par (000)		Value

Banks (continued)
NRW Bank
0.38%, 02/10/25 (Call 02/10/22)^(d)	$	600	$	589,200
0.63%, 05/19/25 (Call 05/19/22)^(d)		48		47,363
0.88%, 03/09/26 (Call 03/09/22)^(d)		435		429,093
1.88%, 07/31/24		2,244		2,308,986
2.25%, 05/31/23 (Call 05/31/22)^(d)		600		616,656
Oesterreichische Kontrollbank AG 0.38%, 09/17/25		560		545,362
0.50%, 02/02/26		100		97,231
1.50%, 02/12/25		1,892		1,926,756
2.88%, 03/13/23		1,510		1,560,540
Oversea-Chinese Banking Corp. Ltd. 1.83%, 09/10/30 (Call 09/10/25)^(a)(b)		1,235		1,224,095
4.25%, 06/19/24^(b)		525		564,317
Philippine National Bank, 3.28%, 09/27/24 (Call 12/27/21)^(d)		1,000		1,022,090
PNC Bank N.A.
2.70%, 11/01/22 (Call 10/01/22)		750		765,158
3.50%, 06/08/23 (Call 12/08/21)		765		799,808
PNC Financial Services Group Inc. (The) 1.15%, 08/13/26 (Call 07/13/26)		700		693,525
2.20%, 11/01/24 (Call 10/02/24)		745		773,779
2.60%, 07/23/26 (Call 01/23/22)		30		31,525
2.85%, 11/09/22^(f)		150		153,656
3.50%, 01/23/24 (Call 01/23/22)		1,437		1,517,486
3.90%, 04/29/24 (Call 03/29/24)		944		1,009,004
QIB Sukuk Ltd.
1.48%, 02/07/25 (Call 11/08/21), (3 mo. LIBOR US + 1.350%)^(a)(d)		400		405,168
1.95%, 10/27/25 (Call 04/27/22)^(d)		200		202,138
3.98%, 03/26/24 (Call 03/26/22)^(d)		600		639,192
QIIB Senior Sukuk Ltd., 4.26%, 03/05/24 (Call 03/05/22)^(d)		480		512,779
QNB Finance Ltd. 1.38%, 01/26/26 (Call 01/26/22)^(d)		400		393,072
1.41%, 03/12/24 (Call 12/13/21)^(a)(d)		400		404,788
1.63%, 09/22/25 (Call 03/22/22)^(d)		600		600,294
2.63%, 05/12/25 (Call 11/12/21)^(d)		600		621,288
3.50%, 03/28/24 (Call 03/28/22)^(d)		600		633,558
QNB Finansbank AS, 6.88%, 09/07/24 (Call 03/07/22)^(d)		400		428,256
Rakfunding Cayman Ltd., 4.13%, 04/09/24 (Call 04/09/22)^(d)		200		212,600
Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25)		435		448,620
RHB Bank Bhd, 3.77%, 02/19/24 (Call 02/19/22)^(d)		600		635,292
Riyad Sukuk Ltd., 3.17%, 02/25/30 (Call 02/25/25)^(a)(d)		800		820,040
Rizal Commercial Banking Corp.
3.00%, 09/11/24 (Call 03/11/22)^(d)		400		414,936
4.13%, 03/16/23 (Call 03/16/22)^(d)		200		207,770
Royal Bank of Canada 0.43%, 01/19/24		233		231,001
0.65%, 07/29/24		2,150		2,131,101
0.75%, 10/07/24		1,000		991,110
0.88%, 01/20/26		420		409,798
1.15%, 06/10/25		379		377,166
1.15%, 07/14/26		500		491,260
1.20%, 04/27/26		1,323		1,303,909
1.40%, 11/02/26		1,000		988,000
1.60%, 04/17/23		657		667,118
1.95%, 01/17/23		769		782,642
2.25%, 11/01/24		839		868,751
2.55%, 07/16/24		685		713,845


Security	Par (000)		Value

Banks (continued)
3.70%, 10/05/23	$	1,679	$	1,775,559
4.65%, 01/27/26		600		672,402
Samba Funding Ltd., 2.75%, 10/02/24 (Call 04/02/22)^(d)		600		621,552
Santander Holdings USA Inc.
3.40%, 01/18/23 (Call 01/18/22)		841		865,709
3.45%, 06/02/25 (Call 05/02/25)		726		770,518
3.50%, 06/07/24 (Call 05/07/24)		247		260,679
4.50%, 07/17/25 (Call 04/17/25)		795		870,207
Santander UK Group Holdings PLC 1.53%, 08/21/26 (Call 08/21/25)^(a)		515		509,551
3.37%, 01/05/24 (Call 01/05/23)^(a)		922		948,784
3.57%, 01/10/23 (Call 01/10/22)		460		462,608
4.80%, 11/15/24 (Call 11/15/23)^(a)		575		617,648
Santander UK Group Holdings PLC., 1.67%, 06/14/27 (Call 06/14/26)^(a)		1,055		1,039,502
Santander UK PLC, 4.00%, 03/13/24		1,135		1,216,209
Sberbank of Russia Via SB Capital SA, 5.13%, 10/29/22 (Call 04/29/22)^(d)		1,200		1,237,908
Shanghai Pudong Development Bank Co. Ltd., 1.00%, 01/19/24 (Call 01/19/22)^(d)		400		398,936
Shanghai Pudong Development Bank Co. Ltd./Hong Kong, 0.88%, 07/13/24 (Call 01/13/22)^(d)		400		397,296
Shinhan Bank Co. Ltd.
1.82%, 04/24/25, (3 mo. LIBOR US + 1.700%)^(a)(d)		600		625,590
3.88%, 03/24/26^(d)		200		215,608
Shinhan Financial Group Co. Ltd. 1.35%, 01/10/26^(d)		400		394,972
3.34%, 02/05/30 (Call 02/05/25)^(a)(d)		200		206,624
5.88%, (Call 08/13/23)^(a)(d)(e)		200		212,430
Shinhan Financial Group Jr, 2.88%, (Call 05/12/26)^(a)(d)(e)		200		197,608
Siam Commercial Bank PCL/Cayman Islands
2.75%, 05/16/23 (Call 11/16/21)^(d)		400		410,900
3.90%, 02/11/24 (Call 02/11/22)^(d)		400		424,292
SIB Sukuk Co. III Ltd., 2.85%, 06/23/25 (Call 12/23/21)^(d)		400		414,204
SIB Tier 1 Sukuk Co., 5.00%, (Call 07/02/25)^(a)(d)(e)		400		412,216
Societe Generale SA
1.38%, 07/08/25^(b)		500		496,585
1.49%, 12/14/26 (Call 12/14/25)^(a)(b)		450		440,946
1.79%, 06/09/27 (Call 06/09/26)^(a)(b)		1,120		1,102,360
2.63%, 10/16/24^(b)		560		579,253
2.63%, 01/22/25^(b)		1,725		1,777,647
3.88%, 03/28/24^(b)		525		557,225
4.25%, 09/14/23^(b)		675		716,243
4.25%, 04/14/25^(b)		1,100		1,177,264
4.75%, 11/24/25^(b)		125		136,905
Standard Chartered PLC
1.21%, 03/23/25 (Call 03/23/24)^(a)(b)		250		249,085
1.46%, 01/14/27 (Call 01/14/26)^(a)(b)		1,100		1,072,192
2.82%, 01/30/26 (Call 01/30/25)^(a)(b)		1,635		1,687,434
3.52%, 02/12/30 (Call 02/12/25)^(a)(d)		500		517,045
3.79%, 05/21/25 (Call 05/21/24)^(a)(b)		765		809,416
3.89%, 03/15/24 (Call 03/15/23)^(a)(b)		460		478,032
3.95%, 01/11/23^(b)		470		484,918
4.05%, 04/12/26^(b)		200		217,244
5.20%, 01/26/24^(b)		450		485,132
State Bank of India/London
1.80%, 07/13/26 (Call 01/13/22)^(d)		400		392,996
4.38%, 01/24/24 (Call 01/24/22)^(d)		800		850,144
4.50%, 09/28/23 (Call 03/28/22)^(d)		200		211,942


Security	Par (000)		Value

Banks (continued)
State Street Corp.
2.35%, 11/01/25 (Call 11/01/24), (SOFR + 0.940%)^(a)	$	880	$	913,202
3.10%, 05/15/23		731		759,451
3.30%, 12/16/24		341		365,924
3.55%, 08/18/25		357		388,120
3.70%, 11/20/23		621		660,080
3.78%, 12/03/24 (Call 12/03/23), (3 mo. LIBOR US + 0.770%)^(a)		87		92,513
Sumitomo Mitsui Banking Corp., 3.40%, 07/11/24		510		542,507
Sumitomo Mitsui Financial Group Inc. 0.95%, 01/12/26		1,000		974,120
1.40%, 09/17/26		2,000		1,961,660
1.47%, 07/08/25		1,015		1,014,472
2.35%, 01/15/25		455		468,991
2.45%, 09/27/24		325		336,850
2.63%, 07/14/26		2,165		2,248,288
2.70%, 07/16/24		652		679,182
3.10%, 01/17/23		936		963,940
3.75%, 07/19/23		990		1,041,133
3.78%, 03/09/26		500		544,445
3.94%, 10/16/23		391		415,172
4.44%, 04/02/24^(b)		725		777,062
Sumitomo Mitsui Trust Bank Ltd.
0.80%, 09/12/23^(b)		65		65,090
0.80%, 09/16/24^(b)		500		495,315
1.05%, 09/12/25^(b)		345		338,952
1.35%, 09/16/26^(b)		1,000		987,580
Suncorp-Metway Ltd., 3.30%, 04/15/24^(b)		312		329,469
SVB Financial Group
1.80%, 10/28/26 (Call 09/28/26)		500		499,110
3.50%, 01/29/25		60		63,950
Svenska Handelsbanken AB
0.55%, 06/11/24^(b)		500		495,810
1.42%, 06/11/27 (Call 06/11/26)^(a)(b)		550		542,141
3.90%, 11/20/23		260		277,407
Synovus Financial Corp.
3.13%, 11/01/22 (Call 10/01/22)		626		638,558
5.90%, 02/07/29 (Call 02/07/24)^(a)		150		161,313
TC Ziraat Bankasi AS
5.13%, 09/29/23 (Call 03/29/22)^(d)		200		202,310
5.38%, 03/02/26 (Call 03/02/22)^(d)		400		386,020
Texas Capital Bancshares Inc., 4.00%, 05/06/31 (Call 05/06/26)^(a)		400		416,416
Toronto-Dominion Bank (The)
0.45%, 09/11/23		137		136,533
0.55%, 03/04/24		630		625,294
0.75%, 06/12/23		340		341,054
0.75%, 09/11/25		375		367,065
0.75%, 01/06/26		2,865		2,791,541
1.15%, 06/12/25		379		377,666
1.20%, 06/03/26		1,000		987,190
1.25%, 09/10/26		1,010		991,335
1.90%, 12/01/22		1,156		1,174,172
2.65%, 06/12/24		1,038		1,083,911
3.25%, 03/11/24		703		741,567
3.50%, 07/19/23		919		965,648
Truist Bank
1.50%, 03/10/25 (Call 02/10/25)		895		905,248
2.15%, 12/06/24 (Call 12/06/21)		250		258,275
2.64%, 09/17/29 (Call 09/17/24)^(a)		300		310,854


Security	Par (000)		Value

Banks (continued)
3.00%, 02/02/23 (Call 01/02/23)	$	116	$	119,385
3.20%, 04/01/24 (Call 03/01/24)		414		436,170
3.63%, 09/16/25 (Call 08/16/25)		325		351,237
3.69%, 08/02/24 (Call 08/02/23)^(a)		306		322,019
Truist Financial Corp.
1.20%, 08/05/25 (Call 07/03/25)		184		183,781
1.27%, 03/02/27 (Call 03/02/26)^(a)		1,100		1,084,028
2.20%, 03/16/23 (Call 02/13/23)		772		788,706
2.50%, 08/01/24 (Call 07/01/24)		1,131		1,178,547
2.85%, 10/26/24 (Call 09/26/24)		728		766,657
3.70%, 06/05/25 (Call 05/05/25)		65		70,450
3.75%, 12/06/23 (Call 11/06/23)		945		1,001,587
4.00%, 05/01/25 (Call 03/01/25)		509		555,156
Turkiye Garanti Bankasi AS, 5.88%, 03/16/23 (Call 03/16/22)^(d)		400		413,848
Turkiye Is Bankasi AS
6.13%, 04/25/24 (Call 04/25/22)^(d)		600		615,288
7.00%, 06/29/28 (Call 06/29/23)^(a)(d)		600		604,890
7.75%, 01/22/30 (Call 01/22/25)^(a)(d)		400		406,508
Turkiye Vakiflar Bankasi TAO
5.25%, 02/05/25 (Call 02/05/22)^(d)		400		393,028
5.75%, 01/30/23 (Call 01/30/22)^(d)		400		408,500
6.00%, 11/01/22 (Call 05/01/22)^(d)		200		203,794
6.50%, 01/08/26 (Call 01/08/22)^(d)		400		402,156
8.13%, 03/28/24 (Call 03/28/22)^(d)		400		427,088
U.S. Bancorp.
1.45%, 05/12/25 (Call 11/12/21)		287		289,623
2.40%, 07/30/24 (Call 01/30/22)		1,288		1,338,271
3.10%, 04/27/26 (Call 03/27/26)		490		522,590
3.38%, 02/05/24 (Call 01/05/24)		1,189		1,255,108
3.60%, 09/11/24 (Call 08/11/24)		634		680,187
3.70%, 01/30/24 (Call 12/29/23)		35		37,170
3.95%, 11/17/25 (Call 10/17/25)		540		595,053
U.S. Bank N.A./Cincinnati OH
2.05%, 01/21/25 (Call 01/21/22)		620		638,867
2.80%, 01/27/25 (Call 12/27/24)		675		709,574
2.85%, 01/23/23 (Call 12/23/22)		250		256,835
UBS AG/London
0.38%, 06/01/23^(b)		850		845,988
0.70%, 08/09/24^(b)		545		541,000
1.25%, 06/01/26^(b)		2,000		1,970,120
UBS Group AG
1.01%, 07/30/24 (Call 07/30/23)^(a)(b)		3,280		3,285,018
1.36%, 01/30/27 (Call 01/30/26)^(a)(b)		380		373,088
1.49%, 08/10/27 (Call 08/10/26)^(a)(b)		565		553,022
3.49%, 05/23/23 (Call 05/23/22)^(b)		595		604,389
4.13%, 09/24/25^(b)		250		273,313
4.13%, 04/15/26^(b)		200		220,296
UniCredit SpA
1.98%, 06/03/27 (Call 06/03/26)^(a)(b)		600		589,518
2.57%, 09/22/26 (Call 09/22/25)^(a)(b)		755		759,356
Union Bank of the Philippines, 3.37%, 11/29/22 (Call 11/29/21)^(d)		200		205,066
United Overseas Bank Ltd.
1.75%, 03/16/31 (Call 03/16/26)^(a)(d)		1,000		986,460
3.75%, 04/15/29 (Call 04/15/24)^(a)(b)		565		596,267
Vnesheconombank Via VEB Finance PLC
5.94%, 11/21/23 (Call 11/21/21)^(d)		1,000		1,082,230
6.80%, 11/22/25 (Call 11/22/21)^(d)		400		466,956


Security	Par (000)		Value

Banks (continued)
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (Call 04/17/22)^(d)	$	800	$	832,000
Warba Sukuk Ltd., 2.98%, 09/24/24 (Call 03/24/22)^(d)		200		209,568
Wells Fargo & Co. 0.81%, 05/19/25 (Call 05/19/24)^(a)		450		447,696
1.65%, 06/02/24 (Call 06/02/23)^(a)		3,680		3,732,366
2.16%, 02/11/26 (Call 02/11/25)^(a)		2,315		2,369,078
2.19%, 04/30/26 (Call 04/30/22)(a)		1,275		1,303,330
2.41%, 10/30/25 (Call 10/30/24)^(a)		1,988		2,052,809
3.00%, 02/19/25		1,540		1,621,374
3.00%, 04/22/26		330		349,229
3.00%, 10/23/26		250		263,995
3.30%, 09/09/24		645		686,357
3.55%, 09/29/25		665		715,533
3.75%, 01/24/24 (Call 01/24/22)		2,280		2,419,034
4.10%, 06/03/26		2,100		2,302,629
4.13%, 08/15/23		336		355,700
4.48%, 01/16/24		742		799,052
Series M, 3.45%, 02/13/23		892		924,558
Westpac Banking Corp.
1.15%, 06/03/26		1,450		1,432,600
2.00%, 01/13/23		323		328,820
2.35%, 02/19/25		75		77,849
2.75%, 01/11/23		1,026		1,053,948
2.85%, 05/13/26		155		164,635
2.89%, 02/04/30 (Call 02/04/25)^(a)		772		793,786
3.30%, 02/26/24		1,391		1,470,078
3.65%, 05/15/23		780		817,331
Woori Bank
0.75%, 02/01/26^(d)		600		579,774
4.25%, (Call 10/04/24)^(a)(d)(e)		400		412,592
4.75%, 04/30/24^(d)		200		216,430
Yapi ve Kredi Bankasi AS
5.50%, 12/06/22		400		406,576
5.85%, 06/21/24 (Call 12/21/21)^(d)		200		203,468
6.10%, 03/16/23 (Call 03/16/22)^(d)		200		205,740
7.88%, 01/22/31 (Call 01/22/26)^(a)(d)		200		204,896
8.25%, 10/15/24 (Call 04/15/22)^(d)		400		430,380


				657,666,821

Beverages — 0.3%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25)		1,645		1,787,901
Anheuser-Busch InBev Finance Inc., 3.65%, 02/01/26 (Call 11/01/25)		845		915,532
Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25)		36		38,708
Coca-Cola Co. (The), 1.75%, 09/06/24		915		936,539
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)		100		108,586
Coca-Cola Icecek AS, 4.22%, 09/19/24 (Call 06/19/24)^(d)		205		212,817
Constellation Brands Inc.
3.20%, 02/15/23 (Call 01/15/23)		675		695,426
4.25%, 05/01/23		495		520,602
4.40%, 11/15/25 (Call 09/15/25)		115		127,599
4.75%, 11/15/24		626		691,711
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		425		426,870
2.13%, 10/24/24 (Call 09/24/24)		385		397,963
2.63%, 04/29/23 (Call 01/29/23)		913		936,163
3.50%, 09/18/23 (Call 08/18/23)		145		152,734
Heineken NV, 2.75%, 04/01/23^(b)		149		153,124


Security	Par (000)		Value

Beverages (continued)
JDE Peet’s NV, 1.38%, 01/15/27 (Call 12/15/26)^(b)	$	595	$	581,244
Keurig Dr Pepper Inc.
0.75%, 03/15/24 (Call 03/15/22)		1,285		1,279,886
2.55%, 09/15/26 (Call 06/15/26)		100		104,197
3.13%, 12/15/23 (Call 10/15/23)		519		543,450
4.06%, 05/25/23 (Call 04/25/23)		705		740,405
4.42%, 05/25/25 (Call 03/25/25)		274		301,310
PepsiCo Inc.
0.40%, 10/07/23		315		314,143
0.75%, 05/01/23		1,071		1,076,826
2.25%, 03/19/25 (Call 02/19/25)		1,031		1,070,549
2.75%, 03/01/23		165		170,001
2.75%, 04/30/25 (Call 01/30/25)		295		310,635
2.85%, 02/24/26 (Call 11/24/25)		522		555,199
3.50%, 07/17/25 (Call 04/17/25)		75		81,029
3.60%, 03/01/24 (Call 12/01/23)		1,249		1,322,479
Suntory Holdings Ltd., 2.25%, 10/16/24 (Call 09/16/24)^(b)		240		246,682


				16,800,310

Biotechnology — 0.2%
Amgen Inc.
1.90%, 02/21/25 (Call 01/21/25)		442		451,004
2.25%, 08/19/23 (Call 06/19/23)		724		743,012
2.60%, 08/19/26 (Call 05/19/26)		100		104,440
3.13%, 05/01/25 (Call 02/01/25)		259		274,043
3.63%, 05/22/24 (Call 02/22/24)		327		347,065
Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25)		916		1,001,829
Gilead Sciences Inc.
0.75%, 09/29/23 (Call 03/29/22)		2,045		2,042,526
2.50%, 09/01/23 (Call 07/01/23)		499		514,694
3.50%, 02/01/25 (Call 11/01/24)		498		530,733
3.65%, 03/01/26 (Call 12/01/25)		1,568		1,698,928
3.70%, 04/01/24 (Call 01/01/24)		1,133		1,200,515
Illumina Inc., 0.55%, 03/23/23		250		249,300
Royalty Pharma PLC
0.75%, 09/02/23		381		380,394
1.20%, 09/02/25 (Call 08/02/25)		550		542,327


				10,080,810

Building Materials — 0.1%
Carrier Global Corp., 2.24%, 02/15/25 (Call 01/15/25)		945		969,882
CRH America Inc., 3.88%, 05/18/25 (Call 11/18/21)^(b)		500		539,380
Forterra Finance LLC/FRTA Finance Corp., 6.50%, 07/15/25 (Call 07/15/22)^(b)		245		261,035
Fortune Brands Home & Security Inc., 4.00%, 09/21/23 (Call 08/21/23)		380		401,569
InterCement Financial Operations BV, 5.75%, 07/17/24 (Call 01/17/22)^(b)		200		186,044
Jeld-Wen Inc.
4.63%, 12/15/25 (Call 11/29/21)^(b)		200		202,310
6.25%, 05/15/25 (Call 05/15/22)^(b)		215		226,670
Johnson Controls International PLC, 3.63%, 07/02/24 (Call 04/02/24)^(f)		50		53,052
Koppers Inc., 6.00%, 02/15/25 (Call 11/29/21)^(b)		200		204,772
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		415		411,933
3.00%, 11/15/23 (Call 09/15/23)		67		69,659
Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24)		64		68,922
New Enterprise Stone & Lime Co. Inc., 6.25%, 03/15/26 (Call 11/07/21)^(b)		225		232,214


Security	Par (000)		Value


Building Materials (continued)
Owens Corning 3.40%, 08/15/26 (Call 05/15/26)	$	150	$	160,257
4.20%, 12/01/24 (Call 09/01/24)		65		70,199
Vulcan Materials Co., 4.50%, 04/01/25 (Call 01/01/25)		11		12,050
West China Cement Ltd. Co., 4.95%, 07/08/26 (Call 07/08/24)^(d)		400		387,580


				4,457,528

Chemicals — 0.6%
Air Products and Chemicals Inc. 1.50%, 10/15/25 (Call 09/15/25)		506		511,343
2.75%, 02/03/23		73		75,115
Albemarle Corp., 4.15%, 12/01/24 (Call 09/01/24)		259		280,106
Alpek SAB de CV, 5.38%, 08/08/23 (Call 02/08/22)^(d)		400		427,792
Bluestar Finance Holdings Ltd. 3.38%, 07/16/24 (Call 01/16/22)^(d)		400		415,716
3.88%, (Call 06/24/23)^(a)(d)(e)		1,000		1,014,200
Braskem Finance Ltd., 6.45%, 02/03/24		480		524,558
Braskem Netherlands Finance BV, 8.50%, 01/23/81 (Call 01/23/22)^(a)(d)		200		223,714
Celanese U.S. Holdings LLC 1.40%, 08/05/26 (Call 07/05/26)		500		491,210
3.50%, 05/08/24 (Call 04/08/24)		412		435,076
4.63%, 11/15/22		221		229,758
CF Industries Inc., 3.45%, 06/01/23		225		233,336
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
3.30%, 05/01/23 (Call 04/01/23)^(b)		334		346,742
5.13%, 04/01/25 (Call 03/01/25)^(b)		75		84,409
CNAC HK Finbridge Co. Ltd. 2.00%, 09/22/25 (Call 03/22/22)^(d)		400		399,052
3.35%, (Call 09/22/23)^(a)(d)(e)		600		608,316
4.63%, 03/14/23 (Call 03/14/22)^(d)		1,804		1,882,203
4.88%, 03/14/25 (Call 03/14/22)^(d)		200		218,070
Consolidated Energy Finance SA, 6.50%, 05/15/26 (Call 11/15/21)^(b)		200		207,500
Cornerstone Chemical Co., 6.75%, 08/15/24 (Call 02/15/22)^(b)(c)		225		202,390
CVR Partners LP/CVR Nitrogen Finance Corp., 9.25%, 06/15/23 (Call 12/15/21)^(b)		35		35,069
DuPont de Nemours Inc. 4.21%, 11/15/23 (Call 10/15/23)		1,627		1,733,813
4.49%, 11/15/25 (Call 11/15/21)		970		1,079,523
Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24)		355		381,004
EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25)		855		867,175
Equate Sukuk Spc Ltd., 3.94%, 02/21/24 (Call 02/21/22)^(d)		525		556,936
Eurochem Finance DAC, 5.50%, 03/13/24 (Call 03/13/22)^(d)		400		430,168
FMC Corp., 4.10%, 02/01/24 (Call 11/01/23)		27		28,594
Formosa Group Cayman Ltd., 3.38%, 04/22/25 (Call 04/22/22)^(d)		400		419,168
GPD Companies Inc., 10.13%, 04/01/26 (Call 04/01/22)^(b)		250		268,230
Hanwha Total Petrochemical Co. Ltd., 3.88%, 01/23/24 (Call 01/23/22)^(d)		200		211,186
INEOS Group Holdings SA, 5.63%, 08/01/24 (Call 02/01/22)^(b)		200		200,210
INEOS Quattro Finance 2 PLC, 3.38%, 01/15/26 (Call 01/15/23)^(b)		280		278,676
International Flavors & Fragrances Inc. 1.23%, 10/01/25 (Call 09/01/25)^(b)		1,145		1,130,550


Security	Par (000)		Value


Chemicals (continued)
3.20%, 05/01/23 (Call 02/01/23)	$	165	$	169,978
Kraton Polymers LLC/Kraton Polymers Capital Corp., 4.25%, 12/15/25 (Call 12/15/22)^(b)		285		294,476
LG Chem Ltd., 3.25%, 10/15/24 (Call 04/15/22)^(d)		200		212,134
Linde Inc./CT 2.65%, 02/05/25 (Call 11/05/24)		68		71,095
2.70%, 02/21/23 (Call 11/21/22)		336		343,768
3.20%, 01/30/26 (Call 10/30/25)		200		214,694
LYB International Finance BV, 4.00%, 07/15/23		616		649,363
LYB International Finance III LLC, 1.25%, 10/01/25 (Call 09/01/25)		575		569,325
LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24)		255		281,140
MEGlobal Canada ULC, 5.00%, 05/18/25 (Call 11/18/21)^(d)		800		877,472
Methanex Corp., 4.25%, 12/01/24 (Call 09/01/24)		200		211,984
Mosaic Co. (The) 3.25%, 11/15/22 (Call 10/15/22)		822		842,188
4.25%, 11/15/23 (Call 08/15/23)		769		815,402
NewMarket Corp., 4.10%, 12/15/22		64		66,295
Nutrien Ltd. 1.90%, 05/13/23		180		183,128
3.00%, 04/01/25 (Call 01/01/25)		101		106,089
3.38%, 03/15/25 (Call 12/15/24)		315		334,807
3.50%, 06/01/23 (Call 03/01/23)		75		77,719
3.63%, 03/15/24 (Call 12/15/23)		187		197,448
OCI NV 4.63%, 10/15/25 (Call 10/15/22)^(b)		181		188,285
5.25%, 11/01/24 (Call 11/01/21)^(b)		181		185,751
OCP SA 4.50%, 10/22/25 (Call 04/22/22)^(d)		400		425,868
5.63%, 04/25/24 (Call 04/25/22)^(d)		909		980,638
Olin Corp. 5.50%, 08/15/22		75		77,276
9.50%, 06/01/25 (Call 03/01/25)^(b)		245		302,029
Orbia Advance Corp. SAB de CV, 1.88%, 05/11/26 (Call 04/11/26)^(d)		400		396,684
Petkim Petrokimya Holding AS, 5.88%, 01/26/23 (Call 11/29/21)^(d)		200		203,260
Phosagro OAO Via Phosagro Bond Funding DAC 3.05%, 01/23/25 (Call 10/23/24)^(d)		400		413,344
3.95%, 04/24/23 (Call 01/24/23)^(d)		200		206,502
Polar U.S. Borrower LLC/Schenectady International Group Inc., 6.75%, 05/15/26 (Call 05/15/23)^(b)		150		148,872
PPG Industries Inc. 1.20%, 03/15/26 (Call 02/15/26)		405		397,985
2.40%, 08/15/24 (Call 07/15/24)		630		653,171
3.20%, 03/15/23 (Call 02/15/23)		87		89,894
Rain CII Carbon LLC/CII Carbon Corp., 7.25%, 04/01/25 (Call 11/29/21)^(b)		275		280,734
Rayonier AM Products Inc. 5.50%, 06/01/24 (Call 12/01/21)^(b)(c)		250		247,503
7.63%, 01/15/26 (Call 01/15/24)^(b)		242		249,599
RPM International Inc., 3.45%, 11/15/22 (Call 08/15/22)		170		173,660
SABIC Capital II BV, 4.00%, 10/10/23 (Call 04/10/22)^(d)		500		528,765
Sasol Financing International Ltd., 4.50%, 11/14/22		210		214,679
Sasol Financing USA LLC 4.38%, 09/18/26 (Call 03/18/22)		200		203,462
5.88%, 03/27/24 (Call 02/27/24)		1,299		1,371,056


Security	Par (000)		Value


Chemicals (continued)
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26 (Call 11/01/23)^(b)	$	200	$	202,158
Sherwin-Williams Co. (The), 3.13%, 06/01/24 (Call 04/01/24)		626		658,615
Sibur Securities DAC, 3.45%, 09/23/24 (Call 03/23/22)^(d)		700		724,738
Syngenta Finance NV 4.44%, 04/24/23 (Call 03/24/23)^(b)		360		374,774
4.89%, 04/24/25 (Call 02/24/25)^(b)		1,240		1,345,499
TPC Group Inc. 10.50%, 08/01/24 (Call 02/01/22)^(b)		470		425,862
10.88%, 08/01/24 (Call 02/01/22)^(b)		50		53,347
Trinseo Materials Operating SCA/Trinseo Materials Finance Inc., 5.38%, 09/01/25 (Call 11/03/21)^(b)		250		254,693
Tronox Inc., 6.50%, 05/01/25 (Call 05/01/22)^(b)		335		351,857
Uralkali OJSC Via Uralkali Finance DAC, 4.00%, 10/22/24 (Call 04/22/22)^(d)		600		621,306
Venator Finance Sarl/Venator Materials LLC, 5.75%, 07/15/25 (Call 01/15/22)^(b)		175		163,546
WR Grace Holdings LLC, 5.63%, 10/01/24^(b)		175		187,758


				36,252,583

Coal — 0.0%
Adaro Indonesia PT, 4.25%, 10/31/24 (Call 10/31/22)^(d)		800		819,048
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp., 7.50%, 05/01/25 (Call 11/29/21)^(b)		200		204,438
China Shenhua Overseas Capital Co. Ltd., 3.88%, 01/20/25 (Call 01/20/22)^(d)		200		206,926
CONSOL Energy Inc., 11.00%, 11/15/25 (Call 11/29/21)^(b)		75		77,451
Coronado Finance Pty Ltd., 10.75%, 05/15/26 (Call 05/15/23)^(b)		145		157,828
Indika Energy Capital III Pte Ltd., 5.88%, 11/09/24 (Call 11/29/21)^(d)		600		609,150
Natural Resource Partners LP/NRP Finance Corp., 9.13%, 06/30/25 (Call 12/30/21)^(b)		150		150,761
PIC AU Holdings LLC/PIC AU Holdings Corp., 10.00%, 12/31/24 (Call 01/30/23)^(b)		100		102,342
Warrior Met Coal Inc., 8.00%, 11/01/24 (Call 05/01/22)^(b)		175		178,197


				2,506,141

Commercial Services — 0.5%
Adani Ports & Special Economic Zone Ltd., 3.38%, 07/24/24		200		207,504
ADT Security Corp. (The), 4.13%, 06/15/23		375		389,940
Ahern Rentals Inc., 7.38%, 05/15/23 (Call 11/15/21)^(b)		270		259,403
Albion Financing 1 Sarl/Aggreko Holdings Inc., 6.13%, 10/15/26 (Call 10/15/23)^(b)		200		201,802
Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.63%, 07/15/26 (Call 07/15/22)^(b)		980		1,030,666
Alta Equipment Group Inc., 5.63%, 04/15/26 (Call 04/15/22)^(b)		160		164,160
Aptim Corp., 7.75%, 06/15/25 (Call 12/15/21)^(b)(c)		260		210,746
Ashtead Capital Inc., 1.50%, 08/12/26 (Call 07/12/26)^(b)		200		196,242
Atento Luxco 1 SA, 8.00%, 02/10/26 (Call 02/10/24)		200		212,650
Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25)		205		221,019
Block Financial LLC, 5.50%, 11/01/22 (Call 05/01/22)		263		268,981
Brink’s Co. (The), 5.50%, 07/15/25 (Call 01/15/22)^(b)		180		188,852
Cimpress PLC, 7.00%, 06/15/26 (Call 12/15/21)^(b)		300		312,405


Security	Par (000)		Value


Commercial Services (continued)
CMHI Finance BVI Co. Ltd. 3.50%, (Call 10/09/23)^(a)(d)(e)	$	1,000	$	1,020,390
4.38%, 08/06/23 (Call 02/06/22)^(d)		400		420,768
CoreCivic Inc. 4.63%, 05/01/23 (Call 02/01/23)^(c)		138		140,102
8.25%, 04/15/26 (Call 04/15/24)		320		327,331
CPI CG Inc., 8.63%, 03/15/26 (Call 03/15/23)^(b)		200		215,976
DP World Crescent Ltd., 3.91%, 05/31/23 (Call 11/30/21)^(d)		600		622,392
DP World Salaam, 6.00%, (Call 01/01/22)^(a)(d)(e)		800		874,000
Element Fleet Management Corp., 3.85%, 06/15/25 (Call 05/15/25)^(b)		61		65,570
Equifax Inc. 2.60%, 12/01/24 (Call 11/01/24)		730		760,463
2.60%, 12/15/25 (Call 11/15/25)		445		463,111
3.30%, 12/15/22 (Call 09/15/22)		114		116,632
3.95%, 06/15/23 (Call 05/15/23)		244		255,939
ERAC USA Finance LLC 2.70%, 11/01/23 (Call 09/01/23)^(b)		316		326,595
3.80%, 11/01/25 (Call 08/01/25)^(b)		320		346,566
3.85%, 11/15/24 (Call 08/15/24)^(b)		250		267,908
GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, 7.13%, 07/31/26 (Call 07/31/22)^(d)		400		414,164
Global Payments Inc. 1.20%, 03/01/26 (Call 02/01/26)		275		268,562
2.65%, 02/15/25 (Call 02/15/22)		595		616,509
3.75%, 06/01/23 (Call 03/01/23)		442		459,397
4.00%, 06/01/23 (Call 05/01/23)		1,090		1,143,170
4.80%, 04/01/26 (Call 01/01/26)		416		465,521
GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26)^(b)		1,010		992,547
HPHT Finance 21 Ltd., 2.00%, 03/19/26 (Call 02/19/26)^(d)		800		800,368
IHS Markit Ltd. 3.63%, 05/01/24 (Call 04/01/24)		281		296,640
4.00%, 03/01/26 (Call 12/01/25)^(b)		256		278,984
4.13%, 08/01/23 (Call 07/01/23)		270		284,429
4.75%, 02/15/25 (Call 11/15/24)^(b)		432		473,645
5.00%, 11/01/22 (Call 08/01/22)^(b)		265		273,340
Jaguar Holding Co. II/PPD Development LP, 4.63%, 06/15/25 (Call 12/15/21)^(b)		255		265,503
Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer Inc., 5.00%, 02/01/26 (Call 02/01/23)^(b)		200		204,008
Mersin Uluslararasi Liman Isletmeciligi AS, 5.38%, 11/15/24 (Call 11/15/22)^(d)		400		413,344
Modulaire Global Finance PLC, 8.00%, 02/15/23 (Call 11/09/21)^(b)		260		264,948
MoneyGram International Inc., 5.38%, 08/01/26 (Call 08/01/23)^(b)		215		216,062
Moody’s Corp. 2.63%, 01/15/23 (Call 12/15/22)		334		341,498
3.75%, 03/24/25 (Call 02/24/25)		121		130,376
4.88%, 02/15/24 (Call 11/15/23)		251		271,012
New Oriental Education & Technology Group Inc., 2.13%, 07/02/25 (Call 01/02/22)^(d)		200		182,132
Nielsen Co Luxembourg SARL (The), 5.00%, 02/01/25 (Call 11/29/21)^(b)		255		259,835
North Queensland Export Terminal Pty Ltd., 4.45%, 12/15/22^(b)		200		192,800
PayPal Holdings Inc. 1.35%, 06/01/23		576		583,091
1.65%, 06/01/25 (Call 05/01/25)		540		548,543


Security	Par (000)		Value

Commercial Services (continued)
2.40%, 10/01/24 (Call 09/01/24)	$	1,438	$	1,496,081
Prime Security Services Borrower LLC/Prime Finance Inc. 5.25%, 04/15/24^(b)		415		441,523
5.75%, 04/15/26^(b)		975		1,042,733
Quanta Services Inc., 0.95%, 10/01/24 (Call 10/01/22)		365		362,102
RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23)		1,105		1,145,145
Ritchie Bros. Auctioneers Inc., 5.38%, 01/15/25 (Call 11/29/21)^(b)		275		280,500
S&P Global Inc., 4.00%, 06/15/25 (Call 03/15/25)		114		124,434
Sabre GLBL Inc. 7.38%, 09/01/25 (Call 09/01/22)^(b)		435		463,158
9.25%, 04/15/25 (Call 03/16/25)^(b)		395		456,462
Shanghai Port Group BVI Development Co. Ltd., 2.40%, 09/11/24 (Call 03/11/22)^(d)		400		411,108
Sodexo Inc., 1.63%, 04/16/26 (Call 03/16/26)^(b)		280		278,788
Square Inc., 2.75%, 06/01/26 (Call 05/01/26)^(b)		555		561,538
Team Health Holdings Inc., 6.38%, 02/01/25 (Call 11/15/21)^(b)		360		321,257
Triton Container International Ltd. 0.80%, 08/01/23^(b)		400		398,276
1.15%, 06/07/24 (Call 05/07/24)^(b)		850		843,956
2.05%, 04/15/26 (Call 03/15/26)^(b)		705		703,646
Verisk Analytics Inc., 4.00%, 06/15/25 (Call 03/15/25)		135		147,108
Verscend Escrow Corp., 9.75%, 08/15/26 (Call 02/15/22)^(b)		60		63,572
WASH Multifamily Acquisition Inc., 5.75%, 04/15/26 (Call 04/15/23)^(b)		435		450,216
Yale University, Series 2020, 0.87%, 04/15/25 (Call 03/15/25)		781		778,368
Zhejiang Seaport International Co. Ltd., 1.98%, 03/17/26 (Call 03/17/22)^(d)		400		397,696


				31,896,208

Computers — 0.7%
Apple Inc. 0.55%, 08/20/25 (Call 07/20/25)		4,271		4,183,017
0.70%, 02/08/26 (Call 01/08/26)		1,370		1,341,586
0.75%, 05/11/23		1,689		1,695,722
1.13%, 05/11/25 (Call 04/11/25)		2,326		2,325,512
1.80%, 09/11/24 (Call 08/11/24)		844		865,446
2.05%, 09/11/26 (Call 07/11/26)		150		154,494
2.40%, 01/13/23 (Call 12/13/22)		232		237,069
2.40%, 05/03/23		2,110		2,168,932
2.45%, 08/04/26 (Call 05/04/26)		100		104,833
2.50%, 02/09/25		222		231,848
2.75%, 01/13/25 (Call 11/13/24)		539		567,023
2.85%, 02/23/23 (Call 12/23/22)		545		559,824
2.85%, 05/11/24 (Call 03/11/24)		1,221		1,279,339
3.00%, 02/09/24 (Call 12/09/23)		1,377		1,442,215
3.20%, 05/13/25		237		253,533
3.25%, 02/23/26 (Call 11/23/25)		35		37,706
3.45%, 05/06/24		821		873,897
Dell International LLC/EMC Corp. 4.00%, 07/15/24 (Call 06/15/24)		929		996,111
5.45%, 06/15/23 (Call 04/15/23)		1,948		2,076,393
5.85%, 07/15/25 (Call 06/15/25)		720		829,066
6.02%, 06/15/26 (Call 03/15/26)		450		530,019
7.13%, 06/15/24 (Call 12/15/21)^(b)		825		839,693
Diebold Nixdorf Inc. 8.50%, 04/15/24 (Call 11/29/21)^(c)		225		225,365
9.38%, 07/15/25 (Call 07/15/22)^(b)		345		371,506


Security	Par (000)		Value

Computers (continued)
DXC Technology Co., 1.80%, 09/15/26 (Call 08/15/26)	$	250	$	246,337
Exela Intermediate LLC/Exela Finance Inc., 10.00%, 07/15/23 (Call 01/15/22)^(b)(c)		300		251,232
Flexential Intermediate Corp., 11.25%, 08/01/24 (Call 11/30/21)^(b)(c)		5		5,300
Fortinet Inc., 1.00%, 03/15/26 (Call 02/15/26)		1,215		1,184,224
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24)		65		68,814
HCL America Inc., 1.38%, 03/10/26 (Call 02/10/26)^(d)		200		195,606
Hewlett Packard Enterprise Co. 1.45%, 04/01/24 (Call 03/01/24)		812		820,388
2.25%, 04/01/23 (Call 03/01/23)		666		679,427
4.45%, 10/02/23 (Call 09/02/23)		425		451,975
4.90%, 10/15/25 (Call 07/15/25)		1,140		1,276,834
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)^(b)		770		759,520
2.20%, 06/17/25 (Call 05/17/25)		754		773,657
International Business Machines Corp. 2.88%, 11/09/22		125		128,151
3.00%, 05/15/24		1,378		1,449,711
3.30%, 05/15/26		275		296,692
3.38%, 08/01/23		605		634,234
3.45%, 02/19/26		190		205,590
3.63%, 02/12/24		908		963,906
7.00%, 10/30/25		65		79,297
Leidos Inc.
2.95%, 05/15/23 (Call 04/15/23)		331		341,139
3.63%, 05/15/25 (Call 04/15/25)		291		311,594
Lenovo Group Ltd. 4.75%, 03/29/23 (Call 03/29/22)^(d)		400		417,448
5.88%, 04/24/25 (Call 04/24/22)^(d)		800		894,248
NetApp Inc. 1.88%, 06/22/25 (Call 05/22/25)		1,039		1,056,050
3.30%, 09/29/24 (Call 07/29/24)		140		147,981
Seagate HDD Cayman 4.75%, 06/01/23		282		295,141
4.75%, 01/01/25		248		267,944
4.88%, 03/01/24 (Call 01/01/24)		269		286,993
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25 (Call 06/01/22)^(b)		160		167,501
Vericast Corp., 11.00%, 09/15/26 (Call 09/15/23)^(b)		626		654,713
Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25)		1,170		1,285,432
Wipro IT Services LLC, 1.50%, 06/23/26 (Call 05/23/26)^(d)		600		590,352


				41,377,580

Cosmetics & Personal Care — 0.1%
Avon Products Inc., 6.50%, 03/15/23		225		237,062
Colgate-Palmolive Co. 1.95%, 02/01/23		20		20,387
2.10%, 05/01/23		361		369,350
2.25%, 11/15/22		299		304,556
3.25%, 03/15/24		177		187,655
Coty Inc. 5.00%, 04/15/26 (Call 04/15/23)^(b)		460		472,885
6.50%, 04/15/26 (Call 11/29/21)^(b)		275		282,931
Estee Lauder Companies Inc. (The), 2.00%, 12/01/24 (Call 11/01/24)		771		796,058
Oriflame Investment Holding PLC, 5.13%, 05/04/26 (Call 11/04/21)^(b)		275		272,709
Procter & Gamble Co. (The) 0.55%, 10/29/25		1,810		1,770,958


Security	Par (000)		Value

Cosmetics & Personal Care (continued)
1.00%, 04/23/26	$	220	$	218,075
3.10%, 08/15/23		284		297,081
Revlon Consumer Products Corp., 6.25%, 08/01/24 (Call 02/01/22)		100		44,723
Unilever Capital Corp. 0.38%, 09/14/23		295		293,971
2.60%, 05/05/24 (Call 03/05/24)		625		651,106
3.10%, 07/30/25		250		267,495
3.25%, 03/07/24 (Call 02/07/24)		585		617,567


				7,104,569

Distribution & Wholesale — 0.1%
Avient Corp. 5.25%, 03/15/23		299		314,922
5.75%, 05/15/25 (Call 05/15/22)^(b)		330		346,002
Chongqing Nan’an Urban Construction & Development Group Co. Ltd., 4.66%, 06/04/24 (Call 12/04/21)^(d)		400		408,852
Gansu Highway Aviation, 3.50%, 06/10/24 (Call 12/10/21)^(d)		400		399,728
G-III Apparel Group Ltd., 7.88%, 08/15/25 (Call 08/15/22)^(b)		195		207,925
KAR Auction Services Inc., 5.13%, 06/01/25 (Call 12/01/21)^(b)		485		487,279
Li & Fung Ltd. 4.38%, 10/04/24 (Call 09/04/24)^(d)		600		612,780
4.50%, 08/18/25 (Call 07/18/25)^(d)		200		205,578
Marubeni Corp. 1.32%, 09/18/25 (Call 08/18/25)^(d)		900		886,302
3.56%, 04/26/24 (Call 03/26/24)^(d)		200		210,752
3.75%, 04/17/23 (Call 03/17/23)^(d)		200		207,538
Mitsubishi Corp. 1.13%, 07/15/26 (Call 06/15/26)^(b)		200		195,672
2.50%, 07/09/24 (Call 01/09/22)^(d)		250		259,382
3.38%, 07/23/24 (Call 01/23/22)^(d)		200		212,352
Sumitomo Corp. 1.55%, 07/06/26 (Call 01/06/22)^(d)		400		395,000
2.60%, 07/09/24 (Call 06/09/24)^(d)		500		517,170
Toyota Tsusho Corp., 2.60%, 09/19/24 (Call 03/19/22)^(d)		400		415,244
Wolverine Escrow LLC, 8.50%, 11/15/24 (Call 11/29/21)^(b)(c)		328		304,213
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25)		460		472,287


				7,058,978

Diversified Financial Services — 2.3%
AerCap Holdings NV, 5.88%, 10/10/79 (Call 10/10/24)^(a)		350		364,851
AerCap Ireland Capital DAC/AerCap Global Aviation Trust 1.15%, 10/29/23		500		500,260
1.65%, 10/29/24 (Call 09/29/24)		930		932,130
1.75%, 01/30/26 (Call 12/30/25)		610		600,899
2.45%, 10/29/26 (Call 09/29/26)		1,060		1,070,335
2.88%, 08/14/24 (Call 07/14/24)		520		538,548
3.15%, 02/15/24 (Call 01/15/24)		550		571,032
3.30%, 01/23/23 (Call 12/23/22)		285		292,994
4.13%, 07/03/23 (Call 06/03/23)		710		744,527
4.45%, 10/01/25 (Call 08/01/25)		150		163,332
4.50%, 09/15/23 (Call 08/15/23)		475		503,633
4.88%, 01/16/24 (Call 12/16/23)		475		510,516
6.50%, 07/15/25 (Call 06/15/25)		950		1,100,803
Series 3NC1, 1.75%, 10/29/24 (Call 10/29/22)		3,000		3,002,610


Security	Par (000)		Value

Diversified Financial Services (continued)
Affiliated Managers Group Inc. 3.50%, 08/01/25	$	179	$	191,831
4.25%, 02/15/24		15		16,109
AIG Global Funding 0.45%, 12/08/23^(b)		112		111,518
0.65%, 06/17/24^(b)		680		673,227
0.80%, 07/07/23^(b)		123		123,325
0.90%, 09/22/25^(b)		520		507,499
Air Lease Corp. 0.70%, 02/15/24 (Call 01/15/24)		186		183,868
1.88%, 08/15/26 (Call 07/15/26)		290		286,885
2.25%, 01/15/23		302		307,505
2.30%, 02/01/25 (Call 01/01/25)		485		494,380
2.75%, 01/15/23 (Call 12/15/22)		707		722,886
2.88%, 01/15/26 (Call 12/15/25)		498		514,250
3.00%, 09/15/23 (Call 07/15/23)		474		490,514
3.25%, 03/01/25 (Call 01/01/25)		307		321,472
3.38%, 07/01/25 (Call 06/01/25)		715		753,310
3.75%, 06/01/26 (Call 04/01/26)		150		160,533
3.88%, 07/03/23 (Call 06/03/23)		578		604,912
4.25%, 02/01/24 (Call 01/01/24)		585		622,721
4.25%, 09/15/24 (Call 06/15/24)		523		563,323
Aircastle Ltd. 4.13%, 05/01/24 (Call 02/01/24)		145		153,187
4.25%, 06/15/26 (Call 04/15/26)		100		108,395
4.40%, 09/25/23 (Call 08/25/23)		448		474,329
5.00%, 04/01/23		316		333,630
5.25%, 08/11/25 (Call 07/11/25)^(b)		855		947,169
Ally Financial Inc. 1.45%, 10/02/23 (Call 09/02/23)		1,537		1,551,817
3.88%, 05/21/24 (Call 04/21/24)		611		651,338
4.63%, 03/30/25		148		162,933
5.13%, 09/30/24		867		961,858
5.75%, 11/20/25 (Call 11/20/21)		545		618,237
5.80%, 05/01/25 (Call 04/01/25)		292		332,956
American Express Co. 2.50%, 07/30/24 (Call 01/30/22)		1,441		1,501,421
2.65%, 12/02/22		941		962,681
3.00%, 10/30/24 (Call 09/29/24)		242		255,813
3.13%, 05/20/26 (Call 04/20/26)		200		214,500
3.40%, 02/27/23 (Call 01/27/23)		1,992		2,062,377
3.40%, 02/22/24 (Call 01/22/24)		1,071		1,130,408
3.63%, 12/05/24 (Call 11/04/24)		151		162,246
3.70%, 08/03/23 (Call 07/03/23)		938		985,744
4.20%, 11/06/25 (Call 10/06/25)		503		558,803
Ameriprise Financial Inc. 3.00%, 04/02/25 (Call 03/02/25)		149		157,083
3.70%, 10/15/24		109		117,679
4.00%, 10/15/23		670		713,342
Antares Holdings LP, 3.95%, 07/15/26 (Call 06/15/26)^(b)		250		260,525
Apollo Management Holdings LP, 4.95%, 01/14/50 (Call 12/17/21)^(a)(b)		285		294,927
Ares Finance Co. III LLC, 4.13%, 06/30/51 (Call 06/30/26)^(a)(b)		145		148,988
ASG Finance Designated Activity Co., 7.88%, 12/03/24 (Call 12/03/21)^(b)		200		196,046
Aviation Capital Group LLC 1.95%, 01/30/26 (Call 12/30/25)^(b)		30		29,652
1.95%, 09/20/26 (Call 08/20/26)^(b)		840		824,141
3.88%, 05/01/23 (Call 04/01/23)^(b)		469		487,319


Security	Par (000)		Value

Diversified Financial Services (continued)
4.13%, 08/01/25 (Call 06/01/25)^(b)	$	555	$	592,784
4.38%, 01/30/24 (Call 12/30/23)^(b)		392		416,088
4.88%, 10/01/25 (Call 07/01/25)^(b)		45		49,207
Avolon Holdings Funding Ltd. 2.13%, 02/21/26 (Call 01/21/26)^(b)		750		741,165
2.53%, 11/18/27 (Call 10/18/27)^(b)		1,264		1,240,110
2.88%, 02/15/25 (Call 01/15/25)^(b)		605		620,736
3.95%, 07/01/24 (Call 06/01/24)^(b)		658		694,302
4.25%, 04/15/26 (Call 03/15/26)^(b)		710		763,697
4.38%, 05/01/26 (Call 03/01/26)^(b)		360		387,990
5.25%, 05/15/24 (Call 04/15/24)^(b)		293		317,750
5.50%, 01/15/26 (Call 12/15/25)^(b)		145		162,446
Azure Orbit IV International Finance Ltd., 3.75%, 01/25/23 (Call 01/25/22)^(d)		400		410,876
Banco BTG Pactual SA/Cayman Islands 2.75%, 01/11/26 (Call 12/11/25)^(d)		200		191,870
4.50%, 01/10/25 (Call 12/10/24)^(d)		400		408,260
5.50%, 01/31/23^(d)		400		415,556
BGC Partners Inc. 3.75%, 10/01/24 (Call 09/01/24)		363		383,996
5.38%, 07/24/23		380		405,494
Blackstone Holdings Finance Co. LLC, 4.75%, 02/15/23^(b)		72		75,676
Blackstone Private Credit Fund 1.75%, 09/15/24^(b)		500		495,385
2.63%, 12/15/26 (Call 11/15/26)^(b)		700		686,637
Blue Bright Ltd., 2.38%, 02/09/26 (Call 02/09/22)^(d)		400		393,168
BOC Aviation Ltd. 1.75%, 01/21/26 (Call 12/21/25)^(d)		600		589,404
2.63%, 01/17/25 (Call 12/17/24)^(d)		400		407,440
2.75%, 12/02/23 (Call 12/02/21)^(d)		800		822,808
3.25%, 04/29/25 (Call 03/29/25)^(b)		900		936,801
3.50%, 10/10/24 (Call 09/10/24)^(d)		200		211,448
4.00%, 01/25/24 (Call 12/25/23)^(d)		400		421,476
4.38%, 05/02/23 (Call 05/02/22)^(d)		200		209,086
Bocom International Blossom Ltd.Co., 1.75%, 06/28/26 (Call 12/28/21)^(d)		200		197,100
Bocom Leasing Management, 1.13%, 06/18/24 (Call 12/18/21)^(d)		200		198,156
Bocom Leasing Management Hong Kong Co. Ltd. 1.75%, 07/14/23 (Call 06/14/23)^(d)		200		200,986
4.38%, 01/22/24 (Call 01/22/22)^(d)		400		425,100
Brightsphere Investment Group Inc., 4.80%, 07/27/26		140		148,009
Brookfield Finance Inc., 4.00%, 04/01/24 (Call 02/01/24)		947		1,009,085
Cantor Fitzgerald LP, 4.88%, 05/01/24 (Call 04/01/24)^(b)		260		280,764
Capital One Bank USA N.A., 2.28%, 01/28/26 (Call 01/28/25)^(a)		1,000		1,026,540
Capital One Financial Corp. 1.00%, 11/02/27 (Call 11/02/26)		1,000		997,240
2.60%, 05/11/23 (Call 04/11/23)		547		562,185
3.20%, 01/30/23 (Call 12/30/22)		928		956,239
3.20%, 02/05/25 (Call 01/05/25)		382		404,500
3.30%, 10/30/24 (Call 09/30/24)		1,261		1,338,362
3.50%, 06/15/23		1,223		1,277,277
3.75%, 04/24/24 (Call 03/24/24)		402		427,515
3.90%, 01/29/24 (Call 12/29/23)		1,137		1,207,153
4.20%, 10/29/25 (Call 09/29/25)		180		196,947
4.25%, 04/30/25 (Call 03/31/25)		15		16,425
CCBL Cayman 1 Corp., 1.80%, 07/22/26 (Call 01/22/22)^(d)		400		394,412
CCBL Cayman 1 Corp. Ltd. 1.60%, 09/15/26 (Call 08/15/26)		200		195,186


Security	Par (000)		Value

Diversified Financial Services (continued)
1.99%, 07/21/25 (Call 01/21/22)^(d)	$	200	$	199,984
3.50%, 05/16/24 (Call 11/16/21)^(d)		400		420,400
CDBL Funding 1 3.00%, 04/24/23 (Call 04/24/22)^(d)		400		408,040
4.25%, 12/02/24 (Call 12/02/21)^(d)		400		428,724
CDBL Funding 2, 2.00%, 03/04/26 (Call 03/04/22)^(d)		600		595,584
Charles Schwab Corp. (The) 0.75%, 03/18/24 (Call 02/18/24)		760		758,632
0.90%, 03/11/26 (Call 02/11/26)		1,821		1,786,874
1.15%, 05/13/26 (Call 04/13/26)		1,139		1,128,066
2.65%, 01/25/23 (Call 12/25/22)		525		538,277
3.00%, 03/10/25 (Call 12/10/24)		258		272,471
3.45%, 02/13/26 (Call 11/13/25)		300		325,206
3.55%, 02/01/24 (Call 01/01/24)		340		360,189
3.63%, 04/01/25 (Call 01/01/25)		10		10,718
3.75%, 04/01/24 (Call 03/02/24)		131		139,550
3.85%, 05/21/25 (Call 03/21/25)		154		167,344
4.20%, 03/24/25 (Call 03/24/22)		418		458,233
China Cinda 2020 I Management Ltd. 1.88%, 01/20/26 (Call 10/20/25)^(d)		400		386,516
2.00%, 03/18/23 (Call 02/18/23)^(d)		700		700,042
2.50%, 03/18/25 (Call 02/18/25)^(d)		200		199,192
China Cinda Finance 2015 I Ltd., 4.25%, 04/23/25 (Call 04/23/22)^(d)		1,000		1,053,710
China Cinda Finance 2017 I Ltd. 3.88%, 02/08/23 (Call 02/08/22)^(d)		600		614,370
4.10%, 03/09/24 (Call 03/09/22)^(d)		400		418,552
China Development Bank Financial Leasing Co. Ltd., 2.88%, 09/28/30 (Call 09/28/25)^(a)(d)		600		603,108
China Great Wall International Holdings IV Ltd., 3.95%, (Call 07/31/24)^(a)(d)(e)		200		203,926
China Greatt Wall International lll Co., 4.38%, 05/25/23 (Call 11/25/21)^(d)		400		414,180
CICC Hong Kong Finance 2016 MTN Ltd.
1.02%, 02/18/23 (Call 11/18/21), (3 mo. LIBOR US + 0.900%)^(a)(d)		1,000		995,290
1.63%, 01/26/24 (Call 01/26/22)^(d)		600		599,376
2.00%, 01/26/26 (Call 01/26/22)^(d)		400		395,020
Citadel LP, 5.38%, 01/17/23 (Call 12/17/22)^(b)		20		20,880
CITIC Securities Finance MTN Co. Ltd. 1.75%, 06/03/23 (Call 12/03/21)^(d)		200		200,854
2.00%, 06/03/25 (Call 12/03/21)^(d)		600		597,420
Citigroup Global Markets Holdings Inc./United States, 3.50%, 06/12/24 (Call 06/12/22)^(d)(f)		2		2,142
Clifford Capital Pte Ltd. 1.12%, 03/23/26 (Call 02/23/26)^(d)		400		394,900
1.73%, 09/10/24 (Call 03/10/22)^(d)		200		204,292
CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24)		471		496,971
CMS International Gemstone Ltd., 1.30%, 09/16/24		200		197,486
CNG Holdings Inc., 12.50%, 06/15/24 (Call 12/15/21)^(b)		150		142,980
Coastal Emerald Ltd., 4.30%, (Call 08/01/24)^(a)(d)(e)		400		396,036
Credit Acceptance Corp. 5.13%, 12/31/24 (Call 12/31/21)^(b)		245		250,934
6.63%, 03/15/26 (Call 03/15/22)		200		208,626
CSCIF Asia Ltd., 1.13%, 06/10/24 (Call 12/10/21)^(d)		600		595,548
DAE Sukuk Difc Ltd., 3.75%, 02/15/26 (Call 02/15/22)^(d)		600		629,130
Discover Financial Services 3.75%, 03/04/25 (Call 12/04/24)		425		454,227
3.85%, 11/21/22		220		227,416
3.95%, 11/06/24 (Call 08/06/24)		205		220,303


Security	Par (000)		Value

Diversified Financial Services (continued)
4.50%, 01/30/26 (Call 11/30/25)	$	30	$	33,236
Dongxing Voyage Co. Ltd., 3.25%, 08/15/24 (Call 02/15/22)^(d)		200		205,224
Eaton Vance Corp., 3.63%, 06/15/23		125		130,744
Enact Holdings Inc., 6.50%, 08/15/25 (Call 02/15/25)^(b)		382		419,883
Enova International Inc. 8.50%, 09/01/24 (Call 03/01/22)^(b)		123		125,135
8.50%, 09/15/25 (Call 03/15/22)^(b)		250		257,410
Far East Horizon Ltd., 2.63%, 03/03/24 (Call 03/03/22)^(d)		400		395,848
Finance of America Funding LLC, 7.88%, 11/15/25 (Call 11/15/22)^(b)		175		169,092
Franklin Resources Inc., 2.85%, 03/30/25		36		37,949
GE Capital Funding LLC, 3.45%, 05/15/25 (Call 04/15/25)		820		877,835
GE Capital International Funding Co. Unlimited Co., 3.37%, 11/15/25		100		107,868
GFH Sukuk Ltd., 7.50%, 01/28/25 (Call 01/28/22)^(d)		200		208,664
Global Aircraft Leasing Co. Ltd., 6.50%, 09/15/24 (Call 03/15/22), (7.25% PIK)^(b)(g)		844		818,728
goeasy Ltd. 4.38%, 05/01/26 (Call 05/01/22)^(b)		160		164,542
5.38%, 12/01/24 (Call 12/01/21)^(b)		270		277,649
Gtlk Europe Capital DAC 4.95%, 02/18/26 (Call 02/18/22)^(d)		400		421,684
5.95%, 04/17/25 (Call 04/17/22)^(d)		200		216,878
GTLK Europe DAC, 5.13%, 05/31/24 (Call 11/30/21)^(d)		200		211,134
Guangxi Financial Investment Group Co. Ltd., 3.60%, 11/18/23 (Call 11/18/21)^(d)		200		184,408
Guotai Junan Holdinges Co., 2.00%, 04/21/26 (Call 04/21/22)^(d)		200		199,138
Guotai Junan International Holdinges Co., 2.00%, 03/03/26 (Call 03/03/22)^(d)		200		197,592
Haitong International Finance Holdings 2015 Ltd., 2.11%, 03/12/25 (Call 03/12/22)^(d)		400		398,308
Haitong International Securities Group Ltd. 2.13%, 07/02/23 (Call 01/02/22)^(d)		600		604,284
3.38%, 07/19/24 (Call 01/19/22)^(d)		400		417,128
Home Point Capital Inc., 5.00%, 02/01/26 (Call 02/01/23)^(b)		280		251,642
Horse Gallop Finance Ltd., 1.70%, 07/28/25 (Call 01/28/22)^(d)		600		592,764
ICBCIL Finance Co. Ltd. 1.18%, 11/20/24 (Call 11/22/21)^(a)(d)		200		200,008
1.22%, 05/15/23 (Call 11/15/21), (3 mo. LIBOR US + 1.1%)^(a)(d)		400		400,344
1.75%, 08/25/25 (Call 02/25/22)^(d)		800		790,168
1.75%, 08/02/26		200		196,028
3.13%, 11/15/22 (Call 11/15/21)^(d)		300		305,622
3.63%, 05/19/26 (Call 11/19/21)^(d)		200		212,146
3.75%, 03/05/24 (Call 03/05/22)^(d)		400		421,156
Intercontinental Exchange Inc. 0.70%, 06/15/23		412		412,412
3.45%, 09/21/23 (Call 08/21/23)		108		113,457
3.75%, 12/01/25 (Call 09/01/25)		890		968,836
4.00%, 10/15/23		397		421,757
Inventive Global Investments Ltd., 1.65%, 09/03/25 (Call 03/03/22)^(d)		800		790,048
Invesco Finance PLC 3.13%, 11/30/22		52		53,453
3.75%, 01/15/26		100		108,712
4.00%, 01/30/24		350		373,268


Security	Par (000)		Value

Diversified Financial Services (continued)
Janus Capital Group Inc., 4.88%, 08/01/25 (Call 05/01/25)	$	64	$	70,868
Jefferies Group LLC, 5.13%, 01/20/23		378		397,924
Jefferson Capital Holdings LLC, 6.00%, 08/15/26 (Call 08/15/23)^(b)		155		157,006
JIC Zhixin Ltd., 1.50%, 08/27/25 (Call 02/27/22)^(d)		400		393,776
Joy Treasure Assets Holdings Inc., 2.88%, 09/24/24 (Call 03/24/22)^(d)		600		612,288
Korea Investment & Securities Co. Ltd. 1.38%, 07/19/24 (Call 01/19/22)^(d)		200		199,346
2.13%, 07/19/26 (Call 01/19/22)^(d)		200		198,254
Kuwait Projects Co. SPC Ltd., 5.00%, 03/15/23 (Call 03/15/22)^(d)		400		401,180
Lazard Group LLC, 3.75%, 02/13/25		114		122,134
LD Holdings Group LLC, 6.50%, 11/01/25 (Call 11/01/22)^(b)		260		254,873
LeasePlan Corp. NV, 2.88%, 10/24/24^(b)		400		416,216
Legend Fortune Ltd., 1.38%, 06/02/24 (Call 12/02/21)^(d)		600		598,326
Legg Mason Inc., 4.75%, 03/15/26		125		141,691
LFS Topco LLC, 5.88%, 10/15/26 (Call 10/15/23)^(b)		150		154,667
LSEGA Financing PLC 0.65%, 04/06/24 (Call 03/06/24)^(b)		1,560		1,545,508
1.38%, 04/06/26 (Call 04/06/22)^(b)		6,180		6,094,901
Mastercard Inc. 2.00%, 03/03/25 (Call 02/03/25)		772		794,959
3.38%, 04/01/24		683		725,005
Mirae Asset Securities Co. Ltd. 2.63%, 07/30/25 (Call 01/30/22)^(d)		1,000		1,019,180
3.38%, 05/07/24 (Call 11/07/21)^(d)		200		209,442
Mitsubishi HC Capital Inc. 3.56%, 02/28/24 (Call 01/28/24)^(b)		200		210,154
3.96%, 09/19/23 (Call 08/19/23)^(b)		645		679,082
Muthoot Finance Ltd., 4.40%, 09/02/23^(d)		200		203,146
Nasdaq Inc. 0.45%, 12/21/22 (Call 12/21/21)		225		224,764
3.85%, 06/30/26 (Call 03/30/26)		50		54,932
4.25%, 06/01/24 (Call 03/01/24)		625		671,463
Navient Corp. 5.50%, 01/25/23		500		522,295
5.88%, 10/25/24		260		277,885
6.13%, 03/25/24		420		449,417
6.75%, 06/25/25		260		286,000
6.75%, 06/15/26		250		275,755
7.25%, 09/25/23		300		326,406
Nomura Holdings Inc. 1.65%, 07/14/26		1,080		1,063,152
1.85%, 07/16/25		1,090		1,095,014
2.65%, 01/16/25		825		853,842
Nuveen Finance LLC, 4.13%, 11/01/24^(b)		685		745,301
OneMain Finance Corp. 5.63%, 03/15/23		470		494,238
6.13%, 03/15/24 (Call 09/15/23)		706		750,895
6.88%, 03/15/25		645		721,155
7.13%, 03/15/26		815		925,579
8.25%, 10/01/23		296		330,212
8.88%, 06/01/25 (Call 06/01/22)		295		319,063
Ontario Teachers’ Finance Trust, 1.63%, 09/12/24^(b)		500		509,925
Orient HuiZhi Ltd., 3.63%, 11/30/22 (Call 11/30/21)^(d)		250		255,080
ORIX Corp. 3.25%, 12/04/24		176		186,762
4.05%, 01/16/24		820		871,578


Security	Par (000)		Value

Diversified Financial Services (continued)
Oxford Finance LLC/Oxford Finance Co-Issuer II Inc., 6.38%, 12/15/22 (Call 11/29/21)^(b)	$	125	$	125,583
Park Aerospace Holdings Ltd. 4.50%, 03/15/23 (Call 02/15/23)^(b)		706		734,960
5.50%, 02/15/24 (Call 02/15/22)^(b)		203		220,318
PennyMac Financial Services Inc., 5.38%, 10/15/25 (Call 10/15/22)^(b)		320		330,077
PHH Mortgage Corp., 7.88%, 03/15/26 (Call 03/15/23)^(b)		215		218,148
Pingan Real Estate Capital Ltd., 3.45%, 07/29/26 (Call 01/29/22)^(d)		400		380,908
Pioneer Reward Ltd., 2.00%, 04/09/26 (Call 04/09/22)^(d)		600		594,234
Power Finance Corp. Ltd. 3.25%, 09/16/24 (Call 03/16/22)^(d)		200		207,166
3.75%, 06/18/24 (Call 12/18/21)^(d)		200		209,260
Power Sector Assets & Liabilities Management Corp., 7.39%, 12/02/24 (Call 12/02/21)^(d)		600		712,800
PRA Group Inc., 7.38%, 09/01/25 (Call 09/01/22)^(b)		150		160,325
Private Export Funding Corp., Series EE, 2.80%, 05/15/22		245		248,107
Provident Funding Associates LP/PFG Finance Corp., 6.38%, 06/15/25 (Call 12/15/21)^(b)		175		175,999
REC Ltd. 2.25%, 09/01/26 (Call 03/01/22)^(d)		200		195,828
3.38%, 07/25/24 (Call 01/25/22)^(d)		400		414,632
3.50%, 12/12/24 (Call 12/12/21)^(d)		400		417,376
4.75%, 05/19/23^(d)		400		418,072
5.25%, 11/13/23 (Call 11/13/21)^(d)		200		213,684
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer Inc., 2.88%, 10/15/26 (Call 10/15/23)^(b)		521		517,353
Sarana Multi Infrastrukt, 2.05%, 05/11/26 (Call 11/11/21)^(d)		200		195,708
Shinhan Card Co. Ltd., 1.38%, 10/19/25 (Call 04/19/22)^(d)		200		198,110
Shriram Transport Finance Co. Ltd. 4.40%, 03/13/24		600		602,214
5.10%, 07/16/23 (Call 01/16/22)^(d)		200		203,118
5.95%, 10/24/22 (Call 04/24/22)^(d)		200		204,072
SIHC International Capital Ltd., 4.35%, 09/26/23 (Call 03/26/22)^(d)		200		209,102
SLM Corp. 3.13%, 11/02/26 (Call 10/02/26)		250		247,813
4.20%, 10/29/25 (Call 09/29/25)		325		343,681
5.13%, 04/05/22 (Call 04/05/22)		70		70,982
State Elite Global Ltd., 0.89%, 10/24/24 (Call 01/24/22), (3 mo. LIBOR US + 0.770%)^(a)(d)		200		200,174
Stifel Financial Corp., 4.25%, 07/18/24		100		107,972
StoneX Group Inc., 8.63%, 06/15/25 (Call 06/15/22)^(b)		190		202,135
Sunrise Cayman Ltd., 5.25%, 03/11/24 (Call 03/11/22)^(d)		200		204,832
SURA Asset Management SA, 4.88%, 04/17/24 (Call 04/17/22)^(d)		206		221,520
Synchrony Financial 4.25%, 08/15/24 (Call 05/15/24)		1,254		1,345,555
4.38%, 03/19/24 (Call 02/19/24)		385		412,081
4.50%, 07/23/25 (Call 01/23/22)		603		659,634
TMX Finance LLC/TitleMax Finance Corp., 11.13%, 04/01/23 (Call 11/29/21)^(b)		164		167,657
United Wholesale Mortgage LLC, 5.50%, 11/15/25 (Call 11/15/22)^(b)		400		398,316
USAA Capital Corp., 0.50%, 05/01/24^(b)		625		619,881
Vertex Capital Investment Ltd., 4.75%, 04/03/24 (Call 04/03/22)^(d)		400		422,496
Visa Inc. 2.80%, 12/14/22 (Call 10/14/22)		1,243		1,272,223


Security	Par (000)		Value

Diversified Financial Services (continued)
3.15%, 12/14/25 (Call 09/14/25)	$	805	$	865,069
VistaJet Malta Finance PLC/XO Management Holding Inc., 10.50%, 06/01/24 (Call 06/01/22)^(b)(c)		340		366,812
Western Union Co. (The) 1.35%, 03/15/26 (Call 02/15/26)		1,805		1,767,456
2.85%, 01/10/25 (Call 12/10/24)		734		763,874
4.25%, 06/09/23 (Call 05/09/23)		392		411,965
World Acceptance Corp., 7.00%, 11/01/26 (Call 11/01/23)^(b)		140		137,967
XP Inc., 3.25%, 07/01/26 (Call 06/01/26)^(d)		400		382,916


				141,841,624

Electric — 1.6%
Abu Dhabi National Energy Co. PJSC 3.63%, 01/12/23^(b)		200		207,082
3.88%, 05/06/24 (Call 11/06/21)^(d)		400		428,248
4.38%, 04/23/25 (Call 04/23/22)^(d)		700		771,057
4.38%, 06/22/26 (Call 12/22/21)^(d)		600		676,302
Adani Transmission Ltd., 4.00%, 08/03/26 (Call 02/03/22)^(d)		200		210,748
AES Andes SA., 7.13%, 03/26/79 (Call 01/06/22)^(a)(d)		600		629,346
AES Corp. (The) 1.38%, 01/15/26 (Call 12/15/25)		665		652,032
3.30%, 07/15/25 (Call 06/15/25)^(b)		505		531,204
Alabama Power Co., Series 13-A, 3.55%, 12/01/23		165		174,649
Alliant Energy Finance LLC, 3.75%, 06/15/23 (Call 05/15/23)^(b)		422		440,399
Ameren Corp., 2.50%, 09/15/24 (Call 08/15/24)		624		647,119
Ameren Illinois Co., 3.25%, 03/01/25 (Call 12/01/24)		92		97,587
American Electric Power Co. Inc.
Series F, 2.95%, 12/15/22 (Call 09/15/22)^(c)		219		223,520
Series M, 0.75%, 11/01/23 (Call 05/01/22)		175		174,603
Series N, 1.00%, 11/01/25 (Call 10/01/25)		80		78,583
Appalachian Power Co., 3.40%, 06/01/25 (Call 03/01/25)		80		85,408
Arizona Public Service Co., 3.15%, 05/15/25 (Call 02/15/25)		130		137,679
Ausgrid Finance Pty Ltd., 3.85%, 05/01/23 (Call 02/01/23)^(b)		243		251,192
Avangrid Inc. 3.15%, 12/01/24 (Call 10/01/24)		79		83,537
3.20%, 04/15/25 (Call 03/15/25)		509		538,955
Baltimore Gas & Electric Co., 3.35%, 07/01/23 (Call 04/01/23)		619		642,590
Berkshire Hathaway Energy Co. 2.80%, 01/15/23 (Call 12/15/22)		257		263,332
3.75%, 11/15/23 (Call 08/15/23)		228		240,328
4.05%, 04/15/25 (Call 03/15/25)		1,364		1,488,438
Black Hills Corp., 4.25%, 11/30/23 (Call 08/30/23)		490		520,860
Calpine Corp., 5.25%, 06/01/26 (Call 12/01/21)^(b)		425		437,189
Cemig Geracao e Transmissao SA, 9.25%, 12/05/24 (Call 12/05/23)^(d)		800		894,296
CenterPoint Energy Inc. 1.45%, 06/01/26 (Call 05/01/26)		145		143,489
2.50%, 09/01/24 (Call 08/01/24)		139		144,172
Centrais Eletricas Brasileiras SA, 3.63%, 02/04/25 (Call 02/04/22)^(d)		300		300,732
CGNPC International Ltd. 2.75%, 07/02/24 (Call 01/02/22)^(d)		800		824,192
3.88%, 09/11/23 (Call 03/11/22)^(d)		200		208,868
China Clean Energy Development Ltd., 4.00%, 11/05/25 (Call 11/05/21)^(d)		400		426,084


Security	Par (000)		Value


Electric (continued)
China Huadian Overseas Co., 3.88%, 05/17/23 (Call 11/17/21)^(d)	$	600	$	623,724
China Huadian Overseas Development 2018 Ltd., 3.38%, (Call 06/23/25)^(a)(d)(e)		400		412,132
China Huadian Overseas Development Management Co. Ltd., 4.00%, (Call 05/29/24)^(a)(d)(e)		400		416,460
China Huaneng Group Hong Kong Treasury Management Holding Ltd.
1.60%, 01/20/26 (Call 01/20/22)^(d)		400		396,180
2.60%, 12/10/24 (Call 12/10/21)^(d)		400		414,052
2.85%, (Call 12/09/23)^(a)(d)(e)		600		606,498
3.08%, (Call 12/09/25)^(a)(d)(e)		200		202,764
Chugoku Electric Power Co. Inc. (The), 2.40%, 08/27/24 (Call 02/27/22)^(d)		500		514,170
Cleveland Electric Illuminating Co. (The), 5.50%, 08/15/24		73		81,585
CLP Power HK Finance Ltd., 3.55%, (Call 02/06/22)^(a)(d)(e)		200		205,316
CLP Power Hong Kong Financing Ltd., 2.88%, 04/26/23 (Call 04/26/22)^(d)		200		205,484
Comision Federal de Electricidad, 4.88%, 01/15/24 (Call 01/15/22)^(d)		600		640,272
Connecticut Light & Power Co. (The) 2.50%, 01/15/23 (Call 10/15/22)		128		130,358
Series A, 0.75%, 12/01/25 (Call 11/01/25)		20		19,581
Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 12/01/21)		150		149,664
Consumers Energy Co., 3.38%, 08/15/23 (Call 05/15/23)		234		244,034
Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)		187		196,511
Dominion Energy Inc.
2.45%, 01/15/23^(b)		232		237,206
3.07%, 08/15/24^(f)		667		700,043
3.90%, 10/01/25 (Call 07/01/25)		90		97,866
Series A, 1.45%, 04/15/26 (Call 03/15/26)		1,215		1,205,924
Series A, 3.30%, 03/15/25 (Call 02/15/25)		600		637,296
DPL Inc., 4.13%, 07/01/25 (Call 04/01/25)		215		227,818
Drax Finco PLC, 6.63%, 11/01/25 (Call 11/09/21)^(b)		200		206,588
DTE Electric Co. 3.38%, 03/01/25 (Call 12/01/24)		6		6,399
3.65%, 03/15/24 (Call 12/15/23)		32		33,845
DTE Energy Co. 2.25%, 11/01/22		291		295,708
Series C, 2.53%, 10/01/24		385		401,043
Series F, 1.05%, 06/01/25 (Call 05/01/25)		1,291		1,275,340
Series H, 0.55%, 11/01/22		80		80,022
Duke Energy Carolinas LLC 2.50%, 03/15/23 (Call 01/15/23)		283		289,653
3.05%, 03/15/23 (Call 02/15/23)		409		422,497
Duke Energy Corp. 0.90%, 09/15/25 (Call 08/15/25)		1,146		1,125,601
3.75%, 04/15/24 (Call 01/15/24)		944		1,000,574
3.95%, 10/15/23 (Call 07/15/23)		174		183,427
Duke Energy Ohio Inc., 3.80%, 09/01/23 (Call 06/01/23)		65		68,213
Duke Energy Progress LLC 3.25%, 08/15/25 (Call 05/15/25)		120		128,515
3.38%, 09/01/23 (Call 08/01/23)		379		397,131
Edison International 2.95%, 03/15/23 (Call 01/15/23)		819		837,845
3.55%, 11/15/24 (Call 10/15/24)		1,291		1,360,533
4.95%, 04/15/25 (Call 03/15/25)		603		659,923
EDP Finance BV, 3.63%, 07/15/24^(b)		535		566,886


Security	Par (000)		Value


Electric (continued)
Electricite de France SA 3.63%, 10/13/25 (Call 07/13/25)^(b)	$	1,275	$	1,375,266
5.25%, (Call 01/29/23)^(a)(b)(e)		600		621,954
5.63%, (Call 01/22/24)^(a)(b)(e)		800		849,736
Emera U.S. Finance LP 0.83%, 06/15/24^(b)		180		178,002
3.55%, 06/15/26 (Call 03/15/26)		185		198,505
Enel Finance International NV 1.38%, 07/12/26 (Call 06/12/26)^(b)		920		905,078
2.65%, 09/10/24^(b)		625		650,206
Enel Generacion Chile SA, 4.25%, 04/15/24 (Call 01/15/24)		225		240,622
Entergy Arkansas LLC, 3.70%, 06/01/24 (Call 03/01/24)		375		398,543
Entergy Corp. 0.90%, 09/15/25 (Call 08/15/25)		326		317,671
2.95%, 09/01/26 (Call 06/01/26)		80		84,345
Entergy Gulf States Louisiana LLC, 5.59%, 10/01/24		18		20,190
Entergy Louisiana LLC 4.05%, 09/01/23 (Call 06/01/23)		395		415,706
5.40%, 11/01/24		62		69,731
Eskom Holdings SOC Ltd. 6.75%, 08/06/23 (Call 02/06/22)^(d)		400		413,104
7.13%, 02/11/25 (Call 02/11/22)^(d)		800		834,568
Evergy Inc., 2.45%, 09/15/24 (Call 08/15/24)		758		784,803
Evergy Kansas Central Inc., 2.55%, 07/01/26 (Call 04/01/26)		25		26,067
Evergy Metro Inc. 3.15%, 03/15/23 (Call 12/15/22)		56		57,552
3.65%, 08/15/25 (Call 05/15/25)		60		64,711
Eversource Energy 2.80%, 05/01/23 (Call 02/01/23)		264		271,102
Series H, 3.15%, 01/15/25 (Call 10/15/24)		124		130,777
Series L, 2.90%, 10/01/24 (Call 08/01/24)		512		536,571
Series N, 3.80%, 12/01/23 (Call 11/01/23)		490		518,371
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		645		629,139
Series U, 1.40%, 08/15/26 (Call 07/15/26)		150		148,115
Exelon Corp. 3.40%, 04/15/26 (Call 01/15/26)		656		702,884
3.95%, 06/15/25 (Call 03/15/25)		443		478,830
Exelon Generation Co. LLC, 3.25%, 06/01/25 (Call 05/01/25)		246		260,135
FirstEnergy Corp. 2.05%, 03/01/25 (Call 02/01/25)		421		423,732
Series A, 1.60%, 01/15/26 (Call 12/15/25)		250		247,193
Series B, 4.75%, 03/15/23 (Call 12/15/22)		506		524,575
Florida Power & Light Co. 2.75%, 06/01/23 (Call 12/01/22)		24		24,594
2.85%, 04/01/25 (Call 03/01/25)		1,890		1,988,998
3.25%, 06/01/24 (Call 12/01/23)		25		26,272
Georgia Power Co.
Series A, 2.10%, 07/30/23		548		561,207
Series A, 2.20%, 09/15/24 (Call 08/15/24)		652		672,016
Greenko Investment Co., 4.88%, 08/16/23 (Call 02/16/22)^(d)		200		202,028
Guangzhou Development District Holding Group Co. Ltd., 2.60%, 12/15/23 (Call 12/15/21)^(d)		600		603,534
Hengjian International Investment Ltd., 1.88%, 06/23/25 (Call 12/23/21)^(d)		200		196,680
Hongkong Electric Finance Ltd., 2.88%, 05/03/26 (Call 11/03/21)^(d)		200		209,354


Security	Par (000)			Value


Electric (continued)
Hrvatska Elektroprivreda, 5.88%, 10/23/22 (Call 04/23/22)^(d)	$	200		$	209,124
Huaneng Hong Cong Capital Ltd., 3.60%, ^(a)(d)(e)		0	^(h)		—
Iberdrola International BV, 5.81%, 03/15/25		21			24,089
Interstate Power & Light Co., 3.25%, 12/01/24 (Call 09/01/24)		655			693,809
IPALCO Enterprises Inc., 3.70%, 09/01/24 (Call 07/01/24)		91			96,291
Israel Electric Corp. Ltd. 6.88%, 06/21/23^(d)		600			655,614
Series 6, 5.00%, 11/12/24 (Call 11/12/21)^(b)(d)		600			659,616
ITC Holdings Corp. 2.70%, 11/15/22 (Call 10/15/22)		331			337,498
3.25%, 06/30/26 (Call 03/30/26)		50			53,393
3.65%, 06/15/24 (Call 03/15/24)		60			63,494
Jersey Central Power & Light Co., 4.70%, 04/01/24 (Call 01/01/24)^(b)		421			451,796
Kansai Electric Power Co. Inc. (The), 2.55%, 09/17/24 (Call 03/17/22)^(d)		200			206,936
Korea East-West Power Co. Ltd. 1.75%, 05/06/25 (Call 11/06/21)^(d)		200			202,054
3.88%, 07/19/23 (Call 01/19/22)^(d)		400			421,144
Korea Electric Power Corp., 1.13%, 06/15/25 (Call 12/15/21)^(d)		600			594,804
Korea Hydro & Nuclear Power Co. Ltd., 3.75%, 07/25/23		600			630,954
Korea Midland Power Co. Ltd., 1.25%, 08/09/26 (Call 02/09/22)^(d)		200			196,430
Korea Southern Power Co. Ltd., 0.75%, 01/27/26		200			193,484
Lamar Funding Ltd., 3.96%, 05/07/25 (Call 11/07/21)^(d)		714			715,142
Light Servicos de Eletricidade SA/Light Energia SA, 4.38%, 06/18/26 (Call 06/18/24)^(b)		200			195,526
MidAmerican Energy Co., 3.50%, 10/15/24 (Call 07/15/24)		352			376,358
Midland Cogeneration Venture LP, 6.00%, 03/15/25^(b)(c)		99			101,237
Monongahela Power Co., 4.10%, 04/15/24 (Call 01/15/24)^(b)		363			385,658
National Rural Utilities Cooperative Finance Corp. 1.00%, 06/15/26 (Call 05/15/26)		200			196,610
2.70%, 02/15/23 (Call 12/15/22)		407			416,597
2.85%, 01/27/25 (Call 10/27/24)		95			99,796
2.95%, 02/07/24 (Call 12/07/23)		449			468,491
3.40%, 11/15/23 (Call 08/15/23)		9			9,440
4.75%, 04/30/43 (Call 04/30/23)^(a)		100			103,615
Series D, 1.00%, 10/18/24		420			419,097
NextEra Energy Capital Holdings Inc. 0.65%, 03/01/23		1,163			1,164,210
2.75%, 05/01/25 (Call 04/01/25)		225			235,991
2.80%, 01/15/23 (Call 12/15/22)		242			248,019
3.15%, 04/01/24 (Call 03/01/24)		939			986,645
NextEra Energy Operating Partners LP 3.88%, 10/15/26 (Call 07/15/26)^(b)		250			266,115
4.25%, 07/15/24 (Call 04/15/24)^(b)		350			370,318
Niagara Mohawk Power Corp. 2.72%, 11/28/22^(b)		71			72,430
3.51%, 10/01/24 (Call 07/01/24)^(b)		191			202,208
Northern States Power Co./MN, 2.60%, 05/15/23 (Call 11/15/22)		306			312,371
NRG Energy Inc. 2.00%, 12/02/25 (Call 11/02/25)^(b)		320			323,190
3.75%, 06/15/24 (Call 05/15/24)^(b)		330			348,569
NTPC Ltd. 3.75%, 04/03/24 (Call 04/03/22)^(d)		400			418,384


Security	Par (000)		Value


Electric (continued)
4.25%, 02/26/26 (Call 02/26/22)^(d)	$	200	$	214,312
4.38%, 11/26/24 (Call 11/26/21)^(d)		200		214,904
4.75%, 10/03/22 (Call 04/03/22)^(d)		200		206,432
Oncor Electric Delivery Co. LLC 0.55%, 10/01/25 (Call 09/01/25)		1,073		1,039,608
2.75%, 06/01/24 (Call 05/01/24)		267		279,298
2.95%, 04/01/25 (Call 01/01/25)		57		60,163
Pacific Gas & Electric Co., 3.50%, 06/15/25 (Call 03/15/25)		600		627,348
Pacific Gas and Electric Co. 1.37%, 03/10/23 (Call 03/10/22)		127		126,531
2.95%, 03/01/26 (Call 12/01/25)		1,180		1,206,998
3.15%, 01/01/26		1,910		1,966,689
3.25%, 06/15/23 (Call 03/15/23)		230		234,989
3.40%, 08/15/24 (Call 05/15/24)		215		222,848
3.45%, 07/01/25		449		468,747
3.75%, 02/15/24 (Call 11/15/23)		409		425,106
3.85%, 11/15/23 (Call 08/15/23)^(c)		202		208,381
4.25%, 08/01/23 (Call 07/01/23)		390		406,228
PacifiCorp 2.95%, 06/01/23 (Call 03/01/23)		66		68,049
3.60%, 04/01/24 (Call 01/01/24)		100		105,837
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		435		431,390
Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23)		380		402,124
Power Grid Corp. of India Ltd., 3.88%, 01/17/23 (Call 01/17/22)^(d)		400		412,796
PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26)		10		10,559
Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)		28		29,406
Public Service Electric & Gas Co. 2.38%, 05/15/23 (Call 02/15/23)		56		57,310
3.25%, 09/01/23 (Call 08/01/23)		320		334,704
Public Service Electric and Gas Co., 0.95%, 03/15/26 (Call 02/15/26)		47		46,382
Public Service Enterprise Group Inc. 0.80%, 08/15/25 (Call 07/15/25)		223		217,525
2.65%, 11/15/22 (Call 10/15/22)		263		268,139
2.88%, 06/15/24 (Call 05/15/24)		362		378,384
Puget Energy Inc., 3.65%, 05/15/25 (Call 02/15/25)		125		132,858
San Diego Gas & Electric Co., Series NNN, 3.60%, 09/01/23 (Call 06/01/23)		56		58,694
Saudi Electricity Global Sukuk Co. 2, 3.47%, 04/08/23 (Call 04/08/22)^(d)		650		674,401
Saudi Electricity Global Sukuk Co. 3, 4.00%, 04/08/24 (Call 04/08/22)^(d)		600		640,758
Saudi Electricity Global Sukuk Co. 4, 4.22%, 01/27/24 (Call 01/27/22)^(d)		600		641,382
Saudi Electricity Global Sukuk Co. 5, 1.74%, 09/17/25 (Call 03/17/22)^(d)		450		450,981
Sempra Energy 2.90%, 02/01/23 (Call 01/01/23)		770		790,143
3.55%, 06/15/24 (Call 03/15/24)		564		595,990
3.75%, 11/15/25 (Call 08/15/25)		485		525,012
4.05%, 12/01/23 (Call 09/01/23)		566		599,298
SMC Global Power Holdings Corp. 5.70%, (Call 01/21/26)^(a)(d)(e)		400		394,604
6.50%, (Call 04/25/24)^(a)(d)(e)		400		407,160
7.00%, (Call 10/21/25)^(a)(d)(e)		400		413,604


Security	Par (000)		Value


Electric (continued)
Southern California Edison Co. 0.70%, 04/03/23	$	90	$	89,999
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		225		221,702
Series C, 3.50%, 10/01/23 (Call 07/01/23)		285		297,911
Series D, 3.40%, 06/01/23 (Call 05/01/23)		205		212,802
Series E, 3.70%, 08/01/25 (Call 06/01/25)		294		317,749
Southern Co. (The) 2.95%, 07/01/23 (Call 05/01/23)		973		1,004,730
3.25%, 07/01/26 (Call 04/01/26)		145		154,645
Series 21-A, 0.60%, 02/26/24 (Call 01/26/24)		582		577,309
Series B, 4.00%, 01/15/51 (Call 01/15/22)^(a)		584		612,108
Southern Power Co. 0.90%, 01/15/26 (Call 12/15/25)		250		243,288
4.15%, 12/01/25 (Call 09/01/25)		530		581,341
Southwestern Electric Power Co., Series N, 1.65%, 03/15/26 (Call 02/15/26)		355		355,156
Southwestern Public Service Co., 3.30%, 06/15/24 (Call 12/15/23)		25		26,204
SP PowerAssets Ltd., 3.25%, 11/24/25^(b)		200		214,818
SPIC Luxembourg Latin America Renewable Energy Investment Co. Sarl, 4.65%, 10/30/23 (Call 04/30/22)^(d)		200		211,254
SPIC MTN Co. Ltd., 1.63%, 07/27/25 (Call 01/27/22)^(d)		600		593,172
State Grid Overseas Investment 2013 Ltd., 3.13%, 05/22/23 (Call 11/22/21)^(d)		800		827,560
State Grid Overseas Investment 2014 Ltd., 4.13%, 05/07/24 (Call 11/07/21)^(d)		800		860,600
State Grid Overseas Investment 2016 Ltd. 2.88%, 05/18/26 (Call 11/18/21)^(d)		400		420,660
3.75%, 05/02/23 (Call 05/02/22)^(d)		700		729,554
Tabreed Sukuk Spc Ltd., 5.50%, 10/31/25 (Call 04/30/22)^(d)		400		456,144
Talen Energy Supply LLC
6.50%, 06/01/25 (Call 12/01/21)^(c)		253		154,611
10.50%, 01/15/26 (Call 01/15/22)^(b)		290		191,989
Terraform Global Operating LLC, 6.13%, 03/01/26 (Call 11/29/21)^(b)		200		204,972
Three Gorges Finance I Cayman Islands Ltd. 1.30%, 09/22/25 (Call 08/22/25)		600		589,656
2.30%, 10/16/24 (Call 09/16/24)^(d)		600		616,530
3.15%, 06/02/26 (Call 12/02/21)^(d)		400		421,796
TransAlta Corp., 4.50%, 11/15/22 (Call 08/15/22)		199		202,865
Transelec SA, 4.25%, 01/14/25 (Call 10/14/24)^(d)		200		215,222
Tucson Electric Power Co., 3.05%, 03/15/25 (Call 12/15/24)		100		105,312
Union Electric Co., 3.50%, 04/15/24 (Call 01/15/24)		35		36,950
Vena Energy Capital Pte Ltd., 3.13%, 02/26/25 (Call 02/26/22)^(d)		300		306,411
Virginia Electric & Power Co. 3.45%, 02/15/24 (Call 11/15/23)		43		45,233
Series A, 3.10%, 05/15/25 (Call 02/15/25)		122		129,000
Series A, 3.15%, 01/15/26 (Call 10/15/25)		220		234,700
Series C, 2.75%, 03/15/23 (Call 12/15/22)		257		263,474
Vistra Operations Co. LLC 3.55%, 07/15/24 (Call 06/15/24)^(b)		1,570		1,636,254
5.50%, 09/01/26 (Call 03/01/22)^(b)		50		51,473
WEC Energy Group Inc. 0.55%, 09/15/23		13		12,957
0.80%, 03/15/24 (Call 02/15/24)		617		615,155
3.55%, 06/15/25 (Call 03/15/25)		24		25,718


Security	Par (000)		Value


Electric (continued)
Wisconsin Electric Power Co., 2.05%, 12/15/24 (Call 11/15/24)	$	314	$	323,806
Xcel Energy Inc. 0.50%, 10/15/23 (Call 09/15/23)		297		295,928
1.75%, 03/15/27 (Call 02/15/27)		1,000		997,770
3.30%, 06/01/25 (Call 12/01/24)		386		410,040


				97,560,115

Electrical Components & Equipment — 0.0%
Emerson Electric Co. 2.63%, 02/15/23 (Call 11/15/22)		148		151,243
3.15%, 06/01/25 (Call 03/01/25)		10		10,642
EnerSys, 5.00%, 04/30/23 (Call 01/30/23)^(b)		95		98,372
Johnson Electric Holding, 4.13%, 07/30/24 (Call 01/30/22)^(d)		200		210,248
WESCO Distribution Inc., 7.13%, 06/15/25 (Call 06/15/22)^(b)		765		813,845


				1,284,350

Electronics — 0.2%
AAC Technologies Holding SR, 2.63%, 06/02/26 (Call 05/02/26)^(d)		200		196,140
AAC Technologies Holdings Inc., 3.00%, 11/27/24 (Call 11/27/22)^(d)		400		406,152
Agilent Technologies Inc., 3.88%, 07/15/23 (Call 04/15/23)		321		335,824
Allegion U.S. Holding Co. Inc., 3.20%, 10/01/24 (Call 08/01/24)		250		262,488
Amphenol Corp. 2.05%, 03/01/25 (Call 02/01/25)		281		288,067
3.20%, 04/01/24 (Call 02/01/24)		74		77,684
Arrow Electronics Inc. 3.25%, 09/08/24 (Call 07/08/24)		445		467,619
4.00%, 04/01/25 (Call 01/01/25)		68		72,897
4.50%, 03/01/23 (Call 12/01/22)		115		119,398
Avnet Inc. 4.63%, 04/15/26 (Call 01/15/26)		140		154,557
4.88%, 12/01/22		643		670,463
Brightstar Escrow Corp., 9.75%, 10/15/25 (Call 10/15/22)^(b)		225		241,281
Competition Team Technologies Ltd., 3.75%, 03/12/24 (Call 03/12/22)^(d)		200		211,712
Flex Ltd. 3.75%, 02/01/26 (Call 01/01/26)		100		107,262
4.75%, 06/15/25 (Call 03/15/25)		40		43,956
5.00%, 02/15/23		335		352,380
Foxconn Far East Ltd., 1.63%, 10/28/25 (Call 04/28/22)^(d)		600		599,202
Honeywell International Inc. 1.10%, 03/01/27 (Call 02/01/27)		500		491,210
1.35%, 06/01/25 (Call 05/01/25)		400		403,336
2.30%, 08/15/24 (Call 07/15/24)		910		945,590
3.35%, 12/01/23		33		34,799
Jabil Inc., 1.70%, 04/15/26 (Call 03/15/26)		585		581,472
Keysight Technologies Inc., 4.55%, 10/30/24 (Call 07/30/24)		111		121,483
Legrand France SA, 8.50%, 02/15/25		276		338,081
Sensata Technologies BV 4.88%, 10/15/23^(b)		250		265,175
5.00%, 10/01/25^(b)		360		394,290
5.63%, 11/01/24^(b)		200		220,532


Security	Par (000)		Value


Electronics (continued)
SYNNEX Corp. 1.25%, 08/09/24 (Call 08/09/22)^(b)	$	587	$	584,717
1.75%, 08/09/26 (Call 07/09/26)^(b)		555		544,072
Trimble Inc. 4.15%, 06/15/23 (Call 05/15/23)		588		616,888
4.75%, 12/01/24 (Call 09/01/24)		345		378,079
Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24)		55		58,055
Vontier Corp., 1.80%, 04/01/26 (Call 03/01/26)^(b)		550		542,844


				11,127,705

Energy - Alternate Sources — 0.1%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24 (Call 12/10/21)^(d)		200		215,126
Contemporary Ruiding Development Ltd. 1.50%, 09/09/26 (Call 03/09/22)^(d)		200		195,108
1.88%, 09/17/25 (Call 03/17/22)^(d)		600		600,354
Greenko Dutch BV, 3.85%, 03/29/26 (Call 03/29/23)^(d)		591		596,337
Greenko Solar Mauritius Ltd., 5.55%, 01/29/25 (Call 01/29/22)		200		205,236
MSU Energy SA/UGEN SA/UENSA SA, 6.88%, 02/01/25 (Call 02/01/22)^(c)(d)		400		325,744
ReNew Power Synthetic, 6.67%, 03/12/24 (Call 11/29/21)^(d)		400		418,100
SK Battery America Inc. 1.63%, 01/26/24 (Call 01/26/22)^(d)		200		199,300
2.13%, 01/26/26 (Call 01/26/22)^(d)		400		391,976
Sunnova Energy Corp., 5.88%, 09/01/26 (Call 09/01/23)^(b)		205		209,249
TerraForm Power Operating LLC, 4.25%, 01/31/23 (Call 10/31/22)^(b)		300		307,398


				3,663,928

Engineering & Construction — 0.2%
Artera Services LLC, 9.03%, 12/04/25 (Call 02/04/23)^(b)		505		543,572
BCEG Hongkong Co. Ltd., 2.22%, 07/02/26 (Call 06/02/26)^(d)		400		396,276
Brand Industrial Services Inc., 8.50%, 07/15/25 (Call 01/15/22)^(b)		530		530,042
Brundage-Bone Concrete Pumping Holdings Inc., 6.00%, 02/01/26 (Call 02/01/23)^(b)		190		198,863
CCCI Treasure Ltd., 3.43%, (Call 11/21/24)^(a)(d)(e)		400		406,908
China Minmetals Corp., 3.75%, (Call 11/13/22)^(a)(d)(e)		500		507,545
China Railway Resources Huitung Ltd., 3.85%, 02/05/23 (Call 02/05/22)^(d)		200		206,168
China Railway Xunjie Co. Ltd., 3.25%, 07/28/26 (Call 01/28/22)^(d)		400		420,244
China State Construction Finance Cayman I Ltd., 3.40%, (Call 06/08/26)^(a)(d)(e)		400		403,728
China State Construction Finance Cayman II Ltd., 3.38%, 11/29/22 (Call 11/29/21)^(d)		200		203,302
China State Construction Finance Cayman III Ltd., 4.00%, (Call 12/03/24)^(a)(d)(e)		200		205,592
Chongqing International Logistics Hub Park Construction Co. Ltd., 4.30%, 09/26/24 (Call 03/26/22)^(d)		200		185,990
CRCC Hean Ltd., 1.88%, 05/20/26 (Call 04/20/26)^(d)		600		596,370
CRCC Yuxiang Ltd., 3.50%, 05/16/23 (Call 11/16/21)^(d)		200		206,256
Dianjian Haiyu Ltd. 3.45%, (Call 09/29/25)^(a)(d)(e)		600		608,664
4.30%, (Call 06/20/24)^(a)(d)(e)		600		619,902
Fluor Corp., 3.50%, 12/15/24 (Call 09/15/24)^(c)		331		345,882


Security	Par (000)		Value


Engineering & Construction (continued)
Fujian Zhanglong Group Co. Ltd., 3.45%, 12/19/23 (Call 01/19/22)^(d)	$	400	$	405,896
Henan Water Conservancy Investment Group Co. Ltd., 2.80%, 09/18/25^(d)		400		400,896
Hongkong International Qingdao Co. Ltd. 3.99%, 04/27/23 (Call 04/27/22)^(d)		400		405,240
4.00%, 10/08/24 (Call 04/08/22)^(d)		200		203,000
4.25%, 12/04/22 (Call 12/04/21)^(d)		200		202,690
IHS Netherlands Holdco BV, 7.13%, 03/18/25 (Call 03/18/22)^(d)		200		206,786
INNOVATE Corp., 8.50%, 02/01/26 (Call 02/01/23)^(b)		165		164,891
Michael Baker International LLC, 8.75%, 03/01/23 (Call 12/01/21)		98		98,548
Powerchina Roadbridge Group British Virgin Islands Ltd., 3.08%, (Call 04/01/26)^(a)(d)(e)		200		200,202
Shuifa International Holdings BVI Co. Ltd., 4.30%, 05/08/23 (Call 11/08/21)^(d)		200		197,018
Sydney Airport Finance Co. Pty Ltd. 3.38%, 04/30/25 (Call 01/30/25)^(b)		23		24,228
3.90%, 03/22/23^(b)		345		358,683
Tutor Perini Corp., 6.88%, 05/01/25 (Call 11/15/21)^(b)(c)		290		295,643
Wuhan Metro Group Co. Ltd., 2.96%, 09/24/24 (Call 03/24/22)^(d)		400		411,768
Yongda Investment Ltd., 2.25%, 06/16/25 (Call 12/16/21)^(d)		600		598,128
Yun-Top International Investment Co. BVI Ltd., 5.10%, 07/21/23 (Call 01/21/22)^(d)		400		404,660
Zhengzhou Real Estate Group Co. Ltd., 3.95%, 10/09/22 (Call 04/09/22)^(d)		400		406,624


				11,570,205

Entertainment — 0.2%
AMC Entertainment Holdings Inc. 10.50%, 04/15/25 (Call 04/15/22)^(b)		170		182,418
10.50%, 04/24/26 (Call 06/15/22)^(b)(c)		175		187,350
Banijay Entertainment SASU, 5.38%, 03/01/25 (Call 03/01/22)^(b)		200		205,858
Caesars Entertainment Inc., 6.25%, 07/01/25 (Call 07/01/22)^(b)		1,740		1,831,541
Caesars Resort Collection LLC/CRC Finco Inc., 5.75%, 07/01/25 (Call 07/01/22)^(b)		505		530,528
CCM Merger Inc., 6.38%, 05/01/26 (Call 11/01/22)^(b)		150		157,908
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp., 5.38%, 06/01/24 (Call 12/01/21)		235		237,061
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25 (Call 05/01/22)^(b)		510		530,395
Cinemark USA Inc. 5.88%, 03/15/26 (Call 03/15/23)^(b)		275		276,435
8.75%, 05/01/25 (Call 05/01/22)^(b)		110		117,982
Downstream Development Authority of the Quapaw Tribe of Oklahoma, 10.50%, 02/15/23 (Call 11/29/21)^(b)		100		103,724
Gateway Casinos & Entertainment Ltd., 8.25%, 03/01/24 (Call 11/20/21)^(b)		140		144,148
Golden Entertainment Inc., 7.63%, 04/15/26 (Call 04/15/22)^(b)		200		210,096
International Game Technology PLC 4.13%, 04/15/26 (Call 04/15/23)^(b)		325		335,777
6.50%, 02/15/25 (Call 08/15/24)^(b)		575		638,997
Jacobs Entertainment Inc., 7.88%, 02/01/24 (Call 11/29/21)^(b)		194		199,820


Security	Par (000)		Value


Entertainment (continued)
Live Nation Entertainment Inc. 4.88%, 11/01/24 (Call 05/01/22)^(b)	$	290	$	293,407
5.63%, 03/15/26 (Call 11/29/21)^(b)		150		155,625
Merlin Entertainments Ltd., 5.75%, 06/15/26 (Call 03/17/26)^(b)		200		206,810
Mohegan Gaming & Entertainment 7.88%, 10/15/24 (Call 04/15/22)^(b)(c)		225		233,539
8.00%, 02/01/26 (Call 02/01/23)^(b)		620		640,975
Powdr Corp., 6.00%, 08/01/25 (Call 08/01/22)^(b)		112		117,151
Scientific Games International Inc. 5.00%, 10/15/25 (Call 04/15/22)^(b)		627		645,973
8.25%, 03/15/26 (Call 03/15/22)^(b)		555		588,966
8.63%, 07/01/25 (Call 07/01/22)^(b)		280		302,649
SeaWorld Parks & Entertainment Inc., 8.75%, 05/01/25 (Call 05/01/22)^(b)		120		128,527
Six Flags Entertainment Corp., 4.88%, 07/31/24 (Call 01/31/22)^(b)		518		524,289
Six Flags Theme Parks Inc., 7.00%, 07/01/25 (Call 07/01/22)^(b)		342		363,724
Vail Resorts Inc., 6.25%, 05/15/25 (Call 05/15/22)^(b)		290		305,614
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.75%, 04/15/25 (Call 04/15/22)^(b)		310		326,619


				10,723,906

Environmental Control — 0.1%
Covanta Holding Corp., 5.88%, 07/01/25 (Call 01/01/22)		200		206,500
FS Luxembourg Sarl, 10.00%, 12/15/25 (Call 12/15/23)		600		661,344
GFL Environmental Inc. 3.75%, 08/01/25 (Call 08/01/22)^(b)		380		390,716
4.25%, 06/01/25 (Call 06/01/22)^(b)		255		262,948
Republic Services Inc. 0.88%, 11/15/25 (Call 10/15/25)		385		376,137
2.50%, 08/15/24 (Call 07/15/24)		1,091		1,133,767
3.20%, 03/15/25 (Call 12/15/24)		82		86,868
4.75%, 05/15/23 (Call 02/15/23)		98		103,184
Stericycle Inc., 5.38%, 07/15/24 (Call 01/15/22)^(b)		250		257,158
Tervita Corp., 11.00%, 12/01/25 (Call 12/01/23)^(b)		170		195,138
Waste Management Inc. 0.75%, 11/15/25 (Call 10/15/25)		455		444,712
2.40%, 05/15/23 (Call 03/15/23)		508		520,654
3.13%, 03/01/25 (Call 12/01/24)		510		539,784
Waste Pro USA Inc., 5.50%, 02/15/26 (Call 11/29/21)^(b)		255		252,509


				5,431,419

Food — 0.5%
Albertsons Companies Inc./Safeway Inc./New Albertsons LP/Albertsons LLC 3.25%, 03/15/26 (Call 09/15/22)^(b)		395		401,687
3.50%, 02/15/23 (Call 12/15/22)^(b)		350		356,269
5.75%, 03/15/25 (Call 03/15/22)		125		126,798
7.50%, 03/15/26 (Call 03/15/22)(b)		301		324,309
Almarai Sukuk Ltd., 4.31%, 03/05/24 (Call 03/05/22)^(d)		200		214,578
Aragvi Finance International SR, 8.45%, 04/29/26 (Call 04/29/24)^(d)		250		257,473
Arcor SAIC, 6.00%, 07/06/23 (Call 07/06/22)		410		399,828
B&G Foods Inc., 5.25%, 04/01/25 (Call 11/29/21)		400		409,372
Blossom Joy Ltd., 3.10%, (Call 07/21/25)^(a)(d)(e)		600		608,826
Campbell Soup Co. 3.30%, 03/19/25 (Call 12/19/24)		247		261,832
3.65%, 03/15/23 (Call 02/15/23)		943		978,825
3.95%, 03/15/25 (Call 01/15/25)		407		440,309


Security	Par (000)		Value


Food (continued)
Cencosud SA, 5.15%, 02/12/25 (Call 11/12/24)^(d)	$	200	$	218,264
China Mengniu Dairy Co. Ltd. 1.88%, 06/17/25 (Call 05/17/25)^(d)		400		397,856
4.25%, 08/07/23 (Call 02/07/22)^(d)		400		419,808
China Modern Dairy Holdi, 2.13%, 07/14/26 (Call 06/14/26)^(d)		200		193,318
Chobani LLC/Chobani Finance Corp. Inc., 7.50%, 04/15/25 (Call 11/29/21)^(b)		225		233,872
Conagra Brands Inc. 3.20%, 01/25/23 (Call 10/25/22)		70		71,737
4.30%, 05/01/24 (Call 04/01/24)		1,281		1,379,637
4.60%, 11/01/25 (Call 09/01/25)		520		579,046
Danone SA, 2.59%, 11/02/23 (Call 09/02/23)^(b)		520		537,576
Del Monte Foods Inc., 11.88%, 05/15/25 (Call 05/15/22)^(b)		255		286,301
FAGE International SA/FAGE USA Dairy Industry Inc., 5.63%, 08/15/26 (Call 02/15/22)^(b)		200		205,012
Fresh Market Inc. (The), 9.75%, 05/01/23 (Call 11/29/21)^(b)		250		257,233
General Mills Inc. 3.65%, 02/15/24 (Call 11/15/23)		218		230,389
3.70%, 10/17/23 (Call 09/17/23)		762		803,857
4.00%, 04/17/25 (Call 02/17/25)		470		510,951
Grupo Bimbo SAB de CV 3.88%, 06/27/24		200		212,488
5.95%, (Call 04/17/23)^(a)(d)(e)		400		417,160
Hershey Co. (The) 0.90%, 06/01/25 (Call 05/01/25)		505		501,490
2.05%, 11/15/24 (Call 10/15/24)		465		480,647
3.38%, 05/15/23 (Call 04/15/23)		339		352,797
H-Food Holdings LLC/Hearthside Finance Co. Inc., 8.50%, 06/01/26 (Call 12/01/21)^(b)		175		181,127
JBS USA Food Co., 7.00%, 01/15/26 (Call 01/15/22)^(b)		425		443,135
JGSH Philippines Ltd., 4.38%, 01/23/23 (Call 01/23/22)^(d)		400		413,692
JM Smucker Co. (The), 3.50%, 03/15/25		1,155		1,237,294
Kellogg Co. 2.65%, 12/01/23		611		634,456
3.25%, 04/01/26		200		214,500
Kraft Heinz Foods Co., 3.00%, 06/01/26 (Call 03/01/26)		975		1,017,052
Kroger Co. (The) 3.50%, 02/01/26 (Call 11/01/25)		335		363,482
3.85%, 08/01/23 (Call 05/01/23)		353		369,997
4.00%, 02/01/24 (Call 11/01/23)		335		355,666
Lamb Weston Holdings Inc., 4.63%, 11/01/24 (Call 05/01/22)^(b)		420		430,210
Mars Inc. 0.88%, 07/16/26 (Call 06/16/26)^(b)		100		97,585
2.70%, 04/01/25 (Call 03/01/25)^(b)		264		276,445
McCormick & Co. Inc./MD 0.90%, 02/15/26 (Call 01/15/26)		315		306,237
3.15%, 08/15/24 (Call 06/15/24)		169		178,430
Mondelez International Holdings Netherlands BV 0.75%, 09/24/24^(b)		865		856,609
1.25%, 09/24/26 (Call 08/24/26^)(b)		1,000		980,590
2.25%, 09/19/24 (Call 08/19/24)^(b)		275		283,913
Mondelez International Inc., 1.50%, 05/04/25 (Call 04/04/25)		641		646,384
Nathan’s Famous Inc., 6.63%, 11/01/25 (Call 05/01/22)^(b)		50		50,909
NBM U.S. Holdings Inc., 7.00%, 05/14/26 (Call 05/14/22)^(d)		400		423,924


Security	Par (000)		Value

Food (continued)
Nestle Holdings Inc. 0.38%, 01/15/24^(b)	$	150	$	148,637
0.63%, 01/15/26 (Call 12/15/25)^(b)		400		388,556
1.15%, 01/14/27 (Call 12/14/26)^(b)		400		392,640
2.38%, 11/17/22 (Call 11/17/21)^(d)		165		168,381
3.13%, 03/22/23 (Call 03/22/22)^(d)		111		114,916
3.35%, 09/24/23 (Call 08/24/23)^(b)		855		897,682
3.50%, 09/24/25 (Call 07/24/25)^(b)		450		486,463
Performance Food Group Inc., 6.88%, 05/01/25 (Call 05/01/22)^(b)		150		158,310
Sigma Alimentos SA de CV, 4.13%, 05/02/26 (Call 02/02/26)^(d)		600		645,090
Sigma Holdco BV, 7.88%, 05/15/26 (Call 11/15/21)^(b)		250		244,615
Sysco Corp. 3.30%, 07/15/26 (Call 04/15/26)		530		567,561
3.55%, 03/15/25 (Call 01/15/25)		358		383,593
5.65%, 04/01/25 (Call 03/01/25)		718		817,134
Tyson Foods Inc. 3.90%, 09/28/23 (Call 08/28/23)		358		378,503
3.95%, 08/15/24 (Call 05/15/24)		111		118,970
4.00%, 03/01/26 (Call 01/01/26)		752		825,628
U.S. Foods Inc., 6.25%, 04/15/25 (Call 04/15/22)^(b)		585		613,998
Ulker Biskuvi Sanayi AS, 6.95%, 10/30/25 (Call 04/30/22)^(d)		400		419,352
Yili Holding Investment Co., 1.63%, 11/19/25 (Call 10/19/25)^(d)		200		196,852


				30,798,063

Food Service — 0.0%
Aramark Services Inc. 5.00%, 04/01/25 (Call 11/29/21)^(b)		265		271,209
6.38%, 05/01/25 (Call 05/01/22)^(b)		760		799,984


				1,071,193

Forest Products & Paper — 0.1%
Clearwater Paper Corp., 5.38%, 02/01/25^(b)		166		179,599
Georgia-Pacific LLC 0.63%, 05/15/24^(b)		783		777,496
1.75%, 09/30/25 (Call 08/30/25)^(b)		262		265,529
3.60%, 03/01/25 (Call 12/01/24)^(b)		22		23,591
3.73%, 07/15/23 (Call 04/15/23)^(b)		394		412,010
8.00%, 01/15/24		344		396,402
Inversiones CMPC SA, 4.75%, 09/15/24 (Call 06/15/24)^(d)		600		643,650
Inversiones CMPC SA/Cayman Islands Branch, 4.38%, 05/15/23 (Call 02/15/23)^(d)		200		207,042
Mercer International Inc., 5.50%, 01/15/26 (Call 11/29/21)		146		148,191
Resolute Forest Products Inc., 4.88%, 03/01/26 (Call 03/01/23)^(b)		150		153,019
Schweitzer-Mauduit International Inc., 6.88%, 10/01/26 (Call 04/01/22)^(b)		175		182,430
Suzano Austria GmbH, 5.75%, 07/14/26 (Call 01/14/22)^(d)		400		456,184
West Fraser Timber Co. Ltd., 4.35%, 10/15/24 (Call 07/15/24)^(b)		15		15,803


				3,860,946

Gas — 0.2%
AmeriGas Partners LP/AmeriGas Finance Corp. 5.50%, 05/20/25 (Call 02/20/25)		340		369,070
5.63%, 05/20/24 (Call 03/20/24)		339		366,578
5.88%, 08/20/26 (Call 05/20/26)		400		446,692
APT Pipelines Ltd., 4.20%, 03/23/25 (Call 12/23/24)^(b)		445		479,754
Atmos Energy Corp., 0.63%, 03/09/23 (Call 03/09/22)		300		299,952


Security	Par (000)		Value

Gas (continued)
Brooklyn Union Gas Co. (The), 3.41%, 03/10/26 (Call 12/10/25)^(b)	$	325	$	344,188
CenterPoint Energy Resources Corp. 0.70%, 03/02/23 (Call 03/02/22)		185		184,647
3.55%, 04/01/23 (Call 03/01/23)		625		648,687
East Ohio Gas Co. (The), 1.30%, 06/15/25 (Call 05/15/25)^(b)		1,078		1,072,739
Eastern Energy Gas Holdings LLC 3.55%, 11/01/23 (Call 08/01/23)		164		171,890
3.60%, 12/15/24 (Call 09/15/24)		244		260,804
Series A, 2.50%, 11/15/24 (Call 10/15/24)		875		911,225
ENN Clean Energy International Investment Ltd., 3.38%, 05/12/26 (Call 05/12/24)^(b)		400		396,984
Gas Natural de Lima y Callao SA, 4.38%, 04/01/23 (Call 04/01/22)^(d)		200		208,132
KeySpan Gas East Corp., 2.74%, 08/15/26 (Call 05/15/26)^(b)		10		10,318
Korea Gas Corp. 1.13%, 07/13/26^(d)		400		392,828
3.50%, 07/21/25^(d)		200		215,454
3.50%, 07/02/26^(d)		400		435,488
National Fuel Gas Co. 3.75%, 03/01/23 (Call 12/01/22)		63		64,915
5.20%, 07/15/25 (Call 04/15/25)		320		353,251
5.50%, 01/15/26 (Call 12/15/25)		65		74,180
NiSource Inc., 0.95%, 08/15/25 (Call 07/15/25)		1,537		1,507,075
ONE Gas Inc. 0.85%, 03/11/23 (Call 03/11/22)		10		10,000
1.10%, 03/11/24 (Call 03/11/22)		85		84,687
Perusahaan Gas Negara Tbk PT, 5.13%, 05/16/24 (Call 11/16/21)^(d)		600		656,184
Rockpoint Gas Storage Canada Ltd., 7.00%, 03/31/23 (Call 11/29/21)^(b)		180		180,668
Shaoxing City Investment Group, 2.50%, 08/19/26 (Call 05/19/26)^(d)		400		397,216
Southern California Gas Co. 3.15%, 09/15/24 (Call 06/15/24)		250		264,245
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		100		104,678
Southern Co. Gas Capital Corp. 2.45%, 10/01/23 (Call 08/01/23)		482		496,041
3.25%, 06/15/26 (Call 03/15/26)		50		53,296


				11,461,866

Hand & Machine Tools — 0.0%
Apex Tool Group LLC/BC Mountain Finance Inc., 9.00%, 02/15/23 (Call 02/15/22)^(b)(c)		150		150,266
Stanley Black & Decker Inc., 4.00%, 03/15/60 (Call 03/15/25)^(a)		505		535,482
Werner FinCo LP/Werner FinCo Inc., 8.75%, 07/15/25 (Call 01/15/22)^(b)		123		128,296


				814,044

Health Care - Products — 0.2%
Abbott Laboratories 2.95%, 03/15/25 (Call 12/15/24)		1,348		1,427,235
3.40%, 11/30/23 (Call 09/30/23)		399		419,856
Boston Scientific Corp. 1.90%, 06/01/25 (Call 05/01/25)		317		322,757
3.45%, 03/01/24 (Call 02/01/24)		1,013		1,068,046
3.75%, 03/01/26 (Call 01/01/26)		60		65,197
3.85%, 05/15/25		183		198,178


Security	Par (000)		Value

Health Care - Products (continued)
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)	$	20	$	21,514
DH Europe Finance II Sarl 2.05%, 11/15/22		623		632,881
2.20%, 11/15/24 (Call 10/15/24)		463		478,723
Fresenius U.S. Finance II Inc., 4.50%, 01/15/23 (Call 10/17/22)^(b)		100		103,464
Medtronic Inc., 3.50%, 03/15/25		791		852,896
Ortho-Clinical Diagnostics Inc./Ortho-Clinical Diagnostics SA, 7.38%, 06/01/25 (Call 06/01/22)^(b)		120		126,007
Stryker Corp. 1.15%, 06/15/25 (Call 05/15/25)		664		662,187
3.38%, 05/15/24 (Call 02/15/24)		316		333,620
3.38%, 11/01/25 (Call 08/01/25)^(c)		796		855,963
3.50%, 03/15/26 (Call 12/15/25)		85		91,809
Thermo Fisher Scientific Inc. 3.65%, 12/15/25 (Call 12/15/21)		100		108,503
4.13%, 03/25/25 (Call 02/25/25)		650		709,449
Zimmer Biomet Holdings Inc. 3.05%, 01/15/26 (Call 12/15/25)		500		528,280
3.55%, 04/01/25 (Call 01/01/25)		450		479,462
3.70%, 03/19/23 (Call 02/19/23)		418		433,884


				9,919,911

Health Care - Services — 0.7%
Aetna Inc. 2.75%, 11/15/22 (Call 08/15/22)		822		836,270
2.80%, 06/15/23 (Call 04/15/23)		944		972,952
3.50%, 11/15/24 (Call 08/15/24)		441		470,490
Air Methods Corp., 8.00%, 05/15/25 (Call 11/15/21)^(b)		175		134,292
Akumin Inc., 7.00%, 11/01/25 (Call 05/01/22)^(b)		285		272,337
Anthem Inc. 0.45%, 03/15/23		167		166,704
1.50%, 03/15/26 (Call 02/15/26)		2,245		2,243,631
2.38%, 01/15/25 (Call 12/15/24)		956		989,202
2.95%, 12/01/22 (Call 11/01/22)		485		496,553
3.30%, 01/15/23		629		649,707
3.35%, 12/01/24 (Call 10/01/24)		378		402,933
3.50%, 08/15/24 (Call 05/15/24)		862		916,366
CHS/Community Health Systems Inc. 6.63%, 02/15/25 (Call 02/15/22)^(b)		701		731,732
8.00%, 03/15/26 (Call 03/15/22)^(b)		1,085		1,146,216
CommonSpirit Health 1.55%, 10/01/25 (Call 07/01/25)		237		236,317
2.76%, 10/01/24 (Call 07/01/24)		663		691,675
2.95%, 11/01/22		105		107,273
Encompass Health Corp. 5.13%, 03/15/23 (Call 03/15/22)		17		17,021
5.75%, 09/15/25 (Call 03/15/22)		193		197,715
Fresenius Medical Care U.S. Finance II Inc., 4.75%, 10/15/24 (Call 07/17/24)^(b)		30		32,675
Global Medical Response Inc., 6.50%, 10/01/25 (Call 04/01/22)^(b)		310		307,694
HCA Inc. 4.75%, 05/01/23		1,267		1,339,206
5.00%, 03/15/24		1,084		1,179,435
5.25%, 04/15/25		1,356		1,520,008
5.25%, 06/15/26 (Call 12/15/25)		50		56,725
5.38%, 02/01/25		1,465		1,629,681
5.38%, 09/01/26 (Call 03/01/26)		480		546,514
5.88%, 05/01/23		650		695,526
5.88%, 02/15/26 (Call 08/15/25)		850		968,116


Security	Par (000)		Value

Health Care - Services (continued)
8.36%, 04/15/24^(c)	$	175	$	202,729
Health Care Service Corp. A Mutual Legal Reserve Co., 1.50%, 06/01/25 (Call 05/01/25)^(b)		212		214,436
Highmark Inc., 1.45%, 05/10/26 (Call 04/10/26)^(b)		1,331		1,309,890
Humana Inc. 1.35%, 02/03/27 (Call 01/03/27)		695		676,735
2.90%, 12/15/22 (Call 11/15/22)		314		321,407
3.15%, 12/01/22 (Call 09/01/22)		658		672,134
3.85%, 10/01/24 (Call 07/01/24)		153		164,236
4.50%, 04/01/25 (Call 03/01/25)		1,142		1,256,269
IQVIA Inc., 5.00%, 10/15/26 (Call 04/15/22)^(b)		200		205,792
Laboratory Corp. of America Holdings 1.55%, 06/01/26 (Call 05/01/26)		120		119,083
2.30%, 12/01/24 (Call 11/01/24)		505		521,266
3.25%, 09/01/24 (Call 07/01/24)		676		713,890
3.60%, 02/01/25 (Call 11/01/24)		851		906,247
4.00%, 11/01/23 (Call 08/01/23)		14		14,775
Legacy LifePoint Health LLC, 6.75%, 04/15/25 (Call 04/15/22)^(b)		315		330,753
Magellan Health Inc., 4.90%, 09/22/24 (Call 07/22/24)		200		219,036
ModivCare Inc., 5.88%, 11/15/25 (Call 11/15/21)^(b)		260		273,195
Molina Healthcare Inc., 5.38%, 11/15/22 (Call 08/15/22)		350		360,469
PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		325		325,540
Prime Healthcare Services Inc., 7.25%, 11/01/25 (Call 05/01/22)^(b)		510		544,144
Quest Diagnostics Inc. 3.45%, 06/01/26 (Call 03/01/26)		100		107,813
3.50%, 03/30/25 (Call 12/30/24)		355		378,597
4.25%, 04/01/24 (Call 01/01/24)		55		58,748
Quorum Health Corp., 11.63%, 04/15/23^(i)(j)(k)		100		—
Roche Holdings Inc. 0.99%, 03/05/26 (Call 02/05/26)^(b)		200		196,724
2.63%, 05/15/26 (Call 02/15/26)^(b)		200		210,080
RP Escrow Issuer LLC, 5.25%, 12/15/25 (Call 12/15/22)^(b)		425		425,281
Select Medical Corp., 6.25%, 08/15/26 (Call 08/15/22)^(b)		625		654,131
SSM Health Care Corp., Series 2018, 3.69%, 06/01/23 (Call 03/01/23)		141		146,658
Surgery Center Holdings Inc., 6.75%, 07/01/25 (Call 01/01/22)^(b)		150		153,101
Sutter Health, Series 20A, 1.32%, 08/15/25 (Call 05/15/25)		217		216,071
Tenet Healthcare Corp. 4.63%, 07/15/24 (Call 01/15/22)		325		329,290
4.63%, 09/01/24 (Call 03/01/22)^(b)		327		334,557
4.88%, 01/01/26 (Call 03/01/22)^(b)		1,075		1,105,358
6.75%, 06/15/23		950		1,020,822
7.50%, 04/01/25 (Call 04/01/22)^(b)		390		413,825
U.S. Acute Care Solutions LLC, 6.38%, 03/01/26 (Call 03/01/23)^(b)		245		254,141
UnitedHealth Group Inc. 0.55%, 05/15/24 (Call 05/15/22)		153		151,845
1.15%, 05/15/26 (Call 04/15/26)		1,325		1,312,439
1.25%, 01/15/26		120		119,742
2.38%, 08/15/24		665		691,128
2.75%, 02/15/23 (Call 11/15/22)		778		796,166
2.88%, 03/15/23		825		851,293
3.50%, 06/15/23		753		788,767
3.50%, 02/15/24		652		691,316
3.75%, 07/15/25		969		1,056,917


Security	Par (000)		Value

Health Care - Services (continued)
Universal Health Services Inc., 1.65%, 09/01/26 (Call 08/01/26)^(b)	$	1,000	$	983,710


				42,755,512

Holding Companies - Diversified — 0.5%
Alfa SAB de CV, 5.25%, 03/25/24 (Call 12/25/23)^(d)		200		213,662
Amipeace Ltd., 2.50%, 12/05/24 (Call 12/05/21)^(d)		400		415,400
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		245		242,643
3.25%, 07/15/25 (Call 06/15/25)		526		546,961
3.50%, 02/10/23 (Call 01/10/23)		404		416,471
3.88%, 01/15/26 (Call 12/15/25)		555		588,794
4.20%, 06/10/24 (Call 05/10/24)		572		608,568
4.25%, 03/01/25 (Call 01/01/25)		684		728,816
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		600		586,602
2.95%, 03/10/26 (Call 02/10/26)		225		227,088
Beijing State-Owned Assets Management Hong Kong Co. Ltd., 4.13%, 05/26/25 (Call 11/26/21)^(d)		600		631,902
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)^(b)		500		489,630
2.75%, 09/16/26 (Call 03/16/22)		400		403,672
3.63%, 01/15/26 (Call 12/15/25)		480		502,474
3.65%, 07/14/23		240		249,420
Bright Galaxy International Ltd. Co., 3.25%, 07/15/26 (Call 01/15/22)^(d)		200		194,926
China Taiping New Horizon Ltd., 6.00%, 10/18/23 (Call 04/18/22)^(d)		200		215,584
CITIC Ltd.
2.45%, 02/25/25 (Call 02/25/22)^(d)		400		405,660
3.70%, 06/14/26 (Call 12/14/21)^(d)		200		212,446
6.80%, 01/17/23 (Call 01/17/22)^(d)		700		746,137
CK Hutchison International 17 II Ltd., 2.75%, 03/29/23^(b)		200		205,488
CK Hutchison International 19 Ltd., 3.25%, 04/11/24 (Call 03/11/24)^(b)		770		810,078
CK Hutchison International 21 Ltd., 1.50%, 04/15/26 (Call 03/15/26)^(b)		210		208,030
FS Energy & Power Fund, 7.50%, 08/15/23 (Call 05/15/23)^(b)		260		270,946
FS KKR Capital Corp.
1.65%, 10/12/24		800		790,424
3.40%, 01/15/26 (Call 12/15/25)		630		647,634
4.13%, 02/01/25 (Call 01/01/25)		65		68,667
4.63%, 07/15/24 (Call 06/15/24)		516		551,067
Goldman Sachs BDC Inc.
2.88%, 01/15/26 (Call 12/15/25)		385		393,470
3.75%, 02/10/25 (Call 01/10/25)		181		190,593
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		1,000		972,130
2.50%, 08/24/26 (Call 07/24/26)		455		451,929
3.38%, 04/15/24 (Call 03/15/24)		45		46,585
Grupo de Inversiones Suramericana SA, 5.50%, 04/29/26 (Call 01/29/26)		400		432,736
Guohui International Bvi Co. Ltd., 3.15%, 08/27/25 (Call 02/27/22)^(d)		600		591,432
Huarong Finance 2017 Co. Ltd.
1.28%, 11/07/22 (Call 11/08/21)^(a)(d)		400		381,596
1.46%, 07/03/23 (Call 01/03/22), (3 mo. LIBOR US + 1.325%)^(a)(d)		200		186,882
4.00%, (Call 11/07/22)^(a)(^d)(e)		400		381,652


Security	Par (000)		Value

Holding Companies - Diversified (continued)
Huarong Finance 2019 Co. Ltd.
2.50%, 02/24/23 (Call 01/24/23)^(d)	$	500	$	482,460
3.25%, 11/13/24 (Call 10/13/24)^(d)		400		380,220
3.75%, 05/29/24 (Call 11/29/21)^(d)		600		584,214
Huarong Finance II Co. Ltd.
4.63%, 06/03/26 (Call 12/03/21)^(d)		200		195,942
5.00%, 11/19/25 (Call 11/19/21)^(d)		200		198,862
5.50%, 01/16/25 (Call 01/16/22)^(d)		800		803,872
Huatong International Investment Holdings Co. Ltd., 2.98%, 03/04/24 (Call 03/04/22)^(d)		400		391,152
Hutchison Whampoa International 12 II Ltd., 3.25%, 11/08/22^(b)		200		205,166
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
4.75%, 09/15/24 (Call 06/15/24)		570		590,822
6.25%, 05/15/26 (Call 05/15/22)		675		706,921
6.38%, 12/15/25 (Call 11/29/21)		385		392,969
6.75%, 02/01/24 (Call 11/29/21)		275		278,517
ICD Funding Ltd., 3.22%, 04/28/26 (Call 03/28/26)^(d)		200		201,906
KOC Holding AS
5.25%, 03/15/23 (Call 12/15/22)^(d)		400		408,784
6.50%, 03/11/25 (Call 12/11/24)^(d)		400		421,168
Main Street Capital Corp.
3.00%, 07/14/26 (Call 06/14/26)		1,205		1,217,062
5.20%, 05/01/24		225		242,867
MDGH GMTN RSC Ltd.
2.50%, 11/07/24 (Call 10/07/24)^(d)		1,000		1,040,920
2.75%, 05/11/23 (Call 11/11/21)^(d)		400		413,352
3.00%, 04/19/24 (Call 04/19/22)^(d)		400		420,776
Mumtalakat Sukuk Holding Co., 5.63%, 02/27/24 (Call 02/27/22)^(d)		400		423,024
Oaktree Specialty Lending Corp., 3.50%, 02/25/25 (Call 01/25/25)		305		317,142
Owl Rock Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)		50		49,396
3.40%, 07/15/26 (Call 06/15/26)		220		226,138
3.75%, 07/22/25 (Call 06/22/25)		675		704,680
4.00%, 03/30/25 (Call 02/28/25)		310		325,119
4.25%, 01/15/26 (Call 12/15/25)		120		127,405
5.25%, 04/15/24 (Call 03/15/24)		117		126,579
Owl Rock Technology Finance Corp.
2.50%, 01/15/27 (Call 12/15/26)		500		495,350
3.75%, 06/17/26 (Call 05/17/26)^(b)		30		31,345
4.75%, 12/15/25 (Call 11/15/25)^(b)		166		179,390
Prospect Capital Corp., 3.71%, 01/22/26 (Call 12/22/25)		115		116,895
SFG International Holdings Co. Ltd., 2.40%, 06/03/26 (Call 12/03/21)^(d)		400		396,172
Sixth Street Specialty Lending Inc., 3.88%, 11/01/24 (Call 10/01/24)		300		315,642
Stena AB, 7.00%, 02/01/24^(b)(c)		200		206,998
Stena International SA
5.75%, 03/01/24^(b)		200		206,792
6.13%, 02/01/25 (Call 02/01/22)^(b)		200		205,948
Swire Pacific MTN Financing Ltd., 4.50%, 10/09/23 (Call 04/09/22)^(d)		400		425,588
Temasek Financial I Ltd., 2.38%, 01/23/23^(b)		500		510,950
Xi Yang Overseas Ltd., 4.30%, 06/05/24 (Call 12/05/21)^(d)		400		421,000
Zhongyuan Sincere Investment Co. Ltd., 4.25%, 06/28/24 (Call 12/28/21)^(d)		600		625,986


				32,223,686


Security	Par (000)		Value

Home Builders — 0.1%
Adams Homes Inc., 7.50%, 02/15/25 (Call 02/15/22)^(b)(c)	$	105	$	109,799
Beazer Homes USA Inc., 6.75%, 03/15/25 (Call 11/15/21) .		150		154,875
DR Horton Inc.
1.30%, 10/15/26 (Call 09/15/26)		1,390		1,360,212
2.50%, 10/15/24 (Call 09/15/24)		817		850,432
4.75%, 02/15/23 (Call 11/15/22)		81		84,298
5.75%, 08/15/23 (Call 05/15/23)		410		441,111
Empire Communities Corp., 7.00%, 12/15/25 (Call 12/15/22)^(b)		235		244,527
Forestar Group Inc., 3.85%, 05/15/26 (Call 05/15/23)^(b)		200		200,068
K Hovnanian Enterprises Inc.
7.75%, 02/15/26 (Call 02/15/22)^(b)		175		183,213
10.50%, 02/15/26 (Call 02/15/22)^(b)		140		149,219
KB Home, 7.63%, 05/15/23 (Call 11/15/22)		180		191,682
Lennar Corp.
4.50%, 04/30/24 (Call 04/30/22)		328		352,183
4.75%, 11/15/22 (Call 08/15/22)		250		258,160
4.75%, 05/30/25 (Call 02/28/25)		319		351,851
4.88%, 12/15/23 (Call 09/15/23)		237		254,133
5.25%, 06/01/26 (Call 12/01/25)		65		73,918
5.88%, 11/15/24 (Call 05/15/24)		340		378,967
Meritage Homes Corp., 6.00%, 06/01/25 (Call 03/01/25)		200		224,042
New Home Co. Inc. (The), 7.25%, 10/15/25 (Call 10/15/22)^(b)		130		134,296
Picasso Finance Sub Inc., 6.13%, 06/15/25 (Call 06/15/22)^(b)		264		278,034
STL Holding Co. LLC, 7.50%, 02/15/26 (Call 02/15/23)^(b)		115		121,054
Taylor Morrison Communities Inc./Taylor Morrison Holdings II Inc.
5.63%, 03/01/24 (Call 12/01/23)^(b)		176		188,267
5.88%, 04/15/23 (Call 01/15/23)^(b)		175		183,085
Toll Brothers Finance Corp.
4.38%, 04/15/23 (Call 01/15/23)		208		215,336
4.88%, 11/15/25 (Call 08/15/25)		176		194,737
5.88%, 02/15/22 (Call 11/15/21)		150		150,252
TRI Pointe Group Inc./TRI Pointe Homes Inc., 5.88%, 06/15/24		225		248,454


				7,576,205

Home Furnishings — 0.0%
Arcelik AS, 5.00%, 04/03/23 (Call 04/03/22)^(d)		200		205,338
Leggett & Platt Inc., 3.80%, 11/15/24 (Call 08/15/24)		19		20,158
Panasonic Corp., 2.68%, 07/19/24 (Call 06/19/24)^(b)		265		275,401
TCL Technology Investment, 1.88%, 07/14/25 (Call 01/14/22)^(d)		212		207,154
Well Hope Development Ltd., 3.88%, (Call 10/19/22)^(a)(d)(e)		400		406,488
Whirlpool Corp., 4.00%, 03/01/24		147		157,072


				1,271,611

Household Products & Wares — 0.0%
Clorox Co. (The), 3.50%, 12/15/24 (Call 09/15/24)		226		242,012
Kimberly-Clark Corp.
2.40%, 06/01/23		45		46,329
3.05%, 08/15/25		12		12,811
Reckitt Benckiser Treasury Services PLC, 2.75%, 06/26/24 (Call 04/26/24)^(b)		632		658,146
Spectrum Brands Inc., 5.75%, 07/15/25 (Call 01/15/22)		252		258,411


				1,217,709


Security	Par (000)		Value

Housewares — 0.1%
American Greetings Corp., 8.75%, 04/15/25 (Call 11/29/21)^(b)	$	100	$	104,103
CD&R Smokey Buyer Inc., 6.75%, 07/15/25 (Call 07/15/22)^(b)		310		328,340
Newell Brands Inc.
4.00%, 12/01/24 (Call 09/01/24)		100		105,643
4.35%, 04/01/23 (Call 02/01/23)		625		651,300
4.70%, 04/01/26 (Call 01/01/26)		1,010		1,106,364
4.88%, 06/01/25 (Call 05/01/25)		260		284,671
Turkiye Sise ve Cam Fabrikalari AS, 6.95%, 03/14/26 (Call 12/14/25)^(d)		400		432,380


				3,012,801

Insurance — 1.2%
Acrisure LLC/Acrisure Finance Inc.
7.00%, 11/15/25 (Call 11/29/21)^(b)		490		495,606
10.13%, 08/01/26 (Call 08/01/22)^(b)		200		222,546
Aflac Inc.
1.13%, 03/15/26 (Call 02/15/26)		80		79,219
3.25%, 03/17/25		92		98,305
3.63%, 11/15/24		399		429,312
AIA Group Ltd.
2.70%, (Call 04/07/26)^(a)(d)(e)		600		600,174
3.13%, 03/13/23 (Call 03/13/22)^(d)		400		411,736
3.20%, 03/11/25 (Call 12/11/24)^(b)		200		209,608
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		100		108,024
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		310		303,940
3.15%, 06/15/23		595		620,299
Series B, 5.75%, 08/15/53 (Call 08/15/23)^(a)		500		530,945
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		1,130		1,174,025
3.75%, 07/10/25 (Call 04/10/25)		204		219,953
3.90%, 04/01/26 (Call 01/01/26)		1,005		1,103,219
4.13%, 02/15/24		1,078		1,154,150
Aon Corp., 2.20%, 11/15/22		635		645,560
Aon PLC
3.50%, 06/14/24 (Call 12/14/21)		467		494,950
3.88%, 12/15/25 (Call 09/15/25)		495		540,490
4.00%, 11/27/23 (Call 08/27/23)		387		409,295
Argentum Netherlands BV for Swiss Re Ltd., 5.75%, 08/15/50 (Call 08/15/25)^(a)(d)		200		224,832
Aspen Insurance Holdings Ltd., 4.65%, 11/15/23		335		358,584
Assurant Inc., 4.20%, 09/27/23 (Call 08/27/23)		384		406,610
Assured Guaranty U.S. Holdings Inc., 5.00%, 07/01/24		415		456,380
AssuredPartners Inc., 7.00%, 08/15/25 (Call 02/15/22)^(b)		250		253,395
Athene Global Funding
0.91%, 08/19/24^(b)		2,000		1,984,140
1.00%, 04/16/24^(b)		1,012		1,009,470
1.20%, 10/13/23^(b)		50		50,375
1.45%, 01/08/26^(b)		120		118,849
1.61%, 06/29/26^(b)		1,000		988,060
1.73%, 10/02/26^(b)		1,000		989,370
2.50%, 01/14/25^(b)		560		577,483
2.75%, 06/25/24^(b)		451		469,915
2.80%, 05/26/23^(b)		502		518,335
Berkshire Hathaway Inc.
2.75%, 03/15/23 (Call 01/15/23)		1,735		1,782,556
3.00%, 02/11/23		371		382,850
3.13%, 03/15/26 (Call 12/15/25)		1,062		1,143,020


Security	Par (000)		Value

Insurance (continued)
Brighthouse Financial Global Funding
0.60%, 06/28/23^(b)	$	107	$	106,802
1.55%, 05/24/26^(b)		50		49,688
Brown & Brown Inc., 4.20%, 09/15/24 (Call 06/15/24)		261		281,799
Chubb INA Holdings Inc.
2.70%, 03/13/23		111		114,338
3.15%, 03/15/25		20		21,330
3.35%, 05/03/26 (Call 02/03/26)		210		227,054
Cloverie PLC for Swiss Reinsurance Co. Ltd., 4.50%, 09/11/44 (Call 09/11/24)^(a)(d)		250		268,333
Cloverie PLC for Zurich Insurance Co. Ltd., 5.63%, 06/24/46 (Call 06/24/26)^(a)(d)		200		229,092
CNA Financial Corp., 3.95%, 05/15/24 (Call 02/15/24)		452		481,796
CNO Financial Group Inc., 5.25%, 05/30/25 (Call 02/28/25)		527		589,887
CNO Global Funding, 1.75%, 10/07/26^(b)		1,000		992,390
Dai-Ichi Life Insurance Co. Ltd. (The), 4.00%, (Call 07/24/26)^(a)(b)(e)		200		215,028
Equitable Financial Life Global Funding
0.50%, 04/06/23^(b)		1,000		999,600
0.50%, 11/17/23^(b)		42		41,837
0.80%, 08/12/24^(b)		980		973,062
1.30%, 07/12/26^(b)		1,000		982,220
1.40%, 07/07/25^(b)		965		961,314
Equitable Holdings Inc., 3.90%, 04/20/23 (Call 03/20/23)		365		381,239
F&G Global Funding
0.90%, 09/20/24^(b)		1,010		1,000,940
1.75%, 06/30/26^(b)		500		498,595
Fidelity & Guaranty Life Holdings Inc., 5.50%, 05/01/25 (Call 02/01/25)^(b)		230		258,920
First American Financial Corp., 4.60%, 11/15/24		25		27,381
Five Corners Funding Trust, 4.42%, 11/15/23^(b)		560		600,897
FWD Ltd., 5.00%, 09/24/24 (Call 03/24/22)^(d)		200		211,538
GA Global Funding Trust
1.00%, 04/08/24^(b)		1,010		1,007,748
1.63%, 01/15/26^(b)		500		500,640
Genworth Holdings Inc.
4.80%, 02/15/24		197		201,399
4.90%, 08/15/23		197		201,943
Global Atlantic Fin Co., 4.70%, 10/15/51 (Call 07/15/26)^(a)(b)		500		514,505
Great-West Lifeco U.S. Finance 2020 LP, 0.90%, 08/12/25 (Call 07/12/25)^(b)		196		191,523
Guardian Life Global Funding
0.88%, 12/10/25^(b)		300		294,078
1.10%, 06/23/25^(b)		337		335,264
2.90%, 05/06/24^(b)		380		399,353
3.40%, 04/25/23^(b)		165		171,966
Guoren Property and Casualty Insurance, 3.35%, 06/01/26 (Call 12/01/21)^(d)		200		202,096
Hanwha Life Insurance Co. Ltd., 4.70%, (Call 04/23/23)^(a)(d)(e)		380		392,958
Heungkuk Life Insurance Co. Ltd., 4.48%, (Call 11/09/22)^(a)(d)(e)		300		302,250
HUB International Ltd., 7.00%, 05/01/26 (Call 11/09/21)^{(b) .}		850		878,475
Jackson National Life Global Funding
2.65%, 06/21/24^(b)		362		376,281
3.25%, 01/30/24^(b)		182		191,237
3.88%, 06/11/25^(b)		550		595,672
Liberty Mutual Group Inc., 4.25%, 06/15/23^(b)		701		738,805


Security	Par (000)		Value

Insurance (continued)
Lincoln National Corp.
3.35%, 03/09/25	$	56	$	59,730
4.00%, 09/01/23		765		809,921
Loews Corp.
2.63%, 05/15/23 (Call 02/15/23)		355		364,408
3.75%, 04/01/26 (Call 01/01/26)		204		222,909
Manulife Financial Corp., 4.15%, 03/04/26		707		783,087
Marsh & McLennan Companies Inc.
3.30%, 03/14/23 (Call 01/14/23)		62		64,028
3.50%, 06/03/24 (Call 03/03/24)		524		556,189
3.50%, 03/10/25 (Call 12/10/24)		428		457,690
3.88%, 03/15/24 (Call 02/15/24)		1,477		1,576,269
MassMutual Global Funding II
0.60%, 04/12/24^(b)		534		530,513
0.85%, 06/09/23^(b)		15		15,072
1.20%, 07/16/26^(b)		60		58,889
2.75%, 06/22/24^(b)		350		366,299
2.95%, 01/11/25^(b)		500		527,355
Met Tower Global Funding, 1.25%, 09/14/26^(b)		1,000		985,270
MetLife Inc.
3.00%, 03/01/25		410		433,583
3.60%, 04/10/24		373		397,674
Series D, 4.37%, 09/15/23		380		405,414
Metropolitan Life Global Funding I
0.70%, 09/27/24^(b)		660		655,512
0.90%, 06/08/23^(b)		510		512,983
0.95%, 07/02/25^(b)		500		493,830
1.95%, 01/13/23^(b)		425		432,318
3.60%, 01/11/24^(b)		610		646,417
MGIC Investment Corp., 5.75%, 08/15/23		170		182,223
Mutual of Omaha Insurance Co., 4.30%, 07/15/54 (Call 07/15/24)^(a)(b)		150		155,432
New York Life Global Funding
0.40%, 10/21/23^(b)		100		99,656
0.60%, 08/27/24^(b)		500		492,760
0.95%, 06/24/25^(b)		123		121,627
1.10%, 05/05/23^(b)		224		226,085
1.15%, 06/09/26^(b)		600		592,830
2.00%, 01/22/25^(b)		665		681,765
2.88%, 04/10/24^(b)		679		712,061
2.90%, 01/17/24^(b)		424		443,033
Nippon Life Insurance Co., 5.10%, 10/16/44 (Call 10/16/24)^(a)(b)		1,420		1,549,277
NMI Holdings Inc., 7.38%, 06/01/25 (Call 03/30/25)^(b)		210		241,416
Old Republic International Corp., 3.88%, 08/26/26 (Call 07/26/26)		25		27,368
Pacific Life Global Funding II, 1.38%, 04/14/26^(b)		735		734,316
Pricoa Global Funding I
0.80%, 09/01/25^(b)		700		686,770
1.20%, 09/01/26^(b)		1,000		984,640
2.40%, 09/23/24^(b)		710		739,763
3.45%, 09/01/23^(b)		400		420,676
Principal Financial Group Inc.
3.13%, 05/15/23		62		64,301
3.40%, 05/15/25 (Call 02/15/25)		10		10,656
Principal Life Global Funding II
0.75%, 04/12/24^(b)		602		598,900
0.75%, 08/23/24^(b)		95		94,179
0.88%, 01/12/26^(b)		165		160,202
1.25%, 05/11/23^(b)		5		5,049


Security	Par (000)		Value

Insurance (continued)
1.25%, 06/23/25^(b)	$	575	$	570,940
1.25%, 08/16/26^(b)		325		318,978
2.25%, 11/21/24^(b)		710		732,734
3.00%, 04/18/26^(b)		290		307,467
Protective Life Global Funding
0.50%, 04/12/23^(b)		310		309,743
0.63%, 10/13/23^(b)		150		149,750
0.78%, 07/05/24^(b)		1,980		1,966,160
1.17%, 07/15/25^(b)		500		495,570
1.30%, 09/20/26^(b)		1,000		980,290
1.62%, 04/15/26^(b)		1,015		1,014,959
3.10%, 04/15/24^(b)		230		241,668
Prudential Financial Inc.
5.20%, 03/15/44 (Call 03/15/24), (3 mo. LIBOR US + 3.040%)^(a)		220		234,491
5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)^(a)		300		326,586
5.63%, 06/15/43 (Call 06/15/23)^(a)		563		592,383
QBE Insurance Group Ltd., 5.88%, (Call 05/12/25)^(a)(b)(e)		200		218,410
Radian Group Inc.
4.50%, 10/01/24 (Call 07/01/24)		215		228,001
6.63%, 03/15/25 (Call 09/15/24)		300		335,037
Reinsurance Group of America Inc., 4.70%, 09/15/23		15		16,035
Reliance Standard Life Global Funding II
1.51%, 09/28/26^(b)		1,000		984,720
2.15%, 01/21/23^(b)		60		61,099
2.50%, 10/30/24^(b)		130		134,540
3.85%, 09/19/23^(b)		853		900,922
Swiss Re Finance Luxembourg SA, 4.25%, (Call 09/04/24)^(a)(d)(e)		600		628,614
Teachers Insurance & Annuity Association of America, 4.38%, 09/15/54 (Call 09/15/24)^(a)(b)		560		583,722
Tongyang Life Insurance Co. Ltd., 5.25%, (Call 09/22/25)^(a)(d)(e)		200		209,662
Unum Group, 4.00%, 03/15/24		515		547,960
USI Inc./NY, 6.88%, 05/01/25 (Call 11/29/21)^(b)		312		316,380
Vigorous Champion International Ltd.
2.75%, 06/02/25 (Call 12/02/21)^(d)		600		599,604
4.38%, 09/10/23 (Call 03/10/22)^(d)		200		208,416
Voya Financial Inc.
3.13%, 07/15/24 (Call 01/15/22)		84		88,626
5.65%, 05/15/53 (Call 05/15/23)^(a)		544		571,238
Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24)		665		703,809
XLIT Ltd., 4.45%, 03/31/25		123		134,911
ZhongAn Online P&C Insurance Co. Ltd.
3.13%, 07/16/25 (Call 04/16/25)^(d)		200		195,600
3.50%, 03/08/26 (Call 12/08/25)^(d)		400		392,320


				77,258,543

Internet — 0.5%
Alibaba Group Holding Ltd.
2.80%, 06/06/23 (Call 05/06/23)		250		257,013
3.60%, 11/28/24 (Call 08/28/24)		730		776,413
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		1,176		1,150,645
3.38%, 02/25/24		343		363,611
Amazon.com Inc.
0.25%, 05/12/23		859		856,449
0.40%, 06/03/23		235		234,873
0.45%, 05/12/24		1,958		1,943,491
0.80%, 06/03/25 (Call 05/03/25)		252		249,566


Security	Par (000)		Value

Internet (continued)
1.00%, 05/12/26 (Call 04/12/26)	$	2,050	$	2,031,283
2.40%, 02/22/23 (Call 01/22/23)		589		602,936
2.50%, 11/29/22 (Call 08/29/22)		694		705,902
2.80%, 08/22/24 (Call 06/22/24)		1,326		1,392,936
3.80%, 12/05/24 (Call 09/05/24)		410		443,714
5.20%, 12/03/25 (Call 09/03/25)		180		206,399
Baidu Inc.
3.08%, 04/07/25 (Call 03/07/25)		285		296,534
3.50%, 11/28/22		205		210,430
3.88%, 09/29/23 (Call 08/29/23)		625		656,113
4.13%, 06/30/25		800		863,936
Booking Holdings Inc.
2.75%, 03/15/23 (Call 02/15/23)		457		469,727
3.65%, 03/15/25 (Call 12/15/24)		400		430,560
Cogent Communications Group Inc.
3.50%, 05/01/26 (Call 02/01/26)^(b)		250		253,105
5.38%, 03/01/22 (Call 12/01/21)^(b)(c)		194		194,693
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		520		515,341
1.90%, 03/11/25 (Call 02/11/25)		768		783,068
2.75%, 01/30/23 (Call 12/30/22)		394		403,799
3.45%, 08/01/24 (Call 05/01/24)		256		271,314
Expedia Group Inc.
3.60%, 12/15/23 (Call 11/15/23)		185		194,648
4.50%, 08/15/24 (Call 05/15/24)		682		735,312
5.00%, 02/15/26 (Call 11/15/25)		165		185,231
6.25%, 05/01/25 (Call 02/01/25)^(b)		576		657,953
Meituan, 2.13%, 10/28/25 (Call 09/28/25)^(d)		400		385,780
Millennium Escrow Corp., 6.63%, 08/01/26 (Call 08/01/23)^(b)		400		406,600
NAVER Corp., 1.50%, 03/29/26 (Call 03/29/22)^(d)		400		395,764
Netflix Inc.
3.63%, 06/15/25 (Call 03/15/25)^(b)		270		287,137
5.75%, 03/01/24		230		253,278
5.88%, 02/15/25		455		515,529
NortonLifeLock Inc.
3.95%, 06/15/22 (Call 03/15/22)		150		151,358
5.00%, 04/15/25 (Call 11/09/21)^(b)		495		501,569
Photo Holdings Merger Sub Inc., 8.50%, 10/01/26 (Call 10/01/22)^(b)		400		420,400
Rakuten Group Inc., 5.13%, (Call 04/22/26)^(a)(b)(c)(e)		400		401,596
Tencent Holdings Ltd.
1.03%, 04/11/24, (3 mo. LIBOR US + 0.910%)^(a)(d)		400		401,648
1.81%, 01/26/26 (Call 12/26/25)^(c)(d)		600		599,892
2.99%, 01/19/23 (Call 12/19/22)^(d)		800		817,848
3.28%, 04/11/24 (Call 03/11/24)^(d)		600		628,776
3.58%, 04/11/26 (Call 02/11/26)^(d)		400		428,400
3.80%, 02/11/25^(c)(d)		400		426,612
Tencent Music Entertainment Group, 1.38%, 09/03/25 (Call 08/03/25)		500		485,925
TripAdvisor Inc., 7.00%, 07/15/25 (Call 07/15/22)^(b)		255		270,476
Uber Technologies Inc., 7.50%, 05/15/25 (Call 05/15/22)^(b)		505		538,163
VeriSign Inc., 5.25%, 04/01/25 (Call 01/01/25)		405		452,174
Weibo Corp., 3.50%, 07/05/24 (Call 06/05/24)		925		959,576


				28,065,496

Iron & Steel — 0.2%
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24 (Call 01/31/22)^(d)		600		654,558
Allegheny Ludlum LLC, 6.95%, 12/15/25		50		54,608
ArcelorMittal SA, 4.55%, 03/11/26		375		411,874


Security	Par (000)		Value

Iron & Steel (continued)
Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 07/15/26 (Call 01/15/22)^(b)	$	300	$	316,704
Carpenter Technology Corp., 4.45%, 03/01/23 (Call 12/01/22)		173		179,199
Cleveland-Cliffs Inc.
6.75%, 03/15/26 (Call 03/15/22)^(b)		440		468,041
9.88%, 10/17/25 (Call 10/17/22)^(b)		359		410,854
Commercial Metals Co., 4.88%, 05/15/23 (Call 02/15/23)		175		181,599
CSN Resources SA, 7.63%, 04/17/26 (Call 04/17/22)^(c)(d)		200		210,896
Evraz PLC
5.25%, 04/02/24 (Call 01/02/24)^(d)		200		214,274
5.38%, 03/20/23 (Call 03/20/22)^(d)		400		419,188
Gerdau Trade Inc., 4.75%, 04/15/23 (Call 04/15/22)^(d)		200		209,268
GTL Trade Finance Inc./Gerdau Holdings Inc., 5.89%, 04/29/24 (Call 01/29/24)^(d)		178		194,097
Infrabuild Australia Pty Ltd., 12.00%, 10/01/24 (Call 04/01/22)^(b)		164		173,986
JSW Steel Ltd., 5.95%, 04/18/24 (Call 04/18/22)^(d)		200		211,960
Metalloinvest Finance DAC, 4.85%, 05/02/24 (Call 05/02/22)^(d)		200		214,954
Metinvest BV, 8.50%, 04/23/26 (Call 01/23/26)^(d)		400		450,148
MMK International Capital DAC, 4.38%, 06/13/24 (Call 03/13/24)^(d)		600		637,056
Novolipetsk Steel Via Steel Funding DAC, 4.70%, 05/30/26 (Call 02/28/26)^(d)		600		657,360
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		341		347,813
4.00%, 08/01/23 (Call 05/01/23)		502		527,316
Periama Holdings LLC/DE, 5.95%, 04/19/26 (Call 04/19/22)^(d)		400		433,220
POSCO
2.50%, 01/17/25 (Call 01/17/22)^(d)		200		206,292
2.75%, 07/15/24 (Call 01/15/22)^(d)		400		416,168
4.00%, 08/01/23 (Call 02/01/22)^(d)		400		420,460
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)		202		199,727
4.50%, 04/15/23 (Call 01/15/23)		258		269,287
Severstal OAO Via Steel Capital SA
3.15%, 09/16/24 (Call 03/16/22)^(d)		600		620,676
5.90%, 10/17/22 (Call 04/17/22)^(d)		200		209,384
Shandong Iron And Steel Xinheng International Co. Ltd., 6.50%, 11/05/23 (Call 11/05/21)^(d)		200		206,326
Shougang Group Co. Ltd., 4.00%, 05/23/24 (Call 11/23/21)^(d)		600		628,734
Steel Dynamics Inc.
2.40%, 06/15/25 (Call 05/15/25)		345		355,402
2.80%, 12/15/24 (Call 11/15/24)		455		475,866
Tacora Resources Inc., 8.25%, 05/15/26 (Call 05/15/23)^(b)		100		100,141
United States Steel Corp., 6.25%, 03/15/26 (Call 10/31/21)^(c)		311		320,719
Usiminas International Sarl, 5.88%, 07/18/26 (Call 01/18/22)^(d)		400		420,032
Vale Overseas Ltd., 6.25%, 08/10/26		386		448,030


				12,876,217

Leisure Time — 0.1%
Brunswick Corp., 0.85%, 08/18/24 (Call 08/18/22)		150		148,498
Carnival Corp.
7.63%, 03/01/26 (Call 03/01/24)^(b)		740		779,324
10.50%, 02/01/26 (Call 08/01/23)^(b)		425		493,714


Security	Par (000)		Value

Leisure Time (continued)
Constellation Merger Sub Inc., 8.50%, 09/15/25 (Call 03/15/22)^(b)	$	215	$	206,514
King Power Capital Ltd., 5.63%, 11/03/24 (Call 11/03/21)^(d)		200		223,218
Life Time Inc.
5.75%, 01/15/26 (Call 01/15/23)^(b)		457		469,417
8.00%, 04/15/26 (Call 02/01/23)^(b)		262		275,118
NCL Corp. Ltd.
3.63%, 12/15/24 (Call 12/15/21)^(b)		250		237,000
5.88%, 03/15/26 (Call 12/15/25)^(b)		737		740,022
10.25%, 02/01/26 (Call 08/01/23)^(b)		405		465,041
12.25%, 05/15/24 (Call 02/15/24)^(b)		380		448,385
Royal Caribbean Cruises Ltd.
4.25%, 07/01/26 (Call 01/01/26)^(b)		350		339,549
5.25%, 11/15/22		304		312,308
5.50%, 08/31/26 (Call 02/28/26)^(b)		505		514,953
9.13%, 06/15/23 (Call 03/15/23)^(b)		500		543,010
10.88%, 06/01/23 (Call 03/01/23)^(b)		500		559,750
11.50%, 06/01/25 (Call 06/01/22)^(b)		706		803,732
Sunny Express Enterprises Corp., 2.63%, 04/23/25 (Call 04/23/22)^(d)		400		406,700
Viking Cruises Ltd.
6.25%, 05/15/25 (Call 11/15/21)^(b)		125		124,730
13.00%, 05/15/25 (Call 05/15/22)^(b)		320		366,877


				8,457,860

Lodging — 0.3%
Arrow Bidco LLC, 9.50%, 03/15/24 (Call 11/29/21)^(b)		225		229,511
Boyd Gaming Corp., 8.63%, 06/01/25 (Call 06/01/22)^(b)		490		529,979
Fortune Star BVI Ltd.
5.00%, 05/18/26 (Call 05/18/24)^(d)		600		565,086
5.95%, 10/19/25 (Call 10/19/23)^(d)		400		400,260
6.85%, 07/02/24 (Call 07/02/23)^(d)		600		608,028
Genting New York LLC/GENNY Capital Inc., 3.30%, 02/15/26 (Call 01/15/26)^(b)		250		247,185
Hilton Domestic Operating Co. Inc., 5.38%, 05/01/25 (Call 05/01/22)^(b)		260		271,292
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower Inc., 6.13%, 12/01/24 (Call 12/01/21)		180		186,154
Hyatt Hotels Corp.
3.38%, 07/15/23 (Call 04/15/23)		555		574,042
4.85%, 03/15/26 (Call 12/15/25)		255		281,109
5.38%, 04/23/25 (Call 03/23/25)		313		348,644
Las Vegas Sands Corp.
2.90%, 06/25/25 (Call 05/25/25)		282		285,655
3.20%, 08/08/24 (Call 07/08/24)		1,380		1,410,829
Marriott International Inc./MD
3.60%, 04/15/24 (Call 03/15/24)		717		757,217
3.75%, 03/15/25 (Call 12/15/24)		116		123,346
3.75%, 10/01/25 (Call 07/01/25)		50		53,603
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		596		675,608
Series Z, 4.15%, 12/01/23 (Call 11/01/23)		216		228,932
Marriott Ownership Resorts Inc., 6.13%, 09/15/25 (Call 05/15/22)^(b)		128		134,438
Melco Resorts Finance Ltd.
4.88%, 06/06/25 (Call 12/06/21)(d)		600		592,776
5.25%, 04/26/26 (Call 04/26/22)^(d)		250		247,375
MGM China Holdings Ltd.
5.25%, 06/18/25 (Call 12/18/21)^(b)		225		222,143
5.38%, 05/15/24 (Call 11/15/21)(b)		410		410,861


Security	Par (000)		Value

Lodging (continued)
5.88%, 05/15/26 (Call 05/15/22)^(b)	$	400	$	400,056
MGM Resorts International
4.63%, 09/01/26 (Call 06/01/26)		100		104,432
5.75%, 06/15/25 (Call 03/15/25)		405		439,097
6.00%, 03/15/23		630		665,803
6.75%, 05/01/25 (Call 05/01/22)		375		395,557
Minor International PCL
2.70%, (Call 04/19/26)^(a)(d)(e)		200		198,822
3.10%, (Call 12/29/21)^(a)(d)(e)		200		203,062
Sands China Ltd.
3.80%, 01/08/26 (Call 12/08/25)		315		316,710
5.13%, 08/08/25 (Call 06/08/25)		471		500,489
Studio City Finance Ltd., 6.00%, 07/15/25 (Call 07/15/22)^(b)		400		390,488
Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp., 5.88%, 05/15/25 (Call 11/15/21)^(b)		125		123,998
Travel + Leisure Co.
3.90%, 03/01/23 (Call 12/01/22)		200		206,572
4.25%, 03/01/22 (Call 12/01/21)		150		150,285
5.65%, 04/01/24 (Call 02/01/24)		150		162,584
6.60%, 10/01/25 (Call 07/01/25)		200		223,288
6.63%, 07/31/26 (Call 04/30/26)^(b)		330		368,402
Universal Entertainment Corp., 8.50%, 12/11/24 (Call 12/11/23)^(b)		250		261,143
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.
4.25%, 05/30/23 (Call 02/28/23)^(b)		250		252,338
5.50%, 03/01/25 (Call 12/01/24)^(b)		927		943,102
Wynn Macau Ltd.
4.88%, 10/01/24 (Call 04/01/22)^(b)		300		284,574
5.50%, 01/15/26 (Call 06/15/22)^(b)		525		495,012


				16,469,887

Machinery — 0.4%
Caterpillar Financial Services Corp.
0.25%, 03/01/23		330		329,205
0.45%, 09/14/23		22		21,960
0.45%, 05/17/24		1,329		1,317,903
0.65%, 07/07/23		317		317,615
0.80%, 11/13/25		605		595,616
1.15%, 09/14/26		500		493,635
1.45%, 05/15/25		217		219,192
1.95%, 11/18/22		270		274,217
2.15%, 11/08/24		600		621,762
2.55%, 11/29/22		255		260,671
2.63%, 03/01/23		75		77,107
2.85%, 05/17/24		358		375,932
3.25%, 12/01/24		100		107,100
3.30%, 06/09/24		565		600,861
3.45%, 05/15/23		313		326,925
3.65%, 12/07/23		1,036		1,100,791
3.75%, 11/24/23		185		196,923
Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24)		927		981,767
Cleaver-Brooks Inc., 7.88%, 03/01/23 (Call 03/01/22)^(b)		185		182,589
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		310		305,415
1.95%, 07/02/23		537		546,585
4.20%, 01/15/24		43		45,844
CNH Industrial NV, 4.50%, 08/15/23		352		374,035
Colfax Corp., 6.38%, 02/15/26 (Call 02/15/22)^(b)		150		156,375
Crane Co., 4.45%, 12/15/23 (Call 09/15/23)		5		5,331


Security	Par (000)		Value

Machinery (continued)
Deere & Co., 2.75%, 04/15/25 (Call 03/15/25)	$	174	$	183,107
Doosan Heavy Industries & Construction Co. Ltd., 1.00%, 07/21/23 (Call 01/21/22)^(d)		400		400,316
Dover Corp., 3.15%, 11/15/25 (Call 08/15/25)		50		53,285
Husky III Holding Ltd. , 13.00%, 02/15/25 (Call 11/29/21), (13.75% PIK)^(b)(g)		220		233,229
John Deere Capital Corp.
0.25%, 01/17/23		210		209,387
0.40%, 10/10/23		110		109,738
0.45%, 01/17/24		285		283,290
0.45%, 06/07/24		245		242,876
0.63%, 09/10/24		170		168,955
0.70%, 07/05/23		289		289,688
0.70%, 01/15/26		1,104		1,076,499
1.05%, 06/17/26		750		738,990
1.20%, 04/06/23		156		157,558
1.30%, 10/13/26		260		258,172
2.05%, 01/09/25		468		482,733
2.60%, 03/07/24		517		539,024
2.65%, 06/24/24		232		243,180
2.70%, 01/06/23		95		97,452
2.80%, 01/27/23		97		99,793
2.80%, 03/06/23		714		736,155
3.35%, 06/12/24		190		202,669
3.45%, 06/07/23		359		375,618
3.45%, 01/10/24		150		158,958
3.45%, 03/13/25		172		185,194
3.65%, 10/12/23		682		722,831
JPW Industries Holding Corp., 9.00%, 10/01/24 (Call 04/01/22)^(b)(c)		110		114,616
Komatsu Finance America Inc., 0.85%, 09/09/23 (Call 03/09/22)^(d)		600		600,048
Manitowoc Co. Inc. (The), 9.00%, 04/01/26 (Call 04/01/22)^(b)		150		159,702
Maxim Crane Works Holdings Capital LLC, 10.13%, 08/01/24 (Call 02/01/22)^(b)		139		142,891
nVent Finance Sarl, 3.95%, 04/15/23 (Call 03/15/23)		137		141,846
Otis Worldwide Corp., 2.06%, 04/05/25 (Call 03/05/25)		964		987,069
Rockwell Automation Inc., 2.88%, 03/01/25 (Call 12/01/24)		92		96,693
Shanghai Electric Group Global Investment Ltd., 2.30%, 02/21/25 (Call 02/21/22)^(d)		400		398,828
Stevens Holding Co. Inc., 6.13%, 10/01/26 (Call 10/01/23)^(b)		200		216,142
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26 (Call 11/29/21)^(b)		335		341,734
Weir Group PLC (The), 2.20%, 05/13/26 (Call 04/13/26)^(b)		500		496,605
Welbilt Inc., 9.50%, 02/15/24 (Call 11/29/21)		225		231,080
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		406		429,560
4.40%, 03/15/24 (Call 02/15/24)		1,278		1,365,415
Zoomlion HK SPV Co. Ltd., 6.13%, 12/20/22^(b)		200		206,492


				24,012,774

Manufacturing — 0.2%
3M Co.
1.75%, 02/14/23 (Call 01/14/23)		374		379,831
2.00%, 02/14/25 (Call 01/14/25)		181		186,039
2.25%, 03/15/23 (Call 02/15/23)		475		485,716
2.65%, 04/15/25 (Call 03/15/25)		378		396,148
3.00%, 08/07/25		112		119,782


Security	Par (000)		Value

Manufacturing (continued)
3.25%, 02/14/24 (Call 01/14/24)	$	753	$	793,481
Carlisle Companies Inc.
0.55%, 09/01/23 (Call 09/01/22)		100		99,560
3.50%, 12/01/24 (Call 10/01/24)		189		200,720
3.75%, 11/15/22 (Call 08/15/22)		30		30,757
Eaton Corp., 2.75%, 11/02/22		985		1,006,956
FXI Holdings Inc., 7.88%, 11/01/24 (Call 05/01/22)^(b)		272		277,070
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 (Call 01/15/22)^(b)		275		284,410
General Electric Co.
3.38%, 03/11/24		753		795,040
3.45%, 05/15/24 (Call 02/13/24)		986		1,041,995
5.55%, 01/05/26		110		127,959
Hillenbrand Inc.
5.00%, 09/15/26 (Call 07/15/26)		175		197,384
5.75%, 06/15/25 (Call 06/15/22)		205		215,726
Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23)		101		106,688
Parker-Hannifin Corp.
2.70%, 06/14/24 (Call 05/14/24)		797		831,263
3.30%, 11/21/24 (Call 08/21/24)		144		152,781
Siemens Financieringsmaatschappij NV
0.40%, 03/11/23^(b)		365		364,752
0.65%, 03/11/24^(b)		462		459,986
1.20%, 03/11/26^(b)		1,595		1,575,541
2.00%, 09/15/23^(b)		250		256,152
3.13%, 03/16/24^(b)		250		263,115
3.25%, 05/27/25^(b)		1,000		1,068,150
Sunny Optical Technology Group Co. Ltd., 3.75%, 01/23/23 (Call 01/23/22)^(d)		200		205,302
Textron Inc.
3.88%, 03/01/25 (Call 12/01/24)		141		151,435
4.30%, 03/01/24 (Call 12/01/23)		243		259,347
Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23		475		501,837
Trane Technologies Luxembourg Finance SA, 3.55%, 11/01/24 (Call 08/01/24)		518		552,841
Trinity Industries Inc., 4.55%, 10/01/24 (Call 07/01/24)		225		238,543


				13,626,307

Media — 0.6%
AMC Networks Inc.
4.75%, 08/01/25 (Call 02/01/22)		410		420,176
5.00%, 04/01/24 (Call 11/29/21)		209		211,408
Beasley Mezzanine Holdings LLC, 8.63%, 02/01/26 (Call 02/01/23)^(b)		150		151,409
CCO Holdings LLC/CCO Holdings Capital Corp.
4.00%, 03/01/23 (Call 03/01/22)^(b)		250		250,605
5.50%, 05/01/26 (Call 11/29/21)^(b)		38		39,244
Cengage Learning Inc., 9.50%, 06/15/24 (Call 12/15/21)^(b)		300		307,503
Charter Communications Operating LLC/Charter
Communications Operating Capital
4.50%, 02/01/24 (Call 01/01/24)		1,613		1,729,910
4.91%, 07/23/25 (Call 04/23/25)		1,854		2,061,759
Comcast Cable Communications Holdings Inc., 9.46%, 11/15/22		511		558,733
Comcast Corp.
3.10%, 04/01/25 (Call 03/01/25)		1,040		1,102,098
3.15%, 03/01/26 (Call 12/01/25)		1,063		1,138,207
3.38%, 02/15/25 (Call 11/15/24)		620		661,435
3.38%, 08/15/25 (Call 05/15/25)		414		444,268
3.60%, 03/01/24		1,357		1,443,943


Security	Par (000)		Value

Media (continued)
3.70%, 04/15/24 (Call 03/15/24)	$	1,590	$	1,695,815
3.95%, 10/15/25 (Call 08/15/25)		425		466,892
Cox Communications Inc.
2.95%, 06/30/23 (Call 03/30/23)^(b)		403		415,227
3.15%, 08/15/24 (Call 06/15/24)^(b)		518		544,480
3.85%, 02/01/25 (Call 11/01/24)^(b)		114		122,023
CSC Holdings LLC, 5.25%, 06/01/24		383		402,617
Cumulus Media New Holdings Inc., 6.75%, 07/01/26 (Call 07/01/22)^(b)		225		234,329
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26 (Call 08/15/22)^(b)		750		423,750
Discovery Communications LLC
2.95%, 03/20/23 (Call 02/20/23)		900		926,541
3.45%, 03/15/25 (Call 12/15/24)		359		380,361
3.80%, 03/13/24 (Call 01/13/24)		100		106,081
3.90%, 11/15/24 (Call 08/15/24)		337		360,944
3.95%, 06/15/25 (Call 12/15/21)		147		158,806
4.90%, 03/11/26 (Call 12/11/25)		100		112,731
DISH DBS Corp.
5.00%, 03/15/23		765		791,584
5.88%, 11/15/24		1,050		1,120,445
7.75%, 07/01/26		1,015		1,129,766
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		256		270,264
4.03%, 01/25/24 (Call 12/25/23)		979		1,042,136
Gannett Holdings LLC, 6.00%, 11/01/26 (Call 11/01/23)^(b)		76		75,807
Gray Television Inc., 5.88%, 07/15/26 (Call 01/15/22)^(b)		325		335,563
Grupo Televisa SAB, 6.63%, 03/18/25		705		814,465
Houghton Mifflin Harcourt Publishers Inc., 9.00%, 02/15/25 (Call 02/15/22)^(b)		150		159,033
iHeartCommunications Inc., 6.38%, 05/01/26 (Call 05/01/22)		400		419,040
Meredith Corp.
6.50%, 07/01/25 (Call 01/01/22)		150		160,029
6.88%, 02/01/26 (Call 12/01/21)		481		498,614
Quebecor Media Inc., 5.75%, 01/15/23		370		389,510
Radiate Holdco LLC/Radiate Finance Inc., 4.50%, 09/15/26 (Call 09/15/23)^(b)		475		482,709
Salem Media Group Inc., 6.75%, 06/01/24 (Call 12/01/21)^(b)		125		125,641
Sirius XM Radio Inc., 3.13%, 09/01/26 (Call 09/01/23)^(b)		520		521,186
Sky Ltd.
3.13%, 11/26/22^(b)		15		15,434
3.75%, 09/16/24^(b)		305		328,607
Spanish Broadcasting System Inc., 9.75%, 03/01/26 (Call 09/01/23)^(b)		160		167,587
TEGNA Inc.
4.75%, 03/15/26 (Call 03/15/23)^(b)		275		286,470
5.50%, 09/15/24 (Call 11/15/21)^(b)(c)		48		48,565
Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23)		362		384,784
Time Warner Entertainment Co. LP, 8.38%, 03/15/23		629		693,592
Townsquare Media Inc., 6.88%, 02/01/26 (Call 02/01/23)^(b)		280		294,820
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		120		121,866
2.13%, 09/13/22 (Call 09/13/22)^(d)		250		253,865
2.35%, 12/01/22		638		650,218
3.00%, 02/13/26		100		106,485
3.15%, 09/17/25		37		39,556


Security	Par (000)		Value

Media (continued)
Univision Communications Inc.
5.13%, 02/15/25 (Call 11/09/21)^(b)	$	730	$	743,074
9.50%, 05/01/25 (Call 05/01/22)^(b)		185		200,977
ViacomCBS Inc.
3.50%, 01/15/25 (Call 10/15/24)		421		447,270
3.70%, 08/15/24 (Call 05/15/24)		494		526,273
3.88%, 04/01/24 (Call 01/01/24)		122		129,372
4.00%, 01/15/26 (Call 10/15/25)		255		277,960
4.75%, 05/15/25 (Call 04/15/25)		899		997,459
Videotron Ltd., 5.38%, 06/15/24 (Call 03/15/24)^(b)		320		343,984
Walt Disney Co. (The) 1.75%, 08/30/24 (Call 07/30/24)		1,651		1,688,841
1.75%, 01/13/26		215		218,094
3.35%, 03/24/25		1,466		1,569,338
3.70%, 09/15/24 (Call 06/15/24)		119		127,544


				35,869,122

Metal Fabricate & Hardware — 0.0%
Huayi Finance I Ltd., 3.00%, 10/30/24 (Call 04/30/22)^(d)		400		404,828
MCC Holding Hong Kong Corp. Ltd.
3.25%, (Call 03/12/23)^(a)(d)(e)		200		202,174
3.50%, (Call 01/16/23)^(a)(d)(e)		500		501,665
Precision Castparts Corp.
2.50%, 01/15/23 (Call 10/15/22)		671		683,836
3.25%, 06/15/25 (Call 03/15/25)		195		209,005
Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24)		25		26,508


				2,028,016

Mining — 0.4%
ALROSA Finance SA, 4.65%, 04/09/24 (Call 01/09/24)		400		424,060
Anglo American Capital PLC
3.63%, 09/11/24^(b)		65		69,059
4.88%, 05/14/25^(b)		500		552,775
Arconic Corp., 6.00%, 05/15/25 (Call 05/15/22)^(b)		483		507,169
BHP Billiton Finance USA Ltd., 3.85%, 09/30/23		398		422,461
Chalco HK Investment Co.
1.55%, 07/28/24 (Call 06/28/24)^(d)		300		298,812
2.10%, 07/28/26 (Call 06/28/26)^(d)		300		294,489
China Hongqiao Group Ltd., 6.25%, 06/08/24 (Call 12/08/21)^(d)		400		393,324
Chinalco Capital Holdings Ltd.
2.13%, 06/03/26 (Call 05/03/26)^(d)		600		590,070
4.10%, (Call 09/11/24)^(a)(d)(e)		400		411,912
Cia de Minas Buenaventura SAA, 5.50%, 07/23/26 (Call 07/23/23)^(b)		400		397,160
Compass Minerals International Inc., 4.88%, 07/15/24 (Call 05/15/24)^(b)(c)		155		162,098
Constellium SE, 5.88%, 02/15/26 (Call 02/15/22)^(b)		250		254,568
First Quantum Minerals Ltd.
6.50%, 03/01/24 (Call 03/01/22)^(d)		700		710,703
6.88%, 03/01/26 (Call 11/08/21)^(d)		800		832,272
7.25%, 04/01/23 (Call 04/01/22)^(d)		400		407,000
7.50%, 04/01/25 (Call 11/08/21)^(d)		650		672,477
FMG Resources August 2006 Pty Ltd., 5.13%, 05/15/24 (Call 02/15/24)^(b)		375		399,806
Freeport-McMoRan Inc.
3.88%, 03/15/23 (Call 12/15/22)		688		708,661
4.55%, 11/14/24 (Call 08/14/24)		400		432,324
Fresnillo PLC, 5.50%, 11/13/23 (Call 11/13/21)^(d)		200		217,064
Glencore Finance Canada Ltd., 4.25%, 10/25/22^(b)		535		553,618


Security	Par (000)		Value

Mining (continued)
Glencore Funding LLC
1.63%, 09/01/25 (Call 08/01/25)^(b)	$	870	$	865,050
1.63%, 04/27/26 (Call 03/27/26)^(b)		65		64,232
4.00%, 04/16/25^(b)		23		24,700
4.13%, 05/30/23^(b)		684		718,439
4.13%, 03/12/24 (Call 02/12/24)^(b)		941		999,634
4.63%, 04/29/24^(b)		648		699,542
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24 (Call 04/15/24)^(d)		200		214,206
Hudbay Minerals Inc., 4.50%, 04/01/26 (Call 04/01/23)^(d)		400		398,856
Indonesia Asahan Aluminium Persero PT
4.75%, 05/15/25 (Call 04/15/25)^(d)		400		429,488
5.71%, 11/15/23 (Call 11/15/21)^(d)		400		434,460
JW Aluminum Continuous Cast Co., 10.25%, 06/01/26 (Call 12/01/21)^(b)		155		165,346
Kinross Gold Corp., 5.95%, 03/15/24 (Call 12/15/23)		163		179,021
Minera y Metalurgica del Boleo SAPI de CV, 3.25%, 04/17/24 (Call 04/17/22)^(d)		200		209,918
Minmetals Bounteous Finance BVI Ltd.
3.38%, (Call 09/03/24)^(a)(d)(e)		500		510,455
4.75%, 07/30/25 (Call 01/30/22)^(d)		600		654,864
MMC Norilsk Nickel OJSC via MMC Finance DAC, 4.10%, 04/11/23 (Call 01/11/23)^(d)		400		411,700
MMC Norilsk Nickel OJSC Via MMC Finance DAC
2.55%, 09/11/25 (Call 06/11/25)^(d)		1,400		1,400,672
3.38%, 10/28/24 (Call 07/28/24)^(b)		300		309,246
Mountain Province Diamonds Inc., 8.00%, 12/15/22 (Call 11/09/21)^(b)(c)		150		134,511
Newmont Corp., 3.70%, 03/15/23 (Call 12/15/22)		93		95,959
Novelis Corp., 3.25%, 11/15/26 (Call 11/15/23)^(b)		95		94,962
Perenti Finance Pty Ltd., 6.50%, 10/07/25 (Call 10/07/22)^(b)(c)		200		208,680
Rio Tinto Finance USA Ltd., 3.75%, 06/15/25 (Call 03/15/25)		640		696,301
Rusal Capital DAC, 4.85%, 02/01/23 (Call 02/01/22)^(d)		200		203,478
SDG Finance Ltd., 2.80%, 08/25/26 (Call 05/25/26)		200		198,882
Southern Copper Corp.
3.50%, 11/08/22		180		184,921
3.88%, 04/23/25		175		188,715
Taseko Mines Ltd., 7.00%, 02/15/26 (Call 02/15/23)^(b)		235		243,227
Vedanta Resources Finance II PLC
8.95%, 03/11/25 (Call 09/11/24)^(d)		1,000		1,011,520
13.88%, 01/21/24 (Call 12/21/22)^(d)		400		434,056
Vedanta Resources Ltd.
6.13%, 08/09/24 (Call 02/09/22)^(d)		600		548,544
7.13%, 05/31/23 (Call 12/03/21)^(d)		400		387,780


				23,033,247

Multi-National — 0.0%
Asian Development Bank, 0.63%, 10/08/24		100		99,470
Black Sea Trade & Development Bank, 3.50%, 06/25/24 (Call 12/25/21)^(d)		200		209,738
FMS Wertmanagement
0.38%, 05/06/24 (Call 05/06/22)^(d)		400		396,300
1.38%, 02/26/23 (Call 02/26/22)^(d)		200		202,576


				908,084

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
4.13%, 05/01/25 (Call 05/01/22)		295		304,168
5.50%, 12/01/24 (Call 06/01/24)		387		424,009


Security	Par (000)		Value

Office & Business Equipment (continued)
Pitney Bowes Inc., 4.63%, 03/15/24 (Call 12/15/23)^(c)	$	150	$	158,085
Xerox Corp.
3.80%, 05/15/24^(c)		150		156,123
4.07%, 03/17/22		75		75,805
4.38%, 03/15/23 (Call 02/15/23)		507		523,538
Xerox Holdings Corp., 5.00%, 08/15/25 (Call 07/15/25)^(b)		380		394,482


				2,036,210

Oil & Gas — 2.0%
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26 (Call 02/15/23)^(b)		340		365,119
Antero Resources Corp.
5.00%, 03/01/25 (Call 11/29/21)		300		305,379
8.38%, 07/15/26 (Call 01/15/24)^(b)		180		202,576
Apache Corp.
3.25%, 04/15/22 (Call 01/15/22)		100		100,394
4.63%, 11/15/25 (Call 08/15/25)		240		258,470
Baytex Energy Corp., 5.63%, 06/01/24 (Call 12/01/21)^(b)		141		142,098
Berry Petroleum Co. LLC, 7.00%, 02/15/26 (Call 11/29/21)^(b)		195		197,726
Bharat Petroleum Corp. Ltd., 4.00%, 05/08/25 (Call 11/08/21)^(d)		200		210,046
Bonanza Creek Energy Inc., 5.00%, 10/15/26 (Call 10/15/23)^(b)		207		209,078
BP Capital Markets America Inc.
2.75%, 05/10/23		1,026		1,058,955
2.94%, 04/06/23		346		357,169
3.12%, 05/04/26 (Call 02/04/26)		155		165,777
3.19%, 04/06/25 (Call 03/06/25)		1,471		1,562,070
3.22%, 11/28/23 (Call 09/28/23)		270		282,714
3.22%, 04/14/24 (Call 02/14/24)		552		580,665
3.79%, 02/06/24 (Call 01/06/24)		929		987,917
3.80%, 09/21/25 (Call 07/21/25)		30		32,739
BP Capital Markets PLC
2.50%, 11/06/22		374		381,319
2.75%, 05/10/23		10		10,321
3.51%, 03/17/25		297		318,942
3.54%, 11/04/24		310		332,146
3.64%, 05/14/23 (Call 05/14/22)^(d)		200		208,894
3.81%, 02/10/24		635		676,459
3.99%, 09/26/23		677		719,319
California Resources Corp., 7.13%, 02/01/26 (Call 02/01/23)^(b)		300		316,524
Callon Petroleum Co.
6.13%, 10/01/24 (Call 04/01/22)		275		270,383
6.38%, 07/01/26 (Call 01/01/22)		175		168,088
8.25%, 07/15/25 (Call 01/15/22)		150		148,529
Calumet Specialty Products Partners LP/Calumet Finance Corp.
7.63%, 01/15/22 (Call 01/15/22)		23		22,964
7.75%, 04/15/23 (Call 04/15/22)		150		148,452
9.25%, 07/15/24 (Call 01/15/22)^(b)		131		141,903
11.00%, 04/15/25 (Call 04/15/22)^(b)		275		298,757
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		531		539,215
2.95%, 01/15/23 (Call 12/15/22)		647		662,767
3.80%, 04/15/24 (Call 01/15/24)		244		257,501
3.90%, 02/01/25 (Call 11/01/24)		177		189,788
Cenovus Energy Inc., 5.38%, 07/15/25 (Call 04/15/25)		719		807,840
Centennial Resource Production LLC, 5.38%, 01/15/26 (Call 11/29/21)^(b)(c)		150		148,967


Security	Par (000)		Value

Oil & Gas (continued)
Chesapeake Energy Corp., 5.50%, 02/01/26 (Call 02/05/23)^(b)	$	265	$	277,357
Chevron Corp.
1.14%, 05/11/23		951		959,930
1.55%, 05/11/25 (Call 04/11/25)		1,672		1,696,328
2.36%, 12/05/22 (Call 09/05/22)		521		529,888
2.57%, 05/16/23 (Call 03/16/23)		263		270,183
2.90%, 03/03/24 (Call 01/03/24)		709		742,025
2.95%, 05/16/26 (Call 02/16/26)		70		74,666
3.19%, 06/24/23 (Call 03/24/23)		853		884,356
3.33%, 11/17/25 (Call 08/17/25)		145		156,256
Chevron USA Inc.
0.43%, 08/11/23		1,415		1,412,411
0.69%, 08/12/25 (Call 07/12/25)		1,757		1,726,042
3.90%, 11/15/24 (Call 08/15/24)		293		316,918
CNOOC Curtis Funding No. 1 Pty Ltd., 4.50%, 10/03/23 (Call 04/03/22)^(d)		1,000		1,062,280
CNOOC Finance 2013 Ltd., 3.00%, 05/09/23		2,085		2,144,318
CNOOC Finance 2014 ULC, 4.25%, 04/30/24		400		428,780
CNOOC Finance 2015 USA LLC, 3.50%, 05/05/25		800		846,576
CNPC General Capital Ltd., 3.40%, 04/16/23		200		206,660
Colgate Energy Partners III LLC, 7.75%, 02/15/26 (Call 02/15/24)^(b)		150		160,463
Comstock Resources Inc., 7.50%, 05/15/25 (Call 11/15/21)^(b)(c)		128		132,672
ConocoPhillips Co.
2.40%, 12/15/22 (Call 09/15/22)		10		10,154
3.35%, 11/15/24 (Call 08/15/24)		206		219,835
4.95%, 03/15/26 (Call 12/15/25)		455		517,249
Continental Resources Inc./OK
3.80%, 06/01/24 (Call 03/01/24)		515		540,982
4.50%, 04/15/23 (Call 01/15/23)		392		407,798
Coterra Energy Inc., 4.38%, 06/01/24 (Call 03/01/24)^(b)		445		476,346
CrownRock LP/CrownRock Finance Inc., 5.63%, 10/15/25 (Call 04/15/22)^(b)		600		613,980
CVR Energy Inc., 5.25%, 02/15/25 (Call 02/15/22)^(b)		310		306,432
Delek & Avner Tamar Bond Ltd., 5.41%, 12/30/25^(b)(d)		10		10,064
Devon Energy Corp.
5.25%, 09/15/24 (Call 06/15/24)^(b)		275		301,840
5.85%, 12/15/25 (Call 09/15/25)		305		351,131
Diamondback Energy Inc., 2.88%, 12/01/24 (Call 11/01/24)		683		711,297
Ecopetrol SA
4.13%, 01/16/25		515		532,937
5.38%, 06/26/26 (Call 03/26/26)		810		877,813
5.88%, 09/18/23		1,094		1,174,978
Empresa Nacional del Petroleo
3.75%, 08/05/26 (Call 05/05/26)^(d)		400		412,004
4.38%, 10/30/24 (Call 04/30/22)^(d)		284		303,945
Endeavor Energy Resources LP/EER Finance Inc., 6.63%, 07/15/25 (Call 07/15/22)^(b)		325		342,738
Energean Israel Finance Ltd.
4.50%, 03/30/24 (Call 12/30/23)^(b)(d)		300		305,961
4.88%, 03/30/26 (Call 12/30/25)^(b)(d)		275		279,771
Energy Ventures Gom LLC/EnVen Finance Corp., 11.75%, 04/15/26 (Call 04/15/23)^(b)		152		157,829
Eni SpA, Series X-R, 4.00%, 09/12/23^(b)		620		654,050
Ensign Drilling Inc., 9.25%, 04/15/24 (Call 11/29/21)^(b)(c)		225		222,622


Security	Par (000)		Value

Oil & Gas (continued)
EOG Resources Inc.
2.63%, 03/15/23 (Call 12/15/22)	$	917	$	937,779
3.15%, 04/01/25 (Call 01/01/25)		101		107,046
EQT Corp.
3.00%, 10/01/22 (Call 09/01/22)		374		378,084
3.13%, 05/15/26 (Call 05/15/23)^(b)		270		272,268
6.63%, 02/01/25 (Call 01/01/25)		500		562,620
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		300		304,398
2.45%, 01/17/23		788		806,431
2.65%, 01/15/24		830		862,951
2.88%, 04/06/25 (Call 03/06/25)		1,357		1,429,952
3.25%, 11/10/24		130		138,598
3.70%, 03/01/24		704		750,351
Exxon Mobil Corp.
1.57%, 04/15/23		964		978,913
2.02%, 08/16/24 (Call 07/16/24)		1,129		1,164,868
2.71%, 03/06/25 (Call 12/06/24)		668		700,378
2.73%, 03/01/23 (Call 01/01/23)		1,012		1,038,079
2.99%, 03/19/25 (Call 02/19/25)		1,083		1,145,002
3.18%, 03/15/24 (Call 12/15/23)		414		435,056
Gazprom Neft OAO Via GPN Capital SA, 6.00%, 11/27/23 (Call 11/27/21)^(d)		800		871,888
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25 (Call 03/01/23)^(b)		200		204,058
GS Caltex Corp., 3.00%, 06/04/24		400		417,936
Gulfport Energy Operating Corp., 8.00%, 05/17/26 (Call 05/17/24)		275		304,428
Harbour Energy PLC, 5.50%, 10/15/26 (Call 10/15/23)^(b)		220		220,216
Harvest Operations Corp., 4.20%, 06/01/23 (Call 05/01/23)^(d)		200		210,162
Hess Corp., 3.50%, 07/15/24 (Call 04/15/24)		520		546,801
Hilcorp Energy I LP/Hilcorp Finance Co., 5.75%, 10/01/25 (Call 11/15/21)^(b)		200		204,100
HollyFrontier Corp.
2.63%, 10/01/23		340		349,595
5.88%, 04/01/26 (Call 01/01/26)		348		396,824
Independence Energy Finance LLC, 7.25%, 05/01/26 (Call 05/01/23)^(b)		250		260,252
Indian Oil Corp. Ltd., 4.75%, 01/16/24 (Call 01/16/22)^(d)		600		640,110
Ithaca Energy North Sea PLC, 9.00%, 07/15/26 (Call 07/15/23)^(b)		265		273,173
KazMunayGas National Co. JSC, 4.75%, 04/24/25 (Call 04/24/22)^(d)		400		439,892
Korea National Oil Corp.
2.63%, 04/14/26^(d)		400		416,744
4.00%, 01/23/24^(d)		310		331,362
Kosmos Energy Ltd., 7.13%, 04/04/26 (Call 04/04/22)^(d)		400		398,948
Laredo Petroleum Inc., 9.50%, 01/15/25 (Call 01/15/22)		280		287,952
Leviathan Bond Ltd.
5.75%, 06/30/23 (Call 12/30/21)^(b)(d)		200		207,580
6.13%, 06/30/25 (Call 12/30/21)^(b)(d)		225		242,521
Lukoil International Finance BV, 4.56%, 04/24/23 (Call 04/24/22)^(d)		1,000		1,044,840
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26 (Call 02/01/22)^(b)		200		205,078
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)		448		476,788
4.50%, 05/01/23 (Call 04/01/23)		1,250		1,313,300
4.70%, 05/01/25 (Call 04/01/25)		759		838,536


Security	Par (000)		Value

Oil & Gas (continued)
4.75%, 12/15/23 (Call 10/15/23)	$	496	$	532,937
Matador Resources Co., 5.88%, 09/15/26 (Call 03/15/22)		600		619,170
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26 (Call 05/14/23)^(d)		200		214,202
Medco Platinum Road Pte Ltd., 6.75%, 01/30/25 (Call 01/30/22)^(d)		200		208,458
MEG Energy Corp., 6.50%, 01/15/25 (Call 11/29/21)^(b)		205		209,930
Moss Creek Resources Holdings Inc., 7.50%, 01/15/26 (Call 11/29/21)^(b)		360		327,287
Murphy Oil Corp.
5.75%, 08/15/25 (Call 02/15/22)		265		271,980
6.88%, 08/15/24 (Call 02/15/22)		208		212,189
Nabors Industries Inc.
5.75%, 02/01/25 (Call 11/01/24)		330		313,708
9.00%, 02/01/25 (Call 12/01/21)^(b)(c)		113		117,089
Nabors Industries Ltd., 7.25%, 01/15/26 (Call 07/15/22)^(b)		300		292,584
Neptune Energy Bondco PLC, 6.63%, 05/15/25 (Call 11/15/21)^(b)		425		434,116
Oasis Petroleum Inc., 6.38%, 06/01/26 (Call 06/01/23)^(b)		205		216,722
Occidental Petroleum Corp.
2.70%, 02/15/23 (Call 02/15/22)		494		500,096
2.90%, 08/15/24 (Call 02/15/22)		1,394		1,419,761
3.20%, 08/15/26 (Call 06/15/26)		450		457,420
3.40%, 04/15/26 (Call 01/15/26)		550		560,576
3.45%, 07/15/24 (Call 04/15/24)		75		76,889
3.50%, 06/15/25 (Call 03/15/25)		425		438,987
5.50%, 12/01/25 (Call 09/01/25)		380		417,795
5.55%, 03/15/26 (Call 12/15/25)		545		601,664
5.88%, 09/01/25 (Call 06/01/25)		445		493,950
6.95%, 07/01/24		353		397,386
8.00%, 07/15/25 (Call 04/15/25)		270		319,388
Oil and Gas Holding Co. BSCC (The), 7.63%, 11/07/24 (Call 11/07/21)^(d)		215		235,238
Oil India Ltd., 5.38%, 04/17/24 (Call 04/17/22)^(d)		400		434,732
ONGC Videsh Ltd., 3.75%, 05/07/23 (Call 11/07/21)^(d)		400		413,960
ONGC Videsh Vankorneft Pte Ltd., 3.75%, 07/27/26 (Call 01/27/22)^(d)		400		420,264
Ovintiv Exploration Inc.
5.38%, 01/01/26 (Call 10/01/25)		375		417,131
5.63%, 07/01/24		499		549,110
Par Petroleum LLC/Par Petroleum Finance Corp., 7.75%, 12/15/25 (Call 11/29/21)^(b)		150		150,972
PBF Holding Co. LLC/PBF Finance Corp.
7.25%, 06/15/25 (Call 12/15/21)		355		278,032
9.25%, 05/15/25 (Call 05/15/22)^(b)		630		611,295
PDC Energy Inc.
5.75%, 05/15/26 (Call 11/15/21)		385		395,961
6.13%, 09/15/24 (Call 03/15/22)		175		177,683
Penn Virginia Escrow LLC, 9.25%, 08/15/26 (Call 08/15/23)^(b)		200		208,512
Pertamina Persero PT
1.40%, 02/09/26 (Call 01/09/26)^(d)		400		390,536
4.30%, 05/20/23 (Call 11/20/21)^(d)		815		855,636
Petrobras Global Finance BV
5.30%, 01/27/25		600		653,406
8.75%, 05/23/26		600		740,352
Petroleos Mexicanos
3.50%, 01/30/23		600		607,638
4.25%, 01/15/25^(c)		499		507,708
4.50%, 01/23/26		500		504,300


Security	Par (000)		Value

Oil & Gas (continued)
4.63%, 09/21/23	$	740	$	763,391
4.88%, 01/18/24		800		827,200
6.88%, 10/16/25 (Call 09/16/25)^(b)		700		765,611
6.88%, 08/04/26		1,500		1,638,105
Petron Corp.
4.60%, (Call 07/19/23)^(a)(d)(e)		400		398,596
5.95%, (Call 04/19/26)^(a)(d)(e)		200		207,150
Petronas Capital Ltd., 3.50%, 03/18/25 (Call 03/18/22)^(d)		1,100		1,170,730
Petrorio Luxembourg SARL, 6.13%, 06/09/26 (Call 06/09/24)^(d)		400		402,384
Phillips 66
0.90%, 02/15/24 (Call 02/15/22)		175		174,402
1.30%, 02/15/26 (Call 01/15/26)		145		142,806
3.70%, 04/06/23		440		458,458
3.85%, 04/09/25 (Call 03/09/25)		626		674,922
Pioneer Natural Resources Co.
0.55%, 05/15/23		975		971,870
0.75%, 01/15/24 (Call 01/15/22)		632		628,176
1.13%, 01/15/26 (Call 12/15/25)		160		156,707
Precision Drilling Corp., 7.13%, 01/15/26 (Call 11/15/21)^(b)		175		180,028
Puma International Financing SA
5.00%, 01/24/26 (Call 11/09/21)^(b)		200		201,310
5.13%, 10/06/24 (Call 04/06/22)^(b)		200		201,484
Qatar Petroleum, 1.38%, 09/12/26 (Call 08/12/26)^(d)		400		394,904
Range Resources Corp.
4.88%, 05/15/25 (Call 02/15/25)		440		459,844
5.00%, 08/15/22 (Call 05/15/22)^(c)		175		177,790
5.00%, 03/15/23 (Call 12/15/22)		275		282,645
9.25%, 02/01/26 (Call 02/01/22)		375		406,050
Reliance Industries Ltd., 4.13%, 01/28/25 (Call 01/28/22)^(c)(d)		800		858,920
SA Global Sukuk Ltd.
0.95%, 06/17/24 (Call 05/17/24)^(d)		200		197,892
1.60%, 06/17/26 (Call 05/17/26)^(d)		600		592,350
Saka Energi Indonesia PT, 4.45%, 05/05/24 (Call 11/05/21)^(d)		400		388,580
Saudi Arabian Oil Co.
1.25%, 11/24/23 (Call 10/24/23)^(d)		200		200,772
1.63%, 11/24/25 (Call 10/24/25)^(d)		1,000		995,240
2.88%, 04/16/24 (Call 04/16/22)^(d)		1,400		1,454,810
SEPLAT Energy PLC, 7.75%, 04/01/26 (Call 04/01/23)^(d)		600		618,876
Shelf Drilling Holdings Ltd., 8.25%, 02/15/25 (Call 02/15/22)		375		289,792
Shell International Finance BV
0.38%, 09/15/23		310		309,132
2.00%, 11/07/24 (Call 10/07/24)		729		750,710
2.25%, 01/06/23		715		729,851
2.38%, 04/06/25 (Call 03/06/25)		1,313		1,362,960
2.88%, 05/10/26		35		37,300
3.25%, 05/11/25		1,338		1,431,419
3.40%, 08/12/23		600		629,802
3.50%, 11/13/23 (Call 10/13/23)		914		965,403
Sinopec Capital 2013 Ltd., 3.13%, 04/24/23 (Call 04/24/22)^(d)		600		617,724
Sinopec Group Overseas Development 2013 Ltd., 4.38%, 10/17/23 (Call 04/17/22)^(d)		400		425,856
Sinopec Group Overseas Development 2014 Ltd., 4.38%, 04/10/24 (Call 04/10/22)^(d)		400		431,168
Sinopec Group Overseas Development 2015 Ltd., 3.25%, 04/28/25 (Call 04/28/22)^(d)		676		713,349


Security	Par (000)		Value

Oil & Gas (continued)
Sinopec Group Overseas Development 2018 Ltd.
1.45%, 01/08/26 (Call 12/08/25)	$	600	$	592,800
2.15%, 05/13/25 (Call 04/13/25)^(d)		400		407,264
2.50%, 08/08/24 (Call 07/08/24)		600		621,222
2.50%, 11/12/24 (Call 10/12/24)		1,400		1,453,998
3.75%, 09/12/23 (Call 03/12/22)^(d)		1,000		1,050,170
SK Innovation Co. Ltd., 4.13%, 07/13/23 (Call 01/13/22)^(d)		200		208,470
SM Energy Co.
5.00%, 01/15/24 (Call 01/15/22)		150		149,300
5.63%, 06/01/25 (Call 12/01/21)^(c)		175		175,523
6.75%, 09/15/26 (Call 03/15/22)		200		205,522
10.00%, 01/15/25 (Call 06/17/22)^(b)		408		453,900
Southwestern Energy Co., 6.45%, 01/23/25 (Call 10/23/24)		435		474,037
Strathcona Resources Ltd., 6.88%, 08/01/26 (Call 08/01/23)^(b)		250		248,543
Suncor Energy Inc.
2.80%, 05/15/23		1,188		1,223,699
3.10%, 05/15/25 (Call 04/15/25)		125		131,983
Talos Production Inc., 12.00%, 01/15/26 (Call 01/15/23)		330		358,509
Tap Rock Resources LLC, 7.00%, 10/01/26 (Call 10/01/23)^(b)		145		149,295
Tecpetrol SA, 4.88%, 12/12/22 (Call 11/08/21)^(d)		380		379,730
Tengizchevroil Finance Co. International Ltd.
2.63%, 08/15/25 (Call 05/15/25)^(d)		800		812,776
4.00%, 08/15/26 (Call 02/15/22)^(d)		200		214,250
TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23		645		668,807
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		558		578,640
2.70%, 01/25/23		610		626,159
3.70%, 01/15/24		819		870,622
3.75%, 04/10/24		756		809,510
Transocean Guardian Ltd., 5.88%, 01/15/24 (Call 01/15/22)^(b)		254		250,483
Transocean Inc.
7.25%, 11/01/25 (Call 05/01/22)^(b)		210		173,158
7.50%, 01/15/26 (Call 11/09/21)^(b)		291		234,572
Transocean Pontus Ltd., 6.13%, 08/01/25 (Call 02/01/22)^(b)		218		218,111
Transocean Sentry Ltd., 5.38%, 05/15/23 (Call 11/15/21)^(b)		193		189,582
Trinidad Petroleum Holdings Ltd., 9.75%, 06/15/26 (Call 06/28/22)^(d)		200		222,726
Tullow Oil PLC
7.00%, 03/01/25 (Call 11/29/21)^(d)		400		350,504
10.25%, 05/15/26 (Call 11/15/21)^(b)		710		746,380
10.25%, 05/15/26 (Call 11/15/21)^(d)		200		210,248
Turkiye Petrol Rafinerileri AS, 4.50%, 10/18/24 (Call 04/18/22)^(d)		400		396,856
Valero Energy Corp.
1.20%, 03/15/24		495		495,772
2.70%, 04/15/23		413		424,432
2.85%, 04/15/25 (Call 03/15/25)		1,349		1,411,081
3.65%, 03/15/25		73		78,444
Vantage Drilling International, 9.25%, 11/15/23 (Call 11/15/21)^(b)		130		118,910
Vermilion Energy Inc., 5.63%, 03/15/25 (Call 11/29/21)^(b)		160		161,005
W&T Offshore Inc., 9.75%, 11/01/23 (Call 05/01/22)^(b)		300		292,017
Woodside Finance Ltd., 3.65%, 03/05/25 (Call 12/05/24)^(b)		215		227,165


Security	Par (000)		Value

Oil & Gas (continued)
YPF SA
8.50%, 07/28/25 (Call 01/28/22)^(d)	$	750	$	602,280
8.75%, 04/04/24 (Call 04/04/22)^(d)		676		610,036


				124,835,403

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 2.77%, 12/15/22 (Call 11/15/22)		1,280		1,308,685
COSL Singapore Capital Ltd., 1.88%, 06/24/25 (Call 05/24/25)^(d)		800		790,296
CSI Compressco LP/CSI Compressco Finance Inc., 7.50%, 04/01/25 (Call 11/29/21)^(b)		175		173,268
Exterran Energy Solutions LP/EES Finance Corp., 8.13%, 05/01/25 (Call 11/29/21)		175		169,549
Halliburton Co.
3.50%, 08/01/23 (Call 05/01/23)		781		813,630
3.80%, 11/15/25 (Call 08/15/25)		155		168,859
KCA Deutag UK Finance PLC, 9.88%, 12/01/25 (Call 12/01/22)^(b)		250		272,282
KLX Energy Services Holdings Inc., 11.50%, 11/01/25 (Call 05/01/22)^(b)		125		72,061
Oceaneering International Inc., 4.65%, 11/15/24 (Call 11/15/21)		304		315,972
Schlumberger Finance Canada Ltd.
1.40%, 09/17/25 (Call 08/17/25)		275		275,649
2.65%, 11/20/22 (Call 10/20/22)^(b)		385		392,712
Schlumberger Holdings Corp.
3.75%, 05/01/24 (Call 04/01/24)^(b)		808		856,924
4.00%, 12/21/25 (Call 09/21/25)^(b)		450		490,635
Schlumberger Investment SA, 3.65%, 12/01/23 (Call 09/01/23)		669		704,838
TechnipFMC PLC, 6.50%, 02/01/26 (Call 02/01/23)^(b)		505		539,259
Transocean Phoenix 2 Ltd., 7.75%, 10/15/24 (Call 04/15/22)^(b)		151		154,198
Transocean Proteus Ltd., 6.25%, 12/01/24 (Call 11/29/21)^(b)		179		180,529
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 04/01/26 (Call 11/29/21)		370		382,269
Weatherford International Ltd., 11.00%, 12/01/24 (Call 12/01/21)^(b)		973		1,014,352


				9,075,967

Packaging & Containers — 0.2%
Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) .		100		107,960
Ardagh Packaging Finance PLC/Ardagh Holdings USA Inc.
4.13%, 08/15/26 (Call 08/15/22)^(b)		620		632,555
5.25%, 04/30/25 (Call 04/30/22)^(b)		400		415,020
Ball Corp.
4.00%, 11/15/23		515		541,615
4.88%, 03/15/26 (Call 12/15/25)		375		411,322
5.25%, 07/01/25		507		565,351
Berry Global Inc.
0.95%, 02/15/24 (Call 01/15/24)		1,160		1,153,748
1.57%, 01/15/26 (Call 12/15/25)		520		514,639
4.50%, 02/15/26 (Call 11/29/21)^(b)		150		152,382
Brambles USA Inc., 4.13%, 10/23/25 (Call 07/25/25)^(b)		105		114,369
Cascades Inc./Cascades USA Inc., 5.13%, 01/15/26 (Call 01/15/23)^(b)		175		185,112
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 (Call 11/29/21)		465		479,592


Security	Par (000)		Value

Packaging & Containers (continued)
Flex Acquisition Co. Inc.
6.88%, 01/15/25 (Call 11/29/21)^(b)	$	350	$	352,968
7.88%, 07/15/26 (Call 01/15/22)^(b)		250		261,398
Graphic Packaging International LLC
1.51%, 04/15/26 (Call 03/15/26)^(b)		745		737,468
4.13%, 08/15/24 (Call 05/15/24)		150		158,789
4.88%, 11/15/22 (Call 08/15/22)		150		154,431
LABL Inc., 6.75%, 07/15/26 (Call 07/15/22)^(b)		350		362,712
Matthews International Corp., 5.25%, 12/01/25 (Call 11/29/21)^(b)		100		102,772
Mauser Packaging Solutions Holding Co.
5.50%, 04/15/24 (Call 11/29/21)^(b)		750		750,772
7.25%, 04/15/25 (Call 11/29/21)^(b)		700		678,258
8.50%, 04/15/24 (Call 11/29/21)^(b)(c)		75		77,521
OI European Group BV, 4.00%, 03/15/23 (Call 12/15/22)^(b)		160		163,374
Owens-Brockway Glass Container Inc.
5.38%, 01/15/25^(b)		134		142,002
5.88%, 08/15/23^(b)		360		379,253
6.38%, 08/15/25^(b)		175		192,078
Packaging Corp. of America, 3.65%, 09/15/24 (Call 06/15/24)		142		151,670
Pactiv LLC, 7.95%, 12/15/25		165		183,899
Plastipak Holdings Inc., 6.25%, 10/15/25 (Call 04/15/22)^(b)		200		203,630
Sealed Air Corp.
5.13%, 12/01/24 (Call 09/01/24)^(b)		225		242,480
5.25%, 04/01/23 (Call 01/01/23)^(b)		200		208,956
5.50%, 09/15/25 (Call 06/15/25)^(b)		200		220,936
Silgan Holdings Inc.
1.40%, 04/01/26 (Call 03/01/26)^(b)		210		204,704
4.75%, 03/15/25 (Call 11/29/21)		150		151,997
Trident TPI Holdings Inc.
6.63%, 11/01/25 (Call 05/01/22)^(b)		100		101,548
9.25%, 08/01/24 (Call 02/01/22)^(b)		185		193,897
Trivium Packaging Finance BV, 5.50%, 08/15/26 (Call 08/15/22)^(b)		550		572,214
WestRock RKT LLC, 4.00%, 03/01/23 (Call 12/01/22)		350		362,334
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		316		331,806
3.75%, 03/15/25 (Call 01/15/25)		525		565,372
4.65%, 03/15/26 (Call 01/15/26)		610		686,604


				14,169,508

Pharmaceuticals — 1.3%
AbbVie Inc.
2.30%, 11/21/22		1,606		1,635,599
2.60%, 11/21/24 (Call 10/21/24)		1,743		1,817,112
2.85%, 05/14/23 (Call 03/14/23)		1,070		1,101,308
2.90%, 11/06/22		1,295		1,325,290
3.20%, 11/06/22 (Call 09/06/22)		354		361,884
3.20%, 05/14/26 (Call 02/14/26)		1,000		1,065,270
3.60%, 05/14/25 (Call 02/14/25)		1,873		2,010,572
3.75%, 11/14/23 (Call 10/14/23)		932		985,842
3.80%, 03/15/25 (Call 12/15/24)		1,517		1,633,688
3.85%, 06/15/24 (Call 03/15/24)		555		592,285
AmerisourceBergen Corp.
3.25%, 03/01/25 (Call 12/01/24)		270		285,754
3.40%, 05/15/24 (Call 02/15/24)		459		483,221
AstraZeneca PLC
0.30%, 05/26/23		2,093		2,086,763
0.70%, 04/08/26 (Call 03/08/26)		645		625,624


Security	Par (000)		Value

Pharmaceuticals (continued)
3.38%, 11/16/25	$	895	$	967,871
3.50%, 08/17/23 (Call 07/17/23)		838		878,685
Bausch Health Americas Inc., 9.25%, 04/01/26 (Call 04/01/22)^(b)		750		798,000
Bausch Health Companies Inc.
5.50%, 11/01/25 (Call 05/01/22)^(b)		895		910,322
6.13%, 04/15/25 (Call 11/29/21)^(b)		1,282		1,306,653
9.00%, 12/15/25 (Call 12/15/21)^(b)		775		813,347
Bayer U.S. Finance II LLC
3.38%, 07/15/24 (Call 04/15/24)^(b)		982		1,030,521
3.88%, 12/15/23 (Call 11/15/23)^(b)		870		918,668
4.25%, 12/15/25 (Call 10/15/25)^(b)		1,035		1,134,505
Bayer U.S. Finance LLC, 3.38%, 10/08/24^(b)		860		908,771
Becton Dickinson and Co.
3.36%, 06/06/24 (Call 04/06/24)		764		805,562
3.73%, 12/15/24 (Call 09/15/24)		107		114,856
Bristol-Myers Squibb Co.
0.54%, 11/13/23 (Call 11/29/21)		206		205,778
2.75%, 02/15/23 (Call 01/15/23)		316		324,620
2.90%, 07/26/24 (Call 06/26/24)		1,354		1,424,909
3.20%, 06/15/26 (Call 04/15/26)		2,060		2,225,047
3.25%, 02/20/23 (Call 01/20/23)		578		597,629
3.25%, 11/01/23		193		203,104
3.63%, 05/15/24 (Call 02/15/24)		125		132,950
3.88%, 08/15/25 (Call 05/15/25)		510		556,527
Cardinal Health Inc.
3.08%, 06/15/24 (Call 04/15/24)		1,249		1,309,951
3.75%, 09/15/25 (Call 06/15/25)		521		562,909
Series 2016-CD2, 3.50%, 11/15/24 (Call 08/15/24)		374		397,715
Series 2021-4, 3.20%, 03/15/23		121		125,080
Cigna Corp.
0.61%, 03/15/24 (Call 03/15/22)		410		406,892
1.25%, 03/15/26 (Call 02/15/26)		345		341,222
3.00%, 07/15/23 (Call 05/16/23)		666		688,890
3.05%, 11/30/22 (Call 10/31/22)		584		598,764
3.25%, 04/15/25 (Call 01/15/25)		1,040		1,102,858
3.50%, 06/15/24 (Call 03/17/24)		565		598,906
3.75%, 07/15/23 (Call 06/15/23)		814		854,733
4.13%, 11/15/25 (Call 09/15/25)		286		314,614
4.50%, 02/25/26 (Call 11/27/25)		1,050		1,169,185
CVS Health Corp.
2.63%, 08/15/24 (Call 07/15/24)		761		792,049
2.75%, 12/01/22 (Call 09/01/22)		1,156		1,177,051
2.88%, 06/01/26 (Call 03/01/26)		100		105,242
3.00%, 08/15/26 (Call 06/15/26)		150		159,203
3.38%, 08/12/24 (Call 05/12/24)		559		591,819
3.70%, 03/09/23 (Call 02/09/23)		543		564,210
3.88%, 07/20/25 (Call 04/20/25)		1,521		1,651,198
4.00%, 12/05/23 (Call 09/05/23)		182		192,784
4.10%, 03/25/25 (Call 01/25/25)		465		505,915
4.75%, 12/01/22 (Call 09/01/22)		720		744,689
Elanco Animal Health Inc., 5.27%, 08/28/23 (Call 07/28/23)		390		415,389
EMD Finance LLC, 3.25%, 03/19/25 (Call 12/19/24)^(b)		1,206		1,278,071
Endo Dac/Endo Finance LLC/Endo Finco Inc., 5.88%, 10/15/24 (Call 11/29/21)^(b)		200		194,210
GlaxoSmithKline Capital Inc.
2.80%, 03/18/23		711		733,311
3.38%, 05/15/23		1,135		1,184,248
3.63%, 05/15/25		147		159,264


Security	Par (000)		Value

Pharmaceuticals (continued)
GlaxoSmithKline Capital PLC
0.53%, 10/01/23 (Call 10/01/22)	$	453	$	452,384
3.00%, 06/01/24 (Call 05/01/24)		1,005		1,057,682
Herbalife Nutrition Ltd./HLF Financing Inc., 7.88%, 09/01/25 (Call 09/01/22)^(b)		300		322,167
Hikma Finance USA LLC, 3.25%, 07/09/25 (Call 01/09/22)^(d)		200		207,676
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		510		500,743
2.05%, 03/01/23 (Call 01/01/23)		690		702,972
2.45%, 03/01/26 (Call 12/01/25)		110		115,468
2.63%, 01/15/25 (Call 11/15/24)		354		371,516
3.38%, 12/05/23		94		99,557
Lannett Co. Inc., 7.75%, 04/15/26 (Call 04/15/23)^(b)		230		212,504
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		55		53,733
1.30%, 08/15/26 (Call 07/15/26)		575		563,954
2.70%, 12/15/22 (Call 09/15/22)		478		486,762
2.85%, 03/15/23 (Call 12/15/22)		393		402,228
3.80%, 03/15/24 (Call 12/15/23)		457		484,790
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25)		710		782,534
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		150		146,931
2.75%, 02/10/25 (Call 11/10/24)		508		532,882
2.80%, 05/18/23		1,315		1,361,025
2.90%, 03/07/24 (Call 02/07/24)		826		865,045
Mylan Inc.
3.13%, 01/15/23^(b)		278		285,834
4.20%, 11/29/23 (Call 08/29/23)		485		513,057
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		305		311,091
3.00%, 11/20/25 (Call 08/20/25)		1,100		1,174,261
3.40%, 05/06/24		1,348		1,432,816
Owens & Minor Inc., 4.38%, 12/15/24 (Call 09/15/24)^(c)		125		132,235
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25 (Call 11/15/22)^(b)		210		215,741
Perrigo Finance Unlimited Co.
3.90%, 12/15/24 (Call 09/15/24)		500		529,640
4.38%, 03/15/26 (Call 12/15/25)		325		347,337
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		781		772,432
2.95%, 03/15/24 (Call 02/15/24)		844		885,592
3.00%, 06/15/23		1,006		1,045,566
3.20%, 09/15/23 (Call 08/15/23)		638		667,718
3.40%, 05/15/24		491		522,561
PRA Health Sciences Inc., 2.88%, 07/15/26 (Call 07/15/23)^(b)		300		303,021
Sanofi, 3.38%, 06/19/23 (Call 05/19/23)		636		663,990
Shire Acquisitions Investments Ireland DAC, 2.88%, 09/23/23 (Call 07/23/23)		1,616		1,674,305
Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23)		865		925,818
Teva Pharmaceutical Finance Co. BV, 2.95%, 12/18/22		208		210,080
Teva Pharmaceutical Finance Netherlands III BV
2.80%, 07/21/23		1,311		1,320,347
3.15%, 10/01/26		1,775		1,673,931
6.00%, 04/15/24 (Call 01/15/24)		600		630,852
7.13%, 01/31/25 (Call 10/31/24)		950		1,019,388


Security	Par (000)		Value

Pharmaceuticals (continued)
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)	$	1,020	$	1,109,587
Viatris Inc., 1.65%, 06/22/25 (Call 12/22/21)^(b)		399		400,169
Wyeth LLC, 6.45%, 02/01/24		389		437,158
Zoetis Inc.
3.25%, 02/01/23 (Call 11/01/22)		868		891,028
4.50%, 11/13/25 (Call 08/13/25)		10		11,147


				81,018,164

Pipelines — 0.9%
Antero Midstream Partners LP/Antero Midstream Finance Corp., 7.88%, 05/15/26 (Call 05/15/23)^(b)		280		306,732
Blue Racer Midstream LLC/Blue Racer Finance Corp.
6.63%, 07/15/26 (Call 01/15/22)^(b)		150		155,324
7.63%, 12/15/25 (Call 12/15/22)^(b)		310		333,238
Boardwalk Pipelines LP
3.38%, 02/01/23 (Call 11/01/22)		116		118,735
4.95%, 12/15/24 (Call 09/15/24)		444		487,326
5.95%, 06/01/26 (Call 03/01/26)		50		58,076
Buckeye Partners LP
4.13%, 03/01/25 (Call 02/01/25)^(b)		255		261,979
4.15%, 07/01/23 (Call 04/01/23)		250		258,697
4.35%, 10/15/24 (Call 07/15/24)		225		235,674
6.38%, 01/22/78 (Call 01/22/23)^(a)		205		186,696
Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/25 (Call 10/02/24)		1,024		1,146,726
7.00%, 06/30/24 (Call 01/01/24)		545		610,449
CNPC Global Capital Ltd., 1.13%, 06/23/23 (Call 05/23/23)^(d)		1,000		1,000,630
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)		141		155,271
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.75%, 04/01/25 (Call 11/29/21)		250		256,357
DCP Midstream Operating LP
3.88%, 03/15/23 (Call 12/15/22)		237		244,771
4.95%, 04/01/22 (Call 01/01/22)		125		125,638
5.38%, 07/15/25 (Call 04/15/25)		450		498,739
5.85%, 05/21/43 (Call 05/21/23)^(a)(b)		283		268,983
Delek Logistics Partners LP/Delek Logistics Finance Corp., 6.75%, 05/15/25 (Call 11/15/21)		100		102,260
Enable Midstream Partners LP, 3.90%, 05/15/24 (Call 02/15/24)		505		531,810
Enbridge Inc.
0.55%, 10/04/23		200		199,388
1.60%, 10/04/26 (Call 09/04/26)		460		457,263
2.50%, 01/15/25 (Call 12/15/24)		972		1,005,709
3.50%, 06/10/24 (Call 03/10/24)		322		340,573
4.00%, 10/01/23 (Call 07/01/23)		633		666,346
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		931		972,513
3.45%, 01/15/23 (Call 10/15/22)		153		156,521
3.60%, 02/01/23 (Call 11/01/22)		346		355,294
3.90%, 07/15/26 (Call 04/15/26)		50		54,055
4.05%, 03/15/25 (Call 12/15/24)		620		664,200
4.25%, 03/15/23 (Call 12/15/22)		638		661,593
4.25%, 04/01/24 (Call 01/01/24)		338		358,882
4.50%, 04/15/24 (Call 03/15/24)		458		491,690
4.75%, 01/15/26 (Call 10/15/25)		120		132,751
4.90%, 02/01/24 (Call 11/01/23)		367		392,341
5.88%, 01/15/24 (Call 10/15/23)		481		522,727
5.95%, 12/01/25 (Call 09/01/25)		650		746,635


Security	Par (000)		Value

Pipelines (continued)
Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)	$	580	$	611,685
Energy Transfer LP/Regency Energy Finance Corp., 4.50%, 11/01/23 (Call 08/01/23)		252		266,530
EnLink Midstream Partners LP
4.15%, 06/01/25 (Call 03/01/25)		370		384,097
4.40%, 04/01/24 (Call 01/01/24)		275		287,383
4.85%, 07/15/26 (Call 04/15/26)		250		259,507
Enterprise Products Operating LLC
3.35%, 03/15/23 (Call 12/15/22)		1,241		1,279,483
3.70%, 02/15/26 (Call 11/15/25)		15		16,287
3.75%, 02/15/25 (Call 11/15/24)		978		1,052,475
3.90%, 02/15/24 (Call 11/15/23)		297		314,865
EQM Midstream Partners LP
4.00%, 08/01/24 (Call 05/01/24)		250		259,550
4.75%, 07/15/23 (Call 06/15/23)		306		322,157
6.00%, 07/01/25 (Call 04/01/25)^(b)		355		386,673
Florida Gas Transmission Co. LLC, 4.35%, 07/15/25 (Call 04/15/25)^(b)		50		54,554
Genesis Energy LP/Genesis Energy Finance Corp.
5.63%, 06/15/24 (Call 12/15/21)		175		174,137
6.25%, 05/15/26 (Call 11/15/21)		185		179,137
6.50%, 10/01/25 (Call 04/01/22)		270		266,004
Gray Oak Pipeline LLC, 2.60%, 10/15/25 (Call 09/15/25)^(b)		250		255,263
Gulfstream Natural Gas System LLC, 4.60%, 09/15/25 (Call 06/15/25)^(b)		25		27,534
Hess Midstream Operations LP, 5.63%, 02/15/26 (Call 11/29/21)^(b)		368		381,042
Kinder Morgan Energy Partners LP
3.45%, 02/15/23 (Call 11/15/22)		336		345,647
3.50%, 09/01/23 (Call 06/01/23)		349		363,452
4.15%, 02/01/24 (Call 11/01/23)		147		156,208
4.25%, 09/01/24 (Call 06/01/24)		591		637,600
4.30%, 05/01/24 (Call 02/01/24)		355		380,677
Kinder Morgan Inc.
3.15%, 01/15/23 (Call 12/15/22)		871		895,109
4.30%, 06/01/25 (Call 03/01/25)		558		610,022
5.63%, 11/15/23 (Call 08/15/23)^(b)		879		951,113
Martin Midstream Partners LP/Martin Midstream Finance Corp., 11.50%, 02/28/25 (Call 02/15/22)^(b)(c)		150		156,123
Midwest Connector Capital Co. LLC, 3.90%, 04/01/24 (Call 03/01/24)^(b)		564		588,410
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		1,267		1,261,628
3.38%, 03/15/23 (Call 02/15/23)		388		401,134
3.50%, 12/01/22 (Call 11/01/22)		64		65,753
4.00%, 02/15/25 (Call 11/15/24)		74		79,729
4.50%, 07/15/23 (Call 04/15/23)		662		696,232
4.88%, 12/01/24 (Call 09/01/24)		681		747,718
4.88%, 06/01/25 (Call 03/01/25)		911		1,008,550
New Fortress Energy Inc.
6.50%, 09/30/26 (Call 03/31/23)^(b)		775		753,633
6.75%, 09/15/25 (Call 09/15/22)^(b)		635		618,769
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26 (Call 02/01/23)^(b)		1,050		1,065,991
NGL Energy Partners LP/NGL Energy Finance Corp.
6.13%, 03/01/25 (Call 11/29/21)		250		215,305
7.50%, 11/01/23 (Call 05/01/22)		275		265,295
7.50%, 04/15/26 (Call 04/15/22)^(c)		175		149,770


Security	Par (000)		Value

Pipelines (continued)
Northriver Midstream Finance LP, 5.63%, 02/15/26 (Call 10/15/22)^(b)	$	260	$	269,045
NuStar Logistics LP
5.75%, 10/01/25 (Call 07/01/25)		307		328,708
6.00%, 06/01/26 (Call 03/01/26)		250		266,645
ONEOK Inc.
2.75%, 09/01/24 (Call 08/01/24)		252		262,151
5.85%, 01/15/26 (Call 12/15/25)		485		564,356
7.50%, 09/01/23 (Call 06/01/23)		272		299,904
ONEOK Partners LP, 5.00%, 09/15/23 (Call 06/15/23)		82		87,251
PBF Logistics LP/PBF Logistics Finance Corp., 6.88%, 05/15/23 (Call 11/15/21)		260		253,139
Phillips 66 Partners LP
2.45%, 12/15/24 (Call 11/15/24)		775		799,389
3.61%, 02/15/25 (Call 11/15/24)		312		331,378
Plains All American Pipeline LP/PAA Finance Corp.
3.60%, 11/01/24 (Call 08/01/24)		1,234		1,305,165
3.85%, 10/15/23 (Call 07/15/23)		487		510,157
4.65%, 10/15/25 (Call 07/15/25)		1,180		1,295,640
Rattler Midstream LP, 5.63%, 07/15/25 (Call 07/15/22)^(b)		250		261,445
Rockies Express Pipeline LLC, 3.60%, 05/15/25 (Call 04/15/25)^(b)		220		229,117
Sabine Pass Liquefaction LLC
5.63%, 04/15/23 (Call 01/15/23)		575		607,723
5.63%, 03/01/25 (Call 12/01/24)		1,472		1,652,467
5.75%, 05/15/24 (Call 02/15/24)		840		925,529
Southeast Supply Header LLC, 4.25%, 06/15/24 (Call 03/15/24)^(b)		200		208,074
Southern Gas Corridor CJSC, 6.88%, 03/24/26 (Call 03/24/22)^(d)		1,000		1,172,250
Spectra Energy Partners LP
3.50%, 03/15/25 (Call 12/15/24)		86		91,617
4.75%, 03/15/24 (Call 12/15/23)		579		624,052
Summit Midstream Holdings LLC/Summit Midstream Finance Corp.
5.75%, 04/15/25 (Call 11/29/21)		100		89,203
8.50%, 10/15/26 (Call 10/15/23)^(b)		155		156,034
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., 7.50%, 10/01/25 (Call 10/01/22)^(b)		310		335,228
Targa Resources Partners LP/Targa Resources Partners Finance Corp., 5.88%, 04/15/26 (Call 11/29/21)		295		308,588
TC PipeLines LP, 4.38%, 03/13/25 (Call 12/13/24)^(c)		277		300,725
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		2,735		2,722,638
3.75%, 10/16/23 (Call 07/16/23)		543		570,259
Transcontinental Gas Pipe Line Co. LLC, 7.85%, 02/01/26 (Call 11/01/25)		549		676,308
Transportadora de Gas del Sur SA, 6.75%, 05/02/25 (Call 05/02/22)^(d)		150		140,102
Western Midstream Operating LP
3.95%, 06/01/25 (Call 03/01/25)		250		263,415
4.35%, 02/01/25 (Call 01/01/25)		533		559,469
4.65%, 07/01/26 (Call 04/01/26)		225		243,736
Williams Companies Inc. (The)
3.70%, 01/15/23 (Call 10/15/22)		568		584,097
3.90%, 01/15/25 (Call 10/15/24)		581		623,268
4.00%, 09/15/25 (Call 06/15/25)		110		119,544
4.30%, 03/04/24 (Call 12/04/23)		500		534,500
4.50%, 11/15/23 (Call 08/15/23)		713		758,347


Security	Par (000)		Value

Pipelines (continued)
4.55%, 06/24/24 (Call 03/24/24)	$	596	$	645,164


				56,690,650

Real Estate — 0.6%
Agile Group Holdings Ltd.
5.75%, 01/02/25 (Call 01/02/23)^(d)		800		625,720
7.88%, (Call 07/31/24)^(a)(d)(e)		300		179,004
8.38%, (Call 12/04/23)^(a)(d)(e)		200		118,850
Aldar Sukuk Ltd., 4.75%, 09/29/25 (Call 03/29/22)^(d)		200		220,334
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24 (Call 11/26/21)^(d)		400		416,756
AT Securities BV, 5.25%, (Call 07/21/23)^(a)(d)(e)		250		259,945
CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25)		200		226,038
Central Plaza Development Ltd.
3.85%, 07/14/25 (Call 01/14/22)^(d)		200		184,044
4.65%, 01/19/26 (Call 01/19/22)^(d)		400		376,332
5.75%, (Call 11/14/24)^(a)(d)(e)		200		171,794
China Evergrande Group
7.50%, 06/28/23 (Call 12/28/21)^(d)(i)(k)		420		100,800
8.75%, 06/28/25 (Call 12/28/21)^(d)(i)(k)		1,200		283,500
9.50%, 03/29/24 (Call 11/29/21)^(d)(i)(k)		400		96,056
10.00%, 04/11/23 (Call 11/29/21)^(d)(i)(k)		400		96,968
10.50%, 04/11/24 (Call 04/11/22)^(d)(i)(k)		200		48,364
11.50%, 01/22/23 (Call 01/22/22)^(d)(i)(k)		400		96,392
12.00%, 01/22/24 (Call 01/22/22)^(d)(i)(k)		800		192,640
China Overseas Finance Cayman III Ltd., 5.38%, 10/29/23 (Call 04/29/22)^(d)		300		321,561
China Overseas Finance Cayman V Ltd., Series A, 3.95%, 11/15/22 (Call 11/15/21)^(d)		800		819,360
China Overseas Finance Cayman VI Ltd., 5.95%, 05/08/24 (Call 11/08/21)^(d)		200		220,166
China Overseas Finance Cayman VII Ltd., 4.25%, 04/26/23		800		830,104
China Overseas Grand Oceans Finance IV Cayman Ltd., 2.45%, 02/09/26 (Call 11/09/25)^(d)		200		196,478
China Resources Land Ltd.
3.75%, 08/26/24 (Call 02/26/22)^(d)		600		632,076
3.75%, (Call 12/09/24)^(a)(d)(e)		600		618,870
China SCE Group Holdings Ltd.
7.00%, 05/02/25 (Call 05/02/23)^(d)		200		164,016
7.25%, 04/19/23 (Call 04/19/22)^(d)		600		523,632
7.38%, 04/09/24 (Call 04/09/22)^(d)		400		351,060
Chouzhou International Investment Ltd., 4.00%, 02/18/25 (Call 02/18/22)^(d)		600		610,974
CIFI Holdings Group Co. Ltd.
5.95%, 10/20/25 (Call 07/20/23)^(d)		400		388,024
6.00%, 07/16/25 (Call 01/16/22)^(d)		400		389,980
6.45%, 11/07/24 (Call 11/07/22)^(d)		200		195,986
Country Garden Holdings Co. Ltd.
3.13%, 10/22/25 (Call 09/22/25)^(d)		200		186,012
4.20%, 02/06/26 (Call 02/06/24)^(d)		800		756,360
4.75%, 01/17/23 (Call 11/29/21)^(d)		200		197,980
5.13%, 01/17/25 (Call 01/17/22)^(d)		600		588,750
5.40%, 05/27/25 (Call 05/27/23)^(d)		600		592,392
6.15%, 09/17/25 (Call 09/17/23)^(d)		400		401,700
6.50%, 04/08/24 (Call 04/08/22)^(d)		400		404,936
7.25%, 04/08/26 (Call 04/08/23)^(d)		400		412,000
8.00%, 01/27/24 (Call 03/27/22)^(d)		700		720,867
CPI Property Group SA, 4.75%, 03/08/23 (Call 03/08/22)^(d)		200		209,572


Security	Par (000)		Value

Real Estate (continued)
Dar Al-Arkan Sukuk Co. Ltd.
6.75%, 02/15/25 (Call 02/15/22)^(d)	$	400	$	421,884
6.88%, 03/21/23 (Call 03/21/22)^(d)		450		468,378
DIFC Sukuk Ltd., 4.33%, 11/12/24 (Call 11/12/21)^(d)		600		643,302
Easy Tactic Ltd.
5.88%, 02/13/23 (Call 11/29/21)^(d)		400		243,248
8.13%, 02/27/23 (Call 11/29/21)^(d)		600		364,224
11.75%, 08/02/23 (Call 02/02/22)^(d)		200		122,342
Easy Trade Global Co.Ltd., 4.00%, 11/10/25 (Call 11/10/21)^(d)		200		200,352
Elect Global Investments Ltd., 4.10%, (Call 06/03/25)^(a)(d)(e)		400		403,272
EMG Sukuk Ltd., 4.56%, 06/18/24 (Call 12/18/21)^(d)		600		637,686
Esic Sukuk Ltd., 3.94%, 07/30/24 (Call 01/30/22)^(d)		400		414,812
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25 (Call 11/29/21)^(b)		315		328,230
Franshion Brilliant Ltd.
3.20%, 04/09/26 (Call 04/09/22)^(d)		400		384,180
4.00%, (Call 01/03/23)^(a)(d)(e)		200		197,680
Fuqing Investment management Co., 3.25%, 06/23/25 (Call 12/23/21)^(d)		200		191,750
GAIF Bond Issuer Pty Ltd., 3.40%, 09/30/26 (Call 06/30/26)^(b)		172		184,269
GLP Pte Ltd., 3.88%, 06/04/25 (Call 12/04/21)^(d)		400		416,100
Greenland Global Investment Ltd.
6.25%, 12/16/22 (Call 12/16/21)^(d)		200		188,954
6.75%, 09/26/23 (Call 03/26/22)^(d)		600		392,172
Greystar Real Estate Partners LLC, 5.75%, 12/01/25 (Call 11/29/21)^(b)		40		40,693
Huafa 2019 I Co. Ltd., 4.25%, 07/03/24 (Call 01/03/22)^(d)		400		412,164
Kaisa Group Holdings Ltd.
9.38%, 06/30/24 (Call 12/30/21)^(d)		600		174,834
9.75%, 09/28/23 (Call 09/28/22)^(d)		200		62,896
9.95%, 07/23/25 (Call 01/23/23)^(d)		800		236,024
10.50%, 01/15/25 (Call 01/15/23)^(d)		500		149,470
10.88%, 07/23/23 (Call 01/23/22)^(d)		400		122,852
11.25%, 04/16/25 (Call 04/16/23)^(d)		500		159,970
11.50%, 01/30/23 (Call 01/30/22)^(d)		400		120,372
11.70%, 11/11/25 (Call 11/11/23)^(d)		200		58,000
11.95%, 11/12/23 (Call 11/29/21)^(d)		200		57,508
KWG Group Holdings Ltd.
5.88%, 11/10/24 (Call 11/16/21)^(d)		450		351,698
7.88%, 09/01/23 (Call 03/01/22)^(d)		400		329,640
Leading Affluence Ltd., 4.50%, 01/24/23 (Call 01/24/22)^{(d) .}		200		204,720
MAF Global Securities Ltd., 4.75%, 05/07/24 (Call 11/07/21)^(d)		600		646,374
Mitsui Fudosan Co. Ltd., 2.95%, 01/23/23 (Call 12/23/22)^(b)		200		204,884
Newmark Group Inc., 6.13%, 11/15/23 (Call 10/15/23)		300		323,907
Panther Ventures Ltd., 3.80%, (Call 09/17/23)^(d)(e)		400		391,088
Poly Developments and Holdings Group Co. Ltd., 4.75%, 09/17/23 (Call 03/17/22)^(d)		200		208,918
Poly Real Estate Finance Ltd.
3.88%, 03/25/24 (Call 03/25/22)^(d)		200		206,860
3.95%, 02/05/23 (Call 02/05/22)^(d)		400		408,676
Realogy Group LLC/Realogy Co-Issuer Corp.
4.88%, 06/01/23 (Call 03/01/23)^(b)		205		211,701
7.63%, 06/15/25 (Call 06/15/22)^(b)		330		352,618
RKPF Overseas 2020 A Ltd., 5.20%, 01/12/26 (Call 01/12/24)^(d)		400		350,388


Security	Par (000)		Value

Real Estate (continued)
Scenery Journey Ltd.
12.00%, 10/24/23 (Call 01/24/22)^(d)(i)(k)	$	600	$	123,894
13.00%, 11/06/22 (Call 11/29/21)^(d)(i)(k)		200		43,982
13.75%, 11/06/23 (Call 11/29/21)^(d)(i)(k)		200		43,922
Shimao Group Holdings Ltd.
3.98%, 09/16/23		200		185,542
5.20%, 01/30/25 (Call 01/30/22)^(d)		300		276,210
5.60%, 07/15/26 (Call 07/15/23)^(d)		400		368,928
6.13%, 02/21/24 (Call 02/21/22)^(d)		600		565,896
Shui On Development Holding Ltd.
5.75%, 11/12/23 (Call 11/29/21)^(d)		400		387,220
6.15%, 08/24/24 (Call 08/24/22)^(d)		600		573,066
Sinochem Offshore Capital Co. Ltd., 3.00%, (Call 10/29/23)^(a)(d)(e)		400		405,292
Sino-Ocean Land Treasure Finance I Ltd., 6.00%, 07/30/24 (Call 01/30/22)^(d)		400		411,768
Sino-Ocean Land Treasure IV Ltd., 3.25%, 05/05/26 (Call 02/05/26)^(d)		400		363,340
Sun Hung Kai Properties Capital Market Ltd., 3.63%, 01/16/23 (Call 01/16/22)^(d)		600		617,838
Sunac China Holdings Ltd.
5.95%, 04/26/24 (Call 01/26/23)^(d)		200		144,454
6.50%, 07/09/23 (Call 07/09/22)^(d)		700		542,528
6.50%, 01/10/25 (Call 01/10/23)^(d)		600		429,294
6.50%, 01/26/26 (Call 01/26/24)^(d)		400		284,132
6.65%, 08/03/24 (Call 08/03/22)^(d)		200		143,978
7.00%, 07/09/25 (Call 07/09/23)^(d)		400		284,240
7.95%, 10/11/23 (Call 04/11/22)^(d)		400		305,992
8.35%, 04/19/23 (Call 11/29/21)^(d)		200		154,712
Swire Properties MTN Financing Ltd., 3.63%, 01/13/26 (Call 01/13/22)^(d)		600		640,290
Times China Holdings Ltd.
6.75%, 07/16/23 (Call 07/16/22)^(d)		400		327,620
6.75%, 07/08/25 (Call 07/08/23)^(d)		400		312,680
Vanke Real Estate Hong Kong Co. Ltd.
1.68%, 05/25/23 (Call 11/26/21), (3 mo. LIBOR US + 1.550%)^(a)(d)		300		299,295
3.15%, 05/12/25 (Call 11/12/21)^(d)		200		203,010
4.15%, 04/18/23 (Call 04/18/22)^(d)		400		412,156
4.20%, 06/07/24 (Call 12/07/21)^(d)		200		209,826
5.35%, 03/11/24 (Call 03/11/22)^(d)		810		869,373
Wanda Properties International Co. Ltd., 7.25%, 01/29/24 (Call 01/29/22)^(d)		200		190,280
Westwood Group Holdings Ltd., 2.80%, 01/20/26 (Call 01/20/22)^(d)		600		585,762
WeWork Companies Inc., 7.88%, 05/01/25^(b)		275		278,765
Wharf REIC Finance BVI Ltd.
2.38%, 05/07/25 (Call 11/07/21)^(d)		400		405,000
2.50%, 09/16/24 (Call 03/16/22)^(d)		400		410,560
Yanlord Land HK Co. Ltd., 5.13%, 05/20/26 (Call 05/20/24)^(d)		400		388,860
Yuzhou Group Holdings Co. Ltd.
6.00%, 10/25/23 (Call 04/25/22)^(d)		300		158,325
7.38%, 01/13/26 (Call 01/13/24)^(d)		400		180,520
8.38%, 10/30/24 (Call 10/30/22)^(d)		200		99,512
8.50%, 02/04/23 (Call 02/04/22)^(d)		200		105,026


				39,148,571

Real Estate Investment Trusts — 0.9%
Alexandria Real Estate Equities Inc. 3.45%, 04/30/25 (Call 02/28/25)		492		528,708


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.80%, 04/15/26 (Call 02/15/26)	$	4	$	4,380
4.30%, 01/15/26 (Call 10/15/25)		110		121,716
American Campus Communities Operating Partnership LP
3.75%, 04/15/23 (Call 01/15/23)		83		86,029
4.13%, 07/01/24 (Call 04/01/24)		270		290,587
American Tower Corp.
0.60%, 01/15/24		340		337,586
1.30%, 09/15/25 (Call 08/15/25)		135		134,148
1.45%, 09/15/26 (Call 08/15/26)		510		502,396
1.60%, 04/15/26 (Call 03/15/26)		1,967		1,957,657
2.40%, 03/15/25 (Call 02/15/25)		338		348,742
2.95%, 01/15/25 (Call 12/15/24)		437		457,919
3.00%, 06/15/23		398		412,579
3.38%, 05/15/24 (Call 04/15/24)		512		540,728
3.50%, 01/31/23		505		522,917
4.00%, 06/01/25 (Call 03/01/25)		121		130,886
4.40%, 02/15/26 (Call 11/15/25)		85		94,020
5.00%, 02/15/24		686		747,315
AvalonBay Communities Inc.
3.45%, 06/01/25 (Call 03/03/25)		401		429,607
3.50%, 11/15/24 (Call 08/15/24)		277		296,279
3.50%, 11/15/25 (Call 08/15/25)		70		75,410
4.20%, 12/15/23 (Call 09/16/23)		194		206,618
Blackstone Mortgage Trust Inc., 3.75%, 01/15/27 (Call 10/15/26)^(b)		200		198,852
Boston Properties LP
3.13%, 09/01/23 (Call 06/01/23)		216		224,035
3.20%, 01/15/25 (Call 10/15/24)		870		917,050
3.65%, 02/01/26 (Call 11/03/25)		145		156,467
3.80%, 02/01/24 (Call 11/01/23)		441		465,621
Brandywine Operating Partnership LP
3.95%, 02/15/23 (Call 11/15/22)		14		14,461
4.10%, 10/01/24 (Call 07/01/24)		155		165,621
Brixmor Operating Partnership LP
3.65%, 06/15/24 (Call 04/15/24)		205		217,370
3.85%, 02/01/25 (Call 11/01/24)		260		278,585
Brookfield Property REIT Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26 (Call 05/15/22)^(b)		500		517,075
Camden Property Trust, 2.95%, 12/15/22 (Call 09/15/22)		121		123,369
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.85%, 04/15/23		979		1,022,957
Columbia Property Trust Operating Partnership LP, 4.15%, 04/01/25 (Call 01/01/25)		217		232,687
Corporate Office Properties LP
2.25%, 03/15/26 (Call 02/15/26)		500		507,530
5.00%, 07/01/25 (Call 04/01/25)		35		38,705
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		1,185		1,147,554
1.35%, 07/15/25 (Call 06/15/25)		260		258,856
3.15%, 07/15/23 (Call 06/15/23)		590		612,821
3.20%, 09/01/24 (Call 07/01/24)		535		563,751
3.70%, 06/15/26 (Call 03/15/26)		410		443,218
4.45%, 02/15/26 (Call 11/15/25)		160		177,026
CubeSmart LP
4.00%, 11/15/25 (Call 08/15/25)		82		88,927
4.38%, 12/15/23 (Call 09/15/23)		98		104,335
CyrusOne LP/CyrusOne Finance Corp., 2.90%, 11/15/24 (Call 10/15/24)		1,271		1,325,323
Digital Realty Trust LP, 4.75%, 10/01/25 (Call 07/01/25)		104		116,270


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Diversified Healthcare Trust
4.75%, 05/01/24 (Call 11/01/23)	$	175	$	180,898
9.75%, 06/15/25 (Call 06/15/22)		460		499,684
Duke Realty LP, 3.75%, 12/01/24 (Call 09/01/24)		202		216,635
EPR Properties, 4.50%, 04/01/25 (Call 01/01/25)		460		492,766
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		1,035		1,013,989
1.25%, 07/15/25 (Call 06/15/25)		115		114,042
1.45%, 05/15/26 (Call 04/15/26)		1,195		1,180,947
2.63%, 11/18/24 (Call 10/18/24)		657		682,380
ERP Operating LP, 3.00%, 04/15/23 (Call 01/15/23)		195		200,657
Essex Portfolio LP
3.25%, 05/01/23 (Call 02/01/23)		272		280,631
3.50%, 04/01/25 (Call 01/01/25)		135		143,863
3.88%, 05/01/24 (Call 02/01/24)		25		26,546
Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23)		55		58,188
GEO Group Inc. (The)
5.13%, 04/01/23 (Call 04/01/22)^(c)		150		144,573
5.88%, 10/15/24 (Call 04/15/22)^(c)		50		45,180
GLP Capital LP/GLP Financing II Inc.
3.35%, 09/01/24 (Call 03/01/22)		810		849,244
5.25%, 06/01/25 (Call 03/01/25)		700		777,315
5.38%, 11/01/23 (Call 08/01/23)		617		662,578
5.38%, 04/15/26 (Call 01/15/26)		745		840,881
HAT Holdings I LLC/HAT Holdings II LLC
3.38%, 06/15/26 (Call 03/15/26)^(b)		500		498,560
6.00%, 04/15/25 (Call 04/15/22)^(b)		255		265,616
Healthpeak Properties Inc., 4.00%, 06/01/25 (Call 03/01/25)		375		406,800
Host Hotels & Resorts LP
3.88%, 04/01/24 (Call 02/01/24)		277		291,875
Series D, 3.75%, 10/15/23 (Call 07/15/23)		433		451,489
Series E, 4.00%, 06/15/25 (Call 03/15/25)		65		69,292
Series F, 4.50%, 02/01/26 (Call 11/01/25)		505		548,238
iStar Inc.
4.25%, 08/01/25 (Call 05/01/25)		275		282,904
4.75%, 10/01/24 (Call 07/01/24)		383		405,011
5.50%, 02/15/26 (Call 08/15/22)		200		208,240
Kilroy Realty LP, 3.45%, 12/15/24 (Call 09/15/24)		300		317,931
Kimco Realty Corp.
2.70%, 03/01/24 (Call 01/01/24)		448		463,747
3.13%, 06/01/23 (Call 03/01/23)		170		175,404
3.30%, 02/01/25 (Call 12/01/24)		127		134,362
3.40%, 11/01/22 (Call 09/01/22)		189		193,339
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 5.25%, 10/01/25 (Call 04/01/22)^(b)		175		177,249
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer Inc.
4.50%, 09/01/26 (Call 06/01/26)		200		217,008
4.63%, 06/15/25 (Call 03/15/25)^(b)		425		457,453
5.63%, 05/01/24 (Call 02/01/24)		515		558,899
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)		295		287,548
3.75%, 06/15/24 (Call 12/15/21)		60		63,791
4.30%, 10/15/23 (Call 07/15/23)		252		266,871
MPT Operating Partnership LP/MPT Finance Corp., 5.25%, 08/01/26 (Call 02/01/22)		250		257,785
National Retail Properties Inc., 3.90%, 06/15/24 (Call 03/15/24)		341		362,981


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
New Residential Investment Corp., 6.25%, 10/15/25 (Call 10/15/22)^(b)	$	275	$	275,674
Office Properties Income Trust
2.65%, 06/15/26 (Call 05/15/26)		150		150,077
4.25%, 05/15/24 (Call 02/15/24)		20		21,084
4.50%, 02/01/25 (Call 11/01/24)		370		393,580
Omega Healthcare Investors Inc.
4.38%, 08/01/23 (Call 06/01/23)		298		313,728
4.50%, 01/15/25 (Call 10/15/24)		63		68,103
4.95%, 04/01/24 (Call 01/01/24)		105		113,286
5.25%, 01/15/26 (Call 10/15/25)		565		634,800
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, 7.50%, 06/01/25 (Call 06/01/22)^(b)		275		292,121
Piedmont Operating Partnership LP, 3.40%, 06/01/23 (Call 03/01/23)		24		24,752
Public Storage, 0.88%, 02/15/26 (Call 01/15/26)		260		254,771
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)		675		654,014
3.88%, 07/15/24 (Call 04/15/24)		104		111,284
3.88%, 04/15/25 (Call 02/15/25)		63		68,415
4.65%, 08/01/23 (Call 05/01/23)		414		439,142
RLJ Lodging Trust LP, 3.75%, 07/01/26 (Call 07/01/23)^(b)		255		257,581
Sabra Health Care LP, 5.13%, 08/15/26 (Call 05/15/26)		100		110,994
SBA Communications Corp., 4.88%, 09/01/24 (Call 03/01/22)		466		471,820
Scentre Group Trust 1/Scentre Group Trust 2
3.25%, 10/28/25 (Call 04/28/22)^(b)		100		105,639
3.50%, 02/12/25 (Call 02/12/22)^(b)		502		531,066
3.63%, 01/28/26 (Call 12/28/25)^(b)		300		322,332
Service Properties Trust
4.35%, 10/01/24 (Call 09/01/24)		420		423,247
4.50%, 06/15/23 (Call 12/15/22)		255		260,704
4.50%, 03/15/25 (Call 09/15/24)		180		180,054
4.65%, 03/15/24 (Call 09/15/23)		255		257,420
4.75%, 10/01/26 (Call 08/01/26)		225		222,824
5.00%, 08/15/22 (Call 02/15/22)		379		380,796
5.25%, 02/15/26 (Call 08/15/25)		180		181,876
7.50%, 09/15/25 (Call 06/15/25)		405		447,918
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		500		491,080
2.00%, 09/13/24 (Call 06/13/24)		916		939,834
2.75%, 06/01/23 (Call 03/01/23)		299		307,635
3.30%, 01/15/26 (Call 10/15/25)		685		735,334
3.38%, 10/01/24 (Call 07/01/24)		394		418,625
3.50%, 09/01/25 (Call 06/01/25)		430		463,144
3.75%, 02/01/24 (Call 11/01/23)		263		278,075
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		362		380,516
4.25%, 02/01/26 (Call 11/01/25)		205		220,340
Starwood Property Trust Inc.
3.63%, 07/15/26 (Call 01/15/26)^(b)		195		195,064
4.75%, 03/15/25 (Call 09/15/24)		250		262,723
5.50%, 11/01/23 (Call 08/01/23)^(b)		170		178,435
Trust Fibra Uno
5.25%, 12/15/24 (Call 09/15/24)^(d)		400		436,160
5.25%, 01/30/26 (Call 10/30/25)^(d)		400		438,524
Uniti Group LP/Uniti Fiber Holdings Inc./CSL Capital LLC
7.13%, 12/15/24 (Call 12/15/21)^(b)		340		348,619
7.88%, 02/15/25 (Call 02/15/22)^(b)		1,185		1,247,532


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)	$	225	$	233,665
3.50%, 04/15/24 (Call 03/15/24)		561		593,678
3.50%, 02/01/25 (Call 11/01/24)		259		275,040
3.75%, 05/01/24 (Call 02/01/24)		372		393,066
4.13%, 01/15/26 (Call 10/15/25)		165		180,621
VEREIT Operating Partnership LP
4.60%, 02/06/24 (Call 11/06/23)		490		525,084
4.63%, 11/01/25 (Call 09/01/25)		250		278,788
4.88%, 06/01/26 (Call 03/01/26)		55		62,171
VICI Properties LP/VICI Note Co. Inc., 3.50%, 02/15/25 (Call 02/15/22)^(b)		380		387,182
Vornado Realty LP
2.15%, 06/01/26 (Call 05/01/26)		1,025		1,032,544
3.50%, 01/15/25 (Call 11/15/24)		60		63,339
WEA Finance LLC/Westfield UK & Europe Finance PLC, 3.75%, 09/17/24 (Call 06/17/24)^(b)		560		592,077
Welltower Inc.
3.63%, 03/15/24 (Call 02/15/24)		845		896,291
4.00%, 06/01/25 (Call 03/01/25)		844		914,617
4.25%, 04/01/26 (Call 01/01/26)		30		33,193
4.50%, 01/15/24 (Call 10/15/23)		168		179,290
WP Carey Inc., 4.60%, 04/01/24 (Call 01/01/24)		88		94,594
XHR LP, 6.38%, 08/15/25 (Call 08/15/22)^(b)		255		269,010
Yuexiu REIT MTN Co. Ltd., 2.65%, 02/02/26 (Call 02/02/22)^(d)		400		388,912


				56,621,987

Retail — 0.6%
1011778 BC ULC/New Red Finance Inc., 5.75%, 04/15/25 (Call 04/15/22)^(b)		305		318,048
7-Eleven Inc.
0.63%, 02/10/23 (Call 02/10/22)^(b)		970		968,458
0.80%, 02/10/24 (Call 02/10/22)^(b)		1,439		1,430,970
0.95%, 02/10/26 (Call 01/10/26)^(b)		1,450		1,410,052
99 Escrow Issuer Inc., 7.50%, 01/15/26 (Call 01/15/23)^(b)(c)		230		209,192
Abercrombie & Fitch Management Co., 8.75%, 07/15/25 (Call 07/15/22)^(b)		200		216,102
AutoNation Inc.
3.50%, 11/15/24 (Call 09/15/24)		383		406,447
4.50%, 10/01/25 (Call 07/01/25)		69		75,723
AutoZone Inc.
2.88%, 01/15/23 (Call 10/15/22)		202		206,286
3.13%, 07/15/23 (Call 04/15/23)		83		85,958
3.13%, 04/18/24 (Call 03/18/24)		552		579,241
3.13%, 04/21/26 (Call 01/21/26)		175		186,216
3.25%, 04/15/25 (Call 01/15/25)		69		73,053
3.63%, 04/15/25 (Call 03/15/25)		485		520,909
Bath & Body Works Inc., 9.38%, 07/01/25^(b)		250		311,163
Bed Bath & Beyond Inc., 3.75%, 08/01/24 (Call 05/01/24)		145		147,825
Brinker International Inc.
3.88%, 05/15/23		150		154,256
5.00%, 10/01/24 (Call 07/01/24)^(b)		175		185,371
Caleres Inc., 6.25%, 08/15/23 (Call 02/15/22)		41		41,081
Carvana Co., 5.63%, 10/01/25 (Call 10/01/22)^(b)		255		260,643
CEC Entertainment LLC, 6.75%, 05/01/26 (Call 05/01/23)^(b)		330		329,891
Costco Wholesale Corp., 2.75%, 05/18/24 (Call 03/18/24)		473		495,113
Dave & Buster’s Inc., 7.63%, 11/01/25 (Call 11/01/22)^(b)		250		268,368
Dollar General Corp., 3.25%, 04/15/23 (Call 01/15/23)		622		641,431


Security	Par (000)		Value

Retail (continued)
Dollar Tree Inc.
3.70%, 05/15/23 (Call 04/15/23)	$	1,236	$	1,288,481
4.00%, 05/15/25 (Call 03/15/25)		320		346,592
eG Global Finance PLC
6.75%, 02/07/25 (Call 11/15/21)^(b)		350		358,505
8.50%, 10/30/25 (Call 04/30/22)^(b)		300		312,534
Ferrellgas LP/Ferrellgas Finance Corp., 5.38%, 04/01/26 (Call 04/01/23)^(b)		325		316,488
Future Retail Ltd., 5.60%, 01/22/25 (Call 01/22/22)^(d)		200		119,048
Golden Nugget Inc.
6.75%, 10/15/24 (Call 04/15/22)^(b)		640		642,355
8.75%, 10/01/25 (Call 04/01/22)^(b)		325		336,089
Guitar Center Inc., 8.50%, 01/15/26 (Call 01/15/23)^(b)		145		154,985
Haidilao International Holding Ltd., 2.15%, 01/14/26 (Call 01/14/22)^(d)		400		380,284
Home Depot Inc. (The)
2.70%, 04/01/23 (Call 01/01/23)		694		712,398
3.00%, 04/01/26 (Call 01/01/26)		95		101,496
3.35%, 09/15/25 (Call 06/15/25)		324		348,919
3.75%, 02/15/24 (Call 11/15/23)		611		648,185
IRB Holding Corp.
6.75%, 02/15/26 (Call 04/15/22)^(b)		250		255,845
7.00%, 06/15/25 (Call 06/15/22)^(b)		385		407,854
Lowe’s Companies Inc.
3.13%, 09/15/24 (Call 06/15/24)		540		570,062
3.38%, 09/15/25 (Call 06/15/25)		281		301,890
3.88%, 09/15/23 (Call 06/15/23)		81		85,213
4.00%, 04/15/25 (Call 03/15/25)		1,270		1,382,776
LSF9 Atlantis Holdings LLC/Victra Finance Corp., 7.75%, 02/15/26 (Call 02/15/23)^(b)		350		354,634
Macy’s Retail Holdings LLC
2.88%, 02/15/23 (Call 11/15/22)		270		273,151
3.63%, 06/01/24 (Call 03/01/24)^(c)		281		290,287
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		480		482,803
3.25%, 06/10/24		37		39,220
3.30%, 07/01/25 (Call 01/01/22)		839		895,842
3.35%, 04/01/23 (Call 03/01/23)		986		1,022,778
3.38%, 05/26/25 (Call 02/26/25)		573		612,548
3.70%, 01/30/26 (Call 10/30/25)		60		65,223
NMG Holding Co. Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26 (Call 04/01/23)^(b)		550		577,571
O’Reilly Automotive Inc.
3.55%, 03/15/26 (Call 12/15/25)		15		16,251
3.85%, 06/15/23 (Call 03/15/23)		141		147,084
Party City Holdings Inc., 8.75%, 02/15/26 (Call 08/15/23)^(b)		390		399,836
Penske Automotive Group Inc., 3.50%, 09/01/25 (Call 09/01/22)		285		292,655
QVC Inc.
4.38%, 03/15/23		376		390,423
4.45%, 02/15/25 (Call 11/15/24)		302		323,511
4.85%, 04/01/24		354		379,460
Rite Aid Corp., 7.50%, 07/01/25 (Call 07/01/22)^(b)		300		301,497
Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25)		761		840,951
Sally Holdings LLC/Sally Capital Inc.
5.63%, 12/01/25 (Call 11/29/21)		25		25,542
8.75%, 04/30/25 (Call 04/30/22)^(b)		80		85,904
Sizzling Platter LLC/Sizzling Platter Finance Corp., 8.50%, 11/28/25 (Call 11/28/22)^(b)		200		202,676


Security	Par (000)		Value

Retail (continued)
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 (Call 09/30/22)^(b)	$	370	$	385,314
Staples Inc., 7.50%, 04/15/26 (Call 04/15/22)^(b)		1,020		1,032,985
Starbucks Corp.
2.45%, 06/15/26 (Call 03/15/26)		60		62,542
3.10%, 03/01/23 (Call 02/01/23)		726		748,637
3.80%, 08/15/25 (Call 06/15/25)		576		625,726
3.85%, 10/01/23 (Call 07/01/23)		566		595,964
Target Corp.
2.25%, 04/15/25 (Call 03/15/25)		1,381		1,432,939
2.50%, 04/15/26		5		5,283
3.50%, 07/01/24		737		788,818
TJX Companies Inc. (The), 2.50%, 05/15/23 (Call 02/15/23)		224		229,728
TPro Acquisition Corp., 11.00%, 10/15/24 (Call 04/15/22)^(b)		150		163,316
Walgreens Boots Alliance Inc.
3.45%, 06/01/26 (Call 03/01/26)		400		428,764
3.80%, 11/18/24 (Call 08/18/24)		177		189,833
Walmart Inc.
2.35%, 12/15/22 (Call 11/15/22)		310		316,470
2.55%, 04/11/23 (Call 01/11/23)		836		857,778
3.30%, 04/22/24 (Call 01/22/24)		680		718,889
White Cap Parent LLC, 8.25%, 03/15/26 (Call 03/15/22), (9.00% PIK)^(b)(g)		165		166,746
Yum! Brands Inc.
3.88%, 11/01/23 (Call 08/01/23)		195		204,389
7.75%, 04/01/25 (Call 04/01/22)^(b)		295		313,791


				35,879,555

Savings & Loans — 0.1%
Nationwide Building Society
1.00%, 08/28/25^(b)		250		245,725
1.50%, 10/13/26^(b)		1,000		984,060
2.00%, 01/27/23^(b)		1,050		1,069,099
3.77%, 03/08/24 (Call 03/08/23)^(a)(b)		335		347,686
4.00%, 09/14/26^(b)		250		271,748
4.36%, 08/01/24 (Call 08/01/23)^(a)(b)		395		417,697
People’s United Financial Inc., 3.65%, 12/06/22 (Call 09/06/22)		742		759,712


				4,095,727

Semiconductors — 0.4%
Altera Corp., 4.10%, 11/15/23		60		64,052
ams AG, 7.00%, 07/31/25 (Call 07/31/22)^(b)		200		212,146
Analog Devices Inc., 2.95%, 04/01/25 (Call 03/01/25)		171		180,723
Applied Materials Inc., 3.90%, 10/01/25 (Call 07/01/25)		75		82,101
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		529		555,535
3.63%, 01/15/24 (Call 11/15/23)		739		778,034
Broadcom Inc.
3.15%, 11/15/25 (Call 10/15/25)		935		987,201
3.46%, 09/15/26 (Call 07/15/26)		100		106,732
3.63%, 10/15/24 (Call 09/15/24)		1,282		1,369,817
4.25%, 04/15/26 (Call 02/15/26)		55		60,485
4.70%, 04/15/25 (Call 03/15/25)		608		671,238
Intel Corp.
2.70%, 12/15/22		470		481,736
2.88%, 05/11/24 (Call 03/11/24)		791		829,775
3.40%, 03/25/25 (Call 02/25/25)		1,835		1,966,496
3.70%, 07/29/25 (Call 04/29/25)		316		342,923


Security	Par (000)		Value

Semiconductors (continued)
KLA Corp., 4.65%, 11/01/24 (Call 08/01/24)	$	811	$	888,159
Lam Research Corp.
3.75%, 03/15/26 (Call 01/15/26)		165		180,932
3.80%, 03/15/25 (Call 12/15/24)		21		22,658
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		1,045		1,037,027
4.20%, 06/22/23 (Call 05/22/23)^(b)		323		338,779
Maxim Integrated Products Inc., 3.38%, 03/15/23 (Call 03/15/22)		25		25,820
Microchip Technology Inc.
0.97%, 02/15/24^(b)		202		200,843
0.98%, 09/01/24^(b)		946		936,899
2.67%, 09/01/23		299		308,359
4.25%, 09/01/25 (Call 09/01/22)		625		649,862
4.33%, 06/01/23 (Call 05/01/23)		447		469,971
Micron Technology Inc.
2.50%, 04/24/23		585		600,157
4.64%, 02/06/24 (Call 02/06/22)		462		498,530
NVIDIA Corp., 0.58%, 06/14/24 (Call 12/14/21)		690		686,398
NXP BV/NXP Funding LLC
4.63%, 06/01/23^(b)		465		491,923
4.88%, 03/01/24 (Call 02/01/24)^(b)		684		740,218
5.35%, 03/01/26 (Call 01/01/26)^(b)		100		114,237
NXP BV/NXP Funding LLC/NXP USA Inc.
2.70%, 05/01/25 (Call 04/01/25)^(b)		283		293,839
3.88%, 06/18/26 (Call 04/18/26)^(b)		205		223,354
QUALCOMM Inc.
2.60%, 01/30/23 (Call 12/30/22)		618		633,197
2.90%, 05/20/24 (Call 03/20/24)		877		920,710
3.45%, 05/20/25 (Call 02/20/25)		548		588,333
SK Hynix Inc.
1.00%, 01/19/24 (Call 01/19/22)^(d)		200		198,442
1.50%, 01/19/26 (Call 01/19/22)^(c)(d)		400		391,912
3.00%, 09/17/24 (Call 03/17/22)^(d)		600		625,596
Skyworks Solutions Inc.
0.90%, 06/01/23 (Call 06/01/22)		500		500,115
1.80%, 06/01/26 (Call 05/01/26)		100		100,112
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		130		129,038
1.38%, 03/12/25 (Call 02/12/25)		569		573,962
2.25%, 05/01/23 (Call 02/01/23)		17		17,364
2.63%, 05/15/24 (Call 03/15/24)		182		189,664
TSMC Global Ltd.
0.75%, 09/28/25 (Call 08/28/25)^(d)		1,200		1,164,444
1.25%, 04/23/26 (Call 03/23/26)^(d)		200		196,726
Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24)		421		440,185


				24,066,759

Shipbuilding — 0.0%
CSSC Capital Ltd. Co., 2.50%, 02/13/25 (Call 02/13/22)^(d)		400		403,796
Huntington Ingalls Industries Inc.
0.67%, 08/16/23 (Call 08/16/22)^(b)		150		149,527
3.84%, 05/01/25 (Call 04/01/25)		161		173,098


				726,421

Software — 0.6%
Adobe Inc.
1.70%, 02/01/23		672		682,658
1.90%, 02/01/25 (Call 01/01/25)		777		796,091
3.25%, 02/01/25 (Call 11/01/24)		410		436,125
Ascend Learning LLC 6.88%, 08/01/25 (Call 02/01/22)^(b)		325		330,752


Security	Par (000)		Value

Software (continued)
Autodesk Inc., 3.60%, 12/15/22 (Call 09/15/22)	$	14	$	14,339
Blackboard Inc., 10.38%, 11/15/24 (Call 11/15/21)^(b)(c)		125		131,841
Boxer Parent Co. Inc.
7.13%, 10/02/25 (Call 06/01/22)^(b)		310		328,888
9.13%, 03/01/26 (Call 03/01/22)^(b)		175		183,232
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		58		62,850
CDK Global Inc., 5.00%, 10/15/24 (Call 07/15/24)		246		272,787
Change Healthcare Holdings LLC/Change Healthcare Finance Inc., 5.75%, 03/01/25 (Call 11/09/21)^(b)		675		680,839
Citrix Systems Inc., 1.25%, 03/01/26 (Call 02/01/26)		450		438,350
Consensus Cloud Solutions Inc., 6.00%, 10/15/26 (Call 10/15/23)^(b)		150		153,179
Dun & Bradstreet Corp. (The), 6.88%, 08/15/26 (Call 02/15/22)^(b)		200		208,924
Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25)		100		112,885
Fair Isaac Corp., 5.25%, 05/15/26 (Call 02/15/26)^(b)		200		223,456
Fidelity National Information Services Inc.
0.38%, 03/01/23		792		789,569
0.60%, 03/01/24		467		463,203
1.15%, 03/01/26 (Call 02/01/26)		1,030		1,009,091
Fiserv Inc.
2.75%, 07/01/24 (Call 06/01/24)		1,178		1,229,055
3.20%, 07/01/26 (Call 05/01/26)		230		244,423
3.80%, 10/01/23 (Call 09/01/23)		1,137		1,199,751
3.85%, 06/01/25 (Call 03/01/25)		438		473,903
Infor Inc., 1.75%, 07/15/25 (Call 06/15/25)^(b)		963		968,624
Intuit Inc.
0.65%, 07/15/23		1,364		1,365,882
0.95%, 07/15/25 (Call 06/15/25)		1,218		1,206,064
Microsoft Corp.
2.00%, 08/08/23 (Call 06/08/23)		1,275		1,305,651
2.13%, 11/15/22		330		335,848
2.38%, 05/01/23 (Call 02/01/23)		638		653,242
2.40%, 08/08/26 (Call 05/08/26)		100		104,985
2.65%, 11/03/22 (Call 09/03/22)		555		565,723
2.70%, 02/12/25 (Call 11/12/24)		390		410,233
2.88%, 02/06/24 (Call 12/06/23)		1,068		1,116,979
3.13%, 11/03/25 (Call 08/03/25)		1,815		1,946,787
3.63%, 12/15/23 (Call 09/15/23)		1,139		1,204,162
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		1,155		1,157,044
2.40%, 09/15/23 (Call 07/15/23)		1,201		1,234,112
2.50%, 04/01/25 (Call 03/01/25)		1,970		2,043,343
2.63%, 02/15/23 (Call 01/15/23)		1,389		1,424,350
2.65%, 07/15/26 (Call 04/15/26)		110		114,370
2.95%, 11/15/24 (Call 09/15/24)		761		799,491
2.95%, 05/15/25 (Call 02/15/25)		252		264,635
3.40%, 07/08/24 (Call 04/08/24)		1,811		1,913,865
3.63%, 07/15/23		392		411,447
PTC Inc., 3.63%, 02/15/25 (Call 02/15/22)^(b)		300		305,058
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		475		467,680
2.35%, 09/15/24 (Call 08/15/24)		377		390,564
3.13%, 11/15/22 (Call 08/15/22)		156		158,984
3.65%, 09/15/23 (Call 08/15/23)		1,017		1,070,240
salesforce.com Inc., 3.25%, 04/11/23 (Call 03/11/23)		661		685,873
Veritas U.S. Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25 (Call 03/01/22)^(b)		880		912,129


Security	Par (000)		Value

Software (continued)
VMware Inc.
0.60%, 08/15/23	$	282	$	281,351
1.00%, 08/15/24 (Call 08/15/22)		80		80,126
4.50%, 05/15/25 (Call 04/15/25)		122		134,528


				35,499,561

Sovereign Debt Securities — 0.0%
AVI Funding Co.Ltd., 3.80%, 09/16/25 (Call 03/16/22)^(d)		200		216,350


Storage & Warehousing — 0.0%
GLP China Holdings Ltd., 4.97%, 02/26/24 (Call 02/26/22)^(d)		600		633,894


Telecommunications — 1.0%
AT&T Inc.
0.90%, 03/25/24 (Call 03/25/22)		115		115,017
1.70%, 03/25/26 (Call 03/25/23)		2,382		2,392,433
2.63%, 12/01/22 (Call 09/01/22)		479		487,191
3.40%, 05/15/25 (Call 02/15/25)		1,506		1,609,025
3.88%, 01/15/26 (Call 10/15/25)		200		218,114
3.90%, 03/11/24 (Call 12/11/23)		246		261,033
3.95%, 01/15/25 (Call 10/15/24)		297		320,959
4.05%, 12/15/23		309		330,037
4.13%, 02/17/26 (Call 11/17/25)		430		473,817
4.45%, 04/01/24 (Call 01/01/24)		1,456		1,566,467
Axiata SPV2 Bhd, 4.36%, 03/24/26 (Call 03/24/22)^(d)		400		440,860
Bell Canada, Series US-3, 0.75%, 03/17/24		402		399,829
Bharti Airtel International Netherlands BV
5.13%, 03/11/23 (Call 03/11/22)^(d)		450		470,682
5.35%, 05/20/24 (Call 11/20/21)^(d)		450		488,709
Bharti Airtel Ltd., 4.38%, 06/10/25 (Call 12/10/21)^(d)		400		427,380
British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23)		225		240,853
Cincinnati Bell Inc., 7.00%, 07/15/24 (Call 01/15/22)^(b)		330		335,607
Cisco Systems Inc.
2.20%, 09/20/23 (Call 07/20/23)		563		579,237
2.60%, 02/28/23		15		15,412
2.95%, 02/28/26		140		150,030
3.50%, 06/15/25		25		27,119
3.63%, 03/04/24		578		616,876
CommScope Inc., 6.00%, 03/01/26 (Call 03/01/22)^(b)		780		807,908
CommScope Technologies LLC, 6.00%, 06/15/25 (Call 12/15/21)^(b)		683		675,740
Connect Finco Sarl/Connect U.S. Finco LLC, 6.75%, 10/01/26 (Call 10/01/22)^(b)		1,050		1,088,745
Deutsche Telekom International Finance BV, 2.49%, 09/19/23 (Call 07/19/23)^(b)		200		205,554
Digicel International Finance Ltd./Digicel international Holdings Ltd. 8.75%, 05/25/24 (Call 11/15/21)^(d)		650		675,199
Digicel Ltd., 6.75%, 03/01/23 (Call 03/01/22)^(d)		400		386,840
DKT Finance ApS, 9.38%, 06/17/23 (Call 12/17/21)^(b)		200		203,456
Empresa Nacional de Telecomunicaciones SA
4.75%, 08/01/26 (Call 05/03/26)^(d)		400		432,508
4.88%, 10/30/24 (Call 04/30/22)^(d)		200		212,066
HKT Capital No. 2 Ltd., 3.63%, 04/02/25 (Call 04/02/22)^(d)		300		316,989
HKT Capital No. 4 Ltd., 3.00%, 07/14/26 (Call 01/14/22)^(d)		200		208,766
Hughes Satellite Systems Corp.
5.25%, 08/01/26		600		669,666
6.63%, 08/01/26		385		436,367
Iliad Holding SAS, 6.50%, 10/15/26 (Call 10/15/23)^(b)		600		618,222
Intrado Corp., 8.50%, 10/15/25 (Call 04/15/22)^(b)(c)		405		399,549


Security	Par (000)		Value

Telecommunications (continued)
Juniper Networks Inc., 1.20%, 12/10/25 (Call 11/10/25)	$	285	$	281,124
Kenbourne Invest SA, 6.88%, 11/26/24 (Call 11/29/21)^(d)		200		209,100
Koninklijke KPN NV, 7.00%, 03/28/73 (Call 03/28/23)^(a)(b)		200		211,930
KT Corp., 1.00%, 09/01/25 (Call 03/01/22)^(d)		400		393,308
Level 3 Financing Inc., 5.38%, 05/01/25 (Call 03/01/22)		300		306,798
Ligado Networks LLC
15.50%, 11/01/23, (15.50% PIK)^(b)(g)		1,595		1,307,579
17.50%, 05/01/24, (17.50% PIK)^(b)(g)		400		272,296
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26 (Call 03/04/23)^(d)		400		415,784
Lumen Technologies Inc.
5.63%, 04/01/25 (Call 01/01/25)		375		403,290
Series T, 5.80%, 03/15/22		400		405,420
Series W, 6.75%, 12/01/23		405		444,722
Series Y, 7.50%, 04/01/24 (Call 01/01/24)		589		648,536
Motorola Solutions Inc., 4.00%, 09/01/24		414		445,605
MTN Mauritius Investments Ltd., 4.76%, 11/11/24 (Call 11/11/21)^(d)		400		418,536
NBN Co. Ltd., 1.45%, 05/05/26 (Call 04/05/26)^(b)		1,030		1,018,258
Network i2i Ltd.
3.98%, (Call 06/03/26)		600		606,054
5.65%, (Call 04/15/22)^(a)(d)(e)		400		423,428
Nokia OYJ, 3.38%, 06/12/22		179		181,520
NTT Finance Corp.
0.37%, 03/03/23^(b)		710		709,169
0.58%, 03/01/24^(b)		835		829,147
1.16%, 04/03/26 (Call 03/03/26)^(b)		1,450		1,427,960
OI Movel SA, 8.75%, 07/30/26 (Call 07/30/24)^(d)		400		414,052
Ooredoo International Finance Ltd.
3.25%, 02/21/23^(b)		500		515,315
5.00%, 10/19/25^(b)		400		454,760
Oztel Holdings SPC Ltd., 5.63%, 10/24/23 (Call 04/24/22)^(d)		200		208,662
PCCW-HKT Capital No. 5 Ltd., 3.75%, 03/08/23 (Call 03/08/22)^(d)		400		413,904
Qwest Corp., 7.25%, 09/15/25		225		268,036
Rogers Communications Inc.
3.00%, 03/15/23 (Call 12/15/22)		557		570,970
3.63%, 12/15/25 (Call 09/15/25)		415		446,951
4.10%, 10/01/23 (Call 07/01/23)		378		398,427
SES SA, 3.60%, 04/04/23^(b)		32		33,085
SingTel Group Treasury Pte Ltd., 3.25%, 06/30/25 (Call 12/30/21)^(d)		200		212,484
Sprint Communications Inc.
6.00%, 11/15/22		1,230		1,290,110
9.25%, 04/15/22		75		77,903
11.50%, 11/15/21		150		150,555
Sprint Corp.
7.13%, 06/15/24		1,276		1,441,625
7.63%, 02/15/25 (Call 11/15/24)		776		902,713
7.63%, 03/01/26 (Call 11/01/25)		750		900,105
7.88%, 09/15/23		2,186		2,426,722
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 4.74%, 03/20/25 (Call 12/20/21)^(b)		175		184,931
Telecom Italia SpA/Milano, 5.30%, 05/30/24^(b)		750		798,907
Telstra Corp. Ltd., 3.13%, 04/07/25 (Call 01/07/25)^(b)		215		227,098
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		175		173,731
2.25%, 02/15/26 (Call 02/15/23)		650		653,685


Security	Par (000)		Value

Telecommunications (continued)
2.25%, 02/15/26 (Call 02/15/23)^(b)	$	380	$	382,341
2.63%, 04/15/26 (Call 04/15/23)		605		614,753
3.50%, 04/15/25 (Call 03/15/25)		1,916		2,043,414
4.00%, 04/15/22 (Call 03/16/22)		225		227,308
Total Play Telecomunicaciones SA de CV, 7.50%, 11/12/25 (Call 11/12/21)^(d)		400		416,216
Tower Bersama Infrastructure Tbk PT, 2.75%, 01/20/26 (Call 12/20/25)^(d)		400		404,364
Trilogy International South Pacific LLC/TISP Finance Inc., 8.88%, 05/15/23 (Call 11/15/21)^(b)(c)		163		158,820
Turk Telekomunikasyon AS
4.88%, 06/19/24 (Call 12/19/21)^(d)		300		306,189
6.88%, 02/28/25 (Call 02/28/22)(d)		200		214,106
Turkcell Iletisim Hizmetleri AS, 5.75%, 10/15/25 (Call 04/15/22)^(d)		400		418,376
VEON Holdings BV
4.00%, 04/09/25 (Call 01/09/25)^(b)		800		830,376
4.95%, 06/16/24 (Call 03/16/24)^(d)		300		318,816
5.95%, 02/13/23 (Call 02/13/22)^(d)		600		632,514
7.25%, 04/26/23 (Call 01/26/23)^(d)		400		425,860
Verizon Communications Inc.
0.75%, 03/22/24		1,114		1,111,115
0.85%, 11/20/25 (Call 10/20/25)		4,935		4,832,007
1.45%, 03/20/26 (Call 02/20/26)		1,410		1,406,151
3.38%, 02/15/25		1,207		1,289,257
3.50%, 11/01/24 (Call 08/01/24)		682		727,639
4.15%, 03/15/24 (Call 03/15/22)		333		356,227
ViaSat Inc., 5.63%, 09/15/25 (Call 03/15/22)^(b)		425		430,708
Vodafone Group PLC, 4.13%, 05/30/25		368		403,269


				61,778,383

Textiles — 0.0%
Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC, 7.50%, 05/01/25 (Call 11/08/21)^(d)		500		471,330
Mohawk Industries Inc., 3.85%, 02/01/23 (Call 11/01/22)		628		647,769


				1,119,099

Toys, Games & Hobbies — 0.0%
Hasbro Inc., 3.00%, 11/19/24 (Call 10/19/24)		492		517,983
Mattel Inc.
3.15%, 03/15/23 (Call 12/15/22)^(c)		166		169,947
3.38%, 04/01/26 (Call 04/01/23)^(b)		310		319,588


				1,007,518

Transportation — 0.3%
Altera Infrastructure LP/Teekay Offshore Finance Corp., 8.50%, 07/15/23 (Call 01/15/22)^(b)		275		207,529
AP Moller - Maersk A/S
3.75%, 09/22/24 (Call 06/22/24)^(b)		93		99,001
3.88%, 09/28/25 (Call 06/28/25)^(b)		110		119,624
BPHL Capital Management Ltd., 5.95%, 02/27/23 (Call 02/27/22)^(d)		200		179,952
Burlington Northern Santa Fe LLC
3.00%, 03/15/23 (Call 12/15/22)		462		475,047
3.00%, 04/01/25 (Call 01/01/25)		510		539,952
3.40%, 09/01/24 (Call 03/01/22)		286		304,550
3.65%, 09/01/25 (Call 06/01/25)		325		353,090
3.75%, 04/01/24 (Call 01/01/24)		680		722,174
3.85%, 09/01/23 (Call 06/01/23)		638		671,048
7.00%, 12/15/25		500		610,990


Security	Par (000)		Value

Transportation (continued)
Canadian National Railway Co.
2.75%, 03/01/26 (Call 12/01/25)	$	50	$	52,710
2.95%, 11/21/24 (Call 08/21/24)		18		18,922
Canadian Pacific Railway Co.
2.90%, 02/01/25 (Call 11/01/24)		691		726,331
4.45%, 03/15/23 (Call 12/15/22)		48		49,973
COSCO Finance 2011 Ltd., 4.00%, 12/03/22 (Call 12/03/21)^(d)		200		205,486
CRCC Chengan Ltd., 3.97%, (Call 06/27/24)^(a)(d)(e)		400		413,220
CSX Corp.
3.35%, 11/01/25 (Call 08/01/25)		115		123,576
3.40%, 08/01/24 (Call 05/01/24)		558		593,522
Eastern Creation II Investment Holdings Ltd., 1.00%, 09/10/23 (Call 03/10/22)^(d)		400		397,964
FedEx Corp., 3.25%, 04/01/26 (Call 01/01/26)		190		204,577
Indian Railway Finance Corp. Ltd., 3.73%, 03/29/24 (Call 03/29/22)^(d)		200		209,922
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		100		109,510
Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23)		345		355,560
Navios South American Logistics Inc./Navios Logistics Finance U.S. Inc., 10.75%, 07/01/25 (Call 08/01/22)^(d)		200		214,248
Norfolk Southern Corp.
2.90%, 02/15/23 (Call 11/15/22)		372		380,887
2.90%, 06/15/26 (Call 03/15/26)		60		63,491
3.65%, 08/01/25 (Call 06/01/25)		200		215,826
3.85%, 01/15/24 (Call 10/15/23)		154		162,789
Pelabuhan Indonesia II PT, 4.25%, 05/05/25 (Call 11/05/21)^(d)		600		650,604
Pelabuhan Indonesia III Persero PT
4.50%, 05/02/23 (Call 05/02/22)^(d)		400		418,888
4.88%, 10/01/24 (Call 04/01/22)^(d)		200		218,034
Rumo Luxembourg Sarl, 5.88%, 01/18/25 (Call 01/18/22)^(d)		400		412,972
Ryder System Inc.
2.50%, 09/01/24 (Call 08/01/24)		354		367,498
3.40%, 03/01/23 (Call 02/01/23)		366		378,642
3.65%, 03/18/24 (Call 02/18/24)		528		559,807
3.75%, 06/09/23 (Call 05/09/23)		337		352,475
3.88%, 12/01/23 (Call 11/01/23)		598		634,173
4.63%, 06/01/25 (Call 05/01/25)		314		347,331
Seaspan Corp., 6.50%, 04/29/26 (Call 04/29/25)^(b)(d)		200		214,534
Teekay Corp., 9.25%, 11/15/22 (Call 11/29/21)^(b)		114		117,556
Ukraine Railways Via Rail Capital Markets PLC, 8.25%, 07/09/24 (Call 01/09/22)^(d)		200		208,540
Union Pacific Corp.
2.75%, 04/15/23 (Call 01/15/23)		139		142,528
2.95%, 01/15/23 (Call 10/15/22)		100		102,257
3.15%, 03/01/24 (Call 02/01/24)		521		548,576
3.25%, 01/15/25 (Call 10/15/24)		233		247,213
3.25%, 08/15/25 (Call 05/15/25)		131		140,085
3.50%, 06/08/23 (Call 05/08/23)		865		902,852
3.65%, 02/15/24 (Call 11/15/23)		532		562,218
3.75%, 03/15/24 (Call 12/15/23)		306		324,452
3.75%, 07/15/25 (Call 05/15/25)		240		260,933
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		905		938,159
2.50%, 04/01/23 (Call 03/01/23)		622		638,166
2.80%, 11/15/24 (Call 09/15/24)		105		110,753
3.90%, 04/01/25 (Call 03/01/25)		790		859,354


Security	Par (000)		Value

Transportation (continued)
Walmart Inc., 1.05%, 09/17/26 (Call 08/17/26)	$	525	$	519,823
Western Global Airlines LLC, 10.38%, 08/15/25 (Call 02/15/22)^(b)		200		222,720
XPO Logistics Inc., 6.25%, 05/01/25 (Call 05/01/22)^(b)		580		611,053
Yunda Holding Investment Co., 2.25%, 08/19/25 (Call 02/19/22)^(d)		400		386,704


				21,180,371

Trucking & Leasing — 0.1%
CMB International Leasing Management Ltd.
1.88%, 08/12/25 (Call 02/12/22)^(d)		600		593,142
2.00%, 02/04/26 (Call 02/04/22)^(d)		400		393,960
3.00%, 07/03/24 (Call 01/03/22)^(d)		400		413,624
DAE Funding LLC, 1.55%, 08/01/24 (Call 07/01/24)^(b)		400		395,276
DAE Funding LLC Co., 1.63%, 02/15/24 (Call 02/15/22)^(d)		200		197,454
Fortress Transportation and Infrastructure Investors LLC, 6.50%, 10/01/25 (Call 04/01/22)^(b)		440		452,905
GATX Corp.
3.25%, 03/30/25 (Call 12/30/24)		123		129,835
4.35%, 02/15/24 (Call 01/15/24)		259		277,788
Penske Truck Leasing Co. LP/PTL Finance Corp.
1.20%, 11/15/25 (Call 10/15/25)^(b)		650		637,858
1.70%, 06/15/26 (Call 05/15/26)^(b)		345		343,555
2.70%, 03/14/23 (Call 02/14/23)^(b)		772		790,721
2.70%, 11/01/24 (Call 10/01/24)^(b)		329		342,469
3.45%, 07/01/24 (Call 06/01/24)^(b)		249		263,258
3.90%, 02/01/24 (Call 01/01/24)^(b)		765		810,548
3.95%, 03/10/25 (Call 01/10/25)^(b)		290		312,217
4.00%, 07/15/25 (Call 06/15/25)^(b)		37		40,091
4.13%, 08/01/23 (Call 07/01/23)^(b)		463		487,502
4.25%, 01/17/23^(b)		230		239,501
4.45%, 01/29/26 (Call 11/29/25)^(b)		314		347,158
SMBC Aviation Capital Finance DAC
1.90%, 10/15/26 (Call 09/15/26)^(b)		1,500		1,493,835
4.13%, 07/15/23 (Call 06/15/23)^(b)		260		273,484


				9,236,181
Water — 0.0%
Agua y Saneamientos Argentinos SA, 6.63%, 02/01/23 (Call 11/08/21)^(d)		300		171,231
American Water Capital Corp.
3.40%, 03/01/25 (Call 12/01/24)		633		677,329
3.85%, 03/01/24 (Call 12/01/23)		334		354,848
Aquarion Co., 4.00%, 08/15/24 (Call 05/15/24)^(b)		310		329,744
Solaris Midstream Holdings LLC, 7.63%, 04/01/26 (Call 04/01/23)^(b)		200		210,998


				1,744,150

Total Corporate Bonds & Notes — 36.0% (Cost: $2,231,299,075)				2,241,897,293


Foreign Government Obligations

Angola — 0.0%
Angolan Government International Bond, 9.50%, 11/12/25 (Call 11/12/21)^(d)		700		758,723


Argentina — 0.0%
Provincia de Cordoba, 5.00%, 12/10/25 (Call 12/10/21)^(d)(f)		150		113,018


Security	Par (000)		Value

Azerbaijan — 0.0%
Republic of Azerbaijan International Bond, 4.75%, 03/18/24 (Call 03/18/22)^(d)	$	800	$	857,816
State Oil Co. of the Azerbaijan Republic, 4.75%, 03/13/23 (Call 03/13/22)^(d)		400		416,028


				1,273,844
Bahrain — 0.1%
Bahrain Government International Bond
6.13%, 08/01/23 (Call 02/01/22)^(d)		600		635,232
7.00%, 01/26/26 (Call 01/26/22)^(d)		800		887,464
CBB International Sukuk Co. 5 SPC, 5.62%, 02/12/24 (Call 02/12/22)^(d)		600		635,310
CBB International Sukuk Co. 6 SPC, 5.25%, 03/20/25 (Call 03/20/22)^(d)		200		211,818
CBB International Sukuk Programme Co WLL, 6.25%, 11/14/24 (Call 11/14/21)^(d)		1,000		1,082,600


				3,452,424
Belarus — 0.0%
Development Bank of the Republic of Belarus JSC, 6.75%, 05/02/24 (Call 05/02/22)^(d)		400		377,092
Republic of Belarus International Bond
5.88%, 02/24/26 (Call 02/24/22)^(d)		200		184,238
6.88%, 02/28/23 (Call 02/28/22)^(d)		200		200,770


				762,100
Bermuda — 0.0%
Bermuda Government International Bond, 4.85%, 02/06/24 (Call 02/06/22)^(d)		500		541,130


Bolivia — 0.0%
Bolivian Government International Bond, 5.95%, 08/22/23 (Call 02/22/22)^(d)		200		209,094


Brazil — 0.1%
Banco Nacional de Desenvolvimento Economico e Social, 5.75%, 09/26/23 (Call 03/26/22)^(d)		400		434,216
Brazilian Government International Bond
2.63%, 01/05/23		1,400		1,430,086
2.88%, 06/06/25		800		800,160
4.25%, 01/07/25		1,800		1,907,064
6.00%, 04/07/26		1,225		1,373,727
8.75%, 02/04/25		300		365,931
8.88%, 04/15/24		529		644,248


				6,955,432
Canada — 0.8%
Canada Government International Bond
1.63%, 01/22/25		2,952		3,023,793
2.00%, 11/15/22		1,303		1,326,193
CDP Financial Inc.
0.88%, 06/10/25^(b)		1,400		1,391,670
1.00%, 04/17/23^(b)		1,000		1,007,910
CPPIB Capital Inc., 1.25%, 03/04/25^(b)		1,000		1,009,350
Export Development Canada
1.38%, 02/24/23		1,425		1,443,667
2.50%, 01/24/23		560		574,672
2.63%, 02/21/24		1,280		1,336,883
2.75%, 03/15/23		650		670,807
Hydro-Quebec, Series IO, 8.05%, 07/07/24		580		684,232
OMERS Finance Trust, 2.50%, 05/02/24^(b)		500		520,425
Ontario Teachers’ Finance Trust, 1.38%, 04/15/25^(b)		500		505,365
Province of Alberta Canada
1.00%, 05/20/25		6,307		6,293,818


Security	Par (000)		Value

Canada (continued)
1.88%, 11/13/24	$	975	$	1,002,836
2.95%, 01/23/24		1,030		1,080,944
3.35%, 11/01/23		671		707,395
Province of British Columbia Canada
0.90%, 07/20/26		5,000		4,921,600
2.25%, 06/02/26		1,005		1,050,587
6.50%, 01/15/26		200		240,756
Series 10, 1.75%, 09/27/24		1,500		1,539,345
Province of Manitoba Canada
3.05%, 05/14/24		367		387,302
Series GX, 2.60%, 04/16/24		505		527,079
Province of New Brunswick Canada, 2.50%, 12/12/22		106		108,159
Province of Ontario Canada
0.63%, 01/21/26		1,304		1,273,186
1.05%, 04/14/26		565		560,226
1.75%, 01/24/23		200		203,350
2.30%, 06/15/26		1,050		1,097,649
2.50%, 04/27/26		885		932,631
3.05%, 01/29/24		2,017		2,122,630
3.20%, 05/16/24		2,361		2,504,360
3.40%, 10/17/23		1,252		1,319,796
Province of Quebec Canada
0.60%, 07/23/25		3,000		2,951,010
2.50%, 04/20/26		852		898,621
2.63%, 02/13/23		1,265		1,300,825
Series NN, 7.13%, 02/09/24		25		28,500
Series QO, 2.88%, 10/16/24		1,295		1,370,188
Series QW, 2.50%, 04/09/24^(c)		1,225		1,276,915
Series QX, 1.50%, 02/11/25		1,506		1,532,265
PSP Capital Inc., 1.00%, 06/29/26^(b)		250		246,948


				50,973,888

Chile — 0.0%
Chile Government International Bond
3.13%, 03/27/25^(c)		200		211,892
3.13%, 01/21/26		400		424,324


				636,216

China — 0.2%
China Development Bank, 1.00%, 10/27/25 (Call 04/27/22)^(d)		1,000		979,920
China Development Bank/Hong Kong, 0.63%, 01/12/24 (Call 01/12/22)^(d)		400		397,960
China Government International Bond
0.40%, 10/21/23 (Call 04/21/22)^(d)		1,500		1,494,255
0.55%, 10/21/25 (Call 04/21/22)^(d)		1,500		1,460,310
1.88%, 12/03/22 (Call 12/03/21)^(d)		800		811,320
1.95%, 12/03/24 (Call 12/03/21)^(d)		750		775,440
2.13%, 11/02/22 (Call 05/02/22)^(d)		400		406,200
3.25%, 10/19/23 (Call 04/19/22)^(d)		400		420,648
Export-Import Bank of China (The)
2.75%, 11/28/22 (Call 11/28/21)^(d)		1,000		1,020,980
2.88%, 04/26/26 (Call 04/26/22)^(d)		800		842,928
3.63%, 07/31/24 (Call 01/31/22)^(d)		800		859,088


				9,469,049

Colombia — 0.1%
Colombia Government International Bond
2.63%, 03/15/23 (Call 12/15/22)		1,100		1,115,994
4.00%, 02/26/24 (Call 11/26/23)		1,050		1,096,137
4.50%, 01/28/26 (Call 10/28/25)		200		213,998


Security	Par (000)		Value

Colombia (continued)
8.13%, 05/21/24	$	325	$	374,543


				2,800,672

Costa Rica — 0.0%
Costa Rica Government International Bond, 4.25%, 01/26/23 (Call 01/26/22)^(d)		800		816,816


Croatia — 0.0%
Croatia Government International Bond
5.50%, 04/04/23 (Call 04/04/22)^(d)		1,100		1,172,072
6.00%, 01/26/24 (Call 01/26/22)^(d)		600		665,298


				1,837,370

Denmark — 0.0%
Kommunekredit
0.63%, 06/10/25 (Call 06/10/22)^(d)		1,800		1,775,718
2.25%, 11/16/22 (Call 11/16/21)^(d)		400		408,072


				2,183,790

Dominican Republic — 0.0%
Dominican Republic International Bond
5.50%, 01/27/25 (Call 01/27/22)^(d)		575		625,060
5.88%, 04/18/24 (Call 04/18/22)^(d)		200		210,664
6.88%, 01/29/26 (Call 01/29/22)^(d)		800		918,240


				1,753,964

Egypt — 0.1%
Egypt Government International Bond
3.88%, 02/16/26 (Call 02/16/22)^(d)		400		373,088
4.55%, 11/20/23 (Call 11/20/21)^(d)		200		202,950
5.25%, 10/06/25 (Call 04/06/22)^(d)		800		804,840
5.58%, 02/21/23 (Call 02/21/22)^(d)		600		615,342
5.75%, 05/29/24 (Call 11/29/21)^(d)		1,050		1,085,889
5.88%, 06/11/25 (Call 12/11/21)^(d)		200		204,930
6.20%, 03/01/24 (Call 03/01/22)^(d)		200		208,948


				3,495,987

El Salvador — 0.0%
El Salvador Government International Bond
5.88%, 01/30/25 (Call 01/30/22)^(d)		400		316,872
7.75%, 01/24/23 (Call 01/24/22)^(d)		300		264,321


				581,193

Finland — 0.0%
Finland Government International Bond, 6.95%, 02/15/26		125		152,435
Finnvera Oyj, 1.63%, 10/23/24^(b)		960		980,621
Kuntarahoitus Oyj
2.50%, 11/15/23^(b)		500		519,180
2.88%, 03/07/23^(b)		400		413,172


				2,065,408

France — 0.2%
Caisse d’Amortissement de la Dette Sociale
0.38%, 05/19/23^(b)		2,000		1,997,320
0.38%, 09/23/25^(b)		2,000		1,946,600
3.38%, 03/20/24^(b)		5,000		5,314,600
SFIL SA, 0.63%, 02/09/26 (Call 02/09/22)^(d)		1,000		975,280


				10,233,800

Gabon — 0.0%
Gabon Government International Bond
6.38%, 12/12/24 (Call 12/12/21)^(d)		600		636,192
6.95%, 06/16/25		200		214,988


				851,180


Security	Par (000)		Value

Georgia — 0.0%
Georgia Government International Bond, 2.75%, 04/22/26 (Call 04/22/22)^(d)	$	500	$	502,705


Germany — 0.1%
FMS Wertmanagement
2.75%, 03/06/23		580		598,281
2.75%, 01/30/24		1,510		1,580,336
Land Nordrhein Westfalen, 2.25%, 04/16/25 (Call 04/16/22)^(d)		3,000		3,128,880
State of North Rhine-Westphalia Germany, 1.50%, 02/13/23		1,000		1,013,720


				6,321,217
Ghana — 0.0%
Ghana Government International Bond
0.00%, 04/07/25^(b)(l)		600		429,606
8.13%, 01/18/26 (Call 01/18/22)^(d)		200		192,966


				622,572
Guatemala — 0.0%
Guatemala Government Bond, 4.50%, 05/03/26 (Call 11/03/21)^(d)		400		427,492


Honduras — 0.0%
Honduras Government International Bond, 7.50%, 03/15/24 (Call 03/15/22)^(d)		200		209,492


Hong Kong — 0.0%
Airport Authority, 2.10%, (Call 03/08/26)^(a)(d)(e)		600		598,470
Hong Kong Government International Bond
0.63%, 02/02/26^(b)(c)		800		778,768
2.50%, 05/28/24^(b)		200		208,676


				1,585,914
Hungary — 0.1%
Hungary Government International Bond
5.38%, 02/21/23		650		689,377
5.38%, 03/25/24		600		660,540
5.75%, 11/22/23		1,348		1,479,214


				2,829,131
India — 0.0%
Export-Import Bank of India
3.38%, 08/05/26^(d)		600		631,866
3.88%, 03/12/24 (Call 03/12/22)^(d)		200		210,980
4.00%, 01/14/23 (Call 01/14/22)^(d)		400		413,484


				1,256,330
Indonesia — 0.2%
Indonesia Government International Bond
2.95%, 01/11/23		1,140		1,170,677
3.38%, 04/15/23 (Call 04/15/22)^(d)		446		462,506
4.13%, 01/15/25 (Call 01/15/22)^(d)		800		868,864
4.45%, 02/11/24		200		215,710
4.75%, 01/08/26 (Call 01/08/22)^(d)		1,000		1,126,440
5.38%, 10/17/23 (Call 04/17/22)^(d)		400		435,312
5.88%, 01/15/24 (Call 01/15/22)^(d)		1,000		1,106,910
Lembaga Pembiayaan Ekspor Indonesia, 3.88%, 04/06/24 (Call 04/06/22)^(d)		200		211,136
Perusahaan Penerbit SBSN Indonesia III
1.50%, 06/09/26^(d)		800		799,496
2.30%, 06/23/25^(d)		850		878,348
3.30%, 11/21/22^(d)		200		205,676
3.75%, 03/01/23^(d)		900		935,523
3.90%, 08/20/24^(d)		800		862,488


Security	Par (000)		Value

Indonesia (continued)
4.33%, 05/28/25^(d)	$	900	$	993,663
4.35%, 09/10/24^(c)(d)		400		436,424
4.55%, 03/29/26^(d)		600		674,154


				11,383,327
Iraq — 0.0%
Iraq International Bond, 6.75%, 03/09/23 (Call 03/09/22)^(d)		500		510,645


Israel — 0.0%
Israel Government AID Bond, 5.50%, 09/18/23		380		415,177
Israel Government International Bond
2.88%, 03/16/26		400		426,200
3.15%, 06/30/23		500		520,055


				1,361,432
Italy — 0.1%
Republic of Italy Government International Bond
1.25%, 02/17/26		1,300		1,269,580
2.38%, 10/17/24		1,800		1,854,864
6.88%, 09/27/23		3,645		4,053,568


				7,178,012
Japan — 0.2%
Development Bank of Japan Inc.
1.75%, 08/28/24^(b)		200		204,614
1.88%, 10/02/24 (Call 04/02/22)^(d)		500		513,030
3.13%, 09/06/23^(b)		985		1,029,739
Japan Bank for International Cooperation
0.63%, 05/22/23		1,000		1,001,580
0.63%, 07/15/25		1,000		981,120
1.75%, 01/23/23		1,900		1,930,571
1.75%, 10/17/24		250		255,770
2.38%, 11/16/22		910		928,600
2.50%, 05/23/24		1,750		1,823,272
2.50%, 05/28/25		4,000		4,193,160
3.00%, 05/29/24		500		527,540
3.25%, 07/20/23		655		684,685
3.38%, 10/31/23		400		421,448


				14,495,129
Jersey — 0.1%
IDB Trust Services Ltd.
1.81%, 02/26/25 (Call 02/26/22)^(d)		1,000		1,019,650
1.96%, 10/02/24 (Call 04/02/22)^(d)		500		511,510
2.84%, 04/25/24 (Call 04/25/22)^(d)		500		522,730
3.39%, 09/26/23 (Call 03/26/22)^(d)		500		524,320


				2,578,210
Jordan — 0.0%
Jordan Government International Bond
4.95%, 07/07/25 (Call 01/07/22)^(d)		200		208,554
6.13%, 01/29/26 (Call 01/29/22)^(d)		600		647,118


				855,672
Kazakhstan — 0.0%
Kazakhstan Government International Bond
3.88%, 10/14/24 (Call 04/14/22)^(d)		1,645		1,770,694
5.13%, 07/21/25 (Call 01/21/22)^(d)		600		682,290


				2,452,984
Kenya — 0.0%
Republic of Kenya Government International Bond, 6.88%, 06/24/24 (Call 12/24/21)^(d)		1,100		1,186,999


Security	Par (000)		Value

Lebanon — 0.0%
Lebanon Government International Bond
6.00%, 01/27/23 (Call 01/27/22)^(d)(i)(k)	$	1,300	$	200,837
6.20%, 02/26/25 (Call 02/26/22)^(d)(i)(k)		200		30,424
6.25%, 11/04/24 (Call 11/04/21)^(d)(i)(k)		100		15,272
6.25%, 06/12/25 (Call 12/12/21)^(k)		200		30,492
6.40%, 05/26/23 (Call 11/27/21)^(i)(k)		865		130,105
6.65%, 04/22/24 (Call 04/22/22)^(d)(i)(k)		250		38,785


				445,915

Luxembourg — 0.0%
Isdb Trust Services No. 2 SARL, 1.26%, 03/31/26 (Call 03/31/22)^(d)		1,750		1,736,508


Malaysia — 0.0%
1MDB Global Investments Ltd., 4.40%, 03/09/23 (Call 03/09/22)^(d)		1,000		1,004,330
Malaysia Sovereign Sukuk Bhd, 3.04%, 04/22/25 (Call 04/22/22)^(d)		852		899,405
Malaysia Sukuk Global Bhd, 3.18%, 04/27/26 (Call 04/27/22)^(d)		600		643,386


				2,547,121

Mexico — 0.1%
Mexico Government International Bond
3.60%, 01/30/25		400		430,900
3.90%, 04/27/25 (Call 03/27/25)		500		543,085
4.00%, 10/02/23		743		789,163
4.13%, 01/21/26		1,200		1,323,348


				3,086,496

Mongolia — 0.0%
Development Bank of Mongolia LLC, 7.25%, 10/23/23 (Call 04/23/22)^(d)		200		212,880
Mongolia Government International Bond
5.13%, 04/07/26 (Call 04/07/22)^(d)		400		415,348
5.63%, 05/01/23 (Call 05/01/22)^(d)		400		418,304
8.75%, 03/09/24 (Call 03/09/22)^(d)		200		224,670


				1,271,202

Morocco — 0.0%
Morocco Government International Bond, 4.25%, 12/11/22 (Call 12/11/21)^(d)		420		433,175


Namibia — 0.0%
Namibia International Bonds, 5.25%, 10/29/25 (Call 04/29/22)^(d)		400		425,964


Nigeria — 0.0%
Nigeria Government International Bond
6.38%, 07/12/23 (Call 01/12/22)^(d)		200		208,030
7.63%, 11/21/25 (Call 11/21/21)^(d)		600		652,950


				860,980

Norway — 0.1%
Kommunalbanken AS
0.38%, 09/11/25^(b)		1,000		973,970
0.88%, 03/12/25^(b)		1,000		997,430
2.00%, 06/19/24^(b)		1,050		1,083,432
2.50%, 01/11/23^(b)		350		358,890
2.75%, 02/05/24^(b)		500		522,960


				3,936,682

Oman — 0.1%
Oman Government International Bond 4.13%, 01/17/23 (Call 01/17/22)^(d)		700		714,903


Security	Par (000)		Value

Oman (continued)
4.75%, 06/15/26 (Call 12/15/21)^(d)	$	1,200	$	1,234,248
4.88%, 02/01/25 (Call 02/01/22)^(d)		400		417,304
Oman Sovereign Sukuk Co.
4.40%, 06/01/24 (Call 12/01/21)^(d)		1,300		1,347,970
5.93%, 10/31/25 (Call 04/30/22)^(d)		400		441,956


				4,156,381

Pakistan — 0.0%
Pakistan Government International Bond
6.00%, 04/08/26 (Call 04/08/22)^(d)		800		803,640
8.25%, 04/15/24 (Call 04/15/22)^(d)		400		427,124
8.25%, 09/30/25 (Call 03/30/22)^(d)		400		434,828
Third Pakistan International Sukuk Co. Ltd. (The), 5.63%, 12/05/22 (Call 12/05/21)^(d)		400		409,760


				2,075,352

Panama — 0.1%
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25 (Call 08/14/25)^(d)		200		203,276
Panama Government International Bond
3.75%, 03/16/25 (Call 12/16/24)		705		753,264
3.75%, 04/17/26		600		640,644
4.00%, 09/22/24 (Call 03/22/22)		700		748,531
7.13%, 01/29/26		200		243,262


				2,588,977

Paraguay — 0.0%
Paraguay Government International Bond, 5.00%, 04/15/26 (Call 04/15/22)^(d)		200		221,338


Peru — 0.0%
Fondo MIVIVIENDA SA, 3.50%, 01/31/23 (Call 01/31/22)^(d)		570		583,458
Peruvian Government International Bond
2.39%, 01/23/26 (Call 12/23/25)		200		203,880
7.35%, 07/21/25		1,200		1,440,324


				2,227,662

Philippines — 0.1%
Philippine Government International Bond
4.20%, 01/21/24		2,250		2,405,632
10.63%, 03/16/25		200		261,072


				2,666,704

Poland — 0.1%
Republic of Poland Government International Bond
3.00%, 03/17/23		2,483		2,558,458
3.25%, 04/06/26		200		214,962
4.00%, 01/22/24		271		288,775


				3,062,195

Qatar — 0.1%
Qatar Government International Bond
3.25%, 06/02/26 (Call 12/02/21)^(d)		1,800		1,928,646
3.38%, 03/14/24 (Call 03/14/22)^(d)		1,000		1,055,860
3.40%, 04/16/25 (Call 04/16/22)^(d)		1,400		1,498,084
3.88%, 04/23/23 (Call 04/23/22)^(d)		2,050		2,145,735
SoQ Sukuk A QSC, 3.24%, 01/18/23 (Call 01/18/22)^(d)		550		568,029


				7,196,354

Romania — 0.0%
Romanian Government International Bond
4.38%, 08/22/23^(d)		1,000		1,058,680
4.88%, 01/22/24^(c)(d)		355		382,040


				1,440,720


Security	Par (000)		Value

Russia — 0.1%
Russian Foreign Bond-Eurobond
4.75%, 05/27/26 (Call 11/27/21)^(d)	$	1,600	$	1,795,920
4.88%, 09/16/23 (Call 03/16/22)^(d)		1,400		1,502,718


				3,298,638

Saudi Arabia — 0.1%
Saudi Government International Bond
2.88%, 03/04/23 (Call 03/04/22)^(d)		1,771		1,824,821
2.90%, 10/22/25 (Call 04/22/22)^(d)		1,000		1,056,470
4.00%, 04/17/25 (Call 04/17/22)^(d)		2,000		2,177,500


				5,058,791

Slovenia — 0.0%
Slovenia Government International Bond, 5.25%, 02/18/24^(b)		600		659,880


South Africa — 0.1%
Republic of South Africa Government International Bond
4.67%, 01/17/24		600		638,388
4.88%, 04/14/26		800		854,120
5.88%, 09/16/25		1,000		1,117,570


				2,610,078

South Korea — 0.2%
Export-Import Bank Korea, 1.13%, 03/24/26 (Call 03/24/22)^(d)		200		197,374
Export-Import Bank of Korea
0.38%, 02/09/24		400		396,952
0.63%, 06/29/24		200		199,226
0.63%, 02/09/26		610		590,852
0.75%, 09/21/25		600		587,994
0.89%, 06/01/23, (3 mo. LIBOR US + 0.775%)^(a)		200		201,830
1.06%, 11/01/22, (3 mo. LIBOR US + 0.925%)^(a)		1,000		1,007,490
1.32%, 04/27/23 (Call 01/27/22), (3 mo. LIBOR US + 1.200%)^(a)(d)		600		609,024
1.88%, 02/12/25		600		612,498
2.38%, 06/25/24		200		208,412
2.88%, 01/21/25		1,300		1,367,977
3.00%, 11/01/22		400		409,704
3.63%, 11/27/23		200		212,216
4.00%, 01/14/24		200		214,292
Industrial Bank of Korea
0.63%, 09/17/24		200		198,722
1.04%, 06/22/25^(d)		200		197,978
2.13%, 10/23/24^(c)(d)		400		414,660
Korea Development Bank (The)
0.40%, 06/19/24		1,000		991,250
0.50%, 10/27/23		400		398,520
1.25%, 06/03/25 (Call 12/03/21)^(d)		800		800,192
1.75%, 02/18/25		500		508,535
Korea Expressway Corp., 1.13%, 05/17/26 (Call 11/17/21)^(d)		400		393,540
Korea Hydro & Nuclear Power Co. Ltd., 3.25%, 06/15/25 (Call 12/15/21)^(d)		200		212,904
Korea International Bond
2.00%, 06/19/24		600		619,884
3.88%, 09/11/23		200		211,918
Korea National Oil Corp.
0.88%, 10/05/25 (Call 04/05/22)^(c)(d)		1,000		977,360
1.25%, 04/07/26^(d)		400		393,644
Korea Resources Corp., 1.75%, 04/15/26 (Call 04/15/22)^(d)		600		596,124


Security	Par (000)		Value

South Korea (continued)
Korea South-East Power Co. Ltd., 1.00%, 02/03/26 (Call 02/03/22)^(d)	$	200	$	195,340
Suhyup Bank, 3.63%, 01/29/24 (Call 01/29/22)^(d)		200		211,690


				14,138,102

Sri Lanka — 0.0%
Sri Lanka Government International Bond
5.75%, 04/18/23 (Call 04/18/22)^(d)		806		554,359
6.13%, 06/03/25 (Call 12/03/21)^(d)		600		386,910
6.35%, 06/28/24 (Call 12/28/21)^(d)		400		261,956
6.83%, 07/18/26 (Call 01/18/22)^(d)		200		127,128
6.85%, 03/14/24 (Call 03/14/22)^(d)		400		261,984
6.85%, 11/03/25 (Call 11/03/21)^(d)		600		386,268


				1,978,605

Supranational — 2.6%
Africa Finance Corp.
3.13%, 06/16/25 (Call 12/16/21)^(d)		400		415,340
3.88%, 04/13/24 (Call 04/13/22)^(d)		200		211,570
4.38%, 04/17/26 (Call 04/17/22)^(d)		400		433,868
African Development Bank
0.75%, 04/03/23		1,467		1,473,719
0.88%, 03/23/26		675		666,441
0.88%, 07/22/26		1,970		1,938,303
2.13%, 11/16/22		1,577		1,607,042
3.00%, 09/20/23		2,314		2,421,022
African Export-Import Bank (The)
4.13%, 06/20/24 (Call 12/20/21)^(d)		2,250		2,385,472
5.25%, 10/11/23 (Call 04/11/22)^(d)		650		696,014
Arab Petroleum Investments Corp., 1.26%, 02/10/26 (Call 02/10/22)^(d)		1,000		992,670
Asian Development Bank
0.25%, 07/14/23		613		610,787
0.25%, 10/06/23		765		760,785
0.38%, 06/11/24		235		232,854
0.38%, 09/03/25		2,250		2,195,392
0.50%, 02/04/26		1,120		1,090,398
0.63%, 04/29/25		3,685		3,644,207
1.00%, 04/14/26		4,820		4,786,694
1.50%, 10/18/24		3,092		3,154,458
1.63%, 01/24/23		1,588		1,613,217
2.00%, 01/22/25		174		180,243
2.00%, 04/24/26		150		155,477
2.63%, 01/30/24		2,678		2,797,225
2.75%, 03/17/23		2,148		2,217,960
Asian Infrastructure Investment Bank (The)
0.25%, 09/29/23		500		497,265
0.50%, 10/30/24		1,515		1,500,108
0.50%, 05/28/25		1,244		1,222,305
0.50%, 01/27/26		175		170,322
2.25%, 05/16/24		3,392		3,521,133
Central American Bank for Economic Integration, 2.00%, 05/06/25^(b)		400		408,388
Council of Europe Development Bank
0.25%, 06/10/23		14		13,954
0.25%, 10/20/23		708		703,922
1.38%, 02/27/25		94		95,400
2.50%, 02/27/24		345		359,456
2.63%, 02/13/23		1,245		1,280,209
European Bank for Reconstruction & Development 0.25%, 07/10/23		374		372,684


Security	Par (000)		Value

Supranational (continued)
0.50%, 05/19/25	$	2,300	$	2,262,165
0.50%, 01/28/26		100		97,422
1.50%, 02/13/25		1,185		1,208,475
1.63%, 09/27/24		5,031		5,149,631
2.75%, 03/07/23		500		515,860
European Investment Bank
0.25%, 09/15/23		1,545		1,537,986
0.38%, 12/15/25		1,225		1,190,357
0.38%, 03/26/26		1,835		1,774,096
0.63%, 07/25/25		2,720		2,683,552
0.75%, 10/26/26		1,445		1,411,881
1.38%, 05/15/23		115		116,695
1.63%, 03/14/25		2,415		2,472,260
1.88%, 02/10/25		1,210		1,248,756
2.00%, 12/15/22		1,360		1,385,187
2.25%, 06/24/24		1,996		2,075,620
2.50%, 03/15/23		2,409		2,478,957
2.63%, 03/15/24		3,213		3,361,408
2.88%, 08/15/23		1,782		1,857,592
3.13%, 12/14/23		854		899,740
3.25%, 01/29/24		3,499		3,703,552
European Stability Mechanism, 1.38%, 09/11/24^(b)		1,000		1,015,520
Inter-American Development Bank
0.25%, 11/15/23		215		213,678
0.50%, 05/24/23		2,895		2,898,706
0.63%, 07/15/25		2,677		2,640,860
0.88%, 04/03/25		5,058		5,049,452
0.88%, 04/20/26		5,355		5,287,634
1.75%, 03/14/25		2,160		2,219,594
2.13%, 01/15/25		1,326		1,378,019
2.50%, 01/18/23		1,687		1,730,963
2.63%, 01/16/24		1,411		1,472,294
3.00%, 10/04/23		1,164		1,218,918
3.00%, 02/21/24		2,046		2,155,297
Inter-American Investment Corp., 1.75%, 10/02/24 (Call 10/02/22)^(d)		1,800		1,845,126
International Bank for Reconstruction & Development
0.13%, 04/20/23		775		771,993
0.25%, 11/24/23		180		178,893
0.38%, 07/28/25		13,151		12,849,711
0.50%, 10/28/25		2,660		2,602,331
0.63%, 04/22/25		5,448		5,389,870
0.75%, 03/11/25		3,059		3,041,870
1.50%, 08/28/24		412		420,405
1.63%, 01/15/25		1,389		1,422,239
1.75%, 04/19/23		106		108,067
1.88%, 06/19/23		413		422,569
2.13%, 02/13/23		315		322,125
2.13%, 03/03/25		215		223,688
2.50%, 03/19/24		4,504		4,698,303
2.50%, 11/25/24		1,422		1,493,569
2.50%, 07/29/25		1,907		2,012,266
3.00%, 09/27/23		2,295		2,402,819
3.13%, 11/20/25		400		432,844
7.63%, 01/19/23		1,626		1,769,202
International Development Association, 2.75%, 04/24/23^(b)		300		310,215
International Finance Corp.
0.38%, 07/16/25		2,271		2,220,107
0.50%, 03/20/23		400		400,640
1.38%, 10/16/24		1,264		1,284,793


Security	Par (000)		Value

Supranational (continued)
2.88%, 07/31/23	$	577	$	600,940
Nordic Investment Bank
0.38%, 09/11/25		1,800		1,755,216
2.25%, 05/21/24		1,000		1,038,470


				161,556,702

Sweden — 0.1%
Kommuninvest I Sverige AB, 0.38%, 02/16/24^(b)(c)		1,000		993,050
Svensk Exportkredit AB
0.25%, 09/29/23		200		198,720
0.50%, 08/26/25		1,800		1,761,498
0.63%, 05/14/25		1,050		1,035,573
1.75%, 12/12/23		200		204,534
2.88%, 03/14/23		969		1,001,277
Sweden Government International Bond, 2.38%, 02/15/23^(b)		1,325		1,358,841


				6,553,493

Thailand — 0.0%
Export Import Bank of Thailand, 1.46%, 10/15/25 (Call 04/15/22)^(d)		200		198,150


Trinidad and Tobago — 0.0%
Trinidad & Tobago Government International Bond
4.38%, 01/16/24 (Call 01/16/22)^(d)		200		208,004
4.50%, 08/04/26^(c)(d)		600		622,962


				830,966

Tunisia — 0.0%
Banque Centrale de Tunisie International Bond, 5.75%, 01/30/25 (Call 01/30/22)^(d)		628		502,362


Turkey — 0.3%
Hazine Mustesarligi Varlik Kiralama AS
4.49%, 11/25/24 (Call 11/26/21)^(d)		400		397,908
5.00%, 04/06/23 (Call 04/06/22)^(d)		400		406,336
5.13%, 06/22/26^(b)		1,500		1,473,750
Istanbul Metropolitan Municipality, 6.38%, 12/09/25 (Call 12/09/21)^(d)		200		195,478
Turkey Government International Bond
3.25%, 03/23/23		800		794,152
4.25%, 03/13/25		1,000		963,890
4.25%, 04/14/26		1,400		1,310,610
4.75%, 01/26/26		1,000		959,410
5.60%, 11/14/24		1,400		1,410,416
5.75%, 03/22/24		1,200		1,222,644
6.35%, 08/10/24		1,100		1,133,000
6.38%, 10/14/25		1,200		1,219,752
7.25%, 12/23/23		1,000		1,058,860
7.38%, 02/05/25		1,544		1,630,788
Turkiye Ihracat Kredi Bankasi AS
5.38%, 10/24/23 (Call 04/24/22)^(d)		200		202,870
6.13%, 05/03/24 (Call 11/03/21)^(d)		400		406,632
8.25%, 01/24/24 (Call 01/24/22)^(d)		400		424,832
Turkiye Vakiflar Bankasi TAO, 5.50%, 10/01/26 (Call 04/01/22)^(d)		200		192,870


				15,404,198

Ukraine — 0.1%
Ukraine Government International Bond
7.75%, 09/01/23 (Call 03/01/22)^(d)		430		457,950
7.75%, 09/01/24 (Call 03/01/22)^(d)		800		862,608
7.75%, 09/01/25 (Call 03/01/22)^(d)		1,200		1,295,796


Security	Par (000)		Value

Ukraine (continued)
8.99%, 02/01/24 (Call 02/01/22)^(d)	$	600	$	656,382


				3,272,736

United Arab Emirates — 0.1%
Abu Dhabi Government International Bond
0.75%, 09/02/23 (Call 03/02/22)^(d)		1,400		1,400,840
2.13%, 09/30/24 (Call 03/30/22)^(d)		1,600		1,649,024
2.50%, 10/11/22 (Call 04/11/22)^(d)		1,400		1,427,244
2.50%, 04/16/25		1,400		1,463,560
3.13%, 05/03/26 (Call 11/03/21)^(d)		1,000		1,071,690
Dubai DOF Sukuk Ltd., 3.88%, 01/30/23 (Call 01/30/22)^(d)		400		412,916
RAK Capital, 3.09%, 03/31/25 (Call 03/31/22)^(d)		500		526,425
Sharjah Sukuk Ltd., 3.76%, 09/17/24 (Call 03/17/22)^(d)		200		212,268
Sharjah Sukuk Program Ltd., 3.85%, 04/03/26 (Call 04/03/22)^(d)		600		638,562


				8,802,529

United Kingdom — 0.0%
Bank of England Euro Note, 0.50%, 04/28/23^(b)		2,100		2,102,373


Uruguay — 0.0%
Uruguay Government International Bond, 4.50%, 08/14/24		500		533,250


Vietnam — 0.0%
Vietnam Government International Bond, 4.80%, 11/19/24 (Call 11/19/21)^(d)		454		498,937


Zambia — 0.0%
Zambia Government International Bond, 8.50%, 04/14/24 (Call 04/14/22)^(d)(i)(k)		400		317,804


Total Foreign Government Obligations — 6.8% (Cost: $426,536,494)				426,219,681


Municipal Debt Obligations

California — 0.0%
State of California, 5.70%, 11/01/21		2,400		2,400,732
University of California RB, Series BG, 0.88%, 05/15/25 (Call 04/15/25)		70		69,542


				2,470,274

Florida — 0.0%
State Board of Administration Finance Corp. RB, 1.26%, 07/01/25		500		499,755


New York — 0.0%
New York State Urban Development Corp. RB, Series B, 2.10%, 03/15/22		65		65,440


Total Municipal Debt Obligations — 0.0% (Cost: $3,041,293)				3,035,469


U.S. Government & Agency Obligations

Mortgage-Backed Securities — 8.3%
Federal Home Loan Mortgage Corp.
0.25%, 12/04/23		2,470		2,456,736
2.00%, 11/01/35 (Call 12/25/21)		4,372		4,517,829
2.00%, 08/01/36 (Call 12/25/21)		532		548,226
2.01%, 02/01/45, (12 mo. LIBOR US + 1.622%)^(a)		16		16,468
2.50%, 01/01/30 (Call 12/15/21)		430		446,640
2.50%, 08/01/31 (Call 12/15/21)		357		373,154
2.50%, 10/01/31 (Call 12/15/21)		844		879,920


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 12/01/31 (Call 12/15/21)	$	458	$	477,476
2.50%, 02/01/32 (Call 12/15/21)		534		558,211
2.50%, 01/01/33 (Call 12/15/21)		1,475		1,543,001
2.50%, 07/01/36 (Call 12/25/21)		519		540,954
2.75%, 06/19/23		4,195		4,354,242
3.00%, 05/01/29 (Call 12/15/21)		15,998		16,791,914
3.00%, 05/01/30 (Call 12/15/21)		387		407,516
3.00%, 06/01/30 (Call 12/15/21)		36		37,824
3.00%, 07/01/30 (Call 12/15/21)		282		296,571
3.00%, 12/01/30 (Call 12/15/21)		417		438,726
3.00%, 05/01/31 (Call 12/15/21)		155		163,192
3.00%, 06/01/31 (Call 12/15/21)		105		110,669
3.50%, 05/01/32 (Call 12/15/21)		79		85,034
3.50%, 09/01/32 (Call 12/15/21)		77		82,143
3.50%, 07/01/33 (Call 12/15/21)		176		187,422
3.50%, 06/01/34 (Call 12/15/21)		816		866,660
4.00%, 05/01/33 (Call 12/15/21)		176		185,755
Federal National Mortgage Association
0.25%, 07/10/23		15,000		14,959,200
0.50%, 06/17/25		13,000		12,799,930
1.75%, 07/02/24		6,850		7,038,649
1.94%, 04/01/44, (12 mo. LIBOR US + 1.590%)^(a)		50		52,537
2.00%, 06/01/36 (Call 12/25/21)		1,306		1,342,034
2.00%, 06/01/36^(m)		16,110		16,542,871
2.00%, 08/01/36 (Call 12/25/21)		403		415,465
2.08%, 12/01/44, (12 mo. LIBOR US + 1.576%)^(a)		15		15,897
2.38%, 01/19/23		2,610		2,677,677
2.50%, 02/05/24		705		735,611
2.50%, 05/01/31 (Call 12/25/21)		714		743,865
2.50%, 10/01/35 (Call 12/25/21)		820		856,127
2.50%, 05/01/36 (Call 12/25/21)		14,337		14,916,423
2.50%, 06/01/36 (Call 12/25/21)		640		666,158
2.50%, 07/01/36 (Call 12/25/21)		269		281,883
2.63%, 09/06/24		2,550		2,689,970
3.00%, 03/01/30 (Call 12/25/21)		2,977		3,134,336
Series 2012-M13, Class A2, 2.38%, 05/25/22		421		421,033
Series 2014-M13, Class A2, 3.02%, 08/25/24^(a)		69		72,044
FHLMC Multifamily Structured Pass Through Certificates Series K017, Class A2, 2.87%, 12/25/21 (Call 12/25/21)		132		131,885
Series K030, Class A2, 3.25%, 04/25/23 (Call 12/25/21)^(a)		2,500		2,579,112
Series K045, Class A1, 2.49%, 11/25/24 (Call 12/25/21)		2,395		2,423,205
Series K048, Class A2, 3.28%, 06/25/25 (Call 12/25/21)^(a)		1,347		1,442,826
Series K722, Class A2, 2.41%, 03/25/23 (Call 12/25/21)		1,700		1,729,711
Series K725, Class A1, 2.67%, 05/25/23 (Call 12/25/21)		224		226,063
Freddie Mac Multifamily Structured Pass Through Certificates
Series K027, Class A2, 2.64%, 01/25/23 (Call 12/25/21)		2,358		2,404,005
Series K028, Class A2, 3.11%, 02/25/23 (Call 12/25/21)		500		513,546
Series K033, Class A2, 3.06%, 07/25/23 (Call 12/25/21)^(a)		2,000		2,066,444
Series K034, Class A2, 3.53%, 07/25/23 (Call 12/25/21)^(a)		1,250		1,303,882
Series K036, Class A2, 3.53%, 10/25/23 (Call 12/25/21)^(a)		500		522,071


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Series K037, Class A2, 3.49%, 01/25/24 (Call 12/25/21)	$	5,000	$	5,263,180
Series K049, Class A2, 3.01%, 07/25/25 (Call 12/25/21)		1,129		1,200,847
Series K051, Class A2, 3.31%, 09/25/25 (Call 12/25/21)		1,622		1,745,411
Series K053, Class A2, 3.00%, 12/25/25 (Call 12/25/21)		1,000		1,065,782
Series K067, Class A1, 2.90%, 03/25/27 (Call 12/25/21)		3,482		3,632,705
Series K-1512, Class A2, 2.99%, 05/25/31 (Call 12/25/21)		460		502,391
Series K-1512, Class A3, 3.06%, 04/25/34 (Call 12/25/21)		450		494,947
Series K724, Class A2, 3.06%, 11/25/23 (Call 12/25/21)^(a)		1,500		1,547,057
Series K729, Class A1, 2.95%, 02/25/24 (Call 12/25/21)		1,108		1,128,159
Uniform Mortgage-Backed Securities
1.50%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		91,425		92,016,048
2.00%, 10/01/35 (Call 12/25/21)		12,856		13,267,355
2.00%, 12/01/35 (Call 12/25/21)		8,230		8,462,511
2.00%, 02/01/36 (Call 12/25/21)		25,971		26,775,038
2.00%, 03/01/36 (Call 12/25/21)		7,070		7,273,598
2.00%, 04/01/36 (Call 12/25/21)		15,285		15,700,446
2.00%, 07/01/36 (Call 12/25/21)		9,158		9,414,112
2.00%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		53,501		54,900,176
2.50%, 07/01/28 (Call 12/25/21)		563		585,292
2.50%, 12/01/29 (Call 12/25/21)		143		148,638
2.50%, 03/01/30 (Call 12/25/21)		70		72,859
2.50%, 07/01/30 (Call 12/25/21)		88		91,565
2.50%, 08/01/30 (Call 12/25/21)		257		267,729
2.50%, 12/01/30 (Call 12/25/21)		43		44,937
2.50%, 01/01/31 (Call 12/25/21)		35		36,710
2.50%, 08/01/31 (Call 12/25/21)		986		1,031,099
2.50%, 09/01/31 (Call 12/25/21)		760		791,695
2.50%, 10/01/31 (Call 12/25/21)		3,849		4,007,349
2.50%, 12/01/31 (Call 12/25/21)		1,171		1,219,774
2.50%, 01/01/32 (Call 12/25/21)		5,135		5,361,197
2.50%, 02/01/32 (Call 12/25/21)		935		976,169
2.50%, 03/01/32 (Call 12/25/21)		882		919,526
2.50%, 04/01/32 (Call 12/25/21)		6,345		6,630,752
2.50%, 07/01/32 (Call 12/25/21)		7,216		7,547,379
2.50%, 10/01/32 (Call 12/25/21)		128		134,130
2.50%, 01/01/33 (Call 12/25/21)		1,086		1,132,075
2.50%, 07/01/35 (Call 12/25/21)		8,870		9,285,282
2.50%, 10/01/35 (Call 12/25/21)^(m)		15,128		15,828,870
2.50%, 10/01/35 (Call 12/25/21)		3,064		3,185,457
2.50%, 03/01/36 (Call 12/25/21)		1,908		2,003,723
2.50%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		16,475		17,119,198
3.00%, 10/01/27 (Call 12/25/21)		45		47,365
3.00%, 10/01/28 (Call 12/25/21)		224		235,730
3.00%, 11/01/28 (Call 12/25/21)		213		224,731
3.00%, 03/01/30 (Call 12/25/21)		4,414		4,630,801
3.00%, 04/01/30 (Call 12/25/21)		98		102,732
3.00%, 07/01/30 (Call 12/25/21)		63		66,222
3.00%, 08/01/30 (Call 12/25/21)		220		232,031
3.00%, 09/01/30 (Call 12/25/21)		353		371,831
3.00%, 10/01/30 (Call 12/25/21)		178		187,684
3.00%, 11/01/30 (Call 12/25/21)		42		44,539


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 12/01/30 (Call 12/25/21)	$	153	$	160,999
3.00%, 01/01/31 (Call 12/25/21)		2,165		2,283,591
3.00%, 02/01/31 (Call 12/25/21)		1,089		1,149,051
3.00%, 03/01/31 (Call 12/25/21)		242		255,493
3.00%, 04/01/31 (Call 12/25/21)		108		113,399
3.00%, 06/01/31 (Call 12/25/21)		651		687,600
3.00%, 07/01/31 (Call 12/25/21)		761		806,054
3.00%, 09/01/31 (Call 12/25/21)		202		213,215
3.00%, 10/01/31 (Call 12/25/21)		48		50,509
3.00%, 01/01/32 (Call 12/25/21)		721		763,901
3.00%, 02/01/32 (Call 12/25/21)		2,332		2,467,573
3.00%, 03/01/32 (Call 12/25/21)		212		223,978
3.00%, 06/01/32 (Call 12/25/21)		695		731,521
3.00%, 08/01/32 (Call 12/25/21)		433		460,175
3.00%, 11/01/32 (Call 12/25/21)		675		716,105
3.00%, 12/01/32 (Call 12/25/21)		1,143		1,206,517
3.00%, 02/01/33 (Call 12/25/21)		763		809,607
3.00%, 10/01/33 (Call 12/25/21)		847		888,946
3.00%, 07/01/34 (Call 12/25/21)		414		433,962
3.00%, 09/01/34 (Call 12/25/21)		4,342		4,597,730
3.00%, 11/01/34 (Call 12/25/21)		593		626,653
3.00%, 12/01/34 (Call 12/25/21)		5,171		5,423,826
3.00%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		5,370		5,628,431
3.50%, 01/01/27 (Call 12/25/21)		9		9,211
3.50%, 12/01/29 (Call 12/25/21)		17		18,314
3.50%, 07/01/30 (Call 12/25/21)		193		205,423
3.50%, 10/01/30 (Call 12/25/21)		90		95,355
3.50%, 11/01/30 (Call 12/25/21)		11		11,712
3.50%, 03/01/31 (Call 12/25/21)		116		123,332
3.50%, 06/01/31 (Call 12/25/21)		197		211,462
3.50%, 01/01/32 (Call 12/25/21)		101		108,398
3.50%, 05/01/32 (Call 12/25/21)		159		170,032
3.50%, 06/01/32 (Call 12/25/21)		188		202,611
3.50%, 07/01/32 (Call 12/25/21)		59		62,557
3.50%, 08/01/32 (Call 12/25/21)		51		54,307
3.50%, 09/01/32 (Call 12/25/21)		355		377,118
3.50%, 10/01/32 (Call 12/25/21)		52		56,010
3.50%, 11/01/32 (Call 12/25/21)		39		41,959
3.50%, 03/01/33 (Call 12/25/21)		527		566,704
3.50%, 04/01/33 (Call 12/25/21)		729		780,380
3.50%, 05/01/33 (Call 12/25/21)		423		456,181
3.50%, 06/01/33 (Call 12/25/21)		797		846,649
3.50%, 02/01/34 (Call 12/25/21)		5,686		6,128,905
3.50%, 07/01/34		1,374		1,458,946
3.50%, 08/01/34 (Call 12/25/21)		823		873,604
3.50%, 01/01/35 (Call 12/25/21)		555		593,959
3.50%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		5,999		6,364,804
4.00%, 07/01/29 (Call 12/25/21)		102		108,793
4.00%, 07/01/32 (Call 12/25/21)		332		352,980
4.00%, 05/01/33 (Call 12/25/21)		375		396,565
4.00%, 06/01/33 (Call 12/25/21)		169		178,895
4.00%, 07/01/33 (Call 12/25/21)		112		118,889
4.00%, 12/01/33 (Call 12/25/21)		945		1,003,828
4.00%, 11/16/36 (Call 12/25/21)⁽ⁿ⁾		3,429		3,626,569
4.50%, 11/16/21 (Call 12/25/21)⁽ⁿ⁾		112		116,668
5.00%, 11/16/21 (Call 12/25/21)⁽ⁿ⁾		178		184,223


				517,629,756

U.S. Government Agency Obligations — 0.5%
Federal Farm Credit Banks Funding Corp., 1.85%, 07/26/24		35		36,008


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
Federal Home Loan Banks
1.50%, 08/15/24	$	260	$	265,481
1.88%, 11/29/21		200		200,286
2.13%, 06/10/22		600		607,404
2.13%, 06/09/23		300		308,070
2.63%, 12/10/21		650		651,800
2.88%, 12/10/21		275		275,825
3.00%, 12/09/22		3,724		3,836,874
3.38%, 09/08/23		1,105		1,163,267
Federal Home Loan Mortgage Corp.
0.13%, 07/25/22		615		615,049
0.25%, 08/24/23		10,000		9,962,700
2.38%, 01/13/22		3,720		3,736,591
Federal National Mortgage Association
0.63%, 04/22/25		200		197,948
1.88%, 04/05/22		1,500		1,511,535
2.00%, 01/05/22		790		792,710
2.00%, 10/05/22		1,800		1,830,096
2.25%, 04/12/22		525		530,019
2.63%, 01/11/22		410		412,038
2.88%, 09/12/23		800		835,296


				27,768,997

U.S. Government Obligations — 46.0%
U.S. Treasury Note/Bond
0.13%, 11/30/22		4,000		3,998,125
0.13%, 12/31/22		34,100		34,061,371
0.13%, 01/31/23		2,100		2,096,719
0.13%, 02/28/23		55,900		55,782,086
0.13%, 03/31/23		50,000		49,863,281
0.13%, 05/15/23		4,900		4,882,391
0.13%, 06/30/23		45,400		45,201,375
0.13%, 07/15/23		15,200		15,127,563
0.13%, 08/15/23		11,200		11,138,750
0.13%, 09/15/23		80,600		80,096,250
0.13%, 10/15/23		5,000		4,965,234
0.13%, 12/15/23		21,800		21,607,547
0.13%, 01/15/24		59,900		59,319,719
0.25%, 06/15/23		34,000		33,926,953
0.25%, 09/30/23^(c)		39,450		39,294,358
0.25%, 11/15/23		123,100		122,104,680
0.25%, 06/15/24		20,000		19,771,875
0.25%, 05/31/25		20,000		19,509,375
0.25%, 09/30/25		22,400		21,743,750
0.25%, 10/31/25		4,700		4,554,227
0.38%, 04/15/24		32,000		31,787,500
0.38%, 07/15/24		32,500		32,215,625
0.38%, 08/15/24		13,000		12,880,156
0.38%, 09/15/24^(c)		270,000		267,278,908
0.38%, 04/30/25		3,100		3,041,391
0.38%, 12/31/25		22,200		21,561,750
0.50%, 03/15/23		12,300		12,333,152
0.50%, 03/31/25		30,800		30,398,156
0.50%, 02/28/26		43,000		41,891,406
0.63%, 10/15/24		20,000		19,923,438
0.63%, 07/31/26		21,300		20,760,844
0.75%, 03/31/26		20,000		19,676,563
0.75%, 05/31/26		54,100		53,144,797
0.75%, 08/31/26		47,500		46,546,289
0.88%, 06/30/26		48,800		48,163,313
0.88%, 09/30/26^(c)		296,050		291,701,766


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.13%, 02/28/25	$	8,000	$	8,068,750
1.13%, 10/31/26		17,000		16,943,698
1.25%, 07/31/23		30,500		30,938,437
1.25%, 08/31/24		3,200		3,247,250
1.38%, 10/15/22		7,900		7,992,578
1.38%, 06/30/23		4,000		4,065,781
1.38%, 08/31/23		41,500		42,195,449
1.38%, 09/30/23		36,300		36,922,488
1.38%, 01/31/25		9,000		9,156,797
1.50%, 01/15/23		2,500		2,538,086
1.50%, 02/28/23		44,800		45,521,000
1.50%, 03/31/23		2,000		2,033,203
1.50%, 09/30/24		11,500		11,749,766
1.50%, 10/31/24		15,000		15,328,125
1.50%, 11/30/24		19,230		19,646,149
1.63%, 11/15/22		30,100		30,556,203
1.63%, 04/30/23		25,000		25,476,562
1.63%, 05/31/23		11,800		12,033,695
1.63%, 02/15/26		35,000		35,784,766
1.75%, 09/30/22		30,900		31,353,844
1.75%, 01/31/23		18,000		18,335,391
1.75%, 05/15/23		16,000		16,340,625
1.75%, 06/30/24		16,500		16,960,195
1.75%, 12/31/24		19,000		19,562,578
1.88%, 09/30/22		22,650		23,007,445
1.88%, 10/31/22		4,000		4,068,594
1.88%, 08/31/24		19,800		20,438,859
2.00%, 10/31/22		13,400		13,646,539
2.00%, 11/30/22		20,900		21,313,102
2.00%, 02/15/23		19,800		20,243,180
2.00%, 04/30/24		34,500		35,656,289
2.00%, 06/30/24		14,000		14,485,625
2.00%, 02/15/25		27,500		28,535,547
2.00%, 08/15/25		7,600		7,888,563
2.13%, 12/31/22		24,300		24,837,258
2.13%, 11/30/23		700		723,133
2.13%, 02/29/24		22,500		23,296,289
2.13%, 03/31/24		23,000		23,819,375
2.13%, 07/31/24		13,900		14,439,711
2.13%, 09/30/24		15,000		15,595,313
2.13%, 11/30/24		7,800		8,118,094
2.13%, 05/15/25		2,000		2,083,281
2.25%, 12/31/23		8,350		8,652,688
2.25%, 01/31/24		23,000		23,858,906
2.25%, 04/30/24		17,600		18,297,125
2.25%, 10/31/24		7,200		7,517,813
2.25%, 11/15/24		19,600		20,471,281
2.25%, 12/31/24		9,000		9,404,297
2.25%, 11/15/25		10,000		10,482,031
2.38%, 01/31/23		7,000		7,184,570
2.38%, 02/29/24		19,000		19,779,297
2.38%, 08/15/24		23,400		24,471,281
2.38%, 04/30/26		2,000		2,109,531
2.50%, 03/31/23		8,000		8,245,000
2.50%, 08/15/23		12,000		12,440,156
2.50%, 01/31/24		16,500		17,206,406
2.50%, 05/15/24		16,700		17,473,680
2.50%, 01/31/25		9,300		9,799,148
2.63%, 02/28/23		5,500		5,670,371
2.63%, 06/30/23		8,750		9,072,656


Security	Par/ Shares (000)			Value

U.S. Government Obligations (continued)
2.63%, 12/31/23	$	2,000		$	2,088,594
2.63%, 03/31/25		5,250			5,557,207
2.63%, 01/31/26		13,000			13,833,828
2.75%, 04/30/23		26,100			27,034,910
2.75%, 05/31/23		9,200			9,545,359
2.75%, 07/31/23		16,500			17,169,024
2.75%, 08/31/23		12,000			12,501,563
2.75%, 02/28/25		12,450			13,226,180
2.75%, 06/30/25		14,000			14,903,438
2.75%, 08/31/25		12,000			12,795,938
2.88%, 09/30/23		14,200			14,845,102
2.88%, 10/31/23		4,800			5,026,500
2.88%, 11/30/23		9,900			10,379,531
2.88%, 04/30/25		22,100			23,588,297
2.88%, 05/31/25		35,000			37,392,578
2.88%, 07/31/25		6,000			6,420,469
3.00%, 10/31/25		8,000			8,618,125
6.88%, 08/15/25		4,300			5,241,633
7.13%, 02/15/23		6,500			7,062,910
7.50%, 11/15/24		20,000			24,035,938


					2,870,701,657


Total U.S. Government & Agency Obligations — 54.8% (Cost: $3,407,180,400)					3,416,100,410


Common Stocks

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


Energy Equipment & Services — 0.0%
Patterson-UTI Energy Inc.		1			2,619


Health Care Technology — 0.0%
Quincy Health LLC^(j)		1			10,360


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


Total Common Stocks — 0.0% (Cost $250,019)					12,979


Preferred Stocks

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


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


Warrants

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


Total Warrants — 0.0% (Cost $0)					—


Security	Shares/ Par (000)			Value


Short-Term Investments

Money Market Funds — 10.4%
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.05%^(o)(p)		209,589		$	209,694,244
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%^(o)(p)(q)		436,730			436,729,815


					646,424,059


Total Short-Term Investments — 10.4% (Cost: $646,383,309)					646,424,059


Total Investments Before TBA Sales Commitments — 110.0% (Cost: $6,840,915,865)					6,859,127,318


TBA Sales Commitments

Mortgage-Backed Securities — (0.1)%
Uniform Mortgage-Backed Securities, 2.00%, 11/16/36 (Call 11/16/21)	$	(4,375	)		(4,489,417	)


Total TBA Sales Commitments — (0.1)% (Proceeds: $(4,489,160))					(4,489,417	)


Total Investments, Net of TBA Sales Commitments — 109.9% (Cost: $6,836,426,705)					6,854,637,901

Other Assets, Less Liabilities — (9.9)%					(619,505,295	)


Net Assets — 100.0%				$	6,235,132,606

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

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

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

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

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

^(f)	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.

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

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

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

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

^(k)	Non-income producing security.

^(l)	Zero-coupon bond.

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

⁽ⁿ⁾	Represents or includes a TBA transaction.

^(o)	Affiliate of the Fund.

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

^(q)	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 October 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

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

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


Security		Par (000)		Value
Corporate Bonds & Notes

Australia — 0.4%
APT Pipelines Ltd.
0.75%, 03/15/29 (Call 12/15/28)^(a)	EUR		100	$	113,183
2.00%, 03/22/27^(a)	EUR		300		373,268
3.50%, 03/22/30^(a)	GBP		200		297,901
Aurizon Finance Pty Ltd., 3.00%, 03/09/28 (Call 12/09/27)	AUD		100		72,114
Aurizon Network Pty Ltd., 2.00%, 09/18/24^(a)	EUR		200		243,805
Ausgrid Finance Pty Ltd., 3.75%, 10/30/24 (Call 08/01/24)^(a)	AUD		200		157,818
AusNet Services Holdings Pty Ltd.
0.63%, 08/25/30^(a)	EUR		300		340,398
2.60%, 07/31/29	AUD		100		73,167
3.00%, 02/13/24^(a)	EUR		200		246,697
Australia & New Zealand Banking Group Ltd.
0.25%, 11/29/22	EUR		300		349,328
0.45%, 11/22/23^(a)	EUR		200		234,275
0.75%, 09/29/26^(a)	EUR		700		830,668
3.10%, 02/08/24^(a)	AUD		300		234,255
BHP Billiton Finance Ltd.
Series 11, 3.25%, 09/25/24^(a)	GBP		150		217,249
Series 12, 4.30%, 09/25/42	GBP		200		369,262
Series 17, 1.50%, 04/29/30 (Call 01/29/30)^(a)	EUR		200		245,479
Brisbane Airport Corp. Pty Ltd., 4.50%, 12/30/30 (Call 10/01/30)	AUD		300		239,999
Charter Hall Ltd., 2.09%, 03/03/28 (Call 12/03/27)^(a)	AUD		100		71,146
Commonwealth Bank of Australia
0.50%, 07/11/22^(a)	EUR		400		465,558
0.50%, 07/27/26^(a)	EUR		100		118,008
0.88%, 02/19/29^(a)	EUR		400		483,578
1.13%, 01/18/28^(a)	EUR		100		121,475
1.94%, 10/03/29 (Call 10/03/24)^(a)(b)	EUR		100		120,384
3.00%, 01/11/24^(a)	AUD		200		155,850
3.00%, 09/04/26^(a)	GBP		100		148,592
Lendlease Finance Ltd., 3.70%, 03/31/31 (Call 12/31/30)^(a)	AUD		100		75,432
Lonsdale Finance Pty Ltd., 2.45%, 11/20/26 (Call 08/20/26)^(a)	AUD		200		149,409
Macquarie Bank Ltd., 1.75%, 08/07/24^(a)	AUD		400		300,948
Macquarie Group Ltd.
0.35%, 03/03/28^(a)	EUR		300		340,173
0.63%, 02/03/27^(a)	EUR		100		116,328
National Australia Bank Ltd.
0.25%, 05/20/24^(a)	EUR		340		396,896
0.30%, 10/31/25^(a)	CHF		150		165,537
0.35%, 09/07/22^(a)	EUR		360		418,998
0.63%, 08/30/23^(a)	EUR		460		540,497
0.75%, 01/30/26^(a)	EUR		200		238,122
0.88%, 11/16/22^(a)	EUR		200		234,330
1.13%, 05/20/31^(a)	EUR		236		287,687
1.70%, 09/15/31 (Call 09/15/26)^(a)(b)	GBP		200		267,081
2.25%, 06/06/25^(a)	EUR		200		249,950
2.75%, 08/08/22^(a)	EUR		50		59,239
2.90%, 02/26/24^(a)	AUD		200		155,552
NSW Electricity Networks Finance Pty Ltd., 2.54%, 09/23/30 (Call 06/25/30)	AUD		100		69,052
Optus Finance Pty Ltd., 1.00%, 06/20/29 (Call 03/20/29)^(a)	EUR		300		353,760


Security		Par (000)		Value

Australia (continued)
Origin Energy Finance Ltd., 1.00%, 09/17/29 (Call 06/17/29)^(a)	EUR		130	$	146,882
Pacific National Finance Pty Ltd., 5.25%, 05/19/25	AUD		50		40,538
Qantas Airways Ltd., 2.95%, 11/27/29 (Call 08/27/29)^(a)	AUD		200		138,933
Scentre Group Trust 1/Scentre Group Trust 2
1.38%, 03/22/23 (Call 12/22/22)^(a)	EUR		150		176,540
1.45%, 03/28/29 (Call 12/28/28)^(a)	EUR		100		121,509
Telstra Corp. Ltd.
1.38%, 03/26/29 (Call 12/26/28)^(a)	EUR		100		122,596
3.50%, 09/21/22^(a)	EUR		428		511,971
4.00%, 09/16/22^(a)	AUD		50		38,739
Toyota Finance Australia Ltd., 0.25%, 04/09/24^(a)	EUR		200		232,943
Transurban Finance Co. Pty Ltd.
2.00%, 08/28/25 (Call 05/28/25)^(a)	EUR		100		122,989
3.00%, 04/08/30 (Call 01/08/30)^(a)	EUR		200		269,262
WestConnex Finance Co. Pty Ltd., 3.15%, 03/31/31 (Call 12/31/30)^(a)	AUD		100		72,360
Westfield America Management Ltd.
2.13%, 03/30/25 (Call 01/30/25)^(a)	GBP		200		276,327
2.63%, 03/30/29 (Call 12/30/28)^(a)	GBP		100		138,070
Westpac Banking Corp.
0.38%, 03/05/23^(a)	EUR		200		233,443
0.38%, 04/02/26^(a)	EUR		300		351,548
0.50%, 05/17/24^(a)	EUR		200		234,839
0.50%, 01/16/25^(a)	EUR		200		235,160
0.77%, 05/13/31 (Call 05/13/26)^(a)(b)	EUR		150		171,149
1.13%, 09/05/27^(a)	EUR		320		387,528
3.25%, 11/16/23	AUD		100		78,275
Woolworths Group Ltd., 2.80%, 05/20/30^(a)	AUD		200		146,585


					14,990,634

Austria — 0.3%
Autobahnen- und Schnellstrassen-Finanzierungs-AG
0.25%, 10/18/24^(a)	EUR		400		467,741
0.63%, 09/15/22^(a)	EUR		100		116,759
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
0.00%, 09/23/30^(a)(c)	EUR		100		113,221
0.10%, 05/12/31^(a)	EUR		200		227,270
0.63%, 06/19/34^(a)	EUR		200		238,284
Erste Group Bank AG
0.00%, 09/11/29^(a)(c)	EUR		200		228,206
0.25%, 01/27/31^(a)	EUR		400		447,927
0.63%, 04/17/26^(a)	EUR		200		237,653
1.00%, 06/10/30 (Call 06/10/25)^(a)(b)	EUR		200		232,555
Heta Asset Resolution AG, 2.38%, 12/13/22^(a)	EUR		100		119,091
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG, 0.38%, 04/04/23^(a)	EUR		200		233,625
Hypo Vorarlberg Bank AG, 0.63%, 07/17/26^(a)	EUR		300		356,150
JAB Holdings BV
1.00%, 12/20/27^(a)	EUR		200		234,092
1.75%, 05/25/23^(a)	EUR		300		357,523
1.75%, 06/25/26^(a)	EUR		300		365,555
2.25%, 12/19/39^(a)	EUR		100		121,415
Series 11Y, 2.50%, 06/25/29^(a)	EUR		100		127,802
OeBB Infrastruktur AG
1.00%, 11/18/24^(a)	EUR		750		896,877
3.38%, 05/18/32^(a)	EUR		50		75,768


Security		Par (000)		Value

Austria (continued)
OeBB-Infrastruktur AG
2.25%, 07/04/23^(a)	EUR		500	$	603,276
3.00%, 10/24/33	EUR		100		150,710
Oesterreichische Kontrollbank AG
0.25%, 09/26/24^(a)	EUR		200		233,859
1.13%, 12/15/22	GBP		200		275,251
OMV AG
1.88%, 12/04/28^(a)	EUR		200		254,116
2.00%, 04/09/28^(a)	EUR		530		675,130
2.88%, (Call 03/19/24)^(a)(b)(d)	EUR		300		364,140
Raiffeisen Bank International AG, 1.50%, 03/12/30 (Call 03/12/25)^(a)(b)	EUR		200		233,669
Raiffeisenlandesbank Niederoesterreich-Wien AG
0.38%, 09/13/24^(a)	EUR		300		351,704
0.63%, 08/28/26	EUR		100		118,916
Raiffeisenlandesbank Oberoesterreich AG, 0.50%, 01/22/35^(a)	EUR		200		234,150
Raiffeisen-Landesbank Steiermark AG, 1.38%, 05/11/33^(a)	EUR		100		128,729
Raiffeisenlandesbank Vorarlberg Waren-Und Revisionsverband registrierte GenmbH, 0.38%, 11/13/34	EUR		200		229,988
Telekom Finanzmanagement GmbH, 1.50%, 12/07/26 (Call 09/07/26)^(a)	EUR		200		245,590
UniCredit Bank Austria AG
0.25%, 06/21/30^(a)	EUR		100		115,802
0.63%, 03/20/29^(a)	EUR		200		239,003
0.75%, 02/25/25^(a)	EUR		300		356,292
UNIQA Insurance Group AG, 6.00%, 07/27/46 (Call 07/27/26)^(a)(b)	EUR		100		142,171
Verbund AG, 1.50%, 11/20/24^(a)	EUR		200		242,559
Vienna Insurance Group AG Wiener Versicherung Gruppe, 1.00%, 03/26/36 (Call 12/26/35)^(a)	EUR		100		115,936
Volksbank Wien AG, 0.13%, 11/19/29	EUR		200		229,373


					10,737,878

Belgium — 0.2%
Ageas SA/NV, 1.88%, 11/24/51 (Call 05/24/31)^(a)(b)	EUR		100		115,452
Anheuser-Busch InBev Finance Inc., Series MPLE, 4.32%, 05/15/47 (Call 11/15/46)	CAD		100		84,452
Anheuser-Busch InBev SA/NV
1.15%, 01/22/27 (Call 10/22/26)^(a)	EUR		600		722,537
1.50%, 04/18/30^(a)	EUR		340		417,208
2.13%, 12/02/27 (Call 09/02/27)^(a)	EUR		100		127,108
2.25%, 05/24/29^(a)	GBP		150		211,811
2.70%, 03/31/26^(a)	EUR		100		129,027
2.75%, 03/17/36^(a)	EUR		270		372,113
2.85%, 05/25/37^(a)	GBP		260		384,652
2.88%, 04/02/32 (Call 01/02/32)^(a)	EUR		350		481,482
3.70%, 04/02/40 (Call 10/02/39)^(a)	EUR		250		390,763
Argenta Spaarbank NV, 1.00%, 01/29/27^(a)	EUR		100		117,601
Belfius Bank SA
0.00%, 08/28/26^(a)(c)	EUR		200		227,926
0.13%, 09/14/26^(a)	EUR		200		232,303
0.38%, 10/24/23^(a)	EUR		200		234,055
0.38%, 02/13/26^(a)	EUR		200		231,151
BNP Paribas Fortis SA, 0.63%, 10/04/25^(a)	EUR		100		118,529
Elia Group SA/NV, 1.50%, 09/05/28 (Call 06/05/28)^(a)	EUR		200		246,473
Elia Transmission Belgium SA, 0.88%, 04/28/30 (Call 01/28/30)^(a)	EUR		100		117,889


Security		Par (000)		Value

Belgium (continued)
Euroclear Bank SA
0.13%, 07/07/25^(a)	EUR		200	$	231,406
0.50%, 07/10/23^(a)	EUR		185		216,713
Euroclear Investments SA, 1.50%, 04/11/30^(a)	EUR		200		249,768
Flemish Community (The), 0.38%, 10/13/26^(a)	EUR		100		118,075
FLUVIUS System Operator CVBA
1.75%, 12/04/26^(a)	EUR		300		374,617
2.88%, 05/07/29^(a)	EUR		100		136,443
Groupe Bruxelles Lambert SA, 1.88%, 06/19/25 (Call 03/19/25)^(a)	EUR		200		245,675
ING Belgium SA
0.00%, 02/20/30^(a)(c)	EUR		200		227,424
0.75%, 09/28/26^(a)	EUR		400		479,074
KBC Bank NV
0.45%, 01/22/22^(a)	EUR		100		115,864
2.00%, 01/31/23^(a)	EUR		500		595,606
KBC Group NV
0.38%, 06/16/27 (Call 06/16/26)^(a)(b)	EUR		400		462,779
0.75%, 10/18/23^(a)	EUR		300		353,406
0.75%, 01/24/30^(a)	EUR		100		116,781
Solvay SA, 2.75%, 12/02/27 (Call 09/02/27)^(a)	EUR		200		261,249


					9,147,412

Bermuda — 0.0%
PartnerRe Ireland Finance DAC, 1.25%, 09/15/26^(a)	EUR		200		239,343


Canada — 1.4%
407 International Inc.
1.80%, 05/22/25 (Call 04/22/25)^(e)	CAD		200		161,563
2.43%, 05/04/27 (Call 02/04/27)	CAD		200		163,594
2.47%, 09/08/22 (Call 08/08/22)	CAD		300		244,715
2.84%, 03/07/50 (Call 09/07/49)	CAD		200		145,549
3.67%, 03/08/49 (Call 09/08/48)	CAD		200		169,653
3.83%, 05/11/46 (Call 11/11/45)	CAD		200		173,332
3.98%, 09/11/52 (Call 06/11/52)	CAD		25		22,252
Aeroports de Montreal
3.03%, 04/21/50 (Call 10/21/49)	CAD		150		114,265
Series I, 5.47%, 04/16/40	CAD		150		157,798
AIMCo Realty Investors LP, Series 4, 2.71%, 06/01/29 (Call 03/01/29)	CAD		200		163,334
Alberta Powerline LP, 4.07%, 12/01/53	CAD		198		175,039
Alectra Inc.
1.75%, 02/11/31 (Call 11/11/30)	CAD		200		151,231
Series A, 2.49%, 05/17/27 (Call 02/17/27)	CAD		150		123,270
Algonquin Power Co., 4.60%, 01/29/29 (Call 10/29/28)	CAD		100		90,776
Alimentation Couche-Tard Inc., 3.06%, 07/26/24 (Call 05/26/24)	CAD		150		125,044
Allied Properties Real Estate Investment Trust, 3.13%, 05/15/28 (Call 03/15/28)	CAD		200		163,835
AltaGas Ltd.
2.16%, 06/10/25 (Call 05/10/25)	CAD		200		161,387
2.17%, 03/16/27 (Call 01/16/27)	CAD		400		315,097
3.98%, 10/04/27 (Call 07/04/27)	CAD		150		129,192
AltaLink LP
3.67%, 11/06/23	CAD		200		168,812
3.72%, 12/03/46 (Call 06/03/46)	CAD		50		43,399
3.99%, 06/30/42	CAD		200		179,389
4.09%, 06/30/45 (Call 12/30/44)^(a)	CAD		100		91,513


Security		Par (000)		Value

Canada (continued)
Bank of Montreal
0.20%, 01/26/23^(a)	EUR		650	$	756,817
0.25%, 01/10/24^(a)	EUR		100		116,690
1.55%, 05/28/26 (Call 04/28/26)	CAD		150		118,153
2.08%, 06/17/30 (Call 06/17/25)^(b)	CAD		200		161,113
2.27%, 07/11/22	CAD		350		286,145
2.28%, 07/29/24	CAD		200		164,090
2.70%, 09/11/24	CAD		200		166,839
2.70%, 12/09/26	CAD		50		41,843
2.85%, 03/06/24	CAD		500		415,518
2.89%, 06/20/23	CAD		400		332,065
3.19%, 03/01/28	CAD		500		429,032
Bank of Nova Scotia (The)
0.00%, 01/14/27^(a)(c)	EUR		300		345,222
0.25%, 01/11/24^(a)	EUR		150		175,085
0.38%, 03/10/23^(a)	EUR		150		175,148
0.38%, 10/23/23^(a)	EUR		300		350,975
0.50%, 04/30/24^(a)	EUR		226		264,880
1.83%, 04/27/22	CAD		300		244,155
1.90%, 12/02/21	CAD		100		80,910
2.16%, 02/03/25	CAD		200		163,230
2.29%, 06/28/24	CAD		350		288,725
2.38%, 05/01/23	CAD		200		164,147
2.84%, 07/03/29 (Call 07/03/24)^(b)	CAD		800		661,254
2.98%, 04/17/23	CAD		300		248,860
3.10%, 02/02/28	CAD		400		341,209
BCI QuadReal Realty
1.07%, 02/04/26 (Call 01/04/26)	CAD		100		77,639
1.75%, 07/24/30 (Call 04/24/30)	CAD		200		150,991
bcIMC Realty Corp., 3.00%, 03/31/27 (Call 12/31/26)	CAD		100		83,939
Bell Canada
3.00%, 03/17/31 (Call 12/17/30)	CAD		100		80,932
4.05%, 03/17/51 (Call 09/17/50)	CAD		200		162,133
Bell Canada Inc.
2.50%, 05/14/30 (Call 02/14/30)	CAD		200		157,135
2.75%, 01/29/25 (Call 12/29/24)	CAD		300		248,462
2.90%, 09/10/29 (Call 06/10/29)	CAD		200		163,217
3.50%, 09/30/50 (Call 03/30/50)	CAD		200		147,059
Bell Telephone Co of Canada or Bell Canada (The)
2.70%, 02/27/24 (Call 12/27/23)	CAD		200		165,124
3.55%, 03/02/26 (Call 12/02/25)	CAD		100		84,950
3.60%, 09/29/27 (Call 06/29/27)	CAD		200		170,889
3.80%, 08/21/28 (Call 05/21/28)	CAD		100		86,679
4.35%, 12/18/45 (Call 06/18/45)^(a)	CAD		200		169,674
Series M-26, 3.35%, 03/22/23 (Call 12/22/22)	CAD		100		82,635
British Columbia Ferry Services Inc., Series 19-1, 2.79%, 10/15/49 (Call 04/15/49)	CAD		100		74,766
Brookfield Asset Management Inc., 4.82%, 01/28/26 (Call 10/28/25)	CAD		200		177,392
Brookfield Infrastructure Finance ULC
3.41%, 10/09/29 (Call 07/09/29)	CAD		200		166,015
4.19%, 09/11/28 (Call 06/11/28)	CAD		100		87,339
Brookfield Renewable Partners ULC
3.75%, 06/02/25 (Call 03/02/25)	CAD		200		170,322
4.25%, 01/15/29 (Call 10/15/28)	CAD		200		177,857
Bruce Power LP
3.97%, 06/23/26 (Call 03/23/26)	CAD		200		172,749
4.01%, 06/21/29 (Call 03/21/29)	CAD		100		87,289
4.13%, 06/21/33 (Call 03/21/33)	CAD		100		87,718


Security		Par (000)		Value

Canada (continued)
Canadian Imperial Bank of Commerce
0.04%, 07/09/27^(a)	EUR		200	$	230,252
0.38%, 05/03/24^(a)	EUR		300		350,237
0.75%, 03/22/23^(a)	EUR		340		398,908
1.96%, 04/21/31 (Call 04/21/26)^(b)	CAD		200		158,504
2.00%, 04/17/25	CAD		200		162,127
2.04%, 03/21/22	CAD		100		81,328
2.35%, 08/28/24	CAD		700		574,802
2.47%, 12/05/22	CAD		200		164,405
2.95%, 06/19/29 (Call 06/19/24)^(b)	CAD		200		165,675
2.97%, 07/11/23	CAD		200		166,349
3.30%, 05/26/25	CAD		200		170,751
3.45%, 04/04/28 (Call 04/04/23)^(b)	CAD		500		414,859
Canadian National Railway Co.
3.05%, 02/08/50 (Call 08/08/49)	CAD		200		149,384
3.20%, 07/31/28 (Call 04/30/28)	CAD		500		423,380
Canadian Natural Resources Ltd.
2.50%, 01/17/28 (Call 11/17/27)	CAD		200		160,103
3.42%, 12/01/26 (Call 09/01/26)	CAD		100		84,333
Canadian Pacific Railway Co., 3.15%, 03/13/29 (Call 12/13/28)	CAD		100		83,562
Canadian Tire Corp. Ltd., 3.17%, 07/06/23 (Call 06/06/23)	CAD		200		165,766
Canadian Western Bank, 2.60%, 09/06/24 (Call 08/06/24)	CAD		400		329,379
Capital Power Corp., 4.42%, 02/08/30 (Call 11/08/29)	CAD		100		87,878
Cenovus Energy Inc.
3.55%, 03/12/25 (Call 12/12/24)	CAD		200		168,352
3.60%, 03/10/27 (Call 12/10/26)	CAD		200		168,833
Central 1 Credit Union, 1.32%, 01/29/26	CAD		200		156,130
Choice Properties Real Estate Investment Trust, Series J, 3.55%, 01/10/25 (Call 11/10/24)	CAD		600		506,951
CI Financial Corp., 3.22%, 07/22/24 (Call 06/22/24)	CAD		100		83,714
CPPIB Capital Inc.
0.38%, 06/20/24^(a)	EUR		750		878,990
1.50%, 03/04/33^(a)	EUR		500		642,794
CU Inc.
2.96%, 09/07/49 (Call 03/07/49)	CAD		200		150,233
3.55%, 11/22/47 (Call 05/22/47)	CAD		200		166,984
3.96%, 07/27/45 (Call 01/27/45)	CAD		25		22,196
4.54%, 10/24/41	CAD		200		190,336
4.72%, 09/09/43 (Call 03/09/43)	CAD		100		97,702
5.18%, 11/21/35	CAD		100		99,805
Enbridge Gas Inc.
2.90%, 04/01/30 (Call 01/01/30)	CAD		400		330,992
3.20%, 09/15/51 (Call 03/15/51)	CAD		200		155,265
3.51%, 11/29/47 (Call 05/29/47)	CAD		200		164,733
4.00%, 08/22/44 (Call 02/22/44)^(a)	CAD		50		44,159
4.88%, 06/21/41 (Call 12/21/40)	CAD		150		146,554
Enbridge Inc.
2.99%, 10/03/29 (Call 07/03/29)	CAD		400		325,611
3.95%, 11/19/24 (Call 08/19/24)	CAD		400		341,218
4.24%, 08/27/42	CAD		100		81,430
Enbridge Pipelines Inc.
3.45%, 09/29/25 (Call 06/29/25)	CAD		150		127,542
3.52%, 02/22/29 (Call 11/22/28)	CAD		400		341,328
4.20%, 05/12/51 (Call 11/12/50)	CAD		100		82,193
4.33%, 02/22/49 (Call 08/22/48)	CAD		100		84,084
5.33%, 04/06/40	CAD		50		47,193


Security		Par (000)		Value

Canada (continued)
EPCOR Utilities Inc.
3.11%, 07/08/49 (Call 01/08/49)	CAD		100	$	77,045
3.55%, 11/27/47 (Call 05/27/47)	CAD		100		83,675
Fairfax Financial Holdings Ltd.
2.75%, 03/29/28 (Call 12/29/27)^(a)	EUR		100		126,165
3.95%, 03/03/31 (Call 12/03/30)	CAD		100		82,742
4.23%, 06/14/29 (Call 03/14/29)	CAD		100		85,388
Federation des Caisses Desjardins du Quebec
0.00%, 04/08/26^(a)(c)	EUR		100		115,489
0.05%, 11/26/27^(a)	EUR		200		230,023
0.38%, 05/30/23^(a)	EUR		300		350,570
1.59%, 09/10/26	CAD		200		157,078
1.99%, 05/28/31 (Call 05/28/26)^(b)	CAD		150		118,615
2.09%, 01/17/22	CAD		200		162,195
2.86%, 05/26/30 (Call 05/26/25)^(b)	CAD		200		165,023
Finning International Inc., 2.63%, 08/14/26 (Call 06/14/26)	CAD		200		162,025
First Capital REIT Trust
Series R, 4.79%, 08/30/24	CAD		200		172,456
Series V, 3.46%, 01/22/27 (Call 11/22/26)	CAD		100		82,397
Fortis Inc./Canada, 2.85%, 12/12/23 (Call 10/12/23)	CAD		50		41,426
FortisAlberta Inc., 3.73%, 09/18/48 (Call 03/18/48)	CAD		100		86,126
FortisBC Energy Inc.
2.82%, 08/09/49 (Call 02/09/49)	CAD		100		74,048
3.67%, 04/09/46 (Call 10/08/45)	CAD		200		172,017
Granite REIT Holdings LP
2.19%, 08/30/28 (Call 06/30/28)	CAD		200		157,188
Series 3, 3.87%, 11/30/23 (Call 09/30/23)	CAD		50		42,084
Greater Toronto Airports Authority
2.75%, 10/17/39 (Call 04/17/39)	CAD		200		152,729
3.26%, 06/01/37 (Call 12/01/36)	CAD		350		288,408
Great-West Lifeco Inc.
2.50%, 04/18/23^(a)	EUR		100		120,066
2.98%, 07/08/50 (Call 01/08/50)	CAD		200		145,936
3.34%, 02/28/28 (Call 11/28/27)	CAD		200		170,257
H&R Real Estate Investment Trust
2.91%, 06/02/26 (Call 05/02/26)	CAD		200		163,487
4.07%, 06/16/25 (Call 05/16/25)	CAD		100		85,570
Holding d’Infrastructures de Transport SASU, 1.63%, 09/18/29 (Call 06/18/29)^(a)	EUR		200		241,544
Honda Canada Finance Inc.
1.65%, 02/25/28	CAD		200		154,463
3.18%, 08/28/23	CAD		200		166,547
HSBC Bank Canada
2.17%, 06/29/22	CAD		150		122,448
2.54%, 01/31/23	CAD		200		164,622
3.25%, 09/15/23	CAD		300		250,268
Hydro One Inc.
2.77%, 02/24/26 (Call 11/26/25)	CAD		150		125,255
2.97%, 06/26/25 (Call 04/26/25)	CAD		150		126,121
3.64%, 04/05/50 (Call 10/05/49)	CAD		300		256,707
3.72%, 11/18/47 (Call 05/18/47)	CAD		50		43,272
3.91%, 02/23/46 (Call 08/23/45)	CAD		200		177,379
4.59%, 10/09/43 (Call 04/09/43)	CAD		200		193,394
6.93%, 06/01/32	CAD		130		143,155
Hydro One Ltd., 1.41%, 10/15/27 (Call 08/15/27)	CAD		400		307,524
iA Financial Corp. Inc., 2.40%, 02/21/30 (Call 02/21/25)*^(b)*	CAD		200		163,177
IGM Financial Inc., 4.12%, 12/09/47 (Call 06/09/47)	CAD		200		173,985


Security		Par (000)		Value

Canada (continued)
Intact Financial Corp.
2.18%, 05/18/28 (Call 03/18/28)	CAD		100	$	79,513
2.85%, 06/07/27 (Call 03/07/27)^(a)	CAD		200		165,629
3.77%, 05/20/53 (Call 11/20/52)	CAD		100		83,938
Inter Pipeline Ltd.
3.17%, 03/24/25 (Call 12/24/24)	CAD		200		164,779
3.48%, 12/16/26 (Call 09/16/26)	CAD		100		82,517
Keyera Corp., 3.93%, 06/21/28 (Call 03/21/28)	CAD		200		170,611
Laurentian Bank of Canada, 3.45%, 06/27/23	CAD		200		166,728
Liberty Utilities Canada LP, 3.32%, 02/14/50 (Call 08/14/49)	CAD		100		76,813
Loblaw Companies Ltd.
2.28%, 05/07/30 (Call 02/07/30)	CAD		200		155,344
4.49%, 12/11/28 (Call 09/11/28)	CAD		150		135,446
Lower Mattagami Energy LP, 3.42%, 06/20/24	CAD		300		254,173
Magna International Inc., 1.90%, 11/24/23 (Call 08/24/23)	EUR		300		360,103
Manufacturers life Insurance Co. (The), 3.18%, 11/22/27 (Call 11/22/22)^(a)(b)	CAD		50		41,312
Manulife Bank of Canada, 1.54%, 09/14/26	CAD		300		235,469
Manulife Financial Corp.
2.82%, 05/13/35 (Call 05/13/30)^(b)	CAD		200		161,049
3.05%, 08/20/29 (Call 08/20/24)^(b)	CAD		50		41,618
3.32%, 05/09/28 (Call 05/09/23)^(b)	CAD		500		414,807
Metro Inc., 3.39%, 12/06/27 (Call 09/06/27)	CAD		150		127,092
Metro Inc./CN, 4.27%, 12/04/47 (Call 06/04/47)	CAD		100		86,575
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 1.25%, 05/26/41 (Call 11/26/30)^(a)(b)	EUR		100		114,820
National Bank of Canada
0.00%, 09/29/23^(a)(c)	EUR		100		116,139
0.38%, 01/15/24^(a)	EUR		300		351,104
1.53%, 06/15/26	CAD		100		78,710
1.57%, 08/18/26 (Call 08/18/25)^(b)	CAD		200		159,211
2.11%, 03/18/22	CAD		100		81,332
2.55%, 07/12/24	CAD		300		247,864
NAV Canada
2.06%, 05/29/30 (Call 02/28/30)	CAD		200		156,820
3.21%, 09/29/50 (Call 03/29/50)	CAD		100		81,507
North West Redwater Partnership/NWR Financing Co. Ltd.
2.80%, 06/01/31 (Call 03/01/31)^(a)	CAD		400		318,242
4.05%, 07/22/44 (Call 01/24/44)^(a)	CAD		150		126,778
Series G, 4.75%, 06/01/37 (Call 12/01/36)^(a)	CAD		50		46,017
Series J, 2.80%, 06/01/27 (Call 03/01/27)	CAD		200		164,496
Series K, 3.65%, 06/01/35 (Call 12/01/34)	CAD		200		165,483
Nouvelle Autoroute 30 Financement Inc., Series C, 3.75%, 03/31/33	CAD		147		123,498
Nova Scotia Power Inc.
3.31%, 04/25/50 (Call 10/25/49)	CAD		150		117,598
4.50%, 07/20/43 (Call 01/20/43)	CAD		100		93,293
OMERS Realty Corp.
1.30%, 09/22/23	CAD		200		160,997
3.63%, 06/05/30 (Call 03/05/30)	CAD		200		174,525
Ontario Power Generation Inc.
2.98%, 09/13/29 (Call 06/13/29)	CAD		300		249,257
3.65%, 09/13/50 (Call 03/13/50)	CAD		100		83,058
4.25%, 01/18/49 (Call 07/18/48)	CAD		100		91,586
Pembina Pipeline Corp. 2.99%, 01/22/24 (Call 11/22/23)	CAD		200		165,632


Security		Par (000)		Value

Canada (continued)
3.31%, 02/01/30 (Call 11/01/29)	CAD		400	$	328,578
3.62%, 04/03/29 (Call 01/03/29)^(a)	CAD		250		211,029
4.02%, 03/27/28 (Call 12/27/27)^(a)	CAD		200		172,358
4.75%, 04/30/43 (Call 10/30/42)	CAD		100		84,760
4.81%, 03/25/44 (Call 09/25/43)^(a)	CAD		25		21,355
Series 11, 4.75%, 03/26/48 (Call 09/26/47)	CAD		150		127,671
Power Corp. of Canada, 4.46%, 07/27/48 (Call 01/27/48)	CAD		100		92,968
Reliance LP
2.67%, 08/01/28 (Call 06/01/28)	CAD		100		79,536
3.75%, 03/15/26 (Call 01/15/26)	CAD		200		169,355
RioCan Real Estate Investment Trust, 2.58%, 02/12/25 (Call 01/12/25)	CAD		400		327,608
Rogers Communications Inc.
3.25%, 05/01/29 (Call 02/01/29)	CAD		300		246,276
6.11%, 08/25/40 (Call 02/25/40)	CAD		25		24,852
6.56%, 03/22/41 (Call 09/22/40)	CAD		200		209,955
Royal Bank of Canada
0.05%, 06/19/26^(a)	EUR		200		231,094
0.13%, 03/25/25^(a)	EUR		200		232,474
0.25%, 01/29/24^(a)	EUR		500		583,682
0.25%, 05/02/24^(a)	EUR		600		698,968
0.63%, 09/10/25^(a)	EUR		200		236,813
1.13%, 12/15/25^(a)	GBP		400		540,900
1.67%, 01/28/33 (Call 01/28/28)^(b)	CAD		200		152,429
1.94%, 05/01/25	CAD		150		121,337
1.97%, 03/02/22^(a)	CAD		500		406,149
2.09%, 06/30/30 (Call 06/30/25)^(b)	CAD		200		161,052
2.33%, 12/05/23	CAD		150		123,675
2.33%, 01/28/27	CAD		200		162,078
2.61%, 11/01/24	CAD		500		413,979
2.95%, 05/01/23	CAD		400		331,823
3.30%, 09/26/23	CAD		300		250,746
Saputo Inc.
1.42%, 06/19/26 (Call 05/19/26)	CAD		200		155,226
2.83%, 11/21/23 (Call 09/21/23)	CAD		100		82,531
Shaw Communications Inc.
2.90%, 12/09/30 (Call 09/09/30)	CAD		200		156,855
4.40%, 11/02/28 (Call 08/02/28)	CAD		350		307,885
6.75%, 11/09/39	CAD		50		52,676
Sienna Senior Living Inc., Series A, 3.11%, 11/04/24 (Call 10/04/24)	CAD		200		165,205
SmartCentres Real Estate Investment Trust, 3.53%, 12/20/29 (Call 09/20/29)	CAD		200		166,067
Sun Life Financial Inc.
2.38%, 08/13/29 (Call 08/13/24)^(b)	CAD		400		327,657
3.05%, 09/19/28 (Call 09/19/23)^(b)	CAD		50		41,443
5.40%, 05/29/42 (Call 05/29/37)^(b)	CAD		100		100,853
Suncor Energy Inc.
3.00%, 09/14/26 (Call 06/14/26)	CAD		150		125,026
3.10%, 05/24/29 (Call 02/24/29)	CAD		100		82,501
3.95%, 03/04/51 (Call 09/04/50)	CAD		100		78,614
5.00%, 04/09/30 (Call 01/09/30)	CAD		200		185,260
TELUS Corp.
3.15%, 02/19/30 (Call 11/19/29)	CAD		100		82,322
3.30%, 05/02/29 (Call 02/02/29)	CAD		300		251,441
3.35%, 04/01/24 (Call 01/02/24)	CAD		150		125,538
3.75%, 01/17/25 (Call 10/17/24)	CAD		200		170,166
3.75%, 03/10/26 (Call 12/10/25)	CAD		150		128,409
4.10%, 04/05/51 (Call 10/05/50)	CAD		200		160,821


Security		Par (000)		Value

Canada (continued)
4.75%, 01/17/45 (Call 07/17/44)	CAD		100	$	88,306
4.85%, 04/05/44 (Call 10/05/43)	CAD		100		89,507
5.15%, 11/26/43 (Call 05/26/43)	CAD		100		92,784
Teranet Holdings LP, 6.10%, 06/17/41	CAD		100		99,752
Thomson Reuters Corp., 2.24%, 05/14/25 (Call 04/14/25)	CAD		200		162,723
Toronto Hydro Corp.
2.43%, 12/11/29 (Call 09/11/29)	CAD		200		162,531
2.52%, 08/25/26 (Call 05/25/26)	CAD		200		165,598
3.55%, 07/28/45 (Call 01/28/45)	CAD		200		169,611
Toronto-Dominion Bank (The)
0.00%, 02/09/24^(a)(c)	EUR		200		232,134
0.25%, 04/27/22^(a)	EUR		100		116,024
0.25%, 03/26/24^(a)	EUR		300		350,212
0.38%, 04/27/23^(a)	EUR		300		350,486
0.63%, 07/20/23^(a)	EUR		503		590,824
0.63%, 06/06/25^(a)	EUR		200		236,629
1.13%, 12/09/25	CAD		600		467,889
1.89%, 03/08/28	CAD		200		157,266
1.91%, 07/18/23	CAD		250		204,335
2.50%, 12/02/24	CAD		200		165,110
3.01%, 05/30/23	CAD		200		166,238
3.06%, 01/26/32 (Call 01/26/27)^(b)	CAD		200		166,008
3.11%, 04/22/30 (Call 04/22/25)^(b)	CAD		200		166,978
3.23%, 07/24/24	CAD		650		549,370
3.59%, 09/14/28 (Call 09/14/23)^(b)	CAD		200		167,240
4.86%, 03/04/31 (Call 03/04/26)^(b)	CAD		200		178,458
Series 28, 0.10%, 07/19/27^(a)	EUR		400		462,141
Toyota Credit Canada Inc.
2.31%, 10/23/24^(a)	CAD		200		164,194
2.35%, 07/18/22	CAD		100		81,718
3.04%, 07/12/23	CAD		200		166,065
TransCanada PipeLines Ltd.
2.97%, 06/09/31 (Call 03/09/31)	CAD		200		159,716
3.00%, 09/18/29 (Call 06/18/29)^(a)	CAD		400		326,781
3.30%, 07/17/25 (Call 04/17/25)^(a)	CAD		300		252,852
3.39%, 03/15/28 (Call 12/15/27)	CAD		150		126,001
4.18%, 07/03/48 (Call 01/03/48)^(a)	CAD		200		161,366
4.34%, 10/15/49 (Call 04/15/49)	CAD		200		165,343
4.35%, 06/06/46 (Call 12/06/45)	CAD		250		206,854
Vancouver Airport Authority
1.76%, 09/20/30 (Call 06/20/30)	CAD		200		151,715
2.80%, 09/21/50 (Call 03/21/50)	CAD		150		110,202
Westcoast Energy Inc.
3.12%, 12/05/22	CAD		100		82,498
3.77%, 12/08/25 (Call 09/08/25)	CAD		100		85,719
4.79%, 10/28/41	CAD		200		181,540


					54,308,639

China — 0.1%
Bank of China Ltd./Frankfurt, 0.25%, 04/17/22^(a)	EUR		200		231,600
Bright Food Singapore Holdings Pte Ltd., 1.75%, 07/22/25^(a)	EUR		300		357,214
CGNPC International Ltd., 2.00%, 09/11/25^(a)	EUR		200		242,769
China Construction Bank Corp./Luxembourg, 0.05%, 10/22/22^(a)	EUR		650		752,317
Prosus NV, 1.54%, 08/03/28 (Call 05/03/28)^(a)	EUR		200		232,407
State Grid Overseas Investment 2016 Ltd., 1.38%, 05/02/25^(a)	EUR		305		364,695


Security		Par (000)		Value

China (continued)
Three Gorges Finance II Cayman Islands Ltd., 1.30%, 06/21/24^(a)	EUR		155	$	183,387


					2,364,389

Czech Republic — 0.0%
CEZ AS
0.88%, 12/02/26 (Call 09/02/26)^(a)	EUR		200		235,847
3.00%, 06/05/28^(a)	EUR		100		132,058
4.88%, 04/16/25^(a)	EUR		51		68,515
CPI Property Group SA
1.63%, 04/23/27 (Call 01/23/27)^(a)	EUR		200		236,894
2.75%, 01/22/28 (Call 10/22/27)^(a)	GBP		100		137,883
EP Infrastructure AS, 1.66%, 04/26/24 (Call 01/26/24)^(a)	EUR		430		511,888


					1,323,085

Denmark — 0.2%
AP Moller - Maersk A/S, 1.75%, 03/16/26 (Call 12/16/25)^(a)	EUR		200		245,410
Carlsberg Breweries A/S, 0.50%, 09/06/23 (Call 06/06/23)^(a)	EUR		380		444,024
Carlsberg Breweries AS, 0.88%, 07/01/29 (Call 04/01/29)^(a)	EUR		104		122,810
Danfoss Finance 2 Bv Co., 0.75%, 04/28/31 (Call 01/28/31)^(a)	EUR		300		341,848
Danmarks Skibskredit AS, 0.13%, 03/20/25^(a)	EUR		300		345,947
Danske Bank A/S
0.13%, 02/14/22^(a)	EUR		100		115,817
0.50%, 08/27/25 (Call 08/27/24)^(a)(b)	EUR		550		639,831
0.75%, 11/22/27^(a)	EUR		200		239,997
0.88%, 05/22/23^(a)	EUR		400		469,234
1.38%, 02/12/30 (Call 02/12/25)^(a)(b)	EUR		200		234,004
DLR Kredit A/S, Series B, 1.00%, 10/01/22^(a)	DKK		1,500		236,179
ISS Global AS
1.50%, 08/31/27 (Call 05/31/27)^(a)	EUR		200		238,841
2.13%, 12/02/24 (Call 09/02/24)^(a)	EUR		300		365,694
Jyske Realkredit A/S
0.25%, 07/01/23^(a)	EUR		300		349,973
0.38%, 04/01/25^(a)	EUR		300		351,673
0.50%, 10/01/26^(a)	EUR		100		118,075
Nordea Kredit Realkreditaktieselskab
Series C2, 3.00%, 10/01/44	DKK		52		8,816
Series CT2, 1.00%, 10/01/22^(a)	DKK		1,500		236,149
Nykredit Realkredit A/S
0.63%, 01/17/25^(a)	EUR		100		117,164
0.75%, 01/20/27	EUR		400		467,755
Orsted A/S
1.50%, 11/26/29 (Call 08/26/29)^(a)	EUR		380		472,533
2.13%, 05/17/27 (Call 02/17/27)^(a)	GBP		450		637,489
5.75%, 04/09/40^(a)	GBP		50		109,330


					6,908,593

Finland — 0.2%
Citycon Treasury BV, 2.38%, 01/15/27 (Call 10/15/26)^(a)	EUR		227		276,189
Danske Mortgage Bank PLC, 0.00%, 01/14/28^(a)(c)	EUR		200		230,157
Fortum OYJ, 1.63%, 02/27/26 (Call 11/27/25)^(a)	EUR		300		365,378
Nordea Bank Abp
0.38%, 05/28/26^(a)	EUR		540		633,067
0.50%, 05/14/27^(a)	EUR		200		234,723
0.88%, 06/26/23^(a)	EUR		250		294,159
1.00%, 02/22/23^(a)	EUR		221		259,985


Security		Par (000)		Value

Finland (continued)
Nordea Kiinnitysluottopankki OYJ
0.13%, 06/18/27^(a)	EUR		350	$	406,886
0.25%, 02/28/23^(a)	EUR		400		466,515
0.25%, 11/21/23^(a)	EUR		200		233,711
0.25%, 03/18/26^(a)	EUR		500		585,190
1.38%, 02/28/33^(a)	EUR		100		129,212
Series FI43, 1.00%, 11/05/24^(a)	EUR		150		179,500
OP Corporate Bank PLC
0.13%, 07/01/24^(a)	EUR		400		465,480
0.38%, 10/11/22^(a)	EUR		100		116,494
0.38%, 08/29/23^(a)	EUR		350		409,564
0.50%, 08/12/25^(a)	EUR		700		822,681
OP Mortgage Bank
0.25%, 03/13/24^(a)	EUR		100		116,934
0.63%, 09/01/25^(a)	EUR		490		581,740
0.63%, 02/15/29^(a)	EUR		700		839,035
Sampo Oyj
2.25%, 09/27/30 (Call 06/27/30)^(a)	EUR		100		132,587
2.50%, 09/03/52 (Call 06/03/32)^(a)(b)	EUR		100		121,398
3.38%, 05/23/49 (Call 05/23/29)^(a)(b)	EUR		110		143,518
SATO Oyj, 1.38%, 02/24/28 (Call 11/24/27)^(a)	EUR		100		118,875
Stora Enso OYJ, 2.50%, 03/21/28 (Call 12/21/27)^(a)	EUR		100		129,021


					8,291,999

France — 3.2%
Aeroports de Paris
2.13%, 10/11/38 (Call 07/11/38)^(a)	EUR		100		133,284
2.75%, 06/05/28^(a)	EUR		400		539,981
2.75%, 04/02/30 (Call 01/02/30)^(a)	EUR		500		671,728
3.13%, 06/11/24^(a)	EUR		200		251,696
Air Liquide Finance SA
0.63%, 06/20/30 (Call 03/20/30)^(a)	EUR		300		354,839
1.88%, 06/05/24^(a)	EUR		200		243,803
Airbus Finance BV, 0.88%, 05/13/26 (Call 02/13/26)^(a)	EUR		200		237,442
Airbus SE
1.63%, 06/09/30 (Call 03/09/30)^(a)	EUR		300		371,905
2.00%, 04/07/28 (Call 01/07/28)^(a)	EUR		100		125,985
2.38%, 04/07/32 (Call 01/07/32)^(a)	EUR		380		499,554
ALD SA, 1.25%, 10/11/22^(a)	EUR		100		117,325
Alstom SA, 0.00%, 01/11/29 (Call 10/11/28)^(a)(c)	EUR		200		221,929
Altarea SCA, 1.88%, 01/17/28 (Call 10/17/27)^(a)	EUR		200		235,586
APRR SA
1.25%, 01/06/27 (Call 10/06/26)^(a)	EUR		200		244,478
1.25%, 01/14/27 (Call 10/14/26)^(a)	EUR		100		121,997
1.63%, 01/13/32 (Call 10/13/31)^(a)	EUR		100		128,444
1.88%, 01/15/25 (Call 10/15/24)^(a)	EUR		400		489,436
Arkea Home Loans SFH SA
0.75%, 10/05/27^(a)	EUR		200		240,201
2.38%, 07/11/23^(a)	EUR		100		120,864
Arkea Public Sector SCF SA, 0.13%, 01/15/30^(a)	EUR		200		229,494
Arkema SA
0.75%, 12/03/29 (Call 09/03/29)^(a)	EUR		100		118,505
1.50%, (Call 10/21/25)^(a)(b)(d)	EUR		100		116,346
1.50%, 04/20/27 (Call 01/20/27)^(a)	EUR		200		245,779
Atos SE, 1.75%, 05/07/25 (Call 02/07/25)^(a)	EUR		300		360,034
Autoroutes du Sud de la France SA
1.13%, 04/20/26 (Call 01/20/26)^(a)	EUR		500		604,993
1.38%, 06/27/28 (Call 03/27/28)^(a)	EUR		200		248,184
1.38%, 02/21/31 (Call 11/21/30)^(a)	EUR		300		374,839
5.63%, 07/04/22	EUR		300		361,029


Security		Par (000)		Value

France (continued)
AXA Bank Europe SCF
0.13%, 03/14/22^(a)	EUR		100	$	115,887
0.50%, 04/18/25^(a)	EUR		400		471,130
1.38%, 04/18/33^(a)	EUR		300		386,307
AXA Home Loan SFH SA, 0.00%, 10/16/29^(a)(c)	EUR		300		341,397
AXA SA
1.38%, 10/07/41 (Call 04/07/31)^(a)(b)	EUR		200		227,725
3.25%, 05/28/49 (Call 05/28/29)^(a)(b)	EUR		350		456,231
3.94%, (Call 11/07/24)^(a)(b)(d)	EUR		468		593,177
5.45%, (Call 03/04/26)^(a)(b)(d)	GBP		200		310,401
6.69%, (Call 07/06/26)^(b)(d)	GBP		50		82,626
Banque Federative du Credit Mutuel SA
0.00%, 05/11/26^(a)(c)	EUR		200		228,659
0.50%, 11/16/22^(a)	EUR		800		933,983
0.63%, 11/03/28^(a)	EUR		300		344,886
0.63%, 02/21/31^(a)	EUR		200		226,398
0.75%, 06/08/26^(a)	EUR		500		591,265
0.75%, 01/17/30^(a)	EUR		500		576,023
1.25%, 01/14/25^(a)	EUR		300		360,336
1.25%, 12/05/25^(a)	GBP		300		407,170
1.63%, 01/19/26^(a)	EUR		100		122,566
1.63%, 11/15/27^(a)	EUR		200		241,012
1.75%, 03/15/29^(a)	EUR		300		372,168
1.88%, 11/04/26^(a)	EUR		100		122,205
2.25%, 12/18/23^(a)	GBP		100		139,951
2.38%, 03/24/26^(a)	EUR		500		622,142
BNP Paribas, 2.54%, 07/13/29 (Call 07/13/28)^(b)	CAD		200		158,129
BNP Paribas Cardif SA, 4.03%, (Call 11/25/25)^(a)(b)(d)	EUR		200		258,687
BNP Paribas Home Loan SFH SA, 0.38%, 07/22/24^(a)	EUR		200		234,462
BNP Paribas SA
0.50%, 02/19/28 (Call 02/19/27)^(a)(b)	EUR		400		458,308
0.50%, 01/19/30 (Call 01/19/29)^(a)(b)	EUR		300		337,617
0.63%, 12/03/32^(a)	EUR		300		332,085
0.75%, 11/11/22^(a)	EUR		350		409,625
1.13%, 10/10/23^(a)	EUR		350		414,715
1.13%, 11/22/23^(a)	EUR		200		237,324
1.13%, 04/17/29 (Call 04/17/28)^(a)(b)	EUR		500		589,444
1.13%, 01/15/32 (Call 01/15/27)^(a)(b)	EUR		300		346,772
1.38%, 05/28/29^(a)	EUR		200		242,032
1.50%, 11/17/25^(a)	EUR		200		242,346
1.88%, 12/14/27^(a)	GBP		100		136,668
2.13%, 01/23/27 (Call 01/23/26)^(a)(b)	EUR		500		616,963
2.38%, 05/20/24^(a)	EUR		550		676,529
2.75%, 01/27/26^(a)	EUR		200		252,424
2.88%, 10/01/26^(a)	EUR		180		230,030
3.38%, 01/23/26^(a)	GBP		200		292,084
Bouygues SA, 1.38%, 06/07/27 (Call 03/07/27)^(a)	EUR		100		123,438
BPCE SA
0.25%, 01/15/26^(a)	EUR		200		231,519
0.25%, 01/14/31^(a)	EUR		100		110,813
0.38%, 10/05/23^(a)	EUR		200		234,083
0.50%, 02/24/27^(a)	EUR		300		345,871
0.63%, 09/26/23^(a)	EUR		300		352,508
0.63%, 09/26/24^(a)	EUR		200		234,876
0.63%, 04/28/25^(a)	EUR		400		470,335
1.00%, 07/15/24^(a)	EUR		1,000		1,190,148
1.13%, 12/14/22^(a)	EUR		400		470,427
1.13%, 01/18/23^(a)	EUR		200		235,049


Security		Par (000)		Value

France (continued)
3.00%, 07/19/24^(a)	EUR		100	$	125,509
5.25%, 04/16/29^(a)	GBP		300		493,368
BPCE SFH SA
0.00%, 11/10/27^(a)(c)	EUR		200		230,106
0.00%, 03/23/28^(a)(c)	EUR		100		114,847
0.00%, 05/27/30^(a)(c)	EUR		200		227,108
0.13%, 12/03/30^(a)	EUR		200		228,615
0.38%, 02/10/23^(a)	EUR		400		467,015
0.38%, 02/21/24^(a)	EUR		400		468,633
0.50%, 01/23/35^(a)	EUR		300		350,858
0.63%, 09/22/27^(a)	EUR		200		238,601
0.63%, 05/29/31^(a)	EUR		200		238,652
0.75%, 09/02/25^(a)	EUR		400		476,378
0.88%, 04/13/28^(a)	EUR		300		363,696
1.00%, 06/08/29^(a)	EUR		200		245,599
1.75%, 06/27/24^(a)	EUR		200		242,889
Caisse de Refinancement de l’Habitat SA
0.00%, 02/07/28^(a)(c)	EUR		400		459,607
0.00%, 10/08/29^(a)(c)	EUR		500		569,804
0.13%, 04/30/27^(a)	EUR		300		348,128
3.60%, 03/08/24	EUR		300		377,870
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
3.38%, 09/24/28^(a)	EUR		200		259,536
6.00%, 01/23/27	EUR		400		573,672
Capgemini SE
0.63%, 06/23/25 (Call 03/23/25)^(a)	EUR		200		235,440
1.13%, 06/23/30 (Call 03/23/30)^(a)	EUR		200		241,165
2.00%, 04/15/29 (Call 01/15/29)^(a)	EUR		200		256,179
2.38%, 04/15/32 (Call 01/15/32)^(a)	EUR		100		133,631
Carmila SA
1.63%, 04/01/29 (Call 01/01/29)^(a)	EUR		100		115,666
2.38%, 09/18/23 (Call 06/18/23)^(a)	EUR		200		240,829
Carrefour SA
1.00%, 05/17/27 (Call 02/17/27)^(a)	EUR		100		119,223
1.25%, 06/03/25 (Call 03/03/25)^(a)	EUR		200		239,650
1.75%, 07/15/22 (Call 04/15/22)^(a)	EUR		400		466,922
1.75%, 05/04/26 (Call 02/04/26)^(a)	EUR		100		122,989
Cie. de Financement Foncier SA
0.00%, 09/25/30^(a)(c)	EUR		200		226,470
0.23%, 09/14/26^(a)	EUR		400		466,857
0.25%, 04/11/23^(a)	EUR		300		349,959
0.38%, 12/11/24^(a)	EUR		300		351,849
0.75%, 05/29/26^(a)	EUR		600		717,127
0.75%, 01/11/28^(a)	EUR		200		240,480
0.88%, 09/11/28^(a)	EUR		400		485,797
1.25%, 11/15/32^(a)	EUR		400		507,863
2.00%, 05/07/24^(a)	EUR		500		609,605
4.00%, 10/24/25^(a)	EUR		400		536,629
Cie. de Saint-Gobain
0.63%, 03/15/24^(a)	EUR		700		823,183
1.88%, 03/15/31^(a)	EUR		200		257,511
4.63%, 10/09/29^(a)	GBP		100		164,285
Cie. Generale des Etablissements Michelin SCA
1.75%, 05/28/27 (Call 02/28/27)^(a)	EUR		100		125,795
1.75%, 09/03/30 (Call 06/03/30)^(a)	EUR		100		128,798
2.50%, 09/03/38 (Call 06/03/38)^(a)	EUR		200		295,827
CNP Assurances
2.75%, 02/05/29	EUR		500		645,643
4.00%, (Call 11/18/24)^(a)(b)(d)	EUR		200		254,112


Security		Par (000)		Value

France (continued)
Coentreprise de Transport d’Electricite SA
0.88%, 09/29/24 (Call 06/29/24)^(a)	EUR		200	$	235,958
1.50%, 07/29/28 (Call 04/29/28)^(a)	EUR		600		737,165
Covivio, 1.50%, 06/21/27 (Call 03/21/27)^(a)	EUR		300		368,954
Credit Agricole Assurances SA
2.00%, 07/17/30^(a)	EUR		200		239,038
4.25%, (Call 01/13/25)^(a)(b)(d)	EUR		100		127,015
4.75%, 09/27/48 (Call 09/27/28)^(a)(b)	EUR		200		278,487
Credit Agricole Home Loan SFH SA
0.00%, 11/03/31^(a)(c)	EUR		300		337,038
0.38%, 09/30/24^(a)	EUR		300		351,777
0.50%, 04/03/25^(a)	EUR		400		471,421
0.63%, 11/28/22^(a)	EUR		700		818,603
0.75%, 05/05/27^(a)	EUR		100		120,022
0.88%, 05/06/34	EUR		200		245,137
1.00%, 01/16/29	EUR		400		490,796
1.38%, 02/03/32^(a)	EUR		200		256,077
1.50%, 02/03/37^(a)	EUR		400		535,357
1.50%, 09/28/38^(a)	EUR		100		135,611
Credit Agricole Public Sector SCF SA
0.00%, 09/13/28^(c)	EUR		200		228,913
0.63%, 03/29/29	EUR		200		238,772
1.88%, 06/07/23^(a)	EUR		200		239,378
Credit Agricole SA
0.88%, 01/14/32^(a)	EUR		100		115,214
1.00%, 04/22/26 (Call 04/22/25)^(a)(b)	EUR		700		828,596
2.00%, 03/25/29^(a)	EUR		400		490,949
2.63%, 03/17/27^(a)	EUR		200		252,912
Series 2, 0.84%, 06/09/27^(a)	JPY		100,000		884,115
Credit Agricole SA/London
0.75%, 12/01/22^(a)	EUR		700		819,849
1.38%, 05/03/27^(a)	EUR		400		489,284
2.38%, 05/20/24^(a)	EUR		800		985,402
Credit Mutuel Arkea SA
1.13%, 05/23/29^(a)	EUR		200		241,548
1.25%, 06/11/29 (Call 06/11/28)^(a)(b)	EUR		200		238,580
1.38%, 01/17/25^(a)	EUR		200		241,188
1.88%, 10/25/29 (Call 10/25/24)^(a)(b)	EUR		200		239,357
3.38%, 03/11/31^(a)	EUR		100		136,861
Credit Mutuel Home Loan SFH SA
0.13%, 01/28/30^(a)	EUR		100		114,821
0.75%, 09/15/27^(a)	EUR		300		360,509
1.00%, 04/30/28^(a)	EUR		200		244,450
1.00%, 01/30/29^(a)	EUR		400		490,703
1.75%, 06/19/24^(a)	EUR		600		728,530
Danone SA
0.71%, 11/03/24 (Call 08/03/24)^(a)	EUR		700		827,690
1.25%, 05/30/24 (Call 02/29/24)^(a)	EUR		300		358,768
Dassault Systemes SE
0.00%, 09/16/24 (Call 06/16/24)^(a)(c)	EUR		100		115,889
0.13%, 09/16/26 (Call 06/16/26)^(a)	EUR		300		346,793
Dexia Credit Local SA
0.00%, 01/21/28^(a)(c)	EUR		200		228,391
0.25%, 06/02/22^(a)	EUR		150		174,185
0.63%, 02/03/24^(a)	EUR		600		706,473
0.63%, 01/17/26^(a)	EUR		200		236,555
1.25%, 11/26/24^(a)	EUR		700		841,293
1.63%, 12/08/23^(a)	GBP		100		138,657
2.13%, 02/12/25^(a)	GBP		100		141,668
Edenred, 1.38%, 03/10/25 (Call 12/10/24)^(a)	EUR		600		720,560


Security		Par (000)		Value

France (continued)
Electricite de France SA
2.00%, 12/09/49 (Call 06/09/49)^(a)	EUR		300	$	381,896
2.75%, 03/10/23^(a)	EUR		600		722,107
2.88%, (Call 12/15/26)^(a)(b)(d)	EUR		200		236,770
4.00%, (Call 07/04/24)^(a)(b)(d)	EUR		400		491,300
4.00%, 11/12/25^(a)	EUR		50		66,697
4.50%, 11/12/40^(a)	EUR		350		627,725
4.63%, 04/26/30^(a)	EUR		150		230,736
5.13%, 09/22/50^(a)	GBP		300		636,606
5.38%, (Call 01/29/25)^(a)(b)(d)	EUR		200		255,975
5.50%, 03/27/37^(a)	GBP		200		384,404
5.50%, 10/17/41^(a)	GBP		200		405,236
5.88%, 07/18/31	GBP		274		500,021
6.00%, (Call 01/29/26)^(a)(b)(d)	GBP		400		596,688
6.13%, 06/02/34^(a)	GBP		400		777,107
ELO SACA, 2.38%, 04/25/25 (Call 01/25/25)^(a)	EUR		600		733,281
Engie SA
0.88%, 03/27/24 (Call 12/27/23)^(a)	EUR		400		472,550
0.88%, 09/19/25 (Call 06/19/25)^(a)	EUR		700		831,372
1.25%, 10/24/41 (Call 07/24/41)^(a)	EUR		200		236,779
1.38%, 06/22/28 (Call 03/22/28)^(a)	EUR		400		489,478
1.38%, 02/28/29 (Call 11/28/28)^(a)	EUR		400		490,898
1.38%, 06/21/39 (Call 03/21/39)^(a)	EUR		200		243,828
1.50%, (Call 05/30/28)^(a)(b)(d)	EUR		100		114,891
1.50%, 03/13/35 (Call 12/13/34)^(a)	EUR		200		247,553
1.63%, (Call 04/08/25)^(a)(b)(d)	EUR		200		235,547
5.00%, 10/01/60^(a)	GBP		100		228,503
7.00%, 10/30/28	GBP		100		183,658
EssilorLuxottica SA
0.38%, 01/05/26 (Call 10/01/25)^(a)	EUR		200		234,340
0.38%, 11/27/27 (Call 08/27/27)^(a)	EUR		500		583,254
0.75%, 11/27/31 (Call 08/27/31)^(a)	EUR		100		118,335
2.38%, 04/09/24 (Call 01/09/24)^(a)	EUR		100		122,341
Eutelsat SA, 2.25%, 07/13/27 (Call 04/13/27)^(a)	EUR		100		120,572
Gecina SA
1.00%, 01/30/29 (Call 10/30/28)^(a)	EUR		100		120,568
1.38%, 01/26/28 (Call 10/26/27)^(a)	EUR		300		369,914
1.63%, 05/29/34 (Call 02/28/34)^(a)	EUR		100		126,113
GELF Bond Issuer I SA, 1.13%, 07/18/29 (Call 04/18/29)^(a)	EUR		200		233,831
Holding d’Infrastructures de Transport SASU, 0.63%, 03/27/23 (Call 12/27/22)^(a)	EUR		300		349,637
HSBC Continental Europe SA, 0.25%, 05/17/24^(a)	EUR		500		583,502
HSBC SFH France SA, 0.50%, 04/17/25^(a)	EUR		200		235,535
ICADE, 1.13%, 11/17/25 (Call 08/17/25)^(a)	EUR		300		359,063
Icade Sante SAS, 0.88%, 11/04/29 (Call 08/04/29)^(a)	EUR		200		228,657
Ile-De-France Mobilites, 1.00%, 05/25/34^(a)	EUR		200		240,596
Imerys SA, 1.50%, 01/15/27 (Call 10/15/26)^(a)	EUR		200		242,011
Indigo Group SAS, 1.63%, 04/19/28 (Call 01/19/28)^(a)	EUR		200		240,582
In’li SA, 1.13%, 07/02/29 (Call 04/02/29)^(a)	EUR		100		119,573
JCDecaux SA, 2.00%, 10/24/24 (Call 07/24/24)^(a)	EUR		100		121,453
Kering SA, 0.75%, 05/13/28 (Call 02/13/28)^(a)	EUR		200		237,969
Klepierre SA
0.63%, 07/01/30 (Call 04/01/30)^(a)	EUR		400		454,840
1.00%, 04/17/23 (Call 01/17/23)^(a)	EUR		300		351,745
La Banque Postale Home Loan SFH SA
0.00%, 10/22/29^(a)(c)	EUR		200		227,868
0.50%, 01/18/23^(a)	EUR		550		642,864


Security		Par (000)		Value

France (continued)
0.63%, 06/23/27^(a)	EUR		250	$	298,181
1.00%, 10/04/28^(a)	EUR		200		244,933
La Banque Postale SA
0.88%, 01/26/31 (Call 10/26/25)^(a)(b)	EUR		100		115,195
2.00%, 07/13/28^(a)	EUR		200		251,657
2.75%, 11/19/27 (Call 11/19/22)^(a)(b)	EUR		200		237,778
3.00%, 06/09/28^(a)	EUR		100		131,769
La Mondiale SAM
0.75%, 04/20/26 (Call 01/20/26)^(a)	EUR		100		115,800
2.13%, 06/23/31 (Call 03/23/31)^(a)	EUR		100		120,091
La Poste SA
0.38%, 09/17/27^(a)	EUR		300		348,912
1.00%, 09/17/34^(a)	EUR		300		354,013
1.13%, 06/04/25^(a)	EUR		200		240,545
1.38%, 04/21/32^(a)	EUR		300		368,995
Legrand SA
0.63%, 06/24/28 (Call 03/24/28)^(a)	EUR		300		354,776
1.00%, 03/06/26 (Call 12/06/25)^(a)	EUR		200		239,685
LVMH Moet Hennessy Louis Vuitton SE
0.13%, 02/11/28 (Call 11/11/27)^(a)	EUR		500		577,272
0.75%, 05/26/24 (Call 02/26/24)^(a)	EUR		945		1,115,940
1.13%, 02/11/27 (Call 11/11/26)^(a)	GBP		100		135,344
MMS USA Investments Inc.
0.63%, 06/13/25 (Call 03/13/25)^(a)	EUR		400		468,379
1.75%, 06/13/31 (Call 03/13/31)^(a)	EUR		300		372,515
Orange SA
0.88%, 02/03/27 (Call 11/03/26)^(a)	EUR		300		357,762
1.38%, 03/20/28 (Call 12/20/27)^(a)	EUR		700		860,851
1.50%, 09/09/27 (Call 06/09/27)^(a)	EUR		200		246,621
1.75%, (Call 07/15/28)^(a)(b)(d)	EUR		200		234,360
2.38%, (Call 01/15/25)^(a)(b)(d)	EUR		300		361,705
3.13%, 01/09/24^(a)	EUR		100		124,011
3.25%, 01/15/32 (Call 10/15/31)^(a)	GBP		200		304,076
5.00%, (Call 10/01/26)^(a)(b)(d)	EUR		100		136,107
5.38%, 11/22/50^(a)	GBP		50		112,594
5.63%, 01/23/34	GBP		100		189,254
8.13%, 11/20/28^(a)	GBP		50		97,309
8.13%, 01/28/33	EUR		510		1,048,721
Pernod Ricard SA
0.50%, 10/24/27 (Call 07/24/27)^(a)	EUR		100		117,233
1.75%, 04/08/30 (Call 01/08/30)^(a)	EUR		200		255,374
PSA Banque France SA
0.63%, 10/10/22^(a)	EUR		400		466,488
0.63%, 06/21/24 (Call 03/21/24)^(a)	EUR		300		351,478
RCI Banque SA
0.50%, 09/15/23 (Call 06/15/23)^(a)	EUR		213		248,025
0.75%, 04/10/23 (Call 01/10/23)^(a)	EUR		30		34,978
1.00%, 05/17/23 (Call 02/17/23)^(a)	EUR		170		198,912
1.13%, 01/15/27 (Call 10/15/26)^(a)	EUR		100		117,451
1.63%, 04/11/25 (Call 01/11/25)^(a)	EUR		100		119,676
1.75%, 04/10/26 (Call 01/10/26)^(a)	EUR		320		385,856
Regie Autonome des Transports Parisiens, 0.88%, 05/25/27^(a)	EUR		400		482,482
RTE Reseau de Transport d’Electricite SADIR
0.00%, 09/09/27 (Call 06/09/27)^(a)(c)	EUR		200		226,678
1.13%, 09/09/49 (Call 06/09/49)^(a)	EUR		200		233,739
1.63%, 11/27/25 (Call 08/27/25)^(a)	EUR		300		366,935
2.13%, 09/27/38 (Call 06/27/38)^(a)	EUR		200		273,965
2.88%, 09/12/23^(a)	EUR		100		122,274


Security		Par (000)		Value

France (continued)
Sanofi
1.25%, 03/21/34 (Call 12/21/33)^(a)	EUR		100	$	125,018
1.75%, 09/10/26 (Call 06/10/26)^(a)	EUR		500		626,217
Series 12FX, 1.38%, 03/21/30 (Call 12/21/29)^(a)	EUR		400		500,465
Series 5, 0.50%, 03/21/23 (Call 12/21/22)^(a)	EUR		500		583,618
Series 8, 1.00%, 03/21/26 (Call 12/21/25)^(a)	EUR		600		722,024
Schneider Electric SE
0.25%, 09/09/24 (Call 06/09/24)^(a)	EUR		400		467,103
0.88%, 03/11/25 (Call 12/11/24)^(a)	EUR		200		238,004
1.50%, 09/08/23 (Call 06/08/23)^(a)	EUR		300		356,795
SCOR SE, 3.00%, 06/08/46 (Call 06/08/26)^(a)(b)	EUR		200		254,038
SNCF Reseau
0.75%, 05/25/36^(a)	EUR		400		467,699
0.88%, 01/22/29^(a)	EUR		300		362,562
1.00%, 11/09/31^(a)	EUR		300		364,275
1.13%, 05/19/27^(a)	EUR		400		489,469
1.13%, 05/25/30^(a)	EUR		1,000		1,231,429
1.88%, 03/30/34^(a)	EUR		200		265,836
2.25%, 12/20/47^(a)	EUR		200		293,876
4.25%, 10/07/26^(a)	EUR		200		279,509
4.50%, 01/30/24^(a)	EUR		400		512,866
4.83%, 03/25/60	GBP		50		125,159
5.25%, 12/07/28^(a)	GBP		150		259,992
Societe Generale SA
0.50%, 06/12/29 (Call 06/12/28)^(a)(b)	EUR		300		337,922
0.75%, 05/26/23^(a)	EUR		200		234,957
0.75%, 01/25/27^(a)	EUR		500		581,358
0.88%, 07/01/26^(a)	EUR		100		117,491
1.00%, 04/01/22^(a)	EUR		200		232,610
1.25%, 06/12/30(a)	EUR		200		235,764
1.38%, 02/23/28 (Call 02/23/23)^(a)(b)	EUR		500		585,693
1.88%, 10/03/24^(a)	GBP		100		137,892
2.13%, 09/27/28^(a)	EUR		600		752,105
2.63%, 02/27/25^(a)	EUR		600		743,699
Societe Generale SCF SA
4.13%, 02/15/22^(a)	EUR		100		117,172
4.25%, 02/03/23^(a)	EUR		100		122,424
Societe Generale SFH SA
0.00%, 02/11/30^(a)(c)	EUR		200		227,552
0.00%, 02/05/31^(a)(c)	EUR		100		113,050
0.25%, 01/23/24^(a)	EUR		100		116,816
0.50%, 01/30/25^(a)	EUR		300		353,400
0.50%, 01/28/26^(a)	EUR		400		472,453
0.75%, 10/18/27^(a)	EUR		200		240,423
Societe National SNCF SA
1.50%, 02/02/29^(a)	EUR		300		374,613
4.63%, 02/02/24^(a)	EUR		50		64,263
Sodexo SA
0.50%, 01/17/24 (Call 10/17/23)^(a)	EUR		200		234,254
1.00%, 07/17/28 (Call 04/17/28)^(a)	EUR		300		361,577
2.50%, 06/24/26 (Call 03/24/26)^(a)	EUR		150		192,372
Suez
1.25%, 05/19/28 (Call 02/19/28)^(a)	EUR		300		364,473
1.75%, 09/10/25 (Call 06/10/25)^(a)	EUR		400		489,765
2.88%, (Call 01/19/24)^(a)(b)(d)	EUR		200		242,071
Suez SA, 1.25%, 05/14/35 (Call 02/14/35)^(a)	EUR		300		360,984
TDF Infrastructure SAS, 2.50%, 04/07/26 (Call 01/07/26)^(a)	EUR		300		370,982
Teleperformance, 1.88%, 07/02/25 (Call 04/02/25)^(a)	EUR		100		121,911


Security		Par (000)		Value

France (continued)
Terega SA, 2.20%, 08/05/25 (Call 05/05/25)^(a)	EUR		200	$	247,654
Terega SASU, 0.63%, 02/27/28 (Call 11/27/27)^(a)	EUR		100		113,970
Thales SA
0.25%, 01/29/27 (Call 10/29/26)^(a)	EUR		100		114,815
0.75%, 06/07/23 (Call 03/07/23)^(a)	EUR		300		351,503
Total Capital International SA
1.41%, 09/03/31 (Call 06/03/31)^(a)	GBP		100		132,417
1.66%, 07/22/26 (Call 04/22/26)^(a)	GBP		600		833,825
1.99%, 04/08/32 (Call 01/08/32)^(a)	EUR		800		1,044,571
TotalEnergies Capital International SA
0.25%, 07/12/23^(a)	EUR		300		349,914
0.75%, 07/12/28^(a)	EUR		600		709,248
2.50%, 03/25/26^(a)	EUR		200		256,322
TotalEnergies SE
1.63%, (Call 10/25/27)^(a)(b)(d)	EUR		400		460,666
2.00%, (Call 06/04/30)^(a)(b)(d)	EUR		200		229,778
2.71%, (Call 05/05/23)^(a)(b)(d)	EUR		200		238,289
3.37%, (Call 10/06/26)^(a)(b)(d)	EUR		240		305,165
Unibail Rodamco Westfld Co., 2.88%, (Call 01/25/26)^(a)(b)(d)	EUR		200		229,089
Unibail-Rodamco-Westfield SE
0.88%, 03/29/32 (Call 12/29/31)^(a)	EUR		200		221,277
1.50%, 02/22/28^(a)	EUR		450		545,336
1.75%, 02/27/34 (Call 11/27/33)(a)	EUR		300		356,337
2.00%, 06/29/32 (Call 03/29/32)^(a)	EUR		200		246,896
2.13%, (Call 07/25/23)^(a)(b)(d)	EUR		300		340,967
2.25%, 05/14/38 (Call 02/14/38)^(a)	EUR		200		250,306
2.50%, 06/04/26^(a)	EUR		600		765,512
Veolia Environnement SA
0.89%, 01/14/24 (Call 10/14/23)^(a)	EUR		400		471,112
1.50%, 11/30/26 (Call 08/30/26)^(a)	EUR		100		122,700
6.13%, 11/25/33	EUR		465		855,398
6.13%, 10/29/37	GBP		50		105,320
Vinci SA
1.63%, 01/18/29 (Call 10/18/28)^(a)	EUR		400		503,526
2.75%, 09/15/34 (Call 06/15/34)^(a)	GBP		100		151,109
Vivendi SA, 0.63%, 06/11/25 (Call 03/11/25)^(a)	EUR		400		469,673
Vivendi SE, 1.13%, 11/24/23 (Call 08/24/23)^(a)	EUR		400		473,211
Wendel SE, 1.38%, 04/26/26 (Call 01/26/26)^(a)	EUR		200		241,068
Worldline SA/France, 0.88%, 06/30/27 (Call 03/30/27)^(a)	EUR		100		118,259


					123,338,617

Germany — 3.2%
Aareal Bank AG, 0.13%, 02/01/23^(a)	EUR		400		465,581
Allianz Finance II BV
0.50%, 01/14/31 (Call 10/14/30)^(a)	EUR		400		465,997
0.88%, 01/15/26 (Call 10/15/25)^(a)	EUR		300		358,893
1.38%, 04/21/31 (Call 01/21/31)^(a)	EUR		100		126,635
Allianz SE
1.30%, 09/25/49 (Call 09/25/29)^(a)(b)	EUR		200		230,222
2.24%, 07/07/45 (Call 07/07/25)^(a)(b)	EUR		500		609,906
3.10%, 07/06/47 (Call 07/06/27)^(a)(b)	EUR		100		129,297
3.38%, (Call 09/18/24)^(a)(b)(d)	EUR		100		124,268
alstria office REIT-AG
1.50%, 11/15/27 (Call 08/15/27)^(a)	EUR		100		118,714
2.13%, 04/12/23 (Call 01/12/23)^(a)	EUR		200		236,774
Aroundtown SA
1.45%, 07/09/28 (Call 04/09/28)^(a)	EUR		200		236,936
1.50%, 05/28/26 (Call 02/28/26)^(a)	EUR		200		240,182
1.63%, 01/31/28 (Call 10/31/27)^(a)	EUR		200		239,710


Security		Par (000)		Value

Germany (continued)
3.63%, 04/10/31 (Call 01/10/31)^(a)	GBP		250	$	373,963
BASF SE
0.88%, 10/06/23^(a)	GBP		300		409,629
0.88%, 10/06/31 (Call 07/06/31)^(a)	EUR		160		194,345
Series 10Y, 2.00%, 12/05/22^(a)	EUR		580		688,301
Series 7Y, 0.88%, 05/22/25^(a)	EUR		574		686,715
Bausparkasse Schwaebisch Hall AG, 0.20%, 04/27/33^(a)	EUR		100		114,189
Bayer AG
0.63%, 07/12/31 (Call 04/12/31)^(a)	EUR		200		222,828
1.00%, 01/12/36 (Call 10/12/35)^(a)	EUR		200		219,450
1.38%, 07/06/32 (Call 04/06/32)^(a)	EUR		200		236,196
Bayer Capital Corp. BV
1.25%, 11/13/23 (Call 08/13/23)^(a)	EUR		850		1,007,843
2.13%, 12/15/29 (Call 09/15/29)^(a)	EUR		400		509,703
Bayerische Landesbank
0.35%, 12/01/22^(a)	EUR		360		419,843
0.75%, 01/20/26^(a)	EUR		180		215,074
0.75%, 01/19/28^(a)	EUR		200		240,883
1.75%, 04/08/24^(a)	EUR		300		363,356
Bayerische Landesbodenkreditanstalt, 0.63%, 11/23/26	EUR		100		119,149
Berlin Hyp AG
0.00%, 02/17/27^(a)(c)	EUR		300		346,661
0.25%, 05/30/23^(a)	EUR		500		583,641
0.50%, 11/05/29^(a)	EUR		500		584,237
Series 200, 0.38%, 02/21/25^(a)	EUR		500		587,207
Bertelsmann SE & Co. KGaA, 1.25%, 09/29/25 (Call 06/29/25)^(a)	EUR		300		362,621
BMW Canada Inc., Series V, 2.41%, 11/27/23	CAD		200		164,515
BMW Finance NV
0.00%, 01/11/26^(a)(c)	EUR		300		345,271
0.13%, 07/13/22^(a)	EUR		190		220,565
0.38%, 07/10/23^(a)	EUR		688		803,758
0.38%, 01/14/27^(a)	EUR		200		233,489
0.63%, 10/06/23^(a)	EUR		140		164,426
0.75%, 07/13/26^(a)	EUR		355		422,072
0.88%, 04/03/25^(a)	EUR		200		238,025
0.88%, 01/14/32^(a)	EUR		100		119,844
1.00%, 01/21/25^(a)	EUR		50		59,679
1.50%, 02/06/29^(a)	EUR		350		439,363
BMW International Investment BV, 1.88%, 09/11/23^(a)	GBP		261		362,289
Commerzbank AG
0.05%, 07/11/24^(a)	EUR		100		116,268
0.13%, 02/23/23^(a)	EUR		700		814,880
0.50%, 08/28/23^(a)	EUR		412		481,773
0.50%, 06/09/26	EUR		570		674,266
0.63%, 08/28/24^(a)	EUR		700		821,726
0.88%, 01/22/27^(a)	EUR		200		232,550
0.88%, 04/18/28^(a)	EUR		450		546,262
1.13%, 09/19/25^(a)	EUR		200		237,253
1.75%, 01/22/25^(a)	GBP		100		136,152
Continental AG, 2.50%, 08/27/26 (Call 05/27/26)	EUR		200		253,888
Covestro AG, 0.88%, 02/03/26 (Call 11/03/25)^(a)	EUR		200		236,647
Daimler AG
0.38%, 11/08/26^(a)	EUR		425		495,579
0.75%, 02/08/30^(a)	EUR		225		265,146
0.75%, 03/11/33^(a)	EUR		300		347,681
1.00%, 11/15/27^(a)	EUR		200		240,522


Security		Par (000)		Value

Germany (continued)
1.13%, 08/08/34^(a)	EUR		280	$	336,190
1.50%, 07/03/29^(a)	EUR		150		187,149
2.00%, 08/22/26^(a)	EUR		350		439,485
2.00%, 02/27/31^(a)	EUR		510		663,727
Daimler Canada Finance Inc., 3.30%, 08/16/22	CAD		150		123,465
Daimler International Finance BV
0.25%, 05/11/22^(a)	EUR		500		580,208
0.63%, 02/27/23^(a)	EUR		300		351,059
0.85%, 02/28/25^(a)	EUR		598		709,704
1.63%, 11/11/24^(a)	GBP		200		275,993
DekaBank Deutsche Girozentrale, 0.30%, 11/20/26^(a)	EUR		200		233,174
Deutsche Apotheker-und Aerztebank eG, 0.50%, 02/14/25	EUR		400		471,449
Deutsche Bahn Finance GMBH
0.63%, 09/26/28^(a)	EUR		150		179,049
0.63%, 12/08/50^(a)	EUR		200		208,901
0.88%, 07/11/31^(a)	EUR		120		143,775
0.95%, (Call 01/22/25)^(a)(b)(d)	EUR		200		230,881
1.00%, 12/17/27 (Call 09/17/27)	EUR		150		182,106
1.13%, 12/18/28^(a)	EUR		562		691,121
1.38%, 07/07/25 (Call 04/07/25)^(a)	GBP		100		138,121
1.38%, 04/16/40^(a)	EUR		300		374,041
1.63%, 08/16/33 (Call 05/16/33)^(a)	EUR		450		575,123
2.75%, 03/19/29^(a)	EUR		50		68,363
3.50%, 09/27/24^(a)	AUD		100		78,928
Series CB, 1.60%, (Call 07/18/29)^(a)(b)(d)	EUR		200		232,587
Deutsche Bank AG
0.13%, 01/21/30^(a)	EUR		100		114,776
0.25%, 05/15/23^(a)	EUR		250		291,636
0.25%, 03/08/24^(a)	EUR		122		142,551
0.25%, 08/31/28^(a)	EUR		222		258,698
0.63%, 12/19/23^(a)	CHF		100		110,050
0.75%, 03/21/22^(a)	CHF		150		164,427
1.13%, 08/30/23^(a)	EUR		370		437,754
1.13%, 03/17/25^(a)	EUR		200		237,042
1.38%, 02/17/32 (Call 02/17/31)^(a)(b)	EUR		300		346,640
1.63%, 01/20/27^(a)	EUR		400		482,010
1.75%, 01/17/28^(a)	EUR		100		121,039
1.75%, 11/19/30 (Call 11/19/29)^(a)(b)	EUR		200		240,598
2.63%, 02/12/26^(a)	EUR		100		125,355
3.88%, 02/12/24^(a)	GBP		300		430,272
Deutsche Boerse AG
0.13%, 02/22/31 (Call 11/22/30)^(a)	EUR		100		112,882
1.63%, 10/08/25^(a)	EUR		120		147,450
Deutsche Hypothekenbank AG
0.13%, 11/23/23^(a)	EUR		500		582,451
0.25%, 02/22/23	EUR		300		349,741
0.25%, 05/17/24	EUR		100		116,826
Deutsche Kreditbank AG
0.00%, 11/07/29^(a)(c)	EUR		370		421,894
0.75%, 09/26/24^(a)	EUR		500		589,808
1.63%, 06/18/24^(a)	EUR		100		121,047
Deutsche Pfandbriefbank AG
0.10%, 01/21/28	EUR		400		462,183
0.25%, 03/15/23	EUR		100		116,599
0.50%, 01/19/23^(a)	EUR		100		116,877
0.63%, 08/30/27	EUR		100		119,292
Deutsche Post AG
1.00%, 05/20/32 (Call 02/20/32)^(a)	EUR		200		243,632


Security		Par (000)		Value

Germany (continued)
1.63%, 12/05/28 (Call 09/05/28)^(a)	EUR		100	$	126,277
2.88%, 12/11/24^(a)	EUR		434		549,281
Deutsche Telekom AG
1.75%, 03/25/31^(a)	EUR		100		127,711
1.75%, 12/09/49^(a)	EUR		200		250,316
Deutsche Telekom International Finance BV
0.63%, 04/03/23^(a)	EUR		560		655,141
0.63%, 12/13/24^(a)	EUR		900		1,060,896
1.38%, 01/30/27^(a)	EUR		200		244,556
1.50%, 04/03/28^(a)	EUR		455		562,909
2.25%, 04/13/29^(a)	GBP		261		368,061
2.50%, 10/10/25^(a)	GBP		200		286,377
4.50%, 10/28/30^(a)	EUR		50		77,283
Deutsche Wohnen SE
1.30%, 04/07/41 (Call 01/07/41)^(a)	EUR		100		117,892
1.50%, 04/30/30 (Call 01/30/30)^(a)	EUR		100		123,012
DZ HYP AG
0.00%, 01/15/27^(a)(c)	EUR		300		346,755
0.05%, 12/06/24	EUR		100		116,213
0.10%, 08/31/26^(a)	EUR		200		232,305
0.13%, 03/01/24^(a)	EUR		500		582,682
0.38%, 11/10/34^(a)	EUR		200		230,976
0.50%, 11/13/25^(a)	EUR		300		354,676
0.75%, 02/02/26^(a)	EUR		200		238,991
0.75%, 06/30/27^(a)	EUR		250		300,479
0.88%, 01/18/30^(a)	EUR		500		610,414
0.88%, 04/17/34^(a)	EUR		200		245,705
E.ON International Finance BV
0.75%, 11/30/22 (Call 08/30/22)^(a)	EUR		500		582,965
1.50%, 07/31/29 (Call 04/30/29)^(a)	EUR		150		185,769
1.63%, 05/30/26 (Call 02/28/26)^(a)	EUR		258		316,718
5.53%, 02/21/23	EUR		250		310,860
5.88%, 10/30/37^(a)	GBP		350		704,776
6.13%, 07/06/39^(a)	GBP		50		105,199
6.25%, 06/03/30^(a)	GBP		260		473,394
6.38%, 06/07/32	GBP		190		362,773
E.ON SE
0.25%, 10/24/26 (Call 07/24/26)^(a)	EUR		400		462,368
0.38%, 09/29/27 (Call 06/29/27)^(a)	EUR		200		232,062
0.75%, 02/20/28 (Call 11/20/27)^(a)	EUR		200		236,767
1.63%, 05/22/29 (Call 02/22/29)^(a)	EUR		190		237,538
EnBW Energie Baden-Wuerttemberg AG, 1.63%, 08/05/79 (Call 05/05/27)^(a)(b)	EUR		200		232,460
EnBW International Finance BV
0.50%, 03/01/33 (Call 12/01/32)^(a)	EUR		100		112,185
1.88%, 10/31/33 (Call 07/31/33)^(a)	EUR		436		564,987
6.13%, 07/07/39	EUR		30		63,957
Eurogrid GmbH, 1.11%, 05/15/32 (Call 02/15/32)^(a)	EUR		200		239,937
Evonik Finance BV, 0.75%, 09/07/28 (Call 06/07/28)^(a)	EUR		270		319,405
FMS Wertmanagement, 1.00%, 09/07/22^(a)	GBP		600		823,742
Fresenius Finance Ireland PLC, 0.88%, 01/31/22 (Call 11/15/21)^(a)	EUR		100		115,653
Fresenius SE & Co. KGaA
0.75%, 01/15/28 (Call 10/15/27)^(a)	EUR		550		639,971
2.88%, 02/15/29 (Call 11/15/28)^(a)	EUR		270		357,924
Grand City Properties SA
1.38%, 08/03/26 (Call 05/03/26)^(a)	EUR		400		479,684
1.50%, (Call 03/11/26)^(a)(b)(d)	EUR		100		112,139


Security		Par (000)		Value

Germany (continued)
Hamburg Commercial Bank AG
0.38%, 07/12/23^(a)	EUR		300	$	350,649
0.50%, 05/23/22^(a)	EUR		100		116,150
Hamburger Sparkasse AG, 0.38%, 05/23/24^(a)	EUR		300		351,499
Hannover Finance Luxembourg SA, 5.00%, 06/30/43 (Call 06/30/23)^(b)	EUR		100		124,848
Hannover Rueck SE
1.13%, 04/18/28 (Call 01/18/28)^(a)	EUR		300		367,057
1.38%, 06/30/42 (Call 12/30/31)^(a)(b)	EUR		100		114,242
1.75%, 10/08/40 (Call 07/08/30)^(a)(b)	EUR		100		118,948
HeidelbergCement AG
1.50%, 02/07/25 (Call 11/07/24)^(a)	EUR		481		578,472
2.25%, 03/30/23 (Call 12/30/22)^(a)	EUR		240		285,267
HeidelbergCement Finance Luxembourg SA
1.13%, 12/01/27 (Call 09/01/27)^(a)	EUR		320		382,486
1.50%, 06/14/27 (Call 03/14/27)^(a)	EUR		10		12,196
HOCHTIEF AG, 0.63%, 04/26/29 (Call 01/26/29)^(a)	EUR		150		167,758
Infineon Technologies AG, 1.63%, 06/24/29 (Call 03/24/29)^(a)	EUR		300		369,495
ING-DiBa AG
0.25%, 11/16/26^(a)	EUR		300		351,090
1.00%, 05/23/39^(a)	EUR		100		127,077
1.25%, 10/09/33^(a)	EUR		200		256,234
Investitionsbank Berlin, Series 214, 0.00%, 04/18/28^(a)(c)	EUR		200		229,889
KfW
0.00%, 06/30/23^(a)(c)	EUR		1,500		1,747,872
0.00%, 09/15/23^(c)	EUR		200		233,080
0.00%, 04/02/24^(a)(c)	EUR		500		583,081
0.00%, 07/04/24^(a)(c)	EUR		800		932,735
0.00%, 02/18/25^(a)(c)	EUR		500		582,792
0.00%, 09/30/26^(a)(c)	EUR		400		465,942
0.00%, 05/05/27^(a)(c)	EUR		950		1,105,042
0.00%, 09/15/28^(a)(c)	EUR		1,000		1,158,647
0.00%, 09/17/30^(a)(c)	EUR		700		803,082
0.00%, 01/10/31^(a)(c)	EUR		1,500		1,717,908
0.05%, 05/30/24	EUR		50		58,380
0.05%, 09/29/34^(a)	EUR		1,010		1,135,604
0.13%, 02/24/23	EUR		1,250		1,457,658
0.13%, 11/07/23	EUR		1,100		1,285,282
0.13%, 01/15/24	EUR		400		467,634
0.13%, 10/04/24	EUR		600		702,124
0.13%, 12/30/26^(a)	GBP		200		260,665
0.25%, 06/30/25	EUR		1,000		1,176,322
0.38%, 03/15/23	EUR		300		351,083
0.38%, 04/23/25	EUR		750		885,718
0.38%, 03/09/26	EUR		1,370		1,622,473
0.63%, 07/04/22	EUR		200		233,110
0.63%, 01/15/25	EUR		600		713,458
0.63%, 02/22/27	EUR		800		960,969
0.63%, 01/07/28	EUR		351		423,179
0.75%, 06/28/28	EUR		890		1,083,502
0.88%, 09/15/26^(a)	GBP		970		1,319,742
0.88%, 07/04/39^(a)	EUR		320		404,589
1.00%, 12/15/22^(a)	GBP		300		412,388
1.13%, 09/15/32^(a)	EUR		220		280,711
1.13%, 05/09/33^(a)	EUR		500		637,690
1.13%, 06/15/37^(a)	EUR		100		129,727
1.25%, 12/29/23^(a)	GBP		400		551,411
1.25%, 07/04/36^(a)	EUR		440		576,772


Security		Par (000)		Value

Germany (continued)
1.38%, 12/15/25^(a)	GBP		400	$	555,002
1.38%, 07/31/35^(a)	EUR		170		225,082
1.50%, 06/11/24	EUR		100		121,127
2.13%, 08/15/23	EUR		550		665,212
2.90%, 06/06/22^(a)	AUD		500		381,895
5.00%, 03/19/24	AUD		70		57,377
6.00%, 12/07/28	GBP		150		273,512
Kreditanstalt fuer Wiederaufbau, 0.00%, 06/15/29^(a)	EUR		800		923,246
Landesbank Baden-Wuerttemberg
0.05%, 11/11/21^(a)	EUR		100		115,616
0.13%, 06/27/23^(a)	EUR		100		116,525
0.25%, 01/10/25^(a)	EUR		300		350,830
0.38%, 01/14/26^(a)	EUR		86		101,104
0.38%, 02/18/27^(a)	EUR		500		579,676
0.38%, 02/21/31^(a)	EUR		300		336,507
Series 812, 0.00%, 07/16/27^(a)(c)	EUR		200		230,647
Landesbank Hessen-Thueringen Girozentrale
0.00%, 01/22/25^(a)(c)	EUR		100		116,076
0.38%, 05/12/25^(a)	EUR		600		702,561
0.50%, 09/25/25^(a)	EUR		300		354,357
0.88%, 03/20/28^(a)	EUR		300		364,313
Series H337, 0.00%, 09/26/29^(c)	EUR		100		114,215
Landeskreditbank Baden-Wuerttemberg Foerderbank, 0.38%, 04/13/26^(a)	EUR		430		505,719
Landwirtsch, 0.00%, 06/30/31^(a)(c)	EUR		670		763,638
Landwirtschaftliche Rentenbank
0.00%, 07/19/28^(a)(c)	EUR		500		577,919
0.00%, 11/27/29^(a)(c)	EUR		400		459,556
0.25%, 07/15/24^(a)	EUR		700		820,043
0.25%, 08/29/25^(a)	EUR		600		704,143
0.38%, 01/22/24^(a)	EUR		100		117,359
0.38%, 02/14/28^(a)	EUR		300		355,307
0.50%, 02/28/29^(a)	EUR		300		358,595
0.63%, 05/18/27^(a)	EUR		200		239,967
0.63%, 10/31/36^(a)	EUR		50		59,876
1.25%, 05/20/22^(a)	EUR		317		370,168
1.38%, 09/08/25^(a)	GBP		200		277,487
2.60%, 03/23/27^(a)	AUD		100		77,725
2.70%, 09/05/22^(a)	AUD		70		53,682
4.75%, 05/06/26^(a)	AUD		200		169,977
Lanxess AG, 1.13%, 05/16/25 (Call 02/16/25)^(a)	EUR		225		269,006
LEG Immobilien AG, 0.88%, 11/28/27 (Call 08/28/27)^(a)	EUR		200		235,036
Linde Finance BV
0.25%, 01/18/22	EUR		194		224,603
0.25%, 05/19/27 (Call 02/19/27)^(a)	EUR		200		231,963
Series 10, 2.00%, 04/18/23^(a)	EUR		620		741,182
Linde PLC
0.38%, 09/30/33 (Call 06/30/33)^(a)	EUR		200		224,130
1.00%, 09/30/51 (Call 03/30/51)^(a)	EUR		100		115,459
Merck Financial Services GmbH, 0.50%, 07/16/28 (Call 04/16/28)^(a)	EUR		300		351,634
Merck KGaA
1.63%, 06/25/79 (Call 09/18/24)^(a)(b)	EUR		100		119,212
1.63%, 09/09/80 (Call 06/09/26)^(a)(b)	EUR		100		118,201
2.88%, 06/25/79 (Call 03/25/29)^(a)(b)	EUR		100		124,552
3.38%, 12/12/74 (Call 12/12/24)^(a)(b)	EUR		200		251,280
Muenchener Hypothekenbank eG
0.13%, 09/05/35^(a)	EUR		200		223,330
0.50%, 03/14/25^(a)	EUR		100		117,944


Security		Par (000)		Value

Germany (continued)
0.63%, 05/07/27^(a)	EUR		400	$	477,530
1.00%, 04/18/39^(a)	EUR		200		253,626
2.50%, 07/04/28^(a)	EUR		190		254,664
Series 1803, 0.25%, 12/13/23^(a)	EUR		100		116,836
Series 1943, 0.25%, 05/02/36^(a)	EUR		100		113,221
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 3.25%, 05/26/49 (Call 05/26/29)^(a)(b)	EUR		100		131,464
Norddeutsche Landesbank-Girozentrale, 0.75%, 01/18/28^(a)	EUR		372		447,121
NRW Bank
0.00%, 10/15/29	EUR		70		79,884
0.10%, 07/09/35	EUR		570		631,153
0.13%, 07/07/23	EUR		300		349,630
0.25%, 05/16/24^(a)	EUR		150		175,385
0.25%, 03/10/25^(a)	EUR		700		818,700
0.25%, 07/04/25	EUR		200		234,016
0.38%, 01/25/23	EUR		500		583,641
0.38%, 11/17/26^(a)	EUR		100		117,781
0.50%, 05/26/25^(a)	EUR		300		354,045
0.50%, 05/11/26^(a)	EUR		50		59,133
0.63%, 02/11/26	EUR		300		356,576
0.88%, 04/12/34	EUR		200		244,788
1.20%, 03/28/39	EUR		100		128,914
O2 Telefonica Deutschland Finanzierungs GmbH, 1.75%, 07/05/25 (Call 04/05/25)^(a)	EUR		200		242,663
Roadster Finance DAC, 1.63%, 12/09/29^(a)	EUR		100		118,862
SAP SE
0.75%, 12/10/24 (Call 09/10/24)^(a)	EUR		400		474,066
1.00%, 04/01/25 (Call 01/01/25)^(a)	EUR		219		261,625
1.25%, 03/10/28 (Call 12/10/27)^(a)	EUR		400		491,559
1.75%, 02/22/27 (Call 11/22/26)^(a)	EUR		102		127,771
Siemens Financieringsmaatschappij NV
0.00%, 09/05/24^(a)(c)	EUR		475		550,308
0.38%, 09/06/23^(a)	EUR		210		245,773
0.50%, 09/05/34^(a)	EUR		100		114,687
1.00%, 02/20/25^(a)	GBP		200		272,495
1.00%, 09/06/27^(a)	EUR		90		108,986
1.25%, 02/28/31^(a)	EUR		250		310,889
1.75%, 02/28/39^(a)	EUR		200		269,558
2.75%, 09/10/25^(a)	GBP		200		289,632
2.88%, 03/10/28^(a)	EUR		491		663,957
Talanx AG, 2.25%, 12/05/47 (Call 12/05/27)^(a)(b)	EUR		100		122,830
Traton Finance Luxembourg SA, 0.75%, 03/24/29 (Call 12/24/28)^(a)	EUR		300		342,697
UniCredit Bank AG
0.00%, 09/10/24^(a)(c)	EUR		286		331,991
0.00%, 09/15/28^(a)(c)	EUR		200		229,577
0.00%, 01/21/36^(a)(c)	EUR		100		109,481
0.25%, 01/15/32^(a)	EUR		100		115,253
0.50%, 05/04/26^(a)	EUR		200		236,513
0.85%, 05/22/34^(a)	EUR		580		710,850
Vier Gas Transport GmbH, 3.13%, 07/10/23^(a)	EUR		295		360,178
Volkswagen Bank GmbH, 2.50%, 07/31/26^(a)	EUR		100		126,500
Volkswagen Financial Services AG
0.38%, 02/12/30^(a)	EUR		400		440,219
1.50%, 10/01/24^(a)	EUR		200		240,034
2.25%, 10/16/26^(a)	EUR		70		87,917
3.00%, 04/06/25^(a)	EUR		500		630,349
3.38%, 04/06/28^(a)	EUR		50		67,370


Security		Par (000)		Value

Germany (continued)
Volkswagen Financial Services Australia Pty Ltd., 3.10%, 04/17/23^(a)	AUD		200	$	154,244
Volkswagen Financial Services NV
1.13%, 09/18/23^(a)	GBP		300		408,155
2.25%, 04/12/25^(a)	GBP		150		209,552
Volkswagen International Finance NV
2.63%, 11/16/27^(a)	EUR		300		391,239
2.70%, (Call 12/14/22)^(a)(b)(d)	EUR		500		591,999
3.30%, 03/22/33^(a)	EUR		100		142,547
3.38%, 11/16/26^(a)	GBP		200		294,091
3.88%, (Call 06/17/29)^(a)(b)(d)	EUR		400		504,488
4.13%, 11/16/38^(a)	EUR		400		647,522
4.63%, (Call 03/24/26)^(a)(b)(d)	EUR		200		258,925
4.63%, (Call 06/27/28)^(a)(b)(d)	EUR		300		394,918
Series 10Y, 1.88%, 03/30/27^(a)	EUR		400		497,487
Series NC6, 3.38%, (Call 06/27/24)^(a)(b)(d)	EUR		400		488,789
Volkswagen Leasing GmbH
0.50%, 01/12/29^(a)	EUR		50		56,412
1.13%, 04/04/24^(a)	EUR		384		454,811
1.38%, 01/20/25^(a)	EUR		50		59,817
1.50%, 06/19/26^(a)	EUR		350		423,899
2.38%, 09/06/22^(a)	EUR		300		354,624
2.63%, 01/15/24^(a)	EUR		150		183,384
Vonovia Finance BV
0.63%, 10/07/27 (Call 07/07/27)^(a)	EUR		300		346,769
1.00%, 07/09/30 (Call 04/09/30)^(a)	EUR		300		349,075
1.13%, 09/14/34 (Call 06/14/34)^(a)	EUR		100		113,167
1.25%, 12/06/24^(a)	EUR		100		119,585
1.50%, 03/22/26^(a)	EUR		100		121,382
1.50%, 06/10/26^(a)	EUR		100		121,445
1.63%, 10/07/39 (Call 07/07/39)(a)	EUR		100		117,171
1.75%, 01/25/27^(a)	EUR		200		246,323
1.80%, 06/29/25 (Call 03/29/25)^(a)	EUR		200		243,463
2.25%, 04/07/30 (Call 01/07/30)^(a)	EUR		400		511,308
Vonovia SE
0.63%, 12/14/29 (Call 09/14/29)^(a)	EUR		200		226,761
1.50%, 06/14/41 (Call 03/14/41)^(a)	EUR		100		114,197
1.63%, 09/01/51 (Call 06/01/51)^(a)	EUR		200		220,144
VW Credit Canada Inc., 3.25%, 03/29/23	CAD		250		207,183
Wintershall Dea Finance BV
0.45%, 09/25/23 (Call 06/25/23)^(a)	EUR		300		349,269
1.33%, 09/25/28 (Call 06/25/28)^(a)	EUR		400		475,190
Wirtschafts- und Infrastrukturbank Hessen, 0.88%, 06/14/28	EUR		200		242,307
Wuerth Finance International BV, 1.00%, 05/19/22 (Call 02/19/22)^(a)	EUR		190		220,576


					124,295,326

Hong Kong — 0.0%
CK Hutchison Europe Finance 18 Ltd., 1.25%, 04/13/25^(a)	EUR		105		125,353
CK Hutchison Finance 16 II Ltd., 0.88%, 10/03/24^(a)	EUR		300		353,608
CK Hutchison Finance 16 Ltd., Series B, 2.00%, 04/06/28^(a)	EUR		300		376,472


					855,433

Hungary — 0.0%
MOL Hungarian Oil & Gas PLC, 1.50%, 10/08/27 (Call 07/08/27)^(a)	EUR		100		118,817


Security		Par (000)		Value

Iceland — 0.0%
Landsbankinn HF, 0.50%, 05/20/24^(a)	EUR		200	$	232,444


Indonesia — 0.0%
Perusahaan Listrik Negara PT, 1.88%, 11/05/31^(a)	EUR		100		112,397


Ireland — 0.1%
AIB Mortgage Bank, 0.88%, 02/04/23^(a)	EUR		100		117,466
Bank of Ireland Group PLC
0.75%, 07/08/24 (Call 07/08/23)^(a)(b)	EUR		290		339,260
1.38%, 08/29/23^(a)	EUR		150		177,804
Bank of Ireland Mortgage Bank, 0.63%, 03/14/25^(a)	EUR		100		118,159
Cloverie PLC for Zurich Insurance Co. Ltd., 1.50%, 12/15/28 (Call 09/15/28)^(a)	EUR		100		123,914
CRH Finance DAC, 1.38%, 10/18/28 (Call 07/18/28)^(a)	EUR		200		244,973
CRH Finland Services Oyj, 0.88%, 11/05/23 (Call 10/05/23)^(a)	EUR		350		412,283
ESB Finance DAC
1.75%, 02/07/29 (Call 11/07/28)^(a)	EUR		100		125,867
1.88%, 06/14/31 (Call 03/14/31)^(a)	EUR		100		127,910
2.13%, 11/05/33 (Call 08/05/33)^(a)	EUR		407		536,718
Freshwater Finance PLC, Series A, 5.18%, 04/20/35^(a)	GBP		100		183,629
Kerry Group Financial Services Unltd Co., 0.63%, 09/20/29 (Call 06/20/29)^(a)	EUR		200		230,647
Ryanair DAC
1.13%, 08/15/23^(a)	EUR		400		471,126
2.88%, 09/15/25^(a)	EUR		100		125,129
Smurfit Kappa Acquisitions ULC, 2.88%, 01/15/26 (Call 10/15/25)^(a)	EUR		100		126,754
Smurfit Kappa Treasury Co., 0.50%, 09/22/29 (Call 06/22/29)^(a)	EUR		300		340,599


					3,802,238

Isle Of Man — 0.0%
NE Property BV, 3.38%, 07/14/27 (Call 04/14/27)^(a)	EUR		225		288,864


Italy — 0.8%
2i Rete Gas SpA, 2.20%, 09/11/25 (Call 06/11/25)^(a)	EUR		460		568,324
A2A SpA
1.00%, 07/16/29 (Call 04/16/29)^(a)	EUR		200		238,460
1.63%, 10/19/27 (Call 07/19/27)^(a)	EUR		100		123,160
ACEA SpA
0.25%, 07/28/30 (Call 04/28/30)^(a)	EUR		100		110,828
1.00%, 10/24/26 (Call 07/24/26)^(a)	EUR		100		118,970
1.50%, 06/08/27 (Call 03/08/27)^(a)	EUR		340		414,520
1.75%, 05/23/28 (Call 02/23/28)^(a)	EUR		310		385,369
Aeroporti di Roma SpA, 1.63%, 06/08/27 (Call 03/08/27)^(a)	EUR		250		298,280
AMCO - Asset Management Co. SpA
1.38%, 01/27/25^(a)	EUR		300		356,930
2.25%, 07/17/27^(a)	EUR		450		556,728
Anima Holding SpA, 1.50%, 04/22/28^(a)	EUR		100		114,963
Assicurazioni Generali SpA
4.13%, 05/04/26^(a)	EUR		200		265,013
5.13%, 09/16/24^(a)	EUR		370		494,752
5.50%, 10/27/47 (Call 10/27/27)^(a)(b)	EUR		350		489,566
7.75%, 12/12/42 (Call 12/12/22)^(a)(b)	EUR		200		250,161
ASTM SpA, 3.38%, 02/13/24^(a)	EUR		209		259,253
Banca Monte dei Paschi di Siena SpA 0.88%, 10/08/27^(a)	EUR		300		356,545


Security		Par (000)		Value

Italy (continued)
2.00%, 01/29/24^(a)	EUR		340	$	411,183
Series 16, 2.88%, 07/16/24^(a)	EUR		200		249,019
Banco BPM SpA
0.63%, 06/08/23^(a)	EUR		200		234,300
0.75%, 03/31/22^(a)	EUR		150		174,258
1.00%, 01/23/25^(a)	EUR		200		238,642
1.13%, 09/25/23^(a)	EUR		300		355,609
Banco di Desio e della Brianza SpA, 0.38%, 07/24/26^(a)	EUR		200		234,127
BPER Banca, 1.00%, 07/22/23^(a)	EUR		200		235,926
Credit Agricole Italia SpA
0.25%, 09/30/24^(a)	EUR		100		116,625
0.25%, 01/17/28^(a)	EUR		300		349,099
1.00%, 03/25/27^(a)	EUR		200		242,318
1.00%, 01/17/45^(a)	EUR		100		127,532
1.13%, 03/21/25^(a)	EUR		200		240,170
Enel Finance International NV
0.38%, 06/17/27 (Call 03/17/27)^(a)	EUR		400		462,002
1.13%, 10/17/34 (Call 07/17/34)^(a)	EUR		100		118,023
1.38%, 06/01/26^(a)	EUR		579		702,656
5.63%, 08/14/24^(a)	GBP		300		460,297
5.75%, 09/14/40^(a)	GBP		230		476,085
Enel SpA
2.50%, (Call 08/24/23)^(a)(b)(d)	EUR		500		599,675
5.25%, 05/20/24^(a)	EUR		170		223,919
Series 6.5Y, 1.38%, ^(a)(d)	EUR		300		340,256
Eni SpA
0.63%, 01/23/30^(a)	EUR		300		344,161
0.75%, 05/17/22^(a)	EUR		450		523,560
1.13%, 09/19/28^(a)	EUR		670		804,455
1.75%, 01/18/24^(a)	EUR		479		576,460
2.75%, (Call 02/11/30)^(a)(b)(d)	EUR		300		347,747
3.75%, 09/12/25^(a)	EUR		150		198,238
Series NC5., 2.63%, (Call 10/13/25)^(a)(b)(d)	EUR		100		120,121
Series NC9, 3.38%, (Call 07/13/29)^(a)(b)(d)	EUR		100		121,958
ERG SpA, 1.88%, 04/11/25 (Call 01/11/25)^(a)	EUR		100		121,474
FCA Bank SpA/Ireland
0.00%, 04/16/24 (Call 01/16/24)^(a)(c)	EUR		100		115,328
0.25%, 02/28/23 (Call 01/28/23)^(a)	EUR		400		464,476
0.50%, 09/13/24 (Call 06/13/24)^(a)	EUR		200		233,396
0.63%, 11/24/22 (Call 10/24/22)^(a)	EUR		125		145,709
Ferrovie dello Stato Italiane SpA
0.38%, 03/25/28^(a)	EUR		100		114,971
1.50%, 06/27/25^(a)	EUR		360		435,873
Hera SpA
0.25%, 12/03/30 (Call 09/03/30)^(a)	EUR		100		110,082
0.88%, 10/14/26^(a)	EUR		100		118,473
Intesa Sanpaolo SpA
0.63%, 01/20/22^(a)	EUR		100		115,889
0.63%, 03/23/23^(a)	EUR		400		468,758
0.75%, 03/16/28^(a)	EUR		300		345,916
1.00%, 01/27/23^(a)	EUR		250		293,942
1.00%, 07/04/24^(a)	EUR		575		680,520
1.00%, 09/25/25^(a)	EUR		300		360,655
1.13%, 06/16/27^(a)	EUR		400		489,950
1.13%, 10/04/27^(a)	EUR		200		244,575
1.38%, 01/18/24^(a)	EUR		510		607,712
1.38%, 12/18/25^(a)	EUR		100		122,372
1.75%, 07/04/29^(a)	EUR		225		275,243
2.13%, 08/30/23^(a)	EUR		150		180,600


Security		Par (000)		Value

Italy (continued)
2.50%, 01/15/30^(a)	GBP		200	$	276,751
3.13%, 02/05/24^(a)	EUR		100		124,345
3.25%, 02/10/26^(a)	EUR		100		131,779
Iren SpA
1.00%, 07/01/30 (Call 04/01/30)^(a)	EUR		200		233,251
1.50%, 10/24/27 (Call 07/24/27)^(a)	EUR		300		365,336
1.95%, 09/19/25 (Call 06/19/25)^(a)	EUR		100		122,469
Italgas SpA
0.88%, 04/24/30^(a)	EUR		430		501,703
1.63%, 01/19/27^(a)	EUR		300		369,002
Mediobanca Banca di Credito Finanziario SpA
0.50%, 10/01/26^(a)	EUR		100		118,356
0.88%, 01/15/26^(a)	EUR		200		234,282
1.13%, 04/23/25^(a)	EUR		250		295,040
1.63%, 01/07/25^(a)	EUR		100		120,477
Series 4, 1.38%, 11/10/25^(a)	EUR		300		366,169
Poste Italiane SpA, 0.50%, 12/10/28 (Call 09/10/28)^(a)	EUR		300		340,284
Snam SpA
0.00%, 12/07/28 (Call 09/07/28)^(a)(c)	EUR		267		296,040
0.88%, 10/25/26^(a)	EUR		461		546,868
1.38%, 10/25/27 (Call 07/25/27)^(a)	EUR		110		133,908
Terna Rete Elettrica Nazionale SpA
0.38%, 09/25/30 (Call 06/25/30)^(a)	EUR		300		337,631
4.90%, 10/28/24^(a)	EUR		103		136,605
Terna SPA, 1.38%, 07/26/27^(a)	EUR		300		365,503
UniCredit SpA
0.33%, 01/19/26^(a)	EUR		400		458,308
0.38%, 10/31/26^(a)	EUR		300		350,258
0.75%, 04/30/25^(a)	EUR		500		592,161
0.85%, 01/19/31^(a)	EUR		100		112,230
1.63%, 07/03/25 (Call 07/03/24)^(a)(b)	EUR		300		356,871
1.80%, 01/20/30^(a)	EUR		250		295,124
2.00%, 03/04/23^(a)	EUR		454		539,760


					29,196,668

Japan — 0.2%
American Honda Finance Corp., 0.55%, 03/17/23	EUR		300		350,382
Asahi Group Holdings Ltd., 1.15%, 09/19/25 (Call 06/19/25)^(a)	EUR		200		239,556
East Japan Railway Co., 4.50%, 01/25/36^(a)	GBP		50		91,245
Honda Canada Finance Inc., Series 16-4, 1.82%, 12/07/21	CAD		50		40,456
JT International Financial Services BV, 1.00%, 11/26/29 (Call 08/26/29)^(a)	EUR		200		234,830
Mitsubishi UFJ Financial Group Inc.
0.85%, 07/19/29^(a)	EUR		200		234,726
0.87%, 09/07/24^(a)	EUR		700		827,714
Mizuho Financial Group Inc.
0.40%, 09/06/29^(a)	EUR		300		337,204
0.80%, 04/15/30^(a)	EUR		230		265,742
1.02%, 10/11/23^(a)	EUR		310		366,144
MUFG Bank Ltd., 0.88%, 03/11/22^(a)	EUR		100		116,157
Nissan Motor Co. Ltd.
2.65%, 03/17/26 (Call 02/17/26)^(a)	EUR		200		248,186
3.20%, 09/17/28 (Call 06/17/28)^(a)	EUR		150		192,533
NTT Finance Corp., 0.00%, 03/03/25 (Call 02/03/25)^(a)(c)	EUR		400		461,568
Sumitomo Mitsui Banking Corp.
0.41%, 11/07/29^(a)	EUR		100		115,928
0.55%, 11/06/23^(a)	EUR		500		585,554


Security		Par (000)		Value

Japan (continued)
Sumitomo Mitsui Financial Group Inc.
0.63%, 10/23/29^(a)	EUR		300	$	343,224
0.93%, 10/11/24^(a)	EUR		516		612,142
1.41%, 06/14/27^(a)	EUR		100		121,311
1.55%, 06/15/26^(a)	EUR		247		300,993
Takeda Pharmaceutical Co. Ltd.
0.75%, 07/09/27 (Call 05/09/27)	EUR		200		235,417
1.38%, 07/09/32 (Call 04/09/32)	EUR		400		478,778
2.00%, 07/09/40 (Call 01/09/40)	EUR		100		127,567
3.00%, 11/21/30 (Call 08/21/30)^(a)	EUR		200		273,297
Toyota Motor Finance Netherlands BV, 1.38%, 05/23/23^(a)	GBP		400		550,825


					7,751,479

Liechtenstein — 0.0%
LGT Bank AG, 1.88%, 02/08/23^(a)	CHF		100		112,416


Lithuania — 0.0%
AB Ignitis Grupe, 2.00%, 07/14/27^(a)	EUR		200		250,968


Luxembourg — 0.1%
Bevco Lux Sarl, 1.50%, 09/16/27 (Call 06/16/27)^(a)	EUR		200		241,530
Blackstone Property Partners Europe Holdings Sarl
1.00%, 05/04/28 (Call 02/04/28)^(a)	EUR		100		112,826
1.75%, 03/12/29 (Call 12/12/28)^(a)	EUR		200		235,089
CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund, 0.50%, 01/27/28 (Call 10/27/27)^(a)	EUR		100		112,512
CK Hutchison Group Telecom Finance SA
0.75%, 04/17/26 (Call 01/17/26)^(a)	EUR		210		246,498
1.13%, 10/17/28 (Call 07/17/28)^(a)	EUR		200		235,970
Logicor Financing Sarl
2.25%, 05/13/25 (Call 02/13/25)^(a)	EUR		350		428,714
2.75%, 01/15/30 (Call 10/15/29)^(a)	GBP		100		141,130
3.25%, 11/13/28 (Call 08/13/28)^(a)	EUR		260		342,212
Prologis International Funding II SA, 0.88%, 07/09/29 (Call 04/09/29)^(a)	EUR		300		351,201
SELP Finance Sarl
0.88%, 05/27/29 (Call 02/27/29)^(a)	EUR		100		113,928
1.50%, 12/20/26 (Call 09/20/26)^(a)	EUR		250		300,725


					2,862,335

Mexico — 0.0%
America Movil SAB de CV
4.95%, 07/22/33	GBP		200		350,787
5.00%, 10/27/26	GBP		200		316,951
5.75%, 06/28/30	GBP		120		212,024


					879,762

Netherlands — 1.1%
ABN AMRO Bank NV
0.38%, 01/14/35^(a)	EUR		200		230,550
0.50%, 04/15/26^(a)	EUR		200		235,033
0.60%, 01/15/27^(a)	EUR		300		349,221
0.63%, 05/31/22^(a)	EUR		300		349,044
0.88%, 01/15/24^(a)	EUR		500		591,733
0.88%, 01/14/26^(a)	EUR		300		360,107
1.00%, 04/13/31^(a)	EUR		600		742,852
1.13%, 01/12/32^(a)	EUR		200		250,542
1.13%, 04/23/39^(a)	EUR		200		257,723
1.25%, 01/10/33^(a)	EUR		200		254,491
1.38%, 01/12/37^(a)	EUR		100		131,415
1.45%, 04/12/38^(a)	EUR		300		402,257


Security		Par (000)		Value

Netherlands (continued)
2.50%, 09/05/23^(a)	EUR		200	$	243,181
3.38%, 08/15/31^(a)	CHF		200		284,194
7.13%, 07/06/22^(a)	EUR		450		545,482
Achmea Bank NV, 0.38%, 11/22/24^(a)	EUR		300		351,229
Achmea BV, 1.50%, 05/26/27 (Call 02/26/27)^(a)	EUR		334		408,899
Aegon Bank NV
0.25%, 05/25/23^(a)	EUR		100		116,564
0.38%, 11/21/56^(a)	EUR		200		234,097
Aegon NV, 6.13%, 12/15/31	GBP		50		95,744
Akzo Nobel NV, 1.13%, 04/08/26 (Call 01/08/26)^(a)	EUR		200		242,244
Alliander NV, 2.88%, 06/14/24	EUR		200		250,114
ASML Holding NV
0.63%, 05/07/29 (Call 02/07/29)^(a)	EUR		340		400,213
1.38%, 07/07/26 (Call 04/07/26)^(a)	EUR		300		366,474
ASR Nederland NV, 5.00%, (Call 09/30/24)^(a)(b)(d)	EUR		230		296,557
BNG Bank NV
0.20%, 11/09/24^(a)	EUR		450		525,875
0.25%, 06/07/24^(a)	EUR		300		351,104
0.38%, 01/14/22^(a)	EUR		50		57,910
0.63%, 06/19/27^(a)	EUR		250		299,404
0.75%, 01/11/28^(a)	EUR		250		301,780
0.75%, 01/24/29^(a)	EUR		390		471,646
0.88%, 10/17/35^(a)	EUR		500		614,616
1.00%, 01/12/26^(a)	EUR		200		241,713
1.38%, 10/21/30^(a)	EUR		200		255,134
1.50%, 07/15/39^(a)	EUR		284		387,317
2.25%, 07/17/23^(a)	EUR		80		96,614
3.25%, 07/15/25^(a)	AUD		200		158,990
3.30%, 07/17/28^(a)	AUD		400		321,163
Cooperatieve Rabobank UA
0.25%, 05/31/24^(a)	EUR		200		233,704
0.50%, 12/06/22^(a)	EUR		450		525,657
0.63%, 04/26/26^(a)	EUR		200		237,754
0.75%, 08/29/23^(a)	EUR		300		352,904
0.75%, 06/21/39^(a)	EUR		200		243,331
0.88%, 02/08/28^(a)	EUR		600		726,913
0.88%, 02/01/29^(a)	EUR		200		243,266
1.25%, 03/23/26^(a)	EUR		570		693,296
1.38%, 02/03/27^(a)	EUR		510		627,987
1.50%, 04/26/38^(a)	EUR		300		405,218
3.88%, 07/25/23^(a)	EUR		500		617,188
5.25%, 09/14/27^(a)	GBP		100		160,049
5.38%, 08/03/60^(a)	GBP		100		274,054
Series 2541, 4.00%, 09/19/22	GBP		150		211,104
CTP NV, 1.25%, 06/21/29 (Call 03/21/29)^(a)	EUR		200		228,890
de Volksbank NV, 1.00%, 03/08/28^(a)	EUR		200		244,482
Enexis Holding NV
0.75%, 07/02/31 (Call 04/02/31)^(a)	EUR		200		235,877
1.50%, 10/20/23 (Call 07/20/23)^(a)	EUR		550		654,817
Euronext NV, 0.75%, 05/17/31 (Call 02/17/31)^(a)	EUR		300		343,446
EXOR NV
0.88%, 01/19/31 (Call 10/19/30)^(a)	EUR		200		226,090
1.75%, 01/18/28 (Call 10/18/27)^(a)	EUR		200		245,648
Heineken NV
1.00%, 05/04/26 (Call 02/04/26)^(a)	EUR		370		443,417
1.25%, 03/17/27 (Call 12/17/26)^(a)	EUR		100		121,192
1.75%, 05/07/40 (Call 11/07/39)^(a)	EUR		300		371,111
ING Bank NV
0.75%, 02/18/29^(a)	EUR		400		482,889
1.88%, 05/22/23^(a)	EUR		400		478,464


Security		Par (000)		Value

Netherlands (continued)
3.38%, 01/10/22^(a)	EUR		100	$	116,465
ING Groep NV
0.25%, 02/18/29 (Call 02/18/28)^(a)(b)	EUR		200		224,414
0.25%, 02/01/30 (Call 02/01/29)^(a)(b)	EUR		200		222,086
1.13%, 02/14/25^(a)	EUR		600		715,316
1.63%, 09/26/29 (Call 09/26/24)^(a)(b)	EUR		600		713,576
2.00%, 09/20/28^(a)	EUR		300		378,872
2.13%, 05/26/31 (Call 02/26/26)^(a)(b)	EUR		100		121,205
2.50%, 11/15/30^(a)	EUR		300		403,301
3.00%, 04/11/28 (Call 04/11/23)^(b)	EUR		200		240,557
JDE Peet’s NV, 1.13%, 06/16/33 (Call 03/16/33)^(a)	EUR		225		254,984
Koninklijke Ahold Delhaize NV, 0.25%, 06/26/25 (Call 03/26/25)^(a)	EUR		352		409,012
Koninklijke DSM NV, 1.00%, 04/09/25 (Call 01/09/25)^(a)	EUR		470		561,249
Koninklijke KPN NV
5.63%, 09/30/24^(a)	EUR		150		201,094
5.75%, 09/17/29^(a)	GBP		160		266,272
Koninklijke Philips NV
0.50%, 09/06/23 (Call 06/06/23)^(a)	EUR		120		140,318
2.00%, 03/30/30 (Call 12/30/29)^(a)	EUR		200		258,366
LeasePlan Corp. NV
0.13%, 09/13/23	EUR		100		116,058
0.75%, 10/03/22^(a)	EUR		320		373,338
1.38%, 03/07/24^(a)	EUR		200		238,760
Louis Dreyfus Co. BV
1.63%, 04/28/28 (Call 01/28/28)^(a)	EUR		100		119,306
2.38%, 11/27/25 (Call 08/27/25)^(a)	EUR		100		123,572
Nationale-Nederlanden Bank NV Netherlands (The)
0.63%, 09/11/25^(a)	EUR		400		473,174
1.00%, 09/25/28^(a)	EUR		200		244,228
Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV, 0.13%, 06/01/23^(a)	EUR		100		116,492
Nederlandse Gasunie NV, 1.38%, 10/16/28 (Call 07/16/28)^(a)	EUR		300		370,327
Nederlandse Waterschapsbank NV
0.13%, 01/17/24^(a)	EUR		300		350,043
0.50%, 01/19/23^(a)	EUR		100		116,959
0.50%, 04/29/30^(a)	EUR		500		594,080
0.63%, 02/06/29^(a)	EUR		200		239,842
1.00%, 09/03/25^(a)	EUR		400		482,209
1.00%, 03/01/28^(a)	EUR		600		734,467
1.25%, 06/07/32^(a)	EUR		100		127,371
1.50%, 06/15/39^(a)	EUR		200		272,243
1.63%, 01/29/48^(a)	EUR		200		299,446
3.45%, 07/17/28^(a)	AUD		300		243,314
NIBC Bank NV
0.13%, 04/21/31^(a)	EUR		100		113,237
1.00%, 09/11/28^(a)	EUR		200		243,389
1.13%, 04/19/23^(a)	EUR		200		235,482
NN Group NV
4.63%, 04/08/44 (Call 04/08/24)^(a)(b)	EUR		250		317,177
4.63%, 01/13/48 (Call 01/13/28)^(a)(b)	EUR		200		271,910
PostNL NV, 0.63%, 09/23/26 (Call 06/23/26)	EUR		100		117,174
Royal Schiphol Group NV
1.50%, 11/05/30 (Call 08/05/30)^(a)	EUR		100		124,536
2.00%, 04/06/29 (Call 01/06/29)^(a)	EUR		400		510,832
Shell International Finance BV
0.88%, 08/21/28^(a)	CHF		75		84,812
0.88%, 11/08/39^(a)	EUR		300		326,349


Security		Par (000)		Value

Netherlands (continued)
1.25%, 05/12/28^(a)	EUR		220	$	268,234
1.25%, 11/11/32^(a)	EUR		400		480,933
1.88%, 09/15/25^(a)	EUR		610		754,140
1.88%, 04/07/32^(a)	EUR		210		267,757
Stedin Holding NV, 1.38%, 09/19/28 (Call 06/19/28)^(a)	EUR		200		246,057
Stellantis NV
1.25%, 06/20/33 (Call 03/20/33)^(a)	EUR		300		337,599
2.00%, 03/20/25 (Call 12/20/24)^(a)	EUR		500		607,830
TenneT Holding BV
1.00%, 06/13/26 (Call 03/13/26)^(a)	EUR		400		479,893
1.38%, 06/26/29 (Call 03/26/29)^(a)	EUR		200		246,776
1.50%, 06/03/39 (Call 03/03/39)^(a)	EUR		500		631,303
2.00%, 06/05/34 (Call 03/05/34)^(a)	EUR		100		131,200
4.63%, 02/21/23^(a)	EUR		200		246,205
Unilever Finance Netherlands BV
0.38%, 02/14/23^(a)	EUR		135		157,485
0.50%, 08/12/23^(a)	EUR		405		474,950
1.00%, 02/14/27^(a)	EUR		370		447,173
1.38%, 07/31/29^(a)	EUR		100		124,151
1.63%, 02/12/33^(a)	EUR		260		333,441
1.75%, 03/25/30 (Call 12/25/29)^(a)	EUR		320		409,938
Van Lanschot Kempen Wealth Management NV, 0.88%, 02/15/27^(a)	EUR		200		239,939
Vesteda Finance BV, 2.00%, 07/10/26 (Call 04/10/26)^(a)	EUR		100		124,045
Wolters Kluwer NV
0.75%, 07/03/30 (Call 04/03/30)^(a)	EUR		150		175,120
1.50%, 03/22/27 (Call 12/22/26)^(a)	EUR		100		122,728


					42,216,085

New Zealand — 0.1%
ANZ New Zealand Int’l Ltd./London
0.13%, 09/22/23^(a)	EUR		100		116,365
0.38%, 09/17/29^(a)	EUR		100		113,797
0.50%, 01/17/24^(a)	EUR		200		234,501
ASB Finance Ltd., 0.75%, 03/13/24^(a)	EUR		300		353,719
ASB Finance Ltd./London, 0.63%, 10/18/24^(a)	EUR		200		235,660
BNZ International Funding Ltd/London, 0.63%, 07/03/25^(a)	EUR		200		236,247
Westpac Sec NZ/London Covered, 0.00%, 06/08/28^(a)(c)	EUR		200		227,683
Westpac Securities NZ Ltd./London
0.38%, 02/05/24^(a)	CHF		150		165,876
0.50%, 01/17/24^(a)	EUR		200		234,703


					1,918,551

Norway — 0.3%
Avinor AS, 1.00%, 04/29/25 (Call 01/29/25)^(a)	EUR		350		417,001
DNB Bank ASA
0.05%, 11/14/23^(a)	EUR		555		645,673
1.13%, 03/01/23^(a)	EUR		200		235,736
DNB Boligkreditt AS
0.00%, 05/12/28^(a)(c)	EUR		300		343,987
0.25%, 01/23/23^(a)	EUR		400		466,132
0.25%, 04/18/23^(a)	EUR		150		174,940
0.25%, 09/07/26^(a)	EUR		400		467,070
0.38%, 11/14/23^(a)	EUR		500		585,248
0.38%, 11/20/24^(a)	EUR		100		117,275
0.63%, 01/14/26^(a)	EUR		400		474,459


Security		Par (000)		Value

Norway (continued)
Eika Boligkreditt AS
0.00%, 03/12/27^(c)	EUR		200	$	230,312
0.38%, 04/20/23^(a)	EUR		300		350,618
0.50%, 08/28/25^(a)	EUR		100		117,882
Equinor ASA
0.75%, 05/22/26 (Call 03/22/26)^(a)	EUR		450		534,386
1.38%, 05/22/32 (Call 02/22/32)^(a)	EUR		200		245,870
1.63%, 11/09/36 (Call 08/09/36)^(a)	EUR		200		251,141
2.88%, 09/10/25^(a)	EUR		100		129,078
4.25%, 04/10/41^(a)	GBP		290		541,086
6.88%, 03/11/31^(a)	GBP		100		197,174
Santander Consumer Bank AS, 0.13%, 02/25/25^(a)	EUR		300		345,766
SpareBank 1 Boligkreditt AS
0.13%, 05/14/26^(a)	EUR		200		232,425
0.13%, 11/05/29^(a)	EUR		300		344,150
0.13%, 05/12/31^(a)	EUR		150		170,553
0.25%, 08/30/26^(a)	EUR		200		233,688
0.50%, 01/30/25^(a)	EUR		200		235,616
1.75%, 12/18/23^(a)	GBP		200		277,758
SpareBank 1 Oestlandet, 0.25%, 09/30/24^(a)	EUR		150		174,615
SpareBank 1 SMN, 0.00%, 02/18/28^(a)(c)	EUR		100		112,073
Sparebanken Soer Boligkreditt AS, 0.50%, 02/06/26^(a)	EUR		200		235,799
Sparebanken Vest Boligkreditt AS, 0.50%, 02/12/26^(a)	EUR		400		471,768
SR-Boligkreditt AS
0.00%, 10/08/26^(c)	EUR		100		115,338
0.75%, 10/17/25^(a)(b)	EUR		300		357,200
Statkraft AS
1.50%, 09/21/23 (Call 06/21/23)^(a)	EUR		200		237,542
1.50%, 03/26/30 (Call 12/26/29)^(a)	EUR		400		498,153
Storebrand Livsforsikring AS, 1.88%, 09/30/51 (Call 03/31/31)^(a)(b)	EUR		100		111,998
Telenor ASA
0.25%, 02/14/28 (Call 11/14/27)^(a)	EUR		200		229,360
0.88%, 02/14/35 (Call 11/14/34)^(a)	EUR		496		578,754
2.63%, 12/06/24^(a)	EUR		540		677,881


					12,165,505

Poland — 0.0%
PKO Bank Hipoteczny SA
0.63%, 01/24/23^(a)	EUR		300		350,733
0.75%, 08/27/24^(a)	EUR		100		118,017


					468,750

Portugal — 0.0%
Banco Santander Totta SA, 0.88%, 04/25/24^(a)	EUR		200		236,705
Caixa Economica Montepio Geral Caixa Economica Bancaria SA, 0.13%, 11/14/24^(a)	EUR		200		231,803
EDP Finance BV
0.38%, 09/16/26 (Call 06/16/26)^(a)	EUR		500		579,850
1.13%, 02/12/24^(a)	EUR		504		599,147
Ren Finance BV, 1.75%, 01/18/28 (Call 10/18/27)^(a)	EUR		100		123,928


					1,771,433

Romania — 0.0%
Globalworth Real Estate Investments Ltd., 3.00%, 03/29/25^(a)	EUR		500		614,067


Russia — 0.0%
Gazprom PJSC Via Gaz Capital SA, 4.36%, 03/21/25^(a)	EUR		550		705,019


Security		Par (000)		Value

Senegal — 0.1%
European Union
0.00%, 04/22/31^(a)(c)	EUR		800	$	916,514
0.45%, 07/04/41^(a)	EUR		800		930,487


					1,847,001

Singapore — 0.0%
DBS Bank Ltd., 0.38%, 11/21/24^(a)	EUR		400		468,342
Temasek Financial I Ltd., 0.50%, 11/20/31 (Call 08/20/31)^(a)	EUR		300		345,253
United Overseas Bank Ltd.
0.00%, 12/01/27^(a)(c)	EUR		225		257,548
0.50%, 01/16/25^(a)	EUR		230		270,448


					1,341,591

Slovakia — 0.0%
Vseobecna Uverova Banka AS
0.00%, 06/23/25^(a)(c)	EUR		100		115,435
0.25%, 03/26/24^(a)	EUR		300		349,813


					465,248

South Korea — 0.0%
Kookmin Bank, 0.05%, 07/15/25^(a)	EUR		100		115,410
Shinhan Bank Co. Ltd., 0.25%, 10/16/24^(a)	EUR		100		116,020


					231,430

Spain — 0.8%
Abertis Infraestructuras SA
1.00%, 02/27/27^(a)	EUR		100		117,722
1.63%, 07/15/29 (Call 04/15/29)^(a)	EUR		300		360,440
2.25%, 03/29/29 (Call 12/29/28)^(a)	EUR		200		250,586
2.38%, 09/27/27 (Call 06/27/27)^(a)	EUR		100		125,862
3.00%, 03/27/31 (Call 12/27/30)^(a)	EUR		200		265,522
Amadeus IT Group SA, 2.50%, 05/20/24 (Call 02/20/24)^(a)	EUR		200		244,052
AYT Cedulas Cajas Global FTA, Series 10, 4.25%, 10/25/23	EUR		300		376,933
AyT Cedulas Cajas X Fondo de Titulizacion de Activos, Series X, 3.75%, 06/30/25	EUR		300		392,588
Banco Bilbao Vizcaya Argentaria SA
0.38%, 11/15/26^(a)	EUR		300		347,986
0.63%, 03/18/23	EUR		500		585,670
0.88%, 11/22/26^(a)	EUR		400		481,506
1.13%, 02/28/24^(a)	EUR		500		593,190
3.50%, 02/10/27^(a)	EUR		500		654,221
Banco de Sabadell SA
0.13%, 10/20/23^(a)	EUR		300		349,054
0.13%, 02/10/28^(a)	EUR		100		115,240
0.63%, 11/07/25 (Call 11/07/24)^(a)(b)	EUR		500		580,780
1.00%, 04/26/27^(a)	EUR		300		363,165
Banco Santander SA
0.25%, 07/10/29^(a)	EUR		200		232,592
0.30%, 10/04/26^(a)	EUR		500		577,832
0.50%, 02/04/27^(a)	EUR		500		574,977
0.50%, 03/24/27 (Call 03/24/26)^(a)(b)	EUR		500		576,272
0.75%, 09/09/22^(a)	EUR		100		116,747
0.75%, 06/12/23^(a)	CHF		200		221,579
0.88%, 05/09/31^(a)	EUR		600		732,192
1.00%, 04/07/25^(a)	EUR		400		478,510
1.13%, 11/27/24^(a)	EUR		100		119,827
1.13%, 10/25/28^(a)	EUR		300		370,542
1.38%, 07/31/24^(a)	GBP		300		411,021
1.50%, 01/25/26^(a)	EUR		400		491,281
1.63%, 10/22/30^(a)	EUR		300		350,438


Security		Par (000)		Value

Spain (continued)
2.00%, 11/27/34^(a)	EUR		100	$	138,958
2.13%, 02/08/28^(a)	EUR		200		245,012
2.50%, 03/18/25^(a)	EUR		300		370,167
Bankinter SA, 1.00%, 02/05/25^(a)	EUR		200		238,548
CaixaBank SA
0.75%, 04/18/23^(a)	EUR		400		468,541
0.75%, 07/09/26^(a)	EUR		200		235,153
0.75%, 07/10/26 (Call 07/10/25)^(a)(b)	EUR		100		117,411
1.00%, 03/14/23^(a)	EUR		200		235,343
1.00%, 06/25/24^(a)	EUR		100		118,166
1.00%, 09/25/25^(a)	EUR		200		239,676
1.00%, 01/17/28^(a)	EUR		200		243,021
1.13%, 01/12/23^(a)	EUR		100		117,406
1.13%, 03/27/26^(a)	EUR		700		837,263
1.25%, 01/11/27^(a)	EUR		400		489,584
1.25%, 06/18/31 (Call 03/18/26)^(a)(b)	EUR		300		348,125
1.50%, 12/03/26 (Call 12/03/25)^(a)(b)	GBP		100		135,020
2.63%, 03/21/24	EUR		200		246,461
2.75%, 07/14/28 (Call 07/14/23)^(a)(b)	EUR		300		359,906
4.00%, 02/03/25	EUR		300		392,505
4.13%, 03/24/36	EUR		300		523,880
Cajamar Caja Rural SCC, 0.88%, 06/18/23^(a)	EUR		200		235,089
Canal de Isabel II Gestion SA, 1.68%, 02/26/25^(a)	EUR		200		242,157
Cedulas TDA 6 Fond de Titulizacion de Activos, 3.88%, 05/23/25	EUR		300		394,065
Criteria Caixa SA, 1.50%, 05/10/23^(a)	EUR		300		355,012
Deutsche Bank SA Espanola, 1.13%, 01/20/23^(a)	EUR		100		117,566
Enagas Financiaciones SA
0.75%, 10/27/26 (Call 07/27/26)^(a)	EUR		100		118,792
1.38%, 05/05/28^(a)	EUR		200		247,527
Enagas Financiaciones SAU, 1.00%, 03/25/23^(a)	EUR		100		117,536
FCC Aqualia SA, 2.63%, 06/08/27 (Call 03/08/27)^(a)	EUR		150		190,990
FCC Servicios Medio Ambiente Holding SA, 1.66%, 12/04/26 (Call 09/23/26)^(a)	EUR		100		121,305
Ferrovial Emisiones SA
2.50%, 07/15/24^(a)	EUR		100		123,197
Series ., 1.38%, 03/31/25^(a)	EUR		200		240,587
Iberdrola Finanzas SA
1.00%, 03/07/24 (Call 12/07/23)^(a)	EUR		300		355,532
1.00%, 03/07/25 (Call 12/07/24)^(a)	EUR		500		596,271
1.62%, 11/29/29^(a)	EUR		200		253,555
7.38%, 01/29/24	GBP		200		310,828
Iberdrola International BV
1.13%, 01/27/23^(a)	EUR		200		235,288
2.63%, (Call 03/26/24)^(a)(b)(d)	EUR		200		242,499
3.25%, (Call 11/12/24)^(a)(b)(d)	EUR		400		498,236
Series NC8, 2.25%, (Call 01/28/29)^(a)(b)(d)	EUR		300		352,560
Inmobiliaria Colonial Socimi SA
1.35%, 10/14/28 (Call 07/14/28)^(a)	EUR		100		119,930
2.00%, 04/17/26 (Call 01/17/26)^(a)	EUR		300		369,013
Liberbank SA, 0.25%, 09/25/29^(a)	EUR		300		345,208
Mapfre SA
1.63%, 05/19/26^(a)	EUR		200		247,377
4.38%, 03/31/47 (Call 03/31/27)^(a)(b)	EUR		300		399,045
Merlin Properties Socimi SA
1.75%, 05/26/25 (Call 02/26/25)^(a)	EUR		105		127,029
1.88%, 12/04/34 (Call 09/04/34)^(a)	EUR		100		114,504
2.23%, 04/25/23 (Call 01/25/23)^(a)	EUR		100		118,722
Merlin Properties SOCIMI SA, 1.88%, 11/02/26 (Call 08/02/26)^(a)	EUR		325		397,438


Security		Par (000)		Value

Spain (continued)
Naturgy Finance BV
1.25%, 04/19/26 (Call 01/19/26)^(a)	EUR		500	$	602,675
1.50%, 01/29/28 (Call 10/29/27)^(a)	EUR		300		369,016
NorteGas Energia Distribucion SAU, 2.07%, 09/28/27 (Call 06/28/27)^(a)	EUR		100		123,684
Programa Cedulas TDA Fondo de Titulizacion de Activos
4.25%, 03/28/27	EUR		200		282,057
Series A6, 4.25%, 04/10/31	EUR		300		472,394
Red Electrica Corp SA, 0.88%, 04/14/25 (Call 01/14/25)^(a)	EUR		300		356,236
Red Electrica Financiaciones SAU, 1.00%, 04/21/26^(a)	EUR		200		240,117
Repsol International Finance BV
0.13%, 10/05/24 (Call 07/05/24)^(a)	EUR		200		231,803
0.25%, 08/02/27 (Call 05/02/27)^(a)	EUR		300		344,820
Santander Consumer Finance SA, 0.38%, 06/27/24^(a)	EUR		500		583,266
Telefonica Emisiones SA
1.20%, 08/21/27 (Call 05/21/27)^(a)	EUR		500		603,871
1.53%, 01/17/25^(a)	EUR		200		242,439
1.79%, 03/12/29 (Call 12/12/28)^(a)	EUR		200		251,250
1.81%, 05/21/32 (Call 11/21/31)^(a)	EUR		400		501,722
1.96%, 07/01/39 (Call 01/01/39)^(a)	EUR		125		160,222
2.32%, 10/17/28^(a)	EUR		100		129,715
Telefonica Emisiones SAU
1.46%, 04/13/26^(a)	EUR		200		243,810
1.72%, 01/12/28^(a)	EUR		400		497,889
5.29%, 12/09/22^(a)	GBP		300		430,646


					31,812,963

Supranational — 0.4%
African Development Bank SR
0.50%, 06/22/26	GBP		300		400,042
1.10%, 12/16/26	AUD		500		361,208
Asian Development Bank
0.80%, 11/06/25	AUD		500		363,747
2.65%, 01/11/23	AUD		500		385,178
Asian Development Bank SR, 0.10%, 06/17/31	EUR		670		763,011
Council of Europe
0.00%, 01/20/31^(a)(c)	EUR		700		797,717
0.38%, 12/15/25^(a)	GBP		300		399,685
Council of Europe Development Bank, 0.38%, 03/27/25^(a)	EUR		500		588,884
European Financial Stability Facility, 0.50%, 07/11/25^(a)	EUR		1,000		1,186,102
European Investment Bank
0.38%, 07/16/25	EUR		1,400		1,654,506
1.38%, 03/07/25^(a)	GBP		800		1,108,099
European Union
0.00%, 07/06/26^(a)(c)	EUR		2,000		2,335,027
0.00%, 10/04/28^(a)(c)	EUR		1,500		1,739,982
0.40%, 02/04/37^(a)	EUR		1,000		1,172,230
1.38%, 10/04/29^(a)	EUR		350		448,200
Inter-American Development Bank, 1.25%, 12/15/23	GBP		200		275,632
International Bank For Reconstrction & Development, 0.10%, 09/17/35	EUR		400		445,781
International Bank for Reconstruction & Development, 0.00%, 04/24/28^(c)	EUR		300		346,221


Security		Par (000)		Value

Supranational (continued)
International Development Association., 0.00%, 07/15/31^(a)(c)	EUR		500	$	562,562


					15,333,814

Sweden — 0.8%
Akelius Residential Property AB, 2.38%, 08/15/25 (Call 05/15/25)^(a)	GBP		100		140,786
Akelius Residential Property Financing BV
0.75%, 02/22/30 (Call 11/22/29)^(a)	EUR		100		110,489
1.00%, 01/17/28 (Call 10/17/27)^(a)	EUR		100		115,362
Atlas Copco AB, 0.63%, 08/30/26 (Call 05/30/26)^(a)	EUR		100		118,295
Balder Finland Oyj, 1.00%, 01/20/29 (Call 10/20/28)^(a)	EUR		100		112,216
Danske Hypotek AB, Series 2512, 1.00%, 12/17/25^(a)	SEK		6,000		708,884
Essity AB, 0.25%, 02/08/31 (Call 11/08/30)^(a)	EUR		100		110,484
Fastighets AB Balder
1.13%, 01/29/27 (Call 10/29/26)^(a)	EUR		150		174,631
1.25%, 01/28/28 (Call 10/28/27)^(a)	EUR		100		115,452
H&M Finance BV, 0.25%, 08/25/29 (Call 05/25/29)^(a)	EUR		150		168,111
Heimstaden Bostad Treasury BV, 1.38%, 03/03/27 (Call 12/03/26)	EUR		100		118,043
Hemso Treasury Oyj, 0.00%, 01/19/28 (Call 10/19/27)^(a)(c)	EUR		117		130,917
Investor AB
1.50%, 09/12/30 (Call 06/12/30)^(a)	EUR		200		250,406
1.50%, 06/20/39 (Call 03/20/39)^(a)	EUR		200		255,686
Lansforsakringar Hypotek AB
0.25%, 04/12/23^(a)	EUR		550		641,617
0.63%, 03/27/25^(a)	EUR		200		236,520
Series 516, 1.25%, 09/20/23^(a)	SEK		2,500		297,281
Series 519, 1.50%, 09/16/26^(a)	SEK		6,000		721,796
Molnlycke Holding AB, 1.75%, 02/28/24^(a)	EUR		300		360,516
Nordea Hypotek AB
1.00%, 09/17/25^(a)	SEK		10,000		1,182,988
Series 5533, 1.25%, 09/20/23^(a)	SEK		8,000		951,327
Sagax Euro Mtn NL BV, 0.75%, 01/26/28 (Call 10/26/27)^(a)	EUR		300		339,860
Samhallsbyggnadsbolaget, 1.00%, 08/12/27 (Call 05/12/27)^(a)	EUR		300		346,880
SBAB Bank AB, 0.50%, 05/13/25^(a)	EUR		300		352,803
Securitas AB, 1.25%, 03/15/22^(a)	EUR		200		232,518
Skandinaviska Enskilda, 0.38%, 06/21/28^(a)	EUR		400		457,517
Skandinaviska Enskilda Banken AB
0.38%, 02/09/26^(a)	EUR		300		352,491
0.63%, 01/30/23^(a)	EUR		700		819,736
0.63%, 11/12/29^(a)	EUR		200		232,046
1.25%, 08/05/22^(a)	GBP		200		274,909
Series 576, 1.00%, 12/20/23^(a)	SEK		4,000		473,978
Series 579, 1.00%, 12/18/24^(a)	SEK		8,000		948,905
Series 580, 1.00%, 12/17/25^(a)	SEK		4,000		472,571
SKF AB, 0.25%, 02/15/31 (Call 11/15/30)^(a)	EUR		100		109,869
Stadshypotek AB
0.13%, 10/05/26^(a)	EUR		200		232,324
0.38%, 02/22/23^(a)	EUR		200		233,556
0.38%, 02/21/24^(a)	EUR		150		175,772
0.38%, 12/06/24^(a)	EUR		200		234,643
0.38%, 03/13/26^(a)	EUR		600		705,100
0.50%, 07/11/25^(a)	EUR		300		353,913
1.50%, 03/01/24^(a)	SEK		16,000		1,918,454


Security		Par (000)		Value

Sweden (continued)
Series 1587, 1.50%, 06/01/23^(a)	SEK		5,000	$	595,523
Series 1589, 1.50%, 12/03/24^(a)	SEK		6,000		722,243
Series 1590, 1.00%, 09/03/25^(a)	SEK		2,000		236,567
Series 1594, 2.00%, 09/01/28^(a)	SEK		4,000		494,830
Svenska Handelsbanken AB
0.50%, 03/21/23^(a)	EUR		700		818,676
1.00%, 04/15/25^(a)	EUR		400		478,431
1.63%, 03/05/29 (Call 03/05/24)^(a)(b)	EUR		100		119,519
Sveriges Sakerstallda Obligationer AB
0.25%, 04/19/23^(a)	EUR		400		466,571
0.38%, 06/05/29^(a)	EUR		300		351,416
0.50%, 01/29/25^(a)	EUR		200		235,595
0.88%, 03/29/27^(a)	EUR		300		361,754
Series 145, 1.00%, 06/12/24^(a)	SEK		10,000		1,186,446
Swedbank AB
0.25%, 11/07/22^(a)	EUR		500		581,953
0.30%, 05/20/27 (Call 05/20/26)^(a)(b)	EUR		200		229,593
1.38%, 12/08/27 (Call 12/08/26)^(a)(b)	GBP		100		134,418
Swedbank Hypotek AB
0.38%, 03/11/22^(a)	EUR		100		115,987
0.45%, 08/23/23^(a)	EUR		500		586,028
0.50%, 02/05/26^(a)	EUR		300		354,166
1.00%, 06/18/25^(a)	SEK		8,600		1,017,470
Series 191, 1.00%, 06/15/22^(a)	SEK		9,000		1,055,519
Series 194, 1.00%, 09/18/24^(a)	SEK		7,000		830,520
Tele2 AB, 2.13%, 05/15/28 (Call 02/15/28)^(a)	EUR		125		157,170
Telia Co. AB
2.13%, 02/20/34 (Call 11/20/33)^(a)	EUR		400		522,318
3.00%, 04/04/78 (Call 04/04/23)^(a)(b)	EUR		300		358,504
Vattenfall AB
0.13%, 02/12/29 (Call 11/12/28)^(a)	EUR		300		337,520
6.88%, 04/15/39^(a)	GBP		310		728,998
Volvo Treasury AB, 4.85%, 03/10/78 (Call 03/10/23)^(a)(b)	EUR		250		305,617


					29,673,004

Switzerland — 0.8%
ABB Finance BV, 0.75%, 05/16/24 (Call 02/16/24)^(a)	EUR		300		353,552
Adecco International Financial Services BV, 1.25%, 11/20/29 (Call 08/20/29)^(a)	EUR		125		151,930
Argentum Netherlands BV for Givaudan SA
1.13%, 09/17/25 (Call 06/17/25)^(a)	EUR		300		359,319
2.00%, 09/17/30 (Call 06/17/30)^(a)	EUR		100		129,081
Argentum Netherlands BV for Zurich Insurance Co. Ltd., 3.50%, 10/01/46 (Call 10/01/26)^(a)(b)	EUR		200		260,370
Coca-Cola HBC Finance BV, 0.63%, 11/21/29 (Call 08/21/29)^(a)	EUR		300		346,900
Credit Suisse Group AG
0.63%, 01/18/33^(a)	EUR		300		320,242
0.65%, 01/14/28 (Call 01/14/27)^(a)(b)	EUR		200		228,338
1.00%, 04/14/23^(a)	CHF		200		221,645
1.00%, 06/24/27 (Call 06/24/26)^(a)(b)	EUR		880		1,030,769
1.25%, 07/17/25 (Call 07/17/24)^(a)(b)	EUR		383		453,179
2.13%, 09/12/25 (Call 09/12/24)^(a)(b)	GBP		300		413,887
Credit Suisse Schweiz AG, 0.00%, 10/31/30^(a)(c)	CHF		460		487,602
ELM BV for Swiss Life Insurance & Pension Group, 4.50%, (Call 05/19/27)^(a)(b)(d)	EUR		200		269,667
Firmenich Productions Participations SAS, 1.75%, 04/30/30 (Call 01/30/30)^(a)	EUR		200		250,704


Security		Par (000)		Value

Switzerland (continued)
Glencore Finance Europe Ltd.
1.75%, 03/17/25 (Call 12/17/24)^(a)	EUR		560	$	674,005
1.88%, 09/13/23 (Call 06/13/23)^(a)	EUR		364		433,147
Helvetia Europe SA, 2.75%, 09/30/41 (Call 06/30/31)^(a)(b)	EUR		100		124,780
Holcim Finance Luxembourg SA
0.50%, 04/23/31 (Call 01/23/31)^(a)	EUR		250		275,093
1.38%, 05/26/23 (Call 02/26/23)^(a)	EUR		470		554,659
2.25%, 05/26/28 (Call 02/26/28)^(a)	EUR		300		383,190
Holcim Ltd., 3.00%, 11/22/22^(a)	CHF		100		112,901
Lunar Funding V for Swisscom AG, 1.13%, 10/12/26^(a)	EUR		610		737,195
Nestle Finance International Ltd.
0.00%, 06/14/26 (Call 05/14/26)^(a)(c)	EUR		150		172,724
0.00%, 03/03/33 (Call 12/03/32)^(a)(c)	EUR		100		106,861
0.25%, 06/14/29 (Call 03/14/29)^(a)	EUR		100		115,017
0.63%, 02/14/34 (Call 11/14/33)^(a)	EUR		75		85,419
0.75%, 11/08/21^(a)	EUR		100		115,623
0.75%, 05/16/23 (Call 02/16/23)^(a)	EUR		302		354,052
0.88%, 06/14/41 (Call 12/14/40)^(a)	EUR		75		86,618
1.13%, 04/01/26 (Call 02/01/26)^(a)	EUR		798		963,815
Nestle Holdings Inc., 0.25%, 10/04/27^(a)	CHF		900		990,580
Novartis Finance SA
0.63%, 09/20/28^(a)	EUR		100		118,369
1.38%, 08/14/30 (Call 05/14/30)^(a)	EUR		520		647,635
Pfandbriefbank schweizerischer Hypothekarinstitute AG
0.00%, 02/26/30^(a)(c)	CHF		500		536,850
0.25%, 10/06/42^(a)	CHF		400		432,534
Series 640, 0.38%, 09/23/43^(a)	CHF		200		221,990
Series 670, 0.00%, 07/29/24^(a)(c)	CHF		500		549,891
Series 675, 0.00%, 06/15/27^(a)(c)	CHF		2,400		2,616,592
Series 682, 0.00%, 04/06/27^(a)(c)	CHF		1,000		1,091,350
Series 691, 0.25%, 03/15/41^(a)	CHF		200		216,361
Series 696, 0.13%, 11/19/32^(a)	CHF		500		535,370
Series 700, 0.13%, 03/19/31^(a)	CHF		300		323,621
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
Series 472, 0.00%, 07/25/23^(a)(c)	CHF		400		440,162
Series 482, 0.00%, 06/14/24^(a)(c)	CHF		1,600		1,759,703
Series 483, 0.00%, 01/27/27^(a)(c)	CHF		2,500		2,730,505
Series 515, 0.10%, 12/03/31^(a)	CHF		500		535,998
Series 519, 0.13%, 04/23/32^(a)	CHF		400		429,314
Series 526, 0.00%, 07/19/30^(a)(c)	CHF		100		107,084
Series 528, 0.00%, 03/15/30^(a)(c)	CHF		200		214,607
Richemont International Holding SA
1.13%, 05/26/32 (Call 02/26/32)^(a)	EUR		300		362,968
1.50%, 03/26/30 (Call 12/26/29)^(a)	EUR		510		637,096
Roche Finance Europe BV, 0.50%, 02/27/23 (Call 11/27/22)^(a)	EUR		462		539,172
Roche Kapitalmarkt AG, Series 2024, 0.10%, 09/23/24 (Call 06/23/24)^(a)	CHF		200		220,242
Sika Capital BV, 1.50%, 04/29/31 (Call 01/29/31)^(a)	EUR		200		248,094
Swiss Re Finance Luxembourg SA, 2.53%, 04/30/50 (Call 04/30/30)^(a)(b)	EUR		100		125,225
Swiss Re Finance UK PLC
1.38%, 05/27/23^(a)	EUR		600		710,212
2.71%, 06/04/52 (Call 06/04/32)^(a)(b)	EUR		100		124,720
Syngenta Finance NV, 3.38%, 04/16/26 (Call 01/16/26)^(a)	EUR		200		250,676


Security		Par (000)		Value

Switzerland (continued)
UBS AG/London
0.00%, 03/31/26^(a)(c)	EUR		200	$	228,971
0.50%, 03/31/31^(a)	EUR		300		341,608
0.63%, 01/23/23 (Call 12/23/22)^(a)	EUR		700		817,591
UBS Group AG
0.25%, 01/29/26 (Call 01/29/25)^(a)(b)	EUR		570		658,637
0.25%, 11/05/28 (Call 11/05/27)^(a)(b)	EUR		200		226,262
0.63%, 02/24/33^(a)	EUR		200		222,863
Zuercher Kantonalbank, 0.05%, 02/05/31^(a)	CHF		500		533,377
Zurich Finance Ireland Designated Activity Co., 1.63%, 06/17/39 (Call 03/17/39)^(a)	EUR		300		381,241


					31,699,755

United Arab Emirates — 0.0%
DP World PLC, 4.25%, 09/25/30^(a)	GBP		200		304,962
Emirates Telecommunications Group Co. PJSC, 2.75%, 06/18/26^(a)	EUR		400		519,733
First Abu Dhabi Bank PJSC
0.13%, 02/16/26^(a)	EUR		250		288,041
1.38%, 02/19/23^(a)	GBP		200		274,416
MDGH-GMTN BV, 6.88%, 03/14/26^(a)	GBP		100		167,971


					1,555,123

United Kingdom — 2.1%
3i Group PLC, 3.75%, 06/05/40 (Call 03/05/40)^(a)	GBP		200		314,712
Affinity Sutton Capital Markets PLC, 4.25%, 10/08/42^(a)	GBP		100		188,645
Affordable Housing Finance PLC
2.89%, 08/11/45^(a)	GBP		100		174,430
3.80%, 05/20/44^(a)	GBP		100		194,782
Amcor UK Finance PLC, 1.13%, 06/23/27 (Call 04/23/27)	EUR		200		238,853
Anglian Water Services Financing PLC, 4.50%, 02/22/26^(a)	GBP		100		154,277
Anglo American Capital PLC, 1.63%, 09/18/25^(a)	EUR		300		362,676
Annington Funding PLC
2.65%, 07/12/25 (Call 06/12/25)^(a)	GBP		100		141,638
3.18%, 07/12/29 (Call 04/12/29)^(a)	GBP		240		350,091
3.69%, 07/12/34 (Call 04/12/34)^(a)	GBP		300		462,851
Aspire Defence Finance PLC, Series B, 4.67%, 03/31/40	GBP		127		223,158
Aster Treasury PLC, 4.50%, 12/18/43^(a)	GBP		100		197,361
Aviva PLC
1.88%, 11/13/27^(a)	EUR		266		337,511
3.88%, 07/03/44 (Call 07/03/24)^(a)(b)	EUR		450		566,217
5.13%, 06/04/50 (Call 06/04/30)^(a)(b)	GBP		200		318,303
6.13%, 07/05/43 (Call 07/05/23)^(a)(b)	EUR		200		254,313
6.88%, 05/20/58 (Call 05/20/38)^(a)(b)	GBP		50		106,325
Babcock International Group PLC, 1.38%, 09/13/27 (Call 06/13/27)^(a)	EUR		225		262,795
Bank of Scotland PLC, 4.88%, 12/20/24	GBP		125		191,370
Barclays PLC
0.75%, 06/09/25 (Call 06/09/24)^(a)(b)	EUR		885		1,037,311
1.13%, 03/22/31 (Call 03/22/26)^(a)(b)	EUR		300		345,160
2.17%, 06/23/27 (Call 06/23/26)^(a)(b)	CAD		200		158,521
2.38%, 10/06/23 (Call 10/06/22)^(a)(b)	GBP		317		439,093
3.13%, 01/17/24^(a)	GBP		200		282,748
3.25%, 02/12/27^(a)	GBP		300		434,690
3.25%, 01/17/33	GBP		300		446,481
BAT International Finance PLC 0.88%, 10/13/23 (Call 07/13/23)^(a)	EUR		200		234,439


Security		Par (000)		Value

United Kingdom (continued)
2.25%, 01/16/30 (Call 10/16/29)^(a)	EUR		326	$	393,521
2.38%, 01/19/23^(a)	EUR		102		121,392
4.00%, 11/23/55 (Call 08/23/55)^(a)	GBP		100		138,184
6.00%, 11/24/34^(a)	GBP		200		344,826
7.25%, 03/12/24	GBP		250		386,492
BAT Netherlands Finance BV, 3.13%, 04/07/28 (Call 01/07/28)^(a)	EUR		200		257,867
BG Energy Capital PLC
1.25%, 11/21/22 (Call 08/21/22)^(a)	EUR		200		234,169
5.00%, 11/04/36^(a)	GBP		100		186,562
5.13%, 12/01/25^(a)	GBP		200		314,671
Blend Funding PLC, Series ETMN, 3.46%, 09/21/49^(a)	GBP		100		173,636
BP Capital Markets PLC
1.08%, 06/26/25 (Call 03/26/25)^(a)	EUR		153		182,597
1.10%, 11/15/34^(a)	EUR		300		345,579
1.23%, 05/08/31^(a)	EUR		600		715,587
1.57%, 02/16/27^(a)	EUR		150		183,946
1.59%, 07/03/28^(a)	EUR		200		246,177
1.95%, 03/03/25^(a)	EUR		250		306,629
2.82%, 04/07/32^(a)	EUR		190		259,579
3.25%, (Call 03/22/26)^(a)(b)(d)	EUR		600		738,781
4.25%, (Call 03/22/27)^(a)(b)(d)	GBP		200		288,173
Series MPLE, 3.47%, 05/15/25^(a)	CAD		300		254,818
British Telecommunications PLC
1.13%, 03/10/23^(a)	EUR		300		352,515
1.75%, 03/10/26^(a)	EUR		490		591,494
2.13%, 09/26/28 (Call 06/26/28)^(a)	EUR		200		246,297
3.13%, 11/21/31 (Call 08/21/31)^(a)	GBP		300		423,761
6.38%, 06/23/37^(a)	GBP		100		191,460
Broadgate Financing PLC, Series C2, 5.10%, 04/05/35^(a)	GBP		112		180,012
BUPA Finance PLC
2.00%, 04/05/24^(a)	GBP		200		278,798
4.13%, 06/14/35 (Call 03/14/35)^(a)	GBP		100		153,508
Cadent Finance PLC
2.13%, 09/22/28^(a)	GBP		250		346,486
3.13%, 03/21/40^(a)	GBP		300		449,323
Catalyst Housing Ltd., 3.13%, 10/31/47^(a)	GBP		100		165,332
CCEP Finance Ireland DAC
0.50%, 09/06/29 (Call 06/06/29)^(a)	EUR		325		371,060
0.88%, 05/06/33 (Call 02/06/33)^(a)	EUR		200		227,494
1.50%, 05/06/41 (Call 11/06/40)^(a)	EUR		100		117,983
Centrica PLC, 7.00%, 09/19/33^(a)	GBP		150		303,018
Channel Link Enterprises Finance PLC
Series A5, 3.04%, 06/30/50 (Call 06/20/29)^(a)(b)	GBP		150		205,328
Series A7, 1.76%, 06/30/50 (Call 06/20/22)^(a)(b)	EUR		285		329,727
Circle Anglia Social Housing PLC, 7.25%, 11/12/38^(a)	GBP		50		120,248
Clarion Funding PLC
1.88%, 01/22/35^(a)	GBP		400		542,362
2.63%, 01/18/29^(a)	GBP		100		145,764
Clydesdale Bank PLC, 0.00%, 09/22/26^(c)	EUR		400		459,538
CNH Industrial Finance Europe SA
1.75%, 09/12/25 (Call 06/12/25)^(a)	EUR		100		121,455
1.75%, 03/25/27 (Call 12/25/26)^(a)	EUR		200		244,383
Coca-Cola European Partners PLC
1.13%, 05/26/24 (Call 02/26/24)^(a)	EUR		497		590,929
1.88%, 03/18/30 (Call 12/18/29)^(a)	EUR		200		252,769


Security		Par (000)		Value

United Kingdom (continued)
Compass Group Finance Netherlands BV, 0.63%, 07/03/24 (Call 04/03/24)^(a)	EUR		275	$	323,136
Coventry Building Society, 5.88%, 09/28/22^(a)	GBP		200		286,142
CPUK Finance Ltd., 3.69%, 02/28/47 (Call 05/28/28)^(a)	GBP		100		150,591
Diageo Finance PLC
2.38%, 05/20/26 (Call 02/20/26)^(a)	EUR		400		509,343
2.50%, 03/27/32 (Call 12/27/31)^(a)	EUR		200		272,169
DS Smith PLC, Series EMT7, 1.38%, 07/26/24 (Call 04/26/24)^(a)	EUR		350		416,835
DWR Cymru Financing UK PLC, 1.38%, 03/31/33^(a)	GBP		200		263,783
Eastern Power Networks PLC, 5.75%, 03/08/24^(a)	GBP		50		75,579
easyJet FinCo. BV, 1.88%, 03/03/28 (Call 12/03/27)^(a)	EUR		100		117,272
easyJet PLC, 1.13%, 10/18/23 (Call 07/18/23)^(a)	EUR		200		235,163
Eversholt Funding PLC, 3.53%, 08/07/42^(a)	GBP		200		309,914
Experian Finance PLC, 3.25%, 04/07/32^(a)	GBP		100		152,311
Gatwick Funding Ltd.
2.50%, 04/15/32^(a)	GBP		100		135,142
2.88%, 07/05/51^(a)	GBP		100		136,844
3.13%, 09/28/39^(a)	GBP		100		141,197
6.13%, 03/02/28^(a)	GBP		100		160,010
GlaxoSmithKline Capital PLC
1.00%, 09/12/26 (Call 06/12/26)^(a)	EUR		400		481,733
1.63%, 05/12/35^(a)	GBP		200		262,165
3.38%, 12/20/27^(a)	GBP		200		303,846
4.00%, 06/16/25	EUR		256		338,995
5.25%, 12/19/33	GBP		200		375,095
6.38%, 03/09/39	GBP		250		563,720
Global Switch Holdings Ltd., 2.25%, 05/31/27 (Call 02/28/27)^(a)	EUR		210		262,526
Grainger PLC, 3.00%, 07/03/30 (Call 04/03/30)^(a)	GBP		200		284,429
Great Rolling Stock Co. Ltd. (The), 6.88%, 07/27/35^(a)	GBP		64		112,128
Greene King Finance PLC, 3.59%, 03/15/35^(a)	GBP		145		207,748
Guinness Partnership Ltd. (The), 2.00%, 04/22/55^(a)	GBP		200		284,453
Hammerson Ireland Finance DAC, 1.75%, 06/03/27 (Call 03/03/27)^(a)	EUR		200		230,594
Hammerson PLC, 7.25%, 04/21/28^(a)	GBP		25		42,253
Heathrow Funding Ltd.
1.50%, 02/11/30^(a)	EUR		436		517,609
1.88%, 03/14/34^(a)	EUR		100		119,207
2.75%, 08/09/49^(a)	GBP		200		279,466
3.73%, 04/13/35 (Call 01/13/33)^(a)	CAD		200		164,463
5.23%, 02/15/23^(a)	GBP		310		445,064
6.45%, 12/10/31^(a)	GBP		300		554,058
Series MPLE, 3.78%, 09/04/32 (Call 06/04/30)^(a)	CAD		200		168,706
Hiscox Ltd., 6.13%, 11/24/45 (Call 11/24/25)^(a)(b)	GBP		100		154,973
HSBC Bank Capital Funding Sterling 1 LP, 5.84%, (Call 11/05/31)^(a)(b)(d)	GBP		200		378,656
HSBC Bank PLC
5.38%, 08/22/33^(a)	GBP		200		356,603
6.50%, 07/07/23^(a)	GBP		50		74,055
HSBC Holdings PLC
0.88%, 09/06/24^(a)	EUR		337		398,298
1.50%, 12/04/24 (Call 12/04/23)^(a)(b)	EUR		600		715,344
2.26%, 11/13/26 (Call 11/13/25)^(a)(b)	GBP		440		609,978
3.00%, 07/22/28 (Call 07/22/27)^(b)	GBP		220		314,467
3.13%, 06/07/28	EUR		550		728,875


Security		Par (000)		Value

United Kingdom (continued)
3.20%, 12/05/23^(a)	CAD		200	$	166,757
6.00%, 03/29/40^(a)	GBP		150		285,870
6.50%, 05/20/24^(a)	GBP		50		76,969
6.75%, 09/11/28^(a)	GBP		400		690,636
Imperial Brands Finance Netherlands BV, 1.75%, 03/18/33 (Call 12/18/32)^(a)	EUR		100		113,525
Imperial Brands Finance PLC
1.38%, 01/27/25 (Call 10/27/24)^(a)	EUR		218		258,631
4.88%, 06/07/32 (Call 03/09/32)^(a)	GBP		100		158,095
8.13%, 03/15/24^(a)	GBP		150		235,120
Informa PLC, 1.50%, 07/05/23 (Call 06/05/23)^(a)	EUR		300		354,849
InterContinental Hotels Group PLC, 3.75%, 08/14/25 (Call 05/14/25)^(a)	GBP		200		291,241
ITV PLC, 1.38%, 09/26/26 (Call 06/26/26)^(a)	EUR		100		119,286
Kennedy Wilson Europe Real Estate Ltd., 3.25%, 11/12/25 (Call 08/12/25)^(a)	EUR		100		122,885
Land Securities Capital Markets PLC
2.38%, 03/29/29^(a)	GBP		100		142,046
2.63%, 09/22/39^(a)	GBP		340		503,644
Legal & General Group PLC
3.75%, 11/26/49 (Call 11/26/29)^(a)(b)	GBP		100		143,397
5.13%, 11/14/48 (Call 11/14/28)^(a)(b)	GBP		200		314,184
5.38%, 10/27/45 (Call 10/27/25)^(a)(b)	GBP		100		153,487
5.50%, 06/27/64 (Call 06/27/44)^(a)(b)	GBP		100		175,592
Lloyds Bank Corporate Markets PLC
0.38%, 01/28/25^(a)	EUR		200		233,124
1.75%, 07/11/24^(a)	GBP		220		304,345
2.38%, 04/09/26^(a)	EUR		400		504,895
Lloyds Bank PLC
0.13%, 06/18/26^(a)	EUR		200		231,729
0.63%, 03/26/25^(a)	EUR		300		354,249
4.88%, 01/13/23^(a)	EUR		500		614,345
5.13%, 03/07/25^(a)	GBP		200		310,116
6.00%, 02/08/29^(a)	GBP		200		363,087
7.50%, 04/15/24^(a)	GBP		330		520,020
7.63%, 04/22/25^(a)	GBP		248		407,878
9.63%, 04/06/23^(a)	GBP		140		213,878
Lloyds Banking Group PLC
0.63%, 01/15/24 (Call 01/15/23)^(a)(b)	EUR		570		664,620
0.75%, 11/09/21^(a)	EUR		100		115,628
2.71%, 12/03/35 (Call 12/03/30)^(a)(b)	GBP		150		205,086
4.00%, 03/07/25	AUD		250		199,250
4.50%, 03/18/30 (Call 03/18/25)^(a)(b)	EUR		200		259,686
Logicor UK PLC, 1.88%, 11/17/26^(a)	GBP		200		279,091
London & Quadrant Housing Trust
2.63%, 02/28/28 (Call 11/28/27)^(a)	GBP		200		290,360
3.13%, 02/28/53 (Call 11/28/52)^(a)	GBP		100		169,988
London & Quadrant Housing Trust Ltd., 5.50%, 01/27/40^(a)	GBP		50		103,932
London Stock Exchange Group PLC
1.75%, 12/06/27 (Call 09/06/27)^(a)	EUR		250		312,198
1.75%, 09/19/29 (Call 06/19/29)^(a)	EUR		150		189,061
M&G PLC
5.56%, 07/20/55 (Call 07/20/35)^(a)(b)	GBP		300		483,383
5.63%, 10/20/51 (Call 10/20/31)^(a)(b)	GBP		235		376,106
Manchester Airport Group Funding PLC
2.88%, 09/30/44^(a)	GBP		100		138,868
4.13%, 04/02/24^(a)	GBP		300		435,983
Martlet Homes Ltd., 3.00%, 05/09/52^(a)	GBP		100		166,736
Metropolitan Funding PLC, 4.13%, 04/05/48^(a)	GBP		100		180,968


Security		Par (000)		Value

United Kingdom (continued)
Mondi Finance PLC, 1.63%, 04/27/26 (Call 01/27/26)^(a)	EUR		300	$	366,047
Motability Operations Group PLC
0.38%, 01/03/26^(a)	EUR		200		233,061
2.38%, 03/14/32^(a)	GBP		200		288,044
3.63%, 03/10/36^(a)	GBP		230		381,305
4.38%, 02/08/27^(a)	GBP		100		157,627
National Grid Gas PLC, 1.38%, 02/07/31 (Call 11/07/30)^(a)	GBP		350		448,280
National Westminster Bank PLC, 0.50%, 05/15/24^(a)	EUR		350		410,778
Nationwide Building Society
0.50%, 02/23/24^(a)	EUR		100		117,392
0.63%, 03/25/27^(a)	EUR		150		178,494
2.00%, 07/25/29 (Call 07/25/24)^(a)(b)	EUR		350		421,257
2.25%, 06/25/29^(a)	EUR		300		400,148
3.25%, 01/20/28^(a)	GBP		100		151,633
Natwest Group PLC
0.75%, 11/15/25 (Call 11/15/24)^(a)(b)	EUR		400		468,471
2.11%, 11/28/31 (Call 08/26/26)^(a)(b)	GBP		100		134,765
2.50%, 03/22/23^(a)	EUR		310		371,286
3.13%, 03/28/27 (Call 03/28/26)^(a)(b)	GBP		250		360,209
3.62%, 08/14/30 (Call 05/14/25)^(a)(b)	GBP		100		143,223
NatWest Markets PLC, 0.13%, 06/18/26^(a)	EUR		200		228,500
Network Rail Infrastructure Finance PLC
4.75%, 01/22/24^(a)	GBP		150		222,650
4.75%, 11/29/35	GBP		50		97,812
NewRiver REIT PLC, 3.50%, 03/07/28 (Call 12/07/27)^(a)	GBP		100		139,839
Next Group PLC, 3.00%, 08/26/25 (Call 05/26/25)^(a)	GBP		330		475,323
NIE Finance PLC, 2.50%, 10/27/25 (Call 07/27/25)^(a)	GBP		300		426,688
Northern Powergrid Northeast PLC, 1.88%, 06/16/62^(a)	GBP		100		133,107
Northumbrian Water Finance PLC, 1.63%, 10/11/26^(a)	GBP		410		565,898
Notting Hill Genesis
2.00%, 06/03/36^(a)	GBP		100		136,354
3.75%, 12/20/32^(a)	GBP		100		160,546
5.25%, 07/07/42^(a)	GBP		150		311,334
Orbit Capital PLC, 3.50%, 03/24/45^(a)	GBP		100		170,842
Paragon Treasury PLC, 2.00%, 05/07/36^(a)	GBP		100		137,294
Peabody Capital No. 2 PLC, 3.25%, 09/14/48^(a)	GBP		200		337,252
Pension Insurance Corp. PLC, 5.63%, 09/20/30^(a)	GBP		100		163,486
Phoenix Group Holdings PLC, 5.63%, 04/28/31 (Call 01/28/31)^(a)	GBP		100		162,075
Places for People Homes Ltd., 3.63%, 11/22/28^(a)	GBP		100		153,321
Prs Finance PLC, 2.00%, 01/23/29^(a)	GBP		200		287,147
Prudential PLC, 6.13%, 12/19/31^(a)	GBP		200		364,689
Reckitt Benckiser Treasury Services Nederland BV, 0.75%, 05/19/30 (Call 02/19/30)^(a)	EUR		200		235,036
RELX Capital Inc., 1.30%, 05/12/25 (Call 02/12/25)	EUR		350		420,456
RELX Finance BV, 0.00%, 03/18/24 (Call 02/18/24)^(a)(c)	EUR		300		347,428
Rentokil Initial PLC, 0.88%, 05/30/26 (Call 02/28/26)^(a)	EUR		100		118,204
RL Finance Bonds No. 2 PLC, 6.13%, 11/30/43 (Call 11/30/23)^(a)(b)	GBP		100		148,334


Security		Par (000)		Value

United Kingdom (continued)
RL Finance Bonds No. 4 PLC, 4.88%, 10/07/49 (Call 04/07/39)^(a)(b)	GBP		200	$	312,500
Rothesay Life PLC, 3.38%, 07/12/26^(a)	GBP		100		144,004
Royal Mail PLC, 2.38%, 07/29/24 (Call 04/29/24)^(a)	EUR		250		306,195
Sanctuary Capital PLC
2.38%, 04/14/50^(a)	GBP		100		148,797
6.70%, 03/23/39	GBP		50		116,655
Santander UK Group Holdings PLC
1.13%, 09/08/23^(a)	EUR		400		472,836
2.92%, 05/08/26 (Call 05/08/25)^(a)(b)	GBP		200		283,969
Santander UK PLC
0.05%, 01/12/27^(a)	EUR		100		115,169
0.10%, 05/12/24	EUR		200		232,425
1.25%, 09/18/24^(a)	EUR		240		287,800
5.25%, 02/16/29^(a)	GBP		150		261,918
Scottish Hydro Electric Transmission PLC, 2.13%, 03/24/36 (Call 12/24/35)^(a)	GBP		200		272,024
Scottish Widows Ltd., 5.50%, 06/16/23^(a)	GBP		310		450,525
Segro PLC, 2.38%, 10/11/29^(a)	GBP		100		144,769
Severn Trent Utilities Finance PLC
2.75%, 12/05/31^(a)	GBP		100		148,189
3.63%, 01/16/26^(a)	GBP		100		149,442
Skipton Building Society Covered, 0.50%, 10/02/23^(a)	EUR		200		234,287
Sky Ltd.
2.25%, 11/17/25^(a)	EUR		200		250,498
6.00%, 05/21/27	GBP		200		338,385
Smiths Group PLC, 2.00%, 02/23/27 (Call 11/23/26)^(a)	EUR		100		123,966
South Eastern Power Networks PLC, 5.63%, 09/30/30^(a)	GBP		300		537,631
Southern Electric Power Distribution PLC, 5.50%, 06/07/32^(a)	GBP		150		270,324
Southern Gas Networks PLC, 3.10%, 09/15/36 (Call 06/15/36)^(a)	GBP		400		596,168
Southern Water Services Finance Ltd.
3.00%, 05/28/37^(a)	GBP		100		149,424
5.13%, 09/30/56	GBP		50		124,937
6.19%, 03/31/29^(a)	GBP		25		44,676
Series A4, 6.64%, 03/31/26^(a)	GBP		240		396,964
SP Transmission PLC, 2.00%, 11/13/31 (Call 08/13/31)^(a)	GBP		223		308,993
SSE PLC
0.88%, 09/06/25 (Call 06/06/25)^(a)	EUR		530		626,355
8.38%, 11/20/28^(a)	GBP		180		347,811
Stagecoach Group PLC, 4.00%, 09/29/25 (Call 06/29/25)^(a)	GBP		100		146,859
Standard Chartered PLC
1.20%, 09/23/31 (Call 09/23/26)^(a)(b)	EUR		200		228,980
1.63%, 10/03/27 (Call 10/03/26)^(a)(b)	EUR		150		182,252
3.13%, 11/19/24^(a)	EUR		390		487,953
3.63%, 11/23/22^(a)	EUR		200		239,817
4.38%, 01/18/38^(a)	GBP		100		182,543
Stellantis NV, 3.75%, 03/29/24^(a)	EUR		100		125,538
Student Finance PLC, 2.67%, 09/30/24^(a)	GBP		100		137,802
Swan Housing Capital PLC, 3.63%, 03/05/48^(a)	GBP		200		305,020
Tesco Corporate Treasury Services PLC, 0.88%, 05/29/26 (Call 02/28/26)^(a)	EUR		200		235,611
Tesco Personal Finance Group PLC, 3.50%, 07/25/25 (Call 07/25/24)^(a)	GBP		100		141,559


Security		Par (000)		Value

United Kingdom (continued)
Tesco Property Finance 3 PLC, 5.74%, 04/13/40^(a)	GBP		282	$	504,587
Tesco Property Finance 6 PLC, 5.41%, 07/13/44^(a)	GBP		186		327,074
Thames Water Utilities Finance PLC
2.63%, 01/24/32^(a)	GBP		210		298,966
3.50%, 02/25/28^(a)	GBP		390		583,447
5.13%, 09/28/37^(a)	GBP		160		300,462
THFC Funding No. 2 PLC, 6.35%, 07/08/41	GBP		250		553,815
UNITE USAF II PLC, 3.37%, 06/30/28^(a)	GBP		200		283,142
United Utilities Water Finance PLC
1.75%, 02/10/38 (Call 11/10/37)^(a)	GBP		200		265,644
2.00%, 02/14/25 (Call 11/14/24)^(a)	GBP		250		350,411
2.63%, 02/12/31 (Call 11/12/30)^(a)	GBP		200		293,111
University of Cambridge, 2.35%, 06/27/78^(a)	GBP		100		196,098
University of Oxford, 2.54%, 12/08/2117^(a)	GBP		100		183,159
University of Southampton, 2.25%, 04/11/57^(a)	GBP		100		151,789
Virgin Money UK PLC, 3.13%, 06/22/25 (Call 06/22/24)^(a)(b)	GBP		350		495,173
Vodafone Group PLC
0.38%, 12/03/24^(a)	CHF		100		109,980
0.50%, 01/30/24^(a)	EUR		230		269,677
1.13%, 11/20/25^(a)	EUR		370		443,400
1.50%, 07/24/27^(a)	EUR		220		270,472
1.60%, 07/29/31^(a)	EUR		200		246,593
1.75%, 08/25/23^(a)	EUR		400		479,555
2.50%, 05/24/39^(a)	EUR		350		473,252
3.00%, 08/12/56^(a)	GBP		200		297,769
4.20%, 12/13/27^(a)	AUD		400		323,874
5.63%, 12/04/25	GBP		100		160,776
5.90%, 11/26/32^(a)	GBP		50		94,643
Wales & West Utilities Finance PLC
1.88%, 05/28/41^(a)	GBP		200		258,360
3.00%, 08/03/38^(a)	GBP		100		153,235
Wellcome Trust Ltd. (The)
1.13%, 01/21/27 (Call 10/21/26)^(a)	EUR		100		121,733
2.52%, 02/07/2118^(a)	GBP		150		268,621
Western Power Distribution South West PLC, 2.38%, 05/16/29^(a)	GBP		100		141,713
Western Power Distribution West Midlands PLC
3.88%, 10/17/24 (Call 07/17/24)^(a)	GBP		270		394,044
5.75%, 04/16/32^(a)	GBP		100		183,042
6.00%, 05/09/25^(a)	GBP		150		236,818
WHG Treasury PLC, 4.25%, 10/06/45^(a)	GBP		100		190,820
Whitbread Group PLC, 3.38%, 10/16/25 (Call 07/16/25)^(a)	GBP		100		142,348
Wm Morrison Supermarkets PLC, 4.75%, 07/04/29^(a)	GBP		100		137,639
WPP Finance 2013, 3.00%, 11/20/23^(a)	EUR		100		123,028
WPP Finance SA
2.25%, 09/22/26^(a)	EUR		207		263,006
3.75%, 05/19/32^(a)	GBP		100		154,367
Yorkshire Building Society, 0.75%, 11/10/22^(a)	EUR		400		467,935
Yorkshire Water Finance PLC, 3.63%, 08/01/29	GBP		200		310,067


					81,343,593

United States — 2.4%
3M Co., 0.38%, 02/15/22 (Call 11/29/21)	EUR		280		323,858
Abbott Ireland Financing DAC, 1.50%, 09/27/26 (Call 06/27/26)^(a)	EUR		400		490,320
AbbVie Inc.
0.75%, 11/18/27 (Call 08/18/27)	EUR		300		351,922
1.25%, 06/01/24 (Call 03/01/24)	EUR		100		119,024


Security		Par (000)		Value

United States (continued)
1.38%, 05/17/24 (Call 02/17/24)	EUR		200	$	238,504
1.50%, 11/15/23 (Call 10/15/23)	EUR		270		322,020
Albemarle New Holding GmbH, 1.63%, 11/25/28 (Call 08/25/28)^(a)	EUR		200		245,248
Altria Group Inc., 2.20%, 06/15/27 (Call 04/15/27)	EUR		350		430,701
American Honda Finance Corp., 1.38%, 11/10/22	EUR		200		235,362
American International Group Inc., 1.88%, 06/21/27 (Call 03/21/27)	EUR		150		184,525
American Tower Corp., 1.95%, 05/22/26 (Call 02/22/26)	EUR		225		276,705
Amgen Inc.
0.41%, 03/08/23 (Call 01/08/23)^(a)	CHF		100		110,165
4.00%, 09/13/29^(a)	GBP		200		318,174
Apple Inc.
0.38%, 11/25/24^(a)	CHF		400		444,085
0.50%, 11/15/31 (Call 08/15/31)	EUR		300		347,064
0.75%, 02/25/30^(a)	CHF		150		170,398
0.88%, 05/24/25 (Call 02/24/25)	EUR		540		643,417
2.51%, 08/19/24 (Call 06/19/24)	CAD		200		165,567
3.05%, 07/31/29	GBP		200		308,211
3.35%, 01/10/24^(a)	AUD		150		117,734
Archer-Daniels-Midland Co., 1.00%, 09/12/25 (Call 06/12/25)	EUR		150		179,372
AT&T Inc.
0.25%, 03/04/26 (Call 02/04/26)	EUR		800		922,719
1.30%, 09/05/23 (Call 06/05/23)	EUR		640		756,982
1.60%, 05/19/28 (Call 02/19/28)	EUR		550		673,840
2.60%, 12/17/29 (Call 09/17/29)	EUR		155		203,713
3.15%, 09/04/36 (Call 06/04/36)	EUR		400		559,587
3.55%, 12/17/32 (Call 09/17/32)	EUR		200		286,385
4.38%, 09/14/29	GBP		200		320,066
4.60%, 09/19/28^(a)	AUD		100		83,336
4.88%, 06/01/44	GBP		200		377,430
5.50%, 03/15/27^(a)	GBP		150		244,379
7.00%, 04/30/40	GBP		250		559,357
Series MPLE, 2.85%, 05/25/24 (Call 03/25/24)	CAD		200		165,753
Series MPLE, 4.00%, 11/25/25 (Call 09/25/25)	CAD		150		129,582
Series MPLE, 4.85%, 05/25/47 (Call 11/25/46)	CAD		150		131,124
Athene Global Funding, 0.63%, 01/12/28^(a)	EUR		100		114,259
Bank of America Corp.
1.10%, 05/24/32 (Call 05/24/31)^(a)(b)	EUR		300		349,210
1.38%, 02/07/25 (Call 02/07/24)^(a)(b)	EUR		700		833,719
1.66%, 04/25/28 (Call 04/25/27)^(a)(b)	EUR		500		611,351
1.67%, 06/02/29 (Call 06/02/28)^(a)(b)	GBP		100		134,633
2.30%, 07/25/25^(a)	GBP		400		565,529
2.93%, 04/25/25 (Call 04/25/24)^(b)	CAD		200		166,218
3.65%, 03/31/29 (Call 03/31/28)^(a)(b)	EUR		550		751,090
Series MPLE, 1.98%, 09/15/27 (Call 09/15/26)^(b)	CAD		150		119,085
Series MPLE, 2.60%, 04/04/29 (Call 04/04/28)^(b)	CAD		100		80,789
Series MPLE, 3.41%, 09/20/25 (Call 09/20/24)^(b)	CAD		200		168,500
Baxter International Inc.
0.40%, 05/15/24 (Call 04/15/24)	EUR		320		373,168
1.30%, 05/15/29 (Call 02/15/29)	EUR		250		301,678
Becton Dickinson and Co., 0.00%, 08/13/23	EUR		125		144,725
Becton Dickinson Euro Co., 0.33%, 08/13/28 (Call 05/13/28)	EUR		125		141,626
Becton Dickinson Euro Finance Sarl, 1.21%, 06/04/26 (Call 03/04/26)	EUR		200		239,384


Security		Par (000)		Value

United States (continued)
Berkshire Hathaway Finance Corp.
2.38%, 06/19/39 (Call 03/19/39)	GBP		250	$	364,171
2.63%, 06/19/59 (Call 12/19/58)	GBP		100		159,833
Berkshire Hathaway Inc.
0.00%, 03/12/25 (Call 02/12/25)^(c)	EUR		300		345,836
0.75%, 03/16/23 (Call 12/16/22)	EUR		530		619,585
1.13%, 03/16/27 (Call 12/16/26)	EUR		440		530,410
Blackstone Holdings Finance Co. LLC, 1.50%, 04/10/29 (Call 01/10/29)^(a)	EUR		100		122,450
Booking Holdings Inc.
1.80%, 03/03/27 (Call 12/03/26)	EUR		330		408,832
2.15%, 11/25/22 (Call 08/25/22)	EUR		383		451,607
Celanese U.S. Holdings LLC, 1.13%, 09/26/23 (Call 06/26/23)	EUR		281		331,596
Chubb INA Holdings Inc.
1.40%, 06/15/31 (Call 03/15/31)	EUR		100		121,490
2.50%, 03/15/38 (Call 09/15/37)	EUR		100		137,499
Citigroup Inc.
0.75%, 10/26/23 (Call 07/26/23)^(a)	EUR		650		763,565
1.25%, 04/10/29 (Call 03/10/29)^(a)	EUR		200		239,710
1.50%, 10/26/28 (Call 07/26/28)^(a)	EUR		500		613,061
1.75%, 01/28/25	EUR		400		486,560
5.15%, 05/21/26^(a)	GBP		450		711,138
7.38%, 09/01/39^(a)	GBP		100		246,089
Coca-Cola Co. (The)
0.25%, 12/22/22^(a)	CHF		50		55,078
1.00%, 03/09/41	EUR		300		340,121
1.63%, 03/09/35 (Call 12/09/34)	EUR		670		847,410
Colgate-Palmolive Co., 0.50%, 03/06/26 (Call 01/06/26)	EUR		360		423,484
Comcast Corp.
1.25%, 02/20/40 (Call 08/20/39)	EUR		300		353,264
1.88%, 02/20/36 (Call 11/20/35)	GBP		100		135,202
CyrusOne LP/CyrusOne Finance Corp., 1.45%, 01/22/27 (Call 11/22/26)	EUR		100		116,138
Danaher Corp., 2.50%, 03/30/30 (Call 12/30/29)	EUR		100		132,172
DH Europe Finance II Sarl
0.45%, 03/18/28 (Call 12/18/27)	EUR		275		316,225
0.75%, 09/18/31 (Call 06/18/31)	EUR		300		343,509
1.35%, 09/18/39 (Call 03/18/39)	EUR		200		234,728
DH Europe Finance Sarl
1.20%, 06/30/27 (Call 03/30/27)	EUR		300		361,289
2.50%, 07/08/25 (Call 04/08/25)	EUR		100		124,873
Digital Dutch Finco BV, 1.50%, 03/15/30 (Call 12/15/29)^(a)	EUR		300		359,642
Digital Euro Finco LLC, 2.63%, 04/15/24 (Call 02/15/24)^(a)	EUR		400		489,880
Digital Intrepid Holding BV, 0.63%, 07/15/31 (Call 04/15/31)^(a)	EUR		200		218,701
Digital Stout Holding LLC, 4.25%, 01/17/25 (Call 10/19/24)^(a)	GBP		200		297,290
Dover Corp., 0.75%, 11/04/27 (Call 08/04/27)	EUR		200		234,127
Dow Chemical Co. (The), 1.13%, 03/15/32 (Call 12/15/31)	EUR		300		347,469
Eaton Capital Unlimited Co., 0.70%, 05/14/25 (Call 02/14/25)^(a)	EUR		275		324,102
Ecolab Inc., 1.00%, 01/15/24 (Call 10/15/23)	EUR		350		413,485
Eli Lilly & Co.
0.63%, 11/01/31 (Call 08/01/31)	EUR		400		464,976
1.63%, 06/02/26 (Call 03/02/26)	EUR		250		308,467


Security		Par (000)		Value

United States (continued)
Exxon Mobil Corp.
0.14%, 06/26/24 (Call 05/26/24)	EUR		350	$	406,801
0.84%, 06/26/32 (Call 03/26/32)	EUR		100		113,061
1.41%, 06/26/39 (Call 12/26/38)	EUR		250		283,367
FedEx Corp.
1.30%, 08/05/31 (Call 05/05/31)	EUR		100		118,550
1.63%, 01/11/27 (Call 10/11/26)	EUR		240		294,153
Fidelity National Information Services Inc.
1.00%, 12/03/28 (Call 09/03/28)	EUR		350		411,345
1.10%, 07/15/24 (Call 04/15/24)	EUR		400		474,288
1.50%, 05/21/27 (Call 02/21/27)	EUR		350		424,179
2.25%, 12/03/29 (Call 09/03/29)	GBP		100		140,014
3.36%, 05/21/31 (Call 02/21/31)	GBP		150		227,314
Fiserv Inc.
1.63%, 07/01/30 (Call 04/01/30)	EUR		150		183,535
3.00%, 07/01/31 (Call 04/01/31)	GBP		100		147,565
Fresenius Medical Care AG & Co. KGaA
1.25%, 11/29/29 (Call 08/29/29)^(a)	EUR		100		119,514
1.50%, 07/11/25 (Call 04/11/25)^(a)	EUR		238		287,534
GE Capital European Funding Unlimited Co.
2.63%, 03/15/23^(a)	EUR		170		204,347
4.63%, 02/22/27	EUR		150		210,556
GE Capital UK Funding Un Ltd. Co., 4.13%, 09/13/23^(a)	GBP		300		432,588
GE Capital UK Funding Unlimited Co., 6.25%, 05/05/38	GBP		190		392,681
General Electric Co.
0.88%, 05/17/25 (Call 02/17/25)	EUR		430		507,066
1.50%, 05/17/29 (Call 02/17/29)	EUR		250		303,014
2.13%, 05/17/37 (Call 02/17/37)	EUR		100		125,901
4.13%, 09/19/35^(a)	EUR		200		307,325
5.25%, 12/07/28	GBP		200		333,297
General Motors Financial Co. Inc.
2.20%, 04/01/24 (Call 03/01/24)^(a)	EUR		509		617,089
2.35%, 09/03/25 (Call 07/07/25)^(a)	GBP		200		278,957
General Motors Financial of Canada Ltd., Series 5, 3.25%, 11/07/23	CAD		200		166,191
Goldman Sachs Group Inc. (The)
0.25%, 01/26/28 (Call 10/26/27)^(a)	EUR		200		223,899
0.50%, 12/04/24^(a)	CHF		250		275,942
0.88%, 01/21/30^(a)	EUR		400		463,926
1.00%, 03/18/33 (Call 12/18/32)^(a)	EUR		300		340,367
1.63%, 07/27/26^(a)	EUR		455		555,272
1.88%, 12/16/30 (Call 09/16/30)^(a)	GBP		100		134,226
2.00%, 07/27/23^(a)	EUR		720		863,224
2.00%, 03/22/28^(a)	EUR		300		373,944
2.88%, 06/03/26^(a)	EUR		263		339,341
3.13%, 07/25/29^(a)	GBP		200		296,710
7.25%, 04/10/28	GBP		195		353,375
Harley-Davidson Financial Services Inc., 0.90%, 11/19/24 (Call 08/19/24)^(a)	EUR		200		235,313
Honeywell International Inc., 0.75%, 03/10/32 (Call 12/10/31)	EUR		200		230,291
Illinois Tool Works Inc., 2.13%, 05/22/30 (Call 02/22/30)	EUR		260		338,406
International Business Machines Corp.
0.30%, 11/02/26	JPY		100,000		866,997
0.30%, 02/11/28	EUR		730		836,580
0.38%, 01/31/23	EUR		350		407,991
0.65%, 02/11/32	EUR		100		113,961


Security		Par (000)		Value

United States (continued)
1.13%, 09/06/24	EUR		810	$	966,951
1.75%, 01/31/31	EUR		255		322,472
International Flavors & Fragrances Inc., 1.80%, 09/25/26 (Call 06/25/26)	EUR		200		245,396
John Deere Canada Funding Inc., 3.02%, 07/13/23	CAD		200		166,159
John Deere Cash Management SA
0.50%, 09/15/23^(a)	EUR		330		387,542
2.20%, 04/02/32^(a)	EUR		250		335,124
John Deere Financial Inc., 2.58%, 10/16/26	CAD		200		164,594
Johnson & Johnson
0.65%, 05/20/24 (Call 02/20/24)	EUR		200		236,134
1.65%, 05/20/35 (Call 02/20/35)	EUR		200		260,622
Johnson Controls International PLC, 1.00%, 09/15/23 (Call 06/15/23)	EUR		200		235,741
JPMorgan Chase & Co.
0.50%, 12/04/23^(a)	CHF		50		55,389
0.60%, 02/17/33 (Call 02/17/32)^(a)(b)	EUR		200		222,105
1.05%, 11/04/32 (Call 11/04/31)^(a)(b)	EUR		450		522,765
1.09%, 03/11/27 (Call 03/11/26)^(a)(b)	EUR		800		950,047
1.50%, 10/26/22^(a)	EUR		560		659,699
1.50%, 01/27/25^(a)	EUR		520		629,439
1.81%, 06/12/29 (Call 06/12/28)^(a)(b)	EUR		200		247,648
1.90%, 04/28/33 (Call 04/28/32)^(a)(b)	GBP		100		134,982
3.50%, 12/18/26^(a)	GBP		100		150,647
Series MPLE, 1.90%, 03/05/28 (Call 03/05/27)^(b)	CAD		200		157,552
Kellogg Co., 0.80%, 11/17/22	EUR		200		233,866
Kinder Morgan Inc., 2.25%, 03/16/27	EUR		100		126,263
Liberty Mutual Finance Europe DAC, 1.75%, 03/27/24^(a)	EUR		254		304,937
LYB International Finance II BV, 0.88%, 09/17/26 (Call 06/17/26)	EUR		200		236,099
Marsh & McLennan Companies Inc., 1.98%, 03/21/30 (Call 12/21/29)	EUR		200		253,226
Mastercard Inc., 1.10%, 12/01/22 (Call 09/01/22)	EUR		200		234,111
McDonald’s Corp.
0.17%, 10/04/24^(a)	CHF		100		109,737
0.63%, 01/29/24^(a)	EUR		500		587,664
0.90%, 06/15/26 (Call 04/15/26)^(a)	EUR		300		356,937
1.75%, 05/03/28^(a)	EUR		200		249,814
5.88%, 04/23/32^(a)	GBP		25		46,805
McKesson Corp.
1.50%, 11/17/25 (Call 08/17/25)	EUR		250		303,100
3.13%, 02/17/29 (Call 11/17/28)	GBP		100		147,140
Medtronic Global Holdings SCA
0.38%, 03/07/23 (Call 02/07/23)	EUR		500		582,797
1.00%, 07/02/31 (Call 04/02/31)	EUR		300		355,043
1.13%, 03/07/27 (Call 12/07/26)	EUR		920		1,107,890
1.75%, 07/02/49 (Call 01/02/49)	EUR		400		495,230
Merck & Co. Inc.
0.50%, 11/02/24 (Call 08/02/24)	EUR		450		528,372
2.50%, 10/15/34 (Call 07/15/34)	EUR		100		141,687
Metropolitan Life Global Funding I
0.38%, 04/09/24^(a)	EUR		100		117,000
1.95%, 03/20/28^(a)	CAD		400		313,694
3.50%, 09/30/26^(a)	GBP		400		603,361
Microsoft Corp., 2.63%, 05/02/33 (Call 02/02/33)	EUR		250		357,903
Mohawk Capital Finance SA, 1.75%, 06/12/27 (Call 04/12/27)	EUR		200		246,369
Molson Coors Internationa LP Co., 3.44%, 07/15/26 (Call 04/15/26)	CAD		200		167,849


Security		Par (000)		Value

United States (continued)
Mondelez International Holdings Netherlands BV, 0.88%, 10/01/31 (Call 07/01/31)^(a)	EUR		150	$	173,846
Mondelez International Inc.
0.63%, 12/30/21 (Call 11/30/21)^(a)	CHF		50		54,698
1.38%, 03/17/41 (Call 12/17/40)	EUR		150		170,946
1.63%, 03/08/27 (Call 12/08/26)	EUR		181		222,430
Moody’s Corp., 0.95%, 02/25/30 (Call 11/25/29)	EUR		200		236,538
Morgan Stanley
0.50%, 02/07/31 (Call 02/07/30)^(b)	EUR		400		445,388
1.00%, 12/02/22	EUR		580		680,195
1.34%, 10/23/26 (Call 10/23/25)^(b)	EUR		830		996,813
1.75%, 03/11/24	EUR		470		566,400
Series MPLE, 3.00%, 02/07/24	CAD		200		166,311
Nasdaq Inc.
0.88%, 02/13/30 (Call 11/13/29)	EUR		100		116,003
1.75%, 03/28/29 (Call 12/28/28)	EUR		200		247,842
National Grid North America Inc., 0.75%, 08/08/23^(a)	EUR		350		410,701
New York Life Global Funding
0.25%, 01/23/27^(a)	EUR		100		115,452
1.25%, 12/17/26^(a)	GBP		210		285,315
1.63%, 12/15/23^(a)	GBP		350		484,190
1.75%, 12/15/22^(a)	GBP		134		185,354
Oracle Corp., 3.13%, 07/10/25	EUR		100		128,681
PepsiCo Inc.
1.05%, 10/09/50 (Call 04/09/50)	EUR		100		115,917
1.13%, 03/18/31 (Call 12/18/30)	EUR		400		483,749
2.15%, 05/06/24 (Call 03/06/24)	CAD		200		163,874
Pfizer Inc., 6.50%, 06/03/38^(a)	GBP		150		342,935
Philip Morris International Inc.
1.45%, 08/01/39 (Call 05/01/39)	EUR		200		219,797
2.00%, 05/09/36 (Call 02/09/36)	EUR		100		119,932
2.88%, 03/03/26	EUR		400		514,522
2.88%, 05/14/29	EUR		200		265,977
PPG Industries Inc., 0.88%, 03/13/22 (Call 12/13/21)	EUR		150		173,653
Procter & Gamble Co. (The)
0.50%, 10/25/24	EUR		650		765,842
2.00%, 08/16/22^(a)	EUR		200		235,720
Procter & Gamble Co.(The), 1.88%, 10/30/38	EUR		300		410,674
Prologis Euro Finance LLC
0.25%, 09/10/27 (Call 06/10/27)	EUR		300		343,797
0.50%, 02/16/32 (Call 11/16/31)	EUR		100		110,348
1.00%, 02/06/35 (Call 11/06/34)	EUR		200		226,504
1.50%, 09/10/49 (Call 03/10/49)	EUR		100		114,843
1.88%, 01/05/29 (Call 10/05/28)	EUR		100		125,646
Public Storage, 0.88%, 01/24/32 (Call 10/24/31)	EUR		100		113,565
Schlumberger Finance BV
0.50%, 10/15/31 (Call 07/15/31)^(a)	EUR		300		336,524
1.38%, 10/28/26 (Call 07/28/26)^(a)	EUR		500		607,831
Schneider Electric SE, 1.38%, 06/21/27 (Call 03/21/27)^(a)	EUR		100		123,069
SES SA, 0.88%, 11/04/27 (Call 08/04/27)^(a)	EUR		200		231,327
Simon International Finance SCA
1.13%, 03/19/33 (Call 12/19/32)^(a)	EUR		100		114,223
1.25%, 05/13/25 (Call 02/13/25)^(a)	EUR		270		323,999
Southern Power Co., 1.85%, 06/20/26	EUR		100		123,619
Stellantis NV, 0.63%, 03/30/27 (Call 12/30/26)^(a)	EUR		400		460,610
Stryker Corp., 2.63%, 11/30/30 (Call 08/30/30)	EUR		560		748,439


Security		Par (000)		Value

United States (continued)
Thermo Fisher Scientific Inc.
0.50%, 03/01/28 (Call 12/01/27)	EUR		175	$	202,023
1.40%, 01/23/26 (Call 11/23/25)	EUR		200		241,801
1.45%, 03/16/27 (Call 12/16/26)	EUR		300		366,124
1.88%, 10/01/49 (Call 04/01/49)	EUR		300		369,293
2.38%, 04/15/32 (Call 01/15/32)	EUR		250		329,570
Time Warner Cable LLC, 5.75%, 06/02/31	GBP		200		346,005
Toyota Motor Credit Corp.
0.25%, 07/16/26^(a)	EUR		200		231,612
0.63%, 11/21/24^(a)	EUR		320		376,989
0.75%, 07/21/22^(a)	EUR		370		431,437
United Parcel Service Inc.
1.63%, 11/15/25 (Call 08/15/25)	EUR		350		428,492
5.13%, 02/12/50^(a)	GBP		50		114,587
Upjohn Finance BV, 1.91%, 06/23/32 (Call 03/23/32)^(a)	EUR		300		361,071
Utah Acquisition Sub Inc., 2.25%, 11/22/24 (Call 09/22/24)^(a)	EUR		330		403,579
Verizon Communications Inc.
0.88%, 04/02/25	EUR		690		818,028
1.00%, 11/30/27^(a)	CHF		200		226,723
1.38%, 10/27/26	EUR		100		121,583
1.38%, 11/02/28	EUR		700		855,171
1.85%, 05/18/40 (Call 11/18/39)	EUR		200		248,582
2.38%, 03/22/28 (Call 01/22/28)	CAD		200		159,790
2.63%, 12/01/31	EUR		100		134,202
3.00%, 03/23/31 (Call 12/23/30)	AUD		200		146,359
3.38%, 10/27/36	GBP		300		471,588
4.05%, 02/17/25^(a)	AUD		200		160,077
4.50%, 08/17/27^(a)	AUD		200		165,284
Series 20Y, 2.88%, 01/15/38	EUR		400		564,919
Series MPLE, 2.50%, 05/16/30 (Call 02/16/30)	CAD		200		157,581
VF Corp., 0.63%, 09/20/23 (Call 06/20/23)	EUR		400		468,203
Walgreens Boots Alliance Inc., 2.13%, 11/20/26 (Call 08/20/26)	EUR		200		247,627
Walmart Inc.
4.88%, 09/21/29	EUR		200		310,411
5.63%, 03/27/34^(a)	GBP		350		691,948
5.75%, 12/19/30	GBP		145		270,122
Walt Disney Co. (The), Series MPLE, 3.06%, 03/30/27	CAD		200		166,686
Wells Fargo & Co.
0.50%, 04/26/24^(a)	EUR		400		467,523
1.00%, 02/02/27^(a)	EUR		200		235,775
1.38%, 10/26/26^(a)	EUR		250		300,915
1.50%, 09/12/22^(a)	EUR		340		399,509
1.50%, 05/24/27^(a)	EUR		250		302,251
1.74%, 05/04/30 (Call 05/04/29)^(a)(b)	EUR		520		634,145
2.00%, 07/28/25^(a)	GBP		580		804,959
2.13%, 09/24/31^(a)	GBP		200		272,268
2.25%, 05/02/23^(a)	EUR		100		119,794
2.51%, 10/27/23	CAD		400		328,895
3.18%, 02/08/24 (Call 01/08/24)	CAD		100		83,362
3.50%, 09/12/29^(a)	GBP		100		151,254
3.87%, 05/21/25	CAD		25		21,335
Series MPLE, 2.09%, 04/25/22	CAD		200		162,825
Series MPLE, 2.49%, 02/18/27	CAD		300		242,482
Wells Fargo Bank N.A., 5.25%, 08/01/23^(a)	GBP		350		509,845
Welltower Inc., 4.80%, 11/20/28 (Call 08/20/28)	GBP		200		322,630


Security		Par (000)		Value

United States (continued)
Whirlpool Finance Luxembourg Sarl, 1.25%, 11/02/26 (Call 08/02/26)	EUR		600	$	722,544
WPC Eurobond BV
1.35%, 04/15/28 (Call 01/15/28)	EUR		100		118,018
2.25%, 07/19/24 (Call 05/19/24)	EUR		300		365,333
2.25%, 04/09/26 (Call 01/09/26)	EUR		150		185,408


					91,387,132


Total Corporate Bonds & Notes — 19.3% (Cost: $731,620,564)					748,959,800


Foreign Government Obligations

Australia — 2.5%
Australia Government Bond
0.25%, 11/21/24^(a)	AUD		7,830		5,737,034
0.25%, 11/21/25^(a)	AUD		6,250		4,495,447
0.50%, 09/21/26^(a)	AUD		8,040		5,776,834
1.00%, 12/21/30^(a)	AUD		7,220		5,033,896
1.00%, 11/21/31^(a)	AUD		3,810		2,623,603
1.25%, 05/21/32	AUD		3,130		2,195,352
1.50%, 06/21/31^(a)	AUD		3,590		2,607,138
1.75%, 11/21/32^(a)	AUD		200		146,826
1.75%, 06/21/51^(a)	AUD		1,686		1,044,047
2.25%, 11/21/22	AUD		1,210		927,790
2.25%, 05/21/28^(a)	AUD		5,710		4,457,369
2.50%, 05/21/30^(a)	AUD		2,262		1,794,088
2.75%, 04/21/24^(a)	AUD		4,090		3,222,662
2.75%, 11/21/27^(a)	AUD		5,460		4,387,608
2.75%, 11/21/28^(a)	AUD		3,570		2,874,944
2.75%, 11/21/29^(a)	AUD		2,960		2,390,253
2.75%, 06/21/35^(a)	AUD		1,220		983,235
2.75%, 05/21/41^(a)	AUD		1,800		1,394,888
3.00%, 03/21/47^(a)	AUD		1,244		1,000,369
3.25%, 04/21/25^(a)	AUD		3,660		2,941,227
3.25%, 04/21/29^(a)	AUD		2,080		1,732,054
3.25%, 06/21/39^(a)	AUD		1,217		1,024,322
3.75%, 04/21/37^(a)	AUD		1,550		1,390,161
4.25%, 04/21/26^(a)	AUD		3,088		2,609,182
4.50%, 04/21/33^(a)	AUD		1,050		993,750
4.75%, 04/21/27^(a)	AUD		2,188		1,926,306
Australian Capital Territory
1.25%, 05/22/25^(a)	AUD		170		127,114
1.75%, 10/23/31	AUD		300		214,561
2.50%, 05/21/26^(a)	AUD		60		46,804
National Housing Finance and Investment Corp., 1.52%, 05/27/30^(a)	AUD		500		356,943
New South Wales Treasury Corp.
1.25%, 03/20/25^(a)	AUD		1,140		854,555
1.25%, 11/20/30	AUD		1,530		1,068,455
2.00%, 03/20/31	AUD		600		444,900
2.25%, 11/20/40	AUD		100		66,758
2.25%, 05/07/41	AUD		650		431,984
3.00%, 05/20/27^(a)	AUD		5,600		4,499,816
3.00%, 03/20/28	AUD		540		435,052
3.00%, 11/15/28^(a)	AUD		200		161,374
3.00%, 04/20/29^(a)	AUD		1,150		925,947
4.00%, 04/20/23	AUD		500		394,119
4.00%, 05/20/26^(a)	AUD		700		582,060
5.00%, 08/20/24	AUD		150		124,570


Security		Par (000)		Value

Australia (continued)
6.00%, 03/01/22	AUD		300	$	229,936
Northern Territory Treasury Corp.
2.00%, 05/21/29	AUD		400		298,312
2.50%, 11/21/22	AUD		300		230,656
2.50%, 05/21/32	AUD		1,000		746,052
2.75%, 04/21/27	AUD		100		78,800
4.10%, 11/21/42^(a)	AUD		200		162,639
Queensland Treasury Corp.
1.25%, 03/10/31^(e)	AUD		500		347,115
1.50%, 08/20/32^(e)	AUD		300		207,993
1.75%, 08/21/31^(e)	AUD		1,710		1,231,794
1.75%, 07/20/34^(e)	AUD		300		207,373
2.25%, 11/20/41^(e)	AUD		300		200,815
2.75%, 08/20/27^(e)	AUD		950		752,885
3.00%, 03/22/24^(e)	AUD		1,650		1,296,968
3.25%, 07/21/28^(e)	AUD		300		244,830
3.25%, 08/21/29^(e)	AUD		342		279,932
3.50%, 08/21/30^(e)	AUD		600		501,937
4.20%, 02/20/47^(e)	AUD		300		271,774
4.25%, 07/21/23^(e)	AUD		150		119,332
4.75%, 07/21/25^(e)	AUD		2,680		2,255,757
5.75%, 07/22/24^(a)	AUD		400		337,571
6.00%, 07/21/22^(a)	AUD		170		133,130
South Australian Government Financing Authority
1.50%, 09/22/22^(a)	AUD		100		76,040
1.75%, 05/24/32^(a)	AUD		1,000		712,765
1.75%, 05/24/34^(a)	AUD		300		205,588
2.25%, 08/15/24^(a)	AUD		1,000		773,261
2.75%, 05/24/30	AUD		500		394,187
3.00%, 09/20/27^(a)	AUD		350		281,002
Tasmanian Public Finance Corp.
2.00%, 01/24/30^(a)	AUD		200		147,703
2.25%, 01/22/32^(a)	AUD		100		73,882
4.00%, 06/11/24^(a)	AUD		40		32,164
Treasury Corp. of Victoria
0.50%, 11/20/25	AUD		1,400		1,010,540
1.50%, 11/20/30	AUD		760		540,500
1.50%, 09/10/31	AUD		900		632,470
2.00%, 11/20/37	AUD		640		423,783
2.25%, 09/15/33	AUD		700		515,522
2.25%, 11/20/34	AUD		1,010		734,381
2.50%, 10/22/29	AUD		890		691,061
3.00%, 10/20/28^(a)	AUD		760		609,580
5.50%, 12/17/24	AUD		620		526,429
6.00%, 10/17/22	AUD		880		698,085
Western Australian Treasury Corp.
1.75%, 10/22/31	AUD		1,000		722,198
2.50%, 07/23/24^(a)	AUD		100		77,766
2.75%, 10/20/22^(a)	AUD		800		616,057
2.75%, 07/24/29^(a)	AUD		600		476,143
3.00%, 10/21/26^(a)	AUD		150		120,151
3.00%, 10/21/27^(a)	AUD		40		32,186
3.25%, 07/20/28^(a)	AUD		500		408,092
5.00%, 07/23/25^(a)	AUD		50		42,433


					98,154,967

Austria — 1.0%
Autobahnen- und Schnell- strassen-Finanzierungs AG, 0.10%, 07/09/29^(a)	EUR		400		460,462
KAF Karntner Ausgleichszahlungs-Fonds, 0.00%, 01/14/32^(a)(c)	EUR		150		164,761


Security		Par (000)		Value

Austria (continued)
Republic of Austria Government Bond
0.00%, 07/15/23^(c)(e)	EUR		1,345	$	1,571,472
0.00%, 07/15/24^(c)(e)	EUR		520		609,482
0.00%, 04/20/25^(c)(e)	EUR		2,000		2,345,732
0.00%, 02/20/30^(c)(e)	EUR		950		1,092,544
0.00%, 02/20/31^(c)(e)	EUR		940		1,072,144
0.00%, 10/20/40^(c)(e)	EUR		640		677,975
0.25%, 10/20/36^(e)	EUR		1,000		1,129,724
0.50%, 04/20/27^(e)	EUR		1,523		1,832,578
0.50%, 02/20/29^(e)	EUR		1,352		1,624,491
0.70%, 04/20/71^(e)	EUR		410		462,424
0.75%, 10/20/26^(e)	EUR		1,860		2,263,774
0.75%, 02/20/28^(e)	EUR		1,930		2,356,199
0.75%, 03/20/51^(e)	EUR		970		1,182,858
0.85%, 06/30/2120^(e)	EUR		380		411,351
1.20%, 10/20/25^(e)	EUR		1,117		1,374,847
1.50%, 02/20/47^(e)	EUR		1,001		1,440,034
1.50%, 11/02/86^(e)	EUR		310		477,404
1.65%, 10/21/24^(e)	EUR		1,664		2,048,232
2.10%, 09/20/2117^(e)	EUR		660		1,281,170
2.40%, 05/23/34^(e)	EUR		875		1,280,670
3.15%, 06/20/44^(e)	EUR		640		1,180,392
3.40%, 11/22/22^(e)	EUR		1,294		1,558,825
3.80%, 01/26/62^(e)	EUR		365		892,217
4.15%, 03/15/37	EUR		1,574		2,871,513
4.85%, 03/15/26^(e)	EUR		1,504		2,142,071
6.25%, 07/15/27	EUR		796		1,265,740


					37,071,086

Belgium — 1.5%
Flemish Community (The)
1.50%, 07/12/38^(a)	EUR		100		129,951
1.50%, 04/11/44^(a)	EUR		100		131,153
Kingdom of Belgium Government Bond
0.00%, 10/22/27^(c)(e)	EUR		1,776		2,072,396
0.00%, 10/22/31^(c)	EUR		1,600		1,806,375
0.10%, 06/22/30^(e)	EUR		2,320		2,681,839
0.20%, 10/22/23^(e)	EUR		3,318		3,895,928
0.40%, 06/22/40^(e)	EUR		890		988,622
0.50%, 10/22/24^(e)	EUR		1,100		1,310,078
0.65%, 06/22/71^(e)	EUR		500		498,467
0.80%, 06/22/25^(e)	EUR		2,610		3,151,453
0.80%, 06/22/27^(e)	EUR		1,828		2,232,667
0.80%, 06/22/28^(e)	EUR		2,801		3,433,560
0.90%, 06/22/29^(e)	EUR		1,525		1,883,799
1.00%, 06/22/26^(e)	EUR		1,310		1,605,464
1.00%, 06/22/31^(e)	EUR		1,642		2,049,738
1.45%, 06/22/37^(e)	EUR		1,540		2,034,458
1.60%, 06/22/47^(e)	EUR		1,359		1,874,836
1.70%, 06/22/50^(e)	EUR		1,122		1,591,149
1.90%, 06/22/38^(e)	EUR		888		1,249,728
2.15%, 06/22/66^(e)	EUR		894		1,485,522
2.25%, 06/22/23^(a)	EUR		500		605,322
2.25%, 06/22/57^(e)	EUR		807		1,321,805
2.60%, 06/22/24^(e)	EUR		1,908		2,390,260
3.00%, 06/22/34^(e)	EUR		1,660		2,547,189
3.75%, 06/22/45^(a)	EUR		992		1,910,167
4.00%, 03/28/32^(a)	EUR		1,970		3,170,280
4.25%, 03/28/41^(e)	EUR		1,892		3,644,648
4.50%, 03/28/26^(e)	EUR		270		379,869
5.00%, 03/28/35^(e)	EUR		660		1,225,993


Security		Par (000)		Value

Belgium (continued)
5.50%, 03/28/28	EUR		1,287	$	2,033,606
Series 86, 1.25%, 04/22/33^(e)	EUR		690		886,633
Ministeries Van de Vlaamse Gemeenschap
0.13%, 10/15/35^(a)	EUR		400		435,248
0.88%, 03/21/46^(a)	EUR		300		347,428
1.00%, 10/13/36^(a)	EUR		400		486,972
Region Wallonne, 1.25%, 06/22/71^(a)	EUR		200		224,530
Region Wallonne Belgium, 0.25%, 05/03/26^(a)	EUR		500		585,092


					58,302,225

Bulgaria — 0.0%
Bulgaria Government International Bond
0.38%, 09/23/30^(a)	EUR		300		339,552
1.38%, 09/23/50^(a)	EUR		200		216,503
2.63%, 03/26/27^(a)	EUR		100		130,050
2.95%, 09/03/24^(a)	EUR		200		251,157
3.00%, 03/21/28^(a)	EUR		100		134,240
3.13%, 03/26/35^(a)	EUR		100		143,405


					1,214,907

Canada — 4.5%
Canada Housing Trust No. 1
0.95%, 06/15/25^(e)	CAD		2,100		1,661,284
1.10%, 03/15/31^(e)	CAD		900		666,848
1.25%, 06/15/26^(e)	CAD		300		237,557
1.40%, 03/15/31^(e)	CAD		1,060		807,094
1.75%, 06/15/22^(e)	CAD		1,750		1,424,929
1.75%, 06/15/30^(e)	CAD		970		766,124
1.90%, 09/15/26^(e)	CAD		160		130,339
1.90%, 03/15/31^(e)	CAD		1,100		875,209
1.95%, 12/15/25^(e)	CAD		1,750		1,432,325
2.25%, 12/15/25^(e)	CAD		100		82,810
2.35%, 06/15/23^(e)	CAD		4,770		3,936,638
2.35%, 06/15/27^(e)	CAD		700		581,697
2.35%, 03/15/28^(e)	CAD		350		291,301
2.55%, 12/15/23^(e)	CAD		800		664,790
2.55%, 03/15/25^(e)	CAD		910		760,471
2.65%, 03/15/28^(e)	CAD		800		677,389
2.65%, 12/15/28^(e)	CAD		920		779,279
2.90%, 06/15/24^(e)	CAD		1,350		1,134,607
3.15%, 09/15/23^(e)	CAD		1,500		1,257,729
Canadian Government Bond
0.25%, 11/01/22	CAD		5,095		4,096,008
0.25%, 02/01/23	CAD		7,000		5,613,235
0.25%, 08/01/23	CAD		2,000		1,594,619
0.25%, 04/01/24	CAD		500		395,419
0.25%, 03/01/26	CAD		5,160		3,960,850
0.50%, 09/01/25	CAD		5,890		4,604,347
0.50%, 12/01/30	CAD		4,340		3,154,741
1.00%, 09/01/26	CAD		3,820		3,014,454
1.25%, 03/01/25	CAD		5,870		4,739,067
1.25%, 06/01/30	CAD		4,860		3,798,505
1.50%, 09/01/24	CAD		4,350		3,543,162
1.50%, 06/01/31	CAD		5,470		4,330,299
1.75%, 03/01/23	CAD		2,895		2,365,989
1.75%, 12/01/53	CAD		1,500		1,127,860
2.00%, 09/01/23	CAD		5,390		4,429,895
2.00%, 06/01/28	CAD		470		390,063
2.00%, 12/01/51	CAD		5,990		4,810,489
2.25%, 06/01/25	CAD		1,500		1,252,335
2.50%, 06/01/24	CAD		2,144		1,791,702


Security		Par (000)		Value

Canada (continued)
2.75%, 12/01/48	CAD		1,720	$	1,602,216
2.75%, 12/01/64	CAD		870		831,688
3.50%, 12/01/45	CAD		1,334		1,384,435
4.00%, 06/01/41	CAD		2,290		2,465,617
5.00%, 06/01/37	CAD		3,690		4,233,064
5.75%, 06/01/33	CAD		1,790		2,037,137
City of Montreal Canada
2.40%, 12/01/41	CAD		200		148,727
3.00%, 09/01/27	CAD		300		255,162
3.15%, 12/01/36	CAD		250		210,860
3.50%, 09/01/23	CAD		60		50,505
3.50%, 12/01/38	CAD		200		175,549
City of Ottawa Ontario
2.50%, 05/11/51	CAD		100		73,779
3.10%, 07/27/48	CAD		100		82,936
City of Toronto Canada
2.40%, 06/07/27	CAD		250		206,834
2.80%, 11/22/49	CAD		200		156,118
2.90%, 04/29/51	CAD		250		199,796
2.95%, 04/28/35	CAD		50		41,604
3.20%, 08/01/48	CAD		100		84,354
CPPIB Capital Inc.
1.13%, 12/14/29^(a)	GBP		250		338,155
1.95%, 09/30/29^(a)	CAD		500		400,303
CPPIB Capital Inc. Co., 1.63%, 10/22/71^(a)	GBP		250		354,509
Export Development Canada, 0.25%, 03/07/26^(a)	EUR		600		700,772
Hydro-Quebec
2.10%, 02/15/60	CAD		500		337,835
4.00%, 02/15/55	CAD		890		910,467
5.00%, 02/15/45	CAD		400		446,503
5.00%, 02/15/50	CAD		1,120		1,302,525
6.00%, 08/15/31	CAD		200		213,791
6.00%, 02/15/40	CAD		200		237,841
6.50%, 02/15/35	CAD		400		467,017
9.63%, 07/15/22	CAD		320		274,524
Labrador-Island Link Funding Trust, Series A 3.76%, 06/01/33^(e)	CAD		300		276,179
Municipal Finance Authority of British Columbia
2.15%, 12/01/22	CAD		300		245,975
2.15%, 06/03/24	CAD		1,180		972,327
Muskrat Falls/Labrador Transmission Assets Funding Trust, Series A 3.63%, 06/01/29^(e)	CAD		300		269,098
OMERS Finance Trust, 0.45%, 05/13/25^(a)	EUR		250		292,448
Ontario Electricity Financial Corp., 8.25%, 06/22/26	CAD		300		310,894
Ontario Teachers’ Finance Trust
0.50%, 05/06/25^(a)	EUR		470		552,306
0.90%, 05/20/41^(a)	EUR		360		422,015
OPB Finance Trust, Series F 2.98%, 01/25/27(Call 10/25/26)	CAD		200		168,759
Province of Alberta Canada
0.63%, 01/16/26^(a)	EUR		200		236,605
1.60%, 09/01/22	CAD		250		203,551
1.65%, 06/01/31	CAD		200		152,080
2.05%, 06/01/30	CAD		1,100		875,263
2.20%, 06/01/26	CAD		300		247,005
2.35%, 06/01/25	CAD		350		290,342
2.55%, 12/15/22	CAD		200		164,716
2.55%, 06/01/27	CAD		1,080		901,699
2.90%, 12/01/28	CAD		550		467,984
2.90%, 09/20/29	CAD		300		255,005


Security		Par (000)		Value

Canada (continued)
2.95%, 06/01/52	CAD		470	$	388,407
3.05%, 12/01/48	CAD		700		586,193
3.10%, 06/01/50	CAD		840		712,052
3.30%, 12/01/46	CAD		990		862,746
3.45%, 12/01/43	CAD		25		22,240
3.90%, 12/01/33	CAD		200		184,329
Province of British Columbia Canada
0.88%, 10/08/25^(a)	EUR		300		358,345
2.20%, 06/18/30	CAD		1,540		1,248,351
2.30%, 06/18/26	CAD		200		165,827
2.55%, 06/18/27	CAD		300		251,437
2.75%, 06/18/52	CAD		450		367,250
2.80%, 06/18/48	CAD		830		680,793
2.85%, 06/18/25	CAD		550		465,074
2.95%, 12/18/28	CAD		200		171,505
2.95%, 06/18/50	CAD		820		694,045
3.20%, 06/18/44	CAD		400		349,887
3.30%, 12/18/23	CAD		400		337,570
4.30%, 06/18/42	CAD		410		416,367
4.95%, 06/18/40	CAD		170		183,617
5.00%, 06/18/31	CAD		120		120,393
6.35%, 06/18/31	CAD		40		43,898
Province of Manitoba Canada
2.05%, 09/05/52	CAD		100		68,038
2.45%, 06/02/25	CAD		50		41,616
2.55%, 06/02/26	CAD		200		167,132
2.60%, 06/02/27	CAD		200		167,466
2.75%, 06/02/29	CAD		300		252,971
2.85%, 09/05/46	CAD		590		477,153
3.00%, 06/02/28	CAD		300		256,944
3.20%, 03/05/50	CAD		230		199,014
3.25%, 09/05/29	CAD		600		522,634
3.40%, 09/05/48	CAD		690		615,531
4.10%, 03/05/41	CAD		400		387,165
4.60%, 03/05/38	CAD		70		70,631
Province of New Brunswick Canada
1.80%, 08/14/25	CAD		500		406,282
2.35%, 08/14/27	CAD		570		470,457
2.60%, 08/14/26	CAD		200		167,440
2.85%, 06/02/23	CAD		50		41,526
3.05%, 08/14/50	CAD		200		167,324
3.10%, 08/14/28	CAD		200		172,161
3.10%, 08/14/48	CAD		100		84,102
3.55%, 06/03/43	CAD		210		188,785
3.80%, 08/14/45	CAD		200		187,117
4.55%, 03/26/37	CAD		60		59,705
4.65%, 09/26/35	CAD		400		398,429
Province of Newfoundland and Labrador Canada
2.30%, 06/02/25	CAD		500		413,082
2.65%, 10/17/50	CAD		200		146,131
2.85%, 06/02/28	CAD		500		421,118
2.85%, 06/02/29	CAD		870		730,186
3.00%, 06/02/26	CAD		130		110,272
3.30%, 10/17/46	CAD		250		206,975
3.70%, 10/17/48	CAD		120		106,652
Province of Nova Scotia Canada
2.10%, 06/01/27	CAD		600		489,788
3.15%, 12/01/51	CAD		560		482,860
3.50%, 06/02/62	CAD		30		28,053
4.40%, 06/01/42	CAD		20		20,217


Security		Par (000)		Value

Canada (continued)
4.70%, 06/01/41	CAD		200	$	208,562
Province of Ontario Canada
0.00%, 11/25/30^(a)(c)	EUR		300		334,489
0.25%, 12/15/26^(a)	GBP		200		260,610
0.38%, 06/14/24^(a)	EUR		200		234,171
0.38%, 04/08/27^(a)	EUR		200		234,004
0.63%, 04/17/25^(a)	EUR		400		472,970
1.05%, 09/08/27	CAD		300		230,624
1.35%, 09/08/26	CAD		300		237,564
1.35%, 12/02/30	CAD		1,500		1,121,703
1.75%, 09/08/25	CAD		1,300		1,054,863
1.85%, 02/01/27	CAD		500		404,270
1.90%, 12/02/51	CAD		1,020		678,346
1.95%, 01/27/23	CAD		150		122,780
2.05%, 06/02/30	CAD		750		598,267
2.15%, 06/02/31	CAD		500		398,469
2.30%, 09/08/24	CAD		300		248,361
2.40%, 06/02/26	CAD		2,860		2,375,584
2.60%, 09/08/23	CAD		1,000		829,355
2.60%, 06/02/25	CAD		750		627,689
2.60%, 06/02/27	CAD		1,360		1,139,198
2.65%, 02/05/25	CAD		1,000		837,775
2.65%, 12/02/50	CAD		2,000		1,574,919
2.70%, 06/02/29	CAD		960		807,242
2.80%, 06/02/48	CAD		1,040		842,353
2.85%, 06/02/23	CAD		1,550		1,287,580
2.90%, 06/02/28	CAD		1,000		852,295
2.90%, 12/02/46	CAD		1,600		1,317,750
2.90%, 06/02/49	CAD		1,450		1,197,574
3.45%, 06/02/45	CAD		2,040		1,836,775
3.50%, 06/02/24	CAD		470		400,267
3.50%, 06/02/43	CAD		1,620		1,465,736
4.60%, 06/02/39	CAD		980		1,001,285
4.65%, 06/02/41	CAD		2,250		2,345,392
4.70%, 06/02/37	CAD		1,703		1,737,993
5.60%, 06/02/35	CAD		500		544,695
5.85%, 03/08/33	CAD		290		312,467
6.20%, 06/02/31	CAD		580		627,202
6.50%, 03/08/29	CAD		50		52,408
Province of Quebec Canada
0.20%, 04/07/25^(a)	EUR		500		583,040
0.25%, 05/05/31^(a)	EUR		300		340,946
0.88%, 01/15/25^(a)	EUR		100		119,119
0.88%, 05/04/27^(a)	EUR		550		662,039
1.13%, 10/28/25^(a)	EUR		300		362,586
1.50%, 12/15/23^(a)	GBP		200		276,852
1.65%, 03/03/22	CAD		400		324,622
1.90%, 09/01/30	CAD		3,540		2,793,700
2.25%, 02/22/24	CAD		400		330,811
2.30%, 09/01/29	CAD		2,010		1,648,781
2.45%, 03/01/23	CAD		1,000		824,451
2.50%, 09/01/26	CAD		1,800		1,505,115
2.60%, 07/06/25	CAD		300		251,601
2.75%, 09/01/25	CAD		250		210,730
2.75%, 09/01/27	CAD		500		423,154
2.75%, 09/01/28	CAD		590		499,741
2.85%, 12/01/53	CAD		200		165,635
3.00%, 09/01/23	CAD		50		41,781
3.10%, 12/01/51	CAD		1,390		1,207,231
3.50%, 12/01/45	CAD		1,160		1,061,987


Security		Par (000)		Value

Canada (continued)
3.50%, 12/01/48	CAD		1,280	$	1,183,545
3.75%, 09/01/24	CAD		100		86,115
4.25%, 12/01/43	CAD		200		202,721
5.00%, 12/01/38	CAD		950		1,015,600
5.00%, 12/01/41	CAD		1,500		1,643,794
5.75%, 12/01/36	CAD		400		450,979
6.25%, 06/01/32	CAD		110		120,904
Province of Saskatchewan Canada
2.20%, 06/02/30	CAD		400		322,612
2.65%, 06/02/27	CAD		450		377,959
2.75%, 12/02/46	CAD		300		238,832
3.05%, 12/02/28	CAD		200		171,770
3.10%, 06/02/50	CAD		400		340,676
3.20%, 06/03/24	CAD		20		16,911
3.30%, 06/02/48	CAD		200		175,616
3.40%, 02/03/42	CAD		100		88,505
3.75%, 03/05/54	CAD		400		385,795
3.90%, 06/02/45	CAD		150		143,381
4.75%, 06/01/40	CAD		100		104,207
PSP Capital Inc.
1.50%, 03/15/28^(a)	CAD		450		353,979
1.73%, 06/21/22^(a)	CAD		300		244,269
3.00%, 11/05/25^(a)	CAD		200		170,168
Regional Municipality of Peel Ontario, 3.85%, 10/30/42	CAD		100		92,552
Regional Municipality of York, 2.60%, 12/15/25	CAD		50		41,831
South Coast British Columbia Transportation Authority, 3.25%, 11/23/28	CAD		250		217,100
Unedic Asseo, 0.10%, 11/25/26^(a)	EUR		600		699,135


					175,422,081

Chile — 0.1%
Bonos de la Tesoreria de la Republica en pesos
4.50%, 03/01/26	CLP		780,000		914,896
4.70%, 09/01/30^(e)	CLP		350,000		392,767
5.00%, 03/01/35	CLP		600,000		656,643
5.10%, 07/15/50	CLP		250,000		250,819
6.00%, 01/01/43	CLP		315,000		369,028
Chile Government International Bond
0.83%, 07/02/31 (Call 04/02/31)	EUR		100		114,354
1.25%, 01/29/40 (Call 10/31/39)	EUR		200		220,609
1.25%, 01/22/51 (Call 07/31/50)	EUR		200		203,079
1.63%, 01/30/25	EUR		300		363,880
1.75%, 01/20/26	EUR		300		368,520


					3,854,595

China — 14.4%
Agricultural Development Bank of China
2.25%, 04/22/25	CNY		25,000		3,805,924
2.87%, 05/14/27	CNY		5,000		766,334
2.96%, 04/17/30	CNY		24,000		3,637,635
3.05%, 03/04/23	CNY		15,000		2,355,375
3.06%, 08/05/23	CNY		32,000		5,028,100
3.24%, 08/14/24	CNY		11,000		1,734,873
3.35%, 03/24/26	CNY		35,000		5,513,103
3.45%, 09/23/25	CNY		5,000		791,758
3.48%, 02/04/28	CNY		5,000		788,094
3.51%, 04/03/24	CNY		32,500		5,153,946
3.52%, 05/24/31	CNY		15,000		2,370,611
3.55%, 11/21/23	CNY		24,000		3,804,941
3.63%, 07/19/26	CNY		37,800		6,023,734


Security		Par (000)		Value

China (continued)
3.74%, 07/12/29	CNY		40,200	$	6,444,451
3.75%, 01/25/29	CNY		32,650		5,236,153
3.79%, 10/26/30	CNY		13,000		2,095,078
3.83%, 01/06/24	CNY		12,300		1,962,930
3.85%, 01/06/27	CNY		56,100		9,026,601
3.95%, 02/26/31	CNY		13,000		2,120,593
4.00%, 11/12/25	CNY		46,000		7,424,350
4.37%, 05/25/23	CNY		12,000		1,922,573
4.39%, 09/08/27	CNY		10,800		1,789,503
4.65%, 05/11/28	CNY		18,000		3,034,541
4.99%, 01/24/23	CNY		5,000		803,064
China Development Bank
0.38%, 11/16/21^(a)	EUR		150		173,436
0.63%, 12/12/22^(a)	EUR		300		348,839
1.25%, 01/21/23^(a)	GBP		242		329,848
3.00%, 08/07/23	CNY		7,000		1,099,317
3.05%, 08/25/26	CNY		51,000		7,927,064
3.07%, 03/10/30	CNY		32,900		5,028,955
3.09%, 06/18/30	CNY		29,450		4,504,364
3.18%, 04/05/26	CNY		16,000		2,502,424
3.23%, 01/10/25	CNY		90,000		14,192,021
3.24%, 02/25/23	CNY		33,600		5,290,794
3.34%, 07/14/25	CNY		5,000		789,875
3.39%, 07/10/27	CNY		8,000		1,259,450
3.42%, 07/02/24	CNY		33,800		5,354,189
3.45%, 09/20/29	CNY		17,000		2,673,038
3.48%, 01/08/29	CNY		149,500		23,574,057
3.50%, 08/13/26	CNY		8,200		1,299,752
3.65%, 05/21/29	CNY		10,000		1,593,315
3.68%, 02/26/26	CNY		20,000		3,191,005
3.70%, 10/20/30	CNY		45,050		7,215,054
3.74%, 09/10/25	CNY		20,000		3,198,881
3.76%, 08/14/23	CNY		29,000		4,612,592
3.80%, 01/25/36	CNY		50,000		8,042,911
3.85%, 01/09/24	CNY		15,000		2,395,481
4.04%, 07/06/28	CNY		27,600		4,506,365
4.15%, 10/26/25	CNY		38,000		6,172,231
4.21%, 04/13/25	CNY		23,000		3,731,835
4.69%, 03/23/23	CNY		42,000		6,746,266
4.73%, 04/02/25	CNY		37,500		6,186,360
4.88%, 02/09/28	CNY		77,900		13,267,334
5.25%, 06/24/28	CNY		10,000		1,740,722
5.90%, 01/20/24	CNY		18,700		3,115,293
China Government Bond
1.99%, 04/09/25	CNY		266,500		40,575,057
2.24%, 03/05/23	CNY		36,000		5,609,695
2.36%, 07/02/23	CNY		228,000		35,518,447
2.68%, 05/21/30	CNY		169,160		25,646,403
2.70%, 11/03/26	CNY		5,000		776,030
2.75%, 03/17/23	CNY		11,600		1,819,586
2.79%, 09/01/23	CNY		20,000		3,135,312
2.79%, 11/17/23	CNY		10,000		1,568,750
2.85%, 06/04/27	CNY		66,000		10,287,638
2.90%, 05/05/26	CNY		48,000		7,532,399
3.12%, 12/05/26	CNY		36,050		5,705,199
3.13%, 11/21/29	CNY		10,000		1,573,735
3.17%, 04/19/23	CNY		4,200		663,318
3.19%, 04/11/24	CNY		69,500		11,018,475
3.22%, 12/06/25	CNY		30,000		4,765,459
3.25%, 06/06/26	CNY		48,080		7,656,375


Security		Par (000)		Value

China (continued)
3.25%, 11/22/28	CNY		46,000	$	7,330,830
3.29%, 05/23/29	CNY		65,700		10,494,875
3.30%, 07/12/23	CNY		24,000		3,804,604
3.39%, 03/16/50	CNY		143,600		21,819,041
3.40%, 02/09/27	CNY		12,000		1,929,961
3.52%, 04/25/46	CNY		8,000		1,252,950
3.54%, 08/16/28	CNY		38,000		6,178,348
3.60%, 09/06/25	CNY		21,730		3,515,484
3.61%, 06/07/25	CNY		10,000		1,614,786
3.69%, 05/17/28	CNY		10,000		1,637,038
3.73%, 05/25/70	CNY		17,820		2,859,170
3.74%, 09/22/35	CNY		18,250		3,013,889
3.76%, 03/22/71	CNY		22,180		3,611,057
3.81%, 09/14/50	CNY		19,000		3,114,233
3.86%, 07/22/49	CNY		15,000		2,471,919
3.97%, 07/23/48	CNY		40,600		6,780,942
4.00%, 06/24/69	CNY		26,000		4,461,479
4.05%, 07/24/47	CNY		18,400		3,131,476
4.08%, 10/22/48	CNY		34,800		5,975,433
4.09%, 04/27/35	CNY		11,000		1,881,412
4.22%, 03/19/48	CNY		4,000		700,583
4.50%, 06/23/41	CNY		14,850		2,750,753
China Government International Bond
0.13%, 11/12/26 (Call 08/12/26)^(a)	EUR		800		929,331
1.00%, 11/12/39 (Call 08/12/39)^(a)	EUR		200		225,850
Export-Import Bank of China(The)
0.75%, 05/28/23^(a)	EUR		100		116,922
2.17%, 04/07/23	CNY		36,000		5,588,317
2.93%, 03/02/25	CNY		58,100		9,059,326
3.04%, 03/08/23	CNY		4,000		628,400
3.22%, 05/14/26	CNY		4,000		626,387
3.23%, 03/23/30	CNY		30,000		4,637,617
3.26%, 02/24/27	CNY		15,000		2,346,936
3.28%, 02/11/24	CNY		62,700		9,889,165
3.33%, 02/22/26	CNY		15,000		2,360,133
3.34%, 09/04/23	CNY		6,000		948,019
3.43%, 10/23/25	CNY		28,000		4,430,391
3.74%, 11/16/30	CNY		13,000		2,087,805
3.86%, 05/20/29	CNY		29,200		4,715,951
3.87%, 09/14/25	CNY		11,000		1,767,171
3.88%, 01/12/36	CNY		2,700		436,347
4.37%, 06/19/23	CNY		7,000		1,122,474
4.89%, 03/26/28	CNY		21,800		3,715,876
Italy Buoni Poliennali Del Tesoro, 1.75%, 07/01/24^(a)	EUR		3,740		4,523,269


					560,035,161

Colombia — 0.2%
Colombian TES
Series B, 5.75%, 11/03/27	COP		5,148,700		1,257,131
Series B, 6.00%, 04/28/28	COP		3,890,900		948,874
Series B, 6.25%, 11/26/25	COP		6,268,700		1,629,128
Series B, 6.25%, 07/09/36	COP		3,000,000		654,597
Series B, 7.00%, 06/30/32	COP		2,425,900		593,821
Series B, 7.25%, 10/18/34	COP		4,501,400		1,103,853
Series B, 7.75%, 09/18/30	COP		2,864,600		758,130


					6,945,534

Croatia — 0.0%
Croatia Government International Bond 1.13%, 06/19/29^(a)	EUR		150		177,735


Security		Par (000)		Value

Croatia (continued)
1.50%, 06/17/31^(a)	EUR		200	$	240,143
1.75%, 03/04/41^(a)	EUR		180		211,505
2.70%, 06/15/28^(a)	EUR		300		394,048
2.75%, 01/27/30^(a)	EUR		250		332,148
3.00%, 03/20/27^(a)	EUR		200		262,821


					1,618,400

Cyprus — 0.0%
Cyprus Government International Bond
1.25%, 01/21/40^(a)	EUR		472		563,343
2.38%, 09/25/28^(a)	EUR		400		529,707
4.25%, 11/04/25^(a)	EUR		300		408,170


					1,501,220

Czech Republic — 0.2%
Czech Republic Government Bond
0.45%, 10/25/23^(a)	CZK		13,470		579,672
0.95%, 05/15/30^(a)	CZK		16,960		662,032
1.00%, 06/26/26^(a)	CZK		39,570		1,643,218
1.20%, 03/13/31	CZK		17,110		675,964
1.25%, 02/14/25	CZK		37,500		1,608,668
1.50%, 04/24/40	CZK		8,830		330,084
1.75%, 06/23/32	CZK		6,610		273,713
2.00%, 10/13/33	CZK		12,000		502,408
2.50%, 08/25/28^(a)	CZK		14,600		646,955
2.75%, 07/23/29	CZK		17,230		777,060
4.20%, 12/04/36^(a)	CZK		8,700		465,517
4.70%, 09/12/22^(a)	CZK		4,000		183,353
5.70%, 05/25/24^(a)	CZK		11,440		551,285
Czech Republic International, 3.88%, 05/24/22^(a)	EUR		200		236,702


					9,136,631

Denmark — 0.4%
Denmark Government Bond
0.00%, 11/15/24^(c)(e)	DKK		5,000		786,682
0.00%, 11/15/31^(c)(e)	DKK		9,260		1,418,125
0.25%, 11/15/22^(e)	DKK		11,000		1,724,650
0.25%, 11/15/52^(e)	DKK		5,900		893,133
0.50%, 11/15/27	DKK		9,837		1,586,853
0.50%, 11/15/29^(e)	DKK		9,200		1,487,512
1.50%, 11/15/23	DKK		6,518		1,054,873
1.75%, 11/15/25	DKK		12,500		2,105,730
4.50%, 11/15/39	DKK		13,774		3,785,315
7.00%, 11/10/24	DKK		2,000		381,274
Kommunekredit
0.50%, 01/24/25^(a)	EUR		300		353,934
0.63%, 05/11/26^(a)	EUR		300		357,086
0.75%, 05/18/27^(a)	EUR		120		144,252
0.88%, 11/03/36^(a)	EUR		300		365,364


					16,444,783

Finland — 0.4%
Finland Government Bond
0.13%, 09/15/31^(e)	EUR		330		380,805
0.13%, 04/15/36^(e)	EUR		640		719,768
0.13%, 04/15/52^(e)	EUR		580		606,556
0.25%, 09/15/40^(e)	EUR		250		282,969
0.50%, 04/15/26^(e)	EUR		881		1,056,444
0.50%, 09/15/27^(e)	EUR		1,182		1,423,411
0.50%, 09/15/28^(e)	EUR		21		25,296
0.50%, 09/15/29^(e)	EUR		660		795,615
0.75%, 04/15/31^(e)	EUR		791		971,482
1.13%, 04/15/34^(e)	EUR		762		979,459


Security		Par (000)		Value

Finland (continued)
1.38%, 04/15/47^(e)	EUR		366	$	526,272
1.50%, 04/15/23^(e)	EUR		849		1,012,271
2.00%, 04/15/24^(e)	EUR		868		1,067,275
2.63%, 07/04/42^(e)	EUR		786		1,325,107
2.75%, 07/04/28^(e)	EUR		1,087		1,502,898
Finnvera Oyj
0.38%, 04/09/29^(a)	EUR		300		352,595
0.50%, 04/13/26^(a)	EUR		200		236,684
1.13%, 05/17/32^(a)	EUR		100		125,216
Finnvera OYJ, 0.75%, 08/07/28^(a)	EUR		200		241,479
Kuntarahoitus OYJ
0.13%, 03/07/24^(a)	EUR		600		700,272
0.75%, 09/07/27^(a)	EUR		150		181,005
1.25%, 02/23/33^(a)	EUR		200		256,091


					14,768,970

France — 7.1%
Action Logement Services, 0.50%, 10/30/34^(a)	EUR		200		225,882
Agence Francaise de Developpement EPIC
0.00%, 03/25/25^(a)(c)	EUR		200		233,172
0.25%, 07/21/26^(a)	EUR		700		821,726
0.25%, 06/29/29^(a)	EUR		800		928,943
0.38%, 04/30/24^(a)	EUR		600		706,286
0.50%, 10/25/22^(a)	EUR		400		466,825
0.50%, 05/25/30^(a)	EUR		200		235,623
1.00%, 01/31/28^(a)	EUR		200		244,869
1.38%, 07/05/32^(a)	EUR		700		887,854
1.50%, 10/31/34^(a)	EUR		100		129,104
Agence France Locale
0.00%, 09/20/27^(a)(c)	EUR		300		344,532
0.50%, 06/20/24^(a)	EUR		100		117,823
Bpifrance SACA
0.05%, 09/26/29^(a)	EUR		300		342,201
0.25%, 02/14/23^(a)	EUR		900		1,050,221
0.63%, 05/25/26^(a)	EUR		300		358,598
0.75%, 11/25/24^(a)	EUR		100		119,285
0.88%, 09/26/28^(a)	EUR		500		608,738
1.00%, 05/25/27^(a)	EUR		400		488,900
1.88%, 05/25/30^(a)	EUR		200		263,390
Caisse D Amort Dette, 0.13%, 09/15/31^(a)	EUR		1,000		1,131,597
Caisse d’Amortissement de la Dette Sociale
0.00%, 02/25/28^(a)(c)	EUR		1,800		2,077,262
0.00%, 05/25/29^(a)(c)	EUR		1,100		1,258,579
0.13%, 11/25/22^(a)	EUR		900		1,047,298
0.13%, 10/25/23^(a)	EUR		2,000		2,338,472
1.38%, 11/25/24^(a)	EUR		1,250		1,520,068
2.50%, 10/25/22	EUR		250		297,563
4.00%, 12/15/25^(a)	EUR		540		733,120
Caisse de Refinancement de l’Habitat SA
2.38%, 03/05/24^(a)	CHF		150		174,145
4.30%, 02/24/23	EUR		300		368,399
Caisse des Depots et Consignations
0.00%, 06/19/24^(a)(c)	EUR		300		350,375
0.20%, 03/01/22^(a)	EUR		100		115,883
Caisse Francaise de Financement Local
0.00%, 05/07/25^(a)(c)	EUR		400		463,440
0.10%, 11/13/29^(a)	EUR		200		229,656
0.13%, 02/15/36^(a)	EUR		300		332,758
0.20%, 04/27/23^(a)	EUR		400		466,229
0.38%, 05/11/24^(a)	EUR		300		351,478
0.38%, 02/13/40^(a)	EUR		100		114,150


Security		Par (000)		Value

France (continued)
0.50%, 01/19/26^(a)	EUR		100	$	118,128
0.50%, 02/19/27^(a)	EUR		800		946,699
0.63%, 04/13/26^(a)	EUR		300		356,476
0.75%, 01/11/27^(a)	EUR		100		119,825
0.75%, 09/27/27^(a)	EUR		200		240,406
1.25%, 05/11/32^(a)	EUR		200		253,576
1.45%, 01/16/34^(a)	EUR		400		522,336
1.50%, 06/28/38^(a)	EUR		200		270,909
5.38%, 07/08/24^(a)	EUR		100		132,743
French Republic Government Bond OAT
0.00%, 03/25/23^(a)(c)	EUR		4,250		4,955,792
0.00%, 02/25/24^(a)(c)	EUR		2,430		2,842,199
0.00%, 03/25/24^(a)(c)	EUR		3,640		4,259,806
0.00%, 03/25/25^(a)(c)	EUR		4,969		5,821,537
0.00%, 02/25/26^(a)(c)	EUR		6,720		7,864,646
0.00%, 02/25/27^(a)(c)	EUR		1,550		1,807,711
0.00%, 11/25/29^(a)(c)	EUR		8,550		9,817,874
0.00%, 11/25/30^(a)(c)	EUR		7,000		7,961,718
0.00%, 11/25/31^(a)(c)	EUR		8,230		9,259,668
0.25%, 11/25/26^(a)	EUR		4,514		5,341,959
0.50%, 05/25/25^(a)	EUR		4,997		5,960,456
0.50%, 05/25/26^(a)	EUR		6,697		8,013,388
0.50%, 05/25/29^(a)	EUR		4,599		5,504,380
0.50%, 05/25/40^(e)	EUR		5,030		5,689,954
0.50%, 06/25/44	EUR		320		355,904
0.50%, 05/25/72^(e)	EUR		950		884,864
0.75%, 05/25/28^(a)	EUR		5,883		7,167,104
0.75%, 11/25/28^(a)	EUR		10,651		12,981,742
0.75%, 05/25/53^(e)	EUR		3,860		4,321,066
1.00%, 11/25/25^(a)	EUR		6,620		8,068,568
1.00%, 05/25/27^(a)	EUR		6,340		7,806,673
1.25%, 05/25/34^(a)	EUR		6,700		8,548,221
1.25%, 05/25/36^(e)	EUR		6,460		8,280,475
1.50%, 05/25/31^(a)	EUR		5,940		7,709,588
1.50%, 05/25/50^(e)	EUR		3,432		4,689,219
1.75%, 05/25/23^(a)	EUR		9,391		11,257,884
1.75%, 11/25/24^(a)	EUR		2,710		3,344,566
1.75%, 06/25/39^(e)	EUR		2,560		3,576,860
1.75%, 05/25/66^(e)	EUR		1,625		2,428,769
2.00%, 05/25/48^(e)	EUR		4,425		6,678,228
2.25%, 05/25/24^(a)	EUR		2,928		3,625,695
2.50%, 05/25/30^(a)	EUR		4,724		6,582,676
2.75%, 10/25/27^(a)	EUR		5,069		6,883,991
3.25%, 05/25/45^(a)	EUR		3,092		5,584,210
3.50%, 04/25/26^(a)	EUR		1,601		2,166,180
4.00%, 10/25/38^(a)	EUR		2,277		4,133,731
4.00%, 04/25/55^(e)	EUR		1,796		3,992,569
4.00%, 04/25/60^(a)	EUR		1,980		4,611,749
4.25%, 10/25/23^(a)	EUR		2,000		2,534,992
4.50%, 04/25/41^(a)	EUR		3,205		6,377,974
4.75%, 04/25/35^(a)	EUR		1,688		3,072,092
5.50%, 04/25/29^(a)	EUR		1,865		3,045,787
5.75%, 10/25/32^(a)	EUR		1,678		3,097,596
6.00%, 10/25/25^(a)	EUR		398		577,576
Gestion Securite de Stocks Securite SA, 0.63%, 10/20/28^(a)	EUR		200		237,431
Regie Autonome des Transports Parisiens, 2.88%, 09/09/22^(a)	EUR		50		59,451
Region of Ile de France, 0.50%, 06/14/25^(a)	EUR		400		473,424


Security		Par (000)		Value

France (continued)
SFIL SA
0.00%, 05/24/24^(a)(c)	EUR		400	$	465,928
0.10%, 10/18/22^(a)	EUR		100		116,273
SNCF Reseau, 2.63%, 12/29/25^(a)	EUR		300		385,794
Societe Du Grand Paris EPIC
0.00%, 11/25/30^(a)(c)	EUR		300		335,741
0.70%, 10/15/60^(a)	EUR		400		407,305
1.00%, 02/18/70^(a)	EUR		400		436,385
1.13%, 05/25/34^(a)	EUR		500		615,206
1.70%, 05/25/50^(a)	EUR		300		412,189
Societe Nationale SNCF SA
0.63%, 04/17/30^(a)	EUR		500		589,704
1.00%, 05/25/40^(a)	EUR		100		114,697
1.00%, 01/19/61^(a)	EUR		200		200,742
Unedic Asseo
0.00%, 05/25/31^(a)(c)	EUR		1,200		1,349,579
0.13%, 05/25/22^(a)	EUR		200		232,116
0.13%, 11/25/24	EUR		200		233,940
0.25%, 11/25/29^(a)	EUR		400		464,878
0.25%, 07/16/35^(a)	EUR		900		1,003,663
0.30%, 11/04/21^(a)	EUR		100		115,605
0.50%, 03/20/29^(a)	EUR		500		594,167
0.63%, 02/17/25^(a)	EUR		1,100		1,310,180
0.63%, 03/03/26^(a)	EUR		600		715,996
0.88%, 10/25/22^(a)	EUR		300		351,624
1.25%, 10/21/27^(a)	EUR		300		373,035
1.25%, 05/25/33^(a)	EUR		200		253,002
1.50%, 04/20/32^(a)	EUR		300		387,604
Ville de Paris, 1.38%, 11/20/34^(a)	EUR		100		125,976


					276,754,814

Germany — 5.6%
Bundesobligation
0.00%, 04/14/23^(a)(c)	EUR		1,392		1,624,262
0.00%, 10/13/23^(a)(c)	EUR		7,000		8,191,935
0.00%, 04/05/24^(a)(c)	EUR		5,550		6,508,893
0.00%, 10/18/24^(a)(c)	EUR		3,100		3,642,084
0.00%, 04/11/25^(a)(c)	EUR		1,150		1,352,518
0.00%, 10/10/25^(a)	EUR		4,000		4,710,006
0.00%, 04/10/26^(a)(c)	EUR		2,700		3,182,562
Bundesobligation Bond, 0.00%, 10/09/26^(a)(c)	EUR		1,500		1,767,882
Bundesrepublik Deutschland Bundesanleihe
0.00%, 08/15/26^(a)(c)	EUR		6,150		7,253,222
0.00%, 11/15/27^(a)(c)	EUR		1,980		2,335,619
0.00%, 11/15/28^(a)(c)	EUR		1,760		2,072,586
0.00%, 08/15/29^(a)(c)	EUR		2,700		3,178,755
0.00%, 02/15/30^(a)(c)	EUR		5,150		6,059,489
0.00%, 08/15/30^(a)(c)	EUR		1,760		2,066,991
0.00%, 02/15/31^(a)(c)	EUR		3,180		3,724,494
0.00%, 08/15/31^(a)(c)	EUR		2,970		3,469,301
0.00%, 05/15/35^(a)(c)	EUR		3,700		4,294,993
0.00%, 05/15/36^(a)(c)	EUR		890		1,026,309
0.00%, 08/15/50^(a)(c)	EUR		3,880		4,346,640
0.00%, 08/15/52^(a)	EUR		1,000		1,109,020
0.25%, 02/15/27^(a)	EUR		4,161		4,973,034
0.25%, 08/15/28^(a)	EUR		2,629		3,153,577
0.25%, 02/15/29^(a)	EUR		2,829		3,395,577
0.50%, 02/15/25^(a)	EUR		3,069		3,668,423
0.50%, 02/15/26^(a)	EUR		2,360		2,840,915
0.50%, 08/15/27^(a)	EUR		5,050		6,131,499
0.50%, 02/15/28^(a)	EUR		7,720		9,395,612


Security		Par (000)		Value

Germany (continued)
1.00%, 08/15/24^(a)	EUR		4,668	$	5,634,882
1.00%, 08/15/25^(a)	EUR		4,423		5,402,076
1.25%, 08/15/48^(a)	EUR		3,097		4,699,460
1.50%, 05/15/23^(a)	EUR		4,900		5,851,948
1.50%, 05/15/24^(a)	EUR		100		121,811
2.50%, 07/04/44^(a)	EUR		3,359		6,099,927
2.50%, 08/15/46^(a)	EUR		3,873		7,223,226
3.25%, 07/04/42^(a)	EUR		3,000		5,836,539
4.00%, 01/04/37^(a)	EUR		2,769		5,206,303
4.25%, 07/04/39^(a)	EUR		1,979		4,052,108
4.75%, 07/04/28^(a)	EUR		100		155,440
4.75%, 07/04/34^(a)	EUR		2,661		5,006,194
4.75%, 07/04/40^(a)	EUR		2,365		5,212,830
5.50%, 01/04/31^(a)	EUR		1,757		3,114,598
5.63%, 01/04/28^(a)	EUR		963		1,532,358
6.25%, 01/04/30^(a)	EUR		946		1,685,660
6.50%, 07/04/27^(a)	EUR		862		1,392,380
Series G, 0.00%, 08/15/30^(a)(c)	EUR		1,710		2,018,410
Series G, 0.00%, 08/15/50^(a)(c)	EUR		470		533,154
Free and Hanseatic City of Hamburg
0.00%, 04/07/26^(a)(c)	EUR		300		347,910
0.25%, 02/18/41^(a)	EUR		200		222,075
0.50%, 04/27/26^(a)	EUR		400		474,052
1.45%, 11/05/38^(a)	EUR		100		134,429
1.88%, 09/26/22^(a)	EUR		500		590,548
Free State of Bavaria, 0.00%, 05/07/27^(a)(c)	EUR		700		810,907
Free State of Saxony
0.00%, 01/15/24^(a)(c)	EUR		300		348,999
0.00%, 11/05/29^(a)(c)	EUR		200		229,008
Gemeinsame Deutsche Bundeslaender
0.00%, 08/26/30^(a)(c)	EUR		500		569,989
0.25%, 03/18/24^(a)	EUR		500		585,063
0.63%, 10/25/27^(a)	EUR		100		119,816
0.63%, 02/13/29^(a)	EUR		300		360,308
1.13%, 09/30/24^(a)	EUR		400		480,142
HSH Finanzfonds AoeR, 0.13%, 09/20/24	EUR		100		116,273
KfW, 4.00%, 02/27/25^(a)	AUD		500		407,035
Land Baden-Wuerttemberg
0.00%, 07/09/32^(a)(c)	EUR		200		224,860
0.63%, 01/16/25^(a)	EUR		750		888,978
0.63%, 01/27/26^(a)	EUR		100		119,081
0.80%, 04/05/28^(a)	EUR		200		242,434
Land Berlin
0.00%, 07/02/30^(a)(c)	EUR		300		342,371
0.10%, 01/18/30^(a)	EUR		300		345,864
0.10%, 01/18/41^(a)	EUR		430		464,879
0.25%, 04/22/25^(a)	EUR		300		351,468
0.63%, 03/20/26^(a)	EUR		100		119,160
0.63%, 02/08/27^(a)	EUR		350		418,324
0.75%, 11/11/22^(a)	EUR		560		655,892
0.75%, 09/08/23^(a)	EUR		540		637,068
0.75%, 04/03/34^(a)	EUR		300		363,443
1.00%, 05/19/32^(a)	EUR		300		372,963
1.38%, 06/05/37^(a)	EUR		420		553,420
Land Nordrhein Westfalen, 0.50%, 01/15/52^(a)	EUR		400		477,354
Land Thueringen
0.20%, 10/26/26^(a)	EUR		60		70,172
0.50%, 03/02/27^(a)	EUR		100		118,773
State of Brandenburg
0.00%, 06/26/28^(a)(c)	EUR		500		576,364


Security		Par (000)		Value

Germany (continued)
0.25%, 10/19/26^(a)	EUR		900	$	1,055,330
1.13%, 07/04/33^(a)	EUR		100		126,051
State of Bremen
0.00%, 10/06/28^(a)(c)	EUR		200		230,136
0.50%, 10/07/22^(a)	EUR		300		350,060
0.55%, 02/04/50^(a⁾	EUR		300		358,137
1.20%, 01/30/34^(a)	EUR		200		254,285
State of Hesse
0.00%, 03/11/30^(a)(c)	EUR		300		343,152
0.25%, 06/10/25^(a)	EUR		1,000		1,172,010
0.38%, 07/04/22^(a)	EUR		370		430,415
0.38%, 07/06/26^(a)	EUR		550		648,827
0.63%, 08/02/28^(a)	EUR		600		720,539
0.75%, 08/04/36^(a)	EUR		200		242,295
0.88%, 12/10/24^(a)	EUR		200		238,739
1.75%, 01/20/23^(a)	EUR		50		59,385
State of Lower Saxony
0.00%, 04/15/24^(a)(c)	EUR		500		581,768
0.00%, 08/02/24^(a)(c)	EUR		280		325,580
0.00%, 09/15/25^(a)(c)	EUR		200		232,118
0.00%, 07/10/26^(a)(c)	EUR		400		463,704
0.00%, 02/11/27^(a)(c)	EUR		200		231,387
0.00%, 08/13/30^(a)(c)	EUR		400		456,079
0.05%, 09/20/23^(a)	EUR		1,000		1,164,878
0.13%, 03/07/23^(a)	EUR		500		582,520
0.38%, 01/09/26^(a)	EUR		200		235,667
0.50%, 06/08/26^(a)	EUR		450		533,517
0.75%, 02/15/28^(a)	EUR		520		628,152
State of North Rhine-Westphalia Germany
0.00%, 12/05/22^(a)(c)	EUR		400		464,934
0.00%, 01/15/29^(a)(c)	EUR		500		575,098
0.00%, 10/12/35^(a)(c)	EUR		300		327,750
0.20%, 02/16/24^(a)	EUR		310		362,359
0.20%, 03/31/27^(a)	EUR		400		468,074
0.20%, 04/09/30^(a)	EUR		300		348,499
0.20%, 01/27/51^(a)	EUR		250		272,608
0.25%, 03/13/26^(a)	EUR		670		785,673
0.50%, 03/11/25^(a)	EUR		300		354,360
0.50%, 04/16/26^(a)	EUR		65		77,088
0.50%, 02/16/27^(a)	EUR		500		594,629
0.50%, 11/25/39^(a)	EUR		100		116,473
0.63%, 11/17/23^(a)	EUR		500		589,086
0.63%, 07/21/31^(a)	EUR		160		192,327
0.75%, 08/16/41^(a)	EUR		50		60,944
0.80%, 07/30/49^(a)	EUR		430		546,539
0.95%, 01/10/2121^(a)	EUR		340		408,864
1.00%, 01/16/25^(a)	EUR		700		839,084
1.10%, 03/13/34^(a)	EUR		700		882,360
1.25%, 05/12/36^(a)	EUR		200		257,721
1.38%, 01/15/2120^(a)	EUR		360		536,667
1.45%, 02/16/43^(a)	EUR		250		347,181
1.50%, 06/12/40^(a)	EUR		300		411,333
1.55%, 06/16/48^(a)	EUR		300		444,882
1.63%, 10/24/30^(a)	EUR		320		417,603
1.65%, 02/22/38^(a)	EUR		380		521,289
1.65%, 05/16/47^(a)	EUR		170		252,713
1.75%, 10/26/57^(a)	EUR		480		784,744
1.75%, 07/11/68^(a)	EUR		50		82,993
1.88%, 09/15/22^(a)	EUR		650		767,269
1.95%, 09/26/78^(a)	EUR		340		626,195


Security		Par (000)		Value

Germany (continued)
2.15%, 03/21/2119^(a)	EUR		350	$	703,369
State of Rhineland-Palatinate
0.05%, 01/23/30^(a)	EUR		400		459,149
0.38%, 01/26/27^(a)	EUR		300		354,003
0.75%, 01/19/26^(a)	EUR		500		598,184
State of Saxony-Anhalt
0.00%, 04/01/25^(a)(c)	EUR		300		348,565
0.50%, 06/25/27^(a)	EUR		400		475,463
State of Schleswig-Holstein Germany
0.13%, 05/24/23^(a)	EUR		300		349,678
0.13%, 06/12/29^(a)	EUR		500		578,925
0.20%, 08/15/39^(a)	EUR		250		276,923
0.38%, 10/30/24^(a)	EUR		300		352,637
0.38%, 02/08/27^(a)	EUR		200		236,020


					219,509,910

Hungary — 0.2%
Hungary Government Bond
1.50%, 08/24/22	HUF		51,000		163,675
1.75%, 10/26/22	HUF		178,130		572,910
2.50%, 10/24/24	HUF		404,520		1,293,485
2.75%, 12/22/26	HUF		206,950		646,109
3.00%, 10/27/27	HUF		304,520		951,569
3.00%, 08/21/30	HUF		150,000		456,386
3.00%, 10/27/38	HUF		40,000		109,014
3.25%, 10/22/31	HUF		218,930		671,013
5.50%, 06/24/25	HUF		143,210		500,781
6.75%, 10/22/28	HUF		201,750		772,821
Hungary Government International Bond
1.25%, 10/22/25^(a)	EUR		250		301,375
1.63%, 04/28/32^(a)	EUR		823		989,462


					7,428,600

Iceland — 0.0%
Iceland Government International Bond, 0.50%, 12/20/22^(a)	EUR		100		116,371


Indonesia — 0.8%
Indonesia Government International Bond
0.90%, 02/14/27	EUR		100		115,456
1.40%, 10/30/31	EUR		200		231,302
1.75%, 04/24/25	EUR		200		239,798
2.63%, 06/14/23^(a)	EUR		250		300,251
3.38%, 07/30/25^(a)	EUR		500		634,997
3.75%, 06/14/28^(a)	EUR		200		269,348
Indonesia Treasury Bond
5.63%, 05/15/23	IDR		15,000,000		1,087,274
6.25%, 06/15/36	IDR		17,555,000		1,236,972
6.38%, 04/15/32	IDR		10,000,000		723,748
6.50%, 06/15/25	IDR		22,543,000		1,678,087
6.50%, 02/15/31	IDR		24,342,000		1,758,277
6.88%, 08/15/51	IDR		15,000,000		1,066,014
7.00%, 05/15/27	IDR		25,000,000		1,897,653
7.00%, 09/15/30	IDR		20,048,000		1,492,870
7.25%, 02/15/26	IDR		36,000,000		2,754,448
7.50%, 08/15/32	IDR		18,000,000		1,360,453
7.50%, 06/15/35	IDR		28,000,000		2,096,062
7.50%, 04/15/40	IDR		10,210,000		756,963
8.13%, 05/15/24	IDR		18,000,000		1,389,268
8.25%, 05/15/29	IDR		53,031,000		4,218,299
8.25%, 05/15/36	IDR		18,000,000		1,430,586
8.38%, 03/15/24	IDR		15,790,000		1,218,374


Security		Par (000)		Value

Indonesia (continued)
8.38%, 09/15/26	IDR		9,000,000	$	721,753
8.38%, 04/15/39	IDR		19,760,000		1,576,002
8.75%, 02/15/44	IDR		12,320,000		1,020,975
Perusahaan Penerbit SBSN Indonesia, 8.88%, 11/15/31	IDR		7,600,000		633,738


					31,908,968

Ireland — 0.5%
Ireland Government Bond
0.00%, 10/18/22^(a)(c)	EUR		500		581,272
0.00%, 10/18/31^(a)(c)	EUR		790		883,888
0.20%, 05/15/27^(a)	EUR		2,050		2,407,622
0.20%, 10/18/30^(a)	EUR		770		889,141
0.40%, 05/15/35^(a)	EUR		483		554,065
0.55%, 04/22/41^(a)	EUR		680		770,256
0.90%, 05/15/28^(a)	EUR		520		636,514
1.00%, 05/15/26^(a)	EUR		928		1,133,808
1.10%, 05/15/29^(a)	EUR		1,064		1,322,343
1.30%, 05/15/33^(a)	EUR		758		965,082
1.35%, 03/18/31^(a)	EUR		492		628,744
1.50%, 05/15/50^(a)	EUR		780		1,058,066
1.70%, 05/15/37^(a)	EUR		530		720,352
2.00%, 02/18/45^(a)	EUR		1,051		1,558,983
2.40%, 05/15/30^(a)	EUR		1,273		1,751,867
3.40%, 03/18/24^(a)	EUR		1,650		2,086,562
5.40%, 03/13/25	EUR		864		1,192,688


					19,141,253

Isle Of Man — 0.0%
Isle of Man Government International Bond, 1.63%, 09/14/51 (Call 03/14/51)^(a)	GBP		150		200,834


Israel — 0.3%
Israel Government Bond - Fixed
0.50%, 02/27/26	ILS		2,650		828,529
1.00%, 03/31/30	ILS		4,730		1,467,590
1.25%, 11/30/22	ILS		1,200		384,221
1.50%, 11/30/23	ILS		2,760		892,493
1.50%, 05/31/37	ILS		2,700		802,137
1.75%, 08/31/25	ILS		3,049		1,004,464
2.00%, 03/31/27	ILS		1,550		520,260
2.25%, 09/28/28	ILS		4,628		1,580,689
3.75%, 03/31/24	ILS		1,377		470,392
3.75%, 03/31/47	ILS		2,551		1,018,725
4.25%, 03/31/23	ILS		450		150,488
5.50%, 01/31/22	ILS		500		160,406
5.50%, 01/31/42	ILS		2,210		1,092,352
6.25%, 10/30/26	ILS		650		248,154
Israel Government International Bond
1.50%, 01/18/27^(a)	EUR		100		123,890
1.50%, 01/16/29^(a)	EUR		500		627,407
2.50%, 01/16/49^(a)	EUR		200		292,151


					11,664,348

Italy — 5.5%
Cassa Depositi e Prestiti SpA
0.75%, 11/21/22^(a)	EUR		200		233,658
1.00%, 09/21/28^(a)	EUR		300		350,636
1.00%, 02/11/30^(a)	EUR		100		115,116
1.50%, 06/21/24^(a)	EUR		100		119,807
2.13%, 03/21/26^(a)	EUR		100		124,099


Security		Par (000)		Value

Italy (continued)
Italy Buoni Poliennali Del Tesoro
0.00%, 04/15/24^(a)	EUR		6,670	$	7,710,134
0.00%, 08/15/24^(a)	EUR		3,360		3,875,731
0.00%, 04/01/26^(a)(c)	EUR		1,500		1,705,406
0.25%, 03/15/28^(a)	EUR		3,160		3,552,905
0.30%, 08/15/23^(a)	EUR		2,410		2,811,980
0.35%, 02/01/25^(a)	EUR		3,378		3,933,474
0.50%, 02/01/26^(a)	EUR		6,270		7,294,797
0.50%, 07/15/28^(a)	EUR		2,000		2,274,823
0.60%, 08/01/31^(e)	EUR		4,500		4,951,523
0.65%, 10/15/23^(a)	EUR		3,750		4,404,923
0.85%, 01/15/27^(a)	EUR		1,900		2,235,034
0.95%, 03/15/23^(a)	EUR		2,050		2,410,774
0.95%, 08/01/30^(a)	EUR		2,272		2,614,455
0.95%, 12/01/31^(e)	EUR		1,670		1,891,021
1.25%, 12/01/26^(a)	EUR		2,307		2,772,794
1.35%, 04/01/30^(a)	EUR		2,829		3,373,568
1.45%, 11/15/24^(a)	EUR		3,793		4,566,541
1.45%, 05/15/25^(a)	EUR		2,681		3,239,817
1.45%, 03/01/36^(e)	EUR		4,700		5,442,490
1.50%, 06/01/25^(a)	EUR		945		1,143,742
1.50%, 04/30/45^(e)	EUR		680		751,036
1.60%, 06/01/26^(a)	EUR		1,270		1,549,395
1.65%, 12/01/30^(e)	EUR		3,013		3,664,110
1.65%, 03/01/32^(e)	EUR		6,032		7,295,910
1.70%, 09/01/51^(e)	EUR		1,280		1,427,358
1.80%, 03/01/41	EUR		3,170		3,742,354
1.85%, 05/15/24^(a)	EUR		2,680		3,243,875
1.85%, 07/01/25^(e)	EUR		760		931,107
2.00%, 12/01/25^(a)	EUR		2,082		2,575,267
2.00%, 02/01/28^(a)	EUR		1,308		1,636,958
2.05%, 08/01/27^(a)	EUR		789		988,115
2.10%, 07/15/26^(a)	EUR		5,892		7,350,799
2.15%, 03/01/72^(e)	EUR		320		362,903
2.15%, 03/01/72	EUR		230		260,836
2.20%, 06/01/27^(a)	EUR		3,614		4,559,842
2.25%, 09/01/36^(e)	EUR		2,455		3,140,537
2.45%, 10/01/23^(a)	EUR		2,169		2,635,014
2.45%, 09/01/33^(e)	EUR		2,170		2,823,590
2.45%, 09/01/50^(e)	EUR		2,240		2,934,224
2.50%, 12/01/24^(a)	EUR		819		1,017,231
2.50%, 11/15/25^(a)	EUR		2,750		3,463,902
2.70%, 03/01/47^(e)	EUR		2,380		3,255,809
2.80%, 12/01/28^(a)	EUR		3,078		4,056,240
2.80%, 03/01/67^(e)	EUR		990		1,336,442
2.95%, 09/01/38^(e)	EUR		1,854		2,590,300
3.00%, 08/01/29^(a)	EUR		2,949		3,957,388
3.10%, 03/01/40^(e)	EUR		1,457		2,081,768
3.25%, 09/01/46^(e)	EUR		1,981		2,961,154
3.35%, 03/01/35^(e)	EUR		2,740		3,914,829
3.45%, 03/01/48^(e)	EUR		1,781		2,764,152
3.50%, 03/01/30^(e)	EUR		3,437		4,794,227
3.85%, 09/01/49^(e)	EUR		1,413		2,355,485
4.00%, 02/01/37^(e)	EUR		2,590		4,014,289
4.50%, 05/01/23^(a)	EUR		2,710		3,358,976
4.50%, 03/01/26^(e)	EUR		1,359		1,852,920
4.75%, 08/01/23^(e)	EUR		2,700		3,394,367
4.75%, 09/01/28^(e)	EUR		2,892		4,233,266
4.75%, 09/01/44^(e)	EUR		1,870		3,393,078
5.00%, 03/01/25^(e)	EUR		1,912		2,566,722


Security		Par (000)		Value

Italy (continued)
5.00%, 08/01/34^(e)	EUR		1,998	$	3,298,996
5.00%, 08/01/39^(e)	EUR		1,684		2,979,138
5.00%, 09/01/40^(e)	EUR		2,317		4,151,466
5.25%, 11/01/29^(a)	EUR		2,240		3,472,043
5.50%, 11/01/22^(a)	EUR		1,930		2,361,866
5.75%, 02/01/33^(a)	EUR		1,850		3,157,258
6.00%, 05/01/31^(a)	EUR		2,905		4,864,827
6.50%, 11/01/27^(a)	EUR		1,916		2,979,604


					213,650,221

Japan — 11.0%
Development Bank of Japan Inc., 0.88%, 10/10/25^(a)	EUR		700		834,366
Japan Government Five Year Bond
0.00%, 03/20/26^(c)	JPY		245,600		2,163,370
0.00%, 06/20/26	JPY		400,000		3,523,404
0.10%, 03/20/23	JPY		923,850		8,129,232
0.10%, 06/20/23	JPY		304,200		2,678,161
0.10%, 12/20/23	JPY		826,100		7,280,625
0.10%, 03/20/24	JPY		726,350		6,404,052
0.10%, 06/20/24	JPY		828,450		7,307,005
0.10%, 09/20/24	JPY		925,000		8,162,805
0.10%, 12/20/24	JPY		1,500,000		13,243,562
0.10%, 03/20/25	JPY		450,000		3,974,332
0.10%, 09/20/25	JPY		68,450		605,135
0.10%, 12/20/25	JPY		535,150		4,732,327
Japan Government Forty Year Bond
0.40%, 03/20/56	JPY		163,000		1,304,000
0.50%, 03/20/59	JPY		92,750		761,034
0.50%, 03/20/60	JPY		234,100		1,918,069
0.70%, 03/20/61	JPY		36,350		318,435
0.80%, 03/20/58	JPY		100,000		908,085
0.90%, 03/20/57	JPY		170,550		1,594,813
1.40%, 03/20/55	JPY		112,550		1,197,202
1.70%, 03/20/54	JPY		122,200		1,388,164
1.90%, 03/20/53	JPY		73,650		869,183
2.00%, 03/20/52	JPY		84,500		1,010,701
2.20%, 03/20/49	JPY		77,000		939,734
2.20%, 03/20/50	JPY		65,950		809,118
2.20%, 03/20/51	JPY		80,800		999,737
Japan Government Ten Year Bond
0.10%, 03/20/26	JPY		391,700		3,464,659
0.10%, 06/20/26	JPY		1,640,700		14,516,758
0.10%, 09/20/26	JPY		716,100		6,338,372
0.10%, 12/20/26	JPY		403,300		3,570,377
0.10%, 03/20/27	JPY		505,000		4,472,667
0.10%, 06/20/27	JPY		581,350		5,149,646
0.10%, 09/20/27	JPY		805,450		7,135,732
0.10%, 12/20/27	JPY		377,000		3,340,324
0.10%, 03/20/28	JPY		754,450		6,682,981
0.10%, 06/20/28	JPY		645,250		5,715,904
0.10%, 09/20/28	JPY		268,650		2,379,040
0.10%, 12/20/28	JPY		193,100		1,709,479
0.10%, 03/20/29	JPY		221,000		1,956,938
0.10%, 06/20/29	JPY		346,600		3,067,718
0.10%, 09/20/29	JPY		610,000		5,396,366
0.10%, 12/20/29	JPY		757,700		6,697,277
0.10%, 03/20/30	JPY		979,650		8,657,278
0.10%, 06/20/30	JPY		723,650		6,392,945
0.10%, 09/20/30	JPY		585,550		5,167,071
0.10%, 12/20/30	JPY		961,250		8,469,289


Security		Par (000)		Value

Japan (continued)
0.10%, 03/20/31	JPY		875,250	$	7,704,350
0.10%, 06/20/31	JPY		435,000		3,822,275
0.30%, 12/20/24	JPY		210,000		1,865,670
0.30%, 12/20/25	JPY		328,600		2,930,342
0.40%, 03/20/25	JPY		171,500		1,529,785
0.40%, 06/20/25	JPY		425,000		3,796,157
0.40%, 09/20/25	JPY		356,950		3,192,898
0.50%, 09/20/24	JPY		823,500		7,350,627
0.50%, 12/20/24	JPY		404,250		3,613,724
0.60%, 03/20/23	JPY		200,000		1,771,862
0.60%, 12/20/23	JPY		365,200		3,252,531
0.60%, 03/20/24	JPY		265,200		2,365,684
0.60%, 06/20/24	JPY		326,650		2,918,914
0.70%, 12/20/22	JPY		254,700		2,255,126
0.80%, 12/20/22	JPY		205,000		1,817,112
0.80%, 06/20/23	JPY		130,000		1,157,471
Japan Government Thirty Year Bond
0.30%, 06/20/46	JPY		261,500		2,158,101
0.40%, 06/20/49	JPY		18,950		155,797
0.40%, 09/20/49	JPY		107,450		881,132
0.40%, 12/20/49	JPY		131,750		1,078,552
0.40%, 03/20/50	JPY		156,300		1,279,322
0.50%, 09/20/46	JPY		184,350		1,592,778
0.50%, 03/20/49	JPY		188,800		1,598,741
0.60%, 12/20/46	JPY		122,000		1,075,869
0.60%, 06/20/50	JPY		175,100		1,510,461
0.60%, 09/20/50	JPY		146,800		1,266,170
0.70%, 12/20/48	JPY		130,450		1,164,464
0.70%, 12/20/50	JPY		403,150		3,571,737
0.70%, 03/20/51	JPY		199,750		1,767,632
0.70%, 06/20/51	JPY		150,000		1,327,475
0.80%, 03/20/46	JPY		180,250		1,670,082
0.80%, 03/20/47	JPY		108,000		997,002
0.80%, 06/20/47	JPY		75,000		691,882
0.80%, 09/20/47	JPY		50,000		460,412
0.80%, 12/20/47	JPY		70,000		644,098
0.80%, 03/20/48	JPY		141,600		1,299,117
0.90%, 09/20/48	JPY		121,800		1,141,548
1.40%, 09/20/45	JPY		148,850		1,556,777
1.40%, 12/20/45	JPY		148,100		1,549,583
1.50%, 12/20/44	JPY		104,500		1,110,446
1.50%, 03/20/45	JPY		192,600		2,047,855
1.70%, 12/20/43	JPY		147,850		1,618,716
1.70%, 03/20/44	JPY		103,800		1,137,570
1.70%, 06/20/44	JPY		88,500		970,864
1.70%, 09/20/44	JPY		206,850		2,273,762
1.80%, 03/20/43	JPY		99,600		1,103,967
1.80%, 09/20/43	JPY		121,000		1,345,826
1.90%, 09/20/42	JPY		124,000		1,391,770
1.90%, 06/20/43	JPY		102,200		1,153,069
2.00%, 09/20/40	JPY		242,600		2,728,891
2.00%, 09/20/41	JPY		138,000		1,561,873
2.00%, 03/20/42	JPY		196,400		2,232,231
2.20%, 09/20/39	JPY		40,000		458,995
2.20%, 03/20/41	JPY		92,000		1,067,596
2.30%, 03/20/35	JPY		34,550		385,259
2.30%, 06/20/35	JPY		53,250		595,615
2.30%, 12/20/35	JPY		155,000		1,744,119
2.30%, 03/20/39	JPY		34,500		399,734
2.30%, 03/20/40	JPY		95,000		1,109,418


Security		Par (000)		Value

Japan (continued)
2.40%, 09/20/38	JPY		100,500	$	1,173,692
2.50%, 06/20/34	JPY		20,150		227,315
2.50%, 09/20/37	JPY		49,000		573,765
2.50%, 03/20/38	JPY		5,000		58,846
Japan Government Twenty Year Bond
0.20%, 06/20/36	JPY		261,200		2,264,138
0.30%, 06/20/39	JPY		75,450		650,542
0.30%, 09/20/39	JPY		167,650		1,442,768
0.30%, 12/20/39	JPY		69,850		599,953
0.40%, 03/20/36	JPY		470,300		4,200,618
0.40%, 03/20/39	JPY		195,900		1,721,582
0.40%, 03/20/40	JPY		399,750		3,489,390
0.40%, 06/20/40	JPY		253,900		2,212,667
0.40%, 09/20/40	JPY		210,350		1,831,111
0.50%, 09/20/36	JPY		444,750		4,017,559
0.50%, 03/20/38	JPY		120,000		1,077,331
0.50%, 12/20/38	JPY		275,000		2,459,377
0.50%, 12/20/40	JPY		411,050		3,638,230
0.50%, 03/20/41	JPY		339,300		2,998,135
0.60%, 12/20/36	JPY		260,850		2,388,171
0.60%, 06/20/37	JPY		250,000		2,284,887
0.60%, 09/20/37	JPY		77,000		703,117
0.60%, 12/20/37	JPY		135,000		1,231,577
0.70%, 03/20/37	JPY		192,300		1,783,991
0.80%, 06/20/23	JPY		100,000		890,371
1.00%, 12/20/35	JPY		592,250		5,727,690
1.20%, 12/20/34	JPY		360,350		3,559,205
1.20%, 03/20/35	JPY		121,000		1,196,093
1.20%, 09/20/35	JPY		298,450		2,955,670
1.30%, 06/20/35	JPY		273,050		2,734,549
1.40%, 09/20/34	JPY		417,350		4,211,070
1.50%, 03/20/34	JPY		262,000		2,664,619
1.50%, 06/20/34	JPY		159,500		1,624,598
1.60%, 06/20/30	JPY		29,550		294,572
1.60%, 03/20/32	JPY		80,400		813,297
1.60%, 03/20/33	JPY		97,000		989,149
1.60%, 12/20/33	JPY		207,000		2,123,705
1.70%, 12/20/31	JPY		95,000		967,312
1.70%, 03/20/32	JPY		56,000		571,517
1.70%, 06/20/32	JPY		68,150		697,124
1.70%, 09/20/32	JPY		115,050		1,179,299
1.70%, 12/20/32	JPY		103,000		1,057,916
1.70%, 06/20/33	JPY		92,300		952,794
1.70%, 09/20/33	JPY		150,000		1,551,551
1.80%, 09/20/31	JPY		206,750		2,117,131
1.80%, 12/20/31	JPY		110,000		1,129,726
1.90%, 12/20/28	JPY		118,000		1,178,230
1.90%, 09/20/30	JPY		75,000		766,741
1.90%, 06/20/31	JPY		80,000		824,419
2.00%, 03/20/27	JPY		35,000		341,515
2.00%, 06/20/30	JPY		34,200		351,266
2.10%, 09/20/25	JPY		70,000		666,601
2.10%, 12/20/26	JPY		140,350		1,369,452
2.10%, 09/20/27	JPY		60,000		593,583
2.10%, 12/20/27	JPY		50,000		496,877
2.10%, 06/20/29	JPY		129,350		1,318,320
2.10%, 09/20/29	JPY		43,950		449,638
2.10%, 03/20/30	JPY		137,200		1,413,795
2.10%, 12/20/30	JPY		205,000		2,134,860
2.20%, 03/20/26	JPY		219,350		2,117,904


Security		Par (000)		Value

Japan (continued)
2.20%, 03/20/28	JPY		75,000	$	752,816
2.20%, 12/20/29	JPY		105,050		1,086,188
2.20%, 03/20/30	JPY		355,000		3,686,051
2.30%, 06/20/27	JPY		50,000		497,491
Japan Government Two Year Bond
0.00%, 04/01/23	JPY		1,830,000		16,083,288
0.00%, 06/01/23^(c)	JPY		637,950		5,607,411


					426,332,474

Kazakhstan — 0.0%
Kazakhstan Government International Bond
0.60%, 09/30/26^(a)	EUR		200		229,734
1.50%, 09/30/34^(a)	EUR		100		116,125
1.55%, 11/09/23^(a)	EUR		100		118,995


					464,854

Latvia — 0.0%
Latvia Government International Bond
1.38%, 09/23/25^(a)	EUR		100		122,322
1.88%, 02/19/49^(a)	EUR		240		368,651


					490,973

Lithuania — 0.0%
Lithuania Government International Bond
0.75%, 05/06/30^(a)	EUR		530		642,046
0.95%, 05/26/27^(a)	EUR		220		267,545
2.13%, 10/22/35^(a)	EUR		60		85,256
Republic of Lithuania, 1.63%, 06/19/49^(a)	EUR		270		390,368


					1,385,215

Luxembourg — 0.1%
Luxembourg Government Bond
0.00%, 04/28/25^(a)(c)	EUR		700		815,123
0.63%, 02/01/27^(a)	EUR		401		480,833
2.13%, 07/10/23^(a)	EUR		217		261,852
2.25%, 03/19/28^(a)	EUR		190		251,468
State of the Grand-Duchy of Luxembourg, 0.00%, 03/24/31^(a)(c)	EUR		940		1,071,296


					2,880,572

Malaysia — 0.6%
Malaysia Government Bond
3.48%, 03/15/23	MYR		2,200		539,964
3.48%, 06/14/24	MYR		5,180		1,275,173
3.62%, 11/30/21	MYR		7,080		1,712,057
3.76%, 05/22/40	MYR		6,500		1,482,741
3.80%, 08/17/23	MYR		2,500		618,510
3.84%, 04/15/33	MYR		3,000		714,668
3.90%, 11/30/26	MYR		1,900		473,082
3.90%, 11/16/27	MYR		7,400		1,837,562
3.91%, 07/15/26	MYR		3,700		921,122
3.96%, 09/15/25	MYR		5,850		1,461,681
4.06%, 09/30/24	MYR		7,500		1,878,242
4.07%, 06/15/50	MYR		1,500		345,073
4.23%, 06/30/31	MYR		9,110		2,278,600
4.25%, 05/31/35	MYR		800		197,388
4.50%, 04/15/30	MYR		850		217,118
4.64%, 11/07/33	MYR		2,660		680,487
4.74%, 03/15/46	MYR		2,170		548,133
4.76%, 04/07/37	MYR		3,495		892,976
4.89%, 06/08/38	MYR		4,240		1,097,629
4.92%, 07/06/48	MYR		4,790		1,229,530
4.94%, 09/30/43	MYR		450		116,666


Security		Par (000)		Value

Malaysia (continued)
Malaysia Government Investment Issue
3.42%, 09/30/27	MYR		4,790	$	1,155,407
3.99%, 10/15/25	MYR		150		37,458
4.37%, 10/31/28	MYR		7,080		1,801,100
4.58%, 08/30/33	MYR		1,600		406,654


					23,919,021

Mexico — 0.5%
Mexican Bonos
Series M, 5.75%, 03/05/26	MXN		69,000		3,169,516
Series M, 7.75%, 05/29/31	MXN		25,000		1,235,003
Series M, 7.75%, 11/23/34	MXN		6,000		295,856
Series M, 7.75%, 11/13/42	MXN		20,000		955,081
Series M, 8.00%, 12/07/23	MXN		8,000		396,860
Series M, 8.00%, 09/05/24	MXN		56,000		2,782,646
Series M, 8.00%, 11/07/47	MXN		12,000		586,478
Series M 20, 7.50%, 06/03/27	MXN		34,000		1,660,299
Series M 20, 8.50%, 05/31/29	MXN		45,000		2,318,173
Series M 20, 10.00%, 12/05/24	MXN		19,000		997,380
Series M 30, 8.50%, 11/18/38	MXN		19,500		1,001,037
Series M 30, 10.00%, 11/20/36	MXN		22,000		1,291,822
Mexico Government International Bond
1.13%, 01/17/30 (Call 10/17/29)	EUR		300		336,018
1.35%, 09/18/27 (Call 06/18/27)	EUR		300		354,783
1.38%, 01/15/25	EUR		250		298,999
1.75%, 04/17/28	EUR		500		601,120
2.13%, 10/25/51 (Call 04/25/51)	EUR		300		289,429
2.88%, 04/08/39	EUR		400		469,905
3.00%, 03/06/45	EUR		200		238,245
5.63%, 03/19/2114	GBP		100		146,613
6.75%, 02/06/24	GBP		100		153,224


					19,578,487

Netherlands — 1.3%
BNG Bank NV
0.00%, 08/31/28^(a)(c)	EUR		400		460,592
0.05%, 07/11/23^(a)	EUR		500		582,115
0.13%, 04/11/26^(a)	EUR		500		582,780
0.13%, 07/09/35^(a)	EUR		200		223,402
0.50%, 04/16/25^(a)	EUR		400		472,744
0.88%, 10/24/36^(a)	EUR		200		246,441
1.60%, 11/27/30^(a)	AUD		310		217,011
Nederlandse Waterschapsbank NV, 3.00%, 11/16/23^(a)	EUR		700		864,023
Nederlandse Waterschapsbank NV
0.00%, 02/16/37^(a)(c)	EUR		500		542,511
0.25%, 12/15/25^(a)	GBP		300		397,037
0.38%, 09/28/46^(a)	EUR		300		342,174
Netherlands Government Bond
0.00%, 01/15/24^(c)(e)	EUR		500		585,387
0.00%, 07/15/30^(c)(e)	EUR		2,650		3,072,192
0.00%, 07/15/31^(c)(e)	EUR		1,550		1,785,260
0.00%, 01/15/38^(c)(e)	EUR		300		335,817
0.00%, 01/15/52^(c)(e)	EUR		1,130		1,212,019
0.25%, 07/15/25^(e)	EUR		1,000		1,185,663
0.25%, 07/15/29^(e)	EUR		1,002		1,190,172
0.50%, 07/15/26^(e)	EUR		3,739		4,500,315
0.50%, 01/15/40^(e)	EUR		1,460		1,791,759
0.75%, 07/15/27^(e)	EUR		3,439		4,210,514
0.75%, 07/15/28^(e)	EUR		1,922		2,362,785
1.75%, 07/15/23^(e)	EUR		1,545		1,859,568


Security		Par (000)		Value

Netherlands (continued)
2.00%, 07/15/24^(e)	EUR		4,071	$	5,031,494
2.50%, 01/15/33^(e)	EUR		1,468		2,158,593
2.75%, 01/15/47^(e)	EUR		1,817		3,438,649
3.75%, 01/15/42^(e)	EUR		2,282		4,529,036
4.00%, 01/15/37^(e)	EUR		2,220		4,061,457
7.50%, 01/15/23^(e)	EUR		217		275,691


					48,517,201

New Zealand — 0.3%
Housing New Zealand Ltd., 3.42%, 10/18/28	NZD		500		368,289
New Zealand Government Bond
0.50%, 05/15/24	NZD		1,000		689,111
1.50%, 05/15/31	NZD		910		592,693
1.75%, 05/15/41	NZD		680		403,445
2.75%, 04/15/25^(a)	NZD		2,630		1,917,469
2.75%, 04/15/37^(a)	NZD		2,530		1,796,590
2.75%, 05/15/51	NZD		500		340,102
3.00%, 04/20/29	NZD		2,230		1,654,028
3.50%, 04/14/33^(a)	NZD		430		333,747
4.50%, 04/15/27^(a)	NZD		1,640		1,303,135
5.50%, 04/15/23^(a)	NZD		1,220		923,411
New Zealand Local Government Funding Agency Bond
1.50%, 04/15/26^(a)	NZD		200		135,541
3.50%, 04/14/33	NZD		200		147,951


					10,605,512

Norway — 0.2%
Kommunalbanken AS
0.05%, 10/24/29^(a)	EUR		300		341,543
0.60%, 06/01/26	AUD		286		203,199
1.50%, 12/15/23^(a)	GBP		200		277,019
4.25%, 07/16/25	AUD		150		123,318
Norway Government Bond
1.25%, 09/17/31^(e)	NOK		6,470		735,458
1.38%, 08/19/30	NOK		9,130		1,054,015
1.50%, 02/19/26^(e)	NOK		7,670		905,321
1.75%, 03/13/25^(e)	NOK		4,400		525,147
1.75%, 02/17/27^(e)	NOK		5,794		690,460
1.75%, 09/06/29^(e)	NOK		3,117		371,008
2.00%, 05/24/23^(e)	NOK		7,533		903,659
2.00%, 04/26/28^(e)	NOK		6,000		725,470
3.00%, 03/14/24^(e)	NOK		7,287		894,850


					7,750,467

Peru — 0.1%
Peru Government Bond
5.35%, 08/12/40	PEN		3,760		796,428
5.40%, 08/12/34	PEN		1,930		441,747
6.15%, 08/12/32	PEN		2,970		751,543
6.35%, 08/12/28	PEN		3,820		1,014,036
Peruvian Government International Bond
2.75%, 01/30/26	EUR		100		127,607
3.75%, 03/01/30	EUR		200		273,688


					3,405,049

Philippines — 0.0%
Philippine Government International Bond
0.70%, 02/03/29	EUR		100		114,382
0.88%, 05/17/27	EUR		200		233,801
1.20%, 04/28/33	EUR		100		114,588
1.75%, 04/28/41	EUR		100		112,759


					575,530


Security		Par (000)		Value

Poland — 0.4%
Bank Gospodarstwa Krajowego
1.38%, 06/01/25^(a)	EUR		200	$	241,854
1.63%, 04/30/28^(a)	EUR		100		123,931
Republic of Poland Government Bond
0.25%, 10/25/26	PLN		8,000		1,805,973
1.25%, 10/25/30	PLN		2,100		465,594
2.25%, 10/25/24	PLN		5,000		1,258,682
2.50%, 04/25/24	PLN		4,420		1,119,743
2.50%, 07/25/26	PLN		10,390		2,627,312
2.50%, 07/25/27	PLN		5,088		1,281,051
2.75%, 04/25/28	PLN		3,420		870,779
2.75%, 10/25/29	PLN		2,500		632,017
4.00%, 04/25/47	PLN		2,250		645,728
Republic of Poland Government International Bond
0.88%, 05/10/27^(a)	EUR		200		239,421
1.00%, 10/25/28^(a)	EUR		200		242,318
1.00%, 03/07/29^(a)	EUR		800		969,690
1.50%, 09/09/25^(a)	EUR		100		121,958
1.50%, 01/19/26^(a)	EUR		250		306,074
2.00%, 03/08/49^(a)	EUR		50		69,547
3.00%, 01/15/24^(a)	EUR		200		247,023
4.50%, 01/18/22^(a)	EUR		160		186,813
5.25%, 01/20/25	EUR		937		1,261,993


					14,717,501

Portugal — 0.7%
Portugal Obrigacoes do Tesouro OT
0.30%, 10/17/31^(e)	EUR		1,000		1,131,470
0.48%, 10/18/30^(e)	EUR		830		968,729
0.70%, 10/15/27^(e)	EUR		150		180,374
0.90%, 10/12/35^(e)	EUR		890		1,046,824
1.00%, 04/12/52^(e)	EUR		370		398,040
1.95%, 06/15/29	EUR		1,808		2,364,053
2.13%, 10/17/28^(e)	EUR		1,240		1,632,731
2.20%, 10/17/22^(e)	EUR		4,770		5,661,071
2.25%, 04/18/34^(e)	EUR		990		1,359,743
2.88%, 10/15/25^(e)	EUR		1,160		1,508,835
2.88%, 07/21/26^(e)	EUR		1,110		1,469,179
3.88%, 02/15/30^(e)	EUR		800		1,196,275
4.10%, 04/15/37^(e)	EUR		843		1,443,178
4.10%, 02/15/45^(e)	EUR		490		927,545
4.13%, 04/14/27^(e)	EUR		1,414		2,009,852
4.95%, 10/25/23^(e)	EUR		1,500		1,923,925
5.65%, 02/15/24^(e)	EUR		1,320		1,741,288


					26,963,112

Romania — 0.2%
Romania Government Bond
1.75%, 07/13/30^(a)	EUR		400		443,626
4.15%, 01/26/28	RON		5,180		1,168,980
4.75%, 10/11/34	RON		2,120		483,441
4.85%, 04/22/26	RON		5,640		1,337,082
Romanian Government International Bond
2.00%, 12/08/26^(a)	EUR		200		243,946
2.00%, 01/28/32^(a)	EUR		150		165,372
2.00%, 04/14/33^(a)	EUR		300		325,569
2.12%, 07/16/31^(a)	EUR		200		226,516
2.38%, 04/19/27^(a)	EUR		250		308,507
2.75%, 10/29/25^(a)	EUR		210		264,001
2.75%, 04/14/41^(a)	EUR		200		212,808
2.88%, 05/26/28^(a)	EUR		150		188,666


Security		Par (000)		Value

Romania (continued)
2.88%, 03/11/29^(a)	EUR		397	$	493,375
3.38%, 02/08/38^(a)	EUR		350		413,093
3.38%, 01/28/50^(a)	EUR		310		349,645
3.50%, 04/03/34^(a)	EUR		200		247,174
3.62%, 05/26/30^(a)	EUR		200		255,492
3.63%, 04/24/24^(a)	EUR		50		62,534
4.63%, 04/03/49^(a)	EUR		350		469,425


					7,659,252

Russia — 0.3%
Russian Federal Bond - OFZ
5.70%, 05/17/28	RUB		157,180		1,947,438
5.90%, 03/12/31	RUB		85,380		1,035,688
6.10%, 07/18/35	RUB		108,650		1,293,532
6.90%, 05/23/29	RUB		48,610		641,016
7.05%, 01/19/28	RUB		29,526		394,338
7.10%, 10/16/24	RUB		65,140		891,926
7.40%, 07/17/24	RUB		85,000		1,172,933
7.65%, 04/10/30	RUB		65,490		900,801
7.70%, 03/23/33	RUB		66,250		912,105
7.75%, 09/16/26	RUB		60,000		829,874
7.95%, 10/07/26	RUB		100,000		1,397,059
8.50%, 09/17/31	RUB		39,982		580,837
Russian Foreign Bond - Eurobond
2.65%, 05/27/36^(a)	EUR		200		235,419
2.88%, 12/04/25^(a)	EUR		400		505,801


					12,738,767

Saudi Arabia — 0.0%
Saudi Government International Bond
0.63%, 03/03/30^(a)	EUR		100		113,608
2.00%, 07/09/39^(a)	EUR		350		423,224


					536,832

Senegal — 0.2%
European Investment Bank
0.05%, 01/27/51^(a)	EUR		200		209,689
Series EARN, 0.10%, 10/15/26	EUR		100		117,075
European Union
0.00%, 07/04/29^(a)(c)	EUR		600		693,496
0.00%, 07/04/31^(a)(c)	EUR		2,430		2,780,848
0.25%, 04/22/36^(a)	EUR		500		570,209
0.45%, 05/02/46^(a)	EUR		1,100		1,282,739
0.70%, 07/06/51^(a)	EUR		360		444,954
0.75%, 01/04/47^(a)	EUR		530		659,182


					6,758,192

Singapore — 0.3%
Singapore Government Bond
0.50%, 11/01/25	SGD		1,040		749,895
1.75%, 04/01/22	SGD		1,300		968,758
1.88%, 03/01/50	SGD		810		560,411
1.88%, 10/01/51	SGD		500		351,235
2.13%, 06/01/26	SGD		2,530		1,937,828
2.25%, 08/01/36	SGD		970		729,899
2.38%, 06/01/25	SGD		150		116,130
2.38%, 07/01/39	SGD		1,100		841,808
2.63%, 05/01/28	SGD		680		532,503
2.75%, 07/01/23	SGD		839		643,015
2.75%, 04/01/42	SGD		430		349,057
2.75%, 03/01/46	SGD		1,010		823,391
2.88%, 07/01/29	SGD		1,370		1,092,881
2.88%, 09/01/30	SGD		1,650		1,321,468


Security		Par (000)		Value

Singapore (continued)
3.00%, 09/01/24	SGD		1,315	$	1,028,343
3.38%, 09/01/33	SGD		530		447,818
3.50%, 03/01/27	SGD		1,230		1,001,832


					13,496,272

Slovakia — 0.2%
Slovakia Government Bond
1.00%, 05/14/32^(a)	EUR		1,580		1,977,055
1.38%, 01/21/27^(a)	EUR		627		787,950
1.63%, 01/21/31^(a)	EUR		168		222,539
1.88%, 03/09/37^(a)	EUR		925		1,270,906
2.00%, 10/17/47^(a)	EUR		350		521,307
3.00%, 02/28/23^(a)	EUR		1,229		1,492,243
4.35%, 10/14/25^(a)	EUR		1,050		1,449,617


					7,721,617

Slovenia — 0.1%
Slovenia Government Bond
0.49%, 10/20/50^(a)	EUR		240		254,751
0.88%, 07/15/30^(a)	EUR		900		1,093,034
1.19%, 03/14/29^(a)	EUR		850		1,057,926
1.25%, 03/22/27^(a)	EUR		434		538,519
1.75%, 11/03/40^(a)	EUR		123		168,255
2.25%, 03/03/32^(a)	EUR		290		399,050
3.13%, 08/07/45^(a)	EUR		250		434,390


					3,945,925

South Korea — 2.2%
Export-Import Bank of Korea
0.63%, 07/11/23^(a)	EUR		200		234,478
0.83%, 04/27/25^(a)	EUR		536		634,951
Korea Housing Finance Co., 0.10%, 06/18/24^(a)	EUR		300		347,885
Korea Treasury Bond
0.88%, 12/10/23	KRW		1,989,470		1,665,871
1.00%, 06/10/23	KRW		3,000,000		2,535,724
1.13%, 06/10/24	KRW		4,000,000		3,340,546
1.13%, 09/10/25	KRW		2,799,720		2,294,603
1.13%, 09/10/39	KRW		2,004,990		1,376,193
1.25%, 03/10/26	KRW		1,862,790		1,518,777
1.38%, 09/10/24	KRW		5,048,280		4,228,230
1.38%, 12/10/29	KRW		1,326,710		1,040,195
1.38%, 06/10/30	KRW		5,410,230		4,206,750
1.50%, 03/10/25	KRW		3,483,470		2,911,358
1.50%, 12/10/26	KRW		1,750,000		1,430,670
1.50%, 12/10/30	KRW		2,587,710		2,028,646
1.50%, 09/10/36	KRW		1,467,540		1,088,447
1.50%, 09/10/40	KRW		2,095,520		1,503,907
1.50%, 03/10/50	KRW		6,228,160		4,252,832
1.63%, 06/10/22	KRW		2,000,000		1,715,867
1.63%, 09/10/70	KRW		900,000		581,333
1.75%, 09/10/26	KRW		1,000,000		830,391
1.88%, 03/10/22	KRW		860,000		738,346
1.88%, 03/10/24	KRW		1,400,000		1,194,555
1.88%, 06/10/26	KRW		1,732,660		1,449,656
1.88%, 06/10/29	KRW		416,350		340,530
1.88%, 03/10/51	KRW		2,616,310		1,950,696
2.00%, 09/10/22	KRW		1,250,000		1,074,903
2.00%, 06/10/31	KRW		3,516,410		2,870,889
2.00%, 03/10/46	KRW		1,835,380		1,435,795
2.00%, 03/10/49	KRW		3,475,680		2,679,720
2.00%, 09/10/68	KRW		454,650		335,918
2.13%, 06/10/27	KRW		1,260,640		1,061,461


Security		Par (000)		Value

South Korea (continued)
2.13%, 03/10/47	KRW		2,522,020	$	2,002,756
2.25%, 09/10/23	KRW		1,800,000		1,553,614
2.25%, 06/10/25	KRW		1,996,790		1,709,971
2.25%, 12/10/25	KRW		3,332,750		2,844,138
2.25%, 09/10/37	KRW		300,000		245,907
2.38%, 03/10/23	KRW		2,600,000		2,250,901
2.38%, 12/10/27	KRW		2,300,000		1,956,320
2.38%, 12/10/28	KRW		1,000,000		848,914
2.38%, 09/10/38	KRW		760,000		633,502
2.63%, 06/10/28	KRW		3,395,750		2,930,580
2.63%, 09/10/35	KRW		1,628,800		1,407,142
2.63%, 03/10/48	KRW		1,960,000		1,698,083
2.75%, 12/10/44	KRW		1,752,210		1,560,807
3.00%, 03/10/23	KRW		750,000		654,589
3.00%, 09/10/24	KRW		1,520,000		1,333,034
3.00%, 12/10/42	KRW		1,280,000		1,180,408
3.38%, 09/10/23	KRW		1,200,000		1,057,034
3.75%, 12/10/33	KRW		1,771,260		1,697,456
4.00%, 12/10/31	KRW		750,000		723,619
4.75%, 12/10/30	KRW		160,000		161,370
5.25%, 03/10/27	KRW		100,000		97,641
5.50%, 12/10/29	KRW		150,000		156,305


					83,604,214

Spain — 3.8%
Adif - Alta Velocidad
1.88%, 09/22/22^(a)	EUR		100		117,944
1.88%, 01/28/25^(a)	EUR		300		369,668
Autonomous Community of Andalusia Spain
0.50%, 04/30/31^(a)	EUR		100		113,095
1.88%, 10/31/28^(a)	EUR		200		254,593
Autonomous Community of Madrid Spain
0.42%, 04/30/31^(a)	EUR		100		113,191
0.75%, 04/30/22^(a)	EUR		100		116,305
0.83%, 07/30/27^(a)	EUR		500		598,987
1.00%, 09/30/24^(a)	EUR		50		59,824
1.19%, 05/08/22^(a)	EUR		170		198,190
1.57%, 04/30/29^(a)	EUR		200		251,136
1.77%, 04/30/28^(a)	EUR		150		189,845
1.83%, 04/30/25^(a)	EUR		250		308,398
4.30%, 09/15/26	EUR		200		278,457
Basque Government
0.45%, 04/30/32^(a)	EUR		100		112,834
1.45%, 04/30/28^(a)	EUR		200		249,044
Bonos Y Obligation Del Estado, 0.00%, 01/31/28^(c)	EUR		2,280		2,608,321
Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA, 0.50%, 03/17/23^(a)	EUR		400		468,397
Instituto de Credito Oficial, 0.25%, 04/30/22^(a)	EUR		200		232,106
Spain Government Bond
0.00%, 04/30/23^(c)	EUR		2,710		3,158,448
0.00%, 05/31/24	EUR		300		349,547
0.00%, 01/31/25^(c)	EUR		2,380		2,775,106
0.00%, 01/31/26^(c)	EUR		5,040		5,853,448
0.10%, 04/30/31^(e)	EUR		3,660		4,059,394
0.25%, 07/30/24^(e)	EUR		3,505		4,116,405
0.35%, 07/30/23	EUR		1,968		2,308,860
0.45%, 10/31/22	EUR		1,950		2,276,652
0.50%, 04/30/30^(e)	EUR		1,710		1,992,099
0.50%, 10/31/31^(e)	EUR		1,320		1,509,837
0.60%, 10/31/29^(e)	EUR		2,160		2,546,424
0.80%, 07/30/27^(e)	EUR		1,750		2,105,700


Security		Par (000)		Value

Spain (continued)
0.85%, 07/30/37^(e)	EUR		630	$	715,419
1.00%, 07/30/42^(e)	EUR		1,000		1,135,539
1.00%, 10/31/50^(e)	EUR		1,800		1,929,130
1.20%, 10/31/40^(e)	EUR		2,550		3,013,034
1.25%, 10/31/30^(e)	EUR		3,700		4,570,316
1.30%, 10/31/26^(e)	EUR		2,114		2,609,375
1.40%, 04/30/28^(e)	EUR		2,502		3,120,949
1.40%, 07/30/28^(e)	EUR		4,590		5,736,996
1.45%, 10/31/27^(e)	EUR		1,283		1,603,105
1.45%, 04/30/29^(e)	EUR		2,320		2,912,887
1.45%, 10/31/71^(e)	EUR		750		786,352
1.50%, 04/30/27^(e)	EUR		1,555		1,943,364
1.60%, 04/30/25^(e)	EUR		3,430		4,222,730
1.85%, 07/30/35^(e)	EUR		2,633		3,447,470
1.95%, 04/30/26^(e)	EUR		4,237		5,349,368
1.95%, 07/30/30^(e)	EUR		2,027		2,649,212
2.15%, 10/31/25^(e)	EUR		2,290		2,895,418
2.35%, 07/30/33^(e)	EUR		2,126		2,914,362
2.70%, 10/31/48^(e)	EUR		1,650		2,552,559
2.75%, 10/31/24^(e)	EUR		3,257		4,115,019
2.90%, 10/31/46^(e)	EUR		2,152		3,410,703
3.45%, 07/30/66^(e)	EUR		1,758		3,175,997
3.80%, 04/30/24^(e)	EUR		1,285		1,640,958
4.20%, 01/31/37^(e)	EUR		2,620		4,488,290
4.40%, 10/31/23^(e)	EUR		3,050		3,872,104
4.65%, 07/30/25^(e)	EUR		2,978		4,074,657
4.70%, 07/30/41^(e)	EUR		2,194		4,206,520
4.80%, 01/31/24^(e)	EUR		898		1,160,821
4.90%, 07/30/40^(e)	EUR		2,152		4,175,599
5.15%, 10/31/28^(e)	EUR		2,101		3,261,673
5.15%, 10/31/44^(e)	EUR		1,650		3,480,108
5.40%, 01/31/23^(e)	EUR		1,600		1,986,951
5.75%, 07/30/32	EUR		2,862		5,086,345
6.00%, 01/31/29	EUR		3,123		5,111,015


					147,046,600

Supranational — 2.4%
African Development Bank
0.13%, 10/07/26	EUR		150		174,548
0.50%, 03/21/29	EUR		300		354,381
Series GDIF, 0.25%, 11/21/24	EUR		300		350,792
Asian Development Bank
0.20%, 05/25/23	EUR		200		233,223
0.35%, 07/16/25	EUR		300		352,574
1.38%, 12/15/23^(a)	GBP		500		690,591
1.50%, 05/04/28	CAD		200		157,308
Council of Europe Development Bank
0.00%, 04/09/27^(a)(c)	EUR		400		464,046
0.13%, 04/10/24^(a)	EUR		320		373,434
0.75%, 06/09/25^(a)	EUR		50		59,696
EUROFIMA
0.15%, 10/10/34^(a)	EUR		480		530,698
0.25%, 04/25/23^(a)	EUR		250		291,627
0.25%, 02/09/24^(a)	EUR		300		350,119
European Bank for Reconstruction & Development, 1.25%, 12/15/22	GBP		200		275,722
European Financial Stability Facility
0.00%, 11/17/22^(a)(c)	EUR		710		825,602
0.00%, 04/24/23^(a)(c)	EUR		300		349,335
0.00%, 07/17/23^(a)(c)	EUR		1,380		1,607,260
0.00%, 04/19/24^(a)(c)	EUR		900		1,048,931


Security		Par (000)		Value

Supranational (continued)
0.00%, 10/15/25^(a)(c)	EUR		1,900	$	2,213,707
0.00%, 01/20/31^(a)(c)	EUR		300		343,485
0.05%, 10/17/29^(a)	EUR		570		658,946
0.05%, 01/18/52^(a)	EUR		280		292,756
0.13%, 10/17/23^(a)	EUR		650		759,012
0.20%, 01/17/24^(a)	EUR		300		351,017
0.38%, 10/11/24^(a)	EUR		350		412,296
0.40%, 02/17/25^(a)	EUR		925		1,091,766
0.50%, 01/20/23^(a)	EUR		600		702,513
0.63%, 10/16/26^(a)	EUR		900		1,079,498
0.70%, 01/20/50^(a)	EUR		610		759,260
0.75%, 05/03/27^(a)	EUR		540		653,342
0.88%, 04/10/35^(a)	EUR		1,270		1,574,823
0.95%, 02/14/28^(a)	EUR		1,030		1,265,145
1.20%, 02/17/45^(a)	EUR		450		607,979
1.25%, 05/24/33^(a)	EUR		1,210		1,560,233
1.38%, 05/31/47^(a)	EUR		720		1,019,908
1.45%, 09/05/40^(a)	EUR		450		617,685
1.70%, 02/13/43^(a)	EUR		910		1,325,322
1.75%, 06/27/24^(a)	EUR		100		121,934
1.75%, 07/17/53^(a)	EUR		380		609,589
1.80%, 07/10/48^(a)	EUR		200		311,607
2.00%, 02/28/56^(a)	EUR		250		432,659
2.13%, 02/19/24^(a)	EUR		50		61,088
2.35%, 07/29/44^(a)	EUR		200		328,050
2.75%, 12/03/29^(a)	EUR		180		253,296
3.38%, 04/03/37^(a)	EUR		280		470,362
European Investment Bank
0.00%, 05/23/23^(c)	EUR		1,000		1,164,901
0.00%, 10/16/23^(c)	EUR		1,150		1,339,783
0.00%, 03/15/24^(c)	EUR		250		291,364
0.00%, 03/25/25^(c)	EUR		350		407,950
0.00%, 03/13/26^(a)(c)	EUR		1,460		1,701,194
0.00%, 06/17/27^(c)	EUR		750		873,034
0.00%, 03/28/28^(a)(c)	EUR		461		535,490
0.00%, 09/09/30^(a)(c)	EUR		1,010		1,159,585
0.00%, 01/14/31^(a)(c)	EUR		500		573,064
0.00%, 11/15/35^(a)(c)	EUR		500		553,290
0.00%, 05/15/41^(a)(c)	EUR		340		367,174
0.05%, 05/24/24^(a)	EUR		1,000		1,166,901
0.05%, 01/16/30	EUR		800		925,188
0.05%, 10/13/34^(a)	EUR		500		559,880
0.13%, 04/15/25	EUR		150		175,552
0.13%, 12/14/26^(a)	GBP		200		260,671
0.13%, 06/20/29^(a)	EUR		50		58,301
0.20%, 07/15/24^(a)	EUR		700		820,391
0.25%, 10/14/24^(a)	EUR		630		740,326
0.25%, 06/15/40^(a)	EUR		350		395,043
0.38%, 04/14/26^(a)	EUR		350		414,573
0.38%, 05/15/26^(a)	EUR		510		604,169
0.50%, 01/15/27	EUR		1,391		1,662,089
0.50%, 11/13/37	EUR		375		446,613
0.63%, 01/22/29^(a)	EUR		610		737,442
0.75%, 11/15/24^(a)	GBP		790		1,073,836
0.88%, 12/15/23^(a)	GBP		500		683,379
0.88%, 09/13/24^(a)	EUR		500		597,328
0.88%, 01/14/28^(a)	EUR		400		490,389
1.00%, 09/21/26^(a)	GBP		40		54,671
1.00%, 03/14/31^(a)	EUR		520		651,506
1.00%, 04/14/32^(a)	EUR		590		741,793


Security		Par (000)		Value

Supranational (continued)
1.00%, 11/14/42^(a)	EUR		1,310	$	1,713,044
1.13%, 11/15/32	EUR		450		573,047
1.13%, 04/13/33^(a)	EUR		600		763,813
1.13%, 09/15/36^(a)	EUR		350		449,563
1.25%, 05/12/25^(a)	SEK		1,000		118,961
1.50%, 11/15/47	EUR		50		73,256
1.50%, 10/16/48	EUR		430		637,142
1.75%, 09/15/45^(a)	EUR		300		450,316
2.13%, 01/15/24	EUR		1,140		1,390,545
2.25%, 10/14/22^(a)	EUR		300		356,230
2.70%, 01/12/23^(a)	AUD		500		385,246
3.30%, 02/03/28	AUD		750		606,186
3.50%, 04/15/27^(a)	EUR		50		69,335
3.88%, 06/08/37^(a)	GBP		570		1,060,284
4.00%, 04/15/30	EUR		300		463,065
4.00%, 10/15/37	EUR		200		362,746
4.50%, 06/07/29^(a)	GBP		240		407,622
5.00%, 04/15/39	GBP		40		86,350
5.63%, 06/07/32	GBP		100		195,310
European Stability Mechanism
0.00%, 10/18/22^(a)(c)	EUR		350		406,752
0.00%, 02/10/23^(a)(c)	EUR		200		232,714
0.00%, 03/14/25^(a)(c)	EUR		520		605,520
0.00%, 03/04/30^(a)(c)	EUR		100		114,948
0.00%, 10/15/31^(a)(c)	EUR		420		478,864
0.10%, 07/31/23^(a)	EUR		390		454,875
0.13%, 04/22/24^(a)	EUR		400		467,533
0.50%, 03/02/26^(a)	EUR		1,100		1,307,395
0.50%, 03/05/29^(a)	EUR		660		789,274
0.75%, 03/15/27^(a)	EUR		750		906,370
0.75%, 09/05/28^(a)	EUR		800		973,213
0.88%, 07/18/42^(a)	EUR		80		100,907
1.00%, 09/23/25^(a)	EUR		500		604,490
1.13%, 05/03/32^(a)	EUR		150		190,202
1.20%, 05/23/33^(a)	EUR		600		767,891
1.63%, 11/17/36^(a)	EUR		100		137,112
1.75%, 10/20/45^(a)	EUR		310		469,803
1.80%, 11/02/46^(a)	EUR		510		785,730
1.85%, 12/01/55^(a)	EUR		400		680,015
European Union
0.00%, 11/04/25^(a)(c)	EUR		108		126,107
0.00%, 10/04/30^(a)(c)	EUR		1,000		1,149,226
0.00%, 07/04/35^(a)(c)	EUR		1,645		1,824,832
0.10%, 10/04/40^(a)	EUR		800		876,109
0.20%, 06/04/36^(a)	EUR		1,710		1,943,096
0.30%, 11/04/50^(a)	EUR		1,612		1,797,896
0.50%, 04/04/25^(a)	EUR		1,480		1,755,927
0.63%, 11/04/23^(a)	EUR		400		472,101
0.75%, 04/04/31^(a)	EUR		180		220,600
1.13%, 04/04/36^(a)	EUR		100		128,344
1.25%, 04/04/33^(a)	EUR		760		978,382
1.50%, 10/04/35^(a)	EUR		60		80,381
1.88%, 04/04/24^(a)	EUR		270		329,059
2.50%, 11/04/27^(a)	EUR		250		333,607
2.88%, 04/04/28	EUR		500		687,080
3.38%, 04/04/32^(a)	EUR		50		76,823
3.75%, 04/04/42^(a)	EUR		280		535,885
Inter-American Development Bank
0.88%, 08/27/27	CAD		200		152,369
1.00%, 08/04/28	AUD		200		139,342


Security		Par (000)		Value

Supranational (continued)
1.25%, 12/15/25	GBP		200	$	276,146
1.38%, 12/15/24	GBP		100		138,463
1.70%, 10/10/24	CAD		200		162,797
1.95%, 04/23/24	AUD		500		382,689
2.50%, 04/14/27^(a)	AUD		100		77,271
International Bank for Reconstruction & Development
0.00%, 02/21/30^(c)	EUR		500		571,058
0.13%, 01/03/51	EUR		200		210,593
0.20%, 01/21/61	EUR		230		243,982
0.25%, 05/21/29	EUR		500		584,427
0.25%, 01/10/50	EUR		120		130,738
0.50%, 07/24/23	GBP		600		816,729
0.50%, 05/18/26	AUD		100		70,986
0.63%, 12/15/23	GBP		200		272,052
0.63%, 11/22/27	EUR		200		239,810
0.63%, 01/12/33^(a)	EUR		60		71,869
0.88%, 12/13/24	GBP		300		409,375
1.00%, 12/21/29	GBP		400		540,506
1.25%, 09/07/23	GBP		200		275,495
1.80%, 07/26/24	CAD		500		408,609
1.90%, 01/16/25	CAD		940		768,512
2.60%, 09/20/22	AUD		350		268,498
2.90%, 11/26/25	AUD		510		402,815
International Development Association, 0.35%, 04/22/36^(a)	EUR		200		228,049
International Finance Corp.
2.80%, 08/15/22	AUD		250		191,681
3.15%, 06/26/29^(a)	AUD		580		464,778
Nordic Investment Bank
0.00%, 04/30/27^(a)(c)	EUR		300		347,615
0.38%, 09/19/22^(a)	EUR		300		349,630


					93,742,043

Sweden — 0.5%
Kommuninvest I Sverige AB
0.75%, 02/22/23^(a)	SEK		2,000		235,214
1.00%, 11/13/23^(a)	SEK		5,000		592,163
1.00%, 05/12/25^(a)	SEK		13,000		1,542,759
1.00%, 11/12/26^(a)	SEK		5,000		590,312
Svensk Exportkredit AB
0.13%, 12/15/25^(a)	GBP		200		263,679
1.38%, 12/15/23^(a)	GBP		200		276,132
Sweden Government Bond
0.13%, 05/12/31	SEK		13,030		1,484,051
0.50%, 11/24/45	SEK		2,760		301,444
0.75%, 05/12/28	SEK		23,400		2,813,150
0.75%, 11/12/29^(e)	SEK		8,290		997,754
1.00%, 11/12/26^(a)	SEK		25,235		3,064,959
1.50%, 11/13/23^(e)	SEK		14,500		1,742,955
2.25%, 06/01/32^(a)	SEK		3,450		479,043
2.50%, 05/12/25	SEK		13,000		1,645,254
3.50%, 06/01/22	SEK		5,345		636,421
3.50%, 03/30/39	SEK		6,380		1,100,632
Sweden Government International Bond, 0.13%, 04/24/23^(a)	EUR		400		466,353


					18,232,275

Switzerland — 0.5%
Canton of Zurich, 0.00%, 11/10/33^(a)(c)	CHF		300		319,535


Security		Par (000)		Value

Switzerland (continued)
Swiss Confederation Government Bond
0.00%, 06/22/29^(a)(c)	CHF		7,702	$	8,487,426
0.00%, 06/26/34^(a)(c)	CHF		4,080		4,433,769
0.00%, 07/24/39^(a)(c)	CHF		3,890		4,226,232


					17,466,962

Thailand — 0.5%
Thailand Government Bond
1.60%, 12/17/29	THB		33,180		992,585
1.60%, 06/17/35	THB		31,330		857,592
2.00%, 12/17/31	THB		39,780		1,201,090
2.00%, 06/17/42	THB		15,790		420,878
2.13%, 12/17/26	THB		36,520		1,151,075
2.40%, 12/17/23	THB		34,620		1,080,422
2.88%, 12/17/28	THB		92,885		3,047,955
2.88%, 06/17/46	THB		24,980		761,155
3.30%, 06/17/38	THB		39,930		1,311,839
3.40%, 06/17/36	THB		15,670		520,240
3.58%, 12/17/27	THB		14,000		476,192
3.60%, 06/17/67	THB		38,050		1,295,873
3.63%, 06/16/23	THB		59,500		1,880,008
3.65%, 12/17/21	THB		26,000		786,601
3.65%, 06/20/31	THB		31,080		1,077,293
3.80%, 06/14/41	THB		2,000		70,873
3.85%, 12/12/25	THB		29,633		991,997
4.00%, 06/17/66	THB		9,000		332,115
4.26%, 12/12/37^(a)	THB		35,800		1,318,653
4.68%, 06/29/44	THB		17,120		682,179
4.85%, 06/17/61	THB		4,500		191,820


					20,448,435

United Kingdom — 7.2%
LCR Finance PLC
4.50%, 12/07/28^(a)	GBP		150		251,742
4.50%, 12/07/38^(a)	GBP		200		405,127
Transport for London
2.13%, 04/24/25^(a)	GBP		150		211,447
2.25%, 08/09/22^(a)	GBP		100		138,429
3.88%, 07/23/42^(a)	GBP		350		623,275
United Kingdom Gilt
0.13%, 01/31/23^(a)	GBP		1,960		2,667,741
0.13%, 01/31/24^(a)	GBP		2,490		3,364,039
0.13%, 01/30/26^(a)	GBP		3,880		5,172,926
0.13%, 01/31/28^(a)	GBP		5,110		6,692,652
0.25%, 07/31/31^(a)	GBP		5,740		7,287,058
0.38%, 10/22/26^(a)	GBP		960		1,284,642
0.38%, 10/22/30^(a)	GBP		5,797		7,521,582
0.50%, 10/22/61^(a)	GBP		2,840		3,292,216
0.63%, 06/07/25^(a)	GBP		3,540		4,834,593
0.63%, 07/31/35^(a)	GBP		3,020		3,855,367
0.63%, 10/22/50^(a)	GBP		3,879		4,670,620
0.75%, 07/22/23^(a)	GBP		4,786		6,564,359
0.88%, 10/22/29^(a)	GBP		4,590		6,264,059
0.88%, 01/31/46^(a)	GBP		2,600		3,338,404
1.00%, 04/22/24^(a)	GBP		7,782		10,740,587
1.13%, 01/31/39^(a)	GBP		1,070		1,451,229
1.25%, 07/22/27^(a)	GBP		8,230		11,546,328
1.25%, 10/22/41^(a)	GBP		4,870		6,748,352
1.25%, 07/31/51^(a)	GBP		1,790		2,527,680
1.50%, 07/22/26^(a)	GBP		6,600		9,352,363
1.50%, 07/22/47^(a)	GBP		3,710		5,487,926


Security		Par/ Shares (000)		Value

United Kingdom (continued)
1.63%, 10/22/28^(a)	GBP		6,530	$	9,410,546
1.63%, 10/22/54^(a)	GBP		2,850		4,475,167
1.63%, 10/22/71^(a)	GBP		2,470		4,413,278
1.75%, 09/07/37^(a)	GBP		5,200		7,737,589
1.75%, 01/22/49^(a)	GBP		3,549		5,567,515
1.75%, 07/22/57^(a)	GBP		3,367		5,602,067
2.00%, 09/07/25^(a)	GBP		3,705		5,318,224
2.25%, 09/07/23^(a)	GBP		4,788		6,744,744
2.50%, 07/22/65^(a)	GBP		2,310		4,913,595
2.75%, 09/07/24^(a)	GBP		2,476		3,585,304
3.25%, 01/22/44^(a)	GBP		3,193		6,165,850
3.50%, 01/22/45^(a)	GBP		3,553		7,195,372
3.50%, 07/22/68^(a)	GBP		2,250		6,073,399
3.75%, 07/22/52^(a)	GBP		2,588		5,985,587
4.00%, 01/22/60^(a)	GBP		2,570		6,890,041
4.25%, 12/07/27^(a)	GBP		2,098		3,454,192
4.25%, 06/07/32^(a)	GBP		2,540		4,588,755
4.25%, 03/07/36^(a)	GBP		2,931		5,694,451
4.25%, 09/07/39^(a)	GBP		2,276		4,684,660
4.25%, 12/07/40^(a)	GBP		3,055		6,402,748
4.25%, 12/07/46^(a)	GBP		2,506		5,743,497
4.25%, 12/07/49^(a)	GBP		2,157		5,185,006
4.25%, 12/07/55^(a)	GBP		2,527		6,623,458
4.50%, 09/07/34^(a)	GBP		3,478		6,692,496
4.50%, 12/07/42^(a)	GBP		2,505		5,579,496
4.75%, 12/07/30^(a)	GBP		1,795		3,264,827
4.75%, 12/07/38^(a)	GBP		2,042		4,376,081
5.00%, 03/07/25^(a)	GBP		1,023		1,599,671
6.00%, 12/07/28^(a)	GBP		518		959,537
United Kingdom Gilt Bonds
0.25%, 01/31/25^(a)	GBP		3,000		4,042,302
0.88%, 07/31/33^(a)	GBP		3,000		4,020,378


					279,284,576


Total Foreign Government Obligations — 78.8% (Cost: $3,028,217,017)					3,065,113,809


Short-Term Investments

Money Market Funds — 0.1%
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%^(f)(g)			3,420		3,420,000


Total Short-Term Investments — 0.1% (Cost: $3,420,000)					3,420,000


Total Investments in Securities — 98.2% (Cost: $3,763,257,581)					3,817,493,609

Other Assets, Less Liabilities — 1.8%					70,350,250


Net Assets — 100.0%				$	3,887,843,859

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

^(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)	Zero-coupon bond.

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

^(e)	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.

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

For the period ended October 31, 2021, the effect of derivative financial instruments in the Statements of Operations was as follows:

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

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

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

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

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

Investment Transactions and Income Recognition: For financial reporting purposes, investment transactions are recorded on the dates the transactions are executed (the “trade dates”). Realized gains and losses on investment transactions are determined using the specific identification method. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Dividends from foreign securities where the ex-dividend date may have passed are subsequently recorded when the Funds are informed of the ex-dividend date. Under the applicable foreign tax laws, a withholding tax at various rates may be imposed on capital gains, dividends and interest. Upon notification from issuers or as estimated by management, a portion of the dividend income received from a real estate investment trust may be redesignated as a reduction of cost of the related investment and/or realized gain. Interest income, including amortization and accretion of premiums and discounts on debt securities, and payment-in-kind interest are recognized daily on an accrual basis.

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

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

Foreign Taxes: The Funds may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, capital gains on investments, or certain foreign currency transactions. All foreign taxes are recorded in accordance with the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which each Fund invests. These foreign taxes, if any, are paid by each Fund and are reflected in its Statements of Operations as follows: foreign taxes withheld at source are presented as a reduction of income, foreign taxes on securities lending income are presented as a reduction of securities lending income, foreign taxes on stock dividends are presented as “Other foreign taxes”, and foreign taxes on capital gains from sales of investments and foreign taxes on foreign currency transactions are included in their respective net realized gain (loss) categories. Foreign taxes payable or deferred as of October 31, 2021, if any, are disclosed in the Statements of Assets and Liabilities.

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

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

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

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

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

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

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

Generally, trading in foreign instruments is substantially completed each day at various times prior to the close of trading on the New York Stock Exchange (“NYSE”). Each business day, the Funds use current market factors supplied by independent pricing services to value certain foreign instruments (“Systematic Fair Value Price”). The Systematic Fair Value Price is designed to value such foreign securities at fair value as of the close of trading on the NYSE, which follows the close of the local markets.

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

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

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The

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

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

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

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

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

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

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

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

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

Securities Lending: Each Fund may lend its securities to approved borrowers, such as brokers, dealers and other financial institutions. The borrower pledges and maintains with the Fund collateral consisting of cash, an irrevocable letter of credit issued by an approved bank, or securities issued or guaranteed by the U.S. government. The initial collateral received by each Fund is required to have a value of at least 102% of the current market value of the loaned securities for securities traded on U.S.

exchanges and a value of at least 105% for all other securities. The collateral is maintained thereafter at a value equal to at least 100% of the current value of the securities on loan. The market value of the loaned securities is determined at the close of each business day of the Fund and any additional required collateral is delivered to the Fund or excess collateral is returned by the Fund, on the next business day. During the term of the loan, each Fund is entitled to all distributions made on or in respect of the loaned securities but does not receive interest income on securities received as collateral. Loans of securities are terminable at any time and the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

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

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

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

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

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

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

The contract is marked-to-market daily and the change in market value is recorded as unrealized appreciation or depreciation in the Statements of Assets and Liabilities. When the contract is closed, a realized gain or loss is recorded in the Statements of Operations equal to the difference between the value at the time it was opened and the value at the time it was closed. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency. The use of forward foreign currency exchange contracts involves the risk that the value of a contract changes unfavorably due to movements in the value of the referenced foreign currencies, and such value may exceed the amount(s) reflected in the Statements of Assets and Liabilities. Cash amounts pledged for forward foreign currency exchange contracts are considered restricted and are included in cash pledged as collateral for OTC derivatives in the Statements of Assets and Liabilities. A Fund’s risk of loss from counterparty credit risk on OTC derivatives is generally limited to the aggregate unrealized gain netted against any collateral held by the Fund.

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

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

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

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

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

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

Effective December 17, 2020, for its investment advisory services to the iShares Core International Aggregate Bond ETF, BFA is entitled to an annual investment advisory fee of 0.08%, accrued daily and paid monthly by the Fund, based on the average daily net assets of the Fund. Prior to December 17, 2020, BFA was entitled to an annual investment advisory fee of 0.09%, accrued daily and paid monthly by the Fund, based on the average daily net assets of the Fund.

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

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

This amount is included in investment advisory fees waived in the Statements of Operations. For the year ended October 31, 2021, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

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

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

Securities Lending: The U.S. Securities and Exchange Commission (the “SEC”) has issued an exemptive order which permits BlackRock Institutional Trust Company, N.A. (“BTC”), an affiliate of BFA, to serve as securities lending agent for the Funds, subject to applicable conditions. As securities lending agent, BTC bears all operational costs directly related to securities lending. 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 October 31, 2021, 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 October 31, 2021, 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 October 31, 2021, 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 October 31, 2021, 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 October 31, 2021, permanent differences attributable to certain deemed distributions and realized gains (losses) from in-kind redemptions were reclassified to the following accounts:

As of October 31, 2021, the tax components of accumulated net earnings (losses) were as follows:

For the year ended October 31, 2021, the Funds listed below utilized the following amounts of their respective capital loss carryforwards:

As of October 31, 2021, gross unrealized appreciation and depreciation based on cost of investments (including short positions and derivatives, if any) for U.S. federal income tax purposes were as follows:

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

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

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

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

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

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

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

Valuation Risk: The market values of equities, such as common stocks and preferred securities or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company. They may also decline due to factors which affect a particular industry or industries. A fund may invest in illiquid investments. An illiquid investment is any investment that a fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment. A fund may experience difficulty in selling illiquid investments in a timely manner at the price that it believes the investments are worth. Prices may fluctuate widely over short or extended periods in response to

company, market or economic news. Markets also tend to move in cycles, with periods of rising and falling prices. This volatility may cause a fund’s NAV to experience significant increases or decreases over short periods of time. If there is a general decline in the securities and other markets, the NAV of a fund may lose value, regardless of the individual results of the securities and other instruments in which a fund invests.

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

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

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

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

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

Responses to the financial problems by European governments, central banks and others, including austerity measures and reforms, may not work, may result in social unrest and may limit future growth and economic recovery or have other unintended consequences. Further defaults or restructurings by governments and others of their debt could have additional adverse effects on economies, financial markets and asset valuations around the world. In addition, the United Kingdom has withdrawn from the European Union, and one or more other countries may withdraw from the European Union and/or abandon the Euro, the common currency of the European Union. The impact of these actions, especially if they occur in a disorderly fashion, is not clear but could be significant and far reaching.

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

Certain Funds invest a significant portion of their assets in high yield securities. High yield securities that are rated below investment-grade (commonly referred to as “junk bonds”) or are unrated may be deemed speculative, involve greater levels of risk than higher-rated securities of similar maturity and are more likely to default. High yield securities may be issued by less creditworthy issuers, and issuers of high yield securities may be unable to meet their interest or principal payment obligations. High yield securities are subject to extreme price fluctuations, may be less liquid than higher rated fixed-income securities, even under normal economic conditions, and frequently have redemption features.

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.

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 will be phased out by the end of 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.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of iShares Core 1-5 Year USD Bond ETF and iShares Core International Aggregate Bond ETF (two of the funds constituting iShares Trust, hereafter collectively referred to as the “Funds”) as of October 31, 2021, the related statements of operations for the year ended October 31, 2021, the statements of changes in net assets for each of the two years in the period ended October 31, 2021, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2021 (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 October 31, 2021, 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 October 31, 2021 and each of the financial highlights for each of the five years in the period ended October 31, 2021 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 October 31, 2021 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 intend to pass through to their shareholders the following amounts, or maximum amounts allowable by law, of foreign source income earned and foreign taxes paid for the fiscal year ended October 31, 2021:

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 October 31, 2021:

The Funds hereby designate the following amounts, or maximum amounts allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident aliens and foreign corporations for the fiscal year ended October 31, 2021:

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 October 31, 2021:

The law varies in each state as to whether and what percent of ordinary income dividends attribute 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 capital gain dividends, subject to a long-term capital gains tax rate of not greater than 20%, for the fiscal year ended October 31, 2021:

Under Section 15(c) of the Investment Company Act of 1940 (the “1940 Act”), the Trust’s Board of Trustees (the “Board”), including a majority of Board Members who are not “interested persons” of the Trust (as that term is defined in the 1940 Act) (the “Independent Board Members), is required annually to consider and approve the Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 7, 2021 and May 14, 2021, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 15-16, 2021, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.

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

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

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

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

Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent and proposed enhancements to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies, which were provided at the May 7, 2021 meeting and throughout the year.

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

Costs of Services Provided to the Fund and Profits Realized by BFA and its Affiliates: The Board reviewed information about the estimated profitability to BlackRock in managing the Fund, based on the fees payable to BFA and its affiliates (including fees under the Advisory Agreement), and other sources of revenue and expense to BFA and its affiliates from the Fund’s operations for the last calendar year. The Board reviewed BlackRock’s methodology for calculating estimated profitability of the iShares funds, noting that the 15(c) Committee and the Board had focused on the methodology and profitability presentation. The Board recognized that profitability may be affected

by numerous factors, including, among other things, fee waivers by BFA, the types of funds managed, expense allocations and business mix. The Board thus recognized that calculating and comparing profitability at individual fund levels is challenging. The Board discussed with management the sources of direct and ancillary revenue, including the revenues to BTC, a BlackRock affiliate, from securities lending by the Fund. The Board also discussed BFA’s estimated profit margin as reflected in the Fund’s profitability analysis and reviewed information regarding potential economies of scale (as discussed below).

Based on this review, the Board concluded that the profits realized by BFA and its affiliates under the Advisory Agreement and from other relationships between the Fund and BFA and/or its affiliates, if any, were within a reasonable range in light of the factors and other information considered.

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

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

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

The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates do not manage Other Accounts with substantially the same investment objective and strategy as the Fund and that track the same index as the Fund. The Board also acknowledged management’s assertion that, for certain iShares funds, and for client segmentation purposes, BlackRock has launched an iShares fund that may provide a similar investment exposure at a lower investment advisory fee rate.

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

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

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

and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreements. At meetings on May 7, 2021 and May 14, 2021, a committee composed of all of the Independent Board Members (the “15(c) Committee”), with independent counsel, met with management and reviewed and discussed information provided in response to initial requests of the 15(c) Committee and/or its independent counsel, and requested certain additional information, which management agreed to provide. At a meeting held on June 15-16, 2021, the Board, including the Independent Board Members, reviewed the additional information provided by management in response to these requests.

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

Expenses and Performance of the Fund: The Board reviewed statistical information prepared by Broadridge Financial Solutions Inc. (“Broadridge”), an independent provider of investment company data, regarding the expense ratio components, including gross and net total expenses, fees and expenses of another fund in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs (including, where applicable, funds sponsored by an “at cost” service provider), objectively selected by Broadridge as comprising the Fund’s applicable peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall fund expenses (net of waivers and reimbursements) for the Fund were lower than the median of the overall fund expenses (net of waivers and reimbursements ) of the funds in its Peer Group, excluding iShares funds. The Board further noted that BFA pays BlackRock International Limited (BIL) and BlackRock (Singapore) Limited (BSL) for sub-advisory services, and there are no additional fees imposed on the Fund in respect of the services provided under the Sub-Advisory Agreement(s).

In addition, to the extent that any of the comparison funds included in the Peer Group, excluding iShares funds, track the same index as the Fund, Broadridge also provided, and the Board reviewed, a comparison of the Fund’s performance for the one-year, three-year, five-year, ten-year, and since inception periods, as applicable, and for the quarter ended December 31, 2020, to that of relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.

Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about recent and proposed enhancements to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA and BlackRock International Limited (BIL) and BlackRock (Singapore) Limited (BSL) under the Advisory Agreements for the coming year as compared to the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, including those of the Sub-Advisor(s), as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding investment performance, investment and risk management processes and strategies for BFA and BlackRock International Limited (BIL) and BlackRock (Singapore) Limited (BSL), which were provided at the May 7, 2021 meeting and throughout the year and matters related to BFA’s portfolio compliance program.

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

Based on this review, the Board concluded that the profits realized by BFA and its affiliates under the Advisory Agreements and from other relationships between the Fund and BFA and/or its affiliates, if any, were within a reasonable range in light of the factors and other information considered.

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

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

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

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 375 funds as of October 31, 2021. 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 Cecilia H. Herbert 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 email 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 Company’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			5 Years			Since Inception			1 Year			5 Years			Since Inception

Fund NAV		0.44	%		2.40	%		1.96	%		0.44	%		12.56	%		19.15	%
Fund Market		0.36			2.38			1.96			0.36			12.48			19.16
Index		0.58			2.48			2.06			0.58			13.04			20.24


Actual					Hypothetical 5% Return


	Beginning Account Value (05/01/21)	Ending Account Value (10/31/21)	Expenses Paid During the Period	^(a)		Beginning Account Value (05/01/21)	Ending Account Value (10/31/21)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 996.80	$ 0.30			$ 1,000.00	$ 1,024.90	$ 0.31		0.06	%


	Average Annual Total Returns									Cumulative Total Returns

	1 Year			5 Years			Since Inception			1 Year			5 Years			Since Inception

Fund NAV		(1.52	)%		3.00	%		3.54	%		(1.52	)%		15.92	%		23.13	%
Fund Market		(1.64	)		2.99			3.55			(1.64	)		15.87			23.22
Index		(1.50	)		3.12			3.63			(1.50	)		16.59			23.74


Actual							Hypothetical 5% Return


	Beginning Account Value (05/01/21	)	Ending Account Value (10/31/21	)	Expenses Paid During the Period	^(a)		Beginning Account Value (05/01/21	)	Ending Account Value (10/31/21	)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00		$ 1,001.50		$ 0.40			$ 1,000.00		$ 1,024.80		$ 0.41		0.08	%




Investment Type	Percent of Total Investments	^(a)

Foreign Government Obligations	80.4	%
Corporate Bonds & Notes	19.6


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


	Page


The Markets in Review		2

Market Overview		4

Fund Summary		5

About Fund Performance		9

Shareholder Expenses		9

Schedules of Investments		10

Financial Statements

Statements of Assets and Liabilities		120

Statements of Operations		121

Statements of Changes in Net Assets		122

Financial Highlights		123

Notes to Financial Statements		125

Report of Independent Registered Public Accounting Firm		135

Important Tax Information (Unaudited)		136

Board Review and Approval of Investment Advisory Contract		137

Supplemental Information		141

Trustee and Officer Information		142

General Information		144

Glossary of Terms Used in this Report		145


4		2 0 2 1 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 October 31, 2021		iShares^® Core 1-5 Year USD Bond ETF


Fund Summary as of October 31, 2021 (continued)		iShares^® Core 1-5 Year USD Bond ETF


ALLOCATION BY CREDIT QUALITY

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

Aaa	53.8	%
Aa	3.6
A	16.7
Baa	13.5
Ba	3.7
B	2.5
Caa	0.8
Not Rated	5.4


ALLOCATION BY INVESTMENT TYPE

Investment Type	Percent of Total Investments	^(a)

U.S. Government & Agency Obligations	55.0	%
Corporate Bonds & Notes	36.1
Foreign Government Obligations	6.9
Collaterized Mortgage Obligations	1.5
Asset-Backed Securities	0.5
Municipal Debt Obligations	0.1
TBA Sales Commitments	(0.1	)
Common Stocks	0.0	^(b)


Fund Summary as of October 31, 2021		iShares^® Core International Aggregate Bond ETF




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

China	14.8	%
Japan	11.4
France	10.5
United Kingdom	9.5
Germany	9.0
Italy	6.4
Canada	6.0
Spain	4.7
Australia	3.0
Supranational	2.9


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		9




Affiliated Issuer	Value at 10/31/20		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value at 10/31/21		Shares Held at 10/31/21 (000)		Income			Capital Gain Distributions from Underlying Funds

BlackRock Cash Funds: Institutional, SL Agency Shares	$	158,997,427	$	50,725,850	^(a)	$	—	$	(19,305	)	$	(9,728	)	$	209,694,244		209,589	$	201,129		$	—
BlackRock Cash Funds: Treasury, SL Agency Shares		30,795,447		405,934,369	^(a)		—		—			(1	)		436,729,815		436,730		227,974	^(b)		—


								$	(19,305	)	$	(9,729	)	$	646,424,059			$	429,103		$	—




	Level 1		Level 2			Level 3		Total


Investments
Assets
Asset-Backed Securities	$	—	$	30,313,415		$	—	$	30,313,415
Collaterized Mortgage Obligations		—		95,124,012			—		95,124,012
Corporate Bonds & Notes		—		2,241,897,293			—		2,241,897,293
Foreign Government Obligations		—		426,219,681			—		426,219,681
Municipal Debt Obligations		—		3,035,469			—		3,035,469
U.S. Government & Agency Obligations		—		3,416,100,410			—		3,416,100,410
Common Stocks		2,619		—			10,360		12,979
Preferred Stocks		—		—			—		—
Warrants		—		—			—		—
Money Market Funds		646,424,059		—			—		646,424,059


		646,426,678		6,212,690,280			10,360		6,859,127,318

Liabilities
TBA Sales Commitments		—		(4,489,417	)		—		(4,489,417	)


	$	646,426,678	$	6,208,200,863		$	10,360	$	6,854,637,901




Affiliated Issuer	Value at 10/31/20		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 10/31/21		Shares Held at 10/31/21 (000)		Income		Capital Gain Distributions from Underlying Funds


BlackRock Cash Funds: Treasury, SL Agency Shares	$	15,740,000	$	—	$	(12,320,000	)^(a)	$	—	$	—	$	3,420,000		3,420	$	2,526	$	—



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

AUD	93,005,000	USD	69,935,854	MS	11/02/21	$	27,173
CAD	55,485,000	USD	44,787,143	CITI	11/02/21		45,562
CAD	55,485,000	USD	44,792,928	DB	11/02/21		39,776
CAD	59,795,000	USD	48,209,054	MS	11/02/21		106,195
CAD	55,490,000	USD	44,822,294	UBS	11/02/21		14,451
GBP	7,810,000	USD	10,539,073	JPM	11/02/21		149,308
JPY	9,836,760,000	USD	86,304,781	MS	11/02/21		1,514
THB	46,440,000	USD	1,370,720	DB	11/02/21		28,813
USD	10,793,579	CZK	237,650,000	UBS	11/02/21		90,408
USD	15,404,986	DKK	98,715,000	JPM	11/02/21		64,660
USD	372,664,904	EUR	321,545,000	CITI	11/02/21		958,926
USD	362,094,128	EUR	312,465,000	DB	11/02/21		884,629
USD	362,078,193	EUR	312,465,000	MS	11/02/21		868,693
USD	362,173,807	EUR	312,465,000	SSB	11/02/21		964,307
USD	362,260,672	EUR	312,465,000	UBS	11/02/21		1,051,173
USD	392,157,868	GBP	286,090,000	JPM	11/02/21		629,196
USD	6,841,457	HUF	2,128,915,000	DB	11/02/21		2,141
USD	96,033,296	JPY	10,744,660,000	CITI	11/02/21		1,761,218
USD	85,848,824	JPY	9,609,780,000	DB	11/02/21		1,534,018
USD	85,922,436	JPY	9,609,780,000	MS	11/02/21		1,607,630
USD	85,852,595	JPY	9,609,790,000	SSB	11/02/21		1,537,701
USD	85,913,602	JPY	9,609,780,000	UBS	11/02/21		1,598,796
USD	4,926,846	RON	21,045,000	UBS	11/02/21		10,882
AUD	4,130,000	USD	3,102,456	JPM	12/02/21		4,701
AUD	4,070,000	USD	3,057,457	UBS	12/02/21		4,559
CAD	2,400,000	USD	1,936,130	JPM	12/02/21		3,083
CAD	1,430,000	USD	1,153,642	UBS	12/02/21		1,806
JPY	353,410,000	USD	3,100,017	JPM	12/02/21		1,379
JPY	55,090,000	USD	483,244	UBS	12/02/21		205
USD	46,391,300	AUD	61,625,000	SOC	12/02/21		28,460




	Foreign Currency Exchange Contracts


Assets — Derivative Financial Instruments
Forward foreign currency exchange contracts
Unrealized appreciation on forward foreign currency exchange contracts	$	29,624,441


Liabilities — Derivative Financial Instruments
Forward foreign currency exchange contracts
Unrealized depreciation on forward foreign currency exchange contracts	$	41,709,053




	Foreign Currency Exchange Contracts


Net Realized Gain (Loss) from:
Forward foreign currency exchange contracts	$	8,543,003


Net Change in Unrealized Appreciation (Depreciation) on:
Forward foreign currency exchange contracts	$	(7,373,886	)




Forward foreign currency exchange contracts:
Average amounts purchased — in USD	$	3,920,125,933
Average amounts sold — in USD	$	7,547,543,300




	Assets		Liabilities


Derivative Financial Instruments:
Forward foreign currency exchange contracts	$	29,624,441	$	41,709,053


Total derivative assets and liabilities in the Statement of Assets and Liabilities		29,624,441		41,709,053
Derivatives not subject to a Master Netting Agreement or similar agreement (“MNA”)		—		—


Total derivative assets and liabilities subject to an MNA		29,624,441		41,709,053




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


Citibank N.A.	$	4,854,461	$	(4,175,402	)	$	—	$	—	$	679,059
Deutsche Bank Securities Inc.		4,523,469		(3,387,379	)		—		—		1,136,090
JPMorgan Chase Bank N.A.		3,209,147		(3,209,147	)		—		—		—
Morgan Stanley & Co. International PLC		5,193,492		(4,200,125	)		—		—		993,367
Societe Generale		28,460		(28,460	)		—		—		—
State Street Bank and Trust Co.		6,648,898		(6,648,898	)		—		—		—
UBS AG		5,166,514		(4,857,264	)		—		—		309,250


	$	29,624,441	$	(26,506,675	)	$	—	$	—	$	3,117,766




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


Citibank N.A.	$	4,175,402	$	(4,175,402	)	$	—	$	—		$	—
Deutsche Bank Securities Inc.		3,387,379		(3,387,379	)		—		—			—
JPMorgan Chase Bank N.A.		8,662,263		(3,209,147	)		—		(5,453,116	)		—
Morgan Stanley & Co. International PLC		4,200,125		(4,200,125	)		—		—			—
Societe Generale		1,653,591		(28,460	)		—		—			1,625,131
State Street Bank and Trust Co.		14,773,029		(6,648,898	)		—		—			8,124,131
UBS AG		4,857,264		(4,857,264	)		—		—			—


	$	41,709,053	$	(26,506,675	)	$	—	$	(5,453,116	)	$	9,749,262


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


ASSETS
Investments in securities, at value (including securities on loan)^(a):
Unaffiliated^(b)		$	6,212,703,259	$	3,814,073,609
Affiliated^(c)			646,424,059		3,420,000
Cash			2,287,434		1,368
Foreign currency, at value^(d)			—		43,468,026
Cash pledged:
Collateral — OTC derivatives			—		8,430,000
Receivables:
Investments sold			21,102,901		28,610,394
Securities lending income — Affiliated			29,822		—
TBA sales commitments			4,489,160		—
Capital shares sold			2,174,572		—
Dividends			12,670		—
Interest			31,804,955		27,869,741
Unrealized appreciation on:
Forward foreign currency exchange contracts			—		29,624,441


Total assets			6,921,028,832		3,955,497,579


LIABILITIES
Collateral on securities loaned, at value			436,629,816		—
TBA sales commitments, at value^(e)			4,489,417		—
Deferred foreign capital gain tax			—		178,522
Payables:
Investments purchased			244,477,820		25,501,804
Investment advisory fees			299,173		264,341
Unrealized depreciation on:
Forward foreign currency exchange contracts			—		41,709,053


Total liabilities			685,896,226		67,653,720


NET ASSETS		$	6,235,132,606	$	3,887,843,859


NET ASSETS CONSIST OF:
Paid-in capital		$	6,208,624,476	$	3,810,897,411
Accumulated earnings			26,508,130		76,946,448


NET ASSETS		$	6,235,132,606	$	3,887,843,859


Shares outstanding			122,900,000		70,900,000


Net asset value		$	50.73	$	54.84


Shares authorized			Unlimited		Unlimited


Par value			None		None


^(a) Securities loaned, at value		$	426,939,621	$	—
^(b) Investments, at cost — Unaffiliated		$	6,194,532,556	$	3,759,837,581
^(c) Investments, at cost — Affiliated		$	646,383,309	$	3,420,000
^(d) Foreign currency, at cost		$	—	$	43,391,226
^(e) Proceeds from TBA sales commitments		$	4,489,160	$	—


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


INVESTMENT INCOME
Dividends — Unaffiliated	$	50		$	—
Dividends — Affiliated		201,129			2,526
Interest — Unaffiliated		88,877,297			40,683,141
Securities lending income — Affiliated — net		227,974			—
Other income — Unaffiliated		28,362			3,707
Foreign taxes withheld		—			(514,564	)


Total investment income		89,334,812			40,174,810


EXPENSES
Investment advisory fees		3,153,372			2,997,520
Miscellaneous		173			86,462


Total expenses		3,153,545			3,083,982

Less:
Investment advisory fees waived		(138,026	)		—


Total expenses after fees waived		3,015,519			3,083,982


Net investment income		86,319,293			37,090,828


REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain (loss) from:
Investments — Unaffiliated		6,366,812			17,232,786
Investments — Affiliated		(19,305	)		—
In-kind redemptions — Unaffiliated		4,788,980			2,140,295
Forward foreign currency exchange contracts		—			8,543,003
Foreign currency transactions		—			1,150,190


Net realized gain		11,136,487			29,066,274

Net change in unrealized appreciation (depreciation) on:
Investments — Unaffiliated^(a)		(83,739,344	)		(113,220,107	)
Investments — Affiliated		(9,729	)		—
Forward foreign currency exchange contracts		—			(7,373,886	)
Foreign currency translations		—			(328,243	)


Net change in unrealized appreciation (depreciation)		(83,749,073	)		(120,922,236	)


Net realized and unrealized loss		(72,612,586	)		(91,855,962	)


NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	13,706,707		$	(54,765,134	)


^(a) Net of reduction in deferred foreign capital gain tax of	$	—		$	21,430


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


	Year Ended 10/31/21			Year Ended 10/31/20			Year Ended 10/31/21			Year Ended 10/31/20

INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	86,319,293		$	89,440,740		$	37,090,828		$	24,289,073
Net realized gain (loss)		11,136,487			2,815,547			29,066,274			(86,517,959	)
Net change in unrealized appreciation (depreciation)		(83,749,073	)		58,772,493			(120,922,236	)		137,527,957


Net increase (decrease) in net assets resulting from operations		13,706,707			151,028,780			(54,765,134	)		75,299,071


DISTRIBUTIONS TO SHAREHOLDERS^(a)
From net investment income and net realized gain		(88,533,271	)		(89,745,060	)		(6,019,839	)		(20,298,112	)
Return of capital		—			—			—			(30,948,020	)


Decrease in net assets resulting from distributions to shareholders		(88,533,271	)		(89,745,060	)		(6,019,839	)		(51,246,132	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions		1,608,968,395			1,776,454,761			719,713,923			1,376,748,254


NET ASSETS
Total increase in net assets		1,534,141,831			1,837,738,481			658,928,950			1,400,801,193
Beginning of year		4,700,990,775			2,863,252,294			3,228,914,909			1,828,113,716


End of year	$	6,235,132,606		$	4,700,990,775		$	3,887,843,859		$	3,228,914,909


	iShares Core 1-5 Year USD Bond ETF


	Year Ended 10/31/21			Year Ended 10/31/20			Year Ended 10/31/19			Year Ended 10/31/18			Year Ended 10/31/17


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


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


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


Distributions^(c)
From net investment income		(0.88	)		(1.22	)		(1.39	)		(1.16	)		(1.01	)


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


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


Total Return^(d)
Based on net asset value		0.44	%		4.22	%		6.43	%		(0.25	)%		1.29	%


Ratios to Average Net Assets
Total expenses		0.06	%		0.06	%		0.06	%		0.06	%		0.08	%


Total expenses after fees waived		0.06	%		0.06	%		0.06	%		0.06	%		0.07	%


Net investment income		1.64	%		2.32	%		2.85	%		2.53	%		2.06	%


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


Portfolio turnover rate^(e)(f)		82	%		77	%		83	%		107	%		124	%


	iShares Core International Aggregate Bond ETF


	Year Ended 10/31/21			Year Ended 10/31/20			Year Ended 10/31/19			Year Ended 10/31/18				Year Ended 10/31/17


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


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


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


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


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


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


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


Ratios to Average Net Assets
Total expenses		0.08	%		0.09	%		0.09	%			0.09	%			0.11	%


Net investment income		1.00	%		0.99	%		1.02	%			0.91	%			0.84	%


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


Portfolio turnover rate^(f)		16	%		36	%		12	%			11	%			20	%



iShares ETF	Diversification Classification

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




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


Core 1-5 Year USD Bond
Barclays Bank PLC	$	388,364	$	388,364		$	—	$	—
Barclays Capital, Inc.		102,601,959		102,601,959			—		—
BNP Paribas SA		335,246		335,246			—		—
BofA Securities, Inc.		159,323,508		159,323,508			—		—
Citigroup Global Markets, Inc.		204,515		204,515			—		—
Credit Suisse Securities (USA) LLC		1,012,681		1,012,681			—		—
Deutsche Bank Securities, Inc.		148,409,806		148,409,806			—		—
Goldman Sachs & Co. LLC		897,626		763,987			—		(133,639	)^(b)
HSBC Securities (USA), Inc.		443,721		443,721			—		—
J.P. Morgan Securities LLC		6,811,991		6,811,991			—		—
Jefferies LLC		1,069,738		1,069,738			—		—
Morgan Stanley		2,233,565		2,233,565			—		—
RBC Capital Markets LLC		1,237,395		1,237,395			—		—
Toronto Dominion Bank		362,828		362,828			—		—
Wells Fargo Securities LLC		1,606,678		1,606,678			—		—


	$	426,939,621	$	426,805,982		$	—	$	(133,639	)



iShares ETF	Investment Advisory Fee

Core 1-5 Year USD Bond		0.06	%
Core International Aggregate Bond		0.08



iShares ETF	Purchases		Sales		Net Realized Gain (Loss)

Core 1-5 Year USD Bond	$	2,261,198	$	805,628	$	(8,743	)



	U.S. Government Securities				Other Securities


iShares ETF	Purchases		Sales		Purchases		Sales

Core 1-5 Year USD Bond	$	3,726,838,751	$	3,609,847,689	$	782,618,043	$	687,114,828
Core International Aggregate Bond		—		—		865,135,421		571,639,162